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# Proposal for the Measurement of Bell-like Correlations from Continuous Variables
## Abstract
We show theoretically that Bell-type correlations can be observed between continuous variable measurements performed on a parametric source. An auxiliary measurement, performed on the detection environment, negates the possibility of constructing a local realistic description of these correlations.
Entanglement is a defining feature of quantum mechanical systems and leads to correlations between sub-systems of a very non-classical nature. These in turn lead to fundamentally new interactions and applications in the field of quantum information . The strange nature of entanglement was first pointed out by Einstein, Podolsky and Rosen (EPR) for the continuous variables of position and momentum. Though raising philosophical questions, their formulation did not lead to predictive differences between quantum mechanics and local realistic theories. An experimental demonstration of the EPR effect was made by Ou et al by measuring the 2nd order correlations between the conjugate quadrature amplitudes of an optical parametric source. The quadrature amplitudes are the optical analogues of position and momentum and can be measured efficiently with homodyne detection. Although the observed correlations were shown to conflict with semi-classical optical theory they were not shown to conflict with local realistic theories in general.
The deeper mysteries of entanglement were quantified by Bell in his famous inequalities. These raise testable differences between quantum mechanics and all local realistic theories. Numerous experimental tests of Bell-type inequalities have been made in optics starting with Aspect . Violations, showing agreement with quantum mechanics, of over 100 standard deviations and over large distances have now been performed. In these experiments the correlations between discrete measurements of particle number are studied. These correlations are to 4th order in the optical fields.
In this letter we show how Bell-type correlations can be obtained from measurements of continuous variables. Although defined in terms of 4th order correlations we are able to express our result in terms of products of only 2nd order correlations. This work is of clear significance to the new field of continuous variable quantum information , but also offers new insights into the fundamental mechanism of entanglement. Unlike some earlier proposals our scheme can be applied to macroscopic fields. Our proposal differs from previous macroscopic theories of this kind in two ways: (i) The source upon which we base our quantum mechanical demonstration is a standard optical parametric amplifier. Previous proposals required the use of more exotic sources; and (ii) Unlike previous proposals in which the continuous variables were discretized, we instead use the standard device of decomposition into two orthogonal polarization bases. The possibility of constructing a local realistic description of these correlations, based on the positive Wigner function that describes the parametric amplifier, can be disallowed by an auxiliary intensity measurement performed on the detection environment.
Consider the generic correlation experiment shown in Fig.1. Correlated beams of particles are emitted from a source ($`S`$) in opposite directions, $`A`$ and $`B`$. Two distinct paths ($`p`$ and $`m`$) are available to the particles in each beam. These could be different spatial paths or orthogonal polarizations (or spins), as in standard realizations. The two paths are combined and then spatially separated to form a different pair of orthogonal paths $`+`$ and $``$. The combiners, $`C(\theta )`$, are black boxes such that it is not possible, for a general value of the mixing parameter $`\theta `$, to determine from measurements of $`+`$ and $``$ whether a particular particle took path $`p`$ or $`m`$. We also allow for a classical phase reference (i.e. local oscillators) to be established at the measurement sites. Measurements are then made on the $`+`$ and $``$ paths of each beam giving results $`R^+(\theta )`$ and $`R^{}(\theta )`$ respectively. In the standard case these measurements are simply the presence (1) or absence (0) of a particle in a particular path in some time interval. More generally they may represent the count rate of particles in a particular path. We allow for the most general case in which they may also be constructed from the values of some continuous properties of the particles (such as position or momentum) averaged over some time interval. We can form correlation functions of the following form
$`R^{ij}(\theta _A,\theta _B)`$ $`=`$ $`R_A^i(\theta _A)R_B^j(\theta _B)`$ (1)
where $`i,j=+,`$. We then construct the normalized averages
$`P^{ij}(\theta _A,\theta _B)`$ $`=`$ $`{\displaystyle \frac{R^{ij}(\theta _A,\theta _B)}{_{k,l=\pm }R^{kl}(\theta _A,\theta _B)}}`$ (2)
It is a well known result that provided the $`P`$’s have the form of probabilities (bounded between 0 and 1) then in any local realistic description the correlations will be bounded by the following Bell inequality
$`B=|E(\theta _A,\theta _B)+E(\theta _A^{},\theta _B^{})+E(\theta _A^{},\theta _B)E(\theta _A,\theta _B^{})|2`$ (3)
where
$`E(\theta _A,\theta _B)=P^{++}(\theta _A,\theta _B)+P^{}(\theta _A,\theta _B)P^+(\theta _A,\theta _B)P^+(\theta _A,\theta _B)`$ (4)
The inequality of Eq. (3) can be applied in the case of the $`R`$’s being constructed from continuous measurements provided $`R^{ij}0`$ (and thus $`0P^{ij}1`$). It remains to be shown whether there are any particular continuous measurements which will violate this inequality for some particular quantum states.
To pursue this goal we first review the standard optical example of a state which violates this inequality with discrete measurements. Such a state is the number-polarization entangled state $`\chi /\sqrt{2}\left(|1_h,1_h+|1_v,1_v\right)+|0`$ which is approximately produced by a parametric down converter operating at low conversion efficiency ($`\chi <<1`$). Here $`|1_i,1_j|1_i_A|1_j_B`$ and $`1_h`$ and $`1_v`$ represent single photons in the horizontal and vertical polarizations respectively. The requirement of low conversion efficiency is so that higher photon number terms (which appear as products of higher powers of $`\chi `$) can be neglected. In the following it will be more convenient to work in the Heisenberg picture. In this picture the action of the down converter is to evolve vacuum state, input annihilation operators $`C_{h,v}`$ and $`D_{h,v}`$ according to
$`\widehat{A}_{h,v}=\widehat{C}_{h,v}+\chi \widehat{D}_{h,v}^{},\widehat{B}_{h,v}=\widehat{D}_{h,v}+\chi \widehat{C}_{h,v}^{}`$ (5)
where as before $`\chi <<1`$ has been assumed. Our two paths, $`p`$ and $`m`$, in this example are the horizontal ($`\widehat{A}_h`$ and $`\widehat{B}_h`$) and vertical ($`\widehat{A}_v`$ and $`\widehat{B}_v`$) polarization modes. The mixer $`C`$ is then some combination of polarizing optics which decomposes our beams into a different, orthogonal polarization basis set ($`+`$ and $``$). This corresponds to the transformation
$`\widehat{A}_+(\theta _A)=\mathrm{cos}\theta _A\widehat{A}_h+\mathrm{sin}\theta _A\widehat{A}_v,`$ $`\widehat{A}_{}(\theta _A)=\mathrm{cos}\theta _A\widehat{A}_v\mathrm{sin}\theta _A\widehat{A}_h`$ (6)
$`\widehat{B}_+(\theta _B)=\mathrm{cos}\theta _B\widehat{B}_h+\mathrm{sin}\theta _B\widehat{B}_v,`$ $`\widehat{B}_{}(\theta _B)=\mathrm{cos}\theta _B\widehat{B}_v\mathrm{sin}\theta _B\widehat{B}_h`$ (7)
Photon counting is then performed on the beams and we define
$`R_A^i(\theta _A)`$ $`=`$ $`\widehat{A}_i^{}(\theta _A)\widehat{A}_i(\theta _A)`$ (8)
$`R_B^i(\theta _B)`$ $`=`$ $`\widehat{B}_i^{}(\theta _B)\widehat{B}_i(\theta _B)`$ (9)
with $`i=+,`$. The definitions then follow as per Eqs. (1), and (2). An explicit calculation gives the result
$`E(\theta _A,\theta _B)=\mathrm{cos}2(\theta _A\theta _B)`$ (10)
where terms of order higher than $`\chi ^2`$ have been neglected. Choosing the angles $`\theta _A=3\pi /8`$, $`\theta _A^{}=\pi /8`$, $`\theta _B=\pi /4`$, $`\theta _B^{}=0`$ we find $`B=2\sqrt{2}`$, a clear violation of Eq.(3).
We now consider how we might decompose this result into continuous variable measurements. The quantum mechanical properties of correlation functions such as
$`R^{++}=\widehat{A}_+^{}(\theta _A)\widehat{A}_+(\theta _A)\widehat{B}_+^{}(\theta _B)\widehat{B}_+(\theta _B`$ (11)
are at the heart of our result. However, an arbitrary field operator, $`\widehat{F}`$, can be written as a sum of the conjugate in-phase, $`\widehat{X}_{F;1}=\widehat{F}+\widehat{F}^{}`$, and out-of-phase, $`\widehat{X}_{F;2}=i(\widehat{F}\widehat{F}^{})`$, quadrature amplitude operators via $`\widehat{F}=1/2(\widehat{X}_{F;1}i\widehat{X}_{F;2})`$. As noted earlier these operators represent continuous variable observables which can be measured via homodyne detection with respect to local oscillator fields. Thus we can write Eq.(11) in the form
$`R^{++}`$ $`=`$ $`{\displaystyle \frac{1}{16}}(\widehat{X}_{A;1}^+(\theta _A)+i\widehat{X}_{A;2}^+(\theta _A))(\widehat{X}_{A;1}^+(\theta _A)i\widehat{X}_{A;2}^+(\theta _A))`$ (13)
$`\times (\widehat{X}_{B;1}^+(\theta _B)+i\widehat{X}_{B;2}^+(\theta _B))(\widehat{X}_{B;1}^+(\theta _B)i\widehat{X}_{B;2}^+(\theta _B))`$
This in turn can be expanded to give the second order correlation function
$`R^{++}`$ $`=`$ $`{\displaystyle \frac{1}{16}}(2(V_{A;1,B;1}^+)^2+2(V_{A;2,B;2}^+)^2+2(V_{A;2,B;1}^+)^2+2(V_{A;1,B;2}^+)^2+`$ (17)
$`V_{A;1}^+V_{B;1}^++V_{A;2}^+V_{B;2}^++V_{A;2}^+V_{B;1}^++V_{A;1}^+V_{B;2}^+`$
$`(1/i)[\widehat{X}_{A;1}^+,\widehat{X}_{A;2}^+](V_{B;1}^++V_{B;2}^+)(1/i)[\widehat{X}_{B;1}^+,\widehat{X}_{B;2}^+](V_{A;1}^++V_{A;2}^+)`$
$`[\widehat{X}_{A;1}^+,\widehat{X}_{A;2}^+][\widehat{X}_{B;1}^+,\widehat{X}_{B;2}^+]))`$
where we have assumed Gaussian noise statistics (a valid assumption for parametric amplification) and thus expanded 4th order correlations via $`(X_iX_j)^2=(X_i)^2(X_j)^2+2(X_iX_j)^2`$ and defined $`(X_iX_j)=V_{i,j}`$ and $`(X_i)^2=V_i`$. The other correlation functions ($`R^{},R^+,R^+`$) can be formed in a similar way and hence $`E(\theta _A,\theta _B)`$ constructed. The terms in the 1st line of Eq.(17) are the 4-mode equivalent (2 spatial $`\times `$ 2 polarization) of the 2-mode correlations measured by Ou et al . These produce the cosine dependence on polarizer angle seen in $`E(\theta _A,\theta _B)`$ (Eq.10). The 2nd line terms represent polarization independent noise which reduces the polarization visibility. The final terms are purely quantum mechanical, being products with the commutators $`[\widehat{X}_{k;1},\widehat{X}_{k;2}]=2i`$ ($`k=A,B`$). For the down converter these final terms cancel the 2nd line terms leaving high polarization visibility, as required to violate the Bell inequality.
Intriguing as this result is Eq.(17) does not actually constitute a continuous variable Bell test as it stands. To do this we must propose continuous variable measurement protocols, $`R_A^+`$ and $`R_B^+`$ from which an $`R^{++}=R_A^+R_B^+`$ can be formed which is equivalent to Eq.(17). Consider the following measurement protocol. The observers at $`A`$ and $`B`$ prearrange synchronized time windows in which they will make their measurements. They do not prearrange what measurements they will make in a particular window. The observers randomly swap between “bright” measurements of either the in-phase or out-of-phase quadratures and “dark noise” measurements obtained by blocking the signal input and allowing no light to the reach the homodyne detectors. When the data thus collected is brought together the following correlation function can be formed
$`R^{++}`$ $`=`$ $`((X_{A;1}^+)^2(X_{va;1}^+)^2+(X_{A;2}^+)^2(X_{va;2}^+)^2)`$ (19)
$`\times ((X_{B;1}^+)^2(X_{vb;1}^+)^2+(X_{B;2}^+)^2(X_{vb:2}^+)^2)`$
where the $`X_{vi;j}`$ represent the dark noise at the two sites ($`i=a,b`$) and on the two quadratures ($`j=1,2`$). Our protocol thus consists of making a series of homodyne measurements, swapping between the two quadratures, each of which is then “zeroed” by subtracting off the dark noise of the measurement apparatus. Importantly, for sufficiently long data runs, the amount of redundant information will be negligible, i.e. all the data is used in forming the correlation function. Similar measurements are made on the minus port and the polarization angle is also randomly swapped. By using the Gaussian properties again we find Eq.19 is equivalent to
$`R^{++}`$ $`=`$ $`{\displaystyle \frac{1}{16}}(2(V_{A;1,B;1}^+)^2+2(V_{A;2,B;2}^+)^2+2(V_{A;2,B;1}^+)^2+2(V_{A;1,B;2}^+)^2+`$ (22)
$`V_{A;1}^+V_{B;1}^++V_{A;2}^+V_{B;2}^++V_{A;2}^+V_{B;1}^++V_{A;1}^+V_{B;2}^+`$
$`2V_v(V_{B;1}^++V_{B;2}^+)2V_v(V_{A;1}^++V_{A;2}^+)+4V_v^2)`$
Eqs.(19) and (22) are the key results of this letter. They can be used to construct a test of local realistic theories based on continuous variable measurements (following the recipe of Eqs.(2) and (3)). Furthermore it can be shown that Eqs.(17) and (22) are numerically identical. Thus our continuous variable inequality will be violated by the down converter. The purely quantum mechanical terms are now those multiplied by the dark noise ($`V_v`$). For an ideal classical system this will be zero, leading to low visibility. If dark noise is present it will also affect the “bright” measurements, ensuring no violation of the Bell inequality. For an ideal quantum mechanical system the dark noise is produced by vacuum fluctuations (as a result of non-zero commutation) and will always be at the quantum noise level ($`V_v=1`$). However for the bright measurements the vacuum noise becomes correlated in the quantum mechanical case. It is indeed this ability of entangled states to correlate the environmental noise which leads to the violation of the predictions of local realistic theories. It is clear in this formulation that it is this lack of “realism” in the detection process which leads to the Bell violation. The distribution of the correlations themselves occurs in a purely local way .
It can be shown that the correlation function of Eq.(22) is formally equivalent to that obtained from the discrete measurement $`R_A^+=\widehat{A}^{}\widehat{A}\widehat{V}^{}\widehat{V}`$ where $`\widehat{V}`$ is the background vacuum mode. Clearly the positivity condition on $`R_A^+`$ is preserved provided $`\widehat{V}`$ is truly a vacuum mode. Thus an essential requirement for the validity of this test is that the background measurements are truly “dark”. This could be ensured by making a sensitive measurement of the light intensity entering the homodyne detectors when the signal is blocked. If we make the reasonable assumption that any stray light will be incoherent, then a dark photon number satisfying $`n_{dark}<<\sqrt{n_{LO}}`$ where $`n_{LO}`$ is the photon number of the local oscillator used to make the homodyne measurements, can be considered zero. This auxiliary measurement on the dark input prevents the construction of local hidden variable theories based on the positive Wigner function which describes this system. Any hidden variable theory which could successfully mimic the quadrature correlations would be incompatible with the observation of zero dark port intensity.
To this point we have demonstrated a new continuous variable method of measuring non-classical correlations that have already been shown to exist. We now indicate how our result can be extended to cover a class of inputs for which local realistic violations have not previously been demonstrated. Consider the arrangement of standard bright squeezed light sources shown in Fig.2. Four optical parametric amplifiers are seeded by four phase locked, horizontally polarized laser beams. The output beams will be squeezed at rf frequencies high enough such that technical noise on the laser beams can be neglected but low enough to be within the bandwidth of the amplifiers. Within this range of frequencies the quantum fluctuations of the output beams from the squeezers can be described in Fourier space by the zero-point operators
$`\delta f_i=\sqrt{G}\delta g_i+\sqrt{G1}\delta g_i^{}`$ (23)
where $`G`$ is the parametric gain of the amplifiers and $`\delta g_i`$’s are the fluctuations associated with the input beams. These are assumed to be at the vacuum level for these frequencies. Fourier space is indicated by the lack of circumflex. These beams are then combined in the manner shown in Fig.2 to produce 4-mode squeezed beams (2 spatial $`\times `$ 2 polarization). The output beams can be written
$`\delta a_{h,v}`$ $`=`$ $`\sqrt{G}\delta c_{h,v}+\sqrt{G1}\delta d_{h,v}^{}`$ (24)
$`\delta b_{h,v}`$ $`=`$ $`\sqrt{G}\delta d_{h,v}+\sqrt{G1}\delta c_{h,v}^{}`$ (25)
where $`\delta c_{h,v}=1/\sqrt{2}(\delta g_1+i\delta g_2)`$ and $`\delta d_{h,v}=1/\sqrt{2}(\delta g_1i\delta g_2)`$. For low levels of parametric gain we can set $`G1`$ and $`\sqrt{G1}=\chi <<1`$. Eqs.(5) and (25) are then formally equivalent although describing physically very different situations. On one hand Eq.(5) describes the properties of a very low photon number light beam in the time domain. On the other hand Eq.(25) describes the small fluctuations of a macroscopic light field in the Fourier domain. These differences don’t prevent us constructing Fourier domain correlation functions completely analogous to those discussed previously for the down conversion source. Thus the $`V`$’s that appear in Eq.(22) are now interpreted as quadrature spectral variances measured at some rf frequency. In this way it would be possible to demonstrate correlations between the quadrature amplitude fluctuations of macroscopic light fields which violate local realistic theory predictions, a quite remarkable result.
Although the experiment just described is technically challenging it is certainly within the capabilities of present technology. Note that if the parametric gain $`G`$ becomes too large then higher order terms will become important and will wash out the non-classical correlations, i.e. the effect is diluted by too much squeezing. This is also typical of the photon number correlations . In Fig.3 we plot the decrease in the maximum value of $`B`$ as a function of increasing squeezing. The trade-off with small levels of squeezing is that the signal to noise becomes very small, making source stability a critical factor.
We have proposed a method for observing Bell correlations with continuous variables. We suggest that a Bell inequality violation should be observable between spatially separated quadrature fluctuations of a bright source, constructed in a straightforward manner from squeezed light beams. This research represents a significant step down the path to realizing all analogues to discrete quantum information manipulations in continuous variable systems.
TCR and WJM acknowledges the support of the Australian Research Council.
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# A theory of thin shells with orbiting constituents
## I Introduction
Thin shells play an important role in General Relativity. Because of the non-linearity of Einstein’s equations we have to consider some simplified models that, describing essential features of the problem under consideration, can be solved analytically at least in quadrature. The thin shell formalism provides us with such a source of the gravitational field, the first integrals being incorporated in the very structure of the Einstein equations for the shells.
This formalism was first developed in and applied to the gravitational collapse problem . It was then almost forgotten for many years. Only in 1983 was it revived and used for studying dynamics of vacuum phase transitions in the Early Universe . The possibility to obtain self-consistent solutions to the gravity equations together with the matter source equations has led to very interesting results (restrictions on the parameters of a vacuum decay process, enhancing of a vacuum decay probability around black holes and others) , which were impossible to obtain by studying the dynamics of test particles (or fields) in a given background space-time.
Comparing the self-consistent treatment of gravitating matter sources and the motion of the same source in a given gravitational field we should stress that the main advantage of the former is that in this case we obtain an important information about a global space-time structure while in the latter case the matter fields “feel” space-time only locally.
The very possibility to feel the space-time globally is extremely important in quantum theory. It was recently demonstrated in quantum black hole models by discovering a new quantum number. Thus, thin shell models serve as a powerful tool in the investigation of a variety of problems where effects of strong gravitational field may prove essential.
In the present paper we studying a new class of spherically symmetric, self-gravitating thin shells. Namely, these shells are built of particles that follow elliptic or hyperbolic orbits, their pericentre being smeared uniformly upon the sphere with zero average angular momentum. The paper is organized as follows. In the Section II we briefly introduce the thin shell formalism with the emphasize on the spherically symmetric case. In the Section III the surface energy-momentum tensor is derived for the spherically symmetric shells with orbiting constituents. The Section IV is devoted to the dynamics of such shells. In the Section V we consider a special, very important case of light-like particles. And, finally, in the Section VI we discussed the obtained results and their application to astrophysics and quantum black holes.
Throughout the paper we use the units $`\mathrm{}=c=1`$ ($`\mathrm{}`$ is the Planckian constant and $`c`$ is the speed of light). In these units the Planckian mass $`m_{Pl}10^5`$gr, length $`l_{Pl}10^{33}`$cm and time $`t_{Pl}10^{43}`$s are expressed in terms of the Newtonian constant $`G`$ as $`G=m_{Pl}^2=l_{Pl}^2=t_{Pl}^2`$.
## II General preliminaries
1. Spherically symmetric space-times
A general spherically symmetric space-time is a direct product of a two-dimensional sphere $`S^2`$ and a two-dimensional pseudo-Euclidean space-time $`M^2`$. Therefore, a general line element can be written in the form
$$ds=g_{\mu \nu }dy^\mu dy^\nu =\gamma _{ik}dx^idx^kR^2(x)d\sigma ^2.$$
(1)
Here $`g_{\mu \nu }`$ is a metric tensor of a four-dimensional space-time $`M^4`$, $`y^\mu `$ are the coordinates on $`M^4`$, $`\gamma _{ik}`$ is a metric tensor of $`M^2`$ in a coordinate system $`x^i`$, $`R(x)`$ is a radius of a two-dimensional sphere and $`d\sigma ^2`$ is the line element of $`S^2`$, which can be parametrized with two angles, $`\theta `$ and $`\phi `$:
$$d\sigma ^2=d\theta ^2+\mathrm{sin}^2\theta d\phi ^2.$$
(2)
The radius $`R(x)`$ is defined in such a way that the area of the sphere equals $`4\pi R^2(x)`$. Since Einstein’s equations of General Relativity are invariant under general coordinate transformation we are able to subject altogether three components of two-dimensional metric $`\gamma _{ik}`$ to two conditions. Thus, a general spherically symmetric space-time can be locally described by only two functions: one is just the radius $`R(x)`$ and another one comes from $`M^2`$. It can be shown (for details see ) that for this second function we can choose an invariant
$$\mathrm{\Delta }=\gamma ^{ik}R_{,i}R_{,k},$$
(3)
where $`\gamma ^{ik}`$ is the inverse to the metric tensor $`\gamma _{ik}`$, $`R_{,i}`$ is a partial derivative of the radius with respect to a coordinate $`x^i`$. The invariant function $`\mathrm{\Delta }`$ is nothing but the square of the vector normal to the surfaces of constant radius $`R(x)=`$const.
This normal vector can be space-like ($`\mathrm{\Delta }<0`$), time-like ($`\mathrm{\Delta }>0`$) or null ($`\mathrm{\Delta }=0`$). It is simple to analyse these possibilities using orthogonal coordinates. Choosing some time coordinate $`t`$ and some radial coordinate $`q`$, we have
$$\mathrm{\Delta }=A\dot{R}^2BR_{}^{}{}_{}{}^{2},A(t,q),B(t,q)>0;$$
(4)
here dot and prime stand for derivatives along time ($`t`$) and radial ($`q`$) directions respectively. In the case of negative $`\mathrm{\Delta }`$ the surfaces of constant radius are time-like. We have already used one of the two possible coordinate transformations (gauge freedom) to make coordinates orthogonal. Now we can exploit the remaining freedom to put $`q=R`$. The region where the radius can be chosen as a radial coordinate is called an $`R`$-region. Similarly, for positive $`\mathrm{\Delta }`$ and space-like surfaces of constant radius we can put $`t=R`$. The region where the radius can be chosen as a time coordinate is called a $`T`$-region. The notions of $`R`$\- and $`T`$-regions were introduced in .
Further, in the $`R`$-region ($`\mathrm{\Delta }<0`$) we can never have $`R^{}=0`$. So the sign of a partial derivative of the radius is an invariant. So, we have either $`R^{}>0`$, which is called the $`R_+`$-region, or $`R^{}<0`$, called the $`R_{}`$-region. If we assume that a radial coordinate $`q`$ ranges from $`\mathrm{}`$ at the left to $`+\mathrm{}`$ at the right and call inner region the region to the left of the given surface $`R=`$const. and outer region the one to the right, then, in a $`R_+`$-region, the radii increase outside this given sphere, while they derease in the $`R_{}`$-region. In the flat Minkowsky space-time $`\mathrm{\Delta }=1`$, so we have globally an $`R_+`$-region and, can thus choose $`q=R`$ everywhere.
Analogously, in a $`T`$-region ($`\mathrm{\Delta }>0`$) we can never have $`\dot{R}=0`$. Thus, there may be regions of inevitable expansions with $`\dot{R}>0`$, and regions of inevitable contraction with $`\dot{R}<0`$. The former are called $`T_+`$-regions, while the latter are $`T_{}`$.
The null surfaces of constant radius ($`\mathrm{\Delta }=0`$) are called the apparent horizons and serve as boundaries between $`R`$\- and $`T`$-regions.
Thus, spherically symmetric space-time may have quite rich a structure. In general, it is some set of $`R_\pm `$ and $`T_\pm `$-regions separated by the apparent horizons. The most famous (and most important to us) example is the geodesically complete Schwarzschild space-time. The space-time is geodesically complete (or maximal analytically extended) if all the geodesics start and end either at infinities or at singularities. The Carter–Penrose conformal diagram for the Schwarzschild manifold is shown in Fig. 1 (on the conformal diagram all the infinities are brought to final distances).
We see that in this simple case all possible regions are present. We have two isometric $`R`$-regions ($`R_{}`$ to the left and $`R_+`$ to the right), each of them having an infinity, and two isometric $`T`$-regions ($`T_+`$-region of inevitable expansion in the past and $`T_{}`$-region of inevitable contraction in the future, $`T_+`$-region starting and $`T_{}`$-region ending with real singularities at $`R=0`$, which are space-like surfaces).
2. Thin shell formalism
In General Relativity the inclusion of matter sources into considerations is not an easy task because of nonlinearity of Einstein’s equation. Besides, the investigation of a self-consistent solution of a combined system of gravity and matter evolution is extremely important since it can differ substantially (and crucially) from the evolution of the same matter in a given background field. Thus there is a necessity in the construction of a very simple and tractable model for matter sources. One of these model are thin shells. The thin shells are viewed as a vanishing limit of thick shells of ordinary matter. In some cases, e.g. in cosmological phase transitions, such a limit can be justified .
The general mathematical theory of thin shells in General Relativity was invented in . It was formulated in a nice geometrical way as the set of equations for an extrinsic curvature tensor, which describes the embedding of a three-dimensional hyper-surface (world-sheet of a thin shell) into four-dimensional space-time (of course, a number of dimensions can be made arbitrary $`(d1)`$ and $`d`$). Since a non-zero amount of energy is concentrated in a vanishing volume, such a thin shell is singular and, while all the metric coefficients are continuous across a singular hyper-surface, some of their derivatives undergo a jump. The equations for this jump are the following
$$[K_i^j]\delta _i^j[K_l^l]=8\pi GS_i^j,$$
(5)
where $`K_i^j`$ is the extrinsic curvature tensor describing the way of embedding of a time-like three-dimensional hyper-surface into a four-dimensional space-time (for a space-like hyper-surface one should change the sign of the right (or left) hand side). The square brackets denote a jump across a hyper-surface, $`[A]=A_{out}A_{in}`$, $`S_i^j`$ is a surface energy momentum tensor of a shell. From the Einstein’s equations just outside the shell there follow two more expressions
$$S_{ij}^j+[T_i^n]=0$$
(6)
$$\{K_j^i\}S_i^j+[T_n^n]=0.$$
(7)
Here $`\{K_j^i\}=\frac{1}{2}(K_j^i`$(out)$`K_j^i`$(in)), and the index $`n`$ denotes the outward direction normal to the shell.
In the spherically symmetric case everything becomes much easier. Of the total set of Eq.(5) we are left with only two:
$$[K_2^2]=4\pi GS_0^0$$
(8)
$$[K_0^0]+[K_2^2]=8\pi GS_2^2$$
(9)
and from Eqs.(6) and (7) we again have only two equations
$$\{K_0^0\}S_0^0+2\{K_2^2\}S_2^2+[T_n^n]=0$$
(10)
$$\dot{S_0^0}+\frac{2\dot{\rho }}{\rho }(S_0^0S_2^2)+[T_0^n]=0.$$
(11)
Here a dot means a derivative with respect to the proper time of the shell. Moreover, it appears , that Eq.(10) is an algebraic consequence of other equations, and Eq.(11) can be considered as an integrability condition to Eqs.(8) and (9). Therefore, we can use any two of three equations, Eqs.(8), (9) and (11). Another advantage of spherical symmetry is that we are able to calculate a $`K_2^2`$-component of the extrinsic curvature tensor for a general spherical space-time . The result is
$$K_2^2=\frac{\sigma }{\rho }\sqrt{\dot{\rho }^2\mathrm{\Delta }},$$
(12)
where $`\rho `$ is the radius of the shell as a function of the proper time, $`\dot{\rho }`$ is its derivative, and $`\mathrm{\Delta }`$ is an invariant function for a given spherical space-time, introduced earlier. What is $`\sigma `$? It is a sign function: $`\sigma =+1`$ if the radii increase just outside the shell (in the outward normal direction) and $`\sigma =+1`$ if they decrease. We know already that $`\sigma =+1`$ in any $`R_+`$-region, and $`\sigma =1`$ in any $`R_{}`$-region. The sign of $`\sigma `$ can change only in $`T_{}`$-regions.
At the end of this section we would like to make a rather important note. It concerns a qualitative difference between two approaches to the matter-gravitation dynamics. In the first approach one considers matter motion in a given background (say, Schwarzschild) metric. In the case of dust particles it means simply a geodesic motion. In the second case the motion is self-consistent, i.e. the full back-reaction of the matter fields on the space-time metric is taken into account. This is best illustrated by some simple model. Let us consider a spherically symmetric thin shell consisting of radially moving dust particles with total bare mass $`M`$; then $`S_0^0=\frac{M}{4\pi \rho ^2}`$. Let them move in the gravitational field of a black hole of mass $`m`$. Owing to the back-reaction, the total Schwarzschild mass outside the shell will be, say, $`m+\mathrm{\Delta }m`$, $`\mathrm{\Delta }m>0`$. Our main equation (8) is now
$$\sqrt{\dot{\rho }^2+1\frac{2Gm}{\rho }}\sigma \sqrt{\dot{\rho }^2+1\frac{2G(m+\mathrm{\Delta }m)}{\rho }=}\frac{GM}{\rho },$$
(13)
where $`\sigma =\sigma _{out}`$ ($`\sigma _{in}=1`$ because we put the shell outside the black hole). For the sake of simplicity we are interested only in a bound motion. Let $`\rho _0`$ be a turning point, then
$$\sqrt{1\frac{2Gm}{\rho _0}}\sigma \sqrt{1\frac{2G(m+\mathrm{\Delta }m)}{\rho _0}=}\frac{GM}{\rho _0}.$$
(14)
If $`\sigma =+1`$, the turning point is in the $`R_+`$-region of the outer metric and we call this a black hole case. For $`\sigma =1`$, $`\rho _0`$ lies in the $`R_{}`$-region and we have a wormhole case. Let us introduce the following convenient notation $`\epsilon =\frac{m}{M}`$ and $`\mathrm{\Delta }\epsilon =\frac{\mathrm{\Delta }m}{M}`$. It can be easily shown that
$`\sigma =+1\mathrm{if}\mathrm{\Delta }\epsilon >{\displaystyle \frac{1}{2}}(\sqrt{\epsilon ^2+1}\epsilon )`$ (15)
$`\sigma =1\mathrm{if}\mathrm{\Delta }\epsilon <{\displaystyle \frac{1}{2}}(\sqrt{\epsilon ^2+1}\epsilon ).`$ (16)
For $`\epsilon 1`$ we have
$`\sigma =+1\mathrm{if}\mathrm{\Delta }\epsilon >{\displaystyle \frac{1}{4\epsilon }}`$ (17)
$`\sigma =1\mathrm{if}\mathrm{\Delta }\epsilon <{\displaystyle \frac{1}{4\epsilon }}.`$ (18)
In the Schwarzschild background limit $`\mathrm{\Delta }\epsilon \epsilon `$ we are left with only the $`R_+`$-region. Of course the shell can move in the $`R_{}`$-region as well, but in this limit the observer cannot distinguish between “in” and “out” (left and right on the Carter–Penrose diagram), so the shell can fill only local geometry. But with a self-consistent description we are able to probe a global geometry as well, and this may have far-going consequences for a quantisation procedure .
## III Thin shells with orbiting constituents
1. Construction.
Our aim is to study the dynamics of a self-gravitating thin shells with orbiting constituents. What does the expression orbiting constituents mean? Let us consider a point mass moving according to law of Newtonian gravity (Kepler’s problem in Celestial mechanics) in a field of gravitating centre. Its orbit is an ellipse with such a centre at one of the focuses. If we build an ensemble of such particles with the same angular momentum-to-mass ratio, they will have the same value of both pericentre and apocentre. Let us imagine that, initially, all these particles are smeared uniformly on a surface of a sphere whose radius is that of pericentre and let them start simultaneously (with equal absolute value of the velocity but in different directions, i.e. in different planes). Then such an ensemble will form a spherically symmetric thin shell oscillating between a pericentre and an apocentre. This is exactly what we call a thin shell with orbiting constituents. Such a construction can be applied equally to both non-relativistic and relativistic Coulomb problems. Of course,in relativistic case, orbits are no longer closed ellipses, but it is all the same qualitatively.
We confine ourselves to the spherically symmetric case, not only because it is simple to treat. The equations for the gravitational field are non-linear, moreover, the back-reaction of the matter fields plays an important role in the case of strong gravitational fields, e.g. in the black hole physics we are mostly interested in, so that the addition of one source to another does not lead to a simple sum of the resulting gravitational fields. Besides, our distant goal is the construction of a quantum theory of such shells and we want to avoid the complications caused by the gravitational waves and, thus, encountering all the difficulties and obstacles of the full quantum gravity. These unpleasant future are absent in the spherically symmetric models.
The shells with orbiting constituents can also be useful in astrophysics, e.g. in studying dynamics of globular clusters. The very idea to construct spherically symmetric shells out of orbiting stars belongs to Bisnovatyi-Kogan . But the full application of the idea to the analytical and numerical investigation of globular clusters requires consideration of intersecting shells, and this problem is far from being solve.
2. Surface energy–momentum tensor.
We already saw that,for a full description of the thin shell in the case of spherical symmetry, we need only one equation, Eq.(8) (which is nothing but the energy conservation constraint). In order to solve it we should know the surface energy density $`S_0^0`$ of our shell. This can be deduced from the integrability condition, Eq.(11), provided we know an “equation of state” $`S_2^2=S_2^2(S_0^0)`$ or that we calculate it independently. Before going to calculations, some general words are in order.
The energy and the energy density depend, of course, on the choice of the time coordinate. In our case we need the surface energy density measured by an observer sitting on the shell (and not looking around). For this observer, the choice of the time coordinate is very poor, namely, $`t=t(\tau )`$ where $`t`$ is the proper time. But under such a reparametrization $`S_0^0`$ is invariant (unlike $`S^{\mathrm{0\hspace{0.17em}0}}`$ or $`S_{\mathrm{0\hspace{0.17em}0}}`$). This invariance can also be understood in the following way. The angular components of the surface stress–energy tensor $`S_2^2=S_3^3`$ are invariant under transformations in a factorized two-dimensional space-time $`M_2`$. The trace Tr$`S_j^i`$ is also an invariant, and so is the mixed temporal component $`S_0^0=`$Tr$`S_j^iS_2^{\mathrm{\hspace{0.17em}2}}S_3^3=`$Tr$`S_j^i2S_2^{\mathrm{\hspace{0.17em}2}}`$. Thus, $`S_0^0`$ can depend only on the invariant functions of an underlying space-time ($`R`$ and $`\mathrm{\Delta }`$). Moreover, $`S_0^0`$ should not depend on $`\mathrm{\Delta }`$ because in a two-dimensional space-time $`M_2`$ a world-sheet of our thin shell becomes a world-line, and by appropriate coordinate transformation any space-time can be made flat along the line (irrespective of the fact that $`S_0^0`$ describes the internal structure of the shell and not its embedding properties). Thus, $`S_0^0`$ depends only on the radius $`R`$ of the shell and some appropriate integrals of motions.
In order to get a surface energy density $`S_0^0`$ we first calculate the sum of energies of the constituent particles in the frame of reference of an observer sitting on the shell. Then, taking into account that particles are uniformly distributed on the sphere of radius $`\rho `$ we just divide the energy by $`4\pi \rho ^2`$. To fulfil this programme let us consider a point particle of mass $`\mu `$. The action integral for such a particle is (see e.g. )
$`S`$ $`=`$ $`\mu {\displaystyle 𝑑s}=(ds^2=g_{\alpha \beta }dy^\alpha dy^\beta )=`$ (19)
$`=`$ $`\mu {\displaystyle \sqrt{g_{\alpha \beta }du^\alpha du^\beta }𝑑s}=\mu {\displaystyle \sqrt{g_{\alpha \beta }dy^\alpha dy^\beta }}=`$ (20)
$`=`$ $`\mu {\displaystyle \sqrt{g_{\alpha \beta }\frac{dy^\alpha }{dt}\frac{dy^\beta }{dt}}}={\displaystyle L𝑑t}.`$ (21)
Here $`u^\alpha =\frac{dy^\alpha }{dt}`$ is a four-velocity, $`t`$ is some time coordinate ($`y^0=t`$), and $`L`$ is a Lagrangian and, thus, the energy heavily depends on the choice of time. Since we are interested in the spherically symmetric space-times seen by the observer sitting on the spherical shell the line element takes the form
$$ds^2=d\tau ^2\rho ^2(\tau )(d\theta ^2+\mathrm{sin}^2\theta d\phi ^2),$$
(22)
where $`\rho `$ is the radius as a function of the proper time $`\tau `$. Then, as usual, we find the momenta $`p`$ and the Hamiltonian (the dot means a derivative with respect to $`\tau `$):
$`L=\mu \sqrt{1\rho ^2\dot{\theta }^2\rho ^2\dot{\phi }^2},`$ (23)
$`p_\theta ={\displaystyle \frac{\mu \rho ^2\mathrm{sin}^2\theta \dot{\theta }}{\sqrt{1\rho ^2\dot{\theta }^2\rho ^2\mathrm{sin}^2\theta \dot{\phi }^2}}}=\mu \rho ^2u^\theta =\mu u_\theta ,`$ (24)
$`p_\phi ={\displaystyle \frac{\mu \rho ^2\mathrm{sin}^2\theta \dot{\phi }}{\sqrt{1\rho ^2\dot{\theta }^2\rho ^2\mathrm{sin}^2\theta \dot{\phi }^2}}}=\mu \rho ^2u^\phi =\mu u_\phi ,`$ (25)
$`H`$ $`=`$ $`p_\theta \dot{\theta }+p_\phi \dot{\phi }L=\mu u_0=`$ (26)
$`=`$ $`\mu \sqrt{1u_\theta u^\theta u_\phi u^\phi }=\sqrt{\mu ^2+{\displaystyle \frac{1}{\rho ^2}}p_\theta ^2+{\displaystyle \frac{1}{\rho ^2\mathrm{sin}^2\theta }}p_\phi ^2}.`$ (27)
Now, from the Hamiltonian equations
$`\dot{\theta }={\displaystyle \frac{H}{p_\theta }},\dot{\phi }={\displaystyle \frac{H}{p_\phi }};`$ (28)
$`\dot{p_\theta }={\displaystyle \frac{H}{\theta }},\dot{p_\phi }={\displaystyle \frac{H}{\phi }}`$ (29)
it follows that
$$p_\theta ^2+\frac{1}{\mathrm{sin}^2\theta }p_\phi ^2=\mathrm{const}=J^{\mathrm{\hspace{0.17em}2}}$$
(30)
where $`J`$ is the conserved angular momentum of each particle . Hence, for the energy of our shell (remember that all particles have the same ratio $`a=\frac{J}{\mu }`$) we obtain
$$E=M\sqrt{1+\frac{a^2}{\rho ^2}},$$
(31)
where $`M`$ is the bare mass of the shell (i.e. the sum of all the rest mass of the constituent particles). Thus, for the surface energy density we have
$$S_0^0=\frac{M}{4\pi \rho ^2}\sqrt{1+\frac{a^2}{\rho ^2}}.$$
(32)
Having $`S_0^0`$ we can easily calculate $`S_2^2=S_3^3`$. Indeed, the structure of the surface energy–momentum tensor $`S_i^j`$ copies that of the energy-momentum–tensor $`T_\alpha ^\beta `$ for the dust matter
$`S_i^j=Au_iu^j`$ (33)
$`u_iu^i=1,`$ (34)
except that now $`u^1=0`$ since we are sitting on the shell. Then, we have
$`u_\theta u^\theta +u_\phi u^\phi ={\displaystyle \frac{J^2}{\mu ^2\rho ^2}}={\displaystyle \frac{a^2}{\rho ^2}},`$ (35)
$`u_0u^0=1+{\displaystyle \frac{a^2}{\rho ^2}},`$ (36)
$`S_0^{\mathrm{\hspace{0.17em}0}}={\displaystyle \frac{M}{4\pi \rho ^2}}\sqrt{1+{\displaystyle \frac{a^2}{\rho ^2}}},`$ (37)
$`A={\displaystyle \frac{M}{4\pi \rho ^2\sqrt{1+\frac{a^2}{\rho ^2}}}},`$ (38)
$`S_2^{\mathrm{\hspace{0.17em}2}}=S_3^{\mathrm{\hspace{0.17em}3}}={\displaystyle \frac{Ma^2}{8\pi \rho ^4\sqrt{1+\frac{a^2}{\rho ^2}}}}.`$ (39)
It can be readily checked that with these $`S_0^{\mathrm{\hspace{0.17em}0}}`$ and$`S_2^{\mathrm{\hspace{0.17em}2}}`$ the integrability condition inEq.(11) is identically satisfied.
Now we have everything for analysing a dynamical evolution of a self-gravitating thin shell with orbiting constituents.
For further purposes we complete this section by writing the expression for Hamiltonian and energy for our thin shell in the specific background metric:
$$ds^2=Fdt^2\frac{1}{F}dr^2r^2(d\theta ^2+\mathrm{sin}^2\theta d\phi ^2).$$
(40)
This form includes the flat Minkovski space-time in Lorentzian coordinates for $`F=\mathrm{\Delta }=1`$, Schwarzschild space-time (i.e. a metric outside a spherically symmetric, neutral, massive object of mass $`m`$) for $`F=\mathrm{\Delta }=1\frac{2Gm}{r}`$, and Reissner–Nordstrom space-time (a metric outside a spherically symmetric, electrically charged, massive object of mass $`m`$ and charge $`e`$) for $`F=\mathrm{\Delta }=1\frac{2Gm}{r}\frac{Ge^2}{r}`$. The Hamiltonian is
$$H=\sqrt{F}\sqrt{\mu ^2+Fp_r^2+\frac{J^2}{r^2}}.$$
(41)
Note the appearance of the radial momentum $`p_r`$ absent, for the on-shell observer. The expression for the shell energy written in terms of the radial velocity ($`\frac{dr}{dt}`$) reads as follows
$$E=\frac{F^{3/2}M}{\sqrt{F^2\dot{r}^2}}\sqrt{1+\frac{a^2}{r^2}}.$$
(42)
Note that now it is not the energy measured by an on-shell-observer, but the total energy (including all interactions a kinetic energies) measured by a distant observer (sitting near infinity). We can rewrite it in terms of the proper time:
$`Fdt^2{\displaystyle \frac{1}{F}}dr^2=d\tau ^2`$ (43)
$`F{\displaystyle \frac{1}{F}}\left({\displaystyle \frac{dr}{dt}}\right)^2=\left({\displaystyle \frac{d\tau }{dt}}\right)^2`$ (44)
$`F\left({\displaystyle \frac{dt}{d\tau }}\right)^2{\displaystyle \frac{1}{F}}\dot{\rho }^2=1`$ (45)
$`{\displaystyle \frac{F^3}{F(\frac{d\tau }{dt})^2}}=\dot{\rho }^2+F`$ (46)
$`E=M\sqrt{\dot{\rho }^2+F}\sqrt{1+{\displaystyle \frac{a^2}{\rho ^2}}}.`$ (47)
The last expression looks a little bit more elegant than Eq.(42). It is worth while to know that the same expressions for the energy follow from geodesic equations in the corresponding space-times, as it should be.
## IV Dynamics of thin shells with orbiting particles
In order to understand how General Relativity changes the dynamics of shells with orbiting particles, we first consider the well-known relativistic Coulomb problem, then we investigate the shells in the given Schwarzschild background and, at the last part of this Section, we show what is new that comes from accounting for a back-reaction of a shell dynamics on a space-time metric.
1. Relativistic Coulomb problem
To derive the main equation, which is just the energy conservation equation, we start with our general expression, Eq.(8), for a charged thin shell with orbiting particles with $`S_0^0`$ given by Eq.(32). In this case the metric both inside and outside the shell is given, in general, by the Reissner–Nordstrom solution to the Einstein equation with
$$F=\mathrm{\Delta }=1\frac{2Gm}{r}+\frac{GQ^2}{r^2},$$
(48)
where $`G`$ is the Newton constant, $`m`$ is the total mass (energy) of the system, and $`Q`$ is its electric charge. We denote the mass and the charge inside the shell by $`m`$ and $`Q`$, respectively, and that of the outside region by the $`(m+\mathrm{\Delta }m)`$ and $`(Q+q)`$, respectively. Then, the main equation reads as follows (in this subsection we need consider only the case with $`\sigma _{in}=\sigma _{out}=+1`$):
$`\sqrt{\dot{\rho }^2+1{\displaystyle \frac{2Gm}{\rho }}+{\displaystyle \frac{GQ^2}{\rho ^2}}}\sqrt{\dot{\rho }^2+1{\displaystyle \frac{2G(m+\mathrm{\Delta }m)}{\rho }}+{\displaystyle \frac{G(Q+q)^2}{\rho ^2}}}=`$ (49)
$`{\displaystyle \frac{GM}{\rho }}\sqrt{1+{\displaystyle \frac{a^2}{\rho ^2}}},`$ (50)
where $`M`$ is the bare mass, $`a`$ is the specific angular momentum of each particle, $`\rho (\tau )=r(t(\tau ))`$ is the radius as a function of the proper time $`\tau `$ on the shell, and dots denote the time derivatives. Taking now the limit of vanishing gravity $`(G0)`$ we obtain
$$\mathrm{\Delta }m=\sqrt{\dot{\rho }^2+1}\sqrt{1+\frac{a^2}{\rho ^2}}+\frac{Qq+\frac{1}{2}q^2}{\rho },$$
(51)
where $`\mathrm{\Delta }m`$ is the total mass (energy) of the shell. For a hydrogen-like atom, $`Q=Ze`$, $`q=e`$ (electron charge), and after changing notation for the total energy $`(\mathrm{\Delta }mE)`$ we have
$$E=\sqrt{\dot{\rho }^2+1}\sqrt{1+\frac{a^2}{\rho ^2}}+\frac{Ze^2+\frac{1}{2}e^2}{\rho }.$$
(52)
This last equation differs from the conventional form of the relativistic Coulomb problem in two respects. First, the kinetic term is different because, as we already explained, we use the proper time of the shell rather than the Minkowskian coordinate time. Then, there is an additional repulsive term proportional to $`e^2`$, which describes the self-interaction of the charged spherical shell. Introducing a “potential” by $`\mathrm{\Delta }m(\dot{\rho }=0)=V(\rho )+1`$, we get
$$V(\rho )=M\sqrt{1+\frac{a^2}{\rho ^2}}\frac{J_{cr}}{\rho }M,$$
(53)
where by $`J_{cr}=Ze^2\frac{1}{2}e^2`$ we denoted the critical value of the angular momentum. Remembering that $`a=\frac{J}{\mu }`$, we have in the case of a single orbiting particle $`(M=\mu )`$ two different curves for our potential $`V(\rho )`$ depending on whether $`J<J_{cr}`$ or $`J>J_{cr}`$ , as shown in Fig. 2.
2. Motion in the Schwarzschild background
To investigate the shell motion in the given Schwarzschild background, we start with the same equation as in the preceding subsection, but with zero electric charge:
$`F=\mathrm{\Delta }=1{\displaystyle \frac{2Gm}{r}},`$ (54)
$`\sqrt{\dot{\rho }^2+1{\displaystyle \frac{2Gm}{\rho }}}\sqrt{\dot{\rho }^2+1{\displaystyle \frac{2G(m+\mathrm{\Delta }m)}{\rho }}}={\displaystyle \frac{GM}{\rho }}\sqrt{1+{\displaystyle \frac{a^2}{\rho ^2}}}.`$ (55)
The limit to a given background is the limit at which the total energy of the source $`E=\mathrm{\Delta }m`$ is negligible with respect to the total energy $`m`$ of the system. Therefore, we should expand Eq.(LABEL:Sw) in $`\mathrm{\Delta }m`$ up to the first order; the result is
$$\mathrm{\Delta }m=E=M\sqrt{\stackrel{2}{\stackrel{.}{\rho }}+1\frac{2Gm}{\rho }}\sqrt{1+\frac{a^2}{\rho ^2}}.$$
(56)
The formal difference from Eq.(52) for the relativistic Coulomb problem is that now the attractive force is incorporated into the kinetic term. Equation (56) can also be considered as describing a shell consisting of radially moving particles with variable effective masses $`M_{eff}=M\sqrt{1+\frac{a^2}{\rho ^2}}`$. Introducing the dimensionless quantities $`\mathrm{\Delta }\epsilon =\frac{\mathrm{\Delta }m}{M}`$, $`\epsilon =\frac{m}{M}`$, $`x=\frac{\rho }{GM}`$, $`\gamma =\frac{a}{GM}`$ and the “potential” $`V(x)=\mathrm{\Delta }\epsilon (\dot{x}=0)1`$, we get
$$\mathrm{\Delta }\epsilon =\sqrt{1\frac{2\epsilon }{x}}\sqrt{1+\frac{\gamma ^2}{x^2}}=V(x)+1.$$
(57)
Again, we have a critical value of the angular momentum $`\gamma _{cr}=2\sqrt{3}\epsilon `$ ( $`J_{cr}=2\sqrt{3}Gm\mu `$, where $`\mu `$ is the mass of a single particle). The potential for $`\gamma <\gamma _{cr}`$ $`(J<J_{cr})`$ behaves qualitatively like the relativistic Coulomb potential in this case, apart from the fact that it now starts from $`x=2\epsilon `$ (where it takes the value $`1`$, the lowest possible value corresponding to $`\mathrm{\Delta }\epsilon =0`$).
Thus, for small enough values of the angular momentum $`(\gamma <\gamma _{cr})`$ we have two possibilities. Either $`\mathrm{\Delta }\epsilon >1`$, and the shell collapses starting from infinity (or, the other way around, it starts from the past singularity at $`\rho =0`$ and escapes to infinity). Or $`\mathrm{\Delta }\epsilon >1`$, and the shell starts from the past singularity at $`\rho =0`$, reaches its maximal radius $`\rho _0`$ at the turning point, and then recollapses to the future singularity at $`\rho =0`$.
When the angular momentum exceeds the critical value, the situation is essentially different from the case of the relativistic Coulomb problem. Starting from infinity, the potential first goes down to its minimum at $`x=\frac{6}{\xi }(1\sqrt{1\xi })\epsilon `$ $`(\xi =\frac{12\epsilon ^2}{\gamma ^2})`$:
$$V_{\mathrm{min}}=\frac{1}{3}\sqrt{6+\frac{2}{\xi }(1(1\xi )^{3/\mathrm{\hspace{0.17em}2}})}1,$$
(58)
grows up to the maximum at $`x=\frac{6}{\xi }(1+\sqrt{1\xi })\epsilon `$:
$$V_{\mathrm{max}}=\frac{1}{3}\sqrt{6+\frac{2}{\xi }(1+(1\xi )^{3/\mathrm{\hspace{0.17em}2}})}1,$$
(59)
and then again goes down to the minimal possible value $`(V=1)`$ at the Schwarzschild horizon $`(x_h=2\epsilon )`$. The origin of this new feature, the fall off of the potential near the Schwarzschild horizon is that in General Relativity any energy gravitates. So, in our case not only the bare mass $`M`$ but also the energy of the angular momentum contribute to the gravitational attraction. This is reflected in the fact that the bare mass enters the equation only in the combination $`M\sqrt{1+\frac{a^2}{\rho ^2}}`$.
Figure 4 shows the behaviour of the potential in the case $`2\sqrt{3}\epsilon =\gamma _{cr}<\gamma <\gamma _1=4\epsilon `$.
Now we have already four possibilities. Case $`1`$: $`\mathrm{\Delta }\epsilon >1`$. The unbound motion from infinity to the singularity (and vice versa). Case $`2`$, $`V_{max}+1<\mathrm{\Delta }\epsilon <1`$. This is the bound motion, the shell starts from the past singularity, expands up to the sufficiently large value of the radius and recollapses to the future singularity (analogously to the case $`\mathrm{\Delta }\epsilon <1`$ for $`\gamma <\gamma _{cr}`$). In this case the shell has enough energy $`(\mathrm{\Delta }\epsilon )`$ to overcome the attraction due to a non-zero angular momentum. Case $`3`$: $`V_{\mathrm{min}}+1<\mathrm{\Delta }\epsilon <V_{\mathrm{max}}+1`$. Here we have two possibilities depending on the initial conditions. First, we have orbits, as in the relativistic Coulomb problem. Second, we have bound motion with a collapse, but with much smaller value of the radius at the turning point (compared with case $`2`$), and no analogue in the Coulomb problem. Case $`4`$: $`0<\mathrm{\Delta }\epsilon <V_{\mathrm{min}}+1`$. Only bound motion with a collapse.
For $`\gamma =\gamma _1=4\epsilon `$, the value of the potential at the maximum is just zero. Figure 5 shows the potential in the case $`\gamma >\gamma _1=4\epsilon `$.
Again, we have four different cases. Case $`1`$: $`\mathrm{\Delta }\epsilon >V_{\mathrm{max}}+1>1`$. The total energy is large in order to overcome the repulsion due to the angular momentum, and we have a totally unbound motion $`(0<x<\mathrm{})`$. Case $`2`$: $`1<\mathrm{\Delta }\epsilon <V_{\mathrm{max}}+1`$. There are two possibilities, depending on the initial conditions. First, as in the Coulomb problem, the shell comes from infinity, reaches the turning point and goes back to infinity. Second, we have bound motion with a collapse, like for $`\mathrm{\Delta }\epsilon <1`$, (but now $`\mathrm{\Delta }\epsilon >1`$!). There is no such analogue in the Coulomb problem. And, last, Cases $`3`$ and $`4`$ for $`\mathrm{\Delta }\epsilon <1`$ are qualitatively the same as Cases $`3`$ and $`4`$ for lower $`(\gamma _{cr}<\gamma <\gamma _1)`$ angular momentum.
At the end of this subsection we would like to note that from Eq.(57) it is easy to derive the radii for the smallest stable $`(\gamma =\gamma _{cr})`$ and unstable $`(\gamma \mathrm{},\mathrm{\Delta }\epsilon =V_{\mathrm{max}}+1)`$ circular orbits. They are, of course, the same as for geodesics and equal to $`\rho _{st}=6Gm`$ and $`\rho _{unst}=3Gm`$, respectively.
3. Self-gravitating shells
Let us now turn to the most important case of self-gravitating shells with fill account for a back-reaction of the shell dynamics on the space-time structure. We start with the same equation as in the preceding subsection (all the notations are also the same) but with $`\sigma _{out}=\sigma `$ (we will not consider here the shells $`\sigma _{in}=1`$ because there are no solutions in this case with the shell in the $`R_+`$-region which is most interesting for us). We get
$$\sqrt{\dot{x}^2+1\frac{2\epsilon }{x}}\sigma \sqrt{\dot{x}^2+1\frac{2(\epsilon +\mathrm{\Delta }\epsilon )}{x}}=\frac{1}{x}\sqrt{1+\frac{\gamma ^2}{x^2}}$$
(60)
and
$$\mathrm{\Delta }\epsilon =\sqrt{\stackrel{2}{\stackrel{.}{x}}+1\frac{2\epsilon }{x}}\sqrt{1+\frac{\gamma ^2}{x^2}}\frac{1}{2x}\left(1+\frac{\gamma ^2}{x^2}\right),$$
(61)
while the potential reads now as follows:
$$V(x)=\mathrm{\Delta }\epsilon (\dot{x}=0)1=\sqrt{1\frac{2\epsilon }{x}}\sqrt{1+\frac{\gamma ^2}{x^2}}\frac{1}{2x}\left(1+\frac{\gamma ^2}{x^2}\right)1.$$
(62)
The new feature with respect to the case of a given background is the appearance of the self-interaction term in Eq.(61) and, as a consequence, the possibility of changing the sign of $`\sigma `$ in Eq.(60). This means that we can have not only the shells moving in the $`R_+`$-region (black hole case) but also those in the $`R_{}`$-region (wormhole case). It is clear that in the wormhole case $`(\sigma =1)`$ there cannot be unbound motion. The change of the sign of $`\sigma `$ and, hence, the transition from the black hole case to the wormhole case takes place when the turning point is exactly at the outer horizon, i.e. at $`x_0=2(\epsilon +\mathrm{\Delta }\epsilon )`$. It can be shown that, for fixed values of both $`\epsilon `$there is exactly one value of $`\gamma `$ for which this condition holds. The other way around, for every $`\epsilon `$ and $`\gamma `$ there is only one value of $`\mathrm{\Delta }\epsilon _\sigma `$ below which we have a wormhole shell. This value of $`\mathrm{\Delta }\epsilon _\sigma `$ becomes negligibly small in the limit $`\mathrm{\Delta }\epsilon \epsilon `$, i.e. in the Schwarzschild background limit, as it should be. So, we consider here another limiting case, $`\epsilon =0`$, when inside the shell there are no other sources of gravitational field and the inner space-time is flat (in the general case some expressions can also be written but they are completely unreadable). Substituting for $`x`$ the value $`x_\sigma =2(\epsilon +\mathrm{\Delta }\epsilon )`$ in Eq.(60) and putting $`\dot{x}=0`$ we obtain
$$\sqrt{\frac{\mathrm{\Delta }\epsilon }{\epsilon +\mathrm{\Delta }\epsilon }}=\frac{1}{x_\sigma }\sqrt{1+\frac{\gamma ^2}{x_\sigma ^2}}.$$
(63)
For $`\epsilon =0`$ it simplifies to
$$1=\frac{1}{x_\sigma }\sqrt{1+\frac{\gamma ^2}{x_\sigma ^2}},$$
(64)
with the following positive solution for $`\mathrm{\Delta }\epsilon _\sigma `$:
$$\mathrm{\Delta }\epsilon _\sigma =\frac{1}{2\sqrt{2}}\sqrt{1+\sqrt{1+4\gamma ^2}}.$$
(65)
If $`\epsilon 0`$, the corresponding value of $`\mathrm{\Delta }\epsilon _\sigma `$ is less than for $`\epsilon =0`$ for given angular momentum $`\gamma `$. The inequalities $`\frac{m}{M}>0`$ for the black hole case and $`\frac{m}{M}<0`$ for the wormhole case also hold. The new feature is the possibility for a wormhole shell to exist even for $`\mathrm{\Delta }\epsilon >1`$, which is completely forbidden for the shells with radially moving particles (there $`\mathrm{\Delta }\epsilon <\frac{1}{2}`$)!
Let us investigate now the behaviour of the potential $`V(x)`$, Eq.(62). The qualitative features are the same for all values of $`\epsilon `$, so that we will do this only for the simplest (and most tractable) case of zero inner mass, that is, we put $`\epsilon =0`$. Thus, we have for the potential
$$V=\mathrm{\Delta }\epsilon 1=\sqrt{1+\frac{\gamma ^2}{x^2}}\frac{1}{2x}\left(1+\frac{\gamma ^2}{x^2}\right)1.$$
(66)
Again, as in the case of the Schwarzschild background, there exists some critical value of the angular momentum (in our dimensionless notation it is $`\gamma _{cr}`$) below which the potential looks as follows.
It starts from the minimal possible value $`V=1`$ (corresponding to $`\mathrm{\Delta }\epsilon =0`$) at $`x_{\mathrm{min}}=\frac{1}{2\sqrt{2}}\sqrt{1+\sqrt{1+16\gamma ^2}}`$, crosses the horizontal line $`(\mathrm{\Delta }\epsilon _\sigma 1)`$ at $`x_\sigma =2\mathrm{\Delta }\epsilon _\sigma =\frac{1}{\sqrt{2}}\sqrt{1+\sqrt{1+4\gamma ^2}}`$, and then increases to zero at infinity. Below the line $`(\mathrm{\Delta }\epsilon _\sigma 1)`$ we have wormhole solutions, and above it there are only collapsing shells that start either from some turning point (for $`\mathrm{\Delta }\epsilon _\sigma <\mathrm{\Delta }\epsilon <1`$) or from infinity (for $`\mathrm{\Delta }\epsilon >1`$) at the $`R_+`$-region.
To calculate the value of the critical angular momentum, we must solve (as in the Schwarzschild case) the following set of equations
$`\mathrm{\Delta }\epsilon `$ $`=`$ $`\sqrt{1+{\displaystyle \frac{\gamma ^2}{x^2}}}{\displaystyle \frac{1}{2x}}\left(1+{\displaystyle \frac{\gamma ^2}{x^2}}\right)=V(x)+1`$ (67)
$`V^{}(x)`$ $`=`$ $`0={\displaystyle \frac{\gamma ^2}{x^3\sqrt{1+\frac{\gamma ^2}{x^2}}}}+{\displaystyle \frac{1}{2x^2}}\left(1+{\displaystyle \frac{3\gamma ^2}{x^2}}\right)`$ (68)
$`V^{\prime \prime }(x)`$ $`=`$ $`0={\displaystyle \frac{\gamma ^4}{x^6(1+\frac{\gamma ^2}{x^2})\sqrt{1+\frac{\gamma ^2}{x^2}}}}{\displaystyle \frac{3\gamma ^2}{x^4\sqrt{1+\frac{\gamma ^2}{x^2}}}}{\displaystyle \frac{1}{x^3}}\left(1+{\displaystyle \frac{6\gamma ^2}{x^2}}\right).`$ (69)
Replacing the combination $`(\frac{\gamma ^2}{x^2})`$ by $`\xi `$ $`(>0)`$ everywhere in the two last equations, we obtain a quadratic equation for $`\xi `$ with the positive solutions
$$\xi =\frac{3+\sqrt{33}}{12}.$$
(70)
By a straightforward calculation we find
$$x_{cr}=\frac{(9+\sqrt{33})^{3/2}}{8\sqrt{3}}4.0859$$
(71)
$$\gamma _{cr}^2=\frac{(1+\sqrt{33})(9+\sqrt{33})^2}{32^7}3.8184$$
(72)
$$\mathrm{\Delta }\epsilon _{cr}=\frac{(5+\sqrt{33})\sqrt{9\sqrt{33}}}{24}0.8077.$$
(73)
For $`\gamma >\gamma _{cr}`$ the potential is qualitatively the same as in the Schwarzschild case, but now we may have coexisting wormhole shells and “ordinary” shells with the same parameters (but different initial conditions), the latter having either elliptic trajectories, as shown in Fig. 7 or hyperbolic ones (Fig. 8) (note the line $`(\mathrm{\Delta }\epsilon _\sigma 1)`$ never reaches the maximum of the potential).
## V Shells with massless particles
In this section we study the shells with orbiting massless particles. It should be stressed that althought particles are moving along null curves the shell itself is not null since a projection of a particle’s velocity onto a radial coordinate line results in a time-like curve. The corresponding limit is therefore very simple and straightforward. Indeed, let us look at our original equation (we confine ourselves to the $`\sigma _{in}=1`$ case):
$$\sqrt{\dot{\rho }^2+1\frac{2Gm}{\rho }}\sigma \sqrt{\dot{\rho }^2+1\frac{2G(m+\mathrm{\Delta }m)}{\rho }}=\frac{GM}{\rho }\sqrt{1+\frac{a^2}{\rho ^2}}$$
(74)
and remember that the specific angular momentum $`a=\frac{J}{\mu }`$ and $`M=N\mu `$, where $`J`$ is an angular momentum of a single particle, $`\mu `$ is its mass and $`N`$ is a number of particles in the shell. Now, taking the limit $`\mu 0`$ we get
$$\sqrt{\dot{\rho }^2+1\frac{2Gm}{\rho }}\sigma \sqrt{\dot{\rho }^2+1\frac{2G(m+\mathrm{\Delta }m)}{\rho }}=\frac{GL}{\rho ^2}.$$
(75)
Here we introduced a “total” angular momentum $`L=N\mu `$, although the real total angular momentum of our shell is, by construction, zero. Making the radius and masses dimensionless, $`\rho =l_{pl}y=\sqrt{G}y`$, $`m=m_{pl}\nu =\frac{\nu }{\sqrt{G}}`$ ($`L`$ is already dimensionless) we have
$$\sqrt{\dot{y}^2+1\frac{2\nu }{y}}\sigma \sqrt{\dot{y}^2+1\frac{2(\nu +\mathrm{\Delta }\nu )}{y}}=\frac{L}{y^2}.$$
(76)
Note that for $`y\mathrm{}`$ the rapidity $`\left|\dot{y}\right|`$ (a proper time velocity) tends to infinity as $`\left|\dot{y}\right|\sqrt{\frac{\mathrm{\Delta }\nu }{L}y}`$, that is, the shell is accelerated to the speed of light.
For the sake of simplicity, here we, again, consider only two limiting cases, namely, the limit of the Schwarzschild background $`\mathrm{\Delta }\nu \nu `$, and the case $`\nu =0`$ (no other sources inside the shell).
In the first case $`(\mathrm{\Delta }\nu \nu )`$ we have
$$\mathrm{\Delta }\nu =\frac{L}{y}\sqrt{\dot{y}^2+1\frac{2\nu }{y}},$$
(77)
and, introducing a potential $`U(y)=\mathrm{\Delta }\nu (\dot{y}=0)`$,
$$U(y)=\frac{L}{y}\sqrt{1\frac{2\nu }{y}}.$$
(78)
This potential has a maximum at $`y=3\nu `$ with $`U_{\mathrm{max}}=\frac{L}{3\sqrt{3}\nu }`$, as is shown in Fig.9.
We see that the higher the angular momentum $`L`$, the higher the maximal value $`U_{\mathrm{max}}`$, and the larger the black hole mass $`\nu `$, the lower the maximum.
In the second case of inner mass $`\nu =0`$ we have for the turning points
$$1\sigma \sqrt{1\frac{2\mathrm{\Delta }\nu }{y}}=\frac{L}{y^2},$$
(79)
$$\mathrm{\Delta }\nu =\frac{L}{y}\left(1\frac{L}{2y^2}\right)=U(y).$$
(80)
The changing in the sign of $`\sigma `$ occurs for $`y=2\mathrm{\Delta }\nu `$:
$`\mathrm{\Delta }\nu _\sigma ={\displaystyle \frac{1}{2}}\sqrt{L},`$ (81)
$`y_\sigma =\sqrt{L},`$ (82)
while the maximum of the potential is achieved at $`y=\sqrt{\frac{3}{2}L}`$,
$$U_{\mathrm{max}}=\left(\frac{2}{3}\right)^{3/2}\sqrt{L}>\mathrm{\Delta }\nu _\sigma .$$
(83)
The potential is shown in Fig. 10.
Thus, above the maximum, the shells coming from infinity collapse; the less energetic shells have a reflexion point, i.e. they start to infinity, shrink up to the minimal radius and then accelerate back to infinity. At the same time there coexist shells with the same energy (but with different initial conditions) that start from the past singularities at $`\rho =0`$, expand to the maximal radius, and then recollapse to the future singularity at $`\rho =0`$. If their energy is above $`\mathrm{\Delta }\nu _\sigma `$, they live in the $`R_+`$-region (the black hole case), while if the energy is lower they form wormholes. In the extreme limit $`\mathrm{\Delta }\nu =0`$, such a wormhole closes up, and we have a closed Universe with only one thin shell with the constituent particles moving with the speed of light.
## VI Discussion
In this paper we investigated the self-gravitating, spherically symmetric thin shells constructed of orbiting particles. Is there anything new with respect to the well-known and well-understood geodesic motion in the Schwarzschild background?
Yes, the self-consistent solution of Einstein’s equations for a gravitational field, together with the equations for matter fields (dust particles in our case), leads to two new fatures.
First, we found that there exists a minimal possible critical value for an angular momentum at which it becomes possible for particles to have an elliptic orbit. Such a minimum occurs for the shell inside which there is no other sources of gravitational field, and the inner space-time is, therefore, flat. In our dimensionless notation it is expressed as $`\gamma _{cr}1.95`$. In the conventional units it becomes
$$J_{cr}=N\left(\frac{\mu }{m_{pl}}\right)^2\gamma _{cr},$$
(84)
where $`m_{Pl}10^5`$ gr is the Planckian mass, $`\mu `$ is the mass of an individual particle, and $`N`$ is the number of particles in the shell. Of course, this value is negligibly small for any atomic or subatomic system. But for the other extreme situation, say, for stellar nebula, it may be rather important. Indeed, the stars in this case moving along elliptic orbits around a common centre of mass can be approximated by a set of “thin” spherically symmetric shells with orbiting dust particles. For the innermost layer we have just the minimal critical angular momentum. The ratio $`(\frac{\mu }{m_{Pl}})`$ is now huge, as the number of stars could be. But how about the value $`J_{cr}`$? Is it large or small? To understand this let us calculate the angular velocity $`\omega `$ of the particles moving along circular orbit with $`J=J_{cr}`$ and radius $`\rho =\rho _{cr}`$. Using the expression for the four-velocities at the very end of Section III, we easily obtain
$`\omega _{cr}={\displaystyle \frac{a_{cr}}{\rho _{cr}^2\sqrt{1+\frac{a^2}{\rho ^2}}}},`$ (85)
$`a_{cr}={\displaystyle \frac{J_{cr}}{\mu }}.`$ (86)
Thus, the linear velocity $`V`$ does not depend on both mass $`\mu `$ and number $`N`$ of particles and reads
$$V_{cr}=\frac{a_{cr}}{\rho _{cr}\sqrt{1+\frac{a^2}{\rho ^2}}}=\frac{\gamma _{cr}}{x_{cr}\sqrt{1+\frac{\gamma _{cr}^2}{x_{cr}^2}}}=\left(\frac{\sqrt{33}3}{\sqrt{33}+9}\right)^{\frac{1}{2}}0.4.$$
(87)
It can be shown that the linear velocity of the circular orbits (at the minimum of the potential) goes down with increasing $`\gamma `$. So, the maximal possible linear velocity for the stable circular orbit is 40% of the speed of light (the latter is just $`1`$ in the chosen units). This limit should be compared with the corresponding limit for a geodesic motion in the Schwarzschild background, where $`\frac{\gamma _{cr}}{x_{cr}}=\frac{1}{\sqrt{3}}`$ and $`v_{cr}=\frac{1}{2}`$. Thus, the account for back-reaction of the matter fields on the gravitational field leads in our case to a more severe restriction of the maximal possible velocity for the circular orbits. Maybe this will help us to understand how black holes could be formed in the galactic nuclei.
The second new features is the wormhole solutions. The necessity to take into account these (rather unusual) solutions becomes crucial in quantum theory. It was shown in that the very existence of the wormhole $`R_{}`$ -region requires a new quantum number for “good” wave functions. For example, for simplest bound motions, we need two quantum numbers (with only one in the conventional quantum mechanics), and, what is more surprising, we have a quantum number for an unbound motion, in particular for radiating light-like (null) shells. It seems that it is a radiation spectrum that is responsible for a quantum black hole mass spectrum; and structure of matter field energy levels is responsible for the black hole entropy. To get a highly degenerate black hole mass spectrum (and, thus, a huge entropy) we need quite rich a structure of both radiation and matter source spectra. The features of the potential considered in this paper seem sufficiently rich for such purposes. We mean that in the case of the orbiting particles we have not only the existence of the wormhole regions but also the coexistence of both the elliptic or hyperbolic orbits and wormhole solutions for the same values of the parameters (but different initial conditions). Such a coexistence will lead to a double-splitting of the energy levels as in the famous quantum mechanical double-well problem.
## Acknowledgements
First of all, we would like to thank G. Bisnovaty-Kogan. The authors appreciate the financial support of the Russian Foundation for Basic Research (grant 99-02-18524-a). Victor Berezin is greatly indebted to Michelle Mazerand, Nanie Perrin and Suzy Vascotto for their help in preparing the manuscript and warm hospitality during his stay in the TH-Division of CERN.
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# Profile alterations of a symmetrical light pulse coming through a quantum well
## I Introduction.
The strong alteration of the profile of the sharply asymmetrical light pulse, coming through a QW, and the large value of the reflected pulse have been predicted earlier. It has been supposed that the carrier frequency of the exciting pulse $`\omega _l`$ is close to the electronic excitation frequency $`\omega _0`$ measured from the ground state frequency. These phenomena are possible under condition
$$\gamma _r>>\gamma ,$$
(1)
It is well known, that under the opposite condition
$$\gamma _r<<\gamma $$
(2)
the profile of the transmitted pulse changes weakly and the reflected and absorbed pulses are weak comparatively to the exciting pulse.
The radiative lifetime broadening of the energy levels appears in the quasi-2D systems due to a translation symmetry violation into the direction perpendicular to the QW plane. In the perfect QWs the radiative lifetime broadening $`\gamma _r`$ may be comparable to and even exceed the contributions of other relaxation mechanisms. This new physical situation requires the adequate theoretical description where the upper orders of the electron-EMF (electro magnetic field) are taken into account. $`\gamma _r`$ has been calculated for an excitonic energy level in a QW at $`H=0`$ in , in a strong magnetic field in, for a magnetopolaron in a QW in, respectively.
In this article the case of the two energy level system, consisting of the ground state and an excited energy level, has been considered. Influence of other energy levels is neglected. An exciton in a QW in a strong (zero) magnetic field is considered as an electronic excitation. The case of the symmetrical pulse is considered unlike , because a pulse with a sharp front is very difficult to realize.
## II Electric fields on the right and left side of a QW, irradiated by light pulses.
Let us suppose that from the left (where $`z<0`$) an exciting light pulse with the corresponding electric field
$`𝐄_0(z,t)`$ $`=`$ $`E_0𝐞_le^{i\omega _lp}`$ (3)
$`\times `$ $`\{\mathrm{\Theta }(p)e^{\gamma _{l1}p/2}+[1\mathrm{\Theta }(p)]e^{\gamma _{l2}p/2}\}+c.c.,`$ (4)
incidents on the single QW ($`E_0`$ is the real amplitude, $`𝐞_l`$ is the polarization vector, $`p=tzn/c`$, n is the refraction index out the QW, $`\mathrm{\Theta }(p)`$ is the Haeviside step-function, $`\gamma _{l1}(\gamma _{l2})`$ determine a damping (increasing) of the symmetrical light pulse). The Umov-Poynting vector
$$𝐒(p)=𝐒_0P(p),$$
(5)
$`𝐒_0=𝐞{}_{z}{}^{}cE_0^2/(2\pi n),`$ (6)
$`P(p)=\mathrm{\Theta }(p)e^{\gamma _{l1}p/2}+[1\mathrm{\Theta }(p)]e^{\gamma _{l2}p/2},`$ (7)
corresponds to the pulse of Eq. (3), $`𝐞_z`$ is the unit vector along the $`z`$ axis.
After the Fourier transform Eq. (3) takes the form
$$𝐄_0(z,t)=E_0𝐞_l_{\mathrm{}}^{\mathrm{}}𝑑\omega e^{i\omega p}𝒟_0(\omega )+c.c.,$$
(8)
where
$$𝒟_0(\omega )=\frac{i}{2\pi }\left[\frac{1}{\omega \omega _l+i\gamma _{l1}/2}\frac{1}{\omega \omega _li\gamma _{l2}/2)}\right].$$
(9)
In the strongly asymmetrical pulse has been used with a sharp front, for which $`\gamma _{l2}\mathrm{}`$ and the second term in Eq. (5) vanishes, as well as the second term in the square brackets in Eq. (7). At
$$\gamma _{l1}=\gamma _{l2}=\gamma _l$$
(10)
the pulse Eq. (3) is symmetrical. At $`\gamma _l0`$ the symmetrical pulse transfers into the monochromatic wave with the frequency $`\omega _l`$, and the function $`𝒟_o(\omega )`$ transfers into $`\delta (\omega \omega _l)`$. The pulse Eq. (3) is very useful for calculations. Its defect is the breakdown of the derivative in the point $`tzn/c`$ (see Eq. (5)), however all the qualitative conclusions of our theory below do not change when one transfers to the smooth pulses. Some results for the symmetrical pulse proportional to $`1/\mathrm{cosh}(\gamma _lp)`$ have been demonstrated in .
Let us consider QWs with the width $`d`$ which is smaller than the light wave length $`c/(n\omega _l)`$. Then the electric fields $`𝐄_{left(right)}(z,t)`$ on the left (right) side of the QW are determined by the expressions
$$𝐄_{left(right)}(z,t)=𝐄_0(z,t)+\mathrm{\Delta }𝐄_{left(right)}(z,t),$$
(11)
$`\mathrm{\Delta }𝐄_{left(right)}(z,t)=E_0𝐞_l`$ (12)
$`\times {\displaystyle _{\mathrm{}}^{\mathrm{}}}d\omega e^{i\omega (t\pm zn/c)}𝒟(\omega )+c.c.,`$ (13)
where the upper (lower) sign refers to $`left(right)`$. According to Eq. (10), the polarization of the induced electric field coincides with the exciting field polarization. The result of Eq. (10) supposes that the wave has a circular polarization
$$𝐞_l=(𝐞_x+i𝐞_y)/\sqrt{2},$$
(14)
where $`𝐞_x`$, $`𝐞_y`$ are the unit vectors along the axis $`x`$ and $`y`$, respectively. It is implied also that each of the circular polarizations corresponds to the excitation from the ground state of one of two types of the electron-hole pairs (EHPs) with equal energies (see ).
The frequency dependence $`𝒟(\omega )`$ is as follows
$$𝒟(\omega )=\frac{4\pi \chi (\omega )𝒟_0(\omega )}{1+4\pi \chi (\omega )},$$
(15)
$`\chi (\omega )=(i/4\pi ){\displaystyle \underset{\varrho }{}}(\gamma _{r\varrho }/2)[(\omega \omega _\varrho +i\gamma _\varrho /2)^1`$ (16)
$`+(\omega +\omega _\varrho +i\gamma _\varrho /2)^1],`$ (17)
where $`\varrho `$ is the number of the excited state, $`\mathrm{}\omega _\varrho `$ is the energy of the excited state, measured from the ground state energy, $`\gamma _{r\varrho }`$ ( $`\gamma _\varrho `$) is the radiative (non-radiative) lifetime broadening of the excited state $`\varrho `$. The second term in the square brackets of Eq. (13) is non-resonant one and neglected below. It is implied also, that the light reflection and light absorption by the QW is due to the electron transitions from the valence band into the conductivity band. The light-lattice interaction as well as the interaction with the deep energy levels are neglected.
As it was noted above we will take into account in the sum of Eq. (13) the only excited energy level, i. e. we consider the two-level system, where the first energy level corresponds to the ground state and the second corresponds to the excited energy level. The index $`\varrho `$ takes only one value, therefore we use the designations:
$$\omega _\varrho =\omega _0,\gamma _{r\varrho }=\gamma _r,\gamma _\varrho =\gamma ,\mathrm{\Gamma }=\gamma _r+\gamma .$$
(18)
With the help of Eqs. (7) - (13) we obtain the following result for the induced field on the left side of the QW when irradiated by the symmetrical pulse
$`\mathrm{\Delta }𝐄_{left}(z,t)=iE_0𝐞_l(\gamma _r/2)`$ (19)
$`\times \{\mathrm{\Theta }(s)+{\displaystyle \frac{e^{i\omega _0s\mathrm{\Gamma }s/2}[1\mathrm{\Theta }(s)]}{\mathrm{\Delta }\omega +i(\mathrm{\Gamma }+\gamma {}_{l}{}^{})/2}}\}+c.c.,`$ (20)
$$=\{\frac{e^{i\omega _ls\gamma _ls/2}}{\mathrm{\Delta }\omega +i(\mathrm{\Gamma }\gamma {}_{l}{}^{})/2}$$
$$e^{i\omega _0s\mathrm{\Gamma }s/2}\left[\frac{1}{\mathrm{\Delta }\omega +i(\mathrm{\Gamma }+\gamma {}_{l}{}^{})/2}\right]\},$$
where $`s=t+zn/c`$, $`\mathrm{\Delta }\omega =\omega _l\omega _0`$. The expression $`\mathrm{\Delta }𝐄_{right}(z,t)`$ distinguishes from Eq. (15) only by the substitution $`p=tzn/c`$ instead of $`s`$. Because Eq. (15) is right for $`|z|>>d`$, we neglect the QW width below and believe, that the QW is in the plane $`z=0`$.
## III Transmitted, reflected and absorbed energy fluxes.
For the sake of brevity let us call the Umov-Poynting vector as the energy flux. The transmitting flux (i. e. the flux on the right of the QW) is equal
$$𝐒_{right}(z,t)=(𝐞_z/4\pi )(c/n)(𝐄_{right}(p))^2,$$
(21)
the flux on the left side of the QW is
$$𝐒_{left}(z,t)=𝐒(p)+𝐒_{ref}(s),$$
(22)
where $`𝐒(p)`$ is the exciting pulse flux, determined in Eq. (4), $`𝐒_{ref}(s)`$ is the reflected flux:
$$𝐒_{ref}(s)=(𝐞_z/4\pi )(c/n)(\mathrm{\Delta }𝐄_{left}(s))^2.$$
(23)
The absorbed energy flux is determined as
$$𝐒_{abs}(t)=𝐒_{left}(z=0,t)𝐒_{right}(z=0,t)$$
(24)
and equals
$$𝐒_{abs}(t)=(𝐞_z/2\pi )(c/n)𝐄_{right}(z=0,t)\mathrm{\Delta }𝐄(t),$$
(25)
where
$$\mathrm{\Delta }𝐄(t)=\mathrm{\Delta }𝐄_{left}(z=0,t)=\mathrm{\Delta }𝐄_{right}(z=0,t).$$
(26)
Let us introduce the non-dimensional functions of transmission $`𝒯(x)`$, reflection $`(x)`$ and absorption $`𝒜(x)`$, determining them as
$`𝐒_{right}(z,t)=𝐒_0𝒯(p),𝐒_{ref}(z,t)=𝐒_0(s),`$ (27)
$`𝐒_{abs}(t)=𝐒_0𝒜(t).`$ (28)
It follows from Eq. (19), that
$$𝒯(x)+(x)+𝒜(x)=P(x).$$
(29)
The values $`P(x)`$, $`𝒯(x)`$ and $`(x)`$ are always positive, absorption may be positive, as well as negative. The negative absorption means that at some moment $`t`$ the QW electronic system gives back the accumulated energy. Below we use the designation $`t`$ instead of $`x`$ remembering the definitions of Eq. (22). The variable $`t`$ corresponds to the real time at $`z=0`$.
## IV Time points of zero absorption, total reflection and total transparency.
The content of this section is based on the analysis the formulae of the section III without specifying the expression for the induced field $`\mathrm{\Delta }𝐄(z,t)`$. Therefore the results obtained above are justified for any number of the excited energy levels in a QW (see for instance ), but not only in the case of the only energy level, where the expression Eq. (15) is applicable.
In the figures, demonstrating the curves $`𝒜(t),`$ $`(t)`$ and $`𝒯(t)`$, one sees the points of zero absorption and total transparency $`𝒯(t)=P(t)`$. Let us call them specific time points. It follows from the Eqs. (16), (18) and (20) that there are three types of such points.
In the case of the first and second type, they correspond to vanishing of the electric fields or their combinations. In the case of the first type specific points the field $`𝐄_{right}(z=0,t)`$ or $`\mathrm{\Delta }𝐄_{left}(z=0,t)`$ vanishes. In the case $`𝐄_{right}(z=0,t_0)=0`$ we have
$$𝒜(t_0)=0,𝒯(t_0)=0,(t_0)=P(t_0);$$
(30)
we call the point $`t_0`$ the first type total reflection point. In the case $`\mathrm{\Delta }𝐄_{left}(z=0,t_x)=0`$
$$𝒜(t_x)=0,(t_x)=0,𝒯(t_x)=P(t_x);$$
(31)
we call the point $`t_x`$ as the first type total transparency point. Thus, $`𝒜(t)=0`$ in the first type specific points of total reflection and total transparency.
The equation $`P(t)(t)=0`$ may be written as
$`(𝐄_0)^2(\mathrm{\Delta }𝐄)^2=0,`$ (32)
$`(𝐄_0+\mathrm{\Delta }𝐄)(𝐄_0\mathrm{\Delta }𝐄)=0,`$ (33)
$`𝐄_{right}(𝐄_0\mathrm{\Delta }𝐄)=0,`$ (34)
and the equation $`P(t)𝒯(t)=0`$ may be written as
$`(𝐄_0)^2(𝐄_{right})^2=0,`$ (35)
$`(𝐄_0𝐄_{right})(𝐄_0+𝐄_{right})=0,`$ (36)
$`\mathrm{\Delta }𝐄(𝐄_0+𝐄_{right})=0.`$ (37)
Therefore the condition $`𝐄_0\mathrm{\Delta }𝐄=0`$ corresponds to the total reflection point and the condition $`𝐄_0+𝐄_{right}=0`$ corresponds to the total transparency point. Generally speaking the absorption $`𝒜(t)`$ does not equal 0 in these points. We call these points as the second type total reflection and total transparency points. Finally, it follows from the Eqs. (20), (26) and (27) that the specific points $`𝒜=0,=P`$ and $`𝒯=P`$ may appear in the case of the perpendicular vectors $`𝐄_{right}`$ and $`\mathrm{\Delta }𝐄`$, $`𝐄_{right}`$ and $`𝐄_0\mathrm{\Delta }𝐄`$, $`\mathrm{\Delta }𝐄`$ and $`𝐄_0+𝐄_{right}`$, respectively. We call these specific points the third type specific points.
In experiments these specific points are observable as following. Transmission as a function of time $`t`$ is measured in the plane $`z_0`$, reflection is in the plane $`z_0`$ , i. e. on the left of the QW. Let us suppose, that the point $`t_0`$ is the first type total reflection point. Taking into account Eq. (22), we find, that at the moment $`t=t_0+z_0n/c`$ one has zero transmission and total reflection.
We cannot measure directly the absorption $`𝒜,`$ but, determining it as $`𝒜=P𝒯`$ at the time moment $`t=t_0+z_0n/c`$, we obtain $`𝒜=0`$ in the case of the first type specific point. It means that the described experiment absorption is measured with some delay $`\mathrm{\Delta }t=z_0n/c`$.
## V Energy fluxes in the sharp resonance at the arbitrary relationship between the lifetime broadenings.
With the help of the results of section III and Eqs. (3), (8), (9) and (15) for the electric fields one can determine the values of the transmitted, reflected and absorbed energy fluxes at any $`\omega _l`$ and $`\gamma _l`$, characterizing the exciting pulse, and the parameters $`\omega _0`$, $`\gamma _r`$ and $`\gamma `$, characterizing the energy level in the QW.
At $`\gamma _l=0`$, which corresponds to the monochromatic irradiation, we obtain the expressions
$`𝒯={\displaystyle \frac{(\mathrm{\Delta }\omega )^2+\gamma ^2/4}{(\mathrm{\Delta }\omega )^2+\mathrm{\Gamma }^2/4}},`$ (38)
$`={\displaystyle \frac{\gamma ^2/4}{(\mathrm{\Delta }\omega )^2+\mathrm{\Gamma }^2/4}},`$ (39)
$`𝒜={\displaystyle \frac{\gamma \gamma _r/2}{(\mathrm{\Delta }\omega )^2+\mathrm{\Gamma }/4}},`$ (40)
obtained earlier in .
In the sharp resonance
$$\omega _l=\omega _0$$
(41)
we obtain the following results for the values, characterizing the energy fluxes:
$`𝒯(p)`$ $`=`$ $`\mathrm{\Theta }(p)[_T(p)]^2`$ (42)
$`+`$ $`[1\mathrm{\Theta }(p)]e^{\gamma _lp}(\gamma +\gamma _l)^2/(\mathrm{\Gamma }+\gamma _l)^2,`$ (43)
$$_T(p)=e^{\gamma _lp/2}(\gamma \gamma _l)/(\mathrm{\Gamma }\gamma _l)+e^{\mathrm{\Gamma }p/2}\gamma _rG,$$
$`(s)=\gamma _r^2\{\mathrm{\Theta }(s)[_R(s)]^2`$ (44)
$`+[1\mathrm{\Theta }(s)]e^{\gamma _ls}(\mathrm{\Gamma }+\gamma _l)^2\},`$ (45)
$$_R(s)=\frac{e^{\gamma _ls/2}e^{\mathrm{\Gamma }s/2}}{\mathrm{\Gamma }\gamma _l}+\frac{e^{\mathrm{\Gamma }s/2}}{\mathrm{\Gamma }+\gamma _l},$$
$`𝒜(t)`$ $`=`$ $`2\gamma _r\{\mathrm{\Theta }(t)_A(t)`$ (46)
$`+`$ $`[1\mathrm{\Theta }(t)]e^{\gamma _lt}(\gamma +\gamma _l)/(\mathrm{\Gamma }+\gamma _l)^2\},`$ (47)
$$_A(t)=e^{\gamma _lt}\frac{\gamma \gamma _l}{(\mathrm{\Gamma }\gamma _l)^2}$$
$$\gamma _rG^2e^{\mathrm{\Gamma }t}+Ge^{(\mathrm{\Gamma }+\gamma _l)t/2}\frac{\gamma _r\gamma +\gamma _l}{\mathrm{\Gamma }\gamma _l}.$$
In Eqs (30) and(32) the designation
$$G=(\mathrm{\Gamma }\gamma _l)^1(\mathrm{\Gamma }+\gamma _l)^1$$
is introduced. It follows from Eqs. (9),(15) at $`\omega _l=\omega _0`$, that the position of the first type total reflection point $`t_0`$ is determined by the condition $`t>0`$ and by the equation
$$e^{\gamma _lt/2}\frac{\mathrm{\Gamma }\gamma _l\gamma _r}{\mathrm{\Gamma }\gamma _l}+e^{\mathrm{\Gamma }t/2}\frac{2\gamma _r\gamma _l}{\mathrm{\Gamma }^2\gamma _l^2}=0.$$
(48)
The solution of Eq. (33) is as follows
$$t_0=\frac{2}{\mathrm{\Gamma }\gamma _l}ln\frac{2\gamma _r\gamma _l}{(\gamma _l\gamma )(\mathrm{\Gamma }+\gamma _l)},\gamma _l>\gamma ,$$
(49)
thus, the total reflection point always exists for the short pulse. It means, that at large times, absorption by the QW is substituted by generation, because $`𝒜(t_0)=0`$ and it is negative at $`t>t_0`$.
The position of the second type total transparency point $`t_t`$, where $`𝐄_{right}+𝐄_0=0`$, is determined by the conditions
$`t>0,e^{\gamma _lt/2}\left(2{\displaystyle \frac{\gamma _r}{\mathrm{\Gamma }\gamma _l}}\right)`$ (50)
$`+e^{\mathrm{\Gamma }t/2}{\displaystyle \frac{2\gamma _r\gamma _l}{\mathrm{\Gamma }^2\gamma _l^2}}=0,`$ (51)
from which we obtain
$`t_t={\displaystyle \frac{2}{\mathrm{\Gamma }\gamma _l}}ln{\displaystyle \frac{2\gamma _r\gamma _l}{(\mathrm{\Gamma }+\gamma _l)(2\gamma _l\mathrm{\Gamma }\gamma )}},`$ (52)
$`\gamma _l>\gamma +\gamma _r/2.`$ (53)
According to Eq. (36), the point $`t_t`$ exists in the case of a short pulse. Note that the condition $`\gamma _l>\gamma +\gamma _r/2`$ is harder than the condition $`\gamma _l>\gamma `$ in Eq. (34).
The conditions $`\mathrm{\Delta }𝐄=0,𝐄_0\mathrm{\Delta }𝐄=0`$ are not performed for the examined case of only excited energy level in the resonance $`\omega _l=\omega _0`$, therefore there are neither the first type total transparency points nor the second type total reflection points (see Figs. 1-3).
The third type specific time points do not exist in the resonance either. Indeed, the vectors $`𝐄_0`$, $`𝐄_{right}`$ and $`\mathrm{\Delta }𝐄`$ are parallel always. This can be checked with the help of Eqs. (3), (9) and(15) at $`\mathrm{\Delta }\omega =0`$. For the vectors $`𝐄_0(z=0,t)`$, $`𝐄_{right}(z=0,t)`$ and $`\mathrm{\Delta }𝐄(z=0,t)`$ and for their combinations $`𝐄_0\mathrm{\Delta }𝐄`$ and $`𝐄_0+𝐄_{right}`$ we obtain
$$𝐄_i(z=0,t)=E_0F_i(t)𝐞_l^{(\pm )}(t),$$
(54)
where
$`𝐞_l^{(\pm )}(t)`$ $`=`$ $`𝐞_le^{i\omega _lt}+𝐞_l^{}e^{i\omega _lt}`$ (55)
$`=`$ $`\sqrt{2}(𝐞_xcos\omega _lt\pm 𝐞_ysin\omega _lt),`$ (56)
the sign $`+()`$ corresponds to the right (left) circular polarization, $`F_i(t)`$ are the non-dimensional real functions. It follows from Eq. (37) that three vectors are parallel. The equalities $`F_i(t)=0`$ at $`t>0`$ correspond to the first and second type points.
The following picture exists for the short pulses under condition $`\gamma _l>\mathrm{\Gamma }`$ at $`p>>\gamma _l^1`$. The exciting field, which contains the factor $`\mathrm{exp}(\gamma _lp/2)`$, becomes negligibly small, therefore
$$𝐄_{right}(z,t)\mathrm{\Delta }𝐄_{right}(z,t).$$
(57)
At $`t>>\gamma _l^1`$ we obtain
$$(t)𝒯(t),𝒜(t)2(t).$$
(58)
It means, that only induced fields $`\mathrm{\Delta }𝐄_{left(right)}`$, symmetrical in relation to the QW plane, are preserved.
The electronic system gives back the accumulated energy, radiating it symmetrically by the left and right fluxes. In Fig. 1 one sees the fulfillment of the relations Eq. (40) at $`\gamma _lt>>1`$.
## VI Energy fluxes in the sharp resonance under condition $`\gamma _r>>\gamma .`$
The perturbation theory is applicable in the case $`\gamma _r<<\gamma `$. It is enough to take into account only the lowest order on the electron-EMF interaction, which is equivalent to neglecting the term $`4\pi \chi (\omega )`$ in the denominator of Eq. (12).
Under condition $`\gamma _r<<\gamma `$ the induced fields $`\mathrm{\Delta }𝐄_{left(right)}`$ on the left (right) of the QW are small in comparison to the exciting field Eq. (3) at $`p=0`$, i. e. the non-dimensional reflection $``$ and absorption $`𝒜`$ are small in comparison to unity. The transmitting pulse is distinguished weakly in its profile from the exciting pulse. But even in this situation, very interesting results have been obtained: some delaying of the short pulse is seen in the transmitting light at the times of order $`\gamma ^1`$, and the sinusoidal beats on the frequency $`\mathrm{\Delta }E/\mathrm{}`$ are seen in the case of the closely displaced energy levels, where $`\mathrm{\Delta }E`$ is the energy distance between the levels (see, for instance, ).
In the opposite case $`\gamma _r>>\gamma `$ the induced fields are comparable in values to the exciting fields, and the profile of the transmitting pulse may change drastically. It has been shown in for the asymmetrical pulse, and the results of the numerical calculations for the symmetrical pulse, proportional to $`1/\mathrm{cosh}(\gamma _lp),`$ have been represented. The analytical expressions for the non-dimensional values $`𝒯,`$ and $`𝒜`$ for the symmetrical pulse Eq. (3) have been represented above in Eqs. (30) - (32).
Let us consider the case $`\gamma =0`$, where the condition $`\gamma _r>>\gamma `$ is always satisfied. The curves, calculated with the help of Eqs. (30) - (32) and at $`\gamma =0`$, are represented in Figs. 1-3 for the short pulse $`(\gamma _l>>\gamma _r)`$, for the long pulse $`(\gamma _l<<\gamma _r)`$ and for the intermediate pulse $`(\gamma _l=\gamma _r).`$ The first type total reflection point $`t_0`$ is seen in figures. It always exists at $`\gamma =0`$ and is determined by the expression
$$t_0=\frac{2}{\gamma _r\gamma _l}ln\frac{2\gamma _r}{\gamma _r+\gamma _l}.$$
(59)
Therefore the curve $`𝒯(t)`$ has two maxima, which is seen especially well in Fig. 3. The second type total transparency point $`t_t`$ is seen in Figs. 1, 3. At $`\gamma =0`$ it exists at $`\gamma _l>\gamma _r/2`$ and equals
$$t_t=\frac{2}{\gamma _r\gamma _l}ln\frac{2\gamma _r\gamma _l}{(\gamma _r+\gamma _l)(2\gamma _l\gamma _r)}.$$
(60)
In Fig. 2 this point disappears, because the condition $`\gamma _l>\gamma _r/2`$ is not fulfilled for the long pulses.
It is seen from the Eqs. (30) - (32) and Fig. 1 that in the case of the short pulse the transmitted pulse distinguishes from the exciting pulse not very strongly. The reflected pulse is very weak, because Eq. (31) contains the small factor $`(\gamma _r/\gamma _l)^2`$. Absorption is small also in comparison to the exciting pulse, but it is larger than reflection, because it contains the factor $`\gamma _r/\gamma _l`$.
We have a different picture in the case of the long pulse. The pulse is almost totally reflected (see Fig. 2) and almost coincides with the exciting pulse. The transmitted pulse is very small, it contains the factor $`(\gamma _r/\gamma _l)^2`$. Absorption is larger than transmission, because it contains the factor $`\gamma _r/\gamma _l`$.
Fig. 3 relates to the case $`\gamma _l=\gamma _r`$. Substituting $`\gamma _l=\gamma _r`$ and $`\gamma =0`$ in Eqs. (30) - (32) we obtain
$$𝒯(t)=[\mathrm{\Theta }(t)e^{\gamma _lt}(1\gamma _lt)^2+(1\mathrm{\Theta }(t))e^{\gamma _lt}]/4,$$
$$(t)=[\mathrm{\Theta }(t)e^{\gamma _lt}(1+\gamma _lt)^2+(1\mathrm{\Theta }(t))e^{\gamma _lt}]/4,$$
(61)
$$𝒜(t)=[\mathrm{\Theta }(t)e^{\gamma _lt}(1(\gamma _lt)^2)+(1\mathrm{\Theta }(t))e^{\gamma _lt}]/2.$$
Obviously, that the first type total reflection point $`t_0`$ and the second type total transparency point $`t_t`$ are equal
$$t_0=\gamma _l^1,t_t=3\gamma _l^1.$$
(62)
The exciting, transmitting and reflected pulses are of the same order values, but the transmitting pulse changes strongly in profile from the exciting pulse, which is seen in Fig. 3. In the point $`t_0=\gamma _l^1`$ the transmitting pulse has a minimum, afterwards it has a second maximum.
## VII Integral energy fluxes in the resonance $`\omega _l=\omega _0.`$
At the pulse irradiation the total energy, absorbed on a unit area, is as follows
$$_𝒜=2|S_0|𝒦_𝒜/\gamma _l,$$
(63)
where the non-dimensional value is
$$𝒦_𝒜=(\gamma _l/2)_{\mathrm{}}^{\mathrm{}}𝒜(t)𝑑t.$$
(64)
Reciprocally, the total exciting, transmitted and reflected energies on a unit area are as follows
$`_P=2|S_0|𝒦_P/\gamma _l,_𝒯=2|S_0|𝒦_𝒯/\gamma _l,`$ (65)
$`_{}=2|S_0|𝒦_{}/\gamma _l,`$ (66)
where
$`𝒦_P`$ $`=`$ $`{\displaystyle \frac{\gamma _l}{2}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}P(t)𝑑t,𝒦_𝒯`$ (67)
$`=`$ $`{\displaystyle \frac{\gamma _l}{2}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝒯(t)𝑑t,𝒦_{}`$ (68)
$`=`$ $`{\displaystyle \frac{\gamma _l}{2}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}(t)𝑑t,`$ (69)
with
$$𝒦_𝒯+𝒦_{}+𝒦_𝒜=𝒦_P.$$
(70)
With the help of Eqs. (30) - (32) we obtain
$$𝒦_𝒯=\frac{\gamma ^2(\mathrm{\Gamma }+2\gamma _l)+\gamma _l^2\mathrm{\Gamma }}{\mathrm{\Gamma }(\mathrm{\Gamma }+\gamma _l)^2},$$
(71)
$$𝒦_{}=\frac{\gamma _r^2(\mathrm{\Gamma }+2\gamma _l)}{\mathrm{\Gamma }(\mathrm{\Gamma }+\gamma _l)^2},$$
(72)
$$𝒦_𝒜=\frac{2\gamma _r\gamma (\mathrm{\Gamma }+2\gamma _l)}{\mathrm{\Gamma }(\mathrm{\Gamma }+\gamma _l)^2}.$$
(73)
The analogous expressions for the asymmetrical pulse have been obtained in . It follows from Eq. (52), that at $`\gamma =0`$ the total absorbed energy equals 0. This is clear physically, because only at $`\gamma 0`$ the electronic excitations in a QW transfer the energy to other excitations, for instance, to phonons. If $`\gamma =0`$, the whole energy of the electronic excitations transfers into the light energy, and absorption vanishes. Suppose, that $`\gamma =0,\gamma _r=\gamma _l`$, then we obtain from Eq. (50) and Eq. (51) that three quarters of the exciting pulse energy are reflected, and one quarters goes through the QW.
## VIII Light pulse reflection and absorption when the carrier frequency is detuned.
The expressions for the non-dimensional absorption $`𝒜(t)`$, reflection $`(t)`$ and transmission $`𝒯(t)`$ are as follows
$`𝒜(t)`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Theta }(t)}{(\mathrm{\Delta }\omega )^2+(\gamma _l\mathrm{\Gamma })^2/4}}`$ (74)
$`\times `$ $`\{{\displaystyle \frac{e^{\gamma _lt}\gamma _r(\gamma \gamma _l)}{2}}{\displaystyle \frac{e^{\mathrm{\Gamma }t}\gamma _r^2\gamma _l^2}{2[(\mathrm{\Delta }\omega )^2+(\gamma _l+\mathrm{\Gamma })^2/4]}}`$ (75)
$``$ $`\gamma _r\gamma _l\sqrt{{\displaystyle \frac{(\mathrm{\Delta }\omega )^2+(\gamma _l+\gamma _r\gamma )^2/4}{(\mathrm{\Delta }\omega )^2+(\gamma _l+\mathrm{\Gamma })^2/4}}}`$ (76)
$`\times `$ $`e^{(\gamma _l+\mathrm{\Gamma })t/2}\mathrm{cos}(\mathrm{\Delta }\omega t+\chi )\}`$ (77)
$`+`$ $`[1\mathrm{\Theta }(t)]{\displaystyle \frac{e^{\gamma _lt}\gamma _r(\gamma _l+\gamma )}{(\mathrm{\Delta }\omega )^2+(\gamma _l+\mathrm{\Gamma })^2/4}},`$ (78)
$`(t)`$ $`=`$ $`{\displaystyle \frac{\gamma _r^2}{4}}\{{\displaystyle \frac{\mathrm{\Theta }(t)}{(\mathrm{\Delta }\omega )^2+(\gamma _l\mathrm{\Gamma })^2/4}}`$ (79)
$`\times `$ $`[a_{}^2(t)+b_{}^2(t)++2a_{}(t)b_{}(t)\mathrm{cos}(\mathrm{\Delta }\omega t\zeta )]`$ (80)
$`+`$ $`{\displaystyle \frac{[1\mathrm{\Theta }(t)]e^{\gamma _lt}}{(\mathrm{\Delta }\omega )^2+(\gamma _l+\mathrm{\Gamma })^2/4}}\},`$ (81)
$`𝒯(t)={\displaystyle \frac{\mathrm{\Theta }(t)[a_𝒯^2+b_𝒯^2+2a_𝒯b_𝒯\mathrm{cos}(\mathrm{\Delta }\omega t+\kappa )]}{(\mathrm{\Delta }\omega )^2+(\mathrm{\Gamma }\gamma _l)^2/4}}`$ (82)
$`+{\displaystyle \frac{(1\mathrm{\Theta }(t))e^{\gamma _lt}[(\mathrm{\Delta }\omega )^2+(\gamma +\gamma _l)^2/4]}{(\mathrm{\Delta }\omega )^2+(\mathrm{\Gamma }+\gamma _l)^2/4}},`$ (83)
where the designations are introduced:
$$a_{}=e^{\gamma _lt/2},b_{}=\frac{\gamma _le^{\mathrm{\Gamma }t/2}}{(\mathrm{\Delta }\omega )^2+(\mathrm{\Gamma }+\gamma _l)^2/4},$$
(84)
$`a_𝒯=\sqrt{(\mathrm{\Delta }\omega )^2+(\gamma _l\gamma )^2/4},`$ (85)
$`b_𝒯=\gamma _r\gamma _l/[2\sqrt{(\mathrm{\Delta }\omega )^2+(\mathrm{\Gamma }+\gamma _l)^2/4}],`$ (86)
The angles $`\chi `$, $`\zeta `$ and $`\kappa `$ are defined by the expressions:
$`\mathrm{cos}\chi ={\displaystyle \frac{(\mathrm{\Delta }\omega )^2+(\gamma _l+\mathrm{\Gamma })+(\gamma _l+\gamma _r\gamma )/4}{\sqrt{[(\mathrm{\Delta }\omega )^2+(\gamma _l+\mathrm{\Gamma })^2/4]}}}`$ (87)
$`\times {\displaystyle \frac{1}{\sqrt{[(\mathrm{\Delta }\omega )^2+(\gamma _l+\gamma _r\gamma )^2/4]}}},`$ (88)
$`\mathrm{sin}\chi ={\displaystyle \frac{\mathrm{\Delta }\omega \gamma }{\sqrt{[(\mathrm{\Delta }\omega )^2+(\gamma _l+\mathrm{\Gamma })^2/4]}}}`$ (89)
$`\times {\displaystyle \frac{1}{\sqrt{[(\mathrm{\Delta }\omega )^2+(\gamma _l+\gamma _r\gamma )^2/4]}}},`$ (90)
$`\mathrm{cos}\zeta ={\displaystyle \frac{\gamma _l+\mathrm{\Gamma }}{2\sqrt{(\mathrm{\Delta }\omega )^2+(\gamma _l+\mathrm{\Gamma })^2/4]}}},`$ (91)
$`\mathrm{sin}\zeta ={\displaystyle \frac{\mathrm{\Delta }\omega }{\sqrt{(\mathrm{\Delta }\omega )^2+(\gamma _l+\mathrm{\Gamma })^2/4]}}},`$ (92)
$`\mathrm{cos}\kappa ={\displaystyle \frac{(\mathrm{\Delta }\omega )^2+(\gamma _l\gamma )(\gamma _l+\mathrm{\Gamma })/4}{\sqrt{[(\mathrm{\Delta }\omega )^2+(\gamma _l+\mathrm{\Gamma })^2/4]}}}`$ (93)
$`\times {\displaystyle \frac{1}{\sqrt{[(\mathrm{\Delta }\omega )^2+(\gamma _l\gamma )^2/4]}}},`$ (94)
$`\mathrm{sin}\kappa ={\displaystyle \frac{\mathrm{\Delta }\omega (\mathrm{\Gamma }+\gamma )/2}{\sqrt{[(\mathrm{\Delta }\omega )^2+(\gamma _l+\mathrm{\Gamma })^2/4]}}}`$ (95)
$`\times {\displaystyle \frac{1}{\sqrt{[(\mathrm{\Delta }\omega )^2+(\gamma _l\gamma )^2/4]}}}.`$ (96)
All the three dependencies contain the oscillations on the frequency $`\mathrm{\Delta }\omega `$ with different phase shifts.
## IX Specific points for the detuned carrier frequency.
Let us show that in the case $`\mathrm{\Delta }\omega 0`$ the specific time points of the first and second types do not exist,generally speaking. Indeed, from the expressions Eq. (9), (10) and (15) it follows that the fields $`\mathrm{\Delta }𝐄(z=0,t)`$ and $`𝐄_{right}(z=0,t)`$ may be written as follows
$`𝐄(z=0,t)=E_0𝐞_l\{\mathrm{\Theta }(t)[Ae^{\gamma _lt/2i(\omega _lt+\xi )}`$ (97)
$`+Be^{\mathrm{\Gamma }t/2i(\omega _0t+\phi )}]+`$ (98)
$`+[1\mathrm{\Theta }(t)]Ce^{\gamma _lt/2i(\omega _lt+\zeta )}\}+c.c.,`$ (99)
where $`A,B,C`$ are the time independent real coefficients; $`\xi `$, $`\phi `$ and $`\zeta `$ are the phase shifts. Using the circulate polarization Eq. (11), we transform Eq. (61) to the expression
$`𝐄(z=0,t)=E_0\{\mathrm{\Theta }(t)`$ (100)
$`\times [A\sqrt{2}e^{\gamma _lt/2}(𝐞_x\mathrm{cos}(\omega _lt+\xi )\pm 𝐞_y\mathrm{sin}(\omega _lt+\xi ))]+`$ (101)
$`+B\sqrt{2}e^{\mathrm{\Gamma }t/2}(𝐞_x\mathrm{cos}(\omega _0t+\phi )\pm 𝐞_y\mathrm{sin}(\omega _0t+\phi ))+`$ (102)
$`+[1\mathrm{\Theta }(t)]C\sqrt{2}e^{\gamma _lt/2}`$ (103)
$`\times (𝐞_x\mathrm{cos}(\omega _0t+\zeta )\pm 𝐞_y\mathrm{sin}(\omega _0t+\zeta ))\},`$ (104)
where the sign $`+()`$ relates to the right (left) circular polarization. Thus, at the detuning at $`t>0`$ two circular polarized waves with the different carrier frequencies $`\omega _l`$ and $`\omega _o`$ and the different phase shifts relative to $`𝐄_0(z=0,t)`$ are present in the transmitting and reflected pulses. In such a case the summary vector $`𝐄_0(z=0,t)`$ does not vanish, generally speaking. Equating $`𝐄_0(z=0,t)`$ to 0, we obtain two equations for one unknown $`t`$, which have no solution. The same relates to the vector combinations $`𝐄_0\mathrm{\Delta }𝐄`$ and $`𝐄_0+𝐄_{right}`$. Thus, the first and second types specific point are absent in the case of detuning. But the existence of the third type specific points is possible, because the vectors $`\mathrm{\Delta }𝐄`$, $`𝐄_{right}`$, $`𝐄_0\mathrm{\Delta }𝐄`$ and $`𝐄_0+𝐄_{right}`$ may be perpendicular to each other at some time moments.
The conditions of existence of the zero absorption point, total reflection and total transparency may be analysed conveniently with the help of Eqs. (53) - (55). Below we confine ourselves with analysis of the most interesting case $`\gamma _r>>\gamma `$, applying $`\gamma =0`$. Then the condition
$$_{\mathrm{}}^{\mathrm{}}𝒜_{\gamma =0}(t)𝑑t=0$$
is fulfilled and it is clear, that at least one zero absorption point exists. The analysis of Eq. (53) at $`\gamma =0`$ shows that at $`\gamma _l\gamma _r`$ the finite odd number of the zero absorption points exist. That shows, that at the large times $`𝒜_{\gamma =0}(t)`$ becomes negative. The quantity of points, where $`𝒜_{\gamma =0}(t)=0,`$ depends on the relationship $`q=\mathrm{\Delta }\omega /\gamma _l`$, i. e. on the detuning. In the case of the short pulse $`(\gamma _l>>\gamma _r)`$ at $`q<<\pi `$ there exists one point of zero absorption; many such points exist at $`q>>\pi `$. In the case of a long pulse $`(\gamma _l<<\gamma _r)`$ at $`q<<\pi \gamma _r/\gamma _l`$ there is one zero absorption point; many such points exist at $`q>>\pi \gamma _r/\gamma _l.`$
In the case $`\gamma _l=\gamma _r`$ there is the infinite number of the zero absorption points. The quantity of the total reflection points depends on the parameter $`q`$ . At $`q<q_b`$ there is the infinite number of the total reflection points; at $`q>q_b`$ their number equals to 0. The value $`q_b`$ is determined by the equation
$$(2q_b1)\sqrt{1+q_b^2}1=0$$
and equals $`q_b=0.876`$. Note also, that at $`\gamma _l=\gamma _r`$ the number of the total transparency points is infinite at any $`q`$.
## X Discussion of the detuning results.
The functions $`(t)`$, $`𝒜(t)`$ and $`𝒯(t)`$ at $`\gamma =0`$ and the different interrelations of the parameters $`\gamma _r,`$ $`\gamma _l`$ and $`\mathrm{\Delta }\omega `$ are represented in Figs. 4 - 6. Fig. 4 is relevant to the short pulse case ($`\gamma _l>>\gamma _r`$). Fig. 5 is relevant to the long pulse case ($`(\gamma _l<<\gamma _r)`$). Fig. 6 is relevant to the intermediate pulse case ($`\gamma _l/\gamma _r=1`$).
The dependencies of the reflection $`(t)`$ and the absorption $`𝒜(t)`$ on the non-dimensional variable $`\gamma _lt`$ at $`\gamma _l/\gamma _r=10`$ and for different values of the parameter $`q=\mathrm{\Delta }\omega /\gamma _l,`$ characterizing detuning , are represented in Fig. 4. For the short pulses the transmission curves $`𝒯(t)`$ are absent, because they are close to $`P(t)`$ for the values of $`q`$ from 1 to 10, i. e. transmission is always large. It is seen in Fig. 4 that $``$ and $`𝒜`$ are much smaller than 1 at $`\mathrm{\Delta }\omega =0`$ and decrease quickly with the increasing of the detuning. The oscillating contribution into $``$ and $`𝒜`$ damps as $`\mathrm{exp}[(\gamma _l+\gamma _r)t/2]`$. The damping parameter is determined as
$$\mathrm{\Pi }=2/(1+\gamma _r/\gamma _l);$$
in Fig. 4 $`\mathrm{\Pi }=1,9`$. The oscillation period $`T=2\pi /q`$. The oscillations are absent on the curves $`(t)`$ and $`𝒜(t)`$ at $`q=0,2`$ because $`T>>\mathrm{\Pi }`$. These oscillations are clearly seen on the curves where $`q=1`$ and $`q=10`$. With growth of the detuning the oscillation period becomes smaller and the oscillation amplitude decreases. The third type total reflection points are seen in Fig. 4a; the third type zero absorption points are seen in Fig. 4b (see section IX).
The curves $``$, $`𝒜`$ and $`𝒯`$ at $`\gamma _l/\gamma _r=0,1`$ are represented in Fig. 5. The oscillations are absent on the curves $``$ of Fig. 5a for any values $`q`$ because their amplitude is small in comparison to the non-oscillating contribution. At $`q=0`$ the curve $`(t)`$ is close to the curve $`P(t)`$, i. e. the pulse is almost totally reflected, but with growing $`q`$ reflection decreases, reaching the very small values at $`q=100`$. It is seen in Fig.5b , that absorption decreases sharply also with growing parameter $`q`$.
The oscillations on the curves $`𝒜(t)`$ are seen perfectly at $`q=20`$ and $`q=100`$. The zero absorption points appear only at $`q=100`$, which is in agreement with the results of section IX. Transmission $`𝒯`$ (Fig. 5c) is small at $`q=0`$, it increases with growing $`q`$ and approaches $`P(t)`$ at $`q>10`$. The oscillations are absent. At $`q=0`$ there is the first type total reflection point (Fig. 5 ), to which the zero absorption point in Fig. 5b and zero transparency point in Fig. 5c corresponds. With growing $`q`$ the zero transparency point turns into the minimum transmission point, and the total reflection point turns into the maximal reflection point.
Finally, the dependencies $`(t)`$, $`𝒜(t)`$ and $`𝒯(t)`$ are represented in Fig. 6 for the intermediate pulse ($`\gamma _l=\gamma _r`$). The curves $`(t)`$ at $`q`$ = 0, 1, 10 and 30 are represented in Fig. 6a. At $`q=0`$ reflection is comparable with $`P(t)`$, but at $`q=10`$ it becomes very small in comparison to unity. The oscillations are seen at $`q=10`$ and $`q=30`$. The first type total reflection point is seen on the curve $`q=0,`$ on the rest curves the total reflection points are absent. This is in agreement with the result of section IX at $`q>q_b`$. The curves $`\mathrm{exp}(\gamma _lt)`$ are represented in Fig. 6b; the infinite number of oscillations is seen due to excluded damping. In accordance with section IX, there is an infinite number of the third type total reflection points $`q>q_b`$; there are no total reflection points at $`q<q_b.`$ At $`q=q_b`$ the curve $`\mathrm{exp}(\gamma _lt)`$ touches the curve $`P(t)\mathrm{exp}(\gamma _lt)`$, corresponding to the exciting pulse. The curves $`𝒜(t)`$ for the intermediate pulse are represented in Fig. 6c. With growing parameter $`q`$ absorption decreases; the oscillations and a lot of the zero absorption points are clearly seen at $`q=10`$. Let us remember, that in the case of $`\gamma _l=\gamma _r`$ the number of the zero absorption points is infinite. The curves $`𝒯(t)`$ for the case of the intermediate pulse are represented in Fig. 6d. With growing $`q`$ transmission increases and at $`q=2`$ already approaches the curve $`P(t)`$. The number of the total transparency points must be infinite at $`q0`$. However, due to the very fast damping of the curves only one total transparency point is seen at $`q=0,5`$ and two such points are seen at $`q=2.`$ In order to show a large number of the total transparency, total reflection and zero absorption points, the curves $`\mathrm{exp}(\gamma _lt)`$, $`𝒜\mathrm{exp}(\gamma _lt)`$ and $`𝒯\mathrm{exp}(\gamma _lt)`$ , corresponding to $`q=0,7`$, and the direct line $`P\mathrm{exp}(\gamma _lt)`$ at $`t>0`$ are represented in Fig. 6e. It is seen that all three curves have different phase shifts. Let us stress that in Figs. 6b and 6e the curve $`(t)`$ never turns 0, as it may seem, but has very small positive value in the minima.
## XI Conclusion.
Thus, one can make the main qualitative conclusions, obtained under condition $`\gamma <<\gamma _r`$. (For the sake of simplicity we suppose $`\gamma =0.`$) In the resonance $`\omega _l=\omega _0`$ in the case of a short pulse ($`\gamma _l>>\gamma _r`$), the pulse transmits the QW almost without changing its profile. Reflection and absorption are small, reflection is much smaller than absorption. The very long pulse ($`\gamma _l<<\gamma _r`$) is reflected almost completely, transmission is much smaller than absorption. Because at $`\gamma =0`$ the integral absorption equals 0 at any interrelations of $`\gamma _l`$ and $`\gamma _r`$, there is the zero absorption point, where light energy absorption is alternated by its radiation. The total reflection happens in the zero absorption point and transmission equals 0 (the first type specific point).
The case $`\omega _l=\omega _0,\gamma _l\gamma _r`$ is of special interest, where reflection, absorption and transmission are comparable in values. The transmitting pulse profile distinguishes drastically on the exciting pulse profile. Due to the presence of the first type specific point, the transmitting pulse has two maxima, i. e. it is two-hump-shaped.
Under detuning $`\mathrm{\Delta }\omega =\omega _l\omega _00`$, with growing deviation $`\mathrm{\Delta }\omega `$ reflection and absorption decrease and the transmitting pulse approaches in value and profile to the exciting pulse. At $`\mathrm{\Delta }\omega >>\gamma _l`$ the pulse transmits the QW almost unchanged. There are oscillations on the frequency $`\mathrm{\Delta }\omega `$ on all the curves $`(t),𝒜(t)`$ and $`𝒯(t).`$ However, these oscillations are not seen in all Figs. 4 - 6 relevant to the detuning. At $`\mathrm{\Delta }\omega <<\gamma _l`$ the oscillation period is much longer than the time, at which the damping of the values $`(t),𝒜(t)`$ and $`𝒯(t)`$ happens. At $`\mathrm{\Delta }\omega >>\gamma _l`$ the oscillation period is small, their amplitude is small also. Therefore the oscillations are seen best of all at $`\mathrm{\Delta }\omega \gamma _l`$.
At the detuning the total reflection points, the total transmission points and the zero absorption points do not coincide with each other. These specific points were defined as the third type points. In order to examine these points in the most interesting case $`\gamma _r\gamma _l`$, Figs. 6b, 6e are represented, where damping is omitted, because the values $`(t),𝒜(t)`$ and $`𝒯(t)`$, multiplied by $`exp(\gamma _lt)`$, are put on the ordinate axis. It has been shown that in the case $`\gamma _r=\gamma _l`$ the number of the zero absorption points and total transparency points is infinite at $`\mathrm{\Delta }\omega 0`$, and the number of the total reflection points is infinite at $`\mathrm{\Delta }\omega /\gamma _l>q_b`$, where $`q_b=0,876`$. The infinite number of the zero absorption points means that the infinite number of the energy transitions from the electronic system to the light wave and vice verse happens, however, one has to remember that these oscillations damp as $`\mathrm{exp}(\gamma _lt)`$.
At the deviation from the equality $`\gamma _r=\gamma _l`$ the number of the third type specific points is always finite. In particular, the number of the zero absorption points is odd, because absorption on the large times is always negative: the system gives back the accumulated energy .
## XII Acknowledgements
This work has been partially supported by the Russian Foundation for Basic Research (00-02-16904, 99-02-16628) and by the Program ”Solid State Nanostructures Physics”. S.T.P thanks the Zacatecas Autonomous University and the National Council of Science and Technology (CONACyT) of Mexico for the financial support and hospitality. D.A.C.S. thanks CONACyT (27736-E) for the financial support. Authors are grateful to A. D’Amore for a critical reading of the manuscript.
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# Deconfinement transition and string tensions in SU(4) Yang-Mills Theory
## I Introduction
It is well-established that the dynamics of the strong force are described by nonabelian gauge theory with an internal SU(3) symmetry and matter in the fundamental representation. Although the full theory of QCD contains dynamical quarks, study of SU(3) pure Yang-Mills theory ref:YANG\_MILLS provides useful physical information. For example, in the valence or quenched approximation where gauge field configurations are generated without including the fermion determinant in the partition function, the computed light hadron spectrum differs from the experimentally measured spectrum at the 10% level ref:CPPACS\_LAT98 . This is convenient since Monte Carlo calculations require enormous computational effort to include dynamical quark effects, so many studies are done in the quenched approximation in the interest of practicality. In the present paper we are interested in the phase diagram of QCD in the temperature–quark mass plane, and so the study of pure Yang-Mills theory covers the $`m_q=\mathrm{}`$ line.
The confinement–deconfinement transition of QCD at high temperature ($`T100300`$ MeV) has been studied with and without dynamical quarks and depends strongly on the number of light quark flavors and their masses. Pure gauge theory is recovered in the limit of infinite quark masses. In this limit the order parameter of the deconfinement transition is the Polyakov loop ref:POLY\_SUSS ,
$$L(\stackrel{}{x})=\frac{1}{N_c}\mathrm{Tr}\underset{t=1}{\overset{N_t}{}}U_0(\stackrel{}{x},t).$$
(1)
In the confined phase $`L_\stackrel{}{x}=0`$, but in the deconfined phase the Polyakov loop acquires a nonzero expectation value, spontaneously breaking the global Z($`N_c`$) center symmetry. Since a Z(3) symmetry admits a cubic term in the effective potential, it drives a first-order transition; such is not the case for $`N_c>3`$ ref:SVET\_YAFFE .
For $`N_f`$ flavors of massless quarks, the QCD Lagrangian has a global SU$`(N_f)_L`$SU$`(N_f)_R`$ chiral symmetry. At zero temperature this symmetry is spontaneously broken and the pions are the massless Goldstone bosons, but at some finite temperature $`T_\chi `$ the chiral symmetry is restored. Universality arguments suggest that the transition should be first-order for $`N_f3`$ ref:PIS\_WIL , while a second-order transition for $`N_f=2`$ is not ruled out ref:WIL\_RAJ (in fact a second-order transition is supported by lattice studies ref:KARSCH\_LAT99 ). In nature the strange quark mass, $`m_s`$, is roughly 25 times larger than the average of up and down quark masses, $`m_{u,d}=(m_u+m_d)/2`$. According to lattice calculations, the order of this “2+1” flavor phase transition depends on the strange mass. As $`m_s`$ is increased from $`m_{u,d}`$, the first-order phase transition weakens into a crossover ref:CU\_2P1 . In Fig. 1 we reproduce the “Columbia” phase diagram which shows the order of the transition for different regions in $`(m_{u,d},m_s)`$ plane.
Recently Pisarski and Tytgat ref:PISARSKI\_TYTGAT argued that the Columbia diagram is hard to understand in light of intuitive large-$`N_c`$ arguments. They point out that since anomaly effects are suppressed by $`1/N_c`$, the contribution of chiral symmetry restoration to the free energy is $`O(N_c)`$ while the change in the free energy due to deconfinement is $`O(N_c^2)`$. So, in the large-$`N_c`$ limit a first-order deconfinement transition should be robust for any quark mass. Thus, if the the first-order transition of SU(3) is a general feature of SU($`N_c`$) it is hard to understand why it disappears as the quark masses increase away from zero. One resolution of this conflict, they propose, is that $`N_c=3`$ is special due to the cubic term in the effective potential, and that the general SU($`N_c`$) deconfinement transition is second order.
Yang-Mills theory with $`N_c`$ colors, SU($`N_c`$) pure-gauge theory, has been a topic of exploration for lattice Monte Carlo study since the first days of the field ref:CREUTZ\_SU2 . A first-order phase transition in the average energy was observed on symmetric lattices with volumes between $`3^4`$ and $`6^4`$ for $`N_c=25`$ ref:BALIAN ; ref:CREUTZ\_SU2 ; ref:CREUTZ\_SU3 ; ref:BCM ; ref:CREUTZ\_SU5 . Refs. ref:BHANOT\_CREUTZ ; ref:BKL ; ref:DHN demonstrated this transition is the consequence of a lattice-induced critical line separating the strong and weak coupling regimes. Specifically, they added to the usual fundamental single-plaquette action
$$S_f=\frac{\beta }{6}\underset{x}{}\underset{\mu ,\nu :\mu <\nu }{}\mathrm{Re}\mathrm{Tr}_fP_{\mu \nu }(x)$$
(2)
the adjoint action
$$S_A=\frac{\beta _A}{6}\underset{x}{}\underset{\mu ,\nu :\mu <\nu }{}\mathrm{Re}\mathrm{Tr}_AP_{\mu \nu }(x),$$
(3)
where $`P_{\mu \nu }(x)`$ is the plaquette $`U_\nu ^{}(x)U_\mu ^{}(x+\widehat{\nu })U_\nu (x+\widehat{\mu })U_\mu (x)`$ and Tr<sub>f</sub> and Tr<sub>A</sub> are traces in the fundamental and adjoint representations, respectively; $`\mu `$ and $`\nu `$ are space–time (or space–temperature) indices. Figure 2 shows the resulting phase diagram for this mixed action for SU(3) and SU(4). A first-order transition line separates the strong and weak coupling regimes of the fundamental coupling $`\beta `$. For $`N_c3`$ this line ends in a critical point before crossing the $`\beta _A=0`$ axis, but does cross this axis for $`N_c>3`$. Also displayed is the $`\beta 0`$ transition line corresponding to the transition in SO($`N_c^21`$) gauge theory.
This lattice-induced ($`4d`$) bulk transition, while interesting, can obscure the physical ($`3d`$) finite temperature transition of interest here. If the two transitions are nearby in parameter space, the first-order nature of the bulk transition would have a non-trivial effect on the confinement-deconfinement transition. The bulk transition was found to occur near $`\beta =10.2`$ (with $`\beta _A=0`$ref:BHANOT\_CREUTZ . The past finite temperature studies of SU(4) ref:GOCKSCH\_OKAWA ; ref:GREEN\_KARSCH ; ref:BAT\_SVET ; ref:WHEAT\_GROSS addressed this issue to varying degrees. For example, Ref. ref:BAT\_SVET studied the deconfinement transition along the line $`\beta _A=\beta /2`$, hoping to avoid crossing the bulk transition line. Ref. ref:WHEAT\_GROSS found evidence on small volumes and $`1000`$ Monte Carlo evolution sweeps for deconfinement transitions for both $`N_t=4`$ and $`N_t=5`$ around $`\beta =10.5`$ and $`\beta =10.6`$ (with $`\beta _A=0`$). All these studies concluded that the SU(4) deconfinement transition was first-order. However, given the alluring explanation for the Columbia diagram, we felt the time was ripe to revisit finite temperature SU(4) numerically.
Another topic which we address in this work is the tension of confining strings which carry $`k\{1,\mathrm{},N_c\}`$ units of flux. Only for $`N_c>3`$ can one find different strings with unequal tensions. With these finite-temperature calculations we find the ratio of diquark ($`\sigma _{k=2}`$) to fundamental ($`\sigma _{k=1}`$) string tensions to be in the range $`1<\sigma _{k=2}/\sigma _{k=1}<2`$. As pointed out in Ref. ref:STRASSLER , these types of computations may test dualities between gauge theories and string theories. String tensions can be computed on the lattice, in broken supersymmetric gauge theory, and in M theory versions of QCD and supersymmetric QCD. Our result for $`\sigma _2/\sigma _1`$ indicates that in SU(4) Yang-Mills flux tubes attract each other as expected from SUSY Yang-Mills and M theory ref:STRASSLER and proved in standard Yang-Mills ref:CREUTZ\_PRIVATE .
In the next Section we describe some details of our calculations. Section III gives the results for the deconfinement transition, and Section IV shows our calculation of the string tensions. Finally we summarize our results in Section V.
## II Computation
Our calculations of SU(4) Yang-Mills theory do not differ significantly from standard SU(3) calculations. We use the fundamental single-plaquette action, Equation (2), with $`\beta =2N_c/g^2=8/g^2`$. Our production code is a minimally modified version of the MILC code ref:MILC\_CODE . Our algorithm for evolving the gauge fields is a mixed overrelaxation/heatbath procedure: in one Monte Carlo “sweep” we perform 10 microcanonical overrelaxation steps followed by one Kennedy-Pendleton ref:KEN\_PEND heatbath step. Each sweep we compute the average plaquette and fundamental Polyakov loop. We generate at least 1000 Monte Carlo sweeps at each $`\beta `$, with 10000 to 20000 sweeps around $`\beta _c`$. An independent Metropolis code was written from scratch for SU(4) to check this MILC-derived SU(4) code.
For those values of the coupling $`\beta `$ where we want to calculate the string tension, we compute correlation functions of Polyakov loops in the irreducible representations of SU(4)
$$C_i(r)=L_i(\stackrel{}{x})L_i^{}(\stackrel{}{x}+\stackrel{}{r})_\stackrel{}{x},$$
(4)
where $`i`$ =4, 6, 10 and 15 and the trace in Eq. (1) is $`i`$-dimensional. As is well known, the diquark 6 and 10 representations are obtained by antisymmetrizing and symmetrizing two fundamental 4 representations, and the adjoint 15 by inserting SU(4) Gell-Mann matrices. We use the Parisi-Petronzio-Rapuano multihit variance reduction method ref:PPR to reduce noise. Polyakov loop correlation functions are computed every tenth Monte Carlo sweep. We investigate autocorrelations by including only every $`n`$-th configuration, where $`n=1`$, 5, and 10. We have a total of 2800 measurements for the calculations on a $`6\times 16^3`$ lattice and 1900 measurements for the calculations on a $`8\times 12^3`$ lattice.
## III Deconfinement transition
In order to make contact with previous finite temperature SU(4) calculations, we compute thermodynamic observables on a $`4\times 8^3`$ lattice for values of $`\beta =8/g^2`$ between 10.0 and 10.6. We find a rapid change in $`|L|`$ between $`\beta =10.45`$ and $`\beta =10.5`$ (see Fig. 3), in agreement with Refs. ref:GOCKSCH\_OKAWA ; ref:WHEAT\_GROSS . Since the plaquette is also increasing in that region (Fig. 4), one might worry that the bulk transition is affecting the deconfinement transition. Therefore, we did not pursue confirming the order of the deconfinement transition with $`N_t=4`$, and instead focus on $`N_t=6`$ where the bulk and deconfinement transitions should be further separated.
In our $`6\times 12^3`$ calculations we find that the jump in $`|L|`$ is between $`\beta =10.75`$ and $`\beta =10.80`$ (Fig. 5). This move in $`\beta `$ of the critical point is consistent with the conjecture that the deconfinement is a thermodynamic phenomenon. On the other hand the increase in the plaquette is over the same $`\beta `$ (10.2-10.6) region as for $`N_t=4`$ (see Fig. 6), as is expected for a bulk transition. And with $`N_t=6`$ the bulk and finite-temperature phase transitions are clearly separated.
The six plots shown in Fig. 7 show the real and imaginary parts of the Polyakov loop for the last 2000 sweeps of calculations at the corresponding couplings. One can see the spontaneous breaking of the Z(4) symmetry as the deconfinement transition is crossed.
One quantitative estimation of the critical coupling, $`\beta _c`$, comes from the deconfinement fraction ref:CT . Let us define $`\varphi [0,\pi /4]`$ as the angle between arg($`L_4`$) and the nearest Z(4) symmetry axis. Given another angle $`\theta [0,\pi /4]`$, one counts the number of configurations where $`\varphi \theta `$, $`N_{in}`$, versus the number of configurations where $`\varphi >\theta `$, $`N_{out}`$. In the confined, Z(4)-symmetric phase, on average,
$$\frac{N_{in}}{N_{in}+N_{out}}=\frac{\theta }{(\pi /4)}.$$
(5)
The deconfinement fraction is the excess number of configurations which have $`\varphi \theta `$:
$$f(\theta )\frac{\pi /4}{(\pi /4)\theta }\left[\frac{N_{in}}{N_{in}+N_{out}}\frac{\theta }{(\pi /4)}\right],$$
(6)
where the factor outside the brackets normalizes the totally deconfined $`f(\theta )`$ to one. (Note that due to statistical fluctuations, $`f(\theta )`$ can be slightly negative in the confined phase.) The critical coupling is defined to be the value of $`\beta `$ for which $`f(\theta )=1/2`$.
In Fig. 8 we plot the deconfinement fraction with $`\theta =15^{}`$ and $`25^{}`$ for the $`6\times 12^3`$ lattice. We find $`\beta _c=10.78\pm 0.01`$, where the uncertainty is estimated by varying $`\theta `$ between $`15^{}`$ and $`30^{}`$.
In order to determine the order of the phase transition, we increased the spatial volume to $`16^3`$ and $`20^3`$. With the larger volumes, the critical coupling increases slightly to $`\beta _c=10.79`$ as is expected (see Fig.9). The histograms of Polyakov loop magnitude $`|L_4|`$ obtained from the larger two lattice volumes near their respective critical points show two peaks, in clear contrast to the $`12^3`$ volume. See Figure 10. This suggests a first-order phase transition.
Indeed Polyakov loop evolution in simulation time, in Figure 11, signals coexistence of the confined and deconfined phases at this temperature, $`\beta =10.79`$. The magnitude stays with its low (confined) or high (deconfined) value for a relatively long period, but occasionally jumps very quickly from one to the other value. And when the magnitude is low, the argument takes random arbitrary values, while it is fixed to the neighborhood of one of the four allowed Z(4) values when the magnitude is high.
By combining these histogram and evolution observations, we conclude that the finite-temperature deconfining phase transition of SU(4) Yang-Mills system is of first-order. It is thus desirable to compute the latent heat through combinations of the energy density $`ϵ`$ and the pressure $`p`$ Engels:1982qx . Specifically we compute
$`a^4(ϵ3p)`$ $`=`$ $`6N_ca{\displaystyle \frac{g^2}{a}}(\overline{P_t}+\overline{P_s})`$ (7)
$`a^4(ϵ+p)`$ $`=`$ $`{\displaystyle \frac{8N_C}{g^2}}C(g^2)(\overline{P_t}\overline{P_s}).`$ (8)
The average space-space and space-time (or space-temperature) plaquettes are normalized such that if $`g^2=0`$, $`\overline{P_t}=\overline{P_s}=1`$:
$`\overline{P_t}`$ $`=`$ $`{\displaystyle \frac{1}{3\mathrm{\Omega }}}{\displaystyle \frac{1}{N_c}}{\displaystyle \underset{x}{}}{\displaystyle \underset{i}{}}\mathrm{Re}\mathrm{Tr}_fP_{0i}(x)`$ (9)
$`\overline{P_s}`$ $`=`$ $`{\displaystyle \frac{1}{3\mathrm{\Omega }}}{\displaystyle \frac{1}{N_c}}{\displaystyle \underset{x}{}}{\displaystyle \underset{i,j:i<j}{}}\mathrm{Re}\mathrm{Tr}_fP_{ij}(x)`$ (10)
where $`\mathrm{\Omega }`$ is the $`4d`$ volume and $`i`$ and $`j`$ are spatial indices. In bare lattice perturbation theory the $`\beta `$function and Karsch coefficient are given, respectively, by Karsch:1982ve
$$a\frac{g^2}{a}=2\frac{11N_c}{3(16\pi ^2)}+O(g^2)$$
(11)
and
$`C(g^2)=1`$ $``$ $`[4N_c({\displaystyle \frac{N_c^21}{32N_c^2}}0.5868440.005306)`$ (12)
$`+`$ $`{\displaystyle \frac{11N_c}{6(16\pi ^2)}}]g^2`$
It is possible, and advisable, to use mean-field improved perturbation theory or a nonperturbative calculation of these quantities for an accurate calculation of the energy and pressure Boyd:1996bx ; however, for the purpose of establishing a nonzero latent heat, bare perturbation theory suffices.
The quantities $`ϵ3p`$ and $`ϵ+p`$ are plotted as functions of $`\beta `$ on the $`16^3`$ lattice and shown in Figures 12 and 13, respectively. The fancy crosses in the latter figure correspond to separating the configurations at $`\beta _c=10.79`$ into hot and cold phases. Note that $`ϵ3p`$ plotted in Fig. 12 contains a divergent vacuum contribution which may be subtracted after a zero temperature simulation is performed; however, such subtraction is not necessary in order to compute the latent heat from a discontinuity in $`ϵ3p`$ at the critical coupling $`\beta _c`$. The separation of phases at $`\beta _c`$ was made on the basis of whether $`|L_4|`$ was greater or lesser than some value $`r`$. Based on the histograms in Fig. 10 we varied $`r`$ from 0.08 to 0.14. Table 1 lists the values for $`\mathrm{\Delta }(ϵ3p)`$ and $`\mathrm{\Delta }(ϵ+p)`$ obtained for different $`r`$ on both the $`16^3`$ and $`20^3`$ volumes. The variation as a function of $`r`$ is within the statistical errors.
Thus, we observe a latent heat which is many standard deviations greater than zero. We also see that $`\mathrm{\Delta }(ϵ3p)\mathrm{\Delta }(ϵ+p)`$ which implies a discontinuous change in pressure across the transition. If, for example, we take the $`6\times 20^3`$ data with $`r=0.10`$, we find (with statistical errors only)
$`\mathrm{\Delta }ϵ`$ $`=`$ $`5.7(3)T_c^4`$ (13)
$`\mathrm{\Delta }p`$ $`=`$ $`0.45(13)T_c^4.`$ (14)
A nonzero $`\mathrm{\Delta }p`$ was also seen in early studies of SU(3) Svetitsky:1983bq ; Brown:1988qe and disappeared when going from the perturbative estimates for (11) and (12) to nonperturbative calculations Boyd:1996bx .
A thorough calculation of the latent heat in the SU(4) deconfinement transition requires a full study of the lattice spacing dependence as well as nonperturbative determination of the $`\beta `$-function and Karsch coefficient. However, even the exploratory study here makes clear the latent heat is nonzero and further establishes the first-order nature of the phase transition.
We can compare the latent heat for SU(4) to that for SU(3) by normalizing by the energy density for an ideal gluon gas. If we take the latent heat to be $`\mathrm{\Delta }ϵ/T_c=6.0\pm 1.5`$ and divide by the Stefan–Boltzmann energy density,
$$ϵ_{\mathrm{SB}}(T)=\frac{(N_c^21)\pi ^2}{15}T^4$$
(15)
we find
$$\frac{\mathrm{\Delta }ϵ}{ϵ_{\mathrm{SB}}(T_c)}=0.60\pm 0.15.$$
(16)
Our result should be compared against the $`N_t=6`$ SU(3) latent heat obtained using a perturbative $`\beta `$function: $`\mathrm{\Delta }ϵ/ϵ_{\mathrm{SB}}=0.454(11)`$ Beinlich:1997xg . A state-of-the-art SU(3) calculation, which used an improved action and a nonperturbative $`\beta `$function, gave $`\mathrm{\Delta }ϵ/ϵ_{\mathrm{SB}}=0.266(17)`$ Beinlich:1997xg . Further work is required to see if the effect of going from a perturbative to nonperturbative $`\beta `$function is as dramatic for SU(4) as for SU(3).
## IV String tensions
We use two different lattices, $`6\times 16^3`$ and $`8\times 12^3`$, for studying string tensions. For the former, we choose the coupling values of $`\beta `$=10.65 and 10.70, safely away from both the bulk and the deconfining phase transitions, and in the confining phase (see Figure 7). Polyakov loop correlations (see Eq. (4)) for the fundamental (4, $`k=1`$, top) and anti-symmetric diquark (6, $`k=2`$, bottom) representations are shown in Figures 14 and 15. A clear difference in the rates of exponential decay is observed between $`C_\mathrm{𝟒}`$ and $`C_\mathrm{𝟔}`$. Using a correlated, jackknifed fit to the form ref:FSST
$$\frac{a_k}{r}\mathrm{exp}[V_k(r)N_t]+\frac{a_k}{N_sr}\mathrm{exp}[V_k(N_sr)N_t],$$
(17)
with $`N_t=6`$, $`N_s=16`$ and
$$V_k(r)=\sigma _kr\frac{\pi r}{3N_t^2}$$
(18)
we obtain string tensions, $`\sigma _1`$ and $`\sigma _2`$, and their ratio, tabulated in Table 2. The analysis of the correlation functions is done using every measurement, every fifth measurement, and every tenth measurement in order to estimate correlations between successive measurements (each separated by 10 Monte Carlo steps, see Sec. II). The increase in the statistical error with the number of skipped configurations, $`N_{\mathrm{skip}}`$, indicates a significant auto-correlation. Unfortunately, it appears that several hundred configurations are necessary in order to obtain a precise fit, so we cannot drop too many of the measurements. However, we can infer from our data that
$$\frac{\sigma _2}{\sigma _1}>1,$$
(19)
by roughly 2 standard deviations. Note that both $`\sigma _1`$ and $`\sigma _2`$ decrease as $`\beta \beta _c`$ (i.e. as $`T`$ increases). Since the lattice spacing decreases as $`T`$ increases, the fit range for $`\beta =10.70`$ does not include the $`r=4`$ and $`r=12`$ data (see captions of Figs. 14 and 15). Our numerical accuracy is good enough to conclude there are two different strings, one between the fundamental charges carrying one unit of flux, and another, stronger, between the diquark charges carrying two units of flux. It is not yet good enough, however, to distinguish among various predictions for this ratio summarized by Strassler ref:STRASSLER . However, this establishes numerically the expectation for $`\sigma _1\sigma _2`$ in SU(4) Yang-Mills theory, just as Ref. Ohta:1986pc showed $`\sigma _1=\sigma _2`$ in SU(3) Yang-Mills theory.
A string model ref:PISARSKI\_ALVAREZ predicts that
$$\frac{T_c}{\sqrt{\sigma _1(T=0)}}\sqrt{\frac{3}{\pi (d2)}}=0.69,$$
(20)
which is quite close for SU(3) ref:KARSCH\_LAT99 . We have not computed the zero temperature string tension, but only the string tension roughly near $`T_c`$, to find
$$\frac{T_c}{\sqrt{\sigma _1(TT_c)}}=0.60.$$
(21)
The extent which the lattice scale changes between $`\beta =10.70`$ and $`\beta _c=10.79`$ is main uncertainty above. Of course a zero temperature study is necessary before one can assess the agreement with Eq. (20).
On this lattice of $`6\times 16^3`$, which is coarser and larger of the two, no signal was obtained for either the symmetric diquark (10) or adjoint (15) representations. In contrast, with the finer lattice spacing (at $`\beta =10.85`$) on the smaller $`8\times 12^3`$ lattice, flattening of the adjoint correlation is observed (see Figure 16). This suggests the breaking of confining string for the adjoint representation at a rather short distance of 3 lattice spacings. It gives us confidence that the correlations on the $`6\times 16^3`$ lattice should be dominated by the non-perturbative strings for ranges longer than at least 3 lattice units. Notice also that while string breaking is an expected behavior for the adjoint representations in general ref:STRINGBREAKING , such an absence of string is yet to be observed in SU(3) Yang-Mills theory which employs much finer and larger lattices than the present work.
## V Conclusions
We have revisited the confinement–deconfinement transition of SU(4) Yang-Mills theory through Monte Carlo lattice calculation. One problem with the earlier results is that the deconfinement transition with $`N_t=4`$ is very close in coupling constant space to a known bulk transition, so that its finite-temperature nature or its order is not clear. We have shown that by decreasing the lattice spacing by $`2/3`$, the deconfinement transition moves upward in the coupling and proves itself as a finite-temperature transition, and it becomes well-separated from the bulk transition which does not move. Nevertheless, we observe a clear signal for coexistence of confined and deconfined phases at this deconfinement transition. Therefore, we confirm that the deconfinement transition of SU(4) Yang-Mills theory is first-order. Additionally a first calculation of the latent heat of the SU(4) deconfinement transition has been presented here, giving $`\mathrm{\Delta }ϵ6T_c`$, or $`\mathrm{\Delta }ϵ/ϵ_{\mathrm{SB}}0.6`$. Using improved techniques, the SU(3) latent heat is $`\mathrm{\Delta }ϵ/ϵ_{\mathrm{SB}}=0.266(17)`$ Beinlich:1997xg , and it will be interesting to see how the latent heat depends on $`N_c`$.
Our calculations of the string tensions are a first study in lattice SU(4) and should be improved to meet the current state-of-the-art which exists for SU(3). Even so, we observe a ratio for 4 and 6 dimensional string tensions which is between 1 and 2. It also appears that the adjoint string breaks at a short distance. We hope this work shows that it is interesting and feasible to study ratios of string tensions for $`N_c>3`$ lattice simulations.
## Acknowledgments
We are indebted to the MILC collaboration ref:MILC\_CODE whose pure-gauge SU(3) code was adapted for this work. The majority of our calculations were performed on a cluster of Pentium III processors in the BNL Computing Facility. We acknowledge helpful conversations with M. Creutz, R. Pisarski, and M. Strassler. Thanks also to RIKEN, Brookhaven National Laboratory, and the U.S. Department of Energy for providing the facilities essential for the completion of this work.
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hep-th/0006047 SU-ITP-00/15 SLAC-PUB-8461 OSU-M-99-7
Mirror symmetry for open strings
Shamit Kachru<sup>1,2</sup>, Sheldon Katz<sup>3</sup>,
Albion Lawrence<sup>1,2</sup> and John McGreevy<sup>1</sup>
<sup>1</sup>Department of Physics, Stanford University, Stanford, CA 94305
<sup>2</sup>SLAC Theory Group, MS 81, PO Box 4349, Stanford, CA 94309
<sup>3</sup>Department of Mathematics, Oklahoma State University, Stillwater, OK 74078
We discuss the generation of superpotentials in $`d=4`$, $`𝒩=1`$ supersymmetric field theories arising from type IIA D6-branes wrapped on supersymmetric three-cycles of a Calabi-Yau threefold. In general, nontrivial superpotentials arise from sums over disc instantons. We then find several examples of special Lagrangian three-cycles with nontrivial topology which are mirror to obstructed rational curves, conclusively demonstrating the existence of such instanton effects. In addition, we present explicit examples of disc instantons ending on the relevant three-cycles. Finally, we give a preliminary construction of a mirror map for the open string moduli, in a large-radius limit of the type IIA compactification.
June 2000
1. Introduction
‘‘The importance of instanton computations in string theory and in M-theory can hardly be overstated.’’
-- J.A. Harvey and G. Moore
There are many important motivations for studying the physics of D-branes on Calabi-Yau threefolds in type II string theories (or orientifolds thereof). To begin with, space-filling branes provide a microscopic construction of brane world models with $`𝒩=1`$ supersymmetry. In addition, physical objects in these theories (such as the moduli space of vacua and the superpotential) have a geometric expression. Hence, these theories provide a rich new context for studying quantum geometry via $`𝒩=1`$ field theories, along the lines of previous work on $`𝒩=2`$ brane probe theories . For a fairly recent introductory review, see ; recent work on this subject has appeared e.g. in \[4,,5,,6,,7,,8,,9,,10,,11,,12,,13,,14,,15,,16\].
Consider a compactification of type IIA string theory on a Calabi-Yau threefold $`M`$. A single D6 brane wrapped on a supersymmetric three-cycle $`\mathrm{\Sigma }M`$ realizes a 4d $`𝒩=1`$ quantum field theory.<sup>1</sup> To avoid RR tadpoles, one can take $`M`$ to be noncompact, or consider a full orientifold model which also has orientifold planes. Alternatively, since we will be working at tree level, one can consider a non-space filling brane whose worldvolume theory still has 4 supercharges, and view the superpotentials we compute in that context. In , we began to explore the consequences of mirror symmetry for such brane worldvolume theories (related work appears in \[17,,18,,19\]). We found that the moduli space of vacua has complex dimension $`b_1(\mathrm{\Sigma })`$, to all orders in $`\sigma `$-model perturbation theory. Any superpotential must be generated by nonperturbative worldsheet effects, i.e. disc instantons. Now, choose $`\mathrm{\Sigma }`$ so that the mirror cycle $`𝒞`$ is a rational curve in the mirror threefold $`W`$. The mirror of the above D6-brane is a D5-brane wrapped on $`𝒞\times \mathrm{IR}^4`$. When $`𝒞`$ has obstructed first-order deformations, the deformation is described by a massless scalar field with a higher-order superpotential; this superpotential is described exactly by classical geometry \[4,,6\]. Mirror symmetry implies a disc instanton-generated superpotential for the IIA D6 brane. Ideally we could use this to compute the instanton sum exactly. The first obstacle to this program is that the explicit construction of such D-brane mirror pairs is quite difficult, and examples of compact special Lagrangian three-cycles with $`b_1(\mathrm{\Sigma })0`$ have been scarce.
In this paper, we further this program by providing examples of such pairs, and developing a preliminary understanding of the structure of the instanton sums and the mirror map. We begin in §2 with a more detailed review of supersymmetric D-branes in Calabi-Yau compactifications. These have a standard classification as A-type or B-type branes , which roughly correspond to special Lagrangian cycles and holomorphic cycles, respectively. The superpotentials on B-type branes arise from classical geometry \[4,,6\] and we review the geometry of a few specific examples (some with nontrivial superpotentials and some without). We also discuss the qualitative features of superpotentials for A type branes. In §3, we give an explicit construction of the special Lagrangian three cycles which are mirror to the explicit examples of B-type branes discussed in §2. In particular, we find examples of smooth three-cycles with nonvanishing $`b_1`$ whose mirrors have moduli space dimension less than $`b_1`$. This effectively proves the existence of disc instanton-generated superpotentials. We also give explicit examples of disc instantons, i.e. holomorphic discs with boundary in a nontrivial homology class on the special Lagrangian cycle. In §4, we use mirror symmetry to make some statements about the instanton-generated superpotential for our A-type examples. We first discuss a mechanism by which disc instanton effects in our examples could (partially) cancel at special loci in closed string moduli space. We then give a preliminary description of the mirror map for open string moduli in one example. We close with a discussion of promising future directions in §5.
2. Superpotentials from D-branes
2.1. A-type and B-type branes
There are two distinct classes of supersymmetric branes in Calabi-Yau compactifications: A-type and B-type branes (which can be constructed as boundary states in the topological A- and B-twisted sigma models respectively, following the notation of ). To help distinguish between these cases, we will denote by $`M`$ a Calabi-Yau used for studying A-type branes, and by $`W`$ a Calabi-Yau used for studying B-type branes. When we give examples in later sections, mirror pairs will be identified by using a common subscript, $`(M_i,W_i)`$. In geometric language, B-type branes correspond to branes wrapped on holomorphic 0,2,4 and 6-cycles of a Calabi-Yau $`W`$; while A type branes correspond to branes wrapped on a special Lagrangian three-cycle $`\mathrm{\Sigma }M`$. In both cases, one has to choose a gauge field configuration on the D-brane; the supersymmetry-preserving bundles correspond to flat bundles for A-type branes and to stable, holomorphic bundles for B-type branes.<sup>2</sup> We are being schematic. A more precise discussion of B-type branes as coherent sheaves can be found in ; supersymmetric configurations with NS 2-form moduli turned on can be found in .
Assuming the branes to be space-filling, one can prove the following general results about the dependence of the $`𝒩=1`$ brane worldvolume action on the Calabi-Yau moduli:
$``$The superpotential for B-type branes depends only on the complex structure moduli, while FI terms depend only on Kähler moduli.
$``$The mirror story holds for A-type branes: the superpotential depends only on Kähler moduli, while the FI terms depend on complex structure moduli.
The statements about the superpotential were proven using worldsheet techniques in . The correspondence between FI terms and Calabi-Yau moduli has been explored in \[3,,24\]; explicit examples of superpotentials for B-type branes were given in \[4,,6\].
As with closed string $`\sigma `$-models, the open string $`\sigma `$-model coupling constants (in which one expands $`\sigma `$-model perturbation theory) are related to the choice of the Kähler form on $`W`$, and not to the complex structure. It follows that for B-type branes one can determine the superpotential exactly at $`\sigma `$-model tree level, using classical geometry. In contrast, for A-type branes (at least for a single brane, which is the case of interest to us here) the superpotential is entirely determined by “stringy” disc instanton corrections .
2.2. Superpotentials for B-type branes
Information about the superpotential for $`B`$-type branes is contained in the deformation theory for these branes (and for the gauge bundles on those branes). We will review here the case of branes wrapping curves in a threefold \[4\], since these are the examples we use in this paper.
For a holomorphic curve $`𝒞`$ in a Calabi-Yau threefold $`W`$, the number of first-order holomorphic deformations is $`d=dimH^0(𝒞,𝒩_𝒞)`$, where $`𝒩_𝒞`$ is the normal bundle of $`𝒞W`$. For a single D5-brane wrapping $`𝒞`$ in type IIB string theory, this leads to $`d`$ massless neutral chiral supermultiplets (in addition to the $`U(1)`$ vector multiplet). A superpotential for chiral multiplets naturally corresponds to an obstruction to extending the associated first-order deformations to higher order.
Geometrically, the obstruction can only arise if $`H^1(𝒞,𝒩_𝒞)`$ is nontrivial. For simplicity, we only consider a one-parameter deformation. If one chooses a small parameter $`ϵ`$, and tries to find a finite holomorphic deformation order by order in $`ϵ`$, one computes that the obstruction to finding a solution at each order is represented by an element of $`H^1(𝒞,𝒩_𝒞)`$ . In particular, if there is a nonzero obstruction at order $`ϵ^n`$, then this geometry is naturally described by a superpotential of the form $`W=\mathrm{\Phi }^{n+1}`$.<sup>3</sup> Of course the correct normalization of the fields, and thus of the superpotential, depends on the Kähler metric, which we will not compute in this paper.
The simplest example of such obstructed curves begins with a threefold with $`n`$ isolated curves, as a particular deformation of the complex structure causes these curves to coincide. They become a single curve $`𝒞`$ of multiplicity $`n`$, and this curve has an obstruction at order $`n`$ to holomorphic deformations. Physically this is described by $`n`$ massive vacua coalescing into a single vacuum with superpotential $`\mathrm{\Phi }^{n+1}`$.<sup>4</sup> The situation is actually a bit more complicated than this. Our assertion only pertains to the case $`𝒩_𝒞=𝒪𝒪(2)`$. It is an open problem to classify the possible superpotentials that can yield a single curve with multiplicity $`n`$, even in the next simplest case $`𝒩_𝒞=𝒪(1)𝒪(3)`$. An example in this case is the superpotential $`W(\mathrm{\Phi },\mathrm{\Psi })=\mathrm{\Phi }^2\mathrm{\Psi }+\mathrm{\Psi }^3`$, corresponding to a curve with multiplicity 4.
The B-type examples we will study realize this construction from the following starting point \[26,,27\]. Begin with a Calabi-Yau threefold which contains a rational curve $`𝒞`$ fibered over a genus-g curve $`𝒮_g`$. One may canonically associate an element $`\omega H^{1,0}(𝒮_g)`$ with a non-toric<sup>5</sup> We will be studying hypersurfaces in weighted projective space: for these examples the non-toric complex structure deformations are those which are not monomial deformations of the defining equation. first order deformation of the complex structure. The differential $`\omega `$ generically has $`(2g2)`$ simple zeros, which correspond to the isolated rational curves in the family $`𝒮_g`$ which survive the deformation. At points of positive codimension in complex moduli, these curves can coincide and form curves of higher multiplicity.<sup>6</sup> In all of these cases, $`𝒩_𝒞=𝒪𝒪(2)`$, so our previous discussion applies. There is a natural superpotential for a single D5-brane wrapped on some fiber $`𝒞_z`$ over a point $`z𝒮_g`$, described in . The local modulus $`\varphi `$ of the rational curve $`𝒞_z`$ over $`z`$ can be thought of as an element of the holomorphic tangent space $`T_z^{1,0}𝒮_g`$, and it is the scalar component of a superfield $`\mathrm{\Phi }`$. The superpotential is then:
$$W(\mathrm{\Phi };\omega )=\omega ,\mathrm{\Phi }+\frac{1}{2!}\omega ,\mathrm{\Phi },\mathrm{\Phi }+\frac{1}{3!}\omega ,\mathrm{\Phi },\mathrm{\Phi },\mathrm{\Phi }+\mathrm{},$$
evaluated at $`z`$. Here $`,`$ is the usual inner product between forms and vectors, and $``$ is the Dolbeault operator on $`𝒮_g`$. It is easy to see that the expansion in (2.1) can be truncated after $`(2g1)`$ terms without changing the location and multiplicity of the critical points of $`W`$.
Below are several examples which realize this general framework. These will be our testing ground for a discussion of open-string mirror symmetry. The considerations of yield some predictions for the mirror three-cycles which we will give at the end of these examples: we will describe and explore the mirror examples in §3.
Ur-Example
Our examples will all be orbifolds of the Calabi-Yau hypersurface $`W`$ of degree 8 in $`\mathrm{IP}_{1,1,2,2,2}^4`$, defined for example by the equation
$$p=z_1^8+z_2^8+z_3^4+z_4^4+z_5^4=0.$$
$`W`$ has a singularity at $`z_1=z_2=0`$, inherited from the ambient weighted projective space. Blowing up this $`Z_2`$ singularity yields a family of $`\mathrm{IP}^1`$s, parametrized by the genus 3 curve $`𝒮_3`$:
$$z_3^4+z_4^4+z_5^4=0.$$
The non-toric deformations associated to $`H^{(1,0)}(𝒮_3)`$ generically lift the family $`𝒮_3`$ of $`\mathrm{IP}^1`$s, leaving four isolated $`\mathrm{IP}^1`$s.
One can see the non-toric deformations explicitly, by considering an equivalent description of $`W`$ as a complete intersection of a quartic and a quadric in $`\text{ }\mathrm{C}\mathrm{IP}^5`$ following . One sees the equivalence by setting the homogeneous coordinates $`(y_0,\mathrm{},y_5)`$ of $`\text{ }\mathrm{C}\mathrm{IP}^5`$ equal to $`(z_1^2,z_2^2,z_1z_2,z_3,z_4,z_5)`$. Then the quadric equation
$$y_2^2=y_0y_1$$
of rank three is automatically satisfied. The model in $`\mathrm{IP}^5`$ obviously has complex structure moduli which deform (2.1) to an equation of higher rank. If one deforms the quadric to have rank four or fewer, then one is still describing points in the complex structure moduli space of $`W`$.<sup>7</sup> To see this, note that both (2.1) and the rank 4 quadric $`y_0y_1=y_2y_3`$ can be desingularized by the same blowup $`y_0=y_2=0`$, hence both blowups fit into the same moduli space. Deformations to quadrics of rank greater than four correspond to making an extremal transition from $`W`$ to another Calabi-Yau space. One finds a three-dimensional space of deformations of the quadric which leave one in the moduli space of $`W`$, hence there are three non-toric deformations. This story is described in full generality (in the case of a family of $`\mathrm{IP}^1`$s parameterized by a genus $`g`$ curve, and the corresponding $`g`$ non-toric deformations) in .
It is evident that when one deforms (2.1) by a term which increases the rank to four, e.g. $`y_3^2`$, one destroys the family of $`\mathrm{IP}^1`$s. This is because the family is located at $`y_0=y_1=y_2=0`$ (which is the same as $`z_1=z_2=0`$); the addition of $`y_3^2`$ to (2.1) would then force $`z_3=0`$ also. But then the former genus 3 curve (2.1) collapses to the four points $`z_4^4+z_5^4=0`$. Hence, instead of a one-parameter family there are now 4 isolated $`\mathrm{IP}^1`$s.
Upon wrapping a single D5-brane on a member of the family of $`\mathrm{IP}^1`$s one finds a $`U(1)`$ gauge theory in four dimensions with a single neutral chiral multiplet $`\varphi `$ parameterizing a local neighborhood in $`𝒮_3`$. After a generic non-toric deformation described by $`\omega `$, (2.1) will describe a superpotential with four massive vacua.
In the mirror manifold, $`M`$, the non-toric deformations have the following description. Toric Kähler moduli in weighted projective space arise from the volume of the space, the blow-up parameters for the fixed loci of the Greene-Plesser orbifold group, and blow-up parameters for any singularities of the weighted projective space which intersect the Calabi-Yau. If the CY hypersurface intersects one of these loci $`n+1`$ times, the toric Kähler deformation changes the size of all $`n+1`$ divisors simultaneously, while the remaining $`n`$ “non-toric” moduli change the relative sizes.
In our examples, mirror symmetry demands the following statement about the three-cycles $`\mathrm{\Sigma }M`$ mirror to $`𝒞W`$. At the locus in Kähler moduli space with the three non-toric moduli turned off, we have a unique first-order deformation which by \[28,,6\] requires $`b_1(\mathrm{\Sigma })1`$. (If the inequality is not saturated, the instanton sum must give $`b_11`$ chiral multiplets a mass.) The instanton-generated superpotential for one of these moduli must vanish until the non-toric deformations are turned on, and then the moduli space generically splits into four massive vacua.
Example I
The first example which we will discuss is $`W_1`$, the orbifold of $`W`$ and $`𝒮_3W`$ by the discrete $`Z_4\times Z_2\times Z_2`$ group with generators
$$(1,i,i,i,i),(1,1,1,1,1),(1,1,1,1,1).$$
The family of $`\mathrm{IP}^1`$s on $`W`$ located at $`z_1=z_2=0`$ is orbifolded by (2.1), and the curve (2.1) becomes a genus 0 curve after orbifolding. Because $`\mathrm{IP}^1`$ has no holomorphic one forms, this model does not admit non-toric deformations which destroy the family of holomorphic spheres. Therefore, there is never a nontrivial superpotential, for any complex structure.
Mirror symmetry requires that $`M_3`$ has a one-parameter family of supersymmetric three-cycles. This would be most simply realized by a family of three-cycles $`\mathrm{\Sigma }`$ with $`b_1(\mathrm{\Sigma })=1`$. No Kähler deformation of $`M_3`$ should lead to a nontrivial disc instanton generated superpotential, so the family of three cycles survives quantum corrections even after deformations of closed string Kähler moduli.
If $`M_1`$ is the mirror of $`W_1`$, we will see in Appendix A that the mirror cycles $`\mathrm{\Sigma }M_1`$ to our family of $`\mathrm{IP}^1`$s have $`b_1(\mathrm{\Sigma })>1`$. Therefore we expect disc instanton effects to give masses to $`b_1(\mathrm{\Sigma })1`$ of the moduli of $`\mathrm{\Sigma }`$ predicted by the classical geometry.
Example II
Our next example, $`W_2`$, arises from orbifolding $`W`$ and $`𝒮_3W`$ by the $`Z_4\times Z_4`$ discrete group with generators
$$(1,i,i,1,1),(1,1,1,i,i).$$
Once again we have a family of $`\mathrm{IP}^1`$s at $`z_1=z_2=0`$. The curve (2.1) becomes a genus-1 curve $`𝒮_1`$, after orbifolding by (2.1). Thus, if we wrap a D5-brane around a member of this family, there is a single parameter in the superpotential $`W`$ associated to the holomorphic differential on the curve $`𝒮_1`$. The corresponding superpotential (2.1) is just
$$W(\mathrm{\Phi })=c\mathrm{\Phi },$$
where $`c`$ is related to the magnitude of the non-toric blowup. When $`c0`$ there are no supersymmetric vacua: the auxiliary field $`F`$ in the chiral multiplet is non-vanishing, and since we are coupled to closed string theory the 4d gravitino gains a mass. This is in keeping with the fact that after the deformation, the holomorphic spheres have all disappeared.
In the absence of coupling to gravity, one can redefine the supercharges so that the superpotential (2.1) does not break supersymmetry; it simply adds a harmless constant to the Lagrangian. This is reflected clearly in the geometry of the example. In a local neighborhood of the $`g=1`$ curve of $`\mathrm{IP}^1`$s in $`W_2`$, the manifold looks like a product of an $`A_1`$ ALE space and a $`T^2`$. This local geometry is hyperkähler and so has a family of complex structures, parametrized by an $`S^2`$. Upon performing the non-toric deformation (2.1), one can choose a different complex structure so that there are $`\mathrm{𝚜𝚝𝚒𝚕𝚕}`$ holomorphic curves. Since $`W_2`$ is not hyperkähler, this is prevented by the global geometry at finite volume. Hence, global features of $`W_2`$ are important in determining that supersymmetry is broken, a fact which clearly reflects the need to couple the D-brane worldvolume theory to gravity in order to diagnose the supersymmetry breaking.
If $`M_2`$ is the mirror of $`W_2`$, the mirror cycles $`\mathrm{\Sigma }M_2`$ to our family of $`\mathrm{IP}^1`$s should also live in a one-dimensional family, so that $`b_1(\mathrm{\Sigma })1`$. The non-toric Kähler deformation of $`M_2`$ breaks supersymmetry entirely via disc instanton effects.
Example III
Example III works much like Example I. Let $`M_3`$ be the orbifold of $`W`$ by the $`Z_2`$ symmetry generated by $`\stackrel{~}{g}`$:
$$\stackrel{~}{g}=(1,1,1,1,1)$$
We will consider B-type branes on the mirror $`W_3`$ of $`M_3`$. In $`W_3`$ there is still a one-parameter family of $`\mathrm{IP}^1`$s, parametrized by a $`\mathrm{IP}^1`$ (roughly obtained by orbifolding the genus 3 curve in $`W`$). Again, there is no superpotential for this modulus for any value of the complex structure.
For the mirror A-cycle we will find below that $`b_1(\mathrm{\Sigma })=1`$, so classical results apply for all values of the Kähler moduli of $`M_3`$.
2.3. Qualitative features of superpotentials for A-type branes
Coordinates on the moduli space of A-type branes
Let $`M`$ be a general Calabi-Yau threefold, and $`\mathrm{\Sigma }M`$ a special Lagrangian three-cycle. For simplicity, assume $`b_1(\mathrm{\Sigma })=1`$, and assume there is a single holomorphic disc instanton $`D`$ bounded by a representative $`\gamma `$ of the generating class in $`H_1(\mathrm{\Sigma })`$. The cycle $`\mathrm{\Sigma }`$ moves in a one-dimensional family in $`\sigma `$-model perturbation theory; as discussed in \[18,,6\], we can parameterize this family locally by a modulus field $`\varphi `$:
$$\varphi =\mathrm{Area}(D)+ia$$
where the area is measured in string units, and $`a`$ is an axion (the Wilson line of the brane $`U(1)`$ gauge field around $`\gamma `$).
This was the picture given in , but a moment’s thought indicates that it should be modified. Consider for example a special Lagrangian torus in $`T^6`$. There are clearly no holomorphic discs bounding the cycles of $`T^6`$, but this does not mean that there is no moduli space for the special Lagrangian subcycle. Indeed there is a simple ansatz which naturally generalizes the above. Begin with a reference three-cycle $`\mathrm{\Sigma }_0`$ in some family $`\mathrm{\Sigma }_t`$, defined by an embedding $`f_t:\mathrm{\Sigma }_0M`$. Choose a family of deformations constructed from a harmonic form in some class in $`H^1(\mathrm{\Sigma }_0)`$ . Then choose some one-cycle $`\gamma _0\mathrm{\Sigma }_0`$ whose class in $`H_1(\mathrm{\Sigma }_0)`$ is dual to this cohomology class via the metric. As $`t`$ varies in the chosen family of deformations, $`f_t(\gamma )`$ will sweep out some tube $`T`$ in $`M`$. A natural coordinate $`\varphi `$ is:
$$\varphi =_T\omega +i_{\gamma _t}A_t$$
where $`\omega `$ is the Kähler form on $`M`$ and $`A_t`$ is a flat connection on $`\mathrm{\Sigma }_t`$. When the tube is holomorphic, the real part is simply the area of the tube.
Finding nontrivial superpotentials
Before launching into a detailed discussion of specific three-cycles mirror to the above examples, we would like to gain some general and intuitive understanding of the form of the superpotentials directly in the language of the three-cycle geometry.
Following , the sum over multiple covers of $`D`$ yields a superpotential
$$W=\pm \underset{n=1}{\overset{\mathrm{}}{}}\frac{e^{n\varphi }}{n^2}.$$
The sign here depends on details of the fermion determinants around the instanton solution . It follows from (2.1) that
$$\frac{W}{\varphi }\pm \underset{n=1}{\overset{\mathrm{}}{}}\frac{e^{n\varphi }}{n}=\mathrm{log}(1e^\varphi ).$$
This has a single critical point at $`\varphi =\mathrm{}`$, which from (2.1) is the open string analogue of large radius. Of course one expects that to reach $`\varphi =\mathrm{}`$, $`M`$ must be at some infinite-radius point.
Now, suppose instead that we have $`k`$ disc instantons $`D_i`$ bounding the same homology class $`\gamma H_1(\mathrm{\Sigma })`$. $`D_i`$ may differ by homology classes in $`M`$. Choose $`\mathrm{Re}(\varphi )`$ to be the area of $`D_1`$. The exponential of the action for instanton $`D_i`$ is that for $`D_1`$ times a factor $`q_i`$, the exponential of the (complexified) volume of $`[D_iD_1]H_2(M)`$. Finally, assume each of these discs are isolated. The resulting superpotential is:
$$W=\underset{i=1}{\overset{k}{}}\underset{n=1}{\overset{\mathrm{}}{}}\sigma _i\frac{e^{n\varphi }}{n^2}q_i^n,$$
where $`\sigma _i`$ is the sign of the $`\sigma `$-model fermion determinant for the instanton $`D_i`$. The supersymmetric vacua satisfy:
$$\underset{i=1}{\overset{k}{}}\sigma _i\mathrm{log}(1q_ie^\varphi )=0.$$
This is equivalent to a polynomial equation in $`e^\varphi `$, whose degree is the greater of $`\mathrm{\#}\{i\sigma _i=1\}`$ and $`\mathrm{\#}\{i\sigma _i=1\}`$ . Note that the critical points need not all be at large radius. The precise locations of the critical points depend on the closed string Kähler moduli through the $`q_i`$.
We get similar results when we include new disc instantons in the class $`d\gamma `$ for varying $`d`$. The general result is that if we have $`k_i`$ disc instantons in classes $`d_i\gamma `$, then (assuming for simplicity that all the fermion determinants are positive) there are $`k_id_i`$ supersymmetric vacua. For families of discs some open-string version of the Gromov-Witten invariants of closed string instantons should replace $`k_i`$.
The main point of this discussion is that it is not difficult to imagine one-parameter families of special Lagrangian manifolds which yield, after disc instanton corrections, a discrete set of supersymmetric vacua. This is fortunate as the mirrors of the B-brane configurations discussed in §2.2 must exhibit this behaviour.
Another lesson is that string instanton effects alter our expectations of the topology of our three-cycles. The natural physical measure of $`b_1(\mathrm{\Sigma })`$ within $`\sigma `$-model perturbation theory is the number of massless chiral multiplets for a single D6-brane wrapped on this cycle. However, disc instanton effects may well give some of these chiral multiplets a mass, in which case there is no obvious physical distinction between the original three-cycle and a cycle with smaller $`b_1`$.
Special features of A-cycles arising as real slices
We will be focusing on special Lagrangian three-cycles constructed as the fixed point locus of antiholomorphic involutions acting on $`M`$, in other words antiholomorphic maps $`\sigma :z\overline{z}`$ which square to the identity. The standard example, which we will use in every case, is the real slice arising as the fixed point set of $`z_i\overline{z}_i`$. In this case, for each holomorphic disc we get a conjugate holomorphic disc. If $`f:DM`$ is a holomorphic map, we can define its conjugate holomorphic disc $`g:DM`$ by $`g(z)=\overline{f(\overline{z})}`$. Upon gluing these discs together we find that for any special Lagrangian submanifolds obtained as fixed points of antiholomorphic involutions, holomorphic disc instantons always come as two halves of a rational curve in $`M`$. Furthermore, it is natural to conjecture that as this special Lagrangian cycle moves through a family $`\mathrm{\Sigma }_t`$, one may find a set of one-cycles $`\gamma _t\mathrm{\Sigma }_t`$ whose images in $`M`$ sweep out this rational curve.
The superpotential can be derived from a variant of (2.1). Let $`\mathrm{IP}`$ be the rational curve in question, and $`t`$ be the integral of the complexified Kähler form of $`M`$ over $`\mathrm{IP}`$. Let $`z`$ be the action of the instanton described by $`f`$; the action for the instanton described by $`g`$ is then $`tz`$. Assuming the fluctuation determinants have the same sign, the superpotential one gets from summing over multiple covers is up to overall sign:
$$W=\mathrm{Li}_2(1e^z)+\mathrm{Li}_2(1e^{t+z}).$$
It is easy to see that this has a supersymmetric vacuum at $`z=t/2`$. At this point in the open- and closed string moduli space the superpotential is that of the local model in .
3. Constructing the mirror three-cycles
The next step to fleshing out the mirror map for open strings is, of course, to characterize the mirror map for the submanifolds on which they end. In this section we will find explicit special Lagrangian three-cycles mirror to elements of the families of $`\mathrm{IP}^1`$s described in the examples above.
3.1. Strategy for identifying mirror cycles
At an arbitrary point in the closed string moduli space, it will be fairly difficult to find explicit mirror cycles. Instead we focus on loci of the moduli space with physical and mathematical significance. In our B-cycle examples, the family of $`\mathrm{IP}^1`$s around which we intend to wrap D5-branes are known to have zero volume at some submanifold in the full (complex and Kähler) moduli space; these points occur when the resolutions of the orbifold singularities discussed above have been turned off (along with the associated NS-NS 2-form moduli). We may identify these points physically by studying BPS D2-branes wrapped on the same cycles in type IIA string theory.<sup>8</sup> All of our statements are at string tree level so we can be cavalier about changing brane dimension like this. These D2-branes form massless (vector) multiplets at this discriminant locus as guaranteed by the BPS formula.
In type IIB on the mirror CY, the BPS formula implies that a wrapped D3-brane must become massless at the mirror discriminant locus. Since the mass receives no closed string worldsheet instanton corrections, we need simply find the mirror discriminant locus and the vanishing three-cycle via classical geometry. We will discuss the identification of this pair of cycles in $`W\mathrm{IP}_{1,1,2,2,2}^4`$ and its mirror; the same logic leads to a similar identification in all of our examples.
The mirror manifold $`M`$ of $`W`$ is easily constructed using the Greene-Plesser construction . One quotients $`W`$ by a suitable maximal group of scaling symmetries, leaving only two complex structure deformations of $`M`$. These can be represented by the coefficients of the monomials $`z_1\mathrm{}z_5`$ and $`z_1^4z_2^4`$ in the defining equation for $`M`$.
Let us work on the locus in moduli space where the defining equation is:
$$(z_1^4z_2^4)^22ϵz_1^4z_2^4+z_3^4+z_4^4+z_5^4=0.$$
Here we have set the coefficient of $`z_1\mathrm{}z_5`$ to zero; this subspace of the complex structure moduli space of $`Y`$ intersects the discriminant locus at $`\{ϵ=0,ϵ=2\}`$. These two points in moduli space can be seen to determine the same CY manifold by redefining $`z_2`$ by an eighth root of unity. Now, we want to construct a supersymmetric three-cycle which is mirror to a member of the family of $`\mathrm{IP}^1`$s on $`W`$, discussed in §2.2. At least near large complex structure, $`\delta z_1\mathrm{}z_5`$ is the complex deformation of $`M`$ mirror to the size of the projective space $`W\mathrm{IP}_{1,1,2,2,2}^4`$. Furthermore, we can identify $`ϵ`$ as mirror to the modulus controlling the size of the exceptional $`\mathrm{IP}^1`$ in $`W`$, as explained in . Therefore, we are looking for a three-cycle $`\mathrm{\Sigma }M`$ which collapses as $`ϵ0`$. This identification of mirror moduli holds in the other cases as well. We will find a particular such three-cycle $`\mathrm{\Sigma }`$ as a component of the fixed point locus of a real involution acting on the A-model CY. Some set of fixed points of the Greene-Plesser quotient intersect the three-cycle, and the details of the resolution of these singularities will determine the topology of $`\mathrm{\Sigma }`$.
In the following subsections we study the mirrors of the examples considered in §2. Mirror symmetry reverses the order of increasing complexity, so we will examine the three examples in reverse order.
3.2. Example III
In this example the three-cycle topology is the simplest, since the fewest blowups are required. Recall that $`M_3`$ is the orbifold of $`W`$ by $`\stackrel{~}{g}=(1,1,1,1,1)`$. The only fixed points are at $`z_4=z_5=0`$, so we introduce a second $`\text{ }\mathrm{C}^{}`$ action and a new coordinate $`z_6`$, where the second $`\text{ }\mathrm{C}^{}`$ acts by $`(z_4,z_5,z_6)(\lambda z_4,\lambda z_5,\lambda ^2z_6)`$. The defining equation is modified to:
$$(z_1^4z_2^4)^22ϵz_1^4z_2^4+z_3^4+z_6^2(z_4^4+z_5^4)=0,$$
so that the manifold is preserved by this second $`\text{ }\mathrm{C}^{}`$. Now consider the real involution:
$$\sigma :(z_1,\mathrm{},z_6)(\overline{z}_1,\mathrm{},\overline{z}_6).$$
We obtain a three-cycle $`N`$ as the fixed point locus of $`\sigma `$ ($`N`$ has two components, which are basically two copies of the desired three-cycle $`\mathrm{\Sigma }`$). We will see below that it vanishes as $`ϵ0`$. For the rest of this subsection, we take $`z_1,\mathrm{},z_6`$ to be real (since we wish to work on the fixed point locus of $`\sigma `$).
We use the $`\text{ }\mathrm{C}^{}`$ action of the $`\mathrm{IP}^4`$ to set $`z_2=1`$; we will see presently that we will not need to leave this coordinate patch. Furthermore, we define:
$$x=z_1^4,Q=z_3^4+z_6^2(z_4^4+z_5^4),A=2ϵ+ϵ^2.$$
Solving (3.1) for $`x`$ in terms of the remaining variables we find:
$$x=1+ϵ\pm \sqrt{AQ}.$$
We have two branches of solutions for $`x`$, which meet when $`Q=A`$. The real slice includes only the region $`AQ`$, since otherwise $`x=z_1^4`$ would be imaginary.
Next, we blow up the orbifold singularity induced by $`\stackrel{~}{g}`$ using the language of symplectic quotients. We introduce a new Kähler parameter $`r`$ in the following “D-term equation” (c.f. ):
$$|z_4|^2+|z_5|^22|z_6|^2=r$$
in the description of the full complex manifold $`M`$: along the real locus we can dispense with the absolute values. Note that in the full CY we have to gauge away the $`U(1)`$ under which $`(z_4,z_5,z_6)`$ have charges $`(1,1,2)`$. Since the $`z_i`$ are real on $`N`$, the only gauge transformation which acts as an identification on $`N`$ is $`(z_4,z_5,z_6)(z_4,z_5,z_6)`$, i.e. the orbifold by $`\stackrel{~}{g}`$.
Next, we can solve (3.1) for $`z_4`$:
$$z_4=\pm \sqrt{rz_5^2+2z_6^2}.$$
This gives two branches for $`z_4`$ which are glued together along the hyperbola $`z_5^22z_6^2=r`$. Reality of $`z_4`$ requires that $`rz_5^22z_6^2`$. These conditions bound $`z_3^2,z_5^2,z_6^2`$ from above, allowing us to stay on the patch where $`z_2=1`$.
Consider the regime $`0<ϵ<<1`$, $`r>ϵ`$. The region $`QA`$ intersects the region of real $`z_4`$ in a region with the topology of a solid cylinder, as pictured below.
Fig. 1: $`z_4`$ is real between the walls; $`x`$ is real inside the tube.
Making the orbifold identification merely halves the circumference of this cylinder. The two branches of solutions for $`z_4`$ and the two branches of solutions for $`z_1^4`$ give rise to four copies of this cylinder, which are glued along the loci where the $`z_4`$ branches meet and the $`z_1`$ branches meet (the sheet of hyperbolas and $`Q=A`$ respectively). The gluing along the boundaries of the $`z_4`$ branches yields two solid tori; gluing along the boundaries of the $`z_1`$ branches then yields the closed three-manifold $`\mathrm{\Sigma }S^2\times S^1`$, which has $`b_1(\mathrm{\Sigma })=1`$. Note that $`N`$ consists of two copies of $`\mathrm{\Sigma }`$, one with $`z_1>0`$, and the other with $`z_1<0`$ (we will abuse notation and call both copies by the same name, since in any case they are identical).
Because $`\mathrm{\Sigma }`$ is a smooth special Lagrangian three-cycle with $`b_1=1`$, it is guaranteed by McLean’s theorem to come in a family of special Lagrangian cycles of real dimension one . Since $`Q`$ is positive semidefinite on the real slice, when $`ϵ0`$ the locus $`QA`$ collapses and the two components of $`N`$ are no longer finite-volume three-manifolds. We identify the two components of $`N`$ with two members of the family of $`\mathrm{IP}^1`$s in $`W_3`$.
A D6 brane wrapping $`\mathrm{\Sigma }`$ would naively yield, in the transverse 3+1 dimensions, a 4d $`𝒩=1`$ field theory with $`U(1)`$ gauge group and a single neutral chiral multiplet $`\varphi `$. Although $`\varphi `$ has no superpotential to all orders in sigma model perturbation theory (this is the string theory analog of McLean’s theorem), $`\varphi `$ can receive a superpotential from disc instantons . In this case, we know from the mirror B-model geometry that there are no non-toric deformations which would lift the moduli space of supersymmetric $`\mathrm{IP}^1`$s. This implies that there is no disc-generated superpotential in this case.
Disc Instantons
Some explicit examples of disc instantons with boundary on $`\mathrm{\Sigma }`$ can be constructed in this example. Consider the upper half plane parametrized by $`u`$. Let $`z_1,\mathrm{},z_6`$ be given by
$$(z_1,\mathrm{},z_6)=(a_1u,a_2u,a_3u^2,1,1,0).$$
We take the $`a_i`$ to be real; this guarantees that the boundary of the disc (where $`u`$ is real) is mapped to $`\mathrm{\Sigma }`$.
The disc must lie in $`M_3`$, which means that:
$$(a_1^4a_2^4)^22ϵa_1^4a_2^4+a_3^4=0.$$
Solutions to (3.1) provide holomorphic maps into $`M_3`$ with boundary on $`\mathrm{\Sigma }`$. In fact this ansatz yields a one-parameter family of discs: the constraint (3.1) eliminates one of the $`a_i`$ and the freedom to rescale the $`u`$ plane fixes another, but there is one free parameter left in the ansatz. The fact that mirror symmetry implies that there is no disc-generated potential in this case suggests that there is a cancellation between the contributions of different discs. We will discuss such a mechanism in §4.
3.3. Example II
The mirror $`M_2`$ of $`W_2`$ is constructed by orbifolding $`W`$ by the $`Z_4`$ group generated by $`g=(1,1,1,i,i)`$. The group element $`g^2=(1,1,1,1,1)`$ is the symmetry by which we orbifolded in Example III, so we should still perform the resolution above. However, $`g`$ itself fixes the locus $`z_3=z_4=z_5=0`$, which must be independently blown up. This is achieved by introducing another variable, $`z_7`$, and another $`\text{ }\mathrm{C}^{}`$ action - the charges are summarized in the following table:
| | $`z_1`$ | $`z_2`$ | $`z_3`$ | $`z_4`$ | $`z_5`$ | $`z_6`$ | $`z_7`$ |
| --- | --- | --- | --- | --- | --- | --- | --- |
| $`\mathrm{C}_1^{}`$ | $`1`$ | $`1`$ | $`2`$ | $`2`$ | $`2`$ | $`0`$ | $`0`$ |
| $`\mathrm{C}_2^{}`$ | $`0`$ | $`0`$ | $`0`$ | $`1`$ | $`1`$ | $`2`$ | $`0`$ |
| $`\mathrm{C}_3^{}`$ | $`0`$ | $`0`$ | $`2`$ | $`1`$ | $`1`$ | $`0`$ | $`4`$. |
The defining equation is modified to
$$(z_1^4z_2^4)^22ϵz_1^4z_2^4+z_7^2z_3^4+z_7z_6^2(z_4^4+z_5^4)=0.$$
We will use $`z_3`$, $`z_5`$, and $`z_6`$ as coordinates on the real slice, $`N`$, which is the fixed point locus of
$$\sigma :(z_1,\mathrm{},z_7)(\overline{z}_1,\mathrm{},\overline{z}_7).$$
Redefining
$$x=z_1^4,Q=z_7^2z_3^4+z_7z_6^2(z_4^4+z_5^4),A=2ϵ+ϵ^2$$
we find:
$$x=z_2^4(1+ϵ\pm \sqrt{AQ}).$$
On the real slice, the D-term equations for $`\text{ }\mathrm{C}_{2,3}^{}`$ read
$$z_4^2+z_5^22z_6^2r_2=0,2z_3^2+z_4^2+z_5^24z_7^2r_3=0.$$
Solving (3.1) for $`z_4`$ and $`z_7`$ we find:
$$z_4=\pm \sqrt{r_2z_5^2+2z_6^2}$$
and
$$z_7=\pm \sqrt{\frac{1}{2}(r_2r_3+z_3^2+z_6^2)}.$$
If we choose Kähler moduli so that $`r_2>r_3`$, then $`z_7`$ never vanishes, and the two branches of solutions never meet. On the branch where $`z_7>0`$, $`Q=z_7^2z_3^4+z_7z_6^2(z_4^4+z_5^4)`$ is positive semidefinite as in §3.2, and (3.1) tells us that this component of the real slice vanishes as $`ϵ0`$. The other component of the real slice does not shrink on this locus and so is of no interest to us. Under the restriction that $`z_4=\pm \sqrt{r_2z_5^2+2z_6^2}`$ is real, the three-cycle of interest again resides on the patch where $`z_2=1`$ (for this regime in closed string moduli space). The determination of topology goes through in complete analogy with Example III, and we again find two components of the real slice $`N`$, each of which is topologically $`S^2\times S^1`$. We again call the components $`\mathrm{\Sigma }`$.
So we see again that a D6-brane on $`\mathrm{\Sigma }`$ has a one-dimensional moduli space to all orders in $`\sigma `$-model perturbation theory. The non-toric deformation of $`W_2`$ which lifts the moduli space of supersymmetric $`\mathrm{IP}^1`$s must in fact map to a small deformation of the Kähler structure of $`M_2`$. This deformation cannot change the topology of $`\mathrm{\Sigma }`$, since $`\mathrm{\Sigma }`$ is a smooth three-cycle and the deformation can be made arbitrarily small. Hence, for the moduli spaces of the mirror pair to match, the non-toric Kähler deformation must activate a disc-generated superpotential. We give further evidence for this below.
Disc Instantons
For this example we can again construct explicit examples of disc instantons with boundary on $`\mathrm{\Sigma }`$. Using the holomorphic quotient description of $`M_2`$, we fix the three $`\text{ }\mathrm{C}^{}`$ actions to set $`z_4=z_5=z_7=1`$.
Consider the upper half plane parametrized by $`u`$. Let $`z_1,\mathrm{},z_7`$ be given by
$$(z_1,\mathrm{},z_7)=(a_1u,a_2u,a_3u^2,1,1,0,1)$$
Again the $`a_i`$ are real, so that the boundary of the disc $`u\mathrm{IR}`$ is mapped to $`\mathrm{\Sigma }`$.
In order that the disc lies in $`M_2`$, $`a_{1,2,3}`$ must again satisfy Eq. (3.1). As before, we find a one-parameter family of holomorphic maps of the disc into $`M_2`$ with boundary on $`\mathrm{\Sigma }`$.
3.4. Example I
The mirror $`M_1`$ of $`W_1`$ is constructed by orbifolding $`W`$ by the $`Z_2\times Z_2`$ group generated by $`g_1=(1,1,1,1,1)`$ and $`g_2=(1,1,1,1,1)`$. This example provides the richest spectrum of phenomena for the A-cycles in $`M_1`$ as we have to perform the most blowups. Augmenting the weighted projective space by the following additional variables and $`\text{ }\mathrm{C}^{}`$ actions allows us to resolve all singularities which intersect the three-cycle:
| | $`z_1`$ | $`z_2`$ | $`z_3`$ | $`z_4`$ | $`z_5`$ | $`z_6`$ | $`z_7`$ | $`z_8`$ |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| $`\mathrm{C}_1^{}`$ | $`1`$ | $`1`$ | $`2`$ | $`2`$ | $`2`$ | $`0`$ | $`0`$ | $`0`$ |
| $`\mathrm{C}_2^{}`$ | $`0`$ | $`0`$ | $`0`$ | $`1`$ | $`1`$ | $`2`$ | $`0`$ | $`0`$ |
| $`\mathrm{C}_3^{}`$ | $`0`$ | $`0`$ | $`1`$ | $`0`$ | $`1`$ | $`0`$ | $`2`$ | $`0`$ |
| $`\mathrm{C}_4^{}`$ | $`0`$ | $`0`$ | $`1`$ | $`1`$ | $`0`$ | $`0`$ | $`0`$ | $`2`$ . |
The defining equation for $`M_1`$ is:
$$\begin{array}{cc}\hfill 0=(z_1^4z_2^4)^22ϵz_1^4z_2^4+z_7^2z_8^2z_3^4+z_6^2z_8^2z_4^4+z_6^2z_7^2z_5^4& \\ \hfill (z_1^4z_2^4)^22ϵz_1^4z_2^4+Q.& \end{array}$$
We will use $`z_3`$, $`z_4`$ and $`z_5`$ as our independent variables. Solving the D-term equations associated to $`\text{ }\mathrm{C}_2^{}`$, $`\text{ }\mathrm{C}_3^{}`$ and $`\text{ }\mathrm{C}_4^{}`$ for $`z_6`$, $`z_7`$ and $`z_8`$ on the real slice gives
$$\begin{array}{cc}\hfill z_6=\pm \sqrt{\frac{1}{2}(r_2+z_4^2+z_5^2)}& \\ \hfill z_7=\pm \sqrt{\frac{1}{2}(r_3+z_3^2+z_5^2)}& \\ \hfill z_8=\pm \sqrt{\frac{1}{2}(r_4+z_3^2+z_4^2)}.& \end{array}$$
where $`r_{2,3,4}`$ are the Kähler parameters controlling the sizes of the associated exceptional divisors in $`M_1`$.
Choosing $`r_{2,3,4}>0`$ we find a geometric phase. The real slice will have several identical components of which we choose one and call it $`\mathrm{\Sigma }`$. Since the function $`Q`$ defined above is positive semidefinite, this component will shrink when $`ϵ0`$.
The analysis of the topology of this component $`\mathrm{\Sigma }`$ of the real slice is included in the appendix. The conclusion is that in the regime of Kähler moduli considered above, $`b_1(\mathrm{\Sigma })=5`$. In particular, $`\mathrm{\Sigma }`$ is a connected sum of 5 copies of $`S^1\times S^2`$. The mirror $`\mathrm{IP}^1`$ has a one-dimensional moduli space, while by McLean’s theorem $`\mathrm{\Sigma }`$ would move in a 5-dimensional family. Thus we are guaranteed the presence of a disc-instanton generated superpotential which lifts four of the flat directions.
4. Mirror symmetry and the superpotential
We are interested in computing the superpotential for the A-type examples in §3, by finding a mirror map for the open string moduli. In this section we will make some progress in this direction. We will start in §4.1 by arguing that the features of the mirror B-type examples near the toric locus are captured by certain features of disc instantons in our A-type examples. In §4.2 we will find a large-complex-structure limit of the B-type examples for which the disc instantons of the mirror three-cycle will be large, and construct a mirror map for the chiral multiplet in this limit.
4.1. The superpotential near the toric locus
Recall that for the Ur-example and for example II, mirror symmetry requires the following story. The ambient Calabi-Yau $`M`$ (resp. $`M_2`$) has $`g`$ non-toric deformations with $`g=3`$ (resp. 1); these arise because the hypersurface intersects $`g`$ of the divisors of the (orbifolded) weighted projective space twice, to create two divisors in the hypersurface. At the “toric locus” these divisors have the same size. At this point the three-cycles we study must have a one-dimensional moduli space (namely a genus-g curve). As we leave this locus, we acquire a superpotential and are left with $`2g2`$ isolated three-cycles. We argue here that there will be different disc contibutions which cancel on the toric locus.
In our A-cycle examples, the defining equation for the threefold $`M`$ may be written as:
$$0=(z_1^4z_2^4)^22ϵz_1^4z_2^4+Q,$$
where $`Q`$ is a function of all the variables $`z_{k>2}`$ other than $`z_1`$ and $`z_2`$. It follows that on the hypersurface:
$$(z_1^4)_\pm =z_2^4(1+ϵ\pm \sqrt{AQ})$$
with $`A=2ϵ+ϵ^2`$. Consider the map, $`i:MM`$, which fixes $`z_{k>2}`$ but flips the branches of $`z_1^4`$. We claim that this is an isometry of $`M`$ at the toric locus. Note that $`i`$ induces a map on the toric part of the cohomology: $`i^{}:H_{toric}^2(M)H_{toric}^2(M)`$. This happens to be the identity and so preserves the Kähler class on $`M`$. Furthermore, it preserves the complex structure, and so by Yau’s theorem it preserves the metric on $`M`$.
The non-toric Kähler deformations are odd under $`i^{}`$. To see this, let us describe them in more detail following . In our examples $`M`$ is a hypersurface in the quotient $`\mathrm{IP}_{1,1,2,2,2}^4/\mathrm{\Gamma }`$, where $`\mathrm{\Gamma }`$ is the relevant Greene-Plesser (GP) (sub)group. If $`\mathrm{\Gamma }`$ has elements which fix the locus $`z_3=z_4=z_5=0`$ (and not just varieties which contain it such as $`z_3=z_4=0`$), this locus must be blown up to desingularize $`M`$. The Kähler parameters controlling these blow-ups have a natural mirror description in toric geometry \[26,,27\]. Within the lattice of exponents of monomials in the ambient space of $`W`$, the allowed monomials (preserved by the subgroup of the GP group complementary to $`\mathrm{\Gamma }`$) lie on a polyhedron. The lattice points on the lines and faces of this polyhedron correspond to divisors in $`M`$ and monomial deformations of $`W`$. In particular the lattice points corresponding to $`z_{3,4,5}^4`$ in $`W`$ form the vertices of a triangular face of this polyhedron and control the monomial deformations of the Riemann surface $`𝒮_gW`$. The $`g`$ interior points can be used to construct the holomorphic differentials of $`𝒮_g`$, so they are associated to the non-toric deformations which destroy the family of $`\mathrm{IP}^1`$s over $`𝒮_g`$.
In $`M`$ these $`g`$ interior points denote the Kähler parameters controlling the blowup of $`z_3=z_4=z_5=0`$. The exceptional divisors intersect the hypersurface twice in $`M`$, at the loci $`(z_1^4)_\pm =z_2^4(1+ϵ\pm \sqrt{A})`$. The non-toric moduli control the relative sizes of these divisors in $`M`$. Since the map $`i`$ defined above interchanges these two loci, and the non-toric deformations change their relative sizes, $`i`$ can no longer be an isometry away from the toric locus. Furthermore, at the toric locus $`i`$ will change the sign of the non-toric deformation.
The map $`i`$ lifts naturally to a map on holomorphic discs. Hence, these discs should come in pairs related by $`i`$. It is plausible that on the toric locus, the sign of the contribution in Eq. (2.1) is changed by $`i`$; then the disc instanton contributions of the pair will cancel in the superpotential. This could come about through the action of $`i`$ on fermion zero modes or on the pfaffian. When $`i`$ is not an isometry, the areas of the discs related by $`i`$ will differ, so their contributions to $`W`$ will no longer cancel.
Note that this cancellation cannot happen for every disc at the toric locus. In particular, in example I we find that $`b_1(\mathrm{\Sigma })=5`$ while the true moduli space is one dimensional.<sup>9</sup> At special degenerate points in the complex structure moduli space of $`W`$, the dimension of the moduli space of the mirror $`\mathrm{IP}^1`$ enlarges to two, but never to five. This suggests that the involution $`i`$ changes the sign of the contribution of discs with boundaries in only one class of $`H_1(\mathrm{\Sigma })`$. There is clearly much to understand here.
The set of examples we have considered fits into the more general framework discussed in . The B-model CY in general contains a family of $`A_N`$ singularities fibered over a genus $`g`$ curve. Upon resolving this family, one then finds $`N`$ families of $`\mathrm{IP}^1`$s. There are $`g`$ interior points on the relevant face of the toric diagram, and therefore $`g`$ non-toric complex structure deformations which destroy each family. Furthermore, the defining equation for the A-model CY will be of degree $`N+1`$ in one of the variables, $`x`$, which is single-valued under the GP orbifold (the analog of $`x=z_1^4`$), leading to $`N+1`$ branches of solutions. $`g`$ toric divisors each intersect these $`N+1`$ branches once. On the toric locus, the Galois group, $`S_{N+1}`$, of the defining equation will act via isometries on the CY by interchanging the branches of solutions for $`x`$, leading to cancellations between discs. Upon turning on the non-toric Kähler moduli, these isometries are broken allowing a nontrivial superpotential.
4.2. The mirror map
One of our long-term goals is to use mirror symmetry to find the explicit form of the instanton sums for A-type branes. Of course this sum is automatically computed in the B-model, but we require a mirror map for the open string fields in order that this be of any use. In the context of our models, this means the following. The B-brane moduli space is parametrized by the complex coordinate $`z`$ on a genus $`g`$ surface, while the A-brane moduli space is parametrized via $`(2.1)`$ by the disc area $`A`$ and Wilson line $`a`$. Thus, defining
$$q=e^\varphi ,$$
we would like to find a map $`z(q)`$.
As in the closed string case, this will be easiest around “large radius” or “large complex structure” points, in particular when $`\mathrm{Re}(\varphi )`$ is large so that the instanton action is small and classical geometry is a reasonable guide. We therefore search for a map in a region of large radius of our IIA models, and in the mirror large complex structure limit of our IIB models. In this limit we can identify the mirror of the large-disc limit of the A-cycle moduli space with a particular point on the B-cycle moduli space. Finally, since the superpotential is explicitly computable in the B-model side, we can use our previous intuition about the A-type superpotentials to guess at an explicit mirror map in this limit.
We will work exclusively with the Ur-Example in this section.
The large-complex-structure limit of $`W`$
On the manifold $`M`$, we are interested in the large radius limit. In particular, the sizes of discs ending on the real slice are determined by sizes of rational curves (as shown in §2.3), so we demand that the exceptional divisors which intersect the three-cycle are large. The mirror locus in the complex structure moduli space of $`W`$ is specified by the defining equation
$$p=\alpha z_3^2z_4z_5+\beta z_3z_4^2z_5+\gamma z_3z_4z_5^2=0$$
with $`\alpha ,\beta ,\gamma `$ large and at fixed ratios (recall that these monomials correspond to the toric divisors in $`M_1`$). (4.1) can be rewritten as
$$z_3z_4z_5(\alpha z_3+\beta z_4+\gamma z_5)=0.$$
This degeneration is similar to the large complex structure limit discussed in . It is described by four $`\mathrm{IP}^3`$s at $`z_3=0`$, $`z_4=0`$, $`z_5=0`$ and $`\alpha z_3+\beta z_4+\gamma z_5=0`$ which intersect as shown in the figure.
Fig. 2: $`M`$ in the large complex structure limit. The lines represent $`\mathrm{IP}^3`$s labeled by which coordinate vanishes on them. ‘345’ denotes the one where $`\alpha z_3+\beta z_4+\gamma z_5=0`$. This picture also accurately portrays the degeneration of the curve $`𝒮_3`$ where $`z_1=z_2=0`$, in which case the lines represent $`\mathrm{IP}^1`$s.
Each $`\mathrm{IP}^3`$ is identical to the others and joins them in a symmetrical way. As in where the example of the quintic at large complex structure is discussed, in this large complex structure limit of $`W`$ it is easy to write down a flat Kähler metric. Let us examine the metric on $`z_3=0`$ near the locus $`z_4=0`$. We may use the $`\text{ }\mathrm{C}^{}`$ action on the $`W\mathrm{IP}^4`$ to set $`z_5=1`$. The standard residue formula yields the following expression for the holomorphic $`(3,0)`$ form $`\mathrm{\Omega }`$ in this degenerate limit:
$$\mathrm{\Omega }=_{p=0}\frac{dz_1\mathrm{}dz_5}{p}=\frac{dz_1dz_2dz_4}{z_4(\beta z_4+\gamma ).}$$
Near $`z_4=0`$ the Ricci-flat metric is clearly:
$$dz_1^2+dz_2^2+\frac{1}{\gamma ^2}d(\mathrm{ln}z_4)^2.$$
Elsewhere on the slice it is:
$$dz_1^2+dz_2^2+d\zeta ^2,$$
where
$$\zeta =\frac{1}{\gamma }\mathrm{ln}\frac{\beta z_4+\gamma }{z_4}$$
$`𝒮_g`$ in this limit lives at $`z_1=z_2=0`$. It is a chain of four $`\mathrm{IP}^1`$s, one in each $`\mathrm{IP}^3`$ and joined as in fig. 2. The genus-3 structure is clear from this figure. The metric is simply induced from Eq. (4.1). In particular it is clear that the different components are joined along infinite cylinders, parameterized by $`\mathrm{ln}z_i`$ for $`z_i0`$. This then is the asymptotic moduli space for a D5-brane wrapped on an element of the family of $`\mathrm{IP}^1`$s at $`z_3=0`$ near $`z_4=0`$.
The large-radius limit of $`M`$
In the mirror $`M`$ there are three toric divisors which are taken to be large: near the toric locus, this means that all relevant divisors are large since the toric modulus controls the sum of the sizes of the exceptional divisors.
The moduli of the A-type branes are the areas of discs; according to our discussion at the end of §2.3 these discs live in pairs forming $`\mathrm{IP}^1`$s in the Poincaré dual class of these toric divisors. When the brane wraps a real slice it bisects these $`\mathrm{IP}^1`$s. Let us parameterize the $`\mathrm{IP}^1`$ by an altitudinal angle $`\theta `$ and an azimuthal angle $`\rho `$. The equator is $`\theta =0`$ and the real slice intersects this equator. Let $`2\pi R`$ be the circumference of the equator. $`R`$ will be a function of $`\alpha ,\beta ,\gamma `$ via the mirror map for closed strings. As the three-cycle moves through its moduli space, it will sweep out the $`\mathrm{IP}^1`$ by intersecting it at fixed $`\theta `$. We choose the open-string modulus so that $`\varphi `$ is the area of the smaller disc. For $`\theta `$ close to zero, a natural metric on the disc coordinate is:
$$ds^2=dA^2+da^2=2\pi R^4\mathrm{cos}\theta (d\theta )^2+\frac{1}{(2\pi R)^2\mathrm{cos}^2\theta }(d\alpha )^2,$$
where $`\alpha [0,2\pi ]`$. Near $`\theta =0`$ we can set $`\mathrm{cos}\theta =1`$ and this is clearly a cylinder, with the periodic direction given by the Wilson line.
Asymptotic identification of the coordinates
Let us take $`\beta ,\gamma \mathrm{IR}`$. Up to overall normalizations of the fields we roughly identify
$$\mathrm{ln}z_4=\varphi $$
due to the periodicity of the imaginary parts of each side of this equation. This use of the periodicity is similar to the use of monodromy properties in identifying the closed string mirror map. Note that the correct normalization of the fields is extracted from the so far unknown Kähler metric. Thus our map is only good up to some overall constant.
Computing the superpotential
As reviewed in §2, the deformation along the non-toric locus can be specified by the choice of a holomorphic differential. Let $`\stackrel{~}{p}`$ be the defining polynomial for $`𝒮_gW`$ at $`z_1=z_2=0`$. The general holomorphic differential can be writtten as:
$$\omega =_{\stackrel{~}{p}=0}\frac{z_3dz_4dz_5+z_4dz_3dz_5+z_5dz_3dz_4}{\stackrel{~}{p}}\left(az_3+bz_4+cz_5\right).$$
On the locus $`z_3=0`$, this becomes:
$$\omega =\frac{dz_5}{z_5(\beta z_4+\gamma z_5)}(bz_4+cz_5)+\frac{dz_4}{z_4(\beta z_4+\gamma z_5)}(bz_4+cz_5).$$
We can concentrate on the region near $`z_4=0`$ by using the $`\text{ }\mathrm{C}^{}`$ action of $`W`$ to fix $`z_5=1`$. Then
$$\omega =\frac{dz_4}{z_4(\beta z_4+\gamma )}(bz_4+c).$$
In the flat coordinates $`x`$ we write $`\omega =f(x)dx`$. As shown in , $`W^{}(\mathrm{\Phi })=f(\mathrm{\Phi })`$ for the associated chiral multiplet. This superpotential clearly has a single vacuum at $`z_4=c/b`$. It is easy to see that there is a single such vacuum in each of the $`\mathrm{IP}^1`$ components of $`𝒮_3`$ in this limit, for a total of $`2g2=4`$ isolated vacua.
We wish to make contact with the large-disc limit of the toric locus of the A-cycle moduli space. Therefore we push the vacuum to infinite distance by sending $`c0`$. In this limit,
$$W_\zeta (\zeta )=bz(\zeta )=\frac{\gamma }{e^{\gamma \zeta }\beta }$$
for the superpotential of the B-brane. If the A-cycle superpotential were dominated by a single pair of discs, the corresponding superpotential would be that in Eq. (2.1). Certainly as $`z_40`$ and $`\varphi \mathrm{}`$, (4.1) and (2.1) are equal to lowest order in $`z_4`$ and $`e^\varphi `$, given (4.1).
Our candidate superpotentials are equal only to lowest order as we only have an asymptotic mirror map at present. There are several complications in constructing an exact mirror map. First, given our experience with Example I, we expect that the three-cycle has a sizable number of classical moduli. All but one gain masses from instanton corrections, but the remaining moduli space may be a nontrivial submanifold of the classical moduli space. So our formulae for the superpotential as a function of this modulus are undoubtedly rather schematic.
Secondly, we have assumed that the only contributions are a disc $`DH_2(M,\mathrm{\Sigma })`$ plus its three images arising from the anti-holomorphic involution and the map $`i`$ discussed in §4.1. Of course there may be higher-degree contributions $`nD`$ which are not multiple covers, and there may be contributions from discs $`D^{}`$ for which $`[DD^{}]`$ lies in a nontrivial class in $`H_2(M)`$. We leave these issues for future work.
Finally, we have not yet found a global topology of the moduli space of A-branes which matches the topology of the moduli space of the B-branes, even in this degenerate limit.
5. Discussion
In this paper, we have presented explicit examples of three-cycles with nontrivial topology which are mirror to two-cycles which have either obstructed holomorphic deformations or no deformations. After the results of , this clearly shows that there is a disc instanton generated superpotential for the moduli of such cycles. We have certainly not given a complete formulation of the mirror map in these examples, but we have made a first step by presenting an analog of the monomial-divisor mirror map for closed string moduli .
Although we lack the full power of $`𝒩=2`$ special geometry that exists for closed string mirror symmetry, the structure of the $`𝒩=1`$ theory we are studying gives us some information. In particular, the superpotential $`W`$ must be holomorphic in the appropriate variables. Therefore, in limits where one has an open string modulus $`\varphi `$ which is periodic with period $`2\pi i`$, the superpotential must be a holomorphic function of $`e^\varphi `$. This together with some detailed knowledge of the behavior of $`W`$ at singularities should be enough to determine the function entirely.
We can also draw some general lessons from this work and the results of . As with closed strings, in making mathematical statements using mirror symmetry one must take the instanton corrections into account. For instance, there is a general conjecture that fundamentally, mirror symmetry is a relation between the Lagrangian submanifolds of a threefold and the semistable coherent sheaves on its mirror . The fact that stringy nonperturbative effects prevent generic special Lagrangian three-cycles from being supersymmetric indicates that this comparison will be complicated.
It would be interesting to study these issues in the presence of orientifolds (required for tadpole cancellation), as a step towards genuine model-building.<sup>10</sup> We would like to thank S. Sethi for a discussion of these points. Many of the results of this paper and \[4,,6\] rest on the fact that from the $`\sigma `$-model point of view, the superpotential is essentially a topological quantity and can be computed in an appropriately twisted theory. Since $`𝒩=2`$ worldsheet supersymmetry is a consequence of $`𝒩=1`$, $`d=4`$ spacetime supersymmetry , the twisted theories will still make sense in the presence of orientifolds.
Another subject worth exploring is the behavior of the topology of a given special Lagrangian cycle $`\mathrm{\Sigma }`$ as the closed string parameters vary. It is clear from some of our examples that the topology of $`\mathrm{\Sigma }`$ can change as one varies Kähler parameters of the ambient Calabi-Yau space. For instance, in the example we discuss in Appendix A, different choices of the blow-up parameters $`r_{2,3,4}`$ yield three-cycles of different topology in the same homology class.
Acknowledgements
We would like to thank M.R. Douglas, Y. Eliashberg, A. Klemm, D. Morrison, J.R. Myers, M.R. Plesser, S. Sethi, C. Vafa, E. Zaslow, and Y. Zunger for helpful communications. We thank P. Kaste for pointing out an error in an earlier version of this paper. S. Kachru was supported in part by an A.P. Sloan Foundation Fellowship, and by the DOE under contract DE-AC03-76SF00515. S. Katz was supported in part by NSA grant number MDA904-98-1-0009, and would like to thank the Stanford High Energy Theory Group for their hospitality during the course of this project. A. Lawrence was supported in part by the DOE under contract DE-AC03-76SF00515 and in part by a DOE OJI grant awarded to E. Silverstein; he would like to thank the University of Chicago High Energy Theory Group, the Rutgers High Energy Theory Group, and especially the Oklahoma State University Department of Mathematics for their hospitality during the course of this project. J. McGreevy was supported in part by the Department of Defense NDSEG Fellowship program. This project received additional support from the American Institute of Mathematics.
Appendix A. Some Details Concerning Example I
In this appendix we determine the topology of $`\mathrm{\Sigma }`$, the component of the real slice of the mirror of $`\mathrm{IP}_{1,1,2,2,2}[8]`$ on which all of the $`w_i`$ are positive. We will choose a regime in moduli space where
$$ϵ>>r_i,r_1>>r_i$$
for all $`i2`$.
As in the simpler examples, we solve the defining equation for $`x=z_1^4`$ by
$$x=1+ϵ\pm \sqrt{AQ}.$$
We have set $`z_2=1`$ again. We will see that the other variables charged under $`\text{ }\mathrm{C}_1^{}`$ are bounded on $`\mathrm{\Sigma }`$ and so $`\mathrm{\Sigma }`$ is entirely contained in this coordinate patch. The locus $`B\{Q=A\}`$ where the two branches of $`x`$ are joined is a big (not quite round) ball in the $`\mathrm{IR}^3`$ coordinatized by $`z_{3,4,5}`$. The branches of $`x`$ are then two copies of this ball glued along the boundary. The loci where the branches of $`z_{6,7,8}`$ are joined are three tubes surrounding the coordinate axes and ending on $`B`$. The region where all variables are real is the part of the inside of $`B`$ which is outside the union of these tubes. Suppose we are in a regime of moduli where $`r_3+r_4<r_2`$. Then the tubes surrounding the $`z_3`$ and $`z_4`$ axes will both intersect the one surrounding the $`z_5`$ axis, but not each other, like this:
Fig. 3: The real slice is the ball with the tubes removed. The tubes are labeled according to which branches are glued along them.
Now divide by the orbifold group which maps the real slice to itself. It acts by flipping signs in pairs:
$$(z_3,z_4,z_5)(z_3,z_4,z_5)(z_3,z_4,z_5)(z_3,z_4,z_5).$$
Fig. 4: A fundamental domain for the orbifold action on the real slice (glue along the dotted lines with matching arrows).
After performing this identification, the plumbing fixture surrounding the origin depicted in fig. 3 becomes a half-cigar (where $`z_8=0`$) ending on $`B`$ with two smaller tubes coming off of it (where $`z_6=0`$ and $`z_7=0`$ respectively) and ending on $`B`$ as well.
Next, glue the two $`x`$-branches along $`B`$. This produces an $`S^3`$ with the following set removed: The locus where $`z_8`$ becomes imaginary is now a full cigar, and the $`z_6=0`$ and $`z_7=0`$ loci are two handles coming off of this cigar.
Fig. 5: The real slice is the ball with the blob in the middle excised.
An $`S^3`$ with the $`z_8`$-cigar removed is again a three-ball; the two handles coming off of the cigar become tunnels through this three-ball.
Fig. 6: The previous picture turned inside-out. The real slice is now the inside of the ball minus the two tunnels. The boundary of the ball is where $`z_8=0`$.
We take four copies of this creature to represent the two branches each of $`z_6`$ and $`z_7`$. They are glued in pairs along the tunnels. To see what this is we must use the fact that gluing handlebodies along a tunnel is the same as gluing along a tube that contains a handle.
Fig. 7: Gluing handlebodies (in particular, solid cylinders) along a tunnel is the same as connecting them via a tube with a handle in it.
After we do this gluing, we find a solid genus $`5`$ surface for each branch of $`z_8`$. The boundary of this surface is where $`z_8=0`$.
Fig. 8: Our special Lagrangian three-cycle is obtained by gluing two of these along their boundaries via the trivial identification. The numbers along the top and left indicate which branch each ball represents.
Since the two different branches for $`z_8`$ meet at $`z_8=0`$, we now glue two copies of the genus $`5`$ surface together along their boundaries. In general, two solid genus $`g`$ surfaces glued in this manner describe a Heegaard splitting of a connected sum of $`g`$ copies of $`S^2\times S^1`$. Hence, this three-cycle has $`b_1(\mathrm{\Sigma })=5`$.
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# The Earliest Luminous Sources and the Damping Wing of the Gunn-Peterson Trough
## 1 Introduction
Popular cosmological models predict that most of the intergalactic hydrogen was reionized by the first generation of stars or accreting black holes in the universe at a redshift $`7\mathrm{}<z_{\mathrm{rei}}\mathrm{}<15`$ (e.g. Ciardi et al. 2000; Haiman & Loeb 1997; Gnedin & Ostriker 1997). Studying the epoch of reheating which marks the end of the cosmic “dark ages” is crucial for determining its impact on several key cosmological issues, from the role reionization plays in allowing pregalactic objects to cool and make stars, to determining the small-scale structure in the temperature fluctuations of the cosmic microwave background. Because of scattering off the line-of-sight due to the diffuse neutral intergalactic medium (IGM), the spectrum of a source at $`z_{\mathrm{em}}>z_{\mathrm{rei}}`$ should show a Gunn-Peterson (1965, hereafter GP) absorption trough at wavelengths shorter than the local Ly$`\alpha `$resonance, $`\lambda _{\mathrm{obs}}<\lambda _\alpha (1+z_{\mathrm{em}})`$, where $`\lambda _\alpha =c/\nu _\alpha =1216`$Å. Unfortunately, while actively being searched for, the first signs of an object radiating prior to the reionization epoch are far from unambiguous. This is because: (1) line blanketing from discrete Ly$`\alpha `$forest absorbers becomes really severe at $`z\mathrm{}>5.5`$, with less than 10% of the quasar unabsorbed continuum leaking through between rest-frame Ly$`\alpha `$and Ly$`\beta `$(Fan et al. 2000a; Stern et al. 2000); and (2) the GP optical depth for resonant scattering encountered by photons propagating through smoothly distributed neutral hydrogen of density $`n_{\mathrm{HI}}(z)`$,
$$\tau _{\mathrm{GP}}^{\mathrm{blue}}(z)=\tau _0\frac{n_{\mathrm{HI}}}{\overline{n}_\mathrm{H}},\tau _0(z)\frac{\pi e^2f\lambda _\alpha }{m_ecH(z)}\overline{n}_\mathrm{H}1.5\times 10^5h^1\mathrm{\Omega }_M^{1/2}\left(\frac{\mathrm{\Omega }_bh^2}{0.019}\right)\left(\frac{1+z}{8}\right)^{3/2},$$
(1)
is extremely high. Here $`f`$ is the oscillator strength, $`e`$ and $`m_e`$ are the electron charge and mass, $`\overline{n}_\mathrm{H}`$ is the mean density of hydrogen nuclei at redshift $`z`$, $`H_0=100h\mathrm{km}\mathrm{s}^1\mathrm{Mpc}^1`$ is the present-day Hubble constant, and ($`\mathrm{\Omega }_M,\mathrm{\Omega }_b`$) are the total matter and baryonic density parameter, respectively. The expression above gives the opacity seen by any photon emitted from a source at $`z_{\mathrm{em}}`$ on the blue side of the Ly$`\alpha `$line, $`\lambda _{\mathrm{em}}<\lambda _\alpha `$, as it is redshifted through the local Ly$`\alpha `$resonance at $`(1+z)=(1+z_{\mathrm{em}})\lambda _{\mathrm{em}}/\lambda _\alpha `$. Equation (1) shows that the transmitted quasar flux shortward of Ly$`\alpha `$would be reduced to undetectable levels even if 99% of all the cosmic baryons were to fragment at these early epochs into discrete, mildly overdense structures, with only 1% remaining in a diffuse component that was 99% ionized. As such, the detection of a GP trough would not uniquely establish that an object is being observed prior to the reionization epoch (except, perhaps, in the case where reionization occurs extremely rapidly and the GP trough splits into individual Lyman series troughs for a source located at $`(1+z_{\mathrm{rei}})<(1+z_{\mathrm{em}})<32(1+z_{\mathrm{rei}})/27`$, Haiman & Loeb 1999). It has been pointed out by Miralda-Escudé (1998), however, that the rest-frame ultraviolet spectra of sources observed prior to complete reionization should show the red damping wing of the GP trough, as they will be seen behind a large column density of intervening gas that is still neutral. At $`z\mathrm{}>6`$, this characteristic feature extends for more than $`1500\mathrm{km}\mathrm{s}^1`$ to the red of the resonance, significantly suppressing the Ly$`\alpha `$emission line. Measuring the shape of the absorption profile of the damping wing could provide a determination of the density of the neutral IGM near the source.
In this Letter we focus on the width of the red damping wing – related to the expected strength of the Ly$`\alpha `$emission line – in the spectra of very distant quasars as a flag of the observation of the IGM before reionization. We discuss, in particular, the impact of the photoionized, Mpc-size regions which will surround individual luminous sources of UV radiation on the transmission of photons redward of the Ly$`\alpha `$resonance, and show that the damping wing of the GP trough may nearly completely disappear because of the lack of neutral hydrogen in the vicinity of a bright object. The absence in the spectra of luminous quasars of a red damping wing with the predicted absorption profile will not provide then unambiguous evidence of the observation of the IGM after cosmological reionization.
## 2 The red damping wing
We generalize here the calculation of the absorption profile of the damping wing of the GP trough (Miralda-Escudé 1998) to the case where the IGM in the vicinity of an object at $`z_{\mathrm{em}}`$ is photoionized due to the source emission of UV photons. When the column density of absorbing atoms is sufficiently large, the width of an absorption line substantially exceeds the value corresponding to the dispersion of particle velocities along the line of sight. In this case, the scattering cross-section is determined by the natural width of the Ly$`\alpha `$resonance,
$$\sigma _\alpha (\nu )=\frac{\pi e^2f}{m_ec}\frac{\mathrm{\Lambda }(\nu /\nu _\alpha )^4}{4\pi ^2(\nu \nu _\alpha )^2+\mathrm{\Lambda }^2(\nu /\nu _\alpha )^6/4}$$
(2)
(Peebles 1993), where $`\mathrm{\Lambda }=(8\pi ^2e^2f)/(3m_ec\lambda _\alpha ^2)=6.25\times 10^8`$ s<sup>-1</sup> is the rate of spontaneous radiative decay from the $`2p`$ to $`1s`$ energy level. The regions of the line profile for which equation (2) is valid are known as “radiation damping” wings of the line. Equation (2) is unapplicable close to line center, but if damping wings are present the transmitted flux will be essentially zero in the core region anyway. We assume the IGM has a constant $`\mathrm{I}`$comoving density $`n_{\mathrm{HI}}(0)`$ at all redshifts $`z_{\mathrm{rei}}<z<z_iz_{\mathrm{em}}`$, and is highly photoionized between the redshift of the source $`z_{\mathrm{em}}`$ and the boundary of its $`\mathrm{II}`$region at $`z_i`$.
The scattering optical depth at the observed wavelength $`\lambda _{\mathrm{obs}}>\lambda _\alpha (1+z_{\mathrm{em}})`$ is
$$\tau _{\mathrm{GP}}^{\mathrm{red}}(\lambda _{\mathrm{obs}})=_{z_{\mathrm{rei}}}^{z_i}𝑑z\frac{d\mathrm{}}{dz}n_{\mathrm{HI}}(0)(1+z)^3\sigma _\alpha \left[\nu =\frac{c(1+z)}{\lambda _{\mathrm{obs}}}\right],$$
(3)
where $`d\mathrm{}/dz=c[(1+z)H(z)]^1`$ is the proper cosmological line element. In an EdS universe, equation (3) can be rewritten as
$$\tau _{\mathrm{GP}}^{\mathrm{red}}(\lambda _{\mathrm{obs}})=\frac{R\tau _0(z_{\mathrm{em}})}{\pi }\left[\frac{\lambda _\alpha (1+z_{\mathrm{em}})}{\lambda _{\mathrm{obs}}}\right]^{3/2}_{x_{\mathrm{rei}}}^{x_i}\frac{dxx^{9/2}}{(1x)^2+R^2x^6},$$
(4)
where $`R\mathrm{\Lambda }\lambda _\alpha /(4\pi c)=2.02\times 10^8`$, $`x_{\mathrm{rei}}=(1+z_{\mathrm{rei}})\lambda _\alpha /\lambda _{\mathrm{obs}}`$, and $`x_i=(1+z_i)\lambda _\alpha /\lambda _{\mathrm{obs}}`$. Far from line center (i.e. when $`1xRx^3`$), this integral has an analytic solution (Miralda-Escudé 1998). Figure 1 (solid curve) shows the red damping wing in the spectrum of a source at $`z_{\mathrm{em}}=7`$ assuming $`\tau _0(z_{\mathrm{em}})=3\times 10^5`$, $`z_{\mathrm{rei}}=6`$, and $`z_i=z_{\mathrm{em}}`$, i.e. in the case the $`\mathrm{II}`$region surrounding the radiation object is very small (because, e.g., the Lyman-continuum photons produced cannot escape from the dense sites of star formation into the intergalactic space).
Equation (3) also gives the opacity at wavelengths $`\lambda _\alpha (1+z_i)<\lambda _{\mathrm{obs}}<\lambda _\alpha (1+z_{\mathrm{em}})`$, i.e. on the blue side of the quasar Ly$`\alpha `$emission line, due to the damping wing of the fully neutral gas along the line of sight at $`z_{\mathrm{rei}}<z<z_i`$. We will see in the next section that this must be augmented by the scattering optical depth of the residual $`\mathrm{I}`$in the vicinity of the source ($`z_i<z<z_{\mathrm{em}}`$).
## 3 Cosmological $`\mathrm{𝐈𝐈}`$regions around isolated sources
We now assess in details the impact of a local $`\mathrm{II}`$region on the shape of the damping wing profile. When an isolated point source of ionizing radiation turns on, the volume of ionized IGM initially grows in size at a rate fixed by the emission of UV photons, and an ionization front separating the $`\mathrm{II}`$and $`\mathrm{I}`$regions propagates into the neutral gas. Most photons travel freely in the ionized bubble, and are absorbed in a transition layer (the “I-front”), across which the degree of ionization changes sharply on a distance which is small compared to the radius of the ionized zone (this is true even in the case of a QSO with a hard spectrum, see Madau & Meiksin 1991). The evolution of an expanding cosmological $`\mathrm{II}`$region is governed by the equation
$$\frac{dV_I}{dt}3HV_I=\frac{\dot{N}_i}{\overline{n}_\mathrm{H}}\frac{V_I}{t_{\mathrm{rec}}},$$
(5)
(Shapiro & Giroux 1987; Madau, Haardt, & Rees 1999), where $`V_I`$ is the proper photoionized volume, $`\dot{N}_i`$ is the number of H-ionizing photons emitted by the central source per unit time that escape into the IGM,
$$t_{\mathrm{rec}}=(1.17\overline{n}_p\alpha _BC)^11.3\mathrm{Gyr}\left(\frac{\mathrm{\Omega }_Bh^2}{0.019}\right)^1\left(\frac{1+z}{8}\right)^3C^1,$$
(6)
is the volume-averaged recombination time, $`\alpha _B`$ is the radiative recombination coefficient to the excited states of hydrogen (at an assumed gas temperature of $`10^4`$K), and the factor $`Cn_p^2/\overline{n}_p^2>1`$ takes into account the degree of clumpiness of the photoionized region, with $`\overline{n}_p`$ the mean proton density. When the source lifetime $`t_s`$ is much less than $`(t_{\mathrm{rec}},H^1)`$, as expected for example in the case of a quasar shining for an Eddington time scale, $`t_s=t_E=4\times 10^7(ϵ/0.1)`$yr with $`ϵ`$ the radiative accretion efficiency, recombinations can be neglected (this would be true even in the case of a clumpy medium with $`C\mathrm{}<10`$ on Mpc scales, cf eqs. 5 and 6) and the evolution of the $`\mathrm{II}`$region can be decoupled from the expansion of the universe. The volume,
$$V_I\frac{\dot{N}_it_s}{\overline{n}_\mathrm{H}}(t_st_{\mathrm{rec}},H^1),$$
(7)
that is actually ionized becomes then proportional to the total number of Lyman-continuum photons emitted over the source lifetime. Note that the I-front initially expands at velocities that are close to the speed of light, i.e. with $`r_I(t)=[3V_I(t)/4\pi ]^{1/3}ct`$. In the case of very luminous, short-lived objects this ‘relativistic’ phase may last a considerable fraction of the source lifetime. Nevertheless, the apparent size of the $`\mathrm{II}`$region ‘seen’ by Ly$`\alpha `$photons propagating along the line of sight will always be given by equation (7), as these can catch up with the I-front only when it slows down to subluminal velocities.
The known QSOs at $`z_{\mathrm{em}}\mathrm{}>5`$ all have ionizing luminosities that can be estimated to lie in the range $`10^{56}\mathrm{}<\dot{N}_i\mathrm{}<10^{58}`$s<sup>-1</sup>, the brightest of them being the recently discovered $`z_{\mathrm{em}}=5.8`$ quasar from the Sloan Digital Sky Survey (SDSS, Fan et al. 2000a). Over a lifetime of (say) $`10^7`$ yr they would radiate of order $`N_i=10^{70.5}10^{72.5}`$ photons above 13.6 eV. Placed at $`z_{\mathrm{em}}=7`$, sources of similar power would ionize the surrounding IGM out to a proper distance $`r_I=1.57`$Mpc, corresponding to a Hubble expansion velocity of $`\mathrm{\Delta }v=Hr_I=330015800h\mathrm{\Omega }_M^{1/2}\mathrm{km}\mathrm{s}^1`$, or to a redshift difference between the QSO and the boundary of its $`\mathrm{II}`$zone of $`\mathrm{\Delta }z=3.33\times 10^4h\mathrm{\Omega }_M^{1/2}(1+z_{\mathrm{em}})^{5/2}(r_I/`$Mpc$`)=0.0880.42h\mathrm{\Omega }_M^{1/2}`$. The effect of these individual $`\mathrm{II}`$regions on the flux transmission redward of the Ly$`\alpha `$line is shown in Figure 1. The width of the damping wing measures the column density along the line of sight of the fraction of the IGM that is still neutral. The wing nearly completely disappears in the case of a luminous quasar, as there is very little neutral gas in its vicinity. In particular, the transmission is always greater than 50% for $`N_i>10^{69.5}`$ photons.
On the blue side of Ly$`\alpha `$, in the vicinity of the source, the scattering opacity has two contributions, one due to the damping wing of the fully neutral gas beyond the $`\mathrm{II}`$region, and one due to the ordinary GP trough associated with the residual $`\mathrm{I}`$in the photoionized zone. Assuming photoionization equilibrium (this is justified for the highly ionized IGM and the source lifetimes considered here), at every point within the $`\mathrm{II}`$bubble the density of neutral hydrogen is given by
$$n_{\mathrm{HI}}=\frac{\overline{n}_p}{t_{\mathrm{rec}}}\left[_{\nu _L}^{\mathrm{}}\frac{F_\nu \sigma _\mathrm{H}(\nu )}{h_P\nu }𝑑\nu \right]^1,$$
(8)
where $`h_P`$ is the Planck’s constant, $`F_\nu `$ is the incident ionizing flux per unit frequency – to a first approximation simply the radiation emitted by the quasar reduced by geometrical dilution – and the hydrogen photoionization cross-section (by photons above the threshold $`h_P\nu _L=13.6`$eV) is
$$\sigma _\mathrm{H}(\nu )\sigma _L(\nu /\nu _L)^3,\sigma _L=6.3\times 10^{18}\mathrm{cm}^2.$$
(9)
For a power-law spectrum of the form $`F_\nu \nu ^\alpha `$ near the hydrogen Lyman edge, the neutral hydrogen column through an (approximately isothermal) $`\mathrm{II}`$region can thus be written as
$$N_{\mathrm{HI}}=_0^{r_I}𝑑rn_{\mathrm{HI}}=\frac{3+\alpha }{\alpha }\sigma _L^1\frac{t_s}{t_{\mathrm{rec}}},$$
(10)
independently of the source luminosity. Taking $`\alpha =0.5`$, $`t_s=10^7`$yr, and $`t_{\mathrm{rec}}=1.3`$Gyr at $`z_{\mathrm{em}}=7`$, one derives $`N_{\mathrm{HI}}=8.6\times 10^{15}\mathrm{cm}^2`$. This is too small a column (even in the case of a fast recombining clumpy medium) for the natural width of the line to exceed the thermal broadening. On the other hand, it is straightforward to derive from equations (1), (8), and (9) that the GP optical depth on the blue side of Ly$`\alpha `$due to partially ionized gas at a distance $`r<r_I`$ from the QSO is given by
$$\tau _{\mathrm{GP}}^{\mathrm{blue}}(r)2\left(\frac{r}{r_I}\right)^2\left(\frac{t_s}{t_{\mathrm{rec}}}\right)\left(\frac{cH^1}{r_I}\right)\left(\frac{3+\alpha }{\alpha }\right).$$
(11)
While the first two terms are of course smaller than unity, the third term is rather large, $`cH^1/r_I130h^1\mathrm{\Omega }_M^{1/2}/r_I`$Mpc at $`z_{\mathrm{em}}=7`$, and this means that only the inner parts of the $`\mathrm{II}`$region will be optically thin to the classical GP absorption. Note that $`\tau _{\mathrm{GP}}^{\mathrm{blue}}`$ just depends on the quasar luminosity, not on $`t_s`$ and $`r_I`$ separately, and that equations (8), (10), and (11) assume: (1) a steady luminosity, and (2) a uniform medium at the mean background density. The hydrogen neutral fraction will actually depend on the mean ionizing flux over the last $`t_{\mathrm{rec}}(n_{\mathrm{HI}}/\overline{n}_p)t_{\mathrm{rec}}`$ yr, while halos having collapsed from (say) 3$`\sigma `$ fluctuations may actually be sitting in slightly overdense regions.
## 4 Summary
The lack of a GP trough – i.e. the detection of transmitted flux shortward of the Ly$`\alpha `$wavelength – observed in the spectrum of the $`z_{\mathrm{em}}=5.8`$ SDSS quasar (Fan et al. 2000a) indicates that the IGM was already highly ionized at that redshift, and that sources of ultraviolet photons were present in significant numbers when the universe was less than 6% of its current age. At the time of writing, three quasars have already been found in the range $`5\mathrm{}<z_{\mathrm{em}}\mathrm{}<5.5`$ (Zheng et al. 2000; Stern et al. 2000; Fan et al. 2000b), and two galaxies have been spectroscopically confirmed at $`z_{\mathrm{em}}\mathrm{}>5.6`$ (Hu, McMahon, & Cowie 1999; Weymann et al. 1998). It is estimated that the SDSS could reveal tens of additional sources at these epochs, and one QSO at $`z_{\mathrm{em}}\mathrm{}>6`$ about twice as luminous as 3C273 in every 1500 deg<sup>2</sup> of the survey (Fan et al. 2000a).
Near-future studies of the rest-frame UV spectra of high-redshift quasars and star-forming galaxies could then conceivably provide important probes of the formative early stages of cosmic evolution. In this Letter we have discussed one of the first signs of an object radiating prior to the transition from a neutral to an ionized universe, the red damping wing of the GP trough. We have shown that the local photoionized zones which will inevitably surround luminous quasars at early epochs will greatly reduce the scattering opacity between the redshift of the source and the boundary of its Mpc-size $`\mathrm{II}`$region, thus increasing the transmission of photons on the red side of the Ly$`\alpha `$resonance. To better gauge this effect on real data, we have plotted in Figure 2 the Keck/LRIS spectrum of the faint $`z_{\mathrm{em}}=5.5`$ quasar RD J0301117$`+`$002025 (Stern et al. 2000), redshifted to $`z_{\mathrm{em}}=7`$. The figure depicts the same $`800`$Å-wide region of the observed spectrum around the Ly$`\alpha `$resonance, together with the transmission $`\mathrm{exp}(\tau _{\mathrm{GP}})`$ assuming the QSO is being observed prior to the reionization epoch at $`z_{\mathrm{rei}}=6`$. This should be taken just as an illustrative example, as in some numerical simulations (e.g. Ciardi et al. 2000) reionization was already well in progress prior to redshift 6, and the form of the damping profile would be different in the case of patchy ionization along the line of sight. Four cases are shown, as the emission rate of UV photons which ionize the IGM in the vicinity of the quasar is increased from $`\dot{N}_i=0`$ to $`\dot{N}_i=10^{56},10^{57},`$ and $`10^{58}`$ s<sup>-1</sup>. The calculations assume a source lifetime of $`t_s=10^7`$yr. The suppression effect of the Ly$`\alpha `$emission line by the wing of the GP trough, while clearly visible in the absence of a local $`\mathrm{II}`$region (top-left panel), weakens significantly as the size of the photoionized zone increases. On the blue side of the resonance, the transmission profile is due to the combination of two effects: (1) the damping wing – i.e. the curve in the top-left panel at $`\lambda _{\mathrm{obs}}>\lambda _\alpha (1+z_{\mathrm{em}})`$ – shifted to the blue by the difference between the redshift of the $`\mathrm{II}`$region boundary and the quasar redshift; and (2) the ordinary GP optical depth from the residual neutral gas in the $`\mathrm{II}`$zone. The first of these contributions depends on $`N_i`$ (i.e. on the luminosity $`\dot{N}_i`$ multiplied by the source lifetime $`t_s`$), whereas the second just depends on $`\dot{N}_i`$. Figure 3 shows a similar set of spectra and transmissions at earlier epochs, with $`z_{\mathrm{em}}=9`$, $`z_{\mathrm{rei}}=8`$, and a recombination timescale which is $`(10/8)^3`$ times shorter.
Depending on the amount of H-ionizing photons which escape the $`\mathrm{I}`$galactic layers into the intergalactic space, the red damping wing may be more easily detected in the spectra of star-forming early galaxies (as well as luminous sources with a short duty cycle). For standard initial mass functions, about 3000–4000 photons are produced above 13.6 eV for every stellar baryon. Thus a galaxy which turns a gas mass $`M_{}`$ into stars will radiate a total of about $`10^{68.6}(M_{}/10^8\mathrm{M}_{})`$ Lyman-continuum photons. It is clear from Figure 1 that the effect of its local $`\mathrm{II}`$region on the shape of the GP absorption profile would be negligible if the escape fraction was (say) $`\mathrm{}<10\%`$. In this case, large $`\mathrm{II}`$regions may still be expected if these early galaxies were highly clustered on Mpc scales.
###### Acknowledgements.
Support for this work was provided by NASA through ATP grant NAG5–4236 (P. M.), by a B. Rossi Visiting Fellowship at the Observatory of Arcetri (P. M.), and by the Royal Society (M. J. R.). We are indebted to D. Stern and H. Spinrad for providing the spectrum of quasar RD J030117$`+`$002025. Results similar to the ones presented here have been reached independently by Cen & Haiman (2000).
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# The Very Low Energy Solar Flux of Electron and Heavy-Flavor Neutrinos and Antineutrinos
## Abstract
We calculate the thermal flux of low-energy solar neutrinos and antineutrinos of all flavors arising from a variety of neutrino pair processes: Compton production (including plasmon-pole diagrams), neutral current decay of thermally populated nuclear states, plasmon decay, and electron transitions from free to atomic bound states. The resulting flux density per flavor is significant ($`10^810^9`$/cm<sup>2</sup>/sec/MeV) below $``$ 5 keV, and the distributions fill much of the valley between the high-energy edge of the cosmic background neutrino spectrum and the low energy tails of the pp-chain electron neutrino and terrestrial electron antineutrino spectra. Thermal neutrinos carry information on the solar core temperature distribution and on heavy flavor neutrino masses for $`m_{\nu _\mu }`$ or $`m_{\nu _\tau }\text{ }>`$ 1 keV. The detection of these neutrinos is a daunting but interesting challenge.
A great deal of effort has been invested in detecting the solar electron neutrinos produced as a byproduct of solar fusion . This letter focuses on another source of solar neutrinos, those produced by charged- and neutral-current thermal processes operating in the solar core. While the mean energy of these neutrinos is low, on the order of the solar core temperature $`kT_c`$ 1.3 keV, and their total flux quite modest, their flux density at earth is significant, ranging up to $`10^9`$/cm<sup>2</sup>/sec/MeV per flavor. Thus, above cosmic microwave energies $`ϵ_\nu \text{ }>10^2`$ eV, this is the dominant source of low-energy heavy-flavor neutrinos, and of electron neutrinos below $``$ 5 keV, where the low-energy tails of the solar fusion and terrestrial radioactivity neutrino spectra are encountered. In this letter we describe the processes producing such neutrinos and comment on the physics that might be extracted from their flux.
The pair neutrino mechanisms we consider are illustrated in Fig. 1. The first is Compton production, a mechanism we find dominates the high-energy tail of the thermal distribution. The second is Compton production with a plasmon intermediate state, a process we believe has not been considered previously. The third is the decay of a plasmon into a $`\nu \overline{\nu }`$ pair. Both the ordinary Compton and plasmon processes are familiar neutrino cooling processes in stars . The fourth is the decay of a thermally populated excited nuclear state by pair emission, a process that can contribute at solar temperatures only in the case of an M1 transition at an anomalously low energy. Bahcall, Treiman, and Zee identified the 14.4 keV Mossbauer transition in <sup>57</sup>Fe as the principal contributor in the sun. The fifth process is pair emission as an electron makes the transition from a free state to a bound atomic orbital, the analog of an electromagnetic process known to be quite important to the solar opacity .
The Compton process, as well as the other three leptonic mechanisms mentioned above, are governed by the weak Hamiltonian
$$H=\frac{G}{2\sqrt{2}}\overline{e}(g_V\gamma _\mu g_A\gamma _\mu \gamma _5)e\overline{\nu }\gamma ^\mu (1\gamma _5)\nu .$$
(1)
The couplings for heavy flavor neutrinos are $`g_V=14\mathrm{sin}^2\theta _w`$ and $`g_A=1`$, while for electron neutrinos one obtains, after a Fierz transformation of the charged current interaction, the effective couplings $`g_V=(1+4\mathrm{sin}^2\theta _w)`$ and $`g_A`$ = – 1. The Compton rate per unit volume is then given by
$`{\displaystyle \frac{dN_C}{dt}}`$ $`=`$ $`{\displaystyle n_\gamma (k)\frac{d^3k}{2\omega (2\pi )^3}n_e(p)\frac{m_ed^3p}{\omega _p(2\pi )^3}(2\pi )^4\delta ^{(4)}(p+kp^{}q)}`$ (3)
$`{\displaystyle \underset{\{m\}}{}}|M_C|^2(1n_e(p^{})){\displaystyle \frac{m_ed^3p^{}}{\omega _p^{}(2\pi )^3}}{\displaystyle \frac{d^3p_\nu }{2ϵ_\nu (2\pi )^3}}{\displaystyle \frac{d^3p_{\overline{\nu }}}{2ϵ_{\overline{\nu }}(2\pi )^3}},`$
where $`(\omega ,\stackrel{}{k})`$ is the four-momentum of the incident photon, $`q=(\omega _\gamma ,\stackrel{}{q})p_\nu +p_{\overline{\nu }}`$, $`\omega _p=m_e+ϵ_pm_e+\stackrel{}{p}^{\mathrm{\hspace{0.17em}2}}/2m_e`$, and $`_{\{m\}}`$ denotes the summation over the spins and polarizations. The Fermi and Bose-Einstein thermal distribution functions are
$`n_e(p)`$ $`=`$ $`{\displaystyle \frac{1}{\mathrm{exp}[(ϵ_p\mu )/T]+1}}`$ (4)
$`n_\gamma (k)`$ $`=`$ $`{\displaystyle \frac{1}{\mathrm{exp}[\omega _\gamma /T]1}}.`$ (5)
The chemical potential $`\mu `$, which is determined by the electron density and temperature, is $`2.1`$ keV at the solar core, so that the electron gas is slightly degenerate.
The spin sum yields
$$\underset{\{m\}}{}|M_C|^2=\frac{\pi \alpha G^2}{2m_e^2\omega ^2}A^{\mu \nu }B_{\mu \nu },$$
(6)
where the neutrino tensor is
$$A^{\mu \nu }=8[(p_\nu ^\mu p_{\overline{\nu }}^\nu +p_\nu ^\nu p_{\overline{\nu }}^\mu p_\nu p_{\overline{\nu }}g^{\mu \nu })+iϵ^{\rho \mu \sigma \nu }p_{\nu }^{}{}_{\rho }{}^{}p_{\overline{\nu }}^{}{}_{\sigma }{}^{}].$$
(7)
After making a nonrelativistic reduction the electron tensor is found to be
$$B_{\mu \nu }=\underset{\{ϵ\}}{}\left\{2(g_V^2+g_A^2)(\omega ϵ_\mu +\delta _{\mu 0}ϵq)(\omega ϵ_\nu +\delta _{\nu 0}ϵq)+2g_A^2[k_\mu k_\nu (ϵq)^2g_{\mu \nu }]\right\}.$$
(8)
The remaining evaluation is simplified by the fact that $`Tm_e`$, allowing one to treat the electrons in a static approximation. They absorb momentum but no energy, $`\omega \omega _\gamma ϵ_\nu +ϵ_{\overline{\nu }}`$, which leads to
$$\frac{dN_C}{dt}=\frac{n_e^{}G^2\alpha }{6\pi ^4m_e^2}(g_V^2+5g_A^2)_0^{\mathrm{}}𝑑ϵ_\nu 𝑑ϵ_{\overline{\nu }}n_\gamma \frac{ϵ_\nu ^2ϵ_{\overline{\nu }}^2}{\omega _\gamma }\left(\omega _\gamma ^2\frac{2}{3}ϵ_\nu ϵ_{\overline{\nu }}\right),$$
(9)
where $`n_e^{}=2/(2\pi )^3d^3pn_e(p)(1n_e(p))`$ .
The plasma produces an interesting modification of this result, illustrated in Fig. 1b. The long-range Coulomb force between charges in the plasma produces a collective plasma oscillation, the longitudinal plasmon, characterised by the plasma frequency $`\omega _{pl}`$. The transverse plasmons are photon modes that develop an effective mass equal to $`\omega _{pl}`$ ($`\mathrm{}=c=k_B=1`$).
Neglecting the small contribution due to ionic charges, the plasma frequency is given by $`\omega _{pl}^2={\displaystyle \frac{4\pi n_e\alpha }{m_e}}`$, where $`\alpha `$ is fine-structure constant, $`m_e`$ is the electron mass, and $`n_e=N_A\rho /\mu _e`$ is the electron number density. Here $`N_A`$ is Avogadro’s number, $`\mu _e=2/(1+X)`$ is the electron’s effective molecular weight, and $`X`$ is the mass fraction of hydrogen. At the center of the sun, $`\omega _{pl}`$ 0.28 keV. In the classical limit the dispersion relation for the transverse plasmon is
$$\omega _\gamma ^2=\omega _{pl}^2(1+\stackrel{}{q}^{\mathrm{\hspace{0.17em}2}}/k_D^2)+\stackrel{}{q}^{\mathrm{\hspace{0.17em}2}},$$
(10)
while that for the longitudinal plasmon is $`(0|\stackrel{}{q}|\text{ }<\omega _{pl})`$
$$\omega _\gamma ^2=\omega _{pl}^2(1+3\stackrel{}{q}^{\mathrm{\hspace{0.17em}2}}/k_D^2).$$
(11)
Here $`\omega _\gamma `$ is the energy of the plasmon and $`\stackrel{}{q}`$ is the momentum. Since the Debye wavenumber $`k_D=\sqrt{{\displaystyle \frac{4\pi \alpha n_e}{T}}}`$ is much greater than $`\omega _{pl}`$, the plasmon energy is always very close to the plasma frequency.
The plasmon contributions to the Compton process involve both the vector–vector polarization $`\mathrm{\Pi }_{\mu \nu }^{VV}`$ and the vector–axialvector polarization $`\mathrm{\Pi }_{\mu \nu }^{VA}`$. The terms involving $`\mathrm{\Pi }_{\mu \nu }^{VA}`$ are negligible, suppressed by $`(\alpha \frac{T}{m_e})^2`$ in the rate. While the simple Compton and pole amplitudes interfere, this interference can be ignored since the pole contribution is so narrowly peaked at kinematics defined by $`q_\mu ^2\omega _{pl}^2`$. It follows that the pole contribution simply $`adds`$ to Eq. (6) the following term
$$B_{\mu \nu }^P=2g_V^2[(\epsilon ^1)_{\mu \sigma }(\epsilon ^1)_{\nu \rho }^{}g_{\mu \sigma }g_{\rho \nu }]\underset{\{ϵ\}}{}(\omega ϵ^\sigma +\delta _{\sigma 0}ϵq)(\omega ϵ^\rho +\delta _{\rho 0}ϵq),$$
(12)
where $`(\epsilon ^1)_{\mu \nu }=g_{\mu \nu }+D_{\mu \sigma }\mathrm{\Pi }_\nu ^\sigma `$ is the inverse of the usual dielectric tensor of the plasma, $`D_{\mu \nu }`$ being the full photon propagator. (The zeros of the determinant of the dielectric tensor determine the plasmon modes.) As this contribution is proportional to $`g_V^2`$, it is numerically significant only for electron neutrinos.
The net contribution of the plasmon pole can be evaluated by integrating over a sharply-peaked off-shell region determined by the small width of the plasmon. The plasmon width is zero in the random phase approximation (decay into one-particle one-hole electron states is forbidden for timelike $`q_\mu ^2`$). Thus one must go to the next order: we take the width from the two-particle two-hole calculation of DuBois $`et`$ $`al`$ . As we are primarily interested in neutrino energies above $`\omega _{pl}`$, the longitudinal mode can be ignored. A somewhat tedious calculation then yields the additional contribution to the Compton rate from transverse plasmons
$$\frac{dN_P}{dt}=\frac{n_e^{}G^2\alpha }{48\pi ^4m_e^2}g_V^2𝑑ϵ_\nu 𝑑ϵ_{\overline{\nu }}n_\gamma \frac{\omega _{pl}^6\pi }{\omega _\gamma ^3\mathrm{Im}ϵ_t}(ϵ_\nu ^2+ϵ_{\overline{\nu }}^2).$$
(13)
The imaginary part of the transverse dielectric function is
$$\mathrm{Im}ϵ_t=\frac{\lambda }{10\pi ^2}\frac{\stackrel{}{q}^{\mathrm{\hspace{0.17em}2}}}{k_D^2}\frac{\omega _{pl}^5}{\omega _\gamma ^5}[4J(\omega _\gamma )/3+I(\omega _\gamma )],$$
(14)
where the plasma parameter $`\lambda =k_D^3/n_e`$, and
$`J(\omega _\gamma )`$ $``$ $`2\sqrt{\pi },`$ (15)
$`I(\omega _\gamma )`$ $``$ $`\sqrt{\pi }{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{dx}{2x}}\mathrm{exp}[x\omega _\gamma ^2/(16T^2x)].`$ (16)
These expressions are valid for $`\omega _\gamma \omega _{pl}`$ and $`|\stackrel{}{q}|k_D5.5`$ keV. The lower bound on $`\omega _\gamma `$ is important: plasmon contributions are large at low energies, so that later numerical results should be viewed with caution in this region. The constraint for large $`|\stackrel{}{q}|`$ is not a concern. At large $`|\stackrel{}{q}|`$ and thus large $`ϵ_\nu +ϵ_{\overline{\nu }}`$, the pole contribution is small and thus uninteresting relative to other processes: the pole diagrams become $`O(\alpha )`$ corrections to the vector-coupling part of the simple Compton process.
We note that the analogous Compton plasmon pole calculation for very hot or dense stars would require a finite-temperature relativistic calculation for the imaginary part of the polarization insertions beyond the random phase approximation. We believe no such calculation has yet been performed.
The contribution of direct transverse plasmon decays into $`\nu \overline{\nu }`$ is illustrated in Fig. 1c. Note that this process and the Compton plasmon pole process are entirely distinct: the plasmon is off shell in the pole process. The decay rate per unit volume is given by
$$\frac{dN_\gamma }{dt}=n_\gamma \frac{d^3q}{2\omega _\gamma (2\pi )^3}\frac{d^3p_\nu }{2ϵ_\nu (2\pi )^3}\frac{d^3p_{\overline{\nu }}}{2ϵ_{\overline{\nu }}(2\pi )^3}(2\pi )^4\delta ^{(4)}(p_\nu +p_{\overline{\nu }}q)\underset{\{ϵ\}}{}|M_\gamma |^2,$$
(17)
where $`_{\{ϵ\}}`$ denotes the summation over the two polarizations and
$$|M_\gamma |^2=A^{\mu \nu }(\mathrm{\Gamma }_{\mu \alpha }ϵ^\alpha )(\mathrm{\Gamma }_{\nu \beta }ϵ^\beta )^{},$$
(18)
with $`\mathrm{\Gamma }_{\mu \alpha }`$ the effective photon-neutrino coupling and $`ϵ_\alpha `$ the photon polarization four-vector. The neutrino tensor $`A^{\mu \nu }`$ is given by Eq. (5), while $`\mathrm{\Gamma }^{\mu \alpha }`$ can be determined from the VV and VA polarization insertions. The latter is again negligibly small. We find
$$\mathrm{\Gamma }^{\mu \alpha }ϵ_\alpha =\frac{G}{4\sqrt{2\pi \alpha }}g_V\mathrm{\Pi }_t(q)(0,\stackrel{}{ϵ})^\mu ,$$
(19)
where the transverse VV polarization insertion can be approximated by $`\mathrm{\Pi }_t(q)\omega _{pl}^2`$. The final result then reduces to
$$\frac{dN}{dt}=\frac{G^2}{128\pi ^4}\frac{g_V^2}{\alpha }\omega _p\mathrm{}^6\frac{1}{\omega _\gamma ^2}\frac{1}{ϵ^{\omega _\gamma /kT}1}(ϵ_\nu ^2+ϵ_{\overline{\nu }}^2)𝑑ϵ_\nu 𝑑ϵ_{\overline{\nu }},$$
(20)
where $`\omega _\gamma =ϵ_\nu +ϵ_{\overline{\nu }}`$ and the integrations extend over all neutrino energies satisfying $`\omega _\gamma >\omega _p\mathrm{}`$. We have ignored the contribution of longitudinal plasmons, which again contribute only if $`ϵ_\nu +ϵ_{\overline{\nu }}\omega _p\mathrm{}`$.
Neutral current decays of excited nuclear states can produce pair neutrinos (Fig. 1d). The importance of a given element depends on the probability that the excited state will be thermally populated, on the element’s solar mass fraction, and on the strength of the isovector axial (M1) transition matrix element. As noted in Ref. , the important metal is <sup>57</sup>Fe because of the low-lying $`3/2^{}1/2^{}`$ Mössbauer transition, despite the low solar abundance of this isotope (mass fraction of 3.26 $`10^5`$ ). We can express the pair neutrino rate per flavor in terms of the known gamma decay rate $`\omega _\gamma =7.4110^5`$/sec (thereby eliminating most of the nuclear physics uncertainty)
$$\frac{dN}{dt}=\frac{\omega _\gamma }{1+\delta ^2}N_{57}\frac{3}{\pi ^3}\frac{G^2F_A^2}{\alpha }\frac{M_N^2}{W_0^3}\frac{e^{W_0/T}}{[\mu _1+(\mu _0\frac{1}{2})\beta \eta ]^2}_0^{W_0}ϵ_\nu ^2(W_0ϵ_\nu )^2𝑑ϵ_\nu ,$$
(21)
where $`N_{57}`$ is the number density of <sup>57</sup>Fe nuclei in the solar core, $`W_0`$ = 14.4 keV is the $`3/2^{}1/2^{}`$ transition energy, $`\delta `$ = 0.0022 is the E2/M1 mixing ratio, $`\mu _0`$ = 0.88 and $`\mu _1`$ = 4.71 are the isoscalar and isovector magnetic moments, and $`F_A`$ = 1.26 is the axial vector coupling constant. The nuclear-structure-dependent terms
$`\eta ={\displaystyle \frac{<J_f||\underset{i=1}{\overset{A}{}}\stackrel{}{\mathrm{}}(i)\tau _3(i)||J_i>}{<J_f||_{i=1}^A\stackrel{}{\sigma }(i)\tau _3(i)||J_i>}}0.80`$ (22)
$`\beta ={\displaystyle \frac{<J_f||\underset{i=1}{\overset{A}{}}\stackrel{}{\sigma }(i)||J_i>}{<J_f||_{i=1}^A\stackrel{}{\sigma }(i)\tau _3(i)||J_i>}}1.19`$ (23)
are taken from the shell model calculations of Ref. . Note that the maximum rate for Eq. (18) occurs when $`W_0=5T`$, or about 6.5 keV in the solar core, so the <sup>57</sup>Fe transition would be more effective in somewhat hotter stars.
The final neutrino pair process we consider is $`Z^0`$ emission in the transition of a continuum electron to a bound atomic orbital (Fig. 1e). Although such free-bound transitions to atomic states in Fe and other metals are known to be an important contributor to the solar opacity , relatively little attention has been paid to the analogous weak process. Early work was flawed by the use of plane waves for the continuum state: the resulting nonorthogonality of the initial and final wave functions leads to an overestimation of the rate by a factor proportional to $`m_e/T`$. More recently the process was treated correctly by Kohyama, Itoh, Obama, and Mutoh , who tabulated total cooling rates for a variety of metals using the dipole approximation (which we also adopt) and the transition to the $`n=1`$ $`\mathrm{}=0`$ atomic bound state.
The rate for capturing into Bohr orbits described by $`(n,\mathrm{})`$ is
$$\frac{dN}{dt}=N(Z)f(n,\mathrm{})d^3\stackrel{}{p}\frac{2}{(2\pi )^3(e^{(ϵ_p\mu )/kT}+1)}v_p\sigma (p)$$
(24)
where $`ϵ_p=ϵ_\nu +ϵ_{\overline{\nu }}E_b(n,\mathrm{})`$ is the continuum electron’s energy, $`E_b(n,\mathrm{})`$ is the (positive) Bohr orbit binding energy, $`N(Z)`$ is the number density of the atoms in the solar core, $`v_p`$ is the electron velocity, $`\sigma (p)`$ is the cross section for capture of an electron of momentum $`p`$ on the ion (averaged over initial electron spin and summed over all final lepton spins), and $`f(n,\mathrm{})`$ is a blocking factor correcting for the incomplete ionization of the atomic shells. (In the solar interior, the only atomic shells not completely ionized are those with low $`n`$ and high $`Z`$.)
The differential cross section can be readily evaluated in the dipole approximation, as discussed in Ref. . The result is
$`\sigma (p)`$ $`=`$ $`{\displaystyle \frac{1}{v_p}}{\displaystyle \frac{G^2}{9\pi ^2}}q_0^7\left(\mathrm{}|n\mathrm{}|r|p\mathrm{}1|^2+(\mathrm{}+1)|n\mathrm{}|r|p\mathrm{}+1|^2\right)`$ (25)
$`\times `$ $`{\displaystyle _0^1}dx(1x)^2x^2[g_V^2(2x^22x+3)+2g_A^2(5x^25x+3)`$ (27)
$`\pm {\displaystyle \frac{q_0}{m_e}}g_Vg_A(16x^324x^2+14x3)+({\displaystyle \frac{q_0}{2m_e}})^2g_V^2(28x^456x^3+46x^218x+3)]`$
where $`q_0=ϵ_\nu +E_b(n,\mathrm{})=ϵ_\nu +ϵ_{\overline{\nu }}`$, $`x=ϵ_\nu /q_0`$, and where the radial integrals are defined with unit normalization for the incoming continuum electron wave function of momentum $`p`$. The $`\pm `$ sign on the third term distinguishes the $`\nu `$ (+) and $`\overline{\nu }`$ (-) spectral distributions. The radial integrals between hydrogenic bound states and spherical components of the incoming Coulomb wave of momentum $`\stackrel{}{p}`$ can be evaluated in closed form . The integration over the neutrino spectrum can be readily performed to give
$$\sigma (p)=\frac{1}{v_p}\frac{G^2}{105\pi ^2}q_0^7\left(g_V^2+\frac{3}{2}g_A^2+\frac{5}{27}g_V^2(\frac{q_0}{2m_e})^2\right)M^2,$$
(28)
where $`M^2`$ is the matrix element of Eq. (21). The first two terms agree with the corresponding calculation of Ref. . In using Eq. (21) to evaluate the free-bound neutrino spectrum, we ignore the terms proportional to $`q_0/m_e`$, which are clearly quite small at solar temperatures. This eliminates the VA interference term that distinguishes the $`\nu `$ and $`\overline{\nu }`$ distributions.
The qualitative features of free-bound transitions can be understood readily. As the four-momentum transfer to the neutrinos is timelike, the corresponding momentum transfer $`|\stackrel{}{q}|q_0\frac{3}{2}T2`$ keV, so that $`|\stackrel{}{q}|a_0/Z0.5/Z`$, where $`a_0/Z`$ is the Bohr radius of the element of charge Z. Thus the dipole approximation used above is somewhat marginal for hydrogen, but quite reasonable for heavier species. In our calculations we took abundances for H, He, C, N, and O from standard solar model results, and adopted Cameron abundances for heavy metals (Ne, Mg, Si, S, Fe). The results (see Fig. 2) show that hydrogen accounts for about 1% of the captures, despite its high abundance: free-bound transition are dominated by the heavier metals. Thus the dipole approximation is very well justified.
The importance of the heavier metals results from the fact that the electron’s appreciable momentum, $`p_e\sqrt{2m_e(\frac{3}{2}T)}`$ 45 keV, must be absorbed by the bound state, so that compact high $`Z`$ atomic states containing such high momentum components are favored. The dipole matrix elements depend on the parameter $`\eta =Z/a_0p_e0.08Z.`$ For small $`\eta `$ (thus small $`Z`$), the transition probabilities vary as $`\eta ^2\mathrm{}`$ and strongly favor capture into $`s`$ states. As long as $`\eta `$ is small, the $`n=1`$ state dominates the capture, accounting in hydrogen for 97% of the total at the peak of the free-bound neutrino spectrum. However this is not the case with high $`Z`$ ions, when $`\eta `$ becomes comparable to $`n`$: the $`n=1`$ transition in Fe accounts for only $``$ 60% of the total cross section. In our calculations we summed all transitions through $`n=5`$, which we found necessary for achieving 0.1% accuracy in the case of Fe.
Figure 2 shows that the heavy $`\alpha `$-stable metals, Ne, Mg, Si, and S, dominate the free-bound rate near the peak of the distribution, but give way to Fe at large $`ϵ_\nu `$. This reflects the kinematic advantage of Fe because of its larger atomic binding energy. At very low energies the CNO elements are the largest contributor. One might hope that the thermal solar neutrino flux could be exploited to probe the metallicity of the solar core, testing one of the assumptions of the standard solar model. As the sun is believed to have been highly convective at the onset of the main sequence, and thus homogenized, the standard solar model equates the initial core metal abundances to present-day surface abundances. It would be nice to verify this assumption experimentally by detecting the free-bound neutrino flux. Unfortunately we will see below that the free-bound flux is generally hidden by other, stronger thermal neutrino processes.
The contributions to the terrestrial neutrino flux from solar thermal neutrino processes were obtained by summing the contributions from the five processes described above and depicted in Fig. 1. The rates were folded with the standard solar model density and temperature profiles , which were also employed in calculating the electron chemical potential as a function of radius. Integrals were done over the solar core with a sufficient number of Gaussian mesh points to achieve a numerical accuracy of at least 0.1%. The distributions of heavy metals not taken from the standard solar model (Ne, Mg, Si, S, Fe) were assumed to be uniform throughout the sun: no attempt was made to estimate effects due to diffusion.
Figure 3 gives the resulting $`\nu _e/\overline{\nu }_e`$ and heavy-flavor flux densities. (Note that certain thermal processes, such as bound-bound transitions, will contribute but have not been estimated: as bound-bound transitions are known to be relatively unimportant to the solar opacity, we assumed they would also be small in the weak case. This process can be considered an omitted correction due to incomplete atomic ionization in the solar core.) The figure shows that the simple Compton process dominates the high-energy tails of both the $`\nu _e/\overline{\nu }_e`$ and heavy-flavor spectra, $`ϵ_\nu \text{ }>`$ 5 keV. In the heavy neutrino spectrum, the free-bound process dominates below 2 keV. Clearly the only “window” on core metallicity is then a tiny one, involving the enormously difficult task of observing very low energy heavy-flavor neutrinos. In the case of electron neutrinos, the pole contribution to the Compton process dominates below 5 keV. (The pole Compton and plasmon rates are proportional to $`g_V^2`$ and thus are very much smaller for heavy flavor neutrinos.) One concludes that the entire $`\overline{\nu }_e`$ spectrum – this is the species most likely to be detected some day – is governed by purely leptonic thermal processes that can be readily calculated from the core temperature distribution and electron density. Thus it is information on the core temperature that is encoded in this flux.
In Fig. 4 we superimpose the spectrum of thermal neutrinos, generated by summing all of the processes discussed here, on a familiar graph of sources contributing to the neutrino flux density at earth. The thermal contributions are significant. The peak of the thermal solar $`\nu _e`$ (or $`\overline{\nu }_e`$) flux density occurs at low energies, where the dominate production mechanisms are plasmon decay and the plasmon pole contribution to the Compton process. The peak flux density is $`10^9`$/cm<sup>2</sup>/sec/MeV, a value somewhat less than 1% that achieved at the peak of the pp solar fusion neutrino distribution and about an order of magnitude larger than the terrestrial $`\overline{\nu }_e`$ peak. The heavy-flavor flux density reaches its maximum at $``$ 2 keV, achieving a peak value about an order of magnitude below that found for electron neutrinos. It is the only important heavy-flavor contribution in Fig. 4 above cosmic background energies. The thermal $`\nu _e/\overline{\nu }_e`$ spectrum is the dominate feature above cosmic background energies and below $``$ 5 keV, where the solar fusion $`\nu _e`$ and terrestrial $`\overline{\nu }_e`$ distributions take over. The integrated $`\nu _e`$ and $`\nu _\mu `$ fluxes are $`2.110^6`$/cm<sup>2</sup>/sec and $`3.010^5`$/cm<sup>2</sup>/sec, respectively.
In using Fig. 4 it is important to remember that in our evaluation of the Compton pole process, and in our neglect of longitudinal plasmon decay, we have made approximations that should break down near and below $`ϵ_\nu \omega _{pl}`$. Thus these contributions to the low-energy results ($`\text{ }<0.3`$ keV) in Fig. 4 are a naive extrapolation, and should be viewed with caution.
The thermal neutrinos are unimportant to solar evolution as they account for a neglible fraction of the energy loss ($``$ 0.001%). However, the possibility that they could be exploited to check the solar core temperature is intriguing. The rate of the Compton process varies as $`T^7`$. Thus a 5% change in the core temperature – a variation that would significantly reduce the <sup>8</sup>B solar neutrino flux – would be expected to change the thermal neutrino flux by about 30%. The high-energy tail of the distribution would be considerably more sensitive to temperature variations, of course. This cross check on the standard solar model might be interesting because it is independent of nuclear cross sections, on composition gradients, or any other detailed aspects of the model. Another nice property of such a check is that the thermal $`\overline{\nu }_e`$ flux is left unaffected by the simplest MSW neutrino oscillation scenario : $`\overline{\nu }_e`$s do not experience a level crossing because the effective mass of the $`\overline{\nu }_e`$ has the wrong sign, assuming the usual mass hierarchy where the electron type is the lightest flavor. This contrasts with the case of solar fusion $`\nu _e`$s: in principle, the comparison of the pp, <sup>7</sup>Be, and <sup>8</sup>B neutrino fluxes is very sensitive to the core temperature, but in practice the fluxes appear to reflect neutrino oscillations, making the “thermometer” somewhat harder to read. Thus a second thermometer with quite different sensitivity to new physics (both in the MSW mechanism and in $`\delta m^2/ϵ_\nu `$) could be quite valuable.
In Fig. 5 we show where $`\overline{\nu }_e`$s of different energy are produced within the sun. Clearly the spectrum contains a great deal of information on the temperature $`distribution`$ within the sun.
These remarks are made because the most likely opportunity for measuring the thermal neutrino spectrum is a process that depends on flux density, not on total flux, and which samples that flux at a precise energy, the resonant reaction
$$\overline{\nu }_e+e^{}+(A,Z)(A,Z1).$$
(29)
This reaction has been discussed previously in connection with terrestrial $`\overline{\nu }_e`$ sources . Cross sections can be large in high $`Z`$ atoms, where the electron overlap with the nucleus is favorable. Because nuclear level widths are very narrow, this process samples the $`\overline{\nu }_e`$ flux density at a discrete energy. The are several possible candidate transitions with energies between 2 and 20 keV. (One that has been studied in connection with neutrino mass measurements is the decay of long-lived <sup>163</sup>Ho to <sup>163</sup>Dy, which has a positive q-value of less than 3 keV: either a neutrino mass or $`\overline{\nu }_e`$ inducement of electron capture alters the atomic orbits that participate in the capture.)
The heavy-flavor neutrino flux also contains interesting information: if the existence of this flux were established, it would immediately impose kinematic mass limits of $``$ 1 keV on the $`\nu _\mu `$ and $`\nu _\tau `$. Unfortunately there is no obvious possibility for measuring these species. The problem could well prove as difficult as in the case of the cosmic microwave neutrinos, where existing experimental bounds exceed the expected flux by about 15 orders of magnitude .
This work was supported in part by the US Department of Energy and by NASA under contract NAGW-2523.
Present address: JiaChina, Inc., 2785 Lawrenceville Hwy, Suite 106, Dacatur, GA 30033
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# Polymer confinement in undulated membrane boxes and tubes
## I Introduction
Recently much attention has been paid to the structure and dynamics of polymer chains restricted by two surfaces, or restricted in cylindrical pores . These conditions are relevant to a broad class of applications and biological functions, such as filtration, gel permeation chromatography, heterogeneous catalysis, oil recuperation.
When a polymer is confined to a smaller space, the entropy loss of a chain is higher. Here we call this simple rule the polymer confinement rule. It has been employed casually in the literature, however, it has a close connection with the uncertainty principle in quantum mechanics. Indeed, on a theoretical side, quantum mechanical wave equations have been applied to elucidate the behavior of the Gaussian chains when the radius of gyration of a chain is much larger than these structures. Therefore, the solutions of wave equations in some geometries are useful both for mesoscopic quantum physics and polymer physics.
The most prominent recent example is the calculation for curved geometries. Goldstone and Jaffe have shown that the bend of two and three dimensional tubes with a constant cross section lowers the ground state energy of a quantum particle constrained in the tubes. Correspondingly, the cylindrical bend of two parallel walls (2D tube) with a constant width reduces the entropy loss . Yaman et al. have shown in their series of works that entropic interactions between curved membranes and macromolecules such as flexible chain molecules and rigid rods may change the bare elastic constants of single membranes and bilayers .
In this paper, we focus on tubes in two and three dimensions with sinusoidal undulations keeping tube volumes constant. This lowers the ground state energy of quantum particles, and thus raises the entropy of Gaussian polymer chains. Corrugated walls induce additional kinetic energy along the walls, however, if bulges are formed, the waves are less confined in the transverse direction and localized in the bulges, which may decrease the total energy because of the uncertainty principle. In the same way, according to the polymer confinement rule, polymer chains may favor the undulations of tubes.
In section II, we first describe the polymer confinement rule, an intuitive argument for why a polymer in a confined space loses entropy. This approach is microscopic, which is different from the well-known scaling argument. Second, we provide the calculation procedure for Gaussian chains using quantum mechanics which is given in Ref.. In section III, we elucidate the effect of undulations using the variational method. We show that the wave equations have lower energy under long wavelength undulations. Correspondingly, long Gaussian chains acquire higher entropy with undulating constraints than with exactly flat or straight ones. For the three dimensional case, we compare the undulation effect with the Rayleigh area-minimizing instability . In the final section, we discuss implications of polymer-mediated entropic force for membrane boxes and tubes.
## II Correspondence to quantum mechanics
### A The polymer confinement rule
The entropy reduction of a confined random walk of $`N`$ steps between two parallel flat walls (distance $`\mathrm{\Delta }x`$ ) can be derived intuitively through the following microscopic reasoning. The number of steps that span the distance between the walls is described by $`\mathrm{\Delta }xlN_{}^{}{}_{}{}^{1/2}`$, and the gyration radius in a free space $`R_\mathrm{g}(\mathrm{\Delta }x)`$ is expressed as $`R_\mathrm{g}lN^{1/2}`$, where $`l`$ is a step length. Here $``$ implies that the numerical factors have been ignored.
Steps touching the walls should return. This requirement is the source of the entropy reduction . The chain reflects off the walls about $`N/N^{}`$ times. Let $`z`$ be the number of nearest positions on a lattice for a step. Then the number $`W`$ of total configurations of the confined chain is represented by
$$Wz^{NN/N^{}}(z/2)^{N/N^{}}=z^N(1/2)^{N/N^{}},$$
(1)
where the combination factor has been omitted. Then the entropy loss due to the walls for the Gaussian chain is $`\mathrm{\Delta }S=k_\mathrm{B}N/N^{}\mathrm{ln}2k_\mathrm{B}R_\mathrm{g}^2/(\mathrm{\Delta }x)^2`$. We write
$$(\mathrm{\Delta }x)^2\mathrm{\Delta }Sk_\mathrm{B}R_\mathrm{g}^2,$$
(2)
which corresponds to the uncertainty principle:
$$(\mathrm{\Delta }x)^2\mathrm{\Delta }E(\mathrm{\Delta }x)^2(\mathrm{\Delta }p)^2/mh^2/m,$$
(3)
where $`E`$, $`x`$, $`p`$, and $`m`$ are the energy, position, momentum and mass of a quantum particle, and $`h`$ is the Planck constant. On this basis, one can say that a polymer tends to escape from narrower spaces into wider or open spaces; in other words, the polymer tends to localize in wider spaces of the confined geometries, the same as with quantum particles.
### B Analytical theory for Gaussian chains
For a random walk, we consider the total number of paths that connect $`r`$ and $`r^{}`$ with $`N`$ steps, $`z^NG(𝐫^{},𝐫,N)`$, where $`z`$ is the number of neighboring sites. The boundary condition is
$$G(𝐫^{},𝐫,0)=\delta _{𝐫^{},𝐫}.$$
(4)
It is easy to show $`G(r^{},r,N)`$ is the solution of the diffusion equation:
$$\left(\frac{}{N}\frac{l^2}{6}_𝐫^2\right)G(𝐫^{},𝐫,N)=0,$$
(5)
where $`l`$ is the lattice constant, or the step length.
With the eigenfunction expansion:
$$G(𝐫^{},𝐫,N)=l^3\underset{n}{}\mathrm{\Psi }_n^{}(𝐫^{})\mathrm{\Psi }_n(𝐫)\mathrm{exp}\left(\frac{Nl^2E_n}{6}\right),$$
(6)
then, the problem reduces to the wave equation,
$$^2\mathrm{\Psi }_n(𝐫)+E_n\mathrm{\Psi }_n(𝐫)=0$$
(7)
with the boundary conditions. As is known, the eigenfunctions satisfy the orthogonality and completeness conditions:
$`{\displaystyle 𝑑r\mathrm{\Psi }_m^{}(𝐫)\mathrm{\Psi }_n(𝐫)}=\delta _{mn},`$ (8)
$`{\displaystyle \underset{n}{}}\mathrm{\Psi }_n^{}(𝐫^{})\mathrm{\Psi }_n(𝐫)=\delta (𝐫𝐫^{}).`$ (9)
Since the continuous limit is
$$\underset{l0}{lim}\delta _{𝐫^{},𝐫}/l^3=\delta (𝐫𝐫^{}),$$
(10)
Eq.(6) satisfies the boundary condition Eq.(4).
For excited states ($`i>1`$), when an equality
$$R_\mathrm{g}^2(E_iE_1)1,$$
(11)
is satisfied, the situation is called ground state dominance, which is our interest in this paper. Then we have,
$$G(𝐫,𝐫^{},N)\mathrm{\Psi }_0^{}(𝐫^{})\mathrm{\Psi }_0(𝐫)\mathrm{exp}\left(\frac{Nl^2E_1}{6}\right).$$
(12)
The partition function is a sum over all configurations:
$$Z=\frac{1}{V}𝑑𝐫𝑑𝐫^{}G(𝐫,𝐫^{},N).$$
(13)
Integrating out all uninteresting degrees of freedom, and we obtain the main term in the associated entropy change,
$$S=k_\mathrm{B}\mathrm{ln}Zk_\mathrm{B}\frac{Nl^2E_1}{6}.$$
(14)
For a Gaussian chain between two flat walls, the discrete part of the eigenvalues of Eq.(7) is
$$E_n=\frac{n^2\pi ^2}{(\mathrm{\Delta }x)^2},n=1,2,3,\mathrm{}.$$
(15)
To obtain the main term, we ignore the continuous part of the eigenvalues associated with two directions along walls. Then Eq.(11) is fulfilled. Thus, we have
$$Sk_\mathrm{B}\frac{\pi ^2}{6}\frac{R_\mathrm{g}^2}{(\mathrm{\Delta }x)^2}.$$
(16)
This is consistent with Eq.(2).
## III Variational proofs
Let $`C`$ be a tube in two dimensions (box) or in three dimensions. We will consider the wave equation,
$$(^2+E)\psi (𝐫)=0,$$
(17)
in $`C`$ subjected to the Dirichlet condition on walls: $`\psi (C)=0`$. The following calculations are applicable to both quantum particles and Gaussian polymers.
We define
$`\sigma [\psi ]\left({\displaystyle _C}d^D𝐫\psi ^2\psi \right)\left({\displaystyle _C}d^D𝐫\psi ^2\right)^1,`$ (18)
where $`D`$ is the dimension of the system. Our aim is to show
$$\mathrm{\Delta }[\psi ]\sigma [\psi ]\sigma _0>0,$$
(19)
where $`\sigma _0`$ corresponds to the ground state for the exactly flat or straight case. Since perturbations are sinusoidal, the integrals can be limited to a single wavelength, that of the perturbations. We compute a critical wavelength, down to which $`\mathrm{\Delta }[\psi ]`$ is positive. Our evaluation gives an upper bound for the critical wavelength, because we employ a trial function for $`\psi `$ in Eq.(18).
### A In two dimensions
As shown in Fig.1, a box is defined between two parallel lines described by
$$y_\pm (x)=\pm \frac{d}{2}(1+ϵ\mathrm{sin}ax),0<ϵ<1$$
(20)
with a width undulation function $`w(x)`$:
$$w(x)=d(1+ϵ\mathrm{sin}ax),$$
(21)
where $`a=2\pi /\lambda ,`$ $`\lambda `$ is the period of the undulation, and $`d`$ is the mean distance. Note that the volume is kept constant.
We will prove, with the variational method, that long-wave undulation lowers the total energy. Choose a candidate function with a variational constant $`\delta `$:
$$\psi (x,y)=\mathrm{cos}\left(\frac{\pi y}{w}\right)(1+\delta ϵ\mathrm{sin}ax),0\delta 1/ϵ.$$
(22)
$`\delta >0`$ implies localization at bulges. The denominator of Eq.(18) is
$`{\displaystyle \frac{1}{d}}{\displaystyle _{\frac{\lambda }{2}}^{\frac{\lambda }{2}}}𝑑x{\displaystyle _{\frac{w}{2}}^{\frac{w}{2}}}𝑑y\psi ^2={\displaystyle \frac{\lambda \gamma }{2}},`$ (23)
where
$$\gamma =1+\left(\delta +\frac{\delta ^2}{2}\right)ϵ^2>0.$$
(24)
It is elementary to calculate
$`{\displaystyle \frac{^2\psi }{y^2}}`$ $`=`$ $`\left({\displaystyle \frac{\pi }{w}}\right)^2\mathrm{cos}\left({\displaystyle \frac{\pi y}{w}}\right)(1+\delta ϵ\mathrm{sin}ax),`$ (25)
$`{\displaystyle \frac{^2\psi }{x^2}}`$ $`=`$ $`[\pi {\displaystyle \frac{w^{\prime \prime }}{w^2}}y\mathrm{sin}\left({\displaystyle \frac{\pi y}{w}}\right)2\pi {\displaystyle \frac{w^2}{w^3}}y\mathrm{sin}\left({\displaystyle \frac{\pi y}{w}}\right)`$ (26)
$``$ $`\left(\pi {\displaystyle \frac{w^{}}{w^2}}\right)^2y^2\mathrm{cos}\left({\displaystyle \frac{\pi y}{w}}\right)](1+\delta ϵ\mathrm{sin}ax)`$ (27)
$`+`$ $`2\delta ϵa\pi {\displaystyle \frac{w^{}}{w^2}}y\mathrm{sin}\left({\displaystyle \frac{\pi y}{w}}\right)\mathrm{cos}ax`$ (28)
$``$ $`\delta ϵa^2\mathrm{cos}\left({\displaystyle \frac{\pi y}{w}}\right)\mathrm{sin}ax.`$ (29)
Then, a brief calculation yields
$`{\displaystyle \frac{1}{d}}{\displaystyle 𝑑y\psi \frac{^2\psi }{y^2}}`$ $`=`$ $`{\displaystyle \frac{\pi ^2}{2d^2}}{\displaystyle \frac{(1+\delta ϵ\mathrm{sin}ax)^2}{1+ϵ\mathrm{sin}ax}},`$ (30)
$`{\displaystyle \frac{1}{d}}{\displaystyle 𝑑y\psi \frac{^2\psi }{x^2}}`$ $`=`$ $`{\displaystyle \frac{\pi ^2+6}{24}}{\displaystyle \frac{ϵ^2a^2\mathrm{cos}^2ax}{1+ϵ\mathrm{sin}ax}}(1+\delta ϵ\mathrm{sin}ax)^2`$ (31)
$``$ $`\left({\displaystyle \frac{\delta ^2}{2}}+\delta \right)ϵ^2a^2\mathrm{sin}^2ax`$ (32)
$`+`$ $`{\displaystyle \frac{\delta ϵ^2a^2}{2}}\mathrm{cos}^2ax+{\displaystyle \frac{\delta ^2ϵ^3a^2}{2}}\mathrm{cos}^2ax\mathrm{sin}ax`$ (33)
$``$ $`{\displaystyle \frac{3\delta ^2ϵ^3a^2}{4}}\mathrm{sin}^3ax{\displaystyle \frac{(ϵa^2+2\delta ϵa^2)}{4}}\mathrm{sin}ax.`$ (34)
Using formulae given in Appendix A, we obtain
$`\gamma \sigma _y[\psi ]`$ $`=`$ $`{\displaystyle \frac{\pi ^2}{d^2}}\left({\displaystyle \frac{1}{\sqrt{1ϵ^2}}}2\delta A+\delta ^2A\right),`$ (35)
$`\gamma \sigma _x[\psi ]`$ $`=`$ $`a^2BD2\delta a^2\left({\displaystyle \frac{ϵ^2}{4}}CD\right)`$ (37)
$`\delta ^2a^2\left({\displaystyle \frac{ϵ^2}{2}}+CD\right),`$
where $`\sigma [\psi ]=\sigma _y[\psi ]+\sigma _x[\psi ]`$, and where
$`A`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{1ϵ^2}}}1={\displaystyle \frac{ϵ^2}{2}}+{\displaystyle \frac{3ϵ^4}{8}}+{\displaystyle \frac{5ϵ^6}{16}}+\mathrm{},`$ (38)
$`B`$ $`=`$ $`1\sqrt{1ϵ^2}={\displaystyle \frac{ϵ^2}{2}}+{\displaystyle \frac{ϵ^4}{8}}+{\displaystyle \frac{ϵ^6}{16}}+\mathrm{},`$ (39)
$`C`$ $`=`$ $`B{\displaystyle \frac{ϵ^2}{2}}={\displaystyle \frac{ϵ^4}{8}}+{\displaystyle \frac{ϵ^6}{16}}+\mathrm{},`$ (40)
$`D`$ $`=`$ $`{\displaystyle \frac{\pi ^2+6}{12}}.`$ (41)
For $`ϵ>0`$, we evaluate the deviation $`\mathrm{\Delta }[\psi ]`$ for $`\sigma _0=\pi ^2/d^2`$. To show $`\mathrm{\Delta }[\psi ]`$ is positive, we write as
$`\gamma \mathrm{\Delta }[\psi ]`$ $`=`$ $`{\displaystyle \frac{\pi ^2}{d^2}}A{\displaystyle \frac{\pi ^2}{\lambda ^2}}4BD`$ (42)
$`+`$ $`2\delta \left[{\displaystyle \frac{\pi ^2}{d^2}}\left(A+{\displaystyle \frac{ϵ^2}{2}}\right){\displaystyle \frac{\pi ^2}{\lambda ^2}}(4CD+ϵ^2)\right]`$ (43)
$``$ $`\delta ^2\left[{\displaystyle \frac{\pi ^2}{d^2}}\left(A{\displaystyle \frac{ϵ^2}{2}}\right)+{\displaystyle \frac{\pi ^2}{\lambda ^2}}(4CD+2ϵ^2)\right].`$ (44)
From this, it easy to show that there exists $`\delta `$ that makes $`\mathrm{\Delta }[\psi ]`$ positive in the long-wave undulation limit: $`\lambda \mathrm{}`$; $`\delta =1`$ for instance. Therefore, the ground state energy should be lower than that in the flat plane case. Notice that as is seen in Eq.(35) the decrease in energy $`2\delta A`$ appears in the transverse direction.
In order to estimate the critical wavelength $`\lambda _0`$, an approximation up to order $`ϵ^2`$ is
$`(\gamma /ϵ^2)\mathrm{\Delta }[\psi ]`$ $``$ $`2\delta ^2\left({\displaystyle \frac{\pi ^2}{\lambda ^2}}\right)+2\delta \left({\displaystyle \frac{\pi ^2}{d^2}}{\displaystyle \frac{\pi ^2}{\lambda ^2}}\right)`$ (46)
$`{\displaystyle \frac{\pi ^2}{2d^2}}2D{\displaystyle \frac{\pi ^2}{\lambda ^2}}.`$
Maximizing $`\mathrm{\Delta }[\psi ]`$ by changing the variational constant $`\delta `$, we compute the critical wavelength from $`\mathrm{\Delta }[\psi ]=0`$. Thus,
$`{\displaystyle \frac{\lambda _0}{d}}=\left({\displaystyle \frac{3+\sqrt{\frac{4\pi ^2}{3}+13}}{2}}\right)^{\frac{1}{2}}=2.014.`$ (47)
The critical wavelength is about two times the width of the box, implying that the bulge is at least the size of the width between walls. It is a quite reasonable value, because, in terms of quantum mechanics, if the undulation is shorter than $`\lambda _0`$, then the kinetic energy along walls will be higher than the confinement energy.
### B In three dimensions
It was shown by Plateau, later pursued by Rayleigh, then known as the Rayleigh instability, that the undulation of a tube with wavelength exceeding its circumferences reduces the surface area. Therefore, it is interesting to compare the polymer-mediated instability and the Rayleigh instability.
Consider a tube of unperturbed radius $`R_0`$ and an undulation function (Fig.2):
$$R(z)=R_c(1+ϵ\mathrm{sin}az),0<ϵ<1,$$
(48)
where $`a=2\pi /\lambda `$, and $`R_c`$ is determined by the constant volume condition of the tube. Thus,
$$R_c^2=R_0^2(1+ϵ^2/2)^1.$$
(49)
In order to remind readers of the Rayleigh instability, we calculate the surface area of the tube given by
$$A(ϵ;\lambda )=2\pi _0^\lambda R\sqrt{1+\left(\frac{dR}{dz}\right)^2}𝑑z.$$
(50)
We expand the square root for small perturbations and use Eq.(49). The area is
$$A(ϵ;\lambda )2\pi R_0\lambda \left[1+\frac{ϵ^2}{4}\left(\frac{(2\pi R_0)^2}{\lambda ^2}1\right)\right].$$
(51)
Therefore, if the wavelength is greater than the circumference of the tube, the area is less than that of the unperturbed perfect cylinder.
Now, we will prove that a long-wave undulation lowers the total energy with the variational method. Choose a trial function with a variational constant $`\delta `$:
$$\psi (r,z)=J_0\left(\frac{\alpha r}{R}\right)(1+\delta ϵ\mathrm{sin}az),0\delta 1/ϵ.$$
(52)
where $`J_0(r)`$ is the 0-th Bessel function:
$`{\displaystyle \frac{d^2J_0\left(\frac{\alpha r}{R}\right)}{dr^2}}+{\displaystyle \frac{1}{r}}{\displaystyle \frac{dJ_0\left(\frac{\alpha r}{R}\right)}{dr}}+\left({\displaystyle \frac{\alpha }{R}}\right)^2J_0\left({\displaystyle \frac{\alpha r}{R}}\right)=0,`$ (53)
and where $`\alpha =2.40483`$ is the smallest zero of $`J_0(x)`$. The denominator of Eq.(18) is
$`{\displaystyle _{\frac{\lambda }{2}}^{\frac{\lambda }{2}}}𝑑z{\displaystyle _0^R}𝑑r2\pi r\psi ^2=\pi \lambda R_c^2\beta \gamma ,`$ (54)
where $`\beta =J_1^2(\alpha )`$ and
$$\gamma =1+\frac{1}{2}(\delta ^2+4\delta +1)ϵ^2+\frac{3}{8}\delta ^2ϵ^4.$$
(55)
It is elementary to calculate
$`{\displaystyle \frac{^2\psi }{r^2}}+{\displaystyle \frac{1}{r}}{\displaystyle \frac{\psi }{r}}`$ $`=`$ $`\left({\displaystyle \frac{\alpha }{R}}\right)^2J_0\left({\displaystyle \frac{\alpha r}{R}}\right)(1+\delta ϵ\mathrm{sin}az),`$ (56)
$`{\displaystyle \frac{^2\psi }{z^2}}`$ $`=`$ $`[\alpha {\displaystyle \frac{R^{\prime \prime }}{R^2}}rJ_0^{}\left({\displaystyle \frac{\alpha r}{R}}\right)+\alpha {\displaystyle \frac{R^2}{R^3}}rJ_0^{}\left({\displaystyle \frac{\alpha r}{R}}\right)`$ (57)
$``$ $`\left(\alpha {\displaystyle \frac{R^{}}{R^2}}\right)^2r^2J_0\left({\displaystyle \frac{\alpha r}{R}}\right)](1+\delta ϵ\mathrm{sin}az)`$ (58)
$``$ $`2\alpha \delta ϵa{\displaystyle \frac{R^{}}{R^2}}rJ_0^{}\left({\displaystyle \frac{\alpha r}{R}}\right)\mathrm{cos}az`$ (59)
$``$ $`\delta ϵa^2J_0\left({\displaystyle \frac{\alpha r}{R}}\right)\mathrm{sin}az,`$ (60)
where, $`J_0^{}(x)=dJ_0(x)/dx`$, $`R^{}=dR(z)/dz`$, and $`R^{\prime \prime }=d^2R(z)/dz^2`$.
Using the calculation in Appendix B, we then obtain
$`\gamma \sigma [\psi ]`$ $`=`$ $`{\displaystyle \frac{\alpha ^2(2+\delta ^2ϵ^2)}{2R_c^2}}`$ (61)
$``$ $`a^2\left({\displaystyle \frac{4+\alpha ^2}{6}}ϵ^2+\delta ϵ^2+{\displaystyle \frac{\delta ^2ϵ^2}{2}}+{\displaystyle \frac{13+\alpha ^2}{24}}\delta ^2ϵ^4\right).`$ (62)
For $`ϵ>0`$, we evaluate $`\mathrm{\Delta }[\psi ]`$ for $`\sigma _0=\alpha ^2/R_0^2=b^2`$.
$`{\displaystyle \frac{\gamma \mathrm{\Delta }[\psi ]}{ϵ^2}}=`$ $``$ $`\left[{\displaystyle \frac{b^2ϵ^2}{8}}+a^2\left({\displaystyle \frac{1}{2}}+{\displaystyle \frac{13+\alpha ^2}{24}}ϵ^2\right)\right]\delta ^2`$ (63)
$`+`$ $`(2b^2a^2)\delta a^2{\displaystyle \frac{4+\alpha ^2}{6}}.`$ (64)
An approximation up to $`ϵ^2`$ is
$`{\displaystyle \frac{\gamma \mathrm{\Delta }[\psi ]}{ϵ^2}}`$ $``$ $`{\displaystyle \frac{a^2}{2}}\delta ^2+(2b^2a^2)\delta a^2{\displaystyle \frac{4+\alpha ^2}{6}}.`$ (65)
Maximizing $`\mathrm{\Delta }[\psi ]`$ by varying $`\delta `$, we calculate the critical wavelength from $`\mathrm{\Delta }[\psi ]=0`$. Thus, we have
$`4\alpha ^4x^44\alpha ^2x^2{\displaystyle \frac{1+\alpha ^2}{3}}=0,`$ (66)
where
$$x\frac{\lambda }{2\pi R_0}=\frac{b}{\alpha a},$$
(67)
is the ratio of the critical wavelength to that of the Rayleigh instability. Then the minimum $`x_0>0`$ is
$$x_0=\left(\frac{1+\sqrt{\frac{4+\alpha ^2}{3}}}{2\alpha ^2}\right)^{\frac{1}{2}}=0.493.$$
(68)
The critical wavelength is shorter than that of the Rayleigh instability.
## IV Discussion
We have shown that quantum mechanical particles confined in undulated boxes or tubes have lower energy, when the wavelength is greater than certain values, comparable to the width between walls or the radius of tubes. We have explained that the effect can easily be interpreted by the uncertainty principle. Quantum mechanical calculations immediately imply that long Gaussian chains in undulated boxes or tubes acquire higher entropy than in exactly flat or straight ones. Furthermore, it can be explained by the polymer confinement rule established in this paper, which is quite analogous to the uncertainty principle.
This polymer-mediated entropic force may play an important role in a number of systems: polymers in cell membranes, vesicles, microemulsions, and polymers confined in lamellar or cylindrical phases of surfactant and homopolymers blending into those of block copolymer systems. For instance, deformable flat membrane boxes with constant width $`d`$ containing the Gaussian chains ($`R_\mathrm{g}d`$) are unstable against the undulations. In the same way, cylindrical tubes with radius $`R`$ containing the Gaussian chains ($`R_\mathrm{g}R`$) are unstable against the undulations. From Eqs.(46) and (65), it is easy to see that the entropy gain increases with increasing undulation amplitude. Therefore, the undulation amplitude will grow until it is balanced by the elastic restoring force of the membrane, or until the membrane ruptures. In addition, the critical wavelength is shorter than that of the Rayleigh area-minimizing instability; the polymer-mediated interaction may trigger the undulation instability.
When the bare elastic modulus of a membrane is not small, for long wavelength undulations, the effect softens the surface tension of the membrane box. On the other hand, for short wavelength undulations, the effect hardens the surface tension because of the reduction of the entropy of confined polymers. It is quite remarkable that the discrimination point of softening or hardening (instabilizing or stabilizing) is determined by the distance between membranes.
One should be careful to interpret our results. First, because of the volume preserving condition, the undulation is not a simple expansion of membrane boxes or tubes by the thermal motion of polymers. Second, the calculation of wave equations does not correspond to the case when the wave length of undulations is longer than confined polymer sizes in boxes or tubes.
The polymer-mediated entropic force without undulations is proportional to $`d^3`$, where $`d`$ is the distance between walls, which decays slower than Van der Waals attractive interactions. This force is something like the excluded volume interactions of multimembranes systems known as the Helflich repulsive interaction. Finally, the polymer confinement rule for excluded volume chains is modified as $`(\mathrm{\Delta }x)^{5/3}\mathrm{\Delta }Sk_\mathrm{B}R_\mathrm{g}^{5/3}`$. We expect that the same entropic effect will exist for excluded volume chains.
## Appendix A
To tackle the integration of Eqs.(30)-(31), we define an integral:
$`<f(x)>={\displaystyle \frac{a}{2\pi }}{\displaystyle _{\frac{\pi }{a}}^{\frac{\pi }{a}}}{\displaystyle \frac{f(x)dx}{1+ϵ\mathrm{sin}ax}}.`$ (69)
By using a formula,
$`{\displaystyle \frac{dx}{1+ϵ\mathrm{sin}x}}={\displaystyle \frac{2}{\sqrt{1ϵ^2}}}\mathrm{tan}^1\left({\displaystyle \frac{\mathrm{tan}\frac{x}{2}+ϵ}{\sqrt{1ϵ^2}}}\right),`$ (70)
we have
$`<1>={\displaystyle \frac{1}{\sqrt{1ϵ^2}}}.`$ (71)
Hence, it yields
$`<\mathrm{sin}ax>`$ $`=`$ $`A/ϵ,`$ (72)
$`<\mathrm{sin}^2ax>`$ $`=`$ $`A/ϵ^2,`$ (73)
$`<\mathrm{cos}^2ax>`$ $`=`$ $`B/ϵ^2,`$ (74)
$`<\mathrm{cos}^2ax\mathrm{sin}ax>`$ $`=`$ $`C/ϵ^3,`$ (75)
$`<\mathrm{cos}^2ax\mathrm{sin}^2ax>`$ $`=`$ $`C/ϵ^4,`$ (76)
where $`A,B`$ and $`C`$ are defined in Eqs.(38)$``$(40).
## Appendix B
In this appendix, we provide some integrals of the Bessel functions. By using $`J_0^{}(x)=J_1(x)`$ and $`(xJ_1(x))^{}=xJ_0(x)`$, it is easy to verify the following integrals:
$`{\displaystyle 𝑑rrJ_0^2(cr)}=[{\displaystyle \frac{r^2}{2}}(J_0^2(cr)+J_1^2(cr))],`$ (77)
$`{\displaystyle 𝑑rr^2J_0(cr)J_0^{}(cr)}=[{\displaystyle \frac{r^2}{2c}}J_1^2(cr)],`$ (78)
$`{\displaystyle }drr^3J_0^2(cr)={\displaystyle \frac{1}{6}}[r^4J_0^2(cr)+(r^4{\displaystyle \frac{2}{c^2}}r^2)J_1^2(cr)`$ (79)
$`+{\displaystyle \frac{2}{c}}r^3J_0(cr)J_1(cr)].`$ (80)
Then, we obtain
$`{\displaystyle _0^R}𝑑rrJ_0^2\left({\displaystyle \frac{\alpha r}{R}}\right)`$ $`=`$ $`{\displaystyle \frac{R^2\beta }{2}},`$ (81)
$`{\displaystyle _0^R}𝑑rr^2J_0\left({\displaystyle \frac{\alpha r}{R}}\right)J_0^{}\left({\displaystyle \frac{\alpha r}{R}}\right)`$ $`=`$ $`{\displaystyle \frac{R^3\beta }{2\alpha }},`$ (82)
$`{\displaystyle _0^R}𝑑rr^3J_0^2\left({\displaystyle \frac{\alpha r}{R}}\right)`$ $`=`$ $`{\displaystyle \frac{R^4\beta }{6}}(1{\displaystyle \frac{2}{\alpha ^2}}).`$ (83)
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# PROBING THE GALACTIC CENTER BY GRAVITATIONAL LENSING
## 1 Introduction
Several observational campaigns have identified the center of our Galaxy with the supermassive compact dark object Sagittarius A (Sgr A) which is an extremely loud radio source $`^\mathrm{?}`$. Detailed information comes from dynamics of stars moving in the gravitational field of such a central object. The statistical properties of spatial and kinematical distributions are of particular interest: Using them, it is possible to establish the mass and the size of the object which are $`(2.61\pm 0.76)\times 10^6M_{}`$ concentrated within a radius of 0.016 $`pc`$ (about 30 $`lds`$) $`^\mathrm{?}`$. From this data, it is possible to state that a supermassive compact dark object is present at the Galactic Center and, furthermore, it is revealed by the motion of stars moving within a projected distance of less than 0.01 $`pc`$ from the radio source Sgr A at projected velocities in excess of 1000 $`km/s`$. Furthermore, a large and coherent counter–rotation, expecially of the early–type stars, is revealed. Observations of stellar winds nearby Sgr A give a mass accretion rate of $`dM/dt=6\times 10^6M_{}yr^1`$. Hence, the dark mass must have a density $`10^9M_{}pc^3`$ or greater and a mass–to–luminosity ratio of at least $`100M_{}/L_{}`$. The result is that the central dark mass is statistically very significant $`(68\sigma )`$ and cannot be removed even if a highly anisotropic stellar velocity dispersion is assumed. As a first conclusion, several authors state that, in the Galactic Center, there is either a single supermassive black hole or a very compact cluster of stellar-size black holes. Due to the above mentioned mass accretion rate, if Sgr A is a supermassive black hole, its luminosity should be more than $`10^{40}ergs^1`$. On the contrary, observations give a bolometric luminosity of $`10^{37}ergs^1`$. This discrepancy is the so–called “blackness problem” which has led to the notion of a “black hole on starvation” at the Galactic Center. Besides, the most recent observations probe the gravitational potential at a radius larger than $`4\times 10^4`$ Schwarzschild radii of a black hole of mass $`2.6\times 10^6M_{}`$ $`^\mathrm{?}`$ so that the supermassive black hole hypothesis is far from being conclusive. On the other hand, stability criteria rule out the hypothesis of a very compact stellar cluster in Sgr A. In fact, detailed calculations of evaporation and collision mechanisms give maximal lifetimes of the order of $`10^8`$ years which are much shorter than the estimated age of the Galaxy. Recently, other viable alternative models for the Galactic Center (and the center of several other galaxies) has been proposed. Essentially, the authors wonder if nonbaryonic condensations, given by massive neutrinos (or other fermions as gravitinos), or massive bosons could account for dynamics and size of Sgr A, without considering the supermassive black hole $`^\mathrm{?}`$<sup>,</sup>$`^\mathrm{?}`$<sup>,</sup>$`^\mathrm{?}`$. The main ingredient of such proposals is that nonbaryonic matter interacts gravitationally forming a supermassive ball in which the degeneracy pressure of fermions or Heisenberg uncertainty principle for bosons balance their self–gravity. Both mechanisms, also if in a completely different way, prevent from gravitational collapse. Such nonbaryonic condensations could have formed in the early epochs during a first–order gravitational phase transition.
## 2 Sgr A as a neutrino star
Various experiments are today running to search for neutrino oscillations. It is very likely that exact predictions for $`\nu _\mu \nu _{tau}`$ and $`\nu _\mu \nu _\tau `$ oscillations will be soon available. From all this bulk of data, it is possible to infer reasonable values of mass for $`\nu _e`$, $`\nu _\mu `$, and $`\nu _\tau `$. For our purposes, we are particularly interested in fermions which masses range between 10 and 25 keV$`/c^2`$. This choice allows the formation of supermassive degenerate objects $`^\mathrm{?}`$ (from $`10^6M_{}`$ to $`10^9M_{}`$). with a the large amount of radio emission. The theory of heavy neutrino condensates, bound by gravity, can be easily sketched $`^\mathrm{?}`$<sup>,</sup>$`^\mathrm{?}`$ by a Thomas–Fermi model for fermions. We can set the Fermi energy $`E_F`$ equal to the gravitational potential which binds the system, that is $`{\displaystyle \frac{\mathrm{}^2k_F^2(r)}{2m_\nu }}m_\nu \mathrm{\Phi }(r)=E_F=m_\nu \mathrm{\Phi }(r_0),`$ where $`\mathrm{\Phi }(r)`$ is the gravitational potential, $`k_F`$ is the Fermi wave number and $`\mathrm{\Phi }(r_0)`$ is a constant chosen to cancel the gravitational potential for vanishing neutrino density. The length $`r_0`$ is the estimated size of the condensation. If we take into account a degenerate Fermi gas, we get $`k_F(r)=\left(6\pi ^2n_\nu (r)/g_\nu \right)^{1/3},`$ where $`n_\nu (r)`$ is the neutrino number density and we are assuming that it is the same for neutrinos and antineutrinos within the condensation. The number $`g_\nu `$ is the spin degeneracy factor. Immediately we see that the number density is a function of the gravitational potential, i.e. $`n_\nu =f(\mathrm{\Phi }),`$ and the model is specified by it. The gravitational potential will obey a Poisson equation where neutrinos (and antineutrinos) are the source term: $`\mathrm{}\mathrm{\Phi }=4\pi Gm_\nu n_\nu .`$ We can assume the spherical symmetry and define the variable $`u=r[\mathrm{\Phi }(r)\mathrm{\Phi }(r_0)]`$ then the Poisson equation reduces to the radial Lané–Emden differential equation
$$\frac{d^2u}{dr^2}=\left(\frac{4\sqrt{2}m_\nu ^4Gg_\nu }{3\pi \mathrm{}^3}\right)\frac{u^{3/2}}{\sqrt{r}},$$
(1)
with polytropic index $`n=3/2`$. This equation is equivalent to the Thomas–Fermi differential equation of atomic physics, except for the minus sign that is due to the gravitational attraction of the neutrinos as opposed to the electrostatic repulsion between the electrons. If $`M_B`$ is the mass of the baryonic star internal to the condensation, the natural boundary conditions are $`u(0)=GM_B,u(r_0)=0.`$ The general solution $`^\mathrm{?}`$ of (1) has scaling properties and it is able to reproduce the observations. It well fits the observations toward the Galactic Center which estimate a massive object of $`M=(2.6\pm 0.7)\times 10^6M_{}`$ which dominates the gravitational potential in the inner ($`0.5`$pc) region of the bulge. In summary, a degenerate neutrino star of mass $`M=2.6\times 10^6M_{}`$, consisting of neutrinos with masses $`m12.0`$ keV$`/c^2`$ for $`g_\nu =4`$, or $`m14.3`$ keV$`/c^2`$ for $`g_\nu =2`$, does not contradict the observations. Considering a standard accretion disk, the data are in agreement with the model if Sgr A is a neutrino star with radius $`R=30.3`$ ld ($`10^5`$ Schwarzschild radii) and mass $`M=2.6\times 10^6M_{}`$ with a luminosity $`L10^{37}`$erg sec<sup>-1</sup>. Similar results hold also for the dark object ($`M3\times 10^9M_{}`$) inside the center of M87. Assuming the existence of such a neutrino condensate in the Galactic Center, it could act as a spherical lens for the stars behind so that their apparent velocities will be larger than in reality. Comparing this effects with the proper motion of the stars of the cluster near Sgr A, exact determinations of the physical parameters of the neutrino ball could be possible. In this case, gravitational lensing, always used to investigate baryonic objects, could result useful in order to detect a nonbaryonic compact object. Furthermore, since the astrophysical features of the object in Sgr A are quite well known $`^\mathrm{?}`$, accurate observations by lensing could contribute to the exact determination of particle constituents which could be, for example, neutrinos or gravitinos. Our heavy neutrino ball, being massive, extended and transparent, can be actually considered as a magnifying glass for stars moving behind it. If an observer is on Earth and he is looking at the Galactic Center, he should appreciate a difference in the motion of stars since lensed stars and non-lensed stars should have different projected velocity distributions. In other words, depending on the line of sight (toward the ball or outside the ball) it should be possible to correct or not the projected velocities by a gravitational lensing contribution and try to explain the bimodal distribution actually observed $`^\mathrm{?}`$<sup>,</sup>$`^\mathrm{?}`$. Detailed calculations in this sense are given in Capozziello & Iovane 1999 $`^\mathrm{?}`$ where the spatial and kinematical distributions of the stars nearby the Galactic Center are reproduced by using the neutrino condensate as a thick lens (a sort of magnifying glass).
## 3 Sgr A as a boson star
Also a gravitationally–bound boson condensate could explain the supermassive object in Sgr A. In general, the theory of a boson star can be constructed starting from the Lagrangian density of a massive complex self-gravitating scalar field (taking $`\mathrm{}=c=1`$)
$$=\frac{1}{2}\sqrt{g}\left[\frac{m_{\mathrm{Pl}}^2}{8\pi }R+_\mu \psi ^{}^\mu \psi U(|\psi |^2)\right],$$
(2)
where $`R`$ is the scalar of curvature, $`|g|`$ the modulus of the determinant of the metric $`g_{\mu \nu }`$, and $`\psi `$ is a complex scalar field with potential $`U`$. Since the potential is a function of the squared modulus of the field, we obtain a global $`U(1)`$ symmetry. This symmetry is related with the conserved number of particles $`^\mathrm{?}`$. The form of the potential gives a mini-boson, a boson, or a soliton stars. Conventionally, it is given by $`U=m^2|\psi |^2+{\displaystyle \frac{\lambda }{2}}|\psi |^4`$ where $`m`$ is the scalar mass and $`\lambda `$ a dimensionless coupling constant. Mini-boson stars are spherically symmetric equilibrium configurations with $`\lambda =0`$. Boson stars, on the contrary, have a non-null value of $`\lambda `$. Soliton stars are non-topological solutions with a finite mass, confined in a region of space, and non-dispersive. They are given by a potential of the form $`U=m^2|\psi |^2\left(1{\displaystyle \frac{|\psi |^2}{\mathrm{\Phi }_0^2}}\right)^2,`$ where $`\mathrm{\Phi }_0`$ is a constant. Let us see, now, which are the parameters of the different scalar objects which may reproduce the features of the central object in our Galaxy. We are looking for a mass of $`(2.6\pm 0.76)\times 10^6M_{}`$, a radius of the accretion disk of 0.016 pc$``$30 light days, and a luminosity of $`10^{37}`$ erg s<sup>-1</sup>. An interesting fact is that, for all the above scalar objects, the radius is always related with the mass in the same way $`^\mathrm{?}`$: $`M=m_{\mathrm{Pl}}^2R`$, where $`m_{\mathrm{PL}}`$ is the Planck mass. In the case of Galactic Center, it is clear that the main parameter is the mass and not the radius. In the scalar star models, from the given central mass, the radius we obtain for the star is comparable to that of the horizon ($`R=m_{\mathrm{Pl}}^2\times 2.61\times 10^6M_{}=3.9\times 10^{11}cm`$). In other words, we expect an object which extends about 10 solar radius from the center and which is singularity free. Due to this intrinsic feature, it is impossible to use gravitational lensing as above $`^\mathrm{?}`$: There the presence of an “extended” supermassive neutrino condensation in Sgr A allows to distinguish the stars ‘nearby’ and ‘behind’ the object which effectively acts as a thick spherical lens. The star spatial positions and projected kinematics have a bimodal distribution depending on the line of sight (toward the ball or outside the ball). In the boson condensation case, we have a pointlike lens (with respect to an observer on Earth) and, also if the boson star is “transparent” $`^\mathrm{?}`$, we cannot expect any bimodal distribution of stars behind it. However, due to the extremely large mass of the object, a standard gravitational lens analysis fails, since strong lensing effects have to be considered. The observed bimodal distributions in space and velocities $`^\mathrm{?}`$<sup>,</sup>$`^\mathrm{?}`$ have to be ascribed to intrinsic, in some sense ‘genetic’, effects. The question is now for which values of the parameters, we can obtain a scalar object of such a mass. For the case of mini-boson star, we need an extremely light boson $`m=5.08\times 10^{17}`$eV/c<sup>2</sup>. This is the only parameter of this model and so it is unequivocally fixed. For boson stars, we get $`m[\mathrm{GeV}]=7.9\times 10^4(\lambda /4\pi )^{1/4}.`$ It is possible to fulfill the previous relationship, for instance, with a boson of about 1 MeV and $`\lambda =1`$. In the case of a non-topological soliton, we obtain $`m[\mathrm{GeV}]=7.6\times 10^{12}\mathrm{GeV}^3/(\mathrm{\Phi }_0^2[\mathrm{GeV}]^2).`$ If the parameter $`\mathrm{\Phi }_0`$ is of the order of boson mass, we need very heavy bosons: $`m=1.2\times 10^4`$GeV/c<sup>2</sup>. Based only on the constraints imposed by the above mass–radius relationship, we may conclude that: $`i)`$ if the boson mass is comparable to the expected Higgs mass (hundreds of GeV), then the Galactic Center could be a non-topological soliton star; $`ii)`$ an intermediate mass boson could be enough to produce a heavy object in the form of a boson star; $`iii)`$ a mini-boson star needs the existence of an ultra-light boson. If boson stars really exist, they should be the remnants of first-order gravitational phase transitions and their mass should be ruled by the epochs when they decoupled from the cosmological background. The Higgs particle, besides its leading role in inflationary models, should be the best and natural candidate as constituent of a boson condensation, if the phase transition occurred in early epochs. A boson condensate should be considered as a sort of topological defect. In this case, Sgr A should be a soliton star. If soft phase-transitions took place during cosmological evolution (e.g. soft inflationary events), the leading particles could have been intermediate mass bosons and so our supermassive object should be a genuine boson star. If the phase transitions are very recent, the ultra-light bosons could belong to the Goldstone sector giving rise to mini-boson stars. In literature, we can find several examples of particles capable to fit the issues of boson stars but the ultimate answer is left to the cosmological observations and particle physics experiments.
As it is widely discussed in literature, gravitational lensing observations or very large baseline interferometry (VLBI) could give the “signature” to discriminate among the models of Galactic Center present in literature. For example, the investigation of the large “shadow” of the event horizon of the central object by an observer (we on Earth) should give information on dynamics and intrinsic structures. Interesting proposals and simulations in this sense are given in $`^\mathrm{?}`$. Besides, the project ARISE (Advanced Radio Interferometry between Space and Earth) is going to use the technique of Space VLBI to increase our understanding of black holes and their environments, by imaging the extreme physical configurations produced in their proximities by strong gravitational fields $`^\mathrm{?}`$. From a theoretical point of view, developments and results in gravitational lensing in very strong field regimes will be of extreme importance $`^\mathrm{?}`$<sup>,</sup> $`^\mathrm{?}`$.
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# Is there ERE in bright nebulae?
## 1 Introduction
In 1986, Witt and Schild (witt86 (1986), WS hereafter) presented CCD photometric observations of 15 nebulae, amongst which are the brightest nebulae of the Galaxy, all illuminated by close B stars.
The data set assembled by WS is of great interest since it fosters better understanding of the properties of interstellar grains and of the structure of the nebulae. The dependence of the surface brightness of a nebula with distance to the star, the estimate of the surface brightness per unit radiation field, and the color of the nebulae, narrow the search for better knowledge of grain properties and will indicate whether or not scattering alone accounts for all nebulae emission.
The surface brightness at wavelength $`\lambda `$, $`S_\lambda `$, of a nebula assumed to scatter the light of a nearby star is proportional to the starlight flux $`F_\lambda ^1`$ at the cloud location. We have no direct way of knowing $`F_\lambda ^1`$ but the ratio $`S_{\lambda _1}/S_{\lambda _2}`$ of two optical bands is proportional to $`F_{\lambda _1}^0/F_{\lambda _2}^0`$, $`F_\lambda ^0`$ being the flux of the star measured on earth and corrected for reddening. $`S_\lambda `$ is an observational value and $`F_\lambda ^0`$ can be estimated from the observed flux of the illuminating star and the extinction $`A_V`$ in the direction of the star.
$`\mathrm{\Delta }C^0(\lambda _1,\lambda _2)=\mathrm{log}(S_{\lambda _1}/S_{\lambda _2}\times F_{\lambda _2}^0/F_{\lambda _1}^0)`$ can be known with sufficient accuracy to be compared to simple models, such as the ones proposed by Witt (witt85 (1985)) or by Zagury, Boulanger and Banchet (zagury99 (1999)). $`\mathrm{\Delta }C^0(\lambda _1,\lambda _2)`$ depends exclusively on the optical depth of the scattering medium and on the properties of the grains. It may also depend on the structure of the medium if regions of different optical depths are mixed in the beam of the observation.
The WS paper compares the colors $`\mathrm{\Delta }C^0(B,V)`$ and $`\mathrm{\Delta }C^0(V,I)`$ of the nebulae to the model proposed in Witt (witt85 (1985)). The conclusion is summarized by figure 14 of WS’ paper, which is reproduced here (figure 1). WS attribute the difference between the model and the observations to a non-scattering emission process in the $`I`$ band. This Extended Red Emission (ERE) is presumed to be luminescence from a particular type of interstellar grain.
Before agreeing with WS’ conclusion different questions must be clarified.
Why do most of the observational points of the WS figure 14 follow a curve which is parallel to the model?
How does the reddening of the stars affect $`\mathrm{\Delta }C^0`$ and modify the relative positions of the observation values and the model on the color-color plot?
According to Witt (witt85 (1985)), no model can be perfect, and models of reflection nebulae usually meet with only limited success. The Witt model, which represents nebulae as homogenous gas masses of defined geometry, may incorrectly represent the nebulae. Will small scale structure, for instance, modify the color forecast of an observation from the one predicted for a homogenous nebula? Are the limits of the model consistent with the high column densities which likely prevail in the nebulae?
How do observational and data reduction errors influence WS’ conclusion? Variations of surface brightness with angular distance $`\theta `$ to the star, which roughly follows a $`\theta ^2`$ will be used to prove the abnormal behaviors of the I surface brightness of some nebulae. A major, and extremely difficult to correct, source of error is the gradient due to starlight diffusion in the earth’s atmosphere which usually accompanies observations of nebulae at close distances to a bright star (see Zagury, Boulanger and Banchet, zagury99 (1999)).
Attempts to answer these questions will be found in the following sections. In section 2, WS data and argumentation are reviewed. In section 3, $`\mathrm{\Delta }C^0(B,V)`$ and $`\mathrm{\Delta }C^0(V,I)`$ are extracted from the data and compared to the Witt model. The influences of column densities higher than permitted by the low column density approximation of the Witt model and the structure of the nebulae will be discussed to reach an understanding of the differences between the model and the observations.
The general idea which will emerge from this study is that scattering can explain all the nebulae emission. It renders unnecessary the introduction of ERE carriers to explain the optical emission of this sample of nebulae.
## 2 Data and WS interpretation
For 3 to 25 chosen positions in each field, WS give the distance to the star, $`d_\theta `$, and $`\mathrm{log}(S_\lambda /F_\lambda ^r)`$, where $`S_\lambda `$ and $`F_\lambda ^r`$ are the nebula surface brightness and the star flux (not corrected for reddening), measured on earth, in the $`V`$, $`B`$, $`R`$, $`I`$ bands. Because of the proximity of the star (positions are between $`20`$” to $`150`$” to the star), WS had to subtract a gradient due to starlight scattering in the earth’s atmosphere.
I used WS data to reproduce their figure 15 (figure 1 left). The plot is $`\mathrm{\Delta }C(V,I)`$ versus $`\mathrm{\Delta }C(B,V)`$ with $`\mathrm{\Delta }C(\lambda _1,\lambda _2)=\mathrm{log}(S_{\lambda _1}/F_{\lambda _1}^r)\mathrm{log}(S_{\lambda _2}/F_{\lambda _2}^r)`$.
The plain line in the plot is the variation with optical depth of $`\mathrm{\Delta }C(V,I)`$ and $`\mathrm{\Delta }C(B,V)`$, and assumes no reddening of the illuminating star. It was calculated from the model described in Zagury et al. (zagury99 (1999)) whose application is restricted to single scattering and is in agreement with the Witt model. Both models assume the star and the nebula to be equally reddened by forward material -if any. Witt’s model (see the equation 2 of Witt witt85 (1985)) approximates the scattered part of the extincted light by $`g(\phi )\omega (1e^\tau )`$ where $`\omega `$ is the albedo of dust grains, $`g`$ the phase function, $`\phi `$ the angle of scattering, and $`\tau `$ the optical depth of the medium. The model applies to small optical depth mediums where single scattering dominates.
Most of the observed points are below the model line, which WS interpret as $`I`$ values too large to be the result of scattering. They conclude that ERE accounts for $`30\%`$ to $`50\%`$ of the $`I`$ band surface brightness.
## 3 Discussion
### 3.1 Correction for the extinction of the stars
I will introduce:
$$\mathrm{\Delta }C^0(\lambda _1,\lambda _2)=\mathrm{log}(S_{\lambda _1}/F_{\lambda _1})\mathrm{log}(S_{\lambda _2}/F_{\lambda _2})$$
(1)
$`F_\lambda `$ is the star flux at wavelength $`\lambda `$, measured on earth and corrected for reddening.
$`\mathrm{\Delta }C^0`$ so defined is a possible definition for the color of a nebula. A significant difference exists between the traditional meaning of color and $`\mathrm{\Delta }C^0`$: when increasing the optical depth of a low density medium, $`BV`$, $`BI`$ and $`VI`$ colors increase while $`\mathrm{\Delta }C^0(B,V)`$, $`\mathrm{\Delta }C^0(B,I)`$, $`\mathrm{\Delta }C^0(V,I)`$ decrease.
$`\mathrm{\Delta }C^0(V,I)`$ and $`\mathrm{\Delta }C^0(B,V)`$ anticipated values for a medium with little reddening are $`\mathrm{\Delta }C^0(V,I)_{max}=0.34`$ and $`\mathrm{\Delta }C^0(B,V)_{max}=0.13`$ ($`A_B/A_V=1.34`$ and $`A_I/A_V=0.45`$, Cardelli et al. cardelli89 (1989)). Extinction effects in mediums with increasing optical depths can only decrease (redden) $`\mathrm{\Delta }C^0(V,I)`$ and $`\mathrm{\Delta }C^0(B,V)`$, so that one should always have: $`\mathrm{\Delta }C^0(V,I)<\mathrm{\Delta }C^0(V,I)_{max}`$, and $`\mathrm{\Delta }C^0(B,V)<\mathrm{\Delta }C^0(B,V)_{max}`$, if scattering alone is considered.
The model curve of figure 1 is the theoretical color-color plot ($`\mathrm{\Delta }C^0(V,I)`$, $`\mathrm{\Delta }C^0(B,V)`$) for a medium of low optical depth. The model assumes that starlight is not reddened between the star and the nebula. Starlight extinction between the star and the scattering volume will redden the visible emission of the nebula and move the model curve down and to the left, thus approaching the observations.
$`\mathrm{\Delta }C^0(V,I)`$ and $`\mathrm{\Delta }C^0(B,V)`$ can be estimated from $`\mathrm{\Delta }C(V,I)`$ and $`\mathrm{\Delta }C(B,I)`$ in the following manner. At optical wavelengths, $`A_\lambda `$ is a linear function of $`1/\lambda `$ (Cardelli, Clayton & Mathis cardelli89 (1989), Rieke & Lebofsky rieke85 (1985)). Hence:
$`A_{\lambda _1}A_{\lambda _2}`$ $`=`$ $`{\displaystyle \frac{E(BV)}{\frac{1}{\lambda _B}\frac{1}{\lambda _V}}}\left({\displaystyle \frac{1}{\lambda _1}}{\displaystyle \frac{1}{\lambda _2}}\right)`$ (2)
$`=`$ $`2.2E(BV)\left({\displaystyle \frac{1\mu \mathrm{m}}{\lambda _1}}{\displaystyle \frac{1\mu \mathrm{m}}{\lambda _2}}\right)`$
Use of relation 2 in the definition of $`\mathrm{\Delta }C^0`$ gives:
$`\mathrm{\Delta }C^0(\lambda _1,\lambda _2)`$ $`=`$ $`\mathrm{\Delta }C(\lambda _1,\lambda _2)0.9E(BV)\left({\displaystyle \frac{1\mu \mathrm{m}}{\lambda _1}}{\displaystyle \frac{1\mu \mathrm{m}}{\lambda _2}}\right)`$ (3)
$`\mathrm{\Delta }C^0(B,V)`$ $`=`$ $`\mathrm{\Delta }C(B,V)0.4E(BV)`$ (4)
$`\mathrm{\Delta }C^0(V,I)`$ $`=`$ $`\mathrm{\Delta }C(V,I)0.6E(BV)`$ (5)
Figure 1, left, plots the observed values of $`\mathrm{\Delta }C(V,I)`$ and $`\mathrm{\Delta }C(B,I)`$ for the nebulae WS have considered. Most points follow a curve parallel to the model curve but shifted down from it.
A few points, mainly observations of NGC2068, have $`\mathrm{\Delta }C(V,I)`$ greater than $`\mathrm{\Delta }C^0(V,I)_{max}`$. Roughly half of $`\mathrm{\Delta }C(B,V)`$ values of the plot are significantly above $`0.13`$mag. This is to be attributed to the reddening of the stars which decreases $`\mathrm{\Delta }C^0(B,V)`$ and $`\mathrm{\Delta }C^0(V,I)`$ according to equations 4 and 5. Correction for the reddening of the stars will shift all the observations down by $`0.6E(BV)`$mag and to the left by $`0.4E(BV)`$mag. $`E(BV)`$ is given in table 1 of WS.
The color-color diagram ($`\mathrm{\Delta }C^0(V,I)`$, $`\mathrm{\Delta }C^0(V,I)`$) is represented on the right hand plot of figure 1. Most nebulae observations are now scattered close to the model curve.
Different reasons may explain departures from the model line and the tendency for the nebulae to remain under the curve. Error bars explain part of the difference between the model and the observations. The Witt model is restricted to low column densities since it requires single scattering and low optical depth. What is the effect of an increase of column density? The nebulae of the Witt model must be homogenous enough for the medium sampled by the beam of the observation to be described by one value of the optical depth ($`\tau _0`$ in Witt’s model). How will small scale structure modify WS’ conclusions?
### 3.2 The limits of the Witt model
The limit of validity of the model curve (figure 1) is that single scattering dominates for each of the optical bands. It is satisfied if the scattering volumes are proven to be homogenous (can be described by a single optical depth) and have a low $`A_V`$ value. According to Witt (witt85 (1985)) the model is valid for $`A_V\tau <\tau _{lim}=0.6`$. Since this condition must be satisfied for all the optical bands, it implies: $`A_V\tau _V<0.6`$, hence $`A_I0.5A_V<0.3`$.
WS’ representation of the medium surrounding the stars (§ III b in WS), by a homogenous spherical nebula of radial optical depth $`A_V0.5`$mag, is within the limits of the single scattering model but is questionable. The selection criteria of nebulae with high surface brightnesses in largely extincted regions, some of which are starforming regions, supports the idea of high column densities and perhaps a wide range of structures with different optical depths along each line of sight.
High column densities in the nebulae are also indicated by the extinction in the direction of the stars. $`A_V`$ in the stars direction should be the radial optical depth to use in the Witt model. Nearly all the stars in the sample have large reddening. $`E(BV)`$ for all stars except one, the illuminating star of IC426, is greater than $`0.2`$, with a mean value $`0.7`$ (WS, table 1). With a minimum $`R_V=A_V/E(BV)`$ of $`3`$ (Cardelli et al. cardelli89 (1989)), the $`A_V=1.08\tau _{}`$ value found for the nebulae will range from $`0.6`$ to $`4.2`$, with an average value of $`2`$, far above $`\tau _{lim}`$ and above the radial optical depths adopted in WS.
Observations do not agree with WS’ concept of the nebulae. Column densities must be higher than $`A_V=0.5`$. The effect on the color-color plot of such high column densities, out of the range of validity of the single scattering model, is investigated in section 3.3.
A clumpy medium made of cells of different column densities, and much smaller than the resolution of the observations, may be an alternative representation of the homogenous mass of gas adopted in WS. It will modify (section 3.4) the color of the nebulae and can explain the high surface brightnesses observed in all the optical bands.
### 3.3 Effect of an increase of the column density on the model curve
If the column density of the medium which is observed is increased, the single scattering approximation will stop being valid in the $`B`$ and in the $`V`$ bands before the $`I`$ band. At low column density ($`A_V1`$), scattering in the $`I`$ band will be $`3`$ times less (Cardelli et al. cardelli89 (1989)) than in the $`B`$ band. Increasing the column density will see the domination of absorption effects in the $`B`$ band while scattering in the $`I`$ band will become important. For $`A_V3`$, we have $`A_I1.35`$ and $`A_B4`$. Given these values, scattering will be minimal in the $`V`$ and $`B`$ bands, most of the $`B`$ and $`V`$ light will be absorbed. It is close to its maximum in the $`I`$ band. $`B`$ and $`V`$ surface brightnesses will be close to $`0`$ and $`I`$ surface brightness close to its maximum.
Hence, the net effect of an increase of column density will be to shift the model points of figure 1 down, as observed. The points are also shifted to the left, but the effect is less important (section 3.1, equations 4 and 5).
The model curve of figure 1 is a limit which separates two regions. All observations should lie in the region under the curve. The few points above the model curve will be explained by the error margin of the observations.
### 3.4 Effect of the small scale structure
The ambiguity between the high column densities which exist in the nebulae and the observed high surface brightnesses in all bands can be removed if the emission in the various bands is not exactly produced by the same interstellar regions on the same line of sight. High $`I`$ band surface brightness arises from regions with relatively high optical depth ($`A_V>1`$) which will absorb $`V`$ and $`B`$ starlight and produce little emission in those bands. The $`B`$ and $`V`$ band emissions should come from regions of the same line of sight, with lower $`A_V`$, as in the WS model. Those regions will give little scattering in the $`I`$ band. If this is the case, one cannot expect the observations to match the uniform mass of gas model.
The contribution of structures with high $`A_V`$ to the emission in the $`I`$-band will contribute to the drop in $`\mathrm{\Delta }C^0(V,I)`$ observed for some points in the right plot of figure 1.
The probability that the observed nebulae are structured at small scales is strengthened by the beam size of WS observations. WS images’ resolution is not better than $`10`$” and the average distance to the nebulae is, according to WS’ table I, $`600\pm 300`$pc. Thus, the spatial resolution of the observations is at least $`0.03`$pc, a large value ($`3`$ orders of magnitude) compared to the possible interstellar clouds scale ($``$ a few tens of A.U., Falgarone et al. falgarone (1998), Zagury et al. zagury99 (1999)).
### 3.5 Error bars
Most observations (figure 1, right) lie under the model line and at close distance to it, which can be justified either by higher column densities than permitted by the model or by the small scale structure of the medium. Error bars will explain the extreme position on the plot of some observations.
The uncertainty of $`E(BV)`$ introduces an error on $`\mathrm{\Delta }C^0(B,V)`$ and on $`\mathrm{\Delta }C^0(V,I)`$. The error on $`E(BV)`$ is probably less than $`0.1`$ and may produce a similar error in $`\mathrm{\Delta }C^0(B,V)`$ and $`\mathrm{\Delta }C^0(V,I)`$.
Error bars on the observed values, $`\mathrm{\Delta }C(B,V)`$ and $`\mathrm{\Delta }C(V,I)`$, may be larger than WS estimates due to the atmospheric gradient substracted from each observation. The same problem was dealt with in Zagury et al. (zagury99 (1999)): a precise subtraction of the atmospheric gradient was found to be impossible to arrive at.
#### 3.5.1 NGC1333 and NGC2247
The singular positions above the model line of NGC1333 and of some of NGC2247 observations must be due to an error in the data. For NGC2247, the error, given in WS, $`\pm 0.04\mathrm{to}\pm 0.12`$ for $`\mathrm{\Delta }C(B,V)`$ and $`\mathrm{\Delta }C(V,I)`$, is enough to bring all points back under the model line.
Errors given for NGC1333 are lower, of order $`\pm 0.04`$, and may have been slightly underestimated. Along with a possible overestimation of the $`E(BV)`$ value of BD$`+30^{}549`$, the illuminating star of NGC1333, error bars also explain the extreme positions of NGC1333 observations in the right plot of figure 1.
#### 3.5.2 IC435, NGC2245 and NGC6914a
Three nebulae, IC435, NGC2245, NGC6914a are far under the model curve. Some of these points have $`\mathrm{\Delta }C^0(B,V)>\mathrm{\Delta }C^0(B,V)_{max}`$ which must indicate error bars larger than WS’ estimates.
Figure 2 displays $`\mathrm{log}(S_\lambda /F_\lambda )`$ versus $`\mathrm{log}d_\theta `$ for some stars. For most nebulae the surface brightness decreases when moving away from the star, in all the optical bands. The decrease follows a $`1/d_\theta ^2`$ law for the fields NGC1788, IC446, NGC2247, NGC2327, NGC7023, and Ced201 (figure 2, right plot). Similar variations of $`\mathrm{log}(S_\lambda /F_\lambda )`$ versus $`\mathrm{log}d_\theta `$ are observed in most fields and all optical bands. Important differences also arise, especially in the $`I`$ band.
A particularly neat example is IC435 where $`B`$, $`V`$, $`R`$ surface brightnesses decrease as $`1/d_\theta ^2`$, while $`I`$ surface brightness remains constant (figure 2, left plot). Log$`(S_\lambda /F_\lambda ^r)`$ values for IC345 are nearly equal in the $`B`$, $`V`$, $`R`$ bands (figure 1) at all positions. The peculiar behaviour of IC435 in the $`I`$-band (figure 2, left) is most probably explained by a large error in $`I`$ surface brightness. The error on $`\mathrm{\Delta }C(B,V)`$ and $`\mathrm{\Delta }C(V,I)`$ for IC435, estimated by WS, is of order $`\pm 0.1`$. An error of $`\pm 0.2`$ to $`\pm 0.3`$ seems to be more likely for $`\mathrm{\Delta }C(V,I)`$.
Like IC435, the $`I`$-band variations (not represented here) of NGC2245 and NGC6914a do not follow the $`B`$, $`V`$, and $`R`$ band variations. Errors for these two stars, given in WS, are substantially higher than for IC435. They reach $`0.2`$, a value comparable to the one infered for IC435.
## 4 Conclusion
In this paper I tried to show that WS analysis of the emission of bright nebulae is not conclusive. The observations are compatible with starlight scattering as the only process involved.
The first part of WS’ paper is dedicated to the comparison of the color of the nebulae with Witt’s model, which applies to low column density nebulae where single scattering in all optical bands dominates. The curve which represents this model in a ($`\mathrm{\Delta }C^0(B,V)`$, $`\mathrm{\Delta }C^0(V,I)`$) plot is to be considered as a limit under which all observations should be.
Correction for the reddening of the stars will scatter most observations close to the model line, where they have a tendency to remain under the line, as expected.
Three reasons explain the remaining differences between the model and the observations.
A deeper analysis of the error margin of the observations explains the largest differences between the Witt model and WS’ observations. The main source of error is the gradient of starlight scattered in the earth’s atmosphere which needs to be subtracted from the observations.
The general drop of the observations under the model curve can be attributed to column densities higher than tolerated by the single scattering model. Fitting the observations to the model in the $`B`$ or the $`V`$ band, as is done in WS, will give low $`A_I`$ and low $`I`$ surface brightness values for the nebulae, incongruous with the large reddening of the stars. The $`A_V`$ values in the direction of the stars are between $`1`$ and $`4`$, with a mean value of $`2`$, above the maximum optical depth ($`0.6`$) supported by the model.
High surface brightness in the I-band does not prove ERE, but indicates optical depths in the $`B`$ and $`V`$ bands higher than can be supported by the model. The expected position of these observations on the color-color plot will be under the curve, as it is observed.
The small scale structure of the nebulae will also heighten differences between the Witt model and the observations. A structured medium permits high surface brightnesses in all bands since the bulk of the emission at two different wavelengths need not arise from the same interstellar structures. Small scale structure in the sample of nebulae presented in WS is probable because of the large beam of the observations and the high column densities in the nebulae.
The Witt model, which represents the nebulae as spheres of constant density centered on the star, never fits the $`V`$ band observations variation with distance to the central star. But up to what point is it reasonable to expect the observations to match the model? When the observations do not match the representation of a nebula proposed in WS shouldn’t the model be questioned first, before concluding that interstellar grains have special properties which vary from cloud to cloud?
The many different aspects discussed in this paper indicate that WS’ observations can be explained by scattering effects only. While it certainly is possible to interpret the data with excess of red emission, this interpretation requires a constrained and limited model which is probably a poor representation of reality and whose reliability the authors have yet to prove.
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# Introduction
## Introduction
###
In the last few years several paper have appeared discussing the cosmological constant problem when that term is considered as part of the content of the universe. In the original Einstein’s proposal the cosmological term was exactly a constant introduced by hand in Einstein Hilbert lagrangean as a kind of force opposite to that of gravitation. In the Einstein’s equation the cosmological term appears on the left side and its meaning is only geometrical, as must be in the general relativity. However changing the cosmological constant to the right side in Einstein’s equations the situation is really quite different. Now there is a possibility that the cosmological term may be time dependent.
In the new context the cosmological term could be a function of time with large possibilities for evolution in time to cosmological term .
The central equation which describes that evolution for scale factor with cosmological term whether or not it is a function of time is shown here (7) and elsewhere .
It is possible to find solutions for special cases. In general one can solve the equation (7) after successive variable transformations on scale factor variable until the original equation (non linear differential equation) is written as an ordinary linear differential equation. However the solutions that are found for almost flat space time, $`k=0`$ or under particular hypothesis and numerically are approximate solutions.
Here we present some new analytical solutions for the general case, $`k=0`$, and $`k=\pm 1`$. We obtain a direct solution of the equation without variable transformations for radiation epoch and a numerical solution for a perfect fluid.
Differently from we find solutions for flat, open and closed universes and the big bang scenario is preserved . We consider the usual assumption for a Friedman-Robertson-Walker universe like a homogeneous and isotropic universe.
Such a universe is seen as a perfect fluid with a pressure $`P`$ and energy density $`\rho `$.
The Einstein’s equations are given by
$$G_{\mu \nu }=8\pi G\stackrel{~}{T}_{\mu \nu }$$
(1)
where $`\stackrel{~}{T}^{\mu \nu }`$ is the energy-momentum tensor written as
$$\stackrel{~}{T}_{\mu \nu }=T_{\mu \nu }\frac{\mathrm{\Lambda }}{8\pi G}g_{\mu \nu }$$
(2)
It is clear that $`\mathrm{\Lambda }`$ is a part of the matter content of the universe in our case. On the right side, $`T_{\mu \nu }`$ is the usual energy momentum tensor for perfect fluid and $`G`$ is the gravitational constant.
The effective energy-momentum tensor describes a perfect fluid and thus give an effective pressure
$$\stackrel{~}{p}=p\frac{\mathrm{\Lambda }}{8\pi G}$$
(3)
and an effective density as
$$\stackrel{~}{\rho }=\rho +\frac{\mathrm{\Lambda }}{8\pi G}$$
(4)
Then $`\stackrel{~}{T}_{\mu \nu }`$ satisfies energy momentum conservartion
$$^\nu \stackrel{~}{T}_{\mu \nu }=0$$
(5)
The equation of state is written as
$$P=(\gamma 1)\rho $$
(6)
where $`\gamma `$ is a constant.
Now, considering the initial hypothesis, eq. (1) and (2), the Robertson-Walker line element and the fact that the cosmological term here is not a constant but a function of time, one can show that the equation which governs the behavior of the scale factor in the presence of a cosmological term, $`\mathrm{\Lambda }`$, a constant like in the original Einstein model is given by.
$$\frac{\ddot{a}}{a}=\left(1\frac{3\gamma }{2}\right)\left(\frac{\dot{a}^2}{a^2}+\frac{k}{a^2}\right)+\frac{\gamma }{2}\mathrm{\Lambda }$$
(7)
There are numerous possibilites to choose the evolution low for the cosmological term . In accordance with we choose $`\mathrm{\Lambda }=\mathrm{\Lambda }(a)`$, where “$`a`$” means the scale factor for Friedmann-Robertson-Walker universe. Thus the cosmological term is written as
$$\mathrm{\Lambda }(a)=Ba^2$$
(8)
where $`B`$ is a pure number of the order $`1`$ and “$`a`$” is a function of time.
By combining eq. (7) and (8) we get
$$a\frac{d^2a}{dt^2}+\alpha \left(\frac{da}{dt}\right)^2+\lambda =0$$
(9)
where
$`\alpha `$ $`=`$ $`\left(1{\displaystyle \frac{3\gamma }{2}}\right)\text{and}`$
$`\lambda `$ $`=`$ $`\left(1{\displaystyle \frac{3\gamma }{2}}\right)k+{\displaystyle \frac{\gamma B}{2}}`$
There are three free parameters $`\gamma `$, $`k`$ and $`B`$ to be fixed. The $`B`$ parameter may be fixed to be $`1`$ based on dimensional analysis arguments .
The parameter $`k`$, the three spatial curvature assumes the values $`+1`$, $`0`$ and $`1`$ for closed, flat and open universe respectively.
Some solutions for equation (9)
The dynamic equation for the scale factor $`a(t)`$ have solutions for particular values of $`\alpha `$.
On taking $`\alpha =1`$ the following solutions is found.
$`a(t)`$ $`=`$ $`{\displaystyle \frac{\sqrt{\lambda }sinh[c(tt_0)]}{c}}`$
$`a(t)`$ $`=`$ $`{\displaystyle \frac{\sqrt{\lambda }cosh[c(tt_0)]}{c}}`$
where $`c`$ is a constant.
One fixing $`\alpha `$ it is easy to verify that $`\gamma =0`$, and because of eq. (6) and equation for $`\lambda `$ we obtain
$$p=\rho $$
(12)
and
$$\lambda =k.$$
(13)
On taking now $`\alpha =1/2`$ the solution is written as
$$a(t)=\frac{\lambda }{2c}+c(tt_0)^2$$
(14)
and $`c`$ is a constant.
In this case we find $`\gamma =1/3`$. The state equation is givne now by
$$p=\frac{2}{3}\rho $$
(15)
and
$$\lambda =\frac{3k+1}{6}$$
(16)
Next for $`\alpha =2`$ the solutions are given by Jacoby elliptic functions
$`a(t)`$ $`=`$ $`\sqrt{{\displaystyle \frac{\lambda }{2}}}{\displaystyle \frac{S_n[c(tt_0),\frac{1}{2}]d_n[c(tt_0),\frac{1}{2}]}{cc_n[c(tt_0),\frac{1}{2}]}},`$
$`a(t)`$ $`=`$ $`\sqrt{2\lambda }{\displaystyle \frac{d_s[c_1(tt_0),\frac{1}{2}]}{c_1}}`$ (17)
$`\text{and}a(t)`$ $`=`$ $`{\displaystyle \frac{\sqrt{\lambda }}{c_1[c_n(tt_0),\frac{1}{2}]}}`$
where $`c,c_1`$ are constants and $`S_n,d_nc_n`$ and $`d_s`$ are two argument elliptic functions.
In this case we find that $`\gamma =2/3`$ and again the equation of state and $`\lambda `$ are written as
$`P`$ $`=`$ $`{\displaystyle \frac{5}{3}}\rho ,`$ (18)
$`\lambda `$ $`=`$ $`{\displaystyle \frac{1}{3}}(6k+1).`$ (19)
Consider now the case $`\alpha =1`$. The solution is found to be
$$a(t)=\pm \sqrt{c\lambda (tt_0)^2}$$
(20)
where $`c`$ is a constant.
For this case we have $`\gamma =4/3`$ and the equation for pressure $`p`$ and $`\lambda `$ parameter are shown respectively as
$`p`$ $`=`$ $`{\displaystyle \frac{1}{3}}\rho ,`$ (21)
$`\lambda `$ $`=`$ $`k+{\displaystyle \frac{2}{3}}.`$ (22)
The following gives the case for $`\alpha =3/2`$. The solution is a three argument Weierstrass function written as.
$$a(t)=\rho (c_1(tt_0),0,\frac{2}{3}\frac{\lambda }{c_1^2})$$
(23)
where $`c_1`$ is a constant. The same way using eq. (10) and eq. (6) we can find immediately
$`p`$ $`=`$ $`\left({\displaystyle \frac{4}{3}}\right)\rho ,`$ (24)
$`\lambda `$ $`=`$ $`\left(2k+{\displaystyle \frac{1}{6}}\right).`$ (25)
Finally, we shall consider the case $`\alpha =1/2`$. In this case it is possible to find an analytical solution for the open universe $`k=1`$. Using again eq. (6) and eq. (10) we get
$`p`$ $`=`$ $`0,`$ (26)
$`\lambda `$ $`=`$ $`{\displaystyle \frac{1}{2}}(k+1).`$ (27)
The solution is shown as
$$a(t)=a_0\left(1+\frac{3}{2}\frac{v_0}{a_0}(tt_0)\right)^{2/3}$$
(28)
with $`a_0`$ being a constant when we take $`a(t)`$ at $`t=t_0`$ and $`v_0`$ being another constant when $`\dot{a}(t)`$ is considered at $`t=t_0`$. The $`dot`$ means time derivative.
It’s easy to see that for an open universe there is an origen in time and the big bang scenario is preserved. We find the singularity $`a(t)=0`$ as time is expressed as
$$t=t_0\frac{2}{3}\frac{a_0}{V_0}$$
(29)
For the cases $`k=0`$ and $`k=+1`$ we do not find analytical solutions but we show a numerical solution<sup>*</sup><sup>*</sup>*see the Plot for $`\alpha =1/2`$ and $`k=0,+1`$ at the end of the paper. It is clear that all possibilities have an origin in time exactly the same way as the standard cosmology where the cosmological term is a constant.
The Hubble constant may be found as usual i.e.
$$H=\frac{\dot{a}}{a}=H_0\left(\frac{da}{ad\tau }\right)$$
(30)
where $`H_0`$ is the present value of Hubble parameter and $`\tau =H_0t`$ is the measure of time in units of Hubble time .
The analysis of the universe’s age follows as usual .
## Conclusions and Comments
###
We have found direct solutions of a non linear differential equation which describes the dynamics for scale factor when the cosmological term is a function of time. In particular the solution with $`\alpha =1`$ describing the radiation dominated epoch and $`\alpha =1/2`$ describing a perfect fluid for open universe both preserve the scenario of the standard cosmology. The possibility that cosmological term is a time varying function does not change the usual picture of the Friedmann cosmology when we choose the evolution law eq. (8), except for a different choice for evolution of $`\mathrm{\Lambda }`$ the final evolution of the universe can be different from the usual model.
The solutions for $`\alpha =1`$, $`1/2`$, $`2`$, $`3/2`$ all have an appropriete equation of state for vacuum energy for any value of $`k`$ but these may not be physical.
Finally the case $`\alpha =1/2`$ for $`k=0`$, $`+1`$ is plotted in figure I. Clearly we have the big bang scenario for both cases. Only with our initial hypothesis, the equation of state, eq. (6), and the dynamical equation for $`\mathrm{\Lambda }`$, the complete behaviour of our model is similar to the Friedmann cosmology. The analysis of the age of the universe follows the same steps as in . The analyse of this problem with $`\mathrm{\Lambda }=Ba^m`$ for $`m2`$ is presently being considered for the same initial hypothesis and the equation of state will be obtained.
## Acknowledgements:
###
I would like to thank the Department of Physics, University of Alberta for their hospitality. This work was supported by CNPq (Governamental Brazilian Agencie for Research.
I would like to thank also Dr. Don N. Page for his kindness and attention with me at Univertsity of Alberta and Dr. Robert Teshima, Programmer Analyst from University of Alberta.
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# A note on polarizations of finitely generated fields
## Introduction
In the paper , we established Northcott’s theorem for height functions over finitely generated fields. Unfortunately, Northcott’s theorem on finitely generated fields does not hold in general (cf. Remark A.3). Actually, it depends on the choice of a polarization. In this short note, we will propose a weaker condition of the polarization to guarantee Northcott’s theorem. We will also show the generalization of conjectures of Bogomolov and Lang in under the weaker polarization.
First of all, let us introduce the weaker condition of a polarization. Let $`K`$ be a finitely generated field over $``$. A polarization $`\overline{B}=(B;\overline{H}_1,\mathrm{},\overline{H}_d)`$ of $`K`$ is said to be fairly large if there are generically finite morphisms $`\mu :B^{}B`$ and $`\nu :B^{}\left(_{}^1\right)^d`$ of flat and projective integral schemes over $``$, and nef and big $`C^{\mathrm{}}`$-hermitian $``$-line bundles $`\overline{L}_1,\mathrm{},\overline{L}_d`$ on $`_{}^1`$ such that a positive power of $`\mu ^{}(\overline{H}_i)\nu ^{}(p_i^{}(\overline{L}_i))^1`$ has a small section for every $`i`$, where $`p_i:\left(_{}^1\right)^d_{}^1`$ is the projection to the $`i`$-th factor. Then, we have the following Theorem I, Theorem II and Theorem III, which are generalizations of the previous results.
###### Theorem I (\[5, Theorem 4.3\]).
We assume that the polarization $`\overline{B}`$ is fairly large. Let $`X`$ be a geometrically irreducible projective variety over $`K`$, and $`L`$ an ample line bundle on $`X`$. Then, for any number $`M`$ and any positive integer $`e`$, the set
$$\{xX(\overline{K})h_L^{\overline{B}}(x)M,[K(x):K]e\}$$
is finite. Moreover, it can be generalized to the height of cycles on a projective variety (cf. Theorem 3.1).
###### Theorem II (\[6, Theorem A\]).
We assume that the polarization $`\overline{B}`$ is fairly large. Let $`A`$ be an abelian variety over $`K`$, and $`L`$ a symmetric ample line bundle on $`A`$. Let
$$,_L^{\overline{B}}:A(\overline{K})\times A(\overline{K})$$
be a paring given by
$$x,y_L^{\overline{B}}=\frac{1}{2}\left(\widehat{h}_L^{\overline{B}}(x+y)\widehat{h}_L^{\overline{B}}(x)\widehat{h}_L^{\overline{B}}(x)\right).$$
For $`x_1,\mathrm{},x_lA(\overline{K})`$, we denote $`det\left(x_i,x_j_L^{\overline{B}}\right)`$ by $`\delta _L^{\overline{B}}(x_1,\mathrm{},x_l)`$.
Let $`\mathrm{\Gamma }`$ be a subgroup of finite rank in $`A(\overline{K})`$, and $`X`$ a subvariety of $`A_{\overline{K}}`$. Fix a basis $`\{\gamma _1,\mathrm{},\gamma _n\}`$ of $`\mathrm{\Gamma }`$. If the set $`\{xX(\overline{K})\delta _L^{\overline{B}}(\gamma _1,\mathrm{},\gamma _n,x)ϵ\}`$ is Zariski dense in $`X`$ for every positive number $`ϵ`$, then $`X`$ is a translation of an abelian subvariety of $`A_{\overline{K}}`$ by an element of $`\mathrm{\Gamma }_{div}`$, where $`\mathrm{\Gamma }_{div}=\{xA(\overline{K})nx\mathrm{\Gamma }\text{ for some positive integer }n\}`$.
###### Theorem III (\[7, Theorem 5.1\]).
We assume that the polarization $`\overline{B}`$ is fairly large. For a subvariety $`X`$ of $`A_{\overline{K}}`$, the following are equivalent.
1. $`X`$ is a translation of an abelian subvariety by a torsion point.
2. The set $`\{xX(\overline{K})\widehat{h}_L^{\overline{B}}(x)ϵ\}`$ is Zariski dense in $`X`$ for every $`ϵ>0`$.
3. The canonical height of $`X`$ with respect to $`L`$ and $`\overline{B}`$ is zero, i.e., $`\widehat{h}_L^{\overline{B}}(X)=0`$.
## 1. Fairly large polarization of a finitely generated field
Let $`K`$ be a finitely generated field over $``$ with $`d=\mathrm{tr}.\mathrm{deg}_{}(K)`$, and let $`B`$ be a flat and projective integral scheme over $``$ such that $`K`$ is the function field of $`B`$. Let $`\overline{L}`$ be a $`C^{\mathrm{}}`$-hermitian $``$-line bundle on $`B`$. Here we fix several notations.
$``$nef: We say $`\overline{L}`$ is nef if $`c_1(\overline{L})`$ is a semipositive form on $`B()`$ and, for all one-dimensional integral closed subschemes $`\mathrm{\Gamma }`$ of $`B`$, $`\widehat{\mathrm{deg}}\left(\overline{L}|_\mathrm{\Gamma }\right)0`$.
$``$big: $`\overline{L}`$ is said to be big if $`\mathrm{rk}_{}H^0(B,L^m)=O(m^d)`$, and there is a non-zero section $`s`$ of $`H^0(B,L^n)`$ with $`s_{sup}<1`$ for some positive integer $`n`$.
$``$$``$-effective: $`\overline{L}`$ is said to be $``$-effective if there is a positive integer $`n`$ and a non-zero $`sH^0(B,L^n)`$ with $`s_{sup}1`$. If $`\overline{L}_1\overline{L}_2^1`$ is $``$-effective for $`C^{\mathrm{}}`$-hermitian $``$-line bundles $`\overline{L}_1,\overline{L}_2`$ on $`B`$, then we denote this by $`\overline{L}_1\overline{L}_2`$.
$``$polarization: A collection $`\overline{B}=(B;\overline{H}_1,\mathrm{},\overline{H}_d)`$ of $`B`$ and nef $`C^{\mathrm{}}`$-hermitian $``$-line bundles $`\overline{H}_1,\mathrm{},\overline{H}_d`$ on $`B`$ is called a polarization of $`K`$.
$``$fairly large polarization: A polarization $`\overline{B}=(B;\overline{H}_1,\mathrm{},\overline{H}_d)`$ is said to be fairly large if there are generically finite morphisms $`\mu :B^{}B`$ and $`\nu :B^{}\left(_{}^1\right)^d`$ of flat and projective integral schemes over $``$, and nef and big $`C^{\mathrm{}}`$-hermitian $``$-line bundles $`\overline{L}_1,\mathrm{},\overline{L}_d`$ on $`_{}^1`$ such that $`\mu ^{}(\overline{H}_i)\nu ^{}(p_i^{}(\overline{L}_i))`$ for all $`i`$, where $`p_i:\left(_{}^1\right)^d_{}^1`$ is the projection to the $`i`$-th factor.
Finally we would like to give a simple sufficient condition for the fair largeness of a polarization. Let $`k`$ be a number field, and $`O_k`$ the ring of integer in $`k`$. Let $`B_1,\mathrm{},B_l`$ be projective and flat integral schemes over $`O_k`$ whose generic fibers over $`O_k`$ are geometrically irreducible. Let $`K_i`$ be the function field of $`B_i`$ and $`d_i`$ the transcendence degree of $`K_i`$ over $`k`$. We set $`B=B_1\times _{O_k}\mathrm{}\times _{O_k}B_l`$ and $`d=d_1+\mathrm{}+d_l`$. Then, the function field of $`B`$ is the quotient field of $`K_1_kK_2_k\mathrm{}_kK_l`$, which is denoted by $`K`$, and the transcendence degree of $`K`$ over $`k`$ is $`d`$. For each $`i`$ ($`i=1,\mathrm{},l`$), let $`\overline{H}_{i,1},\mathrm{},\overline{H}_{i,d_i}`$ be nef and big $`C^{\mathrm{}}`$-hermitian $``$-line bundles on $`B_i`$. We denote by $`q_i`$ the projection $`BB_i`$ to the $`i`$-th factor. Then, we have the following.
###### Proposition 1.1.
A polarization $`\overline{B}`$ of $`K`$ given by
$$\overline{B}=(B;q_1^{}(\overline{H}_{1,1}),\mathrm{},q_1^{}(\overline{H}_{1,d_1}),\mathrm{},q_l^{}(\overline{H}_{l,1}),\mathrm{},q_l^{}(\overline{H}_{l,d_l}))$$
is fairly large.
Proof. Since there is a dominant rational map $`B_i\left(_{}^1\right)^{d_i}`$ by virtue of Noether’s normalization theorem, we can find a birational morphism $`\mu _i:B_i^{}B_i`$ of projective integral schemes over $`O_k`$ and a generically finite morphism $`\nu _i:B_i^{}\left(_{}^1\right)^{d_i}`$. We set $`B^{}=B_1^{}\times _{O_k}\mathrm{}\times _{O_k}B_l^{}`$, $`\mu =\mu _1\times \mathrm{}\times \mu _l`$ and $`\nu =\nu _1\times \mathrm{}\times \nu _l`$. Let $`\overline{L}`$ be a $`C^{\mathrm{}}`$-hermitian line bundle on $`_{}^1`$ given by $`(𝒪__{}^1(1),_{FS})`$. Note that $`\overline{L}`$ is nef and big. Then, since $`\mu _i^{}(\overline{H}_{i,j})`$ is big, there is a positive integer $`a_{i,j}`$ with $`\mu _i^{}(\overline{H}_{i,j})^{a_{i,j}}\nu _i^{}\left(p_j^{}(\overline{L})\right)`$, that is, $`\mu _i^{}(\overline{H}_{i,j})\nu _i^{}\left(p_j^{}\left(\overline{L}^{1/a_{i,j}}\right)\right)`$. Thus, we get our proposition. $`\mathrm{}`$
## 2. Comparison of heights with respect to different polarizations
First of all, let us recall the definition of height functions over finitely generated fields.
Let $`K`$ be a finitely generated field over $``$ with $`d=\mathrm{tr}.\mathrm{deg}_{}(K)`$, and let $`\overline{B}=(B;\overline{H}_1,\mathrm{},\overline{H}_d)`$ be a polarization of $`K`$. First of all, let us recall the definition of height of $`\overline{K}`$-valued points. Let $`X`$ be a geometrically irreducible projective variety over $`K`$ and $`L`$ an ample line bundle on $`X`$. Let us take a projective integral scheme $`𝒳`$ over $`B`$ and a $`C^{\mathrm{}}`$-hermitian $``$-line bundle $`\overline{}`$ on $`𝒳`$ such that $`X`$ is the generic fiber of $`𝒳B`$ and $`L`$ is equal to $`_K`$ in $`\mathrm{Pic}(X)`$. Then, for $`xX(\overline{K})`$, we define $`h_{(𝒳,)}^{\overline{B}}(x)`$ to be
$$h_{(𝒳,\overline{})}^{\overline{B}}(x)=\frac{\widehat{\mathrm{deg}}\left(\widehat{c}_1(\overline{})_{j=1}^d\widehat{c}_1(\pi ^{}(\overline{H}_j))\mathrm{\Delta }_x\right)}{[K(x):K]},$$
where $`\mathrm{\Delta }_x`$ is the Zariski closure in $`𝒳`$ of the image $`\mathrm{Spec}(\overline{K})X𝒳`$, and $`\pi :𝒳B`$ is the canonical morphism. By virtue of , if $`(𝒳^{},^{})`$ is another model of $`(X,L)`$ over $`B`$, then there is a constant $`C`$ with $`|h_{(𝒳,)}^{\overline{B}}(x)h_{(𝒳^{},^{})}^{\overline{B}}(x)|C`$ for all $`xX(\overline{K})`$. Hence, we have the unique height function $`h_L^{\overline{B}}`$ modulo the set of bounded functions.
More generally, we can define the height of cycles on $`X_{\overline{K}}`$. We assume that $`\overline{}`$ is nef with respect to $`\pi :𝒳B`$, that is,
1. For any analytic maps $`h:M𝒳()`$ from a complex manifold $`M`$ to $`𝒳()`$ with $`\pi (h(M))`$ being a point, $`c_1(h^{}(\overline{}))`$ is semipositive.
2. For every $`bB`$, the restriction $`|_{X_{\overline{b}}}`$ of $``$ to the geometric fiber over $`b`$ is nef.
Let $`Z`$ be an effective cycle on $`X_{\overline{K}}`$. We assume that $`Z`$ is defined over a finite extension field $`K^{}`$ of $`K`$. Let $`B^{}`$ be the normalization of $`B`$ in $`K^{}`$, and let $`\rho :B^{}B`$ be the induced morphism. Let $`𝒳^{}`$ be the main component of $`𝒳\times _BB^{}`$. We set the induced morphisms as follows.
$$\begin{array}{ccc}𝒳& \stackrel{\tau }{}& 𝒳^{}\\ \pi & & \pi ^{}& & \\ B& \stackrel{\rho }{}& B^{}\end{array}$$
Let $`𝒵`$ be the Zariski closure of $`Z`$ in $`𝒳^{}`$. Then the height $`h_{(𝒳,\overline{})}^{\overline{B}}(Z)`$ of $`Z`$ with respect to $`(𝒳,\overline{})`$ and $`\overline{B}`$ is defined by
$$h_{(𝒳,\overline{})}^{\overline{B}}(Z)=\frac{\widehat{\mathrm{deg}}\left(\widehat{c}_1\left(\tau ^{}(\overline{})\right)^{dimZ+1}_{j=1}^d\widehat{c}_1\left(\pi _{}^{}{}_{}{}^{}(\rho ^{}(\overline{H}_j))\right)𝒵\right)}{[K^{}:K](dimZ+1)\mathrm{deg}_L(Z)}.$$
Note that the above definition does not depend on the choice of $`K^{}`$ by the projection formula. Let $`(𝒴,\overline{})`$ be another model of $`(X,L)`$ over $`B`$ such that $`\overline{}`$ is nef with respect to $`𝒴B`$. Then, there is a constant $`C`$ such that
$$\left|h_{(𝒳,\overline{})}^{\overline{B}}(Z)h_{(𝒴,\overline{})}^{\overline{B}}(Z)\right|C$$
for all effective cycles $`Z`$ of $`X_{\overline{K}}`$ (cf. \[7, Proposition 2.1\]). Thus, we may denote by $`h_L^{\overline{B}}`$ the class of $`h_{(𝒳,\overline{})}^{\overline{B}}`$ modulo the set of bounded functions. Moreover, we say $`h_L^{\overline{B}}`$ is the height function associated with $`L`$ and $`\overline{B}`$.
Let $`k`$ be a number field and $`O_k`$ the ring of integers in $`k`$. Fix a positive integer $`d`$. For each $`1id`$, let $`B_i`$ be a flat and projective integral scheme over $`O_k`$ whose generic fiber over $`O_k`$ is a geometrically irreducible curve over $`k`$. Let $`\overline{M}_i`$ be a nef and big hermitian $``$-line bundle on $`B_i`$. Moreover, let $`B`$ be a flat and projective integral scheme over $`O_k`$, and $`\nu :BB_1\times _{O_k}\mathrm{}\times _{O_k}B_d`$ a generically finite morphism. We denote the function field of $`B`$ (resp. $`B_i`$) by $`K`$ (resp. $`K_i`$). Note that $`\mathrm{tr}.\mathrm{deg}_k(K)=d`$ and $`\mathrm{tr}.\mathrm{deg}_k(K_i)=1`$ for all $`i`$. We set $`\overline{H}_i=\nu ^{}p_i^{}(\overline{M}_i)`$ for each $`i`$ and $`\overline{H}=_{i=1}^d\overline{H}_i`$, where $`p_i:B_1\times _{O_k}\mathrm{}\times _{O_k}B_dB_i`$ is the projection to the $`i`$-th factor. Further, we set
$$\lambda _i=\mathrm{exp}\left(\frac{\widehat{\mathrm{deg}}(\widehat{c}_1(\overline{M}_i)^2)}{[k:]\mathrm{deg}((M_i)_k)}\right).$$
Here we consider several kinds of polarizations of $`K`$ as follows:
$$\{\begin{array}{cc}\overline{B}_0=(B;\overline{H},\mathrm{},\overline{H}),\hfill & \\ \overline{B}_1=(B;\overline{H}_1,\mathrm{},\overline{H}_d),\hfill & \\ \overline{B}_{i,j}=(B;\overline{H}_1,\mathrm{},\overline{H}_{j1},(𝒪_B,\lambda _i||_{can}),\overline{H}_{j+1},\mathrm{},\overline{H}_d)\hfill & \text{for }ij.\hfill \end{array}$$
A key result of this note is the following.
###### Proposition 2.1.
Let $`X`$ be a geometrically irreducible projective variety over $`K`$, and $`L`$ an ample line bundle on $`X`$. Let $`(𝒳,\overline{})`$ be a model of $`(X,L)`$ over $`B`$ such that $`\overline{}`$ is nef with respect to $`𝒳B`$. Then, for all effective cycles $`Z`$ on $`X_{\overline{K}}`$,
$$h_{(𝒳,\overline{})}^{\overline{B}_0}(Z)=d!h_{(𝒳,\overline{})}^{\overline{B}_1}(Z)+\frac{d!}{2}\underset{ij}{}h_{(𝒳,\overline{})}^{\overline{B}_{i,j}}(Z).$$
In particular, we can find a constant $`C`$ such that
$$h_L^{\overline{B}_0}(Z)Ch_L^{\overline{B}_1}(Z)+O(1)$$
for all effective cycles $`Z`$ on $`X_{\overline{K}}`$.
Proof. Let $`Z`$ be an effective cycle on $`X_{\overline{K}}`$. We assume that $`Z`$ is defined over a finite extension field $`K^{}`$ of $`K`$. Let $`B^{}`$ be the normalization of $`B`$ in $`K^{}`$, and let $`\rho :B^{}B`$ be the induced morphism. Let $`𝒳^{}`$ be the main component of $`𝒳\times _BB^{}`$. We set the induced morphisms as follows.
$$\begin{array}{ccc}𝒳& \stackrel{\tau }{}& 𝒳^{}\\ \pi & & \pi ^{}& & \\ B& \stackrel{\rho }{}& B^{}\end{array}$$
Let $`𝒵`$ be the Zariski closure of $`Z`$ in $`𝒳^{}`$. We set $`\overline{D}=\nu _{}\rho _{}\pi _{}^{}\left(\widehat{c}_1\left(\tau ^{}(\overline{})\right)^{dimZ+1}𝒵\right)`$. Then,
$`h_{(𝒳,\overline{})}^{\overline{B}_0}(Z)`$ $`={\displaystyle \frac{\widehat{\mathrm{deg}}\left(\overline{D}\left(_{l=1}^d\widehat{c}_1\left(p_l^{}(\overline{M}_l)\right)\right)^d\right)}{[K^{}:K](dimZ+1)\mathrm{deg}_L(Z)}}`$
$`={\displaystyle \underset{a_1+\mathrm{}+a_d=d}{}}{\displaystyle \frac{d!}{a_1!\mathrm{}a_d!}}{\displaystyle \frac{\widehat{\mathrm{deg}}\left(\overline{D}_{l=1}^d\widehat{c}_1(p_l^{}(\overline{M}_l))^{a_l}\right)}{[K^{}:K](dimZ+1)\mathrm{deg}_L(Z)}}.`$
Here we claim the following.
###### Claim 2.1.1.
If $`(a_1,\mathrm{},a_d)(1,\mathrm{},1)`$ and $`\widehat{\mathrm{deg}}\left(\overline{D}_{l=1}^d\widehat{c}_1(p_l^{}(\overline{M}_l))^{a_l}\right)0`$, then there are $`i,j\{1,\mathrm{},d\}`$ such that $`a_i=2`$, $`a_j=0`$ and $`a_l=1`$ for all $`li,j`$. In particular,
$$h_{(𝒳,\overline{})}^{\overline{B}_0}(Z)=d!h_{(𝒳,\overline{})}^{\overline{B}_1}(Z)+\frac{d!}{2}\underset{ij}{}\frac{\widehat{\mathrm{deg}}\left(\overline{D}\widehat{c}_1(p_i^{}(\overline{M}_i))^2_{l=1,li,j}^d\widehat{c}_1(p_l^{}(\overline{M}_l))\right)}{[K^{}:K](dimZ+1)\mathrm{deg}_L(Z)}.$$
Clearly, $`a_l2`$ for all $`l`$. Thus, there is $`i`$ with $`a_i=2`$. Suppose that $`a_j=2`$ for some $`ji`$. Then,
$$\widehat{\mathrm{deg}}\left(\overline{D}\underset{l=1}{\overset{d}{}}\widehat{c}_1(p_l^{}(\overline{M}_l))^{a_l}\right)=\widehat{\mathrm{deg}}\left(\overline{D}\widehat{c}_1(p_i^{}(\overline{M}_i))^2\widehat{c}_1(p_j^{}(\overline{M}_j))^2\underset{l=1,li,j}{\overset{d}{}}\widehat{c}_1(p_l^{}(\overline{M}_l))^{a_l}\right).$$
Thus, using the projection formula with respect to $`p_i`$,
$$\widehat{\mathrm{deg}}\left(\overline{D}\underset{l=1}{\overset{d}{}}\widehat{c}_1(p_l^{}(\overline{M}_l))^{a_l}\right)=\widehat{\mathrm{deg}}(\widehat{c}_1(\overline{M}_i)^2)\mathrm{deg}\left(D_{\eta _i}p_j^{}(M_j)_{\eta _i}^2\underset{l=1,li,j}{\overset{d}{}}p_l^{}(\overline{M}_l)_{\eta _i}^{a_l}\right),$$
where $`\eta _i`$ means the restriction to the generic fiber of $`p_i`$. Here the generic fiber of $`p_i`$ is isomorphic to $`(B_1\times _kK_i)\times _{K_i}\mathrm{}(B_{i1}\times _kK_i)\times _{K_i}(B_{i+1}\times _kK_i)\times (B_d\times _kK_i)`$ and $`B_j\times _kK_i`$ is a projective curve over $`K_i`$. Thus, we can see
$$\widehat{\mathrm{deg}}\left(\overline{D}\underset{l=1}{\overset{d}{}}\widehat{c}_1(p_l^{}(\overline{M}_l))^{a_l}\right)=0.$$
This is a contradiction. Hence, we get our claim.
By the above claim, it is sufficient to see that
(2.1.2)
$$h_{(𝒳,\overline{})}^{\overline{B}_{i,j}}(Z)=\frac{\widehat{\mathrm{deg}}\left(\overline{D}\widehat{c}_1(p_i^{}(\overline{M}_i))^2_{l=1,li,j}^d\widehat{c}_1(p_l^{}(\overline{M}_l))\right)}{[K^{}:K](dimZ+1)\mathrm{deg}_L(Z)}.$$
First of all,
$$h_{(𝒳,\overline{})}^{\overline{B}_{i,j}}(Z)=\frac{\mathrm{log}(\lambda _i){\displaystyle _{𝒵()}}c_1(\tau ^{}\overline{})^{dimZ+1}{\displaystyle \underset{l=1,lj}{}}c_1(\pi _{}^{}{}_{}{}^{}\rho ^{}\nu ^{}p_l^{}(\overline{M}_l))}{[K^{}:K](dimZ+1)\mathrm{deg}_L(Z)}.$$
Moreover,
$$_{𝒵()}c_1(\tau ^{}\overline{})^{dimZ+1}\underset{l=1,lj}{}c_1(\pi _{}^{}{}_{}{}^{}\rho ^{}\nu ^{}p_l^{}(\overline{M}_l))$$
is equal to
$$[k:]\mathrm{deg}(\tau ^{}_k^{dimZ+1}\underset{l=1,lj}{}\pi _{}^{}{}_{}{}^{}\rho ^{}\nu ^{}p_l^{}(\overline{M}_l)_k𝒵_k)=[k:]\mathrm{deg}(D_k\underset{l=1,lj}{}p_l^{}(\overline{M}_l)_k).$$
Thus, we obtain
$$h_{(𝒳,\overline{})}^{\overline{B}_{i,j}}(Z)=\frac{\widehat{\mathrm{deg}}(\widehat{c}_1(\overline{M}_i)^2)\mathrm{deg}\left(D_k_{l=1,lj}p_l^{}(\overline{M}_l)_k\right)}{\mathrm{deg}((M_i)_k)[K^{}:K](dimZ+1)\mathrm{deg}_L(Z)}.$$
On the other hand, by the projection formula with respect to $`p_i`$,
$$\widehat{\mathrm{deg}}\left(\overline{D}\widehat{c}_1(p_i^{}(\overline{M}_i))^2\underset{l=1,li,j}{\overset{d}{}}\widehat{c}_1(p_l^{}(\overline{M}_l))\right)=\widehat{\mathrm{deg}}(\widehat{c}_1(\overline{M}_i)^2)\mathrm{deg}\left(D_{\eta _i}\underset{l=1,li,j}{\overset{d}{}}p_l^{}(\overline{M}_l)_{\eta _i}\right),$$
where $`\eta _i`$ means the restriction to the generic fiber of $`p_i`$. Moreover, by the projection formula again,
$$\mathrm{deg}(D_k\underset{l=1,lj}{}p_l^{}(\overline{M}_l)_k)=\mathrm{deg}(M_i)_k\mathrm{deg}\left(D_{\eta _i}\underset{l=1,li,j}{\overset{d}{}}p_l^{}(\overline{M}_l)_{\eta _i}\right).$$
Thus, we get (2.1.2).
The last assertion is obvious because there is a positive integer $`m`$ such that
$$\overline{H}_j^m(𝒪_B,\lambda _i||_{can})$$
for every $`i,j`$. $`\mathrm{}`$
###### Corollary 2.2.
Let $`X`$ be a geometrically irreducible projective variety over $`K`$, and $`L`$ an ample line bundle on $`X`$. Let $`\overline{B}`$ and $`\overline{B}^{}`$ be polarizations of $`K`$. We assume that $`\overline{B}`$ is big and $`\overline{B}^{}`$ is fairly large. Then, there are positive constants $`a`$ and $`b`$ such that
$$ah_L^{\overline{B}^{}}(Z)+O(1)h_L^{\overline{B}}(x)bh_L^{\overline{B}^{}}(Z)+O(1)$$
for all effective cycles $`Z`$ on $`X_{\overline{K}}`$. In particular, if $`X`$ is an abelian variety and $`L`$ is a symmetric ample line bundle, then
$$a\widehat{h}_L^{\overline{B}^{}}(Z)\widehat{h}_L^{\overline{B}}(Z)b\widehat{h}_L^{\overline{B}^{}}(Z)$$
for all effective cycles $`Z`$ on $`X_{\overline{K}}`$.
Proof. The first inequality is a consequence of \[5, (5) of Proposition 3.3.7\]. We set $`\overline{B}=(B;\overline{H}_1,\mathrm{},\overline{H}_d)`$ and $`\overline{B}^{}=(B^{};\overline{H}_1^{},\mathrm{},\overline{H}_d^{})`$. Since $`\overline{B}^{}`$ is fairly large, there are generically finite morphisms $`\mu ^{}:B^{\prime \prime }B^{}`$ and $`\nu :B^{\prime \prime }\left(_{}^1\right)^d`$ of flat and projective integral schemes over $``$, and nef and big $`C^{\mathrm{}}`$-hermitian $``$-line bundles $`\overline{L}_1,\mathrm{},\overline{L}_d`$ on $`_{}^1`$ such that $`\mu _{}^{}{}_{}{}^{}(\overline{H}_i^{})\nu ^{}(p_i^{}(\overline{L}_i))`$ for all $`i`$, where $`p_i:\left(_{}^1\right)^d_{}^1`$ is the projection to the $`i`$-th factor. Changing $`B^{\prime \prime }`$ if necessarily, we may assume that there is a generically finite morphism $`\mu :B^{\prime \prime }B`$. By virtue of the projection formula, we may assume that $`B=B^{}=B^{\prime \prime }`$. We set $`\overline{H}=\nu ^{}\left(_{l=1}^dp_l^{}(\overline{L}_l)\right)`$. Then, $`(B;\overline{H},\mathrm{},\overline{H})`$ is a big polarization. Thus, there is a positive integer $`b_1`$ such that
$$h_L^{\overline{B}}b_1h_L^{(B;\overline{H},\mathrm{},\overline{H})}+O(1).$$
Moreover, by Proposition 2.1, we can find a positive constant $`b_2`$ with
$$h_L^{(B;\overline{H},\mathrm{},\overline{H})}b_2h_L^{(B;\nu ^{}p_1^{}(\overline{L}_1),\mathrm{},\nu ^{}p_d^{}(\overline{L}_d))}+O(1).$$
On the other hand, since $`\overline{H}_i^{}\nu ^{}(p_i^{}(\overline{L}_i))`$ for all $`i`$,
$$h_L^{(B;\nu ^{}p_1^{}(\overline{L}_1),\mathrm{},\nu ^{}p_d^{}(\overline{L}_d))}h_L^{(B;\overline{H}_1,\mathrm{},\overline{H}_d)}+O(1).$$
Hence, we get our corollary. $`\mathrm{}`$
Here, let us give the proof of Theorem I, Theorem II and Theorem III in the introduction. Theorem I is obvious by \[5, Theorem 4.3\] and Corollary 2.2. Theorem II is a consequence of , Corollary 2.2 and the following lemma.
###### Lemma 2.3.
Let $`V`$ be a vector space over $``$, and $`,`$ and $`,^{}`$ be two inner products on $`V`$. If $`x,xx,x^{}`$ for all $`xV`$, then $`det\left(x_i,x_j\right)det\left(x_i,x_j^{}\right)`$ for all $`x_1,\mathrm{},x_nV`$.
Proof. If $`x_1,\mathrm{},x_n`$ are linearly dependent, then our assertion is trivial. Otherwise, it is nothing more than \[4, Lemma 3.4\]. $`\mathrm{}`$
Finally, let us consider the proof of Theorem III. The equivalence of (1) and (2) follows from Theorem II. It is obvious that (1) implies (3). Conversely, (3) implies (1) by virtue of and Corollary 2.2.
## 3. Northcott’s theorem for cycles
In this section, we will generalize Northcott’s theorem to the height of cycles on projective varieties.
###### Theorem 3.1.
Let $`K`$ be a finitely generated field over $``$, $`\overline{K}`$ the algebraic closure of $`K`$, and let $`\overline{B}`$ be a fairly large polarization of $`K`$. Let $`X`$ be a geometrically irreducible projective variety over $`K`$, and $`L`$ an ample line bundle on $`X`$. For an effective cycle $`Z`$ on $`X_{\overline{K}}`$, we denote by $`h_L^{\overline{B}}(Z)`$ the height of $`Z`$ with respect to $`\overline{B}`$. Moreover, the orbit of $`Z`$ by the action of the Galois group $`\mathrm{Gal}(\overline{K}/K)`$ is denoted by $`O_{\mathrm{Gal}(\overline{K}/K)}(Z)`$. Then, for a real number $`M`$ and integers $`l`$ and $`e`$, the set of all effective cycles on $`X_{\overline{K}}`$ with $`h_L^{\overline{B}}(Z)M`$, $`\mathrm{deg}_L(Z)l`$ and $`\mathrm{\#}O_{\mathrm{Gal}(\overline{K}/K)}(Z)e`$ is finite.
Proof. Let us begin with the following lemma.
###### Lemma 3.2.
Let $`X=_{}^{n_1}\times \mathrm{}\times _{}^{n_r}`$ be a product of projective spaces and $`𝒪(d_1,\mathrm{},d_r)`$ the line bundle on $`X`$ with the multi-degree $`(d_1,\mathrm{},d_r)`$. Let $``$ be the hermitian metric of $`𝒪(d_1,\mathrm{},d_r)`$ given by the Fubini-Study metric. For each $`i`$, we fix a basis of $`H^0(_{}^{n_i},𝒪_{_{}^{n_i}}(1))`$. Then $`H^0(X,𝒪(d_1,\mathrm{},d_r))`$ is naturally isomorphic to the space of homogeneous polynomials with the multi-degree $`(d_1,\mathrm{},d_r)`$. For $`sH^0(X,𝒪(d_1,\mathrm{},d_r))`$, we denote by $`|s|`$ the maximal value of the absolute of coefficient of $`s`$ as a polynomial. Then, there is a constant $`C`$ depending only on $`n_1,\mathrm{},n_r`$, $`d_1,\mathrm{},d_r`$ and a basis of $`H^0(_{}^{n_i},𝒪_{_{}^{n_i}}(1))`$ for each $`i`$ such that
$$|s|C\mathrm{exp}(_Xs\underset{j=1}{\overset{r}{}}p_j^{}(c_1(𝒪(1),_{FS}))^{n_j})$$
for all $`sH^0(X,𝒪(d_1,\mathrm{},d_r))`$.
Proof. By virtue of \[2, Corollary 1.4.3\],
$$\underset{xX}{sup}\{s(x)\}\mathrm{exp}\left(\underset{i=1}{\overset{r}{}}\underset{m=1}{\overset{n_i}{}}\frac{d_i}{2m}\right)\mathrm{exp}(_Xs\underset{j=1}{\overset{r}{}}p_j^{}(c_1(𝒪(1),_{FS}))^{n_j}).$$
On the other hand, $`sup_{xX}\{s(x)\}`$ and $`|s|`$ give rise to two norms on the finite dimensional space $`H^0(X,𝒪(d_1,\mathrm{},d_r))`$. Thus, we get our lemma. $`\mathrm{}`$
Let us start the proof of Northcott’s theorem for cycles. It is sufficient to see that, for any real number $`M`$ and any integers $`e`$, $`d`$ and $`l`$, the set
$$\left\{Z\right|\begin{array}{c}Z\text{ is an effective cycle with}\hfill \\ \mathrm{\#}O_{\mathrm{Gal}(\overline{K}/K)}(Z)e\text{}\mathrm{deg}_L(Z)=d\text{}dimZ=l\text{ and }h_L^{\overline{B}}(Z)M\hfill \end{array}\}$$
is finite. Clearly, we may assume that $`X=_K^n`$ and $`L=𝒪_{_K^n}(1)`$. Let $`K^{}`$ be the invariant field of the stabilizer at $`Z`$. Then, $`[K^{}:K]e`$ and $`Z`$ is defined over $`K^{}`$. Let $`B^{}`$ be the normalization of $`B`$ in $`K^{}`$, and let $`\overline{H}_1^{},\mathrm{},\overline{H}_d^{}`$ be the pull-backs of $`\overline{H}_1,\mathrm{},\overline{H}_d`$ by $`B^{}B`$ respectively. Let $`𝒵`$ be the Zariski closure of $`Z`$ in $`_B^{}^n=_{}^n\times B^{}`$. Then,
$$h_L^{\overline{B}}(Z)=\frac{\widehat{\mathrm{deg}}\left(\widehat{c}_1(\overline{𝒪_{_B^{}^n}(1)})^{l+1}_{j=1}^d\widehat{c}_1(\pi _B^{}^{}(\overline{H}_j^{}))𝒵\right)}{[K^{}:K](l+1)\mathrm{deg}_L(Z)}+O(1),$$
where $`\pi _B^{}`$ is the canonical projection $`_B^{}^nB^{}`$ and $`\overline{𝒪_{_B^{}^n}(1)}`$ is the pull-back of $`(𝒪__{}^n(1),_{FS})`$ via $`_B^{}^n_{}^n`$.
Let $`\stackrel{ˇ}{}_{}^n`$ be the dual projective space of $`_{}^n`$. Let us consider
$$\left(\stackrel{ˇ}{}_B^{}^n\right)^{\times _B^{}(l+1)}=\stackrel{l+1}{\stackrel{}{\stackrel{ˇ}{}_B^{}^n\times _B^{}\mathrm{}\times _B^{}\stackrel{ˇ}{}_B^{}^n}},$$
where $`\stackrel{ˇ}{}_B^{}^n=\stackrel{ˇ}{}_{}^n\times B^{}`$. Let $`p_i:\left(\stackrel{ˇ}{}_B^{}^n\right)^{\times _B^{}(l+1)}\stackrel{ˇ}{}_B^{}^n`$ be the projection to the $`i`$-th factor and $`p:\left(\stackrel{ˇ}{}_B^{}^n\right)^{\times _B^{}(l+1)}B^{}`$ the canonical morphism. We set
$$𝒪_B^{}(d,\mathrm{},d)=\underset{i=1}{\overset{l+1}{}}p_i^{}(𝒪_{\stackrel{ˇ}{}_B^{}^n}(1)).$$
Let $`\mathrm{Ch}(Z)`$ be the Chow divisor of $`Z`$, i.e., $`\mathrm{Ch}(Z)`$ is an element of $`|𝒪_K^{}(d,\mathrm{},d)|`$ on $`\left(\stackrel{ˇ}{}_K^{}^n\right)^{l+1}`$. Let $`\mathrm{Ch}(𝒵)`$ be the Zariski closure of $`\mathrm{Ch}(Z)`$ in $`\left(\stackrel{ˇ}{}_B^{}^n\right)^{\times _B^{}(l+1)}`$. Here we claim the following equation:
(3.2.1)
$$\begin{array}{c}p_{}\left(\underset{i=1}{\overset{l+1}{}}\widehat{c}_1\left(p_i^{}(\overline{𝒪_{\stackrel{ˇ}{}_B^{}^n}(1)})\right)^n\mathrm{Ch}(𝒵)\right)\hfill \\ \hfill =\pi _{}\left(\widehat{c}_1(\overline{𝒪_{_B^{}^n}(1)})^{l+1}𝒵\right)+d(l+1)\pi _{}\left(\widehat{c}_1(\overline{𝒪_{_B^{}^n}(1)})^{n+1}\right).\end{array}$$
Let $`U`$ be the maximal Zariski open set of $`B^{}`$ such that $`𝒵B^{}`$ is flat over $`U`$. Then, in the same way as in the proof of \[1, Proposition 1.2\], we can see that the equation (3.2.1) holds over $`U`$. Therefore, so does over $`B^{}`$ by \[3, Lemma 2.5.1\] because $`\mathrm{codim}(B^{}U)2`$.
By using (3.2.1), we can see
(3.2.2)
$$\begin{array}{c}\left(h_L^{\overline{B}}(Z)+O(1)\right)+\widehat{\mathrm{deg}}(\widehat{c}_1(\overline{𝒪__{}^n(1)}))\mathrm{deg}(H_{1}^{}{}_{}{}^{}\mathrm{}H_{d}^{}{}_{}{}^{})\hfill \\ \hfill =\frac{\widehat{\mathrm{deg}}\left(_{i=1}^{l+1}\widehat{c}_1\left(p_i^{}(\overline{𝒪_{\stackrel{ˇ}{}_B^{}^n}(1)})\right)^n_{j=1}^d\widehat{c}_1(p^{}(\overline{H}_j^{}))\mathrm{Ch}(𝒵)\right)}{[K^{}:K]}.\end{array}$$
Choose $`PH^0(\left(\stackrel{ˇ}{}_K^{}^n\right)^{l+1},𝒪_K^{}(d,\mathrm{},d))`$ with $`\mathrm{div}(P)=\mathrm{Ch}(Z)`$. Here, we fix a basis of $`H^0(_{}^n,𝒪__{}^n(1))`$. Then, $`P`$ can be written by a polynomial with coefficients $`\{a_\lambda \}_{\lambda \mathrm{\Lambda }}`$ in $`K^{}`$, that is, $`\{a_\lambda \}_{\lambda \mathrm{\Lambda }}`$ is a Chow coordinate of $`Z`$. Noting that $`P`$ gives rise a rational section of $`𝒪_B^{}(d,\mathrm{},d)`$ over $`B^{}`$, let
$$\mathrm{div}(P)=\mathrm{Ch}(𝒵)+\underset{\mathrm{\Gamma }}{}c_\mathrm{\Gamma }p^{}(\mathrm{\Gamma })$$
be the decomposition as a rational section of $`𝒪_B^{}(d,\mathrm{},d)`$, where $`\mathrm{\Gamma }`$ runs over all prime divisors on $`B^{}`$. Then, we can easily see $`c_\mathrm{\Gamma }=\mathrm{min}_{\lambda \mathrm{\Lambda }}\{\mathrm{ord}_\mathrm{\Gamma }(a_\lambda )\}`$. Here, let us calculate
$$\widehat{\mathrm{deg}}\left(\underset{i=1}{\overset{l+1}{}}\widehat{c}_1\left(p_i^{}(\overline{𝒪_{\stackrel{ˇ}{}_B^{}^n}(1)})\right)^n\underset{j=1}{\overset{d}{}}\widehat{c}_1(p^{}\overline{H}_j^{})\widehat{c}_1(\overline{𝒪_B^{}(d,\mathrm{},d)})\right)$$
in terms of the rational section $`P`$. Then,
(3.2.3)
$$\begin{array}{c}\widehat{\mathrm{deg}}\left(\underset{i=1}{\overset{l+1}{}}\widehat{c}_1\left(p_i^{}(\overline{𝒪_{\stackrel{ˇ}{}_B^{}^n}(1)})\right)^n\underset{j=1}{\overset{d}{}}\widehat{c}_1(p^{}(\overline{H}_j^{}))\mathrm{Ch}(𝒵)\right)=\hfill \\ \hfill [K^{}:K]\widehat{\mathrm{deg}}(\underset{i=1}{\overset{l+1}{}}\widehat{c}_1\left(p_i^{}(\overline{𝒪_{\stackrel{ˇ}{}_B^n}(1)})\right)^n\underset{j=1}{\overset{d}{}}\widehat{c}_1(p^{}(\overline{H}_j))\widehat{c}_1(\overline{𝒪_B(d,\mathrm{},d)}))\\ \hfill +\underset{\mathrm{\Gamma }}{}\underset{\lambda \mathrm{\Lambda }}{\mathrm{max}}\{\mathrm{ord}_\mathrm{\Gamma }(a_\lambda )\}\widehat{\mathrm{deg}}\left(\underset{j=1}{\overset{d}{}}\widehat{c}_1(\overline{H}_j^{})\mathrm{\Gamma }\right)\\ \hfill +_{\left(\stackrel{ˇ}{}_{}^n\right)^{l+1}\times B^{}()}\mathrm{log}P\underset{i=1}{\overset{l+1}{}}c_1\left(p_j^{}(\overline{𝒪_{\stackrel{ˇ}{}_B^{}^n}(1)})\right)^n\underset{j=1}{\overset{d}{}}c_1(p^{}(\overline{H}_j^{})).\end{array}$$
Let $`U_0`$ be a Zariski open set of $`B^{}()`$ such that $`a_\lambda `$ has no zeros and poles on $`U_0`$ for every $`\lambda \mathrm{\Lambda }`$. For each $`bU_0`$, let $`i_b:\left(\stackrel{ˇ}{}_{}^n\right)^{l+1}\left(\stackrel{ˇ}{}_{}^n\right)^{l+1}\times B^{}()`$ be a morphism given by $`i_b(x)=(x,b)`$. Then,
$$\begin{array}{c}\left(_{\left(\stackrel{ˇ}{}_{}^n\right)^{l+1}\times B^{}()}\mathrm{log}P\underset{i=1}{\overset{l+1}{}}c_1\left(p_j^{}(\overline{𝒪_{\stackrel{ˇ}{}_B^{}^n}(1)})\right)^n\right)(b)\hfill \\ \hfill =_{\left(\stackrel{ˇ}{}_{}^n\right)^{l+1}}i_b^{}\left(\mathrm{log}P\right)\underset{i=1}{\overset{l+1}{}}c_1\left(p_j^{}(\overline{𝒪_{\stackrel{ˇ}{}_{}^n}(1)})\right)^n\end{array}$$
Thus, by Lemma 3.2,
(3.2.4)
$$\begin{array}{c}_{\left(\stackrel{ˇ}{}_{}^n\right)^{l+1}\times B^{}()}\mathrm{log}P\underset{i=1}{\overset{l+1}{}}c_1\left(p_j^{}(\overline{𝒪_{\stackrel{ˇ}{}_B^{}^n}(1)})\right)^n\underset{j=1}{\overset{d}{}}c_1(p^{}(\overline{H}_j^{}))\hfill \\ \hfill _{B^{}()}\mathrm{log}\underset{\lambda \mathrm{\Lambda }}{\mathrm{max}}\{|a_\lambda |\}\underset{j=1}{\overset{d}{}}c_1(\overline{H}_j^{})[K^{}:K]C^{}_{B()}\underset{j=1}{\overset{d}{}}c_1(\overline{H}_j)\end{array}$$
for some constant $`C^{}`$ depending only on $`n`$, $`d`$, $`l`$ and a basis $`H^0(_{}^n,𝒪__{}^n(1))`$. Thus, gathering (3.2.2), (3.2.3) and (3.2.4),
$$h_{nv}^{\overline{B}}\left((a_\lambda )_{\lambda \mathrm{\Lambda }}\right)h_L^{\overline{B}}(Z)+C^{\prime \prime }$$
for some constant $`C^{\prime \prime }`$ independent on $`Z`$. Thus, we have only finitely many $`(a_\lambda )_{\lambda \mathrm{\Lambda }}`$ modulo the scalar product of $`\overline{K}`$. Therefore, we have only finitely many $`\mathrm{Ch}(Z)`$. Hence we obtain our assertion because the correspondence
$$\mathrm{Ch}:\left\{\begin{array}{c}\text{Effective cycles }Z\text{ on }X_{\overline{K}}\text{ with}\hfill \\ l=dimZ\text{ and }\mathrm{deg}(Z)=d\hfill \end{array}\right\}|𝒪_{\overline{K}}(d,\mathrm{},d)|$$
is injective. $`\mathrm{}`$
## Appendix. Direct proof of Northcott’s theorem with respect to a fairly large polarization
If we use a fairly large polarization, we can give a simpler proof of Northcott’s theorem. In this appendix, let us consider this problem.
Let us start the direct proof of Theorem I. We denote by $`\overline{𝒪__{}^1(1)}`$ the hermitian line bundle $`(𝒪__{}^1(1),_{FS})`$ on $`_{}^1`$. First of all, we claim the following.
###### Claim A.1.
We assume that there is a generically finite morphism $`\nu :B\left(_{}^1\right)^d`$ with $`\overline{H}_i=\nu ^{}(p_i^{}(\overline{𝒪__{}^1(1)}))`$ for all $`i`$. Then, the assertion of our theorem holds.
Since $`L`$ is ample, there is a positive integer $`m`$ and an embedding $`\varphi :X^n`$ with $`\varphi ^{}(𝒪_^n(1))=L^m`$. Thus, we may assume that $`X=_K^n`$ and $`L=𝒪_{_K^n}(1)`$. Let $`\overline{B}_0`$ be a polarization given by $`(\left(_{}^1\right)^d;p_1^{}(\overline{𝒪__{}^1(1)}),\mathrm{},p_d^{}(\overline{𝒪__{}^1(1)}))`$. Then, by the projection formula, we can see that $`h_L^{\overline{B}_0}=\mathrm{deg}(\nu )h_L^{\overline{B}}+O(1)`$. Therefore, we may assume $`\overline{B}=\overline{B}_0`$. Moreover, in the same argument as in \[5, Claim 4.3.3\], we may assume $`e=1`$.
Let $`\mathrm{\Delta }_{\mathrm{}}`$ be the closure of $`\mathrm{}_{}^1`$ in $`_{}^1`$. We set $`\mathrm{\Delta }_{\mathrm{}}^{(i)}=p_i^{}(\mathrm{\Delta }_{\mathrm{}})`$. Moreover, we set $`\overline{A}_i=p_i^{}(𝒪__{}^1,(1/2)||_{can})`$. If we denote $`c_1(^1,_{FS})`$ by $`\omega `$, then
(A.2)
$$\widehat{\mathrm{deg}}\left(\widehat{c}_1(\overline{H}_1)\mathrm{}\widehat{c}_1(\overline{A}_i)\mathrm{}\widehat{c}_1(\overline{H}_d)\mathrm{\Delta }_{\mathrm{}}^{(j)}\right)=_{p_j^1(\mathrm{})}\mathrm{log}(2)\underset{l=1,li}{\overset{d}{}}p_l^{}(\omega )=\{\begin{array}{cc}\mathrm{log}(2)\hfill & \text{if }j=i\hfill \\ 0\hfill & \text{if }ji\hfill \end{array}$$
Let $`\overline{B}_i`$ be a polarization of $`K`$ given by $`\overline{B}_i=(B;\overline{H}_1,\mathrm{},\overline{H}_{i1},\overline{A}_i,\overline{H}_{i+1},\mathrm{},\overline{H}_d)`$. Here $`\overline{𝒪__{}^1(1)}^2(𝒪__{}^1,(1/2)||_{can})`$ because $`sup_{x^1()}X_0X_1_{FS}(x)1/2`$, where $`\{X_0,X_1\}`$ are a basis of $`H^0(_{}^1,𝒪__{}^1(1))`$. Thus, by \[5, (5) of Proposition 3.3.7\], there are positive constants $`a`$ such that $`h_{nv}^{\overline{B}_i}2h_{nv}^{\overline{B}}+a`$ for all $`i`$. We set
$$S=\{P^n((z_1,\mathrm{},z_d))h_{nv}^{\overline{B}}(P)M\}$$
Then, for any $`PS`$, $`h_{nv}^{\overline{B}_i}(P)2M+a`$. Moreover, there are $`f_0,\mathrm{},f_n[z_1,\mathrm{},z_d]`$ such that $`f_0,\mathrm{},f_n`$ are relatively prime and $`P=(f_0:\mathrm{}:f_n)`$. Here, by using (A.2) together with facts that $`c_1(\overline{A}_i)=0`$ and $`f_0,\mathrm{},f_n`$ are relatively prime,
$$h_{nv}^{\overline{B}_i}(P)=\mathrm{max}\{\mathrm{deg}_i(f_0),\mathrm{},\mathrm{deg}_i(f_n)\}\mathrm{log}(2),$$
where $`\mathrm{deg}_i`$ is the degree of polynomials with respect to $`z_i`$. Thus, there is a constant $`M_1`$ independent on $`PS`$ such that $`\mathrm{deg}_i(f_j)M_1`$ for all $`i,j`$. On the other hand,
$$\begin{array}{c}h_{nv}^{\overline{B}}(P)=\underset{i}{}\mathrm{max}\{\mathrm{deg}_i(f_0),\mathrm{},\mathrm{deg}_i(f_n)\}\widehat{\mathrm{deg}}\left(\widehat{c}_1(\overline{H}_1)\mathrm{}\widehat{c}_1(\overline{H}_d)\mathrm{\Delta }_{\mathrm{}}^{(i)}\right)\hfill \\ \hfill +_{(^1)^d}\mathrm{log}\left(\underset{i}{\mathrm{max}}\{|f_i|\}\right)c_1(\overline{H}_1)\mathrm{}c_1(\overline{H}_d)\end{array}$$
Hence, there is a constant $`M_2`$ independent on $`P`$ such that
$$_{(^1)^d}\mathrm{log}(|f_i|)c_1(\overline{H}_1)\mathrm{}c_1(\overline{H}_d)M_2$$
for all $`i`$. Thus, by \[5, Lemma 4.1\], we have our claim.
Let us consider a general case. We use the notation in the definition of the largeness of a polarization. Clearly, we may assume that $`X=_K^n`$ and $`L=𝒪_{_K^n}(1)`$. Let $`K^{}`$ be the function field of $`B^{}`$, and $`\overline{B}^{}`$ a polarization of $`K^{}`$ given by $`(B^{};\mu ^{}(H_1),\mathrm{},\mu ^{}(H_d))`$. Then, for all $`x^n(\overline{K})`$,
$$h_{L_K^{}}^{\overline{B}^{}}(x)=\frac{1}{[K^{}:K]}h_L^{\overline{B}}(x).$$
Thus, we may also assume that $`B^{}=B`$. Moreover, there is a positive integer $`b`$ with $`\overline{L}_i^b\overline{𝒪__{}^1(1)}`$ for every $`i`$. Hence, $`\overline{H}_i^b\nu ^{}(p_i^{}(\overline{𝒪__{}^1(1)}))`$. Let $`\overline{B}^{}`$ be a polarization of $`K`$ given by
$$\overline{B}^{}=(B;\nu ^{}(p_1^{}(\overline{𝒪__{}^1(1)})),\mathrm{},\nu ^{}(p_d^{}(\overline{𝒪__{}^1(1)}))).$$
Let $`\overline{𝒪_{_B^n}(1)}`$ be a $`C^{\mathrm{}}`$-hermitian line bundle on $`_B^n`$ given the pull-back of $`(𝒪__{}^n(1),_{FS})`$ via $`_B^n_{}^n`$. Then, since $`\overline{𝒪__{}^1(1)}`$ and $`\overline{𝒪_{_B^n}(1)}`$ are nef, we can see that, for all $`x^n(\overline{K})`$,
$$h_{(_B^n,\overline{𝒪_{_B^n}(1)})}^{\overline{B}^{}}(x)b^dh_{(_B^n,\overline{𝒪_{_B^n}(1)})}^{\overline{B}}(x).$$
Thus, by the previous claim, we get our theorem. $`\mathrm{}`$
###### Remark A.3.
In order to guarantee Northcott’s theorem, the largeness of a polarization is crucial. The following example shows us that even if the polarization is ample in the geometric sense, Northcott’s theorem does not hold.
Let $`k=(\sqrt{29})`$, $`ϵ=(5+\sqrt{29})/2`$, and $`O_k=[ϵ]`$. We set
$$E=\mathrm{Proj}\left(O_k[X,Y,Z]/(Y^2Z+XYZ+ϵ^2YZ^2X^3)\right).$$
Then, $`E`$ is an abelian scheme over $`O_k`$. Then, as in the proof of \[5, Proposition 3.1.1\], we can construct a nef $`C^{\mathrm{}}`$-hermitian line bundle $`\overline{H}`$ on $`E`$ such that $`[2]^{}(\overline{H})=\overline{H}^4`$ and $`H_k`$ is ample on $`E_k`$, $`c_1(\overline{H})`$ is positive on $`E()`$, and that $`\widehat{\mathrm{deg}}\left(\widehat{c}_1(\overline{H})^2\right)=0`$. Let $`K`$ be the function field of $`E`$. Then, $`\overline{B}=(E;\overline{H})`$ is a polarization of $`K`$. Here we claim that Northcott’s theorem dose not hold for the polarization $`(E,\overline{H})`$ of $`K`$.
Let $`p_i:E\times _{O_k}EE`$ be the projection to the $`i`$-th factor. Then, considering $`p_2:E\times _{O_k}EE`$, $`(E\times _{O_k}E,p_1^{}(\overline{H}))`$ gives rise to a model of $`(E_K,H_K)`$. Let $`\mathrm{\Gamma }_n`$ be the graph of $`[2]^n:EE`$, i.e., $`\mathrm{\Gamma }_n=\{([2]^n(x),x)xE\}`$. Moreover, let $`x_n`$ be a $`K`$-valued point of $`E_K`$ arising from $`\mathrm{\Gamma }_n`$. Then, if we denote the section $`E\mathrm{\Gamma }_n`$ by $`s_n`$, then
$`h_{H_K}^{\overline{B}}(x_n)`$ $`=\widehat{\mathrm{deg}}\left(p_1^{}(\overline{H})p_2^{}(\overline{H})\mathrm{\Gamma }_n\right)=\widehat{\mathrm{deg}}\left(s_n^{}(p_1^{}(\overline{H}))s_n^{}(p_2^{}(\overline{H}))\right)`$
$`=\widehat{\mathrm{deg}}\left(([2]^n)^{}(\overline{H})\overline{H}\right)=\widehat{\mathrm{deg}}\left(\overline{H}^{4^n}\overline{H}\right)=4^n\widehat{\mathrm{deg}}\left(\overline{H}\overline{H}\right)=0.`$
On the other hand, $`x_n`$’s are distinct points in $`E_K(K)`$.
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# JLAB-THY-00-15 Weak proton capture on 3He
## I Introduction and Conclusions
### A Motivation
Recently, there has been a revival of interest in the reaction <sup>3</sup>He($`p`$,$`e^+\nu _e`$)<sup>4</sup>He . This interest has been spurred by the Super-Kamiokande collaboration measurements of the energy spectrum of electrons recoiling from scattering with solar neutrinos . Over most of the spectrum, a suppression $`0.5`$ is observed relative to the Standard Solar Model (SSM) predictions . Above 12.5 MeV, however, there is an apparent excess of events. The $`hep`$ process, as the proton weak capture on <sup>3</sup>He is known, is the only source of solar neutrinos with energies larger than about 14 MeV–their end-point energy is about 19 MeV. This fact has naturally led to questions about the reliability of calculations of the $`hep`$ weak capture cross section, upon which is based the currently accepted SSM value for the astrophysical $`S`$-factor at zero energy, $`2.3\times 10^{20}`$ keV b . In particular, Bahcall and Krastev have shown that a large enhancement, by a factor in the range 25–30, of the SSM $`S`$-factor value given above would essentially fit the observed excess of recoiling electrons, in any of three different neutrino scenarios–uniform suppression of the <sup>8</sup>B flux, vacuum oscillations, and matter-enhanced oscillations .
The theoretical description of the $`hep`$ process, as well as that of the neutron and proton radiative captures on <sup>2</sup>H, <sup>3</sup>H, and <sup>3</sup>He, constitute a challenging problem from the standpoint of nuclear few-body theory. Its difficulty can be appreciated by comparing the measured values for the cross section of thermal neutron radiative capture on <sup>1</sup>H, <sup>2</sup>H, and <sup>3</sup>He. Their respective values are: $`334.2\pm 0.5`$ mb , $`0.508\pm 0.015`$ mb , and $`0.055\pm 0.003`$ mb . Thus, in going from $`A`$=2 to 4 the cross section has dropped by almost four orders of magnitude. These processes are induced by magnetic-dipole transitions between the initial two-cluster state in relative S-wave and the final bound state. In fact, the inhibition of the $`A`$=3 and 4 captures has been understood for a long time . The <sup>3</sup>H and <sup>4</sup>He wave functions, denoted, respectively, with $`\mathrm{\Psi }_3`$ and $`\mathrm{\Psi }_4`$ are, to a good approximation, eigenfunctions of the magnetic dipole operator $`𝝁`$, namely $`\mu _z\mathrm{\Psi }_3\mu _p\mathrm{\Psi }_3`$ and $`\mu _z\mathrm{\Psi }_40`$, where $`\mu _p`$=2.793 n.m. is the proton magnetic moment (note that the experimental value of the <sup>3</sup>H magnetic moment is 2.979 n.m., while <sup>4</sup>He has no magnetic moment). These relations would be exact, if the <sup>3</sup>H and <sup>4</sup>He wave functions were to consist of a symmetric S-wave term only, for example, $`\mathrm{\Psi }_4=\varphi _4(\mathrm{S})\mathrm{det}[p_1,p_2,n_3,n_4]`$. Of course, tensor components in the nuclear interactions generate significant D-state admixtures, that partially spoil this eigenstate property. To the extent that it is approximately satisfied, though, the matrix elements $`\mathrm{\Psi }_3|\mu _z|\mathrm{\Psi }_{1+2}`$ and $`\mathrm{\Psi }_4|\mu _z|\mathrm{\Psi }_{1+3}`$ vanish due to orthogonality between the initial and final states. This orthogonality argument fails in the case of the deuteron, since then
$$\mu _z\mathrm{\Psi }_2(\mu _p\mu _n)\varphi _2(\mathrm{S})\chi _0^0\eta _0^1,$$
(1)
where $`\chi _{M_S}^S`$ and $`\eta _{M_T}^T`$ are two-nucleon spin and isospin states, respectively. The magnetic dipole operator can therefore connect the large S-wave component $`\varphi _2(\mathrm{S})`$ of the deuteron to a $`T`$=1 <sup>1</sup>S<sub>0</sub> $`np`$ state (note that the orthogonality between the latter and the deuteron follows from the orthogonality between their respective spin-isospin states).
This quasi-orthogonality, while again invalid in the case of the proton weak capture on protons, is also responsible for inhibiting the $`hep`$ process. Both these reactions are induced by the Gamow-Teller operator, which differs from the (leading) isovector spin part of the magnetic dipole operator essentially by an isospin rotation. As a result, the $`hep`$ weak capture and $`nd`$, $`pd`$, $`n^3`$He, and $`p^3`$H radiative captures are extremely sensitive to: (i) small components in the wave functions, particularly the D-state admixtures generated by tensor interactions, and (ii) many-body terms in the electro-weak current operator. For example, two-body current contributions provide, respectively, 50 % and over 90 % of the calculated $`pd`$ and $`n^3`$He cross sections at very low energies.
In this respect, the $`hep`$ weak capture is a particularly delicate reaction, for two additional reasons: firstly and most importantly, the one- and two-body current contributions are comparable in magnitude, but of opposite sign ; secondly, two-body axial currents, specifically those arising from excitation of $`\mathrm{\Delta }`$ isobars which have been shown to give the dominant contribution, are model dependent .
This destructive interference between one- and two-body currents also occurs in the $`n^3`$He (“$`hen`$”) radiative capture , with the difference that there the leading components of the two-body currents are model independent, and give a much larger contribution than that associated with the one-body current.
The cancellation in the $`hep`$ process between the one- and two-body matrix elements has the effect of enhancing the importance of P-wave capture channels, which would ordinarily be suppressed. Indeed, one of the results of the present work is that these channels give about 40 % of the $`S`$-factor calculated value. That the $`hep`$ process could proceed as easily through P- as S-wave capture was not realized–or, at least, not sufficiently appreciated –in all earlier studies of this reaction we are aware of, with the exception of Ref. , where it was suggested, on the basis of a very simple one-body reaction model, that the <sup>3</sup>P<sub>0</sub> channel may be important.
### B Previous Studies of the $`hep`$ Capture
The history of $`hep`$ cross section calculations has been most recently reviewed by Bahcall and Krastev . The first estimate of the cross section was based on the calculation of the overlap of an s-wave proton continuum wave function and a 1s neutron wave function in <sup>4</sup>He. It produced a large value for the $`S`$-factor, $`630\times 10^{20}`$ keV b, and led to the suggestion by Kuzmin that between 20 % and 50 % of the neutrinos in the high-energy end of the flux spectrum could originate from the $`hep`$ reaction. Of course, as already discussed above and originally pointed out by Werntz and Brennan , if the <sup>4</sup>He and $`p^3`$He states are approximated, respectively, by (1s)<sup>4</sup> and (1s)<sup>3</sup>2s<sub>c</sub> configurations (2s<sub>c</sub> is the continuum wave function), and antisymmetrized in space, spin, and isospin, then the capture rate vanishes identically. Werntz and Brennan attempted to relate the matrix element of the axial current occurring in the $`hep`$ capture to that of the electromagnetic current occurring in the thermal neutron radiative capture on <sup>3</sup>He, and provided an upper limit for the $`hep`$ $`S`$-factor, $`3.7\times 10^{20}`$ keV b, based on an experimental upper limit of 100 $`\mu `$b for the <sup>3</sup>He($`n`$,$`\gamma `$)<sup>4</sup>He cross section known at the time.
Werntz and Brennan assumed: (i) the validity of isospin symmetry, apart from differences in the neutron (in $`hen`$ capture) and proton (in $`hep`$ capture) continuum wave functions, which they related to each other via $`|\psi _p(r)/\psi _n(r)|C_0`$ ($`C_0`$ is the usual Gamow penetration factor); (ii) that two-body currents dominated both the weak and radiative captures, and that their matrix elements could be put in relation to each other through an isospin rotation. These authors refined their earlier estimate for the $`hep`$ $`S`$-factor in a later publication , by using hard-sphere phase shifts to obtain a more realistic value for the ratio of the neutron to proton continuum wave functions, and by including the contributions due to P-wave capture channels. These refinements led to an $`S`$-factor value, $`8.1\times 10^{20}`$ keV b, considerably larger than they had obtained previously. They found, though, that the P-waves only contribute at the 10 % level.
Subsequent studies of the $`hep`$ process also attempted to relate it to the $`hen`$ radiative capture, but recognized the importance of D-state components in the <sup>3</sup>He and <sup>4</sup>He wave functions–these had been ignored in Refs. –, and used the Chemtob-Rho prescription (with some short-range modification) for the two-body terms in the electroweak current operator. Tegnér and Bargholtz and Wervelman et al. found, using a shell-model description of the initial and final states, that two-body current contributions do not dominate the capture processes, in sharp contrast with the assumptions of Refs. and the later conclusions of Refs. . These two groups as well as Wolfs et al. arrived, nevertheless, to contradictory results, due to the different values calculated for the ratio of weak to electromagnetic matrix elements. Tegnér and Bargholtz obtained an $`S`$-factor value of $`(17\pm 8)\times 10^{20}`$ keV b, the spread being due to the uncertain experimental value of the thermal neutron capture cross section before 1983. This prediction was sharpened by Wolfs et al. , who measured the $`hen`$ cross section precisely. They quoted an $`hep`$ $`S`$-factor value of $`(15.3\pm 4.7)\times 10^{20}`$ keV b. Wervelman et al. also measured the $`hen`$ cross section, reporting a value of $`(55\pm 3)`$ $`\mu `$b in excellent agreement with the Wolfs et al. measurement of $`(54\pm 6)`$ $`\mu `$b, but estimated an $`hep`$ $`S`$-factor in the range $`(57\pm 8)\times 10^{20}`$ keV b. These discrepancies are presumably due to the schematic wave functions used in the calculations.
In an attempt to reduce the uncertainties in the predicted values for both the radiative and weak capture rates, fully microscopic calculations of these reactions were performed in the early nineties , based on ground- and scattering-state wave functions obtained variationally from a realistic Hamiltonian with two- and three-nucleon interactions. The main part of the electromagnetic current operator (denoted as “model independent”) was constructed consistently from the two-nucleon interaction model. The less well known (“model dependent”) electroweak currents associated with the excitation of intermediate $`\mathrm{\Delta }`$ isobars and with transition couplings, such as the electromagnetic or axial $`\rho \pi `$ current, were also included. However, it was emphasized that their contribution was to be viewed as numerically uncertain, as very little empirical information is available on their coupling constants and short-range behavior. These studies showed that both the $`hen`$ and $`hep`$ reactions have large (in the case of the radiative capture, dominant) contributions from two-body currents. Indeed, the values obtained with one-body only and full currents for the $`hep`$ $`S`$-factor (radiative capture cross section) were, respectively, $`5.8\times 10^{20}`$ and $`1.3\times 10^{20}`$ keV b (6 and 112 $`\mu `$b). These results indicated that the common practice of inferring the $`hep`$ $`S`$-factor from the measured radiative capture cross section is bound to be misleading, because of different initial-state interactions in the $`n^3`$He and $`p^3`$He channels, and because of the large contributions associated with the two-body components of the electroweak current operator, and their destructive interference with the one-body current contributions. Yet, the substantial overprediction of the $`hen`$ cross section, 112 $`\mu `$b versus an experimental value of 55 $`\mu `$b, was unsatisfactory. It became clear that the contributions of the “model dependent”currents, particularly those due to the $`\mathrm{\Delta }`$ isobar, were unreasonably large (about 40 $`\mu `$b out of the total 112 $`\mu `$b). It was therefore deemed necessary to include the $`\mathrm{\Delta }`$ degrees of freedom explicitly in the nuclear wave functions, rather than eliminate them in favor of effective two-body operators acting on nucleon coordinates, as it had been done in earlier studies. This led to the development of the transition-correlation operator (TCO) method –a scaled-down approach to a full $`N`$+$`\mathrm{\Delta }`$ coupled-channel treatment. The radiative capture cross section was now calculated to be between 75 and 80 $`\mu `$ (excluding the small contribution of the “uncertain”$`\omega \pi \gamma `$ current), the spread depending on whether the $`\pi `$$`N`$$`\mathrm{\Delta }`$ coupling constant in the transition interactions is taken either from experiment or from the quark model. In this approach, the $`hep`$ $`S`$-factor was calculated to be in the range between $`1.4\times 10^{20}`$ and $`3.1\times 10^{20}`$ keV b , the spread due to whether the axial $`N`$$`\mathrm{\Delta }`$ coupling was determined by fitting the Gamow-Teller matrix element in tritium $`\beta `$-decay or, again, taken from the quark model (uncertainties in the values of the $`\pi `$$`N`$$`\mathrm{\Delta }`$ coupling had a much smaller impact). In fact, the SSM value for the $`hep`$ $`S`$-factor now quoted in the literature is the average of these last two results.
### C Overview of Present Calculations
Improvements in the modeling of two- and three-nucleon interactions and the nuclear weak current, and the significant progress made in the last few years in the description of the bound and continuum four-nucleon wave functions, have prompted us to re-examine the $`hep`$ reaction. The nuclear Hamiltonian has been taken to consist of the Argonne $`v_{18}`$ two-nucleon and Urbana-IX three-nucleon interactions. To make contact with the earlier studies , however, and to have some estimate of the model dependence of the results, the older Argonne $`v_{14}`$ two-nucleon and Urbana-VIII three-nucleon interaction models have also been used. Both these Hamiltonians, the AV18/UIX and AV14/UVIII, reproduce the experimental binding energies and charge radii of the trinucleons and <sup>4</sup>He in exact Green’s function Monte Carlo (GFMC) calculations .
The correlated-hyperspherical-harmonics (CHH) method is used here to solve variationally the bound- and scattering-state four-nucleon problem . The binding energy of <sup>4</sup>He calculated with the CHH method is within 1–2 %, depending on the Hamiltonian model, of that obtained with the GFMC method. The accuracy of the CHH method to calculate scattering states has been successfully verified in the case of the trinucleon systems, by comparing results for a variety of $`Nd`$ scattering observables obtained by a number of groups using different techniques . Indeed, the numerical uncertainties in the calculation of the trinucleon continuum have been so drastically reduced that $`Nd`$ scattering observables can now be used to directly study the sensitivity to two- and three-nucleon interaction models–the $`A_y`$ “puzzle”constitutes an excellent example of this type of studies .
Studies along similar lines show that the CHH solutions for the four-nucleon continuum are also highly accurate. The CHH predictions for the $`n^3`$H total elastic cross section, $`\sigma _T=\pi (|a_\mathrm{s}|^2+3|a_\mathrm{t}|^2)`$, and coherent scattering length, $`a_\mathrm{c}=a_\mathrm{s}/4+3a_\mathrm{t}/4`$, measured by neutron interferometry techniques–$`a_\mathrm{s}`$ and $`a_\mathrm{t}`$ are the singlet and triplet scattering lengths–have been found to be in excellent agreement with the corresponding experimental values. The $`n^3`$H cross section is known over a rather wide energy range, and its extrapolation to zero energy is not problematic . The situation is different for the $`p^3`$He channel, for which the scattering lengths have been determined from effective range extrapolations of data taken above 1 MeV, and are therefore somewhat uncertain, $`a_\mathrm{s}=(10.8\pm 2.6)`$ fm and $`a_\mathrm{t}=(8.1\pm 0.5)`$ fm or $`(10.2\pm 1.5)`$ fm . Nevertheless, the CHH results are close to the experimental values above. For example, the AV18/UIX Hamiltonian predicts $`a_\mathrm{s}=10.1`$ fm and $`a_\mathrm{t}=9.13`$ fm.
In Refs. variational Monte Carlo (VMC) wave functions had been used to describe both bound and scattering states. The triplet scattering length was found to be 10.1 fm with the AV14/UVIII Hamiltonian model, in satisfactory agreement with the experimental determination and the value obtained with the more accurate CHH wave functions. However, the present work includes all S- and P-wave channels, namely <sup>1</sup>S<sub>0</sub>, <sup>3</sup>S<sub>1</sub>, <sup>3</sup>P<sub>0</sub>, <sup>1</sup>P<sub>1</sub>, <sup>3</sup>P<sub>1</sub>, and <sup>3</sup>P<sub>2</sub>, while all previous works only retained the <sup>3</sup>S<sub>1</sub> channel, which was thought, erroneously, to be the dominant one.
The nuclear weak current consists of vector and axial-vector parts, with corresponding one-, two-, and many-body components. The weak vector current is constructed from the isovector part of the electromagnetic current, in accordance with the conserved-vector-current (CVC) hypothesis. Two-body weak vector currents have “model-independent”and “model-dependent”components. The model-independent terms are obtained from the nucleon-nucleon interaction, and by construction satisfy current conservation with it. The leading two-body weak vector current is the “$`\pi `$-like”operator, obtained from the isospin-dependent spin-spin and tensor nucleon-nucleon interactions. The latter also generate an isovector “$`\rho `$-like”current, while additional isovector two-body currents arise from the isospin-independent and isospin-dependent central and momentum-dependent interactions. These currents are short-ranged, and numerically far less important than the $`\pi `$-like current. With the exception of the $`\rho `$-like current, they have been neglected in the present work. The model-dependent currents are purely transverse, and therefore cannot be directly linked to the underlying two-nucleon interaction. The present calculation includes the isovector currents associated with excitation of $`\mathrm{\Delta }`$ isobars which, however, are found to give a rather small contribution in weak-vector transitions, as compared to that due to the $`\pi `$-like current. The $`\pi `$-like and $`\rho `$-like weak vector charge operators have also been retained in the present study.
The leading two- and many-body terms in the axial current, in contrast to the case of the weak vector (or electromagnetic) current, are those due to $`\mathrm{\Delta }`$-isobar excitation, which are treated within the TCO scheme. This scheme has in fact been extended to include three-body connected terms which were neglected in the earlier work . The axial charge operator includes the long-range pion-exchange term , required by low-energy theorems and the partially-conserved-axial-current relation, as well as the (expected) leading short-range terms constructed from the central and spin-orbit components of the nucleon-nucleon interaction, following a prescription due to Riska and collaborators .
The largest model dependence is in the weak axial current. To minimize it, the poorly known $`N\mathrm{\Delta }`$ transition axial coupling constant has been adjusted to reproduce the experimental value of the Gamow-Teller matrix element in tritium $`\beta `$-decay. While this procedure is inherently model dependent, its actual model dependence is in fact very weak, as has been shown in Ref. . The analysis carried out there could be extended to the present case.
### D Conclusions
We present here a discussion of the results for the astrophysical $`S`$-factor and their implications for the Super-Kamiokande (SK) solar neutrino spectrum.
#### 1 Results for the $`S`$-factor
Our results for the astrophysical $`S`$-factor, defined as
$$S(E)=E\sigma (E)\mathrm{exp}(4\pi \alpha /v_{\mathrm{rel}}),$$
(2)
where $`\sigma (E)`$ is the $`hep`$ cross section at center-of-mass energy $`E`$, $`v_{\mathrm{rel}}`$ is the $`p^3`$He relative velocity, and $`\alpha `$ is the fine structure constant, are reported in Table I. By inspection of the table, we note that: (i) the energy dependence is rather weak: the value at $`10`$ keV is only about 4 % larger than that at $`0`$ keV; (ii) the P-wave capture states are found to be important, contributing about 40 % of the calculated $`S`$-factor. However, the contributions from D-wave channels are expected to be very small. We have verified explicitly that they are indeed small in <sup>3</sup>D<sub>1</sub> capture. (iii) The many-body axial currents associated with $`\mathrm{\Delta }`$ excitation play a crucial role in the (dominant) <sup>3</sup>S<sub>1</sub> capture, where they reduce the $`S`$-factor by more than a factor of four; thus the destructive interference between the one- and many-body current contributions, first obtained in Ref. , is confirmed in the present study, based on more accurate wave functions. The (suppressed) one-body contribution comes mostly from transitions involving the D-state components of the <sup>3</sup>He and <sup>4</sup>He wave functions, while the many-body contributions are predominantly due to transitions connecting the S-state in <sup>3</sup>He to the D-state in <sup>4</sup>He, or viceversa.
It is important to stress the differences between the present and all previous studies. Apart from ignoring, or at least underestimating, the contribution due to P-waves, the latter only considered the long-wavelength form of the weak multipole operators, namely, their $`q`$=$`0`$ limit, where $`q`$ is the magnitude of the momentum transfer. In <sup>3</sup>P<sub>0</sub> capture, for example, only the $`C_0`$-multipole, associated with the weak axial charge, survives in this limit, and the corresponding $`S`$-factor is calculated to be $`2.2\times 10^{20}`$ keV b, including two-body contributions. However, when the transition induced by the longitudinal component of the axial current (via the $`L_0`$-multipole, which vanishes at $`q`$=$`0`$) is also taken into account, the $`S`$-factor becomes $`0.82\times 10^{20}`$ keV b, because of destructive interference between the $`C_0`$ and $`L_0`$ matrix elements (see discussion in Sec. II C). Thus use of the long-wavelength approximation in the calculation of the $`hep`$ cross section leads to inaccurate results.
Finally, besides the differences listed above, the present calculation also improves that of Ref. in a number of other important respects: firstly, it uses CHH wave functions, corresponding to the latest generation of realistic interactions; secondly, the model for the nuclear weak current has been extended to include the axial charge as well as the vector charge and current operators. Thirdly, the one-body operators now take into account the $`1/m^2`$ relativistic corrections, which had previously been neglected. In <sup>3</sup>S<sub>1</sub> capture, for example, these terms increase by 25 % the dominant (but suppressed) $`L_1`$ and $`E_1`$ matrix elements calculated with the (lowest order) Gamow-Teller operator. These improvements in the treatment of the one-body axial current indirectly affect also the contributions of the $`\mathrm{\Delta }`$-excitation currents, since the $`N\mathrm{\Delta }`$ transition axial coupling constant is determined by reproducing the Gamow-Teller matrix element in tritium $`\beta `$-decay, as discussed in Sec. IV E below.
The chief conclusion of the present work is that the $`hep`$ $`S`$-factor is predicted to be $``$ 4.5 times larger than the value adopted in the SSM. This enhancement, while very significant, is smaller than that first suggested in Refs. , and then reconsidered by the SK collaboration in Ref. . A discussion of the implications of our results for the SK solar neutrino spectrum is given below.
Even though our result is inherently model dependent, it is unlikely that the model dependence is large enough to accommodate a drastic increase in the value obtained here. Indeed, calculations using Hamiltonians based on the AV18 two-nucleon interaction only and the older AV14/UVIII two- and three-nucleon interactions predict zero energy $`S`$-factor values of $`12.1\times 10^{20}`$ keV b and $`10.2\times 10^{20}`$ keV b, respectively. It should be stressed, however, that the AV18 model, in contrast to the AV14/UVIII, does not reproduce the experimental binding energies and low-energy scattering parameters of the three- and four-nucleon systems. The AV14/UVIII prediction is only 6 % larger than the AV18/UIX zero-energy result. This 6 % variation should provide a fairly realistic estimate of the theoretical uncertainty due to the model dependence. It would be very valuable, though, to repeat the present study with a Hamiltonian consisting of the CD-Bonn interaction which, in contrast to the AV14 and AV18 models, has strongly non-local central and tensor components. We would expect the CD-Bonn calculation to predict an $`S`$-factor value close to that reported here, provided the axial current in that calculation were again constrained to reproduce the known Gamow-Teller matrix element in tritium $`\beta `$-decay .
To conclude, our best estimate for the $`S`$-factor at 10 keV c.m. energy is therefore $`(10.1\pm 0.6)\times 10^{20}`$ keV b.
#### 2 Effect on the Super-Kamiokande Solar Neutrino Spectrum
Super-Kamiokande (SK) detects solar neutrinos by neutrino-electron scattering. The energy is shared between the outgoing neutrino and scattered electron, leading to a very weak correlation between the incoming neutrino energy and the measured electron energy. The electron angle relative to the solar direction is also measured, which would in principle allow reconstruction of the incoming neutrino energy. However, the kinematic range of the angle is very forward, and is comparable to the angular resolution of the detector. Furthermore, event-by-event reconstruction of the neutrino energy would be prevented by the detector background. Above its threshold of several MeV, SK is sensitive to the <sup>8</sup>B electron neutrinos. These have a total flux of $`5.15\times 10^6`$ cm<sup>-2</sup> s<sup>-1</sup> in the SSM . While the flux is uncertain to about 15 %, primarily due to the nuclear-physics uncertainties in the <sup>7</sup>Be($`p`$,$`\gamma `$)<sup>8</sup>B cross section, the spectral shape is more precisely known .
The SK results are presented as the ratio of the measured electron spectrum to that expected in the SSM with no neutrino oscillations. Over most of the spectrum, this ratio is constant at $`0.5`$. At the highest energies, however, an excess relative to $`0.5\times `$SSM is seen (though it has diminished in successive data sets). The SK 825-day data, determined graphically from Fig. 8 of Ref. , are shown by the points in Fig. 1 (the error bars denote the combined statistical and systematic error). The excess above 12.5 MeV may be interpreted as neutrino-energy dependence in the neutrino oscillation probability that is not completely washed out in the electron spectrum. This excess has also been interpreted as possible evidence for a large $`hep`$ flux (though note that the data never exceeds the full SSM expectation from <sup>8</sup>B neutrinos). In the SSM, the total $`hep`$ flux is very small, $`2.10\times 10^3`$ cm<sup>-2</sup> s<sup>-1</sup>. However, its endpoint energy is higher than for the <sup>8</sup>B neutrinos, 19 MeV instead of about 14 MeV, so that the $`hep`$ neutrinos may be seen at the highest energies. This is somewhat complicated by the energy resolution of SK, which allows <sup>8</sup>B events beyond their nominal endpoint. The ratio of the $`hep`$ flux to its value in the SSM (based on the $`hep`$ S-factor prediction of Ref. ) will be denoted by $`\alpha `$, defined as
$$\alpha \frac{S_{\mathrm{new}}}{S_{\mathrm{SSM}}}\times P_{\mathrm{osc}},$$
(3)
where $`P_{\mathrm{osc}}`$ is the $`hep`$-neutrino suppression constant. In the present work, $`\alpha =(10.1\times 10^{20}\mathrm{keV}\mathrm{b})/(2.3\times 10^{20}\mathrm{keV}\mathrm{b})=4.4`$, if $`hep`$ neutrino oscillations are ignored. The solid lines in Fig. 1 indicate the effect of various values of $`\alpha `$ on the ratio of the electron spectrum with both <sup>8</sup>B and $`hep`$ to that with only <sup>8</sup>B (the SSM). Though some differences are expected in the $`hep`$ spectral shape due to P-wave contributions, here we simply use the standard $`hep`$ spectrum shape . In calculating this ratio, the <sup>8</sup>B flux in the numerator has been suppressed by 0.47, the best-fit constant value for the observed suppression. If the $`hep`$ neutrinos are suppressed by $`0.5`$, then $`\alpha =2.2`$. Two other arbitrary values of $`\alpha `$ (10 and 20) are shown for comparison. As for the SK data, the results are shown as a function of the total electron energy in 0.5 MeV bins. The last bin, shown covering 14 – 15 MeV, actually extends to 20 MeV. The SK energy resolution was approximated by convolution with a Gaussian of energy-dependent width, chosen to match the SK LINAC calibration data .
The effects of a larger $`hep`$ flux should be compared to other possible distortions of the ratio. The data show no excess at low energies, thus limiting the size of a neutrino magnetic moment contribution to the scattering . The <sup>8</sup>B neutrino energy spectrum has recently been remeasured by Ortiz et al. and their spectrum is significantly larger at high energies than that of Ref. . Relative to the standard spectrum, this would cause an increase in the ratio at high energies comparable to the $`\alpha =4.4`$ case. The measured electron spectrum is very steep, and the fraction of events above 12.5 MeV is only $`1\%`$ of the total above threshold. Thus, an error in either the energy scale or resolution could cause an apparent excess of events at high energy. However, these are known precisely from the SK LINAC calibration; an error in either could explain the data only if it were at about the 3- or 4-sigma level .
The various neutrino oscillation solutions can be distinguished by their neutrino-energy dependence, though the effects on the electron spectrum are small. Generally, the ratio is expected to be rising at high energies, much like the effect of an increased $`hep`$ flux. The present work predicts $`\alpha =4.4`$ (and $`\alpha =2.2`$ if the $`hep`$ neutrinos oscillate). From Fig. 1, this effect is smaller than the distortion seen in the data or found in Refs. , where the $`hep`$ flux was fitted as a free parameter. However, the much more important point is that this is an absolute prediction. Fixing the value of $`\alpha `$ will significantly improve the ability of SK to identify the correct oscillation solution.
In the remainder of the paper we provide details of the calculation leading to these conclusions. In Sec. II we derive the $`hep`$ cross section in terms of reduced matrix elements of the weak current multipole operators. In Sec. III we discuss the calculation of the bound- and scattering-state wave functions with the CHH method, and summarize a number of results obtained for the <sup>4</sup>He binding energy and $`p^3`$He elastic scattering observables, comparing them to experimental data. In Sec. IV we review the model for the nuclear weak current and charge operators, while in Sec. V we provide details about the calculation of the matrix elements and resulting cross section. Finally, in Sec. VI we summarize and discuss our results.
## II Cross Section
In this section we sketch the derivation of the cross section for the $`p`$$`^3`$He weak capture process. The center-of-mass (c.m.) energies of interest are of the order of 10 keV–the Gamow-peak energy is 10.7 keV–and it is therefore convenient to expand the $`p`$$`^3`$He scattering state into partial waves, and perform a multipole decomposition of the nuclear weak charge and current operators. The present study includes S- and P-wave capture channels, i.e. the <sup>1</sup>S<sub>0</sub>, <sup>3</sup>S<sub>1</sub>, <sup>3</sup>P<sub>0</sub>, <sup>1</sup>P<sub>1</sub>, <sup>3</sup>P<sub>1</sub>, and <sup>3</sup>P<sub>2</sub> states in the notation <sup>2S+1</sup>L<sub>J</sub> with $`S=0,1`$, and retains all contributing multipoles connecting these states to the $`J^\pi `$=0<sup>+</sup> <sup>4</sup>He ground state. The relevant formulas are given in the next three subsections. Note that the <sup>1</sup>P<sub>1</sub> and <sup>3</sup>P<sub>1</sub>, and <sup>3</sup>S<sub>1</sub> and <sup>3</sup>D<sub>1</sub> channels are coupled. For example, a pure <sup>1</sup>P<sub>1</sub> incoming wave will produce both <sup>1</sup>P<sub>1</sub> and <sup>3</sup>P<sub>1</sub> outgoing waves. The degree of mixing is significant, particularly for the P-waves, as discussed in Sec. III C.
### A The Transition Amplitude
The capture process <sup>3</sup>He($`p`$,$`e^+\nu _e`$)<sup>4</sup>He is induced by the weak interaction Hamiltonian
$$H_W=\frac{G_V}{\sqrt{2}}𝑑𝐱\mathrm{e}^{\mathrm{i}(𝐩_e+𝐩_\nu )𝐱}l_\sigma j^\sigma (𝐱),$$
(4)
where $`G_V`$ is the Fermi coupling constant ($`G_V`$=1.14939 10<sup>-5</sup> GeV<sup>-2</sup> ), $`l_\sigma `$ is the leptonic weak current
$$l_\sigma =\overline{u}_\nu \gamma _\sigma (1\gamma _5)v_e(\overline{l}_0,𝐥),$$
(5)
and $`j^\sigma (𝐱)`$ is the hadronic weak current density. The positron and (electron) neutrino momenta and spinors are denoted, respectively, by $`𝐩_e`$ and $`𝐩_\nu `$, and $`v_e`$ and $`u_\nu `$. The Bjorken and Drell conventions are used for the metric tensor $`g^{\sigma \tau }`$ and $`\gamma `$-matrices. However, the spinors are normalized as $`v_e^{}v_e=u_\nu ^{}u_\nu =1`$.
The transition amplitude in the c.m. frame is then given by
$`f|H_W|i`$ $`=`$ $`{\displaystyle \frac{G_V}{\sqrt{2}}}l^\sigma 𝐪;^4\mathrm{He}|j_\sigma ^{}(𝐪)|𝐩;p^3\mathrm{He},`$ (6)
where $`𝐪=𝐩_e+𝐩_\nu `$, $`|𝐩;p^3\mathrm{He}`$ and $`|𝐪;^4\mathrm{He}`$ represent the $`p^3`$He scattering state with relative momentum $`𝐩`$ and <sup>4</sup>He bound state recoiling with momentum $`𝐪`$, respectively, and
$$j^\sigma (𝐪)=𝑑𝐱\mathrm{e}^{\mathrm{i}𝐪𝐱}j^\sigma (𝐱)(\rho (𝐪),𝐣(𝐪)).$$
(7)
The dependence of the amplitude upon the spin-projections of the proton and <sup>3</sup>He is understood. It is useful to perform a partial-wave expansion of the $`p^3`$He scattering wave function
$$\mathrm{\Psi }_{𝐩,s_1s_3}^{(+)}=\sqrt{4\pi }\underset{LSJJ_z}{}\sqrt{2L+1}\mathrm{i}^L\frac{1}{2}s_1,\frac{1}{2}s_3|SJ_zSJ_z,L0|JJ_z\overline{\mathrm{\Psi }}_{1+3}^{LSJJ_z},$$
(8)
with
$$\overline{\mathrm{\Psi }}_{1+3}^{LSJJ_z}=\mathrm{e}^{\mathrm{i}\sigma _L}\underset{L^{}S^{}}{}[1\mathrm{i}R^J]_{LS,L^{}S^{}}^1\mathrm{\Psi }_{1+3}^{L^{}S^{}JJ_z},$$
(9)
where $`s_1`$ and $`s_3`$ are the proton and <sup>3</sup>He spin projections, $`L`$, $`S`$, and $`J`$ are the relative orbital angular momentum, channel spin ($`S`$=0,1), and total angular momentum ($`𝐉=𝐋+𝐒`$), respectively, $`R^J`$ is the $`R`$-matrix in channel $`J`$, and $`\sigma _L`$ is the Coulomb phase shift,
$`\sigma _L`$ $`=`$ $`\mathrm{arg}[\mathrm{\Gamma }(L+1+\mathrm{i}\eta )],`$ (10)
$`\eta `$ $`=`$ $`{\displaystyle \frac{2\alpha }{v_{\mathrm{rel}}}}.`$ (11)
Here $`\alpha `$ is the fine-structure constant and $`v_{\mathrm{rel}}`$ is the $`p^3`$He relative velocity, $`v_{\mathrm{rel}}=p/\mu `$, $`\mu `$ being the reduced mass, $`\mu =mm_3/(m+m_3)`$ ($`m`$ and $`m_3`$ are the proton and <sup>3</sup>He rest masses, respectively). Note that $`\mathrm{\Psi }^{(+)}`$ has been constructed to satisfy outgoing wave boundary conditions, and that the spin quantization axis has been chosen to lie along $`\widehat{𝐩}`$, which defines the $`z`$-axis. Finally, the scattering wave function $`\mathrm{\Psi }_{1+3}^{LSJJ_z}`$ as well as the <sup>4</sup>He wave function $`\mathrm{\Psi }_4`$ are obtained variationally with the correlated-hyperspherical-harmonics (CHH) method, as described in Sec. III.
The transition amplitude is then written as
$`f|H_W|i`$ $`=`$ $`{\displaystyle \frac{G_V}{\sqrt{2}}}\sqrt{4\pi }{\displaystyle \underset{LSJJ_z}{}}\sqrt{2L+1}\mathrm{i}^L{\displaystyle \frac{1}{2}}s_1,{\displaystyle \frac{1}{2}}s_3|SJ_zSJ_z,L0|JJ_z`$ (12)
$`\times `$ $`\left[\overline{l}_0\mathrm{\Psi }_4|\rho ^{}(𝐪)|\overline{\mathrm{\Psi }}_{1+3}^{LSJJ_z}{\displaystyle \underset{\lambda =0,\pm 1}{}}l_\lambda \mathrm{\Psi }_4|\widehat{𝐞}_{q\lambda }^{}𝐣^{}(𝐪)|\overline{\mathrm{\Psi }}_{1+3}^{LSJJ_z}\right],`$ (13)
where, with the future aim of a multipole decomposition of the weak transition operators, the lepton vector $`𝐥`$ has been expanded as
$$𝐥=\underset{\lambda =0,\pm 1}{}l_\lambda \widehat{𝐞}_{q\lambda }^{},$$
(14)
with $`l_\lambda =\widehat{𝐞}_{q\lambda }𝐥,`$ and
$`\widehat{𝐞}_{q0}`$ $``$ $`\widehat{𝐞}_{q3},`$ (15)
$`\widehat{𝐞}_{q\pm 1}`$ $``$ $`{\displaystyle \frac{1}{\sqrt{2}}}(\widehat{𝐞}_{q1}\pm \mathrm{i}\widehat{𝐞}_{q2}).`$ (16)
The orthonormal basis $`\widehat{𝐞}_{q1}`$, $`\widehat{𝐞}_{q2}`$, $`\widehat{𝐞}_{q3}`$ is defined by $`\widehat{𝐞}_{q3}=\widehat{𝐪}`$, $`\widehat{𝐞}_{q2}=𝐩\times 𝐪/|𝐩\times 𝐪|`$, $`\widehat{𝐞}_{q1}=\widehat{𝐞}_{q2}\times \widehat{𝐞}_{q3}`$.
### B The Multipole Expansion
Standard techniques can now be used to perform the multipole expansion of the weak charge and current matrix elements occurring in Eq. (13). The spin quantization axis is along $`\widehat{𝐩}`$ rather than along $`\widehat{𝐪}`$. Thus, we first express the states quantized along $`\widehat{𝐩}`$ as linear combinations of those quantized along $`\widehat{𝐪}`$:
$$|JJ_z_{\widehat{𝐩}}=\underset{J_z^{}}{}D_{J_z^{}J_z}^J(\varphi ,\theta ,\varphi )|JJ_z^{}_{\widehat{𝐪}},$$
(17)
where $`D_{J_z^{}J_z}^J`$ are standard rotation matrices and the angles $`\theta `$ and $`\varphi `$ specify the direction $`\widehat{𝐪}`$. We then make use of the transformation properties under rotations of irreducible tensor operators to arrive at the following expressions:
$$\mathrm{\Psi }_4|\rho ^{}(𝐪)|\overline{\mathrm{\Psi }}_{1+3}^{LSJJ_z}=\sqrt{4\pi }(\mathrm{i})^J()^{JJ_z}D_{J_z,0}^J(\varphi ,\theta ,\varphi )C_J^{LSJ}(q),$$
(18)
$$\mathrm{\Psi }_4|\widehat{𝐞}_{q0}^{}𝐣^{}(𝐪)|\overline{\mathrm{\Psi }}_{1+3}^{LSJJ_z}=\sqrt{4\pi }(\mathrm{i})^J()^{JJ_z}D_{J_z,0}^J(\varphi ,\theta ,\varphi )L_J^{LSJ}(q),$$
(19)
$`\mathrm{\Psi }_4|\widehat{𝐞}_{q\lambda }^{}𝐣^{}(𝐪)|\overline{\mathrm{\Psi }}_{1+3}^{LSJJ_z}=`$ $``$ $`\sqrt{2\pi }(\mathrm{i})^J()^{JJ_z}D_{J_z,\lambda }^J(\varphi ,\theta ,\varphi )`$ (20)
$`\times `$ $`\left[\lambda M_J^{LSJ}(q)+E_J^{LSJ}(q)\right].`$ (21)
Here $`\lambda =\pm 1`$, and $`C_J^{LSJ}`$, $`L_J^{LSJ}`$, $`E_J^{LSJ}`$ and $`M_J^{LSJ}`$ denote the reduced matrix elements of the Coulomb $`(C)`$, longitudinal $`(L)`$, transverse electric $`(E)`$ and transverse magnetic $`(M)`$ multipole operators, explicitly given by
$$C_{ll_z}(q)=𝑑𝐱\rho (𝐱)j_l(qx)Y_{ll_z}(\widehat{𝐱}),$$
(22)
$$L_{ll_z}(q)=\frac{\mathrm{i}}{q}𝑑𝐱𝐣(𝐱)j_l(qx)Y_{ll_z}(\widehat{𝐱}),$$
(23)
$$E_{ll_z}(q)=\frac{1}{q}𝑑𝐱𝐣(𝐱)\times j_l(qx)𝐘_{ll_z}^{l1},$$
(24)
$$M_{ll_z}(q)=𝑑𝐱𝐣(𝐱)j_l(qx)𝐘_{ll_z}^{l1},$$
(25)
where $`𝐘_{ll_z}^{l1}`$ are vector spherical harmonics.
Finally, it is useful to consider the transformation properties under parity of the multipole operators. The weak charge/current operators have components of both scalar/polar-vector (V) and pseudoscalar/axial-vector (A) character, and hence
$$T_{ll_z}=T_{ll_z}(\mathrm{V})+T_{ll_z}(\mathrm{A}),$$
(26)
where $`T_{ll_z}`$ is any of the multipole operators above. Obviously, the parity of $`l`$th-pole V-operators is opposite of that of $`l`$th-pole A-operators. The parity of Coulomb, longitudinal, and electric $`l`$th-pole V-operators is $`()^l`$, while that of magnetic $`l`$th-pole V-operators is $`()^{l+1}`$.
### C The Cross Section
The cross section for the <sup>3</sup>He($`p`$,$`e^+\nu _e`$)<sup>4</sup>He reaction at a c.m. energy $`E`$ is given by
$`\sigma (E)={\displaystyle }`$ $`2\pi \delta \left(\mathrm{\Delta }m+E{\displaystyle \frac{q^2}{2m_4}}E_eE_\nu \right){\displaystyle \frac{1}{v_{\mathrm{rel}}}}`$ (28)
$`\times {\displaystyle \frac{1}{4}}{\displaystyle \underset{s_es_\nu }{}}{\displaystyle \underset{s_1s_3}{}}|f|H_W|i|^2{\displaystyle \frac{d𝐩_e}{(2\pi )^3}}{\displaystyle \frac{d𝐩_\nu }{(2\pi )^3}},`$
where $`\mathrm{\Delta }m=m+m_3m_4`$ = 19.287 MeV ($`m_4`$ is the <sup>4</sup>He rest mass), and $`v_{\mathrm{rel}}`$ is the $`p^3`$He relative velocity defined above. It is convenient to write:
$$\frac{1}{4}\underset{s_es_\nu }{}\underset{s_1s_3}{}|f|H_W|i|^2=(2\pi )^2G_V^2L_{\sigma \tau }N^{\sigma \tau },$$
(29)
where the lepton tensor $`L^{\sigma \tau }`$ is defined as
$`L^{\sigma \tau }{\displaystyle \frac{1}{2}}{\displaystyle \underset{s_es_\nu }{}}l^\sigma l_{}^{\tau }{}_{}{}^{}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\mathrm{tr}\left[\gamma ^\sigma (1\gamma _5){\displaystyle \frac{(\mathit{}_em_e)}{2E_e}}\gamma ^\tau (1\gamma _5){\displaystyle \frac{\mathit{}_\nu }{2E_\nu }}\right]`$ (30)
$`=`$ $`\mathrm{v}_e^\sigma \mathrm{v}_\nu ^\tau +\mathrm{v}_\nu ^\sigma \mathrm{v}_e^\tau g^{\sigma \tau }\mathrm{v}_e\mathrm{v}_\nu +\mathrm{i}ϵ^{\sigma \alpha \tau \beta }\mathrm{v}_{e,\alpha }\mathrm{v}_{\nu ,\beta },`$ (31)
with $`ϵ^{0123}=1`$, $`\mathrm{v}_e^\sigma =p_e^\sigma /E_e`$ and $`\mathrm{v}_\nu ^\sigma =p_\nu ^\sigma /E_\nu `$. The nuclear tensor $`N^{\sigma \tau }`$ is defined as
$$N^{\sigma \tau }\underset{s_1s_3}{}W^\sigma (𝐪;s_1s_3)W^\tau (𝐪;s_1s_3),$$
(32)
where
$$W^{\sigma =0}(𝐪;s_1s_3)=\underset{LSJ}{}X_0^{LSJ}(\widehat{𝐪};s_1s_3)C_J^{LSJ}(q),$$
(33)
$$W^{\sigma =3}(𝐪;s_1s_3)=\underset{LSJ}{}X_0^{LSJ}(\widehat{𝐪};s_1s_3)L_J^{LSJ}(q),$$
(34)
$$W^{\sigma =\pm 1}(𝐪;s_1s_3)=\frac{1}{\sqrt{2}}\underset{LSJ}{}X_1^{LSJ}(\widehat{𝐪};s_1s_3)\left[\pm M_J^{LSJ}(q)+E_J^{LSJ}(q)\right].$$
(35)
The dependence upon the direction $`\widehat{𝐪}`$ and proton and <sup>3</sup>He spin projections $`s_1`$ and $`s_3`$ is contained in the functions $`X_\lambda ^{LSJ}`$ given by
$`X_\lambda ^{LSJ}(\widehat{𝐪};s_1s_3)={\displaystyle \underset{J_z}{}}\sqrt{2L+1}\mathrm{i}^L(\mathrm{i})^J()^{JJ_z}`$ $`{\displaystyle \frac{1}{2}}s_1,{\displaystyle \frac{1}{2}}s_3|SJ_zSJ_z,L0|JJ_z`$ (37)
$`\times D_{J_z,\lambda }^J(\varphi ,\theta ,\varphi ),`$
with $`\lambda =0,\pm 1`$. Note that the Cartesian components of the lepton and nuclear tensors ($`\sigma ,\tau =1,2,3`$) are relative to the orthonormal basis $`\widehat{𝐞}_{q1}`$, $`\widehat{𝐞}_{q2}`$, $`\widehat{𝐞}_{q3}`$, defined at the end of Sec. II A.
The expression for the nuclear tensor can be further simplified by making use of the reduction formulas for the product of rotation matrices . In fact, it can easily be shown that the dependence of $`N^{\sigma \tau }`$ upon the angle $`\mathrm{cos}\theta =\widehat{𝐩}\widehat{𝐪}`$ can be expressed in terms of Legendre polynomials $`P_n(\mathrm{cos}\theta )`$ and associated Legendre functions $`P_n^m(\mathrm{cos}\theta )`$ with $`m=1,2`$. However, given the large number of channels included in the present study (all S- and P-wave capture states), the resulting equations for $`N^{\sigma \tau }`$ are not particularly illuminating, and will not be given here. Indeed, the calculation of the cross section, Eq. (28), is carried out numerically with the techniques discussed in Sec. V B.
It is useful, though, to discuss the simple case in which only the contributions involving transitions from the <sup>3</sup>S<sub>1</sub> and <sup>3</sup>P<sub>0</sub> capture states are considered. In the limit $`q=0`$, one then finds
$$\sigma (E)\frac{2}{\pi }\frac{G_V^2}{v_{\mathrm{rel}}}m_e^5f_0(E)\left[\left|L_1^{011}(\mathrm{A})\right|^2+\left|E_1^{011}(\mathrm{A})\right|^2+\left|C_0^{110}(\mathrm{A})\right|^2\right],$$
(38)
where $`L_1^{011}(\mathrm{A})`$ and $`E_1^{011}(\mathrm{A})`$ are the longitudinal and transverse electric axial current reduced matrix elements (from <sup>3</sup>S<sub>1</sub> capture), and $`C_0^{110}(\mathrm{A})`$ is the Coulomb axial charge reduced matrix element (from <sup>3</sup>P<sub>0</sub> capture) at $`q`$=0. Here the “Fermi function”$`f_0(E)`$ is defined as
$$f_0(E)=_1^{x_0}𝑑xx\sqrt{x^21}(x_0x)^2,$$
(39)
with $`x_0=(\mathrm{\Delta }m+E)/m_e`$. The expression in Eq. (38) can easily be related, mutatis mutandis, to that given in Ref. .
Although the $`q`$=0 approximation can appear to be adequate for the $`hep`$ reaction, for which $`q20`$ MeV/c and $`qR0.14`$ or less ($`R`$ being the <sup>4</sup>He radius), the expression for the cross section given in Eq. (38) is in fact inaccurate. To elaborate this point further, consider the <sup>3</sup>P<sub>0</sub> capture. The long-wavelength forms of the $`C_0(q;\mathrm{A})`$ and $`L_0(q;\mathrm{A})`$ multipoles, associated with the axial charge and longitudinal component of the axial current, are constant and linear in $`q`$, respectively, as can be easily inferred from Eqs. (22)–(23). The corresponding reduced matrix elements are, to leading order in $`q`$,
$`C_0^{110}(q;\mathrm{A})`$ $``$ $`c_0+\mathrm{},`$ (40)
$`L_0^{110}(q;\mathrm{A})`$ $``$ $`l_0q+\mathrm{},`$ (41)
where $`c_0=C_0^{110}(\mathrm{A})`$ in the notation of Eq. (38). The <sup>3</sup>P<sub>0</sub> capture cross section can be written, in this limit, as
$$\sigma (E;^3\mathrm{P}_0)\frac{2}{\pi }\frac{G_V^2}{v_{\mathrm{rel}}}m_e^5\left[f_0(E)\right|c_0|^2+f_1(E)m_e^2|l_0|^22f_2(E)m_e\mathrm{}(c_0^{}l_0)].$$
(42)
When the full model for the nuclear axial charge and current is considered, the constants $`c_0`$ and $`l_0`$, at zero $`p^3`$He relative energy, are calculated to be $`c_0=\mathrm{i}\mathrm{\hspace{0.17em}0.043}`$ fm<sup>3/2</sup> and $`l_0=\mathrm{i}\mathrm{\hspace{0.17em}0.197}`$ fm<sup>5/2</sup> (note that they are purely imaginary at $`E=0`$). The “Fermi functions”$`f_0(E)`$, $`f_1(E)`$, and $`f_2(E)`$, that arise after integration over the phase space, at $`E=0`$ have the values $`f_0(0)=2.54\times 10^6`$, $`f_1(0)=3.61\times 10^9`$, and $`f_2(0)=9.59\times 10^7`$. The zero energy $`S`$-factor obtained by including only the term $`c_0`$ is 2.2$`\times 10^{20}`$ keV b. However, when both the $`c_0`$ and $`l_0`$ terms are retained, it becomes 0.68$`\times `$10<sup>-20</sup> keV b.
In fact, this last value is still inaccurate: when not only the leading, but also the next-to-leading order terms are considered in the expansion of the multipoles in powers of $`q`$ (see Sec. V B), the $`S`$-factor for <sup>3</sup>P<sub>0</sub> capture increases to 0.82$`\times `$10<sup>-20</sup> keV b, its fully converged value. The conclusion of this discussion is that use of the long-wavelength approximation in the $`hep`$ reaction leads to erroneous results.
Similar considerations also apply to the case of <sup>3</sup>S<sub>1</sub> capture: at values of $`q`$ different from zero, the transition can be induced not only by the axial current via the $`E_1(\mathrm{A})`$ and $`L_1(\mathrm{A})`$ multipoles, but also by the axial charge and vector current via the $`C_1(\mathrm{A})`$ and and $`M_1(\mathrm{V})`$ multipoles. While the contribution of $`M_1(\mathrm{V})`$ is much smaller than that of the leading $`E_1(\mathrm{A})`$ and $`L_1(\mathrm{A})`$, the contribution of $`C_1(\mathrm{A})`$ is relatively large, and its interference with that of $`L_1(\mathrm{A})`$ cannot be neglected. This point is further discussed in Sec. VI B.
As a final remark, we note that the general expression for the cross section in Eq. (28) as follows from Eqs. (29)–(37) contains interference terms among the reduced matrix elements of multipole operators connecting different capture channels. However, these interference contributions have been found to account for less than 2 % of the total $`S`$-factor at zero $`p^3`$He c.m. energy.
## III Bound- and Scattering-State Wave Functions
The <sup>4</sup>He bound-state and $`p^3`$He scattering-state wave functions are obtained variationally with the correlated-hyperspherical-harmonics (CHH) method from realistic Hamiltonians consisting of the Argonne $`v_{18}`$ two-nucleon and Urbana-IX three-nucleon interactions (the AV18/UIX model), or the older Argonne $`v_{14}`$ two-nucleon and Urbana-VIII three-nucleon interactions (the AV14/UVIII model). The CHH method, as implemented in the calculations reported in the present work, has been developed by Viviani, Kievsky, and Rosati in Refs. . Here, it will be reviewed briefly for completeness, and a summary of relevant results obtained for the three- and four-nucleon bound-state properties, and $`p^3`$He effective-range parameters will be presented.
### A The CHH Method
In the CHH approach a four-nucleon wave function $`\mathrm{\Psi }`$ is expanded as
$$\mathrm{\Psi }=\underset{p}{}\left[\psi _A(𝐱_{Ap},𝐲_{Ap},𝐳_{Ap})+\psi _B(𝐱_{Bp},𝐲_{Bp},𝐳_{Bp})\right],$$
(43)
where the amplitudes $`\psi _A`$ and $`\psi _B`$ correspond, respectively, to the partitions 3+1 and 2+2, and the index $`p`$ runs over the even permutations of particles $`ijkl`$. The dependence on the spin-isospin variables is understood. The overall antisymmetry of the wave function $`\mathrm{\Psi }`$ is ensured by requiring that both $`\psi _A`$ and $`\psi _B`$ change sign under the exchange $`ij`$.
The Jacobi variables corresponding to the partition 3+1 are defined as
$`𝐱_{Ap}`$ $`=`$ $`𝐫_j𝐫_i,`$ (44)
$`𝐲_{Ap}`$ $`=`$ $`\sqrt{4/3}(𝐫_k𝐑_{ij}),`$ (45)
$`𝐳_{Ap}`$ $`=`$ $`\sqrt{3/2}(𝐫_l𝐑_{ijk}),`$ (46)
while those corresponding to the partition 2+2 are defined as
$`𝐱_{Bp}`$ $`=`$ $`𝐫_j𝐫_i,`$ (47)
$`𝐲_{Bp}`$ $`=`$ $`\sqrt{2}(𝐑_{kl}𝐑_{ij}),`$ (48)
$`𝐳_{Bp}`$ $`=`$ $`𝐫_l𝐫_k,`$ (49)
where $`𝐑_{ij}`$ ($`𝐑_{kl}`$) and $`𝐑_{ijk}`$ denote the c.m. positions of particles $`ij`$ ($`kl`$) and $`ijk`$, respectively. In the $`LS`$-coupling scheme, the amplitudes $`\psi _A`$ and $`\psi _B`$ are expanded as
$$\psi _A(𝐱_{Ap},𝐲_{Ap},𝐳_{Ap})=\underset{\alpha }{}F_{\alpha ,p}\varphi _\alpha ^A(x_{Ap},y_{Ap},z_{Ap})Y_{\alpha ,p}^A,$$
(50)
$$\psi _B(𝐱_{Bp},𝐲_{Bp},𝐳_{Bp})=\underset{\alpha }{}F_{\alpha ,p}\varphi _\alpha ^B(x_{Bp},y_{Bp},z_{Bp})Y_{\alpha ,p}^B,$$
(51)
where
$`Y_{\alpha ,p}^A=\{\left[\left[Y_{\mathrm{}_{1\alpha }}(\widehat{𝐳}_{Ap})Y_{\mathrm{}_{2\alpha }}(\widehat{𝐲}_{Ap})\right]_{\mathrm{}_{12\alpha }}Y_{\mathrm{}_{3\alpha }}(\widehat{𝐱}_{Ap})\right]_{L_\alpha }`$ $`\left[\left[\left[s_is_j\right]_{S_{a\alpha }}s_k\right]_{S_{b\alpha }}s_l\right]_{S_\alpha }\}_{JJ_z}`$ (53)
$`\times \left[\left[\left[t_it_j\right]_{T_{a\alpha }}t_k\right]_{T_{b\alpha }}t_l\right]_{TT_z},`$
$`Y_{\alpha ,p}^B=\{\left[\left[Y_{\mathrm{}_{1\alpha }}(\widehat{𝐳}_{Bp})Y_{\mathrm{}_{2\alpha }}(\widehat{𝐲}_{Bp})\right]_{\mathrm{}_{12\alpha }}Y_{\mathrm{}_{3\alpha }}(\widehat{𝐱}_{Bp})\right]_{L_\alpha }`$ $`\left[\left[s_is_j\right]_{S_{a\alpha }}\left[s_ks_l\right]_{S_{b\alpha }}\right]_{S_\alpha }\}_{JJ_z}`$ (55)
$`\times \left[\left[t_it_j\right]_{T_{a\alpha }}\left[t_kt_l\right]_{T_{b\alpha }}\right]_{TT_z}.`$
Here a channel $`\alpha `$ is specified by: orbital angular momenta $`\mathrm{}_{1\alpha }`$, $`\mathrm{}_{2\alpha }`$, $`\mathrm{}_{3\alpha }`$, $`\mathrm{}_{12\alpha }`$, and $`L_\alpha `$; spin angular momenta $`S_{a\alpha }`$, $`S_{b\alpha }`$, and $`S_\alpha `$; isospins $`T_{a\alpha }`$ and $`T_{b\alpha }`$. The total orbital and spin angular momenta and cluster isospins are then coupled to the assigned $`JJ_z`$ and $`TT_z`$.
The correlation factors $`F_{\alpha ,p}`$ consist of the product of pair-correlation functions, that are obtained from solutions of two-body Schrödinger-like equations, as discussed in Ref. . These correlation factors take into account the strong state-dependent correlations induced by the nucleon-nucleon interaction, and improve the behavior of the wave function at small interparticle separations, thus accelerating the convergence of the calculated quantities with respect to the number of required hyperspherical harmonics basis functions, defined below.
The radial amplitudes $`\varphi _\alpha ^A`$ and $`\varphi _\alpha ^B`$ are further expanded as
$`\varphi _\alpha ^A(x_{Ap},y_{Ap},z_{Ap})`$ $`=`$ $`{\displaystyle \underset{n,m}{}}{\displaystyle \frac{u_{nm}^\alpha (\rho )}{\rho ^4}}z_{Ap}^{\mathrm{}_{1\alpha }}y_{Ap}^{\mathrm{}_{2\alpha }}x_{Ap}^{\mathrm{}_{3\alpha }}X_{nm}^\alpha (\varphi _{2p}^A,\varphi _{3p}),`$ (56)
$`\varphi _\alpha ^B(x_{Bp},y_{Bp},z_{Bp})`$ $`=`$ $`{\displaystyle \underset{n,m}{}}{\displaystyle \frac{w_{nm}^\alpha (\rho )}{\rho ^4}}z_{Bp}^{\mathrm{}_{1\alpha }}y_{Bp}^{\mathrm{}_{2\alpha }}x_{Bp}^{\mathrm{}_{3\alpha }}X_{nm}^\alpha (\varphi _{2p}^B,\varphi _{3p}),`$ (57)
where the magnitudes of the Jacobi variables have been replaced by the hyperspherical coordinates, i.e. the hyperradius $`\rho `$
$$\rho =\sqrt{x_{Ap}^2+y_{Ap}^2+z_{Ap}^2}=\sqrt{x_{Bp}^2+y_{Bp}^2+z_{Bp}^2},$$
(58)
which is independent of the permutation $`p`$ considered, and the hyperangles appropriate for partitions A and $`B`$. The latter are given by
$`\mathrm{cos}\varphi _{3p}`$ $`=`$ $`x_{Ap}/\rho =x_{Bp}/\rho ,`$ (59)
$`\mathrm{cos}\varphi _{2p}^A`$ $`=`$ $`y_{Ap}/(\rho \mathrm{sin}\varphi _{3p}),`$ (60)
$`\mathrm{cos}\varphi _{2p}^B`$ $`=`$ $`y_{Bp}/(\rho \mathrm{sin}\varphi _{3p}).`$ (61)
Finally, the hyperangle functions $`X_{nm}^\alpha `$ consist of the product of Jacobi polynomials
$$X_{nm}^\alpha (\beta ,\gamma )=N_{nm}^\alpha (\mathrm{sin}\beta )^{2m}P_n^{K_{2\alpha },\mathrm{}_{3\alpha }+\frac{1}{2}}(\mathrm{cos}2\beta )P_m^{\mathrm{}_{1\alpha }+\frac{1}{2},\mathrm{}_{2\alpha }+\frac{1}{2}}(\mathrm{cos}2\gamma ),$$
(62)
where the indices $`m`$ and $`n`$ run, in principle, over all non-negative integers, $`K_{2\alpha }=\mathrm{}_{1\alpha }+\mathrm{}_{2\alpha }+2m+2`$, and $`N_{nm}^\alpha `$ are normalization factors .
Once the expansions for the radial amplitudes $`\varphi ^A`$ and $`\varphi ^B`$ are inserted into Eqs. (50)–(51), the wave function $`\mathrm{\Psi }`$ can schematically be written as
$$\mathrm{\Psi }=\underset{\alpha nm}{}\left[\frac{z_{nm}^{\alpha ,A}(\rho )}{\rho ^4}Z_{nm}^{\alpha ,A}(\rho ,\mathrm{\Omega })+\frac{z_{nm}^{\alpha ,B}(\rho )}{\rho ^4}Z_{nm}^{\alpha ,B}(\rho ,\mathrm{\Omega })\right],$$
(63)
where $`z^A(\rho )u(\rho )`$ and $`z^B(\rho )w(\rho )`$ are yet to be determined, and the factors $`Z_{nm}^{\alpha ,W}`$, with $`W=A,B`$, include the dependence upon the hyperradius $`\rho `$ due to the correlation functions, and the angles and hyperangles, denoted collectively by $`\mathrm{\Omega }`$, and are given by:
$$Z_{nm}^{\alpha ,W}(\rho ,\mathrm{\Omega })=\underset{p}{}F_{\alpha ,p}Y_{\alpha ,p}^Wz_{W,p}^{\mathrm{}_{1\alpha }}y_{W,p}^{\mathrm{}_{2\alpha }}x_{W,p}^{\mathrm{}_{3\alpha }}X_{n,m}^\alpha (\varphi _{2p}^W,\varphi _{3p}).$$
(64)
The CHH method for three-nucleon systems has been most recently reviewed in Ref. , and will not be discussed here. It leads, in essence, to wave functions having the same structure as in Eq. (63) with suitably defined $`Z(\rho ,\mathrm{\Omega })`$.
### B The <sup>3</sup>He and <sup>4</sup>He Wave Functions
The Rayleigh-Ritz variational principle
$$<\delta _z\mathrm{\Psi }|HE|\mathrm{\Psi }>=0$$
(65)
is used to determine the hyperradial functions $`z_{nm}^\alpha (\rho )`$ in Eq. (63) and bound state energy $`E`$. Carrying out the variations with respect to the functions $`z_{nm}^\alpha `$ leads to a set of coupled second-order linear differential equations in the variable $`\rho `$ which, after discretization, is converted into a generalized eigenvalue problem and solved by standard numerical techniques .
The present status of <sup>3</sup>He and <sup>4</sup>He binding energy calculations with the CHH method is summarized in Tables II and III. The binding energies calculated with the CHH method using the AV18 or AV18/UIX Hamiltonian models are within 1.5 % of corresponding “exact”Green’s function Monte Carlo (GFMC) results , and of the experimental value (when the three-nucleon interaction is included). The agreement between the CHH and GFMC results is less satisfactory when the AV14 or AV14/UVIII models are considered, presumably because of slower convergence of the CHH expansions for the AV14 interaction. This interaction has tensor components which do not vanish at the origin.
### C The $`p^3`$He Continuum Wave Functions
The $`p^3`$He cluster wave function $`\mathrm{\Psi }_{1+3}^{LSJJ_z}`$, having incoming orbital angular momentum $`L`$ and channel spin $`S`$ ($`S=0,1`$) coupled to total angular $`JJ_z`$, is expressed as
$$\mathrm{\Psi }_{1+3}^{LSJJ_z}=\mathrm{\Psi }_C^{JJ_z}+\mathrm{\Psi }_A^{LSJJ_z},$$
(66)
where the term $`\mathrm{\Psi }_C`$ vanishes in the limit of large intercluster separations, and hence describes the system in the region where the particles are close to each other and their mutual interactions are strong. The term $`\mathrm{\Psi }_A^{LSJJ_z}`$ describes the system in the asymptotic region, where intercluster interactions are negligible. It is given explicitly as:
$`\mathrm{\Psi }_A^{LSJJ_z}=`$ $`{\displaystyle \frac{1}{\sqrt{4}}}{\displaystyle \underset{i}{}}{\displaystyle \underset{L^{}S^{}}{}}\left[[s_i\varphi _3(jkl)]_S^{}Y_L^{}(\widehat{𝐲}_i)\right]_{JJ_z}`$ (68)
$`\times \left[\delta _{LL^{}}\delta _{SS^{}}{\displaystyle \frac{F_L^{}(py_i)}{py_i}}+R_{LS,L^{}S^{}}^J(p){\displaystyle \frac{G_L^{}(py_i)}{py_i}}g(y_i)\right],`$
where $`y_i`$ is the distance between the proton (particle $`i`$) and <sup>3</sup>He (particles $`jkl`$), $`p`$ is the magnitude of the relative momentum between the two clusters, $`\varphi _3`$ is the <sup>3</sup>He wave function, and $`F_L`$ and $`G_L`$ are the regular and irregular Coulomb functions, respectively. The function $`g(y_i)`$ modifies the $`G_L(py_i)`$ at small $`y_i`$ by regularizing it at the origin, and $`g(y_i)1`$ as $`y_i10`$ fm, thus not affecting the asymptotic behavior of $`\mathrm{\Psi }_{1+3}^{LSJJ_z}`$. Finally, the real parameters $`R_{LS,L^{}S^{}}^J(p)`$ are the $`R`$-matrix elements introduced in Eq. (9), which determine phase shifts and (for coupled channels) mixing angles at the energy $`p^2/(2\mu )`$ ($`\mu `$ is $`p^3`$He reduced mass). Of course, the sum over $`L^{}`$ and $`S^{}`$ is over all values compatible with a given $`J`$ and parity.
The “core”wave function $`\mathrm{\Psi }_C`$ is expanded in the same CHH basis as the bound-state wave function, and both the matrix elements $`R_{LS,L^{}S^{}}^J(p)`$ and functions $`z_{nm}^\alpha (\rho )`$ occurring in the expansion of $`\mathrm{\Psi }_C`$ are determined by making the functional
$$[R_{LS,L^{}S^{}}^J(p)]=R_{LS,L^{}S^{}}^J(p)\frac{m}{\sqrt{6}}\mathrm{\Psi }_{1+3}^{L^{}S^{}JJ_z}|HE_3\frac{p^2}{2\mu }|\mathrm{\Psi }_{1+3}^{LSJJ_z},$$
(69)
stationary with respect to variations in the $`R_{LS,L^{}S^{}}^J`$ and $`z_{nm}^\alpha `$ (Kohn variational principle). Here $`E_3=7.72`$ MeV is the <sup>3</sup>He ground-state energy. It is important to emphasize that the CHH scheme, in contrast to Faddeev-Yakubovsky momentum space methods, permits the straightforward inclusion of Coulomb distortion effects in the $`p^3`$He channel.
The $`p^3`$He singlet and triplet scattering lengths predicted by the Hamiltonian models considered in the present work are listed in Table III, and are found in good agreement with available experimental values, although these are rather poorly known. The experimental scattering lengths have been obtained, in fact, from effective range parametrizations of data taken above $`1`$ MeV, and therefore might have large systematic uncertainties.
The most recent determination of phase-shift and mixing-angle parameters for $`p^3`$He elastic scattering has been performed in Ref. by means of an energy-dependent phase-shift analysis (PSA), including almost all data measured prior 1993 (for a listing of old PSAs, see Ref. ). New measurements are currently under way at TUNL and Madison . At low energies ($`E<4`$ MeV) the process is dominated by scattering in $`L`$=$`0`$ and $`1`$ waves, with a small contribution from $`L`$=$`2`$ waves. Therefore, the important channels are: <sup>1</sup>S<sub>0</sub>, <sup>3</sup>P<sub>0</sub>, <sup>3</sup>S<sub>1</sub>-<sup>3</sup>D<sub>1</sub>, <sup>1</sup>P<sub>1</sub>-<sup>3</sup>P<sub>1</sub>, <sup>3</sup>P<sub>2</sub>, <sup>1</sup>D<sub>2</sub>-<sup>3</sup>D<sub>2</sub> and <sup>3</sup>D<sub>3</sub>, ignoring channels with $`L>2`$. The general trend is the following: (i) the energy dependence of the S-wave phase shifts indicates that the $`L`$=0 channel interaction between the $`p`$ and <sup>3</sup>He is repulsive (mostly, due to the Pauli principle), while that of the four P-wave phase shifts (<sup>3</sup>P<sub>0</sub>, <sup>1</sup>P<sub>1</sub>, <sup>3</sup>P<sub>1</sub>, and <sup>3</sup>P<sub>2</sub>) shows that in these channels there is a strong attraction. Indeed, this fact has led to speculations about the existence of four resonant states . (ii) The D-wave phase shifts are rather tiny, even at $`E>2`$ MeV. (iii) The only mixing-angle parameter playing an important role at $`E<4`$ MeV is $`ϵ(J^\pi =1^{})`$, in channel <sup>1</sup>P<sub>1</sub>-<sup>3</sup>P<sub>1</sub>.
Precise measurements have been taken at a c.m. energy of $`1.2`$ MeV, and consist in differential cross section $`\sigma (\theta )`$ and proton analyzing power $`A_y(\theta )`$ data ($`\theta `$ is the c.m. scattering angle). The theoretical predictions for $`\sigma (\theta )`$, obtained from the AV18 and AV18/UIX interactions, are compared with the corresponding experimental data in Fig. 2. Inspection of the figure shows that the differential cross section calculated with the AV18/UIX model is in excellent agreement with the data, except at backward angles.
By comparing, in Table IV, the calculated phase-shift and mixing-angle parameters with those extracted from the PSA at $`E=1.2`$ MeV, one observes a qualitative agreement, except for the <sup>3</sup>P<sub>1</sub> and <sup>3</sup>P<sub>2</sub> phase shifts which are significantly underestimated in the calculation. The mixing-angle parameter $`ϵ(1^{})`$ is found to be rather large, $`14^{}`$, in qualitative agreement with that obtained from the PSA (it is worth pointing out, however, that in the PSA the mixing angle was constrained to vanish at $`E=0`$, which may be unphysical). The experimental error for each parameter quoted in Ref. is an average uncertainty over the whole energy range considered, and it is therefore only indicative. It would be very interesting to relate these discrepancies to the $`Nd`$ $`A_y`$ puzzle and to specific deficiencies in the nuclear interaction models. A detailed study of $`p^3`$He elastic scattering is currently underway and will published elsewhere .
## IV The Weak Charge and Current Operators
The nuclear weak charge and current operators have scalar/polar-vector (V) and pseudoscalar/axial-vector (A) components
$`\rho _\pm (𝐪)`$ $`=`$ $`\rho _\pm (𝐪;\mathrm{V})+\rho _\pm (𝐪;\mathrm{A}),`$ (70)
$`𝐣_\pm (𝐪)`$ $`=`$ $`𝐣_\pm (𝐪;\mathrm{V})+𝐣_\pm (𝐪;\mathrm{A}),`$ (71)
where $`𝐪`$ is the momentum transfer, $`𝐪=𝐩_e+𝐩_\nu `$, and the subscripts $`\pm `$ denote charge raising (+) or lowering (–) isospin indices. Each component, in turn, consists of one-, two-, and many-body terms that operate on the nucleon degrees of freedom:
$`\rho (𝐪;\mathrm{a})`$ $`=`$ $`{\displaystyle \underset{i}{}}\rho _i^{(1)}(𝐪;\mathrm{a})+{\displaystyle \underset{i<j}{}}\rho _{ij}^{(2)}(𝐪;\mathrm{a})+\mathrm{},`$ (72)
$`𝐣(𝐪;\mathrm{a})`$ $`=`$ $`{\displaystyle \underset{i}{}}𝐣_i^{(1)}(𝐪;\mathrm{a})+{\displaystyle \underset{i<j}{}}𝐣_{ij}^{(2)}(𝐪;\mathrm{a})+\mathrm{},`$ (73)
where $`\mathrm{a}`$=V, A and the isospin indices have been suppressed to simplify the notation. The one-body operators $`\rho _i^{(1)}`$ and $`𝐣_i^{(1)}`$ have the standard expressions obtained from a non-relativistic reduction of the covariant single-nucleon V and A currents, and are listed below for convenience. The V-charge operator is written as
$$\rho _i^{(1)}(𝐪;\mathrm{V})=\rho _{i,\mathrm{NR}}^{(1)}(𝐪;\mathrm{V})+\rho _{i,\mathrm{RC}}^{(1)}(𝐪;\mathrm{V}),$$
(74)
with
$$\rho _{i,\mathrm{NR}}^{(1)}(𝐪;\mathrm{V})=\tau _{i,\pm }\mathrm{e}^{\mathrm{i}𝐪𝐫_i},$$
(75)
$$\rho _{i,\mathrm{RC}}^{(1)}(𝐪;\mathrm{V})=\mathrm{i}\frac{\left(2\mu ^v1\right)}{4m^2}\tau _{i,\pm }𝐪(𝝈_i\times 𝐩_i)\mathrm{e}^{\mathrm{i}𝐪𝐫_i}.$$
(76)
The V-current operator is expressed as
$$𝐣_i^{(1)}(𝐪;\mathrm{V})=\frac{1}{2m}\tau _{i,\pm }[𝐩_i,\mathrm{e}^{\mathrm{i}𝐪𝐫_i}]_+\mathrm{i}\frac{\mu ^v}{2m}\tau _{i,\pm }𝐪\times 𝝈_i\mathrm{e}^{\mathrm{i}𝐪𝐫_i},$$
(77)
where $`[\mathrm{},\mathrm{}]_+`$ denotes the anticommutator, $`𝐩`$, $`𝝈`$, and $`𝝉`$ are the nucleon’s momentum, Pauli spin and isospin operators, respectively, and $`\mu ^v`$ is the isovector nucleon magnetic moment ($`\mu ^v=4.709`$ n.m.). Finally, the isospin raising and lowering operators are defined as
$$\tau _{i,\pm }(\tau _{i,x}\pm \mathrm{i}\tau _{i,y})/2.$$
(78)
The term proportional to $`1/m^2`$ in $`\rho _{i,\mathrm{RC}}^{(1)}(𝐪;\mathrm{V})`$ is the well known spin-orbit relativistic correction. The vector charge and current operators above are simply obtained from the corresponding isovector electromagnetic operators by the replacement $`\tau _{i,z}/2\tau _{i,\pm }`$, in accordance with the conserved-vector-current (CVC) hypothesis. The $`q`$-dependence of the nucleon’s vector form factors (and, in fact, also that of the axial-vector form factors below) has been ignored, since the weak transition under consideration here involves very small momentum transfers, $`q20`$ MeV/c. For this same reason, the Darwin-Foldy relativistic correction proportional to $`q^2/(8m^2)`$ in $`\rho _{i,\mathrm{RC}}^{(1)}(𝐪;\mathrm{V})`$ has also been neglected. The A-charge operator is given, to leading order, by
$$\rho _i^{(1)}(𝐪;\mathrm{A})=\frac{g_A}{2m}\tau _{i,\pm }𝝈_i[𝐩_i,\mathrm{e}^{\mathrm{i}𝐪𝐫_i}]_+,$$
(79)
while the A-current operator considered in the present work includes leading and next-to-leading order corrections in an expansion in powers of $`p/m`$, i.e.
$$𝐣_i^{(1)}(𝐪;\mathrm{A})=𝐣_{i,\mathrm{NR}}^{(1)}(𝐪;\mathrm{A})+𝐣_{i,\mathrm{RC}}^{(1)}(𝐪;\mathrm{A}),$$
(80)
with
$$𝐣_{i,\mathrm{NR}}^{(1)}(𝐪;\mathrm{A})=g_A\tau _{i,\pm }𝝈_i\mathrm{e}^{\mathrm{i}𝐪𝐫_i},$$
(81)
$`𝐣_{i,\mathrm{RC}}^{(1)}(𝐪;\mathrm{A})=`$ $`{\displaystyle \frac{g_A}{4m^2}}\tau _{i,\pm }(𝝈_i[𝐩_i^2,\mathrm{e}^{\mathrm{i}𝐪𝐫_i}]_+[𝝈_i𝐩_i𝐩_i,\mathrm{e}^{\mathrm{i}𝐪𝐫_i}]_+{\displaystyle \frac{1}{2}}𝝈_i𝐪[𝐩_i,\mathrm{e}^{\mathrm{i}𝐪𝐫_i}]_+`$ (83)
$`{\displaystyle \frac{1}{2}}𝐪[𝝈_i𝐩_i,\mathrm{e}^{\mathrm{i}𝐪𝐫_i}]_++\mathrm{i}𝐪\times 𝐩_i\mathrm{e}^{\mathrm{i}𝐪𝐫_i}){\displaystyle \frac{g_P}{2mm_\mu }}\tau _{i,\pm }𝐪𝝈_i𝐪\mathrm{e}^{\mathrm{i}𝐪𝐫_i}.`$
The axial coupling constant $`g_A`$ is taken to be 1.2654$`\pm `$0.0042, by averaging values obtained, respectively, from the beta asymmetry in the decay of polarized neutrons (1.2626$`\pm `$0.0033 ) and the half-lives of the neutron and superallowed $`0^+0^+`$ transitions, i.e. $`[2ft(0^+0^+)/ft(n)1]`$=1.2681$`\pm `$0.0033 . The last term in Eq. (83) is the induced pseudoscalar contribution ($`m_\mu `$ is the muon mass), for which the coupling constant $`g_P`$ is taken as $`g_P`$=–6.78 $`g_A`$. As already mentioned in Sec. I, in <sup>3</sup>S<sub>1</sub> capture matrix elements of $`𝐣_{i,\mathrm{NR}}^{(1)}`$ are suppressed. Consequently, the relativistic terms included in $`𝐣_{i,\mathrm{RC}}^{(1)}`$, which would otherwise contribute at the percent level, give in fact a 20 % contribution relative to that of the leading $`𝐣_{i,\mathrm{NR}}^{(1)}`$ at $`q`$=0. Among these, one would naively expect the induced pseudoscalar term to be dominant, due to the relatively large value of $`g_P`$. This is not the case, however, since matrix elements of the induced pseudoscalar term scale with $`g_Pq^2/(2g_Amm_\mu )`$ ($`0.014`$ in the $`q`$-range of interest) relative to those $`\widehat{𝐪}𝐣_{i,\mathrm{NR}}^{(1)}(𝐪;\mathrm{A})`$. Note that in the limit $`q`$=0, the expressions for $`\rho _{i,\mathrm{NR}}^{(1)}(𝐪;\mathrm{V})`$ and $`𝐣_{i,\mathrm{NR}}^{(1)}(𝐪;\mathrm{A})`$ reduce to the familiar Fermi and Gamow-Teller operators.
In the next five subsections we describe: i) the two-body V-current and V-charge operators, required by the CVC hypothesis; ii) the two-body A-current and A-charge operators due to $`\pi `$\- and $`\rho `$-meson exchanges, and the $`\rho \pi `$ mechanism; iii) the V and A current and charge operators associated with excitation of $`\mathrm{\Delta }`$-isobar resonances, treated in perturbation theory and within the transition-correlation-operator method. Since the expressions for these operators are scattered in a number of papers , we collect them here for completeness.
### A Two-Body Weak Vector Current Operators
The weak vector (V) current and charge operators are derived from the corresponding electromagnetic operators by making use of the CVC hypothesis, which for two-body terms implies
$$[\frac{1}{2}(\tau _{i,a}+\tau _{j,a}),𝐣_{ij,z}^{(2)}(𝐪;\gamma )]=\mathrm{i}ϵ_{azb}𝐣_{ij,b}^{(2)}(𝐪;\mathrm{V}),$$
(84)
where $`𝐣_{ij,z}^{(2)}(𝐪;\gamma )`$ are the isovector (charge-conserving) two-body electromagnetic currents, and $`a,b=x,y,z`$ are isospin Cartesian components. A similar relation holds between the electromagnetic charge operators and its weak vector counterparts. The charge-raising or lowering weak vector current (or charge) operators are then simply obtained from the linear combinations
$$𝐣_{ij,\pm }^{(2)}(𝐪;\mathrm{V})=𝐣_{ij,x}^{(2)}(𝐪;\mathrm{V})\pm \mathrm{i}𝐣_{ij,y}^{(2)}(𝐪;\mathrm{V}).$$
(85)
The two-body electromagnetic currents have “model-independent”(MI) and “model-dependent”(MD) components, in the classification scheme of Riska . The MI terms are obtained from the two-nucleon interaction, and by construction satisfy current conservation with it . Studies of the electromagnetic structure of $`A`$=2–6 nuclei, such as, for example, the threshold electrodisintegration of the deuteron at backward angles , the magnetic form factors of the trinucleons , the magnetic dipole transition form factors in <sup>6</sup>Li , and finally the neutron and proton radiative captures on hydrogen and helium isotopes –properties in which the isovector two-body currents play a large role and are, in fact, essential for the satisfactory description of the experimental data–have shown that the leading operator is the (isovector) “$`\pi `$-like”current obtained from the isospin-dependent spin-spin and tensor interactions. The latter also generate an isovector “$`\rho `$-like”current. There are additional MI isovector currents, which arise from the central and momentum-dependent interactions, but these are short-ranged and have been found to be numerically far less important than the $`\pi `$-like current . Their contributions are neglected in the present study.
Use of the CVC relation leads to the $`\pi `$-like and $`\rho `$-like weak vector currents below:
$`𝐣_{ij}^{(2)}(𝐤_i,𝐤_j;\pi \mathrm{V})`$ $`=`$ $`\mathrm{i}(𝝉_i\times 𝝉_j)_\pm [v_{PS}(k_j)𝝈_i(𝝈_j𝐤_j)v_{PS}(k_i)𝝈_j(𝝈_i𝐤_i)`$ (87)
$`+{\displaystyle \frac{𝐤_i𝐤_j}{k_i^2k_j^2}}[v_{PS}(k_i)v_{PS}(k_j)](𝝈_i𝐤_i)(𝝈_j𝐤_j)],`$
$`𝐣_{ij}^{(2)}(𝐤_i,𝐤_j;\rho \mathrm{V})`$ $`=`$ $`\mathrm{i}(𝝉_i\times 𝝉_j)_\pm [v_V(k_j)𝝈_i\times (𝝈_j\times 𝐤_j)v_V(k_i)𝝈_j\times (𝝈_i\times 𝐤_i)`$ (91)
$`{\displaystyle \frac{v_V(k_i)v_V(k_j)}{k_i^2k_j^2}}[(𝐤_i𝐤_j)(𝝈_i\times 𝐤_i)(𝝈_j\times 𝐤_j)`$
$`+(𝝈_i\times 𝐤_i)𝝈_j(𝐤_i\times 𝐤_j)+(𝝈_j\times 𝐤_j)𝝈_i(𝐤_i\times 𝐤_j)]`$
$`+{\displaystyle \frac{𝐤_i𝐤_j}{k_i^2k_j^2}}[v_{VS}(k_i)v_{VS}(k_j)]],`$
where $`𝐤_i`$ and $`𝐤_j`$ are the momenta delivered to nucleons $`i`$ and $`j`$ with $`𝐪=𝐤_i+𝐤_j`$, the isospin operators are defined as
$$(𝝉_i\times 𝝉_j)_\pm (𝝉_i\times 𝝉_j)_x\pm \mathrm{i}(𝝉_i\times 𝝉_j)_y,$$
(92)
and $`v_{PS}(k)`$, $`v_V(k)`$, and $`v_{VS}(k)`$ are given by
$`v_{PS}(k)`$ $`=`$ $`v^{\sigma \tau }(k)2v^{t\tau }(k),`$ (93)
$`v_V(k)`$ $`=`$ $`v^{\sigma \tau }(k)+v^{t\tau }(k),`$ (94)
$`v_{VS}(k)`$ $`=`$ $`v^\tau (k),`$ (95)
with
$`v^\tau (k)`$ $`=`$ $`4\pi {\displaystyle _0^{\mathrm{}}}r^2𝑑rj_0(kr)v^\tau (r),`$ (96)
$`v^{\sigma \tau }(k)`$ $`=`$ $`{\displaystyle \frac{4\pi }{k^2}}{\displaystyle _0^{\mathrm{}}}r^2𝑑r\left[j_0(kr)1\right]v^{\sigma \tau }(r),`$ (97)
$`v^{t\tau }(k)`$ $`=`$ $`{\displaystyle \frac{4\pi }{k^2}}{\displaystyle _0^{\mathrm{}}}r^2𝑑rj_2(kr)v^{t\tau }(r).`$ (98)
Here $`v^\tau (r)`$, $`v^{\sigma \tau }(r)`$, $`v^{t\tau }(r)`$ are the isospin-dependent central, spin-spin, and tensor components of the two-nucleon interaction (either the AV14 or AV18 in the present study). The factor $`j_0(kr)1`$ in the expression for $`v^{\sigma \tau }(k)`$ ensures that its volume integral vanishes. Configuration-space expressions are obtained from
$$𝐣_{ij}^{(2)}(𝐪;\mathrm{a})=𝑑𝐱\mathrm{e}^{\mathrm{i}𝐪𝐱}\frac{d𝐤_i}{(2\pi )^3}\frac{d𝐤_j}{(2\pi )^3}\mathrm{e}^{\mathrm{i}𝐤_i(𝐫_i𝐱)}\mathrm{e}^{\mathrm{i}𝐤_j(𝐫_j𝐱)}𝐣_{ij}^{(2)}(𝐤_i,𝐤_j;\mathrm{a}),$$
(99)
where $`\mathrm{a}`$=$`\pi `$V or $`\rho `$V. Techniques to carry out the Fourier transforms above are discussed in Ref. .
In a one-boson-exchange (OBE) model, in which the isospin-dependent central, spin-spin, and tensor interactions are due to $`\pi `$\- and $`\rho `$-meson exchanges, the functions $`v_{PS}(k)`$, $`v_V(k)`$, and $`v_{VS}(k)`$ are simply given by
$`v_{PS}(k)`$ $``$ $`v_\pi (k){\displaystyle \frac{f_\pi ^2}{m_\pi ^2}}{\displaystyle \frac{f_\pi ^2(k)}{k^2+m_\pi ^2}},`$ (100)
$`v_V(k)`$ $``$ $`v_\rho (k){\displaystyle \frac{g_\rho ^2(1+\kappa _\rho )^2}{4m^2}}{\displaystyle \frac{f_\rho ^2(k)}{k^2+m_\rho ^2}},`$ (101)
$`v_{VS}(k)`$ $``$ $`v_{\rho S}g_\rho ^2{\displaystyle \frac{f_\rho ^2(k)}{k^2+m_\rho ^2}},`$ (102)
where $`m_\pi `$ and $`m_\rho `$ are the meson masses, $`f_\pi `$, $`g_\rho `$ and $`\kappa _\rho `$ are the pseudovector $`\pi `$$`N`$$`N`$, vector and tensor $`\rho `$$`N`$$`N`$ coupling constants, respectively, $`f_\pi (k)`$ and $`f_\rho (k)`$ denote $`\pi `$$`N`$$`N`$ and $`\rho `$$`N`$$`N`$ monopole form factors, i.e.
$$f_\alpha (k)=\frac{\mathrm{\Lambda }_\alpha ^2m_\alpha ^2}{\mathrm{\Lambda }_\alpha ^2+k^2},$$
(103)
with $`\alpha `$=$`\pi `$ or $`\rho `$. For example, in the CD-Bonn OBE model the values for the couplings and cutoff masses are: $`f_\pi ^2/4\pi =0.075`$, $`g_\rho ^2/4\pi =0.84`$, $`k_\rho =6.1`$, $`\mathrm{\Lambda }_\pi =1.7`$ GeV/c, and $`\mathrm{\Lambda }_\rho =1.31`$ GeV/c. Even though the AV14 and AV18 are not OBE models, the functions $`v_{PS}(k)`$ and, to a less extent, $`v_V(k)`$ and $`v_{VS}(k)`$ projected out from their $`v^\tau `$, $`v^{\sigma \tau }`$, and $`v^{t\tau }`$ components are quite similar to those of $`\pi `$\- and $`\rho `$-meson exchanges in Eqs. (100)–(102) (with cutoff masses of order 1 GeV/c), as shown in Refs. .
Among the MD (purely transverse) isovector currents, those due to excitation of $`\mathrm{\Delta }`$ isobars have been found to be the most important, particularly at low momentum transfers, in studies of electromagnetic structure and reactions of few-nucleon systems. Their contribution, however, is still relatively small when compared to that of the leading $`\pi `$-like current. Discussion of the weak vector currents associated with $`\mathrm{\Delta }`$ degrees of freedom is deferred to Sec. IV E.
### B Two-Body Weak Vector Charge Operators
While the main parts of the two-body electromagnetic or weak vector current are linked to the form of the nucleon-nucleon interaction through the continuity equation, the most important two-body electromagnetic or weak vector charge operators are model dependent, and should be viewed as relativistic corrections. Indeed, a consistent calculation of two-body charge effects in nuclei would require the inclusion of relativistic effects in both the interaction models and nuclear wave functions. Such a program is yet to be carried out, at least for systems with $`A3`$.
There are nevertheless rather clear indications for the relevance of two-body electromagnetic charge operators from the failure of the impulse approximation in predicting the deuteron tensor polarization observable , and charge form factors of the three- and four-nucleon systems . The model commonly used includes the $`\pi `$-, $`\rho `$-, and $`\omega `$-meson exchange charge operators with both isoscalar and isovector components, as well as the (isoscalar) $`\rho \pi \gamma `$ and (isovector) $`\omega \pi \gamma `$ charge transition couplings (in addition to the single-nucleon Darwin-Foldy and spin-orbit relativistic corrections). The $`\pi `$\- and $`\rho `$-meson exchange charge operators are constructed from the isospin-dependent spin-spin and tensor interactions, using the same prescription adopted for the corresponding current operators . At moderate values of momentum transfer ($`q<5`$ fm<sup>-1</sup>), the contribution due to the “$`\pi `$-like”exchange charge operator has been found to be typically an order of magnitude larger than that of any of the remaining two-body mechanisms and one-body relativistic corrections .
In the present study we retain, in addition to the one-body operator of Eq. (74), only the “$`\pi `$-like”and “$`\rho `$-like”weak vector charge operators. In the notation of the previous subsection, these are given by
$$\rho _{ij}^{(2)}(𝐤_i,𝐤_j;\pi \mathrm{V})=\frac{1}{m}\left[\tau _{j,\pm }v_{PS}(k_j)𝝈_i𝐪𝝈_j𝐤_j+\tau _{i,\pm }v_{PS}(k_i)𝝈_i𝐤_i𝝈_j𝐪\right],$$
(104)
$`\rho _{ij}^{(2)}(𝐤_i,𝐤_j;\rho \mathrm{V})={\displaystyle \frac{1}{m}}[`$ $`\tau _{j,\pm }v_V(k_j)(𝝈_i\times 𝐪)(𝝈_j\times 𝐤_j)`$ (105)
$`+`$ $`\tau _{i,\pm }v_V(k_i)(𝝈_j\times 𝐪)(𝝈_i\times 𝐤_i)],`$ (106)
where non-local terms from retardation effects in the meson propagators or from direct couplings to the exchanged mesons have been neglected . In the $`\rho _{ij}^{(2)}(𝐤_i,𝐤_j;\rho \mathrm{V})`$ operator terms proportional to powers of $`1/(1+\kappa _\rho )`$, because of the large $`\rho `$-meson tensor coupling ($`\kappa _\rho `$ 6–7), have also been neglected. Indeed, these terms have been ignored also in most studies of nuclear charge form factors.
### C Two-Body Weak Axial Current Operators
In contrast to the electromagnetic case, the axial current operator is not conserved. Its two-body components cannot be linked to the nucleon-nucleon interaction and, in this sense, should be viewed as model dependent. Among the two-body axial current operators, the leading term is that associated with excitation of $`\mathrm{\Delta }`$-isobar resonances. We again defer its discussion to Sec. IV E. In the present section we list the two-body axial current operators due to $`\pi `$\- and $`\rho `$-meson exchanges (the $`\pi `$A and $`\rho `$A currents, respectively), and the $`\rho \pi `$-transition mechanism (the $`\rho \pi `$A current). Their individual contributions have been found numerically far less important than those from $`\mathrm{\Delta }`$-excitation currents in studies of weak transitions involving light nuclei . These studies have also found that the $`\pi `$A and $`\rho `$A current contributions interfere destructively, making their combined contribution almost entirely negligible. These conclusions are confirmed in the present work.
The $`\pi `$A, $`\rho `$A, and $`\rho \pi `$A current operators were first described in a systematic way by Chemtob and Rho . Their derivation has been given in a number of articles, including the original reference mentioned above and the more recent review by Towner . Their momentum-space expressions are given by
$`𝐣_{ij}^{(2)}(𝐤_i,𝐤_j;\pi \mathrm{A})=`$ $``$ $`{\displaystyle \frac{g_A}{2m}}(𝝉_i\times 𝝉_j)_\pm v_\pi (k_j)𝝈_i\times 𝐤_j𝝈_j𝐤_j`$ (107)
$`+`$ $`{\displaystyle \frac{g_A}{m}}\tau _{j,\pm }v_\pi (k_j)\left(𝐪+\mathrm{i}𝝈_i\times 𝐏_i\right)𝝈_j𝐤_j+ij,`$ (108)
$`𝐣_{ij}^{(2)}(𝐤_i,𝐤_j;\rho \mathrm{A})=`$ $`{\displaystyle \frac{g_A}{2m}}(𝝉_i\times 𝝉_j)_\pm v_\rho (k_j)[𝐪𝝈_i(𝝈_j\times 𝐤_j)+\mathrm{i}(𝝈_j\times 𝐤_j)\times 𝐏_i`$ (111)
$`[𝝈_i\times (𝝈_j\times 𝐤_j)]\times 𝐤_j]`$
$`+{\displaystyle \frac{g_A}{m}}\tau _{j,\pm }v_\rho (k_j)\left[(𝝈_j\times 𝐤_j)\times 𝐤_j\mathrm{i}[𝝈_i\times (𝝈_j\times 𝐤_j)]\times 𝐏_i\right]+ij,`$
$`𝐣_{ij}^{(2)}(𝐤_i,𝐤_j;\rho \pi \mathrm{A})=`$ $`{\displaystyle \frac{g_A}{m}}g_\rho ^2(𝝉_i\times 𝝉_j)_\pm {\displaystyle \frac{f_\rho (k_i)}{k_i^2+m_\rho ^2}}{\displaystyle \frac{f_\pi (k_j)}{k_j^2+m_\pi ^2}}𝝈_j𝐤_j`$ (113)
$`\times [(1+\kappa _\rho )𝝈_i\times 𝐤_i\mathrm{i}𝐏_i]+ij,`$
where $`𝐏_i=𝐩_i+𝐩_i^{}`$ is the sum of the initial and final momenta of nucleon $`i`$, respectively $`𝐩_i`$ and $`𝐩_i^{}`$, and the functions $`v_\pi (k)`$ and $`v_\rho (k)`$ have already been defined in Eqs. (100)–(101). Configuration-space expressions are obtained by carrying out the Fourier transforms in Eq. (99). The values used for the $`\pi `$$`N`$$`N`$ and $`\rho `$$`N`$$`N`$ coupling constants and cutoff masses are the following: $`f_\pi ^2/4\pi =0.075`$, $`g_\rho ^2/4\pi =0.5`$, $`\kappa _\rho =6.6`$, $`\mathrm{\Lambda }_\pi =4.8`$ fm<sup>-1</sup>, and $`\mathrm{\Lambda }_\rho =6.8`$ fm<sup>-1</sup>. The $`\rho `$-meson coupling constants are taken from the older Bonn OBE model , rather than from the more recent CD-Bonn interaction ($`g_\rho ^2/4\pi =0.81`$ and $`\kappa _\rho =6.1`$). This uncertainty has in fact essentially no impact on the results reported in the present work for two reasons. Firstly, the contribution from $`𝐣^{(2)}(\rho \mathrm{A})`$, as already mentioned above, is very small. Secondly, the complete two-body axial current model, including the currents due to $`\mathrm{\Delta }`$-excitation discussed below, is constrained to reproduce the Gamow-Teller matrix element in tritium $`\beta `$-decay by appropriately tuning the value of the $`N`$$`\mathrm{\Delta }`$-transition axial coupling $`g_A^{}`$. Hence changes in $`g_\rho `$ and $`\kappa _\rho `$ only require a slight readjustament of the $`g_A^{}`$ value.
Finally, note that the replacements $`v_\pi (k)v_{PS}(k)`$ and $`v_\rho (k)v_V(k)`$ could have been made in the expressions for $`𝐣^{(2)}(\pi \mathrm{A})`$ and $`𝐣^{(2)}(\rho \mathrm{A})`$ above, thus eliminating the need for the inclusion of ad hoc form factors. While this procedure would have been more satisfactory, since it constrains the short-range behavior of these currents in a way consistent with that of the two-nucleon interaction, its impact on the present calculations would still be marginal for the same reasons given above.
### D Two-Body Weak Axial Charge Operators
The model for the weak axial charge operator adopted here includes a term of pion-range as well as short-range terms associated with scalar- and vector-meson exchanges . The experimental evidence for the presence of these two-body axial charge mechanisms rests on studies of $`0^+0^{}`$ weak transitions, such as the processes <sup>16</sup>N(0<sup>-</sup>,120 keV)$``$<sup>16</sup>O(0<sup>+</sup>) and <sup>16</sup>O(0<sup>+</sup>)+$`\mu ^{}`$$``$<sup>16</sup>N(0<sup>-</sup>,120 keV)+$`\nu _\mu `$, and first-forbidden $`\beta `$-decays in the lead region . Shell-model calculations of these transitions suggest that the effective axial charge coupling of a bound nucleon may be enhanced by roughly a factor of two over its free nucleon value. There are rather strong indications that such an enhancement can be explained by two-body axial charge contributions .
The pion-range operator is taken as
$$\rho _{ij}^{(2)}(𝐤_i,𝐤_j;\pi \mathrm{A})=\mathrm{i}\frac{g_A}{4\overline{f}_\pi ^2}(𝝉_i\times 𝝉_j)_\pm \frac{f_\pi ^2(k_i)}{k_i^2+m_\pi ^2}𝝈_i𝐤_i+ij,$$
(114)
where $`\overline{f}_\pi `$ is the pion decay constant ($`\overline{f}_\pi `$=93 MeV), $`𝐤_i`$ is the momentum transfer to nucleon $`i`$, and $`f_\pi (k)`$ is the monopole form factor of Eq. (103) with $`\mathrm{\Lambda }_\pi `$=4.8 fm<sup>-1</sup>. The structure and overall strength of this operator are determined by soft pion theorem and current algebra arguments , and should therefore be viewed as “model independent”. It can also be derived, however, by considering nucleon-antinucleon pair contributions with pseudoscalar $`\pi `$$`N`$ coupling.
The short-range axial charge operators can be obtained in a “model-independent”way, consistently with the two-nucleon interaction model. The procedure is described in Ref. , and is similar to the one used to derive the “model-independent”electromagnetic or weak vector currents. Here we consider the charge operators associated only with the central and spin-orbit components of the interaction, since these are expected to give the largest contributions, after the $`\rho ^{(2)}(\pi \mathrm{A})`$ operator above. This expectation is in fact confirmed in the present study. The momentum-space expressions are given by
$$\rho _{ij}^{(2)}(𝐤_i,𝐤_j;\mathrm{sA})=\frac{g_A}{2m^2}\left[\tau _{i,\pm }\overline{v}^\mathrm{s}(k_j)+\tau _{j,\pm }\overline{v}^{\mathrm{s}\tau }(k_j)\right]𝝈_i𝐏_i+ij,$$
(115)
$`\rho _{ij}^{(2)}(𝐤_i,𝐤_j;\mathrm{vA})=`$ $`{\displaystyle \frac{g_A}{2m^2}}\left[\tau _{i,\pm }\overline{v}^\mathrm{v}(k_j)+\tau _{j,\pm }\overline{v}^{\mathrm{v}\tau }(k_j)\right]\left[𝝈_i𝐏_j+\mathrm{i}(𝝈_i\times 𝝈_j)𝐤_j\right]`$ (117)
$`\mathrm{i}{\displaystyle \frac{g_A}{4m^2}}(𝝉_i\times 𝝉_j)_\pm \overline{v}^{\mathrm{v}\tau }(k_j)𝝈_i𝐤_i+ij,`$
where $`𝐏_i=𝐩_i+𝐩_i^{}`$, and
$$\overline{v}^\alpha (k)=4\pi _0^{\mathrm{}}𝑑rr^2j_0(kr)\overline{v}^\alpha (r),$$
(118)
with $`\alpha `$=s, s$`\tau `$, v, and v$`\tau `$. The following definitions have been introduced
$`\overline{v}^\mathrm{s}(r)`$ $`=`$ $`{\displaystyle \frac{3}{4}}v^c(r)+{\displaystyle \frac{m^2}{2}}{\displaystyle _r^{\mathrm{}}}𝑑r^{}r^{}\left[v^b(r^{}){\displaystyle \frac{1}{2}}v^{bb}(r^{})\right]`$ (119)
$`\overline{v}^\mathrm{v}(r)`$ $`=`$ $`{\displaystyle \frac{1}{4}}v^c(r){\displaystyle \frac{m^2}{2}}{\displaystyle _r^{\mathrm{}}}𝑑r^{}r^{}\left[v^b(r^{}){\displaystyle \frac{1}{2}}v^{bb}(r^{})\right],`$ (120)
where $`v^c(r)`$, $`v^b(r)`$ and $`v^{bb}(r)`$ are the isospin-independent central, spin-orbit, and $`(𝐋𝐒)^2`$ components of the AV14 or AV18 interactions, respectively. The definitions for $`\overline{v}^{\mathrm{s}\tau }(r)`$ and $`\overline{v}^{\mathrm{v}\tau }(r)`$ can be obtained from those above, by replacing the isospin-independent $`v^c(r)`$, $`v^b(r)`$ and $`v^{bb}(r)`$ with the isospin-dependent $`v^{c\tau }(r)`$, $`v^{b\tau }(r)`$ and $`v^{bb\tau }(r)`$.
### E $`\mathrm{\Delta }`$-Isobar Contributions
In this section we review the treatment of the weak current and charge operators associated with excitation of $`\mathrm{\Delta }`$ isobars in perturbation theory and within the context of the transition-correlation-operator (TCO) method . Among the two-body axial current operators, those associated with $`\mathrm{\Delta }`$ degrees of freedom have in fact been found to be the most important ones .
In the TCO approach, the nuclear wave function is written as
$$\mathrm{\Psi }_{N+\mathrm{\Delta }}=\left[𝒮\underset{i<j}{}\left(1+U_{ij}^{\mathrm{TR}}\right)\right]\mathrm{\Psi },$$
(121)
where $`\mathrm{\Psi }`$ is the purely nucleonic component, $`𝒮`$ is the symmetrizer, and the transition operators $`U_{ij}^{\mathrm{TR}}`$ convert $`NN`$ pairs into $`N\mathrm{\Delta }`$ and $`\mathrm{\Delta }\mathrm{\Delta }`$ pairs. The latter are defined as
$$U_{ij}^{\mathrm{TR}}=U_{ij}^{N\mathrm{\Delta }}+U_{ij}^{\mathrm{\Delta }N}+U_{ij}^{\mathrm{\Delta }\mathrm{\Delta }},$$
(122)
$`U_{ij}^{N\mathrm{\Delta }}`$ $`=`$ $`\left[u^{\sigma \tau II}(r_{ij})𝝈_i𝐒_j+u^{t\tau II}(r_{ij})S_{ij}^{II}\right]𝝉_i𝐓_j,`$ (123)
$`U_{ij}^{\mathrm{\Delta }\mathrm{\Delta }}`$ $`=`$ $`\left[u^{\sigma \tau III}(r_{ij})𝐒_i𝐒_j+u^{t\tau III}(r_{ij})S_{ij}^{III}\right]𝐓_i𝐓_j.`$ (124)
Here, $`𝐒_i`$ and $`𝐓_i`$ are spin- and isospin-transition operators which convert nucleon $`i`$ into a $`\mathrm{\Delta }`$ isobar, $`S_{ij}^{II}`$ and $`S_{ij}^{III}`$ are tensor operators in which, respectively, the Pauli spin operators of either particle $`i`$ or $`j`$, and both particles $`i`$ and $`j`$ are replaced by corresponding spin-transition operators. The $`U_{ij}^{\mathrm{TR}}`$ vanishes in the limit of large interparticle separations, since no $`\mathrm{\Delta }`$-components can exist asymptotically.
In the present study the $`\mathrm{\Psi }`$ is taken from CHH solutions of the AV14/UVIII or AV18/UIX Hamiltonians with nucleons only interactions, while the $`U_{ij}^{\mathrm{TR}}`$ is obtained from two-body bound and low-energy scattering-state solutions of the full $`N`$-$`\mathrm{\Delta }`$ coupled-channel problem with the Argonne $`v_{28Q}`$ (AV28Q) interaction, containing explicit $`N`$ and $`\mathrm{\Delta }`$ degrees of freedom. This aspect of the present calculations, including the validity of the approximation inherent to Eq. (121), were discussed at length in the original work , and have been reviewed more recently in Ref. , making a further review here unnecessary. The AV28Q interaction provided an excellent description of the $`N`$$`N`$ database available in the early eighties. No attempt has been made to refit this model to the more recent and much more extensive Nijmegen database .
In the TCO scheme, the perturbation theory description of $`\mathrm{\Delta }`$-admixtures is equivalent to the replacements:
$`U_{ij}^{N\mathrm{\Delta },\mathrm{PT}}`$ $`=`$ $`{\displaystyle \frac{v_{ij}(NNN\mathrm{\Delta })}{mm_\mathrm{\Delta }}},`$ (125)
$`U_{ij}^{\mathrm{\Delta }\mathrm{\Delta },\mathrm{PT}}`$ $`=`$ $`{\displaystyle \frac{v_{ij}(NN\mathrm{\Delta }\mathrm{\Delta })}{2(mm_\mathrm{\Delta })}},`$ (126)
where the kinetic energy contributions in the denominators of Eqs. (125) and (126) have been neglected (static $`\mathrm{\Delta }`$ approximation). The transition interactions $`v_{ij}(NNN\mathrm{\Delta })`$ and $`v_{ij}(NN\mathrm{\Delta }\mathrm{\Delta })`$ have the same operator structure as $`U_{ij}^{N\mathrm{\Delta }}`$ and $`U_{ij}^{\mathrm{\Delta }\mathrm{\Delta }}`$ of Eqs. (123) and (124), but with the $`u^{\sigma \tau \alpha }(r)`$ and $`u^{t\tau \alpha }(r)`$ functions replaced by, respectively,
$`v^{\sigma \tau \alpha }(r)`$ $`=`$ $`{\displaystyle \frac{(ff)_\alpha }{4\pi }}{\displaystyle \frac{m_\pi }{3}}{\displaystyle \frac{\mathrm{e}^x}{x}}C(x),`$ (127)
$`v^{t\tau \alpha }(r)`$ $`=`$ $`{\displaystyle \frac{(ff)_\alpha }{4\pi }}{\displaystyle \frac{m_\pi }{3}}\left(1+{\displaystyle \frac{3}{x}}+{\displaystyle \frac{3}{x^2}}\right){\displaystyle \frac{\mathrm{e}^x}{x}}C^2(x).`$ (128)
Here $`\alpha `$ = II, III, $`xm_\pi r`$, $`(ff)_\alpha =f_\pi f_\pi ^{}`$, $`f_\pi ^{}f_\pi ^{}`$ for $`\alpha `$ = II, III, respectively, $`f_\pi ^{}`$ being the $`\pi N\mathrm{\Delta }`$ coupling constant, and the cutoff function $`C(x)=\mathrm{\hspace{0.17em}1}e^{\lambda x^2}`$. In the AV28Q interaction $`f_\pi ^{}=(6\sqrt{2}/5)f_\pi `$, as obtained in the quark-model, and $`\lambda `$ = 4.09. When compared to $`U_{ij}^{\mathrm{TR}}`$, the perturbation theory $`U_{ij}^{\mathrm{TR},\mathrm{PT}}`$ corresponding to Eqs. (125) and (126) produces $`N`$$`\mathrm{\Delta }`$ and $`\mathrm{\Delta }`$$`\mathrm{\Delta }`$ admixtures that are too large at short distances, and therefore leads to a substantial overprediction of the effects associated with $`\mathrm{\Delta }`$ isobars in electroweak observables .
We now turn our attention to the discussion of $`N`$$`\mathrm{\Delta }`$ and $`\mathrm{\Delta }`$$`\mathrm{\Delta }`$ weak transition operators. The axial current and charge operators associated with excitation of $`\mathrm{\Delta }`$ isobars are modeled as
$`𝐣_i^{(1)}(𝐪;N\mathrm{\Delta },\mathrm{A})`$ $`=`$ $`g_A^{}T_{i,\pm }𝐒_i\mathrm{e}^{\mathrm{i}𝐪𝐫_i},`$ (129)
$`𝐣_i^{(1)}(𝐪;\mathrm{\Delta }\mathrm{\Delta },\mathrm{A})`$ $`=`$ $`\overline{g}_A\mathrm{\Theta }_{i,\pm }𝚺_i\mathrm{e}^{\mathrm{i}𝐪𝐫_i},`$ (130)
and
$`\rho _i^{(1)}(𝐪;N\mathrm{\Delta },\mathrm{A})`$ $`=`$ $`{\displaystyle \frac{g_A^{}}{m_\mathrm{\Delta }}}T_{i,\pm }𝐒_i𝐩_i\mathrm{e}^{\mathrm{i}𝐪𝐫_i}`$ (131)
$`\rho _i^{(1)}(𝐪;\mathrm{\Delta }\mathrm{\Delta },\mathrm{A})`$ $`=`$ $`{\displaystyle \frac{\overline{g}_A}{2m_\mathrm{\Delta }}}\mathrm{\Theta }_{i,\pm }𝚺_i[𝐩_i,\mathrm{e}^{\mathrm{i}𝐪𝐫_i}]_+,`$ (132)
where $`m_\mathrm{\Delta }`$ is the $`\mathrm{\Delta }`$-isobar mass, $`𝚺`$ ($`𝚯`$) is the Pauli operator for the $`\mathrm{\Delta }`$ spin 3/2 (isospin 3/2), and $`T_{i,\pm }`$ and $`\mathrm{\Theta }_{i,\pm }`$ are defined in analogy to Eq. (78). The expression for $`𝐣_i^{(1)}(𝐪;\mathrm{\Delta }N,\mathrm{A})`$ ($`\rho _i^{(1)}(𝐪;\mathrm{\Delta }N,\mathrm{A})`$) is obtained from that for $`𝐣_i^{(1)}(𝐪;N\mathrm{\Delta },\mathrm{A})`$ ($`\rho _i^{(1)}(𝐪;N\mathrm{\Delta },\mathrm{A})`$) by replacing $`𝐒_i`$ and $`𝐓_i`$ by their hermitian conjugates. The coupling constants $`g_A^{}`$ and $`\overline{g}_A`$ are not well known. In the quark-model, they are related to the axial coupling constant of the nucleon by the relations $`g_A^{}=(6\sqrt{2}/5)g_A`$ and $`\overline{g}_A=(1/5)g_A`$. These values have often been used in the literature in the calculation of $`\mathrm{\Delta }`$-induced axial current contributions to weak transitions. However, given the uncertainties inherent to quark-model predictions, a more reliable estimate for $`g_A^{}`$ is obtained by determining its value phenomenologically in the following way. It is well established by now that the one-body axial current of Eq. (81) leads to a $``$ 4 % underprediction of the measured Gamow-Teller matrix element in tritium $`\beta `$-decay, see Table V. Since the contributions of $`\mathrm{\Delta }\mathrm{\Delta }`$ axial currents (as well as those due to the two-body operators of Sec. IV C) are found to be numerically very small, as can be seen again from Table V, this 4 % discrepancy can then be used to determine $`g_A^{}`$ . Obviously, this procedure produces different values for $`g_A^{}`$ depending on how the $`\mathrm{\Delta }`$-isobar degrees of freedom are treated. These values are listed in Table VI for comparison. The $`g_A^{}`$ value that is determined in the context of a TCO calculation based on the AV28Q interaction, is about 40 % larger than the naive quark-model estimate. However, when perturbation theory is used for the treatment of the $`\mathrm{\Delta }`$ isobars, the $`g_A^{}`$ value required to reproduce the Gamow-Teller matrix element of tritium $`\beta `$-decay is much smaller than the TCO estimate, as expected. Finally, the $`N\mathrm{\Delta }`$ axial current derived in perturbation theory from Eqs. (125) and (129) is, of course, identical to the expression given in Refs. .
The $`N\mathrm{\Delta }`$ and $`\mathrm{\Delta }\mathrm{\Delta }`$ weak vector currents are modeled, consistently with the CVC hypothesis, as
$`𝐣_i^{(1)}(𝐪;N\mathrm{\Delta },\mathrm{V})`$ $`=`$ $`\mathrm{i}{\displaystyle \frac{\mu ^{}}{m}}T_{i,\pm }𝐪\times 𝐒_i\mathrm{e}^{\mathrm{i}𝐪𝐫_i},`$ (133)
$`𝐣_i^{(1)}(𝐪;\mathrm{\Delta }\mathrm{\Delta },\mathrm{V})`$ $`=`$ $`\mathrm{i}{\displaystyle \frac{\overline{\mu }}{12m}}\mathrm{\Theta }_{i,\pm }𝐪\times 𝚺_i\mathrm{e}^{\mathrm{i}𝐪𝐫_i},`$ (134)
where the $`N\mathrm{\Delta }`$-transition magnetic moment $`\mu ^{}`$ is taken equal to 3 n.m., as obtained from an analysis of $`\gamma N`$ data in the $`\mathrm{\Delta }`$-resonance region , while the value used for the $`\mathrm{\Delta }`$ magnetic moment $`\overline{\mu }`$ is 4.35 n.m. by averaging results of a soft-photon analysis of pion-proton bremsstrahlung data near the $`\mathrm{\Delta }^{++}`$ resonance . The contributions due to the weak vector currents above have been in fact found to be very small in the $`p`$$`^3`$He capture process. Finally, $`\mathrm{\Delta }`$ to $`\mathrm{\Delta }`$ weak vector charge operators are ignored in the present study, since their associated contributions are expected to be negligible.
## V Calculation
The calculation of the $`p`$$`^3`$He weak capture cross section proceeds in two steps: firstly, the Monte Carlo evaluation of the weak charge and current operator matrix elements, and the subsequent decomposition of these in terms of reduced matrix elements; secondly, the evaluation of the cross section by carrying out the integrations in Eq. (28).
### A Monte Carlo Calculation of Matrix Elements
In a frame where the direction of the momentum transfer $`\widehat{𝐪}`$ also defines the quantization axis of the nuclear spins, the matrix element of, as an example, the weak axial (or vector) current has the multipole expansion
$$\mathrm{\Psi }_4|\widehat{𝐞}_{q\lambda }^{}𝐣^{}(𝐪)|\overline{\mathrm{\Psi }}_{1+3}^{LSJ,J_z=\lambda }=\sqrt{2\pi }\mathrm{i}^J\left[\lambda M_J^{LSJ}(q)+E_J^{LSJ}(q)\right],$$
(135)
with $`\lambda =\pm 1`$. The expansion above is easily obtained from that in Eq. (21), in which the quantization axis for the nuclear spins was taken along the direction of the relative momentum $`\widehat{𝐩}`$, by setting $`\theta `$=$`\varphi `$=0 and using $`D_{J_z^{},J_z}^J(0,0,0)=\delta _{J_z^{},J_z}`$. Then, again as an example, the reduced matrix element of the axial electric dipole operator involving a transition from the $`p`$$`^3`$He <sup>3</sup>S<sub>1</sub> state is simply given by
$$E_1^{011}(q;\mathrm{A})=\frac{\mathrm{i}}{\sqrt{2\pi }}\mathrm{\Psi }_4|\widehat{𝐞}_{q\lambda }^{}𝐣^{}(𝐪;\mathrm{A})|\overline{\mathrm{\Psi }}_{1+3}^{011,J_z=\lambda }.$$
(136)
The problem is now reduced to the evaluation of matrix elements of the same type as on the right-hand-side of Eq. (136). These can schematically be written as
$$\frac{\mathrm{\Psi }_{4,N+\mathrm{\Delta }}|O|\mathrm{\Psi }_{1+3,N+\mathrm{\Delta }}}{\left[\mathrm{\Psi }_{4,N+\mathrm{\Delta }}|\mathrm{\Psi }_{4,N+\mathrm{\Delta }}\mathrm{\Psi }_{1+3,N+\mathrm{\Delta }}|\mathrm{\Psi }_{1+3,N+\mathrm{\Delta }}\right]^{1/2}},$$
(137)
where the initial and final states have the form of Eq. (121). It is convenient to expand the latter as
$$\mathrm{\Psi }_{N+\mathrm{\Delta }}=\mathrm{\Psi }+\underset{i<j}{}U_{ij}^{\mathrm{TR}}\mathrm{\Psi }+\mathrm{},$$
(138)
so that the numerator of Eq. (137) can be expressed as
$$\mathrm{\Psi }_{4,N+\mathrm{\Delta }}|O|\mathrm{\Psi }_{1+3,N+\mathrm{\Delta }}=\mathrm{\Psi }_4|O(N\mathrm{only})|\mathrm{\Psi }_{1+3}+\mathrm{\Psi }_4|O(\mathrm{\Delta })|\mathrm{\Psi }_{1+3},$$
(139)
where the operator $`O(N\mathrm{only})`$ denotes all one- and two-body contributions to the weak charge or current operator $`O`$, involving only nucleon degrees of freedom, i.e. $`O(N\mathrm{only})=O^{(1)}(NN)+O^{(2)}(NNNN)`$, while $`O(\mathrm{\Delta })`$ includes terms that involve the $`\mathrm{\Delta }`$-isobar degrees of freedom, associated with the explicit $`\mathrm{\Delta }`$ transitions $`O^{(1)}(N\mathrm{\Delta })`$, $`O^{(1)}(\mathrm{\Delta }N)`$, $`O^{(1)}(\mathrm{\Delta }\mathrm{\Delta })`$, and with the transition operators $`U_{ij}^{\mathrm{TR}}`$. A diagrammatical illustration of the terms contributing to $`O(\mathrm{\Delta })`$ is given in Fig. 3: the terms (a)–(e), (f)–(i), and (j) represent, respectively, two-, three-, and four-body operators. The terms (e) and (g)–(j) are to be viewed as renormalization corrections to the “nucleonic”matrix element of $`O^{(1)}(NN)`$, due to the presence of $`\mathrm{\Delta }`$-admixtures in the wave functions. Connected three-body terms containing more than a single $`\mathrm{\Delta }`$ isobar have been ignored, since their contributions are expected to be negligible. Indeed, the contribution from diagram (d) has already been found numerically very small.
The two-body terms of Fig. 3 are expanded as operators acting on the nucleons’ coordinates. For example, the terms (a) and (c) in Fig. 3 have the structure, respectively,
$`(\mathrm{a})`$ $`=`$ $`U_{ij}^{\mathrm{\Delta }N}{}_{}{}^{}O_i^{(1)}(N\mathrm{\Delta }),`$ (140)
$`(\mathrm{c})`$ $`=`$ $`U_{ij}^{\mathrm{\Delta }N}{}_{}{}^{}O_i^{(1)}(\mathrm{\Delta }\mathrm{\Delta })U_{ij}^{\mathrm{\Delta }N},`$ (141)
which can be reduced to operators involving only Pauli spin and isospin matrices by using the identities:
$`𝐒^{}𝐀𝐒𝐁`$ $`=`$ $`{\displaystyle \frac{2}{3}}𝐀𝐁{\displaystyle \frac{\mathrm{i}}{3}}𝝈(𝐀\times 𝐁),`$ (142)
$`𝐒^{}𝐀𝚺𝐁𝐒𝐂`$ $`=`$ $`{\displaystyle \frac{5}{3}}\mathrm{i}𝐀(𝐁\times 𝐂){\displaystyle \frac{1}{3}}𝝈𝐀𝐁𝐂`$ (144)
$`{\displaystyle \frac{1}{3}}𝐀𝐁𝐂𝝈+{\displaystyle \frac{4}{3}}𝐀(𝐁𝝈)𝐂,`$
where $`𝐀`$, $`𝐁`$ and $`𝐂`$ are vector operators that commute with $`𝝈`$, but not necessarily among themselves. While the three- and four-body terms in Fig. 3 could have been reduced in precisely the same way, the resulting expressions in terms of $`𝝈`$ and $`𝝉`$ matrices become too cumbersome. Thus, for these it was found to be more convenient to retain the explicit representation of $`𝐒`$ $`(𝐒^{})`$ as a $`4\times 2(2\times 4)`$ matrix
$`𝐒=\left[\begin{array}{cc}\widehat{𝐞}_{}& 0\\ \sqrt{\frac{2}{3}}\widehat{𝐞}_0& \frac{1}{\sqrt{3}}\widehat{𝐞}_{}\\ \frac{1}{\sqrt{3}}\widehat{𝐞}_+& \sqrt{\frac{2}{3}}\widehat{𝐞}_0\\ 0& \widehat{𝐞}_+\end{array}\right],`$
and of $`𝚺`$ as a $`4\times 4`$ matrix
$`𝚺=\left[\begin{array}{cccc}3\widehat{𝐞}_0& \sqrt{6}\widehat{𝐞}_{}& 0& 0\\ \sqrt{6}\widehat{𝐞}_+& \widehat{𝐞}_0& \sqrt{8}\widehat{𝐞}_{}& 0\\ 0& \sqrt{8}\widehat{𝐞}_+& \widehat{𝐞}_0& \sqrt{6}\widehat{𝐞}_{}\\ 0& 0& \sqrt{6}\widehat{𝐞}_+& 3\widehat{𝐞}_0\end{array}\right],`$
where $`\widehat{𝐞}_\pm =(\widehat{𝐱}\pm \mathrm{i}\widehat{𝐲})/\sqrt{2}`$, $`\widehat{𝐞}_0=\widehat{𝐳}`$, and $`\widehat{𝐞}_\mu ^{}=()^\mu \widehat{𝐞}_\mu `$, and derive the result of terms such as (f)=$`U_{ij}^{N\mathrm{\Delta }}{}_{}{}^{}O_j^{(1)}(\mathrm{\Delta }\mathrm{\Delta })U_{jk}^{\mathrm{\Delta }N}`$ on state $`|\mathrm{\Psi }`$ by first operating with $`U_{jk}^{\mathrm{\Delta }N}`$, then with $`O_j^{(1)}(\mathrm{\Delta }\mathrm{\Delta })`$, and finally with $`U_{ij}^{N\mathrm{\Delta }}{}_{}{}^{}`$. These terms (as well as three-body contributions to the wave function normalizations, see below) were neglected in the calculations reported in Ref. .
Of course, the presence of $`\mathrm{\Delta }`$-admixtures also influences the normalization of the wave functions, as is obvious from Eq. (137):
$`\mathrm{\Psi }_{N+\mathrm{\Delta }}|\mathrm{\Psi }_{N+\mathrm{\Delta }}`$ $`=`$ $`\mathrm{\Psi }|\mathrm{\hspace{0.17em}1}+{\displaystyle \underset{i<j}{}}[\mathrm{\hspace{0.17em}2}U_{ij}^{\mathrm{\Delta }N}{}_{}{}^{}U_{ij}^{\mathrm{\Delta }N}+U_{ij}^{\mathrm{\Delta }\mathrm{\Delta }}{}_{}{}^{}U_{ij}^{\mathrm{\Delta }\mathrm{\Delta }}]`$ (145)
$`+`$ $`{\displaystyle \underset{i<j,ki,j}{}}[U_{ij}^{\mathrm{\Delta }N}{}_{}{}^{}U_{ik}^{\mathrm{\Delta }N}+U_{ij}^{N\mathrm{\Delta }}{}_{}{}^{}U_{kj}^{N\mathrm{\Delta }}]|\mathrm{\Psi }+\mathrm{}.`$ (146)
The wave function normalization ratios $`\mathrm{\Psi }_{N+\mathrm{\Delta }}|\mathrm{\Psi }_{N+\mathrm{\Delta }}/\mathrm{\Psi }|\mathrm{\Psi }`$, obtained for the bound three- and four-nucleon systems, are listed in Table VII. Note that the normalization of the $`p`$$`^3`$He continuum state is the same as that of <sup>3</sup>He, up to corrections of order (volume)<sup>-1</sup>.
The matrix elements in Eqs. (139) and (146) are computed, without any approximation, by Monte Carlo integrations. The wave functions are written as vectors in the spin-isospin space of the four nucleons for any given spatial configuration $`𝐑=(𝐫_1,\mathrm{},𝐫_4)`$. For the given $`𝐑`$ we calculate the state vector $`\left[O(𝐑,N\mathrm{only})+O(𝐑,\mathrm{\Delta })\right]\mathrm{\Psi }(𝐑)`$ with the techniques developed in Refs. . The spatial integrations are carried out with the Monte Carlo method by sampling $`𝐑`$ configurations according to the Metropolis et al. algorithm , using a probability density $`W(𝐑)`$ proportional to
$$W(𝐑)\sqrt{\mathrm{\Psi }_4^{}(𝐑)\mathrm{\Psi }_4(𝐑)},$$
(147)
where the notation $`\mathrm{}`$ implies sums over the spin-isospin states of the <sup>4</sup>He wave function. Typically 200,000 configurations are enough to achieve a relative error $``$ 5 % on the total $`S`$-factor.
### B Calculation of Cross Section
Once the reduced matrix elements (RMEs) have been obtained, the calculation of the cross section $`\sigma (E)`$ is reduced to performing the integrations over the electron and neutrino momenta in Eq. (28) numerically. We write
$$\sigma (E)=\frac{1}{(2\pi )^2}\frac{G_V^2}{v_{\mathrm{rel}}}_0^{p_e^{}}𝑑p_ep_e^2_1^1𝑑x_e_1^1𝑑x_\nu _0^{2\pi }𝑑\varphi p_\nu ^2f^1L_{\sigma \tau }N^{\sigma \tau },$$
(148)
where one of the azimuthal integrations has been carried out, since the integrand only depends on the difference $`\varphi =\varphi _e\varphi _\nu `$. The $`\delta `$-function occurring in Eq. (28) has also been integrated out resulting in the factor $`f^1`$, with
$$f=\left|1+\frac{p_ex_{e\nu }}{m_4}+\frac{p_\nu }{m_4}\right|.$$
(149)
The magnitude of the neutrino momentum is fixed by energy conservation to be
$$p_\nu =\frac{2\overline{\mathrm{\Delta }}}{1+p_ex_{e\nu }/m_4+\sqrt{(1+p_ex_{e\nu }/m_4)^2+2\overline{\mathrm{\Delta }}/m_4}},$$
(150)
where $`\overline{\mathrm{\Delta }}=\mathrm{\Delta }m+EE_ep_e^2/2m_4`$. The variable $`x_{e\nu }`$ is defined as
$$x_{e\nu }=\widehat{𝐩}_e\widehat{𝐩}_\nu =x_ex_\nu +\sqrt{1x_e^2}\sqrt{1x_\nu ^2}\mathrm{cos}\varphi ,$$
(151)
where $`x_e=\mathrm{cos}\theta _e`$ and $`x_\nu =\mathrm{cos}\theta _\nu `$. Finally, the integration over the magnitude of the electron momentum extends from zero up to
$$p_e^{}=\sqrt{\left[\sqrt{m_4^2+m_e^2+2m_4(\mathrm{\Delta }m+E)}m_4^2\right]^2m_e^2}.$$
(152)
The lepton tensor is explicitly given by Eq. (31), while the nuclear tensor is constructed using Eqs. (32)–(37). Computer codes have been developed to calculate the required rotation matrices corresponding to the $`\widehat{𝐪}`$-direction ($`\theta ,\varphi `$) with
$`\mathrm{cos}\theta =\widehat{𝐳}\widehat{𝐪}`$ $`=`$ $`{\displaystyle \frac{\widehat{𝐳}\left(𝐩_e+𝐩_\nu \right)}{\left|𝐩_e+𝐩_\nu \right|}}`$ (153)
$`=`$ $`{\displaystyle \frac{p_ex_e+p_\nu x_\nu }{\sqrt{p_e^2+p_\nu ^2+2p_ep_\nu x_{e\nu }}}}.`$ (154)
Finally, note that the nuclear tensor requires the values of the RMEs at the momentum transfer $`q`$ (the denominator in the second line of Eq. (154)). It has been found convenient to make the dependence upon $`q`$ of the RMEs explicit by expanding
$$T_J^{LSJ}(q)=q^m\underset{n0}{}t_{2n}^{LSJ}q^{2n},$$
(155)
consistently with Eqs. (22)–(25). Here $`m=J,J\pm 1`$, depending on the RME considered. For example, $`m=1`$ for the $`L_0^{110}(\mathrm{A})`$ RME. Given the low momentum transfers involved, $`q20`$ MeV/c, the leading and next-to-leading order terms $`t_0`$ and $`t_2`$ are sufficient to reproduce accurately $`T(q)`$. Note that the long-wavelength-approximation corresponds, typically, to retaining only the $`t_0`$ term.
A moderate number of Gauss points (of the order of 10) for each of the integrations in Eq. (148) is sufficient to achieve convergence within better than one part in $`10^3`$. The computer program has been successfully tested by reproducing the result obtained analytically by retaining only the <sup>3</sup>S<sub>1</sub> $`E_1(\mathrm{A})`$ and $`L_1(\mathrm{A})`$ and <sup>3</sup>P<sub>0</sub> $`C_0(\mathrm{A})`$ RMEs.
## VI Results and Discussion
The $`S`$-factor calculated values are listed in Table I, and their implications to the recoil electron spectrum measured in the SK experiment, see Fig. 1, have already been discussed in the introduction. In Tables VIIIIX, and XII-XV, we present our results, obtained with the AV18/UIX Hamiltonian model, for the reduced matrix elements (RMEs) connecting any of the $`p^3`$He S- and P-wave channels to the <sup>4</sup>He bound state. The values for these RMEs are given at zero energy and a lepton momentum transfer $`q`$=$`19.2`$ MeV/c. Note that the RMEs listed in all tables are related to those defined in Eqs. (18)–(21) via
$$\overline{T_J}^{LSJ}=\sqrt{\frac{v_{\mathrm{rel}}}{4\pi \alpha }[\mathrm{exp}(4\pi \alpha /v_{\mathrm{rel}})1]}T_J^{LSJ},$$
(156)
which can be shown to remain finite in the limit $`v_{\mathrm{rel}}0`$, corresponding to zero energy.
In Table XVI we list the individual contributions of the S- and P-wave capture channels to the total $`S`$-factor at zero c.m. energy, obtained with the AV18/UIX, the AV18 only (to study the effects of the three-nucleon interaction), and the older AV14/UVIII (to study the model dependence and to make contact with the earlier calculations of Refs. ). The model dependence is discussed in Sec. VI D.
In Tables IVIIIIX, and XI-XV, the cumulative nucleonic contributions are normalized as
$$\left[\mathrm{one}\mathrm{body}+\mathrm{mesonic}\right]=\frac{\mathrm{\Psi }_4|O(N\mathrm{only})|\mathrm{\Psi }_{1+3}}{\left[\mathrm{\Psi }_4|\mathrm{\Psi }_4\mathrm{\Psi }_{1+3}|\mathrm{\Psi }_{1+3}\right]^{1/2}}.$$
(157)
However, when the $`\mathrm{\Delta }`$-isobar contributions are added to the cumulative sum, the normalization changes to
$$\left[\mathrm{one}\mathrm{body}+\mathrm{mesonic}+\mathrm{\Delta }\right]=\frac{\mathrm{\Psi }_{4,N+\mathrm{\Delta }}|O(N\mathrm{only})+O(\mathrm{\Delta })|\mathrm{\Psi }_{1+3,N+\mathrm{\Delta }}}{\left[\mathrm{\Psi }_{4,N+\mathrm{\Delta }}|\mathrm{\Psi }_{4,N+\mathrm{\Delta }}\mathrm{\Psi }_{1+3,N+\mathrm{\Delta }}|\mathrm{\Psi }_{1+3,N+\mathrm{\Delta }}\right]^{1/2}}.$$
(158)
As already pointed out earlier in Sec. V A, the normalization of the initial scattering state is the same as that of <sup>3</sup>He, up to corrections of order (volume)<sup>-1</sup>. In Table XI we also report results in which the $`\mathrm{\Delta }`$-components in the nuclear wave functions are treated in perturbation theory, as discussed in Secs. IV E and V A, and the $`O(\mathrm{\Delta })`$ only includes the operators in panel (a) of Fig. 3. In this case, the cumulative contributions \[one-body+mesonic+$`\mathrm{\Delta }_{\mathrm{PT}}`$\] are normalized as in Eq. (157).
### A <sup>1</sup>S<sub>0</sub> Capture
The <sup>1</sup>S<sub>0</sub> capture is induced by the weak vector charge and longitudinal component of the weak vector current via the $`C_0(\mathrm{V})`$ and $`L_0(\mathrm{V})`$ multipoles, respectively. The associated RMEs, while small, are not negligible–they are about 20 % of the “large”$`E_1(\mathrm{A})`$ RME in <sup>3</sup>S<sub>1</sub> capture, see Table IX. These <sup>1</sup>S<sub>0</sub> transitions are inhibited by an isospin selection rule, indeed they vanish at $`q`$=$`0`$, since in this limit
$$C_0(q;\mathrm{V})\frac{1}{\sqrt{4\pi }}\underset{i}{}\tau _{i,\pm }\frac{1}{\sqrt{4\pi }}T_\pm ,$$
(159)
and
$$L_0(q;\mathrm{V})=\frac{1}{q}[H,𝑑𝐱j_0(qx)Y_{00}(\widehat{𝐱})\rho (𝐱;\mathrm{V})]\frac{1}{q}[H,\frac{1}{\sqrt{4\pi }}T_\pm ],$$
(160)
where the expression for $`L_0(\mathrm{V})`$ has been obtained by integrating Eq. (23) by parts, and then using the continuity equation to relate $`𝐣(𝐱;\mathrm{V})`$ to the commutator $`\mathrm{i}[H,\rho (𝐱;\mathrm{V})]`$. The <sup>4</sup>He and $`p^3`$He states have total isospins $`T,T_z`$=0,0 and 1,1, respectively, ignoring additional, but very small, isospin admixtures induced by isospin-symmetry-breaking components of the interaction. Therefore matrix elements of the (total) isospin raising or lowering operators $`T_\pm `$ between these $`T,T_z`$ states vanish.
Equation (160) shows that, if the initial and final CHH wave functions were to be exact eigenfunctions of the AV18/UIX Hamiltonian, then one would expect, neglecting the kinetic energy of the recoiling <sup>4</sup>He:
$$L_0(q;\mathrm{V})=\frac{E_3E_4}{q}C_0(q;\mathrm{V}),$$
(161)
where $`E_3`$ and $`E_4`$ are the three- and four-nucleon ground-state energies. Note that the relation above is in fact valid for any $`C_J(q;\mathrm{V})`$ and $`L_J(q;\mathrm{V})`$ multipoles. For $`q`$=$`19.2`$ MeV/c the ratio $`L_0/C_0`$ is expected to be $`1.07`$, which is in perfect agreement with that obtained in the calculation, when the two-body current contributions are taken into account, see Table VIII. As already discussed in Sec. IV A, the present model for the weak vector current satisfies current conservation with the $`v_6`$ part of the nucleon-nucleon interaction (either AV14 or AV18). The spin-orbit and quadratic momentum-dependent components of the interaction, however, require additional short-range currents that have been neglected in this work. If their contributions were to be completely negligible, then the degree of agreement between the expected and calculated values for the ratio $`L_0/C_0`$ would simply reflect the extent to which the present variational wave functions are truly exact eigenfunctions of the AV18/UIX Hamiltonian. However, the CHH wave function used here gives a ground-state energy of $`27.9`$ MeV for <sup>4</sup>He, which is about $`400`$ keV higher than predicted for the AV18/UIX model in GFMC calculations . In view of these considerations, the perfect agreement referred to above may be accidental.
Finally, the $`C_1(\mathrm{V})`$ and $`L_1(\mathrm{V})`$ RMEs interfere destructively in the cross section (see discussion at the end of Sec. II C), substantially reducing the <sup>1</sup>S<sub>0</sub> channel contribution to the $`S`$-factor, see Table XVI.
### B <sup>3</sup>S<sub>1</sub> Capture
The <sup>3</sup>S<sub>1</sub> capture is induced by the weak axial charge and current, and weak vector current operators via the multipoles $`C_1(\mathrm{A})`$, $`L_1(\mathrm{A})`$, $`E_1(\mathrm{A})`$, and $`M_1(\mathrm{V})`$. All earlier studies only retained the dominant $`L_1(\mathrm{A})`$ and $`E_1(\mathrm{A})`$ transitions. However, as is evident from Table IX, the $`M_1(\mathrm{V})`$ and especially $`C_1(\mathrm{A})`$ RMEs are not negligible. Furthermore, the $`C_1(\mathrm{A})`$ and $`L_1(\mathrm{A})`$ RMEs interfere constructively in the cross section, since their signs are opposite. For example, neglecting the $`C_1(\mathrm{A})`$ contribution would produce an $`S`$-factor value $`4.94\times 10^{20}`$ keV b, 30 % smaller than the <sup>3</sup>S<sub>1</sub> total result $`6.38\times 10^{20}`$ keV b (see Table XVI).
The destructive interference between the one- and many-body axial current contributions in the $`L_1(\mathrm{A})`$ and $`E_1(\mathrm{A})`$ RMEs, first obtained in Refs. , is confirmed in the present work. The axial currents associated with $`\mathrm{\Delta }`$-excitation play a crucial role. The (suppressed) one-body contribution comes mostly from transitions involving the D-state components of the <sup>3</sup>He and <sup>4</sup>He wave functions, while the many-body contributions are predominantly due to transitions connecting the S-state of <sup>3</sup>He to the D-state of <sup>4</sup>He, or viceversa. To clarify this point, it is useful to define the one- and two-body densities
$$\rho ^{(1)}(x)=^4\mathrm{He}|\underset{i}{}\delta (x|𝐫_i𝐑_{jkl}|)O_i^{(1)}|p^3\mathrm{He},$$
(162)
$$\rho ^{(2)}(x)=^4\mathrm{He}|\underset{i<j}{}\delta (xr_{ij})O_{ij}^{(2)}|p^3\mathrm{He},$$
(163)
where $`O_i^{(1)}`$ is the (lowest order) Gamow-Teller operator of Eq. (81) at $`q`$=$`0`$, and $`O_{ij}^{(2)}`$ is the most important $`\mathrm{\Delta }`$-excitation current associated with diagrams of type (a) in Fig. 3. These densities are normalized such that
$$_0^{\mathrm{}}𝑑x\rho ^{(\alpha )}(x)=O^{(\alpha )}\mathrm{contribution}.$$
(164)
In Fig. 4 we display separately the contributions to $`\rho ^{(1)}(x)`$ due to transitions involving the $`L`$=$`0`$$`L`$=$`0`$ and $`L`$=$`2`$$`L`$=$`2`$ components of the <sup>3</sup>He and <sup>4</sup>He wave functions. Note that the $`L`$=$`0`$$`L`$=$`2`$ transitions vanish, since the Gamow-Teller operator has no dependence on the spatial coordinates in the $`q`$=$`0`$ limit. The $`00`$ density, while much larger than the $`22`$ density, consists of positive and negative pieces, which nearly cancel out in the integral. Indeed, out of a total integral of $`0.19`$, the $`00`$ and $`22`$ contributions are, respectively, $`0.02`$ and $`0.17`$. It is important to reemphasize that in the $`00`$ integral the whole contribution comes from the mixed symmetry S-states of the <sup>3</sup>He and <sup>4</sup>He wave functions, since the Gamow-Teller operator, in the $`q=0`$ limit, cannot connect their dominant (symmetric) S-states, as already pointed out in Sec. I A. This fact has been analitically verified using a simplified form for the nuclear wave functions, given by (for <sup>4</sup>He, as an example):
$$\mathrm{\Psi }_4\left[1+\underset{i<j}{}u^{\sigma ,4}(r_{ij})𝝈_i𝝈_j+u^{t\tau ,4}(r_{ij})S_{ij}𝝉_i𝝉_j\right]\left[\underset{i<j}{}f^{c,4}(r_{ij})\right]\mathrm{\Phi }_4,$$
(165)
where $`\mathrm{\Phi }_4=\mathrm{det}[p_1,p_2,n_3,n_4]`$ is the spin-isospin Slater determinant, $`f^{c,4}(r)`$, $`u^{\sigma ,4}(r)`$, and $`u^{t\tau ,4}(r)`$ are central, spin-spin, and tensor correlation functions, respectively. The non-central terms in Eq. (165) generate the S\- and D-state components.
Finally, in Fig. 5, we display both the density functions $`\rho ^{(1)}(x)`$ and $`\rho ^{(2)}(x)`$. The density function $`\rho ^{(2)}(x)`$, although much smaller than $`\rho ^{(1)}(x)`$, has no zeros, and consequently its integral is comparable to that of $`\rho ^{(1)}(x)`$.
It is interesting to examine the “small”$`M_1`$ RME induced by the weak vector current. It is dominated by the contributions due to two-body currents, which interfere destructively with (and, in fact, are much larger in magnitude than) those from one-body currents. This matrix element can be approximately related to that occurring in the $`n^3`$He radiative capture at thermal neutron energies . Ignoring isospin-symmetry breaking, one has
$$p^3\mathrm{He}\frac{C_0}{\sqrt{2}}T_+T=1,M_T=0,$$
(166)
and hence, in a schematic notation,
$`^4\mathrm{He}\widehat{𝐞}_\lambda ^{}𝐣_z^{}(\gamma )n^3\mathrm{He}`$ $``$ $`{\displaystyle \frac{1}{\sqrt{2}}}^4\mathrm{He}\widehat{𝐞}_\lambda ^{}𝐣_z^{}(\gamma )T=1,M_T=0`$ (167)
$``$ $`{\displaystyle \frac{1}{2C_0}}^4\mathrm{He}\widehat{𝐞}_\lambda ^{}𝐣_+^{}(\mathrm{V})p^3\mathrm{He}`$ (168)
where $`C_0`$ is the Gamow penetration factor, $`𝐣_z(\gamma )`$ is the electromagnetic current, and use has been made of the CVC relation to relate the commutator $`[T_+,𝐣_+^{}(\mathrm{V})]`$ to $`𝐣_z^{}(\gamma )`$. Note that in the first line of Eq. (168) the contribution from the $`T,M_T=0,0`$ (1+3)-state has been neglected, since the isoscalar magnetic moment of the nucleon is a factor $`5`$ smaller than the isovector one, and the dominant two-body electromagnetic currents are isovector. On the basis of Eq. (168), one would predict $`n^3`$He radiative capture cross sections, at zero energy, of 227 $`\mu `$b, 142 $`\mu `$b, and 480 $`\mu `$b with one-body, one- plus two-body, and full currents–the latter include the $`\mathrm{\Delta }`$-excitation currents treated in perturbation theory (PT), which severely overestimates their contribution . The value 480 $`\mu `$b is almost an order of magnitude larger than the measured cross section, $`(55\pm 3)\mu `$. Ignoring the $`\mathrm{\Delta }`$ contribution, for which the PT estimate is known to be unrealistic, the result obtained with one- and two-body currents (the model-independent ones of Sec. IV A), 142 $`\mu `$b, is still too large by a factor $`2.6`$. However, the approximations made in Eqs. (166)–(168) are presumably too rough for a reaction as delicate as the $`n^3`$He capture (see discussion in Sec. I A). Indeed, this process provides a sensitive testing ground for models of interactions and currents. A calculation of its cross section with CHH wave functions is currently underway.
In Table X we list the one-body axial current contributions at two values of $`q`$, 0 and 19.2 MeV/c, corresponding to the lowest and highest momentum transfers allowed by the $`p^3`$He kinematics. A number of comments are in order. Firstly, the RME associated with the Gamow-Teller operator, labelled NR in the table, has a rather strong dependence on $`q`$. At $`q`$=0 this RME is suppressed (see discussion above). When $`q>0`$, however, the next term in the expansion of the plane wave in Eq. (81) leads to an operator having the structure $`\tau _{i,\pm }𝝈_ir_{i,z}^2`$, which can connect the “large”S- and D-state components of the bound-state wave functions. Its contribution, although of order $`(qR)^20.02`$ ($`R1.4`$ fm is the $`\alpha `$-particle radius), is not negligible. Secondly, the suppression mechanism referred to above also makes the relativistic corrections to the Gamow-Teller operator of Eq. (83) relatively important. Thirdly, the induced pseudoscalar term, last term in Eq. (83), is purely longitudinal, and itself suppressed, since it is proportional to the NR operator.
In Table XI we report the cumulative contributions to the $`L_1(\mathrm{A})`$ and $`E_1(\mathrm{A})`$ RMEs at $`q`$=0 and 19.2 MeV/c. The momentum transfer dependence of the results originates from that of the one-body currents, the mesonic and $`\mathrm{\Delta }`$-excitation current contributions are, in fact, very weakly dependent on $`q`$. Note that the results obtained by treating the $`\mathrm{\Delta }`$-currents either with the TCO method or in perturbation theory (PT) differ by 1–2 %. This is because the $`N`$$`\mathrm{\Delta }`$ axial coupling constant $`g_A^{}`$ is determined by fitting, independently in the TCO and PT schemes, the Gamow-Teller matrix element of tritium $`\beta `$-decay. This procedure severely reduces the model dependence of the weak axial current. Finally, we note that, if the quark model value were to be used for $`g_A^{}`$ ($`g_A^{}=6\sqrt{2}/5g_A`$), the $`L_1(\mathrm{A})`$ ($`E_1(\mathrm{A})`$) RME at $`q`$=19.2 MeV/c would have been $`0.489\times 10^1`$ ($`0.716\times 10^1`$) using the TCO method and $`0.150\times 10^1`$ ($`0.234\times 10^1`$) in the PT treatment, respectively.
### C P-wave Capture
There are four P-wave capture channels: <sup>3</sup>P<sub>0</sub>, <sup>1</sup>P<sub>1</sub>, <sup>3</sup>P<sub>1</sub>, and <sup>3</sup>P<sub>2</sub>. Note that <sup>1</sup>P<sub>1</sub> and <sup>3</sup>P<sub>1</sub> are coupled channels (see Sec. III C). The <sup>3</sup>P<sub>0</sub> capture is induced by the weak axial charge and the longitudinal component of the weak axial current via the $`C_0(\mathrm{A})`$ and $`L_0(\mathrm{A})`$ multipoles, respectively. The associated RMEs, as defined in Eq. (156), are listed in Table XII. The two-body axial charge operators of Sec. IV D, among which the pion-exchange term is dominant, give a $`20`$ % correction to the one-body contribution in the $`C_0(\mathrm{A})`$ RME. The $`L_0(\mathrm{A})`$ RME is about 40 % of, and has the same sign as, the $`C_0(\mathrm{A})`$ RME. This positive relative sign produces a destructive interference between these RMEs in the cross section, substantially reducing the <sup>3</sup>P<sub>0</sub> overall contribution to the $`S`$-factor, as discussed in Sec. II C. The $`C_0(\mathrm{A})`$ and $`L_0(\mathrm{A})`$ RMEs are expected to have the same sign, as justified by the following argument. The $`C_0(q;\mathrm{A})`$ multipole operator can be written, in the $`q0`$ limit, as
$`C_0(q;\mathrm{A})`$ $``$ $`{\displaystyle \frac{1}{\sqrt{4\pi }}}{\displaystyle \frac{g_A}{2m}}{\displaystyle \underset{i}{}}[\tau _{i,\pm }𝝈_i,𝐩_i]_+`$ (169)
$``$ $`{\displaystyle \frac{\mathrm{i}}{\sqrt{4\pi }}}{\displaystyle \frac{g_A}{2}}{\displaystyle \underset{i}{}}[\tau _{i,\pm }𝝈_i𝐫_i,H],`$ (170)
where we have used the approximate relation $`𝐩_i\mathrm{i}m[𝐫_i,H]`$ (violated by the momentum-dependent components of the two-nucleon interaction), and in the second line of Eq. (170) have ignored, in a rather cavalier fashion, terms like $`\tau _{i,\pm }𝝈_iH𝐫_i𝐫_iH𝝈_i\tau _{i,\pm }`$. For the $`L_0(q;\mathrm{A})`$ multipole we find in the same limit
$$L_0(q;\mathrm{A})\frac{\mathrm{i}}{\sqrt{4\pi }}\frac{g_A}{3}q\underset{i}{}\tau _{i,\pm }𝝈_i𝐫_i,$$
(171)
and therefore we would expect the $`C_0(\mathrm{A})`$ and $`L_0(\mathrm{A})`$ RMEs to be approximately in the ratio
$$\frac{C_0(\mathrm{A})}{L_0(\mathrm{A})}\frac{3}{2}\frac{E_3E_4}{q},$$
(172)
which, given the rather severe approximations made in deriving Eq. (170), is reasonably close to the (one-body) value obtained in the calculation (1.6 versus 2.0).
The <sup>1</sup>P<sub>1</sub> and <sup>3</sup>P<sub>1</sub> captures are induced by the weak vector charge and current, and weak axial current via the multipoles $`C_1(\mathrm{V})`$, $`L_1(\mathrm{V})`$, $`E_1(\mathrm{V})`$, and $`M_1(\mathrm{A})`$. The calculated values for the associated RMEs are listed in Tables XIII and XIV. The RME magnitudes of the weak vector transitions in <sup>3</sup>P<sub>1</sub> capture are much smaller than those in <sup>1</sup>P<sub>1</sub> capture. In the long-wavelength approximation, the one-body $`C_1(\mathrm{V})`$, $`L_1(\mathrm{V})`$, and $`E_1(\mathrm{V})`$ multipoles are independent of spin, and therefore cannot connect the dominant part of the <sup>3</sup>P<sub>1</sub> wave function, which has total spin $`S`$=1, to the S-wave component of <sup>4</sup>He, which has $`S`$=0. This is not the case for the <sup>1</sup>P<sub>1</sub> channel, in which the total spin $`S`$=0 term is in fact largest. Indeed, because of this suppression, the two-body weak vector charge and current contributions are found to be dominant in <sup>3</sup>P<sub>1</sub> capture. The situation is reversed for the axial transition, since there the spin-flip nature of the $`M_1(\mathrm{A})`$ multipole makes the associated RME in <sup>3</sup>P<sub>1</sub> larger than that in <sup>1</sup>P<sub>1</sub> (in absolute value).
The $`E_1(\mathrm{V})`$ operator can be shown to have the long-wavelength form
$$E_1(q;\mathrm{V})=\frac{\sqrt{2}}{q}[H,C_1(q;\mathrm{V})],$$
(173)
and so the $`E_1(\mathrm{V})`$ and $`C_1(\mathrm{V})`$ RMEs would be expected to be in the ratio
$$\frac{E_1(q;\mathrm{V})}{C_1(q;\mathrm{V})}\sqrt{2}\frac{E_3E_4}{q}1.51,$$
(174)
assuming the validity of the long-wavelength approximation, and that the CHH wave functions are truly exact eigenfunctions of the Hamiltonian. We reiterate here that the currents used in the present work satisfy the continuity equation only with the $`v_6`$ part of the AV14 and AV18 interactions, namely in momentum space $`𝐪𝐣(𝐪;\mathrm{V})=[T+v_6,\rho _{\mathrm{NR}}^{(1)}(𝐪;\mathrm{V})]`$. The currents induced by the momentum dependent components of the interactions, such as the spin-orbit term, have been neglected. Thus the ratio obtained in the calculation is 1.34 for the <sup>1</sup>P<sub>1</sub> channel, somewhat smaller than the expected value presumably because of the “missing”currents and the approximate eigenstate property satisfied by the present CHH (variational) wave functions. These same cautionary remarks also apply to the comparison between the $`C_1(\mathrm{V})`$ and $`L_1(\mathrm{V})`$ RMEs, which should be related to each other via Eq. (161).
The situation is more delicate in <sup>3</sup>P<sub>1</sub> capture, since this transition is suppressed. Here the long-wavelength approximation of the $`E_1(\mathrm{V})`$ multipole is inadequate, and higher order terms in the power expansion in $`q`$ need to be retained, so called retardation terms. In fact the situation is closely related to that of electric dipole transitions in $`pd`$ radiative capture at very low energies (0–100 keV). We refer the reader to Ref. for a thorough discussion of these issues.
The <sup>3</sup>P<sub>2</sub> capture is induced by the weak axial charge and current, and weak vector current operators via the multipoles $`C_2(\mathrm{A})`$, $`L_2(\mathrm{A})`$, $`E_2(\mathrm{A})`$, and $`M_2(\mathrm{V})`$. The associated RMEs are listed in Table XV. The $`L_2(\mathrm{A})`$ and $`E_2(\mathrm{A})`$ RMEs are comparable to the $`L_1(\mathrm{A})`$ and $`E_1(\mathrm{A})`$ RMEs in <sup>3</sup>S<sub>1</sub> capture, and are dominated by the contributions of one-body currents. In fact, the latter can now connect the large S-wave components of the three- and four-nucleon bound states. The density function $`\rho ^{(1)}(x)`$, defined in analogy to Eq. (162) (but for the <sup>3</sup>P<sub>2</sub> channel), is displayed in Fig. 6, and should be compared to that in Fig. 5 for <sup>3</sup>S<sub>1</sub> capture. While smaller in magnitude than the latter–after all, the <sup>3</sup>P<sub>2</sub> transition is inhibited with respect to the <sup>3</sup>S<sub>1</sub> transition by a factor $`qR`$ and the presence of the centrifugal barrier–the <sup>3</sup>P<sub>2</sub> density has the same sign, and therefore its integral turns out to be comparable to that of the <sup>3</sup>S<sub>1</sub> density.
### D Model Dependence
In Table XVI we list, for all S- and P-wave channels, the $`S`$-factor values obtained with the AV18/UIX, AV18, and AV14/UVIII interactions. Note that the sum of the channel contributions is a few % smaller than the total result reported at the bottom of the table (see end of Sec. II C). The $`N`$$`\mathrm{\Delta }`$ axial coupling constant is determined by fitting the Gamow-Teller matrix element in tritium $`\beta `$-decay, within each given Hamiltonian model. As a result of this procedure the model dependence of the $`S`$-factor predictions is substantially reduced.
Inspection of Table XVI shows that inclusion of the three-nucleon interaction reduces the total $`S`$-factor by about 20 % (compare the AV18 and AV18/UIX results). This decrease is mostly in the <sup>3</sup>S<sub>1</sub> contribution, and can be traced back to a corresponding reduction in the magnitude of the one-body axial current matrix elements. The latter are sensitive to the triplet scattering length, for which the AV18 and AV18/UIX models predict, respectively, 10.0 fm and 9.13 fm (see Table III).
The comparison between the AV18/UIX and AV14/UVIII models, which both reproduce the measured bound-state properties and low-energy scattering parameters of the three- and four-nucleon systems, suggests a rather weak model dependence. It is important to reiterate that this is accomplished by virtue of the procedure used to constrain the axial current. Indeed, the AV18/UIX and AV14/UVIII <sup>3</sup>S<sub>1</sub> contributions to the $`S`$-factor obtained with one-body currents only are, respectively, $`26.4\times 10^{20}`$ keV b and $`35.8\times 10^{20}`$ keV b. This difference is presumably due to the stronger tensor component of AV14 as compared to that of AV18.
Finally, the <sup>3</sup>S<sub>1</sub> contribution to the $`S`$-factor obtained with the AV14/UVIII model in the present work, $`6.60\times 10^{20}`$ keV b, is to be compared with the older prediction of Ref. , $`1.3\times 10^{20}`$ keV b. It is important to point out that the older calculation (i) used the long-wavelength form of the $`E_1(\mathrm{A})`$ and $`L_1(\mathrm{A})`$ operators, (ii) ignored the contributions of transitions induced by the axial charge and vector current, (iii) retained only the leading non-relativistic (Gamow-Teller) term of the single-nucleon axial current, and (iv) employed bound and continuum wave functions, obtained with the Variational Monte Carlo (VMC) method. In regard to this last point, we note that, for example, the $`\overline{E}_1(q=0;\mathrm{A})`$ RME calculated in Ref. with the Gamow-Teller operator is $`0.613\times 10^1`$ fm<sup>3/2</sup> versus a value of 0.119 fm<sup>3/2</sup> obtained here. The factor $`2`$ increase is only due to differences in the wave functions. The present CHH wave functions are expected to be more accurate than the VMC wave functions of Ref. .
## Acknowledgments
The authors wish to thank V.R. Pandharipande, D.O. Riska, P. Vogel, and R.B. Wiringa for useful discussions, and J. Carlson for a critical reading of the manuscript. M.V. and R.S. acknowledge partial financial support of NATO through the Collaborative Research Grant No. 930741. The support of the U.S. Department of Energy under contract number DE-AC05-84ER40150 is gratefully acknowledged by L.E.M. and R.S. Finally, some of the calculations were made possible by grants of computing time from the National Energy Research Supercomputer Center in Livermore.
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# LEPTOQUARKS AND CONTACT INTERACTIONS FROM A GLOBAL ANALYSIS
## 1 Introduction
In the global contact interaction analysis presented last year $`^{\mathrm{?},\mathrm{?}}`$ data from both collider and low energy experiments were used to constrain the mass scale of the possible new electron-quark contact interactions. No indication for possible deviations from the Standard Model predictions was found at that time.
Presented in this paper are results from the updated analysis, which includes new experimental data. Most important are the new results from the atomic parity violation (APV) measurements in cesium.$`^\mathrm{?}`$ After the theoretical uncertainties have been significantly reduced, the measured value of the cesium weak charge is now 2.5$`\sigma `$ away from the Standard Model prediction. Also the new hadronic cross-section measurements at LEP2, for $`\sqrt{s}`$=192–202 GeV, are on average about 2.5% above the predictions.$`^\mathrm{?}`$ This is only about 2.3$`\sigma `$ effect, but has an important influence on the analysis.
## 2 Contact Interactions
Four-fermion contact interactions are an effective theory, which allows us to describe, in the most general way, possible low energy effects coming from “new physics” at much higher energy scales. Vector $`eeqq`$ contact interactions can be represented as an additional term in the Standard Model Lagrangian:
$`L_{CI}`$ $`=`$ $`{\displaystyle \underset{i,j=L,R}{}}\eta _{ij}^{eq}(\overline{e}_i\gamma ^\mu e_i)(\overline{q}_j\gamma _\mu q_j)`$
where the sum runs over electron and quark helicities. Couplings $`\eta _{ij}^{eq}`$ describing the helicity and flavor structure of contact interactions can be related to the effective mass scale $`\mathrm{\Lambda }`$: $`\eta =\pm 4\pi /\mathrm{\Lambda }^2`$.
In the presented analysis different CI scenarios are considered. The so called first-generation models assume that contact interactions couple only electrons to $`u`$ and $`d`$ quarks. In the three-generation model lepton universality ($`e`$=$`\mu `$) and quark family universality ($`u`$=$`c`$=$`t`$ and $`d`$=$`s`$=$`b`$) is assumed. Assuming $`SU(2)_L\times U(1)_Y`$ gauge invariance, there are 7 independent couplings ($`\eta _{RL}^{eu}`$=$`\eta _{RL}^{ed}`$). In the most general approach different couplings are allowed to vary independently, whereas in the so called one-parameter scenarios only one coupling (or given combination of couplings $`^\mathrm{?}`$) is allowed to be non-zero.
The analysis combines relevant data from HERA, Tevatron and LEP2, results from low-energy $`eN`$, $`\mu N`$ and $`\nu N`$ scattering experiments, constraints on the CKM matrix unitarity and electron-muon universality, and the atomic parity violation (APV) measurements.$`^\mathrm{?}`$
The best description of all data is obtained for three-generation model with $`e_Ld_L`$ type coupling. Increase in the global probability $`𝒫(\eta )`$ corresponds to 3.8$`\sigma `$ deviation from the Standard Model. The mass scale of new interaction is $`\mathrm{\Lambda }_{LL}^{ed}=13.2\pm 1.8`$ TeV (10.3 TeV $`<\mathrm{\Lambda }_{LL}^{ed}<`$ 21.9 TeV on 95% CL).
95% CL exclusion limits on $`\eta `$ are defined as minimum ($`\eta ^{}`$) and maximum ($`\eta ^+`$) coupling values resulting in the global probability equal to 5% of the Standard Model probability: $`𝒫(\eta ^\pm )=0.05𝒫(0)`$.
Mass scale limits $`\mathrm{\Lambda }^\pm `$, corresponding the coupling limits $`\eta ^\pm `$, for different contact interaction models are presented in Table 1.
## 3 Leptoquarks
In a recent paper $`^\mathrm{?}`$ available data were also used to constrain Yukawa couplings and masses for scalar and vector leptoquarks using the Buchmüller-Rückl-Wyler effective model.$`^\mathrm{?}`$ In the limit of very high leptoquark masses, constraints on the coupling to the mass ratio were studied using the contact-interaction approximation.$`^\mathrm{?}`$ The best description of the data is obtained for the $`S_1`$ and the $`\stackrel{~}{V}_{}`$ leptoquarks $`^\mathrm{?}`$ with $`\lambda _{LQ}/M_{LQ}0.3\mathrm{TeV}^1`$. Increase in the global probability corresponds to more than 3$`\sigma `$ deviation from the Standard Model.
Constraints on the leptoquark couplings and masses were studied also for finite leptoquark masses, with mass effects correctly taken into account. Shown in Figure 1 are the 95% exclusion limits as well as the 68% and 95% CL signal limits for $`S_1`$ and $`\stackrel{~}{V}_{}`$ leptoquarks.
The best description of the data for the $`\stackrel{~}{V}_{}`$ model is obtained for $`M_{LQ}=\mathrm{\hspace{0.33em}276}\pm 7`$ GeV and $`\lambda _{LQ}=\mathrm{\hspace{0.33em}0.095}\pm 0.015`$.
Table 2 summarizes the results of the global leptoquark analysis.$`^\mathrm{?}`$ For all leptoquark models the 95% CL exclusion limits are given both for $`\lambda _{LQ}/M_{LQ}`$ (upper limit) and for $`M_{LQ}`$ (lower limit). For models which describe the existing experimental data better than the Standard Model the maximum value of the global probability $`𝒫_{max}`$ and the corresponding coupling to the mass ratio $`\left(\lambda _{LQ}/M_{LQ}\right)_{max}`$ are included. 95% CL signal limits for $`\lambda _{LQ}/M_{LQ}`$ and $`M_{LQ}`$, defined by the condition $`𝒫(\lambda _{LQ},M_{LQ})>0.05𝒫_{max}`$, are given for models with $`𝒫_{max}>20`$.
## Acknowledgments
This work has been partially supported by the Polish State Committee for Scientific Research (grant No. 2 P03B 035 17).
## References
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# LEPTON FLAVOUR VIOLATION AT HERA
## 1 Introduction
Within the standard model (SM) all interactions conserve lepton flavour individually, allowing us to assign the leptons to three distinct generations. It is, however, not clear if lepton flavour is a fundamental quantum number since it has not yet been brought into relation with an underlying symmetry. Many extensions of the SM therefore contain lepton flavour violation. Recently, Super-Kamiokande $`^\mathrm{?}`$ has reported evidence for oscillation of atmospheric neutrinos. This is the first experimental observation of lepton flavour violation (LFV).
At HERA, LFV could occur in $`eq_1\mathrm{}q_2`$ scattering, the typical signature being an isolated higher-generation lepton ($`\mathrm{}=\mu ,\tau `$) instead of the scattered electron. This process could be mediated by leptoquarks with mass $`M_{LQ}`$, which allow couplings both to $`(eq_1)`$ and to $`(\mathrm{}q_2)`$ pairs. If $`M_{LQ}<\sqrt{s}`$ ($`\sqrt{s}300`$ GeV being the HERA centre-of-mass energy), LQs are predominantly produced in the $`s`$-channel. In this case, using the narrow-width approximation (NWA), the resonant production cross section, $`\sigma _{\mathrm{NWA}}`$, is proportional to $`\lambda _{eq_1}^2\times \mathrm{BR}_{\mathrm{}q_2}\times q(x=\frac{M_{LQ}^2}{s})`$, $`\lambda _{eq_1}`$ being the Yukawa coupling at the LQ production vertex, BR$`_{\mathrm{}q_2}`$ the branching ratio for the decay $`LQ\mathrm{}q_2`$ and $`q`$ the quark density. If $`M_{LQ}\sqrt{s}`$, both the $`s`$\- and $`u`$-channels contribute to the cross section. Since the propagator contracts to an effective four-fermion interaction, the cross section is proportional to $`\left[\frac{\lambda _{eq_1}\lambda _{\mathrm{}q_2}}{M_{LQ}^2}\right]^2[\mathrm{\Psi }_{q_1q_2}^{\mathrm{}}]^2`$.
## 2 Analysis and Results
### 2.1 $`e\mu `$
The main signature consists of a high-transverse-momentum muon together with a jet and the absence of an isolated electron. After the preselection, H1 finds 4 ($`\mu `$+jet)-events, compared to the SM-expectation of $`0.6\pm 0.1`$ events. These events $`^\mathrm{?}`$ are, however, not consistent $`^\mathrm{?}`$ with a final state as expected for LQ processes and are removed by the final selection cuts (requiring among other things $`\mu `$ and the hadronic final state to be back to back in azimuth). Both H1 and ZEUS finally observe no candidate.
Figure 1: 95 $`\%`$ CL upper limit on $`\lambda _{eq_1}\times \sqrt{\mathrm{B}R_{\mu q_2}}`$ for scalar leptoquarks with fermion number F=0. $`\stackrel{~}{S}_{1/2}^L`$ couple to $`d`$-quarks only, $`S_{1/2}^L`$ couple to $`u`$-quarks only and $`S_{1/2}^R`$ couple to both $`u`$\- and $`d`$-quarks. Figure 1 $`^\mathrm{?}`$ displays the limits on $`\lambda _{eq_1}\times \sqrt{\mathrm{B}R_{\mu q_2}}`$ for different resonantly produced F=0 scalar leptoquarks as a function of the LQ mass; the areas above the lines are excluded at 95$`\%`$ confidence level (CL). If electromagnetic coupling strength $`\lambda _{eq_1}=\sqrt{4\pi \alpha }`$ and $`\mathrm{B}R_{\mu q_2}`$=0.5 are assumed (as indicated by the horizontal bar in Fig. 1), masses of leptoquarks up to 260 – 280 GeV, depending on the LQ type, are excluded. This complements the results obtained by the TeVatron experiments $`^\mathrm{?}`$ which exclude flavour-diagonal LQs decaying only into $`\mu +q`$ up to masses of 200 GeV.
### 2.2 $`e\tau `$
The searches in the $`\tau `$-channel have to use the final-state properties of the $`\tau `$ since its decay vertex cannot be resolved. Hadronic $`\tau `$ decays are identified by requiring a narrow collimated jet with 1 to 3 reconstructed tracks. Furthermore, events of that kind are required to have a net transverse momentum aligned in azimuth with the narrow jet associated with the hadronic $`\tau `$ decay products. Leptonic $`\tau `$ decays are identified by requiring, in addition to a large missing $`p_t`$, a high-$`p_t`$ charged lepton in the missing-$`p_t`$ direction. ZEUS takes all decay modes into account; H1 considers the hadronic decays separately – the muonic $`\tau `$ decays are covered by the $`e\mu `$ analysis, whereas the $`\tau e\nu \overline{\nu }`$ decays are not used. No event survives the selection. For several vector LQs, Fig. 2 displays the mass-dependent upper limits on $`\lambda _{eq_1}\times \sqrt{\mathrm{B}R_{\tau q_2}}`$. By assuming a Yukawa coupling of electromagnetic strength (as indicated by the horizontal bar in the plot) and $`\mathrm{B}R_{\tau q_2}=0.5`$, LFV LQs with masses smaller than 265–285 GeV, depending on the type, can be excluded.
Figure 2: 95$`\%`$ CL ZEUS upper limits on $`\lambda _{eq_1}\times \sqrt{\mathrm{B}R_{\tau q_2}}`$ for F=0 vector LQ as a function of LQ mass. Figure 3: Mass-dependent H1 limits on $`\lambda _{\tau q_2}`$ for a scalar LQ coupling to $`e^++u`$, for different values of $`\lambda _{eq_1}`$
Figure 3 $`^\mathrm{?}`$ shows mass-dependent limits on $`\lambda _{\tau q_2}`$ for $`S_{1/2}^L`$ LQs for several values of $`\lambda _{eq_1}`$. As can be seen, HERA has a substantial sensitivity on $`\lambda _{\tau q_2}`$ for LQs which are light enough to be resonantly produced via $`\lambda _{eq_1}`$. These LQs are assumed to couple only to $`eq`$ and $`\tau q`$ ($`\mathrm{B}R_{eq_1}+\mathrm{B}R_{\tau q_2}=1`$). If both $`\lambda _{eq_1}`$ and $`\lambda _{\tau q_2}`$ are of electromagnetic strength, HERA excludes such scalar LQs up to 270 GeV. The TeVatron collider experiments complementarily exclude third generation LQs (coupling to third generation fermions only) up to 99 GeV $`^\mathrm{?}`$ (94 GeV $`^\mathrm{?}`$) for BR$`{}_{\tau b}{}^{}=1`$ ($`\mathrm{B}R_{\nu b}=1`$).
For all F=0 LQs with masses $`M_{LQ}\sqrt{s}`$, limits on $`\mathrm{\Psi }_{q_1q_2}^\tau `$ are shown in Table 1. The HERA limits are compared to the most stringent indirect limits $`^\mathrm{?}`$. The superscript on the HERA limits indicates whether the strongest HERA limit comes from ZEUS (Z) or from H1 (H) $`^\mathrm{?}`$. Although ZEUS has a higher integrated luminosity and considers both the leptonic and hadronic decay modes of the $`\tau `$, there are several cases where H1 reports stronger limits. This is due to the fact that H1 assumes a common selection efficiency for all quark combinations whereas ZEUS evaluates the efficiencies for each possible $`q_iq_j`$-combination individually. The ZEUS and H1 limits are stronger (bold numbers in Tab. 1) than those from low-energy measurements in several slots, especially if higher generation quarks are involved. ZEUS and H1 also set limits for some hitherto unconstrained flavour combinations.
## 3 Conclusions
No evidence for LFV was found in the ZEUS and H1 1994-1997 $`e^+p`$ data. Exclusion limits on $`\lambda _{eq_1}\times \sqrt{\mathrm{B}R_{\mathrm{}q_2}}`$, $`\lambda _{\tau q_2}`$ and on $`\frac{\lambda _{eq_i}\lambda _{\mathrm{}q_j}}{M_{LQ}^2}`$ have been set. Assuming electromagnetic coupling strength, resonantly produced LFV LQs with masses up to 260–285 GeV are excluded. For LFV LQs with $`M_{LQ}\sqrt{s}`$, H1 and ZEUS set limits for hitherto unconstrained flavour combinations and improve several existing limits, especially for $`e\tau `$ transitions.
## References
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# Quantum 𝑏-functions of prehomogeneous vector spaces of commutative parabolic type
## 0 Introduction
Among prehomogeneous vector spaces those called of commutative parabolic type have special features since they have additional information coming from their realization inside simple Lie algebras. In we constructed a quantum analogue $`A_q(V)`$ of the coordinate algebra $`A(V)`$ for a prehomogeneous vector space $`(L,V)`$ of commutative parabolic type. If $`(L,V)`$ is regular, then there exists a basic relative invariant $`fA(V)`$. In this case a quantum analogue $`f_qA_q(V)`$ of $`f`$ is also implicitly constructed in . The aim of this paper is to give a quantum analogue of the $`b`$-function of $`f`$.
Let $`{}_{}{}^{t}f()`$ be the constant coefficient differential operator on $`V`$ corresponding to the relative invariant $`{}_{}{}^{t}f`$ of the dual space $`(L,V^{})`$. Then the $`b`$-function $`b(s)`$ of $`f`$ is given by $`{}_{}{}^{t}f()f^{s+1}=b(s)f^s`$. See , and for the explicit form of $`b(s)`$.
For $`gA_q(V)`$ we can also define a (sort of $`q`$-difference) operator $`{}_{}{}^{t}g()`$ by
$`{}_{}{}^{t}g()h,h^{}=h,gh(h,h^{}A_q(V)),`$
where $`,`$ is a natural non-degenerate symmetric bilinear form on $`A_q(V)`$ (see Section 5 below). We can show that there exists some $`b_q(s)(q)[q^s]`$ satisfying
$`{}_{}{}^{t}f_{q}^{}()f_q^{s+1}=b_q(s)f_q^s(s_0).`$
Our main result is the following.
###### Theorem 0.1.
If we have $`b(s)=_i(s+a_i)`$, then we have
$`b_q(s)={\displaystyle \underset{i}{}}q_0^{s+a_i1}[s+a_i]_{q_0}(\text{up to a constant multiple}),`$
where $`q_0=q^2`$ $`(\text{type }B\text{}C)`$ or $`q`$ $`(\text{otherwise})`$, and $`[n]_t={\displaystyle \frac{t^nt^n}{tt^1}}`$.
We shall prove this theorem using an induction on the rank of the corresponding simple Lie algebra. We remark that this result was already obtained for type $`A`$ in Noumi-Umeda-Wakayama using a quantum analogue of the Capelli identity.
The author expresses gratitude to Professor A. Gyoja and Professor T. Tanisaki.
## 1 Quantized enveloping algebra
Let $`𝔤`$ be a simple Lie algebra over the complex number filed $``$ with Cartan subalgebra $`𝔥`$. Let $`\mathrm{\Delta }𝔥^{}`$ be the root system and $`W\mathrm{GL}(𝔥)`$ the Weyl group. For $`\alpha \mathrm{\Delta }`$ we denote the corresponding root space by $`𝔤_\alpha .`$ We denote the set of positive roots by $`\mathrm{\Delta }^+`$ and the set of simple roots by $`\{\alpha _i\}_{iI_0}`$, where $`I_0`$ is an index set. For $`iI_0`$ let $`h_i𝔥`$, $`\varpi _i𝔥^{}`$, $`s_iW`$ be the simple coroot, the fundamental weight and the simple reflection corresponding to $`i`$ respectively. We denote the longest element of $`W`$ by $`w_0`$. Let $`(,):𝔤\times 𝔤`$ be the invariant symmetric bilinear form such that $`(\alpha ,\alpha )=2`$ for short roots $`\alpha `$. For $`i,jI_0`$ we set
$$d_i=\frac{(\alpha _i,\alpha _i)}{2},a_{ij}=\frac{2(\alpha _i,\alpha _j)}{(\alpha _i,\alpha _i)}.$$
We define the antiautomorphism $`x{}_{}{}^{t}x`$ of the enveloping algebra $`U(𝔤)`$ of $`𝔤`$ by $`{}_{}{}^{t}x_{\alpha }^{}=x_\alpha `$ and $`{}_{}{}^{t}h_{i}^{}=h_i`$, where $`\{x_\alpha |\alpha \mathrm{\Delta }\}`$ is a Chevalley basis of $`𝔤`$.
The quantized enveloping algebra $`U_q(𝔤)`$ of $`𝔤`$ (Drinfel’d , Jimbo ) is an associative algebra over the rational function field $`(q)`$ generated by the elements $`\{E_i,F_i,K_i^{\pm 1}\}_{iI_0}`$ satisfying the following relations
$`K_iK_j=K_jK_i,K_iK_i^1=K_i^1K_i=1,`$
$`K_iE_jK_i^1=q_i^{a_{ij}}E_j,K_iF_jK_i^1=q_i^{a_{ij}}F_j,`$
$`E_iF_jF_jE_i=\delta _{ij}{\displaystyle \frac{K_iK_i^1}{q_iq_i^1}},`$
$`{\displaystyle \underset{k=0}{\overset{1a_{ij}}{}}}(1)^k\left[\begin{array}{c}1a_{ij}\\ k\end{array}\right]_{q_i}E_i^{1a_{ij}k}E_jE_i^k=0(ij),`$
$`{\displaystyle \underset{k=0}{\overset{1a_{ij}}{}}}(1)^k\left[\begin{array}{c}1a_{ij}\\ k\end{array}\right]_{q_i}F_i^{1a_{ij}k}F_jF_i^k=0(ij),`$
where $`q_i=q^{d_i}`$, and
$$[m]_t=\frac{t^mt^m}{tt^1},[m]_t!=\underset{k=1}{\overset{m}{}}[k]_t,\left[\begin{array}{c}m\\ n\end{array}\right]_t=\frac{[m]_t!}{[n]_t![mn]_t!}(mn0).$$
For $`\mu =_{iI_0}m_i\alpha _i`$ we set $`K_\mu =_iK_i^{m_i}`$.
We can define an algebra antiautomorphism $`x{}_{}{}^{t}x`$ of $`U_q(𝔤)`$ by
$`{}_{}{}^{t}K_{i}^{}=K_i,`$ $`{}_{}{}^{t}E_{i}^{}=F_i,`$ $`{}_{}{}^{t}F_{i}^{}=E_i.`$
We define subalgebras $`U_q(𝔟^\pm )`$, $`U_q(𝔥)`$ and $`U_q(𝔫^\pm )`$ of $`U_q(𝔤)`$ by
$`U_q(𝔟^+)=K_i^{\pm 1},E_i|iI_0,`$ $`U_q(𝔟^{})=K_i^{\pm 1},F_i|iI_0,`$ $`U_q(𝔥)=K_i^{\pm 1}|iI_0,`$
$`U_q(𝔫^+)=E_i|iI_0,`$ $`U_q(𝔫^{})=F_i|iI_0.`$
We set $`𝔥_{}^{}=_{iI_0}\varpi _i`$. For a $`U_q(𝔥)`$-module $`M`$ we define the weight space $`M_\mu `$ with weight $`\mu 𝔥_{}^{}`$ by
$`M_\mu =\{mM|K_im=q_i^{\mu (h_i)}m(iI_0)\}.`$
The Hopf algebra structure on $`U_q(𝔤)`$ is defined as follows. The comultiplication $`\mathrm{\Delta }:U_q(𝔤)U_q(𝔤)U_q(𝔤)`$ is the algebra homomorphism satisfying
$$\mathrm{\Delta }(K_i)=K_iK_i,\mathrm{\Delta }(E_i)=E_iK_i^1+1E_i,\mathrm{\Delta }(F_i)=F_i1+K_iF_i.$$
The counit $`ϵ:U_q(𝔤)(q)`$ is the algebra homomorphism satisfying
$$ϵ(K_i)=1,ϵ(E_i)=ϵ(F_i)=0.$$
The antipode $`S:U_q(𝔤)U_q(𝔤)`$ is the algebra antiautomorphism satisfying
$$S(K_i)=K_i^1,S(E_i)=E_iK_i,S(F_i)=K_i^1F_i.$$
The adjoint action of $`U_q(𝔤)`$ on $`U_q(𝔤)`$ is defined as follows. For $`x,yU_q(𝔤)`$ write $`\mathrm{\Delta }(x)=_kx_k^{(1)}x_k^{(2)}`$ and set $`\mathrm{ad}(x)(y)=_kx_k^{(1)}yS(x_k^{(2)})`$. Then $`\mathrm{ad}:U_q(𝔤)\mathrm{End}_{(q)}(U_q(𝔤))`$ is an algebra homomorphism.
For $`iI_0`$ we define an algebra automorphism $`T_i`$ of $`U_q(𝔤)`$ (see Lusztig ) by
$`T_i(K_j)=K_jK_i^{a_{ij}},`$
$`T_i(E_j)=\{\begin{array}{cc}F_iK_i\hfill & (i=j)\hfill \\ {\displaystyle \underset{k=0}{\overset{a_{ij}}{}}}(q_i)^kE_i^{(a_{ij}k)}E_jE_i^{(k)}\hfill & (ij),\hfill \end{array}`$
$`T_i(F_j)=\{\begin{array}{cc}K_i^1E_i\hfill & (i=j)\hfill \\ {\displaystyle \underset{k=0}{\overset{a_{ij}}{}}}(q_i)^kF_i^{(k)}F_jF_i^{(a_{ij}k)}\hfill & (ij),\hfill \end{array}`$
where
$$E_i^{(k)}=\frac{1}{[k]_{q_i}!}E_i^k,F_i^{(k)}=\frac{1}{[k]_{q_i}!}F_i^k.$$
For $`wW`$ we choose a reduced expression $`w=s_{i_1}\mathrm{}s_{i_k}`$, and set $`T_w=T_{i_1}\mathrm{}T_{i_k}`$. It dose not depend on the choice of the reduced expression by Lusztig .
It is known that there exists a unique bilinear form $`(,):U_q(𝔟^{})\times U_q(𝔟^+)(q)`$ such that for any $`x,x^{}U_q(𝔟^+)`$, $`y,y^{}U_q(𝔟^{})`$, and $`i,jI_0`$
$`(y,xx^{})=(\mathrm{\Delta }(y),x^{}x),`$ $`(yy^{},x)=(yy^{},\mathrm{\Delta }(x)),`$
$`(K_i,K_j)=q^{(\alpha _i,\alpha _j)},`$ $`(F_i,E_j)=\delta _{ij}(q_iq_i^1)^1,`$
$`(F_i,K_j)=0,`$ $`(K_i,E_j)=0`$
(See Jantzen , Tanisaki ).
For $`\mu _{iI_0}_0\alpha _i`$ let $`U_q(𝔫^{})_\mu `$ be the weight space with weight $`\mu `$ relative to the adjoint action of $`U_q(𝔥)`$ on $`U_q(𝔫^{})`$. For any $`yU_q(𝔫^{})_\mu `$ and $`iI_0`$ the elements $`r_i(y)`$ and $`r_i^{}(y)`$ of $`U_q(𝔫^{})_{(\mu \alpha _i)}`$ are defined by
$`\mathrm{\Delta }(y)y1+{\displaystyle \underset{iI_0}{}}K_ir_i(y)F_i+\left({\displaystyle \underset{\begin{array}{c}0<\nu \mu \\ \nu \alpha _i\end{array}}{}}K_\nu U_q(𝔫^{})_{(\mu \nu )}U_q(𝔫^{})_\nu \right),`$
$`\mathrm{\Delta }(y)K_\mu y+{\displaystyle \underset{iI_0}{}}K_{\mu \alpha _i}F_ir_i^{}(y)+\left({\displaystyle \underset{\begin{array}{c}0<\nu \mu \\ \nu \alpha _i\end{array}}{}}K_{\mu \nu }U_q(𝔫^{})_\nu U_q(𝔫^{})_{(\mu \nu )}\right).`$
###### Lemma 1.1.
(see Jantzen )
1. We have $`r_i(1)=r_i^{}(1)=0`$ and $`r_i(F_j)=r_i^{}(F_j)=\delta _{ij}`$ for $`jI_0`$.
2. We have for $`y_1U_q(𝔫^{})_{\mu _1}`$ and $`y_2U_q(𝔫^{})_{\mu _2}`$
$`r_i(y_1y_2)=q_i^{\mu _1(h_i)}y_1r_i(y_2)+r_i(y_1)y_2,r_i^{}(y_1y_2)=y_1r_i^{}(y_2)+q_i^{\mu _2(h_i)}r_i^{}(y_1)y_2.`$
3. We have for $`xU_q(𝔫^+)`$ and $`yU_q(𝔫^{})_\mu `$
$`(y,E_ix)=(F_i,E_i)(r_i(y),x),(y,xE_i)=(F_i,E_i)(r_i^{}(y),x).`$
4. We have $`\mathrm{ad}(E_i)y=(q_iq_i^1)^1(K_ir_i(y)K_ir_i^{}(y))`$ for $`yU_q(𝔫^{})_\mu `$.
From Lemma 1.1 (ii) we have $`r_i(F_i^n)=r_{}^{}{}_{i}{}^{}(F_i^n)=q_i^{n1}\left[n\right]_{q_i}F_i^{n1}`$.
## 2 Commutative parabolic type
For a subset $`I`$ of $`I_0`$ we set
$`\mathrm{\Delta }_I=\mathrm{\Delta }{\displaystyle \underset{iI}{}}\alpha _i,`$ $`𝔩_I=𝔥({\displaystyle \underset{\alpha \mathrm{\Delta }_I}{}}𝔤_\alpha ),`$ $`𝔫_I^\pm ={\displaystyle \underset{\alpha \mathrm{\Delta }^+\mathrm{\Delta }_I}{}}𝔤_{\pm \alpha },`$ $`W_I=s_i|iI.`$
Let $`L_I`$ be the algebraic group corresponding to $`𝔩_I`$. Assume that $`𝔫_I^+0`$ and $`[𝔫_I^+,𝔫_I^+]=0`$. Then it is known that $`I=I_0\{i_0\}`$ for some $`i_0I_0`$ and $`(L_I,𝔫_I^+)`$ is a prehomogeneous vector space. Since $`𝔫_I^{}`$ is identified the dual space of $`𝔫_I^+`$ via the Killing form, we have $`[𝔫_I^+]S(𝔫_I^{})=U(𝔫_I^{})`$. There exists finitely many $`L_I`$-orbits $`C_1`$, $`C_2`$, …, $`C_r`$, $`C_{r+1}`$ on $`𝔫_I^+`$satisfying the closure relation $`\{0\}=C_1\overline{C_2}\mathrm{}\overline{C_r}\overline{C_{r+1}}=𝔫_I^+`$. In the remainder of this paper we denote by $`r`$ the number of non-open orbits on $`𝔫_I^+`$. For $`pr`$ we set $`(\overline{C_p})=\{f[𝔫_I^+]|f(\overline{C_p})=0\}`$. We denote by $`^m(\overline{C_p})`$ the subspace of $`(\overline{C_p})`$ consisting of homogeneous elements with degree $`m`$. It is known that $`^p(\overline{C_p})`$ is an irreducible $`𝔩_I`$-module and $`(\overline{C_p})=[𝔫_I^+]^p(\overline{C_p})`$. Let $`f_p`$ be the highest weight vector of $`^p(\overline{C_p})`$, and let $`\lambda _p`$ be the weight of $`f_p`$. We have the irreducible decomposition
$$[𝔫_I^+]=\underset{\mu _{p=1}^r_0\lambda _p}{}V(\mu ),$$
where $`V(\mu )`$ is an irreducible highest weight module with highest weight $`\mu `$ and $`V(\lambda _p)=^p(\overline{C_p})`$ (see Schmid and Wachi ).
If the prehomogeneous vector space $`(L_I,𝔫_I^+)`$ is regular, there exists a one-codimensional orbit $`C_r`$. Then it is known that $`^r(\overline{C_r})=f_r`$, $`f_r`$ is the basic relative invariant of $`(L_I,𝔫_I^+)`$ and $`\lambda _r=2\varpi _{i_0}`$, where $`I=I_0\{i_0\}`$. The pairs $`(𝔤,i_0)`$ where $`(L_I,𝔫_I^+)`$ are regular are given by the Dynkin diagrams of Figure 1. Here the white vertex corresponds to $`i_0`$.
Assume that $`(L_I,𝔫_I^+)`$ is regular. For $`1pr`$ we set $`\gamma _p=\lambda _{p1}\lambda _p`$, where $`\lambda _0=0`$. Then we have $`\gamma _p\mathrm{\Delta }^+\mathrm{\Delta }_I`$. We denote the coroot of $`\gamma _p`$ by $`h_{\gamma _p}`$, and set $`𝔥^{}=_{p=1}^rh_{\gamma _p}`$. We set
$`\mathrm{\Delta }_{(p)}^+=\{\beta \mathrm{\Delta }^+\mathrm{\Delta }_I|\beta |_𝔥^{}=(\gamma _j+\gamma _k)/2\text{ for some }1jkp\}\{\gamma _1,\mathrm{},\gamma _p\},`$
$`𝔫_{(p)}^\pm ={\displaystyle \underset{\beta \mathrm{\Delta }_{(p)}^+}{}}𝔤_{\pm \beta },`$
$`𝔩_{(p)}=[𝔫_{(p)}^+,𝔫_{(p)}^{}]`$
(see Wachi and Wallach ). Note that $`\alpha _{i_0}\mathrm{\Delta }_{(p)}^+`$ for any $`p`$ and $`\mathrm{\Delta }_{(r)}^+=\mathrm{\Delta }^+\mathrm{\Delta }_I`$. Then it is known that $`(L_{(p)},𝔫_{(p)}^+)`$ is a regular prehomogeneous vector space of commutative parabolic type, where $`L_{(p)}`$ is the subgroup of $`G`$ corresponding to $`𝔩_{(p)}`$. Moreover $`f_j[𝔫_{(p)}]`$ for $`jp`$, and $`f_p`$ is a basic relative invariant of $`(L_{(p)},𝔫_{(p)}^+)`$. The regular prehomogeneous vector space $`(L_{(r1)},𝔫_{(r1)}^+)`$ is described by the following.
###### Lemma 2.1.
1. For $`(A_{2n1},n)`$ we have $`r=n`$ and $`(L_{(n1)},𝔫_{(n1)}^+)(A_{2n3},n1)`$.
2. For $`(B_n,1)`$ we have $`r=2`$ and $`(L_{(1)},𝔫_{(1)}^+)(A_1,1)`$.
3. For $`(C_n,n)`$$`(n3)`$ we have $`r=n`$ and $`(L_{(n1)},𝔫_{(n1)}^+)(C_{n1},n1)`$.
4. For $`(D_n,1)`$ we have $`r=2`$ and $`(L_{(1)},𝔫_{(1)}^+)(A_1,1)`$.
5. For $`(D_{2n},2n)`$$`(n3)`$ we have $`r=n`$ and $`(L_{(n1)},𝔫_{(n1)}^+)(D_{2n2},2n2)`$.
6. For $`(E_7,1)`$ we have $`r=3`$ and $`(L_{(2)},𝔫_{(2)}^+)(D_6,1)`$.
## 3 Quantum deformations of coordinate algebras
In this section we recall basic properties of the quantum analogue of the coordinate algebra $`[𝔫_I^+]`$ of $`𝔫_I^+`$ satisfying $`[𝔫_I^+,𝔫_I^+]=0`$ (see ). We do not assume that $`(L_I,𝔫_I^+)`$ is regular. We take $`i_0I_0`$ as in Section 2.
We define a subalgebra $`U_q(𝔩_I)`$ by $`U_q(𝔩_I)=K_i^{\pm 1},E_j,F_j|iI_0,jI`$. Let $`w_I`$ be the longest element of $`W_I`$, and set
$$U_q(𝔫_I^{})=U_q(𝔫^{})T_{w_I}^1U_q(𝔫^{}).$$
We take a reduced expression $`w_Iw_0=s_{i_1}\mathrm{}s_{i_k}`$ and set
$`\beta _t=s_{i_1}\mathrm{}s_{i_{t1}}(\alpha _{i_t}),`$ $`Y_{\beta _t}=T_{i_1}\mathrm{}T_{i_{t1}}(F_{i_t})`$
for $`t=1,\mathrm{},k`$. In particular $`Y_{\beta _1}=F_{i_0}`$. We have $`\{\beta _t|\mathrm{\hspace{0.17em}1}tk\}=\mathrm{\Delta }^+\mathrm{\Delta }_I`$. The set $`\{Y_{\beta _1}^{n_1}\mathrm{}Y_{\beta _k}^{n_k}|n_1,\mathrm{},n_k_0\}`$ is a basis of $`U_q(𝔫_I^{})`$.
###### Proposition 3.1.
(see )
1. We have $`\mathrm{ad}(U_q(𝔩_I))U_q(𝔫_I^{})U_q(𝔫_I^{})`$.
2. The elements $`Y_\beta U_q(𝔫_I^{})`$ for $`\beta \mathrm{\Delta }^+\mathrm{\Delta }_I`$ do not depend on the choice of a reduced expression of $`w_Iw_0`$, and they satisfy quadratic fundamental relations as generators of the algebra $`U_q(𝔫_I^{})`$
We regard the subalgebra $`U_q(𝔫_I^{})`$ of $`U_q(𝔫^{})`$ as a quantum analogue of the coordinate algebra $`[𝔫_I^+]`$ of $`𝔫_I^+`$.
Since $`[𝔫_I^+]`$ is a multiplicity free $`𝔩_I`$-module, for the $`L_I`$-orbit $`C_p`$ on $`𝔫_I`$ there exist unique $`U_q(𝔩_I)`$-submodules $`_q(\overline{C_p})`$ and $`_q^p(\overline{C_p})`$ of $`U_q(𝔫_I^{})`$ satisfying
$`_q(\overline{C_p})|_{q=1}=(\overline{C_p}),`$ $`_q^p(\overline{C_p})|_{q=1}=^p(\overline{C_p})`$
(see ).
###### Proposition 3.2.
(see ) $`_q(\overline{C_p})=U_q(𝔫_I^{})_q^p(\overline{C_p})=_q^p(\overline{C_p})U_q(𝔫_I^{})`$.
Let $`f_{q,p}`$ be the highest weight vector of $`_q^p(\overline{C_p})`$. We have the irreducible decomposition
$$U_q(𝔫_I^{})=\underset{\mu _p_0\lambda _p}{}V_q(\mu ),$$
where $`V_q(\mu )`$ is an irreducible highest weight module with highest weight $`\mu `$ and $`V_q(\lambda _p)=_q^p(\overline{C_p})`$. Explicit descriptions of $`U_q(𝔫_I^{})`$ and $`f_{q,p}`$ are given in in the case where $`𝔤`$ is classical, and in for the exceptional cases.
Let $`f`$ be a weight vector of $`U_q(𝔫_I^{})`$ with the weight $`\mu `$. If $`\mu m\alpha _{i_0}+_{iI}_0\alpha _i`$, then $`f`$ is an element of $`_{\beta _1,\mathrm{},\beta _m\mathrm{\Delta }^+\mathrm{\Delta }_I}(q)Y_{\beta _1}\mathrm{}Y_{\beta _m}`$. So we can define the degree of $`f`$ by $`\mathrm{deg}f=m`$. In particular $`\mathrm{deg}f_{q,p}=p`$.
## 4 Quantum deformations of relative invariants
In the remainder of this paper we assume that $`(L_I,𝔫_I^+)`$ is regular, and $`\{i_0\}=I_0I`$. Then we regard the highest weight vector $`f_{q,r}`$ of $`_q^r(\overline{C_r})`$ as the quantum analogue of the basic relative invariant. We give some properties of $`f_{q,r}`$ in this section.
By $`_q^r(\overline{C_r})=(q)f_{q,r}`$ and $`\lambda _r=2\varpi _{i_0}`$, we have the following.
###### Proposition 4.1.
We have
$`\mathrm{ad}(K_i)f_{q,r}=f_{q,r},`$ $`\mathrm{ad}(E_i)f_{q,r}=0`$ $`\mathrm{𝑎𝑛𝑑}`$ $`\mathrm{ad}(F_i)f_{q,r}=0,`$
for any $`iI`$, and $`\mathrm{ad}(K_{i_0})f_{q,r}=q_{i_0}^2f_{q,r}`$.
###### Lemma 4.2.
1. For $`iI`$ we have $`r_i(U_q(𝔫_I^{}))=0`$.
2. For $`\beta \mathrm{\Delta }^+\mathrm{\Delta }_I`$ we have $`r_{i_0}^{}(Y_\beta )=\delta _{\alpha _{i_0},\beta }`$.
###### Proof.
(i) By Jantzen we have
$`\{yU_q(𝔫^{})|r_i(y)=0\}=U_q(𝔫^{})T_i^1U_q(𝔫^{}).`$
On the other hand we have $`U_q(𝔫_I^{})U_q(𝔫^{})T_i^1U_q(𝔫^{})`$ for $`iI`$. Hence we have $`r_i(U_q(𝔫_I^{}))=0`$ for $`iI`$.
(ii) We show the formula by induction on $`\beta `$.
By the definition of $`r_{i_0}^{}`$, it is clear that $`r_{i_0}^{}(Y_{\alpha _{i_0}})=r_{i_0}^{}(F_{i_0})=1`$.
Assume that $`\beta >\alpha _{i_0}`$ and the statement is proved for any root $`\beta _1`$ in $`\mathrm{\Delta }^+\mathrm{\Delta }_I`$ satisfying $`\beta _1<\beta `$. For some $`iI`$ we can write
$`Y_\beta =c\mathrm{ad}(F_i)Y_\beta ^{}=c(F_iY_\beta ^{}q^{(\alpha _i,\beta ^{})}Y_\beta ^{}F_i),`$
where $`\beta ^{}=\beta \alpha _i`$ and $`c(q)`$. Hence we have
$`r_{i_0}^{}(Y_\beta )=c(F_ir_{i_0}^{}(Y_\beta ^{})q^{(\alpha _i,\alpha _{i_0}\beta ^{})}r_{i_0}^{}(Y_\beta ^{})F_i).`$
If $`\beta ^{}=\alpha _{i_0}`$, we have $`r_{i_0}^{}(Y_\beta ^{})=1`$. If $`\beta ^{}\alpha _{i_0}`$, we have $`r_{i_0}^{}(Y_\beta ^{})=0`$ by the inductive hypothesis. ∎
###### Proposition 4.3.
The quantum analogue $`f_{q,r}`$ is a central element of $`U_q(𝔫^{})`$.
###### Proof.
For $`iI`$ we have $`[F_i,f_{q,r}]=\mathrm{ad}(F_i)f_{q,r}`$. By Proposition 4.1 we have to show $`[F_{i_0},f_{q,r}]=0`$.
The $`q`$-analogue $`f_{q,r}`$ is a linear combination of $`Y_{\beta _1}\mathrm{}Y_{\beta _r}`$ satisfying $`\mathrm{}\{\beta _i|\beta _i=\alpha _{i_0}\}1`$ (see and ). By using Lemma 4.2 it is easy to show that $`r_{i_0}^{}(f_{q,r})0`$ and $`r_{i_0}^{}{}_{}{}^{2}(f_{q,r})=0`$. Hence we have
$`r_{i_0}^{}{}_{}{}^{2}(F_{i_0}f_{q,r})=r_{i_0}^{}{}_{}{}^{2}(f_{q,r}F_{i_0})=(q_{i_0}^{d_{i_0}}+1)r_{i_0}^{}(f_{q,r}).`$
On the other hand there exists $`c(q)`$ such that $`F_{i_0}f_{q,r}=cf_{q,r}F_{i_0}`$ by Proposition 3.2, hence we have $`(q_{i_0}^{d_{i_0}}+1)r_{i_0}^{}(f_{q,r})=c(q_{i_0}^{d_{i_0}}+1)r_{i_0}^{}(f_{q,r})`$. Therefore we obtain $`c=1`$. ∎
## 5 $`b`$-functions and their quantum analogues
We recall the definition of the $`b`$-function.
For $`hS(𝔫_I^+)[𝔫_I^{}]`$, we define the constant coefficient differential operator $`h()`$ by
$`h()\mathrm{exp}B(x,y)=h(y)\mathrm{exp}B(x,y)x𝔫_I^+,y𝔫_I^{},`$
where $`B`$ is the Killing form on $`𝔤`$. It is known that there exists a polynomial $`b_r(s)`$ called the $`b`$-function of the relative invariant $`f_r`$ such that for $`s`$
$`{}_{}{}^{t}f_{r}^{}()f_{r}^{}{}_{}{}^{s+1}=b_r(s)f_{r}^{}{}_{}{}^{s}.`$
Then we have $`\mathrm{deg}b_r=r`$. The explicit description of $`b_r(s)`$ is given by
$`(A_{2n1},n)`$ $`b_n(s)=(s+1)(s+2)\mathrm{}(s+n)`$
$`(B_n,1)`$ $`b_2(s)=(s+1)\left(s+{\displaystyle \frac{2n1}{2}}\right)`$
$`(C_n,n)`$ $`b_n(s)=(s+1)\left(s+{\displaystyle \frac{3}{2}}\right)\left(s+{\displaystyle \frac{4}{2}}\right)\mathrm{}\left(s+{\displaystyle \frac{n+1}{2}}\right)`$
$`(D_n,1)`$ $`b_2(s)=(s+1)\left(s+{\displaystyle \frac{2n2}{2}}\right)`$
$`(D_{2n},2n)`$ $`b_n(s)=(s+1)(s+3)\mathrm{}(s+2n1)`$
$`(E_7,1)`$ $`b_3(s)=(s+1)(s+5)(s+9)`$
(see , and ).
We define a symmetric non-degenerate bilinear form $`,`$ on $`S(𝔫_I^{})[𝔫_I^+]`$ by $`f,g=(^tg()f)(0)`$.
###### Lemma 5.1.
(see Wachi ) For $`f,g,hS(𝔫_I^{})[𝔫_I^+]`$ we have
1. $`\mathrm{ad}(u)f,g=f,\mathrm{ad}(^tu)g`$ for $`uU(𝔩_I)`$,
2. $`f,gh=^tg()f,h`$.
We have for $`\beta ,\beta ^{}\mathrm{\Delta }^+\mathrm{\Delta }_I`$
$`x_\beta ,x_\beta ^{}=\delta _{\beta ,\beta ^{}}{\displaystyle \frac{2}{(\beta ,\beta )}}.`$
The comultiplication $`\mathrm{\Delta }`$ of $`U(𝔤)`$ is defined by $`\mathrm{\Delta }(x)=x1+1x`$ for $`x𝔤`$. We define the algebra homomorphism $`\stackrel{~}{\mathrm{\Delta }}`$ by $`\stackrel{~}{\mathrm{\Delta }}(x)=\tau \mathrm{\Delta }({}_{}{}^{t}x)`$, where $`xU(𝔤)`$ and $`\tau (y_1y_2)={}_{}{}^{t}y_{1}^{}{}_{}{}^{t}y_{2}^{}`$. Since $`{}_{}{}^{t}x_{\beta }^{}()(fg)={}_{}{}^{t}x_{\beta }^{}()(f)g+f{}_{}{}^{t}x_{\beta }^{}()(g)`$, we have
$`fg,h=fg,\stackrel{~}{\mathrm{\Delta }}(h).`$
We shall define the $`q`$-analogue of the differential operator $`{}_{}{}^{t}f()`$ using the $`q`$-analogue of $`,`$.
We define the bilinear form $`,`$ on $`U_q(𝔫_I^{})`$ by
$`f,g=(q^1q)^{\mathrm{deg}f}(f,{}_{}{}^{t}g),`$
for the weight vectors $`f,g`$ of $`U_q(𝔫_I^{})`$. It is easy to show that this bilinear form $`,`$ is symmetric. We have the following.
###### Proposition 5.2.
Let $`f,g,hU_q(𝔫_I^{})`$.
1. $`fg,h=fg,\stackrel{~}{\mathrm{\Delta }}(h)`$, where $`\stackrel{~}{\mathrm{\Delta }}(h)=\tau \mathrm{\Delta }({}_{}{}^{t}h)`$ and $`\tau (h_1h_2)={}_{}{}^{t}h_{1}^{}{}_{}{}^{t}h_{2}^{}`$.
2. For $`uU_q(𝔩_I)`$ we have
$`\mathrm{ad}(u)f,g=f,\mathrm{ad}({}_{}{}^{t}u)g.`$
3. The bilinear form $`,`$ is non-degenerate.
###### Proof.
(i) It is clear from the definition.
(ii) It is sufficient to show that the statement holds for the weight vectors $`f,g`$ and the canonical generator $`u`$ of $`U_q(𝔩_I)`$. If $`u=K_i`$ for $`iI_0`$, then the assertion is obvious.
Let $`u=E_i`$ for $`iI`$. By Lemma 1.1 and Lemma 4.2 we have
$`(\mathrm{ad}(E_i)f,{}_{}{}^{t}g)=(q_i^1q_i)^1(r_i^{}(f),{}_{}{}^{t}g)=(f,{}_{}{}^{t}gE_i).`$
On the other hand we have
$`(f,{}_{}{}^{t}(\mathrm{ad}(F_i)g))=(f,{}_{}{}^{t}gE_iq_i^{\mu (h_i)}E_i{}_{}{}^{t}g),`$
where $`\mu `$ is the weight of $`g`$. Since $`(U_q(𝔫_I^{}),E_iU_q(𝔫^+))=0`$ by Lemma 1.1 and Lemma 4.2, we have $`(\mathrm{ad}(E_i)f,{}_{}{}^{t}g)=(f,{}_{}{}^{t}(\mathrm{ad}(F_i)g))`$. We have $`\mathrm{deg}f=\mathrm{deg}\left(\mathrm{ad}(F_i)f\right)`$, and hence the statement for $`u=E_i`$ holds. By the symmetry of $`,`$ it also holds for $`u=F_i`$.
(iii) We take the reduced expression $`w_0=s_{i_1}\mathrm{}s_{i_k}s_{i_{k+1}}\mathrm{}s_{i_l}`$ such that $`w_Iw_0=s_{i_1}\mathrm{}s_{i_k}`$. We define $`Y_{\beta _j}`$ as in Section 3. Then $`\{Y_{\beta _1}^{n_1}\mathrm{}Y_{\beta _k}^{n_k}Y_{\beta _{k+1}}^{n_{k+1}}\mathrm{}Y_{\beta _l}^{n_l}\}`$ is a basis of $`U_q(𝔫^{})`$, and for $`j>k`$ we have $`Y_{\beta _j}U_q(𝔫^{})U_q(𝔩_I)`$. Hence we have $`U_q(𝔫^{})=U_q(𝔫_I^{})+_{iI}U_q(𝔫^{})F_i`$.
Since $`{}_{}{}^{t}U_{q}^{}(𝔫^{})=U_q(𝔫^+)`$, we have $`U_q(𝔫^+)={}_{}{}^{t}U_{q}^{}(𝔫_I^{})+_{iI}E_iU_q(𝔫^+)`$. Moreover, we have $`(U_q(𝔫_I^{}),E_iU_q(𝔫^+))=0`$ for $`iI`$. Hence if $`f,g=0`$ for any $`gU_q(𝔫_I^{})`$, then $`(f,u)=0`$ for any $`uU_q(𝔫^+)`$. Thus the assertion follows from the non-degeneracy of $`(,)`$. ∎
###### Proposition 5.3.
For $`\beta ,\beta ^{}\mathrm{\Delta }^+\mathrm{\Delta }_I`$ we have
$`Y_\beta ,Y_\beta ^{}=\delta _{\beta ,\beta ^{}}\left[{\displaystyle \frac{(\beta ,\beta )}{2}}\right]_q^1.`$
###### Proof.
By the definition it is clear that $`Y_\beta ,Y_\beta ^{}=0`$ if $`\beta \beta ^{}`$. In the case where $`\beta =\beta ^{}`$ we shall show the statement by the induction on $`\beta `$.
Since $`Y_{\alpha _{i_0}}=F_{i_0}`$, we obtain $`Y_{\alpha _{i_0}},Y_{\alpha _{i_0}}=\left[\frac{(\alpha _{i_0},\alpha _{i_0})}{2}\right]_q^1`$.
Assume that $`\beta >\alpha _{i_0}`$ and the statement holds for any root $`\beta _1`$ in $`\mathrm{\Delta }^+\mathrm{\Delta }_I`$ satisfying $`\beta _1<\beta `$. Then there exists a root $`\gamma (<\beta )`$ in $`\mathrm{\Delta }^+\mathrm{\Delta }_I`$ such that
$`Y_\beta =c_{\gamma ,\beta }\mathrm{ad}(F_i)Y_\gamma ,`$ $`Y_\gamma =c_{}^{}{}_{\gamma ,\beta }{}^{}\mathrm{ad}(E_i)Y_\beta ,`$
where $`iI`$ satisfying $`\beta =\gamma +\alpha _i`$ and $`c_{\gamma ,\beta },c_{}^{}{}_{\gamma ,\beta }{}^{}(q)^{}`$. We denote by $`R`$ the set of the pairs $`\{\gamma ,\beta \}`$ as above. By Proposition 5.2 we have for $`\{\gamma ,\beta \}R`$
$`Y_\beta ,Y_\beta =Y_\beta ,c_{\gamma ,\beta }\mathrm{ad}(F_i)Y_\gamma =c_{\gamma ,\beta }\mathrm{ad}(E_i)Y_\beta ,Y_\gamma ={\displaystyle \frac{c_{\gamma ,\beta }}{c_{}^{}{}_{\gamma ,\beta }{}^{}}}Y_\gamma ,Y_\gamma ={\displaystyle \frac{c_{\gamma ,\beta }}{c_{}^{}{}_{\gamma ,\beta }{}^{}}}\left[{\displaystyle \frac{(\gamma ,\gamma )}{2}}\right]_q^1.`$
On the other hand we have for $`\{\gamma ,\beta \}R`$
$`c_{\gamma ,\beta }=c_{}^{}{}_{\gamma ,\beta }{}^{}=1`$ $`\text{if }(\beta ,\beta )=(\gamma ,\gamma ),`$
$`c_{\gamma ,\beta }=(q+q^1)^1,c_{}^{}{}_{\gamma ,\beta }{}^{}=1`$ $`\text{if }4=(\beta ,\beta )>(\gamma ,\gamma )=2,`$
$`c_{\gamma ,\beta }=1,c_{}^{}{}_{\gamma ,\beta }{}^{}=(q+q^1)^1`$ $`\text{if }2=(\beta ,\beta )<(\gamma ,\gamma )=4`$
(see and ). Hence we obtain $`Y_\beta ,Y_\beta =\left[\frac{(\beta ,\beta )}{2}\right]_q^1`$. ∎
By Proposition 5.2 and 5.3 we can regard $`,`$ on $`U_q(𝔫_I^{})`$ as the $`q`$-analogue of $`,`$ on $`S(𝔫_I^{})[𝔫_I^+]`$.
###### Proposition 5.4.
1. For any $`gU_q(𝔫_I^{})`$ there exists a unique $`{}_{}{}^{t}g()\mathrm{End}_{(q)}(U_q(𝔫_I^{}))`$ such that $`{}_{}{}^{t}g()f,h=f,gh`$ for any $`f,hU_q(𝔫_I^{})`$. In particular we have
$`{}_{}{}^{t}Y_{\alpha _{i_0}}^{}()=[d_{i_0}]_q^1r_{i_0}^{},`$
and for $`\beta >\alpha _{i_0}`$
$`{}_{}{}^{t}Y_{\beta }^{}()=c_{\beta ^{},\beta }({}_{}{}^{t}Y_{\beta ^{}}^{}()\mathrm{ad}(E_i)q_i^{\beta ^{}(h_i)}\mathrm{ad}(E_i){}_{}{}^{t}Y_{\beta ^{}}^{}()),`$
where $`Y_\beta =c_{\beta ^{},\beta }\mathrm{ad}(F_i)Y_\beta ^{}`$.
2. For $`fU_q(𝔫_I^{})_\mu `$ and $`gU_q(𝔫_I^{})_\nu `$ we have $`{}_{}{}^{t}g()fU_q(𝔫_I^{})_{(\mu \nu )}`$.
###### Proof.
(i) The uniqueness follows from the non-degeneracy of $`,`$. If there exist $`{}_{}{}^{t}g()`$ and $`{}_{}{}^{t}g_{}^{}()`$, then we have $`{}_{}{}^{t}(gg^{})()={}_{}{}^{t}g_{}^{}(){}_{}{}^{t}g()`$. Therefore we have only to show the existence of $`{}_{}{}^{t}Y_{\beta }^{}()`$ for any $`\beta \mathrm{\Delta }^+\mathrm{\Delta }_I`$. By Lemma 1.1 we have $`{}_{}{}^{t}Y_{\alpha _{i_0}}^{}()=[d_{i_0}]_q^1r_{i_0}^{}`$. Let $`\beta >\alpha _{i_0}`$. Then there exists a root $`\beta ^{}(<\beta )`$ such that $`Y_\beta =c_{\beta ^{},\beta }\mathrm{ad}(F_i)Y_\beta ^{}`$ $`(c_{\beta ^{},\beta }(q))`$. By Proposition 5.2 we can show that $`{}_{}{}^{t}Y_{\beta }^{}()=c_{\beta ^{},\beta }({}_{}{}^{t}Y_{\beta ^{}}^{}()\mathrm{ad}(E_i)q_i^{\beta ^{}(h_i)}\mathrm{ad}(E_i){}_{}{}^{t}Y_{\beta ^{}}^{}())`$ easily.
(ii) The assertion follows from (i). ∎
###### Lemma 5.5.
For $`iI`$ $`\mathrm{ad}(E_i){}_{}{}^{t}f_{q,r}^{}()={}_{}{}^{t}f_{q,r}^{}()\mathrm{ad}(E_i)`$ and $`\mathrm{ad}(F_i){}_{}{}^{t}f_{q,r}^{}()={}_{}{}^{t}f_{q,r}^{}()\mathrm{ad}(F_i)`$.
###### Proof.
Let $`y_1`$, $`y_2U_q(𝔫_I^{})`$. Since $`\mathrm{ad}(F_i)f_{q,r}=0`$ for $`iI`$, we have $`\mathrm{ad}(F_i)(f_{q,r}y_2)=f_{q,r}\mathrm{ad}(F_i)y_2`$. Hence we obtain
$`\mathrm{ad}(E_i){}_{}{}^{t}f_{q,r}^{}()(y_1),y_2=y_1,f_{q,r}\mathrm{ad}(F_i)y_2=y_1,\mathrm{ad}(F_i)(f_{q,r}y_2)={}_{}{}^{t}f_{q,r}^{}()\mathrm{ad}(E_i)(y_1),y_2.`$
Similarly we obtain $`\mathrm{ad}(F_i){}_{}{}^{t}f_{q,r}^{}()={}_{}{}^{t}f_{q,r}^{}()\mathrm{ad}(F_i)`$
By Proposition 5.4 and Lemma 5.5 the element $`{}_{}{}^{t}f_{q,r}^{}()(f_{q,r}^{s+1})`$ $`(s_0)`$ is the highest weight vector with highest weight $`s\lambda _r=2s\varpi _{i_0}`$. Since $`U_q(𝔫_I^{})`$ is a multiplicity free $`U_q(𝔩_I)`$-module, there exists $`\stackrel{~}{b}_{q,r,s}(q)`$ such that
$`{}_{}{}^{t}f_{q,r}^{}()(f_{q,r}^{s+1})=\stackrel{~}{b}_{q,r,s}f_{q,r}^s.`$
###### Proposition 5.6.
There exists a polynomial $`\stackrel{~}{b}_{q,r}(t)(q)[t]`$ such that $`\stackrel{~}{b}_{q,r,s}=\stackrel{~}{b}_{q,r}(q_{i_0}^s)`$ for any $`s_0`$.
###### Proof.
Let $`\psi =\psi _1\mathrm{}\psi _m`$, where $`\psi _j=r_{i_0}^{}`$ or $`\mathrm{ad}(E_i)`$ for some $`iI`$. Set $`n=n(\psi )=\mathrm{}\{j|\psi _j=r_{i_0}^{}\}`$. For $`k_0`$ and $`yU_q(𝔫_I^{})_\mu `$ we have
$`r_{i_0}^{}(f_{q,r}^ky)=q_{i_0}^{k1+\mu (h_{i_0})}\left[k\right]_{q_{i_0}}f_{q,r}^{k1}r_{i_0}^{}(f_{q,r})y+f_{q,r}^kr_{i_0}^{}(y)`$
by the induction on $`k`$. Note that $`q_{i_0}^{k1+\mu (h_{i_0})}\left[k\right]_{q_{i_0}}=(q_{i_0}q_{i_0}^1)^1q_{i_0}^{\mu (h_{i_0})1}((q_{i_0}^k)^21)`$. Moreover $`\mathrm{ad}(E_i)(f_{q,r}^ky)=f_{q,r}^k\mathrm{ad}(E_i)y`$ for $`iI`$. Hence we have
$`\psi (f_{q,r}^{s+1})={\displaystyle \underset{p=1}{\overset{n}{}}}c_p(q_{i_0}^s)f_{q,r}^{s+1p}y_p,`$
where $`c_p(q)[t]`$ and $`y_pU_q(𝔫_I^{})`$ does not depend on $`s`$.
By Proposition 5.4 $`{}_{}{}^{t}f_{q,r}^{}()`$ is a linear combination of such $`\psi `$ satisfying $`n(\psi )=r`$. The assertion is proved. ∎
We set $`b_{q,r}(s)=\stackrel{~}{b}_{q,r}(q_{i_0}^s)`$ for simplicity. By definition we have
$`f_{q,r}^{s+1},f_{q,r}^{s+1}=b_{q,r}(s)b_{q,r}(s1)\mathrm{}b_{q,r}(0).`$
## 6 Explicit forms of quantum $`b`$-functions
Our main result is the following.
###### Theorem 6.1.
Let $`b_r(s)=_{i=1}^r(s+a_i)`$ be a $`b`$-function of the basic relative invariant of the regular prehomogeneous vector space $`(L_I,𝔫_I^+)`$. Then the quantum analogue $`b_{q,r}(s)`$ of $`b_r(s)`$ is given by
$`b_{q,r}(s)={\displaystyle \underset{i=1}{\overset{r}{}}}q_{i_0}^{s+a_i1}\left[s+a_i\right]_{q_{i_0}}(\text{up to a constant multiple}),`$
where $`\{i_0\}=I_0I`$.
We prove this theorem by calculating $`b_{q,r}(s)`$ in each case.
For $`p=1,\mathrm{},r`$ we define $`\mathrm{\Delta }_{(p)}^+`$, $`L_{(p)}`$ and $`𝔫_{(p)}^\pm `$ as in Section 2. We define the subalgebra $`U_q(𝔫_{(p)}^{})`$ of $`U_q(𝔫_I^{})`$ by
$`U_q(𝔫_{(p)}^{})=Y_\beta |\beta \mathrm{\Delta }_{(p)}^+.`$
Then $`U_q(𝔫_{(p)}^{})`$ is a $`q`$-analogue of $`[𝔫_{(p)}^+]`$, and $`f_{q,p}U_q(𝔫_{(p)}^{})`$ is a $`q`$-analogue of basic relative invariant $`f_p`$ of the regular prehomogeneous vector space $`(L_{(p)},𝔫_{(p)}^+)`$. We denote by $`b_{q,p}(s)`$ the $`q`$-analogue of the $`b`$-function of $`f_p`$.
The regular prehomogeneous vector space $`(L_{(1)},𝔫_{(1)}^+)`$ is of type $`(A_1,1)`$, and we have $`U_q(𝔫_{(1)}^{})=F_{i_0}`$, $`f_{q,1}=cF_{i_0}`$ $`(c(q)^{})`$. Since $`r_{}^{}{}_{i_0}{}^{}(F_{i_0}^{s+1})=q_{i_0}^s\left[s+1\right]_{q_{i_0}}F_{i_0}^s`$, we obtain
$`b_{q,1}(s)=c^2\left[d_{i_0}\right]_q^1q_{i_0}^s\left[s+1\right]_{q_{i_0}}.`$
If we determine $`a_p(s)(q)`$ by
$`f_{q,p}^s,f_{q,p}^s=a_p(s)f_{q,p1}^s,f_{q,p1}^s,`$
then we have $`b_{q,p}(s)={\displaystyle \frac{a_p(s+1)}{a_p(s)}}b_{q,p1}(s)`$. Therefore we can inductively obtain the explicit form of $`b_{q,r}`$.
The next lemma is useful for the calculation of $`a_p(s)`$.
###### Lemma 6.2.
1. For $`\beta \mathrm{\Delta }^+\mathrm{\Delta }_I`$ we have
$`{}_{}{}^{t}Y_{\beta }^{}()(f_{q,r}^ny)={}_{}{}^{t}Y_{\beta }^{}()(f_{q,r}^n)\mathrm{ad}(K_\beta ^1)y+f_{q,r}^n{}_{}{}^{t}Y_{\beta }^{}()y(yU_q(𝔫_I^{})).`$
2. $`{}_{}{}^{t}Y_{\beta }^{}()(f_{q,r}^n)=q_{i_0}^{n1}[n]_{q_{i_0}}f_{q,r}^{n1}{}_{}{}^{t}Y_{\beta }^{}()(f_{q,r})`$.
3. For $`\beta \mathrm{\Delta }_{(p)}^+\mathrm{\Delta }_{(p1)}^+`$ we have $`{}_{}{}^{t}Y_{\beta }^{}()(f_{q,p1}^n)=0`$.
###### Proof.
(i) This is proved easily by the induction on $`\beta `$. Note that $`\mathrm{ad}(E_i)(f_{q,r})=0`$ for $`iI`$.
(ii) Since $`f_{q,r}`$ is a central element of $`U_q(𝔫_I^{})`$, this follows from (i).
(iii) Let $`\beta \mathrm{\Delta }_{(p)}^+\mathrm{\Delta }_{(p1)}^+`$. Then there exists some $`jI`$ such that $`\beta _{>0}\alpha _j+_{ij}_0\alpha _i`$ and $`\gamma _{ij}_0\alpha _i`$ for any $`\gamma \mathrm{\Delta }_{(p1)}^+`$. Hence we have $`U_q(𝔫_{(p1)}^{})_{(\lambda _{p1}\beta )}=\{0\}`$, and the statement follows. ∎
Let us give $`a_p(s)`$ in each case.
Let $`(L_I,𝔫_I^+)`$ be the regular prehomogeneous vector space of type $`(A_{2n1},n)`$. Then the number of non-open orbits $`r`$ is equal to $`n`$, and $`d_{i_0}=d_n=1`$. Here we label the vertices of the Dynkin diagram as in Figure 1.
Let $`1i,jn`$. We set $`\beta _{ij}=\alpha _{ni+1}+\alpha _{ni+2}+\mathrm{}+\alpha _{n+j1}`$, and $`Y_{ij}=Y_{\beta _{ij}}`$. For two sequences $`1i_1<\mathrm{}<i_pn`$, $`1j_1<\mathrm{}<j_pn`$ we set
$`(i_1,\mathrm{},i_p|j_1,\mathrm{},j_p)={\displaystyle \underset{\sigma S_p}{}}(q)^{l(\sigma )}Y_{i_1,j_{\sigma (1)}}\mathrm{}Y_{i_p,j_{\sigma (p)}}.`$
Then we have $`f_{q,p}=(1,\mathrm{},p|1,\mathrm{},p)`$ (see ). It is easy to show the following formula.
(6.1) $`f_{q,p}={\displaystyle \underset{k=1}{\overset{p}{}}}(q^1)^{pk}Y_{p,k}(1,\mathrm{},p1|1,\mathrm{},\stackrel{ˇ}{k},\mathrm{},p).`$
Note that $`\beta _{p,k}\mathrm{\Delta }_{(p)}^+\mathrm{\Delta }_{(p1)}^+`$ and $`(1,\mathrm{},p1|1,\mathrm{},\stackrel{ˇ}{k},\mathrm{},p)=\mathrm{ad}(F_{n+k}\mathrm{}F_{n+p1})f_{q,p1}`$ in (6.1).
Since $`\beta _{p,i}\mathrm{\Delta }_{(p)}^+\mathrm{\Delta }_{(p1)}^+`$ for $`1ip`$, by Lemma 6.2 we have
$`{}_{}{}^{t}Y_{p,i}^{}()(f_{q,p}^{s_1}f_{q,p1}^{s_2})=q^{s_11}[s_1]_qf_{q,p}^{s_11}{}_{}{}^{t}Y_{p,i}^{}()(f_{q,p})\mathrm{ad}(K_{\beta _{p,i}}^1)(f_{q,p1}^{s_2}).`$
On the other hand we have the following.
###### Lemma 6.3.
$`{}_{}{}^{t}Y_{i,j}^{}()f_{q,p}=(q)^{i+j2}(1,\mathrm{},\stackrel{ˇ}{i},\mathrm{},p|1,\mathrm{},\stackrel{ˇ}{j},\mathrm{},p)(1i,jp).`$
###### Proof.
By Proposition 5.4, the statement is proved by the induction on $`i,j`$ easily. ∎
Since $`\mathrm{ad}(K_{\beta _{p,i}}^1)(f_{q,p1})=qf_{q,p1}`$ if $`ip1`$ and $`f_{q,p1}`$ if $`i=p`$, we have
$`f_{q,p}^{s_1}f_{q,p1}^{s_2},f_{q,p}^{s_1}f_{q,p1}^{s_2}`$ $`=`$ $`{\displaystyle \underset{i=1}{\overset{p}{}}}(q^1)^{pi}{}_{}{}^{t}Y_{p,i}^{}()(f_{q,p}^{s_1}f_{q,p1}^{s_2}),g_if_{q,p}^{s_11}f_{q,p1}^{s_2}`$
$`=`$ $`{\displaystyle \underset{i=1}{\overset{p1}{}}}(q)^{2i2}q^{s_1+s_21}[s_1]_qf_{q,p}^{s_11}g_if_{q,p1}^{s_2},f_{q,p}^{s_11}g_if_{q,p1}^{s_2}`$
$`+(q)^{2p2}q^{s_11}[s_1]_qf_{q,p}^{s_11}f_{q,p1}^{s_2+1},f_{q,p}^{s_11}f_{q,p1}^{s_2+1},`$
where $`g_i=(1,\mathrm{},p1|1,\mathrm{},\stackrel{ˇ}{i},\mathrm{},p)`$.
Now we have for $`1ip1`$
$`g_i=\mathrm{ad}(F_{n+i})g_{i+1},`$ $`g_{i+1}=\mathrm{ad}(E_{n+i})g_i,`$
$`\mathrm{ad}(E_{n+i})f_{q,p}=f_{q.p1}=0,`$ $`\mathrm{ad}(F_{n+i})f_{q,p}=0,`$ $`\mathrm{ad}(F_{n+i})f_{q,p1}=\delta _{i,p1}g_{p1}`$
(see ). Therefore we have
$`\mathrm{ad}(E_{n+p1}\mathrm{}E_{n+i+1}E_{n+i})(f_{q,p}^{s_11}g_if_{q,p1}^{s_2})=\mathrm{ad}(E_{n+p1}\mathrm{}E_{n+i+1})(f_{q,p}^{s_11}g_{i+1}f_{q,p1}^{s_2})`$
$`=\mathrm{}=\mathrm{ad}(E_{n+p1})(f_{q,p}^{s_11}g_{p1}f_{q,p1}^{s_2})=q^{s_2}f_{q,p}^{s_11}f_{q,p1}^{s_2+1},`$
and
$`f_{q,p}^{s_11}g_if_{q,p1}^{s_2}=\mathrm{ad}(F_{n+i})(f_{q,p}^{s_11}g_{i+1}f_{q,p1}^{s_2})=\mathrm{}=\mathrm{ad}(F_{n+i}\mathrm{}F_{n+p2})(f_{q,p}^{s_11}g_{p1}f_{q,p1}^{s_2}).`$
Here we have $`g_{p1}f_{q,p1}=q^1f_{q,p1}g_{p1}`$, and hence
$`f_{q,p}^{s_11}g_if_{q,p1}^{s_2}=q^{s_2}[s_2+1]_q^1\mathrm{ad}(F_{n+i}\mathrm{}F_{n+p2}F_{n+p1})(f_{q,p}^{s_11}f_{q,p1}^{s_2+1}).`$
By Proposition 5.2 we obtain
$`f_{q,p}^{s_1}f_{q,p1}^{s_2},f_{q,p}^{s_1}f_{q,p1}^{s_2}=q^{s_11}[s_1]_q(q^{s_2}[s_2+1]_q^1{\displaystyle \underset{i=1}{\overset{p1}{}}}q^{2i2}+q^{2p2})f_{q,p}^{s_11}f_{q,p1}^{s_2+1},f_{q,p}^{s_11}f_{q,p1}^{s_2+1}`$
$`=q^{p+s_12}[s_1]_q[p+s_2]_q[s_2+1]_q^1f_{q,p}^{s_11}f_{q,p1}^{s_2+1},f_{q,p}^{s_11}f_{q,p1}^{s_2+1}.`$
From this formula we have the following.
###### Proposition 6.4.
Let $`(L_I,𝔫_I^{})`$ be a regular prehomogeneous vector space of type $`(A_{2n1},n)`$. We have
$`a_p(s)=q^{\frac{s(s+2p3)}{2}}{\displaystyle \underset{i=1}{\overset{s}{}}}[i+p1]_q.`$
In particular $`b_{q,p}(s)=q^{s+p1}[s+p]_qb_{q,p1}(s)`$, and we have the quantum $`b`$-function
$`b_{q,n}(s)={\displaystyle \underset{p=1}{\overset{n}{}}}q^{s+p1}[s+p]_q.`$
Next, we assume that $`(L_I,𝔫_I^+)`$ is regular of type $`(D_{2n},2n)`$. We label the vertices of the Dynkin diagram as in Figure 1, then $`d_{i_0}=d_{2n}=1`$. There exist $`n`$ non-open orbits on $`𝔫_I^+`$. Let $`1i<j2n`$. Set
$`\beta _{ij}=\{\begin{array}{cc}\alpha _i+\mathrm{}+\alpha _{j1}+2\alpha _j+\mathrm{}+2\alpha _{2n2}+\alpha _{2n1}+\alpha _{2n}\hfill & (j<2n)\hfill \\ \alpha _i+\mathrm{}+\alpha _{2n2}+\alpha _{2n}\hfill & (j=2n),\hfill \end{array}`$
and $`Y_{ij}=Y_{\beta _{ij}}`$. For a sequence $`1i_1<i_2<\mathrm{}<i_{2p}2n`$, we set
$`(i_1,i_2,\mathrm{},i_{2p})={\displaystyle \underset{\sigma \widehat{S}_{2p}}{}}(q^1)^{l(\sigma )}Y_{i_{\sigma (1),i_\sigma (2)}}\mathrm{}Y_{i_{\sigma (2p1),i_\sigma (2p)}},`$
where $`\widehat{S}_m=\{\sigma S_m|\sigma (2k1)<\sigma (2k+1),\sigma (2k1)<\sigma (2k)\text{ for all }k\}`$. Then we have $`f_{q,p}=(j_1^p,j_2^p,\mathrm{},j_{2n}^p)`$, where $`j_k^p=2n2p+k`$ (see ). We can easily show the following description of $`f_{q,p}`$ similar to (6.1).
$`f_{q,p}={\displaystyle \underset{k=2}{\overset{2p}{}}}(q)^{2k}Y_{j_1^p,j_k^p}(j_2^p,\mathrm{},\stackrel{ˇ}{j_k^p},\mathrm{},j_{2p}^p)={\displaystyle \underset{k=2}{\overset{2p}{}}}(q)^{2k}Y_{j_1^p,j_k^p}\mathrm{ad}(F_{j_{k1}^p}\mathrm{}F_{j_2^p})f_{q,p1}.`$
Note that $`\beta _{j_1^p,j_k^p}\mathrm{\Delta }_{(p1)}^+`$. Hence we can use Lemma 6.2.
By using the induction on $`i,j`$, we can show the following lemma.
###### Lemma 6.5.
We have
$`{}_{}{}^{t}Y_{j_k^pj_k^{}^p}^{}()f_{q,p}=(q)^{4n1kk^{}}(j_1^p,\mathrm{},\stackrel{ˇ}{j_k^p},\mathrm{},\stackrel{ˇ}{j_k^{}^p},\mathrm{},j_{2p}^p)`$
for $`1k<k^{}2p`$.
Similarly to the case of type $`A`$, we obtain the following.
###### Proposition 6.6.
Let $`(L_I,𝔫_I^{})`$ be a regular prehomogeneous vector space of type $`(D_{2n},2n)`$. We have
$`a_p(s)=q^{\frac{s(4p+s5)}{2}}{\displaystyle \underset{j=1}{\overset{s}{}}}[j+2p2]_q.`$
In particular $`b_{q,p}(s)=q^{s+2p2}[s+2p1]_qb_{q,p1}(s)`$, we have the quantum $`b`$-function
$`b_{q,n}(s)={\displaystyle \underset{p=1}{\overset{n}{}}}q^{s+2p2}[s+2p1]_q.`$
Let $`(L_I,𝔫_I^+)`$ be the regular prehomogeneous vector space of type $`(B_n,1)`$. We label the vertices of the Dynkin diagram as in Figure 1, then $`d_{i_0}=d_1=2`$. There exist two non-open orbits on $`𝔫_I^+`$. Let $`1i2n1`$. We set $`Y_i=Y_{\beta _i}`$, where
$`\beta _i=\{\begin{array}{cc}\alpha _1+\mathrm{}+\alpha _i\hfill & (1in)\hfill \\ \alpha _1+\mathrm{}+\alpha _{2ni}+2\alpha _{2ni+1}+\mathrm{}+2\alpha _n\hfill & (n+1i2n1).\hfill \end{array}`$
We have
$`f_{q,1}=Y_1=F_1,`$
$`f_{q,2}={\displaystyle \underset{i=1}{\overset{n1}{}}}(q_{i_0})^{i+1n}Y_{n+i}Y_{ni}+(q+q^1)^2q^1(q_{i_0})^{1n}Y_n^2`$
(see ). Note that $`\beta _i\mathrm{\Delta }_{(1)}^+`$ if $`i1`$. On the other hand we have the following.
###### Lemma 6.7.
$`{}_{}{}^{t}Y_{i}^{}()f_{q,2}=\{\begin{array}{cc}(q+q^1)^1(q_{i_0})^{i1}Y_{2ni}\hfill & (1in)\hfill \\ (q+q^1)^1(q_{i_0})^{i2}Y_{2ni}\hfill & (n+1i2n1).\hfill \end{array}`$
Similarly to the case of type $`A`$, we obtain the following.
###### Proposition 6.8.
Let $`(L_I,𝔫_I^{})`$ be a regular prehomogeneous vector space of type $`(B_n,1)`$. We have
$`a_2(s)=(q+q^1)^sq_{i_0}^{\frac{s(s+2n4)}{2}}{\displaystyle \underset{i=1}{\overset{s}{}}}\left[i+{\displaystyle \frac{2n3}{2}}\right]_{q_{i_0}}.`$
In particular we have the quantum $`b`$-function
$`b_{q,2}(s)=(q+q^1)^2q_{i_0}^s[s+1]_{q_{i_0}}q_{i_0}^{s+\frac{2n3}{2}}\left[s+{\displaystyle \frac{2n1}{2}}\right]_{q_{i_0}}.`$
Let $`(L_I,𝔫_I^+)`$ be the regular prehomogeneous vector space of type $`(D_n,1)`$. We label the vertices of the Dynkin diagram as in Figure 1, then $`d_{i_0}=d_1=1`$. There exist two non-open orbits on $`𝔫_I^+`$. Let $`1i2n2`$. We set $`Y_i=Y_{\beta _i}`$, where
$`\beta _i=\{\begin{array}{cc}\alpha _1+\mathrm{}+\alpha _i\hfill & (1in1)\hfill \\ \alpha _1+\mathrm{}+\alpha _{n2}+\alpha _n\hfill & (i=n)\hfill \\ \alpha _1+\mathrm{}+\alpha _{2ni}+2\alpha _{2ni+1}+\mathrm{}+2\alpha _{n2}+\alpha _{n1}+\alpha _n\hfill & (n+1i2n2).\hfill \end{array}`$
Then we have $`f_{q,1}=Y_1=F_1`$, and $`f_{q,2}=_{i=1}^{n1}(q)^{i+1n}Y_{n+i1}Y_{ni}`$ (see ). We have the following results similar to those of type $`(B_n,1)`$.
###### Lemma 6.9.
$`{}_{}{}^{t}Y_{i}^{}()f_{q,2}=\{\begin{array}{cc}(q)^{i1}Y_{2n1i}\hfill & (1in1)\hfill \\ (q)^{i2}Y_{2n1i}\hfill & (ni2n2).\hfill \end{array}`$
###### Proposition 6.10.
Let $`(L_I,𝔫_I^{})`$ be a regular prehomogeneous vector space of type $`(D_n,1)`$. We have
$`a_2(s)=q^{\frac{s(s+2n5)}{2}}{\displaystyle \underset{i=1}{\overset{s}{}}}[i+n2]_q.`$
In particular we have the quantum $`b`$-function
$`b_{q,2}(s)=q^s[s+1]_qq^{s+n2}[s+n1]_q.`$
Let $`(L_I,𝔫_I^+)`$ be the regular prehomogeneous vector space of type $`(E_7,1)`$. We label the vertices of the Dynkin diagram as in Figure 1, then $`d_{i_0}=d_1=1`$. There exist three non-open orbits on $`𝔫_I^+`$.
For $`1j27`$, we denote by $`Y_j`$ and $`\psi _j`$ the generators of irreducible $`U_q(𝔩_I)`$-modules $`V_q(\lambda _1)`$ and $`V_q(\lambda _2)`$ respectively (see for the explicit descriptions of $`Y_j`$ and $`\psi _j`$). Note that $`Y_j=Y_{\beta _j}`$ for some $`\beta _j\mathrm{\Delta }^+\mathrm{\Delta }_I`$, $`U_q(𝔫_{(2)}^{})=Y_1,\mathrm{},Y_{10}`$, and $`\psi _{27}=f_{q,2}`$. Now $`(L_{(2)},𝔫_{(2)}^+)`$ is of type $`(D_6,1)`$, hence we have $`b_{q,2}(s)=q^s[s+1]_qq^{s+4}[s+5]_q`$.
The $`q`$-analogue $`f_{q,3}`$ of the basic relative invariant is given by
$`f_{q,3}`$ $`={\displaystyle \underset{j=1}{\overset{27}{}}}(q)^{|\beta _j|1}Y_j\psi _j`$
$`=(1+q^8+q^{16})Y_{27}\psi _{27}+{\displaystyle \frac{q^{10}+q^8q^4+1+q^2}{1+q^2}}{\displaystyle \underset{j=11}{\overset{26}{}}}(q)^{|\beta _j|1}Y_j\psi _j,`$
where $`|\beta |=_{i=1}^7m_i`$ for $`\beta =_{i=1}^7m_i\alpha _i`$.
###### Lemma 6.11.
For $`1j27`$ we have $`{}_{}{}^{t}Y_{j}^{}()f_{q,3}=(1+q^8+q^{16})(q)^{|\beta _j|1}\psi _j`$.
Then we have the following.
###### Proposition 6.12.
Let $`(L_I,𝔫_I^{})`$ be a regular prehomogeneous vector space of type $`(E_7,1)`$. We have
$`a_3(s)=(1+q^8+q^{16})^{2s}q^{\frac{s(s+15)}{2}}{\displaystyle \underset{i=1}{\overset{s}{}}}[i+8]_q.`$
Therefore we have the quantum $`b`$-function
$`b_{q,3}(s)`$ $`=(1+q^8+q^{16})^2q^{s+8}[s+9]_qb_{q,2}(s)`$
$`=(1+q^8+q^{16})^2q^s[s+1]_qq^{s+4}[s+5]_qq^{s+8}[s+9]_q.`$
Finally, we assume that $`(L_I,𝔫_I^+)`$ is the regular prehomogeneous vector space of type $`(C_n,n)`$. We label the vertices of the Dynkin diagram as in Figure 1, then $`d_{i_0}=d_n=2`$. There exist $`n`$ non-open orbits on $`𝔫_I^+`$. Let $`1ijn`$. We set $`\beta _{ij}=\alpha _i+\mathrm{}+\alpha _{j1}+2\alpha _j+\mathrm{}+2\alpha _{n1}+\alpha _n`$ and $`Y_{ij}=c_{ij}Y_{\beta _{ij}}`$, where $`c_{ij}=q+q^1`$ if $`i=j`$ and $`1`$ if $`ij`$. For $`i<j`$ we define $`Y_{ji}`$ by $`Y_{ji}=q^2Y_{ij}`$. Then we can write for $`1pn`$
$`f_{q,p}={\displaystyle \underset{\sigma S_p}{}}(q)^{l(\sigma )}Y_{i_1^p,i_{\sigma (1)}^p}\mathrm{}Y_{i_p^p,i_{\sigma (p)}^p},`$
where $`i_k^p=n+kp`$ (see ).
###### Lemma 6.13.
$`f_{q,p}=Y_{i_1^p,i_1^p}f_{q,p1}+{\displaystyle \underset{k=2}{\overset{p}{}}}{\displaystyle \frac{(q)^{1k}}{q+q^1}}Y_{i_k^p,i_1^p}\mathrm{ad}(F_{i_{k1}^p}\mathrm{}F_{i_2^p}F_{i_1^p})f_{q,p1}.`$
###### Proof.
We denote the right handed side of the statement by $`g_p`$. It is easy to show that the coefficient of $`Y_{i_1^p,i_1^p}\mathrm{}Y_{i_p^p,i_p^p}`$ in $`f_{q,p}`$ is equal to that in $`g_p`$. Moreover the weight of $`f_{q,p}`$ is equal to that of $`g_p`$. Hence it is sufficient to show that $`g_p`$ is the highest weight vector. Since $`(L_{(p)},𝔫_{(p)}^+)(C_p,p)`$, we have only to show the statement in the case where $`p=n`$. We can easily show that $`\mathrm{ad}(E_j)g_n=0`$ for $`2jn1`$.
Let us show $`\mathrm{ad}(E_1)g_n=0`$. For $`2jn`$ we define $`\phi _j`$ by $`\phi _2=\mathrm{ad}(E_1)g_n`$ and $`\phi _{j+1}=\mathrm{ad}(E_j)\phi _j`$. We denote the weight of $`\phi _j`$ by $`\mu _j`$. Then we have $`\mu _j\alpha _1+_{i1}_0\alpha _i`$. It is easy to show that $`\mathrm{ad}(E_k)\phi _j=0`$ for any $`kj`$. In particular $`\mathrm{ad}(E_k)\phi _n=0`$ for any $`kI`$.
On the other hand we have the irreducible decomposition
$`U_q(𝔫_I^{})={\displaystyle \underset{\mu _{j=1}^n_0\lambda _j}{}}V_q(\mu ),`$
and if $`\mu _{j=1}^n_0\lambda _j`$, then $`\mu 2_0\alpha _1+_{i1}_0\alpha _i`$. Hence $`\mu _n_{j=1}^n_0\lambda _j`$, and we have $`\phi _n=0`$. We obtain $`\phi _j=0`$ for any $`j`$ by the induction. ∎
Note that $`Y_{i_k^pi_1^p}U_q(𝔫_{(p1)}^{})`$ for $`1kp`$. Hence we can use Lemma 6.2.
We can prove the following lemma.
###### Lemma 6.14.
$`{}_{}{}^{t}Y_{i_1^pi_k^p}^{}()f_{q,p}=\{\begin{array}{cc}(q)^{2p2}(q+q^1)f_{q,p1}\hfill & (k=1)\hfill \\ (q)^{2pk}\mathrm{ad}(F_{i_{k1}^p}\mathrm{}F_{i_1^p})(f_{q,p1})\hfill & (k2).\hfill \end{array}`$
Similarly to the case of type $`A`$, we obtain the following.
###### Proposition 6.15.
Let $`(L_I,𝔫_I^{})`$ be a regular prehomogeneous vector space of type $`(C_n,n)`$. We have
$`a_p(s)=(q+q^1)^sq_{i_0}^{\frac{s(s+p2)}{2}}{\displaystyle \underset{i=1}{\overset{s}{}}}\left[i+{\displaystyle \frac{p1}{2}}\right]_{q_{i_0}}.`$
In particular $`b_{q,p}(s)=(q+q^1)q_{i_0}^{s+\frac{p1}{2}}\left[s+\frac{p+1}{2}\right]_{q_{i_0}}b_{q,p1}(s)`$, and we have the quantum $`b`$-function
$`b_{q,n}(s)=(q+q^1)^n{\displaystyle \underset{p=1}{\overset{n}{}}}q_{i_0}^{s+\frac{p1}{2}}\left[s+{\displaystyle \frac{p+1}{2}}\right]_{q_{i_0}}.`$
| Department of Mathematics |
| --- |
| Faculty of Science |
| Hiroshima University |
| Higashi-Hiroshima, 739-8526, Japan |
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# Relation of the oscillator and Coulomb systems on spheres and pseudospheres
\[
## Abstract
It is shown, that oscillators on the sphere and the pseudosphere are related, by the so-called Bohlin transformation, with the Coulomb systems on the pseudosphere. The even states of an oscillator yield the conventional Coulomb system on the pseudosphere, while the odd states yield the Coulomb system on the pseudosphere in the presence of magnetic flux tube generating spin $`1/2`$. A similar relation is established for the oscillator on the (pseudo)sphere specified by the presence of constant uniform magnetic field $`B_0`$ and the Coulomb-like system on pseudosphere specified by the presence of the magnetic field $`\frac{B}{2r_0}(|\frac{x_3}{𝐱}|ϵ)`$. The correspondence between the oscillator and the Coulomb systems the higher dimensions is also discussed.
\] The ($`d`$dimensional) oscillator and Coulomb systems are the most known representatives of mechanical systems with hidden symmetries which define the $`su(d)`$ symmetry algebra for the oscillator, and $`so(d+1)`$ for the Coulomb system. The hidden symmetry has a very transparent meaning in the case of oscillator while in the case of the Coulomb system it has a more complicated interpretation in terms of geodesic flows of a $`d`$-dimensional sphere . On the other hand, both in classical and quantum cases, the transformation $`r=R^2`$ converts the $`(p+1)`$dimensional radial Coulomb problem to a $`2p`$dimensional radial oscillator ( $`r`$ and $`R`$ denote the radial coordinates of Coulomb and oscillator systems, respectively). In three distinguished cases, $`p=1,2,4`$, one can establish a complete correspondence between the Coulomb and the oscillator systems, by making use of the so-called Bohlin (or Levi-Civita) , Kustaanheimo-Stiefel and Hurwitz transformations, respectively (see also ). These transformations imply the reduction of the oscillator system by an action of $`Z_2`$, $`U(1)`$, $`SU(2)`$ group, respectively, and yield the Coulomb-like systems specified by the presence of monopoles .
On the other hand, the oscillator and Coulomb systems admit the generalizations to a $`d`$dimensional sphere and a two-sheet hyperboloid (pseudosphere) with a radius $`R_0`$ given by the potentials
$$V_{osc}=\frac{\alpha ^2R_0^2}{2}\frac{𝐱^2}{x_{d+1}^2},V_C=\frac{\gamma }{R_0}\frac{x_{d+1}}{|𝐱|},$$
(1)
where $`𝐱,x_{d+1}`$ are the (pseudo)Euclidean coordinates of the ambient space $`\mathrm{IR}^{\mathrm{d}+1}`$($`\mathrm{IR}^{\mathrm{d}.1}`$): $`ϵ𝐱^2+x_{d+1}^2=R_0^2`$, $`ϵ=\pm 1`$. The $`ϵ=+1`$ corresponds to the sphere and $`ϵ=1`$ corresponds to the pseudosphere. These systems possess nonlinear hidden symmetries providing them with the properties similar to those of conventional oscillator and Coulomb systems. Notice that the oscillators on sphere and pseudosphere have isomorphic configuration spaces ( $`d`$dimensional plane with a cut circle, in the stereographic projection), since the first one is undefined on the equator $`x_{d+1}=0`$. The Coulomb system is attractive/repulsive on the upper/lower hemisphere and has the same behavior on both the sheets of the hyperboloid. These systems have been investigated by various methods from many viewpoints (see, e. g. and refs therein).
How to relate the oscillator and Coulomb systems on (pseudo)spheres ?
This question seems to be crucial for understanding the geometrical meaning of the hidden symmetries of Coulomb systems on (pseudo)spheres and for the construction of their generalizations, as well as for the twistor description of the relativistic spinning particles on AdS spaces. In Ref. devoted to this problem, the oscillator and Coulomb systems on spheres were related by mappings containing transitions to imaginary coordinates.
In the present letter, we establish the transparent correspondence between oscillator and Coulomb systems on (pseudo)spheres for the simplest, two-dimensional, case ($`p=1`$) that can be extended easily to higher dimensions ($`p=2,4`$). We show that, under stereographic projection the conventional Bohlin transformation relates the two-dimensional oscillator on the (pseudo)sphere to the Coulomb system on pseudosphere, as well as those interacting with specific external magnetic fields. This simple construction allows immediately to connect the generators of the hidden symmetries of the systems under consideration, as well as to clarify the mappings suggested in .
Let us introduce the complex coordinate $`z`$ parametrizing the sphere by the complex projective plane $`\text{I}\mathrm{CP}^1`$ and the two-sheeted hyperboloid by the Poincaré disks $``$
$$𝐱x_1+ix_2=R_0\frac{2z}{1+ϵz\overline{z}},x_3=R_0\frac{1ϵz\overline{z}}{1+ϵz\overline{z}}.$$
(2)
so that the metric becomes conformally-flat
$$ds^2=R_0^2\frac{4dzd\overline{z}}{(1+ϵz\overline{z})^2}.$$
(3)
The lower hemisphere and the lower sheet of the hyperboloid are parametrized by the unit disk $`|z|<1`$, while the upper hemisphere and the upper sheet of hyperboloid are specified by $`|z|>1`$, and transform one into another by the inversion $`z1/z`$. Since in the limit $`R_0\mathrm{}`$ the lower hemisphere (the lower sheet of hyperboloid) converts into the whole two-dimensional plane, we have to restrict ourselves by those defined on the lower hemisphere and the lower sheet of hyperboloid (pseudosphere), to keep the correspondence with conventional oscillator and Coulomb systems. In these terms the oscillator and Coulomb potentials read
$$V_{osc}=\frac{2\alpha ^2R_0^2z\overline{z}}{(1ϵz\overline{z})^2},V_C=\frac{\gamma }{R_0}\frac{1ϵz\overline{z}}{2|z|},$$
(4)
Notice that the parametrization (2) is nothing but the stereographic projection of the two-dimensional (pseudo)sphere
$$\frac{z}{2R_0}=\{\begin{array}{cc}\mathrm{cot}\frac{\theta }{2}\mathrm{e}^{i\phi }& \mathrm{for}\mathrm{sphere};\\ \mathrm{coth}\frac{\theta }{2}\mathrm{e}^{i\phi }& \mathrm{for}\mathrm{pseudosphere},\end{array}$$
(5)
where $`\theta ,\phi `$ are the (pseudo)spherical coordinates.
Let us equip the oscillator’s phase space $`T^{}\text{I}\mathrm{CP}^1`$ ($`T^{})`$ with the symplectic structure
$$\omega =d\pi dz+d\overline{\pi }d\overline{z}$$
(6)
and introduce the rotation generators defining $`su(2)`$ algebra if $`ϵ=1`$ and $`su(1.1)`$ algebra if $`ϵ=1`$
$$𝐉\frac{iJ_1J_2}{2}=\pi +ϵ\overline{z}^2\overline{\pi },J\frac{ϵJ_3}{2}=i(z\pi \overline{z}\overline{\pi }).$$
(7)
These generators, together with $`𝐱/R_0,x_3/R_0`$ define the algebra of motion of the (pseudo)sphere via the following nonvanishing Poisson brackets
$$\begin{array}{c}\{𝐉,𝐱\}=2x_3,\{𝐉,x_3\}=ϵ\overline{𝐱},\{J,𝐱\}=i𝐱,\\ \{𝐉,\overline{𝐉}\}=2iϵJ,\{𝐉,J\}=i𝐉.\end{array}$$
(8)
In these terms, the Hamiltonian of free particle on the (pseudo)sphere reads
$$H_0^ϵ=\frac{𝐉\overline{𝐉}+ϵJ^2}{2R_0^2}=\frac{(1+ϵz\overline{z})^2\pi \overline{\pi }}{2R_0^2}$$
(9)
while the oscillator’s Hamiltonian is given by the expression
$$H_{osc}^ϵ(\alpha ,R_0|\pi ,\overline{\pi },z,\overline{z})=\frac{(1+ϵz\overline{z})^2\pi \overline{\pi }}{2R_0^2}+\frac{2\alpha ^2R_0^2z\overline{z}}{(1ϵz\overline{z})^2}.$$
(10)
It can be easily verified, by the use of (8), that the latter system possesses the hidden symmetry given by the complex (or vectorial) constant of motion
$$𝐈=I_1+iI_2=\frac{𝐉^2}{2R_0^2}+\frac{\alpha ^2R_0^2}{2}\frac{\overline{𝐱}^2}{x_3^2},$$
(11)
which defines, together with $`J`$ and $`H_{osc}`$ , the cubic algebra
$$\{𝐈,J\}=2i𝐈,\{\overline{𝐈},𝐈\}=4i\left(\alpha ^2J+\frac{ϵJH_{osc}}{R_0^2}\frac{J^3}{2R_0^4}\right).$$
(12)
The energy surface of the oscillator on the (pseudo)sphere $`H_{osc}^ϵ=E`$ reads
$$\frac{\left(1(z\overline{z})^2\right)^2\pi \overline{\pi }}{2R_0^4}+2\left(\alpha ^2+ϵ\frac{E}{R_0^2}\right)z\overline{z}=\frac{E}{R_0^2}\left(1+(z\overline{z})^2\right).$$
(13)
Now, performing the canonical Bohlin transformation
$$w=z^2,p=\frac{\pi }{2z},$$
(14)
one can rewrite the expression (13) as follows:
$$\frac{(1w\overline{w})^2p\overline{p}}{2r_0^2}\frac{\gamma }{r_0}\frac{1+w\overline{w}}{2|w|}=_C,$$
(15)
where we introduced the notation
$$r_0=R_0^2,\gamma =\frac{E}{2},2_C=\alpha ^2+ϵ\frac{E}{r_0}.$$
(16)
Comparing the l.h.s. of (15) with the (4), (9) we conclude that (15) defines the energy surface of the Coulomb system on the pseudosphere with “radius” $`r_0`$, where $`w,p`$ denote complex stereographic coordinate and its conjugated momentum, respectively. $`r_0`$ is the “radius” of pseudosphere, while $`_C`$ is the system’s energy.
Hence, the Bohlin transformation of the classical isotropic oscillator on the (pseudo)sphere yields the classical Coulomb problem on the pseudosphere.
The constants of motion of the oscillators, $`J`$ and $`𝐈`$ (which coincide on the energy surfaces (13)) are converted, respectively, into the doubled angular momentum and the doubled Runge-Lenz vector of the Coulomb system
$$J2J_C,𝐈2𝐀,𝐀=\frac{iJ_C𝐉_C}{r_0}+\gamma \frac{\overline{𝐱}_C}{|𝐱_C|},$$
(17)
where $`𝐉_C`$, $`J_C`$, $`𝐱_C`$ denote the rotation generators and the pseudo-Euclidean coordinates of the Coulomb system.
The quantum-mechanical counterpart of the energy surface (13) is the Schrödinger equation
$$_{osc}^ϵ(\alpha ,R_0|\pi ,\overline{\pi },z,\overline{z})\mathrm{\Psi }(z,\overline{z})=E\mathrm{\Psi }(z,\overline{z}),$$
(18)
with the quantum Hamiltonian defined (due to the two-dimensional origin of the system) by the expression (10), where $`\pi ,\overline{\pi }`$ are the momenta operators (hereafter we assume $`\mathrm{}=1`$)
$$\pi =i\frac{}{z},\overline{\pi }=i\frac{}{\overline{z}}.$$
(19)
The energy spectrum of this system is given by the expression (see e.g. and refs therein)
$$E=\stackrel{~}{\alpha }(N+1)+ϵ\frac{(N+1)^2}{2R_0^2},N=2n_r+|M|,$$
(20)
where $`\stackrel{~}{\alpha }=\sqrt{\alpha ^2+1/(4R_0^4)}`$, $`M`$ is the eigenvalue of $`J`$, $`N`$ is the principal quantum number, $`n_r`$ is the radial quantum number,
$$\begin{array}{c}|M|=0,1,\mathrm{},N,n_r=0,1,\mathrm{}[N/2],\\ N=0,1,\mathrm{},N_{max}=\{\begin{array}{cc}\mathrm{},& \mathrm{if}ϵ=1\\ [2\stackrel{~}{\alpha }R_0^2]1,& \mathrm{if}ϵ=1\end{array}\end{array}$$
(21)
So, the the number of levels in the energy spectrum of the oscillator is infinite on the sphere and finite on the pseudosphere. The degeneracy of the energy spectrum is the same as in the flat case, viz $`2N+1`$.
The quantum-mechanical correspondence between oscillator and Coulomb systems is more complicated, because the Bohlin transformation (14) maps the $`z`$-plane in the two-sheeted Riemann surface, since $`\mathrm{arg}w[0,4\pi )`$. Thus, we have to supplement the quantum-mechanical Bohlin transformation with the reduction by the $`Z_2`$ group action, choosing either even ($`\sigma =0`$) or odd ($`\sigma =1/2`$) wave functions
$$\begin{array}{c}\mathrm{\Psi }_\sigma (z,\overline{z})=\psi _\sigma (z^2,\overline{z}^2)(z/\overline{z})^{2\sigma }:\\ \psi _\sigma (|w|,\mathrm{arg}w+2\pi )=\psi _\sigma (|w|,\mathrm{arg}w).\end{array}$$
(22)
This implies that the range of definition of $`w`$ can be restricted, without loss of generality, to $`\mathrm{arg}w[0,2\pi )`$. In that case, the resulting system is the Coulomb problem on the hyperboloid given by the Schrödinger equation
$$H_C^{}(\gamma ,r_0|p_\sigma ,\overline{p}_\sigma ,w,\overline{w})\psi _\sigma =_C\psi _\sigma $$
(23)
where $`\gamma ,_C,r`$ are given by (16), $`H_C^{}`$ denotes the Hamiltonian of the Coulomb system on pseudosphere with the momenta operators
$$p_\sigma =i\frac{}{w}\frac{\sigma }{iw},\overline{p}_\sigma =i\frac{}{\overline{w}}+\frac{\sigma }{i\overline{w}}.$$
(24)
Hence, the resulting Coulomb system includes the interaction with the magnetic vortex (an infinitely thin solenoid) with the magnetic flux $`\pi \sigma `$ and zero strength $`rot\sigma /w=0`$. Such composites are tipical representatives of anyonic systems with the spin $`\sigma `$ . So, we get a conventional $`2d`$ Coulomb problem on the hyperboloid at $`\sigma =0`$ and those with spin $`1/2`$ generated by the magnetic flux, at $`\sigma =1/2`$. Taking into account the relations (16), one can rewrite the oscillator’s energy spectrum (20) as follows
$$\sqrt{\frac{1}{4r_0^2}ϵ\frac{2\gamma }{r_0}2_C}=\frac{2\gamma }{N+1}ϵ\frac{N+1}{2r_0}.$$
(25)
From this expression one can easily obtain the energy spectrum of the reduced system on the pseudosphere
$$_C=\frac{N_\sigma (N_\sigma +1)}{2r_0^2}\frac{\gamma ^2}{2(N_\sigma +1/2)^2},$$
(26)
where
$$\begin{array}{c}N_\sigma =n_r+m_\sigma ,m_\sigma =M/2,\\ n_r,m_\sigma \sigma ,N_\sigma \sigma =0,1,\mathrm{},N_\sigma ^{max}\sigma .\end{array}$$
(27)
Here $`m_\sigma `$ denotes the eigenvalue of the angular momentum of the reduced system, and $`n_r`$ is the radial quantum number of the initial (and reduced) system. Notice, that the magnetic vortex shifts the energy levels of the two-dimensional Coulomb system which is nothing but the reflection of Aharonov-Bohm effect.
It is seen, that the whole spectrum of the oscillator on pseudosphere ($`ϵ=1`$) transforms into the spectra of the constructed Coulomb systems on the pseudosphere, while for the oscillator on the sphere ($`ϵ=1`$) the positivity of l. h. s. of (25) restricts the admissible values of $`N_\sigma `$. So, only the part of the spectrum of the oscillator on the sphere transforms into the spectrum of Coulomb system. Hence, in both cases we get the same result
$$N_\sigma ^{max}=\left[\sqrt{r_0\gamma }(1/2+\sigma )\right].$$
(28)
To obtain the flat limit we perform the rescaling
$$(z,\pi )(\frac{z}{2R_0},\mathrm{\hspace{0.33em}2}R_0\pi ),(w,p)(\frac{w}{4r_0},\mathrm{\hspace{0.33em}4}r_0p),$$
where $`r_0=R_0^2`$, and then take the limit $`R_0\mathrm{}`$. In this limit, the oscillator on the (pseudo)sphere results in the conventional circular oscillator
$$H=2\pi \overline{\pi }+\frac{\alpha ^2z\overline{z}}{2},\omega =d\pi dz+d\overline{\pi }d\overline{z},$$
(29)
which possesses the hidden $`su(2)`$ symmetry given by the constants of motion
$$\begin{array}{c}J=i(\pi z\overline{\pi }\overline{z}),𝐈=2\pi ^2+\alpha ^2\overline{z}^2/2:\\ \{\overline{𝐈},𝐈\}=4i\alpha ^2J,\{𝐈,J\}=2i𝐈.\end{array}$$
(30)
The canonical transformation (14) remains unchanged, the energy level of oscillator converts into the energy level of the Coulomb problem with coupling constant $`E_{}/2`$ and the energy $`\alpha ^2/2`$. The oscillator’s constants of motion $`J`$ and $`𝐈`$ yield, respectively, the doubled angular momentum and the doubled Runge-Lenz vector
$$𝐀=4ipJ+\frac{E}{2}\frac{\overline{w}}{|w|}.$$
In the quantum case, the even states of the oscillator yield the conventional Coulomb system, while the odd states yield the Coulomb system in the presence of magnetic vortex generating spin $`1/2`$.
Let us briefly discuss the Bohlin transformation for the oscillator on the (pseudo)sphere interacting with constant magnetic field $`B_0`$. This system can be defined by the following replacement of the symplectic structure (6) and of the rotation generators (7)
$$\omega \omega +B_0\frac{i4R_0^2dzd\overline{z}}{(1+ϵz\overline{z})^2},J_iJ_i+4R_0B_0x_i,$$
(31)
which preserves the algebra (8) and shifts the initial Hamiltonian (10) on the constant $`(4B_0)^2`$.
Consequently, the modified system also possesses the hidden symmetry given by (11), (12). The Bohlin transformation (14) of the modified oscillator yields the Coulomb system on the pseudosphere interacting with the magnetic field
$$B_C=\frac{B_0}{2r_0}\left(\frac{x_{(C)3}}{|𝐱|}ϵ\right).$$
(32)
It is easy to see, that the $`2p`$dimensional oscillator on (pseudo)sphere can be connected to the $`(p+1)`$dimensional Coulomb-like systems on pseudosphere in the same manner as in higher dimensions ($`p=2,4`$). Indeed, in stereographic coordinates, the oscillator on $`2p`$-dimensional (pseudo)sphere is described by the Hamiltonian system given by (6), (10), where the following replacement is performed $`(z,\pi )(z^a,\pi _a)`$, $`a=1,\mathrm{},p`$ with the summation over these indices. Consequently, the oscillator’s energy surfaces are of the form (13). Further reduction to the $`(p+1)`$-dimensional Coulomb-like system on pseudosphere repeats the corresponding reduction in the flat case .
For example, if $`p=2`$, we reduce the system under consideration by the Hamiltonian action of the $`U(1)`$ group given by the generator
$$J=i(z\pi \overline{z}\overline{\pi }).$$
(33)
For this purpose, we have to fix the level surface $`J=2s`$ and choose the $`U(1)`$-invariant stereographic coordinates in the form of conventional Kustaanheimo-Stiefel transformation (see also )
$$𝐮=z𝝈\overline{z},𝐩=\frac{z𝝈\pi +\overline{\pi }𝝈\overline{z}}{2(z\overline{z})},$$
(34)
where $`𝝈`$ are the Pauli matrices.
As a result, the reduced symplectic structure reads
$$d𝐮d𝐩+s\frac{(𝐮\times d𝐮)d𝐮}{|𝐮|^3},$$
(35)
while the oscillator’s energy surface takes the form
$$\frac{(1𝐮^2)^2}{8r_0^2}(𝐩^2+\frac{s^2}{𝐮^2})\frac{\gamma }{r_0}\frac{1+𝐮^2}{2|𝐮|}=_C,$$
(36)
where $`r_0`$, $`\gamma `$, $`_C`$ are defined by the expressions (16).
Interpreting $`𝐮`$ as the real stereographic coordinates of three-dimensional pseudosphere
$$𝐱=r_0\frac{2𝐮}{1𝐮^2},x_4=r_0\frac{1+𝐮^2}{1𝐮^2},$$
(37)
we conclude that (36) defines the energy surface of the pseudospherical analog of a Coulomb-like system proposed in Ref., that describing the interaction of two non-relativistic dyons.
In $`p=4`$ case, we have to reduce the system by the action of the $`SU(2)`$ group and choose the $`SU(2)`$invariant stereographic coordinates and momenta in the form corresponding to the standard Hurwitz transformation which yields a pseudospherical analog of the so-called $`SU(2)`$-Kepler (or Yang-Coulomb) system .
Acknowledgments. The authors are grateful to V. M. Ter-Antonyan for valuable discussions and C. Groshe for drawing their attention to Ref.. A.N. thanks D. Fursaev and C. Sochichiu for useful comments and interest in the work. The work of G.P. is partially supported by RFBR grants 98-01-00330 and 00-02-81023.
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# I Introduction
## I Introduction
It is known that dimerization lowers the ground state energy of a spin-half isotropic Heisenberg antiferromagnet . In other words, the system stands to gain energy by such lattice deformations that render it dimerized with alternate weaker and stronger bonds between spins on neighboring sites. On the other hand the lattice distortions cost energy and it is the net energy balance that would determine whether the gain in magnetic energy $`\epsilon (\delta )\epsilon (0)`$ is large enough to affect the spin-Peierls transition through dimerization. In a phenomenological theory, this is usually seen in terms of an exponent showing the dependence of magnetic and elastic energies on the dimerization parameter $`\delta ;`$ where $`0\delta <1`$. The parameter $`\delta `$ describes the extent of lattice deformation, i.e., it gives the displacement of the $`i`$th atom through $`u_i=\frac{1}{2}(1)^i\delta `$. The spin-dimer formation is usually described by the Hamiltonian
$$H=J\underset{i}{}[1+(1)^i\delta ]𝐒_i𝐒_{i+1}$$
(1)
envisaging alternate stronger and weaker exchange bonds $`J(1+\delta )`$ and $`J(1\delta )`$. These bonds can , in fact, be seen to result from the ansatz $`J(a)=\frac{J}{a}`$. Thus when the distance between a pair of spins decreases from $`a`$ to $`a(1\delta )`$, the exchange coupling is taken to change from $`J`$ to approximately $`J(1+\delta )`$.
Since $`0\delta 1`$, and since elastic energies go typically as $`\delta ^2`$, therefore if the magnetic energy gain varies with $`\delta `$ with an exponent less than 2 then in the limit $`\delta 0`$, the gain would overwhelm the cost. In situations where the ground state is amenable to dimerization, the spin-Peierls transition will be unconditional .
Such aspects as these have been studied extensively in Heisenberg antiferromagnetic chains, as summarized in Table 1. This aspect has also been revealed by experiments on quasi-one dimensional Heisenberg antiferromagnet CuGeO<sub>3</sub> .
The situation in two-dimensions is a little more involved because of the possibility of frustration due to a competing antiferromagnetic second neighbour interaction which can in principle destroy any LRO of the Neel type as well as the possibility of dimerization. Much of the study of two-dimensional Heisenberg antiferromagnet has therefore remained focused on the destruction of order by frustration. Moreover, the ground state of a Heisenberg antiferromagnet on a square lattice at zero temperature is Neel-ordered and a critical value of spin-lattice coupling is required for the gain in magnetic energy to affect a spin-Peierls transition . It is assumed below that the spin-lattice coupling is above the threshold, allowing for dimerization of the lattice. The spin configuration is expected to remain Neel-like under dimerization. This is true in the absence of either frustration or quantum fluctuations which lead to a melting of the Neel lattice.
The matter of frustration and quantum fluctuation aside, a simple dimerization of a square lattice is interesting in its own right because the lattice distortions can take place in more than one way, each one of the possible configurations giving a different dependence of the ground state energy on the dimerization parameter.
Figure (1) shows a few such configurations. Fig.(a) describes a columnar configuration caused by one longitudinal static ($`\pi ,0`$) phonon, in which the nearest neighbour distances along the $`x`$-axis are taken to vary alternately as $`a(1+\delta )`$, while those along the $`y`$-direction remain $`a`$. Fig.(b) shows a staggered configuration in which the lattice deformation along the $`x`$-direction is alternated as in Fig.(a), but the sequence of alternations is itself alternated as one goes along the $`y`$-direction. It is caused by a $`(\pi ,\pi )`$ phonon with polarization along the $`x`$-axis. The difference between the earlier considerations of this configuration and ours is that we take into account the elongation in the exchange bond along the $`y`$-direction also, making it dependent upon the dimerization parameter $`\delta `$. While the coupling along the $`x`$-direction is alternately $`\frac{J}{1\delta }`$ and $`\frac{J}{1+\delta }`$, it is uniformly $`\frac{J}{\sqrt{(1+\delta ^2)}}`$ along the $`y`$-direction.
In contrast to the configurations (a) and (b), those in Figs.(c), (d) and (e) allow for simultaneous dimerization along both $`x`$\- and $`y`$-directions in the plane. The difference between (c) and (d) is the same as that between (a) and (b): configuration (c) is columnar and (d) is staggered. The former, caused by two phonons with wavevectors $`(\pi ,0)`$ and $`(0,\pi )`$, is called plaquette configuration . Fig.(e) shows a much studied configuration, caused by a longitudinal $`(\pi ,\pi )`$ phonon mode. In these three configurations also the exchange couplings in both $`x`$ and $`y`$ directions are $`\delta `$-dependent. These five configurations of a dimerized square lattice consisting of $`N`$ spins are therefore characterized by the following nearest neighbour interactions.
Configuration (a)
$`J_{x,\lambda }=\frac{J}{(1+\lambda \delta )}J(1\lambda \delta ),`$ $`\lambda =\pm 1`$
$`J_y=J.`$
That is to say, the dimerization is described by the Hamiltonian
$`H=J{\displaystyle \underset{i,j}{\overset{\sqrt{N}}{}}}\left[{\displaystyle \frac{1}{\left(1+(1)^i\delta \right)}}𝐒_{i,j}𝐒_{i+1,j}+𝐒_{i,j}𝐒_{i,j+1}\right]`$ (2)
Configuration (b)
$`J_{x,\lambda }=\frac{J}{(1+\lambda \delta )}J(1\lambda \delta ),\lambda =\pm 1`$
$`J_y=\frac{J}{\sqrt{1+\delta ^2}}J(1\frac{\delta ^2}{2})`$
and the Hamiltonian is given by
$`H=J{\displaystyle \underset{i,j}{\overset{\sqrt{N}}{}}}\left[{\displaystyle \frac{1}{\left(1+(1)^{i+j}\delta \right)}}𝐒_{i,j}𝐒_{i+1,j}+{\displaystyle \frac{1}{\sqrt{1+\delta ^2}}}𝐒_{i,j}𝐒_{i,j+1}\right].`$ (3)
Configuration (c)
$`J_{x,\lambda }=J_{y,\lambda }=\frac{J}{(1+\lambda \delta )}J(1\lambda \delta ),`$ $`\lambda =\pm 1`$
with the Hamiltonian
$`H=J{\displaystyle \underset{i,j}{\overset{\sqrt{N}}{}}}\left[{\displaystyle \frac{1}{\left(1+(1)^i\delta \right)}}𝐒_{i,j}𝐒_{i+1,j}+{\displaystyle \frac{1}{\left(1+(1)^j\delta \right)}}𝐒_{i,j}𝐒_{i,j+1}\right].`$ (4)
Configuration (d)
$`J_{x,\lambda }=\frac{J}{(1+\lambda \delta )}J(1\lambda \delta ),`$ $`\lambda =\pm 1`$
$`J_{y,\lambda }=\frac{J}{\sqrt{\delta ^2+\left(1+\lambda \delta \right)^2}}J\left(1\lambda \delta (1\frac{\lambda ^2}{2})\delta ^2\right)`$
and the Hamiltonian
$$H=J\underset{i,j}{\overset{\sqrt{N}}{}}\left[\frac{1}{\left(1+(1)^{i+j}\delta \right)}𝐒_{i,j}𝐒_{i+1,j}+\frac{1}{\sqrt{\delta ^2+\left(1+(1)^j\delta \right)^2}}𝐒_{i,j}𝐒_{i,j+1}\right].$$
(5)
Configuration (e)
$`J_{x,\lambda }=J_{y,\lambda }=\frac{J}{\sqrt{\delta ^2+\left(1+\lambda \delta \right)^2}}J\left(1\lambda \delta (1\frac{\lambda ^2}{2})\delta ^2\right),`$ $`\lambda =\pm 1`$
and the Hamiltonian
$$H=J\underset{i,j}{\overset{\sqrt{N}}{}}\frac{1}{\sqrt{\delta ^2+\left(1+(1)^{i+j}\delta \right)^2}}\left[𝐒_{i,j}𝐒_{i+1,j}+𝐒_{i,j}𝐒_{i,j+1}\right].$$
(6)
Some of the exchange couplings in Eqs.(2-6) blow up at $`\delta =1`$. Our analysis will therefore be confined to $`0\delta <1`$.
We would like to investigate the five configurations in order to see (i) which of them gives the largest gain in magnetic energy as the dimerization sets in, and (ii) whether the use of untruncated exchange coupling leads to a single power law valid for the entire range of $`\delta `$.
A number of methods can be chosen for this purpose. Spin wave theory, either modified through Takahashi constraint of zero magnetization or a Hartree-Fock approximated non-linear theory, is known to give surprisingly good results for spin-half Heisenberg antiferromagnet. Or, a spin wave theory in the spinless fermionic representation through Jordan-Wigner transformations takes care of fermionic correlations among the $`s=\frac{1}{2}`$ spins. Coupled cluster method (CCM) has also been extensively, and successfully, used for spin-half Heisenberg antiferromagnet in one and two space dimensions.
The first two methods belong to the class of mean field theories and hence are not expected to be very reliable when it comes to determining critical exponents. The coupled cluster method, on the other hand, is a perturbation method in which increasingly higher order correlations can, in principle, be incorporated at will, and which has been shown to give satisfactory results even in the lower orders of perturbation. We believe that the coupled cluster method must be sufficiently good to see which of the alternative configurations proposed here is favoured once a spin-Peierls transition sets in.
## II Application of the coupled-cluster method
In the coupled cluster method it is first necessary to define a ket state starting from a model state $`\varphi >,`$ which in our case is the Neel state. The exact ground state $`\mathrm{\Psi }>`$ of the system can then be postulated as
$$\mathrm{\Psi }>=e^𝒮\varphi >$$
(7)
where $`𝒮`$ is the correlation operator defined for an $`N`$ particle system as
$`𝒮`$ $`=`$ $`{\displaystyle \underset{n}{}}𝒮_n`$ (8)
$`\text{with }𝒮_n`$ $`=`$ $`{\displaystyle \underset{i_1\mathrm{}i_n}{}}𝖲_{i_1,\mathrm{}.,i_n}C_{i_1}^{}C_{i_2}^{}\mathrm{}\mathrm{}C_{i_n}^{}`$ (9)
and $`C_i^{}`$ is the creation operator defined with respect to the model state. The ground state energy can then be found as the eigenvalue of the Hamiltonian in the proposed ground state
$`He^𝒮\varphi >=E_ge^𝒮\varphi >`$.
Taking inner product with $`<\varphi e^𝒮`$ gives
$`E_g=<\varphi e^𝒮He^𝒮\varphi >.`$
The product $`e^𝒮He^𝒮`$ can be written as a series of nested commutators in the well-known expansion
$$e^𝒮He^𝒮=H+[H,𝒮]+\frac{1}{2!}[[H,𝒮],𝒮]+\mathrm{}\mathrm{}\mathrm{}$$
(10)
where in the present case the series terminates after the fourth term.
It is usually easier to deal with the $`s=\frac{1}{2}`$ Heisenberg Hamiltonian by applying a rotation of 180 to the up spin sublattice; $`S_xS_x,`$ $`S_yS_y`$ and $`S_zS_z`$ such that all the spins in the lattice point down. It is also convenient to replace the spin operators with Pauli matrices: $`S^j=\frac{1}{2}\sigma ^j,`$ $`j=x,y,z`$ . A general expression for the nearest neighbour spin Hamiltonian in 2D is then
$$H=\frac{J}{4}\underset{𝐥,\rho }{}\left(2(\sigma _𝐥^+\sigma _{𝐥+\rho }^++\sigma _𝐥^{}\sigma _{𝐥+\rho }^{})+\sigma _𝐥^z\sigma _{𝐥+\rho }^z\right),$$
(11)
where $`\rho `$ is a vector to the four nearest neighbours. Correspondingly, the string operator $`𝒮_n`$ can now be defined as
$$𝒮_{2n}=\frac{1}{(n!)^2}\underset{𝐢_1\mathrm{}.𝐢_n}{}\underset{𝐣_1\mathrm{}.𝐣_n}{}𝖲_{𝐢_1\mathrm{}𝐢_n;𝐣_1\mathrm{}.𝐣_n}\sigma _{𝐢_1}^+\sigma _{𝐢_2}^+\mathrm{}\sigma _{𝐢_n}^+\sigma _{𝐣_1}^+\sigma _{𝐣_2}^+\mathrm{}\sigma _{𝐣_n}^+,$$
(12)
where subscripts $`𝐢`$ and $`𝐣`$ distinguish between sites on the two sublattices. We note that for spin half $`(\sigma _𝐥^+)^2=(\sigma _𝐥^{})^2=0.`$ Truncation of the summation up to the desired level gives rise to different schemes of approximation. Taking interaction only between the spins on adjacent sites gives the so-called SUB<sub>2-2</sub> scheme. Including interactions with the second and fourth neighboring sites gives what is termed as SUB<sub>2-4</sub> scheme. And taking the previous two schemes including interaction among the four adjacent sites give us what has been termed as local SUB<sub>4</sub>, or LSUB<sub>4</sub> for short. Each one of these approximations accounts for a different order of perturbation calculation, and takes into account a different order of inter-particle correlations. It has been noted that LSUB<sub>4</sub> is a sufficiently good approximation for calculating the ground state properties of a spin-half Heisenberg system .
Consider a general case: a Hamiltonian which has four different coupling constants for nearest neighbour interactions in two space dimensions. It can be written as
$`H={\displaystyle \frac{1}{4}}{\displaystyle \underset{i,j}{\overset{\sqrt{N}/2}{}}}{\displaystyle \underset{\lambda =\pm 1}{}}\left[J_{x,\lambda }\sigma _{2i,j}\sigma _{2i+\lambda ,j}+J_{y,\lambda }\sigma _{i,2j}\sigma _{i,2j+\lambda }\right].`$ (13)
Here $`i`$ and $`j`$ are the two components of the site indices on a square lattice. The correlation operators in the LSUB<sub>4</sub> scheme are defined as
$`𝒮_2`$ $`=`$ $`{\displaystyle \underset{i,j}{}}\left[a_1\sigma _{2i,j}^+\sigma _{2i+1,j}^++b_1\sigma _{2i,j}^+\sigma _{2i1,j}^++c_1\sigma _{i,2j}^+\sigma _{i,2j+1}^++d_1\sigma _{i,2j}^+\sigma _{i,2j1}^+\right]`$ (14)
$`𝒮_3`$ $`=`$ $`{\displaystyle \underset{i,j}{}}\left[a_3\sigma _{2i,j}^+\sigma _{2i+3,j}^++b_3\sigma _{2i,j}^+\sigma _{2i3,j}^++c_3\sigma _{i,2j}^+\sigma _{i,2j+3}^++d_3\sigma _{i,2j}^+\sigma _{i,2j3}^+\right]`$ (15)
$`𝒮_4`$ $`=`$ $`{\displaystyle \underset{i,j}{}}\left[f{\displaystyle \underset{\nu =0}{\overset{3}{}}}\sigma _{2i+\nu ,j}^++g{\displaystyle \underset{\nu =0}{\overset{3}{}}}\sigma _{2i\nu ,j}^++h{\displaystyle \underset{\nu =0}{\overset{3}{}}}\sigma _{i,2j+\nu }^++l{\displaystyle \underset{\nu =0}{\overset{3}{}}}\sigma _{i,2j\nu }^+\right]`$ (16)
In these equations, the coefficients $`a_{1,}b_{1,}`$etc., are various forms of the coefficient S$`_{𝐢_1\mathrm{}𝐢_n;𝐣_1\mathrm{}.𝐣_n}`$ in the expressions for $`𝒮_{2n}`$. The ground state energy within the LSUB<sub>4</sub> approximation comes out to be
$$\text{ }E_g=\frac{1}{16}\left[J_{x,+1}\left(1+4a_1\right)+J_{x,1}(1+4b_1)+J_{y,+1}(1+4c_1)+J_{y,1}(1+4d_1)\right]$$
(17)
The coefficients $`a_1,a_2,\mathrm{},l`$ are obtained as solutions of a set of coupled nonlinear equations. These equations arise from the fact that such matrix elements as $`<\varphi 𝐎`$ $`e^𝒮He^𝒮\varphi >`$ are all zero when the operator $`𝐎`$ is any product of creation operators, particularly if it is one of the operator products in the correlation operator $`𝒮`$ above.
$`<`$ $`\sigma _{i,2j}^{}\sigma _{i,2j+\nu }^{}e^𝒮He^𝒮>=0;\nu =\pm 1,\pm 3`$ (18)
$`<`$ $`\sigma _{2i,j}^{}\sigma _{2i+\nu ,j}^{}e^𝒮He^𝒮>=0;\nu =\pm 1,\pm 3`$ (19)
$`<`$ $`\sigma _{2i,j}^{}\sigma _{2i+\nu ,j}^{}\sigma _{2i+2\nu ,j}^{}\sigma _{2i+3\nu ,j}^{}e^𝒮He^𝒮>=0;\nu =\pm 1`$ (20)
$`<`$ $`\sigma _{i,2j}^{}\sigma _{i,2j+\nu }^{}\sigma _{i,2j+2\nu }^{}\sigma _{i,j+3\nu }^{}e^𝒮He^𝒮>=0;\nu =\pm 1`$ (21)
where $`𝒮=𝒮_2+𝒮_3+𝒮_4`$. These equations translate into the following twelve equations for the unknown parameters:
$`(a_1^212a_3b_12f)J_{x,+1}+(2a_1+2a_1b_12a_3b_3)J_{x,1}=0`$
$`(2b_1+2a_1b_12a_3b_3)J_{x,+1}+(b_1^212a_1b_32g)J_{x,1}=0`$
$`(2a_3+2a_1a_3)J_{x,+1}+(2a_3a_1^2+2a_3b_1f)J_{x,1}=0`$
$`(2b_3b_1^2+2a_1b_3g)J{}_{x,+1}{}^{}+(2b_3+2b_1b_3)J{}_{x,1}{}^{}=0`$
$`(2a_3b_1+2a_1f+a_3b_1^2a_1a_3b_1)J{}_{x,+1}{}^{}+(fa_1^2+2b_1f+a_3g+2a_1a_3b_3)J{}_{x,1}{}^{}=0`$
$`(gb_1^2+2a_1g+b_3f+2a_3b_1b_3)J_{x,+1}+(2a_1b_3+2b_1g+a_1^2b_3a_1b_1b_3)J_{x,1}=0`$
$`(c_1^212c_3d_12h)J_{y,+1}+(2c_1+2c_1d_12c_3d_3)J_{y,1}=0`$
$`(2d_1+2c_1d_12c_3d_3)J_{y,+1}+(d_1^212c_1d_32l)J_{y,1}=0`$
$`(2c_3+2c_1c_3)J_{y,+1}+(2c_3c_1^2+2c_3d_1h)J_{y,1}=0`$
$`(2d_3d_1^2+2c_1d_3l)J_{y,+1}+(2d_3+2d_1d_3)J_{y,1}=0`$
$`(2c_3d_1+2c_1h+c_3d_1^2c_1c_3d_1)J_{y,+1}+(hc_1^2+2d_1h+c_3l+2c_1c_3d_3)J_{y,1}=0`$
$`(ld_1^2+2c_1l+d_3h+2c_3d_1d_3)J_{y,+1}+(2c_1d_3+2d_1l+c_1^2d_3c_1d_1d_3)J_{y,1}=0`$
Setting all the coupling constants $`J_\mu `$ equal reduces the number of equations from twelve to three and yields exactly the same equations as obtained by others . The two sets of six equations each independently determines the six coefficients contained in each of them. As expected, the equations are symmetric in some coefficients. The twelve coefficients are to be evaluated by solving the above coupled equations numerically for each of the configurations separately by substituting appropriate values of $`J_{x,\lambda }`$ and $`J_{y,\lambda }`$.
To be able to calculate the energy gap between the ground and the first excited states, we shall construct the excited ket state $`|\mathrm{\Psi }_e>`$ in term of a linear excitation operator $`𝐗,`$ which, operating on the ground state $`|\mathrm{\Psi }_0>,`$ takes the system to an excited state: $`|\mathrm{\Psi }_e>=𝐗`$ $`|\mathrm{\Psi }_0>=𝐗e^𝒮`$ $`|\varphi >.`$ This operator is constructed as a linear combination of products of creation operators
$$𝐗=\underset{n}{}X_n$$
(22)
with
$$X_n=\underset{𝐣_1\mathrm{}.𝐣_n}{}\chi _{𝐣_1\mathrm{}.𝐣_n}\sigma _{𝐣_1}^+\sigma _{𝐣_2}^+\sigma _{𝐣_n}^+.$$
(23)
The first excited state is obtained by the operator
$$X_1=\underset{𝐣}{}\chi _𝐣\sigma _𝐣^+$$
(24)
where $`𝐣`$ can be any site of the two sublattices. It is easily seen that the first excitation energy is
$$E_e=\frac{1}{8}\left(\frac{1}{2}+2a_1+2b_1+2a_3+2b_3\right)\left(J_{x,+1}+J_{x,1}\right).$$
(25)
The energy gap for a given $`\delta `$ is $`\mathrm{\Delta }(\delta )=E_e(\delta )\left|E_g(\delta )\right|.`$ We define gap parameter as $`D(\delta )=\mathrm{\Delta }(\delta )\mathrm{\Delta }(0).`$ This is the energy required to break a dimerized singlet pair for a given $`\delta `$.
To be able to calculate a quantity like staggered magnetization the need of defining the bra state arises. In fact the bra state is not simply a conjugate of the ket state defined in Eq.(7). The bra ground state wave function $`<\stackrel{~}{\mathrm{\Psi }}`$ corresponding to the ket state $`|\mathrm{\Psi }>`$ can be defined as
$`<\stackrel{~}{\mathrm{\Psi }}=<\varphi \stackrel{~}{𝒮}_{2n}e^𝒮`$
where the correlation operator $`\stackrel{~}{𝒮}`$ is built wholly out of destruction operators of the Hamiltonian used. The need of defining such operators comes from the fact that $`e^𝒮`$ is not equal to $`e^𝒮^{}`$. In our case the correlation operator is defines as
$`\stackrel{~}{𝒮}_{2n}=1+{\displaystyle \underset{n=1}{\overset{N/2}{}}}\stackrel{~}{s}_{2n}`$
with
$`\stackrel{~}{s}_{2n}={\displaystyle \frac{1}{(n!)^2}}{\displaystyle \underset{𝐢_1\mathrm{}.𝐢_n}{}}{\displaystyle \underset{𝐣_1\mathrm{}.𝐣_n}{}}\stackrel{~}{𝖲}_{𝐢_1\mathrm{}𝐢_n;𝐣_1\mathrm{}.𝐣_n}\sigma _{𝐢_1}^{}\sigma _{𝐢_2}^{}\mathrm{}\sigma _{𝐢_n}^{}\sigma _{𝐣_1}^{}\sigma _{𝐣_2}^{}\mathrm{}\sigma _{𝐣_n}^{},`$
where $`𝐢`$ and $`𝐣`$ indicate vectors in the two sublattices respectively. The first term in $`\stackrel{~}{𝒮}_{2n}`$ ensures orthonormality of the bra and ket state; i.e., $`<\stackrel{~}{\mathrm{\Psi }}\mathrm{\Psi }>`$ = $`<\varphi \mathrm{\Psi }>`$ = $`<\varphi \varphi >`$ = 1. The bra state coefficients are found by putting the matrix elements of the commutator of the Hamiltonian with a string of creation operators in the states $`\stackrel{~}{\mathrm{\Psi }}`$ and $`\mathrm{\Psi }`$ to zero.
$$<\varphi \stackrel{~}{𝒮}e^𝒮[H,\sigma _{𝐢_1}^+\sigma _{𝐢_2}^+\mathrm{}\sigma _{𝐢_n}^+\sigma _{𝐣_1}^+\sigma _{𝐣_2}^+\mathrm{}\sigma _{𝐣_n}^+]e^𝒮|\varphi >=0,n=1,2,3,\mathrm{}\text{ }$$
(26)
Equations(26) form a set of coupled linear equations for the bra coefficients $`\stackrel{~}{𝖲}`$, with the ket state coefficients already known. It is to be noted here that the series of nested commutators in $`e^𝒮[H,\sigma _{𝐢_1}^+\mathrm{}\sigma _{𝐣_n}^+]e^𝒮`$ terminates after a finite number of terms.
The correlation operators in the LSUB<sub>4</sub> scheme are:
$`\stackrel{~}{𝒮}_2`$ $`=`$ $`{\displaystyle \underset{i,j}{}}\left[\stackrel{~}{a}_1\sigma _{2i,j}^{}\sigma _{2i+1,j}^{}+\stackrel{~}{b}_1\sigma _{2i,j}^{}\sigma _{2i1,j}^{}+\stackrel{~}{c}_1\sigma _{i,2j}^{}\sigma _{i,2j+1}^{}+\stackrel{~}{d}_1\sigma _{i,2j}^{}\sigma _{i,2j1}^{}\right]`$ (27)
$`\stackrel{~}{𝒮}_3`$ $`=`$ $`{\displaystyle \underset{i,j}{}}\left[\stackrel{~}{a}_3\sigma _{2i,j}^{}\sigma _{2i+3,j}^{}+\stackrel{~}{b}_3\sigma _{2i,j}^{}\sigma _{2i3,j}^{}+\stackrel{~}{c}_3\sigma _{i,2j}^{}\sigma _{i,2j+3}^{}+\stackrel{~}{d}_3\sigma _{i,2j}^{}\sigma _{i,2j3}^{}\right]`$ (28)
$`\stackrel{~}{𝒮}_4`$ $`=`$ $`{\displaystyle \underset{i,j}{}}\left[\stackrel{~}{f}{\displaystyle \underset{\nu =0}{\overset{3}{}}}\sigma _{2i+\nu ,j}^{}+\stackrel{~}{g}{\displaystyle \underset{\nu =0}{\overset{3}{}}}\sigma _{2i\nu ,j}^{}+\stackrel{~}{h}{\displaystyle \underset{\nu =0}{\overset{3}{}}}\sigma _{i,2j+\nu }^{}+\stackrel{~}{l}{\displaystyle \underset{\nu =0}{\overset{3}{}}}\sigma _{i,2j\nu }^{}\right]`$ (29)
In these equations, the coefficients $`\stackrel{~}{a}_{1,}\stackrel{~}{b}_{1,}`$etc., are various forms of the coefficient $`\stackrel{~}{𝖲}_{𝐢_1\mathrm{}𝐢_n;𝐣_1\mathrm{}.𝐣_n}`$ in the expressions for $`\stackrel{~}{s}_{2n}`$. In the LSUB<sub>4</sub> scheme, the staggered magnetization, given by
$`M^z={\displaystyle \frac{2}{N}}{\displaystyle \underset{i}{}}<\sigma _i^z>,`$
where $`𝐢`$ runs over one sublattice only, becomes
$`M^z=1\stackrel{~}{a}_1a_1\stackrel{~}{b}_1b_1\stackrel{~}{a}_3a_3\stackrel{~}{b}_3b_32\stackrel{~}{f}f2\stackrel{~}{g}g\stackrel{~}{c}_1c_1\stackrel{~}{d}_1d_1\stackrel{~}{c}_3c_3\stackrel{~}{d}_3d_32\stackrel{~}{h}h2\stackrel{~}{l}l`$
The bra state coefficients are determined from the following set of simultaneous equations:
$`(\frac{1}{2}+\stackrel{~}{b}_1b_1+\stackrel{~}{a}_1a_1+\stackrel{~}{a}_3a_3+\stackrel{~}{b}_3b_3+b_1^2\stackrel{~}{g}+b_1a_1\stackrel{~}{f}+2\stackrel{~}{g}g+2\stackrel{~}{f}f)J_{x,+1}+`$
$`(\stackrel{~}{a}_1+\stackrel{~}{a}_1b_1\stackrel{~}{a}_3a_12\stackrel{~}{f}a_1+2\stackrel{~}{f}b_1a_1+\stackrel{~}{f}a_3b_3+\frac{1}{2}\stackrel{~}{g}b_3b_1)J_{x,1}=0`$
$`(\stackrel{~}{b}_1+\stackrel{~}{b}_1a_1\stackrel{~}{b}_3b_12\stackrel{~}{g}b_1+2\stackrel{~}{g}b_1a_1+\stackrel{~}{g}b_3a_3+\frac{1}{2}\stackrel{~}{f}a_1a_3)J_{x,+1}+`$
$`(\frac{1}{2}+\stackrel{~}{a}_1a_1+\stackrel{~}{b}_1b_1+\stackrel{~}{a}_3a_3+\stackrel{~}{b}_3b_3+\stackrel{~}{f}a_1^2+\stackrel{~}{g}b_1a_1+2\stackrel{~}{f}f+2\stackrel{~}{g}g)J_{x,1}=0`$
$`(\stackrel{~}{a}_1b_1\stackrel{~}{b}_1b_3+\stackrel{~}{a}_3+\stackrel{~}{a}_3a_12\stackrel{~}{f}b_1+\stackrel{~}{f}b_1^2\stackrel{~}{f}b_1a_1+\stackrel{~}{g}b_1b_3)J_{x,+1}+`$
$`(\stackrel{~}{a}_1b_3+\stackrel{~}{a}_3+\stackrel{~}{a}_3b_1+\stackrel{~}{f}b_3a_1+2\stackrel{~}{f}g)J_{x,1}=0`$
$`(\stackrel{~}{b}_1a_3+\stackrel{~}{b}_3+\stackrel{~}{b}_3a_1+\stackrel{~}{g}b_1a_3+2\stackrel{~}{g}f)J_{x,+1}+`$
$`(\stackrel{~}{b}_1a_1\stackrel{~}{a}_1a_3+\stackrel{~}{b}_3+\stackrel{~}{b}_3b_12\stackrel{~}{g}a_1+\stackrel{~}{g}a_1^2\stackrel{~}{g}b_1a_1+\stackrel{~}{f}a_1a_3)J_{x,1}=0`$
$`(\stackrel{~}{a}_1+2\stackrel{~}{f}a_1+\stackrel{~}{g}b_3)J_{x,+1}+(\frac{1}{2}\stackrel{~}{a}_1+\stackrel{~}{f}+2\stackrel{~}{f}b_1)J_{x,1}=0`$
$`(\frac{1}{2}\stackrel{~}{b}_1+\stackrel{~}{g}+2\stackrel{~}{g}a_1)J_{x,+1}+(\stackrel{~}{b}_1+2\stackrel{~}{g}b_1+\stackrel{~}{f}a_3)J_{x,1}=0`$
$`(\frac{1}{2}+\stackrel{~}{d}_1d_1+\stackrel{~}{c}_1c_1+\stackrel{~}{c}_3c_3+\stackrel{~}{d}_3d_3+d_1^2\stackrel{~}{l}+d_1c_1\stackrel{~}{h}+2\stackrel{~}{l}l+2\stackrel{~}{h}h)J_{y,+1}+`$
$`(\stackrel{~}{c}_1+\stackrel{~}{c}_1d_1\stackrel{~}{c}_3c_12\stackrel{~}{h}c_1+2\stackrel{~}{h}d_1c_1+\stackrel{~}{h}c_3d_3+\frac{1}{2}\stackrel{~}{l}d_3d_1)J_{y,1}=0`$
$`(\stackrel{~}{d}_1+\stackrel{~}{d}_1c_1\stackrel{~}{d}_3d_12\stackrel{~}{l}d_1+2\stackrel{~}{l}d_1c_1+\stackrel{~}{l}d_3c_3+\frac{1}{2}\stackrel{~}{h}c_1c_3)J_{y,+1}+`$
$`(\frac{1}{2}+\stackrel{~}{c}_1c_1+\stackrel{~}{d}_1d_1+\stackrel{~}{c}_3c_3+\stackrel{~}{d}_3d_3+\stackrel{~}{h}c_1^2+\stackrel{~}{l}d_1c_1+2\stackrel{~}{h}h+2\stackrel{~}{l}l)J_{y,1}=0`$
$`(\stackrel{~}{c}_1d_1\stackrel{~}{d}_1d_3+\stackrel{~}{c}_3+\stackrel{~}{c}_3c_12\stackrel{~}{h}d_1+\stackrel{~}{h}d_1^2\stackrel{~}{h}d_1c_1+\stackrel{~}{l}d_1d_3)J_{y,+1}+`$
$`(\stackrel{~}{c}_1d_3+\stackrel{~}{c}_3+\stackrel{~}{c}_3d_1+\stackrel{~}{h}d_3c_1+2\stackrel{~}{h}l)J_{y,1}=0`$
$`(\stackrel{~}{d}_1c_3+\stackrel{~}{d}_3+\stackrel{~}{d}_3c_1+\stackrel{~}{l}d_1c_3+2\stackrel{~}{l}h)J_{y,+1}+`$
$`(\stackrel{~}{d}_1c_1\stackrel{~}{c}_1c_3+\stackrel{~}{d}_3+\stackrel{~}{d}_3d_12\stackrel{~}{l}c_1+\stackrel{~}{l}c_1^2\stackrel{~}{l}d_1c_1+\stackrel{~}{h}c_1c_3)J_{y,1}=0`$
$`(\stackrel{~}{c}_1+2\stackrel{~}{h}c_1+\stackrel{~}{l}d_3)J_{y,+1}+(\frac{1}{2}\stackrel{~}{c}_1+\stackrel{~}{h}+2\stackrel{~}{h}d_1)J_{y,1}=0`$
$`(\frac{1}{2}\stackrel{~}{d}_1+\stackrel{~}{l}+2\stackrel{~}{l}c_1)J_{y,+1}+(\stackrel{~}{d}_1+2\stackrel{~}{l}d_1+\stackrel{~}{h}c_3)J_{y,1}=0`$
## III Results
The ground state energy and magnetization can now be calculated as functions of the dimerization parameter $`\delta `$ . Previous calculations have invariably taken spin-spin exchange couplings alternately as $`J(1\pm \delta )`$, which, as mentioned above, can be taken as an expansion of the interaction in Eq.(2) to order $`\delta `$, implying that the results are valid only in the critical regime $`\delta 0`$. We notice in our calculations that if in Eqs.(2-6) all the expansions are terminated at the order of $`\delta `$ then the distinction between configurations (a) and (b) disappears. On the other hand, if the expansion is taken to one order higher, then there remains no way to distinguish between configurations (c) and (d). We must therefore either go to orders beyond $`\delta ^2`$ in the expansion, or retain the interactions in their unexpanded form. We do the latter. An added advantage is that the results will then be valid in the limit $`\delta 1`$.
### A Magnetic energy gain
Our calculations confirm that, like the chain, the ground state energy of all the five configurations decreases with $`\delta `$. This is shown in Figures 2, where $`\epsilon (\delta )\epsilon (0)`$ is plotted against $`\delta `$ for the proposed configurations. This conclusion is not new for some of the configurations in Fig.1. However, what is significant is that the ground state energy goes down with $`\delta `$ more rapidly for some configurations than others. In fact, Fig. 2 shows that the $`\delta `$-dependence is markedly different for the two types of dimerized configurations: one in which dimerization takes place only along one axis, and the other, in which it occurs along both the directions. The rate of decrease is significantly higher for the latter. Also, the columnar configurations lead to a greater gain in magnetic energy than the staggered ones. It also shows that the plaquette configuration of Fig.1(c) is energetically the most favourable state, as also noted earlier . Particularly in the complete range of $`\delta `$ ($`0\delta <1`$), the plaquette configuration stands out as the most preferred one, while there is hardly a discernible difference among the configurations (a), (b) and (d).
Configuration (e) is peculiar in the sense that $`\delta =\frac{1}{2}`$ is a special point for it; the shorter bond length is symmetric about this point, having a minimum value of $`\frac{1}{\sqrt{2}}`$. At this point the distortions give rise to a rectangular lattice with sides $`\sqrt{2}`$ and $`\frac{1}{\sqrt{2}}`$. The energy gain increases with $`\delta `$ up to $`\delta =\frac{1}{2}`$, and then goes down.
It is worth pointing out here that the much simpler mean field methods of spin wave theory - either in the bosonic representation through Holstein-Primakoff transformations, or in the fermionic representation through Jordan-Wigner transformations - yield very similar results. This has been checked by us separately.
Earlier calculations on the spin-Peierls instability in a 2D system gave varied results on the critical exponents. Monte Carlo calculations of Tang and Hirsch on the Hubbard model in the limit of infinite on-site repulsion U found for the cases corresponding to our configurations (a), (b), (c) and (e) that the magnetic energy gain followed a simple power law behaviour and increased as $`\delta ^2`$. Their cases are different from ours in the sense that couplings alternated as $`J(1\pm \delta )`$, and were taken constant along the $`y`$-direction in the case (b). Feiguin et al obtained similar results for configurations (a) and (e) in the Schwinger boson representation. Quantum Monte Carlo calculations of Katoh and Imada showed that in chains that are coupled by an antiferromagnetic coupling the exponent of the magnetic energy gain in the $`\delta 0`$ limit is 1.
Our results are expected to be different from these because instead of $`J(1\pm \delta )`$, we take the unapproximated exchange coupling $`J(a)=\frac{J}{a}`$. Our CCM calculations show that the gain in magnetic energy does not vary with $`\delta `$ as a simple power law; it varies as $`\frac{\delta ^v}{\left|\mathrm{ln}\delta \right|}`$ for all the five configurations in the range $`0\delta 0.1`$ with the exponent $`\nu =1.5`$. In the complete range $`0\delta <1`$ also, they show the same dependence on $`\delta `$ with $`\nu =1`$ for the configurations (a) - (d).
It is interesting to note that earlier results show, as summarized in Table 1, that the dimerization of an antiferromagnetic chain also varies as $`\frac{\delta ^v}{\left|\mathrm{ln}\delta \right|}`$, but only in the small $`\delta `$ regime (the near critical regime). There, the factor of $`\frac{1}{\left|\mathrm{ln}\delta \right|}`$ is brought about in the renormalization group calculations as a correction due to umklapp processes . Our CCM results, however, show that even in chains this may be the case when the exchange couplings in the dimerized state are taken as $`\frac{J}{1\pm \delta }`$, instead of the approximated $`J(1\pm \delta )`$. We find for chains that the best fit is obtained with $`\frac{\delta ^v}{\left|\mathrm{ln}\delta \right|}`$ in the entire range of $`\delta `$ rather than only in the range of small $`\delta `$. With the full exchange couplings, the exponent for the chain comes out to be $`\nu =\frac{2}{3}`$ for $`0\delta <1`$, and $`\nu =1.3`$ \- 1.6 for $`0\delta 0.1`$. The latter gives a decent comparison with the numbers in Table 1.
### B The gap parameter
The $`\delta `$ dependence of the energy gap parameter $`D(\delta )`$ defined above for the five configurations is shown in Fig.3, showing greater stabilization of the dimerized state with increasing $`\delta `$. We also find that, like the magnetic energy gain, the gap parameter $`D`$ increases with $`\delta `$ as $`\frac{\delta ^v}{\left|\mathrm{ln}\delta \right|}`$ in the small $`\delta `$ regime for all the five configurations with $`\nu =1.5`$. The configurations (a) - (d) also have the same dependence on $`\delta `$ in the entire range of $`\delta `$ with $`\nu =1`$.
The difference between the dimerization of a square lattice along only one direction (Fig. 1(a) and (b)) and along both the directions (Fig. 1(c) ,(d) and (e)) is again markedly brought out in Fig. 3. Also the columnar configurations again appear as preferred modes of dimerization over the staggered configurations for having higher values of the gap parameter in the region of small $`\delta `$.
### C Staggered magnetization
Our CCM calculations in the LSUB<sub>4</sub> approximation give staggered magnetization for the un-dimerized square lattice $`M(\delta =0)`$= 0.2965, within about 2% of the exact value of 0.303. As dimerization sets in, magnetization decreases in all the configurations we have chosen, as shown in Fig. 4, in agreement with the earlier results for configuration (a). This is also the case for the entire range of $`\delta `$ ($`0\delta <1`$), except in the case of configuration (e) for which the magnetization rises again after $`\delta =\frac{1}{\sqrt{2}}`$.
The CCM calculations show that for all the five configurations, the magnetization also varies as $`\frac{\delta ^v}{\left|\mathrm{ln}\delta \right|}`$ in the small $`\delta `$ regime with the exponent $`\nu =1.5`$, exactly as the energy gain and the gap parameter. However in the regime $`0\delta <1`$, $`M`$ exhibits a simple power law dependence: $`M`$ $`\mathrm{~}`$ $`\delta ^x`$ with $`x`$ between .65 and .75, as shown in Table 2. Configuration (e) has a distinctly different behaviour in this regime.
To summarize, we have studied the spin-Peierls dimerization of a spin-half Heisenberg antiferromagnet on a square lattice taking unapproximated exchange couplings based on the ansatz $`J(a)=\frac{J}{a},`$ and assuming that the spin-lattice coupling is above the threshold to affect the spin-Peierls transition. We have included different possibilities of dimerization. The ground state energy as well as staggered magnetization decrease continuously with increasing dimerization for all the proposed configurations. Of the five configurations, those with dimerization taking place simultaneously along both the principal square axes have markedly lower ground state energies and magnetization than those with dimerization along only one of the axes, in agreement with the result of Lieb and Nachtergaele . Also, those with columnar dimerization have consistently lower energies than those with the staggered dimerization. The plaquette configuration stands out as the most favoured mode of dimerization. The energy gap parameter also corroborates the above conclusions. It has also been shown that the magnetic energy gain as well as the gap parameter and staggered magnetization depend upon the dimerization parameter $`\delta `$ as $`\frac{\delta ^v}{\left|\mathrm{ln}\delta \right|}`$, at least in the $`\delta 0`$ regime, the $`\left|\mathrm{ln}\delta \right|`$ factor coming in without any considerations of umklapp processes being included.
Figure captions
Figure 1: Five configurations for the dimerization of a square lattice. (a) a columnar configuration caused by a longitudinal $`(\pi ,0)`$ static phonon. The nearest neighbour coupling along the horizontal direction alternates between $`J(1\delta )`$ and $`J(1+\delta )`$, while that along the vertical direction remains $`J`$. (b) a staggered configuration caused by a $`(\pi ,\pi )`$ static phonon with polarization along $`x`$-direction. Like (a), the dimerization occurs along one direction only, but the sequence of alternate couplings itself alternates along the other direction. The coupling along the vertical direction is also taken to vary with $`\delta `$. (c) Dimerization along both the directions, caused by $`(\pi ,0)`$ and $`(0,\pi )`$ phonons, making a plaquette of four nearest neighbour spins. (d) Again dimerization along both the directions, but taken staggered along the vertical direction. (e) Another staggered dimerization that is caused by a longitudinal $`(\pi ,\pi )`$ phonon. Chains are formed with strong bonds. The square lattice deforms to a rectangular lattice with this mode for $`\delta =1/2`$.
Figure 2: The gain in magnetic energy $`\epsilon (\delta )\epsilon (0)`$ as dimerization sets in with increasing $`\delta `$ for the five configurations; (a) in the range $`0\delta 0.1`$, and (b) in $`0\delta <1`$.
Figure 3: Dependence of the energy gap parameter $`D`$ on $`\delta `$ for the five dimerization configurations; (a) in the range $`0\delta 0.1`$, and (b) in $`0\delta <1`$.
Figure 4: Staggered magnetization varying with $`\delta `$ for the five dimerization configurations; (a) in the range $`0\delta 0.1`$, and (b) in $`0\delta 1`$.
Table-1 : Summary of the critical exponents for spin-Peierls transition in a Heisenberg chain determined by various methods.
| Method | Interval | $`\epsilon (\delta )\epsilon (0)`$ | Exponent |
| --- | --- | --- | --- |
| Random phase app.$`^{\text{[4]}}`$ | $`0\delta 1`$ | $`\delta ^x`$ | $`x=4/3`$ |
| Renormalization group$`^{\text{[5]}}`$ | $`0\delta 1`$ | $`\delta ^x`$ | $`x=1.53`$ |
| 2-level RG$`^{\text{[6]}}`$ | $`0\delta 1`$ | $`\delta ^x`$ | $`x=1.78`$ |
| | $`0.05\delta 0.1`$ | $`\delta ^{2\nu }`$$`/`$$`\mathrm{ln}`$$`(`$$`\delta `$$`)`$$``$ | $`2\nu =1.68_{0.36}^{+0.13}`$ |
| | $`0.4\delta 0.5`$ | $`\delta ^{2\nu }`$$`/`$$`\mathrm{ln}`$$`(`$$`\delta `$$`)`$$``$ | $`2\nu =1.31\pm 0.02`$ |
| Excitation spectrum$`^{\text{[7]}}`$ | $`0\delta 1`$ | $`\delta ^x`$ | $`x=1.36_{0.2}^{+0.1}`$ |
| Valence bond$`^{\text{[8]}}`$ | $`\delta 0.05`$ | $`\delta ^{2\nu }`$$`/`$$`\mathrm{ln}`$$`(`$ $`\delta `$$`)`$$``$ | $`\nu =2/3`$ |
| | $`\delta 0.05`$ | $`\delta ^x`$ | $`x=1.36_{0.2}^{+0.1}`$ |
| Finit size scaling$`^{\text{[9]}}`$ | $`0\delta 0.1`$ | $`\delta `$$`{}_{}{}^{2\nu }/`$$`\mathrm{ln}`$$`(`$$`\delta `$$`)`$$``$ | $`\nu =0.71\pm 0.01`$ |
| | $`0\delta 1`$ | $`\delta ^x`$ | $`x=1.34\pm 0.02`$ |
| Exact diagonalization$`^{\text{[10]}}`$ | $`0\delta 0.1`$ | $`\delta ^{2\nu }/\mathrm{ln}(\delta )`$$``$ | $`\nu =2/3`$ |
| DMRG$`^{\text{[11]}}`$ | $`\delta 0.05`$ | $`\delta ^x`$ | $`x=2/3`$ |
Table 2: Exponents obtained by the CCM method for magnetic energy gain, energy gap and magnetization for the five dimerized square lattice configurations. The logarithmic power law goes as $`\delta ^\nu /\mathrm{ln}(\delta )`$ in the five configurations for both energy gain and gap parameter for both small and full $`\delta `$. While in the staggered magnetization the logarithmic law is valid for $`\delta 0`$, but it obeys a simple power law in the full dimerization limit; $`\delta 1`$. Values of $`\nu `$ are listed in the following table.
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# Electronic Processes at the Breakdown of the Quantum Hall Effect **footnote *submitted to the Journal of the Physical Society of Japan
In the quantum Hall effect $`^{\text{?}\text{}\text{?}\text{)}}`$ (QHE), the diagonal conductivity $`\sigma _{xx}`$ is vanishingly small in the low-current regime. When the current is increased up to a critical value, $`\sigma _{xx}`$ increases by several orders of magnitude within a narrow range of the current and the QHE breaks down. $`^{\text{?}\text{}\text{?}\text{}\text{?}\text{)}}`$ In spite of extensive studies on the breakdown of QHE, $`^{\text{?}\text{)}}`$ the mechanism of the breakdown has not been fully understood. In many samples, $`\sigma _{xx}`$ increases discontinuously at the critical current and exhibits a hysteresis as a function of the current, which suggests that the breakdown of QHE belongs to the nonequilibrium phase transition. The phases below and above the transition can be considered to be homogeneous in a large class of samples, since the critical current is proportional to the sample width. $`^{\text{?}\text{}\text{?}\text{)}}`$ In this paper, we study theoretically the nonequilibrium phase transition between homogeneous states at the breakdown of the quantum Hall effect in the case of even-integer filling factors.
Among a variety of theories $`^{\text{?, }\text{?}\text{}\text{?}\text{}\text{?}\text{}\text{?}\text{}\text{?}\text{}\text{?}\text{}\text{?}\text{}\text{?}\text{}\text{?}\text{}\text{?}\text{}\text{?}\text{}\text{?}\text{}\text{?}\text{}\text{?}\text{, ?)}}`$ proposed for the mechanism of the breakdown of QHE, the hot-electron theory $`^{\text{?, ?, ?)}}`$ showed the existence of the hysteresis $`^{\text{?, ?)}}`$ and reproduced the observed abrupt change of $`\sigma _{xx}`$ with the current density. $`^{\text{?)}}`$ However, this theory $`^{\text{?)}}`$ employed an observed result to obtain the energy gain $`𝒋𝑬=\sigma _{xx}E^2`$ ($`𝒋`$: current density, $`𝑬`$: electric field) and did not study the microscopic process of $`\sigma _{xx}`$. Studies $`^{\text{?, ?)}}`$ were made for the process of $`\sigma _{xx}`$ by considering an inter-Landau-level phonon scattering. The calculated $`\sigma _{xx}`$, however, had no hysteresis as a function of the electric field and the calculated critical electric field was at least one order of magnitude larger than the observed one. The microscopic process of the energy gain and the energy dissipation remains unsolved.
In this paper we propose a Coulomb scattering within a Landau level in a slowly-varying potential as the dominant electronic process giving the energy gain. The potential in the plane of the two-dimensional electron system (2DES) is fluctuating due to ionized donors in the layer several hundred Å above 2DES, and its importance in the breakdown of QHE has been discussed in the literature. $`^{\text{?, ?, ?, ?)}}`$ Fluctuations are in a scale of $`l_{\mathrm{vh}}=0.1\mu \mathrm{m}`$ ($`l_{\mathrm{vh}}`$ is the distance between a potential hill and a neighboring valley) and have a standard deviation of $`20\mathrm{m}\mathrm{e}\mathrm{V}`$ before the screening. $`^{\text{?}\text{)}}`$ The screening does not completely wash out the fluctuations in strong magnetic fields due to the discrete nature of the energy spectrum. The screened potential has a reduced width equal to the Landau level separation $`^{\text{?}\text{}\text{?}\text{)}}`$ and, even in a filling factor of $`2N`$($`N=1,2,\mathrm{}`$), electrons (holes) populate in the $`N+1`$th ($`N`$th) Landau level (we assume the spin degeneracy). Therefore the energy dissipation occurs within a Landau level and it is much larger than that due to inter-Landau-level scatterings. In such a slowly-varying potential in strong magnetic fields, closed orbits are formed around its hills and valleys, and their typical size is of the order of $`l_{\mathrm{vh}}`$ and much larger than the magnetic length $`l`$ since $`l_{\mathrm{vh}}10l`$ in $`B=5\mathrm{T}`$. A hill orbit at the center of the Landau level is in close proximity to neighboring valley orbits and hoppings between these orbits along the electric field are the most dominant process of the energy gain. We propose a Coulomb scattering as the dominant mechanism of a hopping, in which an electron hops from a hill (valley) orbit to a valley (hill) orbit and, at the same time, one of other electrons is excited (relaxed). The dominant process for the energy loss, on the other hand, is given by acoustic-phonon deformation-potential scatterings, again, within the Landau level. In our calculations, (1) we consider only the activation transport at the Landau-level center and neglect the tunneling transport at the Landau-level edge, which limits the quantitative validity of our calculations to the higher $`T_e`$ branch with the larger $`\sigma _{xx}`$. We also assume (2) the vanishing lattice temperature: $`T_L=0`$, and (3) even-integer filling factors. Our calculations show that the electron temperature $`T_e`$ and $`\sigma _{xx}`$ exhibit a bistability above the lower critical electric field $`E_{c1}`$, giving a hysteresis as a function of $`E`$. Calculated orders of magnitude of $`E_{c1}`$ as well as $`T_e`$ and $`\sigma _{xx}`$ at $`E_{c1}`$ agree with the experimental ones.
In a steady state, the energy balance equation
$$P_G(T_e,E)=P_L(T_e,T_L),$$
(1)
holds for the energy gain $`P_G`$ and the loss $`P_L`$, and $`P_G`$ is related with the diagonal conductivity $`\sigma _{xx}`$ by
$$P_G(T_e,E)=𝒋𝑬=\sigma _{xx}(T_e)E^2.$$
(2)
We assume, following the previous works, $`^{\text{?, ?, ?)}}`$ that $`\sigma _{xx}`$ depends on $`E`$ only through $`T_e(E)`$, which is consistent with the experiment. $`^{\text{?}\text{)}}`$ The electron temperature is obtained as a function of $`E`$ from the energy balance equation.
The electron distribution function $`f(\epsilon )`$ is given by
$$f(\epsilon )=\frac{1}{\mathrm{exp}[(\epsilon \mu )/k_BT_e]+1}.$$
(3)
Since the filling factor is an even integer, $`2N`$, and the spin splitting is much smaller than $`k_BT_e`$, the chemical potential $`\mu `$ is at the middle point between the $`N`$th and the $`N+1`$th Landau levels, and the electron distribution in the $`N+1`$th Landau level and the hole distribution in the $`N`$th Landau level for both spins are described by the same function. In the following the zero of energy is taken at the center of the $`N+1`$th Landau level and $`\mu =\mathrm{}\omega _c/2`$ with $`\omega _c`$ the cyclotron frequency. The electron (hole) occupation of current-carrying states around the $`N+2`$th ($`N1`$th) Landau-level center, $`f(\mathrm{}\omega _c)`$, is neglected, which means that we restrict our calculations to a lower-$`T_e`$ range of the higher-$`T_e`$ branch.
The proposed electronic process for the energy gain is a Coulomb scattering, as illustrated in Fig. 1, from a hill orbit $`\epsilon _3`$ to a valley orbit $`\epsilon _4`$ with an excitation from $`\epsilon _1`$ to $`\epsilon _2`$ (we use the energy to label an orbit since we consider processes within one hill and one valley). We consider the excitation at the closest valley and hill from the hopping electron. Excitations at larger distances are negligible since the Coulomb matrix element, which is approximately the interaction between a point charge and a dipole, decreases with the distance $`d`$ as $`d^2`$ and the transition rate as $`d^4`$. The guiding-center distance $`\mathrm{\Delta }X`$ corresponding to the energy difference $`\mathrm{\Delta }\epsilon =\epsilon _2\epsilon _1=\epsilon _3\epsilon _4`$ is $`\mathrm{\Delta }X=\mathrm{\Delta }\epsilon /eE_l`$ with $`E_l`$ the local electric field strength due to the slowly-varying potential. The transition rate is appreciable only when $`\mathrm{\Delta }Xl`$ or smaller, since the wavefunction overlap integral $`S(\mathrm{\Delta }X)`$ (along the perpendicular direction) decreases with $`\mathrm{\Delta }X`$ as
$$S(\mathrm{\Delta }X)=\mathrm{exp}(\mathrm{\Delta }X^2/4l^2)=\mathrm{exp}(\mathrm{\Delta }\stackrel{~}{\epsilon }^2/4\stackrel{~}{v}^2),$$
(4)
where $`\mathrm{\Delta }\stackrel{~}{\epsilon }=\mathrm{\Delta }\epsilon /\mathrm{}\omega _c`$ and $`\stackrel{~}{v}=leE_l/\mathrm{}\omega _c`$. Inter-Landau-level scatterings are neglected here since the corresponding $`S(\mathrm{\Delta }X)`$ is much smaller: $`S(\mathrm{\Delta }X)=10^{11}`$ at $`\stackrel{~}{v}=0.1`$ for a quasi-elastic phonon scattering with $`eE_l\mathrm{\Delta }X=\mathrm{}\omega _c`$ and $`S(\mathrm{\Delta }X)=10^3`$ for the most dominant Coulomb scattering with $`\mathrm{\Delta }\epsilon =\mathrm{}\omega _c/2`$ (the transition rate is proportional to $`S(\mathrm{\Delta }X)^2`$ for phonon scatterings, and to $`S(\mathrm{\Delta }X)^4`$ for Coulomb scatterings). The change of electronic states due to the applied electric field is neglected since $`E_{c1}/E_l0.1`$.
The transition rate $`W_{12,34}^c`$ of the hill-to-valley Coulomb scattering is
$$W_{12,34}^c=\frac{2\pi }{\mathrm{}}|\epsilon _1\epsilon _3\left|H_c\right|\epsilon _2\epsilon _4|^2\delta (\epsilon _1+\epsilon _3\epsilon _2\epsilon _4)$$
(5)
where $`H_c`$ is the Coulomb interaction: $`H_c=e^2/ϵ|𝒓_a𝒓_b|`$ with $`ϵ`$ the dielectric constant. The matrix element of $`H_c`$ is given by
$$\epsilon _1\epsilon _3\left|H_c\right|\epsilon _2\epsilon _4=\frac{e^2}{ϵl_{\mathrm{vh}}}S(\mathrm{\Delta }X)^2f_LI_{\mathrm{orb}}.$$
(6)
$`f_L`$ is the fraction in length of the orbit $`\epsilon _4`$ in which the distance to the orbit $`\epsilon _3`$ is around $`\mathrm{\Delta }X`$. $`I_{\mathrm{orb}}`$ represents the dependence on orbital configurations. When the orbits $`\epsilon _1`$, $`\epsilon _2`$, and $`\epsilon _4`$ are circles with the common center, $`I_{\mathrm{orb}}`$ is a function of the radius $`r_1`$ of orbit $`\epsilon _1`$ as well as $`\mathrm{\Delta }X`$ ($`r_4=l_{\mathrm{vh}}/2`$), and the square root of the average of $`I_{\mathrm{orb}}^2`$ over $`r_1`$ and $`\mathrm{\Delta }X`$ is estimated to be 0.4.
The energy gain $`P_G`$ per unit area per unit time is related by
$$P_G=\frac{N_l^2N_c}{2l_{\mathrm{vh}}^2}P_{Gi}_i$$
(7)
to the energy gain $`P_{Gi}`$ in the $`i`$th pair of a hill and a valley within the $`N+1`$th Landau level with either spin. The coordination number $`N_c`$ is the average number of valleys to which an electron hops from a hill. $`N_l=4`$ is the number of possible states for each orbit with different spins and Landau indices. The energy gain due to a single hill-to-valley hopping is $`\epsilon _G=e𝑬\mathrm{\Delta }𝒓`$ with $`\mathrm{\Delta }𝒓`$ the difference between their position vectors. The chemical potential is assumed to be constant within each hill and each valley and the difference between the hill and the valley to be $`\epsilon _G`$. $`P_{Gi}`$ is given by
$`P_{Gi}=`$ $`{\displaystyle \underset{\epsilon _1,\epsilon _2,\epsilon _3,\epsilon _4}{}}f_1(1f_2)\stackrel{~}{f}_3(1f_4)W_{12,34}^c\epsilon _G`$
$``$ $`{\displaystyle \underset{\epsilon _1,\epsilon _2,\epsilon _3,\epsilon _4}{}}(1f_1)f_2(1\stackrel{~}{f}_3)f_4W_{12,34}^c\epsilon _G`$ (8)
with $`f_n=f(\epsilon _n)`$ $`(n=1,2,4)`$ and $`\stackrel{~}{f}_3=f(\epsilon _3\epsilon _G)`$. We make approximations that $`f(\epsilon _1)f(\epsilon _2)`$, $`f(\epsilon _3\epsilon _G)f(\epsilon _3)\epsilon _Gf^{}(\epsilon _3)`$, and $`f^{}(\epsilon _3)f^{}(0)`$, by assuming $`k_BT_e\mathrm{\Delta }\epsilon \stackrel{~}{v}\mathrm{}\omega _c`$ and $`k_BT_e\epsilon _G`$, which hold approximately in the higher $`T_e`$ branch around $`E_{c1}`$ if we use the value of $`T_e(E_{c1})`$ and $`E_{c1}`$ estimated below. Then $`P_{Gi}`$ becomes
$$P_{Gi}=\underset{\epsilon _1,\epsilon _2,\epsilon _3,\epsilon _4}{}f_1(1f_1)[f^{}(0)]W_{12,34}^c\epsilon _G^2.$$
(9)
In averaging $`P_{Gi}`$, we change the summation to the integration over the energy $`\epsilon `$. We assume that the density of states $`\rho (\epsilon )`$ is slowly varying so that $`\rho (\epsilon _1)\rho (\epsilon _2)`$ and $`\rho (\epsilon _3)\rho (\epsilon _4)\rho (0)`$. With use of $`\epsilon _G^2_i=(eEl_{\mathrm{vh}})^2/2`$, we obtain
$$P_G=A_G\stackrel{~}{E}^2f(0)[1f(0)]I_f$$
(10)
with
$$A_G=\frac{8}{\pi ^2h}\frac{l_{\mathrm{vh}}^6}{l^8}\left(\frac{e^2}{ϵl}f_LI_{\mathrm{orb}}\right)^2\stackrel{~}{v}^2\stackrel{~}{\rho }(0)^2N_c,$$
(11)
$`\stackrel{~}{E}=eEl/\mathrm{}\omega _c`$, and
$$I_f=_\mu ^{\mathrm{}}𝑑\epsilon \stackrel{~}{\rho }(\epsilon )^2f^{}(\epsilon ).$$
(12)
$`\rho (\epsilon )`$ is normalized to be unity when integrated within a Landau level and $`\stackrel{~}{\rho }(\epsilon )`$ is a dimensionless density of states: $`\stackrel{~}{\rho }(\epsilon )=\rho (\epsilon )\mathrm{}\omega _c`$.
As the most dominant process of the energy loss at vanishing lattice temperature, we consider the acoustic-phonon emission due to the deformation potential. The rate $`W_{12}^p`$ of the phonon emission with a transition from $`\epsilon _1`$ to $`\epsilon _2`$ is
$$W_{12}^p=\frac{2\pi }{\mathrm{}}\underset{𝒒}{}|C_q|^2|\epsilon _1\left|\mathrm{exp}(i𝒒𝒓)\right|\epsilon _2|^2\delta (\epsilon _1\epsilon _2\mathrm{}\omega _q)$$
(13)
where $`𝒒=(q_x,q_y,q_z)`$ and $`\omega _q=c_lq`$ are the phonon wavevector and angular frequency, respectively, with $`c_l`$ the group velocity of the longitudinal acoustic mode. $`C_q=qD(\mathrm{}/2\rho _mV\omega _q)^{1/2}`$ with $`D`$ the deformation potential, $`\rho _m`$ the density, and $`V`$ the volume of the sample. The matrix element is calculated to give
$$𝑑q_x𝑑q_y|\epsilon _1\left|\mathrm{exp}(i𝒒𝒓)\right|\epsilon _2|^2=\frac{(2\pi )^{3/2}}{L_pl}\frac{S(\mathrm{\Delta }X)^2}{(1+q_z^2/b^2)^3}.$$
(14)
with $`L_p`$ the perimeter of the orbit. We have used the Fang-Howard wavefunction $`^{\text{?}\text{)}}`$ along $`z`$ (perpendicular to the plane): $`\zeta _0(z)=(b^3/2)^{1/2}z\mathrm{exp}(bz/2)`$. We here put $`q_z=q`$ since $`q/(q_x^2+q_y^2)^{1/2}l\omega _c\stackrel{~}{v}/c_l3`$ at $`B`$=5T. We also assume that orbits are circles with radius $`r_0`$ and average the transition rate over $`r_0`$.
The energy loss $`P_L`$ per unit area per unit time is
$$P_L=\frac{N_l}{2l_{\mathrm{vh}}^2}P_{Li}_i$$
(15)
with
$$P_{Li}=\underset{\epsilon _1>\epsilon _2}{}f_1(1f_2)W_{12}^p(\epsilon _1\epsilon _2).$$
(16)
Using the approximations used already in the calculation of $`P_G`$: $`f(\epsilon _1)f(\epsilon _2)`$ and $`\rho (\epsilon _1)\rho (\epsilon _2)`$, we obtain
$$P_L=A_L\stackrel{~}{T}_eI_f$$
(17)
with $`\stackrel{~}{T}_e=k_BT_e/\mathrm{}\omega _c`$ and
$$A_L=\frac{4\sqrt{2}}{\pi ^{5/2}h}\frac{l_{\mathrm{vh}}}{l^3}(D\beta )^2\stackrel{~}{v}^3I_p$$
(18)
with $`\beta =(u_0/l)(\omega _c/\omega _0)`$, $`u_0^2=\mathrm{}/\rho _mc_ll^2`$, and $`\omega _0=c_l/l`$. $`I_p`$ is defined by
$$I_p=_0^{\mathrm{}}𝑑x\frac{x^2}{(1+a^2x^2)^3}\mathrm{exp}(x^2/2)$$
(19)
with $`a=\stackrel{~}{v}\omega _c/c_lb`$.
Phonon scatterings (absorptions and emissions) also give an electron hopping between a hill and a valley and contribute to the energy gain. However, the energy gain due to phonon scatterings is shown to be $`10^3`$ of that due to Coulomb scatterings even at $`T_L=T_e`$.
The energy gain $`P_G`$ and the loss $`P_L`$ are plotted as a function of the electron temperature $`T_e`$ in Fig. 2(a). The points of intersection ($`P_G=P_L`$) give $`T_e`$ in steady states. The number of points of intersection increases from one to three as increasing the electric field $`E`$ through a critical value $`E_{c1}`$, and a bistability appears above $`E_{c1}`$ (one of three in the middle corresponds to an unstable state). The nonlinear $`T_e`$ dependence of $`P_G`$ giving this bistability is due to the presence of the activation energy for the current-carrying states at the Landau-level center. $`T_e=0`$ is a stable solution at any $`E`$ and the upper critical field is $`E_{c2}=\mathrm{}`$, since $`P_G=P_L=0`$ at $`T_e=0`$ in the present approximations of $`T_L=0`$ and no tunneling conduction. $`T_e`$ in steady states as a function of $`E`$ is given by the equation $`P_G=P_L`$ which is simplified to
$$\frac{A_G}{A_L}\stackrel{~}{E}^2=g(\stackrel{~}{T}_e)\stackrel{~}{T}_e[\mathrm{exp}(1/2\stackrel{~}{T}_e)+\mathrm{exp}(1/2\stackrel{~}{T}_e)+2],$$
(20)
and is plotted with $`\sigma _{xx}(E)=P_G/E^2`$ in Fig. 2(b). At the critical point, $`\stackrel{~}{T}_{ec}\stackrel{~}{T}_e(E_{c1})=0.32`$, and $`A_G\stackrel{~}{E}_{c1}^2/A_L=2.2`$.
The estimate of the critical electron temperature is free from ambiguities in values of $`A_G`$ and $`A_L`$ and is given by $`T_{ec}=0.32\mathrm{}\omega _c/k_B`$. Unfortunately, there exists no direct experimental estimate of $`T_e`$. Indirect estimates have been made from the energy balance equation using the observed temperature dependence of $`\sigma _{xx}`$ at $`EE_{c1}`$ and a calculated energy loss. $`^{\text{?, }\text{?}\text{)}}`$ Theoretical and experimental estimates of $`T_e`$ at $`E_{c1}`$ are
$`T_{ec}(\mathrm{theory})`$ $`=`$ $`32\mathrm{K}(B=5\mathrm{T}),`$
$`T_{ec}(\mathrm{ref}.\mathrm{?})`$ $`=`$ $`8\mathrm{K}(B=3.8\mathrm{T}),`$
$`T_{ec}(\mathrm{ref}.\mathrm{?})`$ $`=`$ $`15\mathrm{K}(B=7.6\mathrm{T}).`$
The discrepancy between the theory and the experiments is reduced if we consider in the theory the nonzero lattice temperature and the smaller activation energy $`E_{\mathrm{ac}}`$. In the present theory $`E_{\mathrm{ac}}=\mathrm{}\omega _c/2`$, while $`E_{\mathrm{ac}}=0.7\mathrm{}\omega _c/2`$ from the observed $`\sigma _{xx}(T)`$$`^{\text{?)}}`$
The estimate of the lower critical field $`E_{c1}`$ depends on $`A_L/A_G`$. We use $`B=5\mathrm{T}`$, $`l_{\mathrm{vh}}/l=10`$, $`b=0.03\mathrm{\AA }^1`$, $`\stackrel{~}{v}=0.1`$, $`D`$=10eV, $`\rho _m=5.3\times 10^3\mathrm{kg}/\mathrm{m}^3`$, $`c_l=5\times 10^3\mathrm{m}/\mathrm{s}`$, $`N_c=2`$, $`f_L=0.1`$ and $`<I_{\mathrm{orb}}^2>^{1/2}=0.4`$, and assume that $`\rho (\epsilon )=`$const. Then we obtain
$`E_{c1}(\mathrm{theory})`$ $`=`$ $`20\mathrm{V}/\mathrm{cm}(B=5\mathrm{T}),`$
$`E_{c1}(\mathrm{ref}.\mathrm{?})`$ $`=`$ $`65\mathrm{V}/\mathrm{cm}(B=4.7\mathrm{T}),`$
$`E_{c1}(\mathrm{ref}.\mathrm{?})`$ $`=`$ $`40\mathrm{V}/\mathrm{cm}(B=3.8\mathrm{T}),`$
$`E_{c1}(\mathrm{ref}.\mathrm{?})`$ $`=`$ $`100\mathrm{V}/\mathrm{cm}(B=7.6\mathrm{T}).`$
The order of magnitude agrees between the theory and the experiments. Since there are large ambiguities in values of $`l_{\mathrm{vh}}/l`$, $`N_c`$, and $`f_L`$, the discripancy between the theory and the experiments is within the limitation of accuracy ($`E_{c1}N_c^{1/2}`$ and $`N_c`$ takes a smaller value in a sparse network of conduction channels between hills and valleys, which is probable in disordered potentials $`^{\text{?)}}`$). Note that $`E_{c1}`$ in the real system is larger than the present theoretical estimate, since we have neglected fluctuations around the homogeneous steady state.
The estimate of the energy dissipation at $`E_{c1}`$ is given by $`P_G(T_{ec},E_{c1})=P_L(T_{ec})`$, and depends on $`A_L`$ and $`I_f`$. Theoretical and experimental estimates of $`P_G`$ at $`E_{c1}`$ are
$`P_{Gc}(\mathrm{theory})`$ $`=`$ $`5\times 10^2\mathrm{Js}^1\mathrm{cm}^2(B=5\mathrm{T}),`$
$`P_{Gc}(\mathrm{ref}.\mathrm{?})`$ $`=`$ $`1.5\times 10^2\mathrm{Js}^1\mathrm{cm}^2(B=4.7\mathrm{T}),`$
$`P_{Gc}(\mathrm{ref}.\mathrm{?})`$ $`=`$ $`0.8\times 10^2\mathrm{Js}^1\mathrm{cm}^2(B=3.8\mathrm{T}),`$
$`P_{Gc}(\mathrm{ref}.\mathrm{?})`$ $`=`$ $`0.6\times 10^2\mathrm{Js}^1\mathrm{cm}^2(B=7.6\mathrm{T}).`$
The agreement in $`P_{Gc}`$ is poorer than in $`E_{c1}`$, possibly because $`P_{Gc}`$ depends stronger on $`A_L`$.
In conclusion, we have considered the Coulomb scattering between localized orbits as an electronic process for the energy dissipation in the breakdown of the quantum Hall effect in the presence of slowly-fluctuating potentials. Compared to the previous theories based on inter-Landau-level phonon scatterings, we have obtained better agreements with the experiment in the value of the lower critical electric field, and in the existence of the bistability.
The author would like to thank T. Ando, S. Komiyama, N. Tokuda, and Y. Asano for valuable discussions.
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# Untitled Document
CERN-TH/2000-165
Lattice regularization of chiral gauge theories
to all orders of perturbation theory
Martin Lüscher$`^{}`$ On leave from Deutsches Elektronen-Synchrotron DESY, D-22603 Hamburg, Germany
CERN, Theory Division
CH-1211 Geneva 23, Switzerland
Abstract
In the framework of perturbation theory, it is possible to put chiral gauge theories on the lattice without violating the gauge symmetry or other fundamental principles, provided the fermion representation of the gauge group is anomaly-free. The basic elements of this construction (which starts from the Ginsparg–Wilson relation) are briefly recalled and the exact cancellation of the gauge anomaly, at any fixed value of the lattice spacing and for any compact gauge group, is then proved rigorously through a recursive procedure.
1. Introduction
In chiral gauge theories the perturbation expansion is not easy to set up consistently, because the widely used regularization methods (and also the BPHZ finite-part prescription) violate the gauge symmetry. Non-invariant counterterms must then be included in the action, with coefficients chosen so as to restore the symmetry after renormalization and removal of the regularization \[?–?\]. As a consequence the proof of the renormalizability of these theories is far more complicated than in the case of ordinary gauge theories. The complexity of the subtraction procedure also presents a difficulty in practice when calculating higher-order corrections to electroweak processes (see refs. \[?,?\] for a recent discussion and further references).
Essentially the same (regularization plus subtraction) strategy can be adopted in lattice gauge theory, where it is referred to as the “Rome approach” \[?–?\]. In this case the BRS invariance is broken by the Wilson term, which is needed in the fermion action to avoid the infamous species-doubling problem. The symmetry is then recovered in the continuum limit after adding the appropriate counterterms.
In the present paper a different approach is described, in which the regularization preserves the gauge invariance of the theory to all orders of the gauge coupling. For many years this seemed to be excluded, but after the rediscovery of the Ginsparg–Wilson relation \[?–?\] the situation changed and a general formulation of chiral gauge theories on the lattice has emerged, where the cancellation of the symmetry-breaking terms at any fixed value of the lattice spacing reduces to a local cohomology problem \[?–?\]. The latter appears at the one-loop level, and once the symmetry is restored to this order of the loop expansion, the theory is guaranteed to be gauge-invariant at all higher orders too.
The cohomology problem was first solved for abelian gauge groups \[?,?\], and the general solution, to all orders of the gauge coupling and for any compact gauge group, has recently been obtained by Suzuki \[?\]$``$ Beyond perturbation theory the solution of the cohomology problem is known for abelian gauge groups \[?,?\] and for $`\mathrm{SU}(2)\times \mathrm{U}(1)`$ \[?\]. The consistent formulation of chiral lattice gauge theories at this level also requires a proof of the absence of global topological obstructions. So far this has only been achieved in the abelian case \[?\]. . In his paper Suzuki starts from the Wess–Zumino consistency condition and roughly follows the established strategies in the continuum theory \[?–?\]. This turns out to be rather complicated, but as will be shown here the exact anomaly cancellation can also be proved in a more direct and significantly simpler way.
In the next section the formulation of chiral lattice gauge theories along the lines of refs. \[?–?\] is briefly recalled. The Feynman rules in these theories (sect. 3) are essentially as in lattice QCD, except for the chiral projectors in the fermion propagator and a set of additional local gauge field vertices with five or more legs that constitute the solution of the cohomology problem alluded to above. In sect. 4 an algebraic proof of the existence of this solution is given, using the classification theorem for topological fields in abelian lattice gauge theories of refs. \[?,?\]. The paper ends with a short discussion of further results and a few concluding remarks.
2. Chiral lattice gauge theories
The chiral gauge theories discussed in this and the following two sections involve a multiplet of left-handed fermions but no Higgs fields or other matter fields, since these can be easily included later if so desired. For simplicity any details of the lattice formulation that are only relevant at the non-perturbative level (global anomalies, for example \[?–?\]) will be skipped over without further notice.
2.1 Fields and lattice action
As usual the theory is set up on a four-dimensional euclidean lattice with spacing $`a`$. The gauge group $`G`$ is assumed to be a compact connected Lie group, and the gauge field is represented by link variables $`U(x,\mu )G`$, where $`x`$ runs over all lattice points and $`\mu =0,\mathrm{},3`$ labels the lattice axes. We first consider lattice Dirac fields $`\psi (x)`$ that transform according to some unitary representation $`R`$ of the gauge group and defer the discussion of how to eliminate the right-handed components to the next subsection.
A key element of the present approach to chiral lattice gauge theories is the choice of a lattice Dirac operator $`D`$ that satisfies the Ginsparg–Wilson relation \[?\]
$$\begin{array}{c}\text{ }\gamma _5D+D\gamma _5=aD\gamma _5D\text{(2.1)}\text{ }\hfill \end{array}$$
and the hermiticity condition $`D^{}=\gamma _5D\gamma _5`$. The operator should also be local, gauge-covariant and have a number of further properties \[?,?\], as any other acceptable lattice Dirac operator. A relatively simple expression, which fulfils all these requirements, is given by \[?\]
$$\begin{array}{c}\text{ }D=\frac{1}{a}\left\{1A(A^{}A)^{1/2}\right\},A=1aD_\mathrm{w},\text{(2.2)}\text{ }\hfill \end{array}$$
where $`D_\mathrm{w}`$ denotes the standard Wilson–Dirac operator
$$\begin{array}{c}\text{ }D_\mathrm{w}=\frac{1}{2}\left\{\gamma _\mu (_\mu +_\mu )a_\mu _\mu \right\}\text{(2.3)}\text{ }\hfill \end{array}$$
(see appendix A for unexplained notations). In the following we shall stick to this operator, but it should be emphasized that other acceptable solutions of the Ginsparg–Wilson relation would do just as well. For perturbation theory it would actually be sufficient to provide a solution in the form of a formal power series expansion in the gauge potential.
In the present context the standard plaquette action
$$\begin{array}{c}\text{ }S_\mathrm{G}[U]=\frac{1}{g_0^2}\underset{x}{}\underset{\mu ,\nu }{}\mathrm{Re}\mathrm{tr}\{1P(x,\mu ,\nu )\},\text{(2.4)}\text{ }\hfill \\ \\ \text{ }P(x,\mu ,\nu )=U(x,\mu )U(x+a\widehat{\mu },\nu )U(x+a\widehat{\nu },\mu )^1U(x,\nu )^1,\text{(2.5)}\text{ }\hfill \end{array}$$
is a possible choice for the gauge field action, with $`g_0`$ the bare coupling, and the fermion action is taken to be of the usual form
$$\begin{array}{c}\text{ }S_\mathrm{F}[U,\overline{\psi },\psi ]=a^4\underset{x}{}\overline{\psi }(x)D\psi (x).\text{(2.6)}\text{ }\hfill \end{array}$$
At this stage the theory thus looks like lattice QCD, except for the fact that we have allowed the fermions to be in an arbitrary representation $`R`$ of the gauge group.
2.2 Chiral projection
An important consequence of the Ginsparg–Wilson relation is that the fermion action admits an exact chiral symmetry \[?\] that can be used to separate the chiral components of the fermion field in a natural way \[?–?\]. One first observes that the operator $`\widehat{\gamma }_5=\gamma _5(1aD)`$ satisfies
$$\begin{array}{c}\text{ }(\widehat{\gamma }_5)^{}=\widehat{\gamma }_5,(\widehat{\gamma }_5)^2=1,D\widehat{\gamma }_5=\gamma _5D.\text{(2.7)}\text{ }\hfill \end{array}$$
The fermion action thus splits into left- and right-handed parts if the chiral projectors for fermion and antifermion fields are defined through
$$\begin{array}{c}\text{ }\widehat{P}_\pm =\frac{1}{2}(1\pm \widehat{\gamma }_5),P_\pm =\frac{1}{2}(1\pm \gamma _5),\text{(2.8)}\text{ }\hfill \end{array}$$
respectively. In particular, by imposing the constraints
$$\begin{array}{c}\text{ }\widehat{P}_{}\psi =\psi ,\overline{\psi }P_+=\overline{\psi },\text{(2.9)}\text{ }\hfill \end{array}$$
the right-handed components are eliminated and one obtains a chiral gauge theory that is completely consistent at the classical level.
2.3 Correlation functions
Expectation values of products $`𝒪`$ of the basic fields are defined through the functional integral
$$\begin{array}{c}\text{ }𝒪=\frac{1}{𝒵}\mathrm{D}[U]\mathrm{D}[\psi ]\mathrm{D}[\overline{\psi }]𝒪\mathrm{e}^{S_\mathrm{G}[U]S_\mathrm{F}[U,\overline{\psi },\psi ]},\text{(2.10)}\text{ }\hfill \end{array}$$
where $`\mathrm{D}[U]`$ denotes the standard integration measure for lattice gauge fields and the normalization factor $`𝒵`$ is defined through the requirement that $`1=1`$. The fermion integral should be restricted to the subspace of left-handed fields, which can be easily done for any given gauge field configuration. However, since the subspace of left-handed fields changes with the gauge field, there is no obvious way to fix the relative phase of the fermion integration measure at different points in field space. As a consequence the fermion partition function
$$\begin{array}{c}\text{ }\mathrm{e}^{S_{\mathrm{eff}}[U]}=\mathrm{D}[\psi ]\mathrm{D}[\overline{\psi }]\mathrm{e}^{S_\mathrm{F}[U,\overline{\psi },\psi ]}\text{(2.11)}\text{ }\hfill \end{array}$$
has a non-trivial phase ambiguity \[?–?\].
Apart from this, the fermion integral is well-defined and of the Gaussian type. Equation (2.10) can thus be rewritten in the form
$$\begin{array}{c}\text{ }𝒪=\frac{1}{𝒵}\mathrm{D}[U]\{𝒪\}_\mathrm{F}\mathrm{e}^{S_\mathrm{G}[U]S_{\mathrm{eff}}[U]},\text{(2.12)}\text{ }\hfill \end{array}$$
where $`\{𝒪\}_\mathrm{F}`$ is a sum of Wick contractions that are obtained by applying Wick’s theorem to the fermion fields in $`𝒪`$ and substituting
$$\begin{array}{c}\text{ }\{\psi (x)\overline{\psi }(y)\}_\mathrm{F}=\widehat{P}_{}S(x,y)P_+,DS(x,y)=a^4\delta _{xy},\text{(2.13)}\text{ }\hfill \end{array}$$
for the basic contraction. Note the presence of the chiral projectors in this formula, which make it explicit that the propagating fermions are left-handed.
2.4 Measure term and gauge invariance
To complete the definition of the lattice theory, we now need to say how the phase of the fermion measure is to be determined. Since only the relative phase at different points in field space matters, the problem may be approached by computing the change of the effective action $`S_{\mathrm{eff}}`$ under variations
$$\begin{array}{c}\text{ }\delta _\eta U(x,\mu )=a\eta _\mu (x)U(x,\mu ),\eta _\mu (x)=\eta _\mu ^a(x)T^a,\text{(2.14)}\text{ }\hfill \end{array}$$
of the link field (cf. appendix A). Apart from the naively expected term, the result of this calculation \[?–?\]
$$\begin{array}{c}\text{ }\delta _\eta S_{\mathrm{eff}}=\mathrm{Tr}\{\delta _\eta D\widehat{P}_{}D^1P_+\}+iL_\eta \text{(2.15)}\text{ }\hfill \end{array}$$
involves a second term (the measure term) that arises from the implicit dependence of the fermion measure on the gauge field. $`L_\eta `$ is linear in the field variation,
$$\begin{array}{c}\text{ }L_\eta =a^4\underset{x}{}\eta _\mu ^a(x)j_\mu ^a(x),\text{(2.16)}\text{ }\hfill \end{array}$$
where $`j_\mu (x)`$ is a function of the gauge field that contains all the non-trivial information about the phase of the fermion measure.
At this point little is known about this current, but it is straightforward to write down a few general requirements that turn out to be very restrictive and essentially fix the phase of the measure \[?–?\]. In perturbation theory the situation is particularly simple, and the only conditions that must be fulfilled are$``$ The notion of locality which is being used here is the same as in the earlier work on the subject (see ref. \[?\], for example). What precisely this means in perturbation theory is explained in sect. 3.
(a) The current $`j_\mu (x)`$ is a gauge-covariant local field.
(b) $`L_\eta `$ satisfies the integrability condition
$$\begin{array}{c}\text{ }\delta _\eta L_\zeta \delta _\zeta L_\eta +aL_{[\eta ,\zeta ]}=i\mathrm{Tr}\{\widehat{P}_{}[\delta _\eta \widehat{P}_{},\delta _\zeta \widehat{P}_{}]\}\text{(2.17)}\text{ }\hfill \end{array}$$
for all field variations $`\eta _\mu (x)`$ and $`\zeta _\mu (x)`$ that do not depend on the gauge field.
The measure term $`L_\eta `$ may then be interpreted as a local counterterm, which has to be included to ensure the integrability of the right-hand side of eq. (2.15). Since the existence of an underlying fermion measure is guaranteed if (b) holds \[?\], one can in fact define the theory through eqs. (2.12)–(2.16), with some particular choice of the current $`j_\mu (x)`$ that satisfies conditions (a) and (b).
In the following we adopt this point of view and shall show (in sect. 4) that such a current can be constructed to all orders of the gauge coupling if the fermion multiplet is anomaly-free, i.e. if the tensor
$$\begin{array}{c}\text{ }d_R^{abc}=2i\mathrm{tr}\{R(T^a)[R(T^b)R(T^c)+R(T^c)R(T^b)]\}\text{(2.18)}\text{ }\hfill \end{array}$$
vanishes. There are no further restrictions on the fermion representation or the gauge group, and the solution is unique up to irrelevant local terms that amount to a redefinition of the lattice action of the gauge field.
Once the phase ambiguity has been fixed in this way, the effective action $`S_{\mathrm{eff}}`$ (and thus the whole theory) can be shown to be gauge-invariant. The proof of this important result is given in appendix B. Here we only note that infinitesimal gauge transformations are generated by lattice fields $`\omega (x)`$ with values in the Lie algebra of $`G`$. The corresponding variations of the link variables are obtained by substituting
$$\begin{array}{c}\text{ }\eta _\mu (x)=_\mu \omega (x)\text{(2.19)}\text{ }\hfill \end{array}$$
in eq. (2.14), and the gauge invariance of the effective action is then equivalent to the statement that $`\delta _\eta S_{\mathrm{eff}}=0`$ for all these variations.
3. Perturbation theory
From the point of view of perturbation theory, the theories defined above are rather similar to lattice QCD with Wilson fermions. Important differences result from the use of a relatively complicated lattice Dirac operator and from the presence of the measure term, which gives rise to additional gauge field vertices. In this section we mainly address these issues, while for the more common aspects of lattice perturbation theory the reader is referred to refs. \[?–?\], for example.
3.1 Gauge fixing and BRS symmetry
When the gauge coupling $`g_0`$ is taken to zero, the functional integral (2.12) is dominated by the field configurations in the vicinity of the gauge orbit that passes through the trivial field $`U(x,\mu )=1`$. The perturbation expansion essentially amounts to a saddle-point expansion about this orbit. As usual the gauge degrees of freedom are first eliminated by including a gauge-fixing term, and the gauge-fixed theory then has an exact BRS symmetry, for any value of the lattice spacing \[?,?\]. Note that the effective action $`S_{\mathrm{eff}}`$ does not interfere with this, since it is gauge-invariant and of second order in the gauge coupling.
In the gauge-fixed theory the gauge field is parametrized through
$$\begin{array}{c}\text{ }U(x,\mu )=\mathrm{e}^{g_0aA_\mu (x)},A_\mu (x)=A_\mu ^a(x)T^a.\text{(3.1)}\text{ }\hfill \end{array}$$
The integration variables are then the components $`A_\mu ^a(x)`$ of the gauge potential, and the perturbation expansion is obtained straightforwardly by expanding all entries in the functional integral in powers of $`g_0`$. Apart from the terms that derive from the effective action $`S_{\mathrm{eff}}`$ or the fermion propagators in the Wick contracted product $`\{𝒪\}_\mathrm{F}`$, the resulting Feynman rules are exactly as in the pure gauge theory and will not be discussed here.
3.2 Expansion of the fermion propagator
The fermion propagator (2.13) may be written in the form
$$\begin{array}{c}\text{ }\{\psi (x)\overline{\psi }(y)\}_\mathrm{F}=S(x,y)P_+\text{(3.2)}\text{ }\hfill \end{array}$$
and our task is thus to expand the Green function $`S(x,y)`$ in powers of the gauge coupling. This has previously been described in refs. \[?–?\], but it may be worth while to briefly go through the main steps of this calculation to elucidate the structure of the free propagator and of the fermion-gauge-field vertices.
In position space the Dirac operator $`D`$ is represented by a kernel $`D(x,y)`$ through
$$\begin{array}{c}\text{ }D\psi (x)=a^4\underset{y}{}D(x,y)\psi (y).\text{(3.3)}\text{ }\hfill \end{array}$$
It suffices to work out the perturbation expansion
$$\begin{array}{c}\text{ }D(x,y)=\underset{k=0}{\overset{\mathrm{}}{}}D^{(k)}(x,y),\text{(3.4)}\text{ }\hfill \\ \\ \text{ }D^{(k)}(x,y)=\frac{g_0^k}{k!}a^{4k}\underset{z_1,\mathrm{},z_k}{}D^{(k)}(x,y,z_1,\mathrm{},z_k)_{\mu _1\mathrm{}\mu _k}^{a_1\mathrm{}a_k}A_{\mu _1}^{a_1}(z_1)\mathrm{}A_{\mu _k}^{a_k}(z_k),\text{(3.5)}\text{ }\hfill \end{array}$$
of the Dirac operator, since the Green function is then obtained as usual through the Neumann series
$$\begin{array}{c}\text{ }S(x,y)=S^{(0)}(x,y)a^8\underset{u,v}{}S^{(0)}(x,u)D^{(1)}(u,v)S^{(0)}(v,y)+\mathrm{}\text{(3.6)}\text{ }\hfill \end{array}$$
Note that the kernels on the right-hand side of eq. (3.5) are just the bare vertices of the theory in position space with two fermion and $`k`$ gauge field legs.
Starting from the definition (2.2) of the Dirac operator, it is possible to compute these kernels analytically in momentum space. Beyond the lowest orders the calculation leads to increasingly complicated expressions, but it is in principle straightforward and programmable. An important simplification derives from the fact that the operator $`A^{}A`$ does not act on the Dirac indices at $`g_0=0`$. It is then not difficult to show that the free Dirac operator is given by
$$\begin{array}{c}\text{ }aD^{(0)}(x,y)=_{\pi /a}^{\pi /a}\frac{\mathrm{d}^4p}{(2\pi )^4}\mathrm{e}^{ip(xy)}\left\{1\left(1\frac{1}{2}a^2\widehat{p}^2ia\gamma _\mu \stackrel{˚}{p}_\mu \right)\lambda (p)^{1/2}\right\},\text{(3.7)}\text{ }\hfill \\ \\ \text{ }\lambda (p)=1+\frac{1}{2}a^4\underset{\mu <\nu }{}\widehat{p}_\mu ^2\widehat{p}_\nu ^2,\text{(3.8)}\text{ }\hfill \end{array}$$
where the standard notations $`\widehat{p}_\mu =(2/a)\mathrm{sin}(ap_\mu /2)`$ and $`\stackrel{˚}{p}_\mu =(1/a)\mathrm{sin}(ap_\mu )`$ have been used.
To compute the fermion-gauge-field vertices, we expand the integrand in the integral representation
$$\begin{array}{c}\text{ }aD=1_{\mathrm{}}^{\mathrm{}}\frac{\mathrm{d}t}{\pi }A(t^2+A^{}A)^1\text{(3.9)}\text{ }\hfill \end{array}$$
in powers of the gauge coupling \[?\]. This yields a sum of products of simple operators, and after passing to momentum space the vertices are obtained in the form of integrals of the type
$$\begin{array}{c}\text{ }_{\mathrm{}}^{\mathrm{}}\frac{\mathrm{d}t}{\pi }\frac{P(q_1,\mathrm{},q_l)}{\left(t^2+\lambda (p_1)\right)\mathrm{}\left(t^2+\lambda (p_r)\right)},\text{(3.10)}\text{ }\hfill \end{array}$$
where the numerator is a polynomial in the sines and cosines of the incoming momenta and $`p_1,\mathrm{},p_r`$ are integer linear combinations of these. The integrals may finally be evaluated using the residue theorem.
It should be obvious from the above that the vertices are analytic functions of the incoming momenta in a complex region around the Brillouin zone. The kernel $`D^{(k)}(x,y,z_1,\mathrm{},z_k)_{\mu _1\mathrm{}\mu _k}^{a_1\mathrm{}a_k}`$ consequently falls off exponentially when the distance between any two of its arguments becomes large. Moreover the characteristic decay length is a fixed number in lattice units and hence microscopically small from the point of view of the continuum limit.
The free lattice Dirac operator and the fermion-gauge-field vertices are thus local, as should be the case in a well-behaved theory. In view of the general results of ref. \[?\], this does not come as a surprise, but having made it explicit what locality means in the present context will be helpful in the following.
3.3 Expansion of the effective action
In the perturbation expansion of the functional integral (2.12), the effective action $`S_{\mathrm{eff}}`$ gives rise to additional (non-local) gauge field vertices at the one-loop level. Up to an additive constant, the expansion of $`S_{\mathrm{eff}}`$ in powers of $`g_0`$ reads
$$\begin{array}{c}\text{ }S_{\mathrm{eff}}=\underset{k=2}{\overset{\mathrm{}}{}}\frac{g_0^k}{k!}a^{4k}\underset{z_1,\mathrm{},z_k}{}V^{(k)}(z_1,\mathrm{},z_k)_{\mu _1\mathrm{}\mu _k}^{a_1\mathrm{}a_k}A_{\mu _1}^{a_1}(z_1)\mathrm{}A_{\mu _k}^{a_k}(z_k).\text{(3.11)}\text{ }\hfill \end{array}$$
The vertices $`V^{(k)}`$ can be computed by differentiating eq. (2.15) with respect to the gauge field, but instead of $`\delta _\eta `$ another differential operator $`\overline{\delta }_\eta `$ should better be used for this, which acts on the gauge potential according to
$$\begin{array}{c}\text{ }\overline{\delta }_\eta A_\mu (x)=\eta _\mu (x)\text{(3.12)}\text{ }\hfill \end{array}$$
(cf. appendix A). The $`k`$-th order vertex is then obtained by applying this operator $`k`$ times to the effective action and setting the gauge potential to zero at the end of the calculation.
In terms of $`\overline{\delta }_\eta `$, eq. (2.15) assumes the form
$$\begin{array}{c}\text{ }\overline{\delta }_\eta S_{\mathrm{eff}}=\mathrm{Tr}\{\overline{\delta }_\eta D\widehat{P}_{}D^1P_+\}+ig_0L_{\overline{\eta }},\text{(3.13)}\text{ }\hfill \\ \\ \text{ }\overline{\eta }_\mu (x)=\left\{1+\frac{1}{2}g_0a\mathrm{Ad}A_\mu (x)+\mathrm{}\right\}\eta _\mu (x),\text{(3.14)}\text{ }\hfill \end{array}$$
where the higher-order terms in the curly bracket are given explicitly in appendix A. The differentiation of the trace term,
$$\begin{array}{c}\text{ }\underset{k1\mathrm{times}}{\underset{}{\overline{\delta }_\eta \mathrm{}\overline{\delta }_\eta }}\mathrm{Tr}\{\overline{\delta }_\eta D\widehat{P}_{}D^1P_+\}|_{A_\mu =0}=\text{ }\hfill \\ \\ \text{ }g_0^ka^{4k}\underset{z_1,\mathrm{},z_k}{}V_\mathrm{F}^{(k)}(z_1,\mathrm{},z_k)_{\mu _1\mathrm{}\mu _k}^{a_1\mathrm{}a_k}\eta _{\mu _1}^{a_1}(z_1)\mathrm{}\eta _{\mu _k}^{a_k}(z_k),\text{(3.15)}\text{ }\hfill \end{array}$$
yields the fermion loop contribution to the vertices $`V^{(k)}`$. As in the case of the fermion propagator, the projector $`\widehat{P}_{}`$ on the left-hand side of this equation may be omitted. The derivatives then act on the Dirac operator or its inverse, and as a result all fermion one-loop diagrams with $`k`$ external gauge field lines are generated.
In the next section the measure term will be obtained in the form of a power series
$$\begin{array}{c}\text{ }L_\eta =\underset{k=4}{\overset{\mathrm{}}{}}\frac{g_0^k}{k!}a^{4k+4}\underset{x,\mathrm{},z_k}{}L^{(k)}(x,z_1,\mathrm{},z_k)_{\mu \mu _1\mathrm{}\mu _k}^{aa_1\mathrm{}a_k}\text{ }\hfill \\ \\ \text{ }\times \eta _\mu ^a(x)A_{\mu _1}^{a_1}(z_1)\mathrm{}A_{\mu _k}^{a_k}(z_k),\text{(3.16)}\text{ }\hfill \end{array}$$
with coefficients $`L^{(k)}`$ that are translation-invariant and local (with exponentially decaying tails as in the case of the fermion-gauge-field vertices discussed above). Since the series starts at $`k=4`$, the vertices that derive from the measure term,
$$\begin{array}{c}\text{ }ig_0\underset{k1\mathrm{times}}{\underset{}{\overline{\delta }_\eta \mathrm{}\overline{\delta }_\eta }}L_{\overline{\eta }}|_{A_\mu =0}=\text{ }\hfill \\ \\ \text{ }g_0^ka^{4k}\underset{z_1,\mathrm{},z_k}{}V_\mathrm{M}^{(k)}(z_1,\mathrm{},z_k)_{\mu _1\mathrm{}\mu _k}^{a_1\mathrm{}a_k}\eta _{\mu _1}^{a_1}(z_1)\mathrm{}\eta _{\mu _k}^{a_k}(z_k),\text{(3.17)}\text{ }\hfill \end{array}$$
only occur at the fifth and higher orders of the gauge coupling. They are local linear combinations of the coefficients in eq. (3.16), properly symmetrized so as to comply with Bose symmetry.
4. Determination of the measure term
We are now left with the task of determining the coefficients in eq. (3.16) such that conditions (a) and (b) are satisfied to all orders of the gauge coupling (cf. sect. 2). As explained in ref. \[?\], this is equivalent to solving a local cohomology problem in 4+2 dimensions, but we shall not make use of this connection here and instead construct the solution directly through a recursive procedure, assuming that the fermion representation of the gauge group is anomaly-free. The “curvature”
$$\begin{array}{c}\text{ }F_{\eta \zeta }=i\mathrm{Tr}\{\widehat{P}_{}[\delta _\eta \widehat{P}_{},\delta _\zeta \widehat{P}_{}]\},\text{(4.1)}\text{ }\hfill \end{array}$$
which appears on the right-hand side of the integrability condition (2.17), plays an important rôle in this construction, and its properties are thus worked out first.
4.1 Gauge invariance, charge conjugation and the Bianchi identity
From the definition of the differential operator $`\delta _\eta `$ and the gauge-covariance of the projector to the left-handed fields, it follows that $`F_{\eta \zeta }`$ is invariant under gauge transformations if $`\eta _\mu (x)`$ and $`\zeta _\mu (x)`$ are transformed like gauge-covariant local fields.
The lattice Dirac operator $`D`$ has the same charge conjugation properties as the Dirac operator in the continuum theory. In terms of the kernel $`D(x,y)`$, this means that its complex conjugate is given by
$$\begin{array}{c}\text{ }D(x,y)^{}=BD(x,y)_{RR^{}}B^1,\text{(4.2)}\text{ }\hfill \end{array}$$
where $`B`$ is a $`4\times 4`$ matrix such that $`B\gamma _\mu B^1=\gamma _\mu `$. The kernel of the projector to the left-handed fields transforms exactly in the same way, and since the differential operator $`\delta _\eta `$ is real, it follows that
$$\begin{array}{c}\text{ }F_{\eta \zeta }=(F_{\eta \zeta })^{}=(F_{\eta \zeta })_{RR^{}}.\text{(4.3)}\text{ }\hfill \end{array}$$
In particular, the curvature vanishes if the representation $`R`$ is real or pseudo-real.
Apart from being antisymmetric, $`F_{\eta \zeta }`$ also satisfies the Bianchi identity
$$\begin{array}{c}\text{ }\delta _\eta F_{\zeta \lambda }+\delta _\zeta F_{\lambda \eta }+\delta _\lambda F_{\eta \zeta }+aF_{[\eta ,\zeta ]\lambda }+aF_{[\zeta ,\lambda ]\eta }+aF_{[\lambda ,\eta ]\zeta }=0.\text{(4.4)}\text{ }\hfill \end{array}$$
This can be proved in a few lines, using the commutator rule (A.6) and $`(\widehat{\gamma }_5)^2=1`$, which implies the vanishing of $`\mathrm{Tr}\{(\delta _\eta \widehat{\gamma }_5)(\delta _\zeta \widehat{\gamma }_5)(\delta _\lambda \widehat{\gamma }_5)\}`$.
4.2 Expansion of the curvature in powers of $`g_0`$
When the perturbation expansion of the Dirac operator is inserted on the right-hand side of eq. (4.1), a series of the form
$$\begin{array}{c}\text{ }F_{\eta \zeta }=\underset{k=0}{\overset{\mathrm{}}{}}\frac{g_0^k}{k!}a^{4k+8}\underset{x,\mathrm{},z_k}{}F^{(k)}(x,y,z_1,\mathrm{},z_k)_{\mu \nu \mu _1\mathrm{}\mu _k}^{aba_1\mathrm{}a_k}\text{ }\hfill \\ \\ \text{ }\times \eta _\mu ^a(x)\zeta _\nu ^b(y)A_{\mu _1}^{a_1}(z_1)\mathrm{}A_{\mu _k}^{a_k}(z_k)\text{(4.5)}\text{ }\hfill \end{array}$$
is obtained, with local coefficients $`F^{(k)}`$ that are sums of products of the fermion-gauge-field vertices. They are invariant under the adjoint action of $`G`$ (i.e. under constant gauge transformations) and change sign when the representation $`R`$ is replaced by $`R^{}`$.
We now show that all terms of order $`k2`$ are equal to zero as a consequence of the anomaly cancellation condition $`d_R^{abc}=0`$. The proof is simple and starts with the observation that the link variables in the Dirac operator only appear in the representation $`R`$. Taking the charge conjugation symmetry into account, it follows from this and the general structure of the fermion-gauge-field vertices that $`F^{(k)}`$ must be a linear combination of the tensors
$$\begin{array}{c}\text{ }\mathrm{tr}\{R(T^{c_1})\mathrm{}R(T^{c_{k+2}})\}+(1)^{k+1}\mathrm{tr}\{R(T^{c_{k+2}})\mathrm{}R(T^{c_1})\},\text{(4.6)}\text{ }\hfill \end{array}$$
where $`c_1,\mathrm{},c_{k+2}`$ is any permutation of the indices $`a,b,a_1,\mathrm{},a_k`$. In particular, the leading order term $`F^{(0)}`$ is equal to zero, and the same is true for $`F^{(1)}`$, because the tensor (4.6) is proportional to $`d_R^{c_1c_2c_3}`$ in this case.
For $`k=2`$ the vanishing of the tensor can be proved by inverting the order of the generators in both traces simultaneously, using
$$\begin{array}{c}\text{ }[R(T^a),R(T^b)]=f^{abc}R(T^c).\text{(4.7)}\text{ }\hfill \end{array}$$
The commutator terms that are generated in this way do not contribute, since they are proportional to the $`d_R^{abc}`$ symbol. At the end of the calculation, the tensor is thus reproduced with the opposite sign, which is only possible if it is equal to zero.
4.3 Solution of the integrability condition to lowest order
On the left-hand side of the integrability condition (2.17), the differential operators decrease the order of each term in the series (3.16) since
$$\begin{array}{c}\text{ }\delta _\eta =g_0^1\overline{\delta }_\eta +\mathrm{O}(1)\text{(4.8)}\text{ }\hfill \end{array}$$
(cf. appendix A). The first possibly non-zero term is thus of order $`g_0^3`$ and if we define the lowest-order parts of the measure term and the curvature through
$$\begin{array}{c}\text{ }\stackrel{ˇ}{L}_\eta =\frac{1}{4!}\frac{^4}{g_0^4}L_\eta |_{g_0=0},\stackrel{ˇ}{F}_{\eta \zeta }=\frac{1}{3!}\frac{^3}{g_0^3}F_{\eta \zeta }|_{g_0=0},\text{(4.9)}\text{ }\hfill \end{array}$$
the integrability condition at this order of the gauge coupling becomes
$$\begin{array}{c}\text{ }\overline{\delta }_\eta \stackrel{ˇ}{L}_\zeta \overline{\delta }_\zeta \stackrel{ˇ}{L}_\eta =\stackrel{ˇ}{F}_{\eta \zeta }.\text{(4.10)}\text{ }\hfill \end{array}$$
Condition (a) must be satisfied too, and this implies that $`\stackrel{ˇ}{L}_\eta `$ has to be invariant under linearized gauge transformations
$$\begin{array}{c}\text{ }A_\mu (x)A_\mu (x)+_\mu \omega (x)\text{(4.11)}\text{ }\hfill \end{array}$$
and also under constant gauge transformations (where both the gauge potential and $`\eta _\mu (x)`$ are rotated).
The following chain of arguments, which leads to a solution $`\stackrel{ˇ}{L}_\eta `$ of the problem, only makes use of the locality, gauge invariance, homogeneity and antisymmetry of $`\stackrel{ˇ}{F}_{\eta \zeta }`$ and of the Bianchi identity
$$\begin{array}{c}\text{ }\overline{\delta }_\eta \stackrel{ˇ}{F}_{\zeta \lambda }+\overline{\delta }_\zeta \stackrel{ˇ}{F}_{\lambda \eta }+\overline{\delta }_\lambda \stackrel{ˇ}{F}_{\eta \zeta }=0\text{(4.12)}\text{ }\hfill \end{array}$$
that derives from eq. (4.4). For clarity, the construction is broken up in four steps.
1. We first introduce a linear functional $`H_\eta `$ through
$$\begin{array}{c}\text{ }H_\eta =\frac{1}{5}\stackrel{ˇ}{F}_{\eta \lambda }|_{\lambda _\mu =A_\mu }=a^4\underset{x}{}\eta _\mu ^a(x)h_\mu ^a(x),\text{(4.13)}\text{ }\hfill \end{array}$$
where the second equation defines the current $`h_\mu (x)`$. Using the Bianchi identity and the homogeneity of $`\stackrel{ˇ}{F}_{\eta \zeta }`$, it is straightforward to show that
$$\begin{array}{c}\text{ }\overline{\delta }_\eta H_\zeta \overline{\delta }_\zeta H_\eta =\frac{1}{5}\left\{2\stackrel{ˇ}{F}_{\eta \zeta }\left(\overline{\delta }_\eta \stackrel{ˇ}{F}_{\zeta \lambda }+\overline{\delta }_\zeta \stackrel{ˇ}{F}_{\lambda \eta }\right)_{\lambda _\mu =A_\mu }\right\}=\stackrel{ˇ}{F}_{\eta \zeta },\text{(4.14)}\text{ }\hfill \end{array}$$
and $`H_\eta `$ thus solves the leading-order form (4.10) of the integrability condition.
2. The current $`h_\mu (x)`$ itself may be gauge-dependent, but its divergence
$$\begin{array}{c}\text{ }q(x)=_\mu h_\mu (x)\text{(4.15)}\text{ }\hfill \end{array}$$
can be proved to be invariant under linearized gauge transformations. To this end let us consider two gauge variations $`\eta _\mu (x)=_\mu \omega (x)`$ and $`\zeta _\mu (x)=_\mu \sigma (x)`$. Since the lowest-order part of the curvature is invariant under such variations, we have
$$\begin{array}{c}\text{ }\overline{\delta }_\lambda \stackrel{ˇ}{F}_{\eta \zeta }=\overline{\delta }_\eta \stackrel{ˇ}{F}_{\zeta \lambda }\overline{\delta }_\zeta \stackrel{ˇ}{F}_{\lambda \eta }=0,\text{(4.16)}\text{ }\hfill \end{array}$$
which proves that $`\stackrel{ˇ}{F}_{\eta \zeta }`$ is independent of the gauge potential and hence equal to zero. Recalling the definition (4.13), we now note that
$$\begin{array}{c}\text{ }\overline{\delta }_\zeta H_\eta =\frac{1}{5}\stackrel{ˇ}{F}_{\eta \zeta }=0.\text{(4.17)}\text{ }\hfill \end{array}$$
After substituting $`\eta _\mu (x)=_\mu \omega (x)`$ and performing a partial summation, this is easily seen to be equivalent to the statement that the divergence (4.15) is invariant under linearized gauge transformations.
3. From the above one concludes that $`q(x)`$ is a topological field, i.e. it is local, invariant under linearized gauge transformations and satisfies
$$\begin{array}{c}\text{ }a^4\underset{x}{}\overline{\delta }_\lambda q(x)=0\text{(4.18)}\text{ }\hfill \end{array}$$
for all variations $`\lambda _\mu (x)`$ of the gauge potential. In lattice gauge theories with gauge group U(1), it is known that any field with these properties can be written as a sum of a Chern polynomial plus a topologically trivial term equal to the divergence of a gauge-invariant local current \[?,?\].
The theorem and its proof literally carry over to the present situation, where the components $`A_\mu ^1(x),\mathrm{},A_\mu ^n(x)`$ behave like independent abelian gauge fields. We are actually dealing with a particularly simple case, because $`q(x)`$ is homogeneous in the gauge potential of degree $`4`$, while the general Chern polynomial has degree $`2`$ in four dimensions. The classification theorem thus implies
$$\begin{array}{c}\text{ }q(x)=_\mu k_\mu (x),\text{(4.19)}\text{ }\hfill \end{array}$$
where $`k_\mu (x)`$ is a local current that is invariant under linearized gauge transformations. In refs. \[?,?\] the current has been constructed algebraically using a lattice version of the Poincaré lemma, and while the resulting expression is rather complicated, it shows that $`k_\mu (x)`$ may be assumed to be homogeneous of degree $`4`$ and to transform covariantly under the adjoint action of the gauge group.
4. The lowest-order part of the measure term is now given by
$$\begin{array}{c}\text{ }\stackrel{ˇ}{L}_\eta =H_\eta +\overline{\delta }_\eta \left\{\frac{1}{4}a^4\underset{x}{}A_\mu ^a(x)k_\mu ^a(x)\right\}.\text{(4.20)}\text{ }\hfill \end{array}$$
Since the second term has vanishing curvature, it is immediately clear from eq. (4.14) that the integrability condition in its leading-order form (4.10) is satisfied. $`\stackrel{ˇ}{L}_\eta `$ is also local, homogeneous of degree 4 and invariant under constant gauge transformations.
To check the invariance of $`\stackrel{ˇ}{L}_\eta `$ under linearized gauge transformations, we consider a gauge variation $`\zeta _\mu (x)=_\mu \sigma (x)`$ and note that
$$\begin{array}{c}\text{ }\overline{\delta }_\zeta \stackrel{ˇ}{L}_\eta =\frac{1}{5}\stackrel{ˇ}{F}_{\eta \zeta }+\overline{\delta }_\eta \left\{\frac{1}{4}a^4\underset{x}{}\zeta _\mu ^a(x)k_\mu ^a(x)\right\}.\text{(4.21)}\text{ }\hfill \end{array}$$
Use has been made here of the definition (4.13) and of the gauge invariance of $`\stackrel{ˇ}{F}_{\eta \lambda }`$ and $`k_\mu (x)`$. We already know that eq. (4.10) holds, and the curvature $`\stackrel{ˇ}{F}_{\eta \zeta }`$ may thus be eliminated using this relation. As a result one obtains
$$\begin{array}{c}\text{ }\overline{\delta }_\zeta \stackrel{ˇ}{L}_\eta =\overline{\delta }_\eta \left\{\frac{1}{4}\stackrel{ˇ}{L}_\zeta +\frac{5}{16}a^4\underset{x}{}\zeta _\mu ^a(x)k_\mu ^a(x)\right\}\text{ }\hfill \\ \\ \text{ }=\overline{\delta }_\eta \left\{\frac{1}{4}a^4\underset{x}{}\sigma ^a(x)\left[_\mu h_\mu ^a(x)_\mu k_\mu ^a(x)\right]\right\}=0,\text{(4.22)}\text{ }\hfill \end{array}$$
where the last equality follows from eqs. (4.15) and (4.19). $`\stackrel{ˇ}{L}_\eta `$ thus fulfils all conditions to be an acceptable choice of the leading-order part of the measure term.
4.4 Determination of the higher-order terms
The clue to the construction of the measure term at the next-to-lowest order of the gauge coupling is the fact that there exists a gauge-invariant local functional $`L_\eta ^{(4)}`$ whose lowest-order part coincides with $`g_0^4\stackrel{ˇ}{L}_\eta `$. There are actually many such expressions, and a particularly simple one is given in appendix C. Once this is established, a subtracted measure term and associated curvature may be defined through
$$\begin{array}{c}\text{ }L_\eta ^{}=L_\eta L_\eta ^{(4)},\text{(4.23)}\text{ }\hfill \\ \\ \text{ }F_{\eta \zeta }^{}=F_{\eta \zeta }\left\{\delta _\eta L_\zeta ^{(4)}\delta _\zeta L_\eta ^{(4)}+aL_{[\eta ,\zeta ]}^{(4)}\right\},\text{(4.24)}\text{ }\hfill \end{array}$$
in terms of which the integrability condition (2.17) assumes the form
$$\begin{array}{c}\text{ }\delta _\eta L_\zeta ^{}\delta _\zeta L_\eta ^{}+aL_{[\eta ,\zeta ]}^{}=F_{\eta \zeta }^{}.\text{(4.25)}\text{ }\hfill \end{array}$$
The new curvature $`F_{\eta \zeta }^{}`$ is of order $`g_0^4`$, but has otherwise the same basic properties (locality, gauge invariance, homogeneity, antisymmetry, Bianchi identity) as $`F_{\eta \zeta }`$. In particular, the lowest-order part of $`L_\eta ^{}`$ can be determined by going through the steps in the previous subsection again, with the obvious changes that need to be made because the degree of homogeneity has increased by 1.
Evidently this procedure defines a recursion, which results in a series
$$\begin{array}{c}\text{ }L_\eta =\underset{k=4}{\overset{\mathrm{}}{}}L_\eta ^{(k)},\text{(4.26)}\text{ }\hfill \end{array}$$
where $`L_\eta ^{(k)}`$ is of order $`g_0^k`$. The so constructed solution has all the required properties, and by expanding the terms in eq. (4.26) in powers of the gauge coupling, one finally obtains the coefficients $`L^{(k)}`$.
5. Further comments and results
5.1 Lattice symmetries
The imaginary part of the effective action should transform like a pseudoscalar under lattice rotations and reflections, but with the measure term $`L_\eta `$ constructed in the previous section, this is not guaranteed. We can, however, enforce the symmetry by replacing $`L_\eta `$ through the symmetrized expression
$$\begin{array}{c}\text{ }\frac{1}{2^44!}\underset{\mathrm{\Lambda }\mathrm{O}(4,Z)}{}det\mathrm{\Lambda }L_\eta |_{UU^\mathrm{\Lambda },\eta \eta ^\mathrm{\Lambda }}.\text{(5.1)}\text{ }\hfill \end{array}$$
Conditions (a) and (b) then are still fulfilled and the effective action has the desired transformation behaviour.
The average (5.1) is taken over the group of integer orthogonal matrices $`\mathrm{\Lambda }`$. They act on the lattice points and the gauge field in the usual way, while in the case of the field $`\eta _\mu (x)`$ the transformation law is such that
$$\begin{array}{c}\text{ }\left[\mathrm{e}^{ta\eta _\mu (x)}U(x,\mu )\right]^\mathrm{\Lambda }=\mathrm{e}^{ta\eta _\mu ^\mathrm{\Lambda }(x)}U^\mathrm{\Lambda }(x,\mu ).\text{(5.2)}\text{ }\hfill \end{array}$$
This implies a simple transformation behaviour of the differential operator $`\delta _\eta `$ and the statement made above can then be proved straightforwardly.
5.2 Uniqueness of the measure term
Conditions (a) and (b) do not fix the measure term uniquely, but if we require that the lattice symmetries are preserved, the difference $`\mathrm{\Delta }L_\eta `$ between any two solutions can be shown to be of the form
$$\begin{array}{c}\text{ }\mathrm{\Delta }L_\eta =a^4\underset{x}{}\delta _\eta \mathrm{\Omega }(x),\text{(5.3)}\text{ }\hfill \end{array}$$
where $`\mathrm{\Omega }(x)`$ is a gauge-invariant, pseudoscalar local field. Apart from the Chern monomials, which do not contribute in perturbation theory due to their topological nature, any field of this type has dimension greater than $`4`$. Different choices of the measure term thus amount to including further terms in the lattice action that are expected to be irrelevant in the continuum limit (up to finite renormalizations).
5.3 Anomalous theories
If the fermion multiplet is anomalous, the expansion (4.5) of the curvature $`F_{\eta \zeta }`$ starts at $`k=1`$ with a term proportional to $`d_R^{abc}`$ and the lowest-order part of the measure term thus has to be a polynomial in the gauge potential of degree $`2`$. The argumentation in subsect. 4.3 then leads to a topological field $`q(x)`$ as before, but the field now has degree 2 and can be topologically non-trivial. From the results obtained in refs. \[?,?,?\], it is in fact possible to infer that
$$\begin{array}{c}\text{ }q(x)=\frac{1}{192\pi ^2}d_R^{abc}ϵ_{\mu \nu \rho \sigma }T^aF_{\mu \nu }^b(x)F_{\rho \sigma }^c(x+a\widehat{\mu }+a\widehat{\nu })+_\mu k_\mu (x),\text{(5.4)}\text{ }\hfill \end{array}$$
where $`F_{\mu \nu }(x)=_\mu A_\nu (x)_\nu A_\mu (x)`$ denotes the linearized gauge field tensor. The construction of the measure term along the lines of sect. 4 thus breaks down at this point.
5.4 Renormalizability
The lattice theories defined in this paper provide a gauge-invariant regularization of anomaly-free chiral gauge theories to all orders of the gauge coupling. Moreover the construction preserves the lattice symmetries (to the extent that this can be expected in a chiral theory) and the propagators and basic vertices have all the required properties for the Reisz power counting theorem \[?,?\] to apply.
As a consequence there is little doubt that these theories are multiplicatively renormalizable, i.e. it suffices to renormalize the gauge coupling and the fields to be able to pass to the continuum limit. Using techniques similar to those previously employed in the case of lattice QCD \[?,?\], it seems in fact quite likely that a rigorous proof of the multiplicative renormalizability can be given, even though the combinatorial aspects of the renormalization procedure may have to be reconsidered, since the functional integral does not have the standard form with a local action and field-independent integration measures for all fields.
5.5 Right-handed fermions and Higgs fields
In theories with left- and right-handed fermions there are two multiplets of chiral fields, $`\psi _L(x)`$ and $`\psi _R(x)`$, that transform according to some representations $`R_L`$ and $`R_R`$ of the gauge group. Depending on which field the lattice Dirac operator $`D`$ acts, the appropriate covariant difference operators should thus be used in eq. (2.3). The chirality constraints are then imposed as before, with the obvious changes.
Since the functional integrals over the left- and right-handed fermions decouple, the total effective action is the sum of the corresponding contributions. The same applies to the measure term $`L_\eta `$, but it can be shown that the left- and right-handed parts of the curvature $`F_{\eta \zeta }`$ combine to the purely left-handed expression (4.1) with the fermion representation $`R`$ given by
$$\begin{array}{c}\text{ }R=R_L(R_R)^{}.\text{(5.5)}\text{ }\hfill \end{array}$$
In terms of this representation, the anomaly cancellation condition is that $`d_R^{abc}=0`$, and the construction of the measure term thus proceeds exactly as in sect. 4.
It is now straightforward to add a Higgs field $`\varphi (x)`$ that transforms according to the representation $`R_L(R_R)^{}`$ of the gauge group. In particular, the obvious choice
$$\begin{array}{c}\text{ }\overline{\psi }_L(x)\varphi (x)\psi _R(x)+\overline{\psi }_R(x)\varphi (x)^{}\psi _L(x)\text{(5.6)}\text{ }\hfill \end{array}$$
for the Yukawa interaction is manifestly gauge-invariant and perfectly acceptable. An important point to note is that the introduction of the Higgs field does not affect the measure term, because the chiral projectors (and thus the fermion integration measure) do not refer to the Higgs sector.
5.6 Calculation of electroweak processes
Lattice Feynman diagrams are relatively difficult to evaluate, but having exact gauge invariance is a definite advantage when calculating electroweak amplitudes, which may partly compensate for this. If there are only few external lines, it is quite clear that such computations are practically feasible at the one- and two-loop level.
Fig. 1. Feynman diagram involving the vertex $`V_\mathrm{M}^{(5)}`$ (shaded circle) that derives from the measure term. The diagram appears at two-loop order, while all other diagrams with such vertices and less than four external lines are of higher order.
Although they could in principle be determined algebraically following the steps taken in sect. 4, the vertices that derive from the measure term are not explicitly known at present. For various reasons it seems rather unlikely, however, that they will ever be needed in the cases of interest. In particular, these vertices only appear at the one-loop level and only at the fifth and higher orders of the gauge coupling. Moreover they are proportional to a positive power of the lattice spacing (a simple dimensional counting shows this) so that at one-loop order they need not be included if one is only interested in the continuum limit of the diagrams.
At the two-loop level the situation is more complicated, but dimension counting and symmetry considerations put strong constraints on the amplitudes to which the measure term can contribute. The lowest-order (five-point) vertex, for example, is totally symmetric in the gauge group indices. Together with the lattice symmetries, Bose symmetry and locality of the vertex, this suffices to prove that the diagram shown in fig. 1 vanishes in the continuum limit. One-particle irreducible diagrams at higher loop orders or with more than three external lines thus need to be considered to see a non-zero effect of the measure term.
6. Concluding remarks
Regularizations of chiral gauge theories that preserve the gauge symmetry must refer to the properties of the theory at the one-loop level, because such a regularization can only exist if the gauge anomaly cancels. For this reason simple schemes do not work out and for many years the breaking of gauge invariance thus appeared to be a necessary evil of any regularization of these theories.
In the lattice theories described in this paper the fermion integration measure has a non-trivial phase ambiguity that cannot be fixed consistently if the fermion multiplet is anomalous. The proper choice of the phase is an integral part of the definition of the lattice regularization, and the existence of the latter is thus directly linked to the presence or absence of the anomaly.
Any anomaly-free chiral gauge theory can be regularized in this way, to all orders of the perturbation expansion, but as is generally the case in lattice gauge theory, the Feynman rules tend to be rather complicated. Calculations of electroweak processes at the one- and two-loop level may nevertheless be feasible, using algebraic manipulation programs, the Reisz power counting theorem \[?,?\] and a range of other tools to evaluate lattice Feynman diagrams.
An important question which has not been answered so far is whether these lattice theories are multiplicatively renormalizable. While there is little doubt that this is the case, a rigorous proof along the lines of refs. \[?,?\] still needs to be given and would evidently be very welcome.
I am indebted to Tobias Hurth, Giuseppe Marchesini, Raymond Stora and Hiroshi Suzuki for helpful discussions and to Peter Weisz for a critical reading of a first version of this paper.
Appendix A
A.1 Indices and Dirac matrices
Lorentz indices $`\mu ,\nu ,\mathrm{}`$ are taken from the middle of the Greek alphabet and run from $`0`$ to $`3`$. The symbol $`ϵ_{\mu \nu \rho \sigma }`$ denotes the totally antisymmetric tensor with $`ϵ_{0123}=1`$ and the conventions for the Dirac matrices are
$$\begin{array}{c}\text{ }(\gamma _\mu )^{}=\gamma _\mu ,\{\gamma _\mu ,\gamma _\nu \}=2\delta _{\mu \nu },\gamma _5=\gamma _0\gamma _1\gamma _2\gamma _3.\text{(}\text{A}\text{.1)}\text{ }\hfill \end{array}$$
In particular, $`\gamma _5`$ is hermitian and $`(\gamma _5)^2=1`$.
Fermion fields on the lattice carry a Dirac index and a flavour index on which the gauge transformations act. Indices $`a,b,\mathrm{}`$ from the beginning of the Latin alphabet are reserved for tensors that transform according to a tensor product of the adjoint representation of the gauge group. Unless stated otherwise the Einstein summation convention is applied.
A.2 Gauge group
Without loss the gauge group $`G`$ may be assumed to be a closed subgroup of U($`N`$) for some finite value of $`N`$ \[?\]. Its Lie algebra $`g`$ is then a vector space of anti-hermitian matrices and there exists a basis of generators $`T^a`$ ($`a=1,\mathrm{},n`$) such that
$$\begin{array}{c}\text{ }\mathrm{tr}\{T^aT^b\}=\frac{1}{2}\delta ^{ab},[T^a,T^b]=f^{abc}T^c.\text{(}\text{A}\text{.2)}\text{ }\hfill \end{array}$$
With these conventions, the tensor $`f^{abc}`$ is real and totally antisymmetric.
The representation space of the adjoint representation of $`g`$ is the Lie algebra itself, i.e. the elements $`X=X^aT^a`$ of $`g`$ are represented by linear transformations
$$\begin{array}{c}\text{ }\mathrm{Ad}X:gg,\mathrm{Ad}XY=[X,Y]\text{for all}Yg,\text{(}\text{A}\text{.3)}\text{ }\hfill \end{array}$$
which is equivalent to
$$\begin{array}{c}\text{ }(\mathrm{Ad}XY)^a=f^{abc}X^bY^c\text{(}\text{A}\text{.4)}\text{ }\hfill \end{array}$$
in terms of the components of $`X`$ and $`Y`$.
A.3 Field variations
For any vector field $`\eta _\mu (x)`$ with values in $`g`$ and compact support, a first-order differential operator $`\delta _\eta `$ acting on functions of the link variables may be defined through
$$\begin{array}{c}\text{ }\delta _\eta f[U]=\frac{\mathrm{d}}{\mathrm{d}t}f[U_t]|_{t=0},U_t(x,\mu )=\mathrm{e}^{ta\eta _\mu (x)}U(x,\mu ).\text{(}\text{A}\text{.5)}\text{ }\hfill \end{array}$$
It is not difficult to show that $`\delta _\eta f[U]`$ is linear in $`\eta _\mu (x)`$ and that the identity
$$\begin{array}{c}\text{ }\delta _\eta \delta _\zeta \delta _\zeta \delta _\eta +a\delta _{[\eta ,\zeta ]}=0\text{(}\text{A}\text{.6)}\text{ }\hfill \end{array}$$
holds if $`\eta _\mu (x)`$ and $`\zeta _\mu (x)`$ are independent of the gauge field.
Another kind of first-order differential operator $`\overline{\delta }_\eta `$ acts on functions of the gauge potential according to
$$\begin{array}{c}\text{ }\overline{\delta }_\eta g[A]=\frac{\mathrm{d}}{\mathrm{d}t}g[A+t\eta ]|_{t=0}.\text{(}\text{A}\text{.7)}\text{ }\hfill \end{array}$$
These operators commute with each other and
$$\begin{array}{c}\text{ }\overline{\delta }_\eta f[U]=g_0\delta _{\overline{\eta }}f[U],U(x,\mu )=\mathrm{e}^{g_0aA_\mu (x)},\text{(}\text{A}\text{.8)}\text{ }\hfill \\ \\ \text{ }\overline{\eta }_\mu (x)=\left\{1+\underset{k=1}{\overset{\mathrm{}}{}}\frac{1}{(k+1)!}\left[g_0a\mathrm{Ad}A_\mu (x)\right]^k\right\}\eta _\mu (x),\text{(}\text{A}\text{.9)}\text{ }\hfill \end{array}$$
for any function $`f[U]`$ of the link variables.
A.4 Lattice derivatives
The forward and backward difference operators $`_\mu `$ and $`_\mu `$ act on lattice functions according to
$$\begin{array}{c}\text{ }_\mu f(x)=\frac{1}{a}\{f(x+a\widehat{\mu })f(x)\},\text{(}\text{A}\text{.10)}\text{ }\hfill \\ \\ \text{ }_\mu f(x)=\frac{1}{a}\{f(x)f(xa\widehat{\mu })\},\text{(}\text{A}\text{.11)}\text{ }\hfill \end{array}$$
where $`\widehat{\mu }`$ denotes the unit vector in direction $`\mu `$. They can be made gauge-covariant by including the appropriate representation matrix of the link variables. In the case of the fermion field the covariant forward difference operator is given by
$$\begin{array}{c}\text{ }_\mu \psi (x)=\frac{1}{a}\left\{R[U(x,\mu )]\psi (x+a\widehat{\mu })\psi (x)\right\},\text{(}\text{A}\text{.12)}\text{ }\hfill \end{array}$$
and when $`\omega (x)`$ is a lattice field with values in $`g`$, the operator assumes the form
$$\begin{array}{c}\text{ }_\mu \omega (x)=\frac{1}{a}\left\{U(x,\mu )\omega (x+a\widehat{\mu })U(x,\mu )^1\omega (x)\right\}.\text{(}\text{A}\text{.13)}\text{ }\hfill \end{array}$$
The covariant backward difference operator $`_\mu `$ is defined similarly.
Appendix B
In this appendix we prove that the effective action $`S_{\mathrm{eff}}`$ is gauge-invariant if conditions (a) and (b) are satisfied. Since we are only interested in the perturbative region, it suffices to show that $`\delta _\eta S_{\mathrm{eff}}=0`$ for all gauge variations (2.19) and all link fields in the vicinity of the trivial field $`U(x,\mu )=1`$.
We first note that the gauge-covariance of the Dirac operator,
$$\begin{array}{c}\text{ }\delta _\eta D=[R(\omega ),D],\text{(}\text{B}\text{.1)}\text{ }\hfill \end{array}$$
and eq. (2.15) lead to the identity
$$\begin{array}{c}\text{ }\delta _\eta S_{\mathrm{eff}}=\mathrm{Tr}\{R(\omega )(\widehat{P}_{}P_+)\}+iL_\eta .\text{(}\text{B}\text{.2)}\text{ }\hfill \end{array}$$
The right-hand side of this equation is easily shown to vanish at $`U(x,\mu )=1`$, using the explicit form (3.7) of the free Dirac operator in the first term and the fact that $`j_\mu (x)`$ cannot depend on $`x`$ if the gauge field is translation-invariant. To establish the gauge invariance of the effective action, we then only need to prove that
$$\begin{array}{c}\text{ }\delta _\zeta L_\eta =i\mathrm{Tr}\{R(\omega )\delta _\zeta \widehat{P}_{}\}\text{(}\text{B}\text{.3)}\text{ }\hfill \end{array}$$
for arbitrary variations $`\zeta _\mu (x)`$ of the gauge field, since this implies that the right-hand side of eq. (B.2) is constant (and hence equal to zero).
Eq. (B.3) is a simple consequence of the integrability condition and the gauge-covariance of the current $`j_\mu (x)`$. From the latter one infers that
$$\begin{array}{c}\text{ }\delta _\eta L_\zeta +L_{[\omega ,\zeta ]}=0,\text{(}\text{B}\text{.4)}\text{ }\hfill \end{array}$$
but the application of eq. (2.17) is a bit tricky, because $`\eta _\mu (x)`$ depends on the gauge field through the covariant difference operator in eq. (2.19). We may, however, get around this problem by noting that
$$\begin{array}{c}\text{ }\delta _\zeta L_\eta =\left\{\delta _\zeta L_\lambda \right\}_{\lambda =\eta }+L_{[\omega ,\zeta ]}+aL_{[\zeta ,\eta ]}.\text{(}\text{B}\text{.5)}\text{ }\hfill \end{array}$$
Together with eq. (B.4), the integrability condition then yields
$$\begin{array}{c}\text{ }\delta _\zeta L_\eta =i\mathrm{Tr}\{\widehat{P}_{}[\delta _\eta \widehat{P}_{},\delta _\zeta \widehat{P}_{}]\},\text{(}\text{B}\text{.6)}\text{ }\hfill \end{array}$$
which reduces to eq. (B.3) when the identities
$$\begin{array}{c}\text{ }\delta _\eta \widehat{P}_{}=[R(\omega ),\widehat{P}_{}],\widehat{P}_{}\delta _\zeta \widehat{P}_{}\widehat{P}_{}=0,\text{(}\text{B}\text{.7)}\text{ }\hfill \end{array}$$
are inserted.
Appendix C
A local functional $`L_\eta ^{(4)}`$ with the required properties can be obtained from the leading-order part $`\stackrel{ˇ}{L}_\eta `$ of the measure term by replacing the gauge potential in
$$\begin{array}{c}\text{ }\stackrel{ˇ}{L}_\eta =\frac{1}{4!}a^{20}\underset{x,\mathrm{},z_4}{}L^{(4)}(x,z_1,\mathrm{},z_4)_{\mu \mu _1\mathrm{}\mu _4}^{aa_1\mathrm{}a_4}\eta _\mu ^a(x)A_{\mu _1}^{a_1}(z_1)\mathrm{}A_{\mu _4}^{a_4}(z_4)\text{(}\text{C}\text{.1)}\text{ }\hfill \end{array}$$
through the expression
$$\begin{array}{c}\text{ }\widehat{A}_\mu ^a(x,z)=\frac{2}{a}\mathrm{tr}\left\{T^a\left[1W(x,z)U(z,\mu )W(x,z+a\widehat{\mu })^1\right]\right\},\text{(}\text{C}\text{.2)}\text{ }\hfill \end{array}$$
where $`W(x,z)`$ denotes the ordered product of the link variables from $`z`$ to $`x`$ along the shortest path that first goes in direction $`0`$, then direction $`1`$, and so on. From this definition and the invariance of $`L^{(4)}`$ under the adjoint action of the gauge group, it is obvious that $`L_\eta ^{(4)}`$ is gauge-invariant. Moreover eq. (C.2) implies
$$\begin{array}{c}\text{ }\widehat{A}_\mu (x,z)=g_0\left\{A_\mu (z)+_\mu ^z\omega (x,z)\right\}+\mathrm{O}(g_0^2)\text{(}\text{C}\text{.3)}\text{ }\hfill \end{array}$$
with $`\omega (x,z)`$ the “oriented line sum” of the gauge potential from $`z`$ to $`x`$ along the path defined above. Each term in the sum over $`x`$ in eq. (C.1) is separately invariant under linearized gauge transformations, and $`L_\eta ^{(4)}`$ thus coincides with $`g_0^4\stackrel{ˇ}{L}_\eta `$ to leading order in the gauge coupling.
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# ONE-LOOP FACTORIZATION OF THE NUCLEON 𝑔₂-STRUCTURE FUNCTION IN THE NON-SINGLET CASE
## Appendix
In this appendix, we present the tree and one-loop Compton amplitudes for virtual photon scattering on a transversely polarized nucleon in the unfactorized form. To simplify the expressions, we assume $`|x_B|>1`$ so that the amplitudes are purely real. With $`ϵ^{0123}=+1`$, we write the Compton tensor as
$$T^{\mu \nu }=iϵ^{\mu \nu \alpha \beta }q_\alpha S_\beta \frac{1}{\nu }S_T(x_B,Q^2).$$
(29)
In QCD, we can write,
$`S_T^{NS}(x_B,Q^2)`$ $`=`$ $`{\displaystyle \underset{i}{}}\widehat{e}_i^2{\displaystyle _1^1}{\displaystyle \frac{dxdy}{xy}}[M_1({\displaystyle \frac{x}{x_B}},{\displaystyle \frac{y}{x_B}})K_{1iB}(x,y)`$ (30)
$`+M_2({\displaystyle \frac{x}{x_B}},{\displaystyle \frac{y}{x_B}})K_{2iB}(x,y)](x_Bx_B),`$
where the $`K`$’s are unrenormalized parton distributions as defined in the text, $`M`$’s are perturbation series in $`\alpha _s`$ and have infrared poles.
At tree level, the result is well known,
$$M_1^{(0)}(x,y)=M_2^{(0)}(x,y)=\frac{2y}{1x}.$$
(31)
At the one-loop level, the following amplitudes are associated with distributions with a covariant derivative,
$`M_1^{(1)}(x,y)`$ $`=`$ $`{\displaystyle \frac{\alpha _{sB}}{2\pi }}C_F\left({\displaystyle \frac{\overline{\mu }^2}{Q^2}}\right)^{ϵ/2}\{{\displaystyle \frac{2}{ϵ}}[{\displaystyle \frac{y}{(1x)}}+{\displaystyle \frac{2y}{x}}22({\displaystyle \frac{2}{x}}+{\displaystyle \frac{y}{x}}{\displaystyle \frac{y}{x^2}}+{\displaystyle \frac{2y}{1x}})`$ (32)
$`\times \mathrm{log}(1x)+{\displaystyle \frac{2y}{yx}}({\displaystyle \frac{2}{yx}}+{\displaystyle \frac{x}{1y}})\mathrm{log}(1y+x)]`$
$`2({\displaystyle \frac{2y}{1x}}{\displaystyle \frac{y}{x}}+3)({\displaystyle \frac{3y}{1x}}{\displaystyle \frac{2y}{x^2}}`$
$`+{\displaystyle \frac{12}{x}}+{\displaystyle \frac{4}{yx}}{\displaystyle \frac{y}{x}}2{\displaystyle \frac{2y}{yx}})\mathrm{log}(1x)`$
$`{\displaystyle \frac{2y}{yx}}\left(1{\displaystyle \frac{2x}{1y}}{\displaystyle \frac{4}{yx}}\right)\mathrm{log}(1y+x)`$
$`+\left({\displaystyle \frac{2}{x}}+{\displaystyle \frac{y}{x}}{\displaystyle \frac{y}{x^2}}+{\displaystyle \frac{2y}{1x}}\right)\mathrm{log}^2(1x)`$
$`{\displaystyle \frac{y}{yx}}({\displaystyle \frac{2}{yx}}+{\displaystyle \frac{x}{1y}})\mathrm{log}^2(1y+x)\}`$
$`+{\displaystyle \frac{\alpha _{sB}}{2\pi }}{\displaystyle \frac{C_A}{2}}\left({\displaystyle \frac{\overline{\mu }^2}{Q^2}}\right)^{ϵ/2}\{{\displaystyle \frac{2}{ϵ}}[{\displaystyle \frac{4}{yx}}\mathrm{log}(1x)`$
$`{\displaystyle \frac{2y}{yx}}({\displaystyle \frac{2}{yx}}+{\displaystyle \frac{x}{1y}})\mathrm{log}(1y+x)]`$
$`2\left({\displaystyle \frac{1}{1y}}+{\displaystyle \frac{4}{yx}}\right)\mathrm{log}(1x)`$
$`+{\displaystyle \frac{2y}{yx}}\left(1{\displaystyle \frac{2x}{1y}}{\displaystyle \frac{4}{yx}}\right)\mathrm{log}(1y+x)`$
$`+{\displaystyle \frac{2}{yx}}\mathrm{log}^2(1x)`$
$`+{\displaystyle \frac{y}{yx}}({\displaystyle \frac{2}{yx}}+{\displaystyle \frac{x}{1y}})\mathrm{log}^2(1y+x)\},`$
$`M_2^{(1)}(x,y)`$ $`=`$ $`{\displaystyle \frac{\alpha _{sB}}{2\pi }}C_F\left({\displaystyle \frac{\overline{\mu }^2}{Q^2}}\right)^{ϵ/2}\{{\displaystyle \frac{2}{ϵ}}[{\displaystyle \frac{y}{(1x)}}+{\displaystyle \frac{2y}{x}}2({\displaystyle \frac{y}{x}}{\displaystyle \frac{y}{x^2}}+{\displaystyle \frac{2y}{1x}})`$ (33)
$`\times \mathrm{log}(1x){\displaystyle \frac{2xy}{(yx)(1y)}}\mathrm{log}(1y+x)]`$
$`2\left({\displaystyle \frac{2y}{1x}}{\displaystyle \frac{y}{x}}\right)\left({\displaystyle \frac{3y}{1x}}{\displaystyle \frac{2y}{x^2}}{\displaystyle \frac{y}{x}}+2\right)\mathrm{log}(1x)`$
$`{\displaystyle \frac{2y}{yx}}\left(1+{\displaystyle \frac{2x}{1y}}\right)\mathrm{log}(1y+x)`$
$`+\left({\displaystyle \frac{y}{x}}{\displaystyle \frac{y}{x^2}}+{\displaystyle \frac{2y}{1x}}\right)\mathrm{log}^2(1x)`$
$`+{\displaystyle \frac{xy}{(yx)(1y)}}\mathrm{log}^2(1y+x)\}`$
$`+{\displaystyle \frac{\alpha _{sB}}{2\pi }}{\displaystyle \frac{C_A}{2}}\left({\displaystyle \frac{\overline{\mu }^2}{Q^2}}\right)^{ϵ/2}\{{\displaystyle \frac{2}{ϵ}}{\displaystyle \frac{2xy}{(yx)(1y)}}\mathrm{log}(1y+x)`$
$`+{\displaystyle \frac{2}{1y}}\mathrm{log}(1x)`$
$`+{\displaystyle \frac{2y}{yx}}\left(1+{\displaystyle \frac{2x}{1y}}\right)\mathrm{log}(1y+x)`$
$`{\displaystyle \frac{xy}{(yx)(1y)}}\mathrm{log}^2(1y+x)\},`$
where $`ϵ=4d`$, $`\overline{\mu }^2=4\pi e^{\gamma _E}\mu ^2`$, and $`\gamma _E`$ is the Euler constant.
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# 1 Introduction
## 1 Introduction
There have been many attempts in the last decades to arrive at a theory of noncommutative geometry applicable to ‘coordinate’ algebras that are not necessarily commutative, notably that of A. Connes coming out of abstract $`C^{}`$-algebra theory in the light of the Gelfand-Naimark and Serre-Swan theorems. One has tools such as cyclic cohomology and examples such as the noncommutative torus and other foliation $`C^{}`$-algebras. Another ‘bottom up’ approach, which we outline, is based on the idea that the theory should be guided by the inclusion of the large vein of ‘naturally occuring’ examples, the coordinate algebras of the quantum groups $`U_q(g)`$ in particular, and Hopf algebras in general, whose validity for several branches of mathematics has already been established. This is similar to the key role that Lie groups played in the development of modern differential geometry. Much progress has been made in recent years and there is by now (at least at the algebraic level) a more or less clear formulation of ‘quantum manifold’ suggested by this approach. After being validated on the q-deformation examples such as quantum groups, quantum homogeneous spaces etc, one can eventually apply the theory quite broadly to a wide range of unital algebras. The approach will be algebraic, although not incompatible with $`C^{}`$ completions at a later stage. In particular, as a bonus, one can apply the theory to finite-dimensional algebra, i.e. to discrete classical and quantum systems.
An outline of the paper is the following. We start with the lowest level structure which (in our approach) is the choice of differential structure. This is the topic of Section 2 where we outline the recently achieved more or less complete classification results. In Section 3 we develop the notion of ‘quantum manifold’ based on noncommutative frame bundles with quantum group fibre. Usual ideas of ‘sheaf theory’ and ‘local trivialisations’ do not work in this setting, but from one has global algebraic replacements. There is also an appropriate notion of automorphism or diffeomorphism quantum groups.
## 2 Quantum differential forms
Let $`M`$ be a unital algebra, which we consider as playing the role of ‘co-ordinates’ in algebraic geometry, except that we do not require the algebra to be commutative. The appropriate notion of cotangent space or differential 1-forms in this case is
1. $`\mathrm{\Omega }^1`$ an $`M`$-bimodule
2. $`\mathrm{d}:M\mathrm{\Omega }^1`$ a linear map obeying the Leibniz rule $`\mathrm{d}(ab)=a\mathrm{d}b+(\mathrm{d}a)b`$ for all $`a,bM`$.
3. The map $`MM\mathrm{\Omega }^1`$, $`aba\mathrm{d}b`$ is surjective.
Differential structures are not unique even classically, and even more non-unique in the quantum case. There is, however, one universal example of which others are quotients. This is
$$\mathrm{\Omega }_{\mathrm{univ}}^1=\mathrm{ker}MM,\mathrm{d}a=a11a.$$
(1)
This is common to more or less all approaches to noncommutative geometry.
The main feature here is that, in usual algebraic geometry, the multiplication of forms $`\mathrm{\Omega }^1`$ by ‘functions’ $`M`$ is the same from the left or from the right. However, if $`a\mathrm{d}b=(\mathrm{d}b)a`$ then by axiom 2. we have $`\mathrm{d}(abba)=0`$, i.e. we cannot naturally suppose this when $`M`$ is noncommutative. We say that a differential calculus is noncommutative or ‘quantum’ if the left and right multiplication of forms by functions do not coincide.
When $`M`$ has a Hopf algebra structure with coproduct $`\mathrm{\Delta }:MMM`$ and counit $`ϵ:Mk`$ ($`k`$ the ground field), we say that $`\mathrm{\Omega }^1`$ is bicovariant if
4. $`\mathrm{\Omega }^1`$ is a bicomodule with coactions $`\mathrm{\Delta }_L:\mathrm{\Omega }^1M\mathrm{\Omega }^1,\mathrm{\Delta }_R:\mathrm{\Omega }^1\mathrm{\Omega }^1M`$ bimodule maps (with the tensor product bimodule structure on the target spaces, where $`M`$ is a bimodule by left and right multiplication).
5. $`\mathrm{d}`$ is a bicomodule map with the left and right regular coactions on $`M`$ provided by $`\mathrm{\Delta }`$.
A morphism of calculi means a bimodule and bicomodule map forming a commuting triangle with the respective $`\mathrm{d}`$ maps. One says that a calculus is coirreducible if it has no proper quotients. Whereas the translation-invariant calculus is unique classically, in the quantum group case we have at least complete classification results in terms of representation theory. The dimension of a calculus is that of its space of (say) left-invariant 1-forms, which can be viewed as generating the rest of the calculus as a right $`M`$-module. Similarly with left and right interchanged.
We note also that in the bicovariant case there is a natural extension from $`\mathrm{\Omega }^1`$ to $`\mathrm{\Omega }^n`$ with $`\mathrm{d}^2=0`$. This is defined as the tensor algebra over $`M`$ generated by $`\mathrm{\Omega }^1`$ modulo relations defined by a braiding which acts by a simple transposition on left-invariant and right-invariant forms. Other extensions are also possible and in general the differential structure can be specified order by order. Given the extension, one has a quantum DeRahm cohomology defined in the usual way as closed forms modulo exact ones. Apart from cohomology one can also start to do ‘$`U(1)`$’ gauge theory with trivial bundles, where a gauge field is just a differential form $`\alpha \mathrm{\Omega }^1`$ and its curvature is $`F=\mathrm{d}\alpha +\alpha \alpha `$, etc. A gauge transform is
$$\alpha ^\gamma =\gamma ^1\alpha \gamma +\gamma ^1\mathrm{d}\gamma ,F^\gamma =\gamma ^1F\gamma $$
(2)
for any invertible ‘function’ $`\gamma M`$, and so on. One can define then the space of flat connections as those with $`F=0`$ modulo gauge transformation. This gives two examples of ‘geometric’ invariants which work therefore for general algebras equipped with differential structure.
### 2.1 $`M=k[x]`$
For polynomials in one variable the coirreducible calculi have the form
$$\mathrm{\Omega }^1=k_\lambda [x],\mathrm{d}f(x)=\frac{f(x+\lambda )f(x)}{\lambda },f(x)g(\lambda ,x)=f(x+\lambda )g(\lambda ,x),g(\lambda ,x)f(x)=g(\lambda ,x)f(x)$$
for functions $`f`$ and one-forms $`g`$. Here $`k_\lambda `$ is a field extension of the form $`k[\lambda ]`$ modulo $`m(\lambda )=0`$ and $`m`$ is an irreducible monic polynomial. The dimension of the calculus is the order of the field extension or the degree of $`m`$.
For example, the calculi on $`[x]`$ are classified by $`\lambda _0`$ (here $`m(\lambda )=\lambda \lambda _0`$) and one has
$$\mathrm{\Omega }^1=\mathrm{d}x[x],\mathrm{d}f=\mathrm{d}x\frac{f(x+\lambda _0)f(x)}{\lambda _0},x\mathrm{d}x=(\mathrm{d}x)x+\lambda _0.$$
We see that the Newtonian case $`\lambda _0=0`$ is only one special point in the moduli space of quantum differential calculi. But if Newton had not supposed that differentials and forms commute he would have had no need to take this limit. What one finds with noncommutative geometry is that there is no need to take this limit at all. It is also interesting that the most important field extension in physics, $``$, can be viewed noncommutative-geometrically with complex functions $`[x]`$ the quantum 1-forms on the algebra of real functions $`[x]`$. There is nontrivial quantum DeRahm cohomology in this case.
### 2.2 $`M=[G]`$
For the coordinate algebra of a finite group $`G`$ (for convenience we work over $``$) the coirreducible calculi correspond to nontrivial conjugacy classes $`𝒞G`$ and have the form
$$\mathrm{\Omega }^1=𝒞[G],\mathrm{d}f=\underset{g𝒞}{}g(L_g(f)f),fg=gL_g(f)$$
where $`L_g(f)=f(g)`$ is the translate of $`f[G]`$. The dimension of the calculus is the order of the conjugacy class.
For the coordinate algebra $`[G]`$ of a Lie group with Lie algebra $`𝔤`$ the coirreducible calculi correspond to maximal ideals in $`\mathrm{ker}ϵ`$ stable under the adjoint coaction. Or in a natural reformulation in terms of quantum tangent spaces the correspondence is with irreducible $`Ad`$-invariant subspaces of the enveloping algebra $`\mathrm{ker}ϵU(𝔤)`$ which are stable under the coaction $`\mathrm{\Delta }_L=\mathrm{\Delta }\mathrm{id}1`$ of $`U(𝔤)`$. For example $`𝔤`$ itself defines the standard translation-invariant calculus and this is coirreducible when $`𝔤`$ is semisimple.
### 2.3 $`M=G`$
For the group algebra of a nonAbelian finite group $`G`$, we definitely need the machinery of noncommutative geometry since $`M`$ itself is noncommutative. We regard these group algebras ‘up side down’ as if coordinates, i.e. we describe the geometry of the noncommutative space $`\widehat{G}`$ in some sense. The above definitions make sense and differential structures abound. The coirreducible calculi correspond to pairs $`(V,\rho ,\lambda )`$ where $`(V,\rho )`$ is a nontrivial irreducible representation and $`\lambda V/`$. They have the form
$$\mathrm{\Omega }^1=VG,\mathrm{d}g=((\rho (g)1)\lambda )g,gv=(\rho (g)v)g$$
where $`gG`$ is regarded as a ‘function’. The dimension of the calculus is that of $`V`$. The minimum assumption for merely a differential calculus is that $`\lambda `$ should be cyclic.
For $`M=U(𝔤)`$ (the Kirillov-Kostant quantisation of $`𝔤^{}`$) one has a similar construction for any irreducible representation $`V`$ of the Lie algebra $`𝔤`$ and choice of ray $`\lambda `$ in it. Then
$$\mathrm{\Omega }^1=VU(𝔤),\mathrm{d}\xi =\rho (\xi )\lambda ,\xi v=\rho (\xi )v+v\xi $$
where $`\xi 𝔤`$ is regarded as a ‘function’. The dimension is again that of $`V`$.
For example, let $`𝔤=b_+`$ be the 2-dimensional Lie algebra with $`[x,t]=x`$. Let $`V`$ be the 2-dimensional representation with matrix and ray vector
$$\rho (t)=\left(\begin{array}{cc}0& 0\\ 0& 1\end{array}\right),\rho (x)=\left(\begin{array}{cc}0& 1\\ 0& 0\end{array}\right),\lambda =\left(\begin{array}{c}0\\ 1\end{array}\right).$$
Then $`\mathrm{d}t=\lambda `$ and $`\mathrm{d}x`$ are the usual basis of $`V`$ and obey
$$[t,\mathrm{d}x]=[x,\mathrm{d}x]=0,[t,\mathrm{d}t]=\mathrm{d}t,[x,\mathrm{d}t]=\mathrm{d}x.$$
Replacing $`x`$ trivially by a vector $`x_i`$, $`i=1,2,3`$ one obtains similarly a natural candidate for noncommutative Minkowski space along with its differential structure. It has measurable astronomical predictions.
This covers the classical objects or their duals viewed ‘up side down’ as noncommutative spaces. For a finite-group bicrossproduct $`[M]G`$ the classification is a mixture of the two cases above and is given in . The Lie version remains to be worked out in detail. The important example of the Planck scale quantum group $`[x][p]`$, however, is a twisting by a cocycle of its classical limit $`[<]`$ and is therefore covered by a later subsection.
### 2.4 Proofs
The above cases are all sufficiently elementary that they can be easily worked out using the following simple observations known essentially (in some form or other) since . We suppose for convenience that $`H`$ has invertible antipode.
1. $`\mathrm{ker}ϵM`$ is an object in the braided category of left crossed $`M`$-modules (i.e. modules over the quantum double $`D(M)`$ in the finite-dimensional case) by multiplication and the left adjoint coaction.
2. The isomorphism $`MMMM`$ given by $`ab(\mathrm{\Delta }a)b`$ restricts to an isomorphism $`\mathrm{\Omega }_{\mathrm{Univ}}^1\mathrm{ker}ϵM`$ of bimodules and of bicomodules, where the right hand side is a right (co)module by the (co)product of $`M`$ and a left (co)module by the tensor product of the (co)action on $`\mathrm{ker}ϵ`$ and the (co)product of $`M`$.
This implies that every other bicovariant $`\mathrm{\Omega }^1`$ is of the form $`\mathrm{\Omega }^1\mathrm{\Omega }_0M`$ where $`\mathrm{\Omega }_0`$ is a quotient object of $`\mathrm{ker}ϵ`$ in the category of crossed $`M`$-modules. I.e. the calculi correspond to ideals in $`\mathrm{ker}ϵ`$ stable under the adjoint coaction. Given $`\mathrm{\Omega }^1`$ the space $`\mathrm{\Omega }_0`$ is given by the right-invariant differentials. In categorical terms the braided category of bicovariant $`M`$-bimodules as featuring above (i.e. bimodules which are also bicomodules with structure maps being bimodule maps) can be identified with that of crossed $`M`$-modules, under which the Hopf module for the universal calculus corresponds to $`\mathrm{ker}ϵ`$.
When this is combined with the notion of coirreducibility and with the Peter-Weyl decomposition of an appropriate type for $`\mathrm{ker}ϵ`$, one obtains the classification results above. These latter steps have been introduced by the author (before that one found only sporadic examples of calculi on particular quantum groups, usually close to the unique classical calculus.)
We also note that for any finite-dimensional bicovariant calculus the map $`\mathrm{d}:M\mathrm{\Omega }_0M`$ can be viewed as a ‘partial derivative’ $`_x:MM`$ for each $`x\mathrm{\Omega }_0^{}`$. The space $`\mathrm{\Omega }_0^{}`$ is called the invariant ‘quantum tangent space’ and is often more important than the 1-forms in applications. These $`_x`$ are not derivations but together form a braided derivation in the braided category of $`M`$-crossed modules (there is a braiding as $`x\mathrm{\Omega }_0^{}`$ passes $`aM`$) .
### 2.5 Cotriangular quantum groups and twisting of calculi
We recall that if $`M`$ is a quantum group and $`\chi :MMk`$ a cocycle in the sense
$$\chi (b{}_{\left(1\right)}{}^{}c{}_{\left(1\right)}{}^{})\chi (ab{}_{\left(2\right)}{}^{}c{}_{\left(2\right)}{}^{})=\chi (a{}_{\left(1\right)}{}^{}b{}_{\left(1\right)}{}^{})\chi (a{}_{\left(2\right)}{}^{}b{}_{\left(2\right)}{}^{}c),\chi (1a)=ϵ(a),a,b,cM$$
then there is a ‘twisted’ quantum group $`M^\chi `$ with product
$$a_\chi b=\chi (a{}_{\left(1\right)}{}^{}b{}_{\left(1\right)}{}^{})a{}_{\left(2\right)}{}^{}b{}_{\left(2\right)}{}^{}\chi _{}^{1}(a{}_{\left(3\right)}{}^{}b{}_{\left(3\right)}{}^{})$$
and unchanged unit, counit and coproduct. Here $`\chi ^1`$ is the inverse in $`(MM)^{}`$, which we assume, and $`\mathrm{\Delta }a=a{}_{\left(1\right)}{}^{}a_{\left(2\right)}`$, etc., is a notation.
###### Theorem 1
The bicovariant differentials $`\mathrm{\Omega }^1(M^\chi )`$ are in 1-1 correspondence with those of $`M`$.
In fact the entire exterior algbera in the bicovariant case is known to be a super-Hopf algebra (Brzezinski’s theorem) and that of $`M^\chi `$ is the twist of that of $`M`$ when $`\chi `$ is trivially extended to a cocycle on the latter. The more direct proof involves the following:
###### Theorem 2
There is an equivalence $``$ of braided monoidal categories from left $`M`$-crossed modules to left $`M^\chi `$-crossed modules given by the functor
$$(V,,\mathrm{\Delta }_L)=(V,^\chi ,\mathrm{\Delta }_L),a^\chi v=\chi (a{}_{\left(1\right)}{}^{}v{}_{}{}^{\left(\overline{1}\right)})(a{}_{\left(2\right)}{}^{}v{}_{}{}^{\left(\overline{2}\right)}){}_{}{}^{\left(\overline{2}\right)}\chi _{}^{1}((a{}_{\left(2\right)}{}^{}v{}_{}{}^{\left(\overline{2}\right)}){}_{}{}^{\left(\overline{1}\right)}a{}_{\left(3\right)}{}^{}),aM,vV,$$
where $``$ denotes the action and $`\mathrm{\Delta }_Lv=v{}_{}{}^{\left(\overline{1}\right)}v^{\left(\overline{2}\right)}`$ is a notation. There is an associated natural transformation
$$c_{V,W}:(V)(W)(VW),c_{V,W}(vw)=\chi (v{}_{}{}^{\left(\overline{1}\right)}w{}_{}{}^{\left(\overline{1}\right)})v{}_{}{}^{\left(\overline{2}\right)}w{}_{}{}^{\left(\overline{2}\right)}.$$
As a corollary we deduce by Tannaka-Krein reconstruction arguments:
###### Corollary 3
When $`M`$ is finite-dimensional the dual of the Drinfeld double $`D(M^\chi )`$ is isomorphic to a twist of the dual of the Drinfeld double $`D(M)`$ by $`\chi ^1`$ viewed on $`D(M)D(M)`$.
Here we use the theorem that an equivalence of comodule categories respecting the forgetful functor corresponds to a twist of the underlying quantum groups. The corollary itself can then be verified directly at an algebraic level once the required (nontrivial) isomorphism has been found in this way. Of course one can state it also in terms of Drinfeld’s coproduct twists.
Starting with a classical (commutative) Hopf algebra such a twist yields a cotriangular one and (from recent work of Etingof and Gelaki) every finite-dimensional cotriangular Hopf algebra in the (co)semisimple case over $`k`$ algebraically closed is of this form. Hence the differential calculus in this case reduces by the above theorem to the classification in the classical cases considered in previous sections. There are many other instances where an important quantum group is a twisting of another – the theorem provides its differential calculus from that of the other.
### 2.6 Factorisable quantum groups $`M=_q[G]`$
Finally, we come to the standard quantum groups $`_q[G]`$ dual to the Drinfeld-Jimbo $`U_q(𝔤)`$. Here the coirreducible calculi are essentially provided by nontrivial finite-dimensional irreducible right comodules $`V`$ of the quantum group (i.e. essentially by the irreducible representations of the Lie algebra) and have the form
$$\mathrm{\Omega }^1=\mathrm{End}(V)_q[G],\mathrm{d}a=\rho _+(a{}_{\left(1\right)}{}^{})\rho _{}(Sa{}_{\left(2\right)}{}^{})a{}_{\left(3\right)}{}^{}\mathrm{id}a,a\varphi =\rho _+(a{}_{\left(1\right)}{}^{})\varphi \rho _{}(Sa{}_{\left(2\right)}{}^{})a_{\left(3\right)}$$
(3)
for all $`\varphi \mathrm{End}(V)`$, where
$$\rho _+(a)v=v{}_{}{}^{\left(\overline{1}\right)}(av{}_{}{}^{\left(\overline{2}\right)}),\rho _{}(a)v=v{}_{}{}^{\left(\overline{1}\right)}_{}^{1}(v{}_{}{}^{\left(\overline{2}\right)}a)$$
and $`:_q[G]_q[G]`$ is the dual-quasitriangular structure. $`S`$ denotes the antipode. The construction works for any dual-quasitriangular Hopf algebra with factorisable $``$ (the minimum one needs for a differential calculus is that $`𝒬_\rho (a)=\rho _+(a{}_{\left(1\right)}{}^{})\rho _{}(Sa{}_{\left(2\right)}{}^{})`$ is surjective) and gives a classification of calculi if $`M`$ has in addition the Peter-Weyl property that $`M=_VVV^{}`$ as left and right $`M`$-comodules. This is the result in \[5, Thm. 4.3\] cast in a purely comodule form. Or in the original formulation in terms of quantum tangent spaces the correspondence is given in more familiar terms with representations $`\rho `$ of the quantum enveloping algebra and
$$\rho _+(a)=(a\rho )(),\rho _{}(a)=(\rho a)(^1),$$
where $``$ is the quasitriangular structure or universal R-matrix of $`U_q(𝔤)`$. For finite-dimensional representations only a finite number of terms in its powerseries contribute here, i.e. there are no convergence problems.
The factorisability etc. hold formally for $`_q[G]`$ so that although one has one natural calculus for each irreducible representation there are also some ‘shadows’ or technical variants allowed according to the precise formulation of the relevant quantum groups and their duality (this is more a deficit in the technical definitions than anything else). The latter aspect has been subsequently clarified in following our basic result in .
For the sake of a sketch of the proof of the basic result assume that $`M`$ is strictly factorisable dual-quasitriangular and has Peter-Weyl decomposition in terms of irreducible representations $`(V,\rho )`$ of a suitable dual Hopf algebra $`U`$. Classifying the quotient $`M`$-crossed modules of $`\mathrm{ker}ϵ`$ is equivalent essentially to classifying the subobjects of $`\mathrm{ker}ϵU`$ as $`U`$-crossed modules (the quantum tangent spaces). When $`U`$ is strictly factorisable its quantum double $`D(U)`$ is isomorphic to $`UU`$ which, as an algebra, is a tensor product (the coproduct is twisted). Hence $`U`$-crossed modules are equivalent to two $`U`$-modules. Next, under the isomorphism of linear spaces $`UM`$ assumed under strict factorisability, this is the same as classifying subobjects of $`\mathrm{ker}ϵM`$. The $`U`$-crossed module structure on this final $`\mathrm{ker}ϵM`$ under this chain of reasoning is simply evaluation against $`M`$ coacting independently from the left and the right (viewed from the left via the antipode). This is just the action with respect to which the assumed Peter-Weyl decomposition $`M=_V\mathrm{End}(V)`$ is a decomposition into irreducibles as $`V`$ runs over the irreducible representations of $`U`$. One may make a similar proof working only with $`M`$-crossed modules and $`M`$-comodules throughout and the corresponding comodule Peter-Weyl decomposition.
###### Proposition 4
The quantum tangent spaces $`\mathrm{\Omega }_0^{}=V^{}V`$ for the above differential calculi on $`_q[G]`$ are braided-Lie algebras in the sense of . The action of basis element $`f^ie_i`$ is
$$_{x^i_j}(a)=x^i{}_{j}{}^{},a{}_{\left(1\right)}{}^{}a{}_{\left(2\right)}{}^{},x^i{}_{j}{}^{}=𝒬(\rho ^i{}_{j}{}^{})\delta ^i_j$$
where $`𝒬:_q[G]U_q(𝔤)`$ is defined by $`_{21}`$ and $`\rho ^i{}_{j}{}^{}_q[G]`$ are the matrix elements in the representation $`V`$ with basis $`\{e_i\}`$ and dual basis $`\{f^i\}`$.
Recall that the dual of any quantum group acts on the quantum group by the ‘coregular representation’ in the manner shown, in our case by the $`x^i_j`$. These and $`1`$ together form a braided-Lie algebra. This is described by a system of axioms in any braided category including a pentagonal ‘braided-Jacobi’ identity. Moreover, such objects have braided enveloping algebras which, for usual Lie algebras $`𝔤`$, returns a homogenized version of $`U(𝔤)`$. In our case it returns a quadratic and braided version of $`U_q(𝔤)`$, i.e. this solved (some years ago) the Lie problem for such quantum groups. The above gives its geometric interpretation.
For the example of $`_q[SU_2]`$ there is basically one bicovariant calculus for each spin $`j`$ with dimension $`(2j+1)^2`$. The lowest corresponds to the 4-dimensional braided-Lie algebra $`gl_{q,2}`$ spanned by
$$x=\left(\begin{array}{cc}q^H1& q^{\frac{1}{2}}(qq^1)q^{\frac{H}{2}}X_{}\\ q^{\frac{1}{2}}(qq^1)X_+q^{\frac{H}{2}}& q^H1+q^1(qq^1)^2X_+X_{}\end{array}\right)$$
in the usual notations for $`U_q(su_2)`$. This braided-Lie algebra is irreducible for generic $`q`$ but as $`q1`$ it degenerates into $`su_2u(1)`$. The partial derivatives degenerate into the usual invariant vector fields on $`SU_2`$ and an additional 2nd order operator which turns out to be the Casimir or Laplacian.
### 2.7 Discrete manifolds
To close with one non-quantum group example, consider any actual manifold with a finite good cover $`\{U_i\}_{iI}`$. Instead of building geometric invariants on a manifold and studying them modulo diffeomorphisms we can use the methods above to first pass to the skeleton of the manifold defined by its open set structure and do differential geometry directly on this indexing set $`I`$. Thus we take $`M=[I]`$ which just means collections $`\{f_i\}`$. The universal $`\mathrm{\Omega }^1`$ is just matrices $`\{f_{ij}\}`$ vanishing on the diagonal. We use the intersection data for the open sets to set some of these to zero. Similarly for higher forms. Thus
$$\mathrm{\Omega }^1=\{f_{ij}|U_iU_j\mathrm{}\},\mathrm{\Omega }^2=\{f_{ijk}|U_iU_jU_k\mathrm{}\}$$
$$(\mathrm{d}f)_{ij}=f_if_j,(\mathrm{d}f)_{ijk}=f_{ij}f_{ik}+f_{jk}$$
and so on. Then one has that the quantum cohomology is just the additive Cech cohomology of the original manifold. Similarly, one has that the zero curvature gauge fields modulo gauge transformations recovers again the first Cech cohomology, but now in a multiplicative form.
## 3 Bundles and connections
The next layer of differential geometry is bundles, connections, etc. Usually in physics one needs only the local picture with trivial bundles in each open set – but for a general noncommutative algebra $`M`$ there may be no reasonable ‘open sets’ and one has therefore to develop the global picture from the start. This is needed for example to describe the frame bundle of a topologically nontrivial ‘manifold’. It also turns out to be rather easier to do the gauge theory beyond the ‘$`U(1)`$’ case (i.e. with a nontrivial quantum structure group and nonuniversal calculus on it) if one takes the global point of view, even if the bundle itself is trivial. We take a Hopf algebra $`H`$ in the role of ‘functions’ on the structure group of the bundle. To keep things simple we concentrate on the universal differential calculus but it is important that the general case is also covered by making suitable quotients. Recall that a classical bundle has a free action of a group on the total space $`P`$ and a local triviality property. In our algebraic terms we need :
1. An algebra $`P`$ and a coaction $`\mathrm{\Delta }_R:PPH`$ of the quantum group $`H`$ such that the fixed subalgebra is $`M`$,
$$M=P^H=\{pP|\mathrm{\Delta }_Rp=p1\}.$$
(4)
We assume that $`P`$ is flat as an $`M`$-module.
2. The sequence
$$0P(\mathrm{\Omega }^1M)P\mathrm{\Omega }^1P\stackrel{\mathrm{ver}}{}P\mathrm{ker}ϵ0$$
(5)
is exact, where $`\mathrm{ver}=(\mathrm{id})\mathrm{\Delta }_R`$.
The map $`\mathrm{ver}`$ plays the role of generator of the vertical vector fields corresponding classically to the action of the group (for each element of $`H^{}`$ it maps $`\mathrm{\Omega }^1PP`$ like a vector field). Exactness on the left says that the one-forms $`P(\mathrm{\Omega }^1M)P`$ lifted from the base are exactly the ones annihilated by the vertical vector fields. In the universal calculus case this can be formulated as a Hopf-Galois extension, a condition arising in other contexts in Hopf algebra theory also. The differential geometric picture is more powerful and includes general calculi when we use the right-handed version of $`\mathrm{\Omega }_0`$ in place of $`\mathrm{ker}ϵ`$.
One can then define a connection as an equivariant splitting
$$\mathrm{\Omega }^1P=P(\mathrm{\Omega }^1M)P\mathrm{complement}$$
(6)
i.e. an equivariant projection $`\mathrm{\Pi }`$ on $`\mathrm{\Omega }^1P`$. One can show the required analogue of the usual theory, i.e. that such a projection corresponds to a connection form such that
$$\omega :\mathrm{ker}ϵ\mathrm{\Omega }^1P,\mathrm{ver}\omega =1\mathrm{id}$$
(7)
where $`\omega `$ intertwines with the adjoint coaction of $`H`$ on itself. Finally, if $`V`$ is a vector space on which $`H`$ coacts then we define the associated ‘bundles’ $`E^{}=(PV)^H`$ and $`E=\mathrm{hom}^H(V,P)`$, the space of intertwiners. The two bundles should be viewed geometrically as ‘sections’ in classical geometry of bundles associated to $`V`$ and $`V^{}`$. Given a suitable (so-called strong) connection one has a covariant derivative
$$D_\omega :E\mathrm{\Omega }^1M\underset{M}{}E,D_\omega =(\mathrm{id}\mathrm{\Pi })\mathrm{d}.$$
(8)
All of this can be checked out for the example of the $`q`$-monopole bundle over the $`q`$-sphere. Recall that classically the inclusion $`U(1)SU_2`$ in the diagonal has coset space $`S^2`$ and defines the $`U(1)`$ bundle over the sphere on which the monopole lives. In our case the coordinate algebra of $`U(1)`$ is the polynomials $`[g,g^1]`$ and the classical inclusion becomes the projection
$$\pi :_q[SU_2][g,g^1],\pi \left(\begin{array}{cc}a& b\\ c& d\end{array}\right)=\left(\begin{array}{cc}g& 0\\ 0& g^1\end{array}\right)$$
Its induced coaction $`\mathrm{\Delta }_R=(\mathrm{id}\pi )\mathrm{\Delta }`$ is by the degree defined as the number of $`a,c`$ minus the number of $`b,d`$ in an expression. The quantum sphere $`_q[S^2]`$ is the fixed subalgebra i.e. the degree zero part. Explicitly, it is generated by $`b_3=ad`$, $`b_+=cd`$, $`b_{}=ab`$ with $`q`$-commutativity relations
$$b_\pm b_3=q^{\pm 2}b_3b_\pm +(1q^{\pm 2})b_\pm ,q^2b_{}b_+=q^2b_+b_{}+(qq^1)(b_31)$$
and the sphere equation $`b_3^2=b_3+qb_{}b_+`$. When $`q1`$ we can write $`b_\pm =\pm (x\pm ıy)`$, $`b_3=z+{\scriptscriptstyle \frac{1}{2}}`$ and the sphere equation becomes $`x^2+y^2+z^2=\frac{1}{4}`$ while the others become that $`x,y,z`$ commute. One may verify that we have a quantum bundle in the sense above and that there is a connection $`\omega (g1)=d\mathrm{d}aqb\mathrm{d}c`$ which, as $`q1`$, becomes the usual Dirac monopole constructed algebraically. If we take $`V=k`$ with coaction $`11g^n`$, the sections of the associated vector bundles $`E_n`$ for each charge $`n`$ are just the degree $`n`$ parts of $`_q[SU_2]`$. The associated covariant derivative acts on these.
This example demonstrates compatibility with the more traditional $`C^{}`$-algebra approach of A. Connes and others. Traditionally a vector bundle over any algebra is defined as a finitely generated projective module. However, there was no notion of quantum principal bundle before quantum groups.
###### Proposition 5
The associated bundles $`E_n`$ for the $`q`$-monopole bundle are finitely generated projective modules, i.e. there exist
$$e_nM_{|n|+1}(_q[S^2]),e_n^2=e_n,E_n=e_n_q[S^2]^{|n|+1}.$$
The covariant derivative for the monopole has the form $`e_n\mathrm{d}e_n`$. The classes $`[e_n]`$ are elements of the noncommutative $`K`$-theory $`K_0(_q[S^2])`$ and have nontrivial duality pairing with cyclic cohomology, hence the $`q`$-monopole bundle is nontrivial.
The potential applications of quantum group gauge theory hardly need to be elaborated. For example, for a classical manifold
$$\left\{\genfrac{}{}{0pt}{}{\mathrm{Flat}\mathrm{connections}\mathrm{on}G\mathrm{bundle}}{\mathrm{modulo}\mathrm{gauge}}\right\}\mathrm{hom}(\pi _1,G)/G$$
(9)
using the holonomy. One can view this as a functor from groups to sets and the homotopy group $`\pi _1`$ as more or less the representing object in the category of groups. The same idea with quantum group gauge theory essentially defines a homotopy quantum group $`\pi _1(M)`$ for any algebra $`M`$ as more or less the representing object of the functor that assigns to a quantum group $`H`$ the set of zero-curvature gauge fields with this quantum structure group. This goes somewhat beyond vector bundles and $`K`$-theory alone. Although in principle defined, this idea has yet to be developed in a computable form.
Finally we mention that one needs to make a slight generalisation of the above to include other noncommutative examples of interest. In fact (and a little unexpectedly) the general theory above can be developed with only a coalgebra rather than a Hopf algebra $`H`$. Or dually it means only an algebra $`A`$ in place of the enveloping algebra of a Lie algebra. This was achieved more recently, in , and allows us to include the full 2-parameter quantum spheres as well as (in principle) all known $`q`$-deformed symmetric spaces. This setting of gauge theory based on inclusions of algebras could perhaps be viewed as an algebraic analogue of the notion of ‘paragroup’ in the theory of operator algebras. Also, in a different direction, one may do the quantum group gauge theory in any braided monoidal category at the level of braids and tangles so that one has braided group gauge theory and in principle gauge theory for quasiassociative algebras such as the octonions.
## 4 Quantum soldering forms and metrics
We are finally ready to take the plunge and offer at least a first definition of a ‘quantum manifold’. The approach we take is basically that of the existence of a bein or, in global terms, a soldering form. The first step is to define a generalised frame bundle or frame resolution of our algebra $`M`$ as
1. A quantum principal bundle $`(P,H,\mathrm{\Delta }_R)`$ over $`M`$.
2. A comodule $`V`$ and an equivariant ‘soldering form’ $`\theta :VP\mathrm{\Omega }^1M\mathrm{\Omega }^1P`$ such that the induced map
$$E^{}\mathrm{\Omega }^1M,pvp\theta (v)$$
(10)
is an isomorphism.
What this does is to express the cotangent bundle as associated to a principal one. Other tensors are then similarly associated, for example vector fields are $`E\mathrm{\Omega }^1M`$. Of course, all of this has to be done with suitable choices of differential calculi on $`M,P,H`$ whereas we have been focusing for simplicity on the universal calculi. There are some technicalities here but more or less the same definitions work in general. The working definition of a quantum manifold is simply this data $`(M,\mathrm{\Omega }^1,P,H,\mathrm{\Delta }_R,V,\theta )`$. The definition works in that one has analogues of many usual results. For example, a connection $`\omega `$ on the frame bundle induces a covariant derivative $`D_\omega `$ on the associated bundle $`E^{}`$ which maps over under the soldering isomorphism to a covariant derivative
$$:\mathrm{\Omega }^1M\mathrm{\Omega }^1M\underset{M}{}\mathrm{\Omega }^1M.$$
(11)
Its torsion is defined as corresponding similarly to $`\overline{D}_\omega \theta `$, where we use a suitable (right-handed) version of the covariant derivative.
Defining a Riemannian structure can be done in a ‘self-dual’ manner as follows. Given a framing, a ‘generalised metric’ isomorphism $`\mathrm{\Omega }^1M\mathrm{\Omega }^1M`$ between vector fields is equivalent to
3. Another framing $`\theta ^{}:V^{}(\mathrm{\Omega }^1M)P`$, which we call the coframing, this time with $`V^{}`$.
The associated quantum metric is
$$g=\theta ^{}(f^a)\theta (e_a)\mathrm{\Omega }^1M\underset{M}{}\mathrm{\Omega }^1M$$
(12)
where $`\{e_a\}`$ is a basis of $`V`$ and $`\{f^a\}`$ is a dual basis.
Now, this self-dual formulation of ‘metric’ as framing and coframing is symmetric between the two. One could regard the coframing as the framing and vice versa. From our original point of view its torsion tensor corresponding to $`D_\omega \theta ^{}`$ is some other tensor, which we call the cotorsion tensor. A natural proposal for a generalised Levi-Civita connection on a quantum Riemannian manifold is therefore
4. A connection $`\omega `$ such that the torsion and cotorsion tensors both vanish.
There is a corresponding covariant derivative $``$. The Riemannian curvature of course corresponds to the curvature of $`\omega `$, which is $`\mathrm{d}\omega +\omega \omega `$, via the soldering form. I would not say that the Ricci tensor and Einstein tensor are understood abstractly enough in this formalism but of course one can just write down the relevant contractions and proceed blindly.
###### Theorem 6
Every quantum group $`M`$ has a framing by $`H=M`$, $`P=MM`$, $`V=\mathrm{ker}ϵ`$ and $`\theta `$ induced from the quantum group Maurer-Cartan form $`e(v)=Sv{}_{\left(1\right)}{}^{}v_{\left(2\right)}`$. Likewise for all $`M`$ equipped with a bicovariant differential calculus, with $`V=\mathrm{\Omega }_0`$.
In this construction one builds the framing from a $`V`$-bein $`e`$ inducing the isomorphism $`\mathrm{\Omega }^1(M)=M\mathrm{\Omega }_0`$ as in Section 2 (in a right-handed setting). Moreover, for quantum groups such as $`_q[SU_2]`$ there is an Ad-invariant non-degenerate braided Killing form on the underlying braided-Lie algebra, which provides a coframing from a framing – so that quantum groups such as $`_q[SU_2]`$ with the corresponding bicovariant differential calculi are quantum Riemannian manifolds in the required sense. The existence of a generalised Levi-Civita connection in such cases remains open and may require one to go beyond strong connections.
At least with the universal calculus every quantum homogeneous space is a quantum manifold too. That includes quantum spheres, quantum planes etc. In fact, there is a notion of comeasuring or quantum automorphism bialgebra for practically any algebra $`M`$ and when this has an antipode (which typically requires some form of completion) one can write $`M`$ as a quantum homogeneous space. So almost any algebra $`M`$ is more or less a quantum manifold for some principal bundle (at least rather formally). This is analogous to the idea that any classical manifold is, rather formally, a homogeneous space of diffeomorphisms modulo diffeomorphisms fixing a base point.
Finally, to get the physical meaning of the cotorsion tensor and other novel ideas coming out of this noncommutative Riemannian geometry, let us consider the semiclassical limit. What we find is that noncommutative geometry forces us to slightly generalise conventional Riemannian geometry itself :
1. We should allow any group $`G`$ in the ‘frame bundle’, hence the more general concept of a ‘frame resolution’ $`(P,G,V,\theta _\mu ^a)`$ or generalised manifold.
2. The generalised metric $`g_{\mu \nu }=\theta _\mu ^{}{}_{}{}^{a}\theta _{\nu a}^{}`$ corresponding to a coframing $`\theta _\mu ^{}^a`$ is nondegenerate but need not be symmetric.
3. The generalised Levi-Civita connection defined as having vanishing torsion and vanishing cotorsion respects the metric only in a skew sense
$$_\mu g_{\nu \rho }_\nu g_{\mu \rho }=0$$
(13)
and need not be uniquely determined.
This generalisation of Riemannian geometry includes special cases of symplectic geometry, where the generalised metric is totally antisymmetric. It is also remarkable that metrics with antisymmetric part are exactly what are needed in string theory to establish T-duality. In summary, one has on the table a general noncommutative Riemannian geometry to play with. It can be applied to a variety of algebras far removed from conventional geometry. Some finite dimensional examples will be presented elsewhere.
### Acknowledgements
It is a pleasure to thank the organisers of the LMS symposium in Durham for a thoroughly enjoyable conference.
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# Who Wins Domineering on Rectangular Boards?
## 1 Introduction
Domineering or Crosscram is a game invented by Göran Andersson and introduced to the public in . Two players, say Vera and Hepzibah, have vertical and horizontal dominoes respectively. They start with a board consisting of some subset of the square lattice and take turns placing dominoes until one of them can no longer move. For instance, the $`2\times 2`$ board is a win for the first player, since whoever places a domino there makes another space for herself while blocking the other player’s moves.
A beautiful theory of combinatorial games of this kind, where both players have perfect information, is expounded in . Much of its power comes from dividing a game into smaller subgames, where a player has to choose which subgame to make a move in. Such a combination is called a disjunctive sum. In Domineering this happens by dividing the remaining space into several components, so that each player must choose in which component to place a domino.
Each game is either a win for Vera, regardless of who goes first, or Hepzibah regardless of who goes first, or the first player regardless of who it is, or the second regardless of who it is. These correspond to a value $`G`$ which is positive, negative, fuzzy, or zero, i.e. $`G>0`$, $`G<0`$, $`G\mathrm{\hspace{0.17em}0}`$, or $`G=0`$. (By convention Vera and Hepzibah are the left and right players, and wins for them are positive and negative respectively.) However, we will often abbreviate these values as $`G=V`$, $`H`$, $`1\mathrm{s}\mathrm{t}`$, or $`2\mathrm{n}\mathrm{d}`$. We hope this will not confuse the reader too much.
In this paper, we find who wins Domineering on all rectangles, cylinders, and tori of width 2, 3, 5, and 7. We also obtain bounds on boards of width 4, 7, 9, and 11, and partial results on many others. We also comment briefly on toroidal and cylindrical boards.
Note that this is a much coarser question than calculating the actual game-theoretic values of these boards, which determine how they act when disjunctively summed with other games. Berlekamp has found exact values for $`2\times n`$ rectangles with $`n`$ odd, and approximate values to within an infinitesimal or ‘ish’ (which unfortunately can change who wins in unusual situations) for other positions of width 2 and 3. In terms of who wins, the $`8\times 8`$ board and many other small boards were recently solved by Breuker, Uiterwijk and van den Herik using a computer search with a good system of transposition tables in . We make use of these results below.
## 2 $`2\times n`$ boards
On boards of width 2, it is natural to consider dividing it into two smaller boards of width 2. At first glance, Vera (the vertical player) has greater power, since she can choose where to do this. However, she can only take full advantage of this if she goes first. Hepzibah (the horizontal player) has a greater power, since whether she goes first or second, she can divide a game into two simply by not placing a domino across their boundary. We will see that, for sufficiently large $`n`$, this gives Hepzibah the upper hand.
We will abbreivate the value of the $`2\times n`$ game as $`[n]`$.
Let’s look at what happens when Vera goes first, and divides a board of length $`m+n+1`$ into one of length $`m`$ and one of length $`n`$. If she can win on both these games, i.e. if $`[m]=[n]=V`$, clearly she wins. If $`[m]=V`$ and $`[n]=2\mathrm{n}\mathrm{d}`$, Hepzibah will eventually lose in $`[m]`$ and be forced to play in $`[n]`$, whereupon Vera replies there and wins. Finally, if $`[m]=[n]=2\mathrm{n}\mathrm{d}`$, Vera replies to Hepzibah in both and wins. Since Vera can win if she goes first, $`[m+n+1]`$ must be a win either for the first player or for V. This gives us the following table for combining boards of lengths $`m`$ and $`n`$ into boards of length $`m+n+1`$:
$$\begin{array}{ccc}\hfill [m+n+1]& 2\mathrm{n}\mathrm{d}& V\\ & & \\ \hfill 2\mathrm{n}\mathrm{d}& 1\mathrm{s}\mathrm{t}\text{ or }V& 1\mathrm{s}\mathrm{t}\text{ or }V\\ \hfill V& 1\mathrm{s}\mathrm{t}\text{ or }V& 1\mathrm{s}\mathrm{t}\text{ or }V\end{array}$$
(1)
This table can be summarized by the equation
If $`[m]0`$ and $`[n]0`$, then $`[m+n+1]>0`$. (2)
Hepzibah has a similar set of tools at her disposal. By declining to ever place a domino across their boundaries, she can effectively play $`[m+n]`$ as a sum of $`[m]`$ and $`[n]`$ for whichever $`m`$ and $`n`$ are the most convenient. If Hepzibah goes first, she can win whenever $`[m]=1\mathrm{s}\mathrm{t}`$ and either $`[n]=2\mathrm{n}\mathrm{d}`$ or $`[n]=H`$, by playing first in $`[m]`$ and replying to Vera in $`[n]`$. If $`[m]=[n]=H`$ she wins whether she goes first or second, and if $`[m]=2\mathrm{n}\mathrm{d}`$ and $`[n]=H`$, the same is true since she plays in $`[n]`$ and replies to Vera in $`[m]`$. Finally, if $`[m]=[n]=2\mathrm{n}\mathrm{d}`$, she can win if she goes second by replying to Vera in both games. This gives the table
$$\begin{array}{cccc}\hfill [m+n]& 1\mathrm{s}\mathrm{t}& 2\mathrm{n}\mathrm{d}& H\\ & & & \\ \hfill 1\mathrm{s}\mathrm{t}& \mathrm{?}& 1\mathrm{s}\mathrm{t}\text{ or }H& 1\mathrm{s}\mathrm{t}\text{ or }H\\ \hfill 2\mathrm{n}\mathrm{d}& 1\mathrm{s}\mathrm{t}\text{ or }H& 2\mathrm{n}\mathrm{d}\text{ or }H& H\\ \hfill H& 1\mathrm{s}\mathrm{t}\text{ or }H& H& H\end{array}$$
(3)
which can be summarized by the equation
$$[m+n][m]+[n].$$
(4)
This simply states that refusing to play across a vertical boundary can only make things harder for Hepzibah.
These two tables alone, in conjunction with some search by hand and by computer, allow us to determine the following values. Values derived from smaller games using Tables 1 and 3 are shown in plain, while those found in other ways, such as David Wolfe’s Gamesman’s Toolkit , our own search program, or Berlekamp’s solution for odd lengths are shown in bold.
$$\begin{array}{ccccccccccc}0\hfill & \mathrm{𝟐}𝐧𝐝& & 10\hfill & 1\mathrm{s}\mathrm{t}& & 20\hfill & H& & 30\hfill & H\\ 1\hfill & 𝐕& & 11\hfill & 1\mathrm{s}\mathrm{t}& & 21\hfill & H& & 31\hfill & 𝐇\\ 2\hfill & \mathrm{𝟏}𝐬𝐭& & 12\hfill & H& & 22\hfill & 𝐇& & 32\hfill & H\\ 3\hfill & \mathrm{𝟏}𝐬𝐭& & 13\hfill & \mathrm{𝟐}𝐧𝐝& & 23\hfill & 1\mathrm{s}\mathrm{t}& & 33\hfill & H\\ 4\hfill & 𝐇& & 14\hfill & 1\mathrm{s}\mathrm{t}& & 24\hfill & H& & 34\hfill & H\\ 5\hfill & 𝐕& & 15\hfill & 1\mathrm{s}\mathrm{t}& & 25\hfill & H& & 35\hfill & H\\ 6\hfill & 1\mathrm{s}\mathrm{t}& & 16\hfill & H& & 26\hfill & H& & 36\hfill & H\\ 7\hfill & 1\mathrm{s}\mathrm{t}& & 17\hfill & H& & 27\hfill & 1\mathrm{s}\mathrm{t}& & 37\hfill & H\\ 8\hfill & H& & 18\hfill & \mathrm{𝟏}𝐬𝐭& & 28\hfill & H& & 38\hfill & H\\ 9\hfill & 𝐕& & 19\hfill & 1\mathrm{s}\mathrm{t}& & 29\hfill & H& & 39\hfill & H\end{array}$$
In fact, $`[n]`$ is a win for Hepzibah for all $`n28`$.
Some discussion is in order. Once we know that $`[4]=H`$, we have $`[4k]=H`$ for all $`k1`$ by Table 3. Combining Tables 1 and 3 gives $`[6]=[7]=1\mathrm{s}\mathrm{t}`$, since these are both $`1\mathrm{s}\mathrm{t}`$ or $`V`$ and $`1\mathrm{s}\mathrm{t}`$ or $`H`$. A similar argument gives $`[10]=[11]=1\mathrm{s}\mathrm{t}`$ and $`[14]=[15]=1\mathrm{s}\mathrm{t}`$, once we learn through search that $`[13]=2\mathrm{n}\mathrm{d}`$ (which is rather surprising, and breaks an apparent periodicity of order 4).
Combining $`[13]`$ with multiples of 4 and with itself gives $`[13+4k]=[26+4k]=[39+4k]=H`$ for $`k1`$. Since $`26=24+2=13+13`$, we have $`[26]=H`$ since it is both $`1\mathrm{s}\mathrm{t}`$ or $`H`$ and $`2\mathrm{n}\mathrm{d}`$ or $`H`$, giving $`[39]=H`$ since 39=26+13.
Since $`19=9+9+1=17+2`$, we have $`[19]=1\mathrm{s}\mathrm{t}`$ since it is both $`1\mathrm{s}\mathrm{t}`$ or $`V`$ and $`1\mathrm{s}\mathrm{t}`$ or $`H`$. Similarly $`23=9+13+1=21+2`$ and $`27=13+13+1=25+2`$ so $`[23]=[27]=1\mathrm{s}\mathrm{t}`$. A computer search gives $`[22]=H`$, and since $`35=22+13`$ we have $`[35]=H`$.
So far, we have gotten away without using the real power of game theory. However, for $`[31]`$ we have found no elementary proof, and it is too large for our search program. Therefore, we turn to Berlekamp’s beautiful solution for $`2\times n`$ Domineering when $`n`$ is odd (Ref. ), evaluate it with the Gamesman’s Toolkit , and find the following (see Refs. for notation):
$$[31]=\frac{1}{2}15(\frac{1}{4}+^{3/4})+^{3/4}_{1/2}^{1/2}3\frac{7}{8}=\{2|\mathrm{\hspace{0.17em}0}\frac{1}{2}|2\}|\frac{5}{2}<\mathrm{\hspace{0.17em}0}$$
(5)
Thus $`[31]`$ is negative and a win for Hepzibah. This closes the last loophole, telling us who wins the $`2\times n`$ game for all $`n`$.
## 3 Boards of width 3, 4, 5, 7, 9, 11 and others
The situation for rectangles of width 3 is much simpler. While Equation 2 no longer holds since Vera cannot divide the board in two with her first move, Equation 4 holds for all widths, since Hepzibah can choose not to cross a vertical boundary between two games. A quick search shows that $`[3\times n]=H`$ for $`n=4,5,6`$ and $`7`$, so we have for width 3
$`[1]=V`$, $`[2]=[3]=1\mathrm{s}\mathrm{t}`$, and $`[n]=H`$ for all $`n4`$.
For width 5, we obtain
$`[1]=[3]=V`$, $`[2]=[4]=H`$, $`[5]=2\mathrm{n}\mathrm{d}`$, and $`[n]=H`$ for all $`n6`$.
For width 7, Breuker, Uiterwijk and van den Herik found by computer search (Refs. ) that $`[4]=[6]=[9]=[11]=H`$. Then $`[8]=[10]=H`$, and combining this with searches on small boards we have
$`[1]=[3]=[5]=V`$, $`[2]=[7]=1\mathrm{s}\mathrm{t}`$, $`[4]=[6]=H`$, and $`[n]=H`$ for all $`n8`$.
In all these cases, we were lucky enough that $`[n]=2\mathrm{n}\mathrm{d}`$ or $`H`$ for enough small $`n`$ to generate all larger $`n`$ by addition. This becomes progressively rarer for larger widths. However, we have some partial results on other widths. For width 4, Uiterwijk and van den Herik (Refs. ) found by computer search that $`[8]=[10]=[12]=[14]=H`$, so $`[n]=H`$ for all even $`n8`$. They also found that $`[15]=[17]=H`$, so
$$[4\times n]=H\text{ for all }n22.$$
This leaves $`[4\times 19]`$ and $`[4\times 21]`$ as the only unsolved boards of width 4.
As a general method, whenever we can find a length for which Hepzibah wins by some positive number of moves (rather than by an infinitesimal), then she wins on any board long enough to contain a sufficient number of copies of this one to overcome whatever advantage Vera might have on smaller boards. Game-theoretically, if $`[n]<r`$, then $`[m]<0`$ whenever $`m(1/r)\mathrm{max}_{l<n}[l]`$.
For width 9, for instance, we have $`[1]=4`$, $`[2]=\frac{3}{2}|\mathrm{\hspace{0.17em}0}\frac{1}{2}|\frac{5}{2}`$, $`[3]=5|\mathrm{\hspace{0.17em}3}\frac{11}{4}|\frac{1}{4}`$, and $`[4][2]+[2]=1|\frac{1}{2}1|\frac{5}{2}<\frac{1}{2}`$. By summing these, it is easy to show that
$$[9\times n]=H\text{ for all }n22.$$
Similarly, for width 11 we have $`[1]=5`$ and $`[2]=1|\{\frac{1}{2}|1\frac{3}{2}|\frac{7}{2}\}`$. Then $`[8][2]+[2]+[2]+[2]=1|\frac{1}{2}1|\frac{5}{2}<\frac{1}{2}`$ and $`[16][8]+[8]\frac{3}{2}`$, so
$$[11\times n]=H\text{ for all }n56.$$
Unfortunately, for all other widths greater than 7, either or $`[2]+[2]`$ is positive and $`[3]`$ is as well, so without some way to calculate values for $`[4]`$ or more we can’t establish this kind of bound. Nor do we know of any length for which Hepzibah wins on width 8, or a proof that she wins any board of width 6 by a positive amount.
To get results on boards of other widths, we can use a variety of tricks. First of all, just as Hepzibah can choose to cross a vertical boundary between games, Vera can choose not to cross a horizontal one. Thus Equation 4 is one of a dual pair,
$`[m\times (n_1+n_2)]`$ $``$ $`[m\times n_1]+[m\times n_2]`$ (6)
$`[(m_1+m_2)\times n]`$ $``$ $`[m_1\times n]+[m_2\times n]`$ (7)
Another useful rule is that $`[n\times n]=1\mathrm{s}\mathrm{t}`$ or $`2\mathrm{n}\mathrm{d}`$, since neither player can have an advantage on a square board. In fact, in game-theoretic terms $`[n\times n]+[n\times n]=0`$, so if Hepzibah goes second she can win by mimicking Vera’s move, rotated $`90^{}`$, in the other board. More generally we have
$$\begin{array}{c}\text{If }[n\times n]=1\mathrm{s}\mathrm{t}\text{, then }[n\times kn]=\{\begin{array}{cc}2\mathrm{n}\mathrm{d}\text{ or }H\hfill & \text{ for even }k>1\hfill \\ 1\mathrm{s}\mathrm{t}\text{ or }H\hfill & \text{ for odd }k>1\hfill \end{array}\hfill \\ \text{If }[n\times n]=2\mathrm{n}\mathrm{d}\text{, then }[n\times kn]=2\mathrm{n}\mathrm{d}\text{ or }H\text{ for all }k>1\text{.}\hfill \end{array}$$
For instance, this tells us that $`[6\times 12]=2\mathrm{n}\mathrm{d}`$ or $`H`$, and since $`[6\times 4]=1\mathrm{s}\mathrm{t}`$ and $`[6\times 8]=H`$ (Ref. ) we also have $`[6\times 12]=1\mathrm{s}\mathrm{t}`$ or $`H`$. Therefore $`[6\times 12]=H`$ and
$$[6\times (4+4k)]=H\text{ for all }k1.$$
We can also use our addition rules backward; since no two games can sum to a square in a way that gives an advantage to either player,
If $`m<n`$ and $`[m\times n]=2\mathrm{n}\mathrm{d}`$ or $`V`$, then $`[(nm)\times n]V`$ (8)
and similarly for the dual version.
Using the results of Refs. and , some computer searches of our own, and a program that propagates these rules as much as possible gives the table shown in Figure 1. It would be very nice to deduce who wins on some large squares; the $`9\times 9`$ square is the largest known so far (Ref. ). We note that if $`[9\times 13]=1\mathrm{s}\mathrm{t}`$ then $`[13\times 13]=1\mathrm{s}\mathrm{t}`$ since $`[4\times 13]=V`$.
## 4 Playing on cylinders and tori
On a torus, Hepzibah can choose not to play across a vertical boundary and Vera can choose not to play across a horizontal one. Thus cutting a torus, or pasting a rectangle along one pair of edges, to make a horizontal or vertical cylinder gives the inequalities shown in Figure 2. Note that there is no obvious relation between the value of a rectangle and that of a torus of the same size.
While it is easy to find who wins on tori and cylinders of various small widths, we do the analysis here only for tori of width 2. Since Vera’s move takes both squares in the same column, these boards are equivalent to horizontal cylinders like those shown on the left of Fig. 2 (or, for that matter, Möbius strips or Klein bottles). Therefore, if Hepzibah can win on the rectangle of length $`n`$, she can win here as well.
The second player has slightly more power here than she did in on the rectangle, since the first player has no control over the effect of her move. If Vera goes first, she simply converts a torus of length $`n`$ into a rectangle of length $`n1`$, and if Hepzibah goes first, Vera can choose where to put the rectangle’s vertical boundary, in essence choosing Hepzibah’s first move for her. On the other hand, in the latter case Hepzibah gets to play again, and can treat the remainder of the game as the sum of two rectangles and a horizontal space.
These observations give the following table for tori of width 2:
$$\begin{array}{ccc}[n]_{\mathrm{rect}}& [n1]_{\mathrm{rect}}& [n]_{\mathrm{torus}}\\ & & \\ H& & H\\ 1\mathrm{s}\mathrm{t}& 1\mathrm{s}\mathrm{t}\text{ or }H& H\\ 1\mathrm{s}\mathrm{t}& 2\mathrm{n}\mathrm{d}\text{ or }V& 1\mathrm{s}\mathrm{t}\\ 2\mathrm{n}\mathrm{d}\text{ or }V& 1\mathrm{s}\mathrm{t}\text{ or }H& 2\mathrm{n}\mathrm{d}\text{ or }H\end{array}$$
These and our table for $`2\times n`$ rectangles determine $`[n]_{\mathrm{torus}}`$ for all $`n`$ except 5, 9, and 13. Vera loses all of these if she plays first, since she reduces the board to a rectangle which is a win for Hepzibah. For 5 and 9, Vera wins if Hepzibah plays first by playing in such a way that Hepzibah’s domino is in the center of the resulting rectangle, creating a position which has zero value. Thus these boards are wins for the $`2\mathrm{n}\mathrm{d}`$ player. For 13, Hepzibah wins since (as the Toolkit tells us) all of Vera’s replies to Hepzibah leave us in a negative position.
Our computer searches show that $`n\times n`$ tori are wins for the $`2\mathrm{n}\mathrm{d}`$ player when $`n=1`$, $`3`$, or $`5`$, and for the $`1\mathrm{s}\mathrm{t}`$ player when $`n=2`$, $`4`$, or $`6`$. We conjecture that this alternation continues, and that square tori of odd and even size are wins for the $`2\mathrm{n}\mathrm{d}`$ and $`1\mathrm{s}\mathrm{t}`$ players respectively. We note that a similar argument can be used to show that 9 is prime.
## 5 Polynomial-time strategies
While correctly playing the sum of many games is PSPACE-complete in general , the kinds of sums we have considered here are especially easy to play. For instance, if $`[m]`$ and $`[n]`$ are both wins for Hepzibah, she can win on $`[m+n]`$ by playing wherever she likes if she goes first, and replying to Vera in whichever game Vera chooses thereafter. Thus if we have strategies for both these games, we have a strategy for their sum. All our additive rules are of this kind.
Above, we showed for a number of widths that boards of any length can be reduced to sums of a finite number of lengths. Since each of these can be won with some finite strategy, and since sums of them can be played in a simple way, we have proved the following theorem:
###### Theorem 5.1
For boards of width 2, 3, 4, 5, 7, 9, and 11, there exist polynomial-time strategies for playing on boards of any length.
Note that we are not asking that the strategy produce optimum play, in which Hepzibah (or on small boards, $`1\mathrm{s}\mathrm{t}`$, $`2\mathrm{n}\mathrm{d}`$ or Vera) wins by as many moves as possible, but only that it tells her how to win.
In fact, we conjecture that this theorem is true for boards of any width. This would follow if for any $`m`$ there exists an $`n`$ such that Hepzibah wins by some positive number of moves, which in turn implies that there is some $`n^{}`$ such that she wins on all boards longer than $`n^{}`$. A similar conjecture is made in . Note, however, that this is not the same as saying that there is a single polynomial-time strategy for playing on boards of any size. The size or running time of the strategy could grow exponentially in $`m`$, even if it grows polynomially when $`m`$ is held constant.
Acknowledgements. We thank Elwyn Berlekamp, Aviezri Fraenkel, and David Wolfe for helpful communications, and Jos Uiterwijk for sharing his group’s recent results. I.R. also thanks the Santa Fe Institute for hosting his visit, and FONDECYT 1990616 for their support. Finally, C.M. thanks Molly Rose and Spootie the Cat.
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# Some Ricci Flat (pseudo-) Riemannian Geometries
## 1 Introduction
Let $`(S,g)`$ denote a two dimensional geometry where $`S`$ is a surface in a three dimensional flat manifold $`M_3`$ and $`g`$ is a (pseudo-) Riemannian metric on $`S`$ with a non vanishing determinant, $`det(g)`$. Furthermore we assume that $`g`$ satisfies the following conditions
$`_\mu (g^{\mu \nu }g^1_\nu g)=0,`$ (1)
$`R+{\displaystyle \frac{1}{4}}tr[g^{\mu \nu }_\mu g^1_\nu g]=0.`$ (2)
where $`R`$ is the Ricci scalar (Gaussian curvature) of $`S`$ (please see the next section for our conventions). We shall see in the following sections that some surfaces which are conformally related to minimal surfaces satisfy the above conditions.
The importance of such surfaces arises when we are interested in even dimensional Ricci flat geometries. By the utility the metric $`g`$ of these surfaces we shall give a construction (without solving any further differential equations) of the metric of a $`2N`$ dimensional Ricci flat (pseudo-) Riemannian geometries.
Ricci flat geometries are important not only in differential geometry and general relativity but also in gravitational instantons and in brane solutions of string theory .
## 2 Conformally related minimal surfaces
Let $`\varphi `$ be a differentiable function of $`x^1`$ and $`x^2`$ and $`S_0`$ be the surface in a three dimensional manifold $`M_3`$ (not necessarily Euclidean) with a pseudo-Riemannian metric $`g_3`$ defined through $`ds^2=g_{0\mu \nu }dx^\mu dx^\nu +ϵ(dx^3)^2`$, where $`\mu ,\nu =1,2`$ , $`ϵ=\pm 1`$ and $`g_0`$ is a constant, invertible, symmetric $`2\times 2`$ matrix. In this work we assume Einstein summation convention, i.e., the repeated indices are summed up. $`S_0`$ is given as the graph of the function $`\varphi `$, i.e., $`S_0=\{(x^1,x^2,x^3)M_3|x^3=\varphi (x^1,x^2)\}`$. Then the metric on $`S_0`$ is given by
$$h_{\mu \nu }=g_{0\mu \nu }+ϵ\varphi _{,\mu }\varphi _{,\nu }.$$
(3)
Since $`deth=(detg_0)\rho `$ where
$$\rho =1+ϵg_0^{\mu \nu }\varphi _{,\mu }\varphi _{,\nu }$$
(4)
then $`h`$ is everywhere (except at those points where $`\rho =0`$) invertible. Its inverse is given by
$$h^{\mu \nu }=g_0^{\mu \nu }\frac{ϵ}{\rho }\varphi ^\mu \varphi ^\nu $$
(5)
where $`g_0^{\mu \nu }`$ are the components of the inverse matrix $`g_0^1`$ of $`g_0`$. Here the indices are lowered and raised by the metric $`g_0`$ and its inverse $`g_0^1`$ respectively. For instance , $`\varphi _\nu ^\mu =g_0^{\mu \alpha }\varphi _{,\alpha \nu }`$.
The Ricci tensor corresponding to the metric in (3) is given by
$$r_{\mu \nu }=\frac{ϵ}{\rho }(^2\varphi )\varphi _{,\mu \nu }\frac{ϵ}{\rho }\varphi _{,\mu }^\alpha \varphi _{,\nu \alpha }+\frac{1}{4\rho ^2}\rho _{,\mu }\rho _{,\nu },$$
(6)
where
$$^2\varphi =h^{\mu \nu }\varphi _{,\mu \nu }=g_0^{\mu \nu }\varphi _{,\mu \nu }\frac{1}{2\rho }\varphi ^\alpha \rho _{,\alpha }$$
(7)
The Ricci scalar or the Gaussian curvature $`K`$ and the minimal curvature $`H`$ are obtained as
$`K`$ $`=`$ $`{\displaystyle \frac{ϵ}{\rho ^2}}[(\varphi _\alpha ^\alpha )^2\varphi ^{\alpha \beta }\varphi _{,\alpha \beta }]`$ (8)
$`H`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{\rho }}}h^{\mu \nu }\varphi _{,\mu \nu },`$ (9)
The following proposition is valid only for the case of two dimensional geometries.
Proposition 1. $`\varphi _{,\alpha \mu }\varphi _{,\beta \gamma }\varphi _{,\alpha \beta }\varphi _{,\mu \gamma }=\lambda _0(g_{0\alpha \mu }g_{0\beta \gamma }g_{0\alpha \beta }g_{0\gamma \mu })`$
where
$$\lambda _0=\frac{1}{2}[\varphi ^{\alpha \beta }\varphi _{\alpha \beta }(\varphi _\alpha ^\alpha )^2].$$
(10)
The following corollaries will be very useful in this section
Corollary 1. $`\varphi _\mu ^\alpha \varphi _{,\alpha \nu }\varphi _\alpha ^\alpha \varphi _{,\mu \nu }=\lambda _0g_{0\mu \nu }`$
Corollary 2. $`r_{\alpha \beta }=\frac{K}{2}h_{\alpha \beta },\lambda _0=\frac{ϵ}{2}\rho ^2K`$
For the minimal surfaces we have $`H=0`$ and the following result
Proposition 2. If $`H=0`$ then ()
$`_\alpha [\sqrt{\rho }h^{\alpha \beta }_\beta \varphi ]`$ $`=`$ $`0,`$ (11)
$`_\alpha (\sqrt{\rho }h^{\alpha \beta })`$ $`=`$ $`0.`$ (12)
We now define surfaces which are locally conformal to minimal surfaces. Let $`S`$ be such a surface, i.e., locally conformal to $`S_0`$. Then the metric on $`S`$ is given by
$$g_{\alpha \beta }=\frac{1}{\sqrt{\rho }}h_{\alpha \beta }.$$
(13)
It is clear that $`detg=detg_00`$. In the sequel we shall assume that the surface $`S_0`$ is minimal and hence the metric defined on it satisfies all the equivalent conditions in proposition 2. The corresponding Ricci tensor of $`g`$ is given as
$$R_{\alpha \beta }=r_{\alpha \beta }(_g^2\psi _0)g_{\alpha \beta },$$
(14)
where $`\psi _0=\frac{1}{4}log(\rho )`$ and $`_g^2`$ is the Laplace-Beltrami operator with respect to the metric $`g`$. Using the above results we have
Proposition 3. The following are some identities related to the conformally related surface $`S`$.
$`R`$ $`=`$ $`{\displaystyle \frac{1}{4}}g^{\alpha \beta }tr[_\alpha g^1_\beta g]`$ (15)
$`R_{\alpha \beta }`$ $`=`$ $`{\displaystyle \frac{\rho 1}{2}}r_{\alpha \beta },`$ (16)
$`R`$ $`=`$ $`\sqrt{\rho }r2_h^2\psi _0.`$ (17)
Here $`g`$ is the $`2\times 2`$ matrix of $`g_{\alpha \beta }`$ and $`g^1`$ is its inverse. The operation tr is the standard trace operation for matrices.
Let $`v_\alpha =(1,0),v_\alpha ^{}=(0,1)`$ and $`u^\alpha =(1,0),u^\alpha =(0,1)`$. We now define some functions over $`S`$.
$`\xi _1`$ $`=`$ $`g^{\alpha \beta }v_\alpha v_\beta ,\xi _2=g^{\alpha \beta }v_\alpha ^{}v_\beta ^{},`$ (18)
$`w_1`$ $`=`$ $`\sqrt{\rho }g_{\alpha \beta }u^\alpha u^\beta ,w_2=\sqrt{\rho }g_{\alpha \beta }u^\alpha u^\beta .`$ (19)
It is now easy to prove
Proposition 4.
$`_g^2\zeta a_0R`$ $`=`$ $`a_0\sqrt{\rho }K,`$ (20)
$`_g^2\psi _1(a_1+a_2)R`$ $`=`$ $`0`$ (21)
$`_g^2\psi _22(b_1+b_2)R`$ $`=`$ $`(b_1+b_2)\sqrt{\rho }K,`$ (22)
where
$`\zeta `$ $`=`$ $`{\displaystyle \frac{a_0}{2}}log(\rho ),`$ (23)
$`\psi _1`$ $`=`$ $`a_1log(\xi _1)+a_2log(\xi _2),`$ (24)
$`\psi _2`$ $`=`$ $`b_1log(w_1)+b_2log(w_2).`$ (25)
Here $`a_0,a_1,a_2,b_1,`$ and $`b_2`$ are arbitrary constants.
There is another function $`\mu =(b_1+b_2)\zeta a_0\psi _2`$ satisfies similar equation as $`\psi _1`$
$$_g^2\mu =a_0(b_1+b_2)R,$$
(26)
Using Eq.(20) the functions $`\mu `$ and $`\psi _1`$ satisfy a similar type of equation
$$_g^2\sigma =\frac{c}{4}g^{\alpha \beta }tr[(_\alpha g^1)_\beta g],$$
(27)
where $`c=(a_1+a_2)`$ when $`\sigma =\psi _1`$ and $`c=a_0(b_1+b_2)`$ when $`\sigma =\mu `$.
It is easy to show that
$$\xi _1=\frac{w_2}{detg_0\sqrt{\rho }},\xi _2=\frac{w_1}{detg_0\sqrt{\rho }}$$
(28)
Hence $`\psi _1`$ will not be considered as an independent function. It is interesting and important to note that under the minimality condition the matrix $`g`$ satisfies the following condition as well.
Proposition 5. Minimality of $`S_0`$, $`H=0`$, also implies a sigma model , like equation for $`g`$, i.e.,
$$_\alpha [g^{\alpha \beta }g^1_\beta g]=0$$
(29)
## 3 Four Dimensions
Let the metric of a four dimensional manifold $`M_4`$ be given by
$$ds^2=e^{2\psi }g_{\alpha \beta }dx^\alpha dx^\beta +ϵ_1g_{\alpha \beta }dy^\alpha dy^\beta ,$$
(30)
where $`\psi `$ is a function of $`x^\alpha `$ and $`ϵ_1=\pm 1`$. Local coordinate of $`M_4`$ are denoted as $`x^a=(x^\alpha ,y^\alpha ),a=14`$
Proposition 6. The Ricci flat equations $`R_{ab}=0`$ for the metric (30) are given in two sets. One set satisfied identically due to the Proposition 5 above and the second one is given by
$$_g^2\psi =0$$
(31)
There are two independent functions satisfying the above Laplace equation , $`\varphi `$ and $`\mu `$. Using (26) we find that $`\psi =e_0\varphi +e_1\mu `$ where $`e_0`$ and $`e_2`$ are arbitrary constants and $`b_2=b_1`$. Combining all these constants we find that
$$e^{2\psi }=e^{2e_0\varphi }w_1^{2m_1}w_2^{2m_2},$$
(32)
where $`m_1`$ and $`m_2`$ are constants satisfying $`m_1+m_2=0`$. Then the line element (30) becomes
$$ds^2=\frac{e^{2e_0\varphi }}{w_1^{2m_1}w_2^{2m_2}}\frac{h_{\alpha \beta }dx^\alpha dx^\beta }{\sqrt{\rho }}+\frac{h_{\alpha \beta }dy^\alpha dy^\beta }{\sqrt{\rho }},$$
(33)
where $`\varphi `$ satisfies the minimality condition ($`H=0`$) (9) which is explicitly given by
$$[k_2+ϵ(\varphi _{,y})^2]\varphi _{,xx}2[k_0+ϵ\varphi _{,x}\varphi _{,y}]\varphi _{,xy}+[k_1+ϵ(\varphi _{,x})^2]\varphi _{,yy}=0,$$
(34)
where we take $`(g_0)_{11}=k_1,(g_0)_{01}=k_0,(g_0)_{22}=k_2`$ and assume that $`det(g_0)=k_1k_2k_0^20`$. Hence the functions $`w_1`$ and $`w_2`$ are given explicitly as
$$w_1=k_1+ϵ(\varphi _{,x})^2,w_2=k_2+ϵ(\varphi _{,y})^2.$$
(35)
The metric in (33) with $`e_0=0,m_1=m_2=0`$ reduces to an instanton metric .
## 4 Higher Dimensions
Let $`M_{2+2n}`$ be a $`2+2n`$ dimensional manifold with a metric
$$ds^2=e^{2\mathrm{\Phi }}g_{\alpha \beta }dx^\alpha dx^\beta +G_{AB}dy^Ady^B,$$
(36)
where the local coordinates of $`M_{2+2n}`$ are given by $`x^{\alpha +A}=(x^\alpha ,y^A),A=1,2,\mathrm{},2n`$, $`\mathrm{\Phi }`$ and $`G_{AB}`$ are functions of $`x^\alpha `$ alone. The Einstein equations are given in the following following proposition
Proposition 7. The Ricci flat equations for the metric in (36) are given by
$`_\alpha [g^{\alpha \beta }G^1_\beta G]=0,`$ (37)
$`_g^2\mathrm{\Phi }={\displaystyle \frac{1}{8}}g^{\alpha \beta }tr[(_\alpha G^1)_\beta G]+{\displaystyle \frac{R}{2}},`$ (38)
where $`G`$ is $`2n\times 2n`$ matrix of $`G_{AB}`$ and $`G^1`$ is its inverse.
Let us choose $`G`$ as a block diagonal matrix and each block is the $`2\times 2`$ matrix $`g`$. This means that the metric in (36) reduces to a special form
$`ds^2=e^{2\mathrm{\Phi }}g_{\alpha \beta }dx^\alpha dx^\beta +ϵ_1g_{\alpha \beta }dy_1^\alpha dy_1^\beta +\mathrm{}+ϵ_ng_{\alpha \beta }dy_n^\alpha dy_n^\beta ,`$ (39)
where the local coordinates of $`M_{2+2n}`$ are given by $`x^{\alpha +A}=(x^\alpha ,y_1^\alpha ,\mathrm{},y_n^\alpha )`$, $`ϵ_i=\pm 1,i=1,2,\mathrm{},n`$. Then we have the following theorem
Theorem. For every two dimensional minimal surface $`S_0`$ immersed in a three dimensional manifold $`M_3`$ there corresponds a $`2N=2+2n`$-dimensional Ricci flat (pseudo-) Riemannian geometry with the metric given in (39) with
$$e^{2\mathrm{\Phi }}=e^{2\psi }w_1^{2n_1}w_2^{2n_2}\rho ^{n_1+n_2},$$
(40)
where $`\psi `$ is given in (32), $`w_1`$ and $`w_2`$ are given in (35), $`n_1`$ and $`n_2`$ satisfy
$$n_1+n_2=\frac{n1}{2}.$$
(41)
Proof of the theorem: Using proposition 7 for the metric (39) the Ricci flat equations reduce to the following equation
$$_g^2\mathrm{\Phi }=\frac{n1}{8}g^{\alpha \beta }tr[(_\alpha g^1)_\beta g]$$
(42)
Hence, using (27) and letting $`a_0b_1=n_1,a_0b_2=n_2`$ and $`\mathrm{\Phi }=\mu `$ we find (40) with the condition (41). All metric functions $`\psi `$, $`w_1`$, $`w_2`$ and $`g_{\alpha \beta }`$ are expressed explicitly in terms the function $`\varphi `$ and its derivatives $`\varphi _{,x}`$ and $`\varphi _{,y}`$. This means that for each solution $`\varphi `$ of (34) there exists a $`2N`$-dimensional metric (39). This completes the proof of the theorem.
The dimension of the manifold is $`2N=4+4(n_1+n_2)`$. Here $`n=1`$ corresponds to the four dimensional case. The signature of the geometry depends on the signature of $`S`$. If the signature of $`S`$ is zero then the signature of $`M_{2N}`$ is also zero. If the signature of $`S`$ is $`2`$ then the signature of $`M_{2N}`$ is $`2(1+ϵ_1+\mathrm{}+ϵ_n)`$.
This work is partially supported by the Scientific and Technical Research Council of Turkey (TUBITAK) and Turkish Academy of Sciences (TUBA).
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# 1 Introduction
## 1 Introduction
Chiral Perturbation Theory (ChPT) \[?,?\] plays an important rôle in the study of low-energy phenomena in QCD. As is well known, ChPT is based on simultaneous expansions of scattering amplitudes or hadronic matrix elements in powers of momentum and the quark masses $`m_\mathrm{u},m_\mathrm{d}`$ and $`m_\mathrm{s}`$, and the form of the effective chiral Lagrangian is entirely determined by chiral symmetry. Another feature is the emergence of a number of coupling constants at every given order, which incorporate the non-perturbative dynamics of QCD. These couplings – sometimes called “low-energy constants” – are a priori undetermined and can be fixed through phenomenological constraints in conjunction with additional assumptions. Currently the typical accuracy which is achieved in the determination of the low-energy constants is not very high (for a review, see \[?\]).
It has been noted some time ago that the mass parameters $`m_\mathrm{u},m_\mathrm{d}`$ and $`m_\mathrm{s}`$ cannot be fixed unambiguously from symmetry considerations alone. The reason is that the effective chiral Lagrangian is invariant under a family of transformations of the quark masses, which can be absorbed into the low-energy constants \[?\]. In particular, this hidden symmetry of the chiral Lagrangian implies that one cannot distinguish between $`m_\mathrm{u}=0`$ and $`m_\mathrm{u}5\mathrm{MeV}`$, whilst preserving all other phenomenological predictions. Thus, additional theoretical input beyond ChPT is required to decide whether $`m_\mathrm{u}=0`$ is indeed realized in nature. An obvious strategy is then to sharpen the current estimates for the low-energy constants and check whether they are compatible with the condition that $`m_\mathrm{u}=0`$.
Since $`m_\mathrm{u}=0`$ represents a simple solution to the strong CP problem, this question has continued to attract a lot of attention, despite several plausible arguments, each of which independently rules out $`m_\mathrm{u}=0`$ \[?,?\]. However, the problem has never been studied in a first principles approach starting from the QCD Lagrangian directly.
In this paper we propose and test a method to determine a large set of low-energy constants with good accuracy using lattice simulations. Given its technical feasibility, such an approach eliminates the use of theoretical assumptions in the specification of the chiral Lagrangian. In the context of testing $`m_\mathrm{u}=0`$ the rôle of lattice calculations has recently been discussed by Cohen, Kaplan and Nelson \[?\]. We expand on their proposal by incorporating the information gained by studying the mass dependence of matrix elements in addition to that of the pseudoscalar masses. Furthermore, we present ready-to-use numerical procedures which increase the statistical precision and discuss the influence of lattice artefacts. The latter point is of great relevance because the effective chiral Lagrangian of Gasser and Leutwyler is not valid for non-zero lattice spacing.
Our method is generally applicable in simulations of QCD with or without dynamical quarks. This initial study mainly serves to test its accuracy and limitations, and for that purpose it is sufficient to apply it to lattice data obtained in the quenched approximation. As a consequence we also consider comparisons of our lattice data with the quenched version of ChPT, thereby extracting some of the low-energy constants relevant for the quenched theory.
On the basis of our lattice data we conclude that the mass dependence of matrix elements can be determined with high precision in lattice simulations. Furthermore we show that low-energy constants in the chiral Lagrangian can be obtained with a typical, absolute statistical accuracy of $`\pm \mathrm{\hspace{0.17em}0.05}`$ in the continuum limit. Systematic uncertainties due to neglected higher orders are estimated to be $`\pm \mathrm{\hspace{0.17em}0.2}`$. However, a systematic study of the influence of higher orders in the chiral expansions has so far not been performed, owing to limitations in the range of light quark masses that one is currently able to explore. Future calculations at smaller quark masses will be required in order to settle this point.
The remainder of this paper is organized as follows. In Section 2 we recall the main concepts of ChPT. Our computational strategy is described in Section 3, and the numerical details are discussed in Section 4, focusing on the extrapolations to the continuum. Our results are presented in Section 5, and Section 6 contains some concluding remarks. Two appendices list some details about expressions in partially quenched ChPT and explain our choice of additional low-energy constants in the quenched theory.
## 2 Chiral perturbation theory
In this section we repeat the main features of ChPT and specify our notation. In addition to standard ChPT we also discuss its quenched and partially quenched versions.
### 2.1 Standard ChPT and $`m_\mathrm{u}=0`$
The effective chiral Lagrangian is written as a low-energy expansion \[?,?\]
$`_{\mathrm{eff}}=_{\mathrm{eff}}^{(2)}+_{\mathrm{eff}}^{(4)}+\mathrm{}`$ (2.1)
The leading contribution $`_{\mathrm{eff}}^{(2)}`$ contains two coupling constants $`F_0`$ and $`B_0`$. To lowest order $`F_0`$ coincides with the pion decay constant $`F_\pi `$. Throughout this paper we adopt a convention in which $`F_\pi 93\mathrm{MeV}`$. At order $`p^4`$ additional couplings $`\alpha _1,\alpha _2,\mathrm{},\alpha _{12}`$ appear in the effective chiral Lagrangian <sup>2</sup><sup>2</sup>2We adopt a convention in which the $`\alpha _i`$’s are related to the corresponding couplings $`L_i`$ of ref. \[?\] through $`\alpha _i=8(4\pi )^2L_i`$.. These couplings are not constrained by chiral symmetry. Furthermore they contain the divergences that arise if one goes beyond tree level and thus depend on the renormalization scale (and scheme). As mentioned in the introduction, experimental information at low energies is not sufficient to specify the values of the complete set of couplings $`\alpha _1,\mathrm{},\alpha _{12}`$. For this reason one has to add further theoretical constraints, which usually involve certain assumptions, such as large-$`N_\mathrm{c}`$ arguments. By applying such a procedure, the “standard” values of the low-energy constants in our convention for $`N_\mathrm{f}=3`$ flavours read \[?,?,?,?,?,?,?\]
$`\begin{array}{ccc}\alpha _1=0.2\pm 0.4\hfill & & \alpha _6=0.5\pm 0.4\hfill \\ \alpha _2=1.07\pm 0.4\hfill & & \alpha _7=0.5\pm 0.25\hfill \\ \alpha _3=4.4\pm 1.4\hfill & & \alpha _8=0.76\pm 0.4\hfill \\ \alpha _4=0.76\pm 0.6\hfill & & \alpha _9=7.8\pm 0.8\hfill \\ \alpha _5=0.5\pm 0.6\hfill & & \alpha _{10}=6.1\pm 0.8.\hfill \end{array}`$ (2.7)
Here the $`\alpha _i`$’s have been renormalized at scale $`\mu =4\pi F_\pi `$, which will always be used in the remainder of this paper. The constants $`\alpha _{11}`$ and $`\alpha _{12}`$ are of little phenomenological interest and are not included here.
The question whether $`m_\mathrm{u}=0`$ has been discussed at length in the literature \[?,?,?,?\]. The usual starting point is the observation that simultaneous transformations of the quark masses
$`m_\mathrm{u}^\lambda =m_\mathrm{u}+\lambda m_\mathrm{d}m_\mathrm{s},m_\mathrm{d}^\lambda =m_\mathrm{d}+\lambda m_\mathrm{s}m_\mathrm{u},m_\mathrm{s}^\lambda =m_\mathrm{s}+\lambda m_\mathrm{u}m_\mathrm{d},`$ (2.8)
and coupling constants according to
$`\alpha _6^\lambda =\alpha _6+\lambda {\displaystyle \frac{(4\pi F_0)^2}{4B_0}},\alpha _7^\lambda =\alpha _7+\lambda {\displaystyle \frac{(4\pi F_0)^2}{4B_0}},\alpha _8^\lambda =\alpha _8\lambda {\displaystyle \frac{(4\pi F_0)^2}{2B_0}},`$ (2.9)
leaves the effective chiral Lagrangian invariant. Here, $`\lambda `$ denotes an arbitrary parameter, and for $`\lambda 0,m_\mathrm{u}=0`$ one can generate an effective up-quark mass such that all predictions by ChPT, in particular for ratios of quark masses, remain unchanged. In order to test whether $`m_\mathrm{u}=0`$ one has to determine the linear combination \[?\] $`(2\alpha _8\alpha _5)`$, which, however, is not directly accessible from phenomenology. The value of $`\alpha _5`$ is obtained from the ratio of kaon to pion decay constants, $`F_\mathrm{K}/F_\pi `$, but $`\alpha _8`$ can only be inferred from the linear combination
$`\alpha _512\alpha _76\alpha _8,`$ (2.10)
which is related to the Gell-Mann–Okubo formula. Clearly this linear combination is invariant under the transformation of eq. (2.9). As pointed out in \[?\] a choice for $`\alpha _7`$ and $`\alpha _8`$ which is compatible with $`m_\mathrm{u}=0`$ is given by
$`m_\mathrm{u}=0:\alpha _8=0.9\pm 0.4,\alpha _7=0.25\pm 0.25,`$ (2.11)
which is quite different from the corresponding numbers listed in eq. (2.7). The task for lattice simulations is now to provide independent determinations of $`\alpha _5,\alpha _8`$ from linear combinations which are not invariant under eq. (2.9), starting from the QCD Lagrangian. Provided that these estimates turn out to be sufficiently accurate, it should then be possible to test the hypothesis that $`m_\mathrm{u}=0`$.
### 2.2 Partially quenched ChPT
The rôle of lattice simulations for the determination of the $`\alpha _i`$’s has already been stressed in \[?,?\], and most recently in \[?\]. In particular, it has been noted that simulations of “partially quenched” QCD, in which the sea and valence quarks can be chosen independently, may be useful as well as technically feasible. Thus, one is not forced to simulate at the physical values of the $`\mathrm{u}`$, $`\mathrm{d}`$ and $`\mathrm{s}`$ quarks. Instead, the only requirement is that the pseudoscalar masses be small compared with the typical chiral scale of $`\mathrm{\Lambda }_\chi 1\mathrm{GeV}`$. Hence the use of moderately light sea and valence quark masses and their independent variation may be sufficient to extract the low-energy constants.
It has to be kept in mind, though, that the values of the $`\alpha _i`$’s have to be determined separately for $`N_\mathrm{f}=2`$ and 3 flavours of dynamical quarks. This is a relevant point since there is currently not much experience with simulation algorithms for odd numbers of flavour.
Partially quenched ChPT has been studied to O$`(p^4)`$ by a number of authors \[?,?,?\]. Here we focus on the one-loop expressions for pseudoscalar masses and decay constants obtained by Sharpe \[?\] for $`N_\mathrm{f}`$ degenerate flavours of sea quarks. For the remainder of this paper we also take over some of the notation used in that reference. In particular, we denote the mass of the sea quark by $`m_S`$, whereas the masses of the (in general non-degenerate) valence quarks are denoted by $`m_1,m_2`$. As in \[?\] we introduce the dimensionless parameters
$`y_{ij}={\displaystyle \frac{B_0(m_i+m_j)}{(4\pi F_0)^2}},i,j\{1,\mathrm{\hspace{0.17em}2},S\}.`$ (2.12)
By setting $`\mathrm{\Lambda }_\chi =4\pi F_0`$ in eqs. (14) and (18) of ref. \[?\], we obtain the generic formulae for the pseudoscalar mass and decay constant, i.e.
$`m_{\mathrm{PS}}^2`$ $`=`$ $`y_{12}(4\pi F_0)^2\{1+{\displaystyle \frac{1}{N_\mathrm{f}}}\left[{\displaystyle \frac{y_{11}(y_{SS}y_{11})\mathrm{ln}y_{11}y_{22}(y_{SS}y_{22})\mathrm{ln}y_{22}}{y_{22}y_{11}}}\right]`$ (2.13)
$`+y_{12}(2\alpha _8\alpha _5)+y_{SS}N_\mathrm{f}(2\alpha _6\alpha _4)\}`$
$`{\displaystyle \frac{F_{\mathrm{PS}}}{F_0}}`$ $`=`$ $`1{\displaystyle \frac{N_\mathrm{f}}{4}}\left(y_{1S}\mathrm{ln}y_{1S}+y_{2S}\mathrm{ln}y_{2S}\right)`$ (2.14)
$`+{\displaystyle \frac{1}{2N_\mathrm{f}}}\left({\displaystyle \frac{y_{11}y_{22}y_{SS}y_{12}}{y_{22}y_{11}}}\mathrm{ln}{\displaystyle \frac{y_{11}}{y_{22}}}+y_{12}y_{SS}\right)`$
$`+y_{12}{\displaystyle \frac{1}{2}}\alpha _5+y_{SS}{\displaystyle \frac{N_\mathrm{f}}{2}}\alpha _4.`$
Here the constants $`\alpha _i`$ are to be evaluated at scale $`\mu =\mathrm{\Lambda }_\chi =4\pi F_01170\mathrm{MeV}`$. These expressions will later be used to form quantities that allow for the extraction of the $`\alpha _i`$’s using lattice data.
### 2.3 Quenched ChPT
Quenched ChPT has originally been discussed in refs. \[?,?\]. The complete chiral Lagrangian to order $`p^4`$ in quenched QCD has been studied by Colangelo and Pallante \[?\]. Their results form the basis of our analysis.
As is well known flavour singlets have to be treated differently in the quenched approximation: the decoupling of the $`\eta ^{}`$ from the pseudoscalar octet by means of the anomaly is not realized in the quenched theory. Therefore, the quenched chiral Lagrangian contains additional low-energy constants associated with flavour-singlet contributions. These include the singlet mass scale $`m_0`$ and the coupling constant $`\alpha _\mathrm{\Phi }`$, which multiplies the kinetic term of the singlet field in the quenched chiral Lagrangian. The mass scale $`m_0`$ is usually expressed in terms of the parameter $`\delta `$ defined by
$`\delta ={\displaystyle \frac{m_0^2}{3(4\pi F_0)^2}}.`$ (2.15)
From various lattice studies (e.g. \[?,?,?,?\]) one expects $`\delta 0.1`$. For $`\alpha _\mathrm{\Phi }`$ the available estimates have been summarized in \[?\] as $`\alpha _\mathrm{\Phi }0.6`$.
Following ref. \[?\] we restrict ourselves to the case of degenerate quarks. The complete results at one loop for the pseudoscalar mass and decay constant read <sup>3</sup><sup>3</sup>3In ref. \[?\] a different combination of low-energy constants appears in the expression for $`m_{\mathrm{PS}}^2`$, since the authors use an alternative convention for the counterterms \[?\]. The convention employed in this paper is consistent with that used in standard and partially quenched ChPT.
$`m_{\mathrm{PS}}^2`$ $`=`$ $`y(4\pi F_0)^2\left\{1\left(\delta \frac{2}{3}\alpha _\mathrm{\Phi }y\right)\left[1+\mathrm{ln}y\right]+\left((2\alpha _8^\mathrm{q}\alpha _5^\mathrm{q}){\displaystyle \frac{\alpha _\mathrm{\Phi }}{3}}\right)y\right\}`$ (2.16)
$`{\displaystyle \frac{F_{\mathrm{PS}}}{F_0}}`$ $`=`$ $`1+y\frac{1}{2}\alpha _5^\mathrm{q}.`$ (2.17)
Here $`y`$ is defined as
$`y={\displaystyle \frac{2B_0m}{(4\pi F_0)^2}},`$ (2.18)
and $`\alpha _8^\mathrm{q},\alpha _5^\mathrm{q}`$ denote the analogues of the low-energy constants $`\alpha _8`$ and $`\alpha _5`$ in the quenched theory.
## 3 Strategy
We now introduce the procedure to determine the low-energy constants from lattice data by studying the quark mass dependence of suitably defined ratios of pseudoscalar masses and matrix elements. In particular it is useful to investigate the mass dependence around some reference quark mass $`m_{\mathrm{ref}}`$. It is important to realize that this reference point does not have to coincide with a physical quark mass \[?\]. We only require that it should lie inside the range of simulated quark masses and within the domain of applicability of ChPT.
### 3.1 The ratios $`R_\mathrm{M}`$ and $`R_\mathrm{F}`$
Let us consider the case of degenerate valence quarks, $`m_1=m_2=m`$, either in the quenched approximation or in partially quenched QCD at a fixed value of the sea quark mass $`m_S`$. If we introduce
$`y={\displaystyle \frac{2B_0m}{(4\pi F_0)^2}},y_{\mathrm{ref}}={\displaystyle \frac{2B_0m_{\mathrm{ref}}}{(4\pi F_0)^2}},x=y/y_{\mathrm{ref}},`$ (3.19)
then the ratios defined by
$`R_\mathrm{M}(x)`$ $`=`$ $`\left({\displaystyle \frac{F_{\mathrm{PS}}(y)}{G_{\mathrm{PS}}(y)}}\right)/\left({\displaystyle \frac{F_{\mathrm{PS}}(y_{\mathrm{ref}})}{G_{\mathrm{PS}}(y_{\mathrm{ref}})}}\right)`$ (3.20)
$`R_\mathrm{F}(x)`$ $`=`$ $`F_{\mathrm{PS}}(y)/F_{\mathrm{PS}}(y_{\mathrm{ref}})`$ (3.21)
are universal functions of the parameter $`x`$, which measures the deviation from the reference point $`y_{\mathrm{ref}}`$. Here, $`G_{\mathrm{PS}}`$ denotes the matrix element of the pseudoscalar density between a pseudoscalar state and the vacuum, and the arguments of $`F_{\mathrm{PS}},G_{\mathrm{PS}}`$ refer to the quark mass value at which the matrix elements have to be evaluated. Using the definition of the current quark mass in terms of $`F_{\mathrm{PS}},G_{\mathrm{PS}}`$ and $`m_{\mathrm{PS}}`$ (see, for instance, eqs. (2.1) and (2.2) in ref. \[?\]), eq. (3.20) can be rewritten as
$`R_\mathrm{M}(x)=\left({\displaystyle \frac{2y}{m_{\mathrm{PS}}^2(y)}}\right)/\left({\displaystyle \frac{2y_{\mathrm{ref}}}{m_{\mathrm{PS}}^2(y_{\mathrm{ref}})}}\right)=x{\displaystyle \frac{m_{\mathrm{PS}}^2(y_{\mathrm{ref}})}{m_{\mathrm{PS}}^2(y)}}.`$ (3.22)
Extracting the low-energy constants from the ratios $`R_X,X=\mathrm{M},\mathrm{F}`$ instead of the masses and matrix elements themselves has several advantages:
* The ratios $`R_X`$ can be computed with high statistical precision owing to the strong correlations between numerator and denominator;
* The renormalization factors of the axial current and the pseudoscalar density drop out in $`R_\mathrm{M}`$ and $`R_\mathrm{F}`$.<sup>4</sup><sup>4</sup>4For $`\mathrm{O}(a)`$ improved Wilson fermions, there remains a small mass-dependent renormalization proportional to $`(b_\mathrm{A}b_\mathrm{P})(x1)am_{\mathrm{ref}}`$ and $`b_\mathrm{A}(x1)am_{\mathrm{ref}}`$ in the case of $`R_\mathrm{M}`$ and $`R_\mathrm{F}`$, respectively. Our experience has shown \[?\] that this can be safely neglected. In our calculations we set $`b_\mathrm{A}`$ and $`b_\mathrm{P}`$ equal to their one-loop perturbative values \[?\]. The ratios can therefore be readily extrapolated to the continuum limit, so that all dependence on the lattice spacing is eliminated. Strictly speaking it is only in the continuum limit that one is justified to compare the predictions of ChPT with lattice data;
* Since discretization errors are under good control in $`R_X`$ the effects of dynamical quarks can be isolated unambiguously.
The high level of statistical accuracy of the ratios is crucial in order not to compromise the precision in the continuum limit. Extracting the low-energy constants from the $`x`$-dependence in the continuum limit in turn guarantees that these estimates will not be distorted by cutoff effects.
The simple renormalization and high precision of the ratios may also be exploited to perform scaling tests for different fermionic discretizations.
### 3.2 Expressions for $`R_\mathrm{M}`$ and $`R_\mathrm{F}`$ in ChPT
Below we give a list with the expressions for $`R_\mathrm{M}`$ and $`R_\mathrm{F}`$ in quenched and partially quenched ChPT. For simplicity we restrict ourselves to the case of degenerate valence quarks. The case of non-degenerate valence quarks in partially quenched ChPT is discussed in detail in Appendix A.
Note that we have not yet specified the reference point $`y_{\mathrm{ref}}`$. At this stage the precise definition of its numerical value is not needed, and we thus postpone its specification to Section 5, where we describe our numerical results.
We begin by considering $`R_\mathrm{M}`$ and $`R_\mathrm{F}`$ in quenched ChPT. By inserting eq. (2.16) into eq. (3.22) we obtain
$`R_\mathrm{M}^\mathrm{q}(x)={\displaystyle \frac{1(\delta \frac{2}{3}\alpha _\mathrm{\Phi }y_{\mathrm{ref}})(1+\mathrm{ln}y_{\mathrm{ref}})+y_{\mathrm{ref}}[(2\alpha _8^\mathrm{q}\alpha _5^\mathrm{q})\frac{\alpha _\mathrm{\Phi }}{3}]}{1(\delta \frac{2}{3}\alpha _\mathrm{\Phi }xy_{\mathrm{ref}})(1+\mathrm{ln}(xy_{\mathrm{ref}}))+xy_{\mathrm{ref}}[(2\alpha _8^\mathrm{q}\alpha _5^\mathrm{q})\frac{\alpha _\mathrm{\Phi }}{3}]}}.`$ (3.23)
Provided that all masses and couplings are small, it is allowed to expand the denominator, which gives
$`R_\mathrm{M}^\mathrm{q}(x)`$ $`=`$ $`1+\delta \mathrm{ln}x\frac{2}{3}\alpha _\mathrm{\Phi }y_{\mathrm{ref}}\left[x\mathrm{ln}x+(x1)(\frac{1}{2}+\mathrm{ln}y_{\mathrm{ref}})\right]`$ (3.24)
$`y_{\mathrm{ref}}(x1)(2\alpha _8^\mathrm{q}\alpha _5^\mathrm{q}).`$
Similarly we obtain
$`R_\mathrm{F}^\mathrm{q}(x)={\displaystyle \frac{1+xy_{\mathrm{ref}}\frac{1}{2}\alpha _5^\mathrm{q}}{1+y_{\mathrm{ref}}\frac{1}{2}\alpha _5^\mathrm{q}}},`$ (3.25)
which, after expanding the denominator, becomes
$`R_\mathrm{F}^\mathrm{q}(x)=1+y_{\mathrm{ref}}(x1){\displaystyle \frac{1}{2}}\alpha _5^\mathrm{q}.`$ (3.26)
In partially quenched ChPT it is useful to always define the reference point $`y_{\mathrm{ref}}`$ at
$`m_1=m_2=m_S=m_{\mathrm{ref}},y_{\mathrm{ref}}={\displaystyle \frac{2B_0m_{\mathrm{ref}}}{(4\pi F_0)^2}}.`$ (3.27)
There are several possibilities to study the mass dependence of the ratios $`R_X`$. Let us first consider the case of equal sea and valence quark masses. The $`x`$-dependent part in $`R_X`$ is then obtained by setting
$`\text{SS:}m_1=m_2=m_S=xm_{\mathrm{ref}},`$ (3.28)
which will be labelled “SS” in the following. By taking the appropriate limits in eqs. (2.12) and (2.13) for the above choices of quark masses and inserting the resulting expressions into the definition of $`R_\mathrm{M}`$, we obtain, after expanding the denominator:
$`R_\mathrm{M}^{\mathrm{SS}}(x)`$ $`=`$ $`1{\displaystyle \frac{1}{N_\mathrm{f}}}y_{\mathrm{ref}}\left[x\mathrm{ln}x+(x1)\mathrm{ln}y_{\mathrm{ref}}\right]`$ (3.29)
$`y_{\mathrm{ref}}(x1)\left[(2\alpha _8\alpha _5)+N_\mathrm{f}(2\alpha _6\alpha _4)\right].`$
For $`R_\mathrm{F}`$ the corresponding result is
$`R_\mathrm{F}^{\mathrm{SS}}(x)=1{\displaystyle \frac{N_\mathrm{f}}{2}}y_{\mathrm{ref}}\left[x\mathrm{ln}x+(x1)\mathrm{ln}y_{\mathrm{ref}}\right]+y_{\mathrm{ref}}(x1)\frac{1}{2}\left(\alpha _5+N_\mathrm{f}\alpha _4\right).`$ (3.30)
For $`m_1,m_2m_S`$ the $`x`$-dependence can be mapped out using either the valence or the sea quarks. In the former case, which we label “VV” we define the $`x`$-dependent part through
$`\text{VV:}m_1=m_2=xm_{\mathrm{ref}},m_S=m_{\mathrm{ref}}`$ (3.31)
instead of eq. (3.28), which leads to the expressions
$`R_\mathrm{M}^{\mathrm{VV}}(x)`$ $`=`$ $`1{\displaystyle \frac{1}{N_\mathrm{f}}}y_{\mathrm{ref}}\left[(2x1)\mathrm{ln}x+2(x1)\mathrm{ln}y_{\mathrm{ref}}\right]`$ (3.32)
$`y_{\mathrm{ref}}(x1)\left[(2\alpha _8\alpha _5)+\frac{1}{N_\mathrm{f}}\right]`$
$`R_\mathrm{F}^{\mathrm{VV}}(x)`$ $`=`$ $`1{\displaystyle \frac{N_\mathrm{f}}{4}}y_{\mathrm{ref}}\left[(x+1)\mathrm{ln}\left(\frac{1}{2}(x+1)\right)+(x1)\mathrm{ln}y_{\mathrm{ref}}\right]`$ (3.33)
$`+y_{\mathrm{ref}}(x1)\frac{1}{2}\alpha _5.`$
A comparison of the expressions for $`R_\mathrm{M}`$ and $`R_\mathrm{F}`$ for the “SS” and “VV” cases shows that they are sensitive to different linear combinations of low-energy constants, depending on whether the $`x`$-dependence is defined using eq. (3.28) or eq. (3.31). In particular, we find that it is possible to extract directly from $`R_\mathrm{M}^{\mathrm{VV}}(x)`$ the linear combination $`(2\alpha _8\alpha _5)`$, which is relevant to the question of whether $`m_\mathrm{u}=0`$.
There are several other possibilities to define the dependence of $`R_X`$ on the quark masses, also allowing for non-degenerate valence quarks. Details are listed in Appendix A.
### 3.3 Extracting the low-energy constants
We now describe a method to determine the low-energy constants from the ratios $`R_X`$ in the quenched and unquenched cases. To this end we choose two values of mass parameters, $`x_1,x_2`$, and introduce the quantity
$`\mathrm{\Delta }R_X(x_1,x_2)=R_X(x_1)R_X(x_2),x_1<x_2,X=\mathrm{M},\mathrm{F}.`$ (3.34)
By inserting the expressions for the ratios $`R_X`$ we can easily solve for the low-energy constants. For instance, from eqs. (3.26) and (3.34) we find
$`\alpha _5^\mathrm{q}=2{\displaystyle \frac{\mathrm{\Delta }R_\mathrm{F}^\mathrm{q}(x_1,x_2)}{(x_1x_2)y_{\mathrm{ref}}}}.`$ (3.35)
Similar combinations of the $`\alpha _i`$’s can be obtained in partially quenched QCD. The explicit expressions are given in Appendix A, and one can easily convince oneself that they serve to determine $`\alpha _4,\alpha _5,\alpha _6`$ and $`\alpha _8`$.
The quantity $`\mathrm{\Delta }R_\mathrm{M}^\mathrm{q}`$ is a special case, since it also depends on the low-energy constants $`\delta `$ and $`\alpha _\mathrm{\Phi }`$, which only occur in the quenched theory. However, by inserting the estimates for $`\delta `$ and $`\alpha _\mathrm{\Phi }`$ quoted in the literature we can solve for $`(2\alpha _8^\mathrm{q}\alpha _5^\mathrm{q})`$, i.e.
$`(2\alpha _8^\mathrm{q}\alpha _5^\mathrm{q})`$ $`=`$ $`\left\{y_{\mathrm{ref}}(x_1x_2)\right\}^1\times \{\delta \mathrm{ln}(x_1/x_2)\mathrm{\Delta }R_\mathrm{M}^\mathrm{q}(x_1,x_2)`$ (3.36)
$`\frac{2}{3}\alpha _\mathrm{\Phi }y_{\mathrm{ref}}[x_1\mathrm{ln}x_1x_2\mathrm{ln}x_2+(x_1x_2)(\frac{1}{2}+\mathrm{ln}y_{\mathrm{ref}})]\}.`$
The expressions for $`R_X`$ themselves can also be used in order to extract the low-energy constants from least-$`\chi ^2`$ fits over a suitably chosen interval in $`x`$. The differences $`\mathrm{\Delta }R_X`$, however, have the advantage that some of the lattice artefacts may cancel. Thus, instead of first extrapolating $`R_X`$ to the continuum limit and then forming the differences $`\mathrm{\Delta }R_X`$, one may compute $`\mathrm{\Delta }R_X(x_1,x_2)`$ at non-zero lattice spacing and then perform the continuum extrapolation. Obviously the results must be independent of the ordering of the two procedures, which offers an additional check against the influence of lattice artefacts. By contrast, if a fitting procedure is employed at non-zero lattice spacing then it is a priori not clear whether the continuum expressions for the ratios $`R_X`$ are valid.
Our method to extract the low-energy constants is only viable if there is sufficient overlap between the region of validity of ChPT and the range of quark masses accessible in current lattice simulations. On present computers it is not possible to simulate very light quarks without suffering from large finite-volume effects. Furthermore, the fermion action and lattice spacings employed in this work do not allow the use of quark masses which are below approximately half of the strange quark mass. The reason is the occurrence of “exceptional configurations” \[?,?\], which correspond to unphysical zero modes of the lattice Dirac operator. Therefore, since one is restricted to a range of relatively large quark masses, one must check the results against the influence of higher orders in the chiral expansion: if large, these would modify the numerical estimates for the low-energy constants considerably. This will be discussed in more detail in Section 5.
## 4 Continuum limit of $`R_X`$ and $`\mathrm{\Delta }R_X`$
The ratios $`R_X`$ have been computed using the same quenched configurations as in our earlier papers \[?,?\]. Results for hadron and current quark masses, as well as for $`F_{\mathrm{PS}}`$ and $`F_{\mathrm{PS}}/G_{\mathrm{PS}}`$ are listed in Table 1 of ref. \[?\]. Details of our numerical procedures are described in Appendix A of the same paper. Here we only mention that non-perturbative $`\mathrm{O}(a)`$ improvement \[?,?,?\] has been employed, and we will therefore assume that the remaining discretization errors are of order $`a^2`$.
In contrast to our earlier papers the statistical errors in this work have been estimated using a bootstrap procedure \[?\], with 200 bootstrap samples generated from the sets of gauge configurations. This allows us to keep a constant number of bootstrap samples at every value of the bare coupling, regardless of the number of configurations. By performing the continuum extrapolation of $`R_X(x)`$ for every bootstrap sample, our error procedure thus preserves the correlations in the mass parameter $`x`$. Throughout this paper we quote the symmetrized error from the central 68% of the bootstrap distribution.
The value of the reference quark mass $`m_{\mathrm{ref}}`$ is defined through the condition
$`\left(m_{\mathrm{PS}}r_0\right)^2|_{m=m_{\mathrm{ref}}}=3,`$ (4.37)
a choice that has also been considered in refs. \[?,?\]. For $`F_0=F_\pi =93.3\mathrm{MeV}`$ the numerical value of $`y_{\mathrm{ref}}`$ is thus $`y_{\mathrm{ref}}=0.3398\mathrm{}`$. Lattice data for the hadronic radius $`r_0`$ \[?\] have been taken from ref. \[?\]. For $`r_0=0.5\mathrm{fm}`$ the definition of eq. (4.37) corresponds to a pseudoscalar meson whose squared mass is roughly twice as large as the kaon mass squared, and therefore $`m_{\mathrm{ref}}m_\mathrm{s}`$ (with “s” standing for “strange”). The results for $`F_{\mathrm{PS}}`$ and $`F_{\mathrm{PS}}/G_{\mathrm{PS}}`$ obtained for several values of the bare coupling have been interpolated in the current quark mass $`m`$ to common values of $`x=m/m_{\mathrm{ref}}`$. To this end the two neighbouring points which straddle the value of $`x`$ were used in a linear interpolation. If $`x`$ was slightly outside the range of simulated quark masses, a linear extrapolation was performed using the three nearest points. The stability of this procedure was checked by varying the input masses and/or performing quadratic interpolations/extrapolations. Our sets of simulated quark masses cover the range $`0.75x1.4`$, and we have chosen increments of 0.05 to map out the mass dependence of $`R_X(x)`$.
In Fig. 1 we plot the ratios $`R_\mathrm{M}(x)`$ and $`R_\mathrm{F}(x)`$ against $`(a/r_0)^2`$ for three different values of $`x`$. The plots show that lattice artefacts are very small in general and are consistent with leading cutoff effects of order $`a^2`$. As a safeguard against higher-order lattice artefacts, we have excluded the points computed for our coarsest lattice ($`a0.1\mathrm{fm}`$) from the extrapolation. Results obtained by performing the extrapolations for all four values of the lattice spacing were entirely consistent, albeit with a smaller statistical error.
At non-zero lattice spacing the statistical precision is better than 0.3% and 0.2% for $`R_\mathrm{M}`$ and $`R_\mathrm{F}`$, respectively. In the continuum limit these figures are only slightly larger, namely 0.4% for $`R_\mathrm{M}`$ and 0.3% for $`R_\mathrm{F}`$. This demonstrates the high level of precision that can be achieved in the continuum limit. Furthermore it is clear that the extrapolation is well controlled.
As mentioned in Section 3 the results for $`\mathrm{\Delta }R_X`$ in the continuum limit can be obtained either directly from the continuum values of $`R_X`$ or from a continuum extrapolation of $`\mathrm{\Delta }R_X`$ computed at non-zero lattice spacing. The latter extrapolations are shown in Fig. 2 for a particular choice of $`x_1`$ and $`x_2`$. As in the case of the ratios $`R_X`$ themselves the continuum limit is easy to control.
## 5 Results
We can now compare our results for the ratios $`R_X`$ to the expressions predicted by ChPT. Since the numerical data have been obtained in the quenched approximation, we will focus on the determination of $`\alpha _5^\mathrm{q}`$ and $`(2\alpha _8^\mathrm{q}\alpha _5^\mathrm{q})`$.
### 5.1 Low-energy constants in quenched ChPT
The determination of $`\alpha _5^\mathrm{q}`$ from eq. (3.35) is straightforward, since it only depends on the mass parameters $`x_1`$ and $`x_2`$. However, in order to compute $`(2\alpha _8^\mathrm{q}\alpha _5^\mathrm{q})`$ from eq. (3.36) one must make a suitable choice of $`\delta `$ and $`\alpha _\mathrm{\Phi }`$. Here we are going to consider two cases, namely
Q1: $`\delta =0.12\pm 0.02,\alpha _\mathrm{\Phi }=0`$ (5.38)
Q2: $`\delta =0.05\pm 0.02,\alpha _\mathrm{\Phi }=0.5.`$ (5.39)
The reasoning which led us to consider these two distinct sets of parameters is described in Appendix B.
Our estimates for $`\alpha _5^\mathrm{q}`$ and $`(2\alpha _8^\mathrm{q}\alpha _5^\mathrm{q})`$ have been obtained from $`\mathrm{\Delta }R_\mathrm{F}(x_1,x_2)`$ and $`\mathrm{\Delta }R_\mathrm{M}(x_1,x_2)`$ for $`x_1=0.75`$ and $`x_2=0.95`$. This choice was motivated by the desire to go to the smallest possible quark masses, whilst maintaining a reasonably large $`x`$-interval in order to check the stability of the results against variations in the parameters $`x_1`$ and $`x_2`$. Following this procedure, we obtained the following estimates for the low-energy constants in quenched ChPT
$`\alpha _5^\mathrm{q}`$ $`=`$ $`0.99\pm 0.06`$ (5.40)
$`(2\alpha _8^\mathrm{q}\alpha _5^\mathrm{q})`$ $`=`$ $`\{\begin{array}{cc}0.35\pm 0.05\pm 0.07;\hfill & \hfill \text{Q1}\\ 0.02\pm 0.05\pm 0.07;\hfill & \hfill \text{Q2}\end{array}.`$ (5.43)
Here, the first error is statistical, while the second (where quoted) is due to the variation of $`\pm 0.02`$ in the value of $`\delta `$ for both parameter sets Q1 and Q2. These results can now be inserted into the expressions for the ratios $`R_\mathrm{M}`$ and $`R_\mathrm{F}`$, eqs. (3.24) and (3.26), respectively, and the resulting curves are compared with the data in Fig. 3 (a)–(c).
The linearity of $`R_\mathrm{F}`$ predicted by one-loop quenched ChPT is well reproduced by the numerical data, resulting in very stable estimates for $`\alpha _5^\mathrm{q}`$. Although the result in eq. (5.40) has been extracted from a fairly narrow $`x`$-interval, it provides a good representation of the data over the entire range of quark masses considered here. The determination of $`(2\alpha _8^\mathrm{q}\alpha _5^\mathrm{q})`$ is also quite stable for both sets of values of $`\delta ,\alpha _\mathrm{\Phi }`$, i.e. Q1 and Q2. In both cases a good description of the numerical data is achieved for $`x\stackrel{<}{}\mathrm{\hspace{0.33em}1.2}`$, with $`(2\alpha _8^\mathrm{q}\alpha _5^\mathrm{q})`$ extracted for Q1 tracing the data quite well even at the largest $`x`$-values.
Estimates for $`\alpha _5^\mathrm{q}`$ and $`(2\alpha _8^\mathrm{q}\alpha _5^\mathrm{q})`$ obtained from the continuum extrapolations of $`\mathrm{\Delta }R_\mathrm{F}`$ and $`\mathrm{\Delta }R_\mathrm{M}`$ shown in Fig. 2 are entirely consistent with eqs. (5.40) and (5.43). The same is true if the low-energy constants are extracted directly from fits to $`R_X(x)`$ for $`x`$ in the interval $`0.75x0.95`$; the results are numerically almost identical to those obtained using the differences $`\mathrm{\Delta }R_X`$.
### 5.2 Effects of higher orders in the quark mass
Although the results presented in the last subsection suggest that the one-loop formulae for quenched ChPT offer a good description of the $`x`$-dependence of the ratios $`R_X`$, further work is needed to corroborate these findings by extending the range of quark masses under study to smaller values. For instance, the downward curvature observed in the prediction for $`R_\mathrm{M}`$ when $`x<0.75`$ remains to be verified.
Furthermore, data at smaller quark masses will be required to systematically assess the influence of higher-order terms in the chiral expansion on the determination of the low-energy constants. Such terms manifest themselves in additional contributions proportional to $`x^2`$ in the formulae for $`R_X`$. Since the range $`0.75x0.95`$ corresponds to pseudoscalar meson masses between 590 and $`670\mathrm{MeV}`$, it cannot be excluded that higher-order terms have a sizeable impact on the extraction of the $`\alpha _i`$’s.
Even without results at smaller masses there are several possibilities to study the effects of neglecting higher orders in ChPT on our estimates for $`\alpha _5^\mathrm{q}`$ and $`(2\alpha _8^\mathrm{q}\alpha _5^\mathrm{q})`$. We stress, however, that none of the methods described below can replace the systematic investigation of smaller quark masses.
An obvious way to proceed is to add a quadratic term to the expressions for $`R_\mathrm{F}^\mathrm{q}`$ and $`R_\mathrm{M}^\mathrm{q}`$. For instance, the modified expression for $`R_\mathrm{F}^\mathrm{q}`$ reads
$`R_\mathrm{F}^\mathrm{q}(x)1+y_{\mathrm{ref}}(x1)\frac{1}{2}\alpha _5^\mathrm{q}+y_{\mathrm{ref}}^2(x^21)d_\mathrm{F},`$ (5.44)
with a similar quadratic term proportional to $`d_\mathrm{M}`$ in the case of $`R_\mathrm{M}^\mathrm{q}`$. One can now perform least-$`\chi ^2`$ fits over the entire range $`0.75x1.4`$, thereby extracting the low-energy constants as well as $`d_\mathrm{F},d_\mathrm{M}`$. Because of the linearity of the data for $`R_\mathrm{F}`$ the only effect of including $`x^2`$-terms in the determination of $`\alpha _5^\mathrm{q}`$ is to increase its statistical error to $`\pm \mathrm{\hspace{0.17em}0.19}`$. The estimates for $`(2\alpha _8^\mathrm{q}\alpha _5^\mathrm{q})`$ are more sensitive: compared with eqs. (5.43) their central values increase by 0.11 and 0.22 for the parameter sets Q1 and Q2, respectively, while the statistical error is increased to $`\pm \mathrm{\hspace{0.17em}0.12}`$. The variation in the central values, or the larger statistical error in the case of $`\alpha _5^\mathrm{q}`$, may serve as an estimate of the uncertainty induced by neglecting higher orders.
An alternative, albeit naive, estimate of the effect in question is obtained by assuming that the chiral expansion converges like a geometric series. This implies that one expects the quadratic contributions to $`R_X`$ to be roughly as large as the square of the linear ones. Here we consider $`R_\mathrm{F}^\mathrm{q}`$ as the generic case, since it does not involve logarithmic terms. Its linear contribution amounts to $`16\%`$ at $`x=1`$, so that the quadratic term is estimated as $`0.025x^2`$. If we generalize this estimate, then the systematic uncertainty in $`\mathrm{\Delta }R_X(x_1,x_2)`$ due to neglecting quadratic terms is given by
$`\text{syst. error in}\mathrm{\Delta }R_X(x_1,x_2)\pm \mathrm{\hspace{0.17em}0.025}(x_1^2x_2^2).`$ (5.45)
Through eqs. (3.35) and (3.36) this is easily translated into systematic errors<sup>5</sup><sup>5</sup>5Instead of the constant 0.025 in eq. (5.45) the reader may supply an alternative value, depending on whether our estimate is deemed too optimistic or pessimistic. on $`\alpha _5^\mathrm{q}`$ and $`(2\alpha _8^\mathrm{q}\alpha _5^\mathrm{q})`$, as
$`\text{syst. error in}\alpha _5^\mathrm{q}`$ $``$ $`\pm \mathrm{\hspace{0.17em}0.25}`$ (5.46)
$`\text{syst. error in}(2\alpha _8^\mathrm{q}\alpha _5^\mathrm{q})`$ $``$ $`\pm \mathrm{\hspace{0.17em}0.13},`$ (5.47)
which is of the same order of magnitude as the previous estimate.
Finally one can compare the expanded and unexpanded expressions for $`R_\mathrm{M}`$ and $`R_\mathrm{F}`$, which differ at order $`x^2`$ (cf. eqs. (3.23)–(3.26)). By extracting the low-energy constants from least-$`\chi ^2`$ fits to the ratios in eqs. (3.23) and (3.25) we obtain yet another set of results. For $`\alpha _5^\mathrm{q}`$ the central value is larger by 20%, whereas the result for $`(2\alpha _8^\mathrm{q}\alpha _5^\mathrm{q})`$ remains essentially unchanged.
In order to present a synthesis of the various efforts to estimate the uncertainty due to neglecting higher orders, we note that the typical size of this systematic error amounts to $`\pm \mathrm{\hspace{0.17em}0.2}`$ for both $`\alpha _5^\mathrm{q}`$ and $`(2\alpha _8^\mathrm{q}\alpha _5^\mathrm{q})`$.
### 5.3 Application: the ratio $`F_\mathrm{K}/F_\pi `$
The result for $`\alpha _5^\mathrm{q}`$ extracted from $`R_\mathrm{F}^\mathrm{q}`$ can be used to compute the ratio of the decay constants of the kaon and pion, $`F_\mathrm{K}/F_\pi `$. In fact, one usually employs the reverse procedure by using the experimental result for $`F_\mathrm{K}/F_\pi `$ to extract the phenomenological value of $`\alpha _5`$.
If we assume that contributions proportional to differences in the valence quark masses can be neglected, we can simply use the definition of $`R_\mathrm{F}^\mathrm{q}(x)`$ to compute $`F_\mathrm{K}/F_\pi `$:
$`{\displaystyle \frac{F_\mathrm{K}}{F_\pi }}={\displaystyle \frac{R_\mathrm{F}^\mathrm{q}(x_\mathrm{K})}{R_\mathrm{F}^\mathrm{q}(x_\pi )}}=1+y_{\mathrm{ref}}(x_\mathrm{K}x_\pi )\frac{1}{2}\alpha _5^\mathrm{q}.`$ (5.48)
Here the dimensionless mass parameters $`x_\mathrm{K}`$ and $`x_\pi `$ are related to the kaon and pion masses by
$`x_\mathrm{K}y_{\mathrm{ref}}={\displaystyle \frac{m_\mathrm{K}^2}{(4\pi F_0)^2}}=0.1782`$ (5.49)
$`x_\pi y_{\mathrm{ref}}={\displaystyle \frac{m_\pi ^2}{(4\pi F_0)^2}}=0.0142,`$ (5.50)
where, as in ref. \[?\], we have used $`m_\mathrm{K}=495\mathrm{MeV}`$ and $`m_\pi =139.6\mathrm{MeV}`$. If the estimate for $`\alpha _5^\mathrm{q}`$ from eq. (5.40) is inserted we find
$`{\displaystyle \frac{F_\mathrm{K}}{F_\pi }}=1.081\pm 0.005\pm 0.017.`$ (5.51)
Here the first error is statistical and the second is the estimated uncertainty in $`\alpha _5^\mathrm{q}`$, due to neglecting quadratic terms. The above result is significantly smaller than the experimental value of $`F_\mathrm{K}/F_\pi =1.22`$ \[?\].
A formula for $`F_\mathrm{K}/F_\pi `$ in one-loop quenched ChPT, which also accounts for differences in the valence quark masses, can be derived from eqs. (18) and (20) of ref. \[?\]. The low-energy constant that appears in the one-loop counterterm is the same as in the quenched degenerate case \[?,?\]. In our notation the full one-loop expression for $`F_\mathrm{K}/F_\pi `$ reads
$`{\displaystyle \frac{F_\mathrm{K}}{F_\pi }}`$ $`=`$ $`1+y_{\mathrm{ref}}(x_\mathrm{K}x_\pi ){\displaystyle \frac{1}{2}}\alpha _5^\mathrm{q}{\displaystyle \frac{1}{2}}\{(\delta {\displaystyle \frac{\alpha _\mathrm{\Phi }}{3}}x_\mathrm{K}y_{\mathrm{ref}})`$ (5.52)
$`{\displaystyle \frac{3\delta x_\mathrm{K}\alpha _\mathrm{\Phi }y_{\mathrm{ref}}x_\pi (2x_\mathrm{K}x_\pi )}{6(x_\mathrm{K}x_\pi )}}\mathrm{ln}\left({\displaystyle \frac{2x_\mathrm{K}x_\pi }{x_\pi }}\right)\}.`$
Note that one recovers eq. (5.48) when $`\delta =\alpha _\mathrm{\Phi }=0`$. For the two sets of parameters, Q1 and Q2, the results for $`F_\mathrm{K}/F_\pi `$ are evaluated as
$`{\displaystyle \frac{F_\mathrm{K}}{F_\pi }}=\{\begin{array}{cc}1.125\pm 0.005\pm 0.016\pm 0.007;\hfill & \text{Q1}\hfill \\ 1.110\pm 0.005\pm 0.017\pm 0.007;\hfill & \text{Q2}\hfill \end{array},`$ (5.55)
where the additional third error is due to the variation of $`\pm \mathrm{\hspace{0.17em}0.02}`$ in the input value for $`\delta `$. While contributions proportional to differences in the quark masses enhance the result for $`F_\mathrm{K}/F_\pi `$ compared with eq. (5.51), the value is still smaller than experiment by about 10 %. Deviations of this order of magnitude are typical of quantities computed in the quenched approximation. This has previously been inferred from calculations of the hadron spectrum \[?,?\], and the results presented here firmly establish these findings for matrix elements of local currents as well. The fact that $`F_\mathrm{K}/F_\pi `$ is typically underestimated in quenched calculations has been observed before \[?,?\]. Note, however, that our estimates have much smaller uncertainties than those quoted in the other references.
Finally we remark that the enhancement in the estimate of $`F_\mathrm{K}/F_\pi `$ due to differences in the quark masses, demonstrates that these effects can be quite significant if the quark mass difference is as large as that between the physical light and strange quarks. By contrast, estimates of these effects based on masses in the region of that of the strange quark tend to be much smaller \[?,?\].
### 5.4 Partially quenched ChPT
In addition to our analysis of the quenched version of ChPT we can also tentatively use the expressions for $`R_\mathrm{M}`$ and $`R_\mathrm{F}`$ which are derived in the partially quenched theory. This essentially serves two purposes. On the one hand we can investigate to what extent the ratios $`R_X`$ in quenched QCD are described by the formulae of partially quenched ChPT. If a severe mismatch is encountered it will signal that sea-quark effects are not accounted for. On the other hand, by extracting the $`\alpha _i`$’s using the expressions of partially quenched ChPT but quenched numerical data, we can test how much of the relevant physical information for the low-energy constants in full QCD is encoded in the mass dependence obtained in the quenched approximation. The subsequent calculation of quantities such as the ratio $`F_\mathrm{K}/F_\pi `$ and its comparison with experiment provides a quantitative criterion for this task. In this spirit we have investigated the cases labelled “SS” and “VV” discussed in Section 3.
If we employ the expression for $`R_\mathrm{F}^{\mathrm{SS}}`$, eq. (3.30), we find that the linearity of the numerical data is incompatible with the additional logarithmic terms contained in the formula. As a consequence an acceptable representation of the data for $`R_\mathrm{F}`$ cannot be achieved on the basis of eq. (3.30). We conclude that the mass dependence of the quenched decay constant is incompatible with the chiral behaviour predicted in full QCD!
By contrast, the expression for $`R_\mathrm{M}^{\mathrm{SS}}`$ fits the numerical data very well over almost the entire range in $`x`$. However, the disagreement between the data and $`R_\mathrm{F}^{\mathrm{SS}}`$ indicates that the “SS” formulae cannot be applied to the quenched data in any reasonable manner. Therefore, we refrain from quoting an estimate for $`(2\alpha _8\alpha _5)+3(2\alpha _6\alpha _4)`$, even though a good modelling of the data for $`R_\mathrm{M}`$ can be achieved.
On the other hand, the expressions for both ratios obtained for the “VV” case do indeed lead to an acceptable representation of the data, at least for $`x\stackrel{<}{}\mathrm{\hspace{0.33em}1}`$. Quoting only statistical errors, the results for the low-energy constants read
$`\alpha _5`$ $`=`$ $`0.75\pm 0.06`$ (5.56)
$`(2\alpha _8\alpha _5)`$ $`=`$ $`0.15\pm 0.05.`$ (5.57)
The curves corresponding to these values are shown in Fig. 4 (a) and (b). While for $`x\stackrel{<}{}\mathrm{\hspace{0.33em}1}`$ the curves fit the data quite well, they deviate much more at larger $`x`$ than the corresponding quenched ones. Compared with the quenched case, the results for the $`\alpha _i`$ are roughly in the same ball park.
Using the value for $`\alpha _5`$ extracted from $`R_\mathrm{F}^{\mathrm{VV}}`$ we can now compute the ratio $`F_\mathrm{K}/F_\pi `$. Since the low-energy constants in the partially quenched and full theories are the same, we have used the expression derived in full QCD \[?\]. In our notation it reads
$`{\displaystyle \frac{F_\mathrm{K}}{F_\pi }}`$ $`=`$ $`1+y_{\mathrm{ref}}(x_\mathrm{K}x_\pi )\frac{1}{2}\alpha _5`$ (5.58)
$`+{\displaystyle \frac{y_{\mathrm{ref}}}{4}}\{(3x_\pi 2x_\mathrm{K})\mathrm{ln}(x_\pi y_{\mathrm{ref}})x_\mathrm{K}\mathrm{ln}(x_\mathrm{K}y_{\mathrm{ref}})`$
$`{\displaystyle \frac{1}{2}}(4x_\mathrm{K}x_\pi )\mathrm{ln}\left({\displaystyle \frac{4x_\mathrm{K}x_\pi }{3x_\pi }}\right)\}.`$
After inserting the numerical values for $`x_\mathrm{K},x_\pi ,y_{\mathrm{ref}}`$ and $`\alpha _5`$ one finds
$`{\displaystyle \frac{F_\mathrm{K}}{F_\pi }}=1.228\pm 0.005\text{(stat)}\pm 0.016.`$ (5.59)
Here the uncertainty of $`\pm \mathrm{\hspace{0.17em}0.016}`$ is due to neglecting higher orders. This result is actually compatible with the experimental value, which is not entirely surprising, since our estimate of $`\alpha _5=0.75(6)`$ agrees quite well with its phenomenological value of $`0.5\pm 0.6`$ quoted in eq. (2.7). These findings suggest that the valence quark mass dependence of the numerically determined ratios $`R_X`$ in the region of the strange quark mass is only weakly distorted by neglecting dynamical quarks. The relevant quark mass effects which account for the difference between the quenched result eq. (5.55) and the experimental value $`F_\mathrm{K}/F_\pi =1.22`$, appear to be due to the very light up and down quarks in full QCD. Their non-linear effects can be efficiently accounted for by the formulae of partially quenched ChPT.
## 6 Summary and conclusions
In this paper we have proposed a general method to extract the low-energy constants in effective chiral Lagrangians by studying the mass dependence of suitably defined ratios of matrix elements and matching it to ChPT. The ratios are typically obtained with high statistical precision and can be extrapolated to the continuum limit in a straightforward manner. Thus, the method offers a conceptually clean way to determine the low-energy constants, since it is strictly speaking only in the continuum limit that a comparison of lattice data to ChPT can be performed.
The dimensionless ratios $`R_X`$ are also interesting in their own right: they can be used to study the scaling behaviour of different fermionic discretizations without having to compute renormalization factors. Furthermore, the effects of dynamical quarks can be isolated unambiguously, since lattice artefacts are under good control.
In this initial study we have presented results for the quenched approximation. The typical value of the absolute statistical error of $`\pm \mathrm{\hspace{0.17em}0.05}`$ in the low-energy constants confirms that the achievable precision is indeed quite high compared with “conventional” phenomenological determinations. The main limitation at present is that results at smaller quark masses are not available. It is therefore not possible to systematically investigate whether there is sufficient overlap between the range of simulated quark masses and the domain of validity of ChPT. As a consequence the present estimated uncertainty of $`\pm \mathrm{\hspace{0.17em}0.2}`$ in the low-energy constants due to higher-order terms are fairly coarse. It is expected, though, that the simulation of smaller quark masses will be feasible within the formulation of QCD with a “twisted” mass term (tmQCD) \[?\]. In this construction the mass parameter protects against unphysical zero modes of the Dirac operator, which alleviates the problem of exceptional configurations encountered in simulations with Wilson fermions. Initial studies have shown promising results, and it is planned to exploit this method further in the present context.
Returning to the problem of examining the question of whether $`m_\mathrm{u}=0`$, it is useful to recall that the problem can be solved through a reliable determination of $`\alpha _8`$. In the quenched approximation we obtain
$`\alpha _8^\mathrm{q}=\{\begin{array}{cc}0.67\pm 0.04\text{(stat)}\pm 0.04;\hfill & \hfill \text{Q1}\\ 0.50\pm 0.04\text{(stat)}\pm 0.04;\hfill & \hfill \text{Q2}\end{array},`$ (6.62)
where the second error is due to the variation in $`\delta `$, and the additional uncertainty arising from neglecting higher orders is estimated to be $`\pm \mathrm{\hspace{0.17em}0.2}`$. There is a priori no reason why the low-energy constant $`\alpha _8^\mathrm{q}`$ should be numerically close to its counterpart in the full theory, and hence it would surely be premature to give a full assessment of the problem on the basis of our quenched results. Nevertheless, it is interesting to note that our results for $`\alpha _8^\mathrm{q}`$ are quite close to the “standard” value for $`\alpha _8`$, eq. (2.7), which supports a non-vanishing up-quark mass. By contrast, given our data for the ratios $`R_X`$ it would be very difficult to accommodate a large negative value, which is required for the up-quark to be massless (see eq. (2.11)).
Finally we wish to add a few general comments on the philosophy of our approach. Provided that the quark masses used in simulations are small enough for the one-loop expressions of ChPT to apply, our procedures altogether avoid chiral extrapolations of lattice results, which are known to be quite difficult to control. The example of the computation of $`F_\mathrm{K}/F_\pi `$ shows that the problem can be separated in two parts. The information which involves quark masses near the chiral limit can be extracted safely in ChPT, whereas the mass dependence for masses in the region somewhat below the strange quark mass can be adequately studied in lattice QCD. The latter part is the additional theoretical input needed to determine some of the low-energy constants, which are not accessible from chiral symmetry considerations alone. In short, our method amounts to exploiting the complementary character of ChPT and lattice QCD. The applicability of ChPT itself can be tested once quark masses somewhat smaller than those in our present work become accessible.
The next step is the application of our method to the case of dynamical quarks. Here the relevant formulae that will be required are listed in Appendix A. Simulations using either the O$`(a)`$ improved Wilson action for $`N_\mathrm{f}=2`$ flavours of dynamical quarks \[?\] or other improvement schemes \[?\] have already been performed \[?,?,?,?\]. Whereas an analysis of those results will be able to treat the two-flavour case, the extension to the physically most interesting case of $`N_\mathrm{f}=3`$ flavours will require a significant amount of additional simulations. It is also worth investigating applications to the case of non-degenerate sea quarks and to try to determine the low-energy constant $`\alpha _7`$ \[?\]. However, the main message of this paper is the following. In order to settle the question of whether $`m_\mathrm{u}=0`$ one does not even require the same level of accuracy as that of the quenched results presented here. A satisfactory analysis of the problem in the case of three degenerate flavours is therefore quite a realistic prospect.
Acknowledgements. We are indebted to Gilberto Colangelo and Elisabetta Pallante for essential clarifications concerning the application of quenched ChPT. We are also grateful to Ruedi Burkhalter for useful correspondence. This work is part of the ALPHA Collaboration research programme. We thank DESY for allocating computer time on the APE/Quadrics computers at DESY-Zeuthen and the staff of the computer centre at Zeuthen for their support.
## Appendix A Partially quenched ChPT – the general case
In this appendix we list the expressions for $`R_\mathrm{M}`$ and $`R_\mathrm{F}`$, as well as for $`\mathrm{\Delta }R_\mathrm{M}`$ and $`\mathrm{\Delta }R_\mathrm{F}`$, in partially quenched QCD. In particular we discuss all possibilities to define the $`x`$-dependence of $`R_X`$, allowing also for non-degenerate valence quarks.
We start by considering the expressions in eqs. (2.12)–(2.14). At the reference point we require all quark masses to coincide with $`m_{\mathrm{ref}}`$ (cf. eq. (3.27)). Two cases, labelled “SS” and “VV” have already been discussed in Section 3.2. In addition to “VV”, one can also study the $`x`$-dependence by varying the sea quark mass $`m_S`$ for fixed, degenerate valence quarks:
$`\text{SS2:}m_1=m_2=m_{\mathrm{ref}},m_S=xm_{\mathrm{ref}}.`$ (A.63)
For non-degenerate valence quarks one may define
VS1: $`m_1=xm_{\mathrm{ref}},m_2=m_S=m_{\mathrm{ref}}`$ (A.64)
VS2: $`m_1=m_{\mathrm{ref}},m_2=m_S=xm_{\mathrm{ref}}.`$ (A.65)
In order to list the expressions for $`R_\mathrm{M}`$ and $`R_\mathrm{F}`$ for all cases $`\mathrm{SS},\mathrm{VV},\mathrm{},\mathrm{VS2}`$ it is convenient to introduce the general parameterization
$`R_\mathrm{M}(x)`$ $`=`$ $`1\frac{y_{\mathrm{ref}}}{N_\mathrm{f}}\rho _\mathrm{M}(x;y_{\mathrm{ref}})y_{\mathrm{ref}}(x1)\lambda _\mathrm{M}(\alpha )`$ (A.66)
$`R_\mathrm{F}(x)`$ $`=`$ $`1N_\mathrm{f}y_{\mathrm{ref}}\rho _\mathrm{F}(x;y_{\mathrm{ref}})y_{\mathrm{ref}}(x1)\lambda _\mathrm{F}(\alpha ).`$ (A.67)
Here, $`\rho _\mathrm{M}`$ and $`\rho _\mathrm{F}`$ are functions of $`x`$ and $`y_{\mathrm{ref}}`$, and $`\lambda _\mathrm{M},\lambda _\mathrm{F}`$ denote linear combinations of the low-energy constants. The expressions for $`\rho `$ and $`\lambda `$ are shown in Tables 1 and 2, respectively.
Using the functions $`\rho _X`$ and $`\lambda _X`$, $`X=\mathrm{M},\mathrm{F}`$, it is now quite easy to solve for particular linear combinations of low-energy constants by considering the differences $`\mathrm{\Delta }R_X(x_1,x_2)`$ introduced in eq. (3.34).
With these definitions the linear combinations of low-energy constants denoted by $`\lambda _X(\alpha ),X=\mathrm{M},\mathrm{F}`$ are simply given by
$`\lambda _\mathrm{M}(\alpha )`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Delta }R_\mathrm{M}(x_1,x_2)+\frac{y_{\mathrm{ref}}}{N_\mathrm{f}}\left(\rho _\mathrm{M}(x_1,y_{\mathrm{ref}})\rho _\mathrm{M}(x_2,y_{\mathrm{ref}})\right)}{y_{\mathrm{ref}}(x_1x_2)}}`$ (A.68)
$`\lambda _\mathrm{F}(\alpha )`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Delta }R_\mathrm{F}(x_1,x_2)+y_{\mathrm{ref}}N_\mathrm{f}\left(\rho _\mathrm{F}(x_1,y_{\mathrm{ref}})\rho _\mathrm{F}(x_2,y_{\mathrm{ref}})\right)}{y_{\mathrm{ref}}(x_1x_2)}}.`$ (A.69)
By evaluating the right-hand side, using numerical data for $`\mathrm{\Delta }R_X`$, one can easily solve for the desired combination of $`\alpha _i`$’s.
## Appendix B Choices for $`\delta `$ and $`\alpha _\mathrm{\Phi }`$
In this appendix we motivate our choices for the parameters $`\delta `$ and $`\alpha _\mathrm{\Phi }`$ specified in eqs. (5.38) and (5.39). Here we will closely follow the analysis presented by the CP-PACS Collaboration \[?\], i.e. we consider the ratio
$`s={\displaystyle \frac{m_{\mathrm{PS}}^2(m_1,m_2)}{m_1+m_2}}{\displaystyle \frac{2m_1}{m_{\mathrm{PS}}^2(m_1,m_1)}}\times {\displaystyle \frac{m_{\mathrm{PS}}^2(m_1,m_2)}{m_1+m_2}}{\displaystyle \frac{2m_2}{m_{\mathrm{PS}}^2(m_2,m_2)}},`$ (B.70)
where the arguments in $`m_{\mathrm{PS}}^2`$ have been included in order to distinguish between degenerate and non-degenerate mesons. By inserting the expressions for $`m_{\mathrm{PS}}^2`$ in quenched ChPT for degenerate and non-degenerate quarks (cf. eq. (9) in \[?\]) one obtains after expanding the denominator<sup>6</sup><sup>6</sup>6Note that the one-loop counterterms drop out in the expanded version of $`s`$.
$`s=1+\delta \left(2{\displaystyle \frac{y_{11}+y_{22}}{y_{11}y_{22}}}\mathrm{ln}{\displaystyle \frac{y_{11}}{y_{22}}}\right)+{\displaystyle \frac{\alpha _\mathrm{\Phi }}{3}}\left((y_{11}+y_{22})+2y_{11}{\displaystyle \frac{y_{22}}{y_{11}y_{22}}}\mathrm{ln}{\displaystyle \frac{y_{11}}{y_{22}}}\right).`$ (B.71)
In ref. \[?\] the quantity $`t`$ was defined as
$`t=2{\displaystyle \frac{y_{11}+y_{22}}{y_{11}y_{22}}}\mathrm{ln}{\displaystyle \frac{y_{11}}{y_{22}}}.`$ (B.72)
For $`\alpha _\mathrm{\Phi }=0`$ eq. (B.71) reduces to a simple, linear relation between $`s`$ and $`t`$:
$`s=1+\delta t,`$ (B.73)
with the slope given by $`\delta `$. By plotting the numerically determined values for the ratio $`s`$ against $`t`$ for $`\alpha _\mathrm{\Phi }=0`$, CP-PACS concluded that all their data were enclosed within the “wedge” defined by $`\delta =0.08`$–0.12. This wedge is represented in Fig. 5 by the solid lines.
So far the parameter $`\alpha _\mathrm{\Phi }`$ has not been considered in this kind of analysis<sup>7</sup><sup>7</sup>7Terms proportional to $`\alpha _\mathrm{\Phi }`$ were also neglected in ref. \[?\], where $`\delta 0.08`$ was quoted.. We are now going to argue that a value of $`\alpha _\mathrm{\Phi }0.5`$, as suggested by Sharpe in \[?\], is only compatible with the CP-PACS data enclosed by the solid wedge, if $`\delta `$ is chosen in the range $`0.03`$–0.07. To this end we identify $`m_1=m_\mathrm{s}`$, so that $`y_{11}=0.343`$. The mass ratio $`y_{11}/y_{22}`$ is then varied between 1 and 24.4, where the latter number is the value of $`2m_\mathrm{s}/(m_\mathrm{u}+m_\mathrm{d})`$ computed in standard ChPT \[?\]. For $`\delta =0.08`$–0.12, $`\alpha _\mathrm{\Phi }=0`$ one thus recovers the wedge denoted by the solid line in Fig. 5, which encloses the CP-PACS data.
If one combines $`\delta =0.08`$–0.12 with the independent estimate of $`\alpha _\mathrm{\Phi }=0.5`$ from \[?\] one obtains instead the wedge defined by the dotted lines, which is clearly incompatible with CP-PACS’s numerical data. Agreement can only be restored if $`\delta `$ is lowered. The dashed curves, which correspond to $`\delta =0.03`$–0.07, $`\alpha _\mathrm{\Phi }=0.5`$, are again consistent with the wedge defined by the solid lines. These observations lead us to consider the two sets of parameters as specified in eqs. (5.38) and (5.39).
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# 1 Diagrams contributing to the nucleon anapole form factor in leading order. Solid, dashed and wavy lines represent nucleon, pion, and (virtual) photon, respectively; circles and squares stand for interactions from ℒ⁽⁰⁾_{𝑠𝑡𝑟/𝑒𝑚} and ℒ⁽⁻¹⁾_{𝑤𝑒𝑎𝑘}, respectively. For simplicity only one of two possible orderings are shown here.
There has been much recent interest in parity-violating electron scattering on the nucleon and light nuclei as a source of information about nucleon structure, in particular strangeness content. The SAMPLE collaboration has measured the longitudinal electron asymmetry for scattering on the proton and the deuteron at $`Q^2=q^2=0.1`$ GeV<sup>2</sup>, where $`q`$ is the momentum transferred to the target. Experiments at JLab (HAPPEX and G0 ) extend these measurements to higher $`Q^2`$.
A class of contributions to the measured electron asymmetry comes from the anapole form factor of the nucleon. The anapole is a parity-violating electromagnetic moment of a charged particle with spin, related at classical level to the magnetic field induced within a torus by a winding wire . It vanishes for on-shell photons and thus cannot be separated from contact electron-particle operators. Nevertheless, in the case of hadrons at low energies, which can be formulated as an effective field theory (EFT), the anapole does constitute a class of contributions that is independent of the choice of photon (gauge), nucleon and pion fields, and therefore can be examined in itself. The anapole contribution to the asymmetry needs to be understood before one can draw definitive conclusions about the strangeness current.
Here we focus on the anapole form factor of the nucleon at $`QM_{QCD}`$, where $`M_{QCD}1`$ GeV is the typical mass scale in QCD. In this kinematic regime we can perform a systematic expansion of the form factor in powers of $`Q/M_{QCD}`$ (times functions of $`Q/m_\pi `$). This expansion receives analytic contributions from short-range physics (rho mesons, etc.) and non-analytic contributions from the long-range pion cloud. The latter are calculable in a model-independent way in chiral perturbation theory ($`\chi `$PT). We discuss the relative order these contributions appear, and show that to lowest order only the pion cloud contributes. The anapole form factor at this order is then a calculable function of $`(Q/m_\pi )^2`$, completely determined by pion properties and pion-nucleon couplings in principle known from other processes.
The anapole form factor at $`Q=0`$ (the anapole moment) has been calculated before, together with subsets of sub-leading contributions , and depends on the leading, yet poorly-determined, parity-violating pion-nucleon coupling. However, it is not the anapole moment per se that is relevant for the above scattering experiments. Because it is generated by the pion cloud, the scale that governs the momentum dependence of the form factor is set by $`m_\pi `$, and not $`M_{QCD}`$. In the chiral limit, the form factor would vary wildly between $`Q=0`$ and $`Q=M_{QCD}`$, but even in the real world it could be quite different (say, by a factor of a few) at $`Q300`$ MeV (SAMPLE experiment) than at $`Q=0`$. For the proper interpretation of the new experimental data one thus needs to investigate the momentum dependence of the anapole contribution.
We present here the leading-order results for the nucleon anapole form factor, which turns out to be purely isoscalar. We recover the known result for the anapole moment , and further predict its momentum dependence, for which we give an analytic expression. This momentum dependence is given by the known pion mass and is an example of a low-energy theorem. In particular, the radius of the anapole form factor is, as expected, $`1/m_\pi `$ and blows up in the chiral limit. These predictions could in the future be tested. We will also show that dimensionless factors are such that the scale of the $`Q^2`$ variation is $`6m_\pi `$, numerically (but not parametrically) close to the rho mass, $`m_\rho `$. As a consequence, the form factor at this order does not display much variation with momentum.
Here we denote by $`iJ_{an}^\mu `$ the parity-violating nucleon current that interacts with the electron current $`ie\overline{e}\gamma ^\mu e`$ via the photon propagator $`iD_{\mu \nu }=i(\eta _{\mu \nu }/q^2+\mathrm{})`$ to produce a contribution
$$iT=ie\overline{e}(k^{})\gamma ^\mu e(k)D_{\mu \nu }(q)\overline{N}(p^{})J_{an}^\nu (q)N(p),$$
(1)
to the electron-nucleon $`S`$ matrix. We have $`q^2=(pp^{})^2Q^2<0`$.
We want to evaluate $`J_{an}^\mu `$ at $`QM_{QCD}`$. Because the nucleon mass is heavy, $`m_NM_{QCD}`$, in this regime the nucleon is essentially non-relativistic, and is parametrized by a given velocity $`v^\mu `$ and spin $`S^\mu `$ ($`S^\mu =(0,\stackrel{}{\sigma }/2`$) in the nucleon rest frame where $`v^\mu =(1,\stackrel{}{0}`$)). As we are going to see, we can write
$$J_{an}^\mu (q)=\frac{2}{m_N^2}\left(a_0F_A^{(0)}(q^2)+a_1F_A^{(1)}(q^2)\tau _3\right)(S^\mu q^2Sqq^\mu ),$$
(2)
where $`F_A^{(i)}(0)=1`$ and $`\tau _i`$ is the $`i`$th Pauli matrix in isospin space. $`a_0`$ ($`a_1`$) is the isoscalar (isovector) anapole moment of the nucleon and $`a_0F_A^{(0)}(Q^2)`$ ($`a_1F_A^{(1)}(Q^2)`$) the corresponding form factor.
At $`Qm_\pi `$, the resolution of the virtual photon is enough to see pions, and pionic contributions have to be taken into account explicitly. Because the delta-nucleon mass difference is comparable to the pion mass, the delta isobar is also a relevant low-energy degree of freedom. All these contributions can be calculated in a model-independent way starting from the most general Lagrangian involving nucleons $`N`$, pions $`𝝅`$ and deltas that transforms under the symmetries of QCD in the same way as QCD itself. This EFT has been described countless times in the literature; here we only highlight the features strictly relevant to our calculation, and refer the reader to a good review —such as Ref. — for details.
Since the symmetries allow an infinite number of interactions, it is imperative to have an ordering scheme for the various contributions. Chiral symmetry plays a fundamental role here. Such a power counting argument is possible because all strong interactions bring in a small scale. Interactions that preserve chiral symmetry involve derivatives of the pion field, so they bring to amplitudes powers of the small momentum, or powers of the delta-nucleon mass difference; and interactions that break chiral symmetry involve the quark masses, so they bring powers of the pion mass. One can then order the strong interactions in the Lagrangian, $`=_\mathrm{\Delta }^{(\mathrm{\Delta })}`$, according to the chiral index $`\mathrm{\Delta }d+n/22`$, where $`d`$ is the sum of the number of derivatives and powers of the pion mass and of the delta-nucleon mass difference, and $`n`$ is the number of fermion fields . Electromagnetic interactions also break chiral symmetry; they do not necessarily contain quark masses, but they are proportional to the small charge $`e`$. It is convenient to account for factors of $`e`$ by enlarging the definition of $`d`$ accordingly. It can then be shown that in leading order in the strong and electromagnetic interactions, contributions come from
$$_{str/em}^{(0)}=\frac{1}{2}(D_\mu 𝝅)^2\frac{1}{2}m_\pi ^2𝝅^2+\overline{N}ivDN\frac{g_A}{f_\pi }\overline{N}(𝝉SD𝝅)N+\mathrm{}$$
(3)
Here $`f_\pi =93`$ MeV is the pion decay constant, $`D_\mu =(_\mu ieQA_\mu )`$ with $`Q_{ab}^{(\pi )}=i\epsilon _{3ab}`$ and $`Q^{(N)}=(1+\tau _3)/2`$, and “…” stand for interactions with more pion, nucleon and/or delta fields, that are not needed explicitly in the following. Note that at this order the nucleon is static and couples only to longitudinal photons. Kinetic corrections and magnetic couplings have relative size $`O(Q/M_{QCD})`$ and appear in $`_{str/em}^{(1)}`$. The same is true for the delta isobar, including the nucleon-delta transition through coupling to a transverse photon. The parity-conserving pion-nucleon coupling is given by the axial-vector coupling of the nucleon; according to naive dimensional analysis $`g_A=O(1)`$, which is indeed observed, $`g_A=1.26`$ (see, e.g., Ref. ). A term in $`_{str/em}^{(2)}`$ provides an $`O((m_\pi /M_{QCD})^2)`$ correction that removes the so-called Goldberger-Treiman discrepancy.
Weak interactions in this EFT have been discussed in Ref. . The four-fermion interactions between quarks generated by $`W`$ and $`Z`$ exchange break chiral symmetry with a strength given by the Fermi constant $`G_F=1.1710^5`$ GeV<sup>-2</sup>. The effective operators it entails at low energies are proportional to the Fermi constant times the square of a mass scale. A natural scale is the pion decay constant, so we assume that these operators have coefficients of order of $`G_Ff_\pi ^210^7`$ times other natural scales <sup>3</sup><sup>3</sup>3There are clearly factors of $`4\pi `$ that might not be accounted for properly this way, but they will not affect the relative order of weak interactions.. There is one pion-nucleon interaction with negative index,
$$_{weak}^{(1)}=\frac{h_{\pi NN}}{\sqrt{2}}\overline{N}(𝝉\times 𝝅)_3N+\mathrm{}$$
(4)
Here $`h_{\pi NN}`$ is the parity-violating pion-nucleon coupling. Again, according to naive dimensional analysis we expect $`h_{\pi NN}f_\pi =G_Ff_\pi ^2M_{QCD}`$, or $`h_{\pi NN}=O(G_Ff_\pi M_{QCD})10^6`$. The value of $`h_{\pi NN}`$ is not well determined (for a review of constraints on parity-violating parameters, see, for example, Ref. <sup>4</sup><sup>4</sup>4At lowest order, our parameters relate to those of Ref. (DDH) by $`h_{\pi NN}g_A/f_\pi =f_\pi ^{DDH}g_{\pi NN}^{DDH}/m_N`$.).
There are various weak interactions with indices 0, 1, and 2. The first pion-nucleon-delta coupling, for example, has to contain in the fermion rest frame the $`4\times 2`$ transition matrix $`\stackrel{}{S}_{tr}`$; in other words, we cannot combine nucleon and delta in a spin zero object. Rotational invariance then demands the presence of a gradient to form a scalar, $`\stackrel{}{S}_{tr}\stackrel{}{}`$. Such interaction can appear only in $`_{weak}^{(0)}`$, and its effects are suppressed by $`O(Q/M_{QCD})`$ relative to those stemming from the Lagrangian (4). The same reasoning applies to other operators. Particularly relevant among higher-order interactions is
$$_{weak}^{(2)}=\frac{2}{m_N^2}\overline{N}(\stackrel{~}{a}_0+\stackrel{~}{a}_1\tau _3)S_\mu N_\nu F^{\mu \nu }+\mathrm{},$$
(5)
because $`\stackrel{~}{a}_0`$ ($`\stackrel{~}{a}_1`$) is a short-range contribution to the isoscalar (isovector) anapole moment. From dimensional analysis, $`\stackrel{~}{a}_i/m_N^2=O(eG_Ff_\pi ^2/m_N^2)=O(eG_F/(4\pi )^2)`$. Direct short-range contributions to the momentum dependence of the anapole form factor first appear in $`_{weak}^{(4)}`$, being further suppressed by $`O((Q/M_{QCD})^2)`$.
Let us now consider the sizes of specific contributions to $`J_{an}^\mu (q)`$. The first tree level contribution is given by the vertex generated by the weak Lagrangian (5). It has a size $`O(eG_FQ^2/(4\pi )^2)`$, and thus contributes $`O(eG_Fm_N^2/(4\pi )^2)`$ to the anapole form factor (specifically, the anapole moment). The lowest-order one-loop graphs are built out of one vertex from the weak Lagrangian (4) and all other vertices from the strong Lagrangian (3). They are depicted in Fig. 1. Consider for example the graph in Fig. 1(a). The coupling of the photon to the pion contributes $`O(eQ)`$, the parity-violating pion-nucleon coupling $`O(G_Ff_\pi M_{QCD})`$, the parity-conserving pion-nucleon coupling $`O(Q/f_\pi )`$, each pion propagator $`O(1/Q^2)`$, the nucleon propagator $`O(1/Q)`$, and the loop integration $`O(Q^4/(4\pi )^2)`$. We expect the whole graph then to be $`O(eG_FM_{QCD}Q/(4\pi )^2)`$, and contribute $`O(eG_FM_{QCD}m_N^2/((4\pi )^2Q)`$ to the anapole form factor. One can easily verify that Figs. 1(b),(c) give contributions of the same size. These long-range contributions are $`O(M_{QCD}/Q)`$ larger than the most important short-range contribution. The factor $`1/Q`$ represents an infrared enhancement. The anapole moment, which is a constant, is $`O(eG_Ff_\pi ^2M_{QCD}/m_\pi )5\times 10^7e`$, and diverges in the chiral limit. The anapole form factor is $`O(eG_Ff_\pi ^2M_{QCD}/m_\pi )`$ times a function $`F(Q^2/m_\pi ^2)=O(1)`$.
One can now show that all other contributions (including all delta effects) are of higher order. First, other purely short-range contributions start at $`_{weak}^{(4)}`$, and contribute at most $`O(eG_FQ^2/(4\pi M_{QCD})^2)`$ to the form factor. Second, other long-range contributions contribute at most $`O(eG_FQ/((4\pi )^2M_{QCD}))`$. Consider other one-loop graphs: they all will have at least (i) one vertex from $`_{str/em}^{(1)}`$; or (ii) one vertex from $`_{weak}^{(0)}`$. Examples are, respectively, graphs where (i) the photon couples to a virtual nucleon or delta magnetically, or causes a nucleon-delta transition; and (ii) the parity-violating pion coupling is a nucleon-delta transition. Diagrams containing one insertion of either of these couplings are formally suppressed by $`Q/M_{QCD}`$ compared to the leading-order contributions obtained from the charge coupling present in the Lagrangian (3) and the parity-violating pion-nucleon vertex in (4): they first contribute in sub-leading order. A consequence is that, although the delta is treated on the same footing as the nucleon, its (virtual) contributions to the nucleon anapole are all subleading in power counting. Finally, even the most important two-loop graphs, made out of $`_{str/em}^{(0)}`$ and $`_{weak}^{(1)}`$, should be suppressed by the usual $`(Q/4\pi f_\pi )^2`$ associated with loops in $`\chi `$PT.
The leading contribution to the anapole form factor comes thus from the graphs in Fig. 1. They are evaluated with $`vq=0`$, as a consequence of the static nature of the nucleon at this order. In particular, Fig. 1(c) vanishes. It is straightforward to calculate the other diagrams as well.
The other two sets of graphs combine to give a result in the form of Eq. (2). We find a purely isoscalar result,
$`a_0`$ $`=`$ $`{\displaystyle \frac{eg_Ah_{\pi NN}}{48\sqrt{2}\pi }}{\displaystyle \frac{m_N^2}{m_\pi f_\pi }}`$ (6)
$`a_1`$ $`=`$ $`0.`$ (7)
This result for the anapole moment agrees with Ref. <sup>5</sup><sup>5</sup>5The Lagrangian of Ref. can be obtained from ours by a redefinition of the sign of the pion field.. Ref. contains a partial set of sub-leading contributions because it pre-dates the heavy-fermion expansion employed here and in Ref. . Note that Eq. (6) is $`\sqrt{2}\pi /3`$ larger than our naive estimate. Eqs. (6, 7) are predictions of $`\chi `$PT, but unfortunately the value of $`h_{\pi NN}`$ is currently not well determined.
Because the form factor is given by lowest-order loop graphs, it depends on the combination $`Q^2/m_\pi ^2`$ only. Because all $`Q`$ dependence comes from Fig. 1(a), we find that it actually is a function of $`Q^2/(2m_\pi )^2`$:
$$F_A^{(0)}(Q^2)=\frac{3}{2}\left\{\left(\frac{2m_\pi }{\sqrt{Q^2}}\right)^2+\left(\left(\frac{2m_\pi }{\sqrt{Q^2}}\right)^2+1\right)\frac{2m_\pi }{\sqrt{Q^2}}\mathrm{arctan}\frac{\sqrt{Q^2}}{2m_\pi }\right\}$$
(8)
This is also a testable prediction of $`\chi `$PT: it is plotted as function of $`Q`$ in Fig. 2.
The variation of the form factor with $`Q`$ is somewhat smaller than expected. This can be seen by looking at the anapole square radius (defined in analogy to the charge square radius):
$$r_{an}^2=6\left(\frac{dF_A^{(0)}}{dQ^2}\right)|_{Q^2=0}=\frac{3}{10m_\pi ^2}.$$
(9)
We see the square radius is smaller than expected by a factor 5. At $`Qm_\pi `$ we can write
$$F_A^{(0)}(Q^2)=1\frac{1}{5}\frac{Q^2}{(2m_\pi )^2}+O\left(\frac{Q^4}{(2m_\pi )^4}\right).$$
(10)
This radius approximation to the form factor is also displayed in Fig. 2.
The accidentally small square radius makes the mass scale that governs the $`Q`$ dependence near $`Q=0`$ larger than $`2m_\pi `$. Data on the proton Sachs form factors are well fitted by a dipole profile with a mass scale close to $`m_\rho `$. A dipole form factor with the correct anapole square radius is
$$F_A^{(0)}(Q^2)=\frac{1}{(1+(Q/M)^2)^2}+O\left(\frac{Q^4}{(2m_\pi )^4}\right),$$
(11)
with the mass scale $`M=2\sqrt{10}m_\pi =880`$ MeV, instead of $`2m_\pi `$. $`M`$ is numerically close to $`m_\rho `$, but this is clearly a coincidence that would be destroyed if the quark masses where much smaller than what they are. In fact, short-range contributions such as that from the rho appear only in the counterterms at higher orders, so $`M`$ has no obvious connection to $`m_\rho `$. The dipole approximation is also shown in Fig. 2. It improves over the radius approximation but clearly Eq. (8) is softer than a dipole.
In conclusion, we have shown results for the anapole form factor of the nucleon in leading order in $`\chi `$PT. We have not yet examined extensively the form factor in next order. There undetermined short-range isoscalar and isovector parameters appear, and the anapole moment can no longer be predicted in a model-independent way. However, the momentum dependence continues to be determined by the pion cloud —with nucleons and deltas in internal lines— and an improved low-energy theorem can be derived. Under the assumption that higher-order results are afflicted by the same dimensionless factors seen above, the error in Fig. 2 at momentum $`Q`$ would be $`Q/m_\rho `$. Within such an error, the approximation of using the anapole moment instead of the full form factor would be good to about 15% in the SAMPLE experiment, but larger changes appear at momenta relevant to the JLab experiments. On the other hand, if in next order the dimensionless factors that affect the $`Q^2`$ variation turn out closer to 1 than to 1/5, the momentum dependence from sub-leading order could be (accidentally) comparable to the leading order considered above. Only an explicit calculation can verify if the contributions that are formally subleading are indeed numerically small. We are currently investigating these issues .
Acknowledgements
We thank Bob McKeown and the group at the Kellogg Lab for getting us interested in this problem and for comments on this work, Paulo Bedaque for a useful suggestion, and Wick Haxton and Barry Holstein for pointing out the unusual convention for the sign of $`\gamma _5`$ in DDH. CMM acknowledges a fellowship from FAPESP (Brazil), grant 99/00080-5. This research was supported in part by the NSF grant PHY 94-20470.
Note added
After this work was completed, it was pointed out to us that the nucleon form factor in leading order had previously been calculated in .
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# The flux phase problem on the ring
## 1 Introduction
We consider the Hubbard model on the ring (i.e., one dimensional system with periodic boundary condition), where the magnetic flux is threaded through the ring. Our problem is to obtain the optimal flux which minimizes the ground state energy.
To be precise, we define the Hubbard Hamiltonian as follows:
$`H:={\displaystyle \underset{\sigma =,}{}}{\displaystyle \underset{x=1}{\overset{L}{}}}t_{x,x+1}c_{x+1,\sigma }^{}c_{x,\sigma }+(h.c.)+{\displaystyle \underset{x=1}{\overset{L}{}}}U_xn_{x,}n_{x,},`$
where $`L`$ ($`L3`$) is the number of sites, the site $`L+1`$ is equivalent to the site $`1`$, $`t_{x,x+1}𝐂`$, $`|t_{x,x+1}|0`$, $`U_x𝐑`$, $`c_{x,\sigma }^{}`$ (resp. $`c_{x,\sigma }`$) is the creation (resp. annihilation) operator which satisfies the canonical anticommutation relations, and $`n_{x,\sigma }:=c_{x,\sigma }^{}c_{x,\sigma }`$.
We write $`t_{x,x+1}=|t_{x,x+1}|\mathrm{exp}[i\theta _{x,x+1}]`$, $`\theta _{x,x+1}[0,2\pi )`$. Then, the flux which penetrates the ring is defined to be $`\phi :=_{x=1}^L\theta _{x,x+1}`$. The ground state energy $`E`$ (in some fixed number of particles $`N_e`$) can be regarded as a function of $`\phi `$ (and hence we write $`E=E(\phi )`$), because it does not depend on any choice of $`\{\theta _{x,x+1}\}_{x=1}^L`$ which satisfies $`_{x=1}^L\theta _{x,x+1}=\phi `$. Our aim is to obtain the flux $`\phi =\phi _{opt}`$ which attains $`\mathrm{min}_{\phi [0,2\pi )}E(\phi )`$. We call $`\phi _{opt}`$ as the optimal flux. In general, $`\phi _{opt}`$ is not unique, and we will not discuss the uniqueness question in this paper.
There are some closely related problems in the literature (our problem is the same as mentioned in (3) below). (1) it appears in a theory of superconductivity \[AM, W\], (2) In the study of the persistent current \[FMSWH, K, YF, FK\], they discussed whether the response of the Hubbard ring to the external field is diamagnetic or paramagnetic, and the influence of the electron-electron interaction to this property, (3) In high dimensional lattice, the flux phase conjecture \[HLRW\] says that the optimal flux per plaquette is equal to the particle density per site. This implies that the diamagnetic feature, which widely holds in the one particle system, becomes opposite in high electron density regime. This conjecture was rigorously proved by Lieb \[L\] at half filling. Macris-Nachtergaele \[MN\] gave an improved proof of \[L\].
As for the rigorous study of the Hubbard ring (of even length), Lieb-Loss \[LL\] considered free electron case ($`U_x0`$) at half filling, and computed $`\phi _{opt}`$ in general situation so that translation invariance is not assumed. They also considered what have more complicated geometry such as tree of ring, ladder, etc. Lieb-Nachtergaele \[LN\] computed $`\phi _{opt}`$ also at half filling when $`U_xU`$ is any constant. In this paper, we obtain $`\phi _{opt}`$ when $`U_x`$ and $`L`$ are arbitrary, while $`N_e`$ is even. Due to the hole-particle symmetry, it suffices to consider $`N_eL`$.
Theorem
Let $`N_e(L)`$ be even.
(1) Assume $`U_x<+\mathrm{}`$ for all $`x`$. $`E(\phi )`$ is minimized if $`\phi (N_e/2+1)\pi `$ (mod $`2\pi `$) (resp. $`\phi N_e\pi /2`$) when $`L`$ is even (resp. $`L`$ is odd).
(2) When $`U_x=\mathrm{}`$ for all $`x`$, $`E(\phi )`$ is minimized if $`\phi =0`$, $`\pi `$.
Remarks.
(1) We can derive the optimal flux in $`S^z0`$ subspaces.
(a) $`U_x<+\mathrm{}`$: the optimal flux takes $`0`$ and $`\pi `$ alternatively as $`S^z`$ varies. For instance, when $`N_e=4n`$, and $`L`$ is even, then $`\phi _{opt}=\pi `$ ($`S^z=0,2,4,\mathrm{})`$, and $`\phi _{opt}=0`$ ($`S^z=1,3,5,\mathrm{})`$.
(b) $`U_x\mathrm{}`$: let $`m:=N_{}/N_{}`$ ($`N_{}`$ (resp. $`N_{}`$) is the number of up (resp. down) spins). We suppose $`N_{}N_{}`$ here. When $`m𝐍`$, $`\phi _{opt}=2k\pi /N_e`$, $`k𝐙`$ (in this case, particles can also be regarded as hard core bosons). When $`m𝐍`$, $`\phi _{opt}=2k\pi /(m+1)(N_e1)\pi `$ (if $`(m+1)L`$ is even), and $`\phi _{opt}=(2k1)\pi /(m+1)(N_e1)\pi `$ (if $`(m+1)L`$ is odd), $`k𝐙`$.
(2) When $`U_x+\mathrm{}`$, the proof of Theorem tells us that the ground state energy is periodic w.r.t. $`\phi `$ with period $`\pi `$ (when $`S^z=0`$), and period $`2\pi /N_e`$ (when $`m𝐙`$). This fact and its implications are discussed by Kusmartsev and Yu-Fowler\[K, YF\].
(3) When $`N_e`$ is odd and $`U_x+\mathrm{}`$, we can still derive the optimal flux, and the result is the same as stated in Remark (1).
On the other hand, when $`U_x<+\mathrm{}`$, and $`N_e=L`$ (half-filling), we believe $`\phi _{opt}=\pi /2`$, $`3\pi /2`$ as some examples imply (e.g., take $`t_{x,x+1}`$: constant and $`U_x0`$). However, in general cases, $`\phi _{opt}`$ could be different depending on the value of $`U_x`$. For example, let $`L=4`$, $`N_e=3`$, and $`t_{x,x+1}t`$. When $`U_x0`$, $`E(\phi )`$ is minimized if and only if $`\phi =\pm 4\mathrm{arcsin}(1/\sqrt{5})`$, while in case of $`U_x+\mathrm{}`$, $`E(\phi )`$ is minimized if and only if $`\phi =0`$, $`2\pi /3`$, $`4\pi /3`$.
(4) $`SU(2)`$ invariance as well as translation invariance is not necessary to prove Theorem. We can let $`t_{x,x+1}=t_{x,x+1}^\sigma `$ ($`\sigma =`$, $``$) depend also on spin variable. In this case, our theorem mentions the optimal flux in the $`S^z=0`$ subspace only. Besides, our Hamiltonian can include the one body potential term as well.
(5) The argument in the proof, together with that in \[LM\] yields the ground state is unique and has spin zero: $`S=0`$, provided the flux $`\phi `$ takes the value as stated in Theorem. Moreover, if we let $`E(S)`$ denote the ground state energy in spin $`S`$ subspace, then we have $`E(S)<E(S+2)`$. It becomes equality when $`U_x\mathrm{}`$, $`\phi =\pi `$ (resp. $`\phi =0`$), and $`L`$: even (resp. $`L`$: odd).
(6) In general, the spin of the ground state is sensitive to the flux. For example, let $`L`$ be even, $`N_e=4n+2`$, $`t_{x,x+1}t`$, and $`U_x\mathrm{}`$. Then, one can show that, (a) when $`\phi =0`$, there is a singlet ground state, but no ferromagnetic ones. (b) when $`\phi =\pi `$, there is a ferromagnetic ground state.
(7) When $`U_x=\mathrm{}`$, not for all $`x`$, the argument of the proof says the following: if $`\mathrm{}\{x:U_x=\mathrm{}\}LN_e/2`$, then the result is the same as in Theorem (1). Otherwise, the result is the same as in Theorem (2).
(8) When $`U_x0`$, and $`t_{x,x+1}t`$, $`E(\phi )`$ is maximized if and only if $`\phi N_e\pi /2`$ (resp. $`\phi (N_e/2+1)\pi `$), if $`L`$ is even (resp. $`L`$ is odd), which should be compared with the fact that $`E(0)=E(\pi )`$ when $`U_x\mathrm{}`$ (Theorem (2)).
(9) When we let $`L`$ large, $`|E(0)E(\phi )|`$ will behave as $`O(1/L)`$ \[LN\].
In section 2, we give the proof of Theorem, which is very simple. Our problem is reduced to consider an one-particle Hamiltonian $`(\phi )`$ on the graph $`G`$ which is composed of the basis of $`N_e`$-fermion Hilbert space. Theorem follows from obtaining the optimal flux of $`(\phi )`$ on $`G`$, by the usual diamagnetic inequality argument.
## 2 Proof of Theorem
At first, we consider the case in which $`L`$ is even and $`N_e=4n`$. Due to the $`SU(2)`$ invariance, it is sufficient to work on $`S^z=0`$ subspace (i.e., $`N_{}=N_{}=2n`$). We fix the basis of the Hilbert space of $`N_e`$-fermions:
$`:=\{c_{x_1,\sigma _1}^{}c_{x_2,\sigma _2}^{}\mathrm{}c_{x_{N_e},\sigma _{N_e}}^{}`$ $`|`$ $`\mathrm{vac}>:`$
$`x_1x_2\mathrm{}x_{N_e},`$ $`\sigma _i=,,i=1,\mathrm{},N_e\},`$
that is, to arrange particles in increasing order w.r.t. the space coordinates. Our problem is equivalent to consider the one-particle Hamiltonian $`(\phi )`$ on the graph $`G`$ whose sites are composed of $``$.
$$((\phi )u)(x):=\underset{y}{}s_{xy}(\phi )u(y),$$
where $`s_{xy}(\phi ):=<x|H|y>`$, $`x`$, $`y`$. Two sites $`x`$, $`yG`$ are connected by a bond if and only if $`s_{xy}(\phi )0`$ (we note $`|s_{xy}(\phi )|`$ does not depend on $`\phi `$). For given $`\phi [0,2\pi )`$, we fix some $`\{\theta _{x,x+1}\}_{x=1}^L`$ such that $`_{x=1}^L\theta _{x,x+1}=\phi `$, and thus we suppose $`s_{xy}(\phi )`$, and hence $`(\phi )`$, is determined by $`\phi `$. Then, it is not hard to show that: (1) every circuit in $`G`$ has even length (because $`L`$ is even), (2) the fluxes in these circuits are always integer multiple of $`\psi :=\phi +2n\pi +(4n1)\pi `$. In fact, let $`𝒞`$ be the set of circuits in $`G`$ which have minimal length. Every elements of $`𝒞`$ is given by fixing all particles which have down (resp. up) spins and moving each up (resp. down) spins all together until each spins come to next spin. To make it clear, we write down an element of $`𝒞`$ when $`L=N_e=4`$:
$`c_{1,}^{}c_{2,}^{}`$ $`c_{3,}^{}`$ $`c_{4,}^{}|\mathrm{vac}>c_{2,}^{}c_{3,}^{}c_{4,}^{}c_{4,}^{}|\mathrm{vac}>`$
$``$ $``$
$`c_{2,}^{}c_{2,}^{}`$ $`c_{3,}^{}`$ $`c_{4,}^{}|\mathrm{vac}>c_{2,}^{}c_{2,}^{}c_{4,}^{}c_{4,}^{}|\mathrm{vac}>`$
The second term $`2n\pi `$ in the definition of $`\psi `$ comes from the fact that up spins jump down spins $`2n`$ times on the above process, and each jump causes to put $`(1)`$ on the corresponding $`s_{xy}(\phi )`$. The third term $`(4n1)\pi `$ in the definition of $`\psi `$ comes from the fact that the $`2n`$-th up spin jumps all the other $`(4n1)`$ particles when it moves from the site $`L`$ to the site $`1`$, because we set the basis such that particles are arranged in increasing order.
On the other hand, because of the inequality: $`_{x,y}s_{xy}(\phi )\overline{u(x)}u(y)_{x,y}|s_{xy}(\phi )||u(x)||u(y)|`$, we know that the ground state energy is minimized when all off-diagonal elements $`s_{xy}(\phi )`$, $`xy`$, are non-positive. Let $`(_{}u)(x):=_y|s_{xy}(\phi )|u(y)`$. When $`\psi 0`$ (mod $`2\pi `$), $`(\phi )`$ is unitarily equivalent to $`_{}`$, because the fluxes of all circuits in $`G`$ are all the same \[LL, Lemma 2.1\]. $`\psi 0`$ (mod $`2\pi `$) yields $`\phi \pi `$ (mod $`2\pi `$). This concludes the proof when $`L`$ is even and $`N_e=4n`$.
When $`L`$ is even and $`N_e=4n+2`$, the only thing we have to do is to replace $`\psi `$ in the above argument by $`\psi ^{}:=\phi +(2n+1)\pi +(4n+1)\pi `$. When $`L`$ is odd, then $`\psi `$ (or $`\psi ^{}`$ in case of $`N_e=4n+2`$), should satisfy $`\psi \pi `$ (mod $`2\pi `$) to have optimal flux, because the minimal length of the circuits in $`G`$ is odd, and so, the flux of $`_{}`$ on every elements of $`𝒞`$ is $`\pi `$. When $`U_x\mathrm{}`$, the minimal length of circuits in $`G`$ is $`2L`$, whose flux is $`2\phi +2(N_e1)\pi 2\phi `$ (mod $`2\pi `$). $`\mathrm{}`$
Remarks
(1) As an alternative proof, one can compute the partition function $`P(\phi ):=Tr[\mathrm{exp}(\beta H)]`$ by using the path integral representation \[AL\], and show that $`P(\phi )`$ is maximized if $`\phi `$ takes the value stated in Theorem. This approach has been done by \[GMMU\], where they derived the optimal flux in the Falicov-Kimball model.
(2) When the number of electrons is odd, the fluxes of elements of $`𝒞`$ are different from each other, depending on which spins move in the circuit. For example, let $`L=N_e=2n+1`$, $`N_{}=n`$, and $`N_{}=n+1`$. By the hole-particle transformation only for down spins, we can suppose $`N_{}=N_{}=n`$, but now the flux of down spins is $`\pi \phi `$ (this situation is similar to that discussed in \[FK\]).
Our supposition is the following: the “contribution” to the ground state energy from $`𝒞`$ would cancel each other, and an important contribution would come from those circuits where up spins and down spins move together in the opposite direction which has flux $`\phi (\pi \phi )=2\phi \pi `$, and has length $`2n`$ in $`G`$ (the meaning of “contribution” could be clear if we consider $`Tr[\mathrm{exp}(\beta H)]`$ instead of the ground state energy). $`2\phi \pi 0`$ would give the minimizing energy. However, this supposition would not be easy to prove.
(3) The proof above relies on the special nature of the ring geometry: there is always fixed number of particles on only one loop, so that all circuits on the graph $`G`$ favor the same flux $`0`$ or $`\pi `$, depending on cases. However, on more complicated systems such as two dimensional lattice, the graph $`G`$ has so many different circuits which favor different fluxes so that our argument does not work even if $`U_x\mathrm{}`$, except the Nagaoka-case ($`N_e=|\mathrm{\Lambda }|1`$, $`U_x\mathrm{}`$ \[N,T\]), where the optimal flux is zero everywhere.
## 3 Conclusion
In this paper, we derived the optimal flux $`\phi _{opt}`$ in the Hubbard model on the ring. Our result is true in general situation so that the translation invariance is not necessary to assume, except the number of particles must be even. In this section, we briefly discuss the physical interpretation of our result.
The result (1) of our theorem is consistent with that of \[FMSWH\], where it is shown that, at half-filling, the current response of the ground state is paramagnetic (resp. diamagnetic) when $`N_e=4n`$ (resp. $`4n+2`$) by numerical computation. However, these are not equivalent, especially when $`N_e=4n`$. In fact, \[FMSWH\] showed, when $`L=6`$, $`N_e=4`$, and $`U_x>0`$, the ground state is diamagnetic (this also implies why it is not easy to seek $`\phi `$ which maximizes $`E(\phi )`$). Therefore, our contribution may be that there would be no effects of spatial disorder.
The result (2) of our theorem and Remark (2) after that is already found and discussed by \[K, YF\]. However, our proof gives a different picture: the graph $`G`$ consists of rings of larger lengths, for $`U=\mathrm{}`$ prohibits the exchange of particles.
Finally, our argument gives a ring version of the Lieb-Mattis theorem \[LM\] when $`\phi =\phi _{opt}`$ (Remark (5) after Theorem).
Acknowledgement
The author would like to thank professor E. H. Lieb for pointing out Remark (4)(5). The author is partially supported by the Japan Society for the Promotion of Science.
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# Asians and cash dividends: Exploiting symmetries in pricing theory
## 1 Introduction.
Options with a payoff-function which depends on the average of some underlying, a.k.a. Asian-type option have a multitude of applications in finance. They find applications for example in currency-based contracts, interest rates and commodities. In the following we will consider a setting where stock prices are modeled by geometric Brownian motions. Depending on the type of averaging the analytic price of such a contract is easy or difficult to compute. Geometric averaging leads to simple expressions for the prices \[HN99b\]. Arithmetic averaging however is a highly non-trivial exercise and one has to rely on either approximations \[TW91\], partially analytic \[GY93\] or numerical solutions \[Cur94, RS95\]. In Ref. \[RS95\] a simple PDE was derived and bounds on prices of an average price option were derived. These bounds have been improved in Ref. \[Tho99\].
In this article we provide an alternative approach to derive (partially) analytic solutions of Asian-type contracts with arithmetic averaging. Using the fundamental notion of a local scale invariance \[HN99a, HN99b\] we derive a general PDE for a (European) Asian-type contract with arithmetic averaging. This result is then linked to the PDE derived by Rogers and Shi \[RS95\] and we proceed by solving the Laplace-transform of the solution of this PDE for the case of an average strike put, both for the unseasoned and seasoned case. This extends the results of Geman and Yor, which gave the solution for average price options. Next we show that the local scale invariance allows one to identify the average strike call and average price put by substitution of the proper parameters. This is a new result. Finally we consider the problem of a vanilla option on a stock which pays known cash dividends. Again the local scale symmetry allows one to relate the value of such a contract to that of arithmetic average options.
## 2 Homogeneity and contingent claim pricing
In previous papers \[HN99a, HN99b\] we have shown that a fundamental property of any properly defined market of tradables<sup>3</sup><sup>3</sup>3 Tradables are objects which are trivially self-financing: it doesn’t cost nor yield money to keep a fixed amount of them. Examples are stocks and bonds. Note that money is not a tradable, unless the interest rate is zero. is that the price of any claim depending on other tradables in the market should be a homogeneous<sup>4</sup><sup>4</sup>4 A function $`f(x_0,\mathrm{},x_n)`$ is called homogeneous of degree $`r`$ if $`f(ax_0,\mathrm{},ax_n)=a^rf(x_0,\mathrm{},x_n)`$. Homogeneous functions of degree $`r`$ satisfy the following property (Euler): $`_{\mu =0}^nx_\mu \frac{}{x_\mu }f(x_0,\mathrm{},x_n)=rf(x_0,\mathrm{},x_n)`$ function of degree one of these same tradables. This property is nothing but a consequence of the simple fact that prices of tradables are only defined with respect to each other. Let us review some of the content of Ref. \[HN99a\]. Assume that we have a market of $`n+1`$ basic tradables with prices $`x_\mu `$ ($`\mu =0,\mathrm{},n`$) at time $`t`$. The price of any tradable in this market with a payoff depending on the prices of these basic tradables should satisfy the following scaling symmetry:
$$V(\lambda x,t)=\lambda V(x,t)$$
which automatically implies<sup>5</sup><sup>5</sup>5We make use of Einsteins summation convention: repeated indices in products are implicitly summed over, unless stated otherwise. (Euler)
$$V(x,t)=x_\mu _{x_\mu }V(x,t)$$
where $`/x_\mu _{x_\mu }`$. This is a universal property, independent of the choice of dynamics. We use this fundamental property to derive a general PDE, giving the price of such a claim in a world where the dynamics of the tradables are driven by $`k`$ independent standard Brownian motions, as follows<sup>6</sup><sup>6</sup>6Both the $`\sigma _\mu `$ and $`dW`$ are vectors, the dot denotes an inner-product w.r.t. the $`k`$ driving diffusions.
$$dx_\mu (t)=x_\mu (t)\left(\sigma _\mu (x,t)dW(t)+\alpha _\mu (x,t)dt\right),\text{(no sum)}$$
Consistency requires that both $`\sigma _\mu `$ and $`\alpha _\mu `$ are homogeneous functions of degree zero in the tradables, i.e. they should only depend on ratios of prices of tradables. Note that we do not specify the numeraire in terms of which the drift and volatility are expressed. This choice is irrelevant for the pricing problem, as we will see. Applying Itô to $`V(x,t)`$ we get
$$dV(x,t)=_{x_\mu }V(x,t)dx_\mu +V(x,t)dt$$
where
$$V(x,t)\left(_t+\frac{1}{2}\sigma _\mu (x,t)\sigma _\nu (x,t)x_\mu x_\nu _{x_\mu }_{x_\nu }\right)V$$
So, if $`V(x,t)`$ solves $`V=0`$ with the payoff at maturity as boundary condition $`V(x,T)=f(x)`$, then we immediately have a replicating self-financing trading strategy because of the homogeneity property. We will drop the distinction between such derived and basic quantities and always refer to them as tradables. Note that we do not have to use any change of measure to arrive at this result, by keeping the symmetry explicit. Drifts are irrelevant for the derivation of the claim price. Only the requirement of uniqueness of the solution, i.e. no arbitrage, leads to constraints on the drifts terms if deterministic relations exist between the various tradables \[HN99a\].
### 2.1 Symmetries of the PDE
The scale invariance of the claim price is inherited by the PDE via an invariance of the solutions of the PDE under a simultaneous shift of all volatility-functions by an arbitrary function $`\lambda (x,t)`$
$$\sigma _\mu (x,t)\sigma _\mu (x,t)\lambda (x,t)$$
(1)
Indeed, if $`V`$ is solves $`V=0`$, then it also solves
$$\left(_t+\frac{1}{2}(\sigma _\mu (x,t)\lambda (x,t))(\sigma _\nu (x,t)\lambda (x,t))x_\mu x_\nu _{x_\mu }_{x_\nu }\right)V=0$$
This can easily be checked by noting that for homogeneous functions of degree 1 we have
$$x_\mu _{x_\mu }_{x_\nu }V=0$$
This ensures that terms involving the $`\lambda `$ drop out of the PDE. (Note that this equation gives interesting relations between the various $`\mathrm{\Gamma }`$’s of the claim). From this it follows that $`V`$ itself must be invariant under the substitution defined by Eq. 1. This corresponds to the freedom of choice of a numeraire. It just states that volatility is a relative concept. Price functions should not depend on the choice of a numeraire.
### 2.2 The algorithm
To price contingent claims we start out with a basic set of tradables. Using these tradables we may construct new, derived, tradables, whose price-process $`V`$ depends upon the basic tradables. Of course, these new tradables should be solutions to the basic PDE, $`V=0`$. Their payoff functions serve as boundary conditions. (Note that prices of basic tradables trivially satisfy the PDE, by construction). If the derived tradables are constructed in this way, we can use them just like any other tradable. In particular, we can use them as underlying tradables, in terms of which the price of yet other derivative claims can be expressed (and so on…) In fact, this is a fundamental property that any correctly defined market should posses. It amounts to a proper choice of coordinates to describe the economy.
The general approach to the pricing of a path-dependent claim in our formalism can be described as follows.
1. The payoff is written in terms of tradable objects.
2. A PDE is derived for the claim price with respect to these tradables.
3. The PDE is solved.
4. Possible consistency check: the solution should be invariant under the substitution Eq. 1 (numeraire independence).
### 2.3 Generalized put-call symmetries
As an example of the strength of this symmetry, and to show the natural embedding in our formalism, consider an economy with two tradables with prices denoted by $`x_{1,2}`$ and dynamics given by ($`i=1,2`$)
$$dx_i(t)=x_i(t)\sigma _i(x_1,x_2,t)dW(t)+\mathrm{}\text{(no sum)}$$
It is easy to see that under certain conditions there should be a generalized put-call symmetry. Any claim with payoff $`f(x_1,x_2)`$ at maturity and price $`V(x_1,x_2,t)`$ should satisfy
$$\left(_t+\frac{1}{2}|\sigma (x_1,x_2,t)|^2x_1^2_{x_1}^2\right)V=0$$
where $`\sigma (x_1,x_2,t)\sigma _1(x_1,x_2,t)\sigma _2(x_1,x_2,t)`$. Homogeneity implies that it also solves
$$\left(_t+\frac{1}{2}|\sigma (x_1,x_2,t)|^2x_2^2_{x_2}^2\right)V=0$$
Therefore, if $`|\sigma (x_1,x_2,t)|^2=|\sigma (x_2,x_1,t)|^2`$, this PDE can be rewritten as
$$\left(_t+\frac{1}{2}|\sigma (x_2,x_1,t)|^2x_2^2_{x_2}^2\right)V=0$$
and we see that $`V(x_2,x_1,t)`$ with payoff $`f(x_2,x_1)`$ is a solution, too. This is nothing but a generalized put-call symmetry. In the first case $`x_2`$ acts as numeraire, in the second case $`x_1`$ takes over this role. The usual put-call symmetry follows if we take a constant $`\sigma `$ and let $`x_1,x_2`$ represent a stock and a bond respectively.
### 2.4 Lognormal asset prices
In an economy with lognormal distributed asset-prices
$$dx_\mu (t)=x_\mu (t)\sigma _\mu (t)dW(t)+\mathrm{}\text{(no sum)}$$
it is possible to write down a very elegant formula for European-type claims, as was shown in Ref. \[HN99a\]
$$V(x_0,\mathrm{},x_n,t)=V(x_0\varphi (z\theta _0),\mathrm{},x_n\varphi (z\theta _n),T)d^mz$$
(2)
with
$$\varphi (z)=\frac{1}{\left(\sqrt{2\pi }\right)^m}\mathrm{exp}\left(\frac{1}{2}\underset{i=1}{\overset{m}{}}z_i^2\right)$$
The $`\theta _\mu `$ are $`m`$-dimensional vectors, which follow from a singular value decomposition of the covariance matrix $`\mathrm{\Sigma }_{\mu \nu }`$ of rank $`mk`$:
$$\mathrm{\Sigma }_{\mu \nu }_t^T\sigma _\mu (u)\sigma _\nu (u)𝑑u=\theta _\mu \theta _\nu $$
## 3 Arithmetic Asians
In this section we will consider the pricing of Arithmetic Asian options. Since this is the only type of Asian options that we will look at, we will omit the word ’Arithmetic’ in the sequel. Note that parts of this material already appeared in Ref. \[HN99b\]. A fundamental building block in the construction of a European Asian option, expiring at time $`T`$, is a tradable which at time $`T`$ represents the value of a stock at an earlier time $`s`$. But to define this, we must first agree how to translate value through time. For this, we need a reference asset. A convenient choice is to take a bond $`P(t,T)`$ (or $`P(t)`$ for short), which matures at time $`T`$, as reference. Then we can define
$$Y_s(t)=\{\begin{array}{cc}S(t)\hfill & t<s\hfill \\ \frac{S(s)}{P(s)}P(t)\hfill & ts\hfill \end{array}$$
In words, this is a portfolio where one starts out with a stock, and converts it into a bond at time $`t=s`$. It is trivially self-financing. To set the stage, we will assume that the interest rate has constant value $`r`$, as is usual in the Black-Scholes context (stochastic interest rates are much harder to handle, see Ref. \[HN99b\]). In that case the bond with maturity $`T`$ has value $`e^{r(Tt)}`$ when expressed in the currency in which it is nominated (say dollars). Consequently, an amount $`e^{r(Ts)}`$ of the tradable $`Y_s`$ will have a dollar value at time $`T`$ which is equal to the dollar value of the stock at time $`s`$. We will also assume that the contracts are initiated at time $`t=0`$, unless stated otherwise. Note that for $`t[0,T]`$ we have
$$\begin{array}{cc}\hfill S(t)& =Y_T(t)\hfill \\ \hfill P(t)& =\frac{P(0)}{S(0)}Y_0(t)\hfill \end{array}$$
(3)
### 3.1 Discretely sampled Asians
The main reason for introducing the objects $`Y_s(t)`$ is that they constitute a natural basis of tradables in which prices and payoffs of arithmetic Asians can be expressed. For example, the payoff of a discretely sampled average price call (APC) can be written as
$$\left(\underset{i}{}w(t_i)Y_{t_i}(T)KP(T)\right)^+=\left(\left(\underset{i}{}w(t_i)\frac{S(t_i)}{P(t_i)}K\right)P(T)\right)^+$$
where $`\{t_i\}`$ is a set of sample times, $`w(t_i)`$ are corresponding weights, and $`K`$ is the strike. We use the notation $`()^+`$ for $`\mathrm{max}(,0)`$. Observe that the payoff explicitly contains $`P(T)=1\$`$ to make it homogeneous of degree one in the tradables. In a similar way, the payoff of an average strike put (ASP) becomes
$$\left(\underset{i}{}w(t_i)Y_{t_i}(T)kS(T)\right)^+$$
where $`k`$ is a (generalized) strike. In view of Eqs. 3, we see that both options are in fact instances of a more general discrete Asian option, which is defined by the payoff
$$V(\{t_i\},w,T)=\left(\underset{i}{}w(t_i)Y_{t_i}(T)\right)^+$$
(4)
### 3.2 Valuation by multiple integrals
In this section we want to calculate the value of the generalized option defined by Eq. 4, at the time the contract is initiated, i.e. $`t=0`$. This value is known as its unseasoned value. Without loss of generality, we will assume that there are $`N+1`$ sample times, satisfying $`0=t_0<t_1<\mathrm{}<t_{N1}<t_N=T`$. If we take the bond as numeraire, and assume that the stock price follows a lognormal price process
$$dS(t)=\sigma S(t)dW(t)+\mathrm{}$$
then it is easy to derive that the tradables $`Y_s(t)`$ satisfy
$$dY_s(t)=\mathrm{𝟏}_{t<s}\sigma Y_s(t)dW(t)+\mathrm{}$$
where $`\mathrm{𝟏}_{t<s}`$ is the indicator function. It equals one when $`t<s`$ and zero otherwise. So the $`Y_s(t)`$ also follow lognormal price processes with a time dependent volatility, and we can directly use the results of section 2.4. The first step is to calculate the variance-covariance matrix of the tradables
$$\mathrm{\Sigma }_{ij}=\sigma ^2_0^T\mathrm{𝟏}_{t<t_i}\mathrm{𝟏}_{t<t_j}𝑑t=\sigma ^2\mathrm{min}(t_i,t_j)$$
The rank of this matrix is $`N`$. A singular value decomposition $`\mathrm{\Sigma }_{ij}=\theta _i\theta _j`$ is given by
$$\theta _0=(\underset{𝑁}{\underset{}{0,\mathrm{},0}}),\theta _i=(\beta _1,\mathrm{},\beta _i,\underset{Ni}{\underset{}{0,\mathrm{},0}})$$
and the $`\beta _i`$ are defined by
$$\beta _i=\sigma \sqrt{t_it_{i1}}$$
The value of the unseasoned option can now be written as an $`N`$-dimensional integral (here $`z=(z_1,\mathrm{},z_N)`$)
$$V(\{t_i\},w,0)=S(0)d^Nz\left(\underset{i=0}{\overset{N}{}}w(t_i)\varphi (z\theta _i)\right)^+$$
(5)
where we used the fact that $`Y_s(0)=S(0)`$ for all $`0sT`$. This is in fact a Feynman-Kac formula.
### 3.3 An interesting duality
In this section, we will again calculate the unseasoned value of the option in Eq. 4, but this time we take the stock as numeraire. This corresponds to a shift of $`\sigma `$ in all volatility functions. We find that $`Y_s(t)`$ now satisfies
$$dY_s(t)=\mathrm{𝟏}_{t>s}\sigma Y_s(t)dW(t)+\mathrm{}$$
In this case the variance-covariance matrix becomes
$$\widehat{\mathrm{\Sigma }}_{ij}=\sigma ^2_0^T\mathrm{𝟏}_{t>t_i}\mathrm{𝟏}_{t>t_j}𝑑t=\sigma ^2\mathrm{min}(Tt_i,Tt_j)$$
and a singular value decomposition $`\widehat{\mathrm{\Sigma }}_{ij}=\widehat{\theta }_i\widehat{\theta }_j`$ is given by
$$\widehat{\theta }_i=(\underset{𝑖}{\underset{}{0,\mathrm{},0}},\beta _{i+1},\mathrm{},\beta _N),\widehat{\theta }_N=(\underset{𝑁}{\underset{}{0,\mathrm{},0}})$$
So an alternative expression for the price of the option is
$$V(\{t_i\},w,0)=S(0)d^Nz\left(\underset{i=0}{\overset{N}{}}w(t_i)\varphi (z\widehat{\theta }_i)\right)^+$$
However, if we compare this result with Eq. 5, we see that it could also be interpreted as the value of an option with payoff
$$\left(\underset{i=0}{\overset{N}{}}w(t_i)Y_{Tt_i}(T)\right)^+$$
In other words, two options which are related by the following substitution in their payoff
$$\overline{)Y_t(T)Y_{Tt}(T)}$$
(6)
have the same value at $`t=0`$. We will call this T-duality (T from Time-reversal). It is a very interesting symmetry operation because, in view of Eqs. 3, we can use it to relate the values of unseasoned average strike and average price options. We will come back to this point in section 3.6. Note that Eq. 6 takes a simple form by virtue of the fact that we are working in a basis of tradables.
### 3.4 A PDE approach
In this section we consider a PDE approach to the pricing of Asian options. We derive a very general PDE, which can be related to the one that is usually found in the literature. Our PDE, however, has the advantage of being manifestly numeraire independent by virtue of the fact that it is expressed in a basis of tradables. It can be used to price both American and European style options, but we will focus on the European case here. We will come back to American Asians in future work. The basic idea in the derivation of the PDE is, instead of introducing a tradable for each sample date, to introduce one new tradable $`\overline{S}(t)`$, which is a weighted sum over $`Y_s(t)`$ (obviously, a sum of tradables is again a tradable). This allows us to consider continuously sampled Asians in a proper way. Also
$$\overline{S}(t)=_0^Tw(s)Y_s(t)𝑑s\varphi (t)S(t)+A(t)P(t)$$
where $`A(t)`$ is proportional to the running average
$$A(t)=_0^tw(s)\frac{S(s)}{P(s)}𝑑s$$
and
$$\varphi (t)=_t^Tw(s)𝑑sw(t)=_t\varphi (t),\varphi (T)=0$$
Of course this approach also incorporates discretely sampled Asians. In that case, $`w(t)`$ will be a sum of Dirac delta-functions and $`\varphi (t)`$ will be a piecewise constant function, making jumps at sample dates. If we choose the bond $`P(t)`$ as numeraire, and assume that $`S(t)`$ satisfies
$$dS(t)=\sigma S(t)dW(t)+\mathrm{}$$
then it is obvious that the new tradable $`\overline{S}(t)`$ satisfies
$$d\overline{S}(t)=\varphi (t)\sigma S(t)dW(t)+\mathrm{}$$
This straightforwardly leads to the following PDE for options which depend on $`\overline{S},S`$ and $`P`$
$$\left(_t+\frac{1}{2}\sigma ^2S^2(_S+\varphi _{\overline{S}})^2\right)V=0$$
(7)
If we perform a change of variables in the PDE, eliminating $`\overline{S}`$ in favor of $`A`$, we find
$$\left(_t+w\frac{S}{P}_A+\frac{1}{2}\sigma ^2S^2_S^2\right)V=0$$
which is closer to the usual formulation. However, since $`A(t)`$ does not correspond to the value of a tradable object, this form of the PDE looses the manifest symmetry.
### 3.5 Analytical solutions
In this section we derive a Laplace transform representation for prices of average strike options in the case that sampling is continuous with an exponential weight function. This is in fact the counterpart of the calculation of Geman and Yor \[GY93\] for the price of average price options, although they used entirely different methods to derive it. The results for average strike options turn out to be somewhat more involved, mainly because there is no simple relation between prices of seasoned and unseasoned options, while a simple relation does exist in the case of average price options, as we will see. Now, by definition, the payoff of an average strike option is defined in terms of $`\overline{S}`$ and $`S`$ only, $`P`$ does not appear. For example, the payoff of an ASP is given by
$$(\overline{S}(T)kS(T))^+$$
(8)
Because of this fact, it is natural to choose $`S`$ as numeraire. Dropping the derivative w.r.t. $`P`$, the PDE then reduces to
$$\left(_t+\frac{1}{2}\sigma ^2(\overline{S}\varphi S)^2_{\overline{S}}^2\right)V=0$$
Next, introduce $`x\overline{S}/S`$ and set $`\widehat{V}(x,t)V/S`$. This reduces the dimension of the PDE by one
$$\left(_t+\frac{1}{2}\sigma ^2(x\varphi )^2_x^2\right)\widehat{V}=0$$
The resulting PDE is closely related to the one found by Rogers and Shi \[RS95\]. In fact, they can be transformed into each other by a variable change $`y=x\varphi `$. But our derivation of the PDE seems to be more natural: working in a basis of tradables guides us in the right direction. At this point, we will make the specific choice of an exponential weight function
$$w(t)=\frac{e^{\gamma (Tt)}}{T}$$
Remember that if the interest rate is constant and equal to $`r`$, then the choice $`\gamma =r`$ leads to an equally weighted average in terms of the dollar price of the stock. We now find
$$\varphi (t)=\frac{1e^{\gamma (Tt)}}{\gamma T}$$
A change of variables is now in place
$$\tau Tt,z\frac{2e^{\gamma \tau }}{\sigma ^2T(x\varphi )}=\frac{2Se^{\gamma \tau }}{\sigma ^2TAP},s\sigma ^2\tau ,\kappa \frac{\gamma }{\sigma ^2}$$
This transforms the PDE to
$$\left(_s+\left((\kappa +1)z\frac{1}{2}z^2\right)_z+\frac{1}{2}z^2_z^2\right)\widehat{V}=0$$
A Laplace-transform with respect to $`s`$ yields
$$\left(\lambda +\left((\kappa +1)z\frac{1}{2}z^2\right)_z+\frac{1}{2}z^2_z^2\right)u=f(z)$$
where $`u(z,\lambda )`$ is the transformed function, and $`f(z)=\widehat{V}(z,T)`$ denotes the payoff at maturity. Next, let us define
$$ue^{\frac{1}{2}z}z^{\kappa 1}w$$
Then $`w`$ satisfies
$$\left(_z^2\frac{1}{4}+\frac{(\kappa +1)}{z}+\frac{(\frac{1}{4}\mu ^2)}{z^2}\right)w=2e^{\frac{1}{2}z}z^{\kappa 1}f(z)$$
(9)
where we introduced
$$\mu \sqrt{\left(\kappa +\frac{1}{2}\right)^2+2\lambda }$$
The homogeneous part of Eq. 9 is Whittaker’s equation, and its solutions are the Whittaker functions $`M_{\kappa +1,\mu }(z)`$ and $`W_{\kappa +1,\mu }(z)`$ (see appendix). To solve Eq. 9 we will make use of a Green’s function approach. A Green’s function with proper behaviour at the boundaries is given by
$$G(x,y)=\frac{1}{Q}\left(M_{\kappa +1,\mu }(x)W_{\kappa +1,\mu }(y)\mathrm{𝟏}_{x<y}+W_{\kappa +1,\mu }(x)M_{\kappa +1,\mu }(y)\mathrm{𝟏}_{x>y}\right)$$
where $`Q`$ is the Wronskian of the two solutions
$$Q=W_{\kappa +1,\mu }(z)_zM_{\kappa +1,\mu }(z)M_{\kappa +1,\mu }(z)_zW_{\kappa +1,\mu }(z)=\frac{\mathrm{\Gamma }(1+2\mu )}{\mathrm{\Gamma }(\frac{1}{2}\kappa +\mu )}$$
In terms of this, the solution can be written as
$$u(z,\lambda )=2e^{\frac{1}{2}z}z^{\kappa 1}_0^{\mathrm{}}G(x,z)e^{\frac{1}{2}x}x^{\kappa 1}f(x)𝑑x$$
The ASP payoff defined in Eq. 8 corresponds to the choice
$$f(z)=\left(\frac{2}{\sigma ^2Tz}k\right)^+=k\left(\frac{a}{z}1\right)^+,a\frac{2}{\sigma ^2kT}$$
Inserting this in the integral, we find that the solution falls apart in two ranges, $`z<a`$ and $`za`$ (or, equivalently, $`e^{\gamma \tau }kS<AP`$ and $`e^{\gamma \tau }kSAP`$). For details of this calculation we refer to the appendix. In the former case, we find
$`u(z,\lambda )`$ $`={\displaystyle \frac{2ke^{\frac{za}{2}}z^{\kappa 1}a^\kappa \mathrm{\Gamma }(\frac{1}{2}\kappa +\mu )}{\mathrm{\Gamma }(1+2\mu )}}W_{\kappa 1,\mu }(a)M_{\kappa +1,\mu }(z)`$
$`+{\displaystyle \frac{2k\left(z\left((\kappa \frac{1}{2})^2\mu ^2\right)+a\left(z\left((\kappa +\frac{1}{2})^2\mu ^2\right)\right)\right)}{z\left((\kappa \frac{1}{2})^2\mu ^2\right)\left((\kappa +\frac{1}{2})^2\mu ^2\right)}}`$
The second term is exactly the Laplace transform of $`xk`$. In the latter case we find
$$u(z,\lambda )=\frac{2ke^{\frac{za}{2}}z^{\kappa 1}a^\kappa \mathrm{\Gamma }(\frac{1}{2}\kappa +\mu )}{(\frac{1}{2}+\kappa +\mu )(\frac{1}{2}+\kappa +\mu )\mathrm{\Gamma }(1+2\mu )}M_{\kappa 1,\mu }(a)W_{\kappa +1,\mu }(z)$$
Therefore, the solution can be written as
$$V_{\text{ASP}}(k,\gamma ,t,T)=\{\begin{array}{cc}kS(t)I_1+\overline{S}(t)kS(t)\hfill & e^{\gamma \tau }kS<AP\hfill \\ kS(t)I_2\hfill & e^{\gamma \tau }kSAP\hfill \end{array}$$
where $`I_1`$ and $`I_2`$ are defined by inverse Laplace-transforms
$$I_1\frac{e^{\frac{za}{2}}z^{\kappa 1}a^\kappa }{\pi i}_{\rho i\mathrm{}}^{\rho +i\mathrm{}}\frac{\mathrm{\Gamma }(\frac{1}{2}\kappa +\mu )W_{\kappa 1,\mu }(a)M_{\kappa +1,\mu }(z)e^{\lambda s}}{\mathrm{\Gamma }(1+2\mu )}𝑑\lambda $$
$$I_2\frac{e^{\frac{za}{2}}z^{\kappa 1}a^\kappa }{\pi i}_{\rho i\mathrm{}}^{\rho +i\mathrm{}}\frac{\mathrm{\Gamma }(\frac{1}{2}\kappa +\mu )M_{\kappa 1,\mu }(a)W_{\kappa +1,\mu }(z)e^{\lambda s}}{(\frac{1}{2}+\kappa +\mu )(\frac{1}{2}+\kappa +\mu )\mathrm{\Gamma }(1+2\mu )}𝑑\lambda $$
where $`\rho `$ is an arbitrary constant chosen so that the contour of integration lies to the right of all singularities in the integrand. These integrals can be evaluated numerically \[AW95, Sha98\]. Note that the value of an average strike call (ASC) follows simply from put-call parity, that is, we use
$$\left(\overline{S}(T)kS(T)\right)^+\left(kS(T)\overline{S}(T)\right)^+=\overline{S}(T)kS(T)$$
and find
$$V_{\text{ASC}}(k,\gamma ,t,T)=\{\begin{array}{cc}kS(t)I_1\hfill & e^{\gamma \tau }kS<AP\hfill \\ kS(t)I_2\overline{S}(t)+kS(t)\hfill & e^{\gamma \tau }kSAP\hfill \end{array}$$
The expression for the value of the ASP at $`t=0`$, i.e. its unseasoned value, simplifies considerably. In this case $`z\mathrm{}`$ and $`s=\sigma ^2T=2/(ak)`$, and we find
$$V_{\text{ASP}}(k,\gamma ,0,T)=kS(0)\frac{e^{\frac{a}{2}}a^\kappa }{\pi i}_{\rho i\mathrm{}}^{\rho +i\mathrm{}}\frac{\mathrm{\Gamma }(\frac{1}{2}\kappa +\mu )M_{\kappa 1,\mu }(a)\mathrm{exp}(\frac{2\lambda }{ak})}{(\frac{1}{2}+\kappa +\mu )(\frac{1}{2}+\kappa +\mu )\mathrm{\Gamma }(1+2\mu )}𝑑\lambda $$
### 3.6 T-duality and average price options
In this section we will use the T-duality, found in section 3.3, to relate prices of unseasoned average strike and average price options. We will focus on the case where the weight function is exponential. To indicate the weight function used in the definition of $`\overline{S}`$, we use a subscript $`\gamma `$, i.e. we define
$$\overline{S}_\gamma (t)=\frac{1}{T}_0^Te^{\gamma (Ts)}Y_s(t)𝑑s$$
It is a straightforward calculation to see that the action of the duality Eq. 6 (remark: we use a continuum limit of this result) on the tradables $`\overline{S}_\gamma `$, $`S`$ and $`P`$ is given by
$$\overline{)\begin{array}{cc}\hfill \overline{S}_\gamma (T)& e^{\gamma T}\overline{S}_\gamma (T)\hfill \\ \hfill S(T)& \frac{S(0)}{P(0)}P(T)\hfill \end{array}}$$
Applying this to the payoff of an average price call gives
$$(\overline{S}_\gamma (T)KP(T))^+e^{\gamma T}\left(\overline{S}_\gamma (T)\frac{KP(0)}{e^{\gamma T}S(0)}S(T)\right)^+$$
i.e., it transforms it into the payoff of an ASP. Therefore we see that the unseasoned value of an APC can be expressed as
$$V_{\text{APC}}(K,\gamma ,0,T)=e^{\gamma T}V_{\text{ASP}}(\frac{KP(0)}{e^{\gamma T}S(0)},\gamma ,0,T)$$
Similarly, we obtain the value of an unseasoned average price put (APP)
$$V_{\text{APP}}(K,\gamma ,0,T)=e^{\gamma T}V_{\text{ASC}}(\frac{KP(0)}{e^{\gamma T}S(0)},\gamma ,0,T)$$
In this way, we actually reproduce the well known results by Geman and Yor \[GY93\].
### 3.7 On seasoned Asians
It is a well-known fact that the price of a seasoned average price option can be expressed in terms of the price of an unseasoned average price option with a different strike. Let us look at the mechanism behind this. We consider an exponentially weighted, continuously sampled Asian with a total lifetime of $`M`$, expiring at time $`T`$ (so it is initiated at time $`TM<0`$) and we are interested in its price at $`t=0`$. As before, the payoff of such an option can be expressed in terms of tradables $`S`$, $`P`$ and
$$\overline{S}_{\gamma ,M}(t)=\frac{1}{M}_{TM}^Te^{\gamma (Ts)}Y_s(t)𝑑s$$
where we explicitly show the longer sample period in the definition by the subscript $`M`$. Now if $`t[0,T]`$ we can write
$$\overline{S}_{\gamma ,M}(t)=\frac{T\overline{S}_\gamma (t)}{M}+\frac{P(t)}{M}_{TM}^0e^{\gamma (Ts)}\frac{S(s)}{P(s)}𝑑s\frac{T\overline{S}_\gamma (t)+AP(t)}{M}$$
(10)
where $`A`$ is proportional to the average over the time period up to $`t=0`$. Substituting this in the payoff of an APC, we get
$$\left(\overline{S}_{\gamma ,M}(T)KP(T)\right)^+=\frac{T}{M}\left(\overline{S}_\gamma (T)\widehat{K}P(T)\right)^+$$
with
$$\widehat{K}=\frac{MKA}{T}$$
This shows that the value of the seasoned APC that we are considering can be expressed in terms of the value of an unseasoned APC with a modified strike as
$$\frac{T}{M}V_{\text{APC}}(\widehat{K},\gamma ,0,T)$$
Of course, the same trick also works for average price puts. Note that it is possible for the strike $`\widehat{K}`$ to become negative. In that case, the option becomes trivial. One might wonder what happens if we substitute Eq. 10 in the payoff of an ASC. It turns out that in that case, things do not combine in a nice way. Indeed, we find
$$\left(kS(T)\overline{S}_{\gamma ,M}(T)\right)^+=\left(\frac{MkS(t)T\overline{S}_\gamma (T)AP(T)}{M}\right)^+$$
(11)
Fortunately, we already have an expression for the value of a seasoned ASC. So we can use the formula in reverse, to price options with a payoff given by the RHS of Eq. 11. This will turn out to be useful in the next section.
## 4 Cash-dividend
It well known in the literature how to price options on a stock paying a known dividend yield. However, in many cases it is more realistic to assume that the cash amount of the dividend rather than the yield is known in advance. This makes the pricing problem considerably harder. In this section we show that the problem is equivalent to the pricing of Asian options. In fact, we show that their prices are connected by the put-call symmetries of section 2.3. This allows us to use all the techniques for the valuation of Asian options in the context of options involving cash-dividend. The setting is as follows. We assume that the stock follows geometric Brownian motion between dividend payments, with fixed volatility $`\sigma `$ (taking the bond as numeraire). Dividends are paid at a set of discrete times $`\{t_i\}`$, $`i=1,2,3,\mathrm{}`$, $`0<t_1<t_2<\mathrm{}`$ and are expressed in units of the bond $`\delta (t_i)P`$. Since we will be interested in options with maturity $`T`$, we will use a bond with this same maturity. We assume that the interest rate is fixed and equal to $`r`$, so the bond has dollar value $`e^{r(Tt)}`$. By $`S_i(t)`$ we mean the price of the stock between $`t_i`$ and $`t_{i+1}`$, in other words
$$S(t)=S_i(t),\text{for }t_it<t_{i+1}$$
So at $`t=t_1`$ a portfolio consisting of 1 stock becomes
$$S_0\delta (t_1)P+S_1$$
In order to avoid arbitrage, we assume that the left-hand side equals the right-hand side at $`t_1`$. This can be used to extend the definition of $`S_0`$ to all $`t<t_2`$ as follows
$$S(t)=S_1(t)=\left(1\frac{\delta (t_1)P(t_1)}{S_0(t_1)}\right)S_0(t),t_1t<t_2$$
Note that $`S_0`$, by construction, does not make a jump at $`t_1`$. In fact, $`S_0`$ corresponds to the value of the self-financing portfolio that one gets by directly reinvesting the cash-dividend payment into the stock again. So $`S_0`$ is a tradable object. We can repeat the process for the dividend payment at $`t_2`$
$$S_1\delta (t_2)P+S_2$$
Again, $`S_2`$ can be expressed in terms of $`S_0`$, extending the definition of $`S_0`$ to all $`t<t_3`$
$$S(t)=S_2(t)=\left(1\frac{\delta (t_2)P(t_2)}{S_1(t_2)}\right)S_1(t)=$$
$$\left(1\frac{\delta (t_1)P(t_1)}{S_0(t_1)}\frac{\delta (t_2)P(t_2)}{S_0(t_2)}\right)S_0(t),t_2t<t_3$$
By repeating this process, we find that the value of a portfolio $`V`$ which we get by starting with one stock at $`t=0`$ and holding it, together with all its cumulative dividends up to time $`t`$ (note that this portfolio is also a tradable object, while the stock by itself is not) is given by
$$V(t)=S(t)+\underset{t_it}{}\delta (t_i)P(t)=\left(1\underset{t_it}{}\frac{\delta (t_i)P(t_i)}{S_0(t_i)}\right)S_0(t)+\underset{t_it}{}\delta (t_i)P(t)$$
where $`S_0`$ just follows a lognormal price process. Now if we consider a European option of the stock with maturity $`T`$, we can define the cumulative dividends up to maturity as follows
$$C(t)\underset{t_iT}{}\delta (t_i)P(t)$$
Using this we can write
$$V(t)=S_0(t)+C(t)\overline{P}(t),tT$$
where
$$\overline{P}(t)\underset{t<t_iT}{}\delta (t_i)P(t)+\underset{t_it}{}\frac{\delta (t_i)P(t_i)}{S_0(t_i)}S_0(t)$$
In terms of these new tradables, we can write
$$S(T)=S_0(T)\overline{P}(T)$$
Now the connection with Asian option becomes clear. They can be transformed into each other by the exchange of $`S_0`$ and $`P`$, i.e. by using put-call symmetry. In fact, we can introduce tradable objects, similar to the $`Y_s(t)`$, as follows
$$X_s(t)=\{\begin{array}{cc}P(t)\hfill & ts\hfill \\ \frac{P(s)}{S_0(s)}S_0(t)\hfill & ts\hfill \end{array}$$
In terms of these, we can write
$$\overline{P}(t)=\underset{t_iT}{}\delta (t_i)X_{t_i}(t)$$
Again, for $`t[0,T]`$, we have
$`P(t)`$ $`=X_T(t)`$
$`S_0(t)`$ $`={\displaystyle \frac{S(0)}{P(0)}}X_0(t)`$
Therefore we see that the payoff of a plain vanilla option on a stock paying cash dividends takes the general form
$$\left(\underset{i}{}\delta (t_i)X_{t_i}(T)\right)^+$$
with certain weights $`\delta `$. Taking $`S_0(t)`$ as numeraire, we see that the tradables $`X_s(t)`$ satisfy
$$dX_s(t)=\mathrm{𝟏}_{t<s}\sigma X_s(t)dW(t)+\mathrm{}$$
and we can use the integral approach described in section 3.2 to price the option. Alternatively we can use a PDE approach, i.e. we generalize the definition of $`\overline{P}`$ as follows, cf. the steps in 3.4,
$$\overline{P}(t)=_0^T\delta (s)X_s(t)𝑑s=\varphi (t)P(t)+A(t)S_0(t)$$
A PDE which describes the price process of an option depending on $`S_0`$, $`P`$ and $`\overline{P}`$ (this class includes plain vanilla options on stocks paying cash-dividends) can now easily be derived (just take the stock as numeraire)
$$\left(_t+\frac{1}{2}\sigma ^2P^2(_P+\varphi _{\overline{P}})^2\right)V=0$$
It is instructive to consider a call option on a stock which pays a continuous stream of cash dividends, with exponential weights. One can use this as an approximation to the value of an option where the underlying stock pays a long stream of discrete cash dividends. So let us define
$$\overline{P}_\gamma (t)\frac{1}{T}_0^Te^{\gamma (Ts)}X_s(t)𝑑s$$
The natural choice is $`\gamma =r`$, which corresponds to a constant dividend stream in terms of dollars. The payoff of a plain vanilla call becomes
$$\left(S(T)KP(T)\right)^+\left(S_0\delta T\overline{P}_r(T)KP(T)\right)^+$$
where $`\delta `$ parametrizes the dividend stream. We will from now on omit the subscript from the $`S_0`$. By exchanging $`S`$ and $`P`$, exploiting put-call symmetry, we get
$$\left(P(T)\delta T\overline{S}_r(T)KS(T)\right)^+$$
which is the payoff of some Asian option. In fact, by using T-duality, the payoff can be related to one that corresponds to a seasoned average strike call (see Eq. 11)
$$\left(\frac{P(0)}{S(0)}S(T)\delta Te^{rT}\overline{S}_r(T)\frac{S(0)}{P(0)}KP(T)\right)^+$$
and we can use the analytical results that we derived for this type of option to write down the price of this instrument.
## 5 Conclusion and outlook
In this article we have shown the power of symmetries to derive prices of complex exotic options. We focused on arithmetic average options in a Black-Scholes setting. By choosing an appropriate basis of tradables, i.e. self-financing portfolios, it becomes a straightforward matter to write down the governing PDE for the option price. We then proceed to derive the Laplace-transformed price of a European average strike option. This result extends the result of Geman and Yor \[GY93\] for the average price option. Next we show the power of the underlying symmetry, by showing the equivalence of the unseasoned arithmetic average strike and price options after a suitable transformation of parameters. Seasoned options can be treated in a similar way. Finally we exploit the symmetry in the problem to show that vanilla options on stocks paying cash dividends are equivalent, after suitable transformations, to arithmetic Asian options, thus providing a method to price these type of options.
Let us remark that the present discussion carries over without too much changes to the case of basket options and swaptions. We will discuss this in future work. Also we did not discuss the case of an arithmetic Asian option with early-exercise features. This is however simple to implement and we will come back to this in a future work.
## Appendix A Whittaker functions
In this appendix we enumerate some useful properties of Whittaker functions. More information can be found in e.g. \[AS64, PBM86\]. The Whittaker functions $`M_{\kappa ,\mu }(z)`$ and $`W_{\kappa ,\mu }(z)`$ are solutions to Whittaker’s PDE
$$\left(_z^2\frac{1}{4}+\frac{\kappa }{z}+\frac{(\frac{1}{4}\mu ^2)}{z^2}\right)f=0$$
These functions are defined as
$$M_{\kappa ,\mu }(z)=e^{\frac{1}{2}z}z^{\mu +\frac{1}{2}}_1\text{F}_1(\frac{1}{2}+\mu \kappa ,1+2\mu ,z)$$
where the confluent hypergeometric function is given by
$$_1\text{F}_1(a,b,z)=\frac{\mathrm{\Gamma }(b)}{\mathrm{\Gamma }(a)}\underset{n=0}{\overset{\mathrm{}}{}}\frac{\mathrm{\Gamma }(a+n)z^n}{\mathrm{\Gamma }(b+n)n!}$$
and
$$W_{\kappa ,\mu }(z)=e^{\frac{1}{2}z}z^{\mu +\frac{1}{2}}\mathrm{\Psi }(\frac{1}{2}+\mu \kappa ,1+2\mu ,z)$$
where $`\mathrm{\Psi }`$ is the Tricomi function
$$\mathrm{\Psi }(a,b,z)=\frac{1}{\mathrm{\Gamma }(a)}_0^{\mathrm{}}e^{zt}t^{a1}(1+t)^{ba1}𝑑t$$
There are the following interesting relations
$$W_{\kappa ,\mu }(z)=\frac{\mathrm{\Gamma }(2\mu )}{\mathrm{\Gamma }(\frac{1}{2}\mu \kappa )}M_{\kappa ,\mu }(z)+\frac{\mathrm{\Gamma }(2\mu )}{\mathrm{\Gamma }(\frac{1}{2}+\mu \kappa )}M_{\kappa ,\mu }(z)$$
$$z^{\mu \frac{1}{2}}M_{\kappa ,\mu }(z)=(z)^{\mu \frac{1}{2}}M_{\kappa ,\mu }(z)$$
To evaluate the price of the ASP we made use of the following definite integrals
$`{\displaystyle e^{\frac{1}{2}z}z^{\kappa 1}W_{\kappa +1,\mu }(z)𝑑z}`$ $`=e^{\frac{1}{2}z}z^\kappa W_{\kappa ,\mu }(z)`$
$`{\displaystyle e^{\frac{1}{2}z}z^{\kappa 2}W_{\kappa +1,\mu }(z)𝑑z}`$ $`=e^{\frac{1}{2}z}z^{\kappa 1}(W_{\kappa 1,\mu }(z)W_{\kappa ,\mu }(z))`$
$`{\displaystyle e^{\frac{1}{2}z}z^{\kappa 1}M_{\kappa +1,\mu }(z)𝑑z}`$ $`={\displaystyle \frac{e^{\frac{1}{2}z}z^\kappa }{\mathrm{\Gamma }(\frac{3}{2}+\kappa +\mu )}}\mathrm{\Gamma }(\frac{1}{2}+\kappa +\mu )M_{\kappa ,\mu }(z)`$
$`{\displaystyle e^{\frac{1}{2}z}z^{\kappa 2}M_{\kappa +1,\mu }(z)𝑑z}`$ $`={\displaystyle \frac{e^{\frac{1}{2}z}z^{\kappa 1}}{\mathrm{\Gamma }(\frac{3}{2}+\kappa +\mu )}}\times `$
$`\times (\mathrm{\Gamma }(\frac{1}{2}+\kappa +\mu )`$ $`M_{\kappa ,\mu }(z)+\mathrm{\Gamma }(\frac{1}{2}+\kappa +\mu )M_{\kappa 1,\mu }(z))`$
To calculate its unseasoned value, we recall the asymptotic behaviour of $`W_{\kappa ,\mu }(z)`$
$$W_{\kappa ,\mu }(z)e^{\frac{1}{2}z}z^\kappa ,z\mathrm{}$$
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# UPR-890-Thep-th/yymmxxx D=4 N=1 Type IIB Orientifolds with Continuous Wilson Lines, Moving Branes, and their Field Theory Realization
## I Introduction
Four-dimensional N=1 supersymmetric Type IIB orientifolds(see and references therein) provide a domain of perturbative string vacua with novel properties (as opposed to the perturbative heterotic solutions) with potentially interesting phenomenological implications. One goal, that is far from being achieved, is the development of techniques that would yield a larger class of solutions than those of based on symmetric orientifold constructions. However, even within the current fairly limited class based on symmetric orbifolds, these models possess a rich structure of possible deformations which may provide a fruitful ground for further investigation of their phenomenological implications (with the ultimate goal to identify classes of models with quasi-realistic features).
The deformations in the space of supersymmetric four-dimensional solutions always have a field-theoretic realization, i.e., one identifies specific D- and F-flat directions of the original (undeformed) model. The new (deformed) supersymmetric ground states correspond to the exact string solutions, described as a power-series in the magnitude of the vacuum expectation values of the fields responsible for the deformations. In particular, one interesting phenomenon to explore is the blowing-up of the orientifold singularities , which are different in nature from that of perturbative heterotic orbifolds . This phenomenon is notoriously difficult to describe within the full string theory context, since the metric of the blown-up space is not explicitly known. On the other hand the explicit field-theoretic realization in terms of (non-Abelian) flat directions allows the determination of the surviving gauge groups and massless spectrum.
Another set of deformations corresponds to the introduction of Wilson lines, both continuous and discrete, and here one expects to have, parallel with the field theory treatment, also the full string theory construction. The purpose of this paper is to address the study of such continuous Wilson lines of four-dimensional D=4 N=1 orientifolds, from both the full string theory description, i.e., by constructing explicitly these Wilson lines, and to find their T-dual interpretation, as well as from the field theory side, i.e., by identifying the moduli space of D- and F-flat directions of the effective theory; these deformations correspond on the the string side (in the T-dual picture) to the “motion” of a set of branes away from the fixed points. However, the construction of explicit continuous Wilson lines allows for an explicit string theory realization where sets of branes are located at an arbitrary distance away from the fixed points. On the other hand the field theoretical approach is only perturbative in the vacuum expectation values (VEV’s), and thus in the string picture corresponds only to a deformation infinitesimally away from the undeformed model, i.e., where branes are located at the orbifold fixed points.
The purpose of this paper is to set the stage for constructions of four-dimensional N=1 Type IIB orientifolds with continuous Wilson lines, and their T-dual realizations as orientifolds with moving branes. In particular, we concentrate on explicit constructions of the continuous Wilson line solutions and the corresponding field theory realizations within the prototype, $`Z_3`$ orientifold model . The explicit realization of these complementary pictures provide a beautiful correpondence between the two approaches, and sets the stage for further investigations of more involved orientifold models with continuous Wilson lines .
Explicit examples of discrete Wilson lines have been constructed for a number of a different orientifold models (see and references therein). Continuous Wilson lines were first addressed in ; however, the explicit unitary representation has not been given. The connection of models with continuous Wilson lines to the T-dual models, where branes are located away from the orbifold fixed points, while anticipated in general ( and references therein), was exhibited for a number of examples . It is also believed that in general there should be a field theoretical realization of the same phenomena.
This paper advances these topics in several ways. In particular, we provide the first explicit unitary representation of the continuous Wilson line, specifically constructed for the $`Z_3`$ orientifold, and construct for this model the most general set of continuous Wilson lines that in the T-dual picture correspond to the moving branes. We show that these solutions allow a continuous interpolation between the original model without Wilson lines and the models with discrete Wilson lines. In addition, we provide a systematic analysis of their realization on the field theory side.
The paper is organized in the following way. In Section IIa we summarize the salient features of the $`Z_3`$ orientifold construction. In Section IIb we proceed with the construction of, first discrete and then continuous Wilson lines. When continuous Wilson lines become discrete the gauge symmetry is enhanced and the T-dual orientifold corresponds to branes sitting at the orbifold fixed points. In Section III we turn to the field theoretical analysis, by first recapitulating the techniques for a classification of D- and F-flat directions (Section IIIa). We then (Section IIIb) provide explicit constructions of such D- and F-flat directions and demonstrate their one-to-one correspondence with the continuous Wilson line string constructions.
## II $`Z_3`$ Orientifold with Continuous Wilson Lines
### A $`D=4`$, $`N=1`$ $`Z_3`$ orientifold
We briefly summarize the construction of four-dimensional $`Z_3`$ Type IIB orientifold models. One starts with Type IIB string theory compactified on a $`T^6/Z_3`$ ($`T^6`$-six-torus, $`G_1Z_3`$ \- the discrete orbifold group) and mod out by the world-sheet parity operation $`\mathrm{\Omega }`$, which is chosen to be accompanied by the same discrete symmetry $`G_2Z_3`$ , i.e., the orientifold group is $`G=G_1+\mathrm{\Omega }G_2=Z_3+\mathrm{\Omega }Z_3`$. (Closure requires $`\mathrm{\Omega }g\mathrm{\Omega }g^{}G_1=Z_3`$ for $`g,g^{}G_2=Z_3`$.)
The compactified tori are described by complex coordinates $`X_i`$, $`i=1,2,3`$. The action of an orbifold group $`Z_N`$ on the compactified dimensions can be summarized via a twist vector $`v=(v_1,v_2,v_3)`$ (subject to constraint $`_{i=1}^3v_i=1`$):
$$g:X_ie^{2i\pi v_i}X_i.$$
(1)
For the $`Z_3`$ orientifold $`v_1=v_1=v_3=\frac{1}{3}`$.
The tadpole cancellation, associated with the open-string modes, requires the inclusion of an even number of $`D9`$ branes. (The case of additional discrete symmetries in the orientifold group may require the presence of multiple sets of $`D5`$ branes as well.)
An open string state is denoted as as $`|\mathrm{\Psi },ij`$ where $`\mathrm{\Psi }`$ denotes the world-sheet state and $`i,j`$ the Chan-Paton indices associated with the end points on a $`D9`$ brane. The elements $`gG_1=Z_3`$ act on open string states as follows:
$$g:|\mathrm{\Psi },ij(\gamma _g)_{ii^{}}|g\mathrm{\Psi },i^{}j^{}(\gamma _g^1)_{j^{}j}.$$
(2)
Similarly, the elements of $`\mathrm{\Omega }G_1=\mathrm{\Omega }Z_3`$ act as
$$\mathrm{\Omega }g:|\mathrm{\Psi },ij(\gamma _{\mathrm{\Omega }g})_{ii^{}}|\mathrm{\Omega }g\mathrm{\Psi },j^{}i^{}(\gamma _{\mathrm{\Omega }g}^1)_{j^{}j},$$
(3)
where we have defined $`\gamma _{\mathrm{\Omega }g}=\gamma _g\gamma _\mathrm{\Omega }`$, up to a phase, in accordance with the usual rules for multiplication of group elements. Note, that $`\mathrm{\Omega }`$ exchanges the Chan-Paton indices.
Since the $`\gamma _g`$ form a projective representation of the orientifold group, consistency with group multiplication implies some conditions on the $`\gamma _g`$. Consider the $`G_1=G_2=Z_3`$ case; $`g^3=1`$, $`\mathrm{\Omega }^2=1`$ and $`\mathrm{\Omega }g\mathrm{\Omega }g^{}Z_3`$ for $`g,g^{}Z_3`$ respectively imply:
$$\gamma _g^3=\pm 1,\gamma _\mathrm{\Omega }=\pm \gamma _\mathrm{\Omega }^\text{T},(\gamma _g^k)^{}=\pm \gamma _\mathrm{\Omega }^{}\gamma _g^k\gamma _\mathrm{\Omega }.$$
(4)
It turns out that the tadpoles cancel, if we choose the plus sign for $`D9`$ branes (and the minus sign for $`D5`$ branes) . The explicit representation for the $`D9`$ brane sector $`\gamma _\mathrm{\Omega }`$ is symmetric and can be chosen real:
$$\gamma _{\mathrm{\Omega },9}=\left(\begin{array}{cc}0& 𝟙_{\mathrm{𝟙𝟞}}\\ 𝟙_{\mathrm{𝟙𝟞}}& 0\end{array}\right),$$
(5)
where the subscript $`9`$ denotes the $`D9`$ brane sector in which these matrices are acting.
Further, finiteness of string loop diagrams yields tadpole cancellation conditions which constrain the traces of $`\gamma _g`$ matrices
$$\mathrm{Tr}(\gamma _{Z_3})=4.$$
(6)
The $`Z_3`$ twist action on the tori is given by the twist vector $`v=(\frac{1}{3},\frac{1}{3},\frac{1}{3})`$ and its action on Chan-Paton matrices is generated by:
$$\gamma _{Z_3}=\text{diag}(\omega 𝟙_{\mathrm{𝟙𝟚}},𝟙_\mathrm{𝟜},\omega ^\mathrm{𝟚}𝟙_{\mathrm{𝟙𝟚}},𝟙_\mathrm{𝟜}),\text{where}\omega =\text{e}^{2\pi i/3}.$$
(7)
This choice satisfies eqs. (4) and (6). Open string states, whose Chan-Paton matrices will be denoted by $`\lambda ^{(i)}`$, $`i=0,\mathrm{},3`$ in the following, give rise to space-time gauge bosons ($`i=0`$) and matter states ($`i=1,2,3`$).
Gauge bosons in the $`D9`$ brane sector arise from open strings beginning and ending on $`D9`$ branes. Invariance of these states under the action of the orientifold group requires
$$\lambda ^{(0)}=\gamma _{\mathrm{\Omega },9}\lambda _{}^{(0)}{}_{}{}^{\text{T}}\gamma _{\mathrm{\Omega },9}^1\text{and}\lambda ^{(0)}=\gamma _{g,9}\lambda ^{(0)}\gamma _{g,9}^1.$$
(8)
With eq. (5) the first constraint implies that the $`\lambda ^{(0)}`$ are SO(32) generators, while the constraints from the $`\gamma _{g,9}`$ will further reduce the group.
The result is the gauge group:
$$U(12)\times SO(8).$$
(9)
The Chan-Paton matrices of the matter states have to be invariant under the action of the orientifold group as well. However, since the string vertices for the chiral matter superfields involve the oscillator modes of the target space toroidal coordinates $`X_i`$, the Chan-Paton matrices now transform under the orbifold action (in order to render the physical states invariant under the orbifold action), thus implying:
$$\lambda ^{(i)}=\gamma _{\mathrm{\Omega },9}\lambda _{}^{(i)}{}_{}{}^{\text{T}}\gamma _{\mathrm{\Omega },9}^1\text{and}\lambda ^{(i)}=\text{e}^{2i\pi v_i}\gamma _{g,9}\lambda ^{(i)}\gamma _{g,9}^1.$$
(10)
For $`Z_3`$ orientifold this yields a matter content of three copies of
$$\psi ^\alpha =(\overline{12},8)_1,\chi ^\alpha =(66,1)_{+2},\alpha =1,2,3.$$
(11)
where the subscript refers to the $`U(1)`$ charge of U(12). The closed string sector yields the gravity supermultiplet and the 36 (chiral) supermultiplets corresponding to the $`9`$ untwisted (“toroidal”) and $`27`$ twisted (blowing-up) sector moduli. The moduli are gauge singlets, whose real and imaginary components arise from the NS-NS and R-R sector, respectively.
The renormalizable superpotential is of the form
$$𝒲ϵ_{\alpha \beta \gamma }\psi _i^{\alpha a}\psi _i^{\beta b}\chi _{[a,b]}^\gamma ,$$
(12)
where $`\alpha ,\beta ,\gamma `$ are family indices, $`\{a,b\}`$-$`U(12)`$ indices, and $`i`$-$`SO(8)`$ indices.
### B Wilson Lines
Discrete Wilson Line When the action of the Wilson line on the Chan-Paton matrices, which is represented by a matrix $`\gamma _W`$, is such that it commutes with $`\gamma _{Z_3}`$, it depends only on discrete values of parameters, i.e., it describes a discrete Wilson line. Let us focus on a Wilson line, acting along the two-torus coordinate $`X_i`$, say $`i=3`$. It satisfies the following algebraic consistency conditions:
$$\left(\gamma _{Z_3}\gamma _W\right)^3=+1,[\gamma _{Z_3},\gamma _W]=0.$$
(13)
Further, tadpole cancellations require
$$\text{Tr}\left(\gamma _{Z_3}\right)=\text{Tr}\left(\gamma _{Z_3}\gamma _W\right)=\text{Tr}\left(\gamma _{Z_3}\gamma _W^2\right)=4,$$
(14)
To simplify the notation, let us rearrange the entries in the $`\gamma _{Z_3}`$ matrix (7) as follows:
$`\gamma _{Z_3}`$ $`=`$ $`\text{diag}(\omega ^2𝟙_{\mathrm{𝟞}𝕟},\omega 𝟙_{\mathrm{𝟞}𝕟},𝟙_{\mathrm{𝟜}𝕟},𝐙𝟙_𝕟;\omega 𝟙_{\mathrm{𝟞}𝕟},\omega ^\mathrm{𝟚}𝟙_{\mathrm{𝟞}𝕟},𝟙_{\mathrm{𝟜}𝕟},𝐙^{}𝟙_𝕟);`$ (15)
$`𝐙`$ $`=`$ $`\text{diag}(\omega ^2,\omega ,1),\omega =\text{e}^{2\pi i/3},n=\{0,\mathrm{},4\}.`$ (16)
The above consistency conditions reduce to the unique solution of the discrete Wilson line:
$$\gamma _W=\text{diag}(𝟙_{\mathrm{𝟙𝟞}\mathrm{𝟛}𝕟},\omega 𝟙_{\mathrm{𝟛}𝕟};𝟙_{\mathrm{𝟙𝟞}\mathrm{𝟛}𝕟},\omega ^\mathrm{𝟚}𝟙_{\mathrm{𝟛}𝕟}).$$
(17)
The surviving gauge symmetry is determined by a projection:
$$\lambda ^{(0)}=\gamma _W\lambda ^{(0)}\gamma _W^1,$$
(18)
which further breaks the gauge group down to:
$$U(122n)\times SO(82n)\times U(n)^3.$$
(19)
The matter representation is determined by the condition:
$$\lambda ^{(i)}=\gamma _W\lambda ^{(i)}\gamma _W^1.$$
(20)
The matter comes in three copies and has the following representation (the subscripts correspond to the self-evident $`U(1)`$ charges):
$`\chi ^\alpha `$ $`=`$ $`((6n)(112n),1,1,1)_2,`$ (21)
$`\psi ^\alpha `$ $`=`$ $`(\overline{122n},82n,1,1,1)_1,`$ (22)
$`S^\alpha `$ $`=`$ $`(1,1,n,1,\overline{n})_{1,1},`$ (23)
$`P^\alpha `$ $`=`$ $`(1,1,\overline{n},n,1)_{1,1},`$ (24)
$`Q^\alpha `$ $`=`$ $`(1,1,1,\overline{n},n)_{1,1},\alpha =1,2,3.`$ (25)
The superpotential is of the form:
$$𝒲ϵ_{\alpha \beta \gamma }\psi _i^{\alpha a}\psi _i^{\beta b}\chi _{[a,b]}^\gamma +S_{i_1}^{\alpha i_3}P_{i_2}^{\beta i_1}Q_{i_3}^{\gamma i_2},\mathrm{with}\alpha \beta \gamma ,$$
(26)
where $`\alpha ,\beta ,\gamma `$ are again family indices, $`\{a,b\}`$-$`U(122n)`$ indices, $`i`$-$`SO(82n)`$ indices, and $`\{i_{1,2,3}\}`$-respective indices for the three $`U(n)`$ factors.
There is a T-dual interpretation of this solution. Namely, T-dualizing the original model along, say, the third complex direction $`X_3`$, corresponds to the model with 32 $`D7`$ branes sitting at the origin of the third complex plane. The action of discrete Wilson lines implies that one can take $`n`$ sets ($`n=1,\mathrm{},4`$) of branes (each set containing six $`D7`$ branes) to be at one of the two $`Z_3`$ orbifold fixed points, located away from the origin. \[This motion can be accomplished in sets of six $`D7`$ branes; of six since each such set is moded out by six elements of the combined $`Z_3`$ and $`\mathrm{\Omega }`$ group action.\] Note that the string states associated with branes located at one $`Z_3`$ orbifold fixed point, away from the origin (in a particular complex plane), are related, by orientifold projection, to complex conjugate states of branes located at the other fixed point away from the origin.
Continuous Wilson Lines As the next step we generalize the construction to the case of continuous Wilson lines. We are still after a unitary representation $`\gamma _W`$ that satisfies conditions (13)-(14), except that now it need not commute with $`\gamma _{Z_3}`$.
For convenience, we again rearrange the entries in the $`\gamma _{Z_3}`$ matrix,
$$\gamma _{Z_3}=\text{diag}(\omega ^2𝟙_{\mathrm{𝟞}𝕟},\omega 𝟙_{\mathrm{𝟞}𝕟},𝟙_{\mathrm{𝟜}𝕟},𝟙_𝕟𝐙;\omega 𝟙_{\mathrm{𝟞}𝕟},\omega ^\mathrm{𝟚}𝟙_{\mathrm{𝟞}𝕟},𝟙_{\mathrm{𝟜}𝕟},𝟙_𝕟𝐙^{}).$$
(27)
The Ansatz for the Wilson line is taken to be of the form:
$$\gamma _W=\text{diag}(𝟙_{\mathrm{𝟙𝟞}\mathrm{𝟛}𝕟},\gamma _𝕎^\mathrm{𝟘};𝟙_{\mathrm{𝟙𝟞}\mathrm{𝟛}𝕟},(\gamma _𝕎^\mathrm{𝟘})^{}),$$
(28)
where $`\gamma _W^0`$ is a $`(3n\times 3n)`$-dimensional unitary matrix. Such a Wilson line can be uniquely determined up to unitary transformations that commute with $`\gamma _{Z_3}`$. The part of such unitary transformations that affects $`\gamma _W^0`$ is of the form: $`U_nU_3^0`$, where $`U_n`$ is a general $`(n\times n)`$-dimensional unitary matrix and $`U_3^0`$ is a $`(3\times 3)`$-dimensional diagonal unitary matrix. Employing such transformations in turn enables one to cast $`\gamma _W`$ in the following most general form:
$$\gamma _W=\text{diag}(𝟙_{\mathrm{𝟙𝟞}\mathrm{𝟛}𝕟},𝕎_\mathrm{𝟙},\mathrm{},𝕎_𝕟;𝟙_{\mathrm{𝟙𝟞}\mathrm{𝟛}𝕟},𝕎_\mathrm{𝟙}^{},\mathrm{},𝕎_𝕟^{}),$$
(29)
where $`W_i`$ are ($`3\times 3`$)-dimensional unitary matrices subject to the following consistency conditions:
$$\mathrm{Tr}(𝐙W_i)=\mathrm{Tr}(𝐙W_i^2)=0,(𝐙W_i)^3=𝟙_\mathrm{𝟛}.$$
(30)
We have reduced the problem to finding an explicit representation of the matrices $`W_i`$. Starting with a general Ansatz:
$$W=\left(\begin{array}{ccc}w_1& a& b\\ a^{}& w_2& c\\ b^{}& c^{}& w_3\end{array}\right),$$
(31)
the conditions (30) yield the following general form:
$$W_0=\left(\begin{array}{ccc}w& a& b\\ a^{}& w+x& c\\ \frac{aa^{}+\omega wx}{b}& \frac{aa^{}\omega ^2x(x+w)}{c}& w\omega ^2x\end{array}\right),$$
(32)
where $`a,b,c,w,x`$ are complex numbers subject to the constraint $`\mathrm{det}(W)=1`$. However, unitarity imposes an immediate constraint $`x=0`$; this is due to the fact that the co-factors of the diagonal entries in the above matrix are all equal to $`w(w+x)aa^{}`$, and due to unitarity they should be proportional to the complex conjugate diagonal entries in (32).
The unitarity conditions (equating $`W^{}`$ entries with the corresponding co-factors of $`W`$) allow one to further constrain the parameters:
$$|c|=|a|,|b|=|a^{}|,|w|=\sqrt{1|a|^2|a^{}|^2},$$
(33)
At this point, for the sake of simplicity, we shall change the notation $`(|a|,|a^{}|,|w|)(a,a^{},w)0`$, subject to the constraint $`w=\sqrt{1a^2a^2}`$.
To further determine the phases $`\varphi _a,\varphi _b,\varphi _c,\varphi _a^{},\varphi _w`$, we introduce
$`\varphi _A`$ $`=`$ $`2\varphi _a^{}+\varphi _a+\varphi _b\varphi _c,`$ (34)
$`\varphi _B`$ $`=`$ $`2\varphi _a+\varphi _a^{}\varphi _b+\varphi _c,`$ (35)
$`\varphi `$ $`=`$ $`\varphi _w+\varphi _a+\varphi _a^{},`$ (36)
and reduce the remaining unitarity conditions to the following set of equations:
$`aa^{}we^{i\varphi }+a^3e^{i\varphi _A}`$ $`=`$ $`a^2,`$ (37)
$`aa^{}we^{i\varphi }+a^3e^{i\varphi _B}`$ $`=`$ $`a^2,`$ (38)
$`aa^{}we^{i\varphi }+w^3e^{3i\varphi _w}`$ $`=`$ $`w^2.`$ (39)
\[$`(𝐙W)^3=𝟙_\mathrm{𝟛}`$ is automatically satisfied, provided (37)-(39) hold; namely, (37)+(38)+(39) is precisely the condition $`\mathrm{det}(W)=1`$.\] The solution of (37)-(39) gives:
$`\mathrm{cos}(\varphi _A)`$ $`=`$ $`{\displaystyle \frac{(a^4+a^2a^2+a^4+a^2a^2)}{2a^3}},`$ (40)
$`\mathrm{cos}(\varphi _B)`$ $`=`$ $`{\displaystyle \frac{(a^4+a^2a^2+a^4a^2+a^2)}{2a^3}},`$ (41)
$`\mathrm{cos}(3\varphi _w)`$ $`=`$ $`{\displaystyle \frac{(w^4+w^2a^2a^2)}{2w^3}},`$ (42)
as well as
$$\mathrm{cos}(\varphi )=\frac{(a^4+a^2a^2+a^4a^2a^2)}{2aa^{}w}.$$
(43)
Two additional constraints of eqs. (37)-(39) turn out to be automatically satisfied. In addition, the phases $`\varphi _A`$, $`\varphi _B`$, $`\varphi _w`$ and $`\varphi `$ are not independent, i.e.,
$$3\varphi =3\varphi _w+\varphi _A+\varphi _B.$$
(44)
One can show that the expressions (40)-(43) indeed ensure $`\mathrm{cos}(3\varphi )=\mathrm{cos}(3\varphi _w+\varphi _A+\varphi _B)`$. (In proving this identity, the relationships: $`a^3\mathrm{sin}(\varphi _A)=a^3\mathrm{sin}(\varphi _B)=w^3\mathrm{sin}(3\varphi _w)=aa^{}w\mathrm{sin}(\varphi )`$ that follow from (37)-(39) are useful.)
Thus we have arrived at the following form of the matrix $`W`$:
$$W=\left(\begin{array}{ccc}we^{i\varphi _w}& ae^{i\varphi _a}& a^{}e^{i\varphi _b}\\ a^{}e^{i\varphi _a^{}}& we^{i\varphi _w}& ae^{i\varphi _c}\\ ae^{i(\varphi _a+\varphi _a^{}\varphi _b)}& a^{}e^{i(\varphi _a+\varphi _a^{}\varphi _c)}& we^{i\varphi _w}\end{array}\right).$$
(45)
It is determined up to diagonal unitary transformations $`U_3^0=\mathrm{diag}(e^{i\phi _1},e^{i\phi _2},e^{i\phi _3})`$, which is the most general unitary matrix that commutes with $`𝐙`$, and thus provides an equivalency class for the Wilson line representations. Thus, two phase parameters in $`W`$ can be “gauged away”, and the only remaining phases are the two “gauge invariant” phase parameters $`\varphi _{A,B}`$ and the phase of the diagonal element $`\varphi _w`$, all specified, by eqs. (40)-(42), in terms of two real parameters, up to signs and multiples of $`2\pi `$. The latter are further constrained by (37)-(39) and (44).
To summarize, the final form of (45) is specified in terms of three real, positive parameters $`w,a,a^{}`$, subject to the constraint $`w^2+a^2+a^2=1`$. \[Equivalently the Wilson line can be specified in terms of the two Euler angles $`\phi `$ and $`\psi `$ of the three-sphere, introduced as: $`w=\mathrm{cos}\psi ,a=\mathrm{sin}\psi \mathrm{cos}\phi ,a^{}=\mathrm{sin}\psi \mathrm{sin}\phi `$.\]
To study the monodromy properties of this Wilson line, it is convenient to solve (42) for $`\mathrm{cos}\varphi _w`$, which has three roots:
$`\mathrm{cos}(\varphi _w)_1`$ $`=`$ $`\frac{1}{2}\left(e^{i\varphi _0}+e^{i\varphi _0}\right),`$ (46)
$`\mathrm{cos}(\varphi _w)_2`$ $`=`$ $`\frac{1}{2}\left(\omega e^{i\varphi _0}+\omega ^2e^{i\varphi _0}\right),`$ (47)
$`\mathrm{cos}(\varphi _w)_3`$ $`=`$ $`\frac{1}{2}\left(\omega ^2e^{i\varphi _0}+\omega e^{i\varphi _0}\right),`$ (48)
where
$$e^{i\varphi _0}(A+i\sqrt{1A^2})^{1/3},A\frac{(w^4+w^2a^2a^2)}{2w^3}.$$
(49)
For the limit $`A=1`$, i.e., $`w=1,a=a^{}=0`$, these solutions reduce to $`\varphi _w=0,\omega ,\omega ^2`$, which are respectively the case of no Wilson line, or discrete Wilson lines, corresponding (in the T-dual picture) to the set of $`D7`$ branes sitting at the origin or at one of the two fixed points. The continuous Wilson line interpolates continuously between these limits. For that purpose one has to find a path in the space of $`w,a,a^{}`$ (or equivalently the Euler angles $`\phi `$ and $`\psi `$) in which $`3\varphi _0`$ varies from $`0`$ to $`\pm 2\pi `$. It is straightforward to find such paths. In particular, $`3\varphi _0=0`$ and $`3\varphi _0=\pi `$ correspond to $`A=+1`$ and $`1`$, respectively, which occur on the boundaries of the allowed region at the points $`a=a^{}=0`$ and $`a=a^{}=\frac{2}{3}`$. There is a continuous path between these, which passes $`3\varphi _0=\frac{\pi }{2}`$ ($`A=0`$) at, e.g., $`a=a^{}=1\frac{1}{\sqrt{3}}`$. From $`A=\pm 1`$ one can always move along either branch of the square root, allowing a continuous interpolation, e.g., from $`3\varphi _0=0`$ to $`3\varphi _0=\pi `$ and then to $`3\varphi _0=2\pi `$ and further. For example, $`3\varphi _w`$ can start from $`0`$ and increase first to $`2\pi `$ and then to $`4\pi `$ as one moves back and forth between $`A=+1`$ and $`A=1`$. An examination of (37)-(44) reveals that $`\varphi _A`$ and $`\varphi _B`$ each decrease by $`\pi `$ as $`3\varphi _w`$ increases by $`2\pi `$. As $`3\varphi _w`$ passes through $`2\pi `$, $`\varphi _{A,B}`$ and $`\varphi `$ must increase discontinuously by $`3\pi `$ and $`2\pi `$, respectively, in order to preserve the signs of the angles. This occurs at $`a=a^{}=0`$, where the phases are indeterminant, so the changes in the Wilson line parameters are continuous. It is convenient to use the freedom in $`U_3^0`$ to require $`\varphi _b=\varphi _c`$, in which case an increase of $`\varphi _w`$ by $`\frac{2\pi }{3}`$ (or $`\frac{4\pi }{3}`$) is accompanied by an increase in $`\varphi _{a,a^{}}`$ by the same amount. From (30) it is clear that if $`W`$ is a continuous Wilson line solution, then so are $`\omega W`$ and $`\omega ^2W`$. We thus see that these solutions, related by the discrete $`Z_3`$ symmetry for fixed $`a`$ and $`a^{}`$, can actually be related by a continuous interpolation as $`3\varphi _w`$ varies from $`0`$ to $`2\pi `$ to $`4\pi `$ as a function of $`a`$ and $`a^{}`$.
The surviving gauge group is generically:
$$U(122n)\times SO(82n)\times U(1)^n,$$
(50)
as long as $`W_1W_2\mathrm{}W_n`$ and $`(a_i,a_i^{})0`$ ($`i=1,\mathrm{},n`$). However for special values of the $`W_i`$ parameters additional gauge enhancement can take place. In particular, $`W_1=W_2\mathrm{}=W_k`$ ($`kn`$) yields the gauge group enhancement of $`U(1)^n`$ to $`U(k)\times U(1)^{nk}`$, with an obvious generalization to two sets $`W_1=W_2`$ and $`W_3=W_4`$.
This general continuous Wilson line reduces to a hybrid (continuous/discrete) Wilson line if $`k`$ $`W`$ matrices become diagonal with elements $`\omega `$ (discrete Wilson lines) (or equivalently, $`\omega ^2`$) and the remaining ($`nk`$) $`W`$-matrices remain off-diagonal (continuous). The gauge group $`U(1)^n`$ now becomes enhanced to $`U(k)^3\times U(1)^{nk}`$.
The Wilson line (29) has a T-dual interpretation in terms of $`n`$ sets of six $`D7`$ branes each moving in, say, the third complex plane away from the orbifold fixed at the origin. In particular, when a subset of $`k`$ Wilson line elements become discrete, the T-dual picture corresponds to $`k`$-sets of six $`D7`$ branes sitting at one (of the two) orbifold fixed point away from the origin.
The above construction of the Wilson lines for the $`Z_3`$ orientifold provides a generalization of the discrete Wilson lines (with $`n=4`$) discussed in . The continuous Wilson line considered there corresponds to the case with $`W_1=W_2=W_3=W_4`$. Here, we have generalized and given an explicit unitary representation of $`W_i`$ in terms of two parameters. (When one imposes the unitarity constraint on the symmetric matrix in , there is a relation between the magnitude and phase of the complex parameters, and the matrix becomes a special one parameter case (with $`a=a^{}`$) of the continuous Wilson described above.) In the T-dual picture the position of the branes (in the third complex plane) should be parameterized by two real parameters, and thus for the full one-to-one correspondence with the continuous Wilson line picture the Wilson line should depend on two real parameters ($`a`$ and $`a^{}`$) as well.
Multiple Continuous Wilson Lines As the last step we proceed with the construction of multiple Wilson lines. On general grounds such Wilson lines are of the form (29) with the $`W_i`$’s being of the form (45). The elements in (45) are uniquely specified in terms of two real parameters, except for two phases. As discussed above, for a single Wilson line these two phases can be removed (“gauged away”) by a diagonal unitary transformation $`U_3^0`$ that commutes with $`𝐙`$.
For the additional Wilson lines $`\gamma _{W_J}`$ one cannot gauge away the two phases. However, the Wilson lines have to commute:
$$[\gamma _W,\gamma _{W_J}]=0.$$
(51)
This condition should in principle fix the undetermined phases. We checked that this is indeed the case. We chose the first Wilson line $`\gamma _W`$ by fixing the gauge, i.e., choosing a specific $`U_3^0`$, so that the phases for the matrices $`W`$ are fixed as:
$$\varphi _a=\varphi _a^{}=\varphi _b.$$
(52)
Then, if the phases for the corresponding matrices $`W_{II}`$ in the second Wilson line $`\gamma _{W_{II}}`$ are chosen as
$$\varphi _{c_{II}}=\varphi _{a_{II}}+\varphi _c\varphi _a,\varphi _{a_{II}^{}}=\varphi _{b_{II}},$$
(53)
the two Wilson lines commute.
One can introduce the third Wilson line $`\gamma _{W_{III}}`$, with the phases subject to the analogous constraint:
$$\varphi _{c_{III}}=\varphi _{a_{III}}+\varphi _c\varphi _a,\varphi _{a_{III}^{}}=\varphi _{b_{III}}.$$
(54)
Such a Wilson line turns out to commute both with $`\gamma _W`$ and $`\gamma _{W_{II}}`$. (Of course, one still has the freedom to make an overall unitary transformation $`U_3^0`$ on all three Wilson lines.)
The additional Wilson line $`\gamma _{W_{II}}`$ has again a T-dual interpretation. (The introduction of additional Wilson lines does not break the generic gauge group (50).) T-dualizing the original model along two, say, the second $`X_2`$ and third $`X_3`$, complex directions corresponds to the model with 32 $`D5`$ branes sitting at the origin of the second and third complex plane. The action of continuous Wilson lines $`\gamma _{W_{II}}`$ and $`\gamma _W`$ then corresponds to the independent motion of $`n`$ sets of six $`D5`$ branes in the second and the third complex planes, respectively. Since each $`W`$ and $`W_{II}`$ are fully specified by two real parameters, these parameters are in one-to-one correspondence with the motion of the ($`n`$) sets of branes in the two complex planes. Again, when any Wilson line element becomes diagonal (discrete) the solution corresponds to a particular set of branes reaching the orbifold fixed point in the particular plane.
The T-dual model, in which one has dualized all three complex directions $`X_{1,2,3}`$, corresponds to the $`C^3/Z_3`$ model of 32 $`D3`$ branes sitting at the origin. The introduction of the third Wilson line $`\gamma _{W_{III}}`$, which is also uniquely specified by two real prameters for each $`W_{III}`$ matrix, parameterizes the independent motion of $`n`$ sets of (six) $`D3`$ branes along the first plane (along with the independent motions in the second and third planes, parameterized by $`\gamma _{W_{II}}`$ and $`\gamma _W`$, respectively).
## III Field Theory Realization
### A Classification of F- and D-flat directions
In this section we classify the F- and D-flat directions of the new supersymmetric ground states that correspond to the deformation of the original model (and whose string theoretical construction we provided in the previous Section). We also show how to deform from the discrete Wilson line solutions corresponding to $`n`$ sets of branes located at the orbifold fixed points away from the origin. For that purpose we utilize the one-to-one correspondence of D-flat directions with holomorphic gauge-invariant polynomials (HIP’s) built out of the chiral fields in the model. The constraints of F-flatness further require that $`W/\mathrm{\Phi }_p=0`$ and $`W=0`$ for all of the massless superfields $`\mathrm{\Phi }_p`$ in the model. (The detailed analysis of the blown-up $`Z_3`$ orientifold was given in , using this technique<sup>*</sup><sup>*</sup>*These techniques were previously developed (see ) to construct the moduli space of the flat directions for models based on perturbative heterotic string models. For simplicity, the flat direction analysis in considered only the non-Abelian singlet fields in the model, in which case the flat directions correspond to gauge invariant holomorphic monomials. In the present model, the D-flat directions necessarily involve non-Abelian fields due to the matter content. . )
We first construct a gauge invariant polynomial from the non-Abelian fields, which is a sum of monomials involving the components of the fields. Then one monomial term defines a D-flat direction. Each field in the monomial will typically have the same vacuum expectation value (VEV). The D-flat constraints for both diagonal and off diagonal generators of the non-Abelian gauge group are automatically satisfied. Other flat directions, e.g., those with different phases for the VEV’s of the fields in the monomial, are gauge rotations of the original monomial.
One can also consider D-flat directions with more than one independent VEV, formed as products of other HIP’s. The flat directions correspond to products of monomials from each of the HIP’s, each with its own VEV. (See for more detailed discussion of such issues as overlapping HIP’s, involving products of HIP’s which have common multiplets. Here, it suffices to check D-flatness for each case.)
### B Flat Directions corresponding to Wilson Line Solutions
Unlike the blowing-up procedure in which the blow-up introduced Fayet-Iliopoulos terms for the anomalous $`U(1)`$ terms, and thus the supersymmetric ground state solutions were achieved by HIP’s which have non-zero $`U(1)`$ charges, the deformations corresponding to the continuous Wilson lines correspond to the polynomials that are gauge invariant under the “anomalous” $`U(1)`$ as well.
The D-flatness condition for $`SO(8)`$ is
$$D^I=\underset{\alpha ,a}{}\underset{i,j}{}(\psi _i^{\alpha a}A_{ij}^I\psi _j^{\alpha a})=0,$$
(55)
where $`A^I`$ are generators of the vector representation of $`SO(8)`$ and $`I=1,..,28`$. For $`U(12)`$,
$$D^J=\underset{\alpha ,i}{}\underset{a,b}{}\psi _i^{\alpha a}\widehat{T}_{ab}^J\psi _i^{\alpha b}+\underset{\alpha }{}\underset{a,b,c}{}\left(\chi _{[a,c]}^\alpha \right)^{}T_{ab}^J\chi _{[b,c]}^\alpha ,$$
(56)
where $`T^J`$ ($`\widehat{T}^JT^{JT}`$) are the generator matrices for the fundamental (anti-fundamental) representation of $`U(12)`$ and $`J=1,..,144`$. (In the blown-up case one must add a constant Fayet-Iliopoulos term $`\xi _{FI}`$ to the D-term for the anomalous $`U(1)`$ .)
The F-flatness conditions of the original $`Z_3`$ orientifold model are
$$ϵ_{\alpha \beta \gamma }\psi _i^{\alpha a}\psi _i^{\beta b}=0;ϵ_{\alpha \beta \gamma }\psi _i^{\beta b}\chi _{[a,b]}^\gamma =0.$$
(57)
For the case of the original $`Z_3`$ orientifold, one can construct D- and F-flat directions from HIP’s of the form $`(\psi \psi \chi )(\psi \psi \chi )`$, in which each factor is separately $`U(12)`$ invariant, and only the product is $`SO(8)`$, invariant, i.e.,
$$(\psi _i^{\alpha a}\psi _j^{\alpha b}\chi _{[a,b]}^\alpha )(\psi _i^{\alpha c}\psi _j^{\alpha d}\chi _{[c,d]}^\alpha ).$$
(58)
F-flatness is ensured by taking all fields from the same family, e.g., $`\alpha =3`$ for definiteness. It is necessary to consider a 6<sup>th</sup> order polynomial because the cubic $`(\psi \psi \chi )`$ vanishes for a single family index due to the symmetry \[antisymmetry\] in $`SO(8)`$ \[$`U(12)`$\] indices. A flat direction corresponds to a specific monomial in (58), e.g., to
$$(\psi _1^{31}\psi _2^{32}\chi _{[1,2]}^3)(\psi _1^{31}\psi _2^{32}\chi _{[1,2]}^3).$$
(59)
This is just the squareIt is easy to check that (58) is only D-flat for $`[a,b]=[c,d]`$. For example, $`(\psi _1^{31}\psi _2^{32}\chi _{[1,2]}^3)(\psi _1^{33}\psi _2^{34}\chi _{[3,4]}^3)`$ is not D-flat under $`U(12)`$ because, in the terminology of , it involves overlapping $`U(12)`$ polynomials. of $`\psi _1^{31}\psi _2^{32}\chi _{[1,2]}^3`$, with each of the three fields having the common VEV $`v`$, and will henceforth be denoted by $`(\psi _1^{31}\psi _2^{32}\chi _{[1,2]}^3)^2`$.
The direction (59) appears to break $`SO(8)\times U(12)`$ to $`SO(6)\times U(10)`$. In fact, there is an additional surviving $`U(1)`$ generated by a combination of the broken $`SO(8)`$ and $`U(12)`$ generators. To see this, consider a concrete representation of non-Hermitian $`SO(8)`$ and $`U(12)`$ generators labeled by $`I=(kl)`$ and $`J=(cd)`$, i.e., $`A_{kl}`$ and $`T_d^c`$, with matrix elements
$$(A_{kl})_{ij}=\delta _{jk}\delta _{il}\delta _{jl}\delta _{ik},$$
(60)
and
$$(T_d^c)_{ab}=\delta _{ad}\delta _{bc},$$
(61)
respectively. It is then straightforward to see that the Hermitian generator $`F_{12}`$, defined by
$$F_{ij}=i\left(T_j^iT_i^j+A_{ij}\right),$$
(62)
is conserved.
Several generalizations of (59) are possible. One can consider a product of flat directions of the following schematic form:
$$\underset{i=1}{\overset{n}{}}(\psi \psi \chi )_i^2,\mathrm{where}n=\{1,\mathrm{},4\}$$
(63)
where each factor is a sixth order polynomial analogous to (58), we have suppressed the third family index, and each factor has a non-zero VEV $`v_i`$ for each field in $`\psi _{2i1}^{2i1}\psi _{2i}^{2i}\chi _{2i1,2i}`$. (These directions are always F-flat.) For example, one can consider
$$(\psi _1^{31}\psi _2^{32}\chi _{[1,2]}^3)^2(\psi _3^{33}\psi _4^{34}\chi _{[3,4]}^3)^2$$
(64)
for the case $`n=2`$, where the two sets of fields have VEV’s $`v_1`$ and $`v_2`$, respectively. The direction in (63) has the generic surviving gauge group
$$U(122n)\times SO(82n)\times U(1)^n.$$
(65)
This flat direction provides a field theory realization of a motion of $`n`$ sets of (six) $`D7`$ branes in, say, the third complex plane, away from the fixed point at the origin, and with each set at a different location. The T-dual string theory construction in terms of a generic continuous Wilson line, given by (29), was derived in the previous Section. However, note again that the field theory allows for a realization of such a motion of branes only in the neighborhood of the original fixed point, i.e., the result is valid only in the power series expansion in terms of the VEV’s of the fields.
When $`p`$ of the VEV’s in (63) are equalOne can show that the enhanced symmetry also holds if each pair of VEV’s differs by a factor of $`\omega `$ or $`\omega ^2`$. For example, in (64) the conserved $`U(2)`$ generators become $`F_{12}`$, $`F_{34}`$, $`\stackrel{~}{F}_{13}+\stackrel{~}{F}_{24}`$, and $`\stackrel{~}{F}_{14}\stackrel{~}{F}_{23}`$, where $`\stackrel{~}{F}_{13}i\left(\frac{v_1}{v_2}T_3^1\frac{v_2}{v_1}T_1^3+A_{13}\right)`$, $`\frac{v_1}{v_2}=\omega `$ or $`\omega ^2`$, and similarly for $`\stackrel{~}{F}_{24}`$. We have not found an analog of this freedom in the continuous Wilson line construction., the gauge factor $`U(1)^p`$ is enhanced to $`U(p)`$. For example, if $`v_1=v_2`$ in (64), it is straightforward to show that the generators $`F_{12}`$, $`F_{34}`$, $`F_{13}+F_{24}`$, and $`F_{14}F_{23}`$ are conserved, and form the surviving group $`U(2)`$. (The $`U(1)`$ generator is $`F_{12}+F_{34}`$.) Most generally, the direction in which sets of $`p_i`$ of the $`n`$ VEV’s are equal, with $`_ip_i=n=\{1,\mathrm{},4\}`$, leads to
$$U(122n)\times SO(82n)\times \underset{i}{}U(p_i),$$
(66)
in one to one correspondence with the continuous Wilson line solutions (29) with $`p_i`$ ($`3\times 3`$)-dimensional matrices $`W_i`$ equal, which in the T-dual picture realizes the the motion of $`n`$ sets of (six) $`D7`$ branes with groups of $`p_i`$ of them at the same position, thus providing for an enhancement of gauge symmetries.
One can generalize the construction of flat directions to include fields with all three family indices. For example, each factor in (63) can be generalized to a product of three factors, one for each family with its own VEV $`v_i^\alpha `$ but the same gauge group structure. These directions are still F-flat provided one does not mix families within the same factor. These solutions provide a field theoretical realization of the motion of branes in multiple complex planes, whose T-dual string theory construction in terms of multiple continuous Wilson line solutions was given at the end of the previous Section.
On the other hand, the discrete Wilson lines (17) provided a T-dual realization in terms of $`n`$ sets of (six) $`D7`$ branes sitting at a fixed point away from the origin, in, say, the third complex plane; the starting gauge group there is (19) with the massless particle content (21)-(25). The flat direction corresponding to the moving of one set of branes away from the fixed point (located away from the origin) is associated with the HIP
$$S_{i_1}^{\alpha i_3}P_{i_2}^{\alpha i_1}Q_{i_3}^{\alpha i_2}S_1^{31}P_1^{31}Q_1^{31},$$
(67)
where the restriction to a single family, say, $`\alpha =3`$, ensures F-flatness<sup>§</sup><sup>§</sup>§Each factor $`SPQ`$ can again be replaced by a product of three factors, one with its own VEV for each family, provided the family indices are not mixed within a factor. This corresponds to the multiple continuous Wilson lines and in the T-dual picture to the motion of sets of branes in three complex planes. . This breaks the $`U(n)^3`$ symmetry down to $`U(1)\times U(n1)^3`$, where the $`U(1)`$ generator is the diagonal sum $`t_1^1`$ of three broken $`U(1)`$ generators, where
$$t_j^it_j^{(1)i}+t_j^{(2)i}+t_j^{(3)i}.$$
(68)
In (68) $`t^{(l)},l=1\mathrm{}3`$ is the generator of the $`l^{th}`$ $`U(n)`$ factor. Similarly, a product of $`\left(SPQ\right)^q`$ with distinct gauge indices, such as, e.g.,
$$\left(S_1^{31}P_1^{31}Q_1^{31}\right)\left(S_2^{32}P_2^{32}Q_2^{32}\right),$$
(69)
generically breaks $`U(n)^3`$ to $`U(1)^q\times U(nq)^3`$. However, for special points with equal VEV’s for each of the factors There are also enhanced symmetries for the products $`\left(SPQ\right)^q`$ in the case in which the VEV’s of each factor have relative phases of $`\omega `$ or $`\omega ^2`$. The generators of the enhanced symmetry are generalizations of (68) in which there are corresponding phases in the coefficients of the $`t^{(l)}`$. For example, if the two factors in (69) have $`\frac{v_1}{v_2}=\omega `$ or $`\omega ^2`$, then $`\stackrel{~}{t}_2^1\frac{v_1}{v_2}t_2^{(1)1}+t_2^{(2)1}+\frac{v_2}{v_1}t_2^{(3)1}`$, $`\stackrel{~}{t}_1^2\stackrel{~}{t}_2^1`$, $`t_1^1`$, and $`t_2^2`$ form a conserved $`U(2)`$. Again, we have not found an analog on the string theory side. there is an enhanced symmetry $`U(q)\times U(nq)^3`$.
One can choose a “hybrid” flat direction composed of:
$$\underset{i}{}(\psi \psi \chi )^{2p_i}\underset{j}{}(SPQ)^{q_j},\mathrm{where}\underset{i}{}p_i4n,\underset{j}{}q_jn.$$
(70)
The surviving gauge group is
$$U(122n2\underset{i}{}p_i)\times SO(82n2\underset{i}{}p_i)\times \underset{i}{}U(p_i)\times \underset{j}{}U(q_j)\times U(n\underset{j}{}q_j)^3.$$
(71)
This field theory picture of course has an analogous Wilson line realization encoded in a special choices of $`W_i`$ matrices, including the choice of the specific branches for the interpretation of the phases $`\varphi _w`$.
## IV Conclusions
In this paper we focused on the study of continuous Wilson lines within four-dimensional N=1 Type IIB orientifold models. We enforced unitarity and contructed the most general set of continuous Wilson lines within the original $`Z_3`$ orientifold and demonstrated that these models are in one-to-one correspondence with the T-dual models, where each Wilson line has an interpretation of $`n`$ sets ($`n=1,\mathrm{},4`$) of (six) branes moving in one (of the three) complex planes. The number of parameters of such a continuous Wilson line is in one-to-one correspondence with the parameters that specify the location in the complex plane of each set of branes. When a sub-block of the continuous Wilson line becomes discrete, i.e., the sub-block that commutes with the corresponding sub-block of the $`\gamma _{Z_3}`$ element and depends on a discrete parameter, this corresponds in the T-dual orientifold to branes sitting at the $`Z_3`$ orbifold fixed points. The generic Wilson lines break the original gauge group $`U(12)\times SO(8)`$ down to $`U(122n)\times SO(82n)\times U(1)^n`$. A gauge enhancement takes place for special values of the Wilson line parameters, e.g., when $`k`$ sub-blocks are equal then $`U(1)^k`$ is promoted to $`U(k)`$. Similarly, when the full Wilson line becomes discrete the gauge group is enhanced to $`U(122n)\times SO(82n)\times U(n)^3`$. The Wilson line solution continuously interpolates between the limit of no Wilson line and the discrete solutions.
We also analysed the field theoretic analog, describing the above string constructions as D- and F-flat deformations of the effective field theory of the original model as well as deformations of the models with discrete Wilson lines. The field theory describes these string solutions only in the proximity of the original models, i.e., it allows only for a power-series expansion in the vacuum expectation values of the chiral superfields, specified by the holomorphic gauge invariant polynomials that parameterize the moduli space of the supersymmetric deformations of the original models. We find the explicit form of the holomorphic polynomials, that are in one-to-one correspondence with the parameters of the string constructions with the continuous Wilson lines (and their T-dual interpretation), thus quantifying the correspondence between the two complementary approaches.
The work sets the stage for further investigations of models with continuous Wilson lines. In particular, the explicit construction of the continuous Wilson lines would allow one to construct not only the massless, but also the massive spectrum of the string models. The dependence of the mass spectra and the couplings on the continuous Wilson line parameters, both from the explicit string construction as well as from the (perturbative) field theory perspective, deserves further study.
Another more general direction involves a study of a general class of four-dimensional $`N=1`$ Type IIB orientifold models, in order to establish the general (and precise) correspondence between the models with continuous Wilson lines, their T-dual interpretation, as well as their field theory realization . In general these models contain not only $`D9`$ branes but also, e.g., $`D5`$ branes. The latter can be located at different points on a particular two-torus $`T^2`$, where they are point-like, thus allowing for even more involved models, implementing simultaneously moving branes and the actions of continuous Wilson lines. Investigation of these general classes of string solutions (by determining the gauge group, the mass spectra and the couplings) would shed light on the properties of a broad class of open string models within symmetric Type IIB orientifold constructions, and may in turn lead to a discovery of potentially realistic open-string solutions.
###### Acknowledgements.
We would like to thank Angel Uranga for a many communications and suggestions regarding the work presented in the paper as well as for collaboration on related topics. We also benefitted from discussions with L. Faccioli, S. Katz, M. Plümacher, and J. Wang. The work was supported in part by U.S. Department of Energy Grant No. DOE-EY-76-02-3071 (M.C. and P.L.) and in part by the University of Pennsylvania Research Foundation award (M.C.).
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# Photometric catalog of nearby globular clusters (II). Based on observations made with the 1m Jacobus Kapteyn Telescope operated on the island of La Palma by the ING in the Spanish Observatorio del Roque de Los Muchachos of the Instituto de Astrofìsica de Canarias.
## 1 Introduction
As discussed in Rosenberg et al. (rosenberg00 (2000), hereafter Paper I), the heterogeneity of the data often used in the literature for large scale studies of the Galactic globular cluster (GGC) properties has induced us to start a large survey of both southern and northern GGCs by means of 1-m class telescopes, i.e. the 91cm European Southern Observatory (ESO) / Dutch telescope and the 1m Isaac Newton Group (ING) / Jacobus Kapteyn telescope (JKT). We were able to collect the data for 52 of the 69 known GGCs with $`(mM)_\mathrm{V}16.15`$. Thirty-nine objects have been observed with the Dutch Telescope and the data have been already presented in Paper I. The images and the photometry of the remaining 13 GGCs, observed with the JKT are presented in this paper. A graphical representation of the spatial distribution of our cluster sample is given in Fig. 1
As a first exploitation of this new data base, we have conducted a GGC relative age investigation based on the best 34 CMDs of our catalog (Rosenberg et al. rosenberg99 (1999), hereafter Paper III), showing that most of the GGCs have the same age. We have also used the data base to obtain a photometric metallicity ranking scale (Saviane et al. saviane00 (2000), hereafter Paper IV), based on the red giant branch (RGB) morphology.
There are many other parameters that can be measured from an homogeneous, well calibrated CMD data base: the horizontal branch (HB) level, homogeneous reddening and distance scales, etc. We are presently working on these problems. However, we believe it is now the time to present to the community the complete data base to give to anyone interested the opportunity to take advantage of it.
In the next section, we will describe the observations collected at the JKT in 1997. The data reduction and calibration is presented in Sect. 3, where a comparison of the calibration of the northern and southern clusters is also discussed for three objects observed with both telescopes. In order to assist the reader, in Sect. 4 we present the main parameters characterizing our clusters. Finally, the observed fields for each cluster, and the obtained CMDs are presented and briefly discussed in Sect. 5.
## 2 Observations
The data were collected on May 30-June 2 1997. For almost 2 nights we had quite good seeing conditions (FWHM between 0.65 and 0.85 arcsec). Unfortunately, too few standards were observed during this run. In order to ensure an homogeneous calibration, we reobserved all the same cluster fields (plus numerous standard fields) in June 24, 1998, a night that was photometric and with a stable seeing.
Observations were done at the 1m Jacobus Kapteyn telescope (JKT), located at the Roque de Los Muchachos Observatory. The same instrumentation was used in both runs: A thinned Tektronix CCD with $`1024\times 1024`$ pixels projecting 0.331 arcsec on the sky and providing a field of view of 5.6 arcmin square. The detector system was linear to $`0.1\%`$ over the full dynamic range of the 16 bit analog-to-digital converter.
Three short ($`10\mathrm{s}`$), two medium ($`45\mathrm{s}÷120\mathrm{s}`$) and one large ($`1800\mathrm{s}`$) exposures were taken for one field of each of the proposed objects in each filter. Also a large number of standard stars were obtained during the second observing run. This was done in order to have all the clusters in exactly the same system, making internal errors negligible.
## 3 Data reduction and calibration
The data were reduced following the same procedure described in Paper I.
The absolute calibration of the observations is based on a set of standard stars of the catalog of Landolt (l92 (1992)). Eighteen standard stars were observed; specifically, the observed fields were PG1525, PG1633, Mark-A and PG2213. At least 4 exposures at different airmasses were taken during the night for each standard field, making a total of $`80`$ individual measures per filter.
Thanks to the relatively stable seeing conditions, for the aperture photometry we used for all the standards (and the cluster fields) a 12 pixel aperture (4 arcsec). The aperture magnitudes were normalized by correcting for the exposure time and airmass. Using the standards observed at different airmasses, we estimated for the extinction coefficients in the two filters: $`A_\mathrm{V}=0.11`$ and $`A_\mathrm{I}=0.06`$. For the calibration curves we adopted a linear relation. The best fitting straight lines are:
$`Vv(ap)=(0.017\pm 0.003)\times (VI)(2.232\pm 0.002)`$;
$`Ii(ap)=(0.053\pm 0.003)\times (VI)(2.679\pm 0.002)`$.
The magnitude differences vs. the standard color are plotted in Fig. 2, where the solid lines represent the above equations.
### 3.1 Comparison between the two catalogs
Apart from the 13 GGCs presented in the following sections, we re-observed three additional clusters selected from the southern hemisphere catalog presented in Paper I. We covered the same spatial region, in order to test the homogeneity of the two catalogs created using the two different telescopes.
In Fig. 3 the magnitudes of 170 stars (with photometric error smaller than 0.025 mag and $`V`$ magnitude brighter than 18) in NGC 5897 from the JKT and the ESO/Dutch telescope data sets are compared. The differences in magnitude and color between the two observing runs are: $`0.00\pm 0.02`$, $`0.01\pm 0.02`$ and $`0.01\pm 0.02`$ in $`V`$, $`I`$ and $`VI`$, respectively. For the other two clusters, we have: $`\mathrm{\Delta }V_{\mathrm{DUT}}^{\mathrm{JKT}}=0.02\pm 0.02`$, $`\mathrm{\Delta }I_{\mathrm{DUT}}^{\mathrm{JKT}}=0.01\pm 0.02`$ and $`\mathrm{\Delta }(VI)_{\mathrm{DUT}}^{\mathrm{JKT}}=0.01\pm 0.02`$ for 163 stars selected in NGC 6093, and $`\mathrm{\Delta }V_{\mathrm{DUT}}^{\mathrm{JKT}}=0.01\pm 0.02`$, $`\mathrm{\Delta }I_{\mathrm{DUT}}^{\mathrm{JKT}}=0.00\pm 0.02`$ and $`\mathrm{\Delta }(VI)_{\mathrm{DUT}}^{\mathrm{JKT}}=0.01\pm 0.02`$ for 249 stars selected in NGC 6171 (selection criteria as in the case of NGC 5897). Moreover, the slopes of the color differences vs. both the magnitude and the color are always $`0.001\pm 0.002`$. Therefore, the two catalogs must be considered photometrically homogeneous and the measures of the absolute and relative parameters of the CMDs perfectly compatible.
## 4 Parameters for the GGC sample.
In order to assist the reader, we present in Tables 1, 2 and 3 the basic parameters available for our GGC sample<sup>1</sup><sup>1</sup>1Unless otherwise stated, the data presented in these tables are taken from the McMaster catalog described by Harris (harris96 (1996))..
In Table 1 we give the coordinates, the position, and the metallicity of the clusters: right ascension and declination (epoch J2000, cols. 3 and 4); Galactic longitude and latitude (cols. 5 and 6); Heliocentric (col. 7) and Galactocentric (col. 8) distances (assuming $`R_{\mathrm{}}`$=8.0 kpc); spatial components (X,Y,Z) (cols 9, 10 and 11) in the Sun-centered coordinate system (X pointing toward the Galactic center, Y in direction of Galactic rotation, Z toward North Galactic Pole) and, finally, the metallicity given in Rutledge et al. (rutledge97 (1997)), on both the Zinn & West (zinnwest84 (1984)) and Carretta & Gratton (carretagratton97 (1997)) scales.
In Table 2, the photometric parameters are given. Column 3 lists the foreground reddening; column 4, the $`V`$ magnitude level of the horizontal branch; column 5, the apparent visual distance modulus; integrated $`V`$ magnitudes of the clusters are given in column 6; column 7 gives the absolute visual magnitude. Columns 8 to 11 give the integrated color indices (uncorrected for reddening). Column 12 gives the specific frequency of RR Lyrae variables, while column 13 list the horizontal-branch morphological parameter (Lee lee90 (1990)).
In Table 3, we present the kinematical and structural parameters for the observed clusters. Column 3 gives the heliocentric radial velocity (km/s) with the observational (internal) uncertainty; column 4, the radial velocity relative to the local standard of rest; column 5, the concentration parameter ($`c=\mathrm{log}(r_\mathrm{t}/r_\mathrm{c})`$); a ’c’ denotes a core-collapsed cluster; columns 6 and 7, the core and the half mass radii in arcmin; column 8, the logarithm of the core relaxation time, in years; and column 9 the logarithm of the relaxation time at the half mass radius. Column 10, the central surface brightness in $`V`$; and column 11, the logarithm of central luminosity density (Solar luminosities per cubic parsec).
## 5 The Color-Magnitude Diagrams
In this section the $`V`$ vs. ($`VI`$) CMDs for the 13 GGCs are presented.
The same color and magnitude scales have been used in plotting the CMDs, so that differential measurements can be done directly using the plots. The adopted scale is the same used in previous Paper I. Two dot sizes have been used: the larger ones correspond to the better measured stars, normally selected on the basis of their photometric error ($`0.1`$) and sharpness parameter. In some exceptional cases, a selection on the radial distance from the cluster center is also done, in order to make more evident the cluster CMD over the field stars, or to show differential reddening effects. The smaller size dots show all the measured stars with errors (as calculated by DAOPHOT) smaller than 0.15 mag.
The images of the fields are oriented with North at the top and East on the left side. Each field covers $`5\stackrel{}{.}6`$ square. The same spatial scale has been used in all the cluster images.
In the next subsections, we briefly present the single CMDs and clusters, and give some references to the best existing CMDs. This does not pretend to be a complete bibliographical catalog: a large number of CMDs are available in the literature for many of the clusters of this survey; we will concentrate just on the best CCD photometric works. The tables with the position and photometry of the measured stars will be available on-line at the IAC (http://www.iac.es/proyect/poblestelares) and Padova (http://menhir.pd.astro.it/).
#### NGC 5053.
(Fig. 4)
NGC 5053 is a low concentration cluster, and, as all the sparse clusters, it has a small central velocity dispersion and central mass density. It is one of the clusters farthest from the Galactic center in our sample. NGC 5053 is one of the most metal-poor clusters in our Galaxy (Sarajedini and Milone sarajedini95 (1995)).
There are several CMD studies for NGC 5053 in the literature. Nemec & Cohen (nemec89 (1989)) presented the first CCD CMD in the Thuan & Gunn (thuan76 (1976)) $`g`$ and $`r`$ filters, reaching $`g23`$. Their CMD is one magnitude deeper than ours, but the stellar distribution and number of stars above the $`22^{\mathrm{nd}}`$ magnitude is almost the same in both diagrams. The upper part of their RGB (above the HB) is saturated. Heasley & Christian (1991a ) present $`B`$ and $`V`$ photometry extended to $`V22`$. Their CMD is poorly populated, presenting only a few stars in the HB region. Their upper RGB is also truncated at $`V15.5`$. In the same year, Fahlman et al. (fahlman91 (1991)) present a study of the stellar content and structure of this cluster, including a $`B`$ and $`V`$ CMD that reaches $`V=24`$. They are mainly interested in the stellar content and structure, being most of the data obtained just for the $`V`$ band, and only one field (field #2) in both, $`V`$ and $`B`$ bands. The corresponding CMD is deep but poorly populated, presenting $`6`$ stars in their HB.
More recently, Sarajedini and Milone (sarajedini95 (1995)) present $`B`$, $`V`$, and $`I`$ photometry for the upper part of the CMD (above the cluster’s TO), making a good sampling ($`25\%`$ larger than ours) of the evolved cluster stars.
We present a photometry ($`5300`$ stars, seeing of $`1.1\mathrm{}`$) that covers the cluster from the brighter RGB stars down to the $`22^{\mathrm{nd}}`$ magnitude. All the CMD sequences are well defined, including a blue straggler sequence. NGC 5053 has a BHB with a few RR-Lyrae and also a few stars in the red side of the HB (evolved HB stars?).
#### NGC 5272 (M 3).
(Fig. 5)
The northern “standard couple” of clusters affected by the second parameter effect is represented by M 3 and M 13. M 3 has a well populated HB, both on the red and blue sides, while the M 13 HB is populated only on the blue side. This is a typical example where the age cannot be advocated as the (unique) responsible of the differences in the HB morphology (Paper III, Johnson & Bolte johnson98 (1998), Davidge & Courteau davidge99 (1999)).
Very recently, M3 has been the subject of many studies. Laget et al. (laget98 (1998)) present $`UV`$, $`U`$, $`V`$ and $`I`$ photometry of the central part of M 3 from HST data. Their CMDs reach $`V20`$, and is extremely well defined. Their stellar sample is smaller than our one, but clearly shows the mean regions of the CMD. Its overall structure is very similar to our “selected” diagram. Kaluzny et al. (kaluzny98 (1998)) look for variable stars in the $`B`$ and $`V`$ bands. Their CMD has a limiting magnitude $`V21`$, is less populated (probably a factor of two, based on the number of BHB stars), since the MS stars are very sparse. An excellent CMD in the $`V`$ and $`I`$ filters is presented by Johnson & Bolte (johnson98 (1998)). Our field does not match that covered by them. However, the fiducial line representing their CMD well matches our diagram, with a small zero point difference (of the order of 0.02 magnitudes in V) in the RGB: a difference within the uncertainties of our absolute calibration. Recently, Davidge & Courteau (davidge99 (1999)) published $`JHK`$ data for four clusters, including M 3. Their CMD extends from the brightest stars down to the (sparse) MS. A large sample of M3 stars ($`37.000`$) has been measured in the $`V`$ and $`I`$ bands by Rood et al. (rood99 (1999)), combining groundbased and HST data extending from the cluster center to the outer radius. This CMD is very clean as the high HST resolution limits crowding effects in the cluster center. Notice that the RR-Lyrae stars were identified and removed by the authors.
Our photometry covers the cluster from the tip of the RGB to the $`23^{\mathrm{rd}}`$ magnitude ($`18750`$ stars), under quite good seeing conditions. The HB bimodality is clearly visible. Stars spread above the MS turn-off and blue-ward from the RGB are at small distances from the cluster center. If these stars were not plotted, the CMD would become very well defined (larger dots). Moreover, a large number of RR-Lyrae stars are present in our diagram, and our dispersion in color (see the MS, for example) is smaller than that present on the Rood et al (rood99 (1999)) diagram.
#### NGC 5466.
(Fig. 6)
NGC 5466 has one of the lowest central densities among the GGCs. Previous CMDs are not very recent; Nemec & Harris (nemec87 (1987)) present photographic and CCD data, with the CCD CMD extending from $`V21`$, to just below the HB (not present). We have not found more recent CMDs for this cluster.
We present a CMD from the RGB tip down to $`V22.5`$ covering $`5000`$ stars. NGC 5466 resembles in many aspects NGC 5053, including the metal content, and also their CMDs look very similar.
#### NGC 5904 (M 5).
(Fig. 7)
The globular cluster M 5 harbors one of the richest collection of RR-Lyrae stars in the Galaxy. It also hosts one of the only two known dwarf novae in GGCs.
The first CCD CMD for this cluster is published by Richer & Fahlman (richer87 (1987)), who present deep $`U`$, $`B`$, and $`V`$ photometry. They give a well defined diagram, but poorly populated on the RGB and the HB. More recently, Sandquist et al. (sandquist96 (1996)) present $`B`$, $`V`$, and $`I`$ photometry for more than 20.000 stars in M5, and an excellent CMD extended down to $`V22`$. The latest ground-based study is in Johnson & Bolte (johnson98 (1998)), who presented very good $`V`$ and $`I`$ photometry for this cluster. They compare their photometric calibration with that of Sandquist et al. (sandquist96 (1996)), with an uncomfortable trend with magnitude and an offset that increases with decreasing brightness. Recently, HST data have been published by Drissen & Shara (drissen98 (1998)), who studied the stellar population and the variable stars in the core of the cluster. Again, we compared our photometry with the fiducials from Johnson & Bolte (johnson98 (1998)), finding a good agreement within the errors.
Also NGC 5904 has been observed during quite good seeing conditions. The CMD extends by $`4`$ magnitudes below the TO, and includes $`18300`$ stars. All the CMD branches are well defined. In particular, note the perfect distinction between the AGB and the RGB, quite rare even in recent CMDs also for other clusters, and the extended blue straggler sequence.
#### NGC 6205 (M 13).
(Fig. 8)
As already mentioned, M 13 and M 3 are a classical second parameter couple. M 13 has only a BHB, still, in several recent studies, it is found to be coeval with M 3 (e.g. Paper III). In our CMD it shows a sparse EBHB that arrives to the MS TO magnitude.
Previous studies include Richer & Fahlman (richer86 (1986)) who obtained $`U`$, $`B`$, and $`V`$ CCD photometry for this cluster from $`2`$ magnitudes above the TO to $`V`$ $`23`$. Their CMD is very well defined, but for a very small sample of stars. Moreover, just 6 RGB stars under the HB are present. More recently, CMDs are presented again by Johnson & Bolte (johnson98 (1998)), with their ($`V,I`$) CMD and our one perfectly overlapping within the errors. Paltrinieri et al. pal98 (1998) present $`B,V`$ photometry for $`5500`$ stars from the RGB tip to about 2 magnitudes below the MS TO. Their photometry is more sparse in the SGB and specially in the MS. Davidge & Courteau (davidge99 (1999)) have published a $`JHK`$ photometry. They cover basically the more evolved branches of the diagram.
#### NGC 6218 (M 12).
(Fig. 9)
The only two CCD studies that we have found in the literature for this cluster are those of Sato et al. (sato89 (1989)), who presented $`UBV`$ data for the MS and SGB region in a poorly populated CMD, and Brocato et al. (brocato96 (1996)), who present a sparse $`B`$ and $`V`$ CMD from the tip of the RGB to a few magnitudes below the cluster TO.
Our CMD is not very populated ($`7100`$ stars measured), but the main lines of the RGB, BHB, SGB and MS are very well defined. It is noticeable that, despite its intermediate metallicity, this cluster shows only a BHB, resembling in some way M13.
#### NGC 6254 (M 10).
(Fig. 10)
Hurley et al. (hurley89 (1989)) present the first CCD CMD of this cluster in the $`B`$ and $`V`$ bands, covering from the RGB (poorly populated) to $`V21.5`$. However, already in this diagram the remarkable EBHB is clearly visible. Recently, Piotto & Zoccali (piotto99 (1999)) present HST data for the MS of this clusters and analyze the cluster luminosity function, using the present data for the evolved part of the CMD.
Our CMD is well defined and extends for more than 4 magnitudes below the TO, covering a total of $`13000`$ stars. The cluster has only a BHB, and we confirm that it is extended. In many respects, the CMD of M10 resembles that of M13.
#### NGC 6341 (M 92).
(Fig. 11)
M 92 is one of the most metal-poor and one of the best studied globular clusters in the Galaxy. It was (together with M 3) the first GGC to be studied down to the TO (Arp, Baum & Sandage, arp52 (1952), arp53 (1953)). Since then, many CMDs have been built for NGC 6341. The first CCD photometry is presented by Heasley & Christian (heasley86 (1986)). They obtain a CMD down to $`V=22`$ in the $`B`$ and $`V`$ filters, but poorly populated. Another exhaustive work on M 92 is presented by Stetson & Harris, who present a deep $`B`$ and $`V`$ CMD with a very well defined MS, but still poorly populated in the evolved part of the diagram. More recently, Johnson & Bolte (johnson98 (1998)) present an excellent $`V`$ and $`I`$ diagram of M 92 where the principal sequences are very well defined, but there is still a small number of stars in the evolved regions. $`JHK`$ photometry of this cluster is presented by Davidge & Courteau (davidge99 (1999)). Piotto et al. (piotto97 (1997)) present a deep CMD from HST/WFPC2 extended down to $`0.15M_{}`$.
Our diagram, with $`13900`$ stars measured, is well defined and extends from the RGB tip to about 4 magnitudes below the MS TO.
#### NGC 6366.
(Fig. 12)
This cluster is somehow peculiar. While located in the disk, and being a metal-rich cluster (as M 71 or 47 Tucanae), it has a kinematics typical of a halo cluster. It is also highly reddened, and its CMD is affected by some differential reddening.
Alonso et al. (alonso97 (1997)) present the only other CCD $`B`$ and $`V`$ CMD existent for this cluster. NGC 6366, together with NGC 5053, are the only two clusters that were observed under not exceptionally good seeing conditions. Still, all the sequences in the CMD can be identified (apart from the upper RGB), including what seems to be a well populated blue straggler sequence. The HB is very red, as expected on the basis of the metallicity, and tilted. We measured a total of $`5500`$ stars for this cluster.
#### NGC 6535.
(Fig. 13)
To our knowledge, Sarajedini (sarajedini94 (1994)) has published the only previous CCD study of this cluster: a $`B`$ and $`V`$ CMD down to $`V21`$. His stellar population is slightly smaller than ours for this range of magnitudes (we reach V $`23`$). NGC 6535 is the least luminous object of our northern sample, and probably the one with the smallest number of stars. We measured $`7800`$ stars for this cluster. Its RGB is identifiable, but not clearly defined, due also to field star contamination. Its CMD somehow resembles the CMD of NGC 6717 (Paper I).
#### NGC 6779 (M 56).
(Fig. 14)
We have not found any previous CCD study on this cluster. Our CMD is well defined, though it is slightly contaminated by foreground/background stars. The broadening of the SGB-RGB might suggest the existence of some differential reddening. The distribution of the stars along the BHB seems to be not homogeneous, with the possible presence of a gap. The total of measured stars was of $`11300`$.
#### NGC 6838 (M 71).
(Fig. 15)
As suggested also by its CMD, M71 is a metal rich cluster, similar to 47 Tuc (Paper I). Our CMD is well defined and extends for more than 4 magnitudes below the TO, covering a total of $`12500`$ stars. The cluster has only a RHB, and the upper part of the RGB is not very well defined. This cluster is located close to the Galactic plane, and this explains the contamination by disk stars clearly visible in the CMD. It is very bright and relatively nearby.
Despite this, there is no CMD in the literature after Hodder et al. (hodder92 (1992)). They present a good $`B`$ and $`V`$ diagram, less populated than ours, reaching $`V=22`$.
Previous CCD studies are in Richer & Fahlman (richer88 (1988)), who present $`U,B,V`$ photometry for the main sequence, down to $`V=22`$ ($`U=25`$). No evolved stars are present in this work.
#### NGC 7078 (M 15).
(Fig. 16)
This cluster has been extensively studied in the past, both with groundbased facilities and a large number of HST observations.
HST studies include Stetson stetson94 (1994) and Yanny et al yanny94 (1994), were a CMD of the cluster center is presented. The CMD does not arrive to the MS TO, and is quite disperse. Conversely, Sosin & King sosin97 (1997) and Piotto et al. piotto97 (1997)) present and extraordinarily well defined MS, but no evolved stars are present.
The most recent ground-based study is the composite CMD of Durrell & Harris (durrell93 (1993)) based on CCD data from two telescopes. This is the kind of problem that we try to avoid with the present catalog.
Our diagram is well populated ($`27000`$ stars) from the RGB tip down to $`V=22.5`$. The CMD features are better identifiable when a radial selection, avoiding the clusters center, is done. The CMD in Fig. 16 gives the visual impression that there are three distinct groups of stars in the HB. The third possible group, on the red side of the RR Lyrae gap is surely a statistical fluctuation in the distribution of the RR Lyrae magnitudes and colors at random phase. It is present neither in the CMDs of M15 in the above quoted works nor in our CMD of a larger stellar sample, with more accurate photometry from our HST data base.
###### Acknowledgements.
This paper has been partially supported by the Ministero della Ricerca Scientifica e Tecnologica under the program “Treatment of large format astronomical images” and by CNAA.
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# On the radial density profile of intracluster gas tracing the isothermal dark halo with a finite core
## 1 Introduction
For decades many efforts have been made towards the understanding of the radial density profile of intracluster gas from the well-motivated physical mechanism, in an attempt to recover the empirical $`\beta `$ model (Cavaliere & Fusco-Femiano 1976) which fits nicely the X-ray observed surface brightness distribution of clusters. Assuming both galaxies and gas are the tracers of the shape and depth of a common gravitational potential of a cluster, Cavaliere & Fusco-Femiano (1976, 1978) obtained an analytic gas density profile resembling the $`\beta `$ model in shape if the King model is used to represent the galaxy number density profile in the inner cluster region. In recent years, the rapid progress of numerical simulating techniques has permitted the reconstruction of the dark matter halos with an unprecedented resolution, ranging from galactic scales of $`1`$ kpc to large-scale structures of $`10`$ Mpc. This leads one to view the issue at a different angle: Given the gravitational potential wells defined by the dark halos, how is the intracluster gas distributed in clusters if the hydrostatic equilibrium between the gas and the underlying gravitational potentials has been built up ? In particular, much attention has been paid to the issue of how to reconstruct the radial gas density and temperature profiles if the dark halos follow the so-called universal density profile (Navarro, Frenk & White 1995; NFW) suggested by high-resolution simulations within the framework of typical CDM models such as SCDM, LCDM and $`\mathrm{\Lambda }`$CDM (Makino, Sasaki & Suto 1998; Suto, Sasaki & Makino 1998; Yoshikawa & Suto 1999; Wu & Chiueh 2000). It turns out that there is indeed a striking similarity between the predicted X-ray surface brightness profiles of clusters and the conventional $`\beta `$ model. This has stimulated several authors to apply the NFW predicted X-ray surface brightness profiles to the observed ones for an ensemble of X-ray clusters (Makino & Asano 1999; Ettori & Fabian 1999; Wu & Xue 2000; Wu 2000).
Yet, besides its uncomfortable singularity at $`r=0`$, the cusped NFW profile has been shown to be in conflict with observations (e.g. Tyson, Kochanski & Dell’Antonio 1998; Navarro & Steinmetz 2000; Firmani et al. 2000; and references therein). In fact, it has been noticed that, while the NFW profile yields a gas density profile close to the empirical $`\beta `$ model, the core radius predicted by the cusped density profile may be smaller than the actually observed one (Makino et al. 1998). Moreover, the NFW profile leads to an increasing gas temperature towards cluster centers (Wu & Chiueh 2000), in contrast with the presence of the cold gas components detected very often inside the X-ray cores. Motivated by the soft inner matter distributions of the dark halos revealed observationally from dwarf galaxies to rich clusters, Spergel & Steinhardt (2000) recently proposed that the CDM particles are self-interacting. As a result, the collisional CDM particles, in a similar way to the baryonic particles, will produce the less centrally concentrated structures. This weakly self-interacting CDM model has soon attracted many investigations, among which the numerical simulations of structure formation based on some simple physical consideration of the self-interacting CDM particles have successfully provided a scenario that is essentially consistent with the existing observations (Hannestad 1999; Burkert 2000 and references therein).
As a natural extension, one may address the following question: Does there exist a similar analytic expression to the NFW universal density profile that one can use to approximately describe the matter distribution of the virialized dark halos resulted from the weakly self-interacting CDM model ? A conclusive answer to such a question seems not easy: Unlike the standard CDM particles, for which there is no need to consider the interaction between particles except their gravity, the collisional, warm CDM particles contain an unknown parameter, the cross-section. Consequently, even with the help of high-resolution simulations, it is still hard to completely determine the final configurations of dark halos. Under present circumstances, one promising candidate is probably the empirical density profile suggested by Burkert (1995):
$$\rho _{DM}(r)=\frac{\rho _0r_0^3}{(r+r_0)(r^2+r_0^2)},$$
(1)
where $`\rho _0`$ and $`r_0`$ are the central density and the scale length, respectively. This revised dark halo (RDH) density law resembles an isothermal profile in the inner region with a constant core $`r_0`$, while in the outer region the mass profile diverges logarithmically with $`r`$, in agreement with the NFW profile. So, such a density profile does have the desired properties at the central and outermost regions. In particular, it fits fairly well the dark matter distributions of dwarf galaxies revealed by both the rotation curves and the numerical simulations of evolution of halos consisting of weakly self-interacting CDM particles (Burkert 2000; Salucci & Burkert 2000).
Motivated by the apparent success of the RDH profile of eq.(1) on galactic scales and the possible existence of weak interaction between CDM particles, in this paper we would like to apply the RDH profile to more massive systems like clusters of galaxies. We would like to demonstrate the radial density profile of intracluster gas tracing the gravitational potential defined by the RDH profile, and compare the expected X-ray surface brightness with the X-ray observations and other models (e.g. the conventional $`\beta `$ model and that predicted by the NFW profile), although we have an intuition that the RDH profile, as a combination of the NFW profile and the $`\beta `$ model, would provide an essentially similar result. This study will nevertheless constitute an important test for the universality of the RDH profile as the virialized dark halos over the entire mass range, and will also allow us to examine whether there are any common properties in the NFW and RDH profiles. Eventually, it is hoped that this study will be useful for a conclusive answer to the question as to whether the RDH profile can be used to replace the role of the NFW profile for the virialized dark halos, if CDM particles are indeed weakly self-interacting.
## 2 Density profile of intracluster gas
### 2.1 Self-gravity of the gas: excluded
If the dark halo of a cluster follows the RDH profile described by eq.(1), the total dark matter enclosed within radius $`r`$ is
$`M_{DM}(x)=4\pi \rho _0r_0^3\stackrel{~}{m}(x);`$ (2)
$`\stackrel{~}{m}(x)={\displaystyle \frac{1}{2}}\left[\mathrm{ln}(1+x)+{\displaystyle \frac{1}{2}}\mathrm{ln}(1+x^2)\mathrm{arctan}(x)\right],`$ (3)
where $`x=r/r_0`$. Assuming that the intracluster gas is isothermal (with a temperature of $`T`$) and in hydrostatic equilibrium with the underlying gravitational potential dominated by $`M_{DM}`$, we have
$$\frac{GM_{DM}(x)}{x^2}=\frac{kTr_0}{\mu m_pn_{gas}(x)}\frac{dn_{gas}(x)}{dx},$$
(4)
in which $`n_{gas}(x)`$ is the gas number density and $`\mu `$ is the average molecular weight. Note that we have neglected the self-gravity of the gas for the moment. A straightforward computation yields an analytic form of gas density profile:
$$\frac{n_{gas}(x)}{n_{gas}(0)}=\left[e^{(1+\frac{1}{x})\mathrm{arctan}x}(1+x)^{(1+\frac{1}{x})}(1+x^2)^{\frac{1}{2}(\frac{1}{x}1)}\right]^{\frac{\alpha _0}{2}},$$
(5)
where
$$\alpha _0=\frac{4\pi G\mu m_p\rho _0r_0^2}{kT}.$$
(6)
In order to avoid the divergence of the resulting X-ray surface brightness to be discussed below because of $`n_{gas}(\mathrm{})=n_{gas}(0)e^{\pi \alpha _0/4}`$, in a similar way to the treatment of the NFW predicted gas density profile (see Wu 2000), we introduce a normalized, background subtracted gas number density $`\stackrel{~}{n}_{gas}(x)[n_{gas}(x)n_{gas}(\mathrm{})]/[n_{gas}(0)n_{gas}(\mathrm{})]`$, which reads
$`\stackrel{~}{n}_{gas}(x)={\displaystyle \frac{1}{e^{\frac{\pi \alpha _0}{4}}1}}`$
$`\left\{\left[e^{\frac{\pi }{2}(1+\frac{1}{x})\mathrm{arctan}x}(1+x)^{(1+\frac{1}{x})}(1+x^2)^{\frac{1}{2}(\frac{1}{x}1)}\right]^{\frac{\alpha _0}{2}}1\right\}.`$ (7)
Another way to deal with the non-zero background gas density predicted by the dark halo model is to truncate the cluster at a certain radius (e.g. the virial radius) as adopted by Makino et al. (1998). It is indeed unfortunate that one has to add an arbitrary, unphysical constraint on the gas density profile to ensure the convergence of the X-ray surface brightness.
In Fig.1 we demonstrate the radial profiles of the scaled gas density $`\stackrel{~}{n}_{gas}(x)`$ for typical clusters with $`\alpha _0=5`$, $`10`$ and $`20`$. A glimpse of Fig.1 seems to suggest that all the resulted profiles of $`\stackrel{~}{n}_{gas}(x)`$ resemble the conventional $`\beta `$ models in shape. We then overlap the $`\beta `$ model, $`\stackrel{~}{n}_{gas}^{}(x)=[1+(x/x_c)^2]^{3\beta /2}`$, to each curve with ($`\beta `$, $`r_c/r_0`$) $`=`$ (0.40, 0.86), (0.74, 0.85) and (1.56, 0.92) for $`\alpha _0=`$5, 10 and 20, respectively, where $`x_c=r_c/r_0`$ is the scaled core radius. Yet, like the actual fitting of the $`\beta `$ model to the X-ray observed surface brightness profile, the best-fit $`\beta `$ parameters depend also on the extension of the fitting regions. For a typical cluster of $`\alpha _010`$, the best-fit $`\beta `$ value over a region out to $`10r_c`$ is $`\beta 0.7`$, in good agreement with X-ray observations. In particular, the gas core radius takes roughly the value of $`r_0`$. Also plotted in Fig.1 are the corresponding gas densities predicted by the NFW profile with $`\alpha =\alpha _0`$ (Makino et al. 1998; Wu 2000)
$$\stackrel{~}{n}_{gas}(x)=\frac{(1+x)^{\alpha /x}1}{e^\alpha 1},$$
(8)
where $`x=r/r_s`$ and $`\alpha =4\pi G\mu m_p\rho _sr_s^2/kT`$. A visual examination of Fig.1 reveals that there are some differences between the expected radial variation of intracluster gas from the RDH profile and that from the NFW profile, which are reflected not only by the significantly different scale lengths but also by the different shape. Indeed, it is unlikely that the two types of density profiles can be made to be identical simply by a horizontal replacement. Whether these differences are significantly important will be discussed when the two density profiles are both applicable to an ensemble of X-ray clusters (section 3).
### 2.2 Self-gravity of the gas: included
The total mass in gas within radius $`x`$ is simply
$$M_{gas}(x)=4\pi \mu m_pr_0^3_0^xn_{gas}(x)x^2𝑑x.$$
(9)
When the self-gravity of the gas is included, the hydrostatic equation becomes
$$\frac{G[M_{DM}(x)+M_{gas}(x)]}{x^2}=\frac{kTr_0}{\mu m_pn_{gas}(x)}\frac{dn_{gas}(x)}{dx}.$$
(10)
If we introduce the volume-averaged (gas) baryon fraction $`f_b(x)`$ as a new variable:
$$f_b(x)=\frac{M_{gas}(x)}{M_{DM}(x)+M_{gas}(x)},$$
(11)
we can obtain the following two first-order differential equations
$`{\displaystyle \frac{d\overline{n}_{gas}}{dx}}=\alpha _0{\displaystyle \frac{\stackrel{~}{m}\overline{n}_{gas}}{(1f_b)x^2}};`$ (12)
$`{\displaystyle \frac{df_b}{dx}}={\displaystyle \frac{(1f_b)[b(1f_b)\overline{n}_{gas}f_b\stackrel{~}{\rho }_{DM}]x^2}{\stackrel{~}{m}}},`$ (13)
where $`\overline{n}_{gas}=n_{gas}(x)/n_{gas}(0)`$, $`b=\mu m_pn_{gas}(0)/\rho _0`$ and $`\stackrel{~}{\rho }_{DM}=\rho _{DM}/\rho _0=(1+x)^1(1+x^2)^1`$. We need to specify the boundary conditions in order to solve the above equations. The first condition is obviously
$$\overline{n}_{gas}(0)=1.$$
(14)
Following the recent work of Wu & Chiueh (2000), we choose the boundary condition of $`f_b(x)`$ such that the baryon fraction within the virial radius $`r_{vir}`$ (or $`c=r_{vir}/r_0`$) should asymptotically approach the universal value $`f_{b,BBN}=\mathrm{\Omega }_b/\mathrm{\Omega }_M`$, where $`\mathrm{\Omega }_b`$ and $`\mathrm{\Omega }_M`$ are, respectively, the baryon and total mass densities of the Universe in units of the critical density $`\rho _c`$ for closure, namely,
$`f_b(c)=f_{b,BBN};`$ (15)
$`{\displaystyle \frac{df_b}{dx}}|{}_{x=c}{}^{}=0.`$ (16)
Here the scaled virial radius or the so-called concentration parameter $`c`$ is defined by
$$M_{DM}(c)=\frac{4\pi }{3}r_0^3\rho _cc^3\mathrm{\Delta }_c,$$
(17)
or
$$\frac{\stackrel{~}{m}(c)}{c^3}=\frac{\mathrm{\Delta }_c}{3}\frac{1}{\delta _c},$$
(18)
in which $`\delta _c=\rho _0/\rho _c`$, and $`\mathrm{\Delta }_c`$ represents the overdensity parameter of dark matter with respect to the average background value $`\rho _c`$ and will be taken to be $`200`$ in our computation below.
The free parameters involved in eqs.(12) and (13) and the boundary conditions are $`\alpha _0`$, $`b`$, $`f_{b,BBN}`$ and $`c`$ or $`\delta _c`$. However, there are only two independent parameters with the restrictions of eqs.(15) and (16), which we choose to be $`\delta _c`$ and $`f_{b,BBN}`$ below. We will perform the numerical searches for the solutions of eqs.(12) and (13) under the boundary conditions of eqs.(14)–(16). Technically, we search for the solutions over a two-parameter space ($`\alpha _0`$, $`b`$) by iterations until the boundary conditions are satisfied, which enables us to work out the radial profiles of gas density and baryon fraction, together with a unique determination of the parameters $`\alpha _0`$ and $`b`$. In Fig.2 we demonstrate a set of solutions for two typical choices of $`f_{b,BBN}`$ and $`\delta _c`$: $`f_{b,BBN}=(0.05`$, $`0.1)`$ and $`\delta _c=(10^4`$, $`10^5)`$, and the resulting $`\alpha _0`$ and $`b`$ values are listed in Table 1. It appears that the derived density profiles of the baryon fraction exhibit no dramatic variation over the whole clusters: For a small value of $`\delta _c10^4`$, $`f_b`$ increases slightly with outward radius and eventually matches the background value at virial radius, while for a large $`\delta _c10^5`$, $`f_b`$ would reach a maximum before approaching asymptotically the universal value. The parameter $`\alpha _0`$ also acts roughly like a constant ($`12`$) even if the characteristic density $`\delta _c`$ changes by a decade, and the parameter $`b`$ turns out to be an increasing function of $`f_{b,BBN}`$, which arises simply from $`b\mu m_pn_{gas}(0)`$. Now, we concentrate on the derived profiles of gas density. All the predicted density curves of intracluster gas shown in Fig.2 seem to well resemble the $`\beta `$ models, which is illustrated by our superimposed $`\beta `$ model onto each of the derived density profiles. The most remarkable feature is that the corresponding values of $`\beta `$ and core radius have all fallen into very narrow ranges of $`0.87<\beta <0.98`$ and $`0.65<r_c/r_0<0.88`$ for our choices of the universal baryon fraction $`f_{b,BBN}`$ and the characteristic density $`\delta _c`$ for typical clusters (see Table 1). An increase of $`\delta _c`$ up to $`10^6`$, the roughly largest density for clusters (see next section), only leads to a minor modification to these limits. This indicates that the isothermal gas in different clusters should essentially follow a similar distribution, i.e., the observationally determined $`\beta `$ among different clusters should not show a large scatter around the mean value $`\beta 0.9`$. Note that the gas core radius $`r_c`$ may vary substantially because of the different $`r_0`$ for different clusters. While the predicted density profile of intracluster gas demonstrates a property basically consistent with what has been known for X-ray clusters, the theoretically expected $`\beta `$ parameter is likely to slightly exceed the presently determined one from X-ray observation, $`\beta 0.7`$. The former arises mainly from our restriction that the baryon fraction should asymptotically match the background value. Previous studies with this constraint have also arrived at a similar conclusion: the $`\beta `$ value in the $`\beta `$ model for intracluster gas is required to be larger than a certain low-limit (Wu & Chiueh 2000). Actually, it is not impossible that the presently fitted $`\beta `$ parameters based on the X-ray observed surface brightness profiles of clusters are biased low because of the influence of the cooling-flows and the small fitting regions. Excluding the cooling flows or adopting a double $`\beta `$ model fit may moderately raise the observationally determined $`\beta `$ values, giving rise to $`\beta 0.7`$$`0.8`$ (Vikhlinin et al. 1999; Xue & Wu 2000). Of course, the present computation has been made within the framework of isothermality, and the above prediction cannot be taken too literally unless the non-isothermal gas is included.
Considering the fact that $`f_b`$ exhibits only a minor variation over the whole cluster, and also for illustrating the effect of the self-gravity of the gas, we can provide an approximate and analytic form of the gas density by taking $`f_b=f_{b,BBN}`$ in eqs.(12) and (13). Consequently, eq.(12) reduces to eq.(4) and the gas density is given by the analytic expression eq.(7), in which the parameter $`\alpha _0`$ is now replaced by $`\alpha _0^{}=\alpha _0/(1f_b)`$. In Table 1, we list the $`\beta `$ parameters and core radii in the $`\beta `$ model fits to our approximate solutions using the same input values of $`f_{b,BBN}`$ and $`\delta _c`$ (or $`\alpha _0`$). In the case of the low density $`\delta _c=10^4`$, the agreement between the exact and approximate solutions is fairly good, while the approximate solutions seem to underestimate the $`\beta `$ values by $`0.15`$ for $`\delta _c=10^5`$. The latter is partially due to the fact that the fitting of the $`\beta `$ model is made over rather a large region out to $`x=c=14.2`$, where a shallower density profile occurs according to the RDH profile (see Fig.1). Another reason is that in the case of $`\delta _c=10^4`$, the baryon fraction remains roughly unchanged across the clusters with a relative variation rate of $`|f_b(c)f_b(0)|/f_{b,BBN}<20\%`$, in comparison with $`|f_b(c)f_b(0)|/f_{b,BBN}100\%`$ for $`\delta _c=10^5`$. Namely, the small $`\delta _c`$ clusters seem to meet more easily the condition for the approximate solutions ($`f_b=f_{b,BBN}`$) than the large $`\delta _c`$ clusters do. Nevertheless, we conclude that the derived gas distributions with and without the inclusion of the self-gravity of the gas do not show very significant difference, and in general, the self-gravity of the gas only leads to a slightly steeper gas density profile as a result of the increase of the underlying gravitational mass. This is consistent with the similar study for the NFW profile (Suto et al. 1998).
## 3 Application to X-ray clusters
In this section we conduct a comparison between our derived gas density profile and X-ray observations, which are linked up through the X-ray surface brightness profiles of clusters, $`S_x`$. In the scenario of the optically thin, isothermal plasma emission,
$$S_x(x)_x^{\mathrm{}}\stackrel{~}{n}_{gas}^2𝑑\mathrm{},$$
(19)
where the integral is performed along the line of sight $`\mathrm{}`$. Here we take the analytic form of the gas density eq.(7) and neglect the contribution of the gas self-gravity. We intend to fit our theoretically expected X-ray surface brightness profile eq.(19) to an ensemble of the X-ray observed surface brightness profiles of clusters, which will allow us to determine the characteristic parameters, $`\rho _0`$ and $`r_0`$, for the RDH profile and compare them with the results from other models, e.g. the $`\beta `$ model and the NFW profile.
We use the ROSAT PSPC observed surface brightness profiles of 45 nearby clusters compiled by Mohr, Mathiesen & Evrard (1999, MME). Several models have been already tested with this sample, such as the $`\beta `$ model, the double $`\beta `$ model and the NFW predicted density profile (MME; Wu & Xue 2000; Xue & Wu 2000). In a similar way to our previous analysis for the NFW profile (Wu & Xue 2000), we perform the $`\chi ^2`$-fit to get the best-fit parameters $`\alpha _0`$ and $`r_0`$, in which we keep the same outer radii of the fitting regions as those defined by MME. In order to examine how our results are affected by the presence of the cooling flows in some clusters, we perform our fittings by using the entire data points of $`S_x`$ (model A) and excising the central region of 0.05 Mpc in each cluster (model B), respectively. For the latter the reason that we adopt the same inner radius for all the clusters is to guarantee the uniformity of the excision (Markevitch 1998). We then compute $`\rho _0`$ in terms of eq.(6) by taking the X-ray temperature data from the literature (see Wu, Xue & Fang 1999; and references therein). For majority of the clusters we use the cooling flow corrected temperature data by White (2000). In Fig.3 we illustrate a typical example of the observed and our fitted surface brightness profiles (model A) for cluster A3158. For comparison, we have also plotted the results of the $`\beta `$ model and the NFW profile. Essentially, these three models provide more or less an equal goodness of fit to the observed data with $`\chi _\nu ^2=1.12`$, $`1.24`$ and $`1.10`$ for the $`\beta `$ model, the NFW and RDH profiles, respectively. From the fitting of the X-ray surface brightness profile alone, it may be hard to reject any of these models. In Table 2 we list the best-fit values of $`\rho _0`$ and $`r_0`$ for the 45 MME clusters by model A, together with the results for the $`\beta `$ model and the NFW profile, in which all the quoted errors are $`68\%`$ confidence limits. The Hubble constant is taken to be $`H_0=50`$ km s<sup>-1</sup> Mpc<sup>-1</sup>. When the central regions of 0.05 Mpc are excised in the fittings, the best-fit parameters for all the three models are only moderately affected. However, this can significantly improve the goodness of the fittings characterized by the reduced $`\chi _\nu ^2`$: After the excision of the central regions (model B), the fractions of clusters with $`\chi _\nu ^22`$ increase from (10/45, 14/45, 7/45) to (26/45, 25/45, 22/45) for ($`\beta `$, NFW, RDH) models, respectively. Recall that the similar fraction of 26/45 is found by MME for the single $`\beta `$ and double $`\beta `$ model fittings. It appears that about half of the clusters cannot be well fitted by any of these models even if the central regions are excised.
### 3.1 RDH vs. $`\beta `$ model
We first analyze the possible link between the RDH profile and the $`\beta `$ model. For this purpose we plot in Fig.4 the best-fit $`\alpha _0`$ vs. $`\beta `$ and $`r_0`$ vs. $`r_c`$ for the 45 MME clusters obtained by model A. It is immediate that there exist strong correlations between the scale and slope parameters in the two models. We fit these correlations to a power-law function, which reads
$`\alpha _0=10^{1.08\pm 0.01}\beta ^{0.67\pm 0.06},`$ $`(\mathrm{A});`$ (20)
$`\alpha _0=10^{1.10\pm 0.01}\beta ^{0.86\pm 0.04},`$ $`(\mathrm{B}),`$ (21)
and
$`r_0=10^{0.071\pm 0.015}r_c^{0.75\pm 0.02},`$ $`(\mathrm{A});`$ (22)
$`r_0=10^{0.033\pm 0.012}r_c^{0.83\pm 0.01},`$ $`(\mathrm{B}).`$ (23)
Meanwhile, applying a linear fit to the data set yields
$`\alpha _0=(14.11\pm 1.09)\beta ,`$ $`(\mathrm{A});`$ (24)
$`\alpha _0=(13.44\pm 0.55)\beta ,`$ $`(\mathrm{B}),`$ (25)
and
$`r_0=(1.46\pm 0.41)r_c,`$ $`(\mathrm{A});`$ (26)
$`r_0=(1.30\pm 0.18)r_c,`$ $`(\mathrm{B}).`$ (27)
It appears that the resultant relationships with and without the excision of the central regions in the fits of the X-ray observed surface brightness profiles are roughly consistent with each other.
### 3.2 NFW vs. $`\beta `$ model
For comparison we display in Fig.5 the correlations between the corresponding parameters in the NFW profile and the $`\beta `$ model. The best-fit $`\alpha `$-$`\beta `$ and $`r_s`$-$`r_c`$ relations using all the 45 data points are
$`\alpha =10^{1.28\pm 0.02}\beta ^{1.46\pm 0.08},`$ $`(\mathrm{A});`$ (28)
$`\alpha =10^{1.36\pm 0.02}\beta ^{1.81\pm 0.08},`$ $`(\mathrm{B}),`$ (29)
and
$`r_s=10^{0.64\pm 0.03}r_c^{1.03\pm 0.03},`$ $`(\mathrm{A});`$ (30)
$`r_s=10^{0.77\pm 0.02}r_c^{1.27\pm 0.02},`$ $`(\mathrm{B}).`$ (31)
However, there are four clusters, A119, A1367, A1656 and A2255 showing a large dispersion on the $`\alpha `$-$`\beta `$ plane, which may significantly affect the above fittings. The best-fit $`\alpha `$-$`\beta `$ relation without these four clusters becomes
$`\alpha =10^{1.16\pm 0.01}\beta ^{1.01\pm 0.03},`$ $`(\mathrm{A});`$ (32)
$`\alpha =10^{1.41\pm 0.06}\beta ^{1.26\pm 0.01},`$ $`(\mathrm{B}).`$ (33)
Alternatively, the linear fit to the data set of 45 clusters gives
$`\alpha =(15.40\pm 2.83)\beta ,`$ $`(\mathrm{A});`$ (34)
$`\alpha =(15.23\pm 2.54)\beta ,`$ $`(\mathrm{B}),`$ (35)
and
$`r_s=(4.17\pm 1.19)r_c,`$ $`(\mathrm{A});`$ (36)
$`r_s=(3.70\pm 1.06)r_c,`$ $`(\mathrm{B}).`$ (37)
Within the uncertainties, the last four relations are consistent with the findings by Ettori & Fabian (1999) based on 36 high-luminosity clusters: $`\alpha =14.34\beta `$ and $`r_s=3.17r_c`$.
### 3.3 RDH vs. NFW
We now compare the RDH and NFW profiles. Fig.6 shows the correlations between the density and length scale parameters in the two models. Applying the $`\chi ^2`$-fit with the inclusion of the measurement uncertainties to the data set gives
$`\left({\displaystyle \frac{\rho _0}{\rho _c}}\right)=10^{1.97\pm 0.06}\left({\displaystyle \frac{\rho _s}{\rho _c}}\right)^{0.73\pm 0.02},`$ $`(\mathrm{A});`$ (38)
$`\left({\displaystyle \frac{\rho _0}{\rho _c}}\right)=10^{2.18\pm 0.06}\left({\displaystyle \frac{\rho _s}{\rho _c}}\right)^{0.66\pm 0.01},`$ $`(\mathrm{B}),`$ (39)
and
$`r_0=10^{0.54\pm 0.01}r_s^{0.71\pm 0.02},`$ $`(\mathrm{A});`$ (40)
$`r_0=10^{0.54\pm 0.01}r_s^{0.64\pm 0.02},`$ $`(\mathrm{B}).`$ (41)
The average ratios of $`\rho _0/\rho _s`$ and $`r_0/r_s`$ are, respectively,
$`\rho _0=(8.63\pm 5.61)\rho _s,`$ $`(\mathrm{A});`$ (42)
$`\rho _0=(7.89\pm 4.93)\rho _s,`$ $`(\mathrm{B}),`$ (43)
and
$`r_0=(0.36\pm 0.09)r_s,`$ $`(\mathrm{A});`$ (44)
$`r_0=(0.37\pm 0.10)r_s,`$ $`(\mathrm{B}).`$ (45)
The last two relations are consistent with the estimate of Burkert (2000), $`r_00.2r_s`$, for dwarf galaxies. The existence of these strongly positive correlations is helpful for us to make a quantitative comparison between the two models. Indeed, from their predicted gas densities, and in turn their X-ray surface brightness profiles of clusters, along with the correlations between the characteristic density and scale length parameters, we are unable to distinguish the two models as the dark halos of clusters. However, there is a remarkable difference, the central density. In fact, the characteristic density parameters, $`\rho _0`$ and $`\rho _s`$, in these two models have very different meanings. $`\rho _0`$ represents explicitly the central density of dark matter, while the parameter $`\rho _s`$ corresponds to the density nowhere in clusters. Note that the large error bars in the linear $`\rho _0`$-$`\rho _s`$ relation (eqs. and ) and the average values of $`\rho _s`$ and $`\rho _0`$ listed in Table 2 are mainly due to the inclusion of a very few clusters (e.g. A262 and A3526) whose X-ray surface brightness profiles show two distinct length scales
### 3.4 Central dark matter density
Recall that the disagreement between the shallower central density profiles required by various observations with the cusped density profile provided by the NFW model is one of the primary motivations for advocating the scenario of the weakly interacting dark matter particles (Spergel & Steinhardt 2000). A combination of the RDH profile and the X-ray surface brightness measurements of clusters can now allow us to determine straightforwardly the central dark matter densities ($`\rho _0`$) of clusters. It is easy to show that $`\rho _0`$ is related to the central total mass density $`\rho _{\beta ,0}`$ inferred from the conventional isothermal $`\beta `$ model through
$$\rho _{\beta ,0}=\frac{9\beta kT}{4\pi G\mu m_pr_c^2}=9\left(\frac{\beta }{\alpha _0}\right)\left(\frac{r_0}{r_c}\right)^2\rho _0.$$
(46)
Using the linear relations established above between $`\alpha _0`$, $`\beta `$, $`r_0`$ and $`r_c`$, we have $`\rho _{\beta ,0}\rho _0`$. Of course, the good agreement between $`\rho _{\beta ,0}`$ and $`\rho _0`$ could be interpreted as the consequence of the common working hypothesis behind the two models: The intracluster gas is assumed to be isothermal and in hydrostatic equilibrium with the underlying gravitational potential. In a recent work, Firmani et al. (2000) have demonstrated an essentially constant central density of dark halos for a broad range of masses from dwarf galaxies to clusters of galaxies. However, there are only three data points on cluster scales which are derived from gravitational lensing. Now, we superimpose our derived central densities of dark halos of the 45 MME clusters on their illustration of halo central density vs. maximum rotation velocity (Fig.7), in which the velocity dispersion is plotted as the horizontal axis for clusters. Although the central densities of the clusters span almost two decades from $`10^3`$ to $`10^1`$ M pc<sup>-3</sup>, the average value $`\rho _0=0.012`$ M pc<sup>-3</sup> ($`0.006M_{}`$ pc<sup>-3</sup> for model B) is in agreement with the one ($`0.02`$ M pc<sup>-3</sup>) reported by Firmani et al. (2000). This reinforces the claim for the presence of the soft halo cores over the entire mass range.
## 4 Discussion and conclusions
None of the present numerical simulations based on typical CDM models can reproduce the soft cores of dark halos detected observationally in various systems from dwarf and low surface brightness galaxies to clusters of galaxies. This challenges the analytic and elegant form of the universal density profile suggested by NFW as the virialized dark halos. Without a sophisticated treatment of the dynamical evolution of the CDM particles, we have made an attempt to adopt the empirical density profile (RDH) proposed by Burkert (1995) to replace the cusped NFW profile for dark halos. The RDH profile with a finite core $`r_0`$ has been shown to give a perfect fit to the observed rotation curves of dwarf galaxies. In particular, it also provides an excellent fit to the dark matter distributions revealed by numerical simulations (Burkert 2000) in the scenario that the CDM particles are weakly self-interacting, suggested recently to overcome the difficulties of CDM models (Spergel & Steinhardt 2000). In the present paper we have applied the RDH profile to clusters of galaxies and derived the radial distribution of intracluster gas under the isothermal and hydrostatic equilibrium hypotheses. It turns out that the RDH resulted gas density resembles the conventional $`\beta `$ model, although a slightly large $`\beta `$ parameter ($`\beta 0.7`$-$`0.9`$) may be required. The latter nevertheless agrees with the results usually found by numerical simulations (e.g. NFW; Eke, Navarro & Frenk 1998), and is also marginally consistent with the $`\beta `$ model fit by excising the cooling flow regions (e.g. Vikhlinin et al. 1999) or adopting an additional $`\beta `$ model for the central X-ray emission (Xue & Wu 2000). Except for the very differently asymptotic behaviors at $`r0`$, the RDH and NFW profiles become to be almost indistinguishable from each other within the extent of the current X-ray observations of clusters. By fitting the RDH predicted X-ray surface brightness profile to the observed one for an ensemble of 45 clusters, we have estimated the typical central density $`\rho _0`$ and core radius $`r_0`$ in the RDH profile, which show a fairly strong correlation with the characteristic density $`\rho _s`$ and scale parameter $`r_s`$ in the NFW profile, respectively. Meanwhile, our derived central dark matter densities of the 45 clusters have an average value of $`\rho _00.01`$ M pc<sup>-3</sup>, in agreement with the result estimated on galactic scales (Firmani et al. 2000).
Yes, a conclusive justification for whether the RDH profile can be used as a good approximation of dark halos and therefore, replace the role of the NFW profile for typical CDM models will be provided by high-resolution simulations incorporated with new physical mechanism for dark matter particles such as the weak self-interaction. Several new models with the help of numerical simulations are being constructed by a number of authors. It can be predicted that a new analytic model with an isothermal core, if it is not the RDH profile, for the structure of virialized dark halos will soon be available. The rotation curves of dwarf galaxies, the total mass distribution of clusters revealed by gravitational lensing, and the X-ray properties of clusters as explored in the present paper will constitute a critical test for the new RDH profile.
This work was supported by the National Science Foundation of China, under Grant 19725311.
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# Remote State Preparation
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## Abstract
Quantum teleportation uses prior entanglement and forward classical communication to transmit one instance of an unknown quantum state. Remote state preparation (RSP) has the same goal, but the sender knows classically what state is to be transmitted. We show that the asymptotic classical communication cost of RSP is one bit per qubit—half that of teleportation—and even less when transmitting part of a known entangled state. We explore the tradeoff between entanglement and classical communication required for RSP, and discuss RSP capacities of general quantum channels.
\]
A principal goal of quantum information theory is understanding the resources necessary and sufficient for intact transmission of quantum states. In quantum teleportation an unknown state is transmitted from a sender (“Alice”) to a receiver (“Bob”) using classical communication and prior entanglement. Two bits of forward classical communication and one ebit of entanglement (a maximally entangled pair of qubits) per teleported qubit are both necessary and sufficient, and neither resource can be traded off against the other. In remote state preparation (RSP) the goal is the same—for Bob to end up with a single specimen of a state—but here Alice starts with complete classical knowledge of the state.
Pati and Lo showed that for special ensembles of states (e.g. qubit states on the equator of the Bloch sphere) RSP requires less classical communication than teleportation, but Lo conjectured that for general states the classical communication costs of the two tasks would be equal. Here we show that, in the presence of a large amount of prior entanglement, the asymptotic classical communication cost of RSP for general states is one bit per qubit, half that of teleportation. Most of this entanglement is not destroyed, but, as we will show, can be recovered afterward using backward classical communication from Bob to Alice, a resource that is entirely unhelpful for teleportation.
We show that RSP is unlike teleportation in that it exhibits a nontrivial tradeoff between classical communication and entanglement, the classical cost of preparing a generic qubit state ranging from one bit in the high entanglement limit to infinitely many without prior entanglement (if any finite classical message, say of $`k`$ bits, sufficed, Bob could use that message to make infinitely many copies, determine the state’s amplitudes to more than $`k`$ bits precision, and thereby violate causality).
We introduce two new kinds of channel capacity, reflecting a general quantum channel’s asymptotic ability to be used for remote state preparation, with or without prior entanglement, and relate these capacities to the regular quantum and classical capacities with or without prior entanglement. Finally, we discuss remote preparation of states entangled between Alice and Bob.
RSP in the high-entanglement limit: To see how a large amount of shared entanglement enables general states to be remotely prepared at an asymptotic cost of one bit per qubit, it is helpful first to consider an exact (non-asymptotic) RSP protocol for the special ensemble mentioned earlier: equatorial states. Assume Alice and Bob share a number of singlets, i.e. pairs of qubits in the state $`|\mathrm{\Psi }^{}=|01|10`$ (we will often omit the normalization $`1/\sqrt{2}`$). To remotely prepare an equatorial state $`|\psi =|0+e^{i\varphi }|1`$, Alice takes one of her singlets and measures it in the basis $`(\psi ,\psi ^{})`$ where $`\psi ^{}`$ denotes the antipodal (orthogonal) state to $`\psi `$. If the outcome is $`\psi ^{}`$ she knows (by the properties of the singlet state) that Bob’s remaining half of the singlet is in the desired state $`\psi `$. But equally often Alice’s outcome is $`\psi `$, leaving Bob with $`\psi ^{}`$, the antipode of the state Alice wished to prepare. For equatorial states, Bob can correct $`\psi ^{}`$ to $`\psi `$ by applying the Pauli operator $`\sigma _z`$, a 180 degree rotation about the $`z`$ axis. Thus Alice can remotely prepare an arbitrary equatorial state known to her by measuring a shared singlet in the basis determined by that state, and sending Bob the one-bit measurement result, which tells him whether to apply $`\sigma _z`$. But for general, non-equatorial states, the corrective transformation $`\psi ^{}\psi `$ is antiunitary, and Bob cannot perform it by any physical means.
Now suppose Alice wishes to remotely prepare a large number of general qubit states $`\psi _1,\psi _2,\mathrm{},\psi _n`$, and that she and Bob share an unlimited supply of singlets. For each $`j=1\mathrm{}n`$, Alice measures $`m=2^{n+\mathrm{log}n}`$ of her singlets in the basis $`\{\psi _j,\psi _j^{}\}`$, and stores the results as one row of an $`n\times m`$ table $`T`$, writing $`T(j,k)=1`$ for a success (meaning Bob’s half of that singlet is in the desired state $`\psi _j`$) and $`T(j,k)=0`$ for a failure (meaning Bob’s half is in the antipodal state $`\psi _j^{}`$). Alice does all this without telling Bob anything, obtaining a large table of $`mn`$ independent random zeros and ones. When she is done making all the measurements, she looks for a column of all ones, and uses $`n+\mathrm{log}n`$ bits to tell Bob its index. Bob keeps the states in the successful column and discards all the others. If (with probability $`o(1)`$) no successful column exists, Alice tells Bob so, then uses $`n`$ more singlets and $`2n`$ classical bits to simply teleport the states to Bob. Thus 1 bit per qubit is asymptotically sufficient for RSP; it is also necessary by causality.
This protocol can be generalized from qubits to states in a $`d`$-dimensional Hilbert space, allowing them to be remotely prepared at an asymptotic classical communication cost of $`\mathrm{log}_2d`$ bits per state. Instead of singlets, Alice and Bob use maximally entangled pairs of the form $`|\mathrm{\Phi }_d^+=|00+|11+\mathrm{}+|(d1)(d1)`$. Alice and Bob prearrange $`mn`$ such states with $`md^n`$ in an array of $`n`$ rows and $`m`$ columns. For each row $`j`$, Alice measures her halves of the pairs in a basis including $`\psi _j^{}`$, the complex conjugate of the state she wishes to remotely prepare. If (with probability $`1/d`$) her measurement outcome is $`\psi _j^{}`$, Bob’s half of the entangled pair will be left in the desired state $`\psi _j`$, and Alice enters a 1 in her success/failure table; otherwise she enters a 0.
The high-entanglement RSP protocol described above uses a large number of ebits, approximately $`2^n`$ per state sent if $`n`$ qubits are transmitted. But, using back communication, this protocol can be modified so that only a constant number of ebits are needed per state transmitted, while still only requiring one classical bit. To achieve this, we first (following a suggestion of A. Ambainis) divide the $`n`$ states to be transmitted into subblocks of size $`s`$; $`s\mathrm{}`$ as $`n\mathrm{}`$, but $`2^s/n0`$. Within each subblock the basic scheme described above is followed. But instead of performing a separate von Neumann measurement on her half of each of the ebits, Alice does a less intrusive measurement: for each set of $`s`$ ebits constituting a column in her table, she performs a two-outcome incomplete von Neumann measurement. The “1” outcome, obtained with probability $`2^s`$, signals that all Bob’s particles are in the desired state $`\mathrm{\Pi }_{j=1}^s|\psi _j`$; the “0” outcome signals all other possibilities. The joint state remaining between Alice and Bob when “0” is obtained, $`\rho _0`$, is still highly entangled, and pure entanglement can be recovered from it by distillation. From Bob’s viewpoint the state $`\rho _0`$ is mixed, because he does not know the bases of Alice’s measurements. Averaging over all such bases, the diagonal elements of $`\rho _0`$ in the generalized Bell basis are:
$$B|\rho _0|B=\frac{2^s2}{2^s1}\delta _{sr}+\left(\frac{1}{3}\right)^{sr}\frac{1}{2^s(2^s1)},$$
(1)
where $`|B`$ is any tensor product of Bell states $`\{\mathrm{\Phi }^\pm =|00\pm |11,\mathrm{\Psi }^\pm =|01\pm |10\}`$ containing $`r`$ instances of $`\mathrm{\Phi }^+`$ and $`sr`$ instances of the other Bell states. Alice and Bob collect all these $`\rho _0`$ states until $`s^{}`$ RSPs have been performed, with $`ss^{}n`$; at this point they have about $`c=s^{}2^s/s`$ copies of $`\rho _0`$. They then perform an entanglement distillation procedure. After dephasing in the Bell basis (which can be accomplished by a twirling performed by Alice and Bob), the state $`\rho _0^c`$ can be approximated, using a typical subset, by an equal mixture of $`2^{cS}`$ different products of Bell states. Here the von Neumann entropy of the twirled $`\rho _0`$ is $`S=s2^s(2+\frac{1}{2}\mathrm{log}3)`$. By the random-hashing technique, $`c(sS)`$ pure singlets can be distilled from this mixture with the help of back communication from Bob to Alice. Counting also the one pair consumed when the successful “1” outcome is obtained, the number of ebits consumed per state transmitted becomes $`e_0=1+cS/s^{}=3+\frac{1}{2}\mathrm{log}33.79`$. This point $`(e_0,b=1)`$ is labelled R in Fig. 1.
More restricted protocols and Lo’s conjecture: For any set of $`n`$ states to be remotely prepared, the above protocols are exactly faithful, i.e. always work, reproducing exactly the desired output even for finite $`n`$, but only asymptotically efficient, since the expected classical communication approaches one bit per qubit only in the limit of large $`n`$, while for any finite $`n`$, there is some chance that the classical communication cost will exceed that required for teleportation. We know of no exactly faithful RSP protocol for finite $`n`$ that always uses less classical communication than would be required by teleportation. In this sense Lo’s conjecture still stands.
In a more restricted setting we can prove Lo’s conjecture. Suppose Alice wants to remotely prepare a single quantum state $`\psi `$ in a $`d`$-dimensional Hilbert space (for simplicity $`d`$ is a power of 2) for Bob. As in teleportation, we restrict Bob to performing a unitary transformation on some system in his lab determined by the classical data he receives from Alice. Also, as in teleportation, we require that the probability that Alice sends message $`i`$ to Bob not depend on the state that she is remotely preparing. If such a protocol is exactly faithful, we can show that it must use at least $`2\mathrm{log}d`$ classical bits of communication from Alice to Bob, as in teleportation. The argument is as follows. Let $`k`$ be the number of classical bits that Alice sends to remotely prepare $`\psi `$. We will have Bob guess this data. He infers from the protocol that he will get message $`i`$ ($`i=1,\mathrm{},2^k`$) with probability $`p_i`$ ($`_{i=1}^{2^k}p_i=1`$). Thus he flips a coin with bias $`p_i`$ and he implements the corresponding unitary transformation in his lab. Since the protocol only allows him to carry out unitary transformations, guessing wrong means that instead of getting $`|\psi `$ he will obtain $`U|\psi `$ where $`U`$ is some unitary transformation. The total probability $`p`$ of Bob guessing correctly is given by the sum over $`i`$ of the probability that Alice sends $`i`$ and Bob correctly guesses $`i`$, which is $`_ip_i^22^k_ip_i=2^k`$. Alice and Bob have thus created a channel $`𝒮`$ which acts upon the state $`\psi `$ in Alice’s lab and outputs the state $`\rho =𝒮(|\psi \psi |)=p|\psi \psi |+(1p)𝒮_{\mathrm{wrong}}(|\psi \psi |)`$ where $`p2^k`$. Since Bob used zero communication to make this state, it must be that
$$f(𝒮)\frac{1}{\mathrm{Vol}(\psi )}𝑑\psi \psi |𝒮(|\psi \psi |)|\psi \frac{1}{d}.$$
(2)
If not, Alice and Bob would have created a superluminal channel. We can use a result by the Horodeckis which relates $`f(𝒮)`$ to the maximally entangled fraction $`F(𝒮)\mathrm{\Phi }_d^+|(\mathrm{𝟏}𝒮)(|\mathrm{\Phi }_d^+\mathrm{\Phi }_d^+|)|\mathrm{\Phi }_d^+,`$ i.e. $`f(𝒮)=(F(𝒮)d+1)/(d+1)`$. Since $`𝒮`$ is the identity operator with probability larger than or equal to $`2^k`$ we have $`f(𝒮)(2^kd+1)/(d+1)>1/d`$ for $`k<2\mathrm{log}d`$ in contradiction to (2). Thus in a very restricted “teleportation” type of RSP, Lo’s conjecture still holds. Besides being exactly faithful, this restricted protocol is oblivious; Bob receives no additional information about $`\psi `$ other than the state $`\psi `$ itself. This is due to the fact that the probability with which Alice sends a classical message does not depend on the state $`\psi `$. In the high-entanglement RSP protocol, by contrast, Bob can gain some additional information about $`\psi `$ by measuring the singlets in the unsuccessful columns instead of recycling them. Perhaps Lo’s conjecture holds for all oblivious, exactly faithful protocols.
For the next two sections we relax the requirement of exact fidelity, requiring only that protocols be asymptotically faithful, i.e. for any set of $`n`$ input states, they should produce an approximation to the desired output $`\psi _1\psi _2\mathrm{}\psi _n`$ whose fidelity approaches 1 in the limit of large $`n`$. This definition has the advantage of allowing RSP to be composed with other asymptotically faithful processes such as Schumacher compression .
Low-entanglement RSP: Here we bound the forward classical communication $`b`$ needed to remotely prepare qubit states using entanglement $`e<1`$ ebit per qubit. To do so, Alice sends Bob some classical information about the states $`\psi _1\mathrm{}\psi _n`$, so as to reduce their posterior von Neumann entropy from his viewpoint and allow her to teleport them using $`<1`$ ebit per qubit. For example, a qubit uniformly distributed over a circular cap $`C_\theta `$ of radius $`\theta <\pi `$ and area $`A(\theta )=2\pi (1\mathrm{cos}\theta )`$ centered on the north pole has von Neumann entropy $`S(\theta )=H_2((1\mathrm{cos}\theta )/4)<1`$ and can be teleported at an asymptotic cost of $`2S(\theta )`$ bits and $`S(\theta )`$ ebits.
First assume the states $`\psi _1\mathrm{}\psi _n`$ are uniformly distributed (a restriction we later remove). For each block length $`n`$ and cap radius $`\theta `$, suppose Alice and Bob have agreed on an $`n`$ by $`m=n(4\pi /A(\theta ))^n`$ array of random rotations $`R(i,j),i=1\mathrm{}n,j=1\mathrm{}m`$. Then, given the states $`\psi _1\mathrm{}\psi _n`$, Alice constructs a success/failure table where a success, $`T(i,j)=1`$, is counted iff the rotated state $`R(i,j)\psi _i`$ falls within the standard cap $`C_\theta `$. As before she looks for an all-successful column, and uses an expected $`S^{}(\theta )+o(1)`$ bits per state, where $`S^{}(\theta )=\mathrm{log}_2(4\pi /A(\theta ))`$, to tell Bob its index $`j`$. Finally, she Schumacher compresses the states in the successful column and teleports them, at an additional asymptotic cost of $`2S(\theta )`$ bits and $`S(\theta )`$ ebits per state, to Bob, who rotates the them back into their original positions. If there is no successful column, Alice teleports the states directly, without compression; but this happens so rarely as to not increase the asymptotic entanglement and communication costs, $`e=S(\theta )`$ and $`b=S^{}(\theta )+2S(\theta )`$. The $`R`$ rotations need not actually be random: for each $`n`$ and $`\theta `$, there always exists a deterministic set of rotations which performs no worse than average on uniformly distributed $`\psi _i`$. We use $`D(i,j)`$ to denote these deterministic rotations.
To make the protocol work on arbitrary sequences of states, even ones maliciously chosen to avoid successes with the particular rotations $`\{D(i,j)\}`$ Alice and Bob are using, Alice divides the states into subblocks of size $`s\sqrt{n}`$, and applies the above protocol separately to each subblock, but before doing so applies a set of $`s`$ random prerotations $`r_1,\mathrm{}r_s`$ which Bob removes afterward, to the states in each subblock. Then, even if the original states $`\psi _i`$ are awkwardly located, the randomized states $`r_{i\mathrm{m}ods}\psi _i`$ will be random within each subblock. Reusing the prerotations causes the deviations of the actual mixed-state output from the ideal $`\psi _1\mathrm{}\psi _n`$ to be correlated between subblocks, but because of the exponentially fast convergence of Schumacher compression with increasing subblock size, the full $`n`$-fold fidelity still approaches unity in the limit $`n\mathrm{}`$, for any sequence $`\psi _1\mathrm{}\psi _n`$ of states to be remotely prepared. Of course Alice must tell Bob the prerotations $`r_1\mathrm{}r_s`$ so he can remove them at the end. If the prerotations are described with precision, say, $`\sqrt{s}`$ bits, the finite-precision errors will vanish exponentially rapidly, while keeping the communication overhead sublinear in $`n`$. FIG. 1.: Entanglement ($`e`$) and forward classical communication ($`b`$) costs of remotely preparing qubit states in various ways, including teleportation (T), our high-entanglement method with entanglement recycling (R), and convex combinations (solid line between T and R). The shaded region $`b<1`$ is inaccessible because it would violate causality. Solid curve below and right of T is our low-entanglement method and convex combinations with teleportation. Dashed curve is Devetak-Berger method.
Recently Devetak and Berger introduced an improved protocol which they prove optimal among low-entanglement RSP methods that use a classical message followed by teleportation to remotely prepare states uniformly distributed on the Bloch sphere. Shown as the dashed curve in Figure 1, their method is like our low-entanglement methods, but instead of the index of the first successful column, Alice tells Bob the index of the column whose states, viewed as a finite ensemble, have least entropy.
RSP Capacities of Quantum Channels: Our results suggest new kinds of capacity for a general noisy quantum channel, expressing its asymptotic ability to send known states, with or without the help of prior shared entanglement. For any channel $`𝒩`$ we define the RSP capacity (which might depend on the dimension $`d`$ of the Hilbert space $`_d`$) as
$`R^{(d)}(𝒩)=\underset{ϵ0}{lim}\underset{m\mathrm{}}{lim\; sup}\{{\displaystyle \frac{n\mathrm{log}d}{m}}:_{𝒟_{mn}}_{\psi _1,\mathrm{},\psi _n_d}_{_{mn}}`$ (3)
$`F(\psi _1\mathrm{}\psi _n,𝒟_{mn}𝒩^m_{mn})>1ϵ\},`$ (4)
where $`_{mn}`$ denotes a possible block encoder used by Alice, using $`n`$ classically described states $`\psi _1,\mathrm{},\psi _n`$ to prepare an input to the quantum channel $`𝒩^m`$ (i.e. $`m`$ parallel instances of $`𝒩`$); similarly $`𝒟_{mn}`$ denotes a possible block decoder used by Bob, mapping the $`m`$ channel outputs to some approximation of the state to be remotely prepared; and $`F(\psi _1\mathrm{}\psi _n,𝒟_{mn}𝒩^m_{mn})`$ denotes the fidelity of this approximation \[the fidelity of a pure state $`\mathrm{\Psi }`$ under linear map $``$ is naturally defined as $`F(\mathrm{\Psi },)=\mathrm{T}r\mathrm{\Psi }(\mathrm{\Psi })`$\]. The entanglement-assisted RSP capacity $`R_E(𝒩)`$ is defined similarly, except that the encoder and decoder share unlimited prior entanglement.
Clearly, for any channel, $`R^{(d)}C`$, since the classical capacity $`C`$ may be viewed as the channel’s ability to remotely prepare classical states (i.e. orthogonal states in some basis). On the other hand, $`R^{(d)}Q`$, the quantum capacity, since the efficiency of transmitting known states must be at least that of transmitting unknown states.
In the entanglement-assisted setting, we can show that $`R_E`$ is independent of $`d`$ and equal to $`C_E`$, the channel’s entanglement-assisted classical capacity . This follows from the fact that $`\mathrm{log}d`$ bits of classical communication are asymptotically both necessary and sufficient to remotely prepare a general $`d`$-dimensional state.
Without entanglement, there are channels for which $`R^{(2)}>Q`$, for example a strongly dephasing qubit channel with $`C=1`$ and $`0<Q1`$. Given any point $`(e,b)`$ on the dashed curve in Fig. 1, such a channel can be used $`n`$ times to share $`Qn`$ ebits and another $`n`$ times to transmit $`n`$ classical bits, giving $`R^{(2)}\mathrm{min}\{Q/2e,1/2b\}`$ asymptotically; hence $`R^{(2)}/Q1/2e`$ for small enough $`Q`$. On the other hand, $`R^{(d)}=0`$ for any purely classical channel (i.e. one with $`Q=0`$), by causality.
Remote Preparation of Entangled States: Like teleportation, RSP can be applied not only to pure states, but also to parts of entangled states. However, unlike teleportation, RSP requires less classical communication to prepare an entangled state in $`_A_B`$, where $`_A`$ remains in Alice’s lab, than to prepare a pure state in $`_B`$. To take an extreme example, the standard maximally entangled state $`\mathrm{\Phi }_d^+`$ in $`d\times d`$ dimensions can be converted into any other maximally entangled state in $`d\times d`$ dimensions with no classical communication at all, because maximally entangled states are interconvertible by local unitary operations of Alice. Suppose more generally that Alice and Bob share an unlimited supply of ebits, and that Alice wants to prepare a state $`\psi _A_B`$, which is known to her. We assume both Hilbert spaces have dimension $`d`$; if necessary the smaller can be extended to make this so. Any state $`\psi H_AH_B`$ can be written in Schmidt form as $`|\psi =_{i=1}^d\sqrt{\lambda _i}|a_i|b_i`$, where some of the $`\lambda _i`$ may be zero. We give a probabilistic procedure by which Alice can convert the standard state $`\mathrm{\Phi }_d^+`$ into the desired $`\psi `$ with success probability $`1/d`$ if $`\psi `$ is separable and greater than $`1/d`$ if $`\psi `$ is entangled.
Alice begins by bringing the standard state to the form $`U_A|\mathrm{\Phi }_d^+=|\varphi =\frac{1}{\sqrt{d}}_{i=1}^d|a_i|b_i`$ by means of a local unitary transformation $`U_A`$. She then performs a local filtering operation on it, which can be described by a positive-operator-valued measure with two elements, $`\mathrm{\Pi }_1`$ (success) and $`\mathrm{\Pi }_0`$ (failure), the resulting state in each case being $`(\sqrt{\mathrm{\Pi }_j}I)|\varphi `$. Here we take $`\mathrm{\Pi }_1=\frac{1}{\mathrm{\Lambda }}_{i=1}^d\lambda _i|a_ia_i|`$ and $`\mathrm{\Pi }_0=I\mathrm{\Pi }_1`$, where $`\mathrm{\Lambda }=\mathrm{max}\{\lambda _i\}`$. Success, which leaves the system in the desired state $`\psi `$, occurs with probability $`|(\sqrt{\mathrm{\Pi }_1}I)|\varphi |^2=1/(\mathrm{\Lambda }d)`$, which is greater than $`1/d`$ if $`\psi `$ is entangled. This procedure is exactly faithful and asymptotically efficient in the sense that for any sequence of states $`\psi _1\mathrm{}\psi _n_A_B`$ the expected classical cost is $`_j\mathrm{log}(\mathrm{\Lambda }_jd)+O(1)`$ bits.
As with unentangled states, causality sets a lower bound on the classical cost of RSP for entangled states. The cost of RSP for a set of states $`\psi _1\mathrm{}\psi _n`$ must be at least $`S(\overline{\rho })\frac{1}{n}_{i=1}^nS(\rho _i)`$ bits, where $`\rho _i=\mathrm{tr}_\mathrm{A}(|\psi _i\psi _i|)`$ and $`\overline{\rho }=\frac{1}{n}_{i=1}^n\rho _i`$, because the states could be asymptotically used to encode that much classical information . We are investigating how closely this bound can be approached.
RSP can be generalized to multiparty scenarios. For example one may ask whether Alice, using prior entanglement shared separately with Bob and Charlie, can remotely prepare an arbitrary tripartite state by sending $`\mathrm{log}d_B`$ bits to Bob and $`\mathrm{log}d_C`$ bits to Charlie.
We thank Andris Ambainis, Igor Devetak and Ashish Thapliyal for helpful discussions. CHB, DPD, JAS and BMT acknowledge support from the US Army Research Office, grant DAAG55-98-C-0041.
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# Essentials of 𝑘-Essence
## I Introduction
A concordance of cosmological observations of large-scale structure, the cosmic microwave background anisotropy and Type IA supernovae at deep red shift suggest that the matter density of the universe comprises about one-third of the critical value expected for a flat universe. The missing two-thirds is due to an exotic dark energy component with negative pressure that causes the Hubble expansion to accelerate today. One candidate for such a component is a cosmological constant ($`\mathrm{\Lambda }`$) or vacuum density. Another possibility is a dynamical component whose energy density and spatial distribution evolve with time, as is the case for quintessence or, as explored herein, for $`k`$-essence.
A key challenge for theoretical physics is to address the cosmic coincidence problem: why does the dark energy component have a tiny energy density ($`𝒪(\mathrm{meV}^4)`$) compared to the naive expectation based on quantum field theory and why does cosmic acceleration begin at such a late stage in the evolution of the universe. Most dark energy candidates (such as the cosmological constant) require extraordinary fine-tuning of the initial energy density to a value 100 orders of magnitude or more smaller than the initial matter-energy density. Proponents of anthropic models often pose the problem as: why should the acceleration begin shortly after structure forms in the universe and sentient beings evolve? If the dark energy component consists of vacuum density ($`\mathrm{\Lambda }`$) or quintessence in the forms that have been discussed in the literature to date, the answer is either pure coincidence or the anthropic principle.
The purpose of introducing $`k`$-essence is to provide a dynamical explanation which does not require the fine-tuning of initial conditions or mass parameters and which is decidedly non-anthropic. In this scenario, cosmic acceleration and human evolution are related because both phenomena are linked to the onset of matter-domination. The $`k`$-essence component has the property that it only behaves as a negative pressure component after matter-radiation equality, so that it can only overtake the matter density and induce cosmic acceleration after the matter has dominated the universe for some period, at about the present epoch. And, of course, human evolution is linked to matter-domination because the formation of planets, stars, galaxies and large-scale structure only occurs during this period. A further property of $`k`$-essence is that, because of the dynamical attractor behavior, cosmic evolution is insensitive to initial conditions.
The existence of attractor solutions is reminiscent of quintessence models based on evolving scalar fields with exponential “tracker” potentials. In these models, an attractor solution causes the energy density in the scalar field to track the equation-of-state of the dominant energy component, be it radiation or matter. An advantage is that the cosmic evolution is insensitive to the initial energy density of the quintessence field, and, for many models, the scenario can begin with the most natural possibility, equipartition initial conditions. (For the case of vacuum energy or cosmological constant, the vacuum energy must be set 120 orders of magnitude less than the initial matter-radiation density.) However, so long as the field tracks any equation-of-state, it cannot overtake the matter-density and induce cosmic acceleration. Indeed, for a purely exponential potential, the field never overtakes the matter density and dominates the universe. Hence, this is an unacceptable candidate for the dark energy component. In tracker models, the problem is addressed because the curvature of the potential ultimately dips to a critically small value once the field passes a particular value, $`\overline{Q}`$ such that the field $`Q`$ becomes frozen and begins to act like a cosmological constant. The value of the potential energy density at $`Q=\overline{Q}`$ determines when quintessence overtakes the matter density and cosmic acceleration begins. The overall scale of the potential must be finely adjusted in order for the component to overtake the matter-density at the present epoch. So, while tracker models allow equipartition initial conditions, they require the same fine-tuning as models with cosmological constant.
The distinctive feature of the $`k`$-essence models we consider is that $`k`$-essence only tracks the equation-of-state of the background during the radiation-dominated epoch. A tracking solution during the matter-dominated epoch is physically forbidden. Instead, at the onset of matter-domination, the $`k`$-essence field energy density $`\epsilon `$ drops several orders of magnitude as the field approaches a new attractor solution in which it acts as a cosmological constant with pressure $`p`$ approximately equal to $`\epsilon `$. That is, the equation-of-state, $`wp/\epsilon `$, is nearly -1. The $`k`$-essence energy density catches up and overtakes the matter-density, typically several billions of years after matter-domination, driving the universe into a period of cosmic acceleration. As it overtakes the energy density of the universe, it begins to approach yet another attractor solution which, depending on details, may correspond to an accelerating universe with $`w<1/3`$ or a decelerating or even dust-like solution with $`1/3<w0`$. In this scenario, we observe cosmic acceleration today because the time for human evolution and the time for $`k`$-essence to overtake the matter density are both severals of billions of years due to independent but predictive dynamical reasons.
The $`k`$-essence models which we have found rely on dynamical attractor properties of scalar fields with non-linear kinetic energy terms in the action, models which are unfamiliar to most particle physicists and cosmologists. Some of the concepts were first introduced to develop an alternative inflationary model known as $`k`$-inflation. In this paper, we present a thorough, pedagogical study of dynamical attractor behavior and the application to present-day cosmic acceleration. The paper is organized as follows: In Section II we derive the basic equations describing the dynamics of a universe filled by matter, radiation and $`k`$-essence. In Section III, we classify the possible attractor solutions for $`k`$-essence. In some cases, the attractor solution causes $`k`$-essence to mimic the equation-of-state of the background energy density; we refer to this as a tracker solution. In other cases, $`k`$-essence mimics a cosmological constant, quintessence or dust without depending on the presence of any additional cosmic energy density. In Section IV, we show how these principles can be used to control how $`k`$-essence travels through a series of attractor solutions as the universe evolves beginning from general initial conditions. In particular, we show how $`k`$-essence can transform automatically into an effective cosmological constant at the onset of matter-domination, as is desired to explain naturally the present-day cosmic acceleration. In Section V, we show how to utilize these concepts to design model Lagrangians. We explore two illustrative examples. In one case, the future evolution of $`k`$-essence causes the universe to accelerate forever. In the other case, $`k`$-essence ultimately approaches an equation-of-state corresponding to pressureless dust, and the universe returns to a decelerating phase.
## II Basics of $`k`$-essence
The attractor behavior required for avoiding the cosmic coincidence problem can be obtained in models with non-standard (non-linear) kinetic energy terms. In string and supergravity theories, non-standard kinetic terms appear generically in the effective action describing the massless scalar degrees of freedom. Normally, the non-linear terms are ignored because they are presumed to be small and irrelevant. This is a reasonable expectation since the Hubble expansion damps the kinetic energy density over time. However, one case in which the non-linear terms cannot be ignored is if there is an attractor solution which forces the non-linear terms to remain non-negligible. This is precisely what is being considered here. Hence, we wish to emphasize that $`k`$-essence models are constructed from building blocks that are common to most quantum field theories and, then, utilize dynamical attractor behavior (that often arises in models with non-linear kinetic energy) to produce novel cosmological models.
Restricting our attention to a single field, the action generically may be expressed (perhaps after conformal transformation and field redefinition) as
$$S_\phi =d^4x\sqrt{g}\left[\frac{R}{6}+p(\phi ,X)\right],$$
(1)
where we use units such that $`\frac{8\pi G}{3}=1,`$ and
$$X=\frac{1}{2}(\phi )^2.$$
(2)
The Lagrangian $`p`$ depends on the specific particle theory model. In this paper, we consider only factorizable Lagrangians of the form
$$p=K(\phi )\stackrel{~}{p}(X),$$
(3)
where we assume that $`K(\phi )>0.`$
Lagrangians of this type are general enough to accommodate slow-roll, power-law and pole-like inflation, and they also appear rather naturally in the effective action of string theory. For small $`X`$, one can have $`\stackrel{~}{p}(X)=const.+X+𝒪(X^2)`$. Ignoring quadratic and higher order terms, the theory corresponds (after field redefinition) to an ordinary scalar field with some potential. Normally, higher order kinetic energy terms are ignored under the assumption that they are small, but the attractor solutions considered here insure that the non-linear terms remain non-negligible throughout cosmic history. The scalar field for which these higher order kinetic terms play an essential role we call, for brevity, $`k`$essence.
To describe the behavior of the scalar field it is convenient to use a perfect fluid analogy. The role of the pressure is played by the Lagrangian $`p`$ itself, while the energy density is given by
$`\epsilon `$ $`=`$ $`K(\phi )(2X\stackrel{~}{p}_{,X}(X)\stackrel{~}{p}(X))`$ (4)
$``$ $`K(\phi )\stackrel{~}{ϵ}(X),`$ (5)
where $`\mathrm{}_{,X}`$ denotes a partial derivative with respect to $`X`$. The ratio of pressure to energy density, which we call, for brevity, the $`k`$-essence equation-of-state,
$$w_k\frac{p}{\epsilon }=\frac{\stackrel{~}{p}}{\stackrel{~}{ϵ}}=\frac{\stackrel{~}{p}}{2X\stackrel{~}{p}_{,X}\stackrel{~}{p}},$$
(6)
does not depend on the function $`K(\phi )`$. For a “standard” kinetic term, $`p=X`$, in the case when there is no potential, the equation-of-state is $`w_k=1`$. However, for a general choice of $`p`$ it is easy to get any value of $`w_k`$. Notice that $`w_k<1`$ does not imply necessarily the instability of the fluid with respect to small wavelength perturbations. The effective “speed of sound,” $`c_S`$, which determines the propagation of perturbations in the $`k`$-essence component is
$$c_S^2=\frac{p_{,X}}{\epsilon _{,X}}=\frac{\stackrel{~}{p}_{,X}}{\stackrel{~}{ϵ}_{,X}},$$
(7)
and it can be positive for any $`w_k`$. For instance, the effective speed of sound, defined to be the coefficient of the momentum-squared term in the perturbation equation for the scalar field, is always equal one for quintessence models with canonical kinetic energy, while the equation of state $`w`$ can be rather arbitrary here.
We want to study the evolution of a universe filled by $`k`$-essence (labeled in the eqs. below by “k”) and matter-radiation (labeled by “m” in cases where we refer generically to the dominant matter-radiation component, be it dust-like or radiation, or by “d” or “r” if we refer specifically to the dust-like or radiation component, respectively). There is increasing evidence that the total energy density of the universe is equal to the critical value, and, hence, we will consider a flat universe only. In that case the equation for the scale factor $`a`$ takes the form
$$H^2\dot{N}^2=\epsilon _m+\epsilon _k,$$
(8)
where a dot denotes derivative with respect to physical time $`t`$ and we introduced the number of e-foldings $`N=\mathrm{log}a`$. This equation has to be supplemented with equations for $`\epsilon _m`$ and $`\epsilon _k`$. These are the energy conservation equations for each component $`j`$:
$$\frac{d\epsilon _j}{dN}=3\epsilon _j(1+w_j),$$
(9)
where $`w_j`$ is the equation-of-state for the appropriate matter-radiation or $`k`$-essence component. Considering a homogeneous field $`\phi `$ and substituting the expression for the energy density (4) into the appropriate Eq. (9) for $`k`$-essence, one gets
$$\frac{dX}{dN}=\frac{\stackrel{~}{ϵ}}{\stackrel{~}{ϵ}_{,X}}\left[3(1+w_k)+\sigma \frac{K_{,\phi }}{K}\frac{\sqrt{2X}}{H}\right],$$
(10)
where $`w_k`$ is given by Eq. (6), $`\sigma \mathrm{sign}(d\phi /dN)`$ and the Hubble constant is given by Eq. (8).
We will consider functions $`\stackrel{~}{p}\left(X\right)`$ that increase monotonically with $`X`$. They should satisfy further restrictions, which follow from the requirements of positivity of the energy density,
$$\stackrel{~}{ϵ}=2X\stackrel{~}{p}_{,X}\stackrel{~}{p}>0$$
(11)
and stability of the $`k`$-essence background, $`c_S^2>0,`$ implying
$$\stackrel{~}{ϵ}_{,X}=2X\stackrel{~}{p}_{,XX}+\stackrel{~}{p}_{,X}>0.$$
(12)
For designing models and visualizing constraints, it is helpful to re-express $`\stackrel{~}{p}`$ as $`\stackrel{~}{p}=g\left(y\right)/y`$ and consider it as a function of the new variable $`y=X^{1/2}.`$ The pressure of the $`k`$-essence component is, therefore,
$$p=K(\phi )g(y)/y;$$
(13)
the equation-of-state and the effective sound speed are, correspondingly,
$$w_k=\frac{p}{\epsilon }=\frac{g}{yg^{}};c_S^2=\frac{(gg^{}y)}{g^{\prime \prime }y^2}$$
(14)
and the restrictions Eq. (11) and (12) take the very simple form
$$\stackrel{~}{ϵ}=g^{}>0,\text{ }\stackrel{~}{ϵ}_{,X}=\frac{1}{2}y^3g^{\prime \prime }>0,\text{ }$$
(15)
where prime denotes derivative with respect to $`y`$. These conditions just mean that $`g`$ should be a decreasing convex function of $`y=X^{1/2}`$. A generic function which satisfies these restriction is shown in Fig. 1. Taking into account that $`H=\sqrt{\epsilon _{tot}}=\sqrt{\epsilon _m+\epsilon _k}`$ and $`\epsilon _k=K\left(\phi \right)\stackrel{~}{ϵ}\left(y\right)=Kg^{}\left(y\right)`$ one can rewrite Eq. (10) in terms of the new variables as
$$\frac{dy}{dN}=\frac{3}{2}\frac{(w_k\left(y\right)1)}{r^{}\left(y\right)}\left[r\left(y\right)+\sigma \frac{K_{,\phi }}{2K^{3/2}}\sqrt{\frac{\epsilon _k}{\epsilon _{tot}}}\right],$$
(16)
where
$$r\left(y\right)(\frac{9}{8}g^{})^{1/2}y\left(1+w_k\right)=\frac{3}{2\sqrt{2}}\frac{\left(gg^{}y\right)}{\sqrt{g^{}}}$$
(17)
is a function which, as we will see later, is critical for the attractor properties of $`k`$essence.
## III Classification of Tracker and Attractor Solutions
The attractor solutions for $`k`$-essence can be divided into two classes. In one class, $`k`$-essence mimics the equation-of-state of the matter-radiation component in the universe. We refer to these as trackers because the cosmic evolution of $`k`$-essence follows the track of another energy component. The second class of attractors consists of cases where $`k`$-essence is drawn towards an equation-of-state which is different from matter or radiation. These attractors are important in the limits where $`k`$-essence is either a negligibly small or an overwhelming large fraction of the total energy density. The types of attractors available at any given moment in cosmic history depend on whether the universe is radiation- or matter-dominated. For all types of attractors, there is an associated basin of attraction, a set of initial conditions which evolve towards the attractor.
In the presence of a matter background (dust or radiation) component with constant equation-of-state $`w_m`$, Eq. (16) can have tracking solutions for which the $`k`$-essence equation-of-state equals $`w_m.`$ To reveal when it can happen and to find these solutions explicitly we just need to note that if such solutions exist, they have to be generically of the form $`y\left(N\right)=y_m=const.,`$ where $`y_m`$ satisfies the equation
$$w_k\left(y_m\right)\frac{g}{yg^{}}|_{y=y_m}=w_m.$$
(18)
Substituting this ansatz into Eq. (16) and noting that the ratio $`\epsilon _k/\epsilon _{tot}`$ should stay constant during the tracking stage, we see that $`y\left(N\right)=y_m`$ can be a solution of Eq. (16), only if $`K\left(\phi \right)=const./\phi ^2`$ and, therefore, for simplicity, we consider from now on only scalar fields with Lagrangian
$$L=\frac{g\left(y\right)}{\phi ^2y}.$$
(19)
It is worth noting that this kind of dependence on a scalar field occurs in the string tree-level effective action when expressed in the Einstein frame. In this case, Eq. (16) simplifies to
$$\frac{dy}{dN}=\frac{3}{2}\frac{(w_k\left(y\right)1)}{r^{}\left(y\right)}\left[r\left(y\right)\sqrt{\frac{\epsilon _k}{\epsilon _{tot}}}\right],$$
(20)
where we restrict ourselves to the most interesting case of positive $`\sigma `$ on the branch of positive $`\phi .`$ To close the system of equations for the two unknown variables $`y`$ and $`\epsilon _k/\epsilon _{tot},`$ we use the equation
$$\frac{d\left(\epsilon _k/\epsilon _{tot}\right)}{dN}=3\frac{\epsilon _k}{\epsilon _{tot}}\left(1\frac{\epsilon _k}{\epsilon _{tot}}\right)\left(w_mw_k\left(y\right)\right),$$
(21)
which immediately follows from Eq. (9). If $`y_m`$ is a solution of Eq. (18), then $`y\left(N\right)=y_m=const,`$ satisfies Eqs. (20) and (21), provided
$$r^2\left(y_m\right)=\left(\frac{\epsilon _k}{\epsilon _{tot}}\right)_m<1,$$
(22)
where the inequality is simply the physical constraint that $`\epsilon _k<\epsilon _{tot}`$ (assuming positive energy densities $`\epsilon _k`$ and $`\epsilon _m`$). If $`r\left(y_m\right)>1,`$ a tracker solution $`y(N)=y_m`$ is physically forbidden.
### A When are trackers attractors?
To find out when trackers are stable solutions with a non-trivial basin of attraction, we study the behavior of small deviations from the tracker solution. Substituting $`y\left(N\right)=y_m+\delta y`$ and $`\epsilon _k/\epsilon _{tot}\left(N\right)=(\epsilon _k/\epsilon _{tot})_m+\delta (\epsilon _k/\epsilon _{tot})`$ into Eqs. (20) and (21) and linearizing, we obtain
$$\frac{d\delta y}{dN}=\frac{3}{2}\frac{(w_k\left(y_m\right)1)}{r_m^{}}\left[r_m^{}\delta y\frac{\delta (\epsilon _k/\epsilon _{tot})}{2r_m}\right],$$
(23)
$$\frac{d\delta \left(\epsilon _k/\epsilon _{tot}\right)}{dN}=3r_m^2\left(1r_m^2\right)w_k^{}\left(y_m\right)\delta y,$$
(24)
where the index $`\mathrm{`}\mathrm{`}m\mathrm{"}`$ denotes evaluation of the appropriate quantities at the tracker point $`y_m`$ and $`(\epsilon _k/\epsilon _{tot})_m`$ has been replaced by $`r^2\left(y_m\right)`$ according to Eq. (22). Differentiating Eq. (23) with respect to $`N`$ and using Eq. (24), one obtains the following closed equation for $`\delta y`$:
$$\frac{d^2\delta y}{dN^2}+\frac{3}{2}\left(1w_m\right)\frac{d\delta y}{dN}+\frac{9}{2}(1r_m^2)(1+w_m)(c_S^2w_m)\delta y=0.$$
(25)
Here $`c_S^2`$ is the squared “speed of sound” of $`k`$\- essence at the tracker point and we took into account that $`w_k\left(y_m\right)=w_m`$. Eq. (25) is a second order differential equation with constant coefficients and has two exponential solutions. It is easy to see that for $`\left|w_m\right|<1`$ both solutions decay if
$$c_S^2>w_m.$$
(26)
Therefore, since $`c_S^2=(gg^{}y)/g^{\prime \prime }y^2`$, any tracker can be easily made an attractor by arranging a small second derivative of $`g`$ at the tracker point.
As important examples, let us consider the two most interesting cases, namely, trackers in the presence of radiation (labeled “r” in the equations below) and cold matter (labeled “D” for “dust”).
### B Radiation trackers
For radiation trackers, $`w_mw_r=1/3`$ and Eq. (18), which defines the location of the radiation trackers ($`y_my_r`$), reduces to
$$y_rg^{}(y_r)=3g(y_r).$$
(27)
The ratio of the energy densities is given by
$$\left(\frac{\epsilon _k}{\epsilon _{tot}}\right)_r=r^2\left(y_r\right)2g^{}(y_r)y_r^2$$
(28)
and radiation trackers exist only if at the points $`y_r`$ satisfying Eq. (27), $`r^2\left(y_r\right)<1`$. These trackers are stable attractors only if $`g^{\prime \prime }\left(y_r\right)<4g^{}\left(y_r\right)/y_r.`$ Radiation trackers are always located in the region where $`g>0`$ (positive pressure), corresponding to $`y<y_D`$ in Fig. 1. For a given $`g(y)`$, there can be more than one radiation tracker. For each of them, the geometrical way of finding the value of $`y`$ corresponding to the tracker is given in Fig. 1. These trackers can have different values of $`r^2(y_r)=\left(\epsilon _k/\epsilon _{tot}\right)_r`$. Numerically, a likely range for $`r^2(y)`$ is $`10^110^2`$. This is also the range we wish to have in order that cosmic acceleration begin at roughly the present epoch. We label the radiation tracker with the desired value of $`r^2(y_R)`$ as $`𝐑`$, and a second possible radiation tracker with a different value of $`r^2(y_r)`$ (the one closest to $`y_D`$) as $`𝐫`$(?) in Fig. 1. If $`r^2(y_r)`$ is much smaller than $`10^2`$, the energy density falls so much at the onset of matter-domination (before it freezes at a constant value) that it would not yet have overtaken the matter density today. If $`r^2(y_r)`$ is much greater than $`10^1`$, then the contribution of $`k`$-essence to the total energy density would change the expansion rate in the early universe and adversely affect the predictions of primordial nucleosynthesis. The current constraints on $`r^2(y_r)`$ from nucleosynthesis vary from 4 per cent to 20 per cent, depending on how the observations are weighted.
### C Dust trackers
The $`k`$-essence field can also track the dust ($`w_D=0)`$ in the (cold) matter-dominated universe. Since the pressure is proportional to $`g(y)`$ and is zero for dust, it must be that
$$g\left(y_D\right)=0,$$
(29)
at the dust attractor point, $`y=y_D`$. An additional condition for the existence of the dust tracker is that $`r\left(y_D\right)<1`$ (see discussion following Eq. (22)). In this case the ratio of energy densities at the dust tracker is given by
$$\left(\frac{\epsilon _k}{\epsilon _{tot}}\right)_D=r^2\left(y_D\right)=\frac{9}{8}g^{}(y_D)y_D^2.$$
(30)
If a dust tracker exists then it is always an attractor, since the stability condition Eq. (26) just means here that the “speed of sound” of $`k`$essence should be positive. Note, that for the monotonically decreasing convex functions $`g`$ under consideration only a maximum of one dust attractor can exist (see Fig.1) since $`g`$ has only one zero. It is very important to point out that one can easily avoid a dust tracker by considering functions $`g`$ such that $`r^2\left(y_D\right)=\frac{9}{8}g^{}(y_D)y_D^2>1`$ at $`y_D`$.
### D De Sitter Attractors
We have noted that $`k`$-essence can have attractor solutions which are not trackers in that they do not mimic matter or radiation. These attractor solutions play an important role in two extreme cases, namely, when the energy density of matter or radiation is either much bigger or much smaller than the energy density of $`k`$-essence. In this subsection, we study the case when the background is dominated by matter-radiation and $`k`$-essence is an insignificant component, $`\epsilon _k\epsilon _m.`$ In this case, if $`g(y)`$ satisfies some simple properties, $`k`$-essence has an attractor solution in which it behaves like a cosmological constant ($`w_k1`$). We refer to this solution as the de Sitter attractor (labeled “S”).
Our purpose is to construct models in which $`k`$-essence has a positive pressure, radiation tracker solution (R) during the radiation-dominated phase and approaches a state with negative pressure shortly after the onset of the matter-dominated phase. At the very least, it is necessary that $`g(y)`$ be positive for some range of $`y`$ and negative for another range since the pressure is proportional to $`g(y)`$. This simple condition is generically sufficient to produce a de Sitter attractor solution: Since $`g^{}`$ must be negative (the positive energy condition, Eq. (15)), it follows that $`g`$ must have a unique zero, $`y_D`$, the only dust attractor possible. Furthermore, $`g(y)`$ is positive for $`y<y_D`$, a range which must include the radiation tracker, $`y=y_R`$. For $`y>y_D`$, the pressure ($`g`$) and, correspondingly, $`w_k=g/yg^{}`$ are negative. From this observation, combined with the stability condition ($`g^{\prime \prime }>0`$; see Eq. (15)), it follows that the derivative of $`r(y)`$ (see definition (17))
$$r^{}=\frac{3}{4\sqrt{2}}\frac{g^{\prime \prime }y}{\sqrt{g^{}}}\left(w_k1\right)$$
(31)
must be negative for $`y>y_D`$. Since $`r\left(y\right)`$ is positive at $`y=y_D`$ and has a negative derivative for $`y>y_D,`$ generically (provided $`r^{}`$ does not approach zero too rapidly) $`r(y)`$ should vanish at some point $`y=y_S`$ $`>y_D`$ and then become negative. As immediately follows from the definition of $`r`$ (see (17)), the equation-of-state of $`k`$-essence at $`y=y_S`$ (point $`S`$ in Fig.1) corresponds to a cosmological term: $`w_k(y_S)=1`$. Hence, we see that de Sitter attractors exist for a very wide class of $`g(y)`$ and are a generic feature of $`k`$-essence models.
In the absence of matter, $`y\left(N\right)=y_S=const.`$ is not a solution of the equations of motion. However, when matter strongly dominates over $`k`$-essence ($`\epsilon _k/\epsilon _{tot}1)`$, there exists a solution in the vicinity of this point. (Formally, in the limit $`\epsilon _k/\epsilon _{tot}0,`$ $`y\left(N\right)y_S`$ is an exact solution of Eqs. (20) and (21).) Setting $`w_m=w_k=1`$ in Eq. (23) it can be also verified that this is a stable attractor. For finite, but very small ratio $`\epsilon _k/\epsilon _{tot}1,`$ the approximate solution, corresponding to $`w1,`$ is located in the vicinity of $`y_S`$ and has the form:
$$\frac{\epsilon _k}{\epsilon _{tot}}\left(N\right)\mathrm{exp}\left(3\left(1+w_m\right)N\right)$$
(32)
and
$$y\left(N\right)y_S+\frac{2}{\left(3+w_m\right)r^{}\left(y_S\right)}\left(\frac{\epsilon _k}{\epsilon _{tot}}\left(N\right)\right)^{1/2}.$$
(33)
As shown below, if at any moment of time $`\epsilon _k/\epsilon _{tot}`$ lies below the basin of attraction of the tracker solutions, $`k`$-essence will be driven first to the de Sitter attractor and stay in its vicinity as long as $`\epsilon _k/\epsilon _{tot}`$ is sufficiently small. We will utilize this property at the transition from the radiation- to the matter-dominated phase.
### E $`k`$-Attractors
Whereas the de Sitter attractors are important when $`k`$-essence is an insignificant contribution to the total energy density, the $`k`$-attractors arise when $`k`$-essence is the dominant energy component. In the absence of matter ($`\epsilon _k/\epsilon _{tot}=1),`$ the function $`y\left(N\right)=y_k=const,`$ where $`y_k`$ satisfies the equation
$$r\left(y_k\right)=1,$$
(34)
is a solution of Eq. (20), while Eq. (21) is satisfied identically. This solution describes a power-law expanding universe. The equation-of-state can be easily obtained from Eqs. (17) and (34):
$$1+w_k\left(y_k\right)=\frac{2\sqrt{2}}{3}\frac{1}{\sqrt{g_k^{}y_k^2}}=const,$$
(35)
and the scale factor is
$$at^{\frac{2}{3\left(1+w_k\right)}}=t^{\sqrt{g_k^{}y_k^2/2}}.$$
(36)
If $`g_k^{}y_k^2/2>1`$ the solution describes power law inflation, which is an attractor of the system provided that $`r^{}\left(y_k\right)<0`$.
The existence of a $`k`$-attractor depends mainly on the form of the function $`r(y)`$. A $`k`$-attractor corresponds to $`r(y_k)1`$ (i.e., the limit where the energy density is totally dominated by $`k`$-essence). In general, if $`r(y_0)>1`$ for some $`y_0`$ and there exists an S-attractor ($`r(y_S)=0`$), then there must exist a $`k`$-attractor somewhere between them, $`y_0<y_k<y_S`$, simply because $`r\left(y\right)`$ is a continuous function.
In particular, we are interested in the case where there is no dust attractor because $`r(y_D)>1`$, and yet there is a de Sitter attractor with $`r(y_S)=0`$. In this case, not only must there exist a $`k`$-attractor at some $`y_D<y_K<y_S`$, but we know that it has negative pressure (since $`g(y_K)<0`$), is stable (since $`w_k<1`$, see Eq. (31)) and is the unique $`k`$-attractor with negative pressure (since $`r^{}`$ is monotonically decreasing in this $`y`$interval).
Note also that this negative-pressure $`k`$-attractor only exists if there is no dust tracker solution, that is, $`r(y_D)>1`$. If there is a dust tracker, ($`r\left(y_D\right)<1`$), then, since $`r^{}(y)<0`$ for $`y>y_D`$, there is no point $`y=y_K>y_D`$ where $`r(y)=1`$ and, hence, there is no $`k`$-attractor at $`y_D<y<y_S`$.
It is possible to have other $`k`$-attractors with positive pressure at $`y<y_D`$ (the closest one to $`y_D`$ is denoted by k(?) in Fig.1), but they will prove to be irrelevant in our scenario.
## IV Cosmic Evolution and Attractor Solutions
Once all possible attractors for $`k`$-essence have been identified, it is easy to understand the evolution of the $`k`$-field as a voyage from one attractor solution to another as different phases of cosmic evolution proceed. For both the radiation- and matter-dominated phases, there are several possible configurations of relevant attractor solutions. In this section, we systematically classify the attractor configurations for each phase and their consequences for cosmic evolution.
### A Radiation-Domination
We assume that $`g(y)`$ has been chosen so that there exists an attractor solution (R) at $`y=y_R`$ such that $`r^2(y_R)\epsilon _k/\epsilon _{tot}`$ is in the range one to ten percent, roughly equipartition conditions. This energy ratio leads most naturally to a matter-dominated epoch that lasts a few billion years and cosmic acceleration beginning at about the present epoch. Depending on the form of $`r^2(y)`$, which is determined by $`g(y)`$ in the Lagrangian, there will be additional attractors during the radiation epoch. Whether $`y`$ is drawn to the correct attractor $`y_R`$ depends on initial conditions and the other attractors. Ideally, we want $`y=y_R`$ to have the largest basin of attraction so that most initial conditions join onto the desired cosmic track. The combination of cosmologically relevant attractors during the radiation-dominated phase can be one of three types:
A<sub>r</sub>) R, S and no other attractors at $`y_S>y>y_R`$. This occurs only if the function $`r\left(y\right)`$ decreases for $`y_R<y<y_S`$. Conversely, if $`r\left(y\right)`$ increases somewhere in the range $`y>y_R`$ then it inevitably leads to the appearance of an extra $`k`$ and/or $`r`$ attractor at $`y>y_R.`$ Let us prove it.
If the function $`r\left(y\right)`$ increases within some interval, it means that the derivative $`r^{}\left(y\right)`$ is positive there. On the other hand, as it follows from (31), $`r^{}(y)`$ is positive only if $`w_k>1`$. Since $`w_k(y_R)=1/3`$ , $`w_k(y_S)=1`$ and $`w_k(y)>1`$ somewhere in the interval $`y_R<y<y_D`$, there must be another point $`\overline{y}`$ within this interval, where $`w_k(\overline{y})=1/3.`$ If $`r\left(\overline{y}\right)<1,`$ this point is a radiation tracker different from R with a different value of $`r^2(y)`$. If $`r^2(\overline{y})>1`$, then $`\overline{y}`$ is not a tracker at all; but, since $`r\left(y_S\right)=1`$, there must exist a point in the interval $`y_S>y_k`$ $`>\overline{y}`$ where $`r\left(y_k\right)=1,`$ which corresponds to a $`k`$-attractor. That is, either there is a an extra radiation tracker or there is an extra $`k`$-attractor.
For models of type A<sub>r</sub> where $`r^2(y)`$ is monotonically decreasing, a dust tracker solution with $`r(y_D)<r(y_R)`$ is inevitable and $`k`$essence will be attracted immediately to it after matter-radiation equality, a situation we are trying to avoid in order to explain the present-day cosmic acceleration. The model $`\stackrel{~}{p}(X)=1+X`$ falls in the above category; with a field redefinition, the action can be recast into the model of a field with canonical kinetic energy rolling down an exponential potential , an example which is well-known to track in both the radiation- and matter-dominated epochs.
B<sub>r</sub>) R, S, K plus possibly other attractors at $`y<y_D.`$ This situation takes place when there is no dust tracker solution ($`r\left(y_D\right)>1`$) the case considered in our first paper.
C<sub>r</sub>) R, S (no K attractor) and at least one additional attractors r(?) or k(?). This case occurs whenever there is a dust tracker solution ($`r\left(y_D\right)<1)`$) with the property that $`r\left(y_D\right)>r\left(y_R\right)`$ or, in other words, $`(\epsilon _k/\epsilon _{tot})_D>(\epsilon _k/\epsilon _{tot})_R`$. Even though there exists a dust tracker solution, we will show it is nevertheless possible to have a finite period of cosmic acceleration at the present epoch before $`k`$-essence reaches the dust tracker solution in the future. For this to occur, the function $`r\left(y\right)`$ must increase somewhere in the interval $`y_R<y<y_D`$. This is precisely the case considered above (see discussion of case A<sub>r</sub>), where we argued that there must be an extra $`r`$ and/or $`k`$-attractor in the interval $`y_D<y<y_R`$. Furthermore, the attractor closest to $`y_D`$ must have $`r(y_{r/k})>r(y_D)>r(y_R)`$; otherwise, we could find another attractor in the interval $`y_{r/k}<y<y_k`$, as can be shown by repeating the argument presented under A<sub>r</sub> for this interval. If $`r(y_{r/k})>r(y_D)>r(y_R)`$, this second tracker has a larger fraction of $`k`$-essence.
A phase diagram of the system of Eqs. (20)-(21) describing the global evolution of the $`k`$-field during radiation domination is shown in Figs. 2, 3 and 4 for each of the cases A<sub>r</sub>, B<sub>r</sub> and C<sub>r</sub> respectively. Phase trajectories cannot cross the lines where $`\epsilon _k/\epsilon _{tot}`$ is equal to zero or one, and, hence, their tangents are horizontal there. The position of the radiation tracker R is fixed by the intersection of the $`y=y_R`$ line (dashed) and the $`r^2(y)`$ curve (dotted). If $`r^2(y)`$ is bigger than one at the intersection point, the tracker does not exist. Notice that the phase trajectories go in the direction of increasing (decreasing) $`\epsilon _k/\epsilon _{tot}`$ for $`w_k(y)<1/3`$ ($`w_k(y)>1/3`$) and therefore, their tangents are horizontal at the points where $`w_k(y)=1/3`$. On the other hand, phase trajectories evolve in the direction of increasing (decreasing) $`y`$ for $`\epsilon _k/\epsilon _{tot}<r^2(y)`$ ($`\epsilon _k/\epsilon _{tot}>r^2(y)`$) and at the points where these phase lines cross the curve $`r^2(y)`$ their tangents are horizontal (see Eq. (10)). The form of $`r(y)`$ also gives a clue about the equation of state $`w_k(y)`$: in the region where $`r\left(y\right)`$ is an increasing function of $`y`$ we have $`w_k(y)>1`$ and where it decreases $`w_k(y)<1`$. Hence, as noted previously, $`r(y)`$ is what mainly determines the structure of the phase diagram.
As clearly seen in the figures in all cases, if the $`k`$-field is initially located near the R-tracker, it converges to it. Therefore, the basin of attraction is non-zero in all three cases. The attraction region includes equipartition initial conditions, the most natural possibility.
For A<sub>r</sub>, Fig. 2, the R-attractor has the largest basin of attraction, the complete phase plane. If one starts, for instance, at $`(\epsilon _k/\epsilon _{tot})_i=\mathrm{exp}\left(30\right)(\epsilon _k/\epsilon _{tot})_R,`$ then the $`k`$-field rapidly reaches the vicinity of the de Sitter point S and joins the attractor connecting this point to the R-tracker.
The cases B<sub>r</sub> and C<sub>r</sub> have limited basins of attraction, and so are not as favorable from the point of view of initial conditions. If the energy density of the $`k`$-field is much smaller than the value at the R-tracker, the $`k`$-field travels first to the vicinity of the S-attractor, where it meets the phase trajectory that connects it to the K-attractor (case B<sub>r</sub>) or the r-attractor (case C<sub>r</sub>). In either situation, the field never reaches the R-tracker. Although the latter two cases have smaller basins of attraction than case A<sub>r</sub>, only cases B<sub>r</sub> and C<sub>r</sub> can produce cosmic acceleration today. One can simply assume that the initial value of the $`k`$-field lies somewhere in the basin of attraction, a reasonable possibility. An alternative is to introduce additional $`\phi `$dependence in the Lagrangian, as for instance, $`L=g(y,\phi )/y\phi ^2,`$ where $`g(y,\phi )g_1\left(y\right)`$ at high energies $`(\phi `$ is smaller than some $`\phi _0)`$ and $`g(y,\phi )g_2\left(y\right)`$ at relatively low energies $`(\phi `$ is bigger than $`\phi _0),`$ such that $`g_1\left(y\right)`$ has an A<sub>r</sub>-set of attractors and $`g_2\left(y\right)`$ has a B<sub>r</sub>/C<sub>r</sub>-set of attractors. Note, that the exact value of $`\phi _0`$ is not important at all, we only have to be sure that the transition from one regime to the other happens before equipartition. Although modifying the Lagrangian may seem more complicated, it has the advantage that it removes nearly altogether dependence on initial conditions.
### B Matter Domination
We have shown that it is possible to choose a wide range of models and initial conditions for which the $`k`$-field converges to the R-tracker during the radiation-dominated epoch. The goal is to produce a scenario in which $`k`$-essence overtakes the matter density and induces cosmic acceleration today. Yet, the contribution of $`k`$-essence to the total energy density must not spoil big bang nucleosynthesis or dominate over the matter density at the end of the radiation-dominated epoch (see Sec. III.B). To satisfy these conditions, it typically suffices if the R-tracker satisfies
$$(\epsilon _k/\epsilon _{tot})_R=r^2\left(y_R\right)=\alpha 10^210^1.$$
(37)
In this subsection, we study the evolution as the universe enters the matter-dominated epoch and the $`k`$-field is forced to leave the radiation tracker. In a dust dominated epoch the relevant attractors can appear in the following two possible sets: A<sub>d</sub>) S, K and B<sub>d</sub>) S, D.
In both cases successful $`k`$-essence models are possible. In the case A<sub>d</sub>, which was discussed in our earlier paper, there is no dust tracker solution, $`(r\left(y_D\right)>1)`$. Therefore, as seen in the phase diagram of Fig. 5, when the radiation-dominated epoch is over, $`k`$-essence approaches first the S-attractor; afterwards, when its energy density has increased significantly, it moves to the K- attractor (a state with negative pressure but $`w_k>1`$). If $`w_k\left(y_K\right)<1/3`$, the expansion rate accelerates for the indefinite future; if $`1/3<w_k\left(y_K\right)<0`$, the expansion rate decelerates. Either way, the matter-radiation density is increasingly negligible compared to $`k`$-essence in the far future.
In the second case (B$`{}_{d}{}^{})`$, there is a dust tracker solution. If $`(\epsilon _k/\epsilon _{tot})_D1`$, $`k`$-essence contributes only a small fraction of the total energy density at this attractor, and it approaches this attractor almost immediately after matter-radiation equality. This is not desirable since then $`k`$-essence cannot dominate today or cause cosmic acceleration. However, if $`(\epsilon _k/\epsilon _{tot})_D=r^2\left(y_D\right)1`$ or $`(\epsilon _k/\epsilon _d)_D1`$, there can be a period of cosmic acceleration before the $`k`$-field reaches the dust attractor since it can first approach the S-attractor and remain there for a finite time, see Figure 6. Ultimately, though, the acceleration is temporary; the $`k`$-field proceeds to the dust tracker, the expansion of the universe begins to decelerate, and the ordinary and (cold) dark matter density approaches a fixed, finite fraction of the total energy. We refer to the scenario as a “late dust tracker” because the dust attractor is reached long after matter-domination has begun.
Taking into account that $`r(y_D)`$ is near unity or greater for both case A<sub>d</sub> and B<sub>d</sub>, we obtain from Eqs. (17) and (37):
$$\frac{g_R^{}y_R^2}{g_D^{}y_D^2}\frac{9}{16}\alpha 5(10^310^2).$$
(38)
We can also infer from Fig. 1 that $`g_D^{}(y_Ry_D)g\left(y_R\right)=y_Rg_R^{}/3`$ and, therefore, for $`\alpha 1`$,
$$\frac{y_R}{y_D}\frac{3}{16}\alpha 2(10^310^2)$$
(39)
and
$$\frac{g_D^{}}{g_R^{}}\frac{\alpha }{16}6(10^410^3).$$
(40)
Since $`\epsilon _k=g^{}/\phi ^2`$ and $`\left|g^{}\left(y_S\right)\right|\left|g^{}\left(y_D\right)\right|`$, we conclude that after radiation domination, when the $`k`$-field reaches the vicinity of the S-attractor, the ratio of energy densities in $`k`$-essence and dust can not exceed $`\epsilon _k/\epsilon _d<\alpha ^2/166(10^610^4).`$ This is the nadir of $`k`$-essence; once $`k`$-essence approaches the S-attractor, its contribution to the cosmic density increases again until it becomes comparable to the matter density. In case A<sub>d</sub>, the $`k`$-field will evolve further to the K-attractor and the $`k`$-essence energy will increasingly dominate over the matter density. In case B<sub>d</sub>, the $`k`$-field approaches the D-tracker where the ratio of $`k`$-essence to the matter density approaches some fixed positive value.
The statements above are generic and do not dependent significantly on the concrete model as long as it satisfies the simple criteria formulated above. Let us stress that the only small parameter used is the ratio $`(\epsilon _k/\epsilon _{tot})_R,`$ which has to be of the order of $`10^210^1,`$ a very natural range for these models and one that satisfies constraints of big bang nucleosynthesis (see Sec. III.B). For this range, the present moment is approximately the earliest possible time when cosmic acceleration could occur.
Finally note that, during the transition from the radiation tracker R to the de Sitter attractor S, the equation-of-state of $`k`$-essence has to take values bigger than one, and hence the dominant energy condition $`\epsilon _k>|p_k|`$ is violated during a certain finite time interval. This violation implies that $`k`$-essence energy can travel with superluminal speeds . Thus, perfectly Lorentz-invariant theories containing non-standard kinetic terms seem to allow the presence of superluminal speeds, as already pointed out in .
## V Constructing Models
In previous sections, we have presented a general theoretical treatment of the attractor behavior of $`k`$-essence fields in a cosmological background. We have emphasized the properties needed to formulate models which will lead naturally to cosmic acceleration at the present epoch. In this section, we discuss how to apply the general principles to construct illustrative toy models.
Let us summarize the conditions we have derived for building viable Lagrangians. First, we must satisfy the general positive energy and stability conditions in Eq. (15). If $`g`$ takes positive and negative values, they already suffice to guarantee generically the existence of a radiation point $`y_R`$ where $`w(y_R)=1/3`$, a unique dust point $`y_D`$ where $`w(y_D)=0`$, and a unique de Sitter point $`y_S`$ where $`w(y_S)=1`$. The radiation point is an attractor if $`g^{\prime \prime }(y_R)`$ is sufficiently small,
$$g^{\prime \prime }(y_R)<4\frac{g^{}(y_R)}{y_R},$$
(41)
and the remaining prerequisites needed to ensure a successful scenario are then reduced to simple restrictions on the derivative of $`g`$ at two separate values of y:
1. At $`y_R`$, $`r_R^2=2g^{}(y_R)y_R^210^210^1`$.
2. At $`y_D`$ either $`r_D^2=9y_D^2g^{}(y_D)/8>1`$ or $`1r_D^2=1+9y_D^2g^{}(y_D)/81`$.
The first condition in ii) corresponds to cases where there is no dust attractor, and the second condition to cases where there is a dust attractor with a small matter to $`k`$-essence energy density ratio.
A straightforward way of constructing a function with given derivatives at two points is to glue two linear functions with the required slopes, as shown in Figure 7. Observe that if $`g(y)`$ is linear around the radiation point the attractor requirement (41) is automatically fulfilled. In order to have a finite $`c_S^2`$, it suffices to introduce small quadratic corrections to the glued linear functions. We implement this procedure to build a toy model expressed in terms of artificial parameters (from the point-of-view of fundamental physics) that can be simply related to Fig. 7 and our earlier discussion of attractor solutions. One should appreciate that, for this pedagogical purpose, we have “overparameterized” the problem – the outcome is rather insensitive to most parameters as long as they obey certain simple general conditions. Simpler forms with fewer parameters are certainly possible.
Let $`g_{glue}(y)`$ be any smooth function constructed by gluing the two linear pieces of Fig. 7. The function $`g_{glue}`$ depends on $`y`$ and has $`y_R,g_R^{},y_D`$ and $`g_D^{}`$ as parameters where $`y_R`$ and $`y_D`$ are the radiation and the dust attractor values and the derivatives of $`g`$ at these points are $`g_R^{}`$ and $`g_D^{}`$ respectively. Our toy model corresponds to
$$g(y)g_{glue}(y)\left(1\frac{y}{s^2y_D}\right).$$
(42)
The factor $`g_{glue}`$ describes the function in Figure 7 and the factor in parenthesis provides the quadratic corrections needed to have a positive speed of sound. It so happens that the latter factor also shifts the de Sitter point from $`y=\mathrm{}`$, as it would be for purely linear functions, to finite $`y`$, although this is not crucial for our purpose. For $`s1`$ the de Sitter point is located at $`y_Ssy_D`$ and $`gg_{glue}`$.
Once a general form for $`g`$ is known, such as the example above, one can study how the model parameters affect the resulting cosmology. Our conclusion is that the predictions of the toy model are relatively insensitive to the gluing function or to the particular values of $`y_R,y_D,g_R^{},g_D^{}`$ and $`y_S`$ as long as they satisfy certain simple relations. For instance, what sets the values of $`\mathrm{\Omega }_k`$ and $`w_k`$ today? Do these depend on the precise form of the interpolating function? We have solved numerically the equations-of-motion for a wide range of gluing functions $`g_{glue}`$ in Eq. (42). For a typical parameter choice, the final value of $`\mathrm{\Omega }_k`$ does not depend on the particular gluing function as long as $`g_{glue}`$ conforms closely enough to Fig. 7.
The value of $`\mathrm{\Omega }_k`$ today does depend on the evolution of $`\epsilon _k/\epsilon _m`$. At early times the field is locked at the radiation tracker, and its fractional energy density ratio is given by $`2g_R^{}y_R^2`$. After radiation-matter equality the field can not follow the radiation tracker anymore and its energy density drops by several orders of magnitude until $`\epsilon _k/\epsilon _m`$ reaches a minimum value at the time $`w_k`$ falls below zero. We shall label this minimum value with the subscript “min”. The energy density at this minimum is roughly given by
$$\left(\frac{\epsilon _k}{\epsilon _m}\right)_{min}r_R^2\frac{g_D^{}}{g_R^{}}.$$
(43)
The position of the minimum in time only depends on the distance between the radiation and crossing point $`y_cy_R`$. As $`y_cy_R`$ increases from zero, the minimum is shifted from matter-radiation equality to later times. After reaching the minimum, the field moves on to the de Sitter attractor and $`\epsilon _k/\epsilon _m`$ grows as $`(z+1)^3`$, where $`z`$ is the red shift. In order to have $`k`$-essence dominate today, it must be that $`\epsilon _k/\epsilon _m`$ during the radiation epoch lies roughly between $`10^1`$ and $`10^2`$. Then, $`(\epsilon _k/\epsilon _m)_{min}`$ lies in the range $`10^410^6`$ and, provided $`y_c`$ is chosen appropriately, this has $`k`$-essence dominating at about the present epoch. One can see these conditions impose constraints on certain combinations of our parameters, although in a fairly natural range not very far from unity.
As discussed in Section IV.B, there are two possible future fates for the universe depending upon whether there is a “late dust tracker” solution or not. By requiring $`r_D^2>1`$ we avoid a dust tracker and, therefore, insure that the $`k`$-field approaches the $`k`$-attractor when $`k`$-essence starts to dominate. The equation of state of $`k`$-essence at the $`k`$-attractor depends on the parameter $`s`$. By increasing $`s`$ the equation of state $`w_k`$ at the $`k`$-attractor approaches $`1`$, and in the limit $`s\mathrm{}`$, $`w_k(y_K)1`$. If $`w_k<1/3`$, the expansion rate of the universe accelerates forever. Using the maximal value of the $`w`$ at the present epoch as allowed by supernovae observations, say, $`s`$ can be simply adjusted to insure that $`w`$ at the $`k`$-attractor is less than or comparable to this value. In this case, the equation-of-state of $`k`$-essence today will be less than or equal to $`w_k(y_K)`$, which is set by $`s`$, as described above.
If $`r_D^2<1`$, it is possible to have successful models if $`r_D^2`$ is sufficiently close to $`1`$. In such a model the equation-of-state of $`k`$-essence will finally reach $`w_k=0`$ in the far future; so, ultimately, cosmic acceleration ceases and the expansion begins to decelerate again. Nevertheless, it is still possible to have a finite period in which the equation-of-state is negative and which includes the present epoch. It is worth noting that models without a dust attractor are more generic and natural, since they do not require a special tuning of $`r\left(y_D\right)`$ to a value close but smaller than unity at the dust point. Below we illustrate examples of both types.
### A Model without dust attractor
Models that belong to the general class A<sub>d</sub> illustrated in Fig. 5 do not have dust attractor solutions because $`r(y_D)>1`$. Choosing the following values of the parameters, $`y_R=0.1`$, $`g_R^{}=5,`$ $`y_D=17`$, $`g_D^{}=510^3`$ and $`s^2y_D=135`$, we have $`r(y_D)1.2`$. Therefore, there has to be a K-inflationary attractor, which is located for our parameter choice at $`y_K28`$. At the K-attractor, $`k`$-essence has the equation-of-state $`w_k\left(y_K\right)0.43.`$ The ratio of the energy densities at the R-tracker in this model is $`(\epsilon _k/\epsilon _{tot})_R=0.1`$. The results of the numerical calculations are presented in Figs. 8 and 9. We see that during the radiation stage $`k`$-essence quickly reaches the radiation tracker, in particular, the oscillations of the equation-of-state $`w_k`$ in Fig. 9 around $`w_k=1/3`$ decay exponentially rapidly. The $`k`$-field has the same equation of state as radiation until the moment when dust starts to dominate. Around this time the energy density of $`k`$-essence suddenly drops by three orders of magnitude and the equation-of-state, after a very short period of increase, drops down to $`w_k1`$, the value of the equation-of-state along the S-attractor. After that, when the energy density of $`k`$-essence becomes significant, $`w_k`$ starts to increase towards the K-attractor value, -0.43. Since $`\mathrm{\Omega }_k`$ is not yet unity, the current value is somewhere between the K-attractor value and -1; in this example, the value today ($`z=0`$) is $`w_k0.69`$. The energy density of $`k`$-essence today is $`\mathrm{\Omega }_k0.65`$, and because we assumed a flat universe, $`\mathrm{\Omega }_m=0.35`$. For completeness let us mention that we have defined “today” ($`z=0`$) to be the moment when the matter-radiation energy density ratio is given by $`(\epsilon _r/\epsilon _m)_{today}4.30710^5/(\mathrm{\Omega }_mh^2)`$.
### B Model with a late dust attractor
Taking $`y_R=1110^3,`$ $`g_R^{}=34,`$ $`y_D=11,`$ $`g_D^{}=810^3`$ and $`s^2y_D=56,`$ we can construct a model with a “late dust tracker”, corresponding to the phase diagram in Fig. 6. The parameters have been deliberately chosen to differ significantly from the ones in the model without dust attractor in order to illustrate that fine tuning is not necessary.
The late dust attractor is reached after $`k`$-essence passes near the de Sitter attractor following matter-radiation equality. At the late dust tracker $`(\epsilon _k/\epsilon _{tot})_D=r^2\left(y_D\right)0.88`$ and, correspondingly, $`(\epsilon _k/\epsilon _d)_D7.`$ Hence, the fractional contribution of the matter density is small but remains finite in the indefinite future. The ratio of energies at the R-tracker is $`(\epsilon _k/\epsilon _{tot})_R8.310^3.`$ The results of the numerical calculations are presented in Figs. 10 and 11. The evolution of the $`k`$-field here is very similar to the one we described in the previous case; the differences between both models occur at small red-shifts. The fraction of the critical energy density of $`k`$-essence today is in this model also $`\mathrm{\Omega }_k=0.65`$ and the equation-of-state $`w_k`$ takes the value $`0.4`$. The future evolution of the model with a late dust attractor is completely different from what we found in the previous one. Here the ratio of the energy densities of $`k`$-essence and dust will continue growing in the future only until it becomes approximately $`7`$. After that it will start to oscillate around this value with exponentially decaying amplitude while the pressure approaches the dust point, where $`w_k=0`$.
### C Simpler and More Practical Examples
The toy models presented thus far are all built on the ansatz shown in Fig. 7, which entails numerous parameters. We have pointed out that the large number of parameters is not a necessary feature. We have introduced this form for pedagogical purposes, since it enables one to study directly the relation between the attractor solutions and cosmic evolution. Indeed, our analysis showed that the cosmological solution is relatively insensitive to most of the parameters provided they obey a few broad conditions.
To emphasize the point, consider a model of the form
$$\stackrel{~}{p}(X)=b+2\sqrt{1+Xh(aX)},$$
(44)
where $`h(aX)`$ is some smooth function that can be expanded in a power series in $`X`$. This particular form is reminiscent of a Born-Infeld action in which $`h(aX)`$ could represent higher order corrections in $`X`$. (This choice of a square-root form is not essential – simply an example.) As a specific case, for $`b=2.05`$ and $`Xh(aX)=X(aX)^2+(aX)^3(aX)^4+(aX)^5(aX/2)^6`$ the Lagrangian defined by (44) satisfies all constraints and produces $`\mathrm{\Omega }_m=0.3`$ and $`w_k=0.8`$ today if one chooses $`a=10^4`$. This particular example has a cosmic evolution similar to the one described in Section V.A (no dust attractor). We see that in this case, as with a wide range of other functional forms, the condition $`b>2`$ and the choice of the single parameter $`a`$ suffices to satisfy all of the conditions of the multi-parameter toy models.
## VI Discussion
Introducing a dark energy component with negative pressure has resolved many observational problems with the standard cold dark matter model including the recent evidence from supernovae searches that the universe is undergoing cosmic acceleration. At the same time, the dark energy component presents a profound challenge to cosmology and fundamental physics. What is its composition and why has it become an important contribution to the energy density of the universe only recently?
The example of $`k`$-essence shows that it is possible to find a predictive, dynamical explanation that does not rely on coincidence or the anthropic principle. Unlike a cosmological constant or quintessence models of the past, the energy density today is not fixed by finely-tuning the vacuum density or other model parameters. Rather, the energy density today is forced to be comparable to the matter density today because of the dynamical interaction between the $`k`$-essence field and the cosmological background.
Technically, the $`k`$-essence approach, at least in the examples we have constructed, relies on attractor properties that naturally arise if the action contains terms that depend non-linearly on the gradients of the $`k`$-essence field. Non-linear terms of this type appear in most models unifying gravity with other particle forces, including supergravity and superstring models. In the past, these contributions have been ignored for reasons of “simplicity.”. The example of $`k`$-essence demonstrates that the effects of non-linear dynamics can be dramatic. In a cosmological setting, we have shown how they can cause the $`k`$-essence field to transform from a tracking background field during a radiation-dominated epoch into a an effective cosmological constant at the onset of matter-domination. This effect explains naturally why cosmic acceleration could begin only at low temperatures, at roughly the present epoch.
The non-linear dynamics is totally missed if the kinetic energy terms are truncated at the lowest order contributions. Hence, the kinds of attractor effects discussed in this paper have gone unnoticed in most treatments of quantum field theory. This was one of the reasons for providing a detailed, pedagogical treatment for at least one class of models. Clearly, this is the tip of a broad arena of study. As another possible application, it is interesting to note that a fundamental problem of superstring models is to control the behavior of the many moduli fields in the theory, which are coupled to one another through non-linear kinetic energy terms. At the linear level, the moduli appear to be free fields with a flat potential, and so there is no guidance as to why, amongst all the possible limits of $`M`$-theory, the low energy limit looks like the Standard Model. Perhaps non-linear attractor behavior constrains the evolution of moduli fields.
In this paper, we have focused on how non-linear dynamics addresses a fundamental theoretical issue, the cosmic coincidence problem. An important question to consider is whether there are observational tests to distinguish $`k`$-essence from alternative explanations. One notable feature of $`k`$-essence models compared to the more general tracker quintessence models is that the equation-of-state, $`w_k`$ is increasing at the present epoch. For quintessence scalar fields rolling down tracker potentials, the quintessence tracks the matter density ($`w=0`$) during most of the matter-dominated epoch, and only recently has begun to decrease towards $`w=1`$. Hence, measurements of $`dw/dz`$ for the dark energy would distinguish these two possibilities from one another and from a cosmological constant. However, this test would not distinguish $`k`$-essence from more general quintessence models that can also be tuned so that $`w_k`$ is increasing today as well. A second feature of $`k`$-essence is the non-linear kinetic energy contribution. A consequence is that the effective sound speed $`c_S^2`$ is generically different from unity, whereas $`c_s=1`$ for a scalar field rolling down a potential. Depending on the model, the distinctive sound speed can have subtle or significant effects on the cosmic microwave background anisotropy. We will address these observational considerations in a forthcoming paper.
As regards the future of the universe, our work here offers a new, perhaps pleasing possibility. In previous models with cosmological constant or quintessence, the acceleration of the universe continues forever and ordinary matter that composes stars, planets and life as we know it becomes a rapidly shrinking fraction of the energy density of the universe. In the “late dust tracker” scenario which we have introduced here, the acceleration is temporary and the matter density approaches a fixed, finite fraction of the total.
This work was supported in part by the “Sonderforschungsbereich 375-95 für Astro-Teilchenphysik” der Deutschen Forschungsgemeinschaft (C.A.P. & V.M.) and by Department of Energy grant DE-FG02-91ER40671 (Princeton) (P.J.S.).
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# Self-Breaking of the Standard Model Gauge Symmetry
## 1 Introduction and Conclusions
The Standard Model (SM) has three main ingredients: 1) the $`SU(3)_C\times SU(2)_W\times U(1)_Y`$ gauge group; 2) three generations of quarks and leptons; 3) a Higgs doublet. As opposed to the gauge group and fermion representations which may be viewed as natural low-energy remnants of an unified theory, the Higgs doublet is an ad hoc addition required solely to break the electroweak symmetry and to accommodate the observed fermion masses. In this paper we show that the existence of a Higgs doublet is a consequence of ingredients 1) and 2) provided the gauge bosons and fermions propagate in appropriate extra dimensions compactified at a scale in the TeV range.
Given that gauge theories are non-renormalizable in more than four dimensions, there is need for a physical cutoff, $`M_s`$, above but not far from the compactification scale. An obvious candidate for this cutoff is the scale of quantum gravity, as would occur if the gravitational coupling becomes strong at a scale in the TeV range. This may be achieved if the space accessible to Standard Model fields is embedded in a large volume accessible only to the gravitons , or if there are warped extra dimensions . An alternative possibility is that the theory becomes embedded in some other consistent ultraviolet completion of higher-dimensional gauge theory without gravity, while the scale of quantum gravity is higher.
Below the cutoff scale $`M_s`$, we are dealing with an effective field theory which includes the $`SU(3)_C\times SU(2)_W\times U(1)_Y`$ gauge group and three generations of fermions in compact dimensions. The basic idea is that the higher-dimensional gauge interactions become strong at the scale $`M_s`$ and produce fermion–anti-fermion bound states. It is very significant that, with plausible dynamical assumptions, the charges of the quarks and the leptons under the Standard Model gauge group are such that the most deeply bound state which transforms non-trivially under the gauge group is a Higgs doublet. Thus, a composite Higgs doublet which acquires an electroweak asymmetric vacuum expectation value could result as a direct consequence of the extra dimensions.
Previously, it has been shown that the combined effect of the Kaluza-Klein (KK) modes of the gluons is strong enough to give rise to a composite Higgs doublet made of the four-dimensional left-handed top-bottom doublet and a five-dimensional top-quark field . More generally, the strong dynamics intrinsically associated with gauge interactions in extra dimensions is a good candidate for viable theories without a fundamental Higgs doublet .
Here we consider the more natural setup where a full generation (the “third” one by definition) propagates in extra dimensions of TeV<sup>-1</sup> size, and the higher-dimensional $`SU(3)_C\times SU(2)_W\times U(1)_Y`$ interactions induce electroweak symmetry breaking. In section 2 we study the possible bound states and symmetry breaking pattern of the higher-dimensional gauge dynamics using the most attractive channel (MAC) analysis. A more detailed description of the bound states using the Nambu–Jona-Lasinio (NJL) approximation is presented in section 3. Remarkably enough, it turns out that the composite Higgs doublet has a Yukawa coupling of order one only to the top quark. The model includes potentially light composite scalars other than the Higgs boson, which could be within the reach of future collider experiments.
Despite the uncertainties due to the cutoff scale, we are able to obtain rather reliable predictions for the top and Higgs masses because the renormalization group (RG) equations exhibit infrared fixed points. The top mass is predicted with a $`𝒪(20\%)`$ uncertainty, and is consistent with the experimental value. The Higgs boson mass is predicted in the $`165230`$ GeV range (section 4).
More generally, extra dimensions accessible to Standard Model fields provide a natural setting for theories with composite Higgs fields. Normally, in four dimensions, these theories suffer from the difficulty that the SM Yukawa couplings look quite perturbative; even for the top quark $`\lambda _t1`$ rather than $`4\pi `$. On the other hand, in any theory with a composite Higgs, the Yukawa couplings are expected to blow up at the compositeness scale. This either predicts too large a top quark mass if this scale is low, or requires us to push the compositeness scale up so high that the usual hierarchy problem fine-tune is needed to keep the Higgs light . Theories with extra dimensions allow for a way out of this problem: all the fundamental higher-dimensional couplings, including the gauge and Yukawa couplings, can be strong, while the effective four-dimensional couplings can be perturbative due to a moderate dilution factor from the volume of the extra dimensions. More precisely, strong dynamics can trigger a composite Higgs to form in higher dimensions with the associated large couplings, but the power-law running of couplings in higher dimensions allow these couplings to reach perturbative infrared fixed points without the need to push the compositeness scale to grand unification scale values. The discussion of section 4 for the top and Higgs masses holds in any such higher-dimensional theory, with the “composite” boundary conditions that the top Yukawa and Higgs quartic couplings blow up at the ultraviolet cutoff.
In section 5 we mention various scenarios with three generations in which some flavor non-universal effects prevent the up and charm quarks from forming deeply bound states at the scale $`M_s`$, while also allowing the light quarks and leptons to obtain their masses. Finally, we conclude with a comparison between our scenario and the supersymmetric extensions of the Standard Model in section 6.
## 2 A Third Generation Model
Let us consider the Standard Model gauge group and one generation (the “third” one) of fermions in $`D`$ dimensions, where four of them are the usual Minkowski spacetime and $`D4`$ spatial dimensions are compactified at a scale $`1/R`$ of a few TeV. For even $`D`$, there is an analogue of the four-dimensional $`\gamma _5`$ matrix, $`\mathrm{\Gamma }_{D+1}`$, hence chiral fermions with eigenvalues $`\pm 1`$ of $`\mathrm{\Gamma }_{D+1}`$ exist. Nonetheless, the higher-dimensional fermions have four or more components. In order to obtain a four-dimensional chiral theory, the extra dimensions must be compactified on an orbifold or with some boundary conditions such that the zero modes of one four-dimensional chirality are projected out. We will concentrate mostly on the case of chiral fermions in even number of extra dimensions, leaving the more complicated discussion of vector-like fermions in $`D5`$ for the Appendix.
We assign $`SU(2)_W`$ doublets with positive chirality, $`𝒬_+`$, $`_+`$, and $`SU(2)_W`$ singlets with negative chirality, $`𝒰_{}`$, $`𝒟_{}`$, $`_{}`$. Each fermion contains both left- and right-handed two-component spinors when reduced to four dimensions. We impose an orbifold projection such that the right-handed components of $`𝒬_+`$, $`_+`$, and left-handed components of $`𝒰_{}`$, $`𝒟_{}`$, $`_{}`$, are odd under the orbifold $`𝐙_2`$ symmetry and therefore the corresponding zero modes are projected out. As a result, the zero-mode fermions are two-component four-dimensional quarks and leptons: $`𝒬_+^{(0)}(t,b)_L`$, $`𝒰_{}^{(0)}t_R`$, $`𝒟_{}^{(0)}b_R`$, $`_+^{(0)}(\nu _\tau ,\tau )_L`$, $`_{}^{(0)}\tau _R`$.
Given that the massless fermion spectrum (before electroweak symmetry breaking) is a full generation of Standard Model fermions, the theory is obviously free from four-dimensional anomalies. Nevertheless, there may be $`D`$-dimensional anomalies because the theory is chiral. There are no $`SU(3)_C`$ anomalies because the fermions have vector-like strong interactions. Similarly, the unbroken $`U(1)_{EM}`$ is anomaly free, and the gravitational anomaly cancels if we include a singlet with negative chirality. (Its zero-mode can be identified as a right-handed neutrino.) On the other hand, the $`SU(2)_W`$ and $`U(1)_Y`$ representations are chiral and there are $`[SU(2)_W]^{D/2+1}`$, $`[U(1)_Y]^{D/2+1}`$ and mixed anomalies. These $`D`$-dimensional anomalies, however, can be canceled by the Green-Schwarz mechanism . We will assume the presence of such a Green-Schwarz counterterm in the effective Lagrangian so that the full theory is non-anomalous. This term will not play any role in the following discussion.
At the cutoff scale, $`M_s`$, the Standard Model gauge interactions are non-perturbative and produce bound states. Some of the scalar bound states may have squared-masses significantly smaller than $`M_s^2`$, due to the quadratic dependence on the cutoff of their self-energies . We do not expect that the interactions which are strong in the ultraviolet exhibit confinement, because at large distance ($`R<r<\mathrm{\Lambda }_{\mathrm{QCD}}^1`$) only the zero modes of the gauge fields are relevant and the interactions are not strong. The effective theory below $`M_s`$ involves both fermions and composite scalars. The squared-mass of the composite scalar decreases when the strength of the attractive interaction that produces the bound state increases. For a sufficiently strong attractive interaction, the squared-mass turns negative inducing chiral symmetry breaking.
In order to study the low-energy theory and the symmetry breaking pattern, we need to identify the most attractive scalar channels . In the one-gauge-boson-exchange approximation, the binding strength of a $`\overline{\psi }\chi `$ channel is proportional to
$$\widehat{g}_3^2𝐓_{\overline{\psi }}𝐓_\chi +\widehat{g}_2^2𝐓_{}^{}{}_{\overline{\psi }}{}^{}𝐓_{}^{}{}_{\chi }{}^{}+\widehat{g}^2Y_\psi Y_\chi $$
(2.1)
where $`\widehat{g}_3`$, $`\widehat{g}_2`$ and $`\widehat{g}^{}`$ are the six-dimensional $`SU(3)_C\times SU(2)_W\times U(1)_Y`$ gauge couplings at the cutoff scale, $`𝐓`$ and $`𝐓^{}`$ are the $`SU(3)_C\times SU(2)_W`$ generators of the corresponding fermion, and $`Y`$ is the hypercharge. For computing the relative strength of various channels it is convenient to use the following identity:
$$𝐓_{\overline{\psi }}𝐓_\chi =\frac{1}{2}\left[C_2\left(\overline{\psi }\right)+C_2\left(\chi \right)C_2\left(\overline{\psi }\chi \right)\right],$$
(2.2)
where $`C_2(r)`$ is the second Casimir invariant for the representation $`r`$ of the gauge group.
The bound states which can be formed depend on the transformation of the higher-dimensional fermions under charge conjugation. Therefore, we will consider separately the cases of $`D=4k+2`$ and $`D=4k+4`$ with $`k1`$ integer.
### 2.1 Fermions in six dimensions ($`D=4k+2`$)
We first study a six-dimensional \[or more generally, $`(4k+2)`$-dimensional\] theory with chiral fermions. Note that these are dimensions larger than $`M_s^1`$ accessible to the quarks and leptons, and the discussion that follows does not depend on the existence of other dimensions which are either smaller than $`M_s^1`$ or inaccessible to the Standard Model fields.
In ($`4k+2`$) dimensions, the charge conjugation does not change the chirality, in contrast with the $`4k`$-dimension cases. Therefore, $`𝒬_+^c`$, $`_+^c`$ still have positive chirality and $`𝒰_{}^c`$, $`𝒟_{}^c`$, $`_{}^c`$ have negative chirality. The light bound states are $`(4k+2)`$-dimensional scalars, and their constituents have the $`\overline{\psi }_+\chi _{}`$ form.
In Table 1 we list all the attractive scalar channels and the binding strength of the composite scalars in the MAC approximation. The higher-dimensional gauge couplings $`\widehat{g}_i`$ are related to the four-dimensional ones by the volume of the $`D4`$ compact dimensions, $`\widehat{g}_i=g_i\sqrt{V_{D4}}`$. We use the $`SU(5)`$ normalization for the hypercharge gauge coupling, where $`\widehat{g}^2=(3/5)\widehat{g}_1^2`$. We denote the scalars transforming as the left-handed doublet quark under the SM gauge group by $`\stackrel{~}{q}`$, borrowing the notation from supersymmetry, and the scalars transforming as $`(\mathrm{𝟑},\mathrm{𝟐},5/6)`$ under SM gauge group by $`X`$.
Although composite operators such as $`\overline{𝒬}_+\mathrm{\Gamma }_\alpha 𝒬_+`$, where $`\alpha =5,\mathrm{},D`$, are also scalars in four dimensions, (reduced to $`\overline{q}_Lq_R\pm \overline{q}_Rq_L`$ in the two-component spinor notation,) they belong to the vector channels in $`D`$ dimensions. We make the usual dynamical assumption that Lorentz invariance is not spontaneously broken by the strong gauge dynamics. If these vector bound states do form, we assume that their masses are close to the cutoff scale. Although the $`D`$-dimensional Lorentz invariance is broken by the compactification, this breaking occurs at a scale significantly lower than the cutoff scale where the interactions become strong and the bound states are formed, so it should have little effect.
Above the compactification scale, the running of the four-dimensional gauge couplings becomes power-law due to the presence of the KK modes. The convergence of the three SM gauge couplings is accelerated. One typically finds that at the scale where the gauge interactions become non-perturbative, the three gauge couplings become comparable and are consistent with unification within theoretical uncertainties . Since the binding force is dominated by ultraviolet interactions, the $`SU(2)_W`$ and $`U(1)_Y`$ interactions could be as important as the $`SU(3)_C`$ interaction. In Table 1 we also list the relative binding strength for all the attractive scalar channels by assuming $`\widehat{g}_1=\widehat{g}_2=\widehat{g}_3`$. In order to avoid proton decay we do not invoke a unified gauge group, and simply assume that physics above $`M_s`$ preserves baryon number. However, if there was a unified gauge group at $`M_s`$, then the exchange of the additional gauge bosons would modify the binding strength.
An inspection of Table 1 shows that the most deeply bound states are the six-dimensional $`H_𝒰`$ and $`H_𝒟`$ scalars, which transform under the gauge group as the Standard Model Higgs doublet. Note that this is true for a wide range of couplings $`\widehat{g}_i`$; gauge coupling unification is not a necessity. These scalars have large Yukawa couplings to their constituents, $`\overline{𝒬}_+𝒰_{}`$ and $`\overline{𝒬}_+𝒟_{}`$ respectively. $`H_𝒰`$ is more strongly bound than $`H_𝒟`$, so that it naturally acquires a vacuum expectation value (VEV), breaking $`SU(2)_W\times U(1)_Y`$ down to $`U(1)_{EM}`$. Furthermore, if the binding strength of $`H_𝒰`$ is not much larger than the critical value where the squared-mass of $`H_𝒰`$ turns negative, then the VEV of $`H_𝒰`$ will be below the compactification scale. Hence, the zero mode of $`H_𝒰`$ plays the role of the SM Higgs doublet.
In the one-gauge boson exchange approximation, the squared-mass of $`H_𝒟`$ is expected to stay positive, because of the difference in the hypercharge interaction which also becomes strong, though significantly smaller than the compositeness scale. The other composite scalars, $`H_{}`$, $`\stackrel{~}{q}`$, $`\stackrel{~}{q}^{}`$, $`\stackrel{~}{q}^{\prime \prime }`$, $`X`$, and $`X^{}`$ are not likely to be sufficiently strongly bound for being relevant at low energies. Therefore, we have a compelling picture, in which the electroweak symmetry is correctly broken and only the top quark acquires a large mass. The low-energy effective theory below $`1/R`$ is simply the Standard Model plus a possible additional Higgs doublet (the zero mode of $`H_𝒟`$).
### 2.2 Fermions in eight dimensions ($`D=4k+4`$)
In eight dimensions (or more generally in $`D=4k+4`$ with $`k1`$) with chiral fermions, there are some different bound states because charge conjugation flips the chirality. Besides $`H_𝒰`$, $`H_𝒟`$, $`H_{}`$, and $`\stackrel{~}{q}^{\prime \prime }`$, there are four more bound states transforming like the right-handed down-type quark under the SM gauge transformation (see Table 2). Among them, the bound state $`\stackrel{~}{b}=\overline{𝒬}_+𝒬_{}^c`$ is also strongly bound and in the MAC approximation would have the same binding strength as $`H_𝒰`$ if all three SM gauge couplings had the same strength. The degeneracy is accidental and will not be exact. For example, by taking into account the effect of running couplings, the $`\overline{𝒬}_+𝒬_{}^c`$ channel will be somewhat weaker than the Higgs channel $`\overline{𝒬}_+𝒰_{}`$ even if we assume $`\widehat{g}_3=\widehat{g}_2=\widehat{g}_1`$ at the cutoff scale, because the contributions coming from scales below $`M_s`$ have $`\widehat{g}_2<\widehat{g}_3`$. Nevertheless, the composite scalar $`\stackrel{~}{b}`$ is expected to be quite light if the squared-mass of $`H_𝒰`$ becomes negative. The VEV of $`H_𝒰`$ will give a positive contribution to the squared-mass of $`\stackrel{~}{b}`$, and hence prevents $`\stackrel{~}{b}`$ from acquiring a nonzero VEV and breaking the color gauge group. The low-energy theory in this case is a two-Higgs-doublet model plus a charged color triplet scalar.
## 3 Four-fermion Operator Approximation
In the previous section we have studied the formation of bound states using a most attractive channel approximation. A more detailed study of the bound state properties may be based on the following considerations.
The higher-dimensional gauge interactions become strong at the ultraviolet cutoff, and therefore the high-momentum gauge fields give the dominant interaction between the fermions. The picture described in the previous section can be studied in a more quantitative manner by approximating the dynamics of the higher-dimensional gauge interactions with an effective theory involving four-fermion operators suppressed by a scale $`\mathrm{\Lambda }M_s`$<sup>1</sup><sup>1</sup>1 If gauge fields live in some additional dimensions where fermions do not propagate, and those dimensions have sizes much smaller than $`R`$, then one can first integrate out those additional dimensions and obtain the four-fermion interactions suppressed by the scale of those dimensions . Even if these dimensions have size of order $`R`$, the one gauge boson exchange is dominated by the ultraviolet and leads to local, four fermion operators. In the case where gauge fields and fermions propagate in the same dimensions, the four-fermion interactions generated by the gauge dynamics are non-local. Replacing them by local four-fermion operators is harder to justify, but analogous treatments in four dimensional gauge theories often work well empirically.:
$`{\displaystyle d^Dx\frac{1}{2\mathrm{\Lambda }^2}}`$ $`[\widehat{g}_3^2(\overline{𝒬}_+\mathrm{\Gamma }^\alpha T^r𝒬_++\overline{𝒰}_{}\mathrm{\Gamma }^\alpha T^r𝒰_{}+\overline{𝒟}_{}\mathrm{\Gamma }^\alpha T^r𝒟_{})^2+\widehat{g}_2^2(\overline{𝒬}_+\mathrm{\Gamma }^\alpha {\displaystyle \frac{\stackrel{}{\sigma }}{2}}𝒬_++\overline{}_+\mathrm{\Gamma }^\alpha {\displaystyle \frac{\stackrel{}{\sigma }}{2}}_+)^2`$ (3.1)
$`+{\displaystyle \frac{3}{5}}\widehat{g}_1^2({\displaystyle \frac{1}{6}}\overline{𝒬}_+\mathrm{\Gamma }^\alpha 𝒬_++{\displaystyle \frac{2}{3}}\overline{𝒰}_{}\mathrm{\Gamma }^\alpha 𝒰_{}{\displaystyle \frac{1}{3}}\overline{𝒟}_{}\mathrm{\Gamma }^\alpha 𝒟_{}{\displaystyle \frac{1}{2}}\overline{}_+\mathrm{\Gamma }^\alpha _+\overline{}_{}\mathrm{\Gamma }^\alpha _{})^2],`$
where $`\sigma `$ are the Pauli matrices.
To be concrete, we study the $`D=6`$ case in this section. The fermion fields depend on the spacetime coordinates $`x^\alpha `$, labeled by $`\alpha =0,1,2,3,5,6`$, where $`x^5`$ and $`x^6`$ are compact, of size $`\pi R`$. The six-dimensional gamma matrices are given in terms of the four-dimensional ones by, e.g.,
$$\mathrm{\Gamma }^\mu =\left(\begin{array}{cc}\gamma ^\mu & 0\\ 0& \gamma ^\mu \end{array}\right),\mu =0,1,2,3,\mathrm{\Gamma }^5=\left(\begin{array}{cc}0& i𝐈\\ i𝐈& 0\end{array}\right),\mathrm{\Gamma }^6=\left(\begin{array}{cc}0& 𝐈\\ 𝐈& 0\end{array}\right),$$
(3.2)
and the 6-dimensional chiral projection operators are defined by
$$P_\pm \frac{1\pm \mathrm{\Gamma }_7}{2}=\frac{1}{2}\left(\begin{array}{cc}1\gamma _5& 0\\ 0& 1\pm \gamma _5\end{array}\right).$$
(3.3)
The four-fermion operators (3.1) may be analyzed along the lines presented in . The scalar channel operators can be obtained after Fierz transformation,
$$d^6x\frac{3}{2\mathrm{\Lambda }^2}\left[c_𝒰\left(\overline{𝒬}_+𝒰_{}\right)\left(\overline{𝒰}_{}𝒬_+\right)+c_𝒟\left(\overline{𝒬}_+𝒟_{}\right)\left(\overline{𝒟}_{}𝒬_+\right)\right]+\mathrm{},$$
(3.4)
where $`c_𝒰`$, $`c_𝒟`$ are the binding strength for the corresponding channels, which in the simplest approximation are proportional to the value obtained in the MAC analysis, ($`\frac{4}{3}\widehat{g}_3^2+\frac{1}{15}\widehat{g}_1^2,\frac{4}{3}\widehat{g}_3^2\frac{1}{30}\widehat{g}_1^2`$,) and the ellipsis stand for vectorial and tensorial four-fermion operators, which are irrelevant at low energies, as well as four-fermion operators in the scalar channels that do not produce light scalars.
The operators shown above give rise to composite scalars whose kinetic terms vanish at a scale $`M_s`$. Therefore, these scalars are physical degrees of freedom only below $`M_s`$. We derive the low-energy effective Lagrangian following the steps described in . First, the scalar self-energies and quartic couplings are induced by the interactions with their constituents. These may be computed in the large-$`N_c`$ limit, where only one fermion loop contributes. Then the scalar fields may be redefined to allow canonical normalization of their kinetic terms. This yields a six-dimensional effective action which includes the following terms involving scalars:
$$d^6x[V_6+\frac{\xi }{M_s}(\overline{𝒰}_{}𝒬_+H_𝒰+\overline{𝒟}_{}𝒬_+H_𝒟+\mathrm{h}.\mathrm{c}.)],$$
(3.5)
where the effective potential is given by
$$V_6=\frac{\lambda }{2M_s^2}\left(H_𝒰^{}H_𝒰+H_𝒟^{}H_𝒟\right)^2+M_{H_𝒰}^2H_𝒰^{}H_𝒰+M_{H_𝒟}^2H_𝒟^{}H_𝒟.$$
(3.6)
The quartic and Yukawa couplings satisfy the usual NJL relation for large-$`N_c`$,
$$\lambda =2\xi ^2.$$
(3.7)
The scalar squared-masses are strongly dependent on the cutoff, but this does not affect the features important for the low-energy theory, namely their sign and relative sizes:
$$(M_{H_𝒰}^2,M_{H_𝒟}^2)\frac{16\pi ^2F}{3N_c}(\frac{1}{c_𝒰},\frac{1}{c_𝒟})F^{}\mathrm{\Lambda }^2,$$
(3.8)
where the first term is the bare mass re-scaled by the wave function renormalization and the second term comes from the fermion loop. $`F`$ and $`F^{}`$ are positive coefficients of order one that may be computed as in , by summing the loop integrals corresponding to different KK modes. The binding strength $`c_𝒰,c_𝒟`$ are proportional to the square of the six-dimensional gauge couplings and have dimensions of mass<sup>-2</sup> and are large in $`M_s`$ units, resulting in $`M_{H_𝒰}^2<0`$.
The minimum of $`V_6`$ is manifestly at $`H_𝒰0`$ and $`H_𝒟=0`$. Given that the compactification scale is above the electroweak scale, the binding strength needs to be adjusted close to the critical value where $`M_{H_𝒰}^2`$ becomes negative. The binding strength depends on the strength of the higher-dimensional gauge couplings; holding the effective four-dimensional gauge couplings fixed, this can be adjusted by changing the volume of the extra dimensions. The tuning that needs to be done to keep the Higgs light is not severe, since $`M_s`$ is less than a factor of five higher than $`1/R`$ .
At scales below $`1/R`$ the two extra dimensions are integrated out, and the four-dimensional effective theory is given by the Standard Model, (we describe the inclusion of three generations in section 5,) with the addition of a second Higgs doublet (the $`H_𝒟`$ zero-mode).
In terms of the four-dimensional KK modes, the SM Higgs $`H_UH_𝒰^{(0)}`$ is a bound state of all the KK modes of $`𝒰_{}`$ and $`𝒬_+`$:
$$H_U\underset{k=0}{\overset{N_{\mathrm{KK}}1}{}}\overline{𝒬}_+^{(k)}𝒰_{}^{(k)}.$$
(3.9)
The coupling of $`H_U`$ to each $`𝒬_+^{(k)}`$ and $`𝒰_{}^{(k)}`$ mode is suppressed by $`\sqrt{N_{\mathrm{KK}}}`$ compared with a four-dimensional top condensate model. Therefore, the top quark mass is also suppressed by $`\sqrt{N_{\mathrm{KK}}}`$ compared with the $`600`$ GeV value expected in the minimal four-dimensional top condensate model with a TeV cutoff scale.
In the leading $`N_c`$ approximation, the NJL relation (3.7) is preserved after dimensional reduction. This implies that the Higgs boson mass, $`M_h`$, is also suppressed by $`\sqrt{N_{\mathrm{KK}}}`$ and is given by $`2m_t350`$ GeV in the large $`N_c`$ limit. This suppression can also be understood as the volume factor of the compact dimensions, ($`N_{\mathrm{KK}}=V_{D4}M_s^{D4}`$.) Because the Higgs doublet and the fermions live in extra dimensions, the four-dimensional top Yukawa coupling and Higgs self-coupling are related to the higher-dimensional ones by the volume factor:
$$\lambda _t=\frac{\xi }{\sqrt{V_{D4}M_s^{D4}}},\lambda _h=\frac{\lambda }{V_{D4}M_s^{D4}}.$$
(3.10)
By contrast, in top-quark seesaw models , as well as in the model with only $`t_R`$ in extra dimensions , the Higgs boson is heavy, at the triviality bound, unless there is large mixing among scalars.
The above discussion only includes the leading $`N_c`$ contribution, i.e. fermion loops. To get a more precise prediction of the top and Higgs masses, one should also include the loop contributions from gauge bosons and scalars. This can be done by computing the full one-loop RG equations, and evolving the couplings from $`M_s`$ down to the electroweak scale. The running of the quartic Higgs coupling further decreases the physical Higgs boson mass. We study this effect in the next section.
## 4 Top and Higgs Mass Predictions
The more precise predictions of the top quark mass and Higgs mass can be obtained from running the corresponding (four-dimensional) couplings from the compositeness scale $`M_s`$, with the compositeness boundary condition, $`\lambda _t,\lambda _h\mathrm{}`$ at $`M_s`$ , down to low energies. The running is accelerated by the power-law between the compositeness scale $`M_s`$ and the compactification scale $`M_c=1/R`$, so the effect is significant even though the two scales are not far apart. The low-energy predictions are governed by the infrared fixed points of the RG equations . The infrared fixed points are determined by the $`\beta `$-function coefficients coming from the KK modes, which are different from those in the four-dimensional Standard Model.
The one-loop RG equations for the (four-dimensional) SM gauge couplings above $`M_c`$ are given by
$$16\pi ^2\frac{dg_i}{d\mathrm{ln}\mu }=N_{\mathrm{KK}}(\mu )b_i^{}g_i^3,$$
(4.1)
where $`N_{\mathrm{KK}}(\mu )`$ is the number of KK modes below the scale $`\mu `$, \[$`N_{\mathrm{KK}}(\mu )=X_\delta (\mu R)^\delta ,X_\delta =\pi ^{\delta /2}/\mathrm{\Gamma }(1+\delta /2)`$ in the continuous limit,\] and $`b_i^{}`$ are
$`b_3^{}`$ $`=`$ $`11+{\displaystyle \frac{2}{3}}mn_g+{\displaystyle \frac{1}{2}}\delta +\mathrm{\Delta }_3,`$
$`b_2^{}`$ $`=`$ $`{\displaystyle \frac{22}{3}}+{\displaystyle \frac{2}{3}}mn_g+{\displaystyle \frac{1}{3}}\delta +{\displaystyle \frac{1}{6}}n_H+\mathrm{\Delta }_2,`$
$`b_1^{}`$ $`=`$ $`{\displaystyle \frac{2}{3}}mn_g+{\displaystyle \frac{1}{10}}n_H+\mathrm{\Delta }_1,`$ (4.2)
$`m`$ is the number of fermion components, ($`m=4,\mathrm{\hspace{0.17em}8}`$ for 6- and 8-dimensional chiral theories respectively,) $`n_g`$ is the number of generations in the bulk (assumed to be 1 throughout most of this section), $`\delta =D4`$ is the number of extra dimensions, $`n_H`$ is the number of light Higgs doublets, and $`\mathrm{\Delta }_i,i=1,2,3`$ represent the contributions from other possible light composite scalars, (e.g., a light $`\stackrel{~}{b}`$ in eight dimensions contributes $`1/6,\mathrm{\hspace{0.17em}2}/15`$ to $`\mathrm{\Delta }_3`$ and $`\mathrm{\Delta }_1`$ respectively.)
The one-loop RG equations for the top Yukawa coupling and the quartic Higgs self-coupling are
$`16\pi ^2{\displaystyle \frac{d\lambda _t}{d\mathrm{ln}\mu }}`$ $`=`$ $`N_{\mathrm{KK}}(\mu )\lambda _t\left\{{\displaystyle \frac{3(m+1)}{2}}\lambda _t^2{\displaystyle \frac{24+4\delta }{3}}g_3^2{\displaystyle \frac{9}{4}}g_2^2{\displaystyle \frac{17}{20}}g_1^2+\mathrm{\Delta }_t\right\},`$ (4.3)
$`16\pi ^2{\displaystyle \frac{d\lambda _h}{d\mathrm{ln}\mu }}`$ $`=`$ $`N_{\mathrm{KK}}(\mu )\{12\lambda _h^2+6m\lambda _h\lambda _t^26m\lambda _t^43\lambda _h(3g_2^2+{\displaystyle \frac{3}{5}}g_1^2)`$ (4.4)
$`+{\displaystyle \frac{3+\delta }{4}}[2g_2^4+(g_2^2+{\displaystyle \frac{3}{5}}g_1^2)^2]+\mathrm{\Delta }_H\},`$
where $`\mathrm{\Delta }_t`$ and $`\mathrm{\Delta }_H`$ represent the contributions from other composite scalars.
Combining the equations for $`g_3`$ and $`\lambda _t`$, we obtain
$$16\pi ^2\frac{d\mathrm{ln}(\lambda _t/g_3)}{N_{\mathrm{KK}}(\mu )d\mathrm{ln}\mu }=g_3^2\left\{\frac{3(m+1)}{2}\frac{\lambda _t^2}{g_3^2}\left(\frac{24+4\delta }{3}+b_3^{}\right)\frac{9}{4}\frac{g_2^2}{g_3^2}\frac{17}{20}\frac{g_1^2}{g_3^2}+\frac{\mathrm{\Delta }_t}{g_3^2}\right\}.$$
(4.5)
If we neglect the contributions from $`g_2,g_1`$, and $`\mathrm{\Delta }_t`$, there is an infrared fixed point for $`\lambda _t^2/g_3^2`$ at $`(48+8\delta +6b_3^{})/(9m+9)`$. For six dimensions, assuming $`n_g=1`$ and $`\mathrm{\Delta }_3=0`$, we have $`\delta =2,m=4`$, and $`b_3^{}=22/3`$. The infrared fixed point of $`\lambda _t/g_3`$ is at
$$\left(\frac{\lambda _t}{g_3}\right)_{}=\frac{2}{3}\frac{0.8}{g_3(m_t)}.$$
(4.6)
$`\lambda _t/g_3`$ decreases from $`\mathrm{}`$ at $`M_s`$ towards the fixed point in running down to low energies. How close $`\lambda _t/g_3`$ gets to the fixed point at $`M_c`$ depends on the ratio of $`M_s/M_c`$, (or equivalently, the number of KK modes below $`M_s,N_{\mathrm{KK}}`$.) Below the compactification scale $`M_c`$, the running follows the four-dimensional SM RG equations. The corresponding fixed point becomes
$$\left(\frac{\lambda _t}{g_3}\right)_{\mathrm{SM}}=\sqrt{\frac{2}{9}}\frac{0.6}{g_3(m_t)},$$
(4.7)
so increasing $`M_c`$ (while keeping $`M_s/M_c`$ fixed) will decrease the top mass prediction, though the effect is small because of the slow logarithmic running between $`M_c`$ and $`m_t`$. ($`M_c`$ should not be too large to avoid extreme fine-tuning.) On the other hand, the $`g_2`$ and $`g_1`$ contributions will increase $`\lambda _t`$ somewhat. The value $`0.8`$ therefore provides a rough lower bound on the prediction of $`\lambda _t`$ in this case. The predicted top mass, $`m_t=\lambda _tv/\sqrt{2},v=246`$ GeV, for a given $`N_{\mathrm{KK}}`$, (or equivalently, $`M_s/M_c`$,) and compactification scale $`M_c`$, can be obtained by numerically solving the power-law and SM RG equations above and below $`M_c`$. The result is shown in Fig. 1.
The range of the parameters $`M_c`$ and $`N_{\mathrm{KK}}`$ should be such that there is no excessive fine-tuning and there are enough KK modes to produce non-perturbative strong dynamics, but not too many to cause SM gauge couplings to reach the Landau pole. In the figures we plot the predicted masses for the range 0.5 TeV $`<M_c<`$ 50 TeV and $`25<N_{\mathrm{KK}}<200`$.
From Fig. 1, we see that the top quark mass predicted in this theory is in agreement with the experimental value $`174.3\pm 5.1`$ GeV with an uncertainty of $`20\%`$.
In eight dimensions, the infrared fixed point for $`\lambda _t/g_3`$ of the RG equations between $`M_c`$ and $`M_s`$ (neglecting $`g_2`$, $`g_1`$ and $`\mathrm{\Delta }`$’s) is
$$\left(\frac{\lambda _t}{g_3}\right)_{}=\frac{\sqrt{58}}{9}\frac{1}{g_3(m_t)},$$
(4.8)
so the predicted top mass is somewhat larger compared with the six-dimensional case. The numerical prediction is shown in Fig. 2.
We can see that the prediction is also in good agreement with the experimental value.
The Higgs mass is also controlled by the infrared fixed point structure of the RG equations. Combining the RG equations for $`\lambda _t`$ and $`\lambda _h`$, we obtain
$`16\pi ^2{\displaystyle \frac{d\mathrm{ln}(x_H)}{N_{\mathrm{KK}}(\mu )d\mathrm{ln}\mu }}`$ $`=`$ $`\lambda _t^2\{12x_H+3(m1){\displaystyle \frac{6m}{x_H}}+{\displaystyle \frac{48+8\delta }{3}}{\displaystyle \frac{g_3^2}{\lambda _t^2}}{\displaystyle \frac{1}{\lambda _t^2}}({\displaystyle \frac{9}{2}}g_2^2+{\displaystyle \frac{1}{10}}g_1^2)`$ (4.9)
$`+{\displaystyle \frac{3+\delta }{4x_H\lambda _t^4}}[2g_2^4+(g_2^2+{\displaystyle \frac{3}{5}}g_1^2)^2]+{\displaystyle \frac{\mathrm{\Delta }_H}{\lambda _h^2}}x_H{\displaystyle \frac{2\mathrm{\Delta }_t}{\lambda _t^2}}\},`$
where
$$x_H\frac{\lambda _h}{\lambda _t^2}.$$
(4.10)
If we neglect the contributions from the gauge couplings and the $`\mathrm{\Delta }`$’s, we find an infrared fixed point for $`x_H`$ at
$$12x_H+3(m1)\frac{6m}{x_H}=0x_H=\frac{\sqrt{m^2+30m+1}m+1}{8}.$$
(4.11)
For six dimensions, $`m=4`$, $`x_H1.1`$. The $`(x_Hx_H)`$ term is multiplied by a large coefficient in the RG equation, therefore it approaches zero very rapidly. Numerically we find that $`\lambda _h/\lambda _t^2`$ reaches $`x_H`$ almost instantaneously below $`M_s`$. At lower energies, the $`g_3^2/\lambda _t^2`$ term increases and it has a large coefficient, so it is no longer a good approximation to neglect it. This term reduces $`x_H`$ in running towards low energies. If we assume that $`g_3^2/\lambda _t^2`$ is constant and equal to its low-energy value $`g_3^2/\lambda _t^2(m_t)`$ for the correct top mass, the infrared fixed point for $`x_H`$ becomes
$$12x_H^{}+3(m1)+\frac{64}{3}\frac{g_3^2}{\lambda _t^2}(m_t)\frac{6m}{x_H^{}}=0x_H^{}0.5(\text{for }m=4).$$
(4.12)
Because $`g_3^2/\lambda _t^2`$ is smaller than $`g_3^2/\lambda _t^2(m_t)`$ during the evolution, $`x_H^{}`$ provides a rough lower bound on $`x_H`$ if we ignore the difference from the SM running below $`M_c`$. Therefore, for six dimensions we expect
$$0.5\begin{array}{c}\\ <\end{array}\frac{\lambda _h}{\lambda _t^2}\begin{array}{c}\\ <\end{array}1.1,$$
(4.13)
which translates to the Higgs mass range
$$170\mathrm{GeV}\begin{array}{c}\\ <\end{array}M_h=\sqrt{\lambda _h}v\begin{array}{c}\\ <\end{array}260\mathrm{GeV}.$$
(4.14)
The dependence of the Higgs mass on $`N_{\mathrm{KK}}`$ and $`M_c`$ can also be obtained numerically, and the result is shown for six dimensions in Fig. 3. Since the top mass has been determined experimentally, we can obtain a better prediction of the Higgs mass from the measured top mass. In Fig. 3, we also show the region of the parameter space which gives the top mass within $`3\sigma `$ of the experimental value by the shaded area. The corresponding limit of the Higgs mass $`M_h`$ is
$$165\mathrm{GeV}<M_h(\text{6-dim})<210\mathrm{GeV}.$$
(4.15)
Similar Higgs mass prediction can be obtained for the eight-dimensional case. The fixed points $`x_H`$ and $`x_H^{}`$ are $`1.3`$ and $`0.7`$ in this case, which roughly correspond to 270 GeV and 200 GeV respectively. The numerical prediction for $`M_h`$ is shown in Fig. 4.
Due to the SM running below $`M_c`$, $`M_h`$ can in fact get below 200 GeV. The predicted Higgs mass in the eight-dimensional theory from requiring a correct top mass within $`3\sigma `$ lies in the range
$$170\mathrm{GeV}<M_h(\text{8-dim})<230\mathrm{GeV}.$$
(4.16)
As we emphasized in the introduction, the predictions of this section have a much more general validity than our particular mechanism for triggering electroweak breaking from Standard Model gauge dynamics in extra dimensions. They are a consequence of any theory where (1) the field content is that of the Standard Model, with the gauge bosons, Higgs boson and one full generation propagating in six or eight dimensions, and (2) where the higher-dimensional couplings $`\lambda _t,\lambda _h`$ blow up in the ultraviolet, consistent with a composite Higgs boson.
If the first two generations of fermions also propagate in extra dimensions, there may be more light bulk bound states, which can contribute to the power-law running of the top Yukawa coupling and the Higgs self-coupling. As we will discuss in the next section, some flavor breaking must be present so that only one Higgs gets a large VEV. If we simply assume that there are no new bound states even with more generations propagating in the bulk, the fixed points for $`\lambda _t/g_3`$ become $`1.15/g_3(m_t)(n_g=2)`$, $`1.3/g_3(m_t)(n_g=3)`$, for six dimensions, and $`1.3/g_3(m_t)(n_g=2)`$, $`1.5/g_3(m_t)(n_g=3)`$, for eight dimensions. Contributions from additional light scalars in the bulk can reduce the fixed points. Consequently, more uncertainties are introduced in the top and Higgs mass predictions, but we still expect the Higgs boson to remain rather light.
## 5 Flavor Symmetry Breaking
So far we have only discussed the case where the third generation of fermions propagates in $`D4`$ compact dimensions, without specifying what happens with the other two generations. A possibility is that the fermions of the first two generation are four-dimensional , localized at some points in the space of extra dimensions. In this case, there may be (four-dimensional) bound states between the bulk fermions of the third generation and the four-dimensional fermions. The binding force of higher-dimensional scalars receives contributions from the extra components of the gauge fields, and hence is stronger than the four-dimensional ones at generic points in extra dimensions (away from the orbifold fixed points) by $`D/4`$ in the lowest order approximation, (as one can see from the Fierz transformations.) The discussion in the previous sections will hold if these four-dimensional bound states are indeed heavy and do not appear in the low-energy theory.
A more natural option may be that all three generations fill the $`D`$-dimensional spacetime, namely each of the $`𝒬_+`$, $`𝒰_{}`$, $`𝒟_{}`$, $`_+`$, $`_{}`$ fermions belongs to the fundamental representation of a global $`U(3)`$ symmetry. Therefore, the spacetime configuration and the Standard Model gauge interactions preserve a $`U(3)^5`$ flavor symmetry.
As we showed in sections 2 and 3, the bound state with negative squared-mass is the $`\overline{𝒬}_+U_{}`$ scalar, which in the case of three generations belongs to the $`(3,3)`$ representation of the $`U(3)_𝒬\times U(3)_𝒰`$ flavor symmetry. In other words, there are nine “up-type” Higgs doublets. In the absence of flavor symmetry breaking, these Higgs doublets are degenerate and obtain VEV’s that break $`U(3)_𝒬\times U(3)_𝒰`$ down to the diagonal $`U(3)`$, leading to eight Nambu-Goldstone bosons in addition to the ones eaten by the $`W`$ and $`Z`$. Clearly there is need for flavor breaking, not only to give sufficiently large masses to these Nambu-Goldstone bosons, but also to account for the various masses of the quarks and leptons.
We now argue that any source of flavor breaking is likely to have a large effect. Recall that the squared-mass of a composite Higgs doublet is very sensitive to the strength of the interaction between its constituents. Therefore, some perturbative, flavor non-universal interaction may easily tilt the vacuum in the direction where only one Higgs doublet has a negative squared-mass. This immediately eliminates the unwanted Nambu-Goldstone bosons.
The flavor breaking can come from operators induced at the cutoff scale $`M_s`$, such as the following four-fermion operators ,
$$\frac{\eta _{ij}}{M_s^{D2}}\left(\overline{𝒬}_+^i𝒰_{}^j\right)\left(\overline{𝒰}_{}^j𝒬_+^i\right),$$
(5.1)
where $`i=1,2,3`$ labels the generations. If the attractive force is enhanced in one channel (identified as the 3-3 channel) relative to the others, then only one $`H_𝒰`$ (which couples to the third generation) gets a VEV, while the squared-masses of other Higgs doublets can stay positive. Note that given the sensitivity of the Higgs mass to the strength of the binding interaction, the other Higgs doublets may be quite heavy even with a small splitting in the binding strength. The flavor-changing effects induced by these scalars are small if the scalar masses are large, or the $`\eta _{ij}`$ coefficients approximately preserve some flavor symmetry .
As in any theory with quantum gravity at the TeV scale, flavor-changing effects become a problem if all possible higher-dimensional operators consistent with the SM gauge symmetry are induced with unsuppressed coefficients. One has to assume that the problematic flavor-changing operators, such as $`\mathrm{\Delta }S=2`$, are suppressed by an underlying flavor symmetry or some other mechanism of the fundamental short-distance theory.
With only one or two composite Higgs doublets in the low-energy theory, the light quark and lepton masses can be generated by certain four-fermion operators induced at $`M_s`$. To be specific, let us discuss the $`H_𝒰`$ and $`H_𝒟`$ bound states. Note that even though the squared-mass of $`H_𝒟`$ is likely to be positive because the $`\overline{𝒬}_+^3𝒟_{}^3`$ channel is not sufficiently strongly coupled, a
$$\left(\overline{𝒬}_+^3𝒰_{}^3\right)\left(\overline{𝒬}_+^3𝒟_{}^3\right)$$
(5.2)
operator would induce a VEV for $`H_𝒟`$. The important point is that operators such as
$$\left(\overline{𝒬}_+^3𝒰_{}^3\right)\left(\overline{𝒰}_{}^i𝒬_+^j\right),\left(\overline{𝒬}_+^3𝒟_{}^3\right)\left(\overline{𝒟}_{}^i𝒬_+^j\right),\left(\overline{𝒬}_+^3𝒟_{}^3\right)\left(\overline{}_+^i_{}^j\right)$$
(5.3)
induce Yukawa couplings for the Higgs doublets . In fact this choice of operators has a flavor structure that leads in the low-energy theory to a type-II two-Higgs doublet model, i.e., $`H_𝒰`$ gives masses to the up-type quarks while $`H_𝒟`$ gives masses to the leptons and down-type quarks.
Another possibility to prevent the first two generation forming light bound states is that the fermions of different chirality are split in the extra dimensions . Consider for example the case that quarks and leptons propagate in $`D=6`$ dimensions, (four infinite and two of radius $`R`$,) and there is one additional transverse dimension with coordinate $`x^7`$ and radius $`R_T(>M_s^1)`$ smaller than $`R`$. Assuming that the third generation is localized at $`x^7=0`$, and the other two generations are at $`x^70`$ with the $`+`$ and $``$ chiralities localized at different $`x^7`$, the strength of the attractive channels which involve the first two generations is suppressed by the separation. In this case the spectrum of bound states is the same as the one described in section 2, namely there is a single six-dimensional Higgs doublet, $`H_𝒰`$, with a large Yukawa coupling to the top quark, and a six-dimensional Higgs doublet, $`H_𝒟`$, with a large coupling to the bottom quark (and $`M_{H_𝒟}^2>M_{H_𝒰}^2`$.) The light fermion masses can still arise from the operators (5.2), (5.3), with the hierarchies explained by the distances between the fermions.
## 6 A Comparison with Supersymmetry
Given the $`SU(3)_C\times SU(2)_W\times U(1)_Y`$ gauge structure of the quark and lepton interactions, two crucial questions arise: why is the gauge group broken spontaneously to $`SU(3)_C\times U(1)_{EM}`$, and why does just one fermion, of charge 2/3, couple strongly to this symmetry breaking. Supersymmetric extensions of the Standard Model are known to make significant progress on these questions, and in this section we compare our mechanism with the case of supersymmetric electroweak symmetry breaking.
Our extra-dimensional approach shares certain features with supersymmetric theories: both extend spacetime symmetries and have the breaking scale of this extra spacetime symmetry linked to the scale of electroweak symmetry breaking. The gauge, quark and lepton fields are extended to become representations of the larger spacetime symmetry — they propagate in superspace or in the extra-dimensional bulk. Furthermore, in both cases the dynamics which generates a negative squared mass for the Higgs field is directly connected to the interaction which leads to a heavy top quark. However, on closer inspection the mechanisms are completely different and much insight is gained by comparing the assumptions and accomplishments of these two approaches.
Perhaps the largest difference is that in supersymmetric theories the Higgs particles are added to the theory by hand, whereas in the extra-dimensional theory they are automatically generated as quark composites, bound by the Standard Model gauge forces which become strong in the bulk. It is by no means obvious that Higgs doublets need to be added in supersymmetric theories, since the scalar superpartner of the lepton doublet has the right gauge quantum numbers to be the Higgs boson. However, it has not proven possible to break electroweak symmetry using only the sneutrino VEV — one of the great “missed opportunities” of supersymmetry.
In supersymmetric theories it is very significant that the correct pattern of electroweak symmetry breaking is triggered by the radiative corrections induced by the large top quark Yukawa coupling. The theory has many scalars: squarks, sleptons and Higgs bosons, yet only the Higgs boson acquires a VEV. However, a large top quark Yukawa coupling must be input into the theory by hand. Of course, experiment tells us that the top quark is very heavy; but we would like the theory to explain why an up-type quark is heavy. It is just as easy to construct supersymmetric theories where the $`\tau `$ lepton has a very large Yukawa coupling rather than the top quark. In this case supersymmetry predicts a different pattern of electroweak symmetry breaking: $`U(1)_Y`$ is broken while $`SU(2)`$ survives as an unbroken symmetry. Thus the success of supersymmetry is to correlate the pattern of electroweak symmetry breaking with the nature of the heaviest fermion, not to explain why a fermion is heavy. Contrast this with the case that the Standard Model gauge forces propagate in 6 or 8 dimensions. There is no need to introduce an additional non-gauge interaction by hand for electroweak symmetry breaking. When the gauge forces get strong, they bind a scalar Higgs and automatically induce a large Yukawa coupling to an up-type quark. No interactions are needed beyond the Standard Model gauge forces in the extra dimensions – it is as if the gaugino interactions could somehow induce electroweak symmetry breaking and a large top quark mass! Furthermore, there is a direct link between the gauge quantum numbers of a generation and the result that the very heavy fermion is an up type quark.
While supersymmetric radiative electroweak symmetry breaking employs a heavy top quark effect, it does not predict the mass of the top quark. In fact, a very heavy top quark is not needed — 50 GeV is certainly sufficient. On the other hand, the extra-dimensional approach employs an NJL-like mechanism. In four dimensions, this would yield a large top Yukawa coupling at the compositeness scale, and unless this scale is very high (thereby necessitating an enormous fine-tune), the top quark is much too heavy, $`m_t600`$ GeV. However, the magic is that in extra dimensions, the fundamental higher-dimensional couplings can naturally be large and yet be consistent with the more “perturbative” four-dimensional couplings $`g,\lambda _t,\lambda _h1`$ due to a moderate dilution factor from the volume of the extra dimensions. This is why our theories predict naturally smaller top and Higgs masses. In both types of theory there is the possibility that the top quark mass is determined by infrared fixed point behavior of the renormalization group equations for the Yukawa coupling. In supersymmetry, quasi-fixed-point behaviour leads to a top quark mass $`m_t205\mathrm{sin}\beta `$ GeV for $`\mathrm{tan}\beta `$ not too large . A correct top mass can be obtained for $`\mathrm{tan}\beta 1.6`$, which gives rise to a relatively light Higgs boson. The lower bound on the Higgs mass from LEP II has ruled out such a low $`\mathrm{tan}\beta `$ in the simplest Minimal Supersymmetric Standard Model. With extra dimensions, the need for criticality implies that the top quark fixed point is relevant, even though it may not be reached, and leads to a correct prediction of the top quark mass, although with considerable $`𝒪`$(20%) uncertainties. This is a very significant result. A more precise prediction is frustrated by a lack of control of the ultraviolet behavior of the theory, implying that one does not know how closely the infrared fixed point is approached. A correct prediction of the top quark mass in supersymmetric theories requires additional structure, such as $`SO(10)`$ grand unification; for extra dimensions, the correct prediction is inherent to the mechanism of electroweak symmetry breaking induced by the Standard Model gauge interactions.
Both schemes share a common mystery: why is there a light Higgs boson? In the supersymmetric case, once the Higgs fields have been introduced, it is necessary to understand why they do not acquire a gauge invariant mass of order the Planck scale. In the case of extra dimensions, the most natural mass for the composite scalars is of order the scale where the gauge interactions get strong, 10 TeV for example<sup>2</sup><sup>2</sup>2 The lower bound on the compactification scale from direct searches of KK modes is below 500 GeV in the case of three generations in the bulk because the KK modes can be produced only in pairs. Thus, the scale of compositeness could be in principle as low as $`1`$ TeV. However, indirect constraints from the electroweak data are likely to push this bound to the few TeV range.. For supersymmetry, the best solution to this “$`\mu `$ problem” is to introduce a symmetry which forbids a bare Higgs mass in the supersymmetric limit, and arrange for the generation of the operator $`[\mu H_𝒰H_𝒟]_F`$ once supersymmetry is broken. For extra dimensions, it is necessary to assume that the strong gauge dynamics is such as to bind the Higgs boson close to criticality, where its mass vanishes. We know of no symmetry which can guarantee this, so apparently a fine tune is necessary — this is clearly the primary weakness of the extra-dimensional scheme. Perhaps it is accidental, or perhaps it results naturally from the non-perturbative gauge dynamics which we do not understand.
For both supersymmetry and extra dimensions, given the existence of a light Higgs, the simplest schemes impose constraints on the mass of the Higgs boson. Unlike the Standard Model, the scalar quartic coupling is not a free parameter. In supersymmetric theories it is related to the electroweak gauge couplings in such a way that there is a tree level upper limit to the lightest Higgs mass of $`M_Z`$, which gets increased by radiative corrections to about 135 GeV. With dynamical electroweak symmetry breaking one typically thinks of a very heavy, or non-existent, Higgs boson. However, the extra-dimensional scheme has a light Higgs boson because the renormalization group equations of the dimensionally reduced theory has an infrared fixed point which is quickly reached, and which sets the self-coupling close to the square of the top Yukawa coupling. The expected range of the Higgs mass in the simplest scenarios is in the range 165 GeV to 230 GeV, and has no overlap with the supersymmetric case. In non-minimal theories with extra light scalars, the constraints on the Higgs mass are relaxed for both supersymmetry and extra dimensions.
In supersymmetric theories one has the freedom to add Yukawa couplings by hand to describe the full mass spectrum and mixing matrices of the quarks and charged leptons. As in the Standard Model, it is easy to construct a realistic theory of flavor — but at the expense of a deeper understanding, or any predictivity. In extra dimensions, incorporating flavor beyond the top quark mass is more challenging, and potentially more rewarding. For example, if all three generations propagate in the bulk there is a $`U(3)^5`$ flavor symmetry. The composite Higgs multiplet $`H_𝒰`$ transforms non-trivially as (3,3) under $`U(3)_Q\times U(3)_U`$ and, when it acquires a VEV, many of its components become Goldstone bosons. To avoid this it appears that flavor, at least in part, may be a phenomenon of the bulk. Clearly, many geometrical configurations are possible, but the crucial ingredient must be that flavor breaking is inextricably linked to spacetime symmetry breaking, which is not the situation usually envisaged in supersymmetric theories.
In both schemes, electroweak symmetry breaking is a manifestation of a deeper spacetime symmetry breaking, so that the more fundamental question becomes the origin and nature of spacetime symmetry breaking. In the case of supersymmetry, the Standard Model is protected to some degree from the primordial supersymmetry breaking, so that the question of mediating the supersymmetry breaking to the Standard Model becomes of paramount importance to phenomenology. With extra dimensions such protection is absent — the mediation of spacetime symmetry breaking to the Standard Model occurs directly via the KK spectrum of the excitations of the Standard Model particles.
In summary: extra dimensions offer a more predictive and constrained mechanism for electroweak symmetry breaking than occurs in supersymmetric theories. The Standard Model gauge interactions create a Higgs boson as a bound state of top quarks, induce it to acquire a VEV, correctly predict the top quark mass with $`𝒪`$(20%) uncertainties, and predict a somewhat light Higgs boson in the $`165230`$ GeV range. It is remarkable that the puzzle of electroweak symmetry breaking may be encoded in the Standard Model gauge interactions and quantum numbers, with no need for any extra particles or interactions beyond those required by extra-dimensional propagation. Given the very plausible assumptions we have made regarding the strong Standard Model gauge dynamics, the only price to be paid is a moderate tuning to keep the composite Higgs boson light.
### Acknowledgements
We would like to thank C.T. Hill, K.T Matchev, M. Schmaltz, and C.E.M. Wagner for discussions. H.-C. Cheng thanks the Theory Group at Lawrence Berkeley National Laboratory for hospitality while the work was initiated. The work of N. Arkani-Hamed and L. Hall was supported by DOE under contract DE-AC03-76SF00098 and by NSF under contract PHY-95-14797. H.-C. Cheng is supported by the Robert R. McCormick Fellowship and by DOE Grant DE-FG02-90ER-40560. B.A. Dobrescu is supported by DOE Grant DE-AC02-76CH03000.
## Appendix: Vector-like Fermions
In this Appendix we consider the case where the higher-dimensional fermions are vector-like. This is always the case when the number of dimensions accessible to the fermions, $`D`$, is odd, but it also occurs as a particular case for even $`D`$.
Vector-like $`D`$-dimensional fermions may form all the bound states discussed in section 2 as well as new ones. In particular, the most attractive channel is the gauge-singlet scalar made of $`\overline{𝒬}𝒬`$. $`H_𝒰=\overline{𝒬}𝒰`$ is still the most attractive channel which transforms non-trivially under the SM gauge group, but it is less strongly bound than the singlets $`S_𝒬=\overline{𝒬}𝒬`$ and $`S_𝒰=\overline{𝒰}𝒰`$. Assuming $`\widehat{g}_3=\widehat{g}_2=\widehat{g}_1`$, the $`S_𝒬`$ and $`S_𝒰`$ channels are stronger than $`H_𝒰`$ by $`3/2`$ and $`8/7`$ respectively, and hence will likely condense first. The VEV’s of these singlets do not break any gauge symmetry. However, they give positive squared-mass to the Higgs, $`H_𝒰`$, through their cross interactions, (or equivalently, dynamical masses to the constituents of the Higgs, $`Q`$, $`U`$.) This may prevent the Higgs from acquiring a VEV, jeopardizing the simple mechanism for electroweak symmetry breaking. It is a detailed question whether the Higgs can still acquire a nonzero VEV in the presence of these singlets, and it is hard to be estimated reliably with simple approximations.
One thing which can help electroweak symmetry breaking to occur is the orbifold projection required to obtain the four-dimensional chiral theory. Let us demonstrate it by an example with a simple setup. Assuming that each higher-dimensional fermion has $`2^{n+1}`$ components, we can obtain a single four-dimensional chiral zero mode by incorporating orbifold projections with $`n`$ $`𝐙_2`$ symmetriess, with the composite scalars $`\overline{𝒬}𝒬`$ and $`\overline{𝒰}𝒰`$ being odd under all $`n`$ $`𝐙_2`$ symmetries. (By contrast, $`H_𝒰=\overline{𝒬}𝒰`$ is even under all $`𝐙_2`$’s.) After decomposed into four-dimensional KK modes, $`S_𝒬`$ and $`S_𝒰`$ have no zero modes, and their lowest modes will have a KK mass component of $`\sqrt{n}/R`$, which makes their squared-masses less negative. In addition, their self-quartic-couplings will be enhanced by $`(3/2)^n`$, because their wave functions are proportional to the Sine function in these $`n`$ directions and $`_0^{2\pi R}𝑑y(\sqrt{2}\mathrm{sin}y/R)^4=3/2`$. Larger self-couplings and less negative squared-masses result in smaller VEV’s for $`S_𝒬`$ and $`S_𝒰`$ and smaller contributions to the squared-mass of $`_𝒰`$. Based on the simplest one-loop effective potential estimate, one finds that for $`n>2`$, the Higgs can still develop a nonzero VEV and break the electroweak symmetry.
Although this analysis is hardly reliable and depends on how the extra dimensions are compactified and the four-dimensional chiral fermions are obtained, it shows that dynamical electroweak symmetry breaking is not ruled out in this scenario. If electroweak symmetry breaking does occur correctly, the low-energy theory will contain two Higgs doublets, a color-triplet scalar $`\stackrel{~}{b}=\overline{𝒬}𝒬^c`$ discussed in section 2.2, and several gauge-singlet scalars, $`S_𝒬=\overline{𝒬}𝒬`$, $`S_𝒰=\overline{𝒰}𝒰`$, and $`S_𝒟=\overline{𝒟}𝒟`$.
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# I Introduction
## I Introduction
The group $`E_6`$ is a promising and popular candidate for a grand unified group. Despite the fact that it has received consideration for over twenty years , $`E_6`$ model building has not been extensively developed due to mathematical complexities associated with a rank 6 exceptional Lie group. The Clebsch-Gordan coefficients (CGCs), for instance, have only been known for the products of two fundamental irreducible representations (irreps) of the lowest dimensionality: 27 or $`\overline{\mathrm{𝟐𝟕}}`$ . To our knowledge, the CGCs for higher dimensional irreps of $`E_6`$ have never been computed. The difficulties are not related just to a large number of independent states in the weight system, but also to the construction of bases for states with degenerate weights. The latter problem is trivial for smaller groups like e.g. $`SU(2)`$ or $`SU(3)`$ which are of the highest interest for elementary particle phenomenology, and can be avoided altogether by the use of tensor methods and Young tableaux. However, for $`E_6`$ it becomes a progressively larger obstacle for higher dimensional irreps. In the 27-dimensional irreps of $`E_6`$, the basis is simply the weight system due to the fact that each weight state in the $`\mathrm{𝟐𝟕}`$ and $`\overline{\mathrm{𝟐𝟕}}`$ is non-degenerate. The irreps with dimensionality 78, 351, and 650 are slightly more complicated, but do not pose a serious technical challenge, since the bases may be chosen to coincide with the weight system obtained by the application of ladder operators (group generators outside the Cartan subalgebra) despite the presence of degenerate weights. For the larger irreps, when derived by a method of successive lowerings from the highest weight, one obtains weight subspaces with the number of vectors by far exceeding the dimensionality of the weight subspace. As a randomly selected example, by constructing a complete set of states we found that the (-1,1,-1,1,-1,1) weight subspace of 2430 $``$ 78$``$78 contained 28 unique vectors which span an 11-dimensional subspace. For the (0,0,0,0,0,0) weight subspace, our analysis resulted in 185 distinct linearly dependent states while dimensionality of the subspace is 36.
Several methods have been suggested which could be used to address this problem. One could proceed by methods based on group subalgebras which, however, become laborious for a rank 6 group. A more elegant method has been proposed in the analysis of Li et al. , which introduces a set of rules for the construction of bases in irreducible representation spaces of simple Lie algebras based on the unpublished ideas of D.N. Verma. The bases are specified in terms of sequences of lowering operators applied to the highest weight of the representation. The ordering is derived from the opposite involution: a sequence of Weyl reflections which transforms every positive root into a negative root. While the opposite involution is not unique, the exponents of the lowering operators in the involution satisfy basis-defining inequalities which are unique for a specific involution, if they exist. <sup>1</sup><sup>1</sup>1 The simplest example for such an inequality would be the $`SU(2)`$ relation $`2|m|2\mathrm{}`$, understood in the sense that the $`SU(2)`$ ladder operator can be applied to the highest weight ($`2\mathrm{}`$) up to $`2|m|`$ times when constructing a particular representation. The same study, however, finds it difficult to apply the method to exceptional groups $`E_6`$ and $`F_4`$. The basis-defining inequalities for these two Lie groups are unknown while these inequalities are provided for all other simple Lie groups with rank $`n6`$. In light of these studies, our approach is rather pragmatic: we adopt a straightforward procedure which probes all possible lowerings and calculates the complete set of states in the product, starting from the highest weight state of the highest irreducible representation. While the method is straightforward, due to a large number of degenerate weights and non-trivial lowering rules the task is technically quite complex. The closest similar computation to our knowledge has only been done for the product of two adjoints in $`SU(5)`$.
The purpose of this paper is to present the results of our computation of the CGCs for the product of two adjoint representations in $`E_6`$. These results are useful and necessary tools for building complete models based on the unified group $`E_6`$. The paper follows our earlier work where the CGCs for the $`\mathrm{𝟐𝟕}\overline{\mathrm{𝟐𝟕}}`$ were calculated and the embeddings of the Standard Model fields into the 27, the fundamental representation of $`E_6`$ have been listed. In section 2, we present some basic theoretical background for the computation. Section 3 contains our results for the dominant weights in 78$``$78. In section 4, we conclude with an application which shows how the singlet piece of $`\mathrm{𝟐𝟕}\mathrm{𝟕𝟖}\overline{\mathrm{𝟐𝟕}}`$ can be expressed in terms of multiplets of the Standard Model gauge group.
## II Theoretical Background
We seek the construction of the CGCs in the $`E_6`$ tensor product
$$\mathrm{𝟕𝟖}\mathrm{𝟕𝟖}=\mathrm{𝟐𝟒𝟑𝟎}\mathrm{𝟐𝟗𝟐𝟓}\mathrm{𝟔𝟓𝟎}\mathrm{𝟕𝟖}\mathrm{𝟏},$$
(1)
or, equivalently, in terms of the highest weights of each irrep
$$(000001)(000001)=(000002)(001000)(100010)(000001)(000000).$$
(2)
Our conventions for the root system of $`E_6`$ and other notation follow refs. , , and . The group algebra includes
$$[H_i,H_j]=0,[H_i,E_{\alpha _j}]=(\alpha _j)__iE_{\alpha _j},[E_{\alpha _j},E_{\alpha _j}]=H_j$$
(3)
(no implicit sum over repeating indices). The generators $`H`$ form the Cartan subalgebra. The generators $`E`$ are the ladder operators and correspond to non-zero roots. For simple roots $`(\alpha _j)__i=(\alpha _i,\alpha _j)=A_{ij}`$, where $`A`$ is the Cartan matrix
$$A=\left(\begin{array}{cccccc}\hfill 2& \hfill 1& \hfill 0& \hfill 0& \hfill 0& \hfill 0\\ \hfill 1& \hfill 2& \hfill 1& \hfill 0& \hfill 0& \hfill 0\\ \hfill 0& \hfill 1& \hfill 2& \hfill 1& \hfill 0& \hfill 1\\ \hfill 0& \hfill 0& \hfill 1& \hfill 2& \hfill 1& \hfill 0\\ \hfill 0& \hfill 0& \hfill 0& \hfill 1& \hfill 2& \hfill 0\\ \hfill 0& \hfill 0& \hfill 1& \hfill 0& \hfill 0& \hfill 2\end{array}\right).$$
(4)
The weight system of the 78 coincides with the root system and we can set $`H_i|\alpha _j=(\alpha _j)_i|\alpha _j`$. The normalization of the generators satisfies <sup>2</sup><sup>2</sup>2 In our conventions, all states are normalized to 1.
$$Tr(H_iH_j)=A_{ij}Tr(E_{\alpha _j}E_{\alpha _j}).$$
(5)
This is consistent with the algebra, eq.(3), and the lowering rules discussed below.
The lowering rules for the 78 are derived from the lowering rules for the fundamental representations and the Clebsch-Gordan decomposition of the 78 states into the product of the 27 and $`\overline{\mathrm{𝟐𝟕}}`$ states . This is especially important for the six-fold degenerate zero weight of the 78. The corresponding states can form an orthogonal basis $`|\stackrel{~}{0}_i,(i=1,..,6)`$, as is assumed in (5) or, alternatively, one can consider a non-orthogonal basis $`|0_i`$ with each state specified by the last lowering: $`|0_iE_{\alpha _i}|\alpha _i`$, where $`\alpha _i`$ is a simple root. Based on the results of , the inner product of the two basis states is in this case
$$0_i|\mathrm{\hspace{0.17em}0}_j=\frac{1}{2}A_{ij}^0,$$
(6)
with $`A_{ij}^0=|A_{ij}|`$. There is a non-singular transformation between the two bases,
$$|\stackrel{~}{0}_i=\underset{j=1}{\overset{6}{}}C_{ij}|0_j,$$
(7)
which is non-unitary and corresponds to the projections of simple roots onto an orthogonal basis. Clearly, one is free to choose many different orthogonal bases and a particular selection in the grand unified model building will depend on the way how the $`E_6`$ symmetry is broken. For any choice, however, $`C^TC=2(A^0)^12G^0`$. We find
$$G^0=\frac{1}{3}\left(\begin{array}{cccccc}\hfill 4& \hfill 5& \hfill 6& \hfill 4& \hfill 2& \hfill 3\\ \hfill 5& \hfill 10& \hfill 12& \hfill 8& \hfill 4& \hfill 6\\ \hfill 6& \hfill 12& \hfill 18& \hfill 12& \hfill 6& \hfill 9\\ \hfill 4& \hfill 8& \hfill 12& \hfill 10& \hfill 5& \hfill 6\\ \hfill 2& \hfill 4& \hfill 6& \hfill 5& \hfill 4& \hfill 3\\ \hfill 3& \hfill 6& \hfill 9& \hfill 6& \hfill 3& \hfill 6\end{array}\right)$$
(8)
and that is, up to signs, the weight space metric $`G`$ of $`E_6`$ . Note that
$$\underset{k=1}{\overset{6}{}}|\stackrel{~}{0}_k|\stackrel{~}{0}_k=\underset{i,j=1}{\overset{6}{}}|0_i\mathrm{\hspace{0.25em}2}G_{ij}^0|0_j.$$
(9)
As a particular example of the C matrix consider
$$C=\left(\begin{array}{cccccc}\hfill 1& \hfill 2& \hfill 2& \hfill 1& \hfill 0& \hfill 1\\ \hfill \frac{1}{\sqrt{3}}& \hfill \frac{2}{\sqrt{3}}& \hfill \frac{4}{\sqrt{3}}& \hfill \frac{3}{\sqrt{3}}& \hfill \frac{2}{\sqrt{3}}& \hfill \frac{3}{\sqrt{3}}\\ \hfill 1& \hfill 1& \hfill 1& \hfill 1& \hfill 1& \hfill 0\\ \hfill \frac{1}{\sqrt{15}}& \hfill \frac{1}{\sqrt{15}}& \hfill \frac{1}{\sqrt{15}}& \hfill \frac{3}{\sqrt{15}}& \hfill \frac{1}{\sqrt{15}}& \hfill 0\\ \hfill \frac{1}{\sqrt{10}}& \hfill \frac{1}{\sqrt{10}}& \hfill \frac{4}{\sqrt{10}}& \hfill \frac{3}{\sqrt{10}}& \hfill \frac{1}{\sqrt{10}}& \hfill 0\\ \hfill \frac{1}{\sqrt{6}}& \hfill \frac{1}{\sqrt{6}}& \hfill 0& \hfill \frac{1}{\sqrt{6}}& \hfill \frac{1}{\sqrt{6}}& \hfill 0\end{array}\right).$$
(10)
The first three rows of this matrix correspond to the projections onto the zero roots of the Standard Model gauge groups (two roots of the $`SU(3)`$ and one root of the $`SU(2)`$, respectively). $`|\stackrel{~}{0}_4`$ lies in the hypercharge direction, and together with the first three completes the zero weight space of the $`SU(5)`$ subgroup of $`E_6`$. In the same way, $`|\stackrel{~}{0}_5`$ lies in the direction of the $`U(1)`$ which is contained in the $`SO(10)`$ (it was called $`U(1)_r`$ in ), and $`|\stackrel{~}{0}_6`$ in the direction of the $`U(1)_t`$, which is perpendicular to the $`SO(10)`$ subgroup. Obviously, other branching chains of $`E_6`$ would result in a modified $`C`$ matrix.
Next we specify the lowering rules. A 78 weight state $`|w`$ of weight $`(w)=(w_1,\mathrm{}w_6)`$ is lowered by $`E_{\alpha _i}`$, with $`\alpha _i`$ being a simple root, according to
$$E_{\alpha _i}|w=N_{\alpha _i,w}|w\alpha _i,$$
(11)
which means that the new weight is always equal to $`(w\alpha _i)`$ provided the new state exists. It is assumed that $`N_{\alpha _i,w}=0`$ if the new state does not exist. For a non-zero weight and weight not equal to a simple root, the new state exists if the respective weight (Dynkin) coordinate $`w_i>0`$. In this case, $`N_{\alpha _i,w}=+1`$. For weight $`(w)`$ whose coordinates coincide with the coordinates of simple root $`\alpha _j`$ the new state exists only if $`j=i`$, and $`N_{\alpha _i,\alpha _i}=+\sqrt{2}`$. Finally for a zero weight, $`(w)=(0)_j`$, the new state exists if $`A_{ij}0`$, and $`N_{\alpha _i,0_j}=+|A_{ij}|/\sqrt{2}`$. All lowering rules are accounted for in a single relation
$$N_{\alpha _i,(w)_j}=+[w_i+|N_{\alpha _i,w+\alpha _i}|^2|(w)_j|(w)_i|^2]^{1/2}.$$
(12)
which relates the lowerings among the adjacent levels. In this relation, the subscript on $`(w)`$ is only relevant for the degenerate zero weights and can be ignored for all other weights of the 78. Note that the zero weight states which we use to derive the CGCs in the 78$``$78 tensor product belong to the non-orthogonal basis discussed above. In this case, the inner product entering (12) is given by eq.(6). Relation (12 ) can be easily derived, up to the sign convention, from the group algebra, eq.(3), using the property $`E_{\alpha _i}=E_{\alpha _i}^{}`$. The recursive relation (12) must be further generalized for weight systems with degenerate weights on successive levels .
## III Clebsch-Gordan coefficients for $`\mathrm{𝟕𝟖}\mathrm{𝟕𝟖}`$
As discussed in , it is sufficient to present the tensor decomposition of the dominant weight states in the product. The CGCs of the other states can be obtained with the help of the charged conjugate operators introduced in (or by direct lowerings). Examples of applications of these operators can be found in .
The dominant weights in the product $`\mathrm{𝟕𝟖}\mathrm{𝟕𝟖}`$ are listed on the right side of eq.(2). We start with the highest weight state (or level 0) of the 2430-dimensional $`(000002)`$ irrep:
$$000002=000001000001.$$
(13)
The first lowering leads to $`(001000)`$ which is another dominant weight. Following the rules outlined in the previous section the level 1 state of the $`(000002)`$ irrep consists of the symmetric combination
$$001000=\frac{1}{\sqrt{2}}(00000100100\overline{1}+00100\overline{1}000001),$$
(14)
while the orthogonal antisymmetric combination
$$001000=\frac{1}{\sqrt{2}}(00000100100\overline{1}00100\overline{1}000001)$$
(15)
represents the highest weight state of the 2925-dimensional $`(001000)`$ irrep. ($`\overline{x}x`$ is used throughout this paper.)
The next dominant weight, $`(100010)`$, is reached at level 6 of the 2430 and is 3-fold degenerate (level 5 and 4-fold degenerate, in case of the 2925). The state orthogonal to both of these irreducible subspaces is symmetric and becomes the highest weight state of the 650-dimensional irrep. The $`(000001)`$ dominant weight is then obtained at level 11 (10, 5) of the 2430 (2925, 650) and is 11-fold (15-fold, 5-fold) degenerate. The reducible $`(000001)`$ weight subspace is, however, 32-dimensional. The extra orthogonal state is antisymmetric and represents the highest weight state of the 78. Finally, at level 22 (21, 16, 11) of the 2430 (2925, 650, 78) we get the 36-fold (45-fold, 20-fold, 6-fold) degenerate $`(000000)`$ weight. This reducible subspace is 108-dimensional and leaves room for one singlet state, which is symmetric.
For each dominant weight subspace at level $`n`$ the basis states are specified by their respective lowering paths: sequences of integers $`i_n\mathrm{}i_2i_1,\mathrm{\hspace{0.33em}1}i_k6`$. This is a shorthand notation for the sequence of lowering operators $`E_{\alpha _{i_n}}\mathrm{}E_{\alpha _{i_2}}E_{\alpha _{i_1}}`$ which is to be applied from right to left to the highest weight state in order to obtain a basis state. Lowering paths for the basis states of the 2430 and 2925 are presented in tables I and II. Lowering paths relevant for the remaining irreps can be found in table 1 in . Lowering paths are in general not unique. This is not of much concern for the 650 or 78 since following different paths always yields the same basis states for these two irreps. However, this convenient property is no longer true for the 2430 and 2925 where the number of distinct, albeit linearly dependent states may by far exceed the dimensionality of the weight subspace. <sup>3</sup><sup>3</sup>3 Some examples from our numerical procedure were given in the Introduction.
Tables III-VII contain the Clebsch-Gordan coefficients for the dominant weight states in 78$``$78. In tables V-VII, after showing the CGCs for a combination of states $``$$`x`$$``$$``$$`\overline{x}`$$``$ we no longer show the CGCs for $``$$`\overline{x}`$$``$$``$$`x`$$``$. The latter is either the same as the former for the symmetric $`(000002)`$, $`(100010)`$, and $`(000000)`$ irreps, or opposite in sign for the antisymmetric $`(001000)`$ and $`(000001)`$ irreps. For brevity $`A`$ in table IV stands for the adjoint $`(000001)`$ irrep, and similarly, $`S`$ in table VII denotes the singlet. Numbering of the degenerate states is consistent with tables I and II, and table 1 in .
The decomposition of the singlet (last column of table VII) takes a very simple form:
$$S000000=\frac{1}{\sqrt{78}}[\mathrm{\hspace{0.25em}2}G_{ij}^00_i0_j+\underset{k=1}{\overset{72}{}}(1)^{\mathrm{}+1}x_k\overline{x}_k],$$
(16)
where $`k`$ enumerates the non-degenerate weight states of the $`(000001)`$ irrep and $`\mathrm{}`$ is the level of weight $`(x_k)`$ within this irrep. Matrix $`G^0`$ was introduced in the previous section. The transformation to the orthogonal basis $`\stackrel{~}{0}_i`$, (eq.(7)), then diagonalizes the zero weight subspace. Using eq.(9) we get
$$000000=\frac{1}{\sqrt{78}}\underset{i=1}{\overset{78}{}}(1)^{\mathrm{}+1}w\overline{w},$$
(17)
where the last sum runs over the complete weight system of the $`(000001)`$. After the phase redefinition of the even level states we would get each Clebsch-Gordan coefficient the same, $`1/\sqrt{78}`$, as one would expect for the singlet in the product of two self-conjugate 78-dimensional irreps.
## IV Application to model building: operator $`\mathrm{𝟐𝟕}\mathrm{𝟕𝟖}\overline{\mathrm{𝟐𝟕}}`$
As a simple application we have derived the explicit form of the singlet operator contained in 27$``$78$`\overline{\mathrm{𝟐𝟕}}`$ in terms of the Standard Model gauge group multiplets. We assume the standard embedding of the Standard Model states into the 27 in $`E_6`$ as summarized in table VIII. States of the $`\overline{\mathrm{𝟐𝟕}}`$ and 78 are labeled in tables IX and X, respectively, according to the similarity of their $`SU(3)_cSU(2)_L`$ structure with the 27 irrep.<sup>4</sup><sup>4</sup>4 It is expected that the states of the 78 and $`\overline{\mathrm{𝟐𝟕}}`$, as well as $`T`$, $`T^c`$, $`N^c`$, and $`S`$ of the 27 acquire very heavy masses and that is why they have not been observed. In $`N>1`$ supersymmetry, the 78 in this operator contains vector particles that may be identified with the observed gauge bosons. Labeling of the non-zero 78 weights includes subscripts which indicate an SO(10) irrep the state belongs to.
The tables include signs associated with each Dynkin label. The signs result from the conventions used for the embedding of the subgroup chain
$$E_6SO(10)SU(5)SU(3)_cSU(2)_LU(1)_Y.$$
(18)
In particular, our conventions for the $`SO(10)`$ projections read
$`E_{\xi _1}`$ $`=`$ $`[E_{\alpha _2},[E_{\alpha _3},E_{\alpha _4}]],`$
$`E_{\xi _2}`$ $`=`$ $`E_{\alpha _6},`$
$`E_{\xi _3}`$ $`=`$ $`E_{\alpha _3},`$ (19)
$`E_{\xi _4}`$ $`=`$ $`[E_{\alpha _4},E_{\alpha _5}],`$
$`E_{\xi _5}`$ $`=`$ $`[E_{\alpha _2},E_{\alpha _1}],`$
where the $`E_{\xi _i},(i=1,\mathrm{}5)`$ are the $`SO(10)`$ ladder operators and $`\xi _i`$’s are the simple roots of $`SO(10)`$. Similarly, $`SU(5)`$ lowerings are projected out according to
$`E_{\eta _1}`$ $`=`$ $`[E_{\xi _2},E_{\xi _1}],`$
$`E_{\eta _2}`$ $`=`$ $`[E_{\xi _3},E_{\xi _5}],`$ (20)
$`E_{\eta _3}`$ $`=`$ $`E_{\xi _4},`$
$`E_{\eta _4}`$ $`=`$ $`[E_{\xi _3},E_{\xi _2}],`$
and $`SU(3)`$ and $`SU(2)`$ projections satisfy
$`E_{\pi _1}`$ $`=`$ $`[E_{\eta _2},E_{\eta _1}],`$
$`E_{\pi _2}`$ $`=`$ $`[E_{\eta _3},E_{\eta _4}],`$ (21)
$`E_\rho `$ $`=`$ $`[E_{\eta _2},E_{\eta _3}].`$
We remark that these projections are consistent with the explicit form of the $`C`$ matrix in eq.(10) and with relations (13) in ref.. Clearly, the sign at the $`SO(10)`$ weights, $`SU(5)`$ weights, or $`SU(3)_cSU(2)_L`$ weights in tables VIIIX is a relative sign with respect to the $`E_6`$ weights, and follows from our choice of the subgroup embedding. We remind the reader that we have started with simple lowering phase convention which was just overall (+) sign for any weight state obtained by lowering in $`E_6`$ (compare with the text below eq.(11)). We also assume that the same simple lowering phase convention applies to the construction of any weight system within the subgroups of $`E_6`$. Signs in tables VIIIX indicate that the embedding induces a relative phase for the states of $`E_6`$ and the corresponding states of its subgroups. On top of the embedding phase convention, we now introduce a third set of phase conventions, which we call physical. These combine with the former but are not taken into account in tables VIIIX. In particular, our physical phase conventions for states of the $`SU(3)_cSU(2)_L`$ irreps read:
Each $`SU(3)`$ anti-triplet component with weight (1 1̄) has its phase redefined by multiplying the state by ($`1`$).
Anti-doublets of the $`SU(2)`$ are formed as $`\left(\begin{array}{c}\hfill (\overline{1})\\ \hfill (\mathrm{\hspace{0.25em}1})\end{array}\right)`$ with an extra ($``$) sign at the lower component, as opposed to doublets which are simply labeled as $`\left(\begin{array}{c}(\mathrm{\hspace{0.25em}1})\\ (\overline{1})\end{array}\right)`$.
$`SU(3)`$ octet components with weights (2 1̄) and (1 2̄) and the weight (2) component of an $`SU(2)`$ triplet have their phases redefined by multiplying the corresponding states by ($`1`$).
Assuming that the two (0 0) weight states of the $`SU(3)`$ octet are projected to be orthogonal to each other and one of them lies in the isospin direction,<sup>5</sup><sup>5</sup>5 An example of such a construction is the standard set of eight Gell-Mann matrices $`\lambda ^a`$, see e.g., a review on group theory in ref.. Gluon field $`\lambda ^8A^8`$ corresponds to the (0 0) weight state which is an isospin singlet. $`\lambda ^3A^3`$, a member of the isospin triplet, is the orthogonal (0 0) weight state. This notation is used in eq.(IV). the isospin singlet state has its phase redefined by multiplying the state with ($`1`$).
The phases of the $`D^c`$ states (in the $`\mathrm{𝟐𝟕}`$ and $`\mathrm{𝟕𝟖}`$) and $`\overline{E^c}`$ states (in the $`\mathrm{𝟕𝟖}`$ and $`\overline{\mathrm{𝟐𝟕}}`$) are redefined by multiplying the corresponding states with ($`1`$).
The phase conventions (A)-(D) make up for the simplicity of the lowering phase convention for the Standard Model subgroups. In fact, they could be substituted by a more complicated lowering rules at the $`SU(3)_cSU(2)_L`$ level, or at the $`E_6`$ level. The advantage of our approach is that the make-up changes are only suggested at the $`SU(3)SU(2)`$ level after the weight system of an $`E_6`$ irrep is obtained with simple lowering phase convention, and thus the construction is more transparent. Note that rules (A) and (B) of our physical phase conventions are introduced to make the singlet in $`\overline{𝐟}𝐟`$ a symmetric combination (trace) of states in fundamental irreps $`𝐟`$ and $`\overline{𝐟}`$ of the $`SU(3)`$ or $`SU(2)`$. Similarly, rules (C) and (D) put the singlet in $`\overline{𝐟}𝐀𝐟`$ into the form familiar to particle physics, with the interaction Lagrangian $`\overline{\mathrm{\Psi }}_fT^aA^a\mathrm{\Psi }_f`$, where $`A`$ is the gauge field transforming as an adjoint irrep and $`T^a`$s are the Gell-Mann matrices of $`SU(3)`$ or Pauli matrices of $`SU(2)`$. Finally, according to our rule (E), $`D^c`$ states change sign to make the down quark mass term of the same sign as the up quark, electron, and neutrino mass terms, and the phase of $`\overline{E^c}`$ is redefined to keep the singlet in the $`\mathrm{𝟐𝟕}\overline{\mathrm{𝟐𝟕}}`$ with plus signs only (trace), in terms of the particle states.
Next, we specify which two-dimensional multiplets of $`SU(2)`$ (see tables VIIIX) are going to be labeled as doublets and which as anti-doublets. In our notation, two-component states $`H_d=\left(\begin{array}{c}H_d^{}\\ H_d^0\end{array}\right)`$ of the 27, $`\overline{X}`$ of the 78, and $`\overline{Q}=\left(\begin{array}{c}\overline{U}\\ \overline{D}\end{array}\right)`$, $`\overline{L}=\left(\begin{array}{c}\overline{\nu }\\ \overline{e^{}}\end{array}\right)`$, and $`\overline{H_u}=\left(\begin{array}{c}\overline{H_u^+}\\ \overline{H_u^0}\end{array}\right)`$ of both the $`\mathrm{𝟕𝟖}`$ and $`\overline{\mathrm{𝟐𝟕}}`$ represent $`SU(2)_L`$ anti-doublets. Any other two-dimensional multiplets of $`SU(2)`$ are assumed to be doublets. Our $`SU(2)`$ contractions among doublets and anti-doublets are defined to be as simple as possible: two doublets and two anti-doublets are contracted through the same matrix $`ϵ=\left(\begin{array}{cc}\hfill 0& 1\\ \hfill 1& 0\end{array}\right)`$, while the contraction of a doublet and an anti-doublet does not depend on the ordering. For instance, $`QL=Ue^{}D\nu `$, $`\overline{Q}H_d=\overline{U}H_d^0\overline{D}H_d^{}`$, and $`QH_d=H_dQ=UH_d^{}+DH_d^0`$.
With all the phase conventions included the explicit form of the singlet operator contained in $`\mathrm{𝟐𝟕}\mathrm{𝟕𝟖}\overline{\mathrm{𝟐𝟕}}`$ takes the form
$`(\mathrm{𝟕𝟖}\overline{\mathrm{𝟐𝟕}}\mathrm{𝟐𝟕})_1=`$
$`={\displaystyle \frac{1}{\sqrt{3}}}A^a\left\{\overline{Q}{\displaystyle \frac{\lambda ^a}{2}}Q\overline{U^c}{\displaystyle \frac{\lambda ^a}{2}}U^c\overline{D^c}{\displaystyle \frac{\lambda ^a}{2}}D^c+\overline{T}{\displaystyle \frac{\lambda ^a}{2}}T\overline{T^c}{\displaystyle \frac{\lambda ^a}{2}}T^c\right\}`$
$`+{\displaystyle \frac{1}{\sqrt{3}}}W^i\left\{\overline{Q}{\displaystyle \frac{\sigma ^i}{2}}Q+\overline{L}{\displaystyle \frac{\sigma ^i}{2}}L+\overline{H_u}{\displaystyle \frac{\sigma ^i}{2}}H_u\overline{H_d}{\displaystyle \frac{\sigma ^i}{2}}H_d\right\}`$
$`+{\displaystyle \frac{1}{\sqrt{180}}}Y^0\left\{\overline{Q}Q4\overline{U^c}U^c+6\overline{E^c}E^c+2\overline{D^c}D^c3\overline{L}L2\overline{T}T+3\overline{H_u}H_u+2\overline{T^c}T^c3\overline{H_d}H_d\right\}`$
$`+{\displaystyle \frac{1}{\sqrt{120}}}\chi ^0\left\{\overline{Q}Q\overline{U^c}U^c\overline{E^c}E^c+3(\overline{D^c}D^c+\overline{L}L)5\overline{N^c}N^c+2(\overline{T}T+\overline{H_u}H_u\overline{T^c}T^c\overline{H_d}H_d)\right\}`$
$`+{\displaystyle \frac{1}{\sqrt{72}}}\mathrm{\Psi }^0\left\{\overline{Q}Q+\overline{U^c}U^c+\overline{E^c}E^c+\overline{D^c}D^c+\overline{L}L+\overline{N^c}N^c2(\overline{T}T+\overline{H_u}H_u+\overline{T^c}T^c+\overline{H_d}H_d)+4\overline{S}S\right\}`$
$`+{\displaystyle \frac{1}{\sqrt{6}}}X\left\{\overline{Q}E^c+\overline{L}D^c\overline{T}H_u+\overline{H_d}T^c\overline{U^c}Q\right\}`$
$`+{\displaystyle \frac{1}{\sqrt{6}}}\overline{X}\left\{+\overline{E^c}Q\overline{D^c}L+\overline{H_u}T\overline{T^c}H_d\overline{Q}U^c\right\}`$
$`+{\displaystyle \frac{1}{\sqrt{6}}}Q_{45}\left\{\overline{Q}N^c+\overline{L}U^c\overline{H_u}T^c+\overline{T}H_d+\overline{D^c}Q\right\}`$
$`+{\displaystyle \frac{1}{\sqrt{6}}}U_{45}^c\left\{\overline{U^c}N^c\overline{D^c}E^c+\overline{L}Q+\overline{T}T^c\right\}+{\displaystyle \frac{1}{\sqrt{6}}}E_{45}^c\left\{\overline{E^c}N^c\overline{H_u}H_d\overline{D^c}U^c\right\}`$
$`+{\displaystyle \frac{1}{\sqrt{6}}}\overline{Q}_{45}\left\{+\overline{N^c}Q\overline{U^c}L+\overline{T^c}H_u\overline{H_d}T+\overline{Q}D^c\right\}`$
$`+{\displaystyle \frac{1}{\sqrt{6}}}\overline{U^c}_{45}\left\{+\overline{N^c}U^c+\overline{E^c}D^c\overline{Q}L+\overline{T^c}T\right\}+{\displaystyle \frac{1}{\sqrt{6}}}\overline{E^c}_{45}\left\{+\overline{N^c}E^c\overline{H_d}H_u+\overline{U^c}D^c\right\}`$
$`+{\displaystyle \frac{1}{\sqrt{6}}}Q_{16}\left\{\overline{Q}S+\overline{T}L+\overline{H_u}D^c+\overline{H_d}U^c+\overline{T^c}Q\right\}+{\displaystyle \frac{1}{\sqrt{6}}}U_{16}^c\left\{\overline{U^c}S\overline{T^c}E^c\overline{H_d}Q\overline{T}D^c\right\}`$
$`+{\displaystyle \frac{1}{\sqrt{6}}}E_{16}^c\left\{\overline{E^c}S+\overline{H_u}L\overline{T^c}U^c\right\}+{\displaystyle \frac{1}{\sqrt{6}}}D_{16}^c\left\{\overline{D^c}S+\overline{T^c}N^c+\overline{H_u}Q+\overline{T}U^c\right\}`$
$`+{\displaystyle \frac{1}{\sqrt{6}}}L_{16}\left\{\overline{L}S+\overline{H_u}E^c+\overline{H_d}N^c\overline{T}Q\right\}+{\displaystyle \frac{1}{\sqrt{6}}}N_{16}^c\left\{\overline{N^c}S\overline{H_d}L+\overline{T^c}D^c\right\}`$
$`+{\displaystyle \frac{1}{\sqrt{6}}}\overline{Q}_{\overline{16}}\left\{\overline{S}Q\overline{L}T\overline{D^c}H_u\overline{U^c}H_d+\overline{Q}T^c\right\}+{\displaystyle \frac{1}{\sqrt{6}}}\overline{U^c}_{\overline{16}}\left\{\overline{S}U^c+\overline{E^c}T^c\overline{Q}H_d\overline{D^c}T\right\}`$
$`+{\displaystyle \frac{1}{\sqrt{6}}}\overline{E^c}_{\overline{16}}\left\{\overline{S}E^c\overline{L}H_u+\overline{U^c}T^c\right\}+{\displaystyle \frac{1}{\sqrt{6}}}\overline{D^c}_{\overline{16}}\left\{\overline{S}D^c\overline{N^c}T^c\overline{Q}H_u+\overline{U^c}T\right\}`$
$`+{\displaystyle \frac{1}{\sqrt{6}}}\overline{L}_{\overline{16}}\left\{\overline{S}L\overline{E^c}H_u\overline{N^c}H_d+\overline{Q}T\right\}+{\displaystyle \frac{1}{\sqrt{6}}}\overline{N^c}_{\overline{16}}\left\{\overline{S}N^c\overline{L}H_d\overline{D^c}T^c\right\},`$
where the orthogonal zero weight states have been obtained using matrix $`C`$ given in eq.(10). $`|\stackrel{~}{0}_4`$, $`|\stackrel{~}{0}_5`$, and $`|\stackrel{~}{0}_6`$ are now labeled as $`Y^0`$, $`\chi ^0`$, and $`\mathrm{\Psi }^0`$, respectively. As usual in particle physics, “gluon” fields $`A^a`$ ($`a=1,..,8`$) are defined via relations $`G_{(\pm 1\pm 1)}=(A^4iA^5)/\sqrt{2}`$, $`G_{(\pm 21)}=(A^1iA^2)/\sqrt{2}`$, $`G_{(1\pm 2)}=(A^6iA^7)/\sqrt{2}`$, $`|\stackrel{~}{0}_2G_{(00)}^{Isinglet}=A^8`$, and $`|\stackrel{~}{0}_1G_{(00)}^{Itriplet}=A^3`$, and the $`SU(2)`$ triplet fields satisfy $`W_{(\pm 2)}=(W^1iW^2)/\sqrt{2}`$, and $`|\stackrel{~}{0}_3W_{(0)}=W^3`$. Note that the $`Y^0`$, $`\chi ^0`$, and $`\mathrm{\Psi }^0`$ interaction terms include numerical factors which coincide with the $`Q^z`$ (hypercharge, in the standard embedding which we follow in this paper), $`Q^r`$, and $`Q^t`$ charges, respectively, of the components of the $`\mathrm{𝟐𝟕}`$ calculated in . This provides an important check of our calculation. Another interesting detail is the antisymmetry between off-diagonal charge conjugated terms. This is a direct consequence of the conventions we use. A symmetric property could be restored by a broader set of physical conventions. In fact, rule (C) of our physical phase conventions does exactly that for the off-diagonal contractions containing the $`SU(3)`$ and $`SU(2)`$ adjoints. Alternatively, we could start with a different lowering phase convention.
## V Summary
In this paper we calculated the Clebsch-Gordan decomposition of the tensor product of two adjoints in $`E_6`$. In detail, we explained the steps related to the presence of degenerate zero weights in the 78. Our results can be applied to unification model building in a straightforward way. As a simple application we worked out a complete form of the singlet $`\mathrm{𝟐𝟕}\mathrm{𝟕𝟖}\overline{\mathrm{𝟐𝟕}}`$ operator. In addition, the decomposition of the $`\mathrm{𝟕𝟖}\mathrm{𝟕𝟖}`$ tensor product may be useful for a detailed study of the symmetry breaking sector of unified theories based on $`E_6`$, and for the analysis of higher dimensional operators in these theories, which contain fields transforming as an adjoint representation of $`E_6`$.
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# Non-ergodic effects in the Coulomb glass: specific heat
## I Introduction
Disordered systems of interacting localized particles have been extensively studied for over two decades. A characteristic feature of these systems is a complex many valley structure of the energy landscape of the state space . Therefore, at sufficiently low temperatures, the system cannot be considered to be in thermodynamic equilibrium: Gibbs ensemble theory of statistical mechanics, which is based on the equivalence of time and ensemble averages, is not applicable. Thus non-ergodic effects are important.
The Coulomb glass is a prominent example of such disordered systems. In heavily doped crystalline semiconductors, amorphous semiconductor-metal alloys, and granular metals, it plays an important role as a semiclassical model for systems of localized states. The dynamical behavior of the Coulomb glass has been studied by several groups: Schreiber et al. , as well as Pérez-Garrido et al. determined numerically the transition probabilities between low-energy many-particle states, and studied the eigenvalues of the transition probability matrix. The former group directly diagonalized this matrix, whereas the latter developed a renormalization method to eliminate the transitions with large rates, what considerably simplifies the diagonalization. A broad distribution of relaxation times over several orders of magnitude was found in both cases. It reflects the glassy behavior of this system. Moreover, Wappler et al. used the damage-spreading algorithm to study the temporal evolution of the system, and found evidence for a dynamical phase transition. Yu studied the time development of the Coulomb gap considering a self-consistent equation for the density of states . She too observed that very long time scales are involved.
The main aim of this work is to study numerically non-ergodic effects in the Coulomb glass analyzing the transitions between many-particle states. We apply this procedure to the investigation of such effects in the specific heat. The paper is organized as follows: Section II introduces the Coulomb-glass model. Section III describes how the low-energy many-particle states are obtained numerically. In Sec. IV, we calculate the transition probabilities between these states, and map the dynamical behavior of the Coulomb-glass sample to a graph. The nodes of the graph represent the many-particle states, and the edges the relevant transitions between them. Analyzing the structure of this graph, we determine the value of a physical observable in dependence on the duration of its measurement. In Sec. V, we use this method for the investigation of the non-ergodic effects in the specific heat: We study the influence of temperature, duration of measurement, disorder, and dimensionality. Finally, in Sec. VI we extract some conclusions.
## II Models
The classical impurity band (CIB) model is the most realistic model for simulating an impurity band of localized states in a lightly doped semiconductor when quantum interference can be neglected . It is applicable if the following two conditions are fulfilled: (i) The mean nearest-neighbor distance is considerably larger than the localization radius of the wavefunction of an isolated impurity state. (ii) The temperature is so low that both the activation to the conduction band / from the valence band, and the formation of doubly charged donors / acceptors can be neglected.
We consider a $`d`$-dimensional sample of an n-type, partially compensated semiconductor with donor concentration $`N_\mathrm{D}`$, and acceptor concentration $`N_\mathrm{A}=KN_\mathrm{D}`$. The degree of compensation $`K`$ can range from 0 to 1. So donors are either occupied, that means neutral, or empty, that means positively charged. Acceptors captured an electron each, and are negatively charged. The distribution of electrons between the donors is governed by the Hamiltonian
$$H=\underset{i\nu }{}\frac{1n_i}{r_{i\nu }}+\underset{i<j}{}\frac{(1n_i)(1n_j)}{r_{ij}}.$$
(1)
The donor occupation number $`n_i`$ equals 1 for occupied donors, and 0 for ionized donors. Moreover, $`r_{i\nu }=|𝐫_i𝐫_\nu |`$ and $`r_{ij}=|𝐫_i𝐫_j|`$, where the random positions of the donors are denoted by $`𝐫_i`$ and $`𝐫_j`$, and those of the acceptors by $`𝐫_\nu `$. However, to minimize size effects, we impose periodic boundary conditions and use the minimum image convention . That means, in computing $`|𝐫_i𝐫_j|`$, we substitute the projection of $`|𝐫_i𝐫_j|`$ onto each of the coordinate axis, $`x_i^{(\delta )}x_j^{(\delta )}`$ with $`\delta =1,\mathrm{},d`$, by the smallest related value in a periodically repeated representation, $`\text{Min}(|x_i^{(\delta )}x_j^{(\delta )}|,L|x_i^{(\delta )}x_j^{(\delta )}|)`$ with $`L`$ being the edge size of the sample. For numerical reasons, we construct the samples so that the nearest neighbor distance exceeds 0.5, a well justified approximation for amorphous semiconductors, but not for crystalline systems. In this work, the unit of distance is defined by the donor density $`\rho 1`$, and electron charge, dielectric constant, and Boltzmann constant are taken to be unity.
Within the present study, most of the calculations are performed for a simplified version of this model. Following Refs. , see also , we consider a partially filled band of elementary charges (particles) localized on a regular lattice formed by the $`N_\mathrm{D}`$ donor sites. Here, the acceptors are substituted by background charges $`K`$ at each of the lattice sites, guaranteeing electro-neutrality on average. The disorder is simulated by a random potential $`ϵ_i`$. Its values are uniformly distributed between $`B/2`$ and $`B/2`$. Thus, the influence of the randomness of the donor positions is ignored, as well as the correlations between the values of the acceptor potential at neighboring donor sites. Moreover, the rectangular distribution of the $`ϵ_i`$ is a simplification neglecting contributions from particular close pairs of donors and acceptors. This model is represented by the Hamiltonian
$$H=\underset{i}{}ϵ_in_i+\underset{i<j}{}\frac{(n_iK)(n_jK)}{r_{ij}},$$
(2)
where $`n_i\{0,1\}`$ denotes again the occupation number of site $`i`$. As above, $`r_{ij}`$ is the distance between sites $`i`$ and $`j`$ according to periodic boundary conditions. The lattice spacing is taken as unit of distance.
A mixed form of both the models (1) and (2) is obtained in the following way: The sites are positioned at random, and the acceptor potential is substituted by a random on-site potential plus the potential of neutralizing charges $`K`$ at each site . This mixed form is more realistic than Eq. (2): it keeps the donor disorder as the Hamiltonian (1), but simplifies the disorder contribution from the acceptors. By means of $`ϵ_i`$, the influence of the random surroundings of host atoms in an amorphous semiconductor can be simulated. This model is in the following referred to as random-position-with-random-potential model.
The relaxation procedures, which we use, alternatively simulate the sample to be isolated, or to be in contact with a particle reservoir . The latter means that, instead of $`H`$, the grand canonical potential, $`h=H\mu _in_i`$, is minimized. The value of the chemical potential $`\mu `$ depends on $`K`$, i.e., it is fixed by the electro-neutrality condition. Here, we first obtain $`\mu `$ performing a canonical simulation with reduced accuracy. Then we calculate the set of low-energy states, as described below, taking into account particle exchange with the reservoir.
## III Determination of a set of low-energy states
For studying low-temperature properties treating correlations exactly, we need to know a set $`𝒮`$ of almost all many-particles states in a certain energy interval above the ground state energy. If the occupation numbers are known, the energy of a state can easily and directly be determined from Eq. (1) because we are treating a classical system. The problems, however, consist in the binomially large number of possible configurations, and in the existence of many local minima. Thus it is a complicated task to obtain such a set of low-energy many-particle states. It has been approached by several methods: Mochena and Pollak developed an approximative renormalization-like procedure. Schreiber and Tenelsen used the Metropolis algorithm to collect low-lying states which seems to be favorable in comparison to the previous method . Möbius and Pollak , and Pérez-Garrido et al. used two-stage algorithms. In the first stage, they obtained sets of local minima by means of relaxation. For that, a complete search considering rearrangements of the site occupations including up to four sites, and an incomplete search concerning more complex rearrangements, built up of several low-energy one-electron hops (shifts), were performed in Refs. and , respectively. In the second stage, both groups completed the table of low-energy states by systematically investigating the neighborhood (in the configuration space) of each of these states. This neighborhood is defined via the accessibility within only one of the considered rearrangements.
Here, we find the set $`𝒮`$ of $`N`$ low-energy many-particle states by means of a three-stage algorithm; for a short preliminary description see Ref. . In the first two stages, we create, and improve a “backbone” of $`𝒮`$, formed by metastable states, the number of which can be considerably smaller than $`N`$. Then, in the third stage, we complete $`𝒮`$ by systematically investigating the neighborhood of the states found. Our procedure, which includes sophisticated local search , and thermal cycling , is explained in detail in the following.
In the first stage, creating the backbone of $`𝒮`$, we repeatedly start from states chosen at random, and simulate quenching the sample (i.e., a rapid relaxation) by means of a local search procedure: In an iterative process, we search the neighborhood of the actual state for states of lower energy, and accept always the first such state found. The process stops when no lower neighboring state exists.
Our local search algorithm ensures stability with respect to rearrangements concerning one up to four sites. Making use of the branch-and-bound idea in order to avoid unnecessary attempts to a large extent, it considers the following rearrangements:
* transition of one electron between the sample and a reservoir,
* arbitrary one-electron hops within the sample,
* rearrangements by performing simultaneously an (a) and a (b) transition, and
* arbitrary two-electron hops within the sample.
To ensure high efficiency of the simulations, the searches in (c) and (d) have to be restricted to a certain number of neighbors. For one-, two-, and three-dimensional systems, we consider the first 4, 8, and 26 neighbors, respectively. (Though the number of possible rearrangements increases rapidly with the number of neighbors considered, the portion of long-range hops among the energy decreasing rearrangements is small due to the decreasing interaction strength.)
The second stage consists in extending, and improving this set of metastable states by thermal cycling . For that, a further set $``$ of metastable states is considered. Initially, it equals a subset of $`𝒮`$, containing the states of lowest energy. We cyclically choose one of the states from $``$, and apply to it a Metropolis process with a certain temperature. This process, which is referred to as heating, is terminated, however, after a small number of successful steps. Thus a great part of the information on the ground state, gained within the previous cycles, is retained. Then we quench the sample by means of the above local search algorithm. If the energy of the final state is lower than the energy of the initial state, the latter is substituted in $``$.
For each of the final states of these cycles, we check whether or not it is already contained in $`𝒮`$. If not, and if, moreover, the total number of states is smaller than its maximum value, we add it to $`𝒮`$. However, if the final state is not contained within $`𝒮`$, but $`𝒮`$ has been already “filled”, we substitute the final state for the state in $`𝒮`$ of highest energy, provided the energy of the final state is lower than the energy of the latter.
Several details of thermal cycling should be mentioned: When starting, the temperature of the Metropolis process is chosen to be equal to the total energy gain in quenching a random state divided by the number of sites. In the course of the thermal cycling procedure, this temperature is reduced gradually. The cyclic procedure continues until its efficiency becomes so low that, within a “reasonable” number of cycles, the set $``$ has not been improved further. In the heating, we consider only two kinds of rearrangements, namely (a) and (b). For $`d=1`$, 2, and 3, the latter are restricted to the first 4, 8, and 26 neighbors, respectively. During this process, we fix the occupation of those sites which have the same $`n_i`$ value in all states contained in $``$ because these values obviously favor a low energy. Moreover, in order to diminish the portion of unsuccessful attempts in the Metropolis process, we further reduce the set of rearrangements considered: We tabulate the relevant rearrangements after each temperature change, as well as after adding a new state to $``$. As relevance criterion, we use the condition that, for at least one of the states in $``$, the related energy change must be smaller than the temperature. In heating, we consider only the excitations stored in this table. Each heating is terminated after having performed 50 rearrangements.
In the third stage, we complete the set $`𝒮`$ of low-energy states by systematically investigating the neighborhood (in the configuration space) of the states found : For each state in $`𝒮`$, we construct all neighboring states, considering the same types of rearrangements as above. However, we perform (c) and (d) searches (restricted also here to the first 4, 8, and 26 neighboring sites if $`d=1`$, 2, and 3, respectively) only for those states, which are local minima with respect to the (a) and (b) rearrangements. Each new state is added to $`𝒮`$ if the number of states in $`𝒮`$ is smaller than its maximum value. Otherwise, we substitute the highest-energy state in $`𝒮`$ provided the energy of the new state is lower.
This completion procedure starts with the state which has the highest energy, and proceeds cyclically until all states contained in $`𝒮`$ have been investigated. If the number of states in $`𝒮`$ is large, the decision whether or not the current state has been added to $`𝒮`$ already previously, is particularly CPU time consuming. This decision is significantly accelerated by searching hierarchically in an array ordered according to the energies, where pointer arithmetics is used.
To check our program, we performed a series of tests. The degree of completeness of the spectrum of many-particle states within a certain energy interval above the ground state energy was judged in a similar way as in Ref. . We observed that the completeness and the CPU time required do not only depend on the number $`N`$ of states included in $`𝒮`$, and on the number of local searches performed in the first stage, but to a considerable extent also on the number of states in $``$. In the numerical experiments described in Sec. V, $`N`$ has values between $`\mathrm{25\hspace{0.17em}000}`$ and $`\mathrm{75\hspace{0.17em}000}`$ what ensures that the width of the related energy interval exceeds the temperature by at least a factor of 25. We found that it is a good choice to adjust the number of local searches in the first stage to $`N/25`$, and the number of states in $``$ to $`N/500`$. Naturally, the kinds of rearrangements considered in the three stages are very important too.
We devoted special attention to testing the thermal cycling part, which improves the backbone of $`𝒮`$. Its efficiency in finding states of particularly low energy is illustrated by Fig. 1. This graph presents the mean energy of the lowest state found in dependence on the CPU time required, contrasting results for simulated annealing (same rearrangements as in heating), sophisticated multi-start local search (repeatedly quenching states chosen at random by means of rearrangements (a) - (d)), and thermal cycling. Fig. 1 shows that, in searching for states of very low energy, thermal cycling is not only far superior to simulated annealing, but also to the sophisticated multi-start local search algorithm. Thus the incorporation of thermal cycling leads to a considerable efficiency increase in the construction of sets of low-energy many-particle states.
As a check of our numerical approach to obtaining almost complete sets of low-energy many-particle states, we verified that the corresponding results for the equilibrium specific heat agree with Refs. .
## IV Influence of the duration of measurement
Our main aim is to study the influence of the duration $`\tau _\mathrm{m}`$ of the measurement, during which the state of the sample travels randomly through its configuration space, on the expectation value of an observable $`O`$. For that, we decompose the configuration space into separate regions, isolated from each other on the time scale $`\tau _\mathrm{m}`$, in other words, into clusters of states. Two approximations are basic for this approach: (i) The duration of measurement is long enough for establishing thermal equilibrium inside each cluster. (ii) Transitions between different clusters are so rare that they can be ignored on the time scale of the measurement.
First, we calculate the transition probability per unit time from the many-particle state $`I`$ to the state $`J`$. According to Ref. , it is given by
$$W_{IJ}=w_0\mathrm{exp}\left(\frac{2r_{ij}}{a}\right)\{\begin{array}{cc}\mathrm{exp}\left[(E_IE_J)/T\right]& \mathrm{if}E_I<E_J\\ 1& \mathrm{if}E_I>E_J\end{array}.$$
(3)
In this equation, the parameter $`w_0`$ is a constant of the order of the phonon frequency, $`w_010^{13}\mathrm{s}^1`$. $`a`$ denotes the localization radius, and $`E_I`$ the energy of the state $`I`$. The sum term is an abbreviation of the minimized sum of the related hopping lengths; it concerns only those sites, the occupation of which is changed in the transition. That means, we decompose the many-electron transition into independent one-electron hops. Among all possible such decompositions, we choose that for which the sum of the lengths of the one-electron hops takes its minimum value.
Presuming the occupation probabilities of the states to have their thermodynamic equilibrium values, we obtain the rate of transitions from state $`I`$ to state $`J`$,
$$R_{IJ}=W_{IJ}\mathrm{exp}\left(\frac{E_I}{T}\right)Z^1$$
(4)
where $`Z`$ is the partition function. In thermodynamic equilibrium, $`R_{IJ}=R_{JI}`$. Thus the transition time, i.e., the inverse of the equilibrium transition rate, is given by
$$\tau _{IJ}=\tau _0\mathrm{exp}\left(\frac{2r_{ij}}{a}+\frac{E_{IJ}}{T}\right)Z$$
(5)
with $`E_{IJ}=\mathrm{max}(E_I,E_J)`$, and $`\tau _0=w_0^1`$.
Now, we map the dynamics of the Coulomb glass sample simulated to a graph, where the nodes represent the states, and the edges those transitions between them for which $`\tau _{IJ}<\tau _\mathrm{m}`$. The nodes which are directly or indirectly connected with each other by such edges form clusters. These cluster correspond to regions of the configuration space being isolated from each other on the time scale $`\tau _\mathrm{m}`$. Here we presume equilibrium in determining $`\tau _{IJ}`$. However, this principle can easily be generalized to the non-equilibrium case, see below.
Provided, at the beginning of the measuring process, the sample is in one of the states of the cluster $`\alpha `$, we measure as value of the observable $`O`$,
$$O_\alpha (T)=\underset{I\alpha }{}O_I\mathrm{exp}\left(\frac{E_I}{T}\right)Z_\alpha ^1,$$
(6)
where $`O_I`$ denotes the value of $`O`$ for the state $`I`$, and $`Z_\alpha `$ the partition function of this cluster. The values of $`O_\alpha `$ can have a very broad distribution.
Finally, we turn to the expectation value of $`O`$, that is the mean value of repeated measurements, referred to in the following as $`O(T,\tau _\mathrm{m})`$. The probability to find the sample in one of the states belonging to the cluster $`\alpha `$ be $`P_\alpha `$. Thus, $`O`$ is given by the weighted average of the $`O_\alpha `$:
$$O(T,\tau _\mathrm{m})=\underset{\alpha }{}O_\alpha P_\alpha .$$
(7)
In consequence, $`O`$ depends via the cluster structure and $`P_\alpha `$ on $`\tau _\mathrm{m}`$, and also on $`T`$.
Both the cluster structure and $`P_\alpha `$ are influenced by the history of the sample. In our numerical experiments, we have simulated two situations:
* As standard case, we presume that the sample has reached thermal equilibrium before the measurements; thus $`P_\alpha =Z_\alpha /Z`$.
* Alternatively, we assume the sample to have been quenched from infinite $`T`$ to the measuring $`T`$ within a short time interval $`\tau _\mathrm{q}`$. To emulate this process we quench first to $`T=0`$, and heat then immediately to the measuring $`T`$: In the beginning, we assign the same probability to all states, $`P_I=1/N`$. Then, we perform the following iteration treating the states according to decreasing energy. We re-distribute the weight of the considered state to all those states of lower energy to which a transition can happen within $`\tau _\mathrm{q}`$ modifying the set of the $`P_I`$ correspondingly. The related transition times are obtained in a way analogous to the derivation of Eq. (5). That means, substituting the equilibrium occupation probabilities by the (iteration cycle dependent) non-equilibrium $`P_I`$, we get for the transition $`IJ`$
$$\tau _{IJ}=\{\begin{array}{cc}\mathrm{}& \mathrm{if}E_I<E_J\\ w_0^1\mathrm{exp}\left(2r_{ij}/a\right)P_I^1& \mathrm{if}E_I>E_J\end{array}.$$
(8)
Thus the quenching process is related to the modification of parts of the states graph (differing from the “equilibrium graph”) in each of the iteration steps. At the end of the iteration, only the local minima have a finite occupation probability. Finally, we assign to each “equilibrium cluster” the sum of the occupation probabilities of the included “non-equilibrium local minima”. In this way, we calculate the non-equilibrium values of $`P_\alpha `$, but we neglect the influence of the preparation mode on $`\tau _{IJ}`$, and thus on the structure of the clusters which are isolated from each other on the time scale $`\tau _\mathrm{m}`$.
## V Non-ergodic specific heat
Applying the methods presented in Secs. III and IV to the study of non-ergodic effects in the specific heat, we start from the definition of this observable for a cluster $`\alpha `$ of states, which is in thermal equilibrium:
$$c_\alpha (T)=\frac{H^2_\alpha H_\alpha ^2}{T^2N_\mathrm{D}}.$$
(9)
Since the specific heat is by itself a quantity relating to an ensemble of states rather than to a single state, we do not need brackets here to mark the averaging over the states in the cluster $`\alpha `$, in deviation from the general notation $`O_\alpha (T)`$ in Eq. (6). After averaging over the set of clusters, the $`\tau _\mathrm{m}`$ dependent value of the specific heat $`c(T,\tau _\mathrm{m})`$ is obtained utilizing Eq. (7).
To make the influence of $`\tau _\mathrm{m}`$ directly visible, we consider the quotient of the values of the specific heat for finite and infinite duration of measurement, respectively:
$$q(T,\tau _\mathrm{m})=\frac{c(T,\tau _\mathrm{m})}{c(T,\mathrm{})}.$$
(10)
This quantity is in the following referred to as non-ergodicity quotient. Studying $`q(T,\tau _\mathrm{m})`$ rather than $`c(T,\tau _\mathrm{m})`$ is additionally motivated by numerical reasons: The random fluctuations of $`q`$ from sample to sample are considerably smaller than the fluctuations of $`c`$. Moreover, in order to characterize the fluctuations of $`c`$ from measurement to measurement, we consider its root-mean-square deviation, related to the distribution of the clusters,
$$\sigma ^2(T,\tau _\mathrm{m})=\underset{\alpha }{}P_\alpha \left(\frac{c_\alpha (T,\tau _\mathrm{m})c(T,\tau _\mathrm{m})}{c(T,\mathrm{})}\right)^2.$$
(11)
Investigating the physical properties of macroscopic systems, we have calculated ensemble averages, and have compared the results for different sample sizes. The number of samples to be taken into account depends not only on the accuracy to be achieved, but also on all the various details of the simulated situation. Generally, we have chosen the size of the samples so large that corresponding convergence of the results is ensured. The related parameter values are given in the figure captions.
Several details of our simulations have to be mentioned: The localization radius $`a`$ equals always 0.2 . Decreasing its value corresponds, crudely speaking, to stretching the time scale, and thus enhances the non-ergodic effects. Since a great part of the literature concerns the simplified Coulomb glass model according to Eq. (2) (sites arranged on a regular lattice), we, too, consider this situation in most of the simulations. Thus, if not stated otherwise, our numerical experiments have been performed for this model. The results presented here have been obtained by means of a canonical procedure: In calculating $`c`$, we take into account only the low-energy states with total charge equal to $`KN_\mathrm{D}`$. When the grand canonical procedure is used for this aim, finite-size effects are more important since, due to differing total charge, some clusters remain separated from each other in configuration space even if $`\tau _\mathrm{m}\mathrm{}`$.
In the following, we discuss our numerical results in detail. First, we consider the non-ergodicity quotient $`q`$. As examples, Figs. 2a and 2b illustrate for three-dimensional samples with two different degrees of disorder, how finite-size effects influence the dependence of $`q`$ on the duration of measurement $`\tau _\mathrm{m}`$. They show that finite-size effects are particularly important for large $`\tau _\mathrm{m}`$, where extended clusters of states have to be considered. However, if the sample size $`N_\mathrm{D}`$ exceeds a certain value, roughly 500 for the cases considered here, $`q`$ is almost independent of $`N_\mathrm{D}`$. Certainly, this limit depends on the concrete situation considered, i.e., on $`T`$, $`B`$, and $`d`$, and also on $`\tau _\mathrm{m}`$.
Moreover, Fig. 2 leads to an important conclusion: The value of $`\tau _\mathrm{m}`$ where $`q`$ reaches (almost) 1 can be interpreted as relaxation time of the specific heat. It exceeds typical experimental times by several orders of magnitude. This indicates glassy behavior, where non-ergodic effects are fundamental.
In Fig. 3, we show $`q(\tau _\mathrm{m})`$ and its fluctuation $`\sigma `$ defined by Eq. (11). These data illustrate that the measured values of $`c`$ are distributed within a wide range around the mean value, what originates from the varying properties of the separated clusters of states. This is a manifestation of the non-ergodic effects. However, for drawing further conclusions, a detailed study of the size dependence of $`\sigma `$ would be needed.
Figure 4 displays the temperature dependence of the specific heat for two values of $`\tau _\mathrm{m}`$, as well as for thermal equilibrium (infinite $`\tau _\mathrm{m}`$). Moreover, this figure compares the changes caused by variation of $`T`$ with the influence of $`\tau _\mathrm{m}`$.
Now we study the non-ergodicity quotient $`q`$ in more detail. Fig. 5 illustrates that the strength $`B`$ of the disorder has only a weak influence within the considered parameter range. Only for $`B=1`$, a small systematic shift of $`q(\tau _\mathrm{m})`$ towards higher $`\tau _\mathrm{m}`$ is detectable in comparison to the curves for stronger disorder. If $`\tau _\mathrm{m}`$ is so large that $`q`$ reaches almost 1, decreasing the disorder enhances the relevance of long-time correlations.
The influence of the temperature $`T`$ on $`q`$ is considered in Fig. 6. For $`\tau _\mathrm{m}/\tau _0`$ exceeding $`10^{10}`$, we observe the expected behavior, namely that decreasing $`T`$ is related to the increasing influence of non-ergodicity effects. However, we found a point, $`\tau _\mathrm{m}/\tau _010^{10}`$, where $`q`$ is almost independent of $`T`$ within the $`T`$ region studied. For smaller $`\tau _\mathrm{m}`$, there is even some increase of $`q`$ with decreasing $`T`$. Presumably, the reason of this feature is the following. Decreasing $`T`$ influences the cluster structure in two ways. On the one hand, it causes a division of clusters due to the decrease of transition rates, and thus an increase of the cluster number. On the other hand, however, the number of really relevant clusters decreases due to the decreasing occupation probability of excited states. We suppose that the second effect is dominating for small $`\tau _\mathrm{m}`$. There is some analogy to uncorrelated hopping conductivity, which increases exponentially with $`T`$ in the limit $`\omega 0`$, but decreases as $`1/T`$ at high frequency . A similar behavior has also been found in the frequency dependence of the dielectric susceptibility .
The question to which extent the obtained results are model dependent is answered in Fig. 7. For the chosen disorder strength, the results for the CIB model and the random-position-with-random-potential model are almost identical. For the lattice model, however, the $`q(\tau _\mathrm{m})`$ curve is a bit steeper, but the relaxation time of the specific heat is roughly the same as for the other models. Thus, in the region of low $`q`$, its $`q(\tau _\mathrm{m})`$ curve is shifted towards higher $`\tau _\mathrm{m}`$. This effect probably originates from the missing of “easy” hops between closely neighboring sites. Thus the influence of the spatial disorder of the donor sites is clearly stronger than the influence of the details of the random on-site potential $`ϵ_i`$. (In the CIB model the acceptors create a potential which is almost Gaussian with a width of 2.5.)
We have also studied the non-ergodicity quotient $`q`$ for one- and two-dimensional samples. The results, presented in Fig. 8, are similar to the above findings for the three-dimensional case. However, there is a clear trend of non-ergodicity effects becoming more and more pronounced with decreasing dimension in the region of large $`\tau _\mathrm{m}`$. Thus the reduction of the dimension seems to be related to a stronger “localization” of the particles.
Finally, we consider the question how the sample preparation influences $`q(\tau _\mathrm{m})`$. Fig. 9 shows results for the lattice model. Here, we compare samples being in thermal equilibrium with samples prepared by quenching. The latter curve is shifted towards larger $`\tau _\mathrm{m}`$. However, this effect decreases with increasing $`B`$, compare with Fig. 2 in . Thus it is natural that the preparation conditions have a weaker influence for the other two Coulomb glass models considered.
## VI Conclusions
In the previous sections, we have presented a numerical algorithm for studying the non-ergodic effects in the Coulomb glass, which are very important at low temperatures. This method considers many-particle states, and takes into account correlations completely. Here, it has been used for investigating how the mean value of the specific heat $`c`$ depends on the measuring time. The main results of our numerical experiments are summarized in the following points:
* The non-ergodicity quotient $`q(T,\tau _\mathrm{m})=c(T,\tau _\mathrm{m})/c(T,\mathrm{})`$ strongly depends on the measuring time $`\tau _\mathrm{m}`$. It vanishes as $`\tau _\mathrm{m}0`$, and, in the cases studied here, it approaches 1 only for values of $`\tau _\mathrm{m}`$ which exceed realistic measuring times by orders of magnitude.
* For large $`\tau _\mathrm{m}`$, $`q`$ decreases with decreasing $`T`$, whereas an increase of $`q`$ with decreasing $`T`$ is observed in the region of small $`\tau _\mathrm{m}`$.
* Spatial disorder has a larger influence on the non-ergodic effects than the strength of the on-site random potential in the lattice model.
* The importance of non-ergodic effects increases with decreasing dimensionality.
* Preparing the sample by a quench causes an increase of non-ergodic effects in the case of weak disorder.
Finally, we would like to stress one technical aspect of the simulations. We have improved our previously developed algorithm for the construction of almost complete sets of low-energy many-particle states by adding a thermal cycling part. This method, originally applied to the traveling salesman problem, combines ideas from Monte Carlo and local search algorithms. Here, we have used it when searching for deep local minima in the configuration space of the Coulomb glass. Also in this case, thermal cycling has been proved to be highly efficient.
## Acknowledgments
This work was supported by the SMWK and DFG (SFB 393). A great part of it was performed during A. D.-S.’s visit at the IFW Dresden; A. D.-S. thanks the IFW for its hospitality. We are indebted to M. Pollak for stimulating discussions.
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# Magnetic-field–induced Luttinger liquid
## Abstract
It is shown that a strong magnetic field applied to a bulk metal induces a Luttinger-liquid phase. This phase is characterized by the zero-bias anomaly in tunneling: the tunneling conductance scales as a power-law of voltage or temperature. The tunneling exponent increases with the magnetic field as $`B\mathrm{ln}B`$. The zero-bias anomaly is most pronounced for tunneling with the field applied perpendicular to the plane of the tunneling junction.
()
A strong magnetic field applied to a bulk metal tends to reduce the effective dimensionality of charge carriers from 3D to 1D. This feature is most pronounced in the ultra-quantum limit, when only the lowest Landau level remains populated. The reduction of the effective dimensionality in a system of interacting particles is expected to result in a number of unusual phases, which are one-dimensional in nature, such as spin-and charge-density waves (CDW) , Wigner crystal , excitonic insulator (EI) , re-entrant superconductor , etc. A field-induced CDW is believed to have been observed in graphite (see, e.g., Ref. \[\] for an extensive bibliography and discussion). There have been also earlier reports of tentative field-induced EI transitions in Bi<sub>1-x</sub>Sb<sub>x</sub> and Bi .
In this paper, we focus on another field-induced state, which is not related to any instability, but evolves adiabatically from the conventional three-dimensional (3D) Fermi-liquid as the magnetic field increases. This state is a Luttinger Liquid (LL), whose existence can be anticipated from the following simplified picture. In a strong magnetic field, electron trajectories are helices spiraling around the field lines. A bundle of such trajectories with a common center of orbit can be viewed as a 1D conductor (“wire”) with the Fermi velocity $`v_F^B`$ determined from the condition of the fixed carrier density $`n`$ in the bulk,
$$v_F^B=2\pi ^2n\mathrm{}_B^2/m_{||}.$$
(1)
Here $`\mathrm{}_B=(eB)^{1/2}`$ is the magnetic length, and $`m_{||}`$ is the effective mass along the field; we assume also full spin polarization of electrons, and use the units with $`\mathrm{}=c=1`$. In the presence of electron-electron interactions, each “wire”, considered separately, is in the LL-state. Interactions with small-momentum transfers among electrons on different “wires” do not change the LL-nature of a single-wire state .
The quantity of primary interest of this paper is the experimentally measurable density of states (DOS) at the sample boundary. We calculate this quantity first by treating perturbatively the interaction between electrons moving in 3D space in the presence of a quantizing magnetic field. We demonstrate that the boundary DOS exhibits a characteristic for a Luttinger liquid power-law anomaly at the Fermi level:
$$\nu (\epsilon )|\epsilon \epsilon _F^B|^{\alpha _s},$$
(2)
where $`\epsilon _F^B=m_{||}(v_F^B)^2/2`$ is the Fermi energy of the 1D motion along the magnetic field.
We establish the correspondence between a 3D electron plasma in a quantizing magnetic field and a Luttinger liquid by considering the electron-electron interaction in the basis of coherent states (CS) on the von Neumann lattice. In this basis, a system of 3D electrons in the ultra-quantum limit is equivalent to a lattice of 1D wires pointing in the direction of the field and separated by distance $`\sqrt{2\pi }\mathrm{}_B`$, similar to the simplified picture mentioned above . The problem of an array of wires coupled via the long-range Coulomb interaction \[Dzyaloshinskii-Larkin (DL) model \] can be solved exactly either via summation of diagram series or bosonization . Utilizing the latter technique, we derive the “bulk” tunneling density of states. This quantity also exhibits a power-law anomaly (2) with a different exponent $`\alpha `$. Different values of bulk and boundary exponents is another characteristic feature of a LL . We calculate explicitly the values of the exponents $`\alpha `$ and $`\alpha _s`$ in the limit of a long-range interaction potential,
$$\kappa ^B\mathrm{}_B1,$$
(3)
where $`\kappa ^B=\omega _p/v_F^B`$ is the (field-dependent) inverse screening length, and $`\omega _p`$ is the zero-field plasma frequency. Condition (3) is satisfied in magnetic fields $`BB_0\pi ^3ϵn/m_{||}e^3`$, where $`ϵ`$ is the background dielectric constant. The introduced here characteristic magnetic field $`B_0`$ can be expressed as $`B_0B_q/r_s`$ in terms of the magnetic field $`B_q`$ de-populating all but the lowest Landau level, and of the gas parameter $`r_s`$. Under condition (3), we find
$$\alpha _s=2\alpha \mathrm{ln}\frac{1}{\sqrt{\alpha }},\alpha =\frac{e^2}{2\pi ϵv_F^B}\frac{B}{4B_0}.$$
(4)
The tunneling current-voltage characteristic is thus a power-law
$$I|V|^{\alpha _s+1}\mathrm{sgnV}$$
(5)
for $`e|V|\epsilon _F^B`$. Eq. (4) refers to the situation when the magnetic field is perpendicular to the plane of the tunneling contact. If the field is parallel to the contact plane, electrons move along skipping orbits. Interactions between electrons moving in the same direction do not result in anomalous scaling, therefore there is no tunneling anomaly for this field orientation. This means that by tilting the field one can vary the tunneling exponent from its maximum value, given by Eq. (4), to zero.
Another indication of the tunneling anomaly comes from the gapless behavior of a plasmon in a strong magnetic field. For $`\omega _c\omega `$, where $`\omega _c=eB/m_c`$ is the cyclotron frequency, the dispersion relation for a classical magnetoplasmon is given by $`\omega ^2=(k_z^2/k^2)\omega _p^2`$ \[\]. As we see, $`\omega 0`$ for $`k_z0`$ at finite $`k`$. A gapless charge mode slows down the relaxation of an excessive charge added to the conductor in a tunneling event. This mechanism is responsible for the zero-bias anomalies in tunneling into disordered metals and 1D Luttinger liquids. A metal in a strong magnetic field provides one more example of such a behavior.
The LL is destroyed either by backscattering between electrons on different “wires”, which results in a CDW-instability, or by formation of bound electron-hole pairs (for the case of a semimetal), which leads to an EI-instability. Also, impurity scattering transfers electrons between the “wires” and thus destroys the 1D motion. The relevant energy scales for these processes is the energy gap, $`\mathrm{\Delta }`$, of either CDW- or EI-origin, and the level broadening, $`\mathrm{\Gamma }`$, respectively. On the other hand, a LL-behavior sets in at energies smaller than the Fermi energy $`\epsilon _F^B`$. The gap $`\mathrm{\Delta }`$ increases with the field, whereas $`\epsilon _F^B`$ decreases with the field. The LL-state should thus exist in the energy interval which narrows down as $`B`$ increases:
$$\mathrm{max}\{\mathrm{\Delta }(\mathrm{B}),\mathrm{\Gamma }\}\epsilon \epsilon _\mathrm{F}^\mathrm{B}\mathrm{B}^2.$$
(6)
Before giving the derivation of the results announced above, we would like to discuss their relevance to the experiment. The search for LL-like tunneling anomalies in truly 1D systems (edges of 2D electron gas in the FQHE regime , carbon nanotubes , and quantum wires) has been a very active but remarkably difficult area over the last few years. Compared to experiments on tunneling into 1D systems, tunneling into a 3D system in the ultra-quantum limit has the obvious advantage of the macroscopic system size. It is also advantageous that the tunneling exponent is a function of the external parameters (magnitude and direction of the magnetic field), which can be varied over a wide range.
The choice of the right material is crucial. Among the low-density semimetals (Bi and its alloys and graphite) used conventionally for high-field studies, graphite seems to be the optimal candidate. For $`B`$ along the c-axis, the ultra-quantum limit is achieved at $`B7`$ T. With material parameters for graphite ($`m_{||}=10m_0`$, $`ϵ=6`$, and $`n=3\times 10^{18}`$ cm<sup>-3</sup>), Eq. (4) gives $`\alpha =0.8`$ already at 7 T. For comparison, an anomalously large value of the background dielectric constant ($`ϵ100`$) for Bi and a smaller value of $`m_{||}`$ ($`=0.5m_0`$ for holes) makes $`\alpha `$ to be very small: even for $`B=100`$ T, one has $`\alpha =0.05`$. According to a recent experiment , the field-induced CDW gap in graphite $`\mathrm{\Delta }1`$ K for $`B30`$ T and takes its maximum value ($`\mathrm{\Delta }10`$ K) at $`B50`$ T. For fields in the range $`7\mathrm{T}B30`$ T, inequality (6) is satisfied for more than two decades of energies (voltages).
In the limit of weak electron-electron interactions, one can derive the field-induced zero-bias tunneling anomaly (5) by calculating interaction corrections to the transmission coefficient through a tunneling barrier . These corrections can be then summed up by using the renormalization group procedure.
Let a potential barrier of transmission coefficient $`t_01`$ separate two metallic half-spaces, $`z<0`$ and $`z>0`$. The magnetic field is perpendicular to the contact plane. We assume that the base-electrode ($`z<0`$) is made of a high-density metal and therefore is not affected by the magnetic field. Electron-electron interactions are then not important in this half-space and we treat it as a Fermi gas. The counter-electrode ($`z>0`$) is a low-density metal in the ultra-quantum magnetic limit. In this half-space, electrons interact via potential $`U(𝐫𝐫^{})`$. Keeping only the leading terms in $`t_01`$, the free wave-function in the Landau gauge $`𝐀=(yB,0,0)`$ for $`z>0`$ and far away from the barrier is given by
$`\mathrm{\Psi }_{p_x,p_z}^0`$ $`=`$ $`\left(2i\mathrm{sin}p_zz/\sqrt{L_z}\right)\mathrm{\Phi }_{p_x}^0(𝐫_{})`$ (8)
$`\mathrm{\Psi }_{p_x,p_z}^0`$ $`=`$ $`t_0\left(e^{ip_zz}/\sqrt{L_z}\right)\mathrm{\Phi }_{p_x}^0(𝐫_{}),`$ (9)
where $`p_z=\sqrt{2m\epsilon }>0`$, $`𝐫_{}(x,y)`$ and
$`\mathrm{\Phi }_{p_x}^0(𝐫_{})=(\sqrt{\pi }\mathrm{}_BL_x)^{1/2}e^{ip_xx}\mathrm{exp}\left[(y+p_x\mathrm{}_B^2)^2/2\mathrm{}_B^2\right].`$
The leading correction to the transmission coefficient comes from the exchange interaction, if the interaction potential is smooth on the scale of Fermi wavelength, see Eq. (3).
The correction to the wave caused by the exchange potential $`V_x`$ has the form
$`\mathrm{\Psi }_{p_x,p_z}(𝐫)`$ $`=`$ $`\mathrm{\Psi }_{p_x,p_z}^0(𝐫)+{\displaystyle 𝑑𝐫^{}𝑑𝐫^{\prime \prime }G_{\epsilon _z}^>(𝐫,𝐫^{})}`$ (11)
$`\times V_x(𝐫^{},𝐫^{\prime \prime })\mathrm{\Psi }_{p_x,p_z}^0(𝐫^{\prime \prime }),`$
where $`G_{\epsilon _z}^>(𝐫,𝐫^{})`$ is the Green’s function of the free Schrödinger equation in the half-space $`z>0`$, and $`\epsilon _zp_z/2m^2`$ is the energy of electron motion along the field. The integration in (11) goes only over those regions where electrons interact, i.e., $`z^{},z^{\prime \prime }0`$.
The renormalized transmission coefficient is extracted from the asymptotic form of $`\mathrm{\Psi }_{p_x,p_z}`$ for $`z+\mathrm{}`$ which, in its turn, is determined by the asymptotic behavior of $`G_{\epsilon _z}^>(𝐫,𝐫^{})`$ \[see Eq. (11)\]. The asymptotic form of the Green’s function in the infinite space can be written as $`G_{p_z}(𝐫,𝐫^{})|_{z+\mathrm{}}=G_{||}(z,z^{},p_z)G_{}(𝐫_{},𝐫_{}^{}),`$ where $`G_{\epsilon _z}^{||}(z,z^{})=(m_{||}/ip_z)e^{ip_z|zz^{}|}`$ is the Green’s function for the 1D motion along the $`z`$-axis, and
$$G_{}(𝐫_{},𝐫_{}^{})=\frac{1}{2\pi \mathrm{}_B^2}e^{\left[𝐫_{}𝐫_{}^{}\right]^2/4\mathrm{}_B^2}e^{i(y+y^{})(xx^{})/2\mathrm{}_B^2}.$$
(12)
The asymptotic form of $`G_{\epsilon _z}^>(𝐫,𝐫^{})`$ is then obtained via the method of images
$`G_{\epsilon _z}^>(𝐫,𝐫^{})|_{z+\mathrm{}}=\left[G_{p_z}^{||}(z,z^{})G_{p_z}^{||}(z,z^{})\right]G_{}(𝐫_{},𝐫_{}^{}).`$
The exchange potential is given by
$`V_x(𝐫,𝐫^{})`$ $`=`$ $`U(𝐫𝐫^{}){\displaystyle _0^{p_F^B}}{\displaystyle \frac{dp_z}{2\pi }}{\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle \frac{dp_x}{2\pi }}\left[\mathrm{\Psi }_{p_x,p_z}^0(𝐫^{})\right]^{}`$ (15)
$`\times \mathrm{\Psi }_{p_x,p_z}^0(𝐫)`$
$`U(𝐫𝐫^{}){\displaystyle \frac{\mathrm{sin}p_F^B(z+z^{})}{\pi (z+z^{})}}G_{}(𝐫_{},𝐫_{}^{}),`$
where $`p_F^B=m_{||}v_F^B`$. In Eq. (15), we retained only that term which at $`p_zp_F^B`$ leads to a logarithmic divergence in the integral over $`z+z^{}`$ in Eq. (11).
The transmission coefficient in the first order with respect to interactions is
$$t=t_0\left(1\frac{e^2}{2\pi ϵv_F^B}\mathrm{ln}\frac{1}{\kappa ^B\mathrm{}_B}\mathrm{ln}\frac{1}{\mathrm{}_B|p_zp_F^B|}\right),$$
(16)
where the inverse screening radius
$$\kappa ^B=\omega _p/v_F^B=2\alpha \mathrm{}_{B}^{}{}_{}{}^{1}B.$$
(17)
This result is valid if both logarithmic factors are large. The contribution $`t`$ from the Hartree term is smaller than (16) by $`\mathrm{ln}(1/\kappa ^B\mathrm{}_B)`$. The higher order terms in the expansion of $`t`$ can be summed up via the renormalization group procedure . The result is
$$t|p_zp_F^B|^{\alpha _s/2}|\epsilon \epsilon _F^B|^{\alpha _s/2}.$$
(18)
As $`I|t|^2V`$, Eq. (18) yields Eq. (5) with exponent (4). The perturbative result (18) is valid for $`\alpha 1`$, which means that $`\alpha _s`$ is also small within this approach.
We now demonstrate how the LL-state emerges in the coherent state formulation. The method of bosonization, applied in this formulation, provides a simple tool for calculation the “bulk” 1D density of states. Also, it allows us to estimate the tunneling exponents for stronger interaction ($`\alpha 1`$). The $`\mathrm{\Psi }`$-operator is expanded over the coherent states basis
$$\mathrm{\Psi }(𝐫)=\underset{N}{}\underset{𝐑}{}a_{N𝐑}^{}(z)\chi _{N𝐑}(𝐫_{}),$$
(19)
where $`𝐫=(z,𝐫_{}),𝐑=(R_x,R_y)`$. A coherent state $`\chi _{N𝐑}(𝐫_{})`$ is a simultaneous eigenstate of the energy operator
$`(2m_c)^1\left(𝐩_{}e𝐀\right)^2\chi _{N𝐑}=\omega _c(N+1/2)\chi _{N𝐑},`$
and of the “guiding center” operator
$`(\widehat{x}_0i\text{ }\widehat{y}_0)\chi _{N𝐑}=(R_xiR_y)\chi _{N𝐑},`$
where $`\widehat{x}_0=\widehat{x}+(m\omega _c)^1(\widehat{p}_yeA_y)`$ and $`\widehat{y}_0=\widehat{y}(m\omega _c)^1(\widehat{p}_xeA_x)`$ are the operators corresponding to the classical coordinates of guiding centers . In the symmetric gauge, $`𝐀=(1/2)𝐁\times 𝐫`$, an explicit form of the CS corresponding to $`N=0`$ is
$`\chi _{0𝐑}(𝐫_{})={\displaystyle \frac{1}{\sqrt{2\pi }\mathrm{}_B}}\mathrm{exp}\left[{\displaystyle \frac{\left(𝐫_{}𝐑\right)^2+2i𝐫_{}𝐑}{4\mathrm{}_B^2}}\right],`$
where $`𝐚𝐛=a_xb_ya_yb_x`$.
As any set of coherent states, the set of $`\chi _{N𝐑}`$ remains (over) complete even if defined on a subset of points in the complex plane, $`R_x+iR_y`$, rather than on the whole plane. The von Neumann theorem allows one to choose this subset as sites of a 2D square lattice. To fix the value of the lattice spacing, one notices that a total of $`n`$ particles per unit volume are now distributed over “wires”, which are parallel to the magnetic field and cross the plane perpendicular to the field at the sites of the von Neumann lattice. For $`N=0`$, the number density per unit length of each “wire” is $`p_F^B/\pi `$, their the areal density is $`1/s^2`$, thus $`n=p_F^B/\pi s^2`$. Comparing this equation to (1), one gets $`s=\sqrt{2\pi }\mathrm{}_B`$. This is a maximum value of the lattice spacing for which the set is still complete. States of the CS basis on the von Neumann lattice describe particles which are localized on the lattice sites in the direction transverse to the field but free to move along the field. This picture is in a close resemblance to the classical trajectories spiraling around the field lines.
Coherent states are not orthogonal. In particular,
$$\chi _{0𝐑}|\chi _{0𝐑^{}}=\frac{1}{2}\mathrm{exp}\left[\frac{\left(𝐑𝐑^{}\right)^2+2i𝐑𝐑^{}}{4\mathrm{}_B^2}\right],$$
(20)
which can be replaced by $`2\pi \mathrm{}_B^2\delta ^2(𝐑𝐑^{})`$ in the limit $`\mathrm{}_B0`$. Only in this limit the coherent set diagonalizes the quadratic part of the Hamiltonian. Physically, this limit means that $`\mathrm{}_B`$ is much less than the characteristic value of $`|𝐑𝐑^{}|`$. For interacting electrons, typical $`|𝐑𝐑^{}|`$ is of the order of the screening radius $`1/\kappa ^B`$. Thus the approach based on coherent states is valid for a long-range interaction as defined by condition (3).
Using asymptotic orthogonality of the coherent states, one arrives at the effective 1D Hamiltonian (from now on we concentrate on $`N=0`$ and suppress index $`N`$)
$`H`$ $`=`$ $`{\displaystyle \underset{𝐑}{}}{\displaystyle 𝑑za_𝐑^{}(z)\left[\frac{\omega _c}{2}+\frac{p_z^2}{2m_{||}}\right]a_𝐑(z)}`$ (21)
$`+`$ $`{\displaystyle \frac{e^2}{2ϵ}}{\displaystyle \underset{𝐑,𝐑^{}}{}}{\displaystyle 𝑑z𝑑z^{}\frac{a_𝐑^{}(z)a_𝐑^{}^{}(z^{})\widehat{a}_𝐑_{}^{}{}_{}{}^{}(z^{})a_𝐑(z)}{\sqrt{\left(𝐑𝐑^{}\right)^2+\left(zz^{}\right)^2}}}.`$ (22)
Due to the long-range nature of the Coulomb potential, it suffices to keep only the forward scattering processes in (22) (both for $`𝐑=𝐑^{}`$ and $`𝐑𝐑^{}`$), in which case (22) is identical to the DL model . Backscattering for $`𝐑𝐑^{}`$ leads to a CDW instability . The forward scattering part of (22) is diagonalized via bosonizing the fermions
$`a_𝐑=:e^{i\left(p_F^Bz+\sqrt{\pi }\{\varphi 𝐑+\theta _𝐑\}\right)}+e^{i\left(p_F^Bz+\sqrt{\pi }\{\varphi _𝐑\theta _𝐑\}\right)}:,`$
where $`[\varphi _𝐑(z_1),_{z_2}\theta _𝐑^{}(z_2)]=i\delta _{𝐑,𝐑^{}}\delta (z_1z_2)`$. The result of a straightforward calculation for the equal-point (Matsubara) Green’s function is
$`𝒢(\tau )`$ $``$ $`\tau ^1e^{f(\tau )},`$ (24)
$`f(\tau )`$ $`=`$ $`2\pi ^2\mathrm{}_B^2{\displaystyle _{\mathrm{BZ}}}{\displaystyle \frac{d^2q_{}}{(2\pi )^2}}{\displaystyle _0^\mathrm{\Lambda }}{\displaystyle \frac{dq_z}{2\pi }}{\displaystyle \frac{(u1)^2}{u}}{\displaystyle \frac{1e^{uv_F^Bq_z\tau }}{q_z}},`$ (25)
$`u^2`$ $``$ $`1+(\kappa ^B)^2{\displaystyle \underset{𝐆}{}}(𝐐+𝐆)^2,\text{ }𝐐=(𝐪_{},q_z).`$ (26)
Here the $`q_{}`$-integration goes over the Brillouin zone (BZ) of the von Neumann lattice, $`𝐆`$ are the reciprocal lattice vectors, $`\mathrm{\Lambda }`$ is the cutoff, and $`uv_F^B`$ has the meaning of a plasmon velocity. Typical $`q_z`$ in $`f(\tau )`$ are determined by the low-energy scale of the problem ($`\mathrm{max}\{\mathrm{T},\mathrm{eV}\}`$) and thus small, which allows one to neglect $`q_z`$ in function $`u`$. The DOS reduces to the form (2) with an exponent
$$\alpha =\pi \mathrm{}_B^2_{\mathrm{BZ}}\frac{d^2q_{}}{(2\pi )^2}\frac{(u1)^2}{u}.$$
(27)
For $`\kappa ^B\mathrm{}_B1`$, the sum over the reciprocal vectors in (27) is dominated by the $`𝐆=0`$ term so that $`u^21+(\kappa ^B/q_{})^2`$. The main contribution to the integral over $`q_{}`$ in (27) comes from the region $`q_{}\kappa ^B1/\mathrm{}_BG`$, thus the integration can be extended over the entire $`q`$-space. The bulk DOS behaves as $`|\epsilon \epsilon _F^B|^\alpha `$, where $`\alpha `$ is given in Eq. (4).
Note that in the main contribution to $`\alpha `$ \[see Eq. (27)\], a typical value of $`u1`$ is of the order of unity. This indicates a non-perturbative nature of the result for $`\alpha `$. The lowest-order perturbation theory, applied to the bulk case, would have given $`\alpha e^4`$, whereas the correct result is $`\alpha e^2`$.
Tunneling into the end of a semi-infinite sample can be treated by imposing the boundary condition on the current operator: $`j_𝐑=(1/i\sqrt{\pi })_\tau \varphi _𝐑=(1/\sqrt{\pi })_x\theta _𝐑=0`$ for $`z=0`$. This translates into the boundary conditions for the propagators: $`𝒫_𝐑^\rho (z,z^{},\tau )=\rho _𝐑(z,\tau )\rho _𝐑(z^{},0)\rho _𝐑^2(z,0)`$, where $`\rho =\varphi ,\theta `$. $`𝒫_𝐑^\rho `$ can be constructed from the propagators for the infinite medium, $`P_𝐑^\rho `$, by using the method of images. Evidently, $`𝒫_𝐑^\varphi =0`$ at the boundary whereas $`𝒫_𝐑^\theta (0,0,\tau )=\pi ^1𝑑q_zP_𝐑^\theta (q_z,\tau )`$. The DOS at the boundary is again of form (2) but with an exponent
$$\alpha _s=2\pi \mathrm{}_B^2_{\mathrm{BZ}}\frac{d^2q_{}}{(2\pi )^2}(u1).$$
(28)
In contrast to the bulk case, the logarithmically divergent integral over $`q_{}`$ in (28) is cut off at the BZ boundary, i.e., for $`q_{}1/\mathrm{}_B`$. Therefore, the condition of asymptotic orthogonality of CS is satisfied only with the logarithmic accuracy. The result for $`\alpha _s`$ is given by Eq. (4).
In the strong-coupling case ($`\alpha 1`$), typical $`q_{}1/\mathrm{}_B`$, which means that the approach based on CS becomes invalid quantitatively. However, one can still estimate tunneling exponents (both for the “bulk” and “edge tunneling) as $`\stackrel{~}{\alpha }=C\sqrt{e^2/v_F^B}`$, where the numerical constant $`C1`$ cannot be determined by this method.
We are grateful to I. L. Aleiner, A. I. Larkin, and Z. Tešanović for interesting discussions. C. B. acknowledges the partial support of the project COFIN98-MURST. The work at the University of Florida was supported by the NHMFL In-House Research Program, NSF (DMR-970338) and Research Corporation (RI0082). L. I. G. acknowledges the support from NSF DMR-9731756 and DMR-9812340.
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# Analytic continuation and resonance-free regions for Sturm-Liouville potentials with power decay
## 1 Introduction
We consider the Sturm-Liouville equation
$$y^{^{\prime \prime }}(x)+\{\lambda q(x)\}y(x)=0(0x<\mathrm{})$$
(1. 1)
with a boundary condition
$$y(0)\mathrm{cos}\alpha +y^{^{}}(0)\mathrm{sin}\alpha =0,$$
(1. 2)
$`\lambda `$ being the complex spectral parameter. As usual, $`\alpha `$ is real and the potential $`q`$ is real-valued and locally integrable on $`[0,\mathrm{})`$. We further assume throught the paper that $`q`$ decays as $`x\mathrm{}`$ in the sense that
$$qL(0,\mathrm{}).$$
(1. 3)
Let us write $`\lambda =z^2`$, where $`0\mathrm{arg}z<\pi `$ when $`0\mathrm{arg}\lambda <2\pi `$. Then (1. 3) implies that there is a solution $`\psi (x,z)`$ of (1. 1) such that
$$\psi (x,z)\mathrm{exp}(izx),\psi ^{^{}}(x,z)iz\mathrm{exp}(izx)$$
(1. 4)
as $`x\mathrm{}`$, and $`\psi (x,z)`$ is analytic in $`z`$ for im $`z>0`$ \[7, Theorem 1.9.1\]. Then $`\psi (x,z)`$ is the Weyl $`L^2(0,\mathrm{})`$ solution of (1. 1) when $`\lambda `$ is non-real and it forms the basis of the Weyl-Titchmarsh spectral theory of (1. 1) \[5, Chapter 9\], ,. A central result of this spectral theory is the existence of a spectral function $`\rho _\alpha (\mu )(\mathrm{}<\mu <\mathrm{})`$ which is piecewise constant in $`(\mathrm{},0)`$ and locally absolutely continuous in $`[0,\mathrm{})`$ with $`\rho _\alpha ^{^{}}(\mu )>0`$ \[17, section 5.7\], \[18, p. 264\]. In particular, (1. 4) leads to the Kodaira formula
$$\pi \rho _\alpha ^{^{}}(\mu )=\mu ^{1/2}/\mathrm{\Psi }(\mu ^{1/2})^2(\mu >0)$$
(1. 5)
where
$$\mathrm{\Psi }(z)=\psi (0,z)\mathrm{cos}\alpha +\psi ^{^{}}(0,z)\mathrm{sin}\alpha $$
(1. 6)
\[13, p. 940\]. Since the only possible eigenvalues of the problem (1. 1)-(1. 3) lie on the negative real $`\lambda `$-axis, $`\mathrm{\Psi }(z)`$ has no zeros for $`0\mathrm{arg}z<\pi `$ expect possibly when arg $`z=\frac{1}{2}\pi `$.
In addition to (1. 5), the Weyl-Titchmarsh function $`m_\alpha (\lambda )`$ \[5, Chapter 9\],\[17, Chapter 2\] also involves $`\mathrm{\Psi }`$ in the form
$$m_\alpha (\lambda )=\{\psi ^{^{}}(0,z)\mathrm{cos}\alpha \psi (0,z)\mathrm{sin}\alpha \}/\mathrm{\Psi }(z)$$
(1. 7)
again with $`0\mathrm{arg}z<\pi `$. Now $`m_\alpha (\lambda )`$ is related to the Green’s function and to the resolvent operator of (1. 1)-(1. 2) in the Hilbert space $`L^2(0,\mathrm{})`$, and the question arises whether these three spectral objects have analytic continuations into the so-called unphysical sheet $`\pi \mathrm{arg}z<2\pi `$. As far as the Green’s function and resolvent are concerned, this question can be posed, not only for (1. 1)-(1. 2), but also for the corresponding Schrödinger equation in two or more dimensions. However, in the case of (1. 1) itself, it is a question of the analytic continuation of $`\psi (0,z)`$ and $`\psi ^{^{}}(0,z)`$ in (1. 6) and (1. 7).
Analytic continuation into the strip $`\frac{1}{2}a<\mathrm{im}z<0`$ was established in subject to a strengthening of (1. 3) to
$$q(x)=O(e^{ax})(x\mathrm{})$$
(1. 8)
for some $`a>0`$ (see also \[14, section 2.2\]), and we refer again to for a description of earlier work in this direction. Allowing $`a`$ to be arbitrarily large in (1. 8) leads to the class of super-exponentially decaying potentials for which
$$q(x)=O(e^{xf(x)})(x\mathrm{})$$
(1. 9)
with some $`f(x)\mathrm{}`$, and then we have analytic continuation into the whole of im $`z<0`$. , . Two other specalisations of (1. 8) where again there is analytic continuation into the whole of im $`z<0`$ are
$$q(x)=e^{ax}p(x)$$
with $`p(x)`$ periodic and
$$q(x)=(\mathrm{const}.)x^Ne^{ax}$$
where $`N(1)`$ is an integer .
Once analytic continuation has been effected, the possibility is opened up of $`\mathrm{\Psi }(z)`$ having zeros in the unphysical sheet. Such zeros are called resonances and, by (1. 7), they are singular spectral points associated with the Green’s function and resolvent operator. For potentials of the class (1. 9), the asymptotic distribution of resonances was obtained in and, by another method, also in along with other results on the location of resonances. In particular \[12, Theorem 3.8\], there is a resonance-free strip $`b\mathrm{im}z<0`$ subject to $`q`$ having a suitably small norm.
All these existing results require exponential decay of the potential $`q`$. In this paper, we allow $`q`$ to have only power decay $`O(x^\gamma )`$ $`(x\mathrm{})`$ for some $`\gamma >1`$ and, under further conditions on the analyticity of $`q`$, we establish analytic continuation of $`\mathrm{\Psi }(z)`$ into a sector $`2\pi \theta _0<\mathrm{arg}z<2\pi `$ of the unphysical sheet. The necessary construction is given in section 2. Then in sections 3 and 4 we show that our methods lead to certain resonance-free regions which are adjacent to part of the real $`z`$-axis. Finally, in section 5, we discuss the numerical computation of resonances lying in the complement of our resonance-free regions.
## 2 Analytic continuation
The method which we develop in this section for continuing $`\psi (x,z)`$ and $`\psi ^{^{}}(x,z)`$ analytically into im $`z<0`$ is based on the integral equation by means of which (1. 4) is proved \[7, sections 1.3 and 1.9\]. Thus we begin by writing (1. 1) (with $`\lambda =z^20`$ and $`y=\psi `$) as a first-order system in a standard way by defining
$$W=\frac{1}{2}e^{ixz}\left(\begin{array}{cc}1& i/z\\ 1& i/z\end{array}\right)\left(\begin{array}{c}\psi \\ \psi ^{^{}}\end{array}\right).$$
(2. 10)
Then
$$W^{^{}}=\left\{\left(\begin{array}{cc}0& 0\\ 0& 2iz\end{array}\right)+Q\left(\begin{array}{cc}1& 1\\ 1& 1\end{array}\right)\right\}W,$$
(2. 11)
where
$$Q=\frac{1}{2}iq/z,$$
(2. 12)
and the corresponding integral equation is
$$W(x,z)=e_1+_x^{\mathrm{}}Q(t)K(tx,z)W(t,z)𝑑t,$$
(2. 13)
where
$$e_1=\left(\begin{array}{c}1\\ 0\end{array}\right),K(s,z)=\left(\begin{array}{cc}1& 1\\ e^{2isz}& e^{2isz}\end{array}\right).$$
(2. 14)
Iteration of (2. 13) gives
$$W(x,z)=e_1+\underset{1}{\overset{\mathrm{}}{}}W_n(x,z),$$
(2. 15)
where
$$W_n(x,z)=_x^{\mathrm{}}Q(t)K(tx,z)W_{n1}(t,z)𝑑t$$
(2. 16)
and $`W_0(x,z)=e_1`$, provided of course that the infinite integral converges. We note that, in terms of the components of $`W_n`$ and $`W_{n1}`$, (2. 16) is
$$\left(\begin{array}{c}u_n\\ v_n\end{array}\right)(x,z)=_x^{\mathrm{}}Q(t)\{u_{n1}(t,z)+v_{n1}(t,z)\}\left(\begin{array}{c}1\\ e^{2i(tx)z}\end{array}\right)𝑑t.$$
(2. 17)
Also, the transformation (2. 10) back to (1. 1) gives
$$\psi =e^{ixz}\left(1+\underset{1}{\overset{\mathrm{}}{}}\{u_n(x,z)+v_n(x,z)\}\right),$$
(2. 18)
$$\psi ^{^{}}=ize^{ixz}\left(1+\underset{1}{\overset{\mathrm{}}{}}\{u_n(x,z)v_n(x,z)\}\right).$$
(2. 19)
In what follows, we write
$$W_n=u_n+v_n.$$
(2. 20)
We now introduce the more detailed conditions on $`q`$ that we require.
###### Condition 2.1
We suppose that the real-valued function $`q(x)`$ can be extended into a sector $`S`$ of the complex $`\xi `$plane as an analytic function $`q(\xi )`$ as follows.
1. $`q(\xi )`$ is regular in a sector $`S`$ defined by $`\theta _0<\mathrm{arg}\xi <\theta _0`$ and $`\xi 0`$, with some $`\theta _0`$ such that $`0<\theta _0<\pi `$.
2. There are constants $`\gamma `$ $`(>1)`$ and $`k`$ such that
$$q(\xi )k\xi ^\gamma $$
(2. 21)
as $`\xi \mathrm{}`$ and $`\xi S`$.
Our method involves extending also the definition of $`W(x,z)`$ into the complex $`\xi `$-plane. To do this, we write $`t=x+s`$ in (2. 16) and consider the iterative definition
$$W_n(\xi ,z)=_0^{\mathrm{}}Q(\xi +s)K(s,z)W_{n1}(\xi +s,z)𝑑s$$
(2. 22)
for $`\xi S`$, with $`W_0(\xi ,z)=e_1`$. In the following lemma we give a simple estimate for the size of $`W_n`$ in order to deal with the convergence of the infinite integral in (2. 22).
###### Lemma 2.2
Let $`q`$ satisfy Condition 2.1. Let $`\xi S`$ and let im $`z>0`$ in (2. 14) and (2. 22). Then for $`n0`$
$$W_n(\xi ,z)\frac{1}{n!}\left(2_0^{\mathrm{}}Q(\xi +s)𝑑s\right)^n,$$
(2. 23)
and $`W_n(\xi ,z)`$ is a regular function of $`\xi `$ in $`S`$.
Proof. We note that the infinite integral in (2. 23) converges because of (2. 21). The lemma is clearly true when $`n=0`$ and, proceeding by induction on $`n`$, we use the form of (2. 17) which corresponds to (2. 22). By (2. 20) and (2. 23) (with $`n1`$), this gives
$`W_n(\xi ,z)`$ $``$ $`2^n{\displaystyle _0^{\mathrm{}}}Q(\xi +s){\displaystyle \frac{1}{(n1)!}}\left({\displaystyle _0^{\mathrm{}}}Q(\xi +s+\sigma )𝑑\sigma \right)^{n1}𝑑s`$
$`=`$ $`{\displaystyle \frac{2^n}{(n1)!}}{\displaystyle _0^{\mathrm{}}}Q(\xi +s)\left({\displaystyle _s^{\mathrm{}}}Q(\xi +\sigma )𝑑\sigma \right)^{n1}𝑑s,`$
from which (2. 23) follows.
To deal with the regularity of the $`W_n`$, we note that (2. 21) and (2. 23) imply that the infinite integral in (2. 22) converges uniformly with respect to $`\xi `$ in any closed bounded region $`S_1S`$. Thus the regularity in $`S`$ of $`W_n`$ follows from that of $`W_{n1}`$, and the lemma is proved.
The next step is to re-write (2. 22) in a form which does not require im $`z>0`$ and which therefore provides the analytic continuation of $`W_n(\xi ,z)`$ (as a function of $`z`$) into the lower half of the $`z`$plane. At this stage we restrict $`\xi `$ so that re $`\xi 0`$, the reason being given in the proof of the following theorem. Ultimately we specialise $`\xi `$ to be the positive real variable $`x`$.
###### Theorem 2.3
Let $`q`$ satisfy Condition 2.1. Then, for all $`\xi `$ and $`z`$ in $`S`$ with re $`\xi 0`$,
$$W_n(\xi ,z)=\frac{1}{z}_0^{\mathrm{}}Q(\xi +\frac{s}{z})K(s,1)W_{n1}(\xi +\frac{s}{z},z)𝑑s,$$
(2. 24)
and the series
$$W(\xi ,z)=e_1+\underset{1}{\overset{\mathrm{}}{}}W_n(\xi ,z)$$
(2. 25)
defines a regular function of $`z`$ in $`S`$ which, when $`\xi =x`$, continues to satisfy the differential equation (2. 11).
Proof. We suppose first that im $`z>0`$, so that (2. 22) holds. We consider the contour integral
$$_CQ(\xi +\frac{\eta }{z})K(\eta ,1)W_{n1}(\xi +\frac{\eta }{z},z)𝑑\eta $$
(2. 26)
where $`C`$ is the closed contour in the complex plane formed by the positive real axis, the line through $`z`$ from $`0`$ to $`\mathrm{}`$, and the smaller part of the circle $`\eta =R`$. The assumption that re $`\xi 0`$ guarantees that the point $`\xi +\eta /z`$ lies in $`S`$, and therefore the integrand in (2. 26) is defined as a regular function of $`\eta `$ within and on $`C`$. Then, by Cauchy’s Theorem, the value of (2. 26) is zero. Thus (2. 24) follows from (2. 22) when $`R\mathrm{}`$, provided that the contribution to (2. 26) from $`\eta =R`$ tends to zero.
By (2. 12), (2. 14) and (2. 23), this contribution does not exceed in modulus
$$(\mathrm{const}.)R_0^{\mathrm{arg}z}\xi +\frac{\eta }{z}^\gamma (_0^{\mathrm{}}\xi +\frac{\eta }{z}+s^\gamma ds)^{n1}d\theta $$
(2. 27)
in which $`\eta =Re^{i\theta }`$. Since $`0<\mathrm{arg}z<\theta _0(<\pi )`$, it is easy to check that
$$X+iY+\frac{\eta }{z}^2\frac{1}{2}(1\mathrm{cos}\theta _0)(X^2+R^2/z^2)\kappa Y^2$$
where $`X=\mathrm{re}\xi +s,Y=\mathrm{im}\xi `$ and $`\kappa =(1+3\mathrm{cos}^2\theta _0)/\{(1\mathrm{cos}\theta _0)(1+3\mathrm{cos}\theta _0)\}`$. Then, since $`\gamma >1`$, the $`\theta `$integrand in (2. 27) is $`O(R^{\gamma (n1)(\gamma 1)})`$, and hence (2. 27) tends to zero as $`R\mathrm{}`$ for all $`n1`$. This proves (2. 24) for im $`z>0`$.
We turn now to im $`z0`$ and we show that (2. 24) continues to provide an iterative definition of the $`W_n(\xi ,z)`$ as regular functions of $`z`$. We note that, when re $`\xi 0`$ and im $`z0`$, the point $`\xi +s/z`$ in (2. 24) continues to lie in $`S`$. An induction argument similar to that used for (2. 23) shows that
$$W_n(\xi ,z)\frac{1}{n!}\left(\frac{2}{z}_0^{\mathrm{}}Q(\xi +\frac{s}{z})𝑑s\right)^n.$$
(2. 28)
Again, as for (2. 22), the infinite integral in (2. 24) converges uniformly with respect to $`z`$ in any closed bounded region $`S_1S`$, by (2. 21). Hence each $`W_n(\xi ,z)`$ is a regular function of $`z`$ in $`S`$. Further, (2. 28) also guarantees the uniform convergence of the series (2. 25) with respect to $`z`$ in $`S_1`$, and hence $`W(\xi ,z)`$ is also a regular function of $`z`$ in $`S`$.
Finally, we show that $`W(\xi ,z)`$ satisfies (2. 11) in the more general form with $`\xi `$ in place of $`x`$. In (2. 24), we sum for $`n`$ going from $`1`$ to $`\mathrm{}`$ and we write $`s=z(t\xi )`$ to obtain
$$W(\xi ,z)=e_1+_\xi ^{\mathrm{}}Q(t)K(z(t\xi ),1)W(t,z)𝑑t,$$
(2. 29)
where $`\mathrm{}`$ denotes the point at infinity on the line through $`\xi `$ in the direction of the vector $`1/z`$. The interchange of integration and summation involved in (2. 29) is justified by means of (2. 28). Differentiation of (2. 29) with respect to $`\xi `$ now recovers (2. 11) with $`\xi `$ in place of $`x`$, and the proof of the theorem is complete.
We note that, in terms of the components of $`W_n`$ and $`W_{n1}`$, (2. 24) is
$$\left(\begin{array}{c}u_n\\ v_n\end{array}\right)(\xi ,z)=\frac{1}{2}iz^2_0^{\mathrm{}}q(\xi +\frac{s}{z})(u_{n1}+v_{n1})(\xi +\frac{s}{z},z)\left(\begin{array}{c}1\\ e^{2is}\end{array}\right)𝑑s$$
(2. 30)
corresponding to (2. 17), and we have used (2. 12). Here (2. 30) is valid for all $`\xi `$ and $`z`$ in $`S`$ with re $`\xi 0`$, and then (2. 18) and (2. 19) provide the desired analytic continuation of $`\psi (x,z)`$ and $`\psi ^{^{}}(x,z)`$ into the lower half of the sector $`S`$.
## 3 Resonance-free regions
The basic result on non-resonance which follows from (2. 18), (2. 19) and (2. 30) is given in the next theorem.
###### Theorem 3.1
Let $`zS`$ with im $`z<0`$ and $`zi\mathrm{cot}\alpha `$. Let
$$_0^{\mathrm{}}q(s/z)𝑑s<z^2\mathrm{log}(1+\delta ^1),$$
(3. 31)
where
$$\delta =\{\begin{array}{cc}1& (0\alpha \pi /2\\ \mathrm{cos}\alpha iz\mathrm{sin}\alpha /\mathrm{cos}\alpha +iz\mathrm{sin}\alpha & (\pi /2<\alpha <\pi ).\end{array}$$
(3. 32)
Then $`\mathrm{\Psi }(0,z)0`$ and $`z`$ is not a resonance.
Proof. By (1. 6), (2. 18) and (2. 19), we have
$$\mathrm{\Psi }(z)=(\mathrm{cos}\alpha +iz\mathrm{sin}\alpha )\left(1+\underset{1}{\overset{\mathrm{}}{}}\{u_n(0,z)+Zv_n(0,z)\}\right),$$
(3. 33)
where $`Z=(\mathrm{cos}\alpha iz\mathrm{sin}\alpha )/(\mathrm{cos}\alpha +iz\mathrm{sin}\alpha )`$. It is easy to check that, since im $`z<0`$, $`Z1`$ for $`0\alpha \pi /2`$ and $`Z>1`$ for $`\pi /2<\alpha <\pi `$. Hence, with $`\delta `$ as in (3. 32),
$`{\displaystyle \underset{1}{\overset{\mathrm{}}{}}}\{u_n(0,z)+Zv_n(0,z)\}`$ $``$ $`\delta {\displaystyle \underset{1}{\overset{\mathrm{}}{}}}\left(u_n(0,z)+v_n(0,z)\right)`$
$``$ $`\delta \left\{\mathrm{exp}\left(z^2{\displaystyle _0^{\mathrm{}}}q(s/z)𝑑s\right)1\right\}`$
by (2. 28) and (2. 30). It now follows from (3. 33) that $`\mathrm{\Psi }(z)`$ is non-zero if $`zi\mathrm{cot}\alpha `$ and
$$\mathrm{exp}\left(z^2_0^{\mathrm{}}q(s/z)𝑑s\right)1<\delta ^1,$$
and the latter is guaranteed by (3. 31).
Let us note that, with the change of variable $`s=zt`$, (3. 31) can be written as
$$_0^{\mathrm{}}q(te^{i\theta })𝑑t<z\mathrm{log}(1+\delta ^1)$$
(3. 34)
where $`\theta =2\pi \mathrm{arg}z>0`$. The condition (3. 34) defines a region of the complex plane within which there are no resonances, and the nature of this resonance-free region depends on the nature of $`q`$. Before we turn to detailed examples, we give one general property of resonance-free regions which is a consequence of (3. 34).
###### Corollary 3.2
There are real numbers $`R_1(>0)`$ and $`\theta _1`$ $`(0<\theta _1<\pi )`$ such that the sectorial region $`zR_1`$, $`2\pi \theta _1<\mathrm{arg}z<2\pi `$ is resonance-free.
Proof. Suppose first that $`0\alpha \pi /2`$, so that $`\delta =1`$ in (3. 32). We choose $`R_1`$ so that
$$R_1>(\mathrm{log}2)^1_0^{\mathrm{}}q(t)𝑑t.$$
(3. 35)
Then, by continuity in $`\theta `$, we have
$$_0^{\mathrm{}}q(te^{i\theta })𝑑t<R_1\mathrm{log}2$$
(3. 36)
for $`\theta `$ in some range $`(0,\theta _1)`$ with $`\theta _1>0`$. Hence (3. 34) holds for $`zR_1`$, and the corollary is proved for this range of $`\alpha `$.
Next suppose that $`\pi /2<\alpha <\pi `$. Then, with $`\delta `$ as in (3. 32) and $`\mathrm{cot}\alpha <0`$, it is easy to check that
$$\delta (1+\mathrm{sin}\theta )/\mathrm{cos}\theta $$
where again arg $`z=2\pi \theta `$. We choose $`R_1`$ as in (3. 35) but, in place of (3. 36), we can say that
$$_0^{\mathrm{}}q(te^{i\theta })𝑑t<R_1\mathrm{log}\left(1+\frac{\mathrm{cos}\theta }{1+\mathrm{sin}\theta }\right)<R_1\mathrm{log}(1+\delta ^1)$$
for $`\theta `$ in some range $`(0,\theta _1)`$ with $`\theta _1>0`$. Hence (3. 34) again holds for $`zR_1`$, as required.
Corollary 3.2 provides theoretical support for an observation by Aslanyan and Davies concerning the numerical computation of resonances for the potential
$$q(x)=x^2\mathrm{exp}\left(ϵx^2\right),$$
(3. 37)
where $`ϵ(>0)`$ is a small parameter. In \[2, p. 16 and Table 10\] it is noted that there are resonances very close to the positive real axis but, at a certain point, they turn sharply away into the lower half plane. Now (3. 37) satisfies Condition 2.1 with $`\theta _0<\pi /4`$ (see also Example 4.6 below), and the existence of the sectorial region in Corollary 3.2 precludes as a general feature the occurrence of resonances close to the positive real axis beyond a certain distance from the origin.
Corollary 3.2 can also be related to \[8, Theorem 1\] concerning the localization of spectral concentration points to a bounded interval on the real spectral axis (see also \[3, section 2\]). Insofar as spectral concentration is associated with resonances located near to the real axis, Corollary 3.2 provides another proof that spectral concentration points are confined to a bounded interval for a class of potentials satisfying (1. 3).
In the Dirichlet case $`\alpha =0`$ of (1. 2), there are additional non-resonance results like Theorem 3.1 and Corollary 3.2 but with, in the corollary, the vertex of the sector at the origin.
###### Theorem 3.3
Let $`\alpha =0`$ in (1. 2) and let $`q`$ satisfy Condition 2.1 with
$$\gamma >2$$
(3. 38)
in (2. 21). Let $`zS`$ with im $`z<0`$, and let
$$_0^{\mathrm{}}sq(s/z)𝑑s<z^2\mathrm{log}2.$$
(3. 39)
Then $`\psi (0,z)0`$ and $`z`$ is not a resonance.
Proof . We note that (3. 38) guarantees the convergence of the integral in (3. 39). In (2. 30), we use the inequality $`1e^{2is}2s`$ to obtain
$$(u_n+v_n)(\xi ,z)z^2_0^{\mathrm{}}sq(\xi +\frac{s}{z})(u_{n1}+v_{n1})(\xi +\frac{s}{z},z)𝑑s.$$
Then, as for (2. 28), an induction argument gives
$$(u_n+v_n)(\xi ,z)\frac{1}{n!}\left(\frac{1}{z^2}_0^{\mathrm{}}sq(\xi +\frac{s}{z})ds\right)^n.$$
This inequality is used in (2. 18) and (1. 6) (with $`\alpha =0`$), and the theorem follows from (3. 39) in the same way as Theorem 3.1 followed from (3. 31).
As for (3. 34), the change of variable $`s=zt`$ in (3. 39) leads to
$$_0^{\mathrm{}}tq(te^{i\theta })𝑑t<\mathrm{log}2$$
(3. 40)
and this in turn leads immediately to the next corollary.
###### Corollary 3.4
Let $`\alpha =0`$ in (1. 2) and, in addition to (3. 38), let
$$_0^{\mathrm{}}tq(t)𝑑t<\mathrm{log}2.$$
(3. 41)
Then there is a real number $`\theta _1(0<\theta _1<\pi )`$ such that the sector $`z>0,`$ $`2\pi \theta _1<\mathrm{arg}z<2\pi `$ is resonance-free.
The condition (3. 41) can be related to the condition
$$_0^{\mathrm{}}tq(t)𝑑t<0.1735$$
(3. 42)
\[9, (2.16)\] which is shown in (by quite different methods) to imply the absence of any spectral concentration points on the positive spectral axis $`(0,\mathrm{})`$. The smaller the value of the integral in (3. 41), the larger $`\theta _1`$ can be, and the further away from the real axis are any resonances pushed. Thus, in the case of (3. 42), any resonances are too far from the real axis to produce spectral concentration \[9, section 3(iv)\].
## 4 Examples
We consider now some examples of $`q`$ which show in more detail the type of region that arises from (3. 34). We keep to the case $`0\alpha \pi /2`$ for which $`\delta =1`$ in (3. 32): in the other case, $`\delta 1`$ as $`z\mathrm{}`$ and the regions are asymptotically similar for large $`z`$.
### 4.1 Example $`q(x)=c(x+a)^\gamma `$
where $`\gamma >1`$, $`c`$ and $`a`$ are real and $`a>0`$. In Condition 2.1, we take $`q(\xi )=c(\xi +a)^\gamma `$ with, if $`\gamma `$ is not an integer, a cut in the $`\xi `$plane from $`a`$ to $`\mathrm{}`$ along the real axis. Thus we can take $`\theta _0=\pi `$. The integral in (3. 34) is now
$$c_0^{\mathrm{}}t+ae^{i\theta }^\gamma 𝑑t=c_0^{\mathrm{}}(t^2+2at\mathrm{cos}\theta +a^2)^{\gamma /2}𝑑t=I(\theta )$$
(4. 43)
say. Hence $`I(\theta )`$ increases from $`ca^{\gamma +1}/(\gamma 1)`$ to $`\mathrm{}`$ as $`\theta `$ increases from $`0`$ to $`\pi `$, and (3. 34) becomes
$$z>I(\theta )/\mathrm{log}2.$$
(4. 44)
Thus we have a resonance-free region which lies in the lower half of the the complex plane, bounded by a curve which starts at the point $`ca^{\gamma +1}/(\gamma 1)`$ on the real axis and recedes from the origin as $`\theta (=\mathrm{arg}z)`$ increases from $`0`$ to $`\pi `$. The region is of course on the side of the curve remote from the origin. When $`\gamma =2`$ in particular, the integration in (4. 43) can be performed and (4. 44) becomes
$$z>\frac{c}{a\mathrm{log}2}\frac{\theta }{\mathrm{sin}\theta }(\theta =\mathrm{arg}z).$$
Thus the boundary curve in this case is asymptotic from above to the line im $`z=c\pi /(a\mathrm{log}2)`$ as $`\theta \pi .`$
### 4.2 Example $`q(x)=c(x^n+a^n)^\gamma `$
where $`n(2)`$ is an integer, $`n\gamma >1`$, $`c`$ and $`a`$ are real and $`a>0`$. This is similar to Example 3.1 but now $`\theta _0=\pi /n`$. The integrand in (4. 43) is replaced by $`(t^{2n}+2a^nt^n\mathrm{cos}n\theta +a^{2n})^{\gamma /2}`$, and $`I(\theta )`$ increases to $`\mathrm{}`$ as $`\theta \pi /n`$.
In the case when $`n=2`$ and $`\gamma =2`$, we find that
$$I(\theta )=(\pi c/4a^3)\mathrm{sec}\theta ,$$
and the resonance-free region (4. 44) is the quadrant
$$\mathrm{re}z>\pi c/(4a^3\mathrm{log}2),\mathrm{im}z<0.$$
Also in this case, the Dirichlet condition (3. 40) gives
$$2\theta /\mathrm{sin}2\theta <2(a^2/c)\mathrm{log}2.$$
Thus, on the assumption that $`c<2a^2\mathrm{log}2`$, this being (3. 41), the value of $`\theta _1`$ in Corollary 3.4 is the solution of
$$2\theta _1/\mathrm{sin}2\theta _1=2(a^2/c)\mathrm{log}2.$$
### 4.3 Example $`q(x)=c\{(xw)(x\overline{w})\}^\gamma `$
where $`2\gamma >\mathrm{\hspace{0.33em}1}`$, $`w0`$ and $`0<\mathrm{arg}w<\pi `$. This again is similar. Here $`\theta _0=\mathrm{arg}w(=\varphi `$, say ), and the integrand in (4. 43) is replaced by
$$\{(t^2w^2)^24wt(tw)^2\mathrm{cos}\varphi \mathrm{cos}\theta +4w^2t^2(\mathrm{cos}\theta \mathrm{cos}\varphi )^2\}^{\gamma /2}.$$
Again $`I(\theta )\mathrm{}`$ as $`\theta \varphi `$ because we approach a singularity at $`t=w`$ in $`\{\mathrm{}\}^{\gamma /2}`$. However, $`I(\theta )`$ is not necessarily monotonic unless $`\mathrm{cos}\varphi 0`$.
We conclude this group of examples by noting that similar remarks apply when $`q`$ is a product of terms already considered with differing values of $`a`$, $`w`$, and $`\gamma `$ and, indeed, when $`q`$ is a ratio of two such products. We give one example of this more general type for future reference in Section 5.
### 4.4 Example $`q(x)=c(x1)/(x+1)^4.`$
Here $`I(\theta )`$ in (4. 43) and (4. 44) is replaced by
$$I(\theta )=c_0^{\mathrm{}}te^{i\theta }1/(t^2+2t\mathrm{cos}\theta +1)^2𝑑t.$$
(4. 45)
Now the boundary curve of the resonance-free region(4. 44) starts at the point $`0.36c`$ on the real axis and, since $`I(\theta )(\mathrm{const}.)(\mathrm{sin}\theta )^3`$ when $`\theta \pi `$, the curve is asymptotically like $`\mathrm{re}\mathrm{z}^2=(\mathrm{const}.)\mathrm{im}\mathrm{z}^3`$ (see also Figure 1 below).
Next, we turn to examples with exponential decay which are also covered by Condition 2.1.
### 4.5 Example $`q(x)=2e^{ax}\mathrm{sin}x(a>0).`$
In Condition 2.1, we take
$$q(\xi )=i\left(e^{(a+i)\xi }e^{(ai)\xi }\right).$$
(4. 46)
Since $`e^{(a\pm i)\xi }=e^{a\mathrm{re}\xi \pm \mathrm{im}\xi }`$, (2. 21) is certainly satisfied if
$$\theta _0<\mathrm{tan}^1a.$$
(4. 47)
By (4. 46), the left-hand side of (3. 34) does not exceed
$$2_0^{\mathrm{}}\mathrm{exp}\left\{\left(a\mathrm{cos}\theta +\mathrm{sin}\theta \right)t\right\}𝑑t=2(a\mathrm{cos}\theta \mathrm{sin}\theta )^1.$$
Hence (3. 34) holds if $`z(a\mathrm{cos}\theta \mathrm{sin}\theta )>2/\mathrm{log}2`$, or
$$a(\mathrm{re}z)+(\mathrm{im}z)>2/\mathrm{log}2.$$
Since $`\theta _0`$ can be arbitrarily near to $`\mathrm{tan}^1a`$ in (4. 47), we therefore have a resonance-free region in the lower half of the complex plane lying to the right of the line through the point $`2/(a\mathrm{log}2)`$ on the real axis and with gradient $`a`$.
We observe that independent support for this gradient $`a`$ is provided by the quite different analytic continuation method developed in \[4, Prop. 2.1\]. This latter method constructs the analytic continuation of $`\mathrm{\Psi }(z)`$ into the whole of im $`z<0`$ except for poles at the points
$$\frac{1}{2}\left(\nu +mai\right)\left(\nu m,m=1,2,\mathrm{}\right),$$
$`\nu `$ being an integer. Thus the line through the origin with the same gradient $`a`$ delineates a pole-free region for $`\mathrm{\Psi }(z)`$ within which $`\mathrm{\Psi }(z)`$ is regular. The methods in do not however lead readily to resonance-free regions.
### 4.6 Example $`q(x)=cx^m\mathrm{exp}(x^n)`$
where $`m`$ and $`n`$ are positive integers. In Condition 2.1, we take
$$q(\xi )=c\xi ^m\mathrm{exp}(\xi ^n),$$
and (2. 21) is certainly satisfied if
$$\theta _0<\pi /2n.$$
(4. 48)
Now the left-hand side of (3. 34) is
$$c_0^{\mathrm{}}t^m\mathrm{exp}\left(t^n\mathrm{cos}n\theta \right)𝑑t=c\left(\mathrm{cos}n\theta \right)^{(m+1)/n}I,$$
where $`I=_0^{\mathrm{}}u^m\mathrm{exp}(u^n)𝑑u`$. Hence (3. 34) holds if
$$z(\mathrm{cos}n\theta )^{(m+1)/n}>cI/\mathrm{log}2.$$
(4. 49)
In (4. 48), $`\theta _0`$ can be arbitrarily near to $`\pi /2n`$ and hence, in (4. 49), we can let $`\theta `$ increase from $`0`$ to $`\pi /2n`$. Thus (4. 49) defines a region in the lower half plane whose boundary starts at the point $`cI/\mathrm{log}2`$ on the real axis and recedes to infinity as $`\theta \pi /2n`$.
A typical example of (4. 49) is when $`m=0`$ and $`n=2`$, in which case the boundary is the part of the rectangular hyperbola $`X^2Y^2=(cI/\mathrm{log}2)^2`$ which lies in the fourth quadrant of the $`(X,Y)`$plane and $`z=X+iY`$. Again the resonance-free region lies on the side of the hyperbola remote from the origin. Independent support for the nature of this boundary is provided by the findings of Siedentop and Froese . In (where $`c=1`$), the first few resonances found computationally are already near to, but below, the line arg $`z=\pi /4`$ (see also \[4, Example 6.4\]) while, in , the resonances are shown to be asymptotically near to this same line.
## 5 Computational resonance-finding
We turn now to the numerical computation of resonances for explicit $`q`$, such as those in section 4, which satisfy Condition 2.1. One possible direct method is to compute the $`u_n`$ and $`v_n`$ $`(1nN)`$ recursively in (2. 30) and substitute the results into (2. 18) and (2. 19), the infinite series being truncated at $`N`$ with an error term. Then a zero-finding algorithm would be applied to the resulting approximation to $`\mathrm{\Psi }`$ in (1. 6). A similar procedure was applied successfully to the formulae for $`u_n`$ and $`v_n`$ in when $`q`$ has exponential decay. However, in our present situation of power decay, it has proved difficult to use (2. 30) when $`N2`$, repeated integration being involved, and in addition the error term for $`N=1`$ is not small.
Instead, we have computed resonances by the method of complex scaling. We refer to Simon for a discussion of this method in relation to resonances and to Agmon for a recent definitive account in a very general setting. The method of complex scaling is closely associated with (2. 29) and (2. 18) and, in fact, our approach in section 2 provides an independent justification of the validity of this method for (1. 1), as we now describe.
The transformation of (2. 29) back to $`\psi (\xi ,z)`$ via (2. 10) (with $`\xi `$ in place of $`x`$) gives
$$d^2\psi /d\xi ^2+\{z^2q(\xi )\}\psi =0$$
corresponding to (1. 1). With $`\xi `$ in polar form $`\xi =r\mathrm{exp}(i\varphi )`$ $`(0<\varphi <\theta _0)`$, we therefore have
$$e^{2i\varphi }d^2\psi /dr^2+\{z^2q(re^{i\varphi })\}\psi =0$$
(5. 50)
and, by (2. 18) and (2. 28),
$$\psi (re^{i\varphi },z)=[\mathrm{exp}\{rz\mathrm{sin}(\varphi +\mathrm{arg}z)\}]\{1+o(1)\},$$
where $`o(1)`$ refers to $`r\mathrm{}`$. It follows that $`\psi (re^{i\varphi },z)`$ is an $`L^2(0,\mathrm{})`$ solution of (5. 50) if
$$2\pi \varphi <\mathrm{arg}z<2\pi .$$
(5. 51)
Thus the zeros of $`\mathrm{\Psi }(z)`$ in (1. 6) provide the eigenvalues $`z^2`$ of (5. 50) on $`0r<\mathrm{}`$ with the boundary condition
$$\psi (0,z)\mathrm{cos}\alpha +\psi ^{^{}}(0,z)\mathrm{sin}\alpha =0$$
at $`r=0`$. Here (5. 50) is said to be obtained from (1. 1) by complex scaling, the scaling factor being $`e^{i\varphi }`$ \[2, section 5\] \[16, section 3\].
We have therefore applied a computational eigenvalue finder to (5. 50) with a suitable value of $`\varphi `$. This locates eigenvalues $`z^2`$ and hence resonances in the sector (5. 51). We focus the discussion of our computational findings now on Examples 4.1-4.4 since it is potentials with only power decay which are the main object of this paper.
We consider first
$$q(x)=c(x^2+1)^2,$$
(5. 52)
being the case $`n=\gamma =2,a=1`$ of Example 4.2. Here $`\theta _0=\pi /2`$ but, if $`\varphi `$ in (5. 50) is close to $`\pi /2`$, the code in reports unreliable results due to the sharp (but non-singular) maximum of the scaled $`q(re^{i\varphi })`$ near to $`r=1`$. Accordingly we have chosen $`\varphi =1.5`$. We have found no resonances satisfying (5. 51) within the disk $`z<10`$ when $`c`$ has the range of values $`1,5,10,15,20`$. This is certainly consistent with the resonance-free quadrant re $`z>\pi c/(4\mathrm{log}2),`$ im $`z<0`$ in Example 4.2, but there remains the open question whether resonances occur elsewhere in im $`z<0`$.
A similar example, but with a higher singularity located nearer to the real axis in the complex plane, is
$$q(x)=c(x^6+1)^{20}.$$
(5. 53)
Despite this extra feature, this example also produces no spectral concentration and no resonances. Here $`\theta _0=\pi /6`$ and we have chosen $`\varphi =0.5`$. The values of $`c`$ investigated were $`1,5,15,20,25,30`$. The reason for choosing $`c`$ negative in (5. 52) and (5. 53) is to give $`q(x)`$ a negative minimum, a property which in exponentially decaying examples is often associated with spectral concentration and resonances \[4, Section 6\].
Next we consider Example 4.4
$$q(x)=c(x1)/(x+1)^4,$$
this time with $`c>0`$ to give the negative minimum (at $`x=0`$). Here of course $`\theta _0=\pi `$ and we have chosen $`\varphi =3.0`$. There is one real point of spectral concentration when $`c=35`$ located at $`\lambda =0.26`$, for which $`\sqrt{\lambda }=0.51`$, and we have tracked the corresponding resonance for a range of values down to $`c=0.5`$. The resonance broadly recedes from the real $`z`$axis as $`c`$ decreases, and we give a selection of these findings in Table 1.
For small values of $`c`$, re $`z`$ appears to increase rapidly in the negative direction, but arg $`z`$ becomes too close to $`\pi `$ for the code to produce reliable values.
In order to gain an idea of how Table 1 relates to the resonance-free region given by (4. 44) and (4. 45), we note that $`I(\theta )`$ contains a factor $`c`$. Accordingly, we have applied a scaling factor $`c^1`$ to both $`I(\theta )`$ and the values in Table 1. The result is Figure 1, in which the diamonds denote the scaled resonances from Table 1, and the dotted curve denotes the boundary curve scaled to $`c=1`$. Figure 1 confirms the general nature of our theoretical result (3. 34).
We also mention that there are two additional similar strings of resonances: when $`c=10`$ for example, there are resonances at $`z=1.271.39i`$ and $`z=5.055.31i`$ in addition to the value in Table 1. These additional resonances, however, lie further from the resonance-free region than the resonance-string shown in Figure 1.
Finally, we have also considered the example
$$q(x)=c(x1)/(x^4+1)$$
for which $`\theta _0=\pi /4`$ and we have taken $`\varphi =0.75`$. There is one real point of spectral concentration when $`c=11`$ located at $`\lambda =0.15`$, for which $`\sqrt{\lambda }=0.39`$. We have tracked the corresponding resonance from $`z=0.390.03i`$ when $`c=11`$ as far as $`z=0.730.59i`$ when $`c=3.2`$. For smaller $`c`$, the code again flags unreliability, but there is a corresponding picture to Figure 1 to similarly confirm the theoretical result (3. 34).
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# Effective Action—A Convergent Series—of QED
\[
## Abstract
The one-loop effective action of QED obtained by Euler and Heisenberg and by Schwinger has been expressed by an asymptotic perturbative series which is divergent. In this letter we present a non-perturbative but convergent series of the effective action. With the convergent series we establish the existence of the manifest electric-magnetic duality in the one loop effective action of QED.
PACS numbers: 12.20.-m, 13.40.-f, 11.10.Jj, 11.15.Tk
\] It has been well known that Maxwell’s electrodynamics gets a quantum correction due to the electron loops. This quantum correction has first been studied by Euler and Heisenberg and by Schwinger long time ago , and later by many others in detail . The physics behind the quantum correction is also very well understood, and the various non-linear effects arising from the quantum corrections (the pair production, the vacuum birefringence, the photon splitting, etc.) are being tested and confirmed by experiments .
Unfortunately it is also very well known that the one-loop effective action of QED has been expressed only by a perturbative series which is divergent. For example, for a uniform magnetic field $`B`$, the Euler-Heisenberg effective action is given by
$`\mathrm{\Delta }`$ $``$ $`{\displaystyle \frac{2m^4}{\pi ^2}}({\displaystyle \frac{eB}{m^2}})^4`$ (1)
$`\times `$ $`{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{2^{2n}B_{2n+4}}{(2n+2)(2n+3)(2n+4)}}({\displaystyle \frac{eB}{m^2}})^{2n},`$ (2)
where $`m`$ is the electron mass and $`B_n`$ is the Bernoulli number. Clearly the series (1) is an asymptotic series which is divergent . This is not surprising. In fact one could argue that the effective action, as a perturbative series, can only be expressed by a divergent asymptotic series . This suggests that only a non-perturbative series could provide a convergent expression for the effective action. There have been many attempts to improve the convergence of the series with a Borel-Pade resummation . Although these attempts have made remarkable progresses for various purposes, they have not produced a convergent series so far.
The purpose of this letter is to provide a non-perturbative but convergent series of the one-loop effective action of QED. Using a non-perturbative series expansion we prove that the one loop effective action of QED can be expressed by
$`_{eff}={\displaystyle \frac{a^2b^2}{2}}(1{\displaystyle \frac{e^2}{12\pi ^2}}\mathrm{ln}{\displaystyle \frac{m^2}{\mu ^2}})`$ (3)
$`{\displaystyle \frac{e^2}{4\pi ^3}}ab{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{n}}[\mathrm{coth}({\displaystyle \frac{n\pi b}{a}})(\mathrm{ci}({\displaystyle \frac{n\pi m^2}{ea}})\mathrm{cos}({\displaystyle \frac{n\pi m^2}{ea}})`$ (4)
$`+\mathrm{si}({\displaystyle \frac{n\pi m^2}{ea}})\mathrm{sin}({\displaystyle \frac{n\pi m^2}{ea}}))`$ (5)
$`{\displaystyle \frac{1}{2}}\mathrm{coth}({\displaystyle \frac{n\pi a}{b}})(\mathrm{exp}({\displaystyle \frac{n\pi m^2}{eb}})\mathrm{Ei}({\displaystyle \frac{n\pi m^2}{eb}})`$ (6)
$`+\mathrm{exp}({\displaystyle \frac{n\pi m^2}{eb}})\mathrm{Ei}({\displaystyle \frac{n\pi m^2}{eb}}))],`$ (7)
where $`\mu `$ is the subtraction parameter and
$`a={\displaystyle \frac{1}{2}}\sqrt{\sqrt{F^4+(F\stackrel{~}{F})^2}+F^2},`$ (8)
$`b={\displaystyle \frac{1}{2}}\sqrt{\sqrt{F^4+(F\stackrel{~}{F})^2}F^2}.`$ (9)
Clearly the series is not perturbative, but convergent. The series expression has a great advantage over the divergent perturbative series. It allows us to have a massless limit. Furthermore it has a manifest electric-magnetic duality, as we will discuss in the following.
For the scalar QED we also obtain a similar convergent series for the effective action which has a smooth massless limit and the manifest duality. Our results become important when we evaluate the effective action of QCD.
To derive the effective action let’s start from the QED Lagrangian
$``$ $`=`$ $`{\displaystyle \frac{1}{4}}F_{\mu \nu }^2+\overline{\mathrm{\Psi }}(i/\text{D}m)\mathrm{\Psi }.`$ (10)
With a proper gauge fixing one can show that one loop fermion correction of the effective action is given by
$`\mathrm{\Delta }S`$ $`=`$ $`i\mathrm{ln}\mathrm{Det}(i/\text{D}m).`$ (11)
So for an arbitrary constant background one has
$`\mathrm{\Delta }={\displaystyle \frac{e^2}{8\pi ^2}}ab{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{dt}{t}}\mathrm{coth}(eat)\mathrm{cot}(ebt)e^{m^2t}.`$ (12)
This integral expression, of course, has been known for a long time . However, as far as we understand, the integral has been performed only in a perturbative series which is divergent (except for the special cases of $`a`$ and $`b`$) .
To perform the integral one must choose the contour of the integral first. Here the causality dictates the contour to pass above the real axis. Now, to obtain a convergent series of the integral the following Sitaramachandrarao’s identity plays the crucial role ,
$`xy\mathrm{coth}x\mathrm{cot}y=1+{\displaystyle \frac{1}{3}}(x^2y^2)`$ (13)
$`{\displaystyle \frac{2}{\pi }}x^3y{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{n}}{\displaystyle \frac{\mathrm{coth}({\displaystyle \frac{n\pi y}{x}})}{(x^2+n^2\pi ^2)}}`$ (14)
$`+{\displaystyle \frac{2}{\pi }}xy^3{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{n}}{\displaystyle \frac{\mathrm{coth}({\displaystyle \frac{n\pi x}{y}})}{(y^2n^2\pi ^2)}}.`$ (15)
With the identity we have
$`\mathrm{\Delta }=I_1(ϵ,m)+I_2(ϵ,m)+I_3(ϵ,m),`$ (16)
where $`ϵ`$ is the ultra-violet cutoff parameter and
$`I_1`$ $`=`$ $`{\displaystyle \frac{1}{8\pi ^2}}{\displaystyle _0^{\mathrm{}}}t^{ϵ3}(1+e^2{\displaystyle \frac{a^2b^2}{3}}t^2)e^{m^2t}𝑑t`$ (17)
$``$ $`{\displaystyle \frac{1}{8\pi ^2}}\left[({\displaystyle \frac{m^4}{2}}+e^2{\displaystyle \frac{a^2b^2}{3}})({\displaystyle \frac{1}{ϵ}}\gamma \mathrm{ln}{\displaystyle \frac{m^2}{\mu ^2}})+{\displaystyle \frac{3}{4}}m^4\right],`$ (18)
$`I_2`$ $`=`$ $`{\displaystyle \frac{e^2}{4\pi ^3}}ab{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{\mathrm{coth}({\displaystyle \frac{n\pi b}{a}})}{n}}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{t^{ϵ+1}e^{m^2t}}{t^2+({\displaystyle \frac{n\pi }{ea}})^2}}𝑑t`$ (19)
$``$ $`{\displaystyle \frac{e^2}{4\pi ^3}}ab{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{\mathrm{coth}({\displaystyle \frac{n\pi b}{a}})}{n}}[\mathrm{ci}({\displaystyle \frac{n\pi m^2}{ea}})\mathrm{cos}({\displaystyle \frac{n\pi m^2}{ea}})`$ (20)
$`+\mathrm{si}({\displaystyle \frac{n\pi m^2}{ea}})\mathrm{sin}({\displaystyle \frac{n\pi m^2}{ea}})],`$ (21)
$`I_3`$ $`=`$ $`{\displaystyle \frac{e^2}{4\pi ^3}}ab{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{\mathrm{coth}({\displaystyle \frac{n\pi a}{b}})}{n}}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{t^{ϵ+1}e^{m^2t}}{t^2({\displaystyle \frac{n\pi }{eb}})^2}}𝑑t`$ (22)
$``$ $`{\displaystyle \frac{e^2}{8\pi ^3}}ab{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{\mathrm{coth}({\displaystyle \frac{n\pi a}{b}})}{n}}[\mathrm{exp}({\displaystyle \frac{n\pi m^2}{eb}})\mathrm{Ei}({\displaystyle \frac{n\pi m^2}{eb}})`$ (23)
$`+\mathrm{exp}({\displaystyle \frac{n\pi m^2}{eb}})\mathrm{Ei}({\displaystyle \frac{n\pi m^2}{eb}})].`$ (24)
So with the ultra-violet regularization by the modified minimal subtraction we obtain the convergent series expression (2), where we have neglected the (irrelevant) cosmological constant term. Observe the appearance of the logarithmic correction in the classical part of the action, which plays an important role in the discussion of the renormalization invariance of the effective action.
The effective action has an imaginary part when $`b0`$,
$`\mathrm{Im}\mathrm{\Delta }={\displaystyle \frac{e^2}{8\pi ^2}}ab{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{n}}\mathrm{coth}({\displaystyle \frac{n\pi a}{b}})\mathrm{exp}({\displaystyle \frac{n\pi m^2}{eb}}).`$ (25)
This is because the exponential integral $`\mathrm{Ei}(z)`$ in (8) develops an imaginary part after the analytic continuation from $`z`$ to $`z`$. The important point here is that the analytic continuation should be made in such a way to preserve the causality, which determines the signature of the imaginary part in (9). The physical meaning of the imaginary part is well known . The electric background generates the pair creation, with the probability per unit volume per unit time given by (9).
Clearly our series expression has a great advantage over the asymptotic series. An immediate advantage is that it naturally allows a massless limit. To see this notice that in the massless limit we have
$`I_1`$ $``$ $`{\displaystyle \frac{e^2}{24\pi ^2}}(a^2b^2)({\displaystyle \frac{1}{ϵ}}\gamma \mathrm{ln}{\displaystyle \frac{m^2}{\mu ^2}}),`$ (26)
$`I_2`$ $``$ $`{\displaystyle \frac{e^2}{4\pi ^3}}ab{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{\mathrm{coth}({\displaystyle \frac{n\pi b}{a}})}{n}}\left(\gamma +\mathrm{ln}({\displaystyle \frac{n\pi \mu ^2}{ea}})+\mathrm{ln}{\displaystyle \frac{m^2}{\mu ^2}}\right),`$ (27)
$`I_3`$ $``$ $`{\displaystyle \frac{e^2}{4\pi ^3}}ab{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{\mathrm{coth}({\displaystyle \frac{n\pi a}{b}})}{n}}(\gamma +\mathrm{ln}({\displaystyle \frac{n\pi \mu ^2}{eb}})+\mathrm{ln}{\displaystyle \frac{m^2}{\mu ^2}}`$ (29)
$`+i{\displaystyle \frac{\pi }{2}}),`$
so that
$`\mathrm{\Delta }{\displaystyle \frac{e^2}{24\pi ^2}}(a^2b^2)({\displaystyle \frac{1}{ϵ}}\gamma )+{\displaystyle \frac{e^2}{24\pi ^2}}[a^2b^2`$ (30)
$`{\displaystyle \frac{6ab}{\pi }}{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{n}}(\mathrm{coth}({\displaystyle \frac{n\pi b}{a}})\mathrm{coth}({\displaystyle \frac{n\pi a}{b}}))]\mathrm{ln}{\displaystyle \frac{m^2}{\mu ^2}}`$ (31)
$`{\displaystyle \frac{e^2}{4\pi ^3}}ab{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{n}}[\mathrm{coth}({\displaystyle \frac{n\pi b}{a}})(\gamma +\mathrm{ln}({\displaystyle \frac{n\pi \mu ^2}{ea}}))\mathrm{coth}({\displaystyle \frac{n\pi a}{b}})`$ (32)
$`(\gamma +\mathrm{ln}({\displaystyle \frac{n\pi \mu ^2}{eb}}))]+i{\displaystyle \frac{e^2}{8\pi ^2}}ab{\displaystyle }_{n=1}^{\mathrm{}}{\displaystyle \frac{1}{n}}\mathrm{coth}({\displaystyle \frac{n\pi a}{b}}).`$ (33)
From this we can separate the finite part of the effective action from the infra-red divergence. For $`ab0`$ we obtain (with the modified minimal ultra-violet subtraction)
$`\mathrm{\Delta }|_{m=0}=\mathrm{\Delta }_{\mathrm{}}+\mathrm{\Delta }_{fin},`$ (34)
where
$`\mathrm{\Delta }_{\mathrm{}}{\displaystyle \frac{e^2}{24\pi ^2}}[a^2b^2{\displaystyle \frac{6ab}{\pi }}{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{n}}(\mathrm{coth}({\displaystyle \frac{n\pi b}{a}})`$ (35)
$`\mathrm{coth}({\displaystyle \frac{n\pi a}{b}}))]\mathrm{ln}{\displaystyle \frac{m^2}{\mu ^2}}+{\displaystyle \frac{e^2}{8\pi ^3}}ab{\displaystyle }_{n=1}^{\mathrm{}}{\displaystyle \frac{1}{n}}(\mathrm{coth}({\displaystyle \frac{n\pi b}{a}})`$ (36)
$`+\mathrm{coth}({\displaystyle \frac{n\pi a}{b}}))\mathrm{ln}{\displaystyle \frac{a}{b}}+i{\displaystyle \frac{e^2}{8\pi ^2}}ab{\displaystyle }_{n=1}^{\mathrm{}}{\displaystyle \frac{1}{n}}\mathrm{coth}({\displaystyle \frac{n\pi a}{b}}),`$ (37)
and
$`\mathrm{\Delta }_{fin}=`$ $`{\displaystyle \frac{e^2}{8\pi ^3}}ab{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{n}}\left(\mathrm{coth}({\displaystyle \frac{n\pi b}{a}})\mathrm{coth}({\displaystyle \frac{n\pi a}{b}})\right)`$ (39)
$`\left(2\gamma +\mathrm{ln}({\displaystyle \frac{n\pi \mu ^2}{ea}})+\mathrm{ln}({\displaystyle \frac{n\pi \mu ^2}{eb}})\right).`$
Clearly this separation of the infra-red divergence was not possible with the old asymptotic series.
An important point here is that the logarithmic infra-red divergence in (11) disappears when (and only when) $`ab=0`$, due to the identity
$`{\displaystyle \frac{6}{\pi }}ab{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{n}}\left(\mathrm{coth}({\displaystyle \frac{n\pi b}{a}})\mathrm{coth}({\displaystyle \frac{n\pi a}{b}})\right)=a^2b^2.`$ (40)
Furthermore in this case the remaining part of (11) becomes finite (after the ultra-violet subtraction). Indeed one finds
$`\mathrm{\Delta }|_{m=0}=\{{\displaystyle \genfrac{}{}{0pt}{}{{\displaystyle \frac{e^2a^2}{24\pi ^2}}(\mathrm{ln}{\displaystyle \frac{ea}{\mu ^2}}c)b=0,}{{\displaystyle \frac{e^2b^2}{24\pi ^2}}(\mathrm{ln}{\displaystyle \frac{eb}{\mu ^2}}c)+i{\displaystyle \frac{e^2b^2}{48\pi }}a=0,}}`$ (41)
where
$`c=\gamma +\mathrm{ln}\pi +{\displaystyle \frac{6}{\pi ^2}}{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{n^2}}\mathrm{ln}n=2.2919\mathrm{}`$ (42)
This shows that, when $`ab=0`$, the effective action of QED does not have any infra-red divergence even in the massless limit. This agrees with the known result .
A remarkable feature of our effective action is that it is manifestly invariant under the dual transformation,
$`aib,bia.`$ (43)
This tells that, as a function of $`z=a+ib`$, the effective action is invariant under the reflection from $`z`$ to $`z`$. Notice that, in the Lorentz frame where $`\stackrel{}{E}`$ is parallel to $`\stackrel{}{B}`$, $`a`$ becomes $`B`$ and $`b`$ becomes $`E`$. So the duality describes the electric-magnetic duality. To prove the duality notice that the dual transformation automatically involves the analytic continuation of the special functions ci($`x`$), si($`x`$), and Ei($`x`$) in (2). With the correct analytic continuation we can establish the duality in our effective action. One might think that the duality is obvious since it immediately follows from the integral expression (5). This is not so. In fact the integral expression is invariant under the four transformations,
$`a\pm ib,b\pm /ia.`$ (44)
But among the four only our duality (18) survives as the true symmetry of the effective action. So the duality constitutes a non-trivial symmetry of the quantum effective action. From the physical point of view the existence of the duality in the effective action is perhaps not so surprising. But the fact that this duality is borne out from our calculation of one loop effective action is really remarkable.
One can obtain the similar results for the scalar QED. In this case the one loop correction is given by
$`\mathrm{\Delta }_0={\displaystyle \frac{e^2}{16\pi ^2}}ab{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{dt}{t}}\mathrm{csch}(eat)\mathrm{csc}(ebt)e^{m^2t}.`$ (45)
To perform the integral we introduce a new identity similar to the Sitaramachandrarao’s identity (6)
$`xy\mathrm{csch}x\mathrm{csc}y=1{\displaystyle \frac{1}{6}}(x^2y^2)`$ (46)
$`{\displaystyle \frac{2}{\pi }}x^3y{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(1)^n}{n}}{\displaystyle \frac{\mathrm{csch}({\displaystyle \frac{n\pi y}{x}})}{x^2+n^2\pi ^2}}`$ (47)
$`+{\displaystyle \frac{2}{\pi }}xy^3{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(1)^n}{n}}{\displaystyle \frac{\mathrm{csch}({\displaystyle \frac{n\pi x}{y}})}{y^2n^2\pi ^2}},`$ (48)
and obtain
$`\mathrm{\Delta }_0=J_1(ϵ,m)+J_2(ϵ,m)+J_3(ϵ,m),`$ (49)
where
$`J_1`$ $``$ $`{\displaystyle \frac{1}{16\pi ^2}}\left[({\displaystyle \frac{m^4}{2}}e^2{\displaystyle \frac{a^2b^2}{6}})({\displaystyle \frac{1}{ϵ}}\gamma \mathrm{ln}{\displaystyle \frac{m^2}{\mu ^2}})+{\displaystyle \frac{3}{4}}m^4\right],`$ (50)
$`J_2`$ $``$ $`{\displaystyle \frac{e^2}{8\pi ^3}}ab{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(1)^n}{n}}\mathrm{csch}({\displaystyle \frac{n\pi b}{a}})`$ (52)
$`\left[\mathrm{ci}({\displaystyle \frac{n\pi m^2}{ea}})\mathrm{cos}({\displaystyle \frac{n\pi m^2}{ea}})+\mathrm{si}({\displaystyle \frac{n\pi m^2}{ea}})\mathrm{sin}({\displaystyle \frac{n\pi m^2}{ea}})\right],`$
$`J_3`$ $``$ $`{\displaystyle \frac{e^2}{16\pi ^3}}ab{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(1)^n}{n}}\mathrm{csch}({\displaystyle \frac{n\pi a}{b}})[\mathrm{exp}({\displaystyle \frac{n\pi m^2}{eb}})`$ (54)
$`\mathrm{Ei}({\displaystyle \frac{n\pi m^2}{eb}})+\mathrm{exp}({\displaystyle \frac{n\pi m^2}{eb}})\mathrm{Ei}({\displaystyle \frac{n\pi m^2}{eb}})].`$
With this we finally obtain with the modified minimal subtraction (again neglecting the cosmological term)
$`_{0eff}={\displaystyle \frac{a^2b^2}{2}}(1{\displaystyle \frac{e^2}{48\pi ^2}}\mathrm{ln}{\displaystyle \frac{m^2}{\mu ^2}})`$ (55)
$`+{\displaystyle \frac{e^2}{8\pi ^3}}ab{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(1)^n}{n}}[\mathrm{csch}({\displaystyle \frac{n\pi b}{a}})(\mathrm{ci}({\displaystyle \frac{n\pi m^2}{ea}})\mathrm{cos}({\displaystyle \frac{n\pi m^2}{ea}})`$ (56)
$`+\mathrm{si}({\displaystyle \frac{n\pi m^2}{ea}})\mathrm{sin}({\displaystyle \frac{n\pi m^2}{ea}}))`$ (57)
$`{\displaystyle \frac{1}{2}}\mathrm{csch}({\displaystyle \frac{n\pi a}{b}})(\mathrm{exp}({\displaystyle \frac{n\pi m^2}{eb}})\mathrm{Ei}({\displaystyle \frac{n\pi m^2}{eb}})`$ (58)
$`+\mathrm{exp}({\displaystyle \frac{n\pi m^2}{eb}})\mathrm{Ei}({\displaystyle \frac{n\pi m^2}{eb}}))].`$ (59)
Again notice the appearance of the logarithmic correction. The effective action develops an imaginary part,
$`\mathrm{Im}\mathrm{\Delta }_0={\displaystyle \frac{e^2}{16\pi ^2}}ab{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(1)^n}{n}}\mathrm{csch}({\displaystyle \frac{n\pi a}{b}})`$ (60)
$`\mathrm{exp}({\displaystyle \frac{n\pi m^2}{eb}}).`$ (61)
Observe that the effective action of the scalar QED also has the manifest duality.
The effective action of the scalar QED has a smooth massless limit. For $`m0`$ we have
$`\mathrm{\Delta }_0{\displaystyle \frac{e^2}{96\pi ^2}}[a^2b^2+{\displaystyle \frac{12ab}{\pi }}{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(1)^n}{n}}(\mathrm{csch}({\displaystyle \frac{n\pi b}{a}})`$ (62)
$`\mathrm{csch}({\displaystyle \frac{n\pi a}{b}}))]\mathrm{ln}{\displaystyle \frac{m^2}{\mu ^2}}+{\displaystyle \frac{e^2}{8\pi ^3}}ab{\displaystyle }_{n=1}^{\mathrm{}}{\displaystyle \frac{(1)^n}{n}}[\mathrm{csch}({\displaystyle \frac{n\pi b}{a}})`$ (63)
$`(\gamma +\mathrm{ln}({\displaystyle \frac{n\pi \mu ^2}{ea}}))\mathrm{csch}({\displaystyle \frac{n\pi a}{b}})(\gamma +\mathrm{ln}({\displaystyle \frac{n\pi \mu ^2}{eb}}))]`$ (64)
$`i{\displaystyle \frac{e^2}{16\pi ^2}}ab{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(1)^n}{n}}\mathrm{csch}({\displaystyle \frac{n\pi a}{b}}).`$ (65)
But remarkably the logarithmic infra-red divergence disappears completely due to the following identity
$`{\displaystyle \frac{12}{\pi }}ab{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(1)^n}{n}}\left(\mathrm{csch}({\displaystyle \frac{n\pi b}{a}})\mathrm{csch}({\displaystyle \frac{n\pi a}{b}})\right)`$ (66)
$`=b^2a^2.`$ (67)
Furthermore the remaining part of (25) becomes finite,
$`\mathrm{\Delta }_0|_{m=0}={\displaystyle \frac{e^2}{8\pi ^3}}ab{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(1)^n}{n}}[\mathrm{csch}({\displaystyle \frac{n\pi b}{a}})`$ (68)
$`(\gamma +\mathrm{ln}({\displaystyle \frac{n\pi \mu ^2}{ea}}))\mathrm{csch}({\displaystyle \frac{n\pi a}{b}})(\gamma +\mathrm{ln}({\displaystyle \frac{n\pi \mu ^2}{eb}}))]`$ (69)
$`i{\displaystyle \frac{e^2}{16\pi ^2}}ab{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(1)^n}{n}}\mathrm{csch}({\displaystyle \frac{n\pi a}{b}}).`$ (70)
This shows that our series expression of the scalar QED does not contain any infra-red divergence in the massless limit, even when $`ab0`$. This is really remarkable, which should be contrasted with the real QED which has a genuine infra-red divergence when $`ab0`$.
Clearly our result should become very useful in studying the non-linear effects of QED. More importantly our effective action provides a new method to estimate the running coupling constant non-perturbatively. This (and the renormalization of the effective action) will be discussed in the succeeding paper .
One of the authors (YMC) thanks Professor S. Adler, Professor F. Dyson, and Professor C. N. Yang for the illuminating discussions. The work is supported in part by Korea Research Foundation (KRF-2000-015-BP0072), and by the BK21 project of Ministry of Education.
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# Crossing the dripline to 11N using elastic resonance scattering
## I Introduction
The exploration of exotic nuclei is one of the most intriguing and fastest expanding fields in modern nuclear physics. The research in this domain has introduced many new and unexpected phenomena of which a few examples are halo systems, intruder states, soft excitation modes and rare $`\beta `$-delayed particle decays. To comprehend the new features of the nuclear world that are revealed as the drip-lines are approached, reliable and unambiguous experimental data are needed. Presently available data for nuclei close to the driplines mainly give ground-state properties as masses, ground state $`I^\pi `$ and beta-decay half-lives. Also information on energies, widths and quantum numbers $`I^\pi `$ of excited nuclear levels are vital for an understanding of the exotic nuclei but are to a large extent limited to what can be extracted from $`\beta `$ decays. Nuclear reactions can give additional information, in particular concerning unbound nuclear systems. However, the exotic species are mainly produced in complicated reactions between stable nuclei. These processes are normally far too complex to allow for spin-parity assignments of the populated states, and hence are of limited use for spectroscopic investigations. Instead of using complex reactions between stable nuclei, the driplines can be approached in simple reactions involving radioactive nuclei. An example is given in this paper where elastic resonance scattering of a <sup>10</sup>C beam on a hydrogen target was used to study the unbound nucleus <sup>11</sup>N. With heavy ions as beam and light particles as target, the technique employed here is performed in inverse geometry. The use of a thick gas target instead of a solid target is another novel approach. This technique has been developed at the Kurchatov Institute where it has been employed to study unbound cluster states with stable beams . The perspectives of using radioactive beams in inverse kinematics reactions to study exotic nuclei are discussed in and the method was used in . Resonance elastic scattering in inverse kinematics using radioactive beams and a solid target has been used at Louvain-la-Neuve .
This experiment is part of a large program for investigating the properties of halo states in nuclei . A well studied halo nucleus is <sup>11</sup>Be where experiments have demonstrated that the ground state halo mainly consists of an $`1s_{1/2}`$ neutron coupled to the deformed <sup>10</sup>Be core , in contradiction to shell-model which predicts that the odd neutron should be in a $`0p_{1/2}`$ state. The $`0p_{1/2}`$ level is in reality the first excited state, while the ground state is a $`1s_{1/2}`$ intruder level . This discovery has been followed by numerous papers investigating the inversion, e. g. references . The mirror nucleus of <sup>11</sup>Be, <sup>11</sup>N, should have a 1/2<sup>+</sup> ground state with the odd proton being mainly in the $`1s_{1/2}`$ orbit, if the symmetry of mirror pairs holds. However, <sup>11</sup>N is unbound with respect to proton emission which means that all states are resonances that can be studied in elastic scattering reactions. The first experiment devoted to a study of the properties of the low-energy structure of <sup>11</sup>N used the three-nucleon transfer-reaction <sup>14</sup>N(<sup>3</sup>He,<sup>6</sup>He)<sup>11</sup>N. The results indicated a resonant state at 2.24 MeV which was interpreted as the first excited 1/2<sup>-</sup> state rather than the 1/2<sup>+</sup> ground state.
In this paper we present excitation functions at laboratory (lab.) angles of 0 measured at GANIL and MSU, and at 12.5 with respect to the beam direction measured at GANIL. A thorough analysis, using a potential model as well as a simplified R-matrix treatment, gives unambiguous determination of the quantum structure of the three lowest resonances in the <sup>10</sup>C+p system.
## II Elastic resonance scattering: method and formalism
The first description of elastic resonance scattering was given by Breit and Wigner , and it is now a theoretically well understood reaction mechanism . Traditionally, elastic resonance scattering experiments have been performed by bombarding a thin target with a light ion beam, narrow in space and time. To obtain an excitation function the beam energy then had to be changed in small steps of the order of the experimental resolution. The need for a radioactive target severely limits the applicability of this method to investigations in regions close to $`\beta `$ stability. However, it is possible to produce dripline species in simple reactions involving radioactive nuclei. When using this approach, the beam is composed of radioactive ions and the target of light nuclei, eliminating the need for a radioactive target. Since this is the inverse setup to the one traditionally used in scattering experiments, the method is usually denoted as elastic scattering in inverse geometry.
The advantage of using gas instead of a solid target is twofold. Firstly, the thickness of a gas target can be changed continuously and easily by adjusting the gas pressure, and secondly the target is very homogeneous. The beam parameters of radioactive ion beams (RIB’s) are limited; the spread in both energy and space are much larger than what can be obtained for stable beams, and the intensities are of course much smaller. As will be seen below, the beam properties are not of great importance in the experimental approach used here. Elastic resonance scattering is characterized by large cross sections and is therefore well suited for use with low-intensity RIB’s. These and several other features of the elastic resonance scattering in inverse geometry on thick targets will be illuminated in the following subsections.
The expressions for elastic cross section in the case of proton scattering on spin-less nuclei, eqs. 1 and 2, can for example be found in ,
$$\frac{d\sigma }{d\mathrm{\Omega }}=\left|A(\theta )\right|^2+\left|B(\theta )\right|^2,$$
(1)
where
$$\begin{array}{c}\hfill A(\theta )=\frac{zZ}{2\mu v\mathrm{sin}^2(\theta /2)}e^{\frac{i\mathrm{}}{\mu v}\mathrm{ln}\frac{1}{\mathrm{sin}^2(\theta /2)}}+\\ \hfill \frac{1}{2ik}\underset{\mathrm{}=0}{\overset{\mathrm{}}{}}\left[(\mathrm{}+1)(e^{2i\delta _{\mathrm{}}^+}1)+\mathrm{}(e^{2i\delta _{\mathrm{}}^{}}1)\right]\\ \hfill e^{2i\sigma _{\mathrm{}}}P_{\mathrm{}}(\mathrm{cos}\theta )\end{array}$$
(2)
and
$$B(\theta )=\frac{i}{2k}\underset{\mathrm{}=0}{\overset{\mathrm{}}{}}\left(e^{2i\delta _{\mathrm{}}^+}e^{2i\delta _{\mathrm{}}^{}}\right)e^{2i\sigma _{\mathrm{}}}P_{\mathrm{}}^1(\mathrm{cos}\theta )$$
(3)
where $`e^{2i\sigma _{\mathrm{}}}`$ is defined by
$$e^{2i\sigma _{\mathrm{}}}=\frac{\mathrm{\Gamma }\left(\mathrm{}+1+\frac{i}{k}\right)}{\mathrm{\Gamma }\left(\mathrm{}+1\frac{i}{k}\right)}$$
(4)
Symbols introduced here are defined as: <sup>±</sup>: denotes states with $`j`$ = $`\mathrm{}\pm \frac{1}{2}`$ $`z`$: charge of the proton $`Z`$: charge of the spin-zero particle $`\mu `$: reduced mass $`v`$: the relative velocity of the particles $`k`$: the magnitude of the wave vector $`\sigma _{\mathrm{}}`$: the Coulomb phase shift $`P_{\mathrm{}}(cos\theta )`$: Legendre polynomial $`P_{\mathrm{}}^1(cos\theta )`$: associated Legendre polynomial
The first term in $`A(\theta )`$ represents the Coulomb scattering. The other terms in $`A(\theta )`$ and $`B(\theta )`$ express scattering due to nuclear forces. The phase shift $`\delta _{\mathrm{}}`$ is the sum of the phase shift from hard sphere scattering, $`\varphi _{\mathrm{}}`$, and the resonant nuclear phase shift, $`\beta _{\mathrm{}}`$,:
$$\delta _{\mathrm{}}^+=\beta _{\mathrm{}}^+\varphi _{\mathrm{}},\delta _{\mathrm{}}^{}=\beta _{\mathrm{}}^{}\varphi _{\mathrm{}}$$
(5)
The differential cross-section has its maximum in the vicinity of the position where the phase shift passes through $`(n+\frac{1}{2})\pi `$. Therefore, a frequently used definition of the resonance energy is where $`\delta `$ = $`(n+\frac{1}{2})\pi `$, see section IV. It is favourable to study resonance scattering at 180 c.m. where eq. 1 is simplified. At this angle, only $`m=0`$ sub-states contribute to the cross section and both potential and Coulomb scattering are minimal. An advantage of the inverse geometry setup is its possibility to measure at 180 c.m.
### A Kinematical relations
We define the laboratory energies of the bombarding particles before the interaction in inverse (E) and conventional (T) geometry as $`E_0`$ and $`T_0`$, respectively. The notation used mainly follows ref. , primed energies being in the c.m. system:
$`m`$,$`M`$: mass of the light and heavy particles $`E_M`$, $`T_M`$: heavy particle $`M`$ laboratory energies after interaction $`E_m`$, $`T_m`$: light particle $`m`$ laboratory energies after interaction $`\theta _{lab.}`$: scattering angle of the light particle in the laboratory system
The relations between laboratory energy of the beam and the c.m. energy of the heavy nucleus:
$$T_M^{^{}}=T_0\frac{mM}{\left(M+m\right)^2}E_M^{^{}}=E_0\left(\frac{m}{M+m}\right)^2$$
(6)
The expressions for the lab. energies of the light particle $`m`$ that will be detected after scattering:
$$\begin{array}{c}\hfill T_m=T_0\left(\frac{m}{M+m}\right)^2\left(\mathrm{cos}\theta _{lab.}+\sqrt{K^2\mathrm{sin}^2\theta }\right)^2\\ \hfill E_m=E_0\frac{4mM}{(M+m)^2}\mathrm{cos}^2\theta _{lab.}\end{array}$$
(7)
In the equation above, $`K`$ is the ratio of the masses ($`E_0`$/$`T_0`$=$`M/m=K`$ since $`E_M^{^{}}=T_M^{^{}}`$). Inserting $`\theta _{lab.}=0^{}`$ in eq. 7 leads to the following ratio between the energy of the measured particle in conventional and inverse geometry:
$$\frac{E_m}{T_m}=4\frac{K^2}{(1+K)^2}4$$
(8)
As is seen from eq. 8, the detected energy of the light particles is close to 4 times higher for inverse kinematics as compared to the conventional geometry at the same c.m. energy. This is an important gain for the study of resonant states near the threshold. The excitation energy in the $`M+m`$ compound system is obtained as the sum of the c.m. energies for particles $`m`$ and $`M`$:
$$\begin{array}{c}\hfill T_{ex}=T_0\frac{M}{M+m}E_{ex}=E_0\frac{m}{M+m}\end{array}$$
(9)
Using eq. 7, this can be expressed in terms of the measured particle energy $`E_m`$. In case of inverse kinematics, the excitation energy of the compound system becomes:
$$E_{ex}=\frac{M+m}{4Mcos^2(\theta _{lab.})}E_m$$
(10)
Because of the low energies involved, a non-relativistic expression can be used.
### B General set-up of elastic scattering in inverse geometry
The basic experimental setup consists of a radioactive ion beam which is incident on a scattering chamber filled with gas. The thickness of the gas target is adjusted to be slightly greater than the range of the beam ions. Charged-particle detectors are placed at and around the beam direction, i.e. 180 c.m., as shown in Figure 1. As they are continuously slowed down in the gas, the beam ions effectively scan the energy region from the beam energy down to zero, giving a continuous excitation function in this interval. When the energy of the heavy ion corresponds to a resonance in the compound system, the cross section for elastic scattering increases dramatically and can exceed 1 b, making it possible to neglect the non-resonant contributions which are on the order of mb. For the ideal case of a mono-energetic beam, each interaction point along the beam direction in the chamber corresponds uniquely to one resonance energy and, as we study elastic scattering, to a specific proton energy for each given angle. Because the distance from the detector is different for each proton energy, the solid angle also varies with proton energy and is quite different for low and high energy resonances.
The high efficiency of the method is mainly a result of the large investigated energy region. If we compare the scanned region of 5-10 MeV with the typical energy step of $``$10-20 keV in conventional scattering measurements, the gain is 250-1000 times.
### C Energy resolution
The initial energy spread of our <sup>10</sup>C beam was 1.5% of the total energy, which naturally increased along the beam path in the gas. The energy spread of the beam results in excitation of the same resonance at different distances from the detector. Assuming that $`\mathrm{\Delta }E`$ is the energy spread at some point in the gas, this distance interval $`\mathrm{\Delta }x`$ is given by
$$\mathrm{\Delta }x=\frac{\mathrm{\Delta }E}{(\frac{dE}{dx})_M}$$
(11)
where $`(\frac{dE}{dx})_M`$ is the specific energy loss of the beam nuclei in the gas. Due to the protons energy loss in the gas, the measured proton energies corresponding to the same resonance are slightly different. The resulting spread of proton energies, $`\epsilon `$, corresponding to the interval $`\mathrm{\Delta }x`$ will be
$$\epsilon =\mathrm{\Delta }E\frac{(\frac{dE}{dx})_m}{(\frac{dE}{dx})_M}$$
(12)
Here, $`(\frac{dE}{dx})_m`$ denotes the specific energy loss of the recoil nuclei (protons) in the gas. Taking into account the different velocities of the beam ions and the scattered protons as well as the Bethe-Bloch expression for specific energy loss, one finds:
$$\epsilon \frac{\mathrm{\Delta }E}{4}\frac{z^2}{Z^2}$$
(13)
In the case of <sup>10</sup>C+p interaction, eq. 13 becomes $`\epsilon \frac{\mathrm{\Delta }E}{144}`$. Hence, for $`\mathrm{\Delta }`$E = 5 MeV a lab. energy resolution of 35 keV is expected. The effective c.m. energy resolution will be about four times better than the resolution in the lab. frame, see eq. 8. Thus it is clearly shown that the energy spread of the radioactive beam does not restrict the applicability of the method. Many other factors influence the final resolution, for example the size of the beam spot and detectors, the detector resolution, the angular divergence of the beam and straggling of light particles in the gas. These factors can be taken into account by Monte Carlo simulations. In reality, an effective energy resolution of 20 keV in the c.m. frame is feasible. At angles other than 180 the resolution deteriorates, mainly due to kinematical broadening of the energy signals for protons scattered at different angles. This contribution to the resolution could be reduced by tracking the proton angles.
### D Background sources
A cornerstone of the described experimental approach is that elastic resonance scattering dominates over other possible processes. The competing reaction channel which has to be treated for each specific case is inelastic resonance scattering, as it is a resonant process which produces the same recoil particles as the elastic scattering. However, the elastic and inelastic resonance scattering reactions can be distinguished from each other. The energy of the scattered nuclei from inelastic resonance scattering at 0 is given by eq. 14 if $`E^{}/E_0`$ 1, where $`E^{}`$ is the excitation energy of the beam nucleus .
$$E_m4\frac{mM}{(M+m)^2}\left(E_0\frac{E^{}}{2}\frac{M+m}{m}\right)$$
(14)
Comparing this with eq. 10, one sees that the energy of heavy ions has to be larger by an amount $``$ for the inelastic scattering to obtain the same energy of a light recoil from the elastic and inelastic scattering reactions, when $``$ is defined in eq. 15 .
$$\frac{E^{}}{2}\frac{M+m}{m}$$
(15)
For the <sup>10</sup>C+p case, where $`E^{}`$(<sup>10</sup>C(2$`{}_{1}{}^{}{}_{}{}^{+}`$)) = 3.35 MeV, eq. 15 shows that the inelastic resonance scattering should take place at about 20 MeV higher energy than the elastic one for the two processes to mix in the elastic scattering excitation function. The inelastic resonance reaction thus has to take place further from the detectors, closer to the entrance window, in order to produce a scattered particle with the same energy as the corresponding elastic process. The two processes in question hence can give the same energies of the recoil protons but their ToF (window-detector) will differ. The time difference between the two types of events will be on the order of a few ns, and can thus be separated in the analysis. No such events were seen in our data.
Other scattering reactions contribute very little to the spectrum, especially at 180 c.m., the exception being low energies where the Coulomb scattering cross sections increases. However, this scattering is well understood and can be included in the data treatment. Additional sources of background are $`\beta `$ particles from decaying radioactive ions in the gas, beam ions which penetrate the gas target, and particles scattered in the entrance window.
## III Experimental procedure
The first experiment was performed using the LISE3 spectrometer at the GANIL heavy-ion facility. The secondary <sup>10</sup>C beam was produced by a 75 MeV/u <sup>12</sup>C<sup>6+</sup> beam with an intensity of 2$``$10<sup>12</sup> ions/s which bombarded a 8 mm thick, rotating Be target and a fixed 400 $`\mu `$m Ta target. The <sup>10</sup>C fragments were selected in the LISE3 spectrometer, using an achromatic degrader at the intermediate focal plane (Be, 220 $`\mu `$m thick) and the Wien-filter after the last dipole. The 50 cm long scattering chamber was placed at the final focal plane. Immediately before the 80 $`\mu `$m thick kapton entrance window, a PPAC (Parallel Plate Avalanche Counter) registered the position of the incoming ions. The intensity of the secondary beam, measured by the PPAC, was approximately 7000 ions/s, and due to the degrader and Wien filter a very low degree of contamination was achieved. The efficiency of the PPAC at this intensity and ion charge is close to 100%, which makes it easy to use the PPAC count rate to obtain absolute cross-sections. The scattering chamber was filled with CH<sub>4</sub> gas, acting as a thick proton target for the incoming <sup>10</sup>C ions. The gas pressure was adjusted to 816$`\pm `$5 mbar, which was the pressure required to stop the incoming beam just in front of the central detector. It is desirable to stop the beam close to the detectors in order to avoid loosing any protons scattered from a possible low-lying resonance in <sup>11</sup>N. In the far end of the chamber an array of Si-detectors was placed. The detectors had diameters of 20 mm and thickness of 2.50 mm, corresponding to the range of 20 MeV protons. The time between the radio frequency (RF) from the cyclotron and the PPAC gave one time-of-flight signal (ToF), while the time difference of the PPAC and detector signal gave additional ToF-information. The complete setup is shown in Figure 1.
As a first measurement, a low intensity <sup>10</sup>C beam was sent into the evacuated scattering chamber to get the total energy and spread of the secondary beam after the foil, and this was determined to be 90 MeV with a FWHM = 1.5 MeV. For background measurements, the scattering chamber was filled with CO<sub>2</sub> gas at 450$`\pm `$5 mbar and bombarded with <sup>12</sup>C and <sup>10</sup>C beams, respectively. For our purposes, we assume that <sup>16</sup>O and <sup>12</sup>C behave similarly in proton scattering reactions. The measurements with the CO<sub>2</sub> target would reveal any background stemming from the carbon nuclei in the CH<sub>4</sub> target gas or from the kapton window. Beam contaminations would also be present in these runs, and those background sources can subsequently be subtracted from the experimental excitation functions.
The standard beam diagnostics observed admixtures of d, $`\alpha `$ and <sup>6</sup>Li with the same velocity as the <sup>12</sup>C secondary beam, while no contaminant particles could be seen in the <sup>10</sup>C beam. The <sup>10</sup>C+CO<sub>2</sub> spectrum showed no prominent structure and was found to contribute less than 10% to the total cross section. This background spectrum was subtracted from the <sup>10</sup>C+CH<sub>4</sub> spectrum before transformation to the c.m. system.
Since <sup>10</sup>C is a $`\beta ^+`$ emitter with a half life of 19.3 s, it is necessary to discriminate the positron signals from the protons. This was done by selecting the protons in a two-dimensional spectrum showing ToF (PPAC to Si-detector) versus detected energy, where the positrons are clearly distinguished from protons both by their uniform time distribution and their maximum energy of 1.93 MeV. A positron with energy in this interval has a maximum energy loss of 1.25 MeV in 2.50 mm Si, which simulates a scattered proton energy of 0.344 MeV in the excitation function of <sup>11</sup>N. Since the positron energies are small enough to lie in the energy range of Coulomb scattered protons, cutting away all events below this energy does not distort the interesting parts of the proton spectrum, as is seen in the inset in Figure 3.
In this paragraph we justify our ignoring the background contributions to our spectra from inelastic scattering of <sup>10</sup>C on hydrogen with excitation of the particle stable 2<sup>+</sup> level at 3.35 MeV in <sup>10</sup>C. The contribution from inelastic scattering has been estimated using available data on inelastic scattering of protons on a <sup>10</sup>Be target and a DWBA extrapolation to the whole investigated interval of energies. This shows that the contribution from inelastic scattering does not exceed 1% of the observed cross section.
The energy calibration of the Si detectors was done with a triple $`\alpha `$-source (<sup>244</sup>Cm, <sup>241</sup>Am and <sup>239</sup>Pu) which was placed on a movable arm inside the chamber. Another calibration, and at the same time a performance check of the setup, was done by investigating known resonances in <sup>13</sup>N. The primary <sup>12</sup>C beam, degraded to 6.25 MeV/u, was scattered on the methane target using a gas pressure of 240$`\pm `$5 mbar. The resulting proton spectrum clearly shows the two closely lying resonances in <sup>13</sup>N (3.50 MeV, width 62 keV, and 3.55 MeV, width 47 keV, ), as can be seen in Figure 2.
These resonances are overlapping and the width of the peak is 50 keV. The solid curve in Figure 2 is a fit obtained by coherently adding two curves in order to take interference into account. The 5/2<sup>+</sup> resonance at 3.55 MeV has single particle (SP) nature and was described using the potential model outlined in section IV, while a Breit-Wigner curve was used for the 3/2<sup>-</sup> state at 3.50 MeV. The resonant 1/2<sup>+</sup> state in <sup>13</sup>N, 420 keV above the <sup>12</sup>C+p threshold, is not seen as it is overlapping the Coulomb scattering which dominates below 0.5 MeV. From the calibration measurements described above an energy resolution of 100 keV in the lab. frame was deduced, mainly determined by the detector resolutions and proton straggling in the gas.
The experimental proton spectrum was, after subtraction of the measured carbon background, transformed into differential cross-section as a function of the excitation energy of <sup>11</sup>N, in the following referred to as the excitation function of <sup>11</sup>N. Since each interaction point along the beam direction ideally corresponds to a specific resonance energy, the measured proton energy can, after correction for its energy loss in the gas, be used to find the resonance energy in <sup>11</sup>N in the c.m. system. The inset in Figure 3 shows the experimental data as measured proton energy versus counts at 0 before the corrections for solid angle was made. Comparing this pictures to the one obtained after transformation to the c.m. system clearly shows the effect of differing solid angles for different proton energies. The cross sections in the high energy part increases relative to the low energy part, as is clearly seen when comparing the inset to the transformed spectrum in Figure 3.
Extracting the cross section from the data is straightforward, and the transformation to c.m. is done using eq. 16.
$$\left(\frac{d\sigma }{d\mathrm{\Omega }}\right)_{c.m.}=\frac{1}{4cos(\theta _{lab.})}\left(\frac{d\sigma }{d\mathrm{\Omega }}\right)_{lab.}$$
(16)
The relation between the scattering angle in the lab. and c.m. systems is simply $`\theta _{c.m.}`$=180-2$`\theta _{lab.}`$. The excitation function obtained after background subtraction and transformation into the c.m. system is shown in Figure 3.
The more detailed analysis now performed revises the absolute cross section to a larger value from what was previously published in .
A second independent measurement of <sup>10</sup>C+p elastic scattering using the same method was made at NSCL where the A1200 spectrometer delivered the <sup>10</sup>C beam. The experimental conditions were the same as in the GANIL experiment, except that at NSCL a $`\mathrm{\Delta }`$E-E telescope was placed at 0 and no Wien-filter was used. The energy of the <sup>10</sup>C beam after the foil was 7.4 MeV/u and the beam intensity was 2000 pps. The data from these two experiments are overlaid in Figure 3 where it is seen that the structures and the absolute cross sections coincide.
## IV Analysis and results
The excitation function, shown in Figure 3, reveals structure in the region from 1 MeV to 4 MeV that could be due to interfering broad resonances. A reasonable first assumption is that the structure corresponds to the three lowest states in <sup>11</sup>N. This assumption is justified by the closed proton $`p_{3/2}`$ sub-shell in <sup>10</sup>C and agrees with the known predominantly single particle nature of the lowest states in <sup>11</sup>Be , the mirror nucleus of <sup>11</sup>N. Taking this as a starting point, we assume that the observed levels in <sup>11</sup>N are mainly of SP nature. The SP assumption validates the use of a shell-model potential to describe the experimental data of <sup>11</sup>N.
### A Analysis of the three lowest levels in <sup>11</sup>N
The <sup>11</sup>N states are all in the continuum and the aim of the analysis was to obtain $`I^\pi `$ and other resonance parameters as it can be done in the framework of the optical model. Because of the absence of other scattering processes than the elastic scattering channel, no imaginary part is included in the potential. The potential has a common form consisting of a Woods-Saxon central potential and a spin-orbit term with the form of a derivative of a Woods-Saxon potential. The Woods-Saxon ($`\mathrm{}`$s) term has the usual parameters $`V_0`$ ($`V_\mathrm{}s`$), $`r_0`$ ($`r_\mathrm{}s`$) and $`a_0`$ ($`a_\mathrm{}s`$) for well depth, radius and diffusity, respectively. Centrifugal and Coulomb terms were also included in the potential. The Coulomb term has the shape of a uniformly charged sphere with radius $`r_c`$. The full potential is given in eq. 17, where $`\mu `$ is the reduced mass of the system and $`\lambda _\pi `$ denotes the pion Compton wavelength.
$$\begin{array}{c}\hfill V_0=\frac{V_{\mathrm{}}}{1+e^{\frac{rR_0}{a_0}}}+\mathrm{}𝐬\frac{V_\mathrm{}s(\lambda _\pi /2\pi )^2}{a_\mathrm{}s}\times \\ \hfill \frac{e^{\frac{rR_\mathrm{}s}{a_\mathrm{}s}}}{\left(1+e^{\frac{rR_\mathrm{}s}{a_\mathrm{}s}}\right)^2}+\frac{\mathrm{}(\mathrm{}+1)\mathrm{}^2}{2\mu r^2}+V_c\end{array}$$
(17)
$`V_c`$ $`=`$ $`\{\begin{array}{cc}\frac{zZ}{2}\frac{e^2}{4\pi ϵ_0R_c}\left(3\frac{r^2}{R_c^2}\right)\hfill & :r<R_c\hfill \\ \frac{zZe^2}{r}\hfill & :r>R_c\hfill \end{array}`$ (18)
$$R_0=r_0A^{1/3},R_c=r_cA^{1/3},R_\mathrm{}s=r_0A^{1/3}$$
(19)
As a starting point, standard values of the potential parameters were chosen and the well depths were varied separately for each partial wave ($`\mathrm{}`$=0,1,2), see Table I:a. The cross-section of the experimental data at 180 was found to be larger than predicted by the potential model. As can be seen in the experimental spectrum, Figure 3, there is substantial amount of cross section above 4 MeV, indicating additional resonances in this energy region.
The underestimation of the potential model can thus be attributed to influence of higher lying resonances. To simulate the presence of those highly excited states, an amplitude $`f`$ was added to the amplitude calculated from the potential model. The form of this extra amplitude was $`f=\frac{b}{E_0E}`$, where $`E_0`$ was taken as a constant (4.5 MeV) and $`b`$ was used as a parameter. As is seen in Figure 4, the introduced amplitude is small in comparison with the measured cross sections, but it nonetheless was useful in the fitting procedure. A more sophisticated way to include the influence of higher resonances is to use an R-matrix procedure, and some attempts in this way were also made, see sec. IV B.
The best fit for conventional parameter values, only varying $`V_{\mathrm{}}`$ is obtained for the level ordering $`1s_{1/2}`$, $`0p_{1/2}`$, and $`0d_{5/2}`$, and the corresponding parameters are given in Table I:a. The curve resulting from these parameters does not differ significantly from the one obtained using the parameter set Table I:c.
A potential with conventional parameters and the same well depth for all $`\mathrm{}`$ will generate single particle levels in the order $`0p_{1/2}`$, $`1s_{1/2}`$ and $`0d_{5/2}`$ above the $`0p_{3/2}`$ sub-shell. However, all attempts to describe the experimental data keeping this ordering of the levels failed. A typical example of a calculated excitation function with this level sequence is shown in Figure 5, with parameters in Table I:b. This result is not surprising when considering the well known level inversion in <sup>11</sup>Be.
For the potential in Table I:c, the cross section of each partial wave is shown in Figure 6 together with the total calculated curve. Comparing the partial cross sections with the total cross section, it is clear that interference between the partial waves determine the shape of the total curve. The corresponding phase shifts are shown in Figure 7. The most common definition of resonance energy is where the phase shift $`\delta _{\mathrm{}}`$ passes $`\pi `$/2. As is seen in Figure 7, the phase of the 1/2<sup>+</sup> resonance, which is the broadest level, does not reach $`\pi `$/2. Therefore, we have defined the resonance energy as where the partial-wave amplitude calculated at r = 1 fm has its maximum. The width is defined as the FWHM of the partial wave. One can note that for the 1/2<sup>-</sup> and 5/2<sup>+</sup> levels, the same resonance energies are obtained by our definition and $`\delta _{\mathrm{}}`$ = $`\pi `$/2. All attempts to change the resonance spins and parities or the order of the levels resulted in obvious disagreement with the experimental data. We thus conclude that the unambiguous spin-parity assignments for the lowest states in <sup>11</sup>N are a 1/2<sup>+</sup> ground state, a first excited 1/2<sup>-</sup> level and a 5/2<sup>+</sup> second excited state. All further fitting procedures were performed with the aim to obtain more exact data on the positions and widths of the resonances.
A disadvantage of the potential model is that it produces resonances with single-particle widths. In general, the nature of the states is more complicated and their widths can be smaller than what is predicted by the potential model. To investigate how changing the resonance widths would affect the overall fit, we changed the radius parameter $`r_0`$, and fitted new well depths to get the best possible agreement with the data. It was evident that the widths obtained with $`r_0`$ = 1.4 fm are too large for the 1/2<sup>-</sup> and 5/2<sup>+</sup> resonances, while $`r_0`$ = 1.0 fm makes these levels too narrow.
As the 1/2<sup>+</sup> state is least affected by the change of radius the conclusion for this level is difficult, but the largest obtained width seemed most appropriate. Therefore, the radii parameters $`r_0`$, $`r_\mathrm{}s`$ and $`r_c`$ were chosen as 1.4 fm, and the well depths and diffusities were varied separately for each $`\mathrm{}`$ to obtain the best fit of the experimental data up to 4 MeV. An additional argument for choosing the larger radius was the fact that this parameter value gives a good simultaneous description of the mirror pair <sup>11</sup>Be and <sup>11</sup>. The curve obtained in this way that agreed best with the experimental excitation function is shown in Figure 4, and the corresponding potential parameters and resonance energies and widths are shown in Table I:c. For comparison, the values for $`r_0`$=$`r_\mathrm{}s`$=$`r_c`$=1.2 fm are also given in Table I:d.
The extracted resonance parameters show a remarkable stability against changes in the potential parameter sets, meaning that different sets of parameters that fit the data give similar resonance energies and widths. This is seen in Table I, comparing different sets of parameters. The final energies and widths are listed in table IV. The error bars include systematic errors and are dominated by a contribution from the spread in results from different parameter sets. Contributions from background subtraction and solid angle corrections will be much smaller than those sources.
The SP reduced widths could be extracted for the three lowest levels where the only possible decay channel is one-proton emission to the ground state of <sup>10</sup>C. The values of reduced widths are usually presented as a ratio to the Wigner limit, which serves as a measure of the single particle width . In our case we have a way to give a more exact evaluation of the reduced widths as the ratio of the widths obtained from the shell-model potential that fits the data (Table I:c) to the widths calculated from a true shell-model potential. These ratios are free from the uncertainties related with different definitions of the level widths.
Since the true shell model potential is not known for <sup>11</sup>N, and we approximated this potential with the parameters shown in Table I:f.
Justification for using this particular set as shell model potential is that it simultaneously reproduces the level positions in both <sup>11</sup>Be and <sup>11</sup>N and gives a width of the 1/2<sup>+</sup> state that is larger than for the parameters in Table I:c. The reduced widths obtained in this way are given in Table II.
The potential parameters for the fit of the data at 180 (parameter set c in I) were used to describe the excitation function obtained by a detector at 12.5 relative to the center of the chamber. The experimental data from this case are shown in Figure 8 together with the theoretical curve without the scaling amplitude $`f`$. Comparing the experimental excitation functions in Figures 4 and 8, rather big differences are seen.
This reflects the fact that the laboratory angle depends on the interaction point in the chamber. The angular range goes from $`\theta _{c.m.}`$=150 for protons from higher resonances to $`\theta _{c.m.}`$=93 for low energy protons. This is taken into account in the calculation of the excitation function, and from Figure 8 it is evident that the potential model describe the observed changes in the excitation function with angle, a fact which supports our interpretation.
### B Analysis of the full excitation function
In an attempt to investigate the influence of higher lying states on the cross section in the lower part of the experimental spectrum, a simplified R-matrix approach was used. For <sup>11</sup>Be, about 10 levels are predicted in the energy region 2.7 MeV to 5.5 MeV , but only four resonances have been experimentally found . The knowledge of the levels in <sup>11</sup>N is even more incomplete, and our experimental data are not sufficient for a detailed R-matrix analysis. Therefore, the treatment described below was performed rather to outline possible questions than to give definite answers. The analysis was made using the potential model and adding resonances at energies above 4 MeV according to eq. 20.
$$\begin{array}{c}\hfill \frac{d\sigma }{d\mathrm{\Omega }}\left(\theta =180^{}\right)=\\ \hfill |A_{pot}\frac{i}{2k}\underset{n_{\mathrm{}}}{\overset{+}{}}\left[(\mathrm{}+1)(e^{2i\beta _{\mathrm{}}^+}1)e^{2i(\varphi _{\mathrm{}}^++\sigma _{\mathrm{}})}\right]\\ \hfill \frac{i}{2k}\underset{n_{\mathrm{}}^{}}{}\left[\mathrm{}(e^{2i\beta _{\mathrm{}}^{}}1)e^{2i(\varphi _{\mathrm{}}^{}+\sigma _{\mathrm{}})}\right]|^2\end{array}$$
(20)
Two known levels in <sup>11</sup>Be (2.69 MeV, $`\mathrm{\Gamma }`$ = 200 keV, and 3.41 MeV, $`\mathrm{\Gamma }`$ = 125 keV) were taken into account. The energy of those resonances in <sup>11</sup>N were determined by calculating the Coulomb differences between the mirror nuclei using the potential model. To fit the experimental data, the resonance energies were varied around the value determined from the Coulomb-energy calculation. The values finally used in the R-matrix fit are shown in Table III.
| <sup>±</sup>: | stands for states with $`j=\mathrm{}\pm `$1/2, resp. |
| --- | --- |
| $`A_{pot}`$: | potential model amplitude at 180, |
| | using the potential in eq. 17 |
| $`\beta _{\mathrm{}}^\pm `$: | resonance phase |
| $`n_{\mathrm{}}^\pm `$: | number of resonances |
| $`\varphi _{\mathrm{}}^\pm `$: | phase relative to the hard sphere scattering |
| | for a particular resonance |
| $`\sigma _{\mathrm{}}`$: | Coulomb phase of wave $`\mathrm{}`$ |
The estimates of the widths of these states in <sup>11</sup>N are based on the known widths of the analog states
in <sup>11</sup>Be. Inclusion of these states already accounts for the missing cross section up to 3.7 MeV, but the part above 3.7 MeV is still underestimated.
In particular, the energy region around 1.8 MeV is now better reproduced, indicating that interference of higher lying states indeed give the cross section that is not reproduced by the potential model in this region. Inclusion of a 3/2<sup>+</sup> state at 3.94 MeV and a high-spin state improves the description also at energies above 4 MeV, as is seen in Figure 9. The parameters for the potential and included resonances are given in Table III.
The conclusion drawn from comparing the results in Table I and Table III is that the positions and widths obtained using only the potential model are rather insensitive to the inclusion of higher states, which only modifies the absolute cross section.
Of the three resonances included in the calculations, only the one at 4.33 MeV is distinctly seen in the excitation function, see Figure 9. Its position corresponds to the 3/2<sup>-</sup> state at 2.69 MeV in <sup>11</sup>Be within 150 keV, and the cross section supports a spin of 3/2 for this resonance. The obtained width of 270 keV also agrees with the width of the 2.69 MeV level in <sup>11</sup>Be if decay by a $`\mathrm{}`$=1 proton is assumed. We thus conclude that the narrow resonance at 4.33 MeV in <sup>11</sup>N is the mirror of the 2.69 MeV state in <sup>11</sup>Be, both having $`I^\pi `$=3/2<sup>-</sup>. The other resonances above 4 MeV are introduced in order to reproduce the cross section at higher energies. The experimental data is not sufficient to give conclusive determination of any parameters of these states, but the existence of resonances above 4.4 MeV is necessary to reproduce the measured cross section.
## V Discussion
### A The three lowest resonances in <sup>11</sup>N.
Table I presents the parameters used in different fits of the deduced excitation function in the <sup>10</sup>C+p system. The fits were all made under the assumption of three low-lying resonances. From these data we conclude that the three lowest states in <sup>11</sup>N have I<sup>π</sup>= 1/2<sup>+</sup>, 1/2<sup>-</sup> and 5/2<sup>+</sup>. This is the first time all these states are identified in one single experiment. However, there have been indications of them in other reaction experiments. In the pioneering work on <sup>11</sup>N by Benenson et al. , where the <sup>14</sup>N(<sup>3</sup>He,<sup>6</sup>He) reaction was studied, it was proposed that the resonance observed at 2.24 MeV ($`\mathrm{\Gamma }`$=740 keV) was a 1/2<sup>-</sup> state. This conclusion was based on the reaction mechanism in their experiment. Our data confirms this result and both position and width are within the experimental errors of the two experiments. The difference may probably be attributed to different approaches in extracting the resonance parameters. In a recent paper by Lepine-Szily et al. , a state at 2.18 MeV was observed and interpreted as a 1/2<sup>-</sup> state, but with a width that was considerably narrower than in our work or that of Ref. .
The state at 1.27 MeV, which we interpret as a 1/2<sup>+</sup> state, could not be seen in the two experiments in Refs. , as the selected reactions quench the population of this state considerably. It could, however, be observed in an experiment performed at MSU where Azhari et al. studied proton emission from <sup>11</sup>N produced in a <sup>9</sup>Be(<sup>12</sup>N,<sup>11</sup>N) reaction. They found indications of a double peak at low energies and by fixing the upper part of it to the parameters from Ref. they arrived at an excitation energy of 1.45 MeV.
The 5/2<sup>+</sup> (3.75 MeV) state was discussed in . The experiment presented in showed a state at 3.63 MeV with a width about 400 keV. The position of the resonance is close to ours but again the width is smaller in .
As well as for the 1/2<sup>+</sup> and 1/2<sup>-</sup> states, the spin value for the 5/2<sup>+</sup> resonance does not leave any doubt that it is the mirror state of the 5/2<sup>+</sup> level at 1.78 MeV in <sup>11</sup>Be ($`\mathrm{\Gamma }`$ = 100 keV). The potential model with the parameters used for <sup>11</sup>N and given in Table I:c agrees very well for the width while the excitation energy becomes 1.63 MeV. Still we consider this as an additional support for our interpretation.
Fortune et al. have predicted the splitting between $`0d_{5/2}`$ and $`1s_{1/2}`$ states in <sup>11</sup>N from the systematics of this energy difference for light nuclei, mainly assuming isobaric spin conservation. Their results can therefore be considered as a direct extrapolation of experimental data. The energy difference obtained in our work ($`\mathrm{\Delta }E`$=2.48 MeV) is close to the prediction of 2.3 MeV in . The energy difference between the $`1s_{1/2}`$ and $`0p_{1/2}`$ was calculated using the complex scaling method in and the value of 830 keV agrees with our data which gives 740 keV.
### B Resonances above 4 MeV
We interpret the structure around 4.3 MeV as due to a sharp resonance in <sup>11</sup>N, which is the mirror state of the 2.69 MeV level in <sup>11</sup>Be, Table III. Several different experiments (see for example ) give the spin-parity for this <sup>11</sup>Be level as 3/2<sup>-</sup>. The negative parity is well established from measurements of the <sup>11</sup>Li beta-decay , and by measurements of the <sup>9</sup>Be(t,p)<sup>11</sup>Be reaction . There is also good agreement between the Cohen-Kurath prediction for the spectroscopic factor and the reduced single particle widths of these mirror states. We found very good agreement between the widths if the states undergo nucleon decay with $`\mathrm{}=1`$ ($`j=3/2`$). If the states decay with orbital momentum, $`\mathrm{}=2`$ ($`j=3/2`$), the state in <sup>11</sup>N will be at least twice as broad, and in the case of $`\mathrm{}=3`$ ($`j=5/2`$) it would be at least 3 times broader. Also, for $`\mathrm{}=3`$ the reduced single particle width will be too large, contradicting . Using the simplified R-matrix approach, the position of the 3/2<sup>-</sup> level was determined as 4.33 MeV. The observed cross section for the population of this state is also in accordance with a 3/2<sup>-</sup> assignment. The calculations further indicate that about one third of the width of the 4.33 MeV state is due to the proton decay to the first excited state in <sup>10</sup>C. Even a small branch of this decay results in a large reduced width. This indicates a large coupling of 3/2<sup>-</sup> state to the first excited state of the core, as was recently predicted by Descouvemont . In we proposed a different structure for the 3/2<sup>-</sup> state (two particles in the $`1s`$ state) because preliminary treatment resulted in a too small width (70 keV) for the state.
In the present experiment there is an experimental cutoff at 5.4 MeV (see Figure 3) and the excitation function increases towards this high-energy end. This is most likely due to higher-lying states but we cannot make any assignments for them based on our data. However the authors had to introduce a broad ($`\mathrm{\Gamma }`$= 500-1000 keV) state in the energy region around 4.6 MeV to explain the spectrum from <sup>11</sup>N decay. They proposed the broad state to be a 3/2<sup>-</sup> state. Our data show that the 3/2<sup>-</sup> state in <sup>11</sup>N is rather narrow, and therefore another state has to be assumed in order to explain the data in . This is also a justification for the inclusion of the 3/2<sup>+</sup> resonance is our R-matrix fit.
Various theoretical calculations (for recent references see ) have attempted to reproduce the level sequence in <sup>11</sup>Be. Most models emphasize the role of coupling between the valence neutron and the first excited 2<sup>+</sup> state in <sup>10</sup>Be in generating the parity inversion. It is well known that model assumptions influence the wave functions more than their energy eigenvalues and thus models giving the correct level sequence predict very different core excitation admixtures. For the ground state in <sup>11</sup>Be, the admixtures given by theoretical calculations vary from 7% to 75% . Theoretical results are frequently compared to spectroscopic factors obtained from nucleon transfer reactions. The single-particle spectroscopic factors for <sup>11</sup>Be have been obtained from <sup>10</sup>Be(d,p) reactions . Even if the theory of stripping reactions is very well developed, many parameters are involved in the extraction of these results from the data. Evaluating single-particle nucleon widths using a potential model involves fewer parameters. For the lowest states of <sup>11</sup>N we obtained the reduced widths given in Table II. For the s<sub>1/2</sub> state we have a reduced width of $``$1 which, taking the 15% experimental error in the width into account, indicates that no large core-excitation admixtures are needed to describe the ground states of <sup>11</sup>N and <sup>11</sup>Be.
## VI Summary
The excitation function in the <sup>10</sup>C+p system has been studied using elastic resonance scattering. The low-energy part was analyzed in a potential model while the high-energy part was described in a simplified R-matrix approach. The ground state and the first two excited states in the unbound nucleus <sup>11</sup>N was found to have the spin-parity sequence of 1/2<sup>+</sup>, 1/2<sup>-</sup> and 5/2<sup>+</sup> which is identical to that found in its mirror partner <sup>11</sup>Be. A narrow 3/2<sup>-</sup> state at 4.33 MeV was identified as the mirror state of the 2.69 MeV state in <sup>11</sup>Be. The energies and widths of the observed states are listed in Table IV. The agreement among experiments as well as between our results and theoretical calculations
\[
\] are very satisfactory.
The quasi-stationary character of <sup>11</sup>N states was used to evaluate the reduced single-particle widths for the identified states. This result indicates small coupling between the valence nucleon in the ground state <sup>11</sup>N and the first excited 2<sup>+</sup> state in <sup>10</sup>C, and the same conclusion should be valid for <sup>11</sup>Be.
The experimental technique to use elastic-resonance scattering with radioactive beams has proven to be a very efficient tool for investigations beyond the dripline.
## VII Acknowledgments
The authors thank Prof. M. Zhukov and Prof. F. Barker for valuable discussions. The work was partially supported by the National Science Foundation under grant PHY95-28844. The work was also partly supported by a grant from RFBR. S. B. acknowledges the support of the REU program under grant PHY94-24140.
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# CU COMAE: A NEW FIELD DOUBLE-MODE RR LYRAE, THE MOST METAL POOR DISCOVERED TO DATE 1footnote 11footnote 1Based on data obtained with the 1.52 m telescope of the Bologna Observatory in Loiano, the Southwestern University 40 cm telescope, and the 2.7 m telescope of the McDonald Observatory
## 1 Introduction
Double-mode RR Lyrae variable stars (RRd) play a fundamental rôle in astrophysics because they can be used to estimate the mass and the mass-metallicity relation of horizontal branch stars, and because they can provide information on the direction and rate of evolution across the horizontal branch. RRd’s are variables which pulsate both in the fundamental and first overtone radial pulsation modes. The evolutionary interpretation of the double-mode phenomenon suggests that these stars are changing their pulsation mode while evolving across the RR Lyrae instability strip. The mixing of the two pulsation modes produces cycle-to-cycle amplitude changes and a large scatter in the observed light curves, much larger than accounted for by observational errors alone. First discovered in 1977 (AQ Leo, Jerzykiewicz & Wenzel 1977), about 40 RRd’s have been detected so far in a number of globular clusters of our Galaxy (e.g. M15: \[Fe/H\] = –2.12, M68: \[Fe/H\] = –1.99, IC4499: \[Fe/H\] = –1.26 on the Carretta & Gratton 1997, CG97, metallicity scale). Less than a hundred are hosted in a number of dwarf spheroidal (Draco: \[Fe/H\] = –1.83, Sculptor: \[Fe/H\] = –1.58, from Mateo 1998, transformed to the CG97 metallicity scale) and irregular galaxies of the Local Group; in particular 73 double-mode RR Lyraes have recently been detected by the MACHO experiment (Alcock et al. 1997) in the Large Magellanic Cloud (LMC). However, double-mode RR Lyraes seem to be a rather rare event in the field of our Galaxy where only 5 RRd’s have previously been detected (Jerzykiewicz & Wenzel 1977; Clement, Kinman & Suntzeff 1991; Garcia-Melendo & Clement 1997; Moskalik 1999). All of the double-mode RR Lyraes have been so far generally found in metal poor stellar systems (\[Fe/H\] $`<1.3`$ dex, CG97 scale, or –1.5 dex, Zinn & West 1984 scale). The metal abundance estimated by Clement et al. (1991) for three of the 5 Galactic RRds known so far (–1.70, –1.72, –1.60 for AQ Leo, RR VIII-58 and RR VIII-10 respectively, on the CG97 metallicity scale, corrected from $`1.90`$, $`1.91`$ and $`1.81`$, on Zinn & West 1984 scale) confirms this finding. However, since the metallicity distribution of the RR Lyrae variables in the Galaxy extends to metal abundances both much lower and higher than in globular clusters, it is very important to identify RRd’s among the field RR Lyrae population in order to test the mass-metallicity relation on a much wider metallicity interval. Applying the $`\mathrm{\Delta }`$S method (Preston 1959) to low resolution spectroscopic observations of RRd’s in the bar of the LMC, Bragaglia et al. (2000) inferred metallicities in the range of $`1.09`$ to $`1.78`$ dex (or to $`2.24`$ including one star with lower weight), and confirm that the LMC field RRd’s follow the mass-metallicity relation defined by the Galactic cluster double-mode pulsators. However, with so few RRd stars identified in the field of our Galaxy, it is not possible to assess whether Galactic field RRd’s actually obey the same mass-metallicity relation defined by the globular cluster RRd’s. The discovery of any new Galactic field RRd helps set important constraints on the mass-metallicity relation; the discovery of this particular extremely metal-poor RRd also sets a new boundary condition.
In this paper, we present results based on new photometric data for the RR Lyrae variable CU Comae (CU Com) taken from 1995 to 1999, combined with published photometry of this object taken from 1989 to 1994 (Clementini et al. 1995b), together with high resolution spectroscopy obtained in 1999, that covers an entire pulsation cycle. Section 2 presents the observations and data sets. In section 3, we give our results from the analysis of the entire photometric data-set of CU Com (467 V, 172 B, and 167 I data points), which spans 11 years of observations. In Section 4 we report the results of our spectroscopic analyses. We have both derived a radial velocity curve of the full pulsation cycle (Section 4.1) and performed an elemental abundance analysis of the spectra of CU Com taken near minimum light (Section 4.2). In section 5, we estimate the mass of CU Com using a new theoretical calibration of the Petersen diagram (Petersen 1973), summarize the main derived quantities of CU Com, and discuss the impact of this new discovery on both the mass metallicity relation, and on the evolutionary interpretation of the double-mode pulsation for RR Lyrae variables.
## 2 Observations and reductions
In the fourth edition of the General Catalogue of Variable Stars (Kholopov et al. 1985, GCVS4) CU Com ($`\alpha _{2000}=12^h24^m47^s`$, $`\delta _{2000}=22^o24^{}29^{\prime \prime }`$) is classified as an ab type RR Lyrae with P=0.<sup>d</sup>416091 and amplitude of the photographic light variation of 0.5 mag. Clementini et al. (1995b) presented observations of CU Com taken during the years 1989-1994. Their V light curve (121 data points) has a sinusoidal shape (see their fig. 3b) reminiscent of a c type pulsator; however, the region around maximum light is split into two separate branches about 0.15 mag apart. They also derived a shorter period of P=0.<sup>d</sup>405749 and a larger (V) amplitude of 0.58 mag compared to the GCVS4 values. The irregular nature of the CU Com light curve is confirmed by the much less sampled photometry of Schmidt, Chab & Reiswig (1995, 26 data points, see their fig. 2). However, neither the Clementini et al. (1995b), nor Schmidt et al. (1995), photometries were sufficient to address the issue of whether CU Com was exhibiting double-mode or non-radial mode pulsation (Olech et al. 1999), or whether it might be affected by the Blazhko effect (Blazhko 1907). A new observing campaign was conducted on CU Com from 1995 to 1999, collecting data on several consecutive nights of each run and in two-three runs about one month apart, to test both the possibility of double-mode or non-radial mode pulsation (which both are known to occur on cycle-to-cycle timescales), and of the Blazhko effect (whose periodic modulation of the lightcurve typically has timescales of tens of days). Moreover, during the 1999 campaign, coordinated observations at the 1.52 m telescope of the Bologna Observatory in Loiano, at the 60 cm of the Michigan State University, and at the 40 cm of the Southwestern University were organized, to obtain continuous photometry with time coverage longer than 12-16 hours. High resolution spectroscopy was also secured in order to check whether CU Com might be the component of a spectroscopic binary system, to obtain its radial velocity curve, and to perform an abundance analysis of the variable. Uneven weather conditions at the various sites prevented us from getting long-span photometric observing nights, however we succeeded to obtain simultaneous photometry and spectroscopy with the 40 cm Southwestern University and the 2.7 m McDonald telescopes, on the night of 1999, February 12.
### 2.1 The photometry
The new photometric observations of CU Com were obtained in 21 nights from March 1995 to April 1999. They consist essentially of BVI CCD observations in the Johnson-Cousins system obtained with the Loiano 1.52 m telescope operated by the Bologna Observatory, and are complemented by 17 V and 8 B frames obtained with the Southwestern University 40 cm. The journal of the new photometric observations is given in Table 1. Observations at the 1.52 m telescope were obtained with two different instrumental set-ups, (i) with an RCA CCD for direct imaging having a 4.3 $`\times `$ 2.7 arcmin<sup>2</sup> field of view and a 0.5 arcsec/pixel scale, and (ii) with BFOSC (Bologna Faint Object Spectrograph & Camera) mounting a Thomson 1k$`\times `$1k CCD with 0.5 arcsec/pixel scale giving a field of view of 9.6 $`\times `$ 9.6 arcmin<sup>2</sup>. A filter wheel for the Johnson-Cousins photometric system was used with both set-ups. A 2.3 $`\times `$ 2.8 arcmin<sup>2</sup> CCD image of the CU Com field is shown in Figure 1. Four stars, beside CU Com, are marked on the image. These are non variable objects which were used as reference stars. The light curve of CU Com is derived in terms of differential magnitude with respect to these comparison stars (whose constancy has been accurately checked), hence no concern arises when observations were performed in non strictly photometric conditions. Observations at the 40 cm Southwestern University telescope were obtained using standard Johnson B and V filters and a Pictor 416XT CCD camera coupled to a Celestron f/6.3 focal reducer. This configuration gives a scale of 0.8 arcsec/pixel resulting in a 7.4 $`\times `$ 10.1 arcmin<sup>2</sup> field of view. Data were pre-reduced and instrumental magnitudes of the variable and its comparison stars were derived by direct photon counting using standard routines for aperture photometry in IRAF<sup>2</sup><sup>2</sup>2IRAF is distributed by the National Optical Astronomy Observatories, which is operated by the Association of Universities for Research in Astronomy, Inc., under cooperative agreement with the National Science Foundation.. The photometric data were tied to the standard photometric system through observation of 35 standard stars selected from Landolt (1983, 1992). Calibrated magnitudes of the 4 comparison stars are given in Table 2. Comparison stars are identified in column 2 of the table by their numbers on the 1.2 version of the Hubble Space Telescope Guide Star Catalogue (GSC1.2). Within the quoted photometric uncertainty the V magnitude of star C1 given in Table 2 agrees with the value published by Clementini et al. (1995b), however the present value, being the average of several measurements obtained in four independent calibration nights, supersedes the 1995 estimate. The B, V, and I magnitudes of CU Com relative to the primary comparison star C1 are listed in Table 3 along with the Heliocentric Julian date at mid-exposure. Only data corresponding to the first night of observations of the 1995-1999 span are listed in the table. According to the errors quoted in Table 2 we estimate that the photometric accuracy of each individual data point is $`\pm 0.03`$ mag in V and B, and $`\pm 0.04`$ mag in I. For sake of homogeneity, instrumental magnitudes of CU Com and of its comparison stars in the 1989-1994 data published by Clementini et al. (1995b), were all re-measured in order to reduce any systematic effect which might arise in the analysis of the photometric data from inhomogeneities in the magnitude measuring procedure. The full photometric data set including the re-measured Clementini et al (1995b) photometry is published in the electronic edition of the Journal.
### 2.2 The spectroscopy
CU Com is the first double-mode RR Lyrae for which high resolution spectroscopy is available. Fifteen spectra evenly covering the full pulsation cycle of CU Com were obtained with the cross-dispersed echelle spectrometer at the coudé f/32.5 focus of the Harlan J. Smith 2.7 m telescope at the McDonald Observatory in West Texas during the nights of 1999, February 12 and 13. Seeing conditions during the nights varied from 1.5<sup>′′</sup> to 1.7<sup>′′</sup>. Exposures of a Thorium-Argon lamp were taken at beginning, middle and end of each night, in order to secure the absolute wavelength calibration. Observations of the radial velocity standard star HD 58923 (RV=+17.8 km s<sup>-1</sup>, Wilson 1953) were also obtained in order to use them during the cross-correlation measure of the radial velocities of CU Com and to set the radial velocity zero point.
The “2d-coudé” spectrograph (Tull et al. 1995) was operated using the E2 echelle grating (52.6759 grooves mm<sup>-1</sup> with a blaze angle of 65.293) which yields a two-pixel resolving power at the CCD of R=$`\lambda /\mathrm{\Delta }\lambda `$=63 000. Our wavelength coverage extended from 3670Å to 9900Å (with inter-order gaps in wavelength coverage redward of 5600Å) with the data from about 4400 to 5300 Å, and from 3924 to 8465 Å used in the radial velocity and metallicity determinations, respectively.
Given the faintness of our target ($`<`$V$`>13.3`$ and V$`{}_{min}{}^{}`$ 13.6 mag) and the severe constraints on the exposure length (exposures of CU Com could not exceed 20-30 min in order to avoid phase blurring on the pulsation cycle of this short period variable star), we used a 1010 $`\mu `$m slit (which projects to 2 arcsec on the sky) and performed a 2$`\times `$2 binning during the read-out of the CCD in order to increase the S/N ratio. The FWHM measured from the ThAr comparison lamp lines is $``$ 0.2Å. The data were taken on a 2048$`\times `$2048 thinned, grade 1 Textronix CCD.
Data were reduced using standard IRAF processing tools to correct and calibrate for various detector effects. The overscan region of each image was used to determine the bias level to subtract from each frame. We then trimmed the overscan region from the individual images. Identification of the locations of “bad” pixels was made by means of long exposure dark frames as well as flat field frames. Bad pixel values were replaced using interpolated values from neighbouring pixels. We then divided the stellar and comparison lamp spectra by a scaled “flat field” image (comprised of 20 spectra taken with a quartz lamp through a blue-pass filter) in order to correct for the relative differences in pixel response of the detector. The minimum order separation was 10 arcsec, leaving sufficient interorder background free of contamination from starlight in order to adequately remove the (small) scattered light contribution. Cosmic ray excision was performed using lineclean.
We extracted the flux in the individual orders of the two-dimensional data to obtain one-dimensional summed spectra of the stellar and comparison lamp spectra. Using the Th-Ar comparison lamp emission spectra, we determined and applied the dispersion relation to the stellar spectra, interpolating in time over shifts in the comparison line positions on the chip through the course of a night. We verified that the resulting wavelength solutions gave correct positions of known atmospheric emission and absorption features on each spectrum. Geocentric and heliocentric Julian dates were computed and the information implanted in the file headers. The information was then used to compute the corrections to the observed radial velocity due to the diurnal, monthly, and yearly motions.
## 3 Analysis of the photometric data
Using the differential photometry of CU Com with respect to the reference star C1 and the full 1989-1999 data-set (the present new photometry together with Clementini et al, 1995b, one) we performed a period search with GRATIS (GRaphycal Analyzer TIme Series), a code being developed at the Bologna Observatory which employes two different algorithms: (a) a Lomb periodogram (Lomb 1976, Scargle 1982) and (b) a best-fit of the data with a truncated Fourier series (Barning 1962). The adopted period search procedure was to perform the Lomb analysis on a wide period interval first, and then to use the Fourier algorithm to refine the period definition and find the best fitting model. The period search employed each of the complete B, V and I data-sets. Figure 2 shows the periodograms of CU Com V, B, and I data respectively, obtained using the Lomb algorithm to identify the most probable frequency of the data on a wide period interval of 0.2-0.7 day. The highest peaks at $`\omega `$=2.46 (P$``$0.406 d) correspond to the primary periodicity of the data; the two lower peaks at $`\omega `$=1.46 and $`\omega `$=3.46 respectively, are aliases of the primary periodicity, while the peaks at $`\omega `$=1.84 are the signature of a second periodicity present in the data.
We then reduced the interval around the primary periodicity using the Fourier algorithm to find the best fit. The period obtained using a three harmonics best-fitting Fourier series on the V data, and a two harmonics series on the B and I data is P=0.<sup>d</sup>405759$`\pm `$0.000001. Shown in Figure 3, are the V, B, and I light curves of CU Com obtained phasing the data according to this periodicity, together with the best fitting models. Filled circles mark data obtained with the 40 cm Southwestern University telescope.
The r.m.s. deviation from the best-fitting model is $`\pm 0.083`$ mag in V, $`\pm 0.109`$ mag in B and $`\pm 0.056`$ mag in I. These residuals are much larger than expected from observational errors alone ($`\pm 0.03`$ mag in V and B, and $`\pm 0.04`$ mag in I) and provide us with clues that a second periodicity may be present in the data. The amplitude of the light variation ranges from 0.63 to 0.30 mag in V, from 0.82 to 0.45 in B, and from 0.41 to 0.20 in I. Data corresponding to consecutive nights show that the amplitude variation takes place on a cycle-to-cycle timescale (see Di Tomaso, 2000 for details). This occurrence definitely rules out the Blazhko effect as explanation of the irregular behaviour of CU Com. Since the residuals and amplitude of the light variation of CU Com cannot be described by a single periodicity, and the variation occurs on cycle-to-cycle basis, we proceeded looking for a second periodicity in the data on timescales of the order of one day. Data were prewhitened using the best fitting models in Figure 3 and a new period search was performed on the residuals with respect to the models. Figure 4 shows the periodograms of the residuals of the V, B and I data, respectively, obtained from the Lomb algorithm on a wide period interval of 0.1-0.9 d. Strong peaks are present at $`\omega `$=1.84 (P$``$0.54 d) in all the three periodograms, which clearly mark the second periodicity present in the data of CU Com. We further refined the secondary period by restricting the period search interval and using a 3 harmonics best-fitting Fourier series in V and a 2 harmonics model in B and I, and then performed an iterative refinement of both primary and secondary periodicities. At the end of the trial procedure (conducted on the V, B, and I data, independently) the final adopted periodicities of CU Com are: P<sub>1</sub>=0.<sup>d</sup>4057605$`\pm `$ 0.0000018 and P<sub>0</sub>=0.<sup>d</sup>5441641$`\pm `$ 0.0000049. We also conducted another, independent period search on the CU Com V data-set using the Date Compensated Discrete Fourier Transform program (DCDFT, Ferraz-Mello 1981) and the CLEANEST routine (Foster 1995). Its results (P<sub>1</sub>=0.<sup>d</sup>405760$`\pm `$ 0.000001 and P<sub>0</sub>=0.<sup>d</sup>544166$`\pm `$ 0.000003 with the DCDFT; P<sub>1</sub>=0.<sup>d</sup>405761$`\pm `$ 0.000001 and P<sub>0</sub>=0.<sup>d</sup>544164$`\pm `$ 0.000003 with CLEANEST) fully confirm the periodicities found by the GRATIS algorithms.
The ratio of the first to second period of CU Com is P<sub>1</sub>/P<sub>0</sub>=0.745658 $`\pm `$ 0.000007 which is a typical value for double-mode RR Lyrae stars. The top panels of Figure 5, 6 and 7 show the V, B and I light curves of CU Com phased according to the primary (first-overtone) period of pulsation P<sub>1</sub>=0.<sup>d</sup>4057605 and the epoch of maximum light E=2450142.<sup>d</sup>5860390. The central panels give the light curves of the primary period after prewhitening of the secondary (fundamental) period P<sub>0</sub>=0.<sup>d</sup>5441641, and the bottom panels show the light curves of the secondary period after prewhitening of the primary periodicity. The $`r.m.s.`$ deviations of the best fitting models of the prewhitened data (central panels of Figure 5, 6 and 7) are about halved with respect to the original data (0.049 mag in V, 0.069 mag in B and 0.034 mag in I). The amplitudes of the primary variation are 0.43 mag, 0.55 mag and 0.27 mag in V, B and I respectively, and the corresponding amplitudes of the secondary (fundamental) variation are 0.22, 0.25 and 0.14 mag. Since the B and V residuals are still slightly too large when compared to the quoted photometric errors, we investigated whether a third periodicity might be present in the data. Indeed, several low peaks around P$``$0.<sup>d</sup>233 were found, both with GRATIS and CLEANEST, when searching for this additional periodicity (P<sub>2</sub>) the V, B and I data, independently. The highest peaks of each individual data set give periods in the range 0.<sup>d</sup>232439–0.<sup>d</sup>232587 ($`\omega `$=4.2995–4.3022), and the corresponding primary and secondary periodicities we found are in the ranges P<sub>1</sub>=0.<sup>d</sup>405757–0.<sup>d</sup>405762 and P<sub>0</sub>=0.<sup>d</sup>544164–0.<sup>d</sup>544173, respectively. While inclusion of these third periodicities, (after prewhitening each individual data set according to its P<sub>0</sub> and P<sub>2</sub> periodicities) marginally reduces the r.m.s. deviations of the best fitting models (from 0.049 to 0.040 mag, from 0.069 to 0.059, and from 0.034 to 0.030 in V, B and I, respectively), residuals are almost identical if data are prewhitened according to second and third periodicities which are the average of the P<sub>0</sub> and P<sub>2</sub> values found from each of the three data set independently (0.047 mag in V, 0.065 mag in B, and 0.034 mag in I). On the other hand, these ”large” residuals might partially be caused by the lower accuracy of some of the photometric data (particularly data obtained in full moon nights with very poor seeing conditions). In order to investigate this possibility further we restricted the analysis to the data where the difference between comparison stars (C1 and C4, in particular) remained constant within $`\pm `$0.03 mag, which is the typical photometric error both in V and B. The data-set was thus restricted to 378, 116, and 134 data-points in V, B, and I, respectively. While periodicities found with this data subset fully confirm the results obtained with the complete data-set, the residuals are indeed slightly reduced (0.043 in V, 0.067 B, and 0.031 in I, respectively). A search for a third periodicity was conducted also on this small data-set. Again several low peaks around 0.<sup>d</sup>233 were found. Inclusion of a third period (which is the average of the individual P<sub>2</sub> values found from the V, B and I data, independently) in the analysis of the data reduces the residuals to the fit to 0.38 mag in V, 0.059 mag in B and 0.025 mag in I. However, the patterns of the peaks in the 0.<sup>d</sup>233 area are somewhat confused. Overall, this third periodicity is not very strongly supported by the data.
## 4 Analysis of the spectroscopic data
### 4.1 The radial velocity curve
Radial velocities were measured from the reduced wavelength calibrated spectra of CU Com using a cross correlation technique (fxcor in IRAF). Twelve orders containing weak metal lines (the best suited to measure radial velocities) in the spectra of CU Com were cross-correlated against the same orders in the spectra of the radial velocity standard star HD 58923. Table 4 lists the derived heliocentric radial velocities of CU Com and corresponding errors, along with the heliocentric phases of the spectra, computed according to the final adopted primary period of pulsation and the epoch of CU Com (P<sub>1</sub>=0.<sup>d</sup>4057605 and E=2450142.5860390). Neither splitting of lines nor double cross correlation peaks were observed, which would otherwise provide a hint of a spectroscopic binary system. Errors in the measured radial velocities of CU Com (see last column of Table 4) are larger than found for 2 other RR Lyraes observed in the same observing run (CM Leo and BS Com, an RRc and an RRab, respectively). These slightly large uncertainties (typical errors of 3 instead of 2 km s<sup>-1</sup>, in spite of CU Com being about half magnitude brighter than CM Leo) can be attributed to the extremely low metal abundance of the star (see Section 4.2). The bottom panel of Figure 8 shows the radial velocity curve of CU Com obtained phasing the data according to its primary period of pulsation, while the top panel shows the simultaneous V light curve obtained with the 40 cm Southwestern University telescope. The shape and amplitude of the radial velocity curve (A<sub>RV</sub>= 32.73 km s<sup>-1</sup>) are typical of a c-type pulsator. The systemic velocity ($`\gamma `$) of CU Com was calculated by integration of the radial velocity curve on the full pulsation cycle and corresponds to $``$54.13 km s<sup>-1</sup>.
### 4.2 The metallicity of CU Com
Four spectra of CU Com taken at/near the minimum light (0.54$`<\mathrm{\Phi }<`$ 0.71) were used to measure the metal abundance of the variable from the following line analysis procedure.
First, we derived the effective temperature T<sub>eff</sub> from the dereddened B$``$V and V$``$I colors of CU Com at minimum light. A reddening value of E(B$``$V)=0.023 mag was estimated for CU Com from Schlegel, Finkbeiner & Davis (1998) reddening maps. Table 5 lists the dereddened B$``$V and V$``$I photometric colors corresponding to the four exposures of CU Com close to minimum light, derived from the B and V light curves simultaneous to the spectroscopic data and from the total I light curve (since no simultaneous I photometry is available), along with the corresponding temperatures as estimated using the color-temperature calibration and procedure of Clementini et al. (1995a). The average photometric temperature we derive is T$`{}_{\mathrm{eff}}{}^{}=6286`$ $`\pm `$ 112 K where according to Clementini et al (1995a; see their Section 3.4.2) the mean temperature derived from individual (B$``$V)<sub>0</sub>’s was lowered by 49 K, and that from the (V$``$I)<sub>0</sub>’s was lowered by 97 K, before averaging them together, to tie them to the V$``$K-temperature calibration for RR Lyrae stars, since this calibration is not affected by discrepancy between synthetic (Kurucs 1993) and observed colors (see Figure 3 of Clementini et al, 1995a) and it is less metallicity dependent (see Fernley, 1989, and reference therein). Within the errors, there is no difference between the mean temperature estimated using colors at minimum light derived from the total B, V, and I light curves and the temperature obtained from the simultaneous photometry.
As an alternative approach, temperatures were also estimated by fitting the profile of the H$`\beta `$ line (the H$`\alpha `$ profile is usually used in this technique but was not observed with the adopted wavelength set up) in the four spectra. We devised the following effective technique to remove the characteristic wavelength response induced by the echelle blaze function, a pseudo-flat fielding was obtained by dividing the spectrum of the order including H$`\beta `$ by the average of the two adjacent orders (this division was made using the pixel values, ignoring the wavelength calibration); before this division was made, cosmic rays and strong absorption lines (other than H$`\beta `$) were excised, and the spectra of the adjacent orders were gaussian-smoothed with a FWHM of 1 Å. This procedure works quite well because the instrumental response has no strong wavelength dependence other than the echelle blaze function. The continuum was traced far from the center of H$`\beta `$ and normalized to a value of unity, and the H$`\beta `$ feature and surrounding regions were then compared with line profiles obtained following the same precepts described in Castelli, Gratton & Kurucz (1997). Figure 9 shows the result of this comparison obtained using the Kurucz (1993) model atmospheres, with the overshooting option switched on (these models are used for consistency with the analysis of Clementini et al. 1995a; temperatures obtained with the Kurucz model atmospheres without overshooting are lower by about 250 K). The average spectroscopic temperature we obtained for the four spectra taken close to minimum light is 6400$`\pm `$150 K. Within their quoted uncertainties photometric and spectroscopic temperatures agree well. The temperature from H$`\beta `$ is about 100 K higher than the photometric one. Adopting the photometric temperature in our analysis permits us to stay on the same scale of Clementini et al. (1995a), so that the new abundances can be directly compared with those and avoids any lingering doubts about the effectiveness with which we determined the continuum region near H$`\beta `$. Furthermore, the photometric temperature is less sensitive to the adopted set of model atmospheres. We then summed up the 4 individual spectra (after excision of the cosmic rays and shift to zero radial velocity). The coadded spectrum was convolved with a Gaussian having a FWHM of 0.3 Å to enhance the S/N and allows us to measure faint, unsaturated lines with confidence. Finally, we measured equivalent widths of 15 Fe I and 8 Fe II lines on the coadded spectrum. Table 6 gives the linelist, the assumed $`\mathrm{log}gf`$’s and the corresponding EW’s we measured. Only the first ten lines of the table are shown. The full table is available in electronic form upon request to the first author. A full discussion of the reliability of these adopted atomic parameters to determine abundances of RR Lyrae variable stars can be found in Section 4.1.1 of Clementini et al. (1995a).
We obtained average abundances of \[Fe/H\]=$`2.35\pm `$0.026 (with $`\sigma `$=0.10 dex) from Fe I lines, and \[Fe/H\]=$`2.40\pm `$0.028 (with $`\sigma `$=0.08 dex) from Fe II lines, using a stellar atmosphere model with the following parameters: T$`{}_{\mathrm{eff}}{}^{}=6286`$ K, a surface gravity of $`\mathrm{log}g=3.2`$, and a microturbulent velocity of $`V_t=3.5`$ km s<sup>-1</sup>. The model parameters we derived, with the exception of the very low metallicity we find, are typical of c/d-type RR Lyrae’s at minimum light (see also Clementini et al. 1995a). Standard spectroscopic abundance constraints (abundance results which show no trends with either line strength or excitation or ionization state), were easily satisfied in the analysis, confirming the adopted photometric temperature. Figure 10 shows the comparison of the spectrum of CU Com near the Mg b lines, with analogous spectra for two other RR Lyraes (X Ari, \[Fe/H\]=$``$2.52; and ST Boo, \[Fe/H\]=$``$1.80) from Clementini et al. (1995a). Iron-group lines in the spectrum of CU Com have strength similar to those in the spectrum of X Ari, and are much weaker than those in ST Boo, in agreement with the metallicity given by our analysis. Note that while weak lines in CU Com appear stronger than in X Ari (due to the slightly larger metal abundance), the stronger lines (noticeable the Mg b ones) are somewhat shallower: this is due to the lower microturbulent velocity of CU Com (an RRd) with respect to X Ari and ST Boo (both RRab’s). Uncertainties in the derived abundances are mainly due to possible errors in the atmospheric parameters ($`\pm `$ 100 K in T<sub>eff</sub>, $`\pm `$ 0.3 dex in $`\mathrm{log}g`$, $`\pm `$ 0.5 km s<sup>-1</sup> in V<sub>t</sub>, and $`\pm `$0.2 dex in \[A/H\]) and on the adopted model atmospheres (Kurucz 1993). Our estimate of the random error contribution (including errors in measuring individual lines) is 0.13 dex. However, the adopted model atmospheres may contribute an additional 0.15 dex. Thus, our conservative estimate of the metallicity and of the total error for CU Com is \[Fe/H\]=$`2.38\pm 0.20`$. This metallicity is on the same scale of CG97 and Clementini et al. (1995a) for RR Lyrae variables. On these same scales X Ari, the most metal poor RR Lyrae, of any type, known so far, has a metal abundance of $``$2.52 dex and M15, the most metal poor globular cluster where RRd variables have been found, has a metal abundance \[Fe/H\]=$``$2.12. CU Com thus becomes the most metal deficient double mode RR Lyrae ever detected.
Table 7 shows the abundance ratios with respect to iron we derive for a few other elements. As a comparison, in the last column are listed the same abundance ratios obtained by Clementini et al. (1995a) for X Ari: we find a very similar abundance pattern, namely an overabundance of $`\alpha `$elements by about 0.4 dex, and a large deficiency of Mn and of Ba. This is the typical abundance pattern for very metal-poor stars (\[Fe/H\]$`<2`$). We also get a very low Al abundance from the resonance lines, a result shared by other extremely metal-poor stars (Gratton & Sneden 1988).
## 5 Discussion and conclusions
CU Com is the sixth double-mode RR Lyrae identified in the field of our Galaxy. As is true of most of the RRd’s known so far, the amplitude of the primary (first-overtone) period is about twice the amplitude of the secondary (fundamental) period. Final periods and epoch, as well as the average quantities derived for CU Com from both the photometric and the spectroscopic analyses are given in Table 8. According to the period ratio P<sub>1</sub>/P<sub>0</sub>=0.7457 and the secondary period (P<sub>0</sub>), CU Com falls on the metal poor side of the Petersen diagram, in the region populated by the M68 and M15 double-mode pulsators (see Figure 11). This is confirmed by the extremely low metallicity (\[Fe/H\]=$`2.38\pm 0.20`$) derived for CU Com from the abundance analysis of the spectra taken at minimum light, making it the most metal poor double mode RR Lyrae known so far.
An estimate for the mass of CU Com has been obtained from the Petersen diagram, following Alcock et al. (1997) and adopting Bono et al. (1996) theoretical mass-calibration. Following the suggestion by Cox (1991) that the inclusion of new opacity evaluations (Rogers & Iglesias 1992) in the computation of pulsation models allows one to reconcile pulsational and evolutionary predictions for the stellar mass of double mode RR Lyrae, Bono et al. (1996) investigated the Petersen diagram predicted for Oosterhoff I and Oosterhoff II cluster pulsators on the basis of their nonlinear convective pulsation models with updated input physics. The properties of these models, as well as the adopted physical and numerical assumptions, are extensively discussed in Bono & Stellingwerf (1994) and Bono et al. (1996, 1997a,b). The main result found by Bono et al. (1996) was that the Petersen diagram based on nonlinear computations is able to provide valuable constraints on the mass and on the luminosity level of double mode RR Lyrae belonging to Oosterhoff I and Oosterhoff II clusters.
The comparison between the predictions of Bono et al. (1996) and the location of CU Com in the Petersen diagram indicates for this star a mass larger than 0.80 M (see Figure 11), placing it among the most massive double-mode RR Lyr’s. In order to better constrain the “pulsational” mass of CU Com, new sequences of nonlinear models with 0.83 and 0.85 M, respectively, have been computed, using exactly the same code and the same physical inputs as in Bono et al. (1996). The behavior of these new models in the Petersen diagram is shown in Figure 11 (dashed and long-dashed lines) for the computed luminosity levels ($`\mathrm{log}\mathrm{L}/\mathrm{L}_{}`$ = 1.72 and 1.81 for the 0.83 M model, and only the $`\mathrm{log}\mathrm{L}/\mathrm{L}_{}`$ = 1.81 level for the 0.85 M model). CU Com, as well as most of the M68 and M15 RRd’s, is very well fitted by the new pulsational models which indicate a mass of 0.830 $`\pm `$ 0.005 M$``$ and a luminosity level close to 1.81. A relation between the mass and the metallicity is known to exist among RRd variables in globular clusters and possibly in the field in our Galaxy, in Local Group dwarf spheroidals, and in the LMC (see Bragaglia et al. 2000). CU Com well fits that relation and extends it to the lowest metallicity end. In Figure 11 there are a couple of field RRd stars that are less massive then those in IC 4499, these are NSV09295 (Garcia-Melendo & Clement, 1997, the lowest filled triangle of Figure 11) and VIII-10 (Clement et al 1991). No metal abundance is available for NSV09295, while according to its metallicity VIII-10 is about 0.3 dex more metal poor than IC 4499 (see Introduction). Indeed, VIII-10 falls slightly off the mass-metallicity relation in Figure 7 of Bragaglia et al 2000. However, given the small number of RRd’s in the field of our Galaxy we think that no firm conclusion can be reached on whether the Galactic field RRd’s do or do not actually follow the same mass-metallicity relation of the cluster RRd’s.
According to the evolutionary models consistent with ours (Cassisi et al. 1998, 1999) a stellar mass of about 0.8 M is expected to populate the RR Lyrae gap for a metallicity Z=0.0001. Hence, the expected stellar mass populating the RR Lyrae instability strip in metal-poor globular clusters such as M15 and M68 is close to 0.80 M$``$ with a luminosity level between 1.75 and 1.8, depending on the assumed efficiency of element diffusion. Model isochrones by the same authors (Cassisi et al. 1998, 1999) suggest a turn-off age of 11.6 Gyr and a turn-off mass of 0.80 M$``$ for a red giant mass of 0.83 M (when diffusion and mass loss are neglected) with the typical low metallicities of clusters such as M15.
Taking into account an $`\alpha `$-enhancement contribution of $``$ 0.4 dex, which is typical of the lowest metallicity stars in the solar neighborhood and in globular clusters such as, for instance, M68 (see e.g. Carney 1996) which is also shared by CU Com (see Section 4.2), and including it in the global metallicity computation following the relation provided by Salaris et al. (1993), one would obtain for these stars a metallicity Z=1.5 $`\times 10^4`$. This tiny metallicity increase with respect to Z=0.0001 is not expected to change the results of the pulsation analysis. On the other hand, model isochrones for Z=0.0002 predict an age ranging from 10.9 to 11.2 Gyr, depending on the efficiency of element diffusion, and a turn-off mass of 0.80 M$``$ for a red giant mass of 0.83 M$``$. Indeed, adopting this metallicity Cassisi et al. (1999) estimated an age of 11 $`\pm `$ 1 Gyr for M68. It is also worth noticing that the luminosity level of CU Com, of the M68 and M15 RRd’s inferred from the Petersen approach is in good agreement with the evolutionary predictions one may extrapolate, for a mass of $``$ 0.83 M, from updated horizontal branch evolutionary models (Cassisi et al. 1998).
Thus, if the pulsational masses estimated from Figure 11 are correct, the M68 and M15 RRd’s should have masses around 0.83 M$``$ and luminosities of about $`\mathrm{log}\mathrm{L}/\mathrm{L}_{}`$= 1.81. This would imply that almost no mass loss occurs during the red giant branch evolution of these very metal poor cluster stars.
Unfortunately, no firm constraint on the red giant phase mass loss can be inferred from the large pulsational mass of CU Com because, at variance with the double mode pulsators in globular clusters, we do not have any information on its age, hence, on its turn-off mass. However, (i) given the similarity of CU Com mass with masses of double mode pulsators in M68 and M15, (ii) given its extremely low metal abundance, and (iii) given the direct dependence of mass loss upon metal abundance predicted by canonical mass loss relations such as those by Reimers (1975) or Maeder (1992), it is probable that CU Com has not lost a large amount of mass during its red giant branch evolution.
The synthetic horizontal branch distributions computed by Rood (1973) first showed the need for an average mass loss of about 0.2 M prior to the horizontal branch phase, coupled to a $``$ 10$`\%`$ dispersion of 0.025 M in order to reproduce the color extension of the horizontal branch of metal poor globular clusters (see also Renzini & Fusi Pecci 1988, Chiosi 1998). Reimers (1975) empirical formula predicts that the mass loss needed to reproduce the observed horizontal branch morphologies at Z $``$ 0.001 is obtained for a value of 0.40 $`\pm `$ 0.04 for the mass loss rate efficiency parameter $`\eta `$ (see Renzini & Fusi Pecci 1988). Thus, if the 0.83 M we derive for CU Com is correct, its turn-off mass could range from 0.83 M, in the case of no mass loss, up to 0.93 M for an assumed mass loss of 0.1 M (a reasonable assumption given the overall uncertainties). Correspondingly, CU Com age could range from $``$ 10 to 6.5 Gyr: the turn off ages of a 0.83 and a 0.93 M, respectively, according to Cassisi et al. (1998) models at Z=0.0002 and including diffusion.
In this framework, the implication of the high mass and low metallicity of CU Com on the evolutionary interpretation of the double-mode phenomenon is that, if its estimated metallicity and mass are correct, CU Com is a massive, overluminous RR Lyrae almost as old as M68, sharing the typical $`\alpha `$-elements overabundance of very metal-poor stars, which started its horizontal branch evolution on the very red side of the instability strip and is now moving blueward across the strip while evolving from the ab to the c type region.
ACKNOWLEDGEMENTS
We warmly thank P. Montegriffo for his expert advice during the use of the program GRATIS and for his readiness to modify parts of the software to better meet specific needs during the analysis of CU Com. This work was partially supported by MURST-Cofin98 under the project ”Stellar Evolution”. S.DiT. was partially supported with an Italian CNAA fellowship at the University of Texas at Austin. H.S. and C.S. thank the United States National Science Foundation for support under grants AST-9528080 and AST-9618364.
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# Heuristic derivation of continuum kinetic equations from microscopic dynamics
## I Introduction
Ever since its introduction in a classic treatment of the Brownian motion, the Langevin equation has been playing an important role in modern statistical physics. It provides a mathematical framework and a physical basis for studying stochastic processes in statistical, mechanical systems. Applications are wide-ranging, including chemical reactions, laser physics, diffusive processes, and modern theories of dynamical critical phenomena. Recent topics such as surface growth and pattern formation also rely heavily on the Langevin equation.
It is fair to say, however, that despite its popularity, the Langevin equation for a specific problem is seldom derived from the corresponding microscopics. It is often postulated on grounds of symmetry and physical reasoning. Only rarely in simple circumstances is it derived, for example, in reasonable details from the more fundamental master equation. In this article, we shall present an approximate scheme for deriving the Langevin equation, starting from the microscopic specification of the dynamics. Our goal is not to provide a formal derivation, but rather to propose a simple and heuristic means that can be applied generally to many stochastic systems, several of which shall be discussed below.
Expositions of the historical, philosophical and technical aspects of the Langevin equation are beyond the scope of this article, interested readers are thus referred to the relevant literature. This paper is organized as follows: An elementary recapitulation of the master equation and Langevin equation is presented in Section II. Section III contains several examples as illustrations of the method, as well as assessment of the quality of the approximation involved. Conclusion is given in Section IV. A discussion of the noise correlation is given in the Appendix.
## II master equation and time-dependent Ginzburg-Landau equation
In statistical physics, one of the most important applications of the Langevin equation is in the theories of dynamical critical phenomena. Therefore, our discussion shall be cast in that language, although it should be obvious that the method itself is not limited to systems exhibiting those phenomena. For concreteness, consider the kinetic Ising model that obeys Glauber (i.e., spin-flip) dynamics. At the classical, microscopic level of description, the system consists of $`N`$ spins $`\sigma _i`$ interacting via the Hamiltonian
$$H=J\underset{i,j}{}\sigma _i\sigma _j,$$
(1)
where $`J`$ is the coupling constant, and $`i,j`$ denotes a sum over nearest-neighbor pairs. The time evolution of the system is governed by a master equation
$`P(\stackrel{}{\sigma };t+1)P(\stackrel{}{\sigma };t)=`$ (2)
$`{\displaystyle \underset{\stackrel{}{\sigma }^{}}{}}\left[w(\stackrel{}{\sigma }^{}\stackrel{}{\sigma })P(\stackrel{}{\sigma }^{};t)w(\stackrel{}{\sigma }\stackrel{}{\sigma }^{})P(\stackrel{}{\sigma };t)\right],`$ (3)
where $`P(\stackrel{}{\sigma };t)`$ is the joint probability of finding the system in the spin configuration $`\stackrel{}{\sigma }\{\sigma _1,\sigma _2,\mathrm{},\sigma _N\}`$ at time $`t`$, and $`w`$’s are the transition rates between two configurations that differ only by one spin flip. There is a great deal of freedom in the choice of $`w`$, as long as the following detailed balance condition is satisfied to ensure the same equilibrium distribution $`P_{\mathrm{eq}}(\stackrel{}{\sigma })e^{\beta H(\stackrel{}{\sigma })}`$
$$\frac{w(\stackrel{}{\sigma }^{}\stackrel{}{\sigma })}{w(\stackrel{}{\sigma }\stackrel{}{\sigma }^{})}=\frac{P_{\mathrm{eq}}(\stackrel{}{\sigma })}{P_{\mathrm{eq}}(\stackrel{}{\sigma }^{})}=e^{\beta [H(\stackrel{}{\sigma })H(\stackrel{}{\sigma }^{})]},$$
(4)
with $`\beta =1/k_BT`$. In practice, the choice is largely dictated by mathematical convenience. The most common choices of $`W`$ are the Metropolis rate in Monte Carlo simulations for its ease of implementation, and the heat-bath rate (also known as the Kawasaki rate) in analytic calculations for its analyticity. In this paper, we confine our attention to the latter choice. It is given by
$$w(\stackrel{}{\sigma }\stackrel{}{\sigma }^{})=\frac{1}{1+e^{\beta [H(\stackrel{}{\sigma })H(\stackrel{}{\sigma }^{})]}}.$$
(5)
Since the master equation is not very convenient for analytic purposes such as a renormalization group analysis, one often turns to a mesoscopic, continuum representation. For an Ising system with Glauber dynamics, the relevant continuum field is the local magnetization density $`\varphi (\stackrel{}{r},t)`$, which obeys a kinetic equation
$`{\displaystyle \frac{\varphi }{t}}`$ $`=`$ $`\mathrm{\Gamma }{\displaystyle \frac{\delta }{\delta \varphi }}+\zeta ,`$ (6)
$``$ $`=`$ $`{\displaystyle d^dr\left\{\frac{1}{2}(\varphi )^2+V(\varphi )\right\}},`$ (7)
$`V(\varphi )`$ $`=`$ $`{\displaystyle \frac{u}{2}}\varphi ^2+{\displaystyle \frac{g}{4!}}\varphi ^4+\mathrm{}.`$ (8)
This is an example of the time-dependent Ginzburg-Landau (TDGL) kinetic equation. In (7), $`d`$ is the dimensionality of the system, and $``$ is a coarse-grained Hamiltonian. For (6) to describe a stochastic process, the noise term $`\zeta (\stackrel{}{r},t)`$ is needed, which accounts for the effect of thermal fluctuations and prevents the system from trapping in metastable states. For mathematical convenience, it is often taken to be Gaussian with zero mean:
$`\zeta (\stackrel{}{r},t)`$ $`=`$ $`0,`$ (9)
$`\zeta (\stackrel{}{r},t)\zeta (\stackrel{}{r}^{},t^{})`$ $`=`$ $`2D\delta (\stackrel{}{r}\stackrel{}{r}^{})\delta (tt^{}).`$ (10)
For equilibrium systems, the correlation $`D`$ in (10) has to be chosen to ensure that the stationary solution of Eq. (6) is consistent with the Boltzmann weight $`𝒫_{\mathrm{eq}}e^{}`$ (cf. Appendix). For a system as simple as the Ising model, the static continuum Hamiltonian $``$ can actually be derived from the microscopic $`H`$ via the partition function by means of the Hubbard-Stratonovich transformation, which is a trick based on the Gaussian integral. For the dynamics, the TDGL equation can be derived by coarse graining the master equation, which in principle yields expressions of the coarse-grained parameters $`\mathrm{\Gamma }`$, $`u`$ and $`g`$ in (6)-(8) as functions of microscopic ones in (3).
However, for more complicated $`H`$, the Hubbard-Stratonovich transformation fails and the coarse graining cannot be done explicitly. Moreover, these methods rely on the existence of a Hamiltonian $`H`$ and the associated equilibrium Boltzmann weight $`e^{\beta H}`$, which is not valid in generic non-equilibrium situations defined only by the dynamics. For these reasons, it is highly desirable to have a way with which a continuum description can be extracted directly from the dynamics.
## III factorization and naive continuum expansion
Our method is very simple. It consists of two steps: a mean-field type factorization of joint probabilities into singlet ones in the master equation, followed by a ‘naive’ continuum expansion. The result is a continuum kinetic equation with full knowledge of the microscopic dependence of the coarse-grained parameters. Since the input is the master equation, whether the system is an equilibrium one or not is irrelevant. To illustrate, we now discuss several examples in increasing order of sophistication.
### A 1D Ising model
Focusing on a spin at position $`x`$ in a one-dimensional (1D) Ising model, it is easy to find by integrating out all other spins in Eq. (3) that
$`P_+`$ $`(x;t+1)P_+(x;t)=P_{}w_{}+P_+w_+`$ (13)
$`+P_{++}w_{++}+P_+w_+P_+w_+`$
$`P_{++}w_{++}P_{++}w_{++}P_{+++}w_{+++},`$
where $`P_+(x;t)`$ denotes the singlet probability of finding the spin up at site $`x`$ at time $`t`$, and $`P_{+++}(x;t)`$ denotes the joint probability of finding three spins up at site $`x1`$, $`x`$, $`x+1`$ respectively, and so on. From (5), the heat-bath transition rates are given by $`w_{}=w_{+++}=W_4`$, $`w_+=w_+=w_{++}=w_{++}=W_0`$, $`w_{++}=w_+=W_4`$, where
$$W_n\frac{1}{1+e^{n\beta J}}.$$
(14)
Adopting a mean-field approximation, the joint probabilities are replaced by their factorizations, e.g., $`P_{++}(x;t)P_+(x1;t)P_+(x;t)P_{}(x+1;t)`$. Since $`_\sigma \sigma P_\sigma (x;t)=P_+(x;t)P_{}(x;t)=\sigma `$, and $`_\sigma P_\sigma (x;t)=P_+(x;t)+P_{}(x;t)=1`$, in the spirit of coarse graining we proceed to make the identification
$$P_\pm (x;t)\frac{1\pm \varphi (x;t)}{2},$$
(15)
where $`\varphi `$ is the local magnetization density. By using $`\varphi `$ instead of spin number densities, we take advantage of symmetries anticipated in the final kinetic equation. Since a spin flip depends on a total of $`z+1`$ spins in (3), where $`z=2d`$ for hyper-cubic lattices, the factorization effectively produces a power series expansion in $`\varphi `$ up to $`\varphi ^{z+1}`$. After replacing $`P`$’s by $`\varphi `$’s, we make the transition to the continuum by ‘naively’ expanding about $`x`$, such as:
$$\varphi (x\pm 1;t)\varphi (x;t)\pm \frac{\varphi (x;t)}{x}+\frac{1}{2}\frac{^2\varphi (x;t)}{x^2}+\mathrm{}.$$
(16)
For most applications, we are only interested in the long-distance behavior, hence it suffices to stop at the lowest derivatives as shown. This procedure results in a deterministic kinetic equation for $`\varphi `$ in precisely the form of (6)-(8), barring the noise term $`\zeta `$:
$`{\displaystyle \frac{\varphi }{t}}=\mathrm{\Gamma }\left({\displaystyle \frac{^2\varphi }{x^2}}+r\varphi +{\displaystyle \frac{g}{6}}\varphi ^3\right),`$
where the coefficients are given by
$`\mathrm{\Gamma }`$ $`=`$ $`{\displaystyle \frac{1}{2}}(W_4W_4),`$ (17)
$`r`$ $`=`$ $`{\displaystyle \frac{1}{2\mathrm{\Gamma }}}\left(3W_4W_4+2W_0\right),`$ (18)
$`g`$ $`=`$ $`{\displaystyle \frac{3}{\mathrm{\Gamma }}}\left(W_4+W_42W_0\right).`$ (19)
Several remarks are in order:
1. Symmetries in the resulting continuum equation (with respect to $`\varphi `$, $`x`$ and $`t`$) are as expected, because the approximations respect those symmetries and leave them intact.
2. There are explicit temperature dependences in the coefficients which cannot be deduced by symmetry or physical reasoning. Such dependences are specific to the choice of jump rates which manifests through the approximations used.
3. Noting that $`W_n=1W_n`$ for any $`n`$, we find $`\mathrm{\Gamma }=\frac{1}{2}W_4>0`$ and $`g=0`$ at any $`T`$, and $`r=2W_4/\mathrm{\Gamma }`$ has one zero, at $`T=0`$. This is consistent with the absence of phase transition in the 1D Ising model at any finite temperature, an improvement over the usual mean-field result $`T_c^{\mathrm{MF}}=2J/k_B`$. There is no stability problem arising from $`g=0`$ because the quadratic coefficient is positive for $`T>0`$.
4. In the presence of an external magnetic field $`h`$, the degeneracies in jump rates are lifted (e.g., $`W_{+\pm }=(1+e^{\pm 2\beta h})^1`$). To $`O(h)`$, the kinetic equation acquires a new term $`\mathrm{\Gamma }\mu h`$ on the right hand side, where
$$\mu =\frac{2\beta }{\mathrm{\Gamma }}(W_0^2+W_4W_4).$$
(20)
Linear response then determines that the susceptibility is $`\chi =\mu /r=\beta (1\gamma ^2/2)/(1\gamma )`$, where $`\gamma \mathrm{tanh}2\beta J`$. In the Appendix we show that $`\mu `$ is needed to fix the noise correlation.
5. Besides capturing the correct symmetries, our results compare quite well with exact results. From (6), the relaxation time can be read off easily as $`\tau =1/\mathrm{\Gamma }r=1/(1\gamma )`$. This turns out to be exact. For the susceptibility, deviation from the exact result $`\beta e^{2\beta J}`$ shows up only at $`O((\beta J)^5)`$ when expanded in $`\beta J`$. Hence, our method has the advantage that it embodies a refined mean-field theory, as already applied to studies of stochastic resonance in Ising systems.
6. Finally, due to the factorizations only the deterministic terms in (6) can be derived. The noise term has to be deduced separately (see Appendix). The result for the noise correlation $`D`$ in (10) is $`D=k_BT\mu \mathrm{\Gamma }`$.
Having gone through the details of our method, we now turn to a few less trivial examples.
### B 2D Ising model
The same procedure can be applied to the 2D Ising model with Glauber dynamics. Again we obtain (6), with the parameters given by
$`\mathrm{\Gamma }`$ $`=`$ $`{\displaystyle \frac{1}{8}}(2W_4+2W_4W_8+W_8),`$ (21)
$`r`$ $`=`$ $`{\displaystyle \frac{1}{8\mathrm{\Gamma }}}(6W_0+12W_44W_4+5W_83W_8),`$ (22)
$`g`$ $`=`$ $`{\displaystyle \frac{3}{2\mathrm{\Gamma }}}(6W_04W_4+4W_4+5W_8+W_8),`$ (23)
$`\mu `$ $`=`$ $`{\displaystyle \frac{\beta }{2\mathrm{\Gamma }}}(3W_0^2+4W_4W_4+W_8W_8).`$ (24)
It is worth noting that $`\mathrm{\Gamma }`$, $`g`$ and $`\mu `$ are positive definite for all $`T>0`$, whereas $`r`$ has one zero at $`T_c^{\mathrm{GL}}3.0898J/k_B1.3616T_c`$, again an improvement over the mean-field prediction $`T_c^{\mathrm{MF}}=4J/k_B`$, where $`T_c=2J/k_B\mathrm{ln}(\sqrt{2}1)2.2692J/k_B`$ is the exact critical temperature. As expected, there is no $`\varphi ^5`$ and higher order term.
The results of $`\tau `$ and $`\chi `$ for the Gaussian case ($`g=0`$) are quite satisfactory. They differ from high-temperature series expansions at order $`O((\beta J)^5)`$ and $`O((\beta J)^4)`$, respectively, whereas the usual mean-field results are worse, at $`O((\beta J)^3)`$ and $`O((\beta J)^2)`$.
### C 3D Ising model
Despite being more tedious (128 terms on the right-hand side of the master equation), we also derive the kinetic equation for the 3D Ising model with Glauber dynamics. The results are:
$`\mathrm{\Gamma }`$ $`=`$ $`{\displaystyle \frac{1}{32}}(W_{12}+4W_8+5W_45W_4`$ (26)
$`4W_8W_{12}),`$
$`r`$ $`=`$ $`{\displaystyle \frac{1}{32\mathrm{\Gamma }}}(5W_{12}18W_815W_4+20W_0+`$ (28)
$`45W_4+30W_8+7W_{12}),`$
$`g`$ $`=`$ $`{\displaystyle \frac{15}{16\mathrm{\Gamma }}}(W_{12}+6W_8+9W_412W_0`$ (30)
$`15W_4+6W_8+7W_{12}),`$
$`\mu `$ $`=`$ $`{\displaystyle \frac{\beta }{8\mathrm{\Gamma }}}(10W_0^2+15W_4W_4+6W_8W_8+`$ (32)
$`W_{12}W_{12}),`$
As for 2D Ising, $`\mathrm{\Gamma }`$, $`g`$ and $`\mu `$ are positive definite for all $`T>0`$, and $`r`$ has one zero at $`T_c^{\mathrm{GL}}5.0733J/k_B`$, 12% higher than the best estimate, compared to $`T_c^{\mathrm{MF}}=6J/k_B`$.
### D 1D driven lattice gas
In many generic non-equilibrium systems, the free energy does not exist and one has to start from the dynamics, such as described by the master equation. A notable example is the driven diffusive system, which is regarded as a paradigm of spatially extensive interacting systems that exhibit cooperative phenomena in steady-state non-equilibrium situations. In its standard form, it models an Ising-like lattice gas of particles whose motion along a certain direction is biased by an external drive denoted by $`E`$. For $`E=0`$, the model reduces to the ordinary kinetic Ising model with Kawasaki, or spin-exchange, dynamics (model B in ).
A question subject to recent debate concerns the form of nonlinearities associated with $`E`$. That is an important issue because the nonlinearities decide to which universality class of critical behavior the system belongs. It is interesting to see what the present method says about that. First, we consider a one-dimensional, simplified version in which the particles are not interacting except being hard-core, but their hoppings to nearest neighbors are biased by having different jump rates, $`p`$ and $`q`$, to the right and left respectively. Hence, the master equation reads
$`P_+(x;t+1)P_+(x;t)=`$ (33)
$`pP_+(x1;t)+qP_+(x;t)`$ (34)
$`pP_+(x;t)qP_+(x1;t),`$ (35)
where as usual an up(down) spin corresponds to the occupation of a particle(hole), and joint probabilities such as $`P_+(x1;t)`$ means the probability of finding a particle-hole pair at site $`x1`$ and $`x`$. After factorizations and applications of (15) and (16), we readily find
$$\frac{\varphi }{t}=𝒟\frac{^2\varphi }{x^2}+\frac{}{2}\frac{\varphi ^2}{x}$$
(36)
where the diffusion coefficient is $`𝒟=(p+q)/2`$, as expected, and the coefficient of driving is $`=(pq)`$. The nonlinear term is the same as in the ‘standard’ field theoretic model which was proposed on grounds of symmetries. As side remarks, note that we obtain the diffusion equation for $`p=q`$, and that $``$ is smooth in the ‘infinite’ drive limit ($`p=1`$, $`q=0`$) which is used in most Monte Carlo simulations of driven diffusive systems.
### E 2D driven lattice gas
Generalization of the previous result to the 2D interacting driven lattice gas is immediate, despite the unpleasant fact that there are altogether 512 terms in the master equation. In the presence of a drive $`E`$ along the $`+y`$ direction and attractive ($`J>0`$ in (1)) interaction between particles, the heat-bath rates for hoppings of particles along and against the drive take the form
$$W_{n,\pm E}\frac{1}{1+e^{n\beta JE\beta J}},$$
(37)
where the dimensionless $`E`$ ($`0E<\mathrm{}`$) represents the “work done” on the particle by the field. Obviously, the rates for hoppings perpendicular to $`E`$ are $`W_{n,0}=W_n`$.
Going through the same procedure as above, we eventually obtain a kinetic equation which is in complete agreement with the standard field theory of the driven diffusive system:
$`{\displaystyle \frac{\varphi }{t}}`$ $`=`$ $`\left(\alpha _x{\displaystyle \frac{^4}{x^4}}+\alpha _{xy}{\displaystyle \frac{^4}{x^2y^2}}+\alpha _y{\displaystyle \frac{^4}{y^4}}\right)\varphi `$ (40)
$`+\left(r_x{\displaystyle \frac{^2}{x^2}}+r_y{\displaystyle \frac{^2}{y^2}}\right)\varphi +{\displaystyle \frac{1}{6}}\left(g_x{\displaystyle \frac{^2}{x^2}}+g_y{\displaystyle \frac{^2}{y^2}}\right)\varphi ^3`$
$`+{\displaystyle \frac{}{2}}{\displaystyle \frac{\varphi ^2}{y}}.`$
The anisotropies are generated by the drive. Excluding the last term, this is the anisotropic generalization of the deterministic TDGL equation with conserved magnetization, i.e., model B:
$$\frac{\varphi }{t}=^2\left(\alpha ^2\varphi +r\varphi +\frac{g}{6}\varphi ^3\right).$$
(41)
All coefficients are determined:
$`\alpha _x`$ $`=`$ $`{\displaystyle \frac{1}{384}}(6985W_468W_817W_{12}),`$ (42)
$`\alpha _{xy}`$ $`=`$ $`{\displaystyle \frac{1}{256}}(2020W_416W_84W_{12}+W_{12,E}+`$ (46)
$`W_{12,E}+4W_{8,E}+4W_{8,E}+`$
$`5W_{4,E}+5W_{4,E}5W_{4,E}5W_{4,E}`$
$`4W_{8,E}4W_{8,E}W_{12,E}W_{12,E}),`$
$`\alpha _y`$ $`=`$ $`{\displaystyle \frac{1}{768}}(8W_{12,E}+8W_{12,E}+31W_{8,E}+`$ (50)
$`31W_{8,E}+35W_{4,E}+35W_{4,E}`$
$`10W_{0,E}10W_{0,E}50W_{4,E}50W_{4,E}`$
$`37W_{8,E}37W_{8,E}9W_{12,E}9W_{12,E}),`$
$`r_x`$ $`=`$ $`{\displaystyle \frac{1}{32}}(9+25W_4+20W_8+5W_{12}),`$ (51)
$`r_y`$ $`=`$ $`{\displaystyle \frac{1}{64}}(2W_{12,E}2W_{12,E}7W_{8,E}`$ (55)
$`7W_{8,E}5W_{4,E}5W_{4,E}+10W_{0,E}+`$
$`10W_{0,E}+20W_{4,E}+20W_{4,E}+13W_{8,E}+`$
$`13W_{8,E}+3W_{12,E}+3W_{12,E}),`$
$`g_x`$ $`=`$ $`{\displaystyle \frac{5}{16}}(3+W_44W_83W_{12}),`$ (56)
$`g_y`$ $`=`$ $`{\displaystyle \frac{1}{32}}(6W_{12,E}+6W_{12,E}+7W_{8,E}+`$ (60)
$`7W_{8,E}W_{4,E}W_{4,E}+6W_{0,E}+`$
$`6W_{0,E}+4W_{4,E}+4W_{4,E}13W_{8,E}`$
$`13W_{8,E}9W_{12,E}9W_{12,E})`$
$``$ $`=`$ $`{\displaystyle \frac{1}{16}}(W_{12,E}+W_{12,E}3W_{8,E}+`$ (64)
$`3W_{8,E}3W_{4,E}+3W_{4,E}`$
$`2W_{0,E}+2W_{0,E}3W_{4,E}+3W_{4,E}`$
$`3W_{8,E}+3W_{8,E}W_{12,E}+W_{12,E}).`$
They have these important properties:
1. All but $``$ are even in $`E`$, consistent with the invariance of the dynamics under $`\{EE,yy\}`$.
2. The quadratic coefficient $`r_x`$ is independent of $`E`$. It has one zero at $`T_c^{\mathrm{GL}}=3.86143J/k_B`$, as shown in Fig. 1. In contrast, $`r_y`$ depends on $`E`$. Fig. 2 displays the behavior of $`r_y(T,E)`$ versus $`r_x(T)`$ as $`T`$ is lowered from above $`T_c^{\mathrm{GL}}`$ at fixed $`E`$, as well as $`r_y(T=T_c^{\mathrm{GL}},E)`$ versus $`E`$. It shows that for any $`E>0`$, $`r_x`$ always vanishes before $`r_y`$ does when $`T`$ is decreased. For small $`E`$, $`r_yr_x+cE^2`$ where $`c>0`$. Consequently, at the critical temperature, the dominant derivatives come from the $`r_y`$ and $`\alpha _x`$ terms, leading to the identification of an intrinsically anisotropic critical theory with scaling of momenta $`k_yk_x^2`$. This agrees with a previous perturbative argument.
3. The coefficient $``$ of the leading nonlinearity induced by the drive vanishes linearly in $`E`$ at small $`E`$, and saturates to a constant at $`E=\mathrm{}`$. This dependence, exhibited in Fig. 3, is already anticipated above from the 1D model and argued previously, but at odds with the claims in .
4. At $`E=0`$: we find $`\alpha _x=\alpha _y\alpha _{xy}`$– the continuum model derived is not rotationally invariant. This is not surprising because the initial lattice model is not. However, it turns out that $`\alpha _{xy}=\alpha _x`$ at $`T_c^{\mathrm{GL}}`$. At present, we are not sure whether this acquirement of higher symmetry at the critical point is general for the underlying lattice model or specific to the method.
### F two-species driven lattice gas
In all the above examples, each site has only two local states (spin up or down). In the two-species driven lattice gas model, motivated in part by multi-ionic conductors and traffic flow problems, there are three possibilities: as a hole, or either of two types of particles. The two types of particles are driven in opposite directions as if they were oppositely charged and driven by an electric field, with local particle densities denoted by $`\rho _+`$ and $`\rho _{}`$. Due to the extra local state, it is not easy to write down the correct set of equations by symmetry and intuition alone. One way to proceed is to express the entropy in terms of $`\rho _+`$ and $`\rho _{}`$, and obtain the diffusion terms by functional differentiations. The driving terms can then be added to the kinetic equations by generalizing that for the one-species model.
Another way is to apply the current method. The equations derived are the same as in , with the advantage of tractable microscopic origins in each coefficients. Hence, this model further testifies the usefulness of the present approach when symmetry and intuition are not very helpful.
We end this section with a final remark. Since the method begins with factorization of joint probabilities, the ensuing equation is deterministic, all information about correlations seem to have lost. The situation can be remedied, however, by introducing a noise term to restore a probabilistic description. Correlations can then be computed by averaging over the noise by means of standard field-theoretic techniques. For equilibrium systems, the noise can be fixed by requirements such as the fluctuation-dissipation theorem. For nonequilibrium systems, there is no general rule. One usually has to extrapolate by analogy to equilibrium.
## IV Conclusion
We have presented in details a very simple and straight forward method to derive the deterministic kinetic equations from known microscopic dynamics for stochastic, interacting systems. The method has a mean-field flavor. It preserves the underlying symmetries of the dynamics and is in line with the spirit of coarse graining. The resulting equations are in good agreement with other either more or less rigorous approaches, as demonstrated explicitly via several examples. Hence, despite the approximate and heuristic nature of our approach, it proves to be a useful and convenient means to obtain a correct continuum theory, especially (i) when other more rigorous approaches do not apply; (ii) when symmetries of the system is not intuitively obvious; and (iii) when microscopic dependences of the continuum parameters are wanted.
Acknowledgments: This work is supported by the National Science Council of R.O.C. under grant number NSC89-2112-M-001-015, and a Main-Theme Grant of the Academia Sinica.
## A noise correlation
Since the present method only gives the deterministic part of the kinetic equation, the noise term has to be considered separately. Here we follow the common practice to assume that the noise $`\zeta `$ is Gaussianly distributed and correlated over negligible ranges. Then the only question is to determine its correlation $`D`$ in (10).
There are two ways to do it. The first makes use of the correspondence between the Langevin equation
$`{\displaystyle \frac{\varphi }{t}}`$ $`=`$ $`\mathrm{\Gamma }{\displaystyle \frac{\delta }{\delta \varphi }}+\zeta `$ (A1)
$`\zeta (\stackrel{}{r},t)\zeta (\stackrel{}{r}^{},t^{})`$ $`=`$ $`2D\delta (\stackrel{}{r}\stackrel{}{r}^{})\delta (tt^{}),`$ (A2)
and the Fokker-Planck equation
$$\frac{𝒫}{t}=d^dx\frac{\delta }{\delta \varphi }\left(\mathrm{\Gamma }\frac{\delta }{\delta \varphi }𝒫D\frac{\delta 𝒫}{\delta \varphi }\right),$$
(A3)
which is a continuity equation. A stationary solution of the Fokker-Planck equation is obtained by setting zero the probability current, i.e., $`(\mathrm{})=0`$, which gives $`𝒫e^{\mathrm{\Gamma }/D}`$. Since the free energy $`[h]`$ in the presence of an external field $`h`$ is of the form $`[h]=[0]h\varphi `$, it differs from $``$ by a factor of $`\mu `$. Hence, by matching $`e^{[h]/k_BT}`$ and $`e^{\mathrm{\Gamma }[h]/D}`$, we deduce that
$$D=k_BT\mu \mathrm{\Gamma }.$$
(A4)
In passing, it is worth noting that the kinetic coefficient defined in
$$\frac{\varphi }{t}=\lambda \frac{\delta }{\delta \varphi }+\zeta $$
(A5)
is $`\lambda =D/k_BT`$: the Einstein relation.
An alternative way to determine $`D`$ is to use the fluctuation-dissipation theorem, which in momentum-frequency space takes the form
$$\frac{2k_BT}{\omega }\mathrm{Im}\chi (k,\omega )=G(k,\omega ).$$
(A6)
Although neither the susceptibility $`\chi `$ nor the two-point correlation function $`G`$ can be calculated in closed form for general $``$, (A6) holds order by order so that we only need to consider the Gaussian model in the case of $`g=0`$. Thus, by Fourier transforms, we obtain $`\chi (k,\omega )=\mathrm{\Gamma }\mu /[i\omega +\mathrm{\Gamma }(k^2+r)]`$ and $`G(k,\omega )=2D/[\omega ^2+\mathrm{\Gamma }^2(k^2+r)^2]`$, which by virtue of (A6) also gives (A4).
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# Cosmological Constant and the Speed of Light*footnote **footnote *This essay received an “Honorable Mention” in the Annual Essay Competition of the Gravity Research Foundation for the year 2000.
## I Introduction
The cosmological constant was introduced by Einstein with the purpose of obtaining static solutions to the gravitational field equations. Denoting by $`ϵ\mathrm{\Lambda }`$ the cosmological constant, with $`\mathrm{\Lambda }`$ positive and $`ϵ=\pm 1`$ specifying the sign of the cosmological constant, Einstein’s modified equation reads
$$R_{\mu \nu }\frac{1}{2}g_{\mu \nu }R+ϵ\mathrm{\Lambda }g_{\mu \nu }=\frac{4\pi G}{c^4}T_{\mu \nu },$$
(1)
where $`T_{\mu \nu }`$ is the matter energy-momentum tensor, $`G`$ is the Newton constant, and $`c`$ is the vacuum speed of light. Vacuum here means absence of matter ($`T_{\mu \nu }=0`$) and no cosmological constant ($`\mathrm{\Lambda }=0`$). The basic vacuum solution to Einstein’s equation is the Lorentz metric of (the special relativity) Minkowski spacetime.
In the absence of matter, but with a nonvanishing cosmological constant, Eq. (1) becomes
$$R_{\mu \nu }\frac{1}{2}g_{\mu \nu }R+ϵ\mathrm{\Lambda }g_{\mu \nu }=0,$$
(2)
whose main solutions are the de Sitter metrics. The introduction of the cosmological constant, therefore, amounts to replace Minkowski by a de Sitter spacetime as the spacetime representing absence of matter. They are spacetimes of constant curvature, in which the Riemann tensor is completely determined by the scalar curvature. Equivalently, as the scalar curvature $`R`$ is proportional to $`\mathrm{\Lambda }`$, we can say that in such spacetimes the Riemann tensor is completely determined by the cosmological constant.
There are two kinds of de Sitter spaces, one with positive, and another one with negative curvature . They can be defined, respectively, as hypersurfaces in the pseudo–Euclidean spaces $`𝐄^{4,1}`$ and $`𝐄^{3,2}`$, inclusions whose points in Cartesian coordinates $`\xi ^A`$ ($`A,B,\mathrm{}`$ = $`0,\mathrm{},4`$) satisfy
$$\eta _{AB}\xi ^A\xi ^B\eta _{\mu \nu }\xi ^\mu \xi ^\nu +ϵ\left(\xi ^4\right)^2=ϵ^2,$$
(3)
where $``$ is the de Sitter pseudo-radius, $`\eta _{\mu \nu }`$ ($`\mu ,\nu ,\mathrm{}=0,1,2,3`$) is the Lorentz metric $`\eta =`$ diag $`(1`$, $`1`$, $`1,1)`$, and the notation $`\eta _{44}=ϵ`$ has been introduced.
The de Sitter space $`dS(4,1)`$, which can be immersed in a pseudo-Euclidean space $`𝐄^{4,1}`$ with metric $`\eta _{AB}=`$ diag $`(1,+1,+1,+1,+1)`$, has the pseudo–orthogonal group $`SO(4,1)`$ as group of motions. It is a one-sheeted hyperboloid with topology $`R^1\times S^3`$, and positive scalar curvature. Therefore, it is a spacetime intrinsically related to a positive cosmological constant. The other, which can be immersed in a pseudo-Euclidean space $`𝐄^{3,2}`$ with metric $`\eta _{AB}`$ = diag $`(1,+1,+1,+1,1)`$, is frequently called anti-de Sitter space, and is denoted $`dS(3,2)`$ because its group of motions is $`SO(3,2)`$. The anti-de Sitter space is a two-sheeted hyperboloid with topology $`S^1\times R^3`$, and negative scalar curvature. It is, therefore, a spacetime intrinsically related to a negative cosmological constant.
From now on, we are going to consider the case of a positive cosmological constant only. In stereographic conformal coordinates $`x^\mu `$ , the de Sitter line element $`d\mathrm{\Sigma }^2=\eta _{AB}d\xi ^Ad\xi ^B`$ is found to be
$$d\mathrm{\Sigma }^2=g_{\mu \nu }dx^\mu dx^\nu ,$$
(4)
where
$$g_{\mu \nu }=\mathrm{\Omega }^2(x)\eta _{\mu \nu },$$
(5)
with $`\mathrm{\Omega }(x)`$ a given function of $`x^\mu `$. The de Sitter spaces, therefore, are conformally flat, with $`\mathrm{\Omega }^2(x)`$ as the conformal factor.
Under an appropriate change of coordinates , the de Sitter line element $`d\mathrm{\Sigma }^2`$ can be rewritten in the form $`(i,j,k,\mathrm{}=1,2,3)`$For the sake of simplicity, we shall use the same notation $`(ct,x^i)`$ for the new coordinates.
$$d\mathrm{\Sigma }^2=d\tau ^2+n^2(\tau )\delta _{ij}dx^idx^j,$$
(6)
where
$$n(\tau )=\mathrm{exp}\left[\sqrt{\frac{\mathrm{\Lambda }}{3}}\tau \right],$$
(7)
with $`\tau =ct`$. In these coordinates, therefore, the de Sitter metric is
$$g_{00}=g^{00}=1;g_{ij}=n^2(\tau )\delta _{ij},$$
(8)
which yields a spacially flat spacetime, with the spacial components of the Ricci tensor given by
$$R_i{}_{}{}^{j}=\frac{\mathrm{\Lambda }}{3}\delta _i{}_{}{}^{j}.$$
(9)
## II Geometrical Optics Revisited
In a flat spacetime, the condition for geometrical optics to be applicable is that
$$\lambda l,$$
(10)
where $`\lambda `$ is the electromagnetic wavelength, and $`l`$ the typical dimension of the physical system. Under such condition, any wave-optics quantity $`A`$ which describes the wave field is given by a formula of the type
$`A=a\mathrm{e}^{i\varphi },`$where the amplitude $`a`$ is a slowly varying function of the coordinates and time, and the phase $`\varphi `$, called eikonal, is a large quantity which is almost linear in the coordinates and the time. The time derivative of $`\varphi `$ yields the angular frequency of the wave,
$$\frac{\varphi }{t}=\omega ,$$
(11)
whereas the space derivative gives the wave vector
$$\frac{\varphi }{𝒓}=𝒌.$$
(12)
The characteristic equation for Maxwell’s equations in an isotropic (but not necessarily homogeneous) medium of refractive index $`n(r)`$ is
$$\left(\frac{\varphi }{𝒓}\right)^2\frac{n^2(r)}{c^2}\left(\frac{\varphi }{t}\right)^2=0,$$
(13)
which implies the usual relation
$$k^2=n^2(r)\frac{\omega ^2}{c^2}.$$
(14)
Without loss of generality, we can assume a characteristic surface in the form
$`\varphi (x,y,z,t){\displaystyle \frac{\omega }{c}}\psi (x,y,z)\omega t=0,`$and we fall upon the eikonal equation under the form
$$\left(\frac{\psi }{𝒓}\right)^2=n^2(r).$$
(15)
The wave fronts are surfaces given by $`\psi (x,y,z)=`$ constant . A light ray is defined as a path conjugate to the wave front in the following sense. If $`𝒓`$ is the position vector of a point on the path, with the path length $`s`$ as the curve parameter, and
$$ds=\left(\delta _{ij}dx^idx^j\right)^{1/2}$$
(16)
as the length element, then
$$𝒖=\frac{d𝒓}{ds}$$
(17)
is the tangent velocity normalized to unity. The light ray is then fixed by
$$n\frac{d𝒓}{ds}=\frac{\psi }{𝒓}.$$
(18)
We may eliminate $`\psi `$ by taking the derivative with respect to $`s`$. The result is
$$\frac{du^k}{ds}\frac{1}{n}\left(^knu^ku^j_jn\right)=0,$$
(19)
which is the differential equation for the light rays. The equations for the light rays are the characteristic equations for the eikonal equations, which are themselves the characteristic equations of Maxwell’s equations. For this reason they are called the bicharacteristic equations of Maxwell’s equations. For a homogeneous medium, the refractive index $`n`$ does not depend on the space coordinates, and the light-ray equation becomes
$$\frac{du^k}{ds}=0,$$
(20)
which represents straight lines.
## III Light Rays Versus Geodesics
As is well known, there exists a deep relationship between optical media and metrics . This relationship allows to reduce the problem of the propagation of electromagnetic waves in a gravitational field to the problem of wave propagation in a refractive medium in flat spacetime. In fact, for the specific case of the de Sitter spacetime, with the metric given by Eq. (8), the curved spacetime eikonal equation for a $`n=1`$ refractive medium,
$$g^{\mu \nu }\frac{\varphi }{x^\mu }\frac{\varphi }{x^\nu }=0,$$
(21)
coincides formally with the flat-spacetime eikonal equation (13), valid in a medium of refractive index $`n`$. For this reason, $`g_{ij}`$ is usually called the refractive metric.
As a consequence of this relationship, it is possible to show that the light ray equations (19) for a medium of refractive index $`n`$ are equivalent to the 3-dimensional geodesics of the refractive metric $`g_{ij}`$,
$$\frac{dv^k}{d\tau }+\mathrm{\Gamma }^k{}_{ij}{}^{}v_{}^{i}v^j=0,$$
(22)
with the proper time $`\tau `$ defined in Eq. (6), and $`\mathrm{\Gamma }^k_{ij}`$ the Christoffel of the metric $`g_{ij}`$. As in the de Sitter spacetime, which is a homogeneous space, $`g_{ij}`$ depends only on the time coordinate, $`\mathrm{\Gamma }^k_{ij}`$ will be zero, and the geodesics are simply
$$\frac{dv^k}{d\tau }=0.$$
(23)
As far as light rays are concerned, the 3-dimensional geodesics correspond to null geodesics of the de Sitter spacetime. Therefore, we see from (6) and (16) that
$$d\tau =n(\tau )ds.$$
(24)
We notice now that there are two velocities at work here. First, there is the flat-space light-ray velocity
$$u^j=\frac{dx^j}{ds},$$
(25)
which is normalized to unity. Equivalently, due to the relationship alluded to above, $`u^j`$ can also be interpreted as the light-ray velocity in a medium of refractive index $`n=1`$, that is, as the vacuum light-ray velocity. Second, there is the light-ray velocity in a de Sitter spacetime,
$$v^j=\frac{dx^j}{d\tau },$$
(26)
which can also be interpreted as the light-ray velocity in a medium of refractive index $`n(\tau )`$. These two velocities are related by $`𝒗=n^1(\tau )𝒖`$, or equivalently $`v=n^1(\tau )`$. In a dimensional form, therefore, the relation becomes
$$v=n^1(\tau )c.$$
(27)
As $`n(\tau )1`$, we see that, in the presence of a positive cosmological constant, the velocity of propagation of light will be smaller than its Minkowski (vacuum) value.
## IV Light Waves in a de Sitter Spacetime
We are going to show now that the same result can be obtained in the context of wave optics, provided we restrict ourselves to the domain of geometrical optics. Let us then consider the electromagnetic field equations in a de Sitter spacetime. Denoting the electromagnetic gauge potential by $`A_\mu `$, and assuming the generalized Lorentz gauge $`_\mu A^\mu =0`$, with $`_\nu `$ the usual Christoffel covariant derivative, the first pair of Maxwell’s equations is
$$\mathrm{}A_\mu R_\mu {}_{}{}^{\nu }A_{\nu }^{}=0,$$
(28)
where $`\mathrm{}=g^{\lambda \rho }_\lambda _\rho `$. Since only electromagnetic waves will be under consideration, we set
$$A_0=0.$$
(29)
Furthermore, substituting the spacial Ricci tensor components (9), Eq. (28) becomes
$$\mathrm{}A_j\frac{\mathrm{\Lambda }}{3}A_j=0.$$
(30)
Sometimes, for the specific case of a de Sitter spacetime, the term involving the cosmological constant is considered as a background-dependent mass term for the photon field. However, as already discussed in the literature , this interpretation leads to properties which are physically unacceptable. In fact, as the Maxwell equations in four dimensions are conformally invariant, and the de Sitter spaces are conformally flat, the electromagnetic field must propagate on the light-cone , which implies a vanishing mass for the photon field.
Assuming a massless photon field, therefore, we take the monochromatic plane-wave solution to the field equation (30) to be
$$A_j=a_j\mathrm{exp}[iK_\mu x^\mu ],$$
(31)
where $`a_j`$ is a polarization vector, and
$`K_\mu =({\displaystyle \frac{\omega (k)}{c}},𝒌)`$is the wave-number four-vector, with $`\omega (k)`$ the angular frequency. In order to be a solution of (30), the following dispersion relation must be satisfied:
$$\omega (k)=\frac{c}{n(\tau )}\left[k^2+\frac{n^2(\tau )\mathrm{\Lambda }}{3}\right]^{1/2}.$$
(32)
By interpreting
$`{\displaystyle \frac{1}{n(\tau )\mathrm{\Lambda }^{1/2}}}l,`$as the typical de Sitter universe dimension, and remembering that $`k\lambda ^1`$, the condition (10) for geometrical optics to be applicable turns out to be
$`kn(\tau )\mathrm{\Lambda }^{1/2}.`$In this domain, therefore, the dispersion relation (32) assumes the form
$$\omega (k)=c\frac{k}{n(\tau )},$$
(33)
and the corresponding velocity of propagation of an electromagnetic wave, given by the group velocity, is
$$v\frac{d\omega (k)}{dk}=n^1(\tau )c,$$
(34)
which is the same as (27).
## V Final Remarks
By considering the domain of geometrical optics, that is, for electromagnetic waves satisfying the condition
$`\lambda {\displaystyle \frac{1}{n(\tau )\mathrm{\Lambda }^{1/2}}},`$we have shown that, in the presence of a positive cosmological constant, light propagates with a velocity smaller than $`c`$. It is important to remark that it is not $`c`$ that has a smaller value, but the velocity with which light propagates that is smaller than $`c`$, in a way quite similar to the light propagation in a refractive medium. This phenomenon seems to be produced by the same mechanism that produces the anisotropy in the velocity of light in a gravitational field . There is a difference, however: As the de Sitter spacetime is isotropic and homogeneous, the mechanism that produces the anisotropy would, in this case, act equally in every point and in all directions of spacetime, yielding an isotropic smaller velocity of light in relation to the corresponding special relativity velocity $`c`$.
There exist several theoretical and experimental indications of a possible non-vanishing value for the cosmological constant. For example, inflation requires a very high cosmological constant at the early stages of the universe . Another example is the recent measurements based on observations of very distant type Ia supernovae, which provided a record of the changes in the expansion rate of the universe over the last several billion years. According to these observations, a non-vanishing cosmological constant must be at action to produce the observed rate of expansion. If these indications turn out to be confirmed, the velocity of light in such Universe might be smaller than its vacuum velocity $`c`$. This result may have important implications to cosmology.
## Acknowledgements
One of the authors (JGP) would like to thank CNPq-Brazil, for partial financial support. The other (WREM) would like to thank IFT-UNESP for the kind hospitality. They would like also to thank R. Aldrovandi for useful discussions.
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# Kerr-Schild Symmetries
## 1 Introduction
The classical Kerr-Schild Ansatz , in which one considers metrics of the form $`\stackrel{~}{g}=\eta +2H\mathbf{}\mathbf{}`$, where $`\eta `$ is the Minkowski metric and $`\mathbf{}`$ is a null 1-form, was very succesful in finding exact solutions of the vacuum Einstein field equations, and Kerr-Schild type of metrics had been studied before with other aims . As is well known, the celebrated Kerr metric was in fact originally presented in its Kerr-Schild form , and the general Kerr-Schild vacuum solution was explicitly found . The Ansatz was also succesfully applied to the Einstein-Maxwell equations and to the case of null radiation . The Kerr-Schild metrics were also analyzed on theoretical grounds, see for instance , and a review with the main results can be found in .
The Kerr-Schild Ansatz was soon generalized to the case in which the base metric is not flat . Thus, two metrics $`\stackrel{~}{g}`$ and $`g`$ are linked by a generalized Kerr-Schild relation if there exist a function $`H`$ and a null 1-form $`\mathbf{}`$ such that
$$\stackrel{~}{g}=g+2H\mathbf{}\mathbf{}.$$
A possible physical interpretation of this relation has been recently put forward in . Again, many exact solutions to Einstein’s field equations have been found by using the generalized Kerr-Schild Ansatz. Several examples are given in for vacuum and Einstein-Maxwell and in for perfect fluids. The general vacuum to vacuum generalized Kerr-Schild metric was also solved in .
In this paper, we take a point of view which seems to have not been adopted hitherto, namely, that the above formula is the deformation that a transformation of the spacetime produces on the metric, and we will simply use the term Kerr-Schild transformation. In this sense, Kerr-Schild transformations are on the same footing as isometries (which leave the metric invariant, $`\stackrel{~}{g}=g`$), or conformal transformations ($`\stackrel{~}{g}=\mathrm{\Psi }g`$). As in the latter cases, in many situations the interesting point is not the existence of a discrete transformation, but the existence of a continuous group of such transformations admitted by the given metric. This is our aim, so that we shall consider continuous groups of Kerr-Schild transformations , or Kerr-Schild groups. As in the case of Killing or conformal vector fields which generate the afore-mentioned classical transformations, we shall show that such groups are generated by what we call Kerr-Schild vector fields $`\stackrel{}{\xi }`$, solutions to the equations
$$\mathrm{\pounds }_\stackrel{}{\xi }g=2h\mathbf{}\mathbf{},\mathrm{\pounds }_\stackrel{}{\xi }\mathbf{}=m\mathbf{}$$
and that they form a Lie algebra. However, the Kerr-Schild groups are associated to the metric structure of the spacetime $`g`$ as well as to a field of null directions $`\mathbf{}`$. Among other implications of this fact, we shall prove that the Lie algebra of Kerr-Schild vector fields can be of infinite dimension .
The paper is organized as follows. In Section 2 Kerr-Schild vector fields are introduced and the basic definitions are given. Section 3 is devoted to the general properties of such fields. We provide the general equations that they must satisfy independently of the null direction $`\mathbf{}`$, and make some considerations about the structure of the set of all such vector fields in a given spacetime. In particular, we also show that they form a Lie algebra for each direction $`\mathbf{}`$, and that these Lie algebras can be infinite dimensional. In Section 4 we present several explicit examples: a) we find the general solution for the case of an arbitrary 2-dimensional metric, which depends on 4 arbitrary functions, two for each possible null direction; b) the solution for the case of a parallel null direction in flat $`n`$-dimensional spacetime is given, and shown to depend on $`n`$ arbitrary functions of one variable and on $`(n2)(n3)/2`$ arbitrary constants; c) the general solution for the case in which the metric as well as the deformation direction are spherically symmetric is explicitly found. Several cases appear and some well-known metrics arise naturally; and d) the case of a cylindrical deformation direction in flat spacetime is analyzed, with some surprising results about the local character of the solutions. Finally, the last Section contains some conclusions and the possible lines for additional work.
## 2 Kerr-Schild vector fields
Let $`(V_n,g)`$ be an $`n`$-dimensional manifold with a metric $`g`$ of Lorentzian signature (–,+,…,+). Indices in $`V_n`$ run from 0 to $`n1`$ and are denoted by Greek small letters. The tensor and exterior products are denoted by $``$ and $``$, respectively, boldface letters are used for 1-forms and arrowed symbols for vectors, and the exterior differential is denoted by $`d`$. The pullback of any application $`\varphi `$ is $`\varphi ^{}`$ and the Lie derivative with respect to the vector field $`\stackrel{}{\xi }`$ is written as $`\mathrm{\pounds }_\stackrel{}{\xi }`$. Equalities by definition are denoted by $``$, and the end of a proof is signalled by .
###### Definition 1 (Kerr-Schild group)
A one-parameter group of transformations $`\{\varphi _s\}`$ of $`V_n`$, $`s\mathrm{I}\mathrm{R}`$, is called a Kerr-Schild group if the transformed metric is of the form
$$\varphi _s^{}(g)=g+2H_s\mathbf{}\mathbf{},$$
where $`\mathbf{}`$ is a null 1-form field and $`H_s`$ are functions over $`V_n`$.
It is easily seen that the group structure ($`\varphi _s\varphi _r=\varphi _{s+r}`$) requires a transformation law of the form
$$\varphi _s^{}(\mathbf{})=M_s\mathbf{}$$
where $`M_s`$ is a function over $`V_n`$ for each $`s`$.
Let us denote by $`\stackrel{}{\xi }`$ the infinitesimal generator of such a group. By writing $`hdH_s/ds|_{s=0}`$, $`mdM_s/ds|_{s=0}`$, a standard calculation leads to
###### Proposition 1 (Kerr-Schild equations)
The generator $`\stackrel{}{\xi }`$ of a Kerr-Schild group satisfies the equations
$`\mathrm{\pounds }_\stackrel{}{\xi }g=2h\mathbf{}\mathbf{},`$ (1)
$`\mathrm{\pounds }_\stackrel{}{\xi }\mathbf{}=m\mathbf{}`$ (2)
where $`h`$ and $`m`$ are two functions over $`V_n`$.
Note that the set of equations (2) is nothing but the guarantee that the form of (1) is stable under Lie derivatives of arbitrary order $`p`$, that is, $`(\mathrm{\pounds }_\stackrel{}{\xi })^{(p)}g=2h^{(p)}\mathbf{}\mathbf{}`$, where $`h^{(p)}\mathrm{\pounds }_\stackrel{}{\xi }h^{(p1)}+2mh^{(p1)}`$. The usual results on differential equations ensure that, conversely, any $`\stackrel{}{\xi }`$ satisfying (1-2) generates a Kerr-Schild group which is generically local, so that it will define a local Kerr-Schild group of local transformations.
It is convenient to know the contravariant version of equations (1-2),
$`\mathrm{\pounds }_\stackrel{}{\xi }g^1=2h\stackrel{}{\mathrm{}}\stackrel{}{\mathrm{}},\mathrm{\pounds }_\stackrel{}{\xi }\stackrel{}{\mathrm{}}[\stackrel{}{\xi },\stackrel{}{\mathrm{}}]=m\stackrel{}{\mathrm{}},`$
and also their expressions with index notation
$`_\alpha \xi _\beta +_\beta \xi _\alpha =2h\mathrm{}_\alpha \mathrm{}_\beta ,\xi ^\rho _\rho \mathrm{}_\alpha +\mathrm{}_\rho _\alpha \xi ^\rho =m\mathrm{}_\alpha .`$
As $`\mathbf{}`$ is null, the function $`h`$ is not an invariant of the tensor $`2h\mathbf{}\mathbf{},`$ which can be equally characterized by any other pair $`h^{}=A^2h,\mathbf{}^{}=A\mathbf{}`$, where $`A`$ is a non-vanishing $`C^{\mathrm{}}`$ function, so that equations (2) become $`\mathrm{\pounds }_\stackrel{}{\xi }\mathbf{}^{}=m^{}\mathbf{}^{}`$, with $`m^{}=m+\mathrm{\pounds }_\stackrel{}{\xi }\mathrm{log}|A|`$.
It is worth to remark that, in contrast with the classical isometries or conformal transformations, the Kerr-Schild groups take into account the metric deformation $`\mathrm{\pounds }_\stackrel{}{\xi }g`$ with regard to a given null direction $`\mathbf{}`$. In this sense, and in order to be precise, we give the following
###### Definition 2 (Kerr-Schild vector fields)
Any solution $`\stackrel{}{\xi }`$ of the Kerr-Schild equations (1-2) will be called a Kerr-Schild vector field (KSVF) with respect to the deformation direction $`\mathbf{}`$. The functions $`h`$ and $`m`$ are the gauges of the metric $`g`$ and of the deformation $`\mathbf{}`$, respectively.
Obviously, any Killing vector field which leaves invariant the deformation direction $`\mathbf{}`$ is also a Kerr-Schild vector field with $`h=0`$. Thus, as is usual in similar contexts, we define
###### Definition 3 (Proper Kerr-Schild vector fields)
A non-zero Kerr-Schild vector field $`\stackrel{}{\xi }`$ will be called proper if its metric deformation $`\mathrm{\pounds }_\stackrel{}{\xi }g`$ is non-vanishing.
In other words, $`\stackrel{}{\xi }\stackrel{}{0}`$ is a proper KSVF if the corresponding metric gauge is non-zero, $`h0`$. The zero vector $`\stackrel{}{\xi }=\stackrel{}{0}`$ is also considered to be a proper KSVF for any deformation direction.
## 3 General properties of Kerr-Schild vector fields
A first, straightforward, property of Kerr-Schild vector fields is
###### Proposition 2
Two metrics related by a Kerr-Schild transformation, $`\stackrel{~}{g}=g+2H\mathbf{}\mathbf{}`$, admit the same KSVFs with respect to $`\mathbf{}`$.
###### Corollary 1
Every KSVF $`\stackrel{}{\xi }`$ of a metric $`g`$ is a Killing vector field of a Kerr-Schild transformed metric $`\stackrel{~}{g}`$ of $`g`$.
Proof: For any related Kerr-Schild metric $`\stackrel{~}{g}`$, one has $`\mathrm{\pounds }_\stackrel{}{\xi }\stackrel{~}{g}=2\stackrel{~}{h}\mathbf{}\mathbf{}`$ with $`\stackrel{~}{h}h+\mathrm{\pounds }_\stackrel{}{\xi }H+2mH`$, and thus the equation $`\stackrel{~}{h}=0`$ admits local solutions in the unknown $`H`$.
Notice that this does not mean in general that the set of KSVFs is the isometry algebra of some Kerr-Schild related metric, because the solutions $`H`$ are in general different for each $`\stackrel{}{\xi }`$. The conditions under which there exists a common solution $`H`$ for all $`\stackrel{}{\xi }`$, that is to say, a new Kerr-Schild metric for which all KSVFs are Killing fields, will be given elsewhere.
The natural question arises whether or not the set of all KSVFs for a metric, regardless of their deformation directions, can be characterized in some sense. This is answered in the following
###### Theorem 1
A vector field $`\stackrel{}{\xi }`$ in $`(V_n,g)`$ is a KSVF for some deformation direction if and only if
$`\mathrm{\pounds }_\stackrel{}{\xi }g\times \mathrm{\pounds }_\stackrel{}{\xi }g=0,`$ (3)
$`(\mathrm{\pounds }_\stackrel{}{\xi }\mathrm{\pounds }_\stackrel{}{\xi }g)\mathrm{\pounds }_\stackrel{}{\xi }g=0.`$ (4)
Proof: We are using the notation $`(t\times T)_{\mu \nu }t_{\mu \rho }T_\nu ^\rho `$ for the inner product of any two rank-2 tensors $`t`$ and $`T`$. On the other hand, the second equation (4) simply means that there exists some function $`\mathrm{\Psi }`$ such that
$$\mathrm{\pounds }_\stackrel{}{\xi }\mathrm{\pounds }_\stackrel{}{\xi }g=\mathrm{\Psi }\mathrm{\pounds }_\stackrel{}{\xi }g.$$
(5)
Now, if the Kerr-Schild equations (1-2) hold, then it is very simple to check (3-4). Conversely, assume that (3-4) are satisfied. As is known (see e.g. ), any 2-index symmetric tensor $`t`$ with the property $`t\times t=0`$ must have the form $`t=2h\mathbf{}\mathbf{}`$ for some null 1-form $`\mathbf{}`$ and some function $`h`$, so that from (3) it follows (1) at once. Using this, the equation (5) readily gives
$$h\left(\mathrm{\pounds }_\stackrel{}{\xi }\mathbf{}\mathbf{}+\mathbf{}\mathrm{\pounds }_\stackrel{}{\xi }\mathbf{}\right)=\left(h\mathrm{\Psi }\mathrm{\pounds }_\stackrel{}{\xi }h\right)\mathbf{}\mathbf{}$$
which leads to (2) if $`h0`$ or is empty if $`h=0`$.
###### Corollary 2
If $`\stackrel{}{\xi }`$ is a proper KSVF of the metric $`g`$, then its deformation direction can be explicitly constructed as
$$\mathbf{}^{}\left|(\mathrm{\pounds }_\stackrel{}{\xi }g)(\stackrel{}{u},\stackrel{}{u})\right|^{1/2}i(\stackrel{}{u})\mathrm{\pounds }_\stackrel{}{\xi }g$$
(6)
where $`\stackrel{}{u}`$ is an arbitrary timelike vector.
It is worthwhile to note that, despite what it might seem, expression (6) for $`\mathbf{}^{}`$ is independent of $`\stackrel{}{u}`$. Proof: By $`i(\stackrel{}{u})T`$ we mean the usual contraction $`(i(\stackrel{}{u})T)_\mu =u^\rho T_{\rho \mu }`$. To prove (6), assume that $`\stackrel{}{\xi }`$ is a proper KSVF, so that equations (3-4) hold and we can set $`\mathrm{\pounds }_\stackrel{}{\xi }g=2ϵ\mathbf{}^{}\mathbf{}^{}`$ with $`ϵ=\pm 1`$. Then, by contracting with $`\stackrel{}{u}`$ once and twice, the expression (6) follows.
Theorem 1 allows to define a well-posed initial-value problem for KSVFs by considering equations (4) (or equivalently (5)) as the evolution system and the remaining set (3) as the constraint equations for the initial data set. In fact, we have
###### Corollary 3
The system of equations for the general KSVFs of $`g`$ is involutive: if the equations (5) are satisfied in an open set $`\mathrm{\Omega }V_n`$ and the equations (3) hold on a hypersurface $`\mathrm{\Sigma }\mathrm{\Omega }`$ non-tangent to $`\stackrel{}{\xi }`$, then (3) are satisfied all over $`\mathrm{\Omega }`$.
Proof: Let us see the evolution of the constraint equations (3) under the action of $`\mathrm{\pounds }_\stackrel{}{\xi }`$. Note that
$$\mathrm{\pounds }_\stackrel{}{\xi }(\mathrm{\pounds }_\stackrel{}{\xi }g\times \mathrm{\pounds }_\stackrel{}{\xi }g)=(\mathrm{\pounds }_\stackrel{}{\xi }\mathrm{\pounds }_\stackrel{}{\xi }g)\times \mathrm{\pounds }_\stackrel{}{\xi }g+\mathrm{\pounds }_\stackrel{}{\xi }g\times (\mathrm{\pounds }_\stackrel{}{\xi }\mathrm{\pounds }_\stackrel{}{\xi }g)\mathrm{\pounds }_\stackrel{}{\xi }g\times \mathrm{\pounds }_\stackrel{}{\xi }g\times \mathrm{\pounds }_\stackrel{}{\xi }g$$
so that using (5) it follows
$$\mathrm{\pounds }_\stackrel{}{\xi }(\mathrm{\pounds }_\stackrel{}{\xi }g\times \mathrm{\pounds }_\stackrel{}{\xi }g)=2\mathrm{\Psi }(\mathrm{\pounds }_\stackrel{}{\xi }g\times \mathrm{\pounds }_\stackrel{}{\xi }g)\mathrm{\pounds }_\stackrel{}{\xi }g\times (\mathrm{\pounds }_\stackrel{}{\xi }g\times \mathrm{\pounds }_\stackrel{}{\xi }g)$$
which proves the assertion, because this is a first order ODE for the constraint and its unique solution with zero initial condition vanishes.
It is interesting to remark that many other well-known sets of equations are also constraints for (5), such as the cases of Killing or conformal vector fields. In this sense, the KSVFs satisfy a set of evolution equations which is common to Killing or conformal vectors, and they differ from each other in the constraints for the initial data. Furthermore, systems of the type
$$(\mathrm{\pounds }_\stackrel{}{\xi })^{(p)}g=\mathrm{\Psi }(\mathrm{\pounds }_\stackrel{}{\xi })^{(p1)}g$$
were considered some years ago by Papadopoulos , so that one could say that the proper KSVFs of a metric are of Papadopoulos type with $`p=2`$ constrained to satisfy the conditions (3).
As is well-known, the Killing or the conformal vector fields provide constants of motion along geodesic curves (null geodesics for the conformal fields). As we are going to prove now, this also holds in an appropriate sense for the KSVFs. Let us remind first that a differentiable curve $`\gamma `$ is called a subgeodesic with respect to the vector field $`\stackrel{}{p}`$ (see e.g. ) if its tangent vector $`\stackrel{}{v}`$ satisfies $`_\stackrel{}{v}\stackrel{}{v}=a\stackrel{}{v}+\lambda \stackrel{}{p}`$ for some $`a`$ and $`\lambda `$. As with the case of geodesics curves, one can always choose an affine parametrization along $`\gamma `$ such that one can set $`a=0`$. For our purposes, only a subset of the subgeodesics are of interest.
###### Definition 4 ($`\mathrm{}`$-parametrized subgeodesics)
Any subgeodesic with $`\lambda =(\mathrm{}_\mu v^\mu )^2`$ and an affine parametrization will be called an affinely $`\mathrm{}`$-parametrized subgeodesic.
Let us remark that this definition is given for arbitrary $`\stackrel{}{p}`$, and only the scalar $`\lambda `$ is restricted. The affinely $`\mathrm{}`$-parametrized subgeodesics with tangent vector $`\stackrel{}{v}`$ are the solutions to the ordinary differential equations
$$\frac{dv^\mu }{d\tau }+\left(\mathrm{\Gamma }_{\nu \rho }^\mu +p^\mu \mathrm{}_\nu \mathrm{}_\rho \right)v^\nu v^\rho =0$$
which only need as initial conditions the value of $`\stackrel{}{v}`$ at any given point. Then, a typical calculation of $`_\stackrel{}{v}(\stackrel{}{\xi }\stackrel{}{v})`$ leads to
###### Proposition 3
Let $`\stackrel{}{v}`$ be the tangent vector of an affinely $`\mathrm{}`$-parametrized subgeodesic $`\gamma `$ and $`\stackrel{}{\xi }`$ a KSVF with respect to $`\mathbf{}`$ and metric gauge $`h`$. Then, $`\stackrel{}{\xi }\stackrel{}{v}`$ is constant along $`\gamma `$ whenever $`\stackrel{}{\xi }\stackrel{}{p}+h=0`$.
Let us remark that the condition $`\stackrel{}{\xi }\stackrel{}{p}+h=0`$ is very weak in the sense that it is not very restrictive. For instance, for any proper KSVF and any field of directions $`\stackrel{}{P}`$ non-orthogonal to $`\stackrel{}{\xi }`$ the above condition simply fixes the appropriate factor which must multiply $`\stackrel{}{P}`$ to define the subgeodesics with respect to that direction. In other words, by simply choosing $`\stackrel{}{p}=h\stackrel{}{P}/(\stackrel{}{\xi }\stackrel{}{P})`$ the condition holds.
Nevertheless, there are important differences between the classical Killing or conformal vector fields and the KSVFs. To start with, the set $`𝒦`$ of all KSVFs for a given metric does not have the structure of a vector space, as is obvious from the non-linear character of the relation (5) or directly from the Kerr-Schild equations if several deformations directions are taken into account. However, one can define $`𝒦_{\mathrm{}}`$ as the set of all KSVFs with regard to $`\mathbf{}`$. Obviously, $`𝒦_{\mathrm{}}=𝒦_{\mathrm{}^{}}`$ for any other $`\mathbf{}^{}=A\mathbf{}`$, so that the sensible thing to do is to consider $`𝒦_{\mathrm{}}`$ only for the direction defined by $`\mathbf{}`$ or $`\mathbf{}^{}`$. To that end, let us denote by $`𝒞_{\mathrm{}}`$ the null congruence of integral curves of $`\stackrel{}{\mathrm{}}`$, (so that $`𝒞_{\mathrm{}}𝒞_{\mathrm{}^{}}`$.) Then, the set $`𝒦`$ can be written as the union
$$𝒦=\underset{𝒞_{\mathrm{}}}{}𝒦_{\mathrm{}}.$$
The interesting point here is that each of the $`𝒦_{\mathrm{}}`$ is a vector space and, in fact, one has the following result.
###### Proposition 4
The set $`𝒦_{\mathrm{}}`$ of solutions $`\stackrel{}{\xi }`$ to the equations (1-2) form a Lie algebra, hereafter called the Kerr-Schild algebra with respect to $`𝒞_{\mathrm{}}`$.
Proof: By construction, the set $`𝒦_{\mathrm{}}`$ has an evident vector space structure because if $`\stackrel{}{\xi }`$ and $`\stackrel{}{\zeta }`$ are any two KSVFs with regard to the same $`\mathbf{}`$, then any linear combination with constant coefficients $`c_1\stackrel{}{\xi }+c_2\stackrel{}{\zeta }`$ is also a KSVF with regard to the same deformation direction. Let us denote by $`h_\stackrel{}{\xi }`$, $`m_\stackrel{}{\xi }`$ and $`h_\stackrel{}{\zeta }`$, $`m_\stackrel{}{\zeta }`$ the gauge functions associated to $`\stackrel{}{\xi }`$ and $`\stackrel{}{\zeta }`$, respectively. The identity
$$\mathrm{\pounds }_{[\stackrel{}{\xi },\stackrel{}{\zeta }]}=\mathrm{\pounds }_\stackrel{}{\xi }\mathrm{\pounds }_\stackrel{}{\zeta }\mathrm{\pounds }_\stackrel{}{\zeta }\mathrm{\pounds }_\stackrel{}{\xi },$$
applicable to any tensor field, immediately leads to
$`\mathrm{\pounds }_{[\stackrel{}{\xi },\stackrel{}{\zeta }]}g=2h_{[\stackrel{}{\xi },\stackrel{}{\zeta }]}\mathbf{}\mathbf{},\mathrm{\pounds }_{[\stackrel{}{\xi },\stackrel{}{\zeta }]}\mathbf{}=m_{[\stackrel{}{\xi },\stackrel{}{\zeta }]}\mathbf{},`$
with
$`h_{[\stackrel{}{\xi },\stackrel{}{\zeta }]}=\mathrm{\pounds }_\stackrel{}{\xi }h_\stackrel{}{\zeta }\mathrm{\pounds }_\stackrel{}{\zeta }h_\stackrel{}{\xi }+2(h_\stackrel{}{\zeta }m_\stackrel{}{\xi }h_\stackrel{}{\xi }m_\stackrel{}{\zeta }),m_{[\stackrel{}{\xi },\stackrel{}{\zeta }]}=\mathrm{\pounds }_\stackrel{}{\xi }m_\stackrel{}{\zeta }\mathrm{\pounds }_\stackrel{}{\zeta }m_\stackrel{}{\xi }`$
where the Kerr-Schild equations (1-2) for $`\stackrel{}{\xi }`$ and $`\stackrel{}{\zeta }`$ have been used.
It is interesting to observe that the equations (2), which were necessary to ensure the local group property in the one-parameter case, are also sufficient to produce the Lie algebra structure in the multidimensional case.
Despite the above, the set $`𝒦`$ is not the direct sum of the $`𝒦_{\mathrm{}}`$’s for all $`𝒞_{\mathrm{}}`$ because one has $`𝒦_{\mathrm{}}𝒦_k\{\stackrel{}{0}\}`$ in general. Still, $`𝒦`$ can be expressed as a simple direct sum sometimes as follows from the following results.
###### Lemma 3.1
If a KSVF belongs to two different Kerr-Schild algebras, then it is a Killing vector field.
Proof: If $`\stackrel{}{\xi }𝒦_{\mathrm{}}𝒦_k`$ with $`𝒞_{\mathrm{}}𝒞_k`$, then $`\mathrm{\pounds }_\stackrel{}{\xi }g=2h\mathbf{}\mathbf{}=2f𝒌𝒌`$ with $`𝒌\mathbf{}0`$, from where $`h=f=0`$.
###### Proposition 5
The set $`𝒦`$ is the following disjoint union
$$𝒦=\left[\underset{𝒞_{\mathrm{}}}{}\widehat{𝒦_{\mathrm{}}}\right]Kil$$
where $`Kil`$ is the Lie algebra of Killing vector fields in $`(V_n,g)`$ and each $`\widehat{𝒦_{\mathrm{}}}`$ is the subset of $`𝒦_{\mathrm{}}`$ formed by the proper KSVFs with regard to $`𝒞_{\mathrm{}}`$. Thus, if there are no Killing vectors in the spacetime, the set $`𝒦`$ is the direct sum of Lie algebras
$$Kil=\{\stackrel{}{0}\}𝒦=\underset{𝒞_{\mathrm{}}}{}\widehat{𝒦_{\mathrm{}}}=\underset{𝒞_{\mathrm{}}}{}𝒦_{\mathrm{}}.$$
Proof: The proof is immediate from the above Lemma, because $`Kil\widehat{𝒦_{\mathrm{}}}=\{\stackrel{}{0}\}`$ for all $`𝒞_{\mathrm{}}`$.
The above result does not say that we have a direct sum of finite-dimensional Lie algebras. Of course, we know that $`Kil`$ is always of finite dimension, but we do not know yet about the other algebras $`𝒦_{\mathrm{}}`$. As we are going to prove now, they are generically finite-dimensional, but there are some special degenerate cases in which some of them are infinite-dimensional. First, we need a Lemma identifying the cases when a KSVF leaves invariant every single integral curve of $`𝒞_{\mathrm{}}`$.
###### Lemma 3.2
There are proper KSVFs $`\stackrel{}{\xi }`$ tangent to its deformation direction $`\mathbf{}`$, $`𝛏\mathbf{}=0`$, if and only if $`\stackrel{}{\mathrm{}}`$ is geodesic, shear-free, expansion-free, and the 1-form $`𝐚`$ appearing in
$$\mathrm{\pounds }_{\stackrel{}{\mathrm{}}}g=𝒂\mathbf{}+\mathbf{}𝒂$$
(7)
has the form
$$𝒂=d\mathrm{log}|\mu |+\frac{h}{\mu }\mathbf{}$$
(8)
for some functions $`\mu ,h`$.
Proof: If $`\stackrel{}{\xi }=\mu \stackrel{}{\mathrm{}}`$, the invariance of $`𝒞_{\mathrm{}}`$ is trivial, so that to prove the Lemma only equations (1) must be checked. They readily lead to (7), with $`𝒂`$ given in (8). Equations (7) can be rewritten as
$$_\nu \mathrm{}_\mu +_\mu \mathrm{}_\nu =\mathrm{}_\mu a_\nu +\mathrm{}_\nu a_\mu $$
which characterize the geodesic, shear-free and expansion-free null 1-forms $`\mathbf{}`$, see e.g. .
From the well-known Goldberg-Sachs theorem and its generalizations (see e.g. ), the existence of geodesic and shear-free null congruences is severely restricted in arbitrary spacetimes, so that the possibility above is rather exceptional. Nevertheless, these exceptions are of great interest, as they include many of the simpler and/or physically relevant spacetimes, see the next section.
Now we can prove the infinite-dimensional character of some of the Lie algebras $`𝒦_{\mathrm{}}`$.
###### Theorem 2
Two vector fields $`\stackrel{}{\xi }`$ and $`\rho \stackrel{}{\xi }`$ with $`d\rho 0`$ are KSVFs with respect to the same deformation direction $`\mathbf{}`$ if and only if $`𝛏\mathbf{}=0`$ and $`\mathbf{}`$ is integrable $`\mathbf{}d\mathbf{}=0`$ satisfying (7-8). Then the functions $`\rho `$ are those of the ring generating $`\mathbf{}`$, that is to say, such that $`\mathbf{}d\rho =0`$.
Proof: The Kerr-Schild equations (1) for both $`\stackrel{}{\xi }`$ and $`\rho \stackrel{}{\xi }`$ imply that $`\stackrel{}{\xi }=\mu \stackrel{}{\mathrm{}}`$ and $`d\rho =\sigma \mathbf{}0`$. The second of these conditions implies that the null $`\mathbf{}`$ is irrotational (and therefore geodesic) with $`\mathbf{}d\rho =0`$, while the first one says that we are in the situation of Lemma 3.2, so that (7-8) hold. Conversely, if $`\mathbf{}`$ satisifies (7-8) then the vector field $`\stackrel{}{\xi }=\mu \stackrel{}{\mathrm{}}`$ is a KSVF with regard to $`\mathbf{}`$ and metric gauge $`h`$. As $`\mathbf{}`$ is also hypersurface-orthogonal we have $`du\mathbf{}=0`$ for some non-vanishing funtion $`u`$. Then, for any function $`\rho (u)`$ we have
$$\mathrm{\pounds }_{(\rho \stackrel{}{\xi })}g=\mathrm{\pounds }_{(\rho \mu \stackrel{}{\mathrm{}})}g\mathbf{}\mathbf{}$$
which proves the result.
Notice that this result means that all the vector fields $`\rho \mu \stackrel{}{\mathrm{}}`$ are KSVFs for arbitrary $`\rho `$, as long as $`\rho `$ is in the ring generating $`\mathbf{}`$. That is to say, these KSVFs depend on an arbitrary function $`\rho (u)`$, with $`\mathbf{}du`$, and thus the corresponding Lie algebra $`𝒦_{\mathrm{}}`$ has infinite dimension. Other infinite-dimensional algebras associated to a metric structure exist such as, for example, curvature collineations , but they are directly related to the partly antisymmetric Riemann tensor in degenerate cases, and not to the regular symmetric metric $`g`$, as in the present case. Explicit examples of infinite-dimensional Kerr-Schild algebras will be presented in the next section.
## 4 Explicit examples of Kerr-Schild vector fields
In this Section, explicit expressions for the KSVFs in several situations of relevance and interest are given. Some implications on the corresponding (generalized) Kerr-Schild related metrics are derived and briefly commented.
### 4.1 General two-dimensional spacetime $`(V_2,g)`$
The most general line-element for $`n=2`$ can be locally written as
$$ds^2=2e^fdudv,f=f(u,v)$$
(9)
and there are only two inequivalent null directions given by $`du`$ and $`dv`$. From a theoretical point of view, it is enough to find the KSVFs associated with the deformation direction $`\mathbf{}=du`$ (say), and then the solutions for the deformation direction $`dv`$ are analogous interchanging $`u`$ with $`v`$. We have
###### Proposition 6
For any 2-dimensional metric, the most general KSVF with respect to $`\mathbf{}=du`$ is given by
$$\stackrel{}{\xi }=a(u)\frac{}{u}+B(u,v;f;a(u),b(u))\frac{}{v}$$
(10)
where $`a(u),b(u)`$ are two arbitrary functions and $`B`$ is the general solution of
$$\frac{}{v}\left(e^fB\right)=\frac{}{u}\left(e^fa\right).$$
The deformation and metric gauges are then given by
$$m=\dot{a},h=e^f\frac{B}{u}$$
(11)
where a dot means derivative with respect to the argument.
Proof: From (2) one easily gets
$$\mathrm{\pounds }_\stackrel{}{\xi }du=d(\mathrm{\pounds }_\stackrel{}{\xi }u)=mdu$$
which fixes the component of $`\stackrel{}{\xi }`$ along $`/u`$ as an arbitrary function $`a(u)`$ and gives the first equation of (11). Now, the remaining Kerr-Schild equations (1) are equivalent to
$$\mathrm{\pounds }_\stackrel{}{\xi }\left(e^fdv\right)+\dot{a}e^fdv=hdu$$
which can be rewritten as
$$dB=e^f\left(hdu(\dot{a}+\mathrm{\pounds }_\stackrel{}{\xi }f)dv\right).$$
This is the desired result. Let us note that one only has to solve the part of the above equation giving the derivative $`B/v`$, which depends on the arbitrary integrating function $`b(u)`$, and then $`h`$ is simply isolated as written in (11).
Thus, the solution in this case depends on two arbitrary functions of one variable $`u`$. This is an explicit example in which the Kerr-Schild algebra has infinite dimension.
Similarly, one can derive the general solution for the other posible deformation direction $`dv`$, getting
$$\stackrel{}{\xi }=A(u,v;f;c(v),d(v))\frac{}{u}+d(v)\frac{}{v}$$
(12)
where now $`c`$ and $`d`$ are arbitrary functions of $`v`$, and the corresponding metric gauges are $`m=\dot{d}`$ and $`h=e^fA/v`$. These KSVFs are proper if and only if $`A/v0`$, and analogously for (10), so that we have also obtained the following result.
###### Corollary 4
The set $`𝒦`$ of all KSVFs of any two-dimensional spacetime $`(V_2,g)`$ can be written as the disjoint union
$$𝒦=\widehat{𝒦}_{du}\widehat{𝒦}_{dv}Kil$$
where $`\widehat{𝒦}_{du}`$ is the set of all vector fields of the form (10) with $`B/u0`$, $`\widehat{𝒦}_{dv}`$ is the set of all vector fields of the form (12) with $`A/v0`$, and $`Kil`$ is the Lie algebra of Killing vector fields.
Therefore, the set $`𝒦`$ can be completely and explicitly constructed for $`n=2`$ in general, and it depends on four arbitrary functions. This is the maximum freedom one can attain in two dimensions, so that the above Corollary suggests the validity of the following theorem, which can be certainly proven.
###### Theorem 3
Any two-dimensional Lorentzian $`g`$ is a Kerr-Schild transformed metric of the flat two-dimensional Minkowski metric.
Proof: Starting with the general metric $`g`$ given by (9), one can set $`d\stackrel{~}{v}Hdu+e^fdv`$ for some $`H`$ as long as the integrability conditions $`H/v=e^ff/u`$ hold. This has always solution for $`H`$, so that we have
$$ds^2=2dud\stackrel{~}{v}+2Hdu^2$$
which is the desired result as $`2dud\stackrel{~}{v}`$ is obviously flat.
Obviously, the combination of this Theorem with Prop.2 allows to obtain the expressions (10,12) in a simple way.
###### Corollary 5
Any pair of 2-dimensional Lorentzian metrics are related by a Kerr-Schild transformation with respect to any of the two possible null deformation directions.
These nice simple results are analogous to the similar well-known ones for conformal transformations and conformal vector fields for $`n=2`$.
### 4.2 Flat n-dimensional spacetime with parallel deformation direction
Let us take flat $`n`$-dimensional Minkowski spacetime with Cartesian coordinates $`\{x^\mu \}`$, and let us pick up any covariantly constant null direction $`\mathbf{}`$. By adapting the coordinate system, we can always choose $`\mathbf{}=du`$ with $`u(x^0+x^1)/\sqrt{2}`$. Let us define another null coordinate $`v(x^1x^0)/\sqrt{2}`$ so that the line-element becomes
$$ds^2=2dudv+\underset{i}{}(dx^i)^2,$$
where Latin small indices will take values $`i,j,\mathrm{}=2,\mathrm{},n1`$. In order to solve the Kerr-Schild equations (1-2) we can use a method similar to that of the previous two-dimensional case. Thus, (2) immediately leads to $`\mathrm{\pounds }_\stackrel{}{\xi }u=a(u)`$ with $`m=\dot{a}`$. The contravariant form of (2) partly restricts further the form of $`\stackrel{}{\xi }`$ and can be used before attacking the first group of Kerr-Schild equations (1). Notice that the part of equations coming from the 2-planes $`\{u,v\}`$ are similar to the 2-dimensional case of the previous subsection with $`f=0`$, so that a part of the equations is already solved. Then, the remaining part can be easily integrated and we have the following result
###### Proposition 7
The KSVFs corresponding to a covariantly constant deformation direction $`\mathbf{}=du`$ in flat spacetime are of the form
$$\stackrel{}{\xi }=a(u)\frac{}{u}+\left[b(u)\dot{a}(u)v\dot{c}_i(u)x^i\right]\frac{}{v}+\left[c_i(u)+ϵ_{ij}x^j\right]\frac{}{x^i},$$
(13)
where $`a,b`$ and $`c_i`$ are arbitrary functions of $`u`$, $`ϵ_{ij}=ϵ_{ji}`$ are arbitrary constants, and the sum over repeated indices is to be understood. Their associated deformation and metric gauge functions are given by
$$m=\dot{a},h=\dot{b}\ddot{a}v\ddot{c}_ix^i.$$
Thus, this Kerr-Schild algebra is uniquely characterized by the generating set $`\{a,b,c_i,ϵ_{ij}\}`$ formed by $`n`$ arbitrary functions of $`u`$ and $`(n2)(n3)/2`$ arbitrary constants. Given that we are in the case of maximum degeneracy, in the sense that the metric has zero curvature and the deformation direction has vanishing covariant derivative, it seems plausible that the above is the maximum freedom one can have for a single Kerr-Schild algebra in general dimension $`n`$.
A direct evaluation leads to its derived algebra structure
###### Proposition 8
The Lie bracket $`[\stackrel{}{\xi },\stackrel{}{\zeta }]`$ of two KSVFs of type (13) characterized by the generating sets $`\{a,b,c_i,ϵ_{ij}\}`$ and $`\{\stackrel{~}{a},\stackrel{~}{b},\stackrel{~}{c_i},\stackrel{~}{ϵ}_{ij}\}`$ respectively, is another KSVF with regard to $`\mathbf{}=du`$ whose corresponding generating set reads
$`\overline{a}`$ $`=`$ $`a\dot{\stackrel{~}{a}}\dot{a}\stackrel{~}{a}`$
$`\overline{b}`$ $`=`$ $`(a\stackrel{~}{b}b\stackrel{~}{a})\dot{}+\dot{c}_i\stackrel{~}{c}_ic_i\dot{\stackrel{~}{c}}_i`$
$`\overline{c}_i`$ $`=`$ $`a\dot{\stackrel{~}{c}}_i\stackrel{~}{a}\dot{c}_i+\stackrel{~}{ϵ}_{ik}c_kϵ_{ik}\stackrel{~}{c}_k`$ (14)
$`\overline{ϵ}_{ij}`$ $`=`$ $`ϵ_{kj}\stackrel{~}{ϵ}_{ik}\stackrel{~}{ϵ}_{kj}ϵ_{ik}.`$
Let us notice that the KSVFs (13) are Killing fields if $`h=0`$, which gives a Lie algebra of dimension
$$3+2(n2)+\frac{(n2)(n3)}{2}=2+\frac{n(n1)}{2}.$$
A basis of this algebra is constituted by the $`n`$ translations together with the $`(n1)+(n2)(n3)/2`$ rotations leaving invariant the $`(n1)(n2)/2`$ two-planes containing $`\stackrel{}{\mathrm{}}`$ and their orthogonal vectors.
Expressions (14) are useful to find special subalgebras. For instance, one directly sees that the subalgebra of KSVFs defined by $`ϵ_{ij}=0`$ is an ideal, so that our Kerr-Schild algebra is not simple. This particular ideal is formed by Killing vectors, but this is not a general property. In the present case it is simply due to the particular form of flat spacetime. This will be clear from the following results.
###### Proposition 9
Any $`g`$ which is a Kerr-Schild transformed metric of flat spacetime with respect to a Minkowskian covariantly constant null deformation direction $`\mathbf{}`$ has the general solution (13) for the KSVFs with regard to $`\mathbf{}`$.
Proof: This follows from Proposition 2, where the new metric gauge $`\stackrel{~}{h}`$ is given by $`\stackrel{~}{h}=h+\mathrm{\pounds }_\stackrel{}{\xi }H+2mH`$ (the other gauge function being invariant, $`\stackrel{~}{m}=m`$.)
The spacetimes of the last Proposition have line-elements of type
$$ds^2=2dudv+\underset{i}{}(dx^i)^2+2H(u,v,x^k)du^2$$
and therefore they do not admit Killing vector fields in general. Thus, all the vector fields included in expression (13) are proper KSVFs for the generic metric above. In the particular case with $`H/v=0`$ we have the classical pp-waves metrics (in dimension $`n`$), see e.g. . These have a null Killing vector field along $`\stackrel{}{\mathrm{}}`$.
### 4.3 Spherically symmetric spacetime and deformation ($`n=4`$)
Let us consider the most general spherically symmetric spacetime in the standard case of $`n=4`$. As is well known, there are only two independent spherically symmetric null directions, which are usually called the radial null directions. The congruences they define are always hypersurface-orthogonal, and thus we can select two null coordinates $`u,v`$ such that $`du`$ and $`dv`$ point along these two radial null directions. Completing the coordinate system with the angular variables $`\theta ,\phi `$, the most general line-element for such a spacetime can be written in the following simple form
$$ds^2=2e^fdudv+r^2d\mathrm{\Omega }^2,f(u,v),r(u,v)$$
(15)
where the functions $`f`$ and $`r`$ are independent of the angular coordinates and $`d\mathrm{\Omega }^2`$ is the line-element of the standard unit 2-sphere. The function $`r`$ has a clear geometrical meaning: $`4\pi r^2`$ is the area of the 2-dimensional spheres defined by constant values of $`u`$ and $`v`$, which are the orbits of the SO(3) group of motions. Concerning the function $`f`$, it can be related to the invariantly defined mass function $`M(u,v)`$ by means of
$$M(u,v)=\frac{r}{2}\left(12e^f\frac{r}{u}\frac{r}{v}\right).$$
The selected coordinate system is preferable to the standard Schwarzschild coordinates for two reasons: it is clearly adapted to the null deformation directions we are going to study; and it allows to study spacetimes with event or Cauchy horizons. Thus, for instance, the maximal Kruskal extension of Schwarzschild spacetime can be described with a single coordinate system of the above type.
We have restricted ourselves to the case $`n=4`$ for the sake of simplicity and clarity, but it is evident that the analysis can be performed in general $`n`$ by simply substituting the metric of the standard $`(n2)`$-sphere for $`d\mathrm{\Omega }^2`$ and SO($`n1`$) for the isometry group.
In order to get the general solution for KSVFs with respect to a radial null deformation direction let us take, without loss of generality, $`\mathbf{}=du`$. Then, as a first simple step we obtain the next result.
###### Lemma 4.1
The Killing vector fields of the group SO(3) for the general spherically symmetric spacetime (15)
$$\stackrel{}{J}=c_1\mathrm{sin}(\phi +\phi _0)_\theta +\left(c_1\mathrm{cot}\theta \mathrm{cos}(\phi +\phi _0)+c_2\right)_\phi $$
(16)
are KSVFs with respect to $`\mathbf{}=du`$.
Proof: It is enough to see that the vectors $`\stackrel{}{J}`$ leave $`𝒞_{\mathrm{}}`$ invariant, which is true because
$$\mathrm{\pounds }_\stackrel{}{J}\mathbf{}=\mathrm{\pounds }_\stackrel{}{J}du=d(\mathrm{\pounds }_\stackrel{}{J}u)=0,$$
so that in fact we also have vanishing deformation gauge $`m=0`$ for the KSVFs (16).
Therefore, the Lie algebra $`𝒦_{\mathrm{}}`$ has at least three free parameters $`c_1,c_2,\phi _0`$. In order to complete the algebra $`𝒦_{\mathrm{}}`$ we can proceed as follows. We notice that the $`\{u,v\}`$-part of the line-element (15) is identical to the general 2-dimensional metric of subsection 4.1. Thus, our general solution will be of the form (10) but restricted to satisfy the conditions coming from the angular part of the metric. This can be easily shown to lead to the intuitive condition<sup>1</sup><sup>1</sup>1Of course, a similar reasoning can be applied to any metric in which there is a well-defined 2-dimensional subpart, such as the cases of decomposable spacetimes, warped products, or the general metric with an isometry group acting on spacelike $`(n2)`$-orbits.
$$\mathrm{\pounds }_\stackrel{}{\xi }r=0$$
which combined with (10) gives the remaining solutions for $`𝒦_{\mathrm{}}`$. There appear several cases depending on the specific form of $`r`$. They are summarized as follows.
###### Proposition 10
The KSVFs of the most general spherically symmetric metric with respect to a radial deformation direction $`\mathbf{}=du`$ are given by the Killing fields (16) together with the following:
1. If $`r=`$const., the vector fields of the form (10), with the deformation and metric gauges appearing in (11).
2. If $`r/v=0`$ but $`r`$ is not constant, the vector fields of the form
$$\stackrel{}{\xi }=e^fb(u)_v$$
where $`b(u)`$ is an arbitrary function and the gauges are
$$m=0,h=\dot{b}b\frac{f}{u}.$$
3. If $`r/v0`$, and if
$$e^f=\frac{F(r)}{q(u)}\frac{r}{v}$$
for some functions $`F(r)`$ and $`q(u)`$, the vector fields of type
$$\stackrel{}{\xi }=q(u)\left(_u\frac{r/u}{r/v}_v\right)$$
with the following gauges
$$m=\dot{q},h=\frac{F(r)}{q(u)}\frac{r}{v}\frac{}{u}\left(q(u)\frac{r/u}{r/v}\right).$$
(17)
In case 1 the Lie algebra $`𝒦_{\mathrm{}}`$ is generated by two arbitrary functions and three constants, and in case 2 by one arbitrary function and the three constants. Notice that in case 3, and despite what it may seem, the solution depends on just four constants, as the function $`q(u)`$ appears explicitly in the metric (actually, this function could be set to a constant locally). In this last case, the fourth KSVF is proper in general, but there are some important cases in which it is in fact a Killing vector field. To find them, from (17), it is necessary that
$$q(u)\frac{r/u}{r/v}=p(v)$$
where $`p(v)`$ is an arbitrary function of $`v`$. There are two cases now. If $`p(v)=0`$, then $`r=r(v)`$ and the line element reads simply
$$ds^2=2\frac{\widehat{F}(v)}{q(u)}dudv+r^2(v)d\mathrm{\Omega }^2$$
where $`\widehat{F}(v)F(r(v))\dot{r}`$. Notice that the $`\{u,v\}`$-part of the metric is flat, and the fourth KSVF is in fact a null Killing vector field given by $`\stackrel{}{\xi }=q(u)_u`$. The second possibility is defined by $`p(v)0`$. In this case, the function $`r`$ must have the form $`r=r\left(P(v)+Q(u)\right)`$ where $`\dot{P}=1/p`$ and $`\dot{Q}=1/q`$ and the fourth KSVF which is a Killing reads
$$\stackrel{}{\xi }=q(u)_up(v)_v.$$
These spacetimes can be characterized by the property that the mass function depends only on $`r`$: $`M=M(r)`$. Then, it is easily seen that the above KSVF is timelike or spacelike depending on the sign of $`12M/r`$, as was to be expected. This set of spacetimes includes all spherically symmetric metrics with a static region, such as Minkowski spacetime, Schwarzschild vacuum solution and its maximal Kruskal extension, Schwarzschild interior solution, all static spherically symmetric perfect fluids, Reissner-Nordström charged solution and its maximal extension, Einstein static universe, de Sitter spacetime, and many others.
As a simple but illustrative example of a physical case in which the fourth KSVF of case 3 is proper, we can take the Vaidya radiative solution , which is a Kerr-Schild transformed metric of flat spacetime, as is known . In our coordinates, the Vaidya solution is given by
$$F(r)=C=\text{const.},M=M(u),\frac{r}{u}=\frac{1}{2q(u)}\left(1\frac{2M(u)}{r}\right)$$
where the mass $`M(u)`$ is an arbitrary funtion of $`u`$ (the Schwarzschild metric is contained as the case $`\dot{M}=0`$.) The proper KSVF reads
$$\stackrel{}{\xi }=q(u)_u+\frac{e^f}{2}\left(1\frac{2M(u)}{r}\right)_v$$
and its metric gauge is
$$h=\frac{C}{q(u)}\frac{\dot{M}}{r}.$$
### 4.4 Flat spacetime with cylindrical deformation direction ($`n=4`$)
In all previous cases, the congruence $`𝒞_{\mathrm{}}`$ defined by the deformation direction $`\mathbf{}`$ was irrotational (and therefore geodesic) and shear-free. Now, we are going to present a simple case of a shearing deformation direction, given by a cylindrical null direction in Minkowski. Again, for the sake of simplicity we assume $`n=4`$, but the results can be straightforwardly generalized to any $`n`$.
By using a classical cylindrical coordinate system $`\{t,\rho ,\phi ,z\}`$, a cylindrical null direction in Minkowski spacetime is given by $`\mathbf{}=d(t+\rho )`$. We can select advanced and retarded null coordinates, $`u=(t+\rho )/\sqrt{2}`$ and $`v=(t\rho )/\sqrt{2}`$, so that $`\mathbf{}`$ writes now as $`\mathbf{}=du`$. The Kerr-Schild equations for this null direction can also be explicitly integrated, their general solution being
$$\stackrel{}{\xi }=(c_0u+c_1)_u+(2c_0uc_0v+c_1)_v+(c_0\phi +c_2)_\phi +c_3_z,$$
where $`c_\alpha `$ are four arbitrary constants. For any value of them one has $`h=2c_0`$ and $`m=c_0`$ for the gauges.
This case presents an interesting feature, unusual in General Relativity: the above general solution corresponds to proper KSVFs but, due to the presence of the term $`\phi _\phi `$, they are local vector fields (they would be bivalued after a complete revolution). Only when $`c_0=0`$ they become global, but then they reduce to Killing vector fields with $`m=0`$. Denoting by $`\stackrel{}{\xi }_\alpha `$ the KSVF obtained from the above general solution by setting the constants equal to zero except for the $`\alpha `$-th, we have
###### Proposition 11
For a cylindrical Kerr-Schild deformation in flat spacetime, proper KSVFs are necessarily local, and form a four-dimensional Lie algebra, their non vanishing brakets being
$$[\stackrel{}{\xi }_0,\stackrel{}{\xi }_1]=c_0\stackrel{}{\xi }_1,[\stackrel{}{\xi }_0,\stackrel{}{\xi }_2]=c_0\stackrel{}{\xi }_2.$$
Global KSVFs are necessarily Killing vector fileds, and reduce to the static cylindrical symmetry which is Abelian (three-dimensional translation abstract group).
## 5 Conclusion
As we have seen, the notion of Kerr-Schild vector fields seems to be meaningful and, in fact, it leads to a structure richer than that of the classical Killing or conformal fields. As we have seen, one can define the set of all KSVFs in the spacetime and give the general equations for them, independently of the deformation direction $`\mathbf{}`$. However, this set has not even the structure of a vector space in general. Nevertheless, the KSVFs with respect to $`\mathbf{}`$ constitute a Lie algebra. These are generically finite-dimensional, even though they can be of infinite dimension in some particular cases which are of relevance. So far, one knows very little about the structure of these Kerr-Schild infinite algebras. We have shown that they are not simple, but a formal proof that they do not admit Abelian ideals is lacking, as well as the characterization of the possible Abelian subalgebras.
Many questions remain open. For instance, the necessary and sufficient integrability conditions of the Kerr-Schild equations, or the construction of a complete set of geometrical objects which are invariant under Kerr-Schild transformations, and under KSVFs. In this sense, we have proved the result that any two 2-dimensional metrics are Kerr-Schild transformed of each other, and of the flat metric, with respect to any of the two possible null deformation directions. This is analogous to the result that establishes the conformally flat character of any 2-dimensional metric. But the corresponding result for general dimension $`n`$ is still open. On the other hand, and analogously to the case of Killing fields, which become conformal fields by a conformal transformation, we have seen that Killing fields leaving invariant a null deformation direction $`\mathbf{}`$ become KSVFs by a Kerr-Schild transformation. However, we do not know the analogue for KSVFs of the Defrise-Carter theorem for conformal transformations, namely, how to control the number of KSVFs that may become Killing fields by a suitable Kerr-Schild transformation. Some of these open problems will be considered elsewhere .
## Acknowledgements
JMMS is grateful to Marc Mars and Raül Vera for reading the manuscript and for some valuable comments. SRH wishes to thank the Comissionat de Recerca i Universitats for finantial support. JMMS wishes to thank financial support from the Basque Country University under project number UPV 172.310-G02/99.
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# 1 Introduction
## 1 Introduction
Bogomol’nyi-Prasad-Sommerfield (BPS) saturated topologically stable solitons in supersymmetric theories are widely discussed at present in connection with the brane world scenarios . In theories with compact spatial dimension(s), two distinct degenerate mass solitons which are BPS saturated classically, and to any finite order in perturbation theory, can mix nonperturbatively, thus lifting the BPS bound. Two shortened supermultiplets pair up with each other combining in one full supermultiplet with mass $`M>|Z|`$, where $`Z`$ is the central charge of the superalgebra. This phenomenon is an analog (in the soliton sector) of the spontaneous breaking of supersymmetry due to instantons in the vacuum sector . To the best of our knowledge it was first considered in the context of $`𝒩=2`$ two-dimensional Wess-Zumino models in .
In this work we address the issue of calculating the shift $`M|Z|`$. In the quasi-classical approximation, it is proportional to the tunneling probability which, in turn, is determined by instantons. Remarkably, the instanton calculus in this case is nothing but an adaptation of the theory of the BPS saturated wall junctions, which also received much attention recently . In particular, the instanton action can be derived from the central charges. The explicit formula for the instanton solution is not needed. The only thing we need to know is the very fact of its existence. This is in perfect parallel with the standard (non-supersymmetric) instantons: once one knows that the self-duality equations have a solution, the instanton action is unambiguously fixed in terms of the topological charge.
In Ref. it was observed that the soliton mixing, resulting in the loss of the BPS saturation, can be described by an effective SUSY quantum mechanics; however, the general construction presented there, is not very transparent. Here we reduce the construction of Ref. to a simple limiting case which nicely illustrates the essence of the phenomenon.
The organization of the paper is as follows. In Section 2 we formulate the problem and elaborate general aspects of the solutions. In Section 3 a specific instructive example is considered. Section 4 is devoted to SUSY quantum mechanics.
## 2 Formulation of the problem and general results
Classically BPS saturated soliton supermultiplets which may become degenerate in mass with some other supermultiplets and lift the BPS bound because of a nonperturbative mixing, is a rather general feature of various theories. Although our results are applicable in all cases, we find it convenient to explain the problem in a specific setting.
Consider a two-dimensional $`𝒩=2`$ Wess-Zumino model of one chiral superfield $`\mathrm{\Phi }`$ with the superpotential $`𝒲(\mathrm{\Phi })`$. Any model of this type can be obtained as a two-dimensional reduction of the corresponding four-dimensional theory. The geometry of the world sheet is a cylinder. As explained in , for the existence of the BPS solitons it is necessary that $`𝒲(\mathrm{\Phi })`$ is a multi-branch function (otherwise the vanishing of the central charge $`Z`$ cannot be avoided), while $`d𝒲/d\mathrm{\Phi }`$ must be meromorphic. Another necessary (and sufficient) condition for the topologically stable solitons is the existence of non contractable cycles in the target space. One of the simplest choices is a target space with the topology of a cylinder, possibly with punctured points. Then the periods of $`𝒲`$ are the central charges of the SUSY algebra,
$$Z_i=2_{\mathrm{nc}_i}𝑑𝒲,$$
(1)
where nc<sub>i</sub> stands for the $`i`$-th non-contractable contour in the target space.
If there is at least one non-contractable cycle, one can always define $`\mathrm{\Phi }`$ in such a way that $`d𝒲`$ is periodic
$$d𝒲(\mathrm{\Phi }+2\pi )=d𝒲(\mathrm{\Phi }).$$
(2)
This particular parametrization is not crucial, and is imposed only for the purpose of making the presentation simpler. The poles of $`d𝒲/d\mathrm{\Phi }`$ are assumed to be single poles; quadratic and higher order poles can be treated as a limiting case of coinciding single poles. A generic singularity structure of $`d𝒲/d\mathrm{\Phi }`$ is depicted in Fig. 1a), where the poles are marked by bold dots. The Kähler potential is taken to be trivial, $`𝒦(\mathrm{\Phi },\overline{\mathrm{\Phi }})=\mathrm{\Phi }\overline{\mathrm{\Phi }}`$.
Consider the cycle $`\mathrm{\Gamma }_1`$, for which
$$Z_1=2_{\mathrm{\Gamma }_1}𝑑\mathrm{\Phi }\left(\frac{d𝒲}{d\mathrm{\Phi }}\right).$$
(3)
If $`Z_1=|Z_1|e^{ı\delta }`$, then the equation for the static BPS soliton has the form
$$\frac{d\mathrm{\Phi }}{dx}=e^{ı\delta }\frac{d\overline{𝒲}}{d\overline{\mathrm{\Phi }}}.$$
(4)
This equation admits the “integral of motion”,
$$I=\mathrm{Im}\left(e^{ı\delta }𝒲\right),$$
(5)
i.e. $`dI/dx=0`$ when $`𝒲`$ and $`\overline{𝒲}`$ are evaluated on the solution of (4). The existence of this integral of motion allows one to find the BPS solution in the general case . The strategy is as follows. We first ignore that the world sheet is a cylinder with period $`L`$ in the $`\widehat{x}`$ direction, and solve the BPS equation without posing the condition of periodicity, $`\mathrm{\Phi }(x+L)=\mathrm{\Phi }(x)`$. The solution found in this way is marked by the continuous (real) parameter $`I`$, and is a periodic function of $`x`$ with period
$$\mathrm{}(I)=𝑑\mathrm{\Phi }\left(e^{ı\delta }\frac{d\overline{𝒲}}{d\overline{\mathrm{\Phi }}}\right)_{\overline{\mathrm{\Phi }}=\overline{\mathrm{\Phi }}_I(x)}^1.$$
(6)
The period function $`\mathrm{}(I)`$ is real and positive. It is not difficult to show that there exist critical values of $`I`$ such that $`\mathrm{}(I)\mathrm{}`$ at $`II_l`$ or $`II_r`$, where $`I_{l,r}`$ mark the critical trajectories running close to the nearest poles of $`𝒲`$ from the left and from the right (Fig. 1b). A schematic plot of the function $`\mathrm{}(I)`$ is presented in Fig. 2.
If the circumference of the worldsheet cylinder $`L>\mathrm{}_{\mathrm{min}}`$, then the equation $`\mathrm{}(I)=L`$ has an even number of solutions. The corresponding values $`I_i`$ belongs to the interval $`(I_l,I_r)`$, while $`\mathrm{\Phi }_{I_i}(x)`$, $`i=1,2,\mathrm{},2\nu `$ are the classical BPS solutions satisfying Eq. (4) and the periodicity condition $`\mathrm{\Phi }_{I_i}(x+L)=\mathrm{\Phi }_{I_i}(x)`$.
In the case at hand they have particle interpretation. Altogether, we have $`2\nu `$ supermultiplets, each containing two states. All masses are degenerate and equal to $`|Z_1|`$.
The BPS nature of the solitons established above at the classical level persists to any finite order in perturbation theory (this statement assumes that there is a small expansion parameter in the superpotential and/or the Kähler function). Alternatively, one can say that $`2\nu `$ BPS solitons remain under small deformations of the parameters. This is due to the fact that the number of states in the supermultiplet is two, while the full $`𝒩=2`$ supermultiplet contains four states. The BPS supermultiplets are shortened.
It is equally clear, however, that nonperturbatively the BPS saturation of the solitons under consideration is lifted, they pair up to form $`\nu `$ full supermultiplets which lift the BPS bound. This was noted in , where arguments were given based on the Cecotti-Vafa-Intriligator-Fendly (CVIF) index . Our task here is to calculate $`M|Z_1|`$ in the quasi-classical approximation (which implies of course that $`(M|Z_1|)/|Z_1|1`$).
The BPS saturation is lifted by tunneling. Consider for simplicity the case when Eq. (4) has only two solutions, $`\mathrm{\Phi }_{I_1}(x)\varphi _1(x)`$ and $`\mathrm{\Phi }_{I_2}(x)\varphi _2(x)`$. One can construct an interpolating field configuration $`\varphi (t,x)`$ (where $`t`$ is the Euclidean time) such that in the distant past
$$\varphi (t,x)\stackrel{t=T/2\mathrm{}}{}\varphi _1(x),$$
(7)
and in the distant future
$$\varphi (t,x)\stackrel{t=T/2\mathrm{}}{}\varphi _2(x),$$
(8)
The interpolation is smooth (in particular, $`\varphi (t,x+L)=\varphi (t,x)`$ for all $`t`$), so that the (Euclidean) action $`A`$
$$A\left[\varphi (t,x)\right]|Z|T$$
(9)
is finite. Here $`|Z|`$ is the soliton mass in the absence of the tunneling. The quasi-classical formalism is applicable provided $`A|Z|T1`$. One must minimize over all interpolating trajectories; once the trajectory $`\varphi _0(t,x)`$ corresponding to the minimal action is found, one can calculate
$$\mathrm{\Delta }A_{\mathrm{min}}=A\left[\varphi _0(t,x)\right]|Z|T.$$
(10)
The shift of the soliton masses from the BPS bound is then
$$\mathrm{\Delta }M=M|Z|e^{2\mathrm{\Delta }A_{\mathrm{min}}},$$
(11)
where the factor of $`2`$ in the exponent is due to the fermion zero modes. We will comment more on this factor in Section 4.
The central result of the present work is as follows. The determination of the minimizing trajectory $`\varphi _0(t,x)`$ (in the Euclidean time) reduces to the problem of determining the BPS wall junction in the $`(1+2)`$-dimensional theory, in which the $`(1+1)`$-dimensional model under consideration is embedded. The embedding is trivial. Indeed, if the original model is a $`(1+1)`$-dimensional slice of the four dimensional Wess-Zumino model, the one in which we embed is a $`(1+2)`$-dimensional slice of the very same model. From this remark it is clear that the formalism we discuss is applicable, generally speaking, in the supersymmetric theories with extended supersymmetry ($`𝒩=2`$ or $`𝒩=4`$). In fact, since the solitons – the “walls” and “wall junctions” – are static, we will have to deal with one- and two-dimensional problems, respectively.
The energy distribution for the interpolating configuration $`\varphi _0(t,x)`$ is schematically depicted in Fig. 3. It is nothing but an adaptation of the standard four-wall junction on the cylinder world sheet. The equation for the BPS wall junction has the form
$$\frac{\varphi }{\zeta }=\frac{1}{2}\frac{d\overline{𝒲}}{d\overline{\varphi }},$$
(12)
where $`\zeta `$ is the complex variable $`\zeta =x+it`$, and $`_\zeta =1/2(_xı_t)`$. The solution to this equation, if it exists, is $`1/4`$ BPS saturated. Equation (12) was first derived in . The fact that the solution of Eq. (12) minimizes the Euclidean action is quite obvious. Indeed,
$`A`$ $`=`$ $`{\displaystyle 𝑑t𝑑x\left(\left|\frac{\varphi }{t}\right|^2+\left|\frac{\varphi }{x}\right|^2+\left|\frac{d𝒲}{d\varphi }\right|^2\right)},`$
$`=`$ $`{\displaystyle 𝑑t𝑑x\left(2\frac{\varphi }{\zeta }\frac{d\overline{𝒲}}{d\overline{\varphi }}\right)\left(2\frac{\overline{\varphi }}{\overline{\zeta }}\frac{d𝒲}{d\varphi }\right)}+\mathrm{surface}\mathrm{terms}.`$
The surface terms are unambiguously fixed by the boundary conditions, Eqs. (7) and (8), and by the periodicity condition $`\varphi (t,x+L)=\varphi (t,x)`$. Thus, the construction is quite analogous to the instanton self-duality equation in the Yang-Mills theory or the two-dimensional $`O(3)`$ sigma model, where the surface terms are topological charges.
In the supersymmetric model under consideration the surface terms are proportional to two distinct central charges which exist in the superalgebra . One central charge is related to the junction “spokes”. In fact, this was discussed above, see Eq. (1). Another central charge is related to the junction “hub”.
In what follows we will assume the circumference of the world sheet cylinder to be large. This is sufficient to ensure the applicability of the quasi-classical approximation.
In the quasi-classical limit $`L\mathrm{}`$ the central charge related to the junction is subdominant. From Fig. 3, it is evident that at $`L\mathrm{}`$ the minimal action is
$$\mathrm{\Delta }A_{\mathrm{min}}=L\sigma ,$$
(14)
where $`\sigma `$ is the tension of the horizontal “wall”,
$$\sigma =2(I_rI_l).$$
(15)
The effect of the “hub” is subdominant, it is proportional to $`L^0`$, and may be of the same order as the pre-exponential factors due to the zero modes. Thus,
$$M|Z|e^{4(I_rI_l)L}.$$
(16)
In the next section we will consider a concrete model, which seems to present an instructive example. In this particular model we calculate for $`\mathrm{\Delta }A_{\mathrm{min}}`$ both the linear term in $`L`$ and, for the sake of completeness, the next to leading term associated with the $`(1/2,1/2)`$ central charge, the “hub”.
The remainder of the paper presents an illustration and elaboration of the above general results.
## 3 An (instructive) example
In this section we apply the previous considerations to a specific model which was first introduced in . We consider a generalized Wess-Zumino model for which
$$𝒦(\mathrm{\Phi },\overline{\mathrm{\Phi }})=\mathrm{\Phi }\overline{\mathrm{\Phi }},d𝒲=\frac{4\pi }{2\mathrm{cos}\mathrm{\Phi }}d\mathrm{\Phi },$$
(17)
where $`d𝒲/d\mathrm{\Phi }`$ is a single-valued function derived from the multi-valued superpotential
$$𝒲=\frac{8\pi }{\sqrt{3}}\mathrm{arctan}\left(\sqrt{3}\mathrm{tan}\frac{\mathrm{\Phi }}{2}\right).$$
(18)
The model possesses only a run-away vacuum $`|\mathrm{Im}(\varphi )|\mathrm{}`$. It is stabilized by solitons, which at the classical level are solutions to the BPS equation given by Eq. (4).
The target space has the topology of a cylinder ($`\mathrm{}<\mathrm{Im}(\varphi )<+\mathrm{},\pi \mathrm{Re}(\varphi )\pi `$), with the poles of the scalar potential,
$$(\varphi _{})_{1,2}=\pm ı\mathrm{log}\left(2+\sqrt{3}\right),$$
(19)
removed. Each soliton solution belongs to one of three homotopy classes, $`\mathrm{\Gamma }_1`$, $`\mathrm{\Gamma }_2`$ and $`\mathrm{\Gamma }_3`$. Solutions in $`\mathrm{\Gamma }_1`$ wind around the target space cylinder, whereas solutions in $`\mathrm{\Gamma }_2`$ and $`\mathrm{\Gamma }_3`$ wind around the points that are removed from the target space (see Fig. 4). Each solution in $`\mathrm{\Gamma }_1`$ has a mirror image in the real axis of the complex $`\varphi `$ plane that belongs to the same class, except for a real soliton, which is invariant under this transformation. Solutions in $`\mathrm{\Gamma }_2`$ are mapped to solutions in $`\mathrm{\Gamma }_3`$ and vice versa. The solutions in all homotopy classes have equal period,
$$\mathrm{\Delta }𝒲=\frac{8\pi ^2}{\sqrt{3}}.$$
(20)
As explained in Section 2, the constant of motion $`I=\mathrm{Im}\left(𝒲\right)`$ (remember, $`\delta =0`$) may be used to mark all solutions to the BPS equation. The BPS solitons in homotopy class $`\mathrm{\Gamma }_2`$ and $`\mathrm{\Gamma }_3`$ are obtained for $`I(\mathrm{},I_l)`$ and $`I(I_r,+\mathrm{})`$ respectively, with $`I_l=I_c`$ and $`I_r=+I_c`$, and
$$I_c=\frac{8\pi }{\sqrt{3}}\mathrm{arctanh}\frac{1}{\sqrt{3}}.$$
(21)
The classically BPS saturated solitons in homotopy class $`\mathrm{\Gamma }_1`$ are obtained for $`I(I_l,I_r)`$. The period function $`\mathrm{}(I)`$ was plotted in Ref. ; this function is positive, it is symmetric under reflection in $`I=0`$, and it monotonically increases from $`\mathrm{}(I)0`$ at $`I\mathrm{}`$ to $`\mathrm{}\mathrm{}`$ at $`II_l`$. Between $`I=I_l`$ and $`I=I_r`$, the period function reaches a minimum value $`\mathrm{}=1`$ for $`I=0`$, where the classically BPS saturated soliton is real.
For a given circumference $`L`$ of the compact dimension, the allowed solitons with winding number $`N`$ are obtained from the equation $`N\mathrm{}(I)=L`$. The energy of BPS saturated solitons is independent of $`L`$ and given by
$$M_{\mathrm{BPS}}=\left|Z\right|=\frac{16N\pi ^2}{\sqrt{3}}.$$
(22)
In this paper we explicitly discuss solitons with winding number $`N=1`$, but the results can be trivially extended to arbitrary values of $`N`$. In the present model, there are two BPS saturated solitons if $`L<1`$, one in homotopy class $`\mathrm{\Gamma }_2`$ and one in $`\mathrm{\Gamma }_3`$. If $`L>1`$ there are four classically BPS saturated solitons, two in homotopy class $`\mathrm{\Gamma }_1`$ and one each in $`\mathrm{\Gamma }_2`$ and $`\mathrm{\Gamma }_3`$.
It turns out that for practical purposes, it is convenient to mark the class $`\mathrm{\Gamma }_1`$ solitons by the quantity $`B`$, the imaginary part of $`\varphi `$ when the real part of $`\varphi `$ is equal to $`\pi `$. There is a one to one correspondence between $`B`$ and $`I`$ that takes the form
$$I=\frac{8\pi }{\sqrt{3}}\mathrm{arctanh}\left(\frac{1}{\sqrt{3}}\mathrm{tanh}\frac{B}{2}\right),$$
(23)
so that for the critical solitons $`B(\pm I_c)\pm \mathrm{}`$, and $`B=0`$ for $`I=0`$.
### 3.1 Non-BPS solitons for $`L<1`$.
Even though there are no BPS solitons in homotopy class $`\mathrm{\Gamma }_1`$ when $`L<1`$, this does not preclude the existence of non-BPS solitons in the same homotopy class. The energy of such objects is above the BPS bound, but they are static and topologically stable.
To address this issue we study static solutions to the second order equations of motion. The kinetic energy is minimal for the shortest path in the complex $`\varphi `$ plane, which means straight lines connecting equivalent points. In addition, the scalar potential has a saddle point at the origin in the target space and has ridges originating from this saddle point on the real axis. This means that there is a static real solution to the second order equation of motion for any value of $`L`$. For $`L=1`$ such a solution saturates the BPS bound. For $`L<1`$, the kinetic energy dominates and the total energy is minimized by the straight line on the real axis in the complex $`\varphi `$ plane. Moreover, there are no BPS saturated solitons of the same homotopy class in this regime; the real soliton is stable because there is nothing to decay into. For $`L>1`$, the kinetic energy does not dominate any more; there are other static solutions that are not straight lines in the complex $`\varphi `$ plane that actually have lower total energy, the BPS saturated complex solitons. In this regime, the real soliton is unstable. We will discuss it in the next section.
For $`L1`$, the real non-BPS soliton is approximately given by
$$\varphi (x)=2\pi \frac{x}{L},$$
(24)
where $`x`$ ranges between $`L/2`$ and $`L/2`$. For this configuration, the kinetic energy is given by
$$K=_{L/2}^{L/2}𝑑x\left(\frac{2\pi }{L}\right)^2=\frac{4\pi ^2}{L},$$
(25)
while the potential energy is
$$U=_{L/2}^{L/2}𝑑x\frac{16\pi ^2}{(2\mathrm{cos}2\pi x/L)^2}=\frac{32L\pi ^2}{3\sqrt{3}}.$$
(26)
For $`L1`$, the energy of the soliton therefore approaches $`M_{\mathrm{sol}}=U+K`$. In Fig. 5a) we show the BPS bound and the approximate soliton energy for small $`L`$, together with the numerically calculated energy of the non-BPS soliton.
### 3.2 Sphaleron for $`L>1`$.
The real, static solution of the second order equation of motion persists even for $`L>1`$. In this regime, the soliton is unstable and we will refer to it as a sphaleron, by analogy with the sphaleron in the Yang-Mills theory . As in the Yang-Mills theory, the sphaleron mass in our problem will give the height of the barrier under which the solitons $`(l)`$ tunnels into $`(r)`$ and vice versa. Because the solution is real, the second order equation of motion with vanishing time derivative can be integrated. In fact, the equation of motion is identical to the equation describing the one-dimensional motion of a particle moving in the potential $`V(x)`$. The implicit solution for $`\varphi `$ is
$$xx_0=_0^\varphi 𝑑\theta /\sqrt{V(\theta )+V_0},$$
(27)
where $`V_0`$ is an integration constant (equivalent to the total energy of the particle). The solution $`\varphi (x)`$ is periodic modulo $`2\pi `$ with wavelength $`\mathrm{}(V_0)`$. The constant $`V_0`$ has to be adjusted so that the wavelength of the solution (which corresponds to the “time” it takes for the particle to move around the circle) is equal to the circumference $`L`$ of the compact dimension, that is $`\mathrm{}(V_0)=L`$. This equation has one solution for any positive value of $`L`$. The method to determine $`V_0`$ is similar to the procedure that was used to select $`I`$ in the case of the BPS solitons. The energy of the real soliton/sphaleron is equal to
$$M_{\mathrm{sphal}}=_\pi ^\pi 𝑑\varphi \mathrm{\hspace{0.17em}2}\sqrt{V(\varphi )+V_0}V_0L.$$
(28)
This energy can be explicitly determined in various limits. For $`V_00`$, the real soliton of the previous section is obtained, with $`\sqrt{V_0}=2\pi /L`$ (this corresponds to a particle with so much kinetic energy that it hardly notices the potential), whereas for $`V_0=0`$ the solution is equal to the real BPS saturated soliton with $`L=1`$ and energy equal to the BPS bound. When $`V_0`$ is close to minus the minimum value of the potential, $`V_016\pi ^2/9`$, then $`L1`$ and the energy increases linearly in $`L`$,
$$M_{\mathrm{sphal}}=\frac{8\pi ^2}{\sqrt{3}}+\frac{16\pi }{3}\mathrm{log}\frac{\sqrt{3}+1}{\sqrt{3}1}+\frac{16\pi ^2}{9}L+\mathrm{},$$
(29)
where the ellipsis indicate terms that vanish in the limit $`L\mathrm{}`$. (This last situation corresponds to a particle with just barely enough energy to reach the top of the hill). In Fig. 5b) we show the mass of the BPS saturated soliton and the approximate sphaleron energy for large $`L`$ in Eq. (29), together with the actual numerically calculated energy of the sphaleron.
### 3.3 The Tunneling Action.
For any value $`L>1`$, there are four classical BPS saturated solitons, two in class $`\mathrm{\Gamma }_1`$ and one each in class $`\mathrm{\Gamma }_2`$ and $`\mathrm{\Gamma }_3`$ . The two solitons in class $`\mathrm{\Gamma }_1`$ are marked by values of $`B`$ that have the same magnitude but opposite sign. They are mapped onto each other in the complex $`\varphi `$ plane by reflection in the real axis. In order to distinguish these two solitons, we will refer to them as the $`(l)`$ soliton when $`B`$ is negative, and the $`(r)`$ soliton when $`B`$ is positive. Tunneling mixes the two class $`\mathrm{\Gamma }_1`$ solitons, and, as a consequence, their mass is lifted above the BPS bound. The class $`\mathrm{\Gamma }_2`$ and $`\mathrm{\Gamma }_3`$ BPS solitons do not mix; the tunneling action is infinite since the cycle would have to be moved across the poles (see Fig. 4); but the $`(l)`$ and the $`(r)`$ solitons can be deformed into each other without crossing a pole. The energy barrier that separates them is therefore finite, see Fig. 5. In addition, at $`L1`$ the barrier is high, and the quasi-classical approximation is applicable. According to our previous considerations, the two shortened supermultiplets pair up to form a full representation, and the mass is lifted from the BPS bound.
#### 3.3.1 BPS bound on the tunneling action
Here we will derive the BPS bound on the tunneling action for the specific model under consideration using the methodology outlined in Section 2. The bound is saturated if the instanton configuration that interpolates between the $`(r)`$ soliton at $`T=\mathrm{}`$ and the $`(l)`$ soliton at $`T=\mathrm{}`$ satisfies the two-dimensional BPS equation given in Eq. (12); in Section 3.3.2 we will use numerical methods to show that the instanton is indeed BPS saturated.
In order to determine the surface terms in Eq. (2), the BPS bound on the Euclidean action can be written as
$$A_{\mathrm{BPS}}=𝑑t𝑑x\left[2\stackrel{}{}\stackrel{}{S}(\stackrel{}{}\stackrel{}{a})_z\right],$$
(30)
where
$$\stackrel{}{S}=\left[\begin{array}{c}\mathrm{Re}\left(𝒲\right)\\ \mathrm{Im}\left(𝒲\right)\end{array}\right],\stackrel{}{a}=\left[\begin{array}{c}\mathrm{Im}(\varphi _x\overline{\varphi })\\ \mathrm{Im}(\varphi _t\overline{\varphi })\end{array}\right],$$
(31)
and we have used $`(\stackrel{}{}\stackrel{}{a})_z`$ as short-hand for $`_xa_t_ta_x`$. Then application of Gauss’ and Stoke’s theorems converts the surface integral in Eq. (30) into contour integrals over the boundaries of the surface, i.e.
$$A_{\mathrm{BPS}}=2\stackrel{}{S}𝑑\stackrel{}{n}\stackrel{}{a}𝑑\stackrel{}{x}$$
(32)
As noted in Section 2, this is the same equation derived in Ref. for the BPS bound on the energy of domain wall junctions. In the first integral in Eq. (32), $`d\stackrel{}{n}`$ is an infinitesimal vector perpendicular to the contour with length $`|d\stackrel{}{x}|`$, pointing outwards from the enclosed area. In the second integral, $`d\stackrel{}{x}`$ is an infinitesimal vector tangential to the contour, and the contour must be followed counter-clockwise.
The problem of calculating the Euclidean action is therefore equivalent to the calculation of the energy of a domain wall junctions, with the solitons corresponding to domain walls. The BPS bound on the action is completely specified by the boundary conditions. We have to deal properly with the fact that the $`x`$ direction in our model is compact. In Fig. 6 we show the boundary conditions in the $`x,t`$ plane; at $`t=T/2`$ the field $`\varphi (x,t)`$ is equal to the $`(l)`$ soliton, $`\varphi (x,T/2)=\varphi _l(x)`$, where the $`(l)`$ soliton is positioned so that it has its maximum energy density at $`x=0`$. Similarly, at $`t=+T/2`$ the field $`\varphi (x,t)`$ is equal to the $`(r)`$ soliton, $`\varphi (x,+T/2)=\varphi _r(x)`$, where the $`(r)`$ soliton is also positioned so that it reaches its maximum energy density at $`x=0`$. We always have in mind the limit that $`T`$ is very large. For $`x=L/2`$ and $`x=L/2`$, periodic (modulo $`2\pi `$) boundary conditions have to be imposed, $`\varphi (L/2,t)=\varphi (L/2,t)2\pi `$, as the space dimension is compact.
The contour of the integrals in Eq. (32) follows the edges of the rectangle in Fig. 6. Special care must be taken with the integrals over the vertical edges, at $`x=\pm L/2`$. Naively, one might think that these contributions vanish, but because both the superpotential and the field are multi-valued, these integrals do in fact contribute.
Before calculating the integrals in Eq. (32), let us first determine the dominant contribution from the vertical wall in the large $`L`$ limit. As stated in Section 2, this contribution is just $`L`$ times the tension $`\sigma `$ of the horizontal “wall” in Fig. 6. If $`L`$ is large, then the absolute value of $`B`$, the parameter that marks the $`(r)`$ and $`(l)`$ solitons, becomes large. In fact, the absolute value of $`B`$ increases logarithmically with $`L`$. Except for points in space near the center of the soliton where the energy density is maximal, the soliton field is approximately equal to $`\pm \pi \pm ıB`$, where the second $`\pm `$ refers to the $`(r)`$ and $`(l)`$ soliton, respectively. For $`\delta =\pm \pi /2`$, there is a solution to the BPS equation that takes the form $`\varphi =\pm \pi +ıf(t)`$, where $`f(t)\pm \mathrm{}`$ for $`t\pm \mathrm{}`$. The tension of the horizontal “wall” $`\sigma `$ is equal to the tension of this solution. The leading contribution to $`\mathrm{\Delta }A`$, linear in $`L`$, is therefore
$$\mathrm{\Delta }A=\sigma L+\mathrm{}=\frac{32\pi L}{\sqrt{3}}\mathrm{arctanh}\left(\frac{1}{\sqrt{3}}\right)+\mathrm{},$$
(33)
where the ellipsis indicate subleading terms in $`L`$. We will now uncover these subleading terms, which contribute to the pre-exponential factor in the tunneling amplitude. We will first determine the contributions from the spokes in Fig. 6 and then the hub.
#### Spoke contributions
We first simultaneously calculate the contributions of the first integral in Eq. (32) over the left and right edges of the rectangle in Fig. 6,
$$A_1=2_{T/2}^{T/2}𝑑t\left[\mathrm{Re}\left(𝒲\right)|_{x=L/2}\mathrm{Re}\left(𝒲\right)|_{x=L/2}\right].$$
(34)
In order to calculate $`A_1`$, it is necessary to exploit some symmetries of the soliton solutions. Apart from the translational invariance (modulo $`2\pi `$)
$$\varphi (x+L)=2\pi +\varphi (x),$$
(35)
the soliton solutions have the following two symmetry properties
$$\mathrm{Re}\left[\varphi (L/2+x)\right]=2\pi \mathrm{Re}\left[\varphi (L/2x)\right],$$
(36)
and
$$\mathrm{Im}\left[\varphi (L/2+x)\right]=\mathrm{Im}\left[\varphi (L/2x)\right].$$
(37)
If the symmetry in Eq. (36) is preserved by the instanton configuration, the interpolating field necessarily takes the form
$$\begin{array}{c}\varphi (L/2,t)=\pi +ıB(L,t)\hfill \\ \varphi (L/2,t)=\pi +ıB(L,t),\hfill \end{array}$$
(38)
at the left and right edges of the rectangle in Fig. 6, at $`x=\pm L/2`$, where $`B(L,t)`$ is a function interpolating between $`B(L)`$ at $`t=T/2`$ and $`B(L)`$ at $`t=T/2`$. However, from the identity
$$𝒲(\pm \pi +ıB)\frac{8\pi }{\sqrt{3}}\left[\pm \frac{\pi }{2}+ı\mathrm{arctanh}\left(\frac{1}{\sqrt{3}}\mathrm{tanh}\frac{B}{2}\right)\right],$$
(39)
it is clear that the difference between the two integrands above does not depend on the function $`B(L,t)`$ at all. The contribution $`A_1`$ is therefore given by
$$A_1=\frac{16\pi ^2}{\sqrt{3}}T.$$
(40)
This is just $`T`$ times the BPS bound on the soliton mass, or the Euclidean action in the absence of the tunneling transition.
Next, we simultaneously calculate the contributions of the first integral in Eq. (32) over the top and bottom edges of the rectangle in Fig. 6,
$$A_2=2_{L/2}^{L/2}𝑑x\left[\mathrm{Im}\left(𝒲\right)|_{t=T/2}\mathrm{Im}\left(𝒲\right)|_{t=T/2}\right].$$
(41)
Here the integrands are just the constants of motion for the soliton solutions, so that $`A_2=2I_r2I_l=4I_r`$, and $`I_r`$ and $`I_l`$ mark the $`(r)`$ and the $`(l)`$ soliton, respectively. Therefore, in terms of $`B(L)`$, the value of $`B`$ that marks the $`(r)`$ soliton for a compact dimension with circumference $`L`$, we obtain
$$A_2=\frac{32\pi }{\sqrt{3}}L\mathrm{arctanh}\left(\frac{1}{\sqrt{3}}\mathrm{tanh}\frac{B(L)}{2}\right).$$
(42)
For large $`L`$, such that $`B(L)2`$, this reduces to $`A_2=\sigma L`$, the dominant contribution to the action that was already obtained in Eq. (33).
#### Hub contributions
We first simultaneously calculate the contribution of the second integral in Eq. (32) over the vertical edges in Fig. 6,
$$A_3=_{T/2}^{T/2}𝑑t\left[\mathrm{Im}\left(\varphi _t\overline{\varphi }\right)|_{x=L/2}\mathrm{Im}\left(\varphi _t\overline{\varphi }\right)|_{x=L/2}\right].$$
(43)
Using the form of $`\varphi `$ for $`x=\pm L/2`$ given in Eq. (38), this contribution can be calculated and yields
$$A_3=2\pi _{T/2}^{T/2}𝑑t_tB(L,t)=4\pi B(L).$$
(44)
Finally, we simultaneously calculate the contribution of the second integral in Eq. (32) over the horizontal edges in Fig. 6,
$$A_4=_{L/2}^{L/2}𝑑x\left[\mathrm{Im}\left(\varphi _x\overline{\varphi }\right)|_{t=T/2}\mathrm{Im}\left(\varphi _x\overline{\varphi }\right)|_{t=T/2}\right].$$
(45)
The $`(r)`$ and $`(l)`$ soliton are mapped onto each other by the transformation
$$\mathrm{Im}[\varphi (x)]\mathrm{Im}[\varphi (x)].$$
(46)
At the top and bottom edges of the rectangle in Fig. 6, the field $`\varphi `$ therefore takes the form
$$\begin{array}{c}\varphi (x,T/2)=a(x)+ıb(x),\hfill \\ \varphi (x,T/2)=a(x)ıb(x),\hfill \end{array}$$
where $`a(x)`$ and $`b(x)`$ are real, and $`a(\pm L/2)=\pm \pi `$ and $`b(\pm L/2)=B(L)`$. The integral can now be calculated and yields
$$A_4=2_{L/2}^{L/2}𝑑x\left(a_xbb_xa\right)=4\pi B(L)2S(L),$$
(47)
where
$$S(L)=2_{L/2}^{L/2}𝑑xb_xa=2_{x=L/2}^{x=L/2}𝑑ab=2_\pi ^\pi 𝑑ab,$$
(48)
is the area in the complex $`\varphi `$ plane between the $`(l)`$ and $`(r)`$ soliton configurations (see Fig. 7).
The hub contribution to the action is thus seen to be equal to minus twice the area traced by the instanton in the complex $`\varphi `$ plane, $`A_{\mathrm{hub}}=A_3+A_4=2S(L)`$. In Ref. it was shown, within the context of domain wall junctions, that this result is valid in general and goes beyond the specific model we consider here. We also note that $`A_{\mathrm{hub}}`$ is negative, in agreement with the general considerations in Ref. . The total semi-classical Euclidan tunneling action is
$`\mathrm{\Delta }A_{\mathrm{BPS}}`$ $`=`$ $`A_2+A_3+A_4,`$ (49)
$`=`$ $`{\displaystyle \frac{32\pi }{\sqrt{3}}}L\mathrm{arctanh}\left({\displaystyle \frac{1}{\sqrt{3}}}\mathrm{tanh}{\displaystyle \frac{B(L)}{2}}\right)2S(L).`$
We have calculated each contribution in terms of the functions $`B(L)`$ and $`S(L)`$. These functions depend only on the initial and the final soliton configuration. In the large $`L`$ limit they take the form
$$S(L)=2\pi \mathrm{log}L+\mathrm{},$$
(50)
and
$$B(L)=\mathrm{log}L+\mathrm{},$$
(51)
where the ellipsis indicate terms that are finite or suppressed. We observe that the hub contribution depends logarithmically on $`L`$, in contrast with the situation for the domain wall junctions in models with infinite space dimensions, for example those considered in , where the hub contribution to the energy of the junction is finite. The difference is that for those models the energy density falls off exponentially fast away from the domain walls, whereas in the present model the energy density only falls off like the second power of the inverse distance to the wall. The circumference $`L`$ of the compact dimension in a sense acts like an infrared regulator. In the large $`L`$ limit, the dominant and subdominant terms in tunneling action are given by
$$\mathrm{\Delta }A\frac{32\pi }{\sqrt{3}}L\mathrm{arctanh}\frac{1}{\sqrt{3}}4\pi \mathrm{log}L+\mathrm{},$$
(52)
where the subdominant term contributes to the pre-exponential factor in the tunneling amplitude.
#### 3.3.2 BPS saturation of the instanton configuration
The calculation in the previous section of the tunneling action hinges on the question whether a BPS saturated instanton configuration exists. The explicit form of such a configuration is not needed. In this section we use numerical analysis to address the question if a BPS saturated instanton configuration exists in this specific model. In order to numerically determine the instanton configuration, we embedded the model in $`d=2+1`$ dimensions. One of the space dimensions is compact and the other space dimension represents the original Euclidean time. The new time is just an auxiliary construction. An initial configuration smoothly interpolates between the $`(l)`$ and $`(r)`$ solitons. The second order equations of motions are then evaluated and at the same time the system is cooled. The instanton configuration then emerges as a domain wall junction.
We simulated the second order equations of motion on a lattice using a forward predicting algorithm similar to the one used in . A complication arises due to the fact that both space and the target space have the topology of a cylinder, so that proper periodic boundary conditions had to be implemented.
The lattice spacing was chosen to be much smaller than the width of the solitons. At the same time the size of the lattice was taken to be much larger than the soliton width. We performed the numerical calculation of the tunneling action for values of $`L`$ ranging from $`L=2`$ up to $`L=6`$. The semi-classical tunneling action is only physically meaningful for larger values of $`L`$. However, the computation time increases rapidly with $`L`$. As shown in Fig. 8, the calculated value for the tunneling action with the numerically determined instanton configuration saturates the BPS bound in Eq. (49). As there is no reason to think otherwise, we are confident that this saturation also occurs for larger values of $`L`$.
## 4 Quantum-mechanical description
Under certain conditions on the superpotential $`𝒲`$ (and the Kähler potential $`𝒦`$, if it is non-trivial) it may be possible to develop a quantum-mechanical description of the tunneling of the distinct solitons resulting in the loss of their BPS saturation. Such an approach is valid provided there is a certain direction in the functional space which is much softer than all other “perpendicular” directions, and the tunneling occurs in this “soft” direction. Then all “perpendicular” degrees of freedom (there are infinitely many of them) can be integrated out and what is left is the quantum-mechanical motion of the center of mass plus the quantum mechanical dynamics of this particular soft degree of freedom. The motion of the center of mass is irrelevant, of course. It is always assumed that the soliton is at rest.
The example considered in Section 3 contains no adjustable parameters (except $`L`$), so that one does not expect to find a specifically soft excitation mode in the soliton background. Therefore, in this case the quantum-mechanical description (with one bosonic variable) would describe the system only qualitatively. It is not difficult, however, to modify the superpotential to create a soft mode. To this end, let us consider the superpotential
$$d𝒲=\frac{4\pi }{2\beta \mathrm{cos}\mathrm{\Phi }}d\mathrm{\Phi },$$
(53)
which introduces a parameter $`\beta `$ in the superpotential (17), without changing anything else. At very small $`\beta `$ and large $`L`$,
$$\mathrm{log}\frac{4}{\beta }L1,$$
(54)
the $`x`$ dependence of the imaginary part of $`\varphi `$ becomes weak, and the softest mode corresponding to varying $`\mathrm{Im}(\varphi )`$ is much softer than all other modes. (We treat $`L`$ as a fixed parameter, while $`\beta `$ can be made as small as desired.) Then we can define our quantum mechanical variable $`B`$ such that $`B`$ is the value of $`\mathrm{Im}(\varphi )`$ (for definiteness, at $`\mathrm{Re}(\varphi )=\pm \pi `$). At the classical equilibrium
$$B_0=\pm \mathrm{log}(L/\beta )+\mathrm{const}.(L1).$$
(55)
The positive value of $`B_0`$ corresponds to the $`(r)`$ soliton, the negative to the $`(l)`$ soliton. Both are classically BPS saturated. To roll over from positive to negative $`B`$, the system has to tunnel under the barrier at $`B=0`$.
Before passing to the discussion of supersymmetric quantum mechanics for the variable $`B`$ we have to present a few formula from Section 3 in a modified form which includes the parameter $`\beta `$, see Eq. (53).
The superpotential with the additional parameter $`\beta `$ takes the form
$$𝒲=\frac{8\pi }{\sqrt{4\beta ^2}}\mathrm{arctan}\left(\sqrt{\frac{2+\beta }{2\beta }}\mathrm{tan}\frac{\varphi }{2}\right).$$
(56)
The poles of the scalar potential are located on the imaginary axis at
$$\varphi =\pm ı\mathrm{log}\frac{2}{\beta }\left(1+\sqrt{1\frac{\beta ^2}{4}}\right),$$
(57)
so at small $`\beta `$ they move further away from each other. The energy of the classical BPS saturated soliton is
$$M_{\mathrm{BPS}}Z=\frac{16\pi ^2}{\sqrt{4\beta ^2}}8\pi ^2\text{at}\beta 0.$$
(58)
Finally, in the limit of large $`L`$ the sphaleron energy is equal to
$`M_{\mathrm{sphal}}`$ $`=`$ $`M_{\mathrm{BPS}}{\displaystyle \frac{32\pi }{\sqrt{4\beta ^2}}}\mathrm{arctan}{\displaystyle \frac{\sqrt{2\beta }}{\sqrt{\beta }}}+{\displaystyle \frac{16\pi }{2+\beta }}\mathrm{log}{\displaystyle \frac{\sqrt{2+\beta }+\sqrt{\beta }}{\sqrt{2+\beta }\sqrt{\beta }}}`$ (59)
$`+{\displaystyle \frac{16\pi ^2}{(2+\beta )^2}}L`$
$``$ $`M_{\mathrm{BPS}}+4\pi ^2L+\mathrm{const}.\text{at}\beta 0.`$
We recall that the difference between the sphaleron energy and the classical soliton mass measures the height of the tunneling barrier. The tunneling action as a function of $`\beta `$ becomes
$$\mathrm{\Delta }A=\frac{32\pi L}{\sqrt{4\beta ^2}}\mathrm{arctanh}\sqrt{\frac{2\beta }{2+\beta }}8\pi L\mathrm{log}\frac{4}{\beta }\text{at}\beta 0.$$
(60)
Now we pass to the quantum-mechanical treatment. To begin, let us recall some general aspects. A general algebraic consideration of the BPS soliton dynamics in the extreme non-relativistic limit is carried out in . We will adapt it here for our purposes.
The superalgebra we deal with has four supercharges and a central charge $`Z`$ (the latter is real in the problem at hand). In the extreme nonrelativistic limit it can be represented as (in the soliton rest-frame)
$`Q_2^1`$ $`=`$ $`\sqrt{2Z}\tau _1\sigma _3+\mathrm{},Q_1^2=\sqrt{2Z}\tau _2\sigma _3+\mathrm{},`$
$`Q_1^1`$ $`=`$ $`I{\displaystyle \frac{1}{2\sqrt{m}}}\left[p\sigma _1+W^{}(B)\sigma _2\right],Q_2^2=I{\displaystyle \frac{1}{2\sqrt{m}}}\left[p\sigma _2W^{}(B)\sigma _1\right],`$ (61)
where
$$p=id/dB$$
and $`m`$ is an effective inertia coefficient for the variable $`B`$ (“mass”). The dots in the first line in Eq. (61) stand for higher order terms in the nonrelativistic expansion. Moreover, $`W(B)`$ is the quantum-mechanical superpotential (not to be confused with the field-theoretic superpotential $`𝒲`$). The algebra (61) has, as its subalgebra, Witten’s quantum mechanics .
In principle, $`W(B)`$ could be calculated from the underlying field theory, in the same way as it was done in a related problem in Ref. . We will not do this calculation in full, since our purpose here is mainly illustrative. Instead, we will present a simplified superpotential which properly conveys qualitative features of the actual superpotential: (i) the existence of two zeros of $`W^{}(B)`$ at $`B=\pm |B_0|`$ (double-well potential); (ii) the existence of the barrier at $`B`$ near zero, with the maximum at zero, and with the height coinciding with $`M_{\mathrm{sphal}}Z=4\pi ^2L`$.
The corresponding superpotential and Hamiltonian have the form
$`W`$ $`=`$ $`k\left({\displaystyle \frac{B^3}{3}}+B_0^2B\right),`$
$`H`$ $`=`$ $`{\displaystyle \frac{p^2}{2m}}+{\displaystyle \frac{1}{2m}}(W^{})^2+{\displaystyle \frac{1}{2m}}\sigma _3W^{\prime \prime },`$ (62)
where
$`B_0`$ $`=`$ $`\mathrm{log}L/\beta `$
$`k`$ $`=`$ $`6\pi L{\displaystyle \frac{\mathrm{log}4/\beta }{\mathrm{log}^3L/\beta }}`$ (63)
$`m`$ $`=`$ $`{\displaystyle \frac{9}{2}}L{\displaystyle \frac{\mathrm{log}^24/\beta }{\mathrm{log}^2L/\beta }}`$
(Note that the overall two-by-two unit matrix following from the second line in Eq. (61) is omitted in $`H`$. Its just replicates the states, in two copies each. We will keep it in mind.)
$`B_0^2`$ is a function of $`L`$, which is logarithmically large and positive at large $`L`$. As $`L`$ decreases, $`B_0^2`$ decreases too, and goes to zero at $`L=1`$. (To see that this is the case, one should inspect the exact expression for $`B_0`$ rather than the asymptotic form in Eq.(4) valid at large $`L`$.) Below this point $`B_0^2<0`$, and the Hamiltonian has no supersymmetric solution at the classical level. The Witten index of the system under consideration is zero.
At positive $`B_0^2`$ there are two classical solutions of the equation $`W^{}=0`$, corresponding to two classical vacua. The tunneling between them was thoroughly studied, see e.g. . The one-instanton action is obviously
$$A_{\mathrm{inst}}=\left[W(B=|B_0|)W(B=|B_0|)\right]\mathrm{\Delta }W=\frac{4k}{3}|B_0|^3.$$
(64)
The instanton transition is accompanied by a fermion zero mode, which suppresses all one-instanton amplitudes. The shift of the ground state from zero is given by the instanton–anti-instanton transition and is proportional to $`\mathrm{exp}(2A_{\mathrm{inst}})`$ (for further details see ). This can also clearly be seen from the Hamiltonian (62) which has a strictly conserved quantum number, $`[\sigma _3,H]=0`$. The one-instanton transition would flip the spin. The ground state of the Hamiltonian (62) is doubly degenerate, with one spin-up and one spin-down state of energy $`E\mathrm{exp}(2A_{\mathrm{inst}})`$. If we include, in addition, the replication (which was mentioned above) due to the two-by-two unit matrix, we get that the overall number of states is four, as it must be in any non-BPS $`𝒩=2`$ supermultiplet.
To conclude this section, we stress again that although the superpotential specified in Eqs.(62) and (4) correctly reproduces gross features of the tunneling phenomenon, it is definitely not the genuine superpotential that might arise in this problem should we decide to actually calculate it. In particular, it vanishes at small $`\beta `$ only logarithmically, while actually one could expect a power-type suppression.
## 5 Conclusions
In a previous work, Ref., it was observed that in certain $`(1+1)`$-dimensional models with $`𝒩=2`$ supersymmetry and a compact space dimension, tunneling between two distinct, classically BPS saturated solitons lifts their mass above the BPS bound. The two shortened multiplets combine to form one regular $`𝒩=2`$ multiplet. One of the main new assertions in this paper is that the instanton that interpolates between the solitons in the Euclidean time is a $`1/4`$ BPS saturated “domain wall junction.” The semi-classical instanton action is determined by two central charges in the supersymmetry algebra. The action can therefore be determined solely from the solitons that are connected by the instanton; an explicit instanton solution is not necessary.
Under certain conditions the description of the tunneling between the solitons in the field theory can be reduced to a non-relativistic supersymmetric quantum mechanical model. This approach is valid if the direction in the functional space in which the tunneling takes place is much softer than all other directions (except for the zero modes), yet the tunneling action is large. The internal coordinate along this direction then forms the one remaining degree of freedom after all hard degrees of freedom have been “integrated out.”
We illustrated the above observations explicitly in a specific model. The semi-classical tunneling action was determined in the field theory. We used numerical methods to verify that the instanton indeed corresponds to the $`1/4`$ BPS saturated domain wall junction. We also determined a range of parameters for which the tunneling can be described by a quantum mechanical model. Although possible in principle, we did not determine the actual superpotential of the quantum mechanical model in this range. Instead, we determined the parameters of a toy superpotential that is similar to the actual superpotential in all important features.
## Acknowledgements
M.S. and T.t.V. would like to thank A. Losev for interesting discussions, and D.B. would like to acknowledge useful discussions with V. Vento. This work was supported in part by the Department of Energy under Grant No. DE-FG02-94ER40823 and by National Science Foundation under Grant No. PHY94-07194, and by Ministerio de Educación y Cultura under Grant No. DGICYT-PB97-1227.
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# 1 Introduction
## 1 Introduction
There are currently several approaches to Planck-scale physics and of them ‘Noncommutative geometry’ is probably the most radical but also the least well-tested. As Lee Smolin in his lectures at the conference was kind enough to put it, it is ‘promising but too early to tell’. Actually my point of view, which I will explain in these lectures, is that some kind of noncommutative geometry is inevitable whatever route we take to the Planck scale. Whether we evolve our understanding of string theory, compute quasiclassical states in loop-variable quantum gravity, or just investigate the intrinsic mathematical structure of geometry and quantum theory themselves (my own line), all roads will in my opinion lead to some kind of noncommutative geometry as the next more general geometry beyond nonEuclidean that is needed at the Planck scale where both quantum and gravitational effects are strong. I think the need for this and its general features can be demonstrated from simple nontechnical arguments and will try to do this here. These philosophical and conceptual issues are in Section 2.
Beyond this, and definitely a matter of opinion, it seems to me that there is are certain philosophical principles which can serve as a guide to what Planck scale physics should be, in particular what I have called the principle of representation-theoretic self-duality (of which T-duality is one manifestation). I believe that to proceed one has to ask in fact what is the nature of physical reality itself. In fact I do not think that theoretical physicists can any longer afford to shy away from such questions and, indeed, with proposals for Planck-scale physics beginning to emerge it is already clear that some new philosophical basis is going to be needed which will likely be every bit as radical as those that came with quantum mechanics and general relativity. My own radical philosophy in basically takes the reciprocity ideas of Mach to a modern setting. But it also suggests a different concept of reality, which I call relative realism, from the reductionist one that most theoretical physicists are still unwilling to give up (I said it would be radical). This might seem fanciful but what it boils down to in practice is an extension of ideas of Fourier theory to the quantum domain. Section 3 provides a modern introduction to this.
Next I will try to convince you that while there are still several different ideas for what exactly noncommutative geometry should be, there is slowly emerging what I call the ‘quantum groups approach to noncommutative geometry’ which is already fairly complete in the sense that it has the same degree of ‘flabbiness’ as Riemannian geometry (is not tied to specific integrable systems etc.) while at the same time it includes the ‘zoo’ of already known naturally occurring examples, mostly linked to quantum groups. Picture yourself for a moment in the times of Gauss and Riemann; clearly spheres, tori, etc., were evidently examples of something, but of what? In searching for this Riemann was able to formulate the notion of Riemannian manifold as a way to capture known examples like spheres and tori but broad enough to formulate general equations for the intrinsic structure of space itself (or after Einstein, space-time). Theoretical physics today is in a parallel situation with many naturally occurring examples from a variety of sources and a clear need for a general theory. Our approach is based on fiber bundles with quantum group fiber, and we will come to it by the end of the lectures, in Section 6. It includes a working definition of ‘quantum manifold’.
In between, I will try to give you a sense of some noncommutative geometries out there from which our intuition has to be drawn. We will ‘see the sights’ in the land of noncommutative geometry at least from the quantum groups point of view. Just as Lie groups are the simplest Riemannian manifolds, quantum groups are the simplest noncommutative spaces. Their homogeneous spaces are also covered, as well as quantum planes (which are more properly braided groups). We refer to for more on quantum groups themselves.
At the same time, the physics reader will no doubt also want to see testable predictions, detailed models etc. While, in my opinion, it is still too early to rush into building models and making predictions (‘one cannot run before one can walk’) I will focus on at least one toy model of Planck-scale physics using these techniques. This is the Planck-scale quantum group introduced 10 years ago in and exhibiting even then many of the features one might consider important for Planck scale physics today, including duality. This is the topic of Section 4. It is not, however, the ‘theory of everything’ or M-theory etc. I seriously doubt that Einstein could have formulated general relativity without the mathematical definition of a ‘manifold’ having been sorted out by Riemann a century before (and which I would guess had filtered down to Einstein’s mathematical mentors such as Minkowski). In the same way, one really needs to sort out the correct or ‘natural’ definitions of noncommutative geometry some more (in particular the Ricci tensor and stress energy tensor are not yet understood) before making attempts at a full theory with testable predictions. This is on the one hand mathematics but on the other hand it has to be guided by physical intuition with or even without firm predictive models. In fact the structure of the mathematical possibilities of noncommutative geometry (which means for us results in the theory of algebra) can tell us a lot about any actual or effective theory even if it is not presently known.
The general family of bicrossproduct quantum groups arising in this way out of Planck scale physics contains many more examples (it is one of the two main constructions by which quantum groups originated in physics.) For example, there is a quantum group $`(G^{})U(𝔤)`$ for every complex simple Lie algebra $`𝔤`$. All these bicrossproduct quantum groups can be viewed as the actual quantum algebras of observables of actual quantum systems and can be viewed precisely as models unifying quantum and gravity-like effects . For the record, the bicrossproduct construction $``$ was introduced in this context at about the same time (in 1986) but independently of the more well-known quantum groups $`U_q(𝔤)`$ , in particular before I had even heard of V.G. Drinfeld or integrable systems. To this day the two classes of quantum groups, although constructed from the same data $`𝔤`$, have never been directly related (this remains an interesting open problem). The situation is shown in Figure 1. To build a theory of noncommutative geometry we need to include naturally occurring examples such as these.
We also need to include the more traditional noncommutative algebras to which people have traditionally tried to develop geometric pictures, namely the canonical commutation relations algebra $`[x,p]=ı\mathrm{}`$ or its group version the Weyl algebra or ‘noncommutative torus’ $`vu=e^{ı\alpha }uv`$ as in the work of A. Connes. We can also consider the matrix algebras $`M_n()`$ as studied by Dubois-Violette, Madore and others; as we saw seen in the beautiful lecture of Richard Kerner at the conference, one can do a certain amount of noncommutative geometry for such algebras too. On the other hand, in some sense these are actually all the same example in one form or another, i.e. basically the algebra of operators on some Hilbert space (at least for generic $`\alpha `$). These examples and the traditional ideas of vector fields as derivations and points as maximal ideals etc., come from algebraic geometry and predate quantum groups. In my opinion, however, one cannot build a valid noncommutative geometry always on the basis of essentially one example (and a lot of elegant mathematics) – one has to also include the rich vein of practical examples such as the quantum groups above. The latter have a much clearer geometric meaning but very few derivations or maximal ideals etc., i.e. we have to develop a much less obvious noncommutative differential geometry if we are to include them as well as the traditional matrix algebras and of course the commutative case corresponding to usual geometry. This is precisely what has emerged slowly in recent years and that which I will try to explain.
In Section 5 we turn for completeness, to the other and more well-known type of quantum groups, the q-deformed enveloping algebras $`U_q(𝔤)`$. These did not arise at all in connection with Planck scale physics or even directly as the quantisation of any physical system. Rather they are ‘generalised symmetries’ of quantum or lattice integrable systems. Nevertheless they are also examples of noncommutative geometry and, if recent conjectures of Lee Smolin and collaborators prove correct, they are natural descriptions of the noncommutative geometry coming out of the loop variable approach to quantum gravity. The more established meaning of these quantum groups which we will focus on is that they induce braid statistics on particles transforming as their representations. In effect the dichotomy of particles into bosons (force) and fermions (matter) is broken in noncommutative geometry and in fact both are unified with each other and with quantisation. Roughly speaking the meaning of $`q`$ here is a generalisation of the $`1`$ for supersymmetry. So the natural noncommutative geometry here is ‘braided geometry’. Yet at the same time one may write $`q`$ in terms of Planck’s constant or, according to , the cosmological constant. It means that one physical manifestation of quantum gravity effects is as braid (e.g. fractional) statistics.
Finally, more accessible perhaps to many readers will be not so much our proposals for the full noncommutative theory but its semiclassical predictions; in order to be naturally made noncommutative one has to shift ones point of view a little and indeed move to a slightly more general notion of classical Riemannian geometry. The main prediction is that one should replace the notion of metric and its Levi-cevita connection by a notion of nondegenerate 2-tensor (not necessarily symmetric) and the notion of vanishing torsion and vanishing cotorsion. The cotorsion tensor associated to a 2-tensor is a new concept recently introduced in . The resulting self-dual generalisation of the usual metric compatibility becomes
$$_\mu g_{\nu \rho }_\nu g_{\mu \rho }=0.$$
The generalisation allows a synthesis of symplectic and Riemannian geometry, which is a semiclassical analogue of the quantum-gravity unification problem. Not surprisingly, the above ideas turn out to be related at the semiclassical level to other ideas for Planck scale physics such as T-duality for sigma models on Poisson-Lie groups, see .
## 2 The meaning of noncommutative geometry
It stands to reason that if one seriously wants to unify quantum theory and gravity into a single theory with a single elegant point of view, one must first formulate each in the same language. On the side of gravity this is perfectly well-known and we do not need to belabour it; instead of points in a manifold one should and does speak in terms of the algebra of its coordinate functions e.g. (locally) position coordinates $`𝐱`$, say. Geometrical operations can then be expressed in terms of this algebra, for example a vector field might be a derivation on the algebra. ‘Points’ might be maximal ideals. This conventional point of view (called algebraic geometry) doesn’t really work in practice in the noncommutative case, i.e. it needs to be modified, but it is a suitable starting point for the unification.
What about quantum mechanics? Well this too is some kind of algebra, of course noncommutative due to noncommutation relations between position and momentum. So the language we need is that of algebras. We need to modify usual algebraic geometry in such a way that it extends to algebras of observables arising in quantum systems. At the same time we should, I believe, also be guided by finding natural mathematical definitions that both include nontrivial applications in mathematics and encode those algebras in quantum systems which have a clear geometrical structure self-evidently in need of being encoded (perhaps even without direct physical input about Planck scale physics). For example, before the discovery of quantum groups noncommutative geometry made only minimal changes in pursuit of the above idea, e.g. to let the algebra be noncommutative but nevertheless define a vector field as a derivation. All very elegant, but not sufficient to include ‘real world’ examples like quantum groups.
One other general point. For classical systems we frequently make use of deep classification and other theorems about smooth manifolds; the rich structure of what is mathematically allowed e.g. by topological constraints is often a guide to building effective theories even if we do not know the details of the underlying theory. If we accept the above then the corresponding statement is that deep mathematical theorems about the classification and structure of noncommutative algebras ought to tell us about the possible effective corrections from quantum gravity even before a full theory is known (as well as be a guide to the natural structure of the full theory). We will see this in some toy examples in the next chapter. By contrast many physicists seem to believe that the only algebra in physics is the CCR algebra (or its fermionic version), or possibly Lie algebras, as if there is not in fact a much richer world of noncommutative algebras for their theories to draw upon. In fact this noncommutative world has to be at least as rich as the theory of manifolds since it must contain them in the special commutative limit. I contend that the intrinsic properties of noncommutative algebras is where we should look for new principles and ideas for the Planck scale.
### 2.1 Curvature in momentum space – a possible new force of nature
Before going into details of the modern approach to noncommutative geometry we want to consider some general issues about unifying quantum theory and geometry using algebra. In particular, what finally emerges as the true meaning of noncommutative geometry for Planck scale physics? In a nutshell, the answer I believe is as follows. Thus, to survive to the Planck scale we should cling to only the very deepest ideas about the nature of physics. In my opinion among the deepest is ‘Born reciprocity’ or the arbitrariness under position and momentum. Now, in conventional flat space quantum mechanics we take the $`𝐱`$ commuting among themselves and their momentum $`𝐩`$ likewise commuting among themselves. The commutation relation
$$[x_i,p_j]=ı\mathrm{}\delta _{ij}$$
(1)
is likewise symmetric in the roles of $`𝐱,𝐩`$ (up to a sign). To this symmetry may be attributed such things as wave-particle duality. A wave has localised $`𝐩`$ and a particle has localised $`𝐱`$.
Now the meaning of curvature in position space is, roughly speaking, to make the natural conserved $`𝐩`$ coordinates noncommutative. For example, when the position space is a 3-sphere the natural momentum is $`su_2`$. The enveloping algebra $`U(su_2)`$ should be there in the quantum algebra of observables with relations
$$[p_i,p_j]=\frac{ı}{R}ϵ_{ijk}p_k$$
(2)
where $`R`$ is proportional to the radius of curvature of the $`S^3`$.
By Born-reciprocity then there should be another possibility which is curvature in momentum space. It corresponds under Fourier theory to noncommutativity of position space. For example if the momentum space were a sphere with $`m`$ proportional to the radius of curvature, the position space coordinates would correspondingly have noncommutation relations
$$[x_i,x_j]=\frac{ı}{m}ϵ_{ijk}x_k.$$
(3)
Mathematically speaking this is surely a symmetrical and equally interesting possibility which might have observable consequences and might be observed. Note that $`m`$ here is just a parameter not necessarily mass, but our use of it here does suggest the possibility of understanding the geometry of the mass-shell as noncommutative geometry of the position space $`𝐱`$. This may indeed be an interesting and as yet unexplored application of these ideas. In general terms, however, the situation is clear: for systems constrained in position space one has the usual tools of differential geometry, curvature etc., of the constrained ‘surface’ in position space or tools for noncommutative algebras (such as Lie algebras) in momentum space. For systems constrained in momentum space one needs conventional tools of geometry in momentum space or, by Fourier theory, suitable tools of noncommutative geometry in position space.
In mathematical terms, these latter two examples (2),(3) demonstrate the point of view of noncommutative geometry: we are viewing the enveloping algebra $`U(su_2)`$ as if it were the algebra of coordinates of some system, i.e. we want to answer the question
$$U(su_2)=C(\mathrm{?})$$
where $`\mathrm{?}`$ will not be any usual kind of space (where the coordinates would commute). This is what we have called in a ‘quantum-geometry transformation’ since a quantum symmetry point of view (such as the angular momentum in a quantum system) is viewed ‘up-side-down’ as a geometrical one. The simplest example $`U(𝔟_+)`$ was studied from this point of view as a noncommutative space in , actually slightly more generally as $`U_q(𝔟_+)`$.
For particular examples of this type we do not of course need any fancy noncommutative geometric point of view – Lie theory was already extensively developed just to handle such algebras. But if we wish to unify quantum and geometric effects then we should start taking this noncommutative geometric viewpoint even on such familiar algebras. What are ‘vector fields’ on $`U(su_2)`$? What is Fourier transform
$$:U(su_2)(SU_2)$$
from the momentum coordinates to the $`SU_2`$ position coordinates? These are nontrivial (but essentially solved) questions. Understanding them, we can proceed to construct more complex examples of noncommutative geometry which are neither $`U(𝔤)`$ nor $`C(G)`$, i.e. where noncommutative geometry is really needed and where both quantum and geometrical effects are unified. Vector fields, Fourier theory etc., extend to this domain and allow us to explore consistently new ideas for Planck scale physics. This approach to Planck scale physics based particularly on Fourier theory to extend the familiar $`𝐱,𝐩`$ reciprocity to the case of nonAbelian Lie algebras and beyond is due to the author in and elsewhere.
Notice also that the three effects exemplified by the three equations (1)–(3) are all independent. They are controlled by three different parameters $`\mathrm{},R,m`$ (say). Of course in a full theory of quantum gravity all three effects could exist together and be unified into a single noncommutative algebra generated by suitable $`𝐱,𝐩`$. Moreover, even if we do not know the details of the correct theory of quantum gravity, if we assume that something like Born reciprocity survives then all three effects indeed should show up in the effective theory where we consider almost-particle states with position and momenta $`𝐱,𝐩`$. It would require fine tuning or some special principle to eliminate any one of them. Also the same ideas could apply at the level of the quantum gravity field theory itself, but this is a different question.
### 2.2 Algebraic structure of quantum mechanics
In the above discussion we have assumed that quantum systems are described by algebras generated by position and momentum. Here we will examine this a little more closely. The physical question to keep in mind is the following: what happens to the geometry of the classical system when you quantise?
To see the problem consider what you obtain when you quantise a sphere or a torus. In usual quantum mechanics one takes the Hilbert space on position space, e.g. $`=L^2(S^2)`$ or $`=L^2(T^2)`$ and as ‘algebra of observables’ one takes $`A=B()`$ the algebra of all bounded (say) operators. It is decreed that every self-adjoint hermitian operator $`a`$ (or its bounded exponential more precisely) is an observable of the system and its expectation value in state $`|\psi >`$ is
$$<a>_\psi =<\psi |a|\psi >.$$
The problem with this is that $`B()`$ is the same algebra in all cases. The quantum system does know about the underlying geometry of the configuration space or of the phase space in other ways; the choice of ‘polarisation’ on the phase space or the choice of Hamiltonian etc. – such things are generally defined using the underlying position or phase space geometry – but the abstract algebra $`B()`$ doesn’t know about this. All separable Hilbert spaces are isomorphic (although not in any natural way) so their algebras of operators are also all isomorphic. In other words, whereas in classical mechanics we use extensively the detailed geometrical structure, such as the choice of phase space as a symplectic manifold, all of this is not recorded very directly in the quantum system. One more or less forgets it, although it resurfaces in relation to the more restricted kinds of questions (labeled by classical ‘handles’) one asks in practice about the quantum system. In other words, the true quantum algebra of observables should not be the entire algebra $`B()`$ but some subalgebra $`AB()`$. The choice of this subalgebra is called the kinematic structure and it is precisely here that the (noncommutative) geometry of the classical and quantum system is encoded. This is somewhat analogous to the idea in geometry that every manifold can be visualised concretely embedded in some $`^n`$. Not knowing this and thinking that coordinates $`𝐱`$ were always globally defined would miss out on all physical effects that depend on topological sectors, such as the difference between spheres and tori.
Another way to put this is that by the Darboux theorem all symplectic manifolds are locally of the canonical form $`\mathrm{d}x\mathrm{d}p`$ for each coordinate. Similarly one should take (1) (which essentially generates all of $`B()`$, one way or another) only locally. The full geometry in the quantum system is visible only by considering more nontrivial algebras than this one to bring out the global structure. We should in fact consider all noncommutative algebras equipped with certain structures common to all quantum systems, i.e. inspired by $`B()`$ as some kind of local model or canonical example but not limited to it. The conditions on our algebras should also be enough to ensure that there is a Hilbert space around and that $`A`$ can be viewed concretely as a subalgebra of operators on it.
Such a slight generalisation of quantum mechanics which allows this kinematic structure to be exhibited exists and is quite standard in mathematical physics circles. The required algebra is a von Neumann algebra or, for a slightly nicer theory, a $`C^{}`$-algebra. This is an algebra over $``$ with a $``$ operation and a norm $`||||`$ with certain completeness and other properties. The canonical example is $`B()`$ with the operator norm and $``$ the adjoint operation, and every other is a subalgebra.
Does this slight generalisation have observable consequences? Certainly. For example in quantum statistical mechanics one considers not only state vectors $`|\psi >`$ but ‘density matrices’ or generalised states. These are convex linear combinations of the projection matrices or expectations associated to state vectors $`|\psi _i>`$ with weights $`s_i0`$ and $`_is_i=1`$. The expectation value in such a ‘mixed state’ is
$$<a>=\underset{i}{}s_i<\psi _i|a|\psi _i>$$
(4)
In general these possibly-mixed states are equivalent to simply specifying the expectation directly as a linear map $`<>:B()`$. This map respects the adjoint or $``$ operation on $`B()`$ so that $`<a^{}a>0`$ for all operators $`a`$ (i.e. a positive linear functional) and is also continuous with respect to the operator norm. Such positive linear functionals on $`B()`$ are precisely of the above form (4) given by a density matrix, so this is a complete characterisation of mixed states with reference only to the algebra $`B()`$, its $``$ operation and its norm. The expectations $`<>_\psi `$ associated to ordinary Hilbert space states are called the ‘pure states’ and are recovered as the extreme points in the topological space of positive linear functionals (i.e. those which are not the convex linear combinations of any others).
Now, if the actual algebra of observables is some subalgebra $`AB()`$ then any positive linear functional on the latter of course restricts to one on $`A`$, i.e. defines an ‘expectation state’ $`A`$ which associates numbers, the expectation values, to each observable $`aA`$. But not vice-versa, i.e. the algebra $`A`$ may have perfectly well-defined expectation states in this sense which are not extendable to all of $`B()`$ in the form (4) of a density matrix. Conversely, a pure state on $`B()`$ given by $`|\psi >`$ might be mixed when restricted to $`A`$. The distinction becomes crucially important for the correct analysis of quantum thermodynamic systems for example, see .
The analogy with classical geometry is that not every local construction may be globally defined. If one did not understand that one would miss such important things as the Bohm-Aharanov effect, for example. Although I am not an expert on the ‘measurement problem’ in the philosophy of quantum mechanics it does not surprise me that one would get into inconsistencies if one did not realise that the algebra of observables is a subalgebra of $`B()`$. And from our point of view it is precisely to understand and ‘picture’ the structure of the subalgebra for a given system that noncommutative geometry steps in. I would also like to add that the problem of measurement itself is a matter of matching the quantum system to macroscopic features such as the position of measuring devices. I would contend that to do this consistently one first has to know how to identify aspects of ‘macrospopic structure’ in the quantum system without already taking the classical limit. Only in this way can one meaningfully discuss concepts such as partial measurement or the arbitrariness of the division into measurer and measured. Such an identification is exactly the task of noncommutative geometry, which deals with extending our macroscopic intuitions and classical ‘handles’ over to the quantum system. Put another way, the correspondence principle in quantum mechanics typically involves choosing local coordinates like $`𝐱,𝐩`$ to map over. Its refinement to correspond more of the global geometry into the quantum world is the practical task of noncommutative geometry.
### 2.3 Principle of representation-theoretic self-duality
With the above preambles, we are in a position to consider some speculation about Planck scale physics. Personally I believe that anything we write down that is based on our past experience and not on the deepest philosophical principles is not likely to survive except as an approximation. For example, while string theory may indeed survive to models of the Planck scale as a certain approximation valid in a certain domain, it does not have enough of a radical new philosophy to provide the true conceptual leaps. I should apologise for this belief but I do not believe that Nature cares about the historically convenient route by which we might arrive at the right concepts for the Planck scale.
So as a basis we should stick only to some of the deepest principles. In my opinion one of the deepest principles concerns the nature of mathematics itself. Namely throughout mathematics one finds an intrinsic dualism between observer and observed as follows. When we think of a function $`f`$ being evaluated on $`xX`$, we could equally-well think of the same numbers as $`x`$ being evaluated on $`f`$ a member of some dual structure $`f\widehat{X}`$:
$$\mathrm{Result}=f(x)=x(f).$$
Such a ‘turning of the tables’ is a mathematical fact. For any mathematical concept $`X`$ one may consider maps or ‘representations’ from it to some self-evident class of objects (say rational numbers or for convenience real or complex numbers) wherein our results of measurements are deemed to lie. Such representations themselves form a dual structure $`\widehat{X}`$ of which elements of $`X`$ can be equally well viewed as representations. But is such a dual structure equally real? I postulated in 1987 that indeed it should be so in a complete theory. Indeed, The search for a complete theory of physics is the search for a self-dual formulation in the above representation-theoretic sense (The principle of representation-theoretic self-duality). Put another way, a complete theory of physics should admit a ‘polarisation’ into two halves each of which is the set of representations of the other. This division should be arbitrary – one should be able to reverse interpretations (or indeed consider canonical transformations to other choices of ‘polarisation’ if one takes the symplectic analogy).
Note that by completeness here I do not mean knowing in more and more detail what is true in the real world. That consists of greater and greater complexity but it is not theoretical physics. I’m considering that a theorist wants to know why things are the way they are. Ideally I would like on my deathbed to be able to say that I have found the right point of view or theoretical-conceptual framework from which everything else follows. Working out the details of that would be far from trivial of course. This is a more or less conventional reductionist viewpoint except that the Principle asserts that we will not have found the required point of view unless it is self-dual.
For example, there is a sense in which geometry – or ‘gravity’ is dual to quantum theory or matter. This is visible for some simple models such as spheres with constant curvature where it is achieved by Fourier theory. We will be saying more about this later. If we accept this then in general terms Planck scale physics has to unify these mutually dual concepts into one self-dual structure. Ideally then Einstein’s equation
$$G_{\mu \nu }=T_{\mu \nu }$$
(5)
would appear as some kind of self-duality equation within this self-dual context. Here the stress-energy tensor $`T_{\mu \nu }`$ measures how matter responds to the geometry, while the Einstein tensor $`G_{\mu \nu }`$ measures how geometry responds to matter. This is the part of Mach’s principle which apparently inspired Einstein. The question is how to make these ideas precise in a representation-theoretic sense. While this still remains a long-term goal or vision, there are some toy models where some of the required features can be seen. We come to them in a later section. For the moment we note only that one needs clearly some kind of noncommutative geometry because $`T_{\mu \nu }`$ should really be the quantum operator stress-energy and its coupling to $`G_{\mu \nu }`$ through its expectation value is surely only the first approximation or semiclassical limit of an operator version of (5). But an operator version of $`G_{\mu \nu }`$ only makes sense in the context of noncommutative geometry. What we would hope to find, in a suitable version of these ideas, is a self-dual setting where there was a dual interpretation in which $`T_{\mu \nu }`$ was the Einstein tensor of some dual system and $`G_{\mu \nu }`$ its stress-energy. In this way the duality and self-duality of the situation would be made manifest.
This is more or less where quantum groups come in, as a simple and soluble version of the more general unification problem. The situation is shown in Figure 2. Thus, the simplest theories of physics are based on Boolean algebras (a theory consists of classification of a ‘universe’ set into subsets); there is a well-known duality operation interchanging a subset and its complement. The next more advanced self-dual category is that of (locally compact) Abelian groups such as $`^n`$. In this case the set of 1-dimensional (ir)reps is again an Abelian group, i.e. the category of such objects is self-dual. In the topological setting one has $`\widehat{}^n^n`$ so that these groups (which are at the core of linear algebra) are self-dual objects in the self-dual category of Abelian groups. Of course, Fourier theory interchanges these two. More generally, to accommodate other phenomena we step away from the self-dual axis. Thus, nonAbelian Lie groups such as $`SU_2`$ as manifolds provide the simplest examples of curved spaces. Their duals, which means constructing irreps, appear as central structures in quantum field theory (as judged by any course on particle physics in the 1960’s). Wigner even defined a particle as an irrep of the Poincaré group. The unification of these two concepts, groups and groups duals was for many years an open problem in mathematics. Hopf algebras or quantum groups had been invented as the next more general self-dual category containing groups and group duals (and with Hopf algebra duality reducing to Fourier duality) back in 1947 but no general classes of quantum groups going beyond groups or group duals i.e. truly unifying the two were known. In 1986 it was possible to view this open problem as a ‘toy model’ or microcosm of the problem of unifying quantum theory and gravity and the bicrossproduct quantum groups such as $`(G^{})U(𝔤)`$ were introduced on this basis as toy models of Planck scale physics. The construction is self-dual (the dual is of the same general form). At about the same time, independently, some other quantum groups $`U_q(𝔤)`$ were being introduced from a different point of view both mathematically and physically (namely as generalised symmetries). We go into details in later sections.
We end this section with some promised philosophical remarks. First of all, why the principle of self-duality? Why such a central role for Fourier theory? The answer I believe is that something very general like this (see the introductory discussion) underlies the very nature of what it means to do science. My model (no doubt a very crude one but which I think captures some of the essence of what is going one) is as follows. Suppose that some theorist puts forward a theory in which there is an actual group $`G`$ say ‘in reality’ (this is where physics differs from math) and some experimentalists construct tests of the theory and in so doing they routinely build representations or elements of $`\widehat{G}`$. They will end up regarding $`\widehat{G}`$ as ‘real’ and $`G`$ as merely an encoding of $`\widehat{G}`$. The two points of view are in harmony because mathematically (in a topological context)
$$G\widehat{\widehat{G}}.$$
So far so good, but through the interaction and confusion between the experimental and theoretical points of view one will eventually have to consider both, i.e. $`G\times \widehat{G}`$ as real. But then the theorists will come along and say that they don’t like direct products, everything should interact with everything else, and will seek to unify $`G,\widehat{G}`$ into some more complicated irreducible structure $`G_1`$, say. Then the experimentalists build $`\widehat{G}_1`$ … and so on. This is a kind of engine for the evolution of Science.
For example, if one regarded, following Newton that space $`^n`$ is real, its representations $`\widehat{}^n`$ are derived quantities $`𝐩=m\dot{𝐱}`$. But after making diverse such representations one eventually regards both $`𝐱`$ and $`𝐩`$ as equally valid, equivalent via Fourier theory. But then we seek to unify them and introduce the CCR algebra (1). And so on. Note that this is not intended to be a historical account but a theory for how things should have gone in an ideal case without the twists and turns of human ignorance.
One could consider this point of view as window dressing. Surely quantum mechanics was ‘out there’ and would have been discovered whatever route one took? Yes, but if if the mechanism is correct even as a hindsight, the same mechanism does have predictive power for the next more complicated theory. The structure of the theory of self-dual structures is nontrivial and not everything is possible. Knowing what is mathematically possible and combining with some postulates such as the above is not empty. For example, back in 1989 and motivated in the above manner it was shown that the category of monoidal categories (i.e. categories equipped with tensor products) was itself a monoidal category, i.e. that there was a construction $`\widehat{𝒞}`$ for every such category $`𝒞`$. Since then it has turned out that both conformal field theory and certain other quantum field theories can indeed be expressed in such categorical terms. Geometrical constructions can also be expressed categorically. On the other hand, this categorical approach is still under-developed and its exact use and the exact nature of the required duality as a unification of quantum theory and gravity is still open. I would claim only ‘something like that’ (one should not expect too much from philosophy alone).
Another point to be made from Figure 2 is that if quantum theory and gravity already take us to very general structures such as categories themselves for the unifying concept then, in lay terms, what it means is that the required theory involves very general concepts indeed of a similar level to semiotics and linguistics (speaking about categories of categories etc.). It is almost impossible to conceive within existing mathematics (since it is itself founded in categories) what fundamentally more general structures would come after that. In other words, the required mathematics is running out it least in the manner that it was developed in this century (i.e. categorically) and at least in terms of the required higher levels of generality in which to look for self-dual structures. If the search for the ultimate theory of physics is to be restricted to logic and mathematics (which is surely what distinguishes science from, say, poetry), then this indeed correlates with our physical intuition that the unification of quantum theory and gravity is the last big unification for physics as we know it, or as were that theoretical physics as we know it is coming to an end. I would agree with this assertion except to say that the new theory will probably open up more questions which are currently considered metaphysics and make them physics, so I don’t really think we will be out of a job even as theorists (and there will always be an infinite amount of ‘what’ work to be done even if the ‘why’ question was answered at some consensual level).
As well as seeking the ‘end of physics’, we can also ask more about its birth. Again there are many nontrivial and nonempty questions raised by the self-duality postulate. Certainly the key generalisation of Boolean logic to intuitionistic logic is to relax the axiom that $`a\stackrel{~}{a}=1`$ (that $`a`$ or not $`a`$ is true). Such an algebra is called a Heyting algebra and can be regarded as the birth of quantum mechanics. Dual to this is the notion of a coHeyting algebra in which we relax the law that $`a\stackrel{~}{a}=0`$. In such an algebra one can define the ‘boundary’ of a proposition as
$$a=a\stackrel{~}{a}$$
and show that it behaves like a derivation. This is surely the birth of geometry. How exactly this complementation duality extends to the Fourier duality for groups and on to the duality between more complex geometries and quantum theory is not completely understood, but there are conceptual ‘physical’ argument that this should be so, put forward in .
Briefly, in the simplest ‘theories of physics’ based only on logic one can work equally well with ‘apples’ or ‘not-apples’ as the names of subsets. What happens to this complementation duality in more advanced theories of physics? Apples curve space while not-apples do not, i.e. in physics one talks of apples as really existing while not-apples are merely an abstract concept. Clearly the self-duality is lost in a theory of gravity alone. But we have argued that when one considers both gravity and quantum theory the self-duality can be restored. Thus when we say that a region is as full of apples as General Relativity allows (more matter simply forms a black hole which expands), which is the right hand limiting line in Figure 3<sup>1</sup><sup>1</sup>1Diagrams similar to the right hand side of Figure 3 plotting the mass-energy density v size have been attributed to Brandon Carter (who was here at the conference), as a tool to plot stellar evolution, in the dual theory we might say that the region is as empty of not-apples as quantum theory allows, the limitation being the left slope in Figure 3. Here the uncertainty principle in the form of pair creation ensures that space cannot be totally empty of ‘particles’. Although heuristic, these are arguments that quantum theory and gravity are dual and that this duality is an extension of complementation duality. Only a theory with both would be self-dual. Also, in view of a ‘hole’ moving in the opposite direction to a particle, the dual theory should also involves time reversal. The self-duality is something like CPT invariance but in a theory where gravitational and not only quantum effects are considered. We are proposing it as a key requirement for quantum-gravity.
### 2.4 Relative realism
So far we have given arguments that there is at least a correlation between the mathematical structure of self-dual structures and the progressive theories of physics from their birth in ‘logic’ to the projected forthcoming complete theory of everything. It should at least provide a guide to the properties that should be central in unknown theories of everything, such as what have become fashionable to call ‘M-theory’.
What about going further? This section will indeed be speculative but I believe it should be considered. Suppose indeed that some mathematical-structural principles (such as the principle of representation theoretic self-duality above) could exactly pin down the ultimate theory of physics along the lines discussed. This would be like giving a list of things that we expect from a complete theory – such as renormalisability, CPT-invariance, etc., except that we are considering such general versions of these ‘constraints’ that they are practically what it means to be a group of people following the scientific method. If this really pins down the ultimate theory then it means that the ultimate theory of physics is no more and no less than a self-discovery of the constraints in thinking that are taken on when one decides to look at the world as a physicist.
If this sounds cynical it is not meant to be; it is merely a Kantian or Hegelian basis of physical reality as opposed the more conventional reductionist one that most physicists take for granted. It does not mean that physics is arbitrary or random any more than the different possible manifolds ‘out there’ are arbitrary. The space of all possible manifolds up to equivalence has a deep and rich structure and feels every bit as real to anyone who studies it; but it is a mathematical reality ‘created’ when we accept the axioms of a manifold. So what we are saying is that there is not such a fundamental difference between mathematical reality and physical reality. The main difference is that mathematicians are aware of the axioms while physicists tend to discover them ‘backwards’ by theorising from experience. I call this point of view relative realism. In it, we experience reality through choices that we have forgotten about at any given moment. If we become aware of the choice the reality it creates is dissolved or ‘unconstructed’. On the other hand, the reader will say that the possibility of the theory of manifolds – that the game of manifold-hunting could have been played in the first place – is itself a reality, not arbitrary. It is, but at a higher level: it is a concrete fact in a more general theory of possible axiom systems of this type. To give another example, the reality of chess is created once we chose to play the game. If we are aware that it is a game, that reality is dissolved, but the rules of chess remain a reality although not within chess but in the space of possible board games. This gives a tree-like or hierarchical structure of reality. Reality is experienced as we look down the tree while ‘awareness’ or enlightenment is achieved as we look up the tree. When we are born we take on millions and millions of assumptions or rules through communication, which creates our day to day perception of reality, we then spend large parts of our lives questioning and attempting to unconstruct these assumptions as we seek understanding of the world.
Ten years ago I would have had to apologise to the reader for presenting such a philosophy or ‘metamodel’ of physics but, as mentioned in the Introduction, now that theories of everything are beginning to be bandied about I do believe it is time to give deeper thought to these issues. As a matter of fact the paper on which most of Section 2 is based was submitted in 1987 to the Canadian Philosophy of Science Journal where a very enthusiastic referee conditionally accepted the paper but insisted that the arguments were basically Kantian and that I had to read Kant.<sup>2</sup><sup>2</sup>2I duly spent the entire summer of 1989 reading up Kant and revising the paper; after which the referee rejected the paper with the immortal words ‘now that the basic structure of the author’s case is more exposed I do not find it clarified’! Kant basically said that reality was a product of human thought. From this perspective the fact that life appears somewhere near the middle of Figure 3, apart from the obvious explanation that phenomena become simpler as we approach the boundaries hence most complex in the middle so this is statistically where life would develop, has a different explanation: we created our picture of physical reality around ourselves and so not surprisingly we are near the middle.
## 3 Fourier theory
It is now high time to turn from philosophy to more mathematical considerations. We give more details about Fourier duality and in particular how it leads to quantum groups as a concrete ‘toy model’ setting to explore the above ideas. At the same time it should be clear from the general nature of the discussion above that quantum groups and even noncommutative geometry itself are only relatively simple manifestations of even more general ideas that might be approached along broadly similar lines.
First of all, usual Fourier theory on $``$ is a pairing of two groups, position $`x`$ and momentum $`p`$. The momentum here labels the characters on $``$, i.e the elements of the dual group $`\widehat{}`$. The corresponding character is the plane wave
$$\chi _p(x)=e^{ıxp}$$
The group $`\widehat{}`$ has its group structure given by pointwise multiplication
$$\chi _p\chi _p^{}(x)=\chi _p(x)\chi _p^{}(x)=\chi _{p+p^{}}(x)$$
which is therefore isomorphic to $``$ as the addition of momentum. Moreover, the situation is symmetrical i.e. one could regard the same plane waves as characters $`\chi _x(p)`$ on momentum space. The Fourier transform is a map from functions on $``$ to functions on $`\widehat{}`$,
$$(f)(p)=𝑑xf(x)\chi _p(x)$$
### 3.1 Loop variables and Fourier duality
It is well-known that these ideas work for any locally compact Abelian group. The local-compactness is needed for the existence of a translation-invariant measure. As physicists we can also apply these ideas formally for other groups pretending that there is such a measure. For example in we proposed a Fourier theory approach to the quantisation of photons as follows. The elements $`\kappa `$ of the group are disjoint unions of oriented knots (i.e. links) with a product law that consists of erasing any overlapping segments of opposite orientation. The dual group is $`𝒜/𝒢`$ of $`U(1)`$ bundles and (distributional) connections $`A`$ on them. Thus given any bundle and connection, the character is the holonomy
$$\chi _A(\kappa )=e^{ı_\kappa A}.$$
We considered this set-up in and the inverse Fourier transform of some well-known functions on $`𝒜/𝒢`$ as functions on the group of knots. For example,
$$^1(\mathrm{CS})(\kappa )=dA\mathrm{CS}(\mathrm{A})e^{ı_\kappa A}=e^{\frac{ı}{2\alpha }\mathrm{link}(\kappa ,\kappa )}$$
(6)
$$^1(\mathrm{Max})(\kappa )=dA\mathrm{Max}(\mathrm{A})e^{ı_\kappa A}=e^{\frac{ı}{2\beta }\mathrm{ind}(\kappa ,\kappa )}$$
(7)
where
$$\mathrm{CS}(A)=e^{\frac{\alpha ı}{2}{\scriptscriptstyle A}\mathrm{d}A},\mathrm{Max}(A)=e^{\frac{\beta ı}{2}{\scriptscriptstyle {}_{}{}^{}\mathrm{d}A}\mathrm{d}A}$$
are the Chern-Simmons and Maxwell actions, $`\mathrm{link}`$ denotes linking number, $`\mathrm{ind}`$ denotes mutual inductance.
The diagonal $`\mathrm{ind}(\kappa ,\kappa )`$ is the mutual self-inductance i.e. you can literally cut the knot, put a capacitor and measure the resonant frequency to measure it. By the way, to make sense of this one has to use a wire of a finite thickness – the self-inductance has a log divergence. This is also the log-divergence of Maxwell theory when one tries to make sense of the functional integral, i.e. renormalisation has a clear physical meaning in this context.
Meanwhile, $`\mathrm{link}(\kappa ,\kappa )`$ is the self-linking number of a knot with itself, defined as follows. First of all, between two disjoint knots $`\mathrm{link}(\kappa ,\kappa ^{})`$ is the linking number as usual. We then introduce the following regularised linking number
$$\mathrm{link}_ϵ(\kappa ,\kappa ^{})=_{\stackrel{}{ϵ}<ϵ}\mathrm{d}^3\stackrel{}{ϵ}\mathrm{link}(\kappa ,\kappa _\stackrel{}{ϵ}^{})$$
where $`\kappa _\stackrel{}{ϵ}^{}`$ is the knot displaced by the vector $`\stackrel{}{ϵ}`$. The integrand is defined almost everywhere and hence integrable. Finally, we define the linking number as the limit of this as $`ϵ0`$, which is now defined even when knots touch or even on the same knot. At the time of , actually back in 1986, I made the following conjecture which is still open.
###### Conjecture 1
Intersections that are worse and worse (i.e. so that higher and higher derivatives coincide at the point of intersection) contribute fractions with greater and greater denominators to the regularised linking number, but the linking number remains in $``$. In the extreme limit of total overlap the self-linking number is a generic element of $``$.
As evidence, if the knots intersect transversally then it is easy to see that one obtains for the regularised linking an integer $`\pm \frac{1}{2}`$. This is just because half the displacements will move one knot in to link more with the other, and the other half to unlink. <sup>3</sup><sup>3</sup>3This result for transverse intersections, the regularised linking itself from the conjecture for higher intersections were shown to Abbay Ashtekar (and Lou Kauffman) during the ICAMP meeting in Swansea 1988 in advance of the eventual publication in . Although the conjecture remains open, it does appear that it could be interesting for loop variable quantum gravity where it would imply certain rationality properties. By the way, one might need to average over infinitesimal rotations as well as displacements to prove it.
Note also that our point of view in was distributional because as well as considering honest smooth connections we considered ‘connections’ defined entirely by their holonomy. In particular, given a knot $`\kappa `$ we defined the distribution $`A_\kappa `$ by its character as
$$e^{ı_\kappa ^{}A_\kappa }=e^{ı\mathrm{link}(\kappa ,\kappa ^{})}.$$
Such distributions are quite interesting. For example if one formally evaluates the Maxwell action in these one has
$$\mathrm{Max}(A_\kappa )=e^{\frac{ı}{4\beta }\delta ^2(0)_\kappa dt\dot{\kappa }\dot{\kappa }},$$
(8)
the Polyakov string action. In other words, string theory can be embedded into Maxwell theory by constraining the functional integral to such ‘vortex’ configurations. An additional Chern-Simons term becomes similarly a ‘topological mass term’ $`\mathrm{link}(\kappa ,\kappa )`$ that we proposed to be added to the Polyakov action.
Finally, these ideas also have analogues in the Hamiltonian formulation. Thus the CCR’s for the gauge field can be equivalently formulated as
$$[_\kappa A,_\mathrm{\Sigma }E]=4\pi ı\alpha \mathrm{link}(\kappa ,\mathrm{\Sigma })$$
which is a signed sum of the points of intersection of the loop with the surface. This is the point of view by which loop variables were introduced in physics in the 1970’s (as an approach to QCD on lattices) by Mandelstam and others. We have observed in that this has an interpretation as noncommutative geometry, generalising the noncommutative torus $`v^nu^m=e^{ı\alpha mn}u^mv^n`$ to
$$v_\kappa u_\kappa ^{}=e^{4\pi ı\alpha \mathrm{link}(\kappa ,\kappa ^{})}u_\kappa ^{}v_\kappa $$
(9)
where integers are replaced by knots or links. Here the physical picture is
$$u_\kappa =e^{ı_\kappa A},v_\kappa =e^{ı_\kappa \stackrel{~}{A}}$$
(10)
where $`\stackrel{~}{A}`$ is a dual connection such that $`E=\mathrm{d}\stackrel{~}{A}`$. So constructing the $`u,v`$ is equivalent to constructing some distributional operators $`A,E`$ with the usual CCR’s. This point of view from was eventually published in as a noncommutative-geometric approach to the quantisation of photons.
It is also an interesting question how all of these ideas generalise from $`U(1)`$ to nonAbelian groups. Thus, in place of the Abelian group of knots one can first of all consider some kind of nonAbelian group of parameterized loops in the manifold, i.e. maps rather than the images of these maps. (The inequivalent classes of elements in this are the fundamental group $`\pi _1`$ of the manifold.) This should be paired via the Wilson loop or holonomy with nonAbelian bundles and connections. The precise groups and their duality here is a little hazy but one should think of this roughly speaking as what goes on in the construction of knot invariants from the WZW model (or from quantum group). Thus one could argue that the relationship between the Jones polynomial $`J`$ and $`SU_2`$-Chern-Simons theory should be viewed as some kind of nonAbelian Fourier transform
$$^1(\mathrm{CS}_{SU_2})(\kappa )e^{J(\kappa )}$$
(11)
with the Jones polynomial in the role of self-linking number<sup>4</sup><sup>4</sup>4This conjecture dates from 1986 at the time of but was not published until , following Witten’s discovery of the relation between the WZW model and the Jones polynomial at the ICAMP in Swansea in 1988. We will discuss Fourier transform on nonAbelian groups in the next section using quantum group methods, though I should say that it still remains to make (11) precise along such lines. The reformulation of quantum group invariants as Vassiliev invariants and the Kontsevich integrals (which generalise the linking number) could be viewed, however, as a perturbative step in this direction.
It does seems that many of these ideas have emerged in modern times in the loop variable approach to quantum gravity, with the nonAbelian group $`SU_2`$ (or another group) in place of $`U(1)`$. However, I want to close this section with some ideas in this area that I still did not see emerge. Indeed, what the loop variable approach tells us is that the gravitational field when recast as a spin connection is in some sense the conjugate variable to something of manifest topological and diffeomorphism-invariant meaning – knots and links in the manifold. In the same spirit it is obvious that scaler fields correspond to points in the manifold. What about in the other direction? I would conjecture that there is another field or force in nature (possibly as yet undiscovered) corresponding to surfaces rather than loops (and so on). Then just as gauge fields tend to detect $`\pi _1`$, the new field would for example detect $`\pi _2`$. Note that in the $`U(1)`$ case the pairing of surfaces is of course with 2-forms (and the 2nd cohomology is the Abelianisation of $`\pi _2`$) – we would need a nonAbelian version of that.
Actually this conjecture was one of my main motivations back in 1986 in the slightly different context of a search for such Fourier transform or ‘surface transport’ methods for QCD. First of all, one can ask: if the Fourier transform of the nonAbelian Chern-Simons theory gives the quantum group link invariants as in (11), what is the Fourier transform of the Yang-Mills action? According to (7) it should be some kind of some kind of ‘nonAbelian self-inductance’. The extra ingredient in QCD is of course confinement. Related to this is the need for some kind of ‘nonAbelian Stokes theorem’. While no continuum version of the latter exists, let us suppose that is has somehow been defined, i.e. the Lie group $`G`$-valued ‘parallel transport’ of a nonAbelian Lie-algebra valued 2-form $`F`$ over a surface such that if $`F`$ is the curvature of a gauge field then
$$e^{ı_\mathrm{\Sigma }F}=e^{ı_\mathrm{\Sigma }A}.$$
(12)
While this is not really possible (except rather artificially on a lattice by specifying paths parallel transporting back to a fixed based point) we suppose something like this.
###### Conjecture 2
With such a nonAbelian surface transport, the QCD vacuum expectation value of the flux of the quantized curvature $`F`$ through a closed surface is an invariant of the surface.
The point is that one usually considers only planar spans of loops in QCD and Wilson’s criterion for confinement says that these are area law. On the other hand if one considered a small planar loop spanned by a large surface ‘ballooning out’ from the loop one would still expect some finite result (since a large area), but on the other hand the boundary curve itself could be shrunk to zero so that its planar spanning surface also shrinks to zero and Wilson’s criterion would give 1. The conjecture is that these two effects cancel out and one has in fact something that depends only on the topological class of the surface. This does require, however, making sense of (12) which might require some accompanying new fields. On the other hand, at least one standard objection to the above ideas was solved, namely we do not need to take traces of the holonomies etc., which means that we are considering the expectations of gauge-non-invariant operators. It was argued in that one could do this in the context of a version of the background field method. This is important because one can then analyse and prove confinement locally as the statement that the expectation $`<F>`$ is a (nonAbelian) curvature + a non-curvature part (the latter was shown in to be the skew-symmetrized gluon two-point function). The first part is ‘perimeter law’ and the second is ‘area law’ and corresponds to confinement infinitesimally. The conjecture would extend these ideas globally. At the end of the day, however, the strong force itself might emerge as related to surfaces in much the same way as gravity is to loops via the loop gravity and spin connection formalisms.
### 3.2 NonAbelian Fourier Transform
To generalise Fourier theory beyond Abelian groups we really have to pass to the next more general self-dual category, which is that of Hopf algebras or quantum groups. A Hopf algebra is
* A unital algebra $`H,1`$ over the field $``$ (say)
* A coproduct $`\mathrm{\Delta }:HHH`$ and counit $`ϵ:H`$ forming a coalgebra, with $`\mathrm{\Delta },ϵ`$ algebra homomorphisms.
* An antipode $`S:HH`$ such that $`(S\mathrm{id})\mathrm{\Delta }=1ϵ=(\mathrm{id}S)\mathrm{\Delta }`$.
Here a coalgebra is just like an algebra but with the axioms written as maps and arrows on the maps reversed. Thus coassociativity means
$$(\mathrm{\Delta }\mathrm{id})\mathrm{\Delta }=(\mathrm{id}\mathrm{\Delta })\mathrm{\Delta }$$
(13)
etc. The axioms mean that the adjoint maps $`\mathrm{\Delta }^{}:H^{}H^{}H^{}`$ and $`ϵ^{}:H^{}`$ make $`H^{}`$ into an algebra. Here $`ϵ^{}`$ is simply $`ϵ`$ regarded as an element of $`H^{}`$. The meaning of the antipode $`S`$ is harder to explain but it generalises the notion of inverse. It is a kind of ‘linearised inversion’.
For a Hopf algebra, at least in the finite-dimensional case (i.e. with a suitable definition of dual space in general) the axioms are such that $`H^{}`$ is again a Hopf algebra. Its coproduct is the adjoint of the product of $`H`$ and its counit is the unit of $`H`$ regarded as a map on $`H^{}`$. This is why the category of Hopf algebras is a self-dual one. For more details we refer to .
We will give examples in a moment, but basically these axioms are set up to define Fourier theory. Thinking of $`H`$ as like ‘functions on a group’, the coproduct corresponds to the group product law by dualisation. Hence a translation-invariant integral means in general a map $`:H`$ such that
$$(\mathrm{id})\mathrm{\Delta }=1$$
(14)
Meanwhile, the notion of plane wave or exponential should be replaced by the canonical element
$$\mathrm{exp}=\underset{a}{}e_af^aHH^{}$$
(15)
where $`\{e_a\}`$ is a basis and $`\{f^a\}`$ is a dual basis. We can then define Fourier transform as
$$:HH^{},(h)=(\mathrm{exp})h=(\underset{a}{}e_ah)f^a.$$
(16)
There is a similar formula for the inverse $`H^{}H`$.
The best way to justify all this is to see how it works on our basic example for Fourier theory. Thus, we take $`H=[x]`$ the algebra of polynomials in one variable, as the coordinate algebra of $``$. It forms a Hopf algebra with
$$\mathrm{\Delta }x=x1+1x,ϵx=0Sx=x$$
(17)
as an expression of the additive group structure on $``$. Similarly we take $`[p]`$ for the coordinate algebra of another copy of $``$ with generator $`p`$ dual to $`x`$ (the additive group $``$ is self-dual).
###### Example 1
The Hopf algebras $`H=[x]`$ and $`H^{}=[p]`$ are dual to each other with $`x^n,p^m=(ı)^n\delta _{n,m}n!`$ (under which the coproduct of one is dual to the product of the other). The exp element and Fourier transform is therefore
$$\mathrm{exp}=ı^n\frac{x^np^n}{n!}=e^{ıxp},(f)(p)=_{\mathrm{}}^{\mathrm{}}dxf(x)e^{ıxp}.$$
Apart from an implicit $``$ symbol which one does not usually write, we recover usual Fourier theory. Both the notion of duality and the exponential series are being treated a bit formally but can be made precise.
Let is now apply this formalism to Fourier theory on classical but nonAbelian groups. We use Hopf algebra methods because Hopf algebras include both groups and group duals even in the nonAbelian case, as we have promised in Section 2. Thus, if $`𝔤`$ is a Lie algebra with associated Lie group $`G`$, we have two Hopf algebras, dual to each other. One is $`U(𝔤)`$ the enveloping algebra with
$$\mathrm{\Delta }\xi =\xi 1+1\xi ,\xi 𝔤$$
and the other is the algebra of coordinate functions $`(G)`$. If $`G`$ is a matrix group the functions $`t_{ij}`$ which assign to a group element its $`ij`$ matrix entry generate the coordinate algebra. Of course, they commute i.e. $`(G)`$ is the commutative polynomials in the $`t^i_j`$ modulo some other relations that characterise the group. Their coproduct is
$$\mathrm{\Delta }t^i{}_{j}{}^{}=t^i{}_{k}{}^{}t^k_j$$
corresponding to the matrix multiplication or group law. The pairing is
$$t^i{}_{j}{}^{},\xi =\rho (\xi )^i_j$$
where $`\rho `$ is the corresponding matrix representation of the Lie algebra. The canonical element or $`\mathrm{exp}`$ is given by choosing a basis for $`U(𝔤)`$ and finding its dual basis.
###### Example 2
$`H=(SU_2)=[a,b,c,d]`$ modulo the relation $`adbc=1`$ (and unitarity properties). It has coproduct
$$\mathrm{\Delta }a=aa+bc,\mathrm{etc}.,\mathrm{\Delta }\left(\begin{array}{cc}a& b\\ c& d\end{array}\right)=\left(\begin{array}{cc}a& b\\ c& d\end{array}\right)\left(\begin{array}{cc}a& b\\ c& d\end{array}\right).$$
It is dually paired with $`H^{}=U(su_2)`$ in its antihermitian usual generators $`\{e_i\}`$ with pairing
$$\left(\begin{array}{cc}a& b\\ c& d\end{array}\right),e_i=\frac{ı}{2}\sigma _i,$$
defined by the Pauli matrices. Let $`\{e_1^ae_2^be_3^c\}`$ be a basis of $`U(su_2)`$ and $`\{f^{a,b,c}\}`$ the dual basis. Then
$$\mathrm{exp}=\underset{a,b,c}{}f^{a,b,c}e_1^ae_2^be_3^c(SU_2)\overline{}U(su_2)$$
$$(f)=_{SU_2}duf(u)f^{a,b,c}(u)e_1^ae_2^be_3^c.$$
Here $`\mathrm{d}u`$ denotes the right-invariant Haar measure on $`SU_2`$. For a geometric picture one should think of $`e_i`$ as noncommuting coordinates i.e. regard $`U(su_2)`$ as a ‘noncommutative space’ as in (3). An even simpler example is the Lie algebra $`𝔟_+`$ with generators $`x,t`$ and relations $`[x,t]=ı\lambda x`$. Its enveloping algebra could be viewed as a noncommutative analogue of 1+1 dimensional space-time.
###### Example 3
c.f. The group $`B_+`$ of matrices of the form
$$\left(\begin{array}{cc}e^{\lambda \omega }& k\\ 0& 1\end{array}\right)$$
has coordinate algebra $`(B_+)=[k,\omega ]`$ with coproduct
$$\mathrm{\Delta }e^{\lambda \omega }=e^{\lambda \omega }e^{\lambda \omega },\mathrm{\Delta }k=k1+e^{\lambda \omega }k$$
Its duality pairing with $`U(𝔟_+)`$ is generated by $`x,k=ı,t,\omega =ı`$ and the resulting exp and Fourier transform are
$$\mathrm{exp}=e^{ık\omega }e^{ı\omega t},(:f(x,t):)=_{\mathrm{}}^{\mathrm{}}_{\mathrm{}}^{\mathrm{}}\mathrm{d}x\mathrm{d}te^{ıkx}e^{ı\omega t}f(e^{\lambda \omega }x,t)$$
where $`:f(x,t):U(𝔟_+)`$ by normal ordering $`x`$ to the left of $`t`$.
Similarly (putting a vector $`\stackrel{}{x}`$ in place of $`x`$) the algebra $`[\stackrel{}{x},t]=ı\lambda \stackrel{}{x}`$ is merely the enveloping algebra of the Lie algebra of the group $`<^n`$ introduced (for $`n=2`$) in and could be viewed as some kind of noncommutative space-time in $`1+n`$ dimensions. This was justified in 1+3 dimensions in , where it was shown to be the correct ‘kappa-deformed’ Minkowski space covariant under a ‘kappa-deformed’ Poincaré quantum group which had been proposed earlier. We see that Fourier transform then connects it to the classical coordinate algebra $`(<^n)`$ of the nonAbelian group $`<^n`$, this time with commuting coordinates $`(\stackrel{}{k},\omega )`$. This demonstrates in detail what we promised that noncommutavity of spacetime is related under Fourier transform to nonAbelianness (which typically means curvature) of the momentum group. Under Fourier theory it means that all noncommutative geometrical constructions and problems on this spacetime can be mapped over and solved as classical geometrical constructions on the nonAbelian momentum space.
This Fourier transform approach was demonstrated recently in , where we analyse the gamma-ray burst experiments mentioned in Giovanni Amelino-Camelia’s lectures at the conference, from this point of view. In contrast to previous suggestions (based on the deformed Poincaré algebra) we are able to justify the dispersion relation
$$\lambda ^2\left(e^{\lambda \omega }+e^{\lambda \omega }2\right)\stackrel{}{k}^2e^{\lambda \omega }=m^2$$
(18)
as a well-defined mass-shell in the classical momentum group $`<^3`$ and give some arguments that the plane waves being of the form $`e^{ı\stackrel{}{k}\stackrel{}{x}}e^{ı\omega t}`$ above would have wave velocities given by $`v_i=\frac{\omega }{k_i}`$ (no meaningful justification for this of any kind had been given before). In particular, one has a variation in arrival time for a gamma ray emitted a distance $`L`$ away
$$\delta T=\lambda L\delta k=\lambda \frac{L}{c}\delta \omega $$
(19)
as one varies the momentum by $`\delta k`$ or the energy by $`\delta \omega `$. Apparently such theoretical predictions can actually be measured for gamma ray bursts that travel cosmological distances. Of course, one needs to know the distance $`L`$ and use the predicted $`L`$-dependence to filter out other effects and also to filter out our lack of knowledge of the initial spectrum of the bursts. It is also conjectured in that the nonAbelianness of the momentum group shows up as CPT violation and might be detected by ongoing neutral-kaon system experiments. Of course, there is nothing stopping one doing field theory in the form of Feynman rules on our classical momentum group either, except that one has to make sense of the meaning of nonAbelianess in the addition of momentum. As explained in Section 2 one can use similar techniques to those for working on curved position space, but now in momentum space, i.e. I would personally call such effects, if detected, ‘cogravity’. The idea is that quantum gravity should lead to both gravitational and these more novel cogravitational effects at the macroscopic level.
Let us note finally that these nonAbelian Fourier transform ideas also work fine for finite groups and could be useful for crystallography.
## 4 Bicrossproduct model of Planck-scale physics
So far we have only really considered groups or their duals, albeit nonAbelian ones. The whole point of Hopf algebras, however, is that there exist examples going truly beyond these but with many of the same features, i.e. with properties of groups and group duals unified. It is high time to give some examples of Hopf algebras going beyond groups and group duals i.e. neither commutative like $`(G)`$ not the dual concept (cocommutative) like $`U(𝔤)`$, i.e. genuine quantum groups.
We recall from Section 2 that the unification of groups and group duals is a kind of microcosm or ‘toy model’ of the problem of unifying quantum theory and gravity. So our first class of quantum groups (the other to be described in a later section) come from precisely this point of view.
### 4.1 The Planck-scale quantum group
By ‘toy model’ we mean of course some kind of effective theory with stripped-down degrees of freedom but incorporating the idea that Planck scale effects would show up when we try to unify quantum mechanics and geometry through noncommutative geometry. But actually our approach can make a much stronger statement than this: we envisage that the model appears as some effective limit of an unknown theory of quantum-gravity which to lowest order would appear as spacetime and conventional mechanics on it – but even if the theory is unknown we can use the intrinsic structure of noncommutative algebras to classify a priori different possibilities. This is much as a phenomenologist might use knowledge of topology or cohomology to classify different a priori possible effective Lagrangians.
Specifically, if $`H_1`$, $`H_2`$ are two quantum groups there is a theory of the space $`\mathrm{Ext}_0(H_1,H_2)`$ of possible extensions
$$0H_1EH_20$$
by some Hopf algebra $`E`$ obeying certain conditions. We do not need to go into the mathematical details here but in general one can show that $`E=H_1H_2`$ a ‘bicrossproduct’ Hopf algebra. Suffice it to say that the conditions are ‘self-dual’ i.e. the dual of the above extension gives
$$0H_2^{}E^{}H_1^{}0$$
as another extension dual to the first, in keeping with our philosophy of self-duality of the category in which we work. We also note that by $`\mathrm{Ext}_0`$ we mean quite strong extensions. There is also a weaker notion that admits the possibilities of cocycles as well, which we are excluding, i.e. this is only the topologically trivial sector in a certain nonAbelian cohomology.
###### Theorem 1
$`\mathrm{Ext}_0([x],[p])=\mathrm{}𝖦`$, i.e. the different extensions
$$0[x]\mathrm{?}[p]0$$
of position $`[x]`$ by momentum $`[p]`$ forming a Hopf algebra are classified by two parameters which we denote $`\mathrm{},𝖦`$ and take the form
$$\mathrm{?}[x]_{\mathrm{},𝖦}[p].$$
Explicitly this 2-parameter Hopf algebra is generated by $`x,p`$ with the relations and coproduct
$$[x,p]=ı\mathrm{}(1e^{\frac{x}{𝖦}}),\mathrm{\Delta }x=x1+1x,\mathrm{\Delta }p=pe^{\frac{x}{𝖦}}+1p.$$
This is called the Planck scale quantum group. It is a bit more than just some randomly chosen deformation of the coordinate algebra of the usual group $`^2`$ of phase space of a particle in one dimension: in physical terms what we are saying is that if we are given $`[x]`$ the position coordinate algebra and $`[p]`$ defined a priori as the natural momentum coordinate algebra then all possible quantum phases spaces built from $`x,p`$ in a controlled way that preserves duality ideas (Born reciprocity) and retains the group structure of classical phase space as a quantum group are of this form labeled by two parameters $`\mathrm{},𝖦`$. We have not put these parameters in by hand – they are simply the mathematical possibilities being thrown at us. In effect we are showing how one is forced to discover both quantum and gravitational effects from certain structural self-duality considerations.
The only physical input here is to chose suggestive names for the two parameters by looking at limiting cases. We also should say what we mean by ‘natural momentum coordinate’. What we mean is that the interpretation of $`p`$ should be fixed before hand, e.g. we stipulate before hand that the Hamiltonian is $`h=p^2/2m`$ for a particle on our quantum phase space. Then the different commutation relations thrown up by the mathematical structure imply different dynamics. If one wants to be more conventional then one can define $`\stackrel{~}{p}=p(1e^{\frac{x}{𝖦}})^1`$ with canonical commutation relations but some nonstandard Hamiltonian,
$$[x,\stackrel{~}{p}]=ı\mathrm{},h=\frac{\stackrel{~}{p}^2}{2m}(1e^{\frac{x}{𝖦}})^2.$$
Thus our approach is slightly unconventional but is motivated rather by the strong principle of equivalence that from some point of view the particle should be free. We specify $`x,p`$ before-hand to be in that frame of reference and then explore their possible commutation relations. Of course the theorem can be applied in other contexts too whenever the meaning of $`x,p`$ is fixed before hand, perhaps by other criteria.
#### 4.1.1 The quantum flat space $`𝖦0`$ limit
Clearly in the domain where $`x`$ can be treated as having values $`>0`$, i.e. for a certain class of quantum states where the particle is confined to this region, we clearly have flat space quantum mechanics $`[x,p]=ı\mathrm{}`$ in the limit $`𝖦0`$.
#### 4.1.2 The classical $`\mathrm{}0`$ limit
On the other hand, as $`\mathrm{}0`$ we just have the commutative polynomial algebra $`[x,p]`$ with the coalgebra shown. This is the coordinate algebra of the group $`B_{}`$ of matrices of the form
$$\left(\begin{array}{cc}e^{\frac{x}{𝖦}}& 0\\ p& 1\end{array}\right)$$
which is therefore the classical phase space for general $`𝖦`$ of the system.
#### 4.1.3 The dynamics
The meaning of the parameter $`𝖦`$ can be identified, at least roughly, as follows. In fact the meaning of $`p`$ mathematically in the construction is that it acts on the position $``$ inducing a flow. For such dynamical systems the Hamiltonian is indeed naturally $`h=p^2/m`$ and implies that
$$\dot{p}=0,\dot{x}=\frac{p}{m}\left(1e^{\frac{x}{𝖦}}\right)+O(\mathrm{})=v_{\mathrm{}}\left(1\frac{1}{1+\frac{x}{𝖦}+\mathrm{}}\right)+O(\mathrm{})$$
where we identify $`p/m`$ to $`O(\mathrm{})`$ as the velocity $`v_{\mathrm{}}<0`$ at $`x=\mathrm{}`$. We see that as the particle approaches the origin it goes more and more slowly and in fact takes an infinite amount of time to reach the origin. Compare with the formula in standard radial infalling coordinates
$$\dot{x}=v_{\mathrm{}}\left(1\frac{1}{1+\frac{1}{2}\frac{x}{𝖦}}\right)$$
for the distance from the event horizon of a Schwarzschild black hole with
$$𝖦=\frac{G_{\mathrm{Newton}}M}{c^2},$$
where $`M`$ is the background gravitational mass and $`c`$ is the speed of light. Thus the heuristic meaning of $`𝖦`$ in our model is that it measures the background mass or radius of curvature of the classical geometry of which our Planck scale Hopf algebra is a quantisation.
These arguments are from . Working a little harder, one finds that the quantum mechanical limit is valid (the effects of $`𝖦`$ do not show up within one Compton wavelength) if
$$mM<<m_{\mathrm{Planck}}^2,$$
while the curved classical limit is valid if
$$mM>>m_{\mathrm{Planck}}^2.$$
See also . The Planck-scale quantum group therefore truly unifies quantum effects and ‘gravitational’ effects in the context of Figure 3.
Of course our model is only a toy model and one cannot draw too many conclusions given that our treatment is not even relativistic. The similarity to the Schwarzschild black-hole is, however, quite striking and one could envisage more complex examples which hit that exactly on the nose. The best we can say at the moment is that the search to unify quantum theory and gravity using such methods leads to tight constraints and features such as event-horizon-like coordinate singularities. Theorem 1 says that it is not possible to make a Hopf algebra for $`x,p`$ with the correct classical limit in this context without such a coordinate singularity.
#### 4.1.4 The quantum-gravity $`\mathrm{},𝖦\mathrm{},\frac{𝖦}{\mathrm{}}=\lambda `$ limit
Having analysed the two familiar limits we can consider other ‘deep quantum-gravity’ limits. For example sending both our constants to $`\mathrm{}`$ but preserving their ratio we have
$$[x,p]=ı\lambda x,\mathrm{\Delta }x=x1+1x,\mathrm{\Delta }p1+1p$$
which is once again $`U(𝔟_+)`$ regarded as in Example 3 in Section 3 ‘up side down’ as a quantum space. The higher-dimensional analogues are ‘$`\kappa `$-deformed’ Minkowski space as explained in Section 3, i.e. the Planck-scale quantum group puts some flesh on the idea that this might indeed come out of quantum gravity as some kind of effective limit. Time itself would have to appear as $`t=p`$, (or $`t=_ip_i`$ for the higher dimensional analogues) in this limit from the momenta conjugate in the effective quantum gravity theory to the position coordinates. This speculative possibility is discussed further in . At any rate this deformed Minkowski space is at least mathematically nothing but a special limit of the Planck-scale quantum group from . It gives some idea how the self-duality ideas of Section 2 might ultimately connect to testable predictions for Planck scale physics e.g. testable by gamma-ray bursts of cosmological origin.
#### 4.1.5 The algebraic structure and Mach’s Principle
The notation $`[x][p]`$ for the Planck-scale quantum group reflects its algebraic structure. As an algebra it is a cross product $`[x]>[p]`$ by the action $``$ of $`[p]`$ on $`[x]`$ by
$$pf(x)=ı\mathrm{}(1e^{\frac{x}{𝖦}})\frac{}{x}f$$
(20)
which means that it is a more or less standard ‘Mackey quantisation’ as a dynamical system. It can also be viewed as the deformation-quantization of a certain Poisson bracket structure on $`(B_{})`$ if one prefers that point of view. On the other hand its coproduct is obtained in a similar but dual way as a semidirect coproduct $`[x]<[p]`$ by a coaction of $`[x]`$ on $`[p]`$. This coaction is induced by an action of $`x`$ on functions $`f(p)`$ of similar form to the above but with the roles reversed. In other words, matching the action of momentum on position is an ‘equal and opposite’ coaction of position back on momentum. This is indeed inspired by the ideas of Mach as was promised in Section 2.
#### 4.1.6 Observable-state duality and T-duality
The phrase ‘equal and opposite’ has a precise consequence here. Namely the algebra corresponding to the coalgebra by dualisation has a similar cross product form by an analogous action of $`x`$ on $`p`$. More precisely, one can show that
$$([x]_{\mathrm{},𝖦}[p])^{}[\overline{p}]_{\frac{1}{\mathrm{}},\frac{𝖦}{\mathrm{}}}[\overline{x}],$$
(21)
where $`[p]^{}=[\overline{x}]`$ and $`[x]^{}=[\overline{p}]`$ in the sense of an algebraic pairing as in Example 1 in Section 3. Here $`p,\overline{x}=ı`$ etc., which then requires a change of the parameters as shown to make the identification precise. So the Planck-scale quantum group is self-dual up to change of parameters.
This means that whereas we would look for observables $`a[x][p]`$ as the algebra of observables and states $`\varphi [\overline{p}][\overline{x}]`$ as the dual linear space, with $`\varphi (a)`$ the expectation of $`a`$ in state $`\varphi `$ (See section 2.2), there is a dual interpretation whereby
$$\mathrm{Expectation}=\varphi (a)=a(\varphi )$$
for the expectation of $`\varphi `$ in ‘state’ $`a`$ with $`[\overline{p}][\overline{x}]`$ the algebra of observables in the dual theory. More precisely, only self-adjoint elements of the algebra are observables and positive functionals states, an a state $`\varphi `$ will not be exactly hermitian in the dual theory etc. But the physical hermitian elements in the dual theory will be given by combinations of such states, and vice versa. This is a concrete example of observable-state duality as promised in Section 2. It was introduced by the author in .
Also conjectured at the time of was that this duality should be related to $`T`$-duality in string theory. As evidence is the inversion of the constant $`\mathrm{}`$. In general terms coupling inversions are indicative of such dualities. Notice also that Fourier transform implements this T-duality-like transformation as
$$:[x]_{\mathrm{},𝖦}[p][\overline{p}]_{\frac{1}{\mathrm{}},\frac{𝖦}{\mathrm{}}}[\overline{x}]$$
Explicitly, it comes out as
$$(:f(x,p):)=_{\mathrm{}}^{\mathrm{}}_{\mathrm{}}^{\mathrm{}}\mathrm{d}x\mathrm{d}pe^{ı(\overline{p}+\frac{ı}{𝖦})x}e^{ı\overline{x}(p+p)}f(x,p),$$
(22)
where $``$ is the action (20) and $`f(x,p)`$ is a classical function considered as defining an element of the Planck-scale quantum group by normal ordering $`x`$ to the left.
The duality here is not exactly T-duality in string theory but has some features like it. On the other hand it is done here at the quantum level and not in terms only of Lagrangians. In this sense the observable state duality can give an idea about what should be ‘M-theory’ in string theory. Thus, at the moment all that one knows really is that the conjectured M-theory should be some form of algebraic structure with the property that it has different semiclassical limits with different Lagrangians related to each other by S,T dualities (etc.) at the classical level. Our observable-state duality ideas as well as more recent work on T-duality suggests that:
###### Conjecture 3
M-theory should be some kind of algebraic structure possessing one or more dualities in a representation-theoretic or observable-state sense.
Actually there is an interesting anecdote here. I once had a chance to explain the algebraic duality ideas of my PhD thesis to Edward Witten at a reception in MIT in 1988 after his colloquium talk at Harvard on the state of string theory. He asked me ‘is there a Lagrangian’ and when I said ‘No, it is all algebraic; classical mechanics only emerges in the limits, but there are two different limits related by duality’, Witten rightly (at the time) gave me a short lecture about the need for a Lagrangian. 9 years later I was visiting Harvard and Witten gave a similarly-titled colloquium talk on the state of string theory. He began by stating that there was some algebraic structure called M-theory with Lagrangians appearing only in different limits.
#### 4.1.7 The noncommutative differential geometry
The lack of Lagrangians and other familiar structures in the full Planck-scale theory was certainly a valid criticism back in 1988. Since then, however, noncommutative geometry has come a long way and one is able to ‘follow’ the geometry as we quantise the system using these modern techniques. We do not have the space to recall the whole framework but exterior algebras, partial derivatives etc., make sense for quantum groups and many other noncommutative geometries. For the Planck-scale quantum group one has,
$$_p:f(x,p):=\frac{𝖦}{ı\mathrm{}}:(f(x,p)f(x,pı\frac{\mathrm{}}{𝖦})):,$$
(23)
$$_x:f(x,p):=:\frac{}{x}f:\frac{p}{𝖦}_p:f:$$
(24)
which shows the effects of $`\mathrm{}`$ in modifying the geometry. Differentiation in the $`p`$ direction becomes ‘lattice regularised’ albeit a little strangely with an imaginary displacement. In the deformed-Minkowski space setting where $`p=t`$ it means that the Euclidean version of the theory is related to the Minkowski one by a Wick-rotation is being lattice-regularised by the effects of $`\mathrm{}`$.
Also note that for fixed $`\mathrm{}`$ the geometrical picture blows up when $`𝖦0`$. I.e the usual flat space quantum mechanics CCR algebra does not admit a deformation of conventional differential calculus on $`^2`$one needs a small amount of ‘gravity’ to be present for a geometrical picture in the quantum theory. This is also evident in the exterior algebra
$$f\mathrm{d}x=(\mathrm{d}x)f,f\mathrm{d}p=(\mathrm{d}p)f+\frac{ı\mathrm{}}{𝖦}\mathrm{d}f$$
for the relations between ‘functions’ $`f`$ in the Planck-scale quantum group and differentials. The higher exterior algebra looks more innocent with
$$\mathrm{d}x\mathrm{d}x=0,\mathrm{d}x\mathrm{d}p=\mathrm{d}p\mathrm{d}x,\mathrm{d}p\mathrm{d}p=0$$
(25)
Starting with the differential forms and derivatives, one can proceed to gauge theory, Riemannian structures etc., in some generality. One can also write down ‘quantum’ Poisson brackets and Hamiltonians and (in principle) Lagrangians in the full noncommutative theory. Such tools should help to bridge the gap between model building via classical Lagrangians, which I personally do not think can succeed at the Planck scale, and some of the more noncommutative-algebraic ideas in Section 2.
### 4.2 Higher dimensional analogue
The Planck-scale quantum group is but the simplest in a family of quantum groups with similar features and parameters. We work from now with $`𝖦=\mathrm{}=1`$ for simplicity but one can always put the parameters back.
Of course one may take the $`n`$-fold tensor product of the Planck-scale quantum group, i.e. generators $`x_i,p_i`$ and different $`i`$ commuting. However, in higher dimensions the $`\mathrm{Ext}_0`$ is much bigger and I do not know of any full computation of all the possibilities for $`n>1`$. More interesting perhaps are some genuinely different higher-dimensional examples along similar but nonAbelian lines, one of which we describe now. The material is covered in , so we will be brief.
Thus, also from 1988, there is a bicrossproduct quantum group
$$(<^2)U(su_2)$$
(26)
constructed in (actually as a Hopf-von Neumann algebra; here we consider only the simpler algebraic structure underlying it.)
The nonAbelian group $`<^2`$ is the one whose enveloping algebra we have considered in Example 3 in Section 3 as noncommutative spacetime. Here, however, we take it with a Euclidean signature and a different notation. Explicitly, it consists of 3-vectors $`\stackrel{}{s}`$ with third component $`s_3>1`$ and with the ‘curved $`^3`$’ nonAbelian group law
$$\stackrel{}{s}\stackrel{}{t}=\stackrel{}{s}+(s_3+1)\stackrel{}{t}.$$
Its Lie algebra is spanned by $`x_0,x_i`$ with relations $`[x_i,x_0]=x_i`$ for $`i=1,2`$ as discussed before (this is how this algebra appeared first, in , in connection this higher-dimensional version of the Planck-scale quantum group). Now, on the group $`<^2`$ there is an action of $`SU_2`$ by a deformed rotation. This is shown in Figure 4. The orbits are still spheres but non-concentrically nested and accumulating at $`s_3=1`$. This is a dynamical system and (26) is its Mackey quantisation as a cross product. We see that we have similar features as for the Planck-scale quantum group, including some kind of coordinate singularity as $`s_3=1`$.
At the same time there is a ‘back reaction’ of $`<^2`$ back on $`SU_2`$, which appears as a coaction of $`(<^2)`$ on $`U(su_2)`$ in the cross coalgebra structure of the quantum group. Therefore the dual system, related by Fourier theory or observable-state duality, is of the same form, namely
$$U(<^2)(SU_2).$$
(27)
It consists of a particle on $`SU_2`$ moving under the action of $`<^2`$. This is the dual system which, in the present case, looks quite different.
Finally, the general theory of bicrossproducts allows for a ‘Schroedinger representation’ of (26) on $`U(<^2)`$ and similarly of its dual on $`U(su_2)`$. Such a picture means that the ‘wave functions’ live in these enveloping algebras viewed as noncommutative spaces. There are also more conventional Hilbert space representations as well.
### 4.3 General construction
There is a general construction for bicrossproduct quantum groups of which the ones discussed so far are all examples. Thus suppose that
$$X=GM$$
is a factorisation of Lie groups. Then one can show that $`G`$ acts on the set of $`M`$ and $`M`$ acts back on the set of $`G`$ such that $`X`$ is recovered as a double cross product (simultaneously by the two acting on each other) $`XGM`$. This turns out to be just the data needed for the associated cross product and cross coproduct
$$(M)U(𝔤)$$
(28)
to be a Hopf algebra. The roles of the two Lie groups is symmetric and the dual is
$$((M)U(𝔤))^{}=U(𝔪)(G)$$
(29)
which means that there are certain families of homogeneous spaces (the orbits of one group under the other) which come in pairs, with the algebra of observables of the quantisation of one being the algebra of expectation states of the quantisation of the other. This is the more or less purest form of the ideas of Section 2 based on Mach’s principle and duality.
On the other hand, factorisations abound in Nature. For example every complexification of a simple Lie group factorises into its compact real form $`G`$ and a certain solvable group $`G^{}`$, i.e. $`G_{}=GG^{}`$. The notation here is of a modern approach to the Iwasawa decomposition in . For example, $`SL_2()=SU_2SU_2^{}`$, where $`SU_2^{}=<^2`$, gives the bicrossproduct quantum group (26) in the preceding section. There are similar examples
$$(G^{})U(𝔤)$$
(30)
for all complex simple $`𝔤`$. Also, slightly more general than the Iwasawa decomposition but still only a very special case of a general Lie group factorisation, let $`G`$ be a Poisson-Lie group (a Lie group with a compatible Poisson-bracket). At the infinitesimal level the Poisson bracket defines a map $`𝔤𝔤𝔤`$ making $`𝔤`$ into a Lie bialgebra. This is an infinitesimal idea of a quantum group and is such that $`𝔤^{}`$ is also a Lie algebra. In this setting there is a Drinfeld double Lie bialgebra $`D(𝔤)`$ and its Lie group is an example of a factorisation $`GG^{}`$.
By the way, this is exactly the setting for nonAbelian Poisson-Lie T-duality in string theory, for classical $`\sigma `$-models on $`G`$ and $`G^{}`$. The quantum groups (30) and their duals are presumably related to the quantisations of the point-particle limit of these sigma models. If so this would truly extend T-duality to the quantum case via the above observable-state duality ideas. While this is not proven exactly, something like this appears to be the case. Moreover, the bicrossproduct duality for (28) is much more general and is not limited to such Poisson-Lie structures on $`G`$. The group $`M`$ need not be dual to $`G`$ in the above sense and need not even have the same dimension. Recently it was shown that the Poisson-Lie T-duality in a Hamiltonian (but not Lagrangian) setting indeed generalises to a general factorisation like this.
Finally, there is one known connection between the bicrossproduct quantum groups and the more standard $`U_q(𝔤)`$ which we will consider next. Namely, Lukierski et al. showed that a certain contraction process turned $`U_q(so_{3,2})`$ in a certain limit to some kind of ‘$`\kappa `$-deformed’ Poincaré algebra as mentioned below Example 3 in Section 3. It turned out later that this was isomorphic to one of the bicrossproduct Hopf algebras above,
$${}_{\kappa }{}^{}\mathrm{Poincare}(<^3)U(so_{3,1}).$$
The isomorphism here is nontrivial (which means in particular that $`\kappa `$-Poincaré certainly arose independently of the early bicrossproducts such as the 3-dimensional case (26)). On the other hand, the bicrossproduct version of $`\kappa `$-Poincaré from brought many benefits. First of all, the Lorentz sector is undeformed. Secondly, the dual is easy to compute (being an example of the general self-duality ideas above) and, finally, the Schroedinger representation means that this quantum group indeed acts covariantly on $`U(<^3)`$, which should therefore be viewed as the $`\kappa `$-Minkowski space appropriate to this $`\kappa `$-Poincaré (prior to one had only the noncovariant action of it on usual commutative Minkowski space, leading to a number of inconsistencies in attempting to model physics based on $`\kappa `$-Poincaré alone). Of course the point of view of Poincaré algebra as symmetry appears at first different from the main point of view of bicrossproducts as the quantisations of a dynamical system. However, as in Section 2 (and even for the classical Poincaré algebra) a symmetry enveloping algebra should also appear as part of (or all of) the quantum algebra of observables of the associated quantum theory because it should be realised among the quantum fields.
## 5 Deformed quantum enveloping algebras
No introduction to quantum groups would be complete if we did not also mention the much more well known deformations $`U_q(𝔤)`$ of complex simple $`𝔤`$ arising from inverse scattering and the theory of solvable lattice models. These have not, however, been very directly connected with Planck scale physics (although there are some recent proposals for this, as we saw in the lectures of Lee Smolin). They certainly did not arise that way and are not the quantum algebras of observables of physical systems. Therefore this is only going to be a lightning introduction to this topic. For more, see .
Rather, these quantum groups $`U_q(𝔤)`$ arise naturally as ‘generalised’ symmetries of certain spin chains and as generalised symmetries in the Wess-Zumino-Witten model conformal field theory. Just as groups can be found as symmetries of many different and unconnected systems, the same is true for the quantum groups $`U_q(𝔤)`$. They do, however, have a perhaps richer and more complex mathematical structure than the bicrossproducts, which is what we shall briefly outline.
As Hopf algebras one has the same duality ideas nevertheless. Thus, the quantum group $`U_q(su_2)`$ with generators $`H,X_\pm `$ and relations and coproduct
$$[H,X_\pm ]=\pm X_\pm ,[X_+,X_{}]=\frac{q^Hq^H}{qq^1}$$
$$\mathrm{\Delta }X_\pm =X_\pm q^{\frac{H}{2}}+q^{\frac{H}{2}}X_\pm ,\mathrm{\Delta }H=H1+1H$$
is dual to the quantum group $`_q(SU_2)`$ generated by a matrix of generators $`a,b,c,d`$. This has six relations of $`q`$-commutativity
$$ba=qab,ca=qac,bc=cb,dc=qcd,db=qbd,da=ad+(qq^1)bc$$
and a determinant relation $`adq^1bc=1`$. The pairing is the same as in Example 2 in Section 2 at the level of generators (after a change of basis).
The main feature of these quantum groups, in contrast to the bicrossproduct ones, is that their representations form braided categories. Thus, if $`V,W\mathrm{Rep}(U_q(𝔤))`$ then $`VW`$ is (as for any quantum group) also a representation. The action is
$$h(vw)=(\mathrm{\Delta }h).(vw)$$
(31)
for all $`hU_q(𝔤)`$, where we use the coproduct (for example the linear form of the coproduct of $`H`$ means that it acts additively). The special feature of quantum groups like $`U_q(𝔤)`$ is that there is an element $`U_q(𝔤)\overline{}U_q(𝔤)`$ (the ‘universal R-matrix or quasitriangular structure’) which ensures an isomorphism of representations by
$$\mathrm{\Psi }_{V,W}:VWWV,\mathrm{\Psi }_{V,W}(vw)=P.(vw)$$
(32)
where $`P`$ is the usual permutation or flip map. This braiding $`\mathrm{\Psi }`$ behaves much like the usual transposition or flip map for vector spaces but does not square to one. To reflect this one writes $`\mathrm{\Psi }=\text{}`$, $`\mathrm{\Psi }^1=\text{}`$. It has properties consistent with the braid relations, i.e. when two braids coincide the compositions of $`\mathrm{\Psi },\mathrm{\Psi }^1`$ that they represent also coincide. The fundamental braid relation of the braid group in Figure 5(a) corresponds to the famous Yang-Baxter or braid relation for the matrix corresponding to $`\mathrm{\Psi }`$.
From this it is more or less obvious that such quantum groups lead to knot invariants. One can scan the (oriented) knot such as in Figure 5(b) from top to bottom. We choose a representation $`V`$ with dual $`V^{}`$ and label the knot by $`V`$ against a downward arc and $`V^{}`$ against an upward arc. As we read the knot, when we encounter an arc $`{}_{V}{}^{}_{V^{}}^{}`$ we let it represent the canonical element $`_ae_af^aVV^{}`$. When we encounter crossings we represent them by the appropriate $`\mathrm{\Psi }`$ and finally when we encounter $`{}_{}{}^{V^{}}_{}^{V}`$ we apply the evaluation map. There is also a prescription for when we encounter $`{}_{V^{}}{}^{}_{V}^{}`$ and $`{}_{}{}^{V}_{}^{V^{}}`$. At the end of the day we obtain a number depending on $`q`$ (which went into the braiding). This function of $`q`$ is (with some fiddling that we have not discussed) an invariant of the knot regarded as a framed knot. This is not the place to give details of knot theory, but this is the rough idea. In physical terms one should think of the knot as a process in 1+1 dimensions in which a particle $`V`$ and antiparticle $`V^{}`$ is created at an arc, some kind of scattering $`\mathrm{\Psi }`$ occurs at crossings, etc.
For standard $`U_q(𝔤)`$ the construction of representations is not hard, all the standard ones of $`𝔤`$ just q-deform. For example, the spin $`{\scriptscriptstyle \frac{1}{2}}`$ representation of $`su_2`$ deforms to a 2-dimensional representation of $`U_q(su_2)`$. The associated knot invariant is the celebrated Jones polynomial.
### 5.1 Braided mathematics and braided groups
This braiding is the key property of the quantum groups $`U_q(𝔤)`$ and other ‘quasitriangular Hopf algebras’ of similar type. It means in particular that any algebra on which the quantum group acts covariantly becomes braided. This is therefore indicative of a whole braided approach to noncommutative geometry or braided geometry via algebras or ‘braided’ spaces on which quantum groups $`U_q(𝔤)`$ act as generalised symmetries. Note that we are not so much interested in this point of view in the noncommutative geometry of the quantum groups $`U_q(𝔤)`$ themselves, although one can study this as a source of mathematical examples. More physical is the algebras in which these objects act.
In this approach the meaning of $`q`$ is that it enters into the braiding, i.e. it generalises the $`1`$ of supertransposition in super-geometry. This is ‘orthogonal’ to the usual idea of noncommutative geometry, i.e. it is not so much a property of one algebra but of composite systems, namely of the noncommutativity of tensor products. The simplest new case is where the braiding is just a factor $`q`$. To see how this works, consider the braided line $`B=[x]`$. As an algebra this is just the polynomials in one variable again.
###### Example 4
Let $`B=[x]`$ be the braided line, where independent copies $`x,y`$ have braid statistics $`yx=qxy`$ when one is transposed past the other (c.f. a Grassmann variable but with $`1`$ replaced by $`q`$). Then
$$_qf(y)=x^1\left(f(x+y)f(x)\right)|_{x=0}=\frac{f(y)f(qy)}{(1q)y}$$
This is easy to see on monomials, i.e. $`_qy^n`$ is the coefficient of the $`x`$-linear part in $`(x+y)^n`$ after we move all $`x`$ to the left. In fact mathematicians have played with such a q-derivative since 1908 as having many cute properties. We see that it arises very naturally from the braided point of view – one just has to realise that $`x`$ is a braided variable. This point of view also leads to the correct properties of integration. Namely there is a relevant indefinite integration to go with $`_q`$ characterised by
$$_0^{x+y}f(z)\mathrm{d}_qz=_0^yf(z)\mathrm{d}_qz+_0^xf(z+y)\mathrm{d}_qz$$
(33)
provided $`yx=qxy`$, $`yz=qzy`$ etc., during the computation. In the limit this gives the infinite Jackson integral previously known in this context. One also has braided exponentials, braided Fourier theory etc., for these braided variables.
The braided point of view is also much more powerful than simply trying to sprinkle $`q`$ into formulae here and there.
###### Example 5
Let $`B=_q^2`$ be the quantum-braided plane generated by $`x,y`$ with the relations $`yx=qxy`$, where two independent copies have the braid statistics
$$x^{}x=q^2xx^{},x^{}y=qyx^{},y^{}y=q^2yy^{},y^{}x=qxy^{}+(q^21)yx^{}.$$
Here $`x^{},y^{}`$ are the generators of the second copy of the plane. Then
$$(y+y^{})(x+x^{})=q(x+x^{})(y+y^{})$$
i.e. $`x+x^{},y+y^{}`$ is another copy of the quantum-braided plane. Then by similar definitions as above, one has braided partial derivatives
$$_{q,x}f(x,y)=\frac{f(x,y)f(qx,y)}{(1q)x},_{q,y}f(x,y)=\frac{f(qx,y)f(qx,qy)}{(1q)y}$$
for expressions normal ordered to $`x`$ on the left. Note in the second expression an extra $`q`$ as $`_{q,y}`$ moves past the $`x`$
Thus you can add points in the braided plane, and then (by an infinitesimal addition) define partial derivatives etc. This is a problem (multilinear q-analysis) which had been open since 1908 and was only solved relatively recently (by the author) in , as a demonstration of braided mathematics. We note in passing that $`yx=qxy`$ is sometimes called the ‘Manin plane’. Manin considered only the algebra and a quantum group action on it, without the braided point of view, without the braided addition law and without the partial derivatives.
Finally, there is a more formal way by which all such constructions are done systematically, which we now explain. It amounts to nothing less than a new kind of algebra in which algebraic symbols are replaced by braids and knots.
First of all, given two algebras $`B,C`$ in a braided category (such as the representation of $`U_q(𝔤)`$) we have a braided tensor product $`B\underset{¯}{}C`$ algebra in the same category defined like a superalgebra but with $`1`$ replaced by the braiding $`\mathrm{\Psi }_{C,B}`$. Thus the tensor product becomes noncommutative (even if each algebra $`B,C`$ was commutative) – the two subalgebras ‘commute’ up to $`\mathrm{\Psi }`$. This is the mathematical definition of braid statistics: the noncommutavity of the notion of ‘independent’ systems. We call such noncommutativity outer in contrast to the inner noncommutativity of quantisation, which is a property of one algebra alone. In Example 4, the joint algebra of the independent $`x,y`$ is $`[x]\underset{¯}{}[y]`$ with $`\mathrm{\Psi }(xy)=qyx`$. In Example 5 the braided tensor product is between one copy $`x,y`$ and the other $`x^{},y^{}`$. The braiding $`\mathrm{\Psi }`$ in this case is more complicated. In fact it is the same braiding from the $`U_q(su_2)`$ spin $`{\scriptscriptstyle \frac{1}{2}}`$ representation that gave the Jones polynomial. The miracle that makes knot invariants is the same miracle that allows braided multilinear algebra.
The addition law in both the above examples makes them into braided groups. They are like quantum groups or super-quantum groups but with braid statistics. Thus, there is a coproduct
$$\mathrm{\Delta }x=x1+1x,\mathrm{\Delta }y=y1+1y$$
etc., (this is a more formal way to write $`x+x^{},y+y^{}`$). But $`\mathrm{\Delta }:BB\underset{¯}{}B`$ rather than mapping to the usual tensor product. We do not want to go into the whole theory of braided groups here. Suffice it to say that the theory can be developed to the same level as quantum groups: integrals, Fourier theory, etc., but using new techniques. One draws the product $`BBB`$ as a map , the coproduct as , etc. Similarly with other maps, some strands coming in for the inputs and some leaving for the outputs. We then ‘wire up’ an algebraic expression by wiring outputs of one operation into the inputs of others. When wires have to cross under or over we have to chose one or the other as $`\mathrm{\Psi }`$ or $`\mathrm{\Psi }^1`$. We draw such diagrams flowing down the page. An example of a braided-algebra calculation is given in Figure 5(c).
Braided groups exist in abundance. There are general arguments that every algebraic quantum field theory contains at its heart some kind of (slightly generalised) braided group. Moreover, the ideas here are clearly very general: braided algebra.
### 5.2 Systematic $`q`$-Special Relativity
Clearly braided groups are the correct foundation for q-deformed geometry based on q-planes and similar q-spaces. One of their main successes in the period 1992-1994 was a more or less complete and systematic q-deformation by the team in Cambridge of the main structures of special relativity and electromagnetism, i.e. q-Minkowski space and basic structures :
* q-Minkowski space as $`2\times 2`$ braided Hermitian matrices
* q-addition etc., on q-Minkowski space
* q-Lorentz quantum group $`_q(SU_2)_q(SU_2)`$
* q-Poincaré+scale quantum group $`_q^{1,3}>\stackrel{~}{U_q(so_{1,3})}`$
* q-partial derivatives
* q-differential forms
* q-epsilon tensor
* q-metric
* q-integration with Gaussian weight
* q-Fourier theory
* q-Green functions (but no closed form)
* q-$``$ structures and q-Wick rotation
The general theory works for any braiding or ‘R-matrix’. I do want to stress, however, that this project was not in a vacuum. For example, the algebra of q-Minkowski had been proposed independently of in , but without the braided matrix or additive structures. The q-Lorentz was studied by the same authors but without its quasitriangular structure, Wess, Zumino et al. studied the q-Poincaré but without its semidirect structure and action on q-Minkowski space, while Fiore studied q-Gaussians in the Euclidean case, etc. More recently, we have,
* q-conformal group $`_q^{1,3}>\stackrel{~}{U_q(so_{1,3})}<_q^{1,3}`$
* q-diffeomorphism group
Notably not on the list, in my opinion still open, is the correct formulation of the q-Dirac equation. Aside from this, the programme came to an end when certain deep problems emerged. In my opinion they are as follows. First of all, we ended up with formal power-series e.g. the q-Green function is the inverse Fourier transform of $`(\stackrel{}{p}\stackrel{}{p}m^2)^1`$ so in principle it is now defined. But not in closed form! The methods of q-analysis as in are not yet far enough advanced to have nice names and properties for the kinds of powerseries functions encountered. This is a matter of time. Similarly, braided integration means we can in principle write down and compute braided Feynman diagrams and hence define braided quantum field theory at least operatively. Recently R. Oeckl was able to apply the braided integration theory of not to q-spacetime but directly to a q-coordinate algebra as the underlying vector space of fields on spacetime. Here the braided algebra $`B`$ replaces the ‘fields’ on spacetime. Choosing a basis of such fields one can still apply braided Gaussian integration and actually compute correlation functions. So the computational problems can and are being overcome.
Secondly and more conceptual, it should be clear that when we deform classical constructions to braided ones we have to choose $`\mathrm{\Psi }`$ or $`\mathrm{\Psi }^1`$ whenever wires cross. Sometimes neither will do, things get tangled up. But if we succeed it means that for every q-deformation there is another where we could have made the opposite choice in every case. This classical geometry bifurcates into two q-deformed geometries according to $`\mathrm{\Psi }`$ or $`\mathrm{\Psi }^1`$. Moreover, the role of the $``$ operation is that it interchanges these two. Roughly speaking,
$$\begin{array}{ccc}& & q\mathrm{geometry}\\ \mathrm{classical}\mathrm{geometry}& & \\ & & \mathrm{conjugate}q\mathrm{geometry}\end{array}$$
where the conjugate is constructed by interchanging the braiding with the inverse braiding (i.e. reversing braid crossings in the diagrammatic construction). For the simplest cases like the braided line it means interchanging $`q,q^1`$. This is rather interesting given that the $``$ is a central foundation of quantum mechanics and our concepts of probability. But it also means one cannot do q-quantum mechanics etc., with q-geometry alone; one needs also the conjugate geometry.
### 5.3 The physical meaning of $`q`$
According to what we have said above, the true meaning of $`q`$ is that it generalises the $`1`$ of fermionic statistics. That is why it is dimensionless. It is nothing other than a parameter in a mathematical structure (the braiding) in a generalisation of our usual concepts of algebra and geometry, going a step beyond supergeometry.
This also means that q is an ideal parameter for regularising quantum field theory. Since most constructions in physics q-deform, such a regularisation scheme is much less brutal than say dimensional or Pauli-Villars regularisation as it preserves symmetries as q-symmetries, the q-epsilon tensor etc. . In this context it seems at first too good a regularisation. Something has to go wrong for anomalies to appear.
###### Conjecture 4
In q-regularisation the fact that only the Poincaré+scale q-deforms (the two get mixed up) typically results (when the regulator is removed after renormalisation) in a scale anomaly of some kind.
This is probably linked to a much nicer treatment of the renormalisation group that should be possible in this context. Again a lot of this must await more development of the tools of q-analysis. At any rate the result in is that q-deformation does indeed regularise, turning some of the infinities from a Feynman loop integration into poles $`(q1)^1`$.
All of this is related to the Planck scale as follows. Thus, as well as being a good regulator one can envisage (in view of our general ideas about noncommutativity and the Planck scale) that the actual world is in reality better described by $`q1`$ due to Planck scale effects. In other words q-deformed geometry could indeed be the next-to-classical order approximation to the geometry coming out of some unknown theory of quantum gravity. This was the authors own personal reason for spending some years q-deforming the basic structures of physics. The UV cut-off provided by a ‘foam-like structure of space time’ would instead be provided by q-regularisation with $`q1`$. Moreover, if this is so then q-deformed quantum field theory should also appear coming out of quantum gravity as an approximation one better than the usual. Such a theory would be massless according to the above remarks (because there is no q-Poincaré without the scale generator). Or at least particle masses would be small compared to the Planck mass. How the q-scale invariance breaks would then be a mechanism for mass generation.
There are also several other ‘purely quantum’ features of q-geometry not visible in classical geometry, which would likewise have consequences for Planck scale physics. One of them is:
###### Theorem 2
The braided group version of the enveloping algebras $`U_q(𝔤)`$ and their $`q`$-coordinate algebras are isomorphic. I.e. there is essentially only one object in q-geometry with different scaling limits as $`q1`$ to give the classical enveloping algebra of $`𝔤`$ or coordinate algebra of $`G`$.
The self-duality isomorphisms involve dividing by $`q1`$ and are therefore singular when $`q=1`$, i.e. this is totally alien to conventional geometric ideas. Enveloping algebras and their coordinate algebras are supposed to be dual not isomorphic. This self-duality in q-geometry is rather surprising but is fully consistent with the self-duality ideas of Section 2. In many ways q-geometry is simpler and more regular than the peculiar $`q=1`$ that we are more familiar with.
Recently, it was argued that since loop gravity is linked to the Wess-Zumino-Witten model, which is linked to $`U_q(su_2)`$ (or some other quantum group), that indeed q-geometry should appear coming out of quantum-gravity with cosomological constant $`\mathrm{\Lambda }`$. There is even provided a formula
$$q=e^{\frac{2\pi ı}{2+k}},k=\frac{6\pi }{G_{\mathrm{Newton}}^2\mathrm{\Lambda }}.$$
If so then the many tools of q-deformation developed in the last several years would suddenly be applicable to study the next-to-classical structure of quantum-gravity. The fact that loop variable and spin-network methods ‘tap into’ the revolutions that have taken place in the last decade around quantum groups, knot theory and the WZW model (this was evident for example in the black-hole entropy computation) makes such a conjecture reasonable. It also indicates to me that these new quantum gravity methods are not just ‘pushing some problem off to another corner’ but are building on a certain genuine advance that has already revolutionised several other branches of mathematics. Usually in science when one big door is opened it has nontrivial repercussions in several fields.
One way or another the general idea is that quantum effects dominant at the Planck scale force geometry itself to be modified as we approach it such as to have a noncommutative or ‘quantum’ aspect expressed by $`q1`$. Although $`q`$ is dimensionless and might be given, for example, by formulae such as the above, one can and should still think of $`q`$ as behaving formally like the exponential of an effective Planck’s constant $`\mathrm{}_0`$, say. That is we can make semiclassical expansions, speak of Poisson-brackets being ‘quantized’ etc. This is not exactly physical quantisation except in so far as quantum effects at the Planck scale are at the root of it. The precise physical link can only be made in a full theory of quantum gravity. It is only in this sense, however, that q-geometry is ‘quantum geometry’ and ‘quantum groups’ are so called. For example, the q-coordinate algebras of $`U_q(𝔤)`$ are quantisations in this sense of a certain Poisson-Lie bracket on $`G`$ (as mentioned in Section 4.3). Similarly for all our other q-spaces.
###### Example 6
q-Minkowski space quantises a Poisson-bracket on $`^{1,3}`$ given by the action of the special conformal translations.
This again points to a remarkable interplay between q-regularisation, the renormalisation group, gravity and particle mass.
At least in this context we want to note that the braided approach of this subsection gives a new and systematic approach to the ‘quantisation’ problem that solves by new ‘braid diagram’ methods some age-old problems. Usually, one writes a Poisson bracket and tries to ‘quantise’ it by a noncommutative algebra. Apart from existence, the problem often overlooked is what I call the uniformity of quantisation problem. There is only one universe. How do we know when we have quantised this or that space separately that they are consistent with each other, i.e. that they all fit together to a single quantum universe?
Our theme in Section 2 is of course is that quantisation is not a well-defined problem. Rather one should have a deeper point of view which leads directly to the quantum-algebraic world – what we call geometry is then the semiclassical limit of the intrinsic structure of that, i.e. all different spaces and choices of Poisson structures on them will emerge from semiclassicalisation and not vice versa.
Braided algebra solves the uniformity problem in this way. Apart from giving the q-deformation of most structures in physics, it does it uniformly and in a generally consistent way because what what we deform is actually the category of vector spaces into a braided category. All constructions based on linear maps then deform coherently and consistently with each other as braid diagram constructions (so long as they do not get tangled). After that one inserts the formulae for specific braidings (e.g. generated by specific quantum groups) to get the q-deformation formulae. After that one semiclassicalises by taking commutators to lowest order, to get the Poisson-bracket that we have just quantised. Moreover, different quantum groups $`U_q(𝔤)`$ are all mutually consistent being related to each other by an inductive construction. We have seen this with q-Minkowski space above.
In summary, the q-deformed examples demonstrate a remarkable unification of three different points of view; q as a generalisation of fermionic -1, q as a ‘quantisation’ (so these ideas are unified) and q as a powerful regularisation parameter in physics. By the way, these are all far from the original physical role of q, where $`U_q(su_2)`$ arose as a generalised symmetry of the XXY lattice model and where $`q`$ measures the anisotropy due to an applied external magnetic field (rather, they are the authors’ point of view developed under the heading of the braided approach to q-deformation and braided geometry).
## 6 Noncommutative differential geometry and Riemannian manifolds
We have promised that today there is a more or less complete theory of noncommutative differential geometry that includes most of the naturally occurring examples such as those in previous sections, but is a general theory not limited to special examples and models, i.e. has the same degree of ‘flabbiness’ as conventional geometry. Here I will try to convince you of this and give a working definition of a ‘quantum manifold’ and ‘quantum Riemannian manifold’. I do not want to say that this is the last word; the subject is still evolving but there is now something on the table. Among other things, our constructions are purely algebraic with operator and $`C^{}`$-algebra considerations as in Connes’ approach not fully worked. In any case, the reader may well want to start with the more accessible Section 6.4, where we explore the semiclassical implications at the more familiar level of the ordinary differential geometry coming out of the full noncommutative theory.
### 6.1 Quantum differential forms
As explained in Section 2 our task is nothing other than to give a formulation of geometry where the coordinate algebra on a manifold is replaced by a general algebra $`M`$. The first step is to choose the cotangent space or differential structure. Since one can multiply forms by ‘functions’ from the left and right, the natural definition is to define a first order calculus as a bimodule $`\mathrm{\Omega }^1`$ of the algebra $`M`$, along with a linear map $`\mathrm{d}:M\mathrm{\Omega }^1`$ such that
$$\mathrm{d}(ab)=(\mathrm{d}a)b+a\mathrm{d}b,a,bM.$$
Differential structures are not unique even classically, and even more non-unique in the quantum case. There is, however, one universal example of which others are quotients. Here
$$\mathrm{\Omega }_{\mathrm{univ}}^1=\mathrm{ker}MM,\mathrm{d}a=a11a.$$
Classically we do not think about this much because on a group there is a unique translation-invariant differential calculus; since we generally work with manifolds built on or closely related to groups we tend to take the inherited differential structure without thinking. In the quantum case, i.e. when $`M`$ is a quantum (or braided) group one has a similar notion : a differential calculus is bicovariant if there are coactions $`\mathrm{\Omega }^1\mathrm{\Omega }^1M,\mathrm{\Omega }^1M\mathrm{\Omega }^1`$ forming a bicomodule and compatible with the bimodule structures and $`\mathrm{d}`$.
###### Theorem 3
For the q-coordinate rings of the quantum groups $`U_q(𝔤)`$, the (co)irreducible bicovariant $`(\omega ^1,\mathrm{d})`$ are essentially (for generic $`q`$) in correspondence with the irreducible representations $`\rho `$ of $`𝔤`$, and
$$\mathrm{\Omega }_{\mathrm{univ}}^1=_\rho \mathrm{\Omega }_\rho ^1.$$
The lowest spin $`{\scriptscriptstyle \frac{1}{2}}`$ representation of $`U_q(su_2)`$ defines its usual differential calculus plus a Casimir as $`q1`$. The higher differential calculi show up in the q-geometry and correspond to higher spin. This should therefore be a step towards understanding how macroscopic differential geometry arises out of the loop gravity and spin network formalism. For example, the black-hole entropy computation reported in Abbay Ashtekar’s lectures at the conference was dominated by the spin $`{\scriptscriptstyle \frac{1}{2}}`$ states, which seems to me should be analogous to the standard differential calculus on the spin connection bundle dominating as macroscopic geometry emerges from the quantum gravity theory.
We do not have room to give more details here even of an example of Theorem 3, but see . Instead we content ourselves with an even simpler and more pedagogical result.
###### Proposition 1
If $`k`$ is a field and $`M=k[x]`$ the polynomials in one variable, the (co)irreducible bicovariant calculi $`(\mathrm{\Omega }^1,\mathrm{d})`$ are in correspondence with field extensions of the form $`k_\lambda =k[\lambda ]`$ modulo $`m(\lambda )=0`$, where $`m`$ is an irreducible monic polynomial. Here
$$\mathrm{\Omega }^1=k_\lambda [x],\mathrm{d}f(x)=\frac{f(x+\lambda )f(x)}{\lambda },$$
$$f(x).g(\lambda ,x)=f(x+\lambda )g(\lambda ,x),g(\lambda ,x).f(x)=g(\lambda ,x)f(x)$$
for functions $`f`$ and one-forms $`g`$.
For example, over $``$, $`(\mathrm{\Omega }^1,\mathrm{d})`$ on $`[x]`$ are classified by $`\lambda _0C`$ and one has
$$\mathrm{\Omega }^1=\mathrm{d}x[x],\mathrm{d}f=\mathrm{d}x\frac{f(x+\lambda _0)f(x)}{\lambda _0},x\mathrm{d}x=(\mathrm{d}x)x+\lambda _0.$$
(34)
We see that the Newtonian case $`\lambda _0=0`$ is only one special point in the moduli space of quantum differential calculi. But if Newton had not supposed that differentials and forms commute he would have had no need to take this limit. What one finds with noncommutative geometry is that there is no need to take this limit at all. In particular, noncommutative geometry extends our usual concepts of geometry to lattice theory without taking the limit of the lattice spacing going to zero.
It is also interesting that the most important field extension in physics, $``$, can be viewed noncommutative-geometrically with complex functions $`[x]`$ the quantum 1-forms on the algebra of real functions $`[x]`$. As such its quantum cohomology is nontrivial, see .
### 6.2 Bundles and connections
To go further one has to have a pretty abstract view of differential geometry. For trivial bundles it is a little easier: fix a quantum group coordinate ring $`H`$. Then a gauge field is a map $`H\mathrm{\Omega }^1`$, etc. See . To define a manifold, however, one has to handle nontrivial bundles. In noncommutative geometry there is (as yet) no proper way to build this by patching trivial bundles. All those usual concepts involve open sets etc, not existing in the noncommutative case. Fortunately, if one thinks about it abstractly enough one can come up with a purely algebraic formulation independent of any patches or coordinate system. For simplicity we are going to limit attention to the universal calculi; the theory is know for general calculi as well.
Basically, a classical bundle has a free action of a group and a local triviality property. In our algebraic terms this translates to an algebra $`P`$ in the role of ‘coordinate algebra of the total space of the bundle’, a coaction $`\mathrm{\Delta }_R:PPH`$ of the quantum group $`H`$ such that the fixed subalgebra is $`M`$,
$$M=P^H=\{pP|\mathrm{\Delta }_Rp=p1\}.$$
(35)
Local triviality is replaced by the requirement that
$$0P(\mathrm{\Omega }^1M)P\mathrm{\Omega }^1P\stackrel{\stackrel{~}{\chi }}{}P\mathrm{ker}ϵ0$$
(36)
is exact, where $`\stackrel{~}{\chi }=(\mathrm{id})\mathrm{\Delta }_R`$ plays the role of generator of the vertical vector fields corresponding classically to the action of the group (for each element of $`H^{}`$ it maps $`\mathrm{\Omega }^1PP`$ like a vector field). Exactness says that the one-forms $`P(\mathrm{\Omega }^1M)P`$ lifted from the base are exactly the ones annihilated by the vertical vector fields.
An example is the quantum sphere. Classically the inclusion $`U(1)SU_2`$ in the diagonal has coset space $`S^2`$ and defines the $`U(1)`$ bundle over the sphere on which the monopole lives. The same idea works here, but since we deal with coordinate algebras the arrows are reversed. The coordinate algebra of $`U(1)`$ is the polynomials $`[g,g^1]`$.
###### Example 7
There is a projection from $`_q(SU_2)[g,g^1]`$
$$\pi \left(\begin{array}{cc}a& b\\ c& d\end{array}\right)=\left(\begin{array}{cc}g& 0\\ 0& g^1\end{array}\right)$$
Its induced coaction $`\mathrm{\Delta }_R=(\mathrm{id}\pi )\mathrm{\Delta }`$ is by the degree defined as the number of $`a,c`$ minus the number of $`b,d`$ in an expression. The quantum sphere $`S_q^2`$ is the fixed subalgebra i.e. the degree zero part. Explicitly, it is generated by $`b_3=ad`$, $`b_+=cd`$, $`b_{}=ab`$ with $`q`$-commutativity relations
$$b_\pm b_3=q^{\pm 2}b_3b_\pm +(1q^{\pm 2})b_\pm ,q^2b_{}b_+=q^2b_+b_{}+(qq^1)(b_31)$$
and the sphere equation $`b_3^3=b_3+qb_{}b_+`$, and forms a quantum bundle.
When $`q1`$ we can write $`b_\pm =\pm (x\pm ıy)`$, $`b_3=z+{\scriptscriptstyle \frac{1}{2}}`$ and the sphere equation becomes $`x^2+y^2+z^2=\frac{1}{4}`$ while the others become that $`x,y,z`$ commute. The quantum sphere itself is a member of a 2-parameter family of quantum spheres (the others can also be viewed as bundles in a suitable framework.)
One can go on and define a connection as an equivariant splitting
$$\mathrm{\Omega }^1P=P(\mathrm{\Omega }^1M)P\mathrm{complement}$$
(37)
i.e. an equivariant projection $`\mathrm{\Pi }`$ on $`\mathrm{\Omega }^1P`$. One can show the required analogue of the usual theory, i.e. that such a projection corresponds to a connection form such that
$$\omega :\mathrm{ker}ϵ\mathrm{\Omega }^1P,\stackrel{~}{\chi }\omega =\mathrm{id}$$
(38)
where $`\omega `$ intertwines with the adjoint coaction of $`H`$ on itself. There is such a connection on the example above – the q-monopole. It is $`\omega (g1)=d\mathrm{d}aqb\mathrm{d}c`$.
Finally, one can define associated bundles. If $`V`$ is a vector space on which $`H`$ coacts then we define the associated ‘bundles’ $`E^{}=(PV)^H`$ and $`E=\mathrm{hom}_H(V,P)`$, the space of intertwiners. The two bundles should be viewed geometrically as ‘sections’ in classical geometry of bundles associated to $`V`$ and $`V^{}`$. Given a suitable (strong) connection one has a covariant derivative
$$D_\omega :EEM,D_\omega =(\mathrm{id}\mathrm{\Pi })\mathrm{d}$$
(39)
This is where the noncommutative differential geometry coming out of quantum groups links up with the more traditional $`C^{}`$-algebra approach of A. Connes and others. Traditionally a vector bundle over any algebra is defined as a finitely generated projective module. However, there is no notion of quantum principal bundle of course without quantum groups. The associated bundles to the q-monopole bundle are indeed finitely generated projective modules. The projectors are elements of the noncommutative $`K`$-theory $`K_0(S_q^2)`$ and their pairing with Connes’ cyclic cohomology allows one to show that the bundle is non-trivial even when $`q1`$. Thus the quantum groups approach is compatible with Connes’ approach but provides more of the (so far algebraic) infrastructure of differential geometry – principal bundles, connection forms, etc. otherwise missing.
### 6.3 Soldering and quantum Riemannian structure
With the above ingredients we can give a working definition of a quantum manifold. See refer to for details. The idea is that the main feature of being a manifold is that, locally, one can chose a basis of the tangent space at each point (e.g. a vierbein in physics) patching up globally via $`GL_n`$ gauge transformations. In abstract terms it means a frame bundle to which the tangent bundle is associated by a ‘soldering form’. For a general algebra $`M`$ we specify this ‘frame bundle’ directly as some suitable quantum group principal bundle.
Thus, we define a frame resolution of $`M`$ as quantum principal bundle $`(P,H,\mathrm{\Delta }_R)`$ over $`M`$, a comodule $`V`$ and an equivariant ‘soldering form’ $`\theta :VP\mathrm{\Omega }^1M\mathrm{\Omega }^1P`$ such that the induced map
$$E^{}\mathrm{\Omega }^1M,pvp\theta (v)$$
(40)
is an isomorphism. Of course, all of this has to be done with suitable choices of differential calculi on $`M,P,H`$ whereas we have been focusing for simplicity on the universal calculi. There are some technical problems here but the same definitions more or less work in general. Our working definition of a quantum manifold is this data $`(M,\mathrm{\Omega }^1,P,H,\mathrm{\Delta }_R,V,\theta )`$.
The definition works in that one has many usual results. For example, a connection $`\omega `$ on the frame bundle induces a covariant derivative $`D_\omega `$ on the associated bundle $`E`$ which maps over under the soldering isomorphism to a covariant derivative
$$:\mathrm{\Omega }^1M\mathrm{\Omega }^1M\underset{M}{}\mathrm{\Omega }^1M.$$
(41)
Its torsion is defined as corresponding similarly to $`D_\omega \theta `$.
Defining a Riemannian structure is harder. It turns out that it can be done in a ‘self-dual’ manner as follows. Given a framing, a ‘generalised metric’ isomorphism $`\mathrm{\Omega }^1M\mathrm{\Omega }^1M`$ between vector fields and one forms can be viewed as the existence of another framing $`\theta ^{}:V^{}(\mathrm{\Omega }^1M)P`$, which we call the coframing, this time with $`V^{}`$. Nondegeneracy of the metric corresponds to $`\theta ^{}`$ inducing an isomorphism $`E\mathrm{\Omega }^1M`$.
Thus our working definition of a quantum Riemannian manifold is the data $`(M,\mathrm{\Omega }^1,P,H,\mathrm{\Delta }_R,V,\theta ,\theta ^{})`$, where we have a framing and at the same time $`(M,\mathrm{\Omega }^1,P,H,\mathrm{\Delta }_R,V^{},\theta ^{})`$ is another framing. The associated quantum metric is
$$g=\underset{a}{}\theta ^{}(f^a)\theta (e_a)\mathrm{\Omega }^1M\underset{M}{}\mathrm{\Omega }^1M$$
(42)
where $`\{e_a\}`$ is a basis of $`V`$ and $`\{f^a\}`$ is a dual basis (c.f. our friend the canonical element $`\mathrm{exp}`$ from Fourier theory in Section 3).
Now, this self-dual formulation of ‘metric’ as framing and coframing is symmetric between the two. One could regard the coframing as the framing and vice versa. From our original point of view its torsion tensor corresponding to $`D_\omega \theta ^{}`$ is some other tensor, which we call the cotorsion tensor. We then define a generalised Levi-Civita connection on a quantum Riemannian manifold as the $``$ of a connection $`\omega `$ such that the torsion and cotorsion tensors both vanish.
This is about as far as this programme has reached at present. One defines curvature of course as corresponding to the curvature of $`\omega `$, which is $`\mathrm{d}\omega +\omega \omega `$, but before we can finish the program outlined in Section 2 we still need to understand the Ricci and Einstein tensors in this setting. For this one has to understand their classical meaning more abstractly i.e. beyond some contraction formulae even in conventional geometry. It would appear that it has a lot to do with entropy and the relation between gravity and counting (geometric) states thermodynamically.
### 6.4 Semiclassical limit
To get the physical meaning of the cotorsion tensor and other ideas coming out of noncommutative Riemannian geometry, let us consider the semiclassical limit. What we find is that noncommutative geometry forces us to slightly generalise conventional Riemannian geometry itself. If noncommutative geometry is closer to what comes out of quantum gravity then this generalisation of conventional Riemannian geometry should be needed to include Planck scale effects or at least to be consistent with them when they emerge at the next order of approximation.
The generalisation, more or less forced by the noncommutativity, is as follows:
* We have to allow any group $`G`$ in the ‘frame bundle’, hence the more general concept of a ‘frame resolution’ $`(P,G,V,\theta _\mu ^a)`$ or generalised manifold.
* The generalised metric $`g_{\mu \nu }=_a\theta _\mu ^{}{}_{}{}^{a}\theta _{\nu a}^{}`$ corresponding to a coframing $`\theta _\mu ^{}^a`$ is nondegenerate but need not be symmetric.
* The generalised Levi-Civita connection defined as having vanishing torsion and vanishing cotorsion respects the metric only in a skew sense
$$_\mu g_{\nu \rho }_\nu g_{\mu \rho }=0$$
(43)
* The group $`G`$ is not unique (different flavours of frames are possible, e.g. an $`E_6`$-resolved manifold), not necessarily based on $`SO_n`$. This gives different flavours of covariant derivative $``$ that can be induced by a connection form $`\omega `$.
* Even when $`G`$ is fixed and $`g_{\mu \nu }`$ is fixed, the generalised Levi-Cevita condition does not fix $``$ uniquely, i.e. one should use a first order $`(g_{\mu \nu },)`$ formalism.
To explain (43) we should note the general result that for any generalised metric one has
$$_\mu g_{\nu \rho }_\nu g_{\mu \rho }=\mathrm{CoTorsion}_{\mu \nu \rho }\mathrm{Torsion}_{\mu \nu \rho },$$
(44)
where we use the metric to lower all indices. Here $`\omega `$ gives two covariant derivatives
$$\begin{array}{ccc}& \theta & \\ \omega & & \\ & \theta ^{}& {}_{}{}^{}\end{array}$$
depending on whether we regard $`\theta `$ or $`\theta ^{}`$ as the soldering form. The two are related by
$$g({}_{}{}^{}_{X}^{}Y,Z)+g(Y,_XZ)=X(g(Y,Z))$$
(45)
for vector fields $`X,Y,Z`$. The cotorsion is the torsion of $`{}_{}{}^{}`$.
Our generalisation of Riemannian geometry includes for example symplectic geometry, where the generalised metric is totally antisymmetric. So symplectic and Riemannian geometry are included as special cases and unified in our formulation. This is what we would expect if the theory is to be the semiclassicalisation of a theory unifying quantum theory and geometry. It is also remarkable that metrics with antisymmetric part are exactly what are needed in string theory to establish T-duality, which is entirely consistent with our duality ideas of Section 2.
## Acknowledgements
This was a really great conference in Polanica and I’d like to thank all of the organisers and participants.
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# Nonabelian topological mass mechanism for a three-dimensional 2-form field
## 1 Introduction
Antisymmetric tensor gauge fields provide a natural extension of the usual vector gauge fields, appearing as mediator of string interaction and having an important key role in supergravity. Also, they are fundamental to the well known topological mass generation mechanism for abelian vector boson in four dimensions, through a BF term . This term is characterized by the presence of an antisymmetric gauge field $`B_{\mu \nu }`$ ( Kalb-Ramond field) and the field strength $`F_{\mu \nu }.`$ Nonabelian extensions of models involving antisymmetric gauge fields in four dimensional space-time were introduced by Hwang and Lee and Lahiri , in the context of topologically mass generation models. Both procedures requires the introduction of an auxiliary vector field, justified by the need to untie the constraint between two and three form curvatures $`F`$ and $`H`$. A nonabelian theory involving an antisymmetric tensor field coupled to a gauge field appears as an alternative mechanism for generating vector bosons masses, similar to the theory of a heavy Higgs particle . It is worth to mention a generalization to a compact nonabelian gauge group of an abelian mechanism in the context of nonabelian quantum hair on black holes .
Kalb-Ramond fields arise naturally in string coupled to the area element of the two-dimensional worldsheet and a string Higgs mechanism was introduced by Rey in ref. .
On the other hand, using the technique of consistent deformation, Henneaux et al. , have proved that is not possible to generalize the topological mass mechanism pointed out above to its nonabelian counterpart with the same field contents and fulfilling the power-counting renormalization requirements. In this way, they put in more rigorous grounds the need to add an auxiliary field.
Recently, we have shown a topological mass generation in an abelian three-dimensional model involving a two-form gauge field $`B_{\mu \nu }`$ and a scalar field $`\phi `$, rather than the usual Maxwell-Chern-Simons model . Also we have proved the classical duality between a massless scalar field and a vector gauge field. The action for the model just mentioned reads as
$$S_{inv}^A=d^3x\left(\frac{1}{12}H_{\mu \nu \alpha }H^{\mu \nu \alpha }+\frac{1}{2}_\mu \phi ^\mu \phi +\frac{m}{2}ϵ^{\mu \nu \alpha }B_{\mu \nu }_\alpha \phi \right),$$
(1)
where $`H_{\mu \nu \alpha }`$ is the totally antisymmetric tensor
$$H_{\mu \nu \alpha }=_\mu B_{\nu \alpha }+_\alpha B_{\mu \nu }+_\nu B_{\alpha \mu }\text{ .}$$
(2)
The action (1), is invariant under the transformation
$$\delta \phi =0,\delta B_{\mu \nu }=_{[\mu }\omega _{\nu ]}\text{ ,}$$
(3)
and its equations of motion give the massive equations
$$(\mathrm{}+m^2)_\mu \phi =0$$
(4)
and
$$(\mathrm{}+m^2)H_{\mu \nu \alpha }=0\text{ }.$$
(5)
The model described by action (1) can be consistently obtained by dimensional reduction of a four-dimensional $`BF`$ model if we discard the Chern-Simons-like terms .
The purpose of the present work is to construct a nonabelian version of the action (1). We begin making an analysis of the possibility to construct the nonabelian action with $`\phi \phi ^a`$ and $`B_{\mu \nu }B_{\mu \nu }^a`$, i.e, with the same field content, and the same number of local symmetries, by making use of the method of consistent deformation . As will be proved, there is a no-go theorem for this construction. The same occur with an introduction of a connection-type one-form gauge field. The only possibility is via an introduction of an auxiliary vector field. This introduction is made and we show a nonabelian topological mass generation mechanism for the Kalb-Ramond field in three dimensions.
This paper is organized as follows. In section 2 we apply the method of consistent deformations to an abelian topological three-dimensional model involving a two-form gauge field $`B_{\mu \nu }`$ and a scalar field $`\phi `$ in order to study possible nonabelian generalizations. Then, a no-go theorem is established. In section 3 we obtain the BRST and anti-BRST equations by applying the horizontality condition, including an auxiliary vectorial field, which allows the sought nonabelian generalization. Section 4 presents a nonabelian topological mass generation mechanism and finally we draw our conclusions in section 5.
## 2 Deforming consistently the abelian model
Let us now apply the consistent deformation method described in . We shall start therefore with the following invariant action
$$S_0^{}=d^3x\left(\frac{1}{12}H_{\mu \nu \alpha }^aH^{a\mu \nu \alpha }+\frac{1}{2}_\mu \phi ^a^\mu \phi ^a\right),$$
(6)
where now $`\phi ^a`$ and $`H_{\mu \nu \alpha }^a`$ are scalar fields and the abelian curvature tensor (2) for a set of $`N`$ fields. All fields are valued in the Lie algebra $`𝒢`$ of some Lie group G. Since we are interested if the mass term can exist in abelian extension of (1), the mass parameter will be considered as a deformation parameter. The action (6) is invariant under the transformations
$$\delta \phi ^a=0,\delta B_{\mu \nu }^a=_\mu \omega _\nu ^a_\nu \omega _\mu ^a.$$
(7)
Since the transformation of $`B_{\mu \nu }^a`$ is reducible, we introduce a set of ghosts $`(\eta _\mu ^a,\rho ^a)`$, where $`\eta _\mu ^a`$ is a ghost for the gauge transformation of $`B_{\mu \nu }^a`$, and $`\rho ^a`$ the ghost for ghost for taking into account this reducibility. For all fields of the model we introduce the corresponding antifields $`(B_{\mu \nu }^a,\phi ^a,\eta _\mu ^a,\rho ^a)`$. The antifields action reads
$$S_{ant}^{}=d^3x\left(\frac{1}{2}B^{\mu \nu a}_{[\mu }\eta _{\nu ]}^a+\eta ^{\mu a}_\mu \rho ^a\right).$$
(8)
The free action
$$S_0=S_0^{}+S_{ant}^{},$$
(9)
is solution of the master equation
$$(S_0,S_0)=0,$$
(10)
with
$$(S_0,S_0)=d^3x\left(\frac{\delta S_0}{\delta \phi ^a}\frac{\delta S_0}{\delta \phi ^a}+\frac{1}{2}\frac{\delta S_0}{\delta B^{a\mu \nu }}\frac{\delta S_0}{\delta B_{\mu \nu }^a}+\frac{\delta S_0}{\delta \eta ^{a\mu }}\frac{\delta S_0}{\delta \eta _\mu ^a}+\frac{\delta S_0}{\delta \rho ^a}\frac{\delta S_0}{\delta \rho ^a}\right)$$
(11)
The nilpotent BRST transformation $`s`$ on all fields and antifields is
$$\begin{array}{cc}s\phi ^a=0,\hfill & s\phi _a^{}=^2\phi ,\hfill \\ & \\ sB_{\mu \nu }^a=_\mu \eta _\nu ^a_\nu \eta _\mu ^a,\hfill & sB_a^{\mu \nu }=_\rho H_a^{\rho \mu \nu },\hfill \\ & \\ s\eta _\mu ^a=_\mu \rho ^a,\hfill & s\eta _a^\mu =_\rho B_a^{\rho \mu },\hfill \\ & \\ s\rho ^a=0,\hfill & s\rho _a^{}=_\mu \eta _a^\mu .\hfill \\ & \end{array}$$
(12)
We shown in the table below, the canonical dimension and the ghost number for all fields and antifields of the model
Having the ghost number and dimension of all fields and antifields at hand, we are now able to solve our problem using the consistent deformation method. The action (9) will be deformed to a new action $`S`$ in powers of the deformation parameters:
$$S=S_0+\underset{i}{}g_iS_i+\underset{i,j}{}g_ig_jS_{ij}+\mathrm{},$$
(13)
where $`S_i,S_{ij}..`$ are local integrated polynomials with ghost number zero and dimension bounded by three, and $`g_i`$ are the deformed parameters with nonnegative mass dimension. The action (13) must satisfy the master equation
$$(S,S)=0.$$
(14)
Expanding the master equation (14) in powers of the deformation parameters, we have
$$(S_0,S_0)=0,$$
(15)
$$(S_0,S_i)=0,$$
(16)
$$2(S_0,S_{ij})+(S_i,S_j)=0.$$
(17)
The equation (15) is the the master equation for the $`S_0`$, and not gives any additional information. The equation (16) tell us that $`S_i`$ has to be a BRST invariant under (12). We must neglect BRST exacts, since this correspond to fields redefinitions. The last equation (17) is satisfied only if the antibracket $`(S_i,S_j)`$ is a trivial cocycle.
Let us now construct all $`S_i`$ solution of equation (16). First we focus our attention to terms that do not deform the gauge symmetry, i.e, terms constructed with the fields only. Due to trivial BRST transformation of $`\phi ^a`$, the all possible terms with this field are
$$S_1=d^3x\left(\alpha _a\phi _a\right),S_2=d^3x\left(\alpha _{ab}\phi _a\phi _b\right),$$
(18)
$$S_3=d^3x\left(\alpha _{abc}\phi _a\phi _b\phi _c\right),S_4=\left(d^3x\alpha _{abcd}\phi _a\phi _b\phi _c\phi _d\right),$$
(19)
$$S_5=d^3x\left(\alpha _{abcde}\phi _a\phi _b\phi _c\phi _d\phi _e\right),S_6=d^3x\left(\alpha _{abcdef}\phi _a\phi _b\phi _c\phi _d\phi _e\phi _f\right),$$
(20)
where $`\alpha ^{}s`$ are parameters. The most general invariant local integrable terms that can be constructed with $`B_{\mu \nu }^a`$ and $`\phi ^a`$ mixed are
$$S_7=d^3x\left(m_{ab}ϵ^{\mu \nu \alpha }H_{a\mu \nu \alpha }\phi _b\right),S_8=d^3x\left(m_{abc}ϵ^{\mu \nu \alpha }H_{a\mu \nu \alpha }\phi _b\phi _c\right)$$
(21)
$$S_9=d^3x\left(m_{abcd}ϵ^{\mu \nu \alpha }H_{a\mu \nu \alpha }\phi _b\phi _c\phi _d\right),$$
(22)
with $`m_{ab}`$ having dimension of mass, $`m_{abc}`$ of dimension $`1/2`$ and $`m_{abcd}`$ a dimensionless parameter.
Observing the table (1), it is easy to see that it is impossible to construct invariant local integrated polynomials with dimension bounded by three with the antifields. This means that the algebra of the gauge symmetry is undeformed, i.e., we do not have a nonabelian generalization of the action (1), the only possibility being with an introduction of extra fields or non-renormalizable couplings.
Let us now introduce a set of abelian vectorial gauge field in order to implement the possible nonabelian generalization of (1). We take the mass dimension of all vector equal to one, to make an auxiliary character of those fields. The BRST transformation are
$$sA_\mu ^a=_\mu c^a,sc^a=0,$$
(23)
where $`c^a`$ are the ghost for the abelian transformation of $`A_\mu ^a`$. We must add to the action (9) the corresponding antifield action
$$S_{ant}^{\prime \prime }=d^3xA_{a\mu }^{}^\mu c_a.$$
(24)
The new antifields have the following BRST transformations
$$sA_\mu ^a=0,sc^a=_\mu A^{a\mu }$$
(25)
We show in the table below the ghost number and dimension for new fields (antifields)
The all possible invariant integrated local polynomials that can be constructed with all fields and antifields are
$$S_{10}=gd^3xf_{abc}\left(\phi _a^{}\phi _bc_c^\mu \phi _a\phi _bA_{c\mu }\right),S_{11}=\mu _{ab}d^3x\left(A_{a\mu }^{}\eta _b^\mu c_a^{}\rho _b\right),$$
(26)
$$S_{12}=hd^3xk_{abc}\left(A_a^{}A_b^\mu c_c\frac{1}{2}c_a^{}c_bc_c\right),$$
(27)
where $`g,h`$ are dimensionless parameter, $`\mu `$ is a matrix with dimension 3/2, and $`f_{abc}(k_{abc})`$ are dimensionless parameters antisymmetric in its first(last) two indices. Now we perform the calculation of the antibrackets $`(S_i,S_j)`$, with $`i,j=1,2,\mathrm{}12`$, in order to fit the second order consistency condition. As we have already seen above, this antibrackets must be a BRST exact. The antibrackets $`(S_m,S_n)`$, for $`n,m=1,2,\mathrm{},9`$ is identically zero, due to absence of antifields in $`S_n,n=1,2,\mathrm{},9`$. The antibracket $`(S_{10},S_{10})`$ is
$`(S_{10},S_{10})`$ $`=`$ $`g^2{\displaystyle d^3xf_{abc}f_{ab^{}c^{}}\left(\phi _b^{}^{}\phi _bc_cc_c^{}+\phi _{[b}_\mu \phi _{b^{}]}A_c^{}^\mu c_c\right)}`$ (28)
$`{\displaystyle \frac{g^2}{2}}s\left({\displaystyle d^3xf_{abc}f_{ab^{}c^{}}\phi _b\phi _b^{}A_{c\mu }A_c^{}^\mu }\right),`$
where, $`\phi _{[b}_\mu \phi _{b^{}]}=\phi _b_\mu \phi _b^{}\phi _b^{}_\mu \phi _b`$. The first term in (28), is not a BRST trivial and it could jeopardize the nonabelian implementation. In order to circumvent this, we must have the identification $`hk_{abc}=gf_{abc}`$, and $`f_{abc}`$ being the structure constant of a Lie group. Therefore the $`S_{10}`$ and $`S_{12}`$ are replaced by the sum
$$S_{10}^{}=gd^3xf^{abc}\left(\phi ^a\phi ^bc^c^\mu \phi ^a\phi ^bA_\mu ^c+A^aA^{b\mu }c^c\frac{1}{2}c^ac^bc^c\right).$$
(29)
It is easy to see that now $`(S_{10}^{},S_{10}^{})`$ is BRST trivial
$$(S_{10}^{},S_{10}^{})=\frac{g^2}{2}s\left(d^3xf_{abc}f_{ab^{}c^{}}\phi _b\phi _b^{}A_{c\mu }A_c^{}^\mu \right).$$
(30)
The antibrackets $`(S_{10}^{},S_n)`$, with $`n=1,2,\mathrm{},6`$, gives us constraints for the parameters $`\alpha `$: $`\alpha _a=\alpha _{abc}=\alpha _{abcde}=0`$, $`\alpha _{ab}=a_1\delta _{ab}`$, $`\alpha _{abcd}=a_2\delta _{ab}\delta _{cd}`$, $`\alpha _{abcdef}=a_3\delta _{ab}\delta _{cd}\delta _{ef}`$, i.e., only the terms $`\phi ^2=\phi _a\phi _a`$, $`(\phi ^2)^2`$ and $`(\phi ^2)^3`$ are permitted. The last antibrackets reads
$$(S_{11},S_{11})=0,$$
$`(S_{10}^{},S_{11})=g{\displaystyle d^3x}`$ $`f_{abc}\mu _{ab^{}}(\rho _b^{}\phi _b^{}\phi _c+\rho _b^{}A_{b\mu }^{}A_c^\mu \rho _b^{}c_b^{}c_c`$ (31)
$`\eta _b^{}^\mu _\mu \phi _b\phi _c\eta _b^{}^\mu A_{b\mu }^{}c_c),`$
$$(S_{10}^{},S_7)=gd^3xf_{abc}m_{b^{}a}\epsilon _{\mu \nu \alpha }H_b^{}^{\mu \nu \alpha }\phi _bc_c,$$
$$(S_{10}^{},S_8)=gd^3xf_{abc}(m_{b^{}c^{}a}+m_{b^{}ac^{}})\epsilon _{\mu \nu \alpha }H_b^{}^{\mu \nu \alpha }\phi _b\phi _c^{}c_c,$$
$$(S_{10}^{},S_9)=gd^3xf_{abc}(m_{b^{}c^{}d^{}a}+m_{b^{}c^{}ad^{}}+m_{b^{}ac^{}d^{}})\epsilon _{\mu \nu \alpha }H_b^{}^{\mu \nu \alpha }\phi _b\phi _c^{}\phi _d^{}c_c.$$
The last four antibrackets are not BRST trivial, representing thus an obstruction to the deformation of the master equation. The only way to remedy this is setting $`g=0`$, or setting $`S_7=S_8=S_9=S_{11}=0`$. In the case $`g=0`$ we have lost the deformation of the abelian algebra, i.e, we have a set of abelian fields not representing a nonabelian generalization of (1). In the case in which $`S_7=0`$, we have lost the mass generation of the model. We have thus proved that there are no nonabelian generalization of the action (1), even with an addition of an auxiliary vector gauge field.
## 3 BRST and anti-BRST symmetry
It is interesting to remark that the introduction of an one form gauge connection $`A`$ is required to go further in the nonabelian generalization of our model (1), although our original abelian action (1) does not contain this field. Note that, as pointed out by Thierry-Mieg and Ne’eman for the nonabelian case, the field strenght for $`B`$ is<sup>1</sup><sup>1</sup>1Here and in the rest of the paper, in order to handle BRST transformations, we use differential forms formalism for convenience.
$$H=dB+[A,B]\text{ }DB\text{ .}$$
(32)
where $`d=dx^\mu (/x^\mu )`$ is the exterior derivative.
Taking into account the no-go theorem shown in the previous section, we must add an auxiliary field. Resorting to ref. , we can define a new $``$ given by
$$=dB+[A,B]+[F,C]\text{ },$$
(33)
where $`C`$ is the one form auxiliary field required and $`F=dA+AA`$.
The obstruction to the nonabelian generalization lies only on the kinetic term for the antisymmetric field, but the topological term must be conveniently redefined. So the nonabelian version of (1) can be written as
$$_{M_3}Tr\left\{\frac{1}{2}^{}+m\phi +\frac{1}{2}D\phi ^{}D\phi \right\}\text{ ,}$$
(34)
where $``$ is the Hodge star operator.
The action above is invariant under the following transformations:
$$\delta A=D\theta ,$$
(35)
$$\delta \phi =[\theta ,\phi ],$$
(36)
$$\delta B=D\mathrm{\Lambda }+[\theta ,B]\text{ ,}$$
(37)
and
$$\delta C=\mathrm{\Lambda }+[\theta ,C]$$
(38)
where $`\theta `$ and $`\mathrm{\Lambda }`$ are zero and one-form transformation parameters respectively.
Here we shall use a formalism developed by Thierry-Mieg et al. in order to obtain the BRST and anti-BRST tranformation rules. In general lines, we follow closely the treatment of refs. or , since the new object introduced here, namely the scalar field, does not modify the approach.
The presence of a scalar field in topological invariants is not so uncommon. A three-dimensional Yang-Mills topological action was proposed by Baulieu and Grossman for magnetic monopoles by gauge fixing the following topological invariant:
$$S_{top}=_{M_3}Tr\left\{FD\phi \right\}\text{ .}$$
(39)
In the work of Thierry-Mieg and Ne’eman , a geometrical BRST quantization scheme was developed where the base space is extended to a fiber bundle space so that it contains unphysical (fiber-gauge orbit) directions and physical (space-time) directions. Using a double fiber bundle structure Quiros et al. extended the principal fiber bundle formalism in order to include anti-BRST symmetry. Basically the procedure consists in extending the space-time to take into account a pair of scalar anticommuting coordinates denoted by $`y`$ and $`\overline{y}`$ which correspond to coordinates in the directions of the gauge group of the principal fiber bundle. Then the so-called ”horizontality condition” is imposed. This condition enforces the curvature components containing vertical (fiber) directions to vanish. So only the horizontal components of physical curvature in the extended space survive.
Let us define the following form fields in the extended space and valued in the Lie algebra $`𝒢`$ of the gauge group:
$$\stackrel{~}{\phi }=\phi \text{ ,}$$
(40)
$$\stackrel{~}{A}A_\mu dx^\mu +A_Ndy^N+A_{\overline{N}}d\overline{y}^{\overline{N}}A+\alpha +\overline{\alpha },$$
(41)
$`\stackrel{~}{B}`$ $``$ $`{\displaystyle \frac{1}{2}}B_{\mu \nu }dx^\mu dx^\nu +B_{\mu N}dx^\mu dy^N+B_{\mu \overline{N}}dx^\mu d\overline{y}^{\overline{N}}+{\displaystyle \frac{1}{2}}B_{MN}dy^Mdy^N`$ (42)
$`+B_{M\overline{N}}dy^Md\overline{y}^{\overline{N}}+{\displaystyle \frac{1}{2}}B_{\overline{M}\overline{N}}d\overline{y}^{\overline{M}}d\overline{y}^{\overline{N}}`$
$``$ $`B\beta \overline{\beta }+\gamma +h+\overline{\gamma },`$
and
$$\stackrel{~}{C}C_\mu dx^\mu +C_Ndy^N+C_{\overline{N}}d\overline{y}^{\overline{N}}C+c+\overline{c}\text{ .}$$
(43)
Note that we identify the components in unphysical directions with new fields, namely, $`\alpha `$, $`\beta `$ and $`c`$ ($`\overline{\alpha }`$, $`\overline{\beta }`$ and $`\overline{c}`$) as anticommuting ghosts (antighosts) and the commuting ghosts (antighost) $`\gamma `$ and $`h`$ ( $`\overline{\gamma }`$ ).
The curvatures 2-form $`\stackrel{~}{F}`$ and 3-form $`\stackrel{~}{}`$ in the fiber-bundle space are
$$\stackrel{~}{F}\stackrel{~}{d}\stackrel{~}{A}+\stackrel{~}{A}\stackrel{~}{A}$$
(44)
and
$$\stackrel{~}{}\stackrel{~}{d}\stackrel{~}{B}+[\stackrel{~}{A},\stackrel{~}{B}]+[\stackrel{~}{F},\stackrel{~}{C}]\text{ ,}$$
(45)
where $`\stackrel{~}{d}=d+s+\overline{s}.`$ The exterior derivatives in the gauge group directions are denoted by $`s=dy^N(/y^N)`$ and $`\overline{s}=d\overline{y}^{\overline{N}}(/\overline{y}^{\overline{N}}).`$
It is important to remark here that since we are focusing a mass generation mechanism or, in other words, the action (34), the extra symmetries which appear in the pure topological model have no room in the present discussion.
The horizontality condition, or equivalently, the Maurer-Cartan equation for the field strenght $`F`$ can be written as
$$\stackrel{~}{F}\stackrel{~}{d}\stackrel{~}{A}+\stackrel{~}{A}\stackrel{~}{A}=F\text{ ,}$$
(46)
and for the 3-form $``$ is
$$\stackrel{~}{}\stackrel{~}{d}\stackrel{~}{B}+[\stackrel{~}{A},\stackrel{~}{B}]+[\stackrel{~}{F},\stackrel{~}{C}]=\text{ .}$$
(47)
Also we can impose the horizontality condition for the one form $`D\phi `$, which may be written as
$$\stackrel{~}{D}\stackrel{~}{\phi }=\stackrel{~}{d}\phi +[\stackrel{~}{A},\phi ]=D\phi \text{ .}$$
(48)
By expanding both sides of (46) over the pairs of two forms, one can obtain the following transformation rules:
$$sA_\mu =D_\mu \alpha \text{ },\text{ }\overline{s}A_\mu =D_\mu \overline{\alpha }\text{ },$$
$$s\alpha =\alpha \alpha \text{ },\text{ }\overline{s}\overline{\alpha }=\overline{\alpha }\overline{\alpha }\text{ },$$
(49)
$$s\overline{\alpha }+\overline{s}\alpha =\alpha \overline{\alpha }$$
In order to close the algebra, we introduce an auxiliary scalar commuting field $`b`$ valued in the Lie algebra $`𝒢`$ such that
$$s\overline{\alpha }=b\text{ ,}$$
(50)
and consequently
$$\overline{s}\alpha =b\overline{\alpha }\alpha \text{ , }\overline{s}b=\overline{\alpha }b\text{ , }sb=0\text{ .}$$
(51)
On the other hand, expanding (47) over the basis of 3-forms yields
$$sB_{\mu \nu }=[\alpha ,B_{\mu \nu }]D_{[\mu }\beta _{\nu ]}+[F_{\mu \nu },c]\text{ },\text{ }\overline{s}B_{\mu \nu }=[\overline{\alpha },B_{\mu \nu }]D_{[\mu }\overline{\beta }_{\nu ]}[F_{\mu \nu },\overline{c}],$$
$$s\beta _\mu =[\alpha ,\beta _\mu ]+D_\mu \gamma \text{ , }\overline{s}\overline{\beta }_\mu =[\overline{\alpha },\overline{\beta }_\mu ]+D_\mu \overline{\gamma }$$
$$s\overline{\beta }_\mu +\overline{s}\beta _\mu =[\alpha ,\overline{\beta }_\mu ][\overline{\alpha },\beta _\mu ]+D_\mu h$$
(52)
$$s\gamma =[\alpha ,\gamma ]\text{ },\text{ }\overline{s}\overline{\gamma }=[\overline{\alpha },\overline{\gamma }]$$
$$\overline{s}\gamma +sh=[\alpha ,h][\overline{\alpha },\gamma ]\text{ , }s\overline{\gamma }+\overline{s}h=[\overline{\alpha },h][\alpha ,\overline{\gamma }]\text{ }$$
Note that when we treat two odd forms, the $`[`$ , $`]`$ must be reading as an anticommutator.
The action of $`s`$ and $`\overline{s}`$ upon $`c`$, $`\overline{c}`$ and $`C`$ is not defined in eq.(52). However, the condition (47) leads us to
$$\stackrel{~}{B}+\stackrel{~}{D}\stackrel{~}{C}=B+DC\text{ .}$$
(53)
The condition (53) yields the BRST and anti-BRST transformations for the auxiliary field $`C`$ and its ghosts $`c`$ and $`\overline{c}`$:
$$sC_\mu =[\alpha ,C_\mu ]+D_\mu c+\beta _\mu \text{ , }\overline{s}C_\mu =[\overline{\alpha },C_\mu ]+D_\mu \overline{c}+\overline{\beta }_\mu \text{ ,}$$
$$sc=[\alpha ,c]\gamma \text{ , }\overline{s}\overline{c}=[\overline{\alpha },\overline{c}]\overline{\gamma }\text{ ,}$$
(54)
$$s\overline{c}+\overline{s}c=[\overline{\alpha },c][\alpha ,\overline{c}]h\text{ .}$$
However, as usual, the action of $`s`$ and $`\overline{s}`$ on the ghosts and antighosts is not completely specified by eqs. (52) and (54). Therefore, a set of auxiliary fields is required, namely, a commuting vector field $`t_\mu ,`$ two anticommuting scalar fields $`\omega `$ and $`\overline{\omega }`$ and a commuting scalar field $`n`$. These fields are used to solve eqs. (52). Then, we get
$$s\overline{\beta }_\mu =t_\mu \text{ , }\overline{s}\beta _\mu =t_\mu [\alpha ,\overline{\beta }_\mu ][\overline{\alpha },\beta _\mu ]+D_\mu h,$$
$$sh=\omega \text{ , }\overline{s}\gamma =\omega [\alpha ,h][\overline{\alpha },\gamma ],$$
$$s\overline{\gamma }=\overline{\omega }\text{ , }\overline{s}h=\overline{\omega }[\alpha ,\overline{\gamma }][\overline{\alpha },h],$$
$$s\overline{c}=n\text{ , }\overline{s}c=n[\alpha ,\overline{c}][\overline{\alpha },c]h\text{ ,}$$
(55)
$$st_\mu =s\omega =s\overline{\omega }=sn=0,$$
$$\overline{s}t_\mu =[\overline{\alpha },t_\mu ][D_\mu \alpha ,\overline{\gamma }]D_\mu \overline{\omega }[\overline{\beta }_\mu ,t]\text{ , }\overline{s}n=[\overline{\alpha },n][\overline{c},b]+\overline{\omega }\text{ , }$$
$$\overline{s}\omega =[\overline{\alpha },\omega ][\alpha \alpha ,\overline{\gamma }][\alpha ,\overline{\omega }][h,b]\text{ , }\overline{s}\overline{\omega }=[\overline{\alpha },\overline{\omega }][\overline{\gamma },b]\text{.}$$
The nilpotency of the $`s`$ and $`\overline{s}`$ operators was used to obtain the last eight relations.
Finally, by expanding (48), we obtain
$$s\phi =[\alpha ,\phi ]\text{ , }\overline{s}\phi =[\overline{\alpha },\phi ]\text{ .}$$
(56)
Therefore, a complete set of BRST and anti-BRST equations, namely, eqs. (49-51), (54-56), and (52), associated with the classical symmetry (35-37) was obtained.
In this confusion of auxiliary fields it is important to point out the difference between the fields which do not belong to the principal fiber bundle expansion of the ”physical ” fields ($`b,t_\mu ,n,\omega `$ and $`\overline{\omega }`$) (introduced in order to complete the BRST/anti-BRST algebra) and the auxiliary one form field $`C`$ introduced in order to overcome the obstruction to the nonabelian generalization. Note that here the a priori introduction of the auxiliary field $`C`$, was necessary in order to fix the BRST and anti-BRST transformation rules. This suggests an interesting and remarkable connection between the technique of consistent deformation and the horizontality condition.
It is worth to mention that in $`D=3`$ a purely topological model involving a mixed Chern-Simons term ( two different one form fields) and the term $`BD\phi `$ was discussed in ref. , and its finiteness was proved in the framework of algebraic renormalization.
We end up this section by observing that the obstruction to nonabelian generalization of the four-dimensional BF model, namely, the existence of the constraint $`[F,^{}H]=0,`$ appears in the context of our model as $`[F,^{}Hm\phi ]=0`$, as can be seen from the equations of motion of the action (34), considered in the absence of the auxiliary field.
## 4 Nonabelian Topological Mass Generation
The simplest scenario to study mass generation is to consider the equations of motion of the action (34). For convenience, we define a new one form field as
$$KD\phi $$
(57)
Therefore, the equations of motion can be written as
$$D^{}=mK$$
(58)
and
$$D^{}K=m.$$
(59)
Equations (58) and (59) can be combined into the following second order equations:
$$\left(D^{}D^{}+m^2\right)=0$$
(60)
$$\left(D^{}D^{}+m^2\right)K=0,$$
(61)
Considering only linear terms for the fields, we get
$$\left(d^{}d^{}+m^2\right)H=0,$$
(62)
$$\left(d^{}d^{}+m^2\right)d\phi =0.$$
(63)
which are similar to the eqs. (4) and (5), and exhibit mass generation for $`H`$ and $`\phi .`$
On the other hand, by looking to the pole structures of the propagators of the model, mass generation can also be established. In order to obtain them, we use the action (34) added with convenient gauge fixing terms, namely
$`S_T`$ $`=`$ $`{\displaystyle _{M_3}}Tr\{{\displaystyle \frac{1}{2}}^{}+m\phi +{\displaystyle \frac{1}{2}}D\phi ^{}D\phi +`$ (64)
$`𝒥\text{ }^{}B+j\text{ }^{}\phi +J\text{ }^{}M+J_p\text{ }^{}p+p^{}dM+M\text{ }^{}dB\},`$
where $`𝒥`$, $`J`$ , $`J_p`$ and $`j`$ are currents related to the fields $`B,`$ $`M,`$ $`p`$ and $`\phi `$ respectively, which generate propagators in the path integral formulation. The auxiliary fields $`M`$ and $`p`$ are introduced in order to implement the Landau gauge fixing.
Therefore, the tree-level effective propagators for the Kalb-Ramond and scalar fields are
$$<\phi \phi >_{a,b}=\frac{\delta _{ab}}{p^2m^2}$$
(65)
and
$$<BB>_{a\mu \nu ,b\rho \sigma }=\frac{\delta _{ab}}{p^2m^2}\left[g_{\mu [\rho }g_{\sigma ]\nu }\frac{g_{\mu [\rho }p_{\sigma ]}p_\nu }{p^2}+\frac{g_{\nu [\rho }p_{\sigma ]}p_\mu }{p^2}\right],$$
(66)
where $`a`$ and $`b`$ are group indices, and $`\mu ,\nu ,\rho `$ and $`\sigma `$ are space-time indices.
It is interesting to note that, here, the gauge field $`B`$ ”eats ” the scalar field (not a Higgs field, however) and acquires a longitudinal degree of freedom and a mass. The inverse process is possible too.
## 5 Conclusions
In this work we have succeeded in extending a tridimensional abelian topological model to the nonabelian case. The model considered here couples a second rank antisymmetric tensor field and a scalar field in a topological way. Initially we use the method of consistent deformations to analyze upon what conditions this generalization can be implemented. Then we have shown that if we require power-counting renormalizable couplings and the same field content, the nonabelian extension is forbidden.
We overcome this obstruction by introduction of two new fields in the model in order to obtain the pursued nonabelian version. One field is a one form gauge connection ( $`A`$ ) which allows us to define a Yang-Mills covariant derivative. The other auxiliary field ($`C`$ ) is a vectorial one, which is required in order to resolve the constraint that prevents the correct nonabelianization.
A formal framework to consider the introduction of these fields and the consequent new symmetries, is furnished by BRST and anti-BRST transformation rules, which are obtained using the horizontality condition. Although quite similar to other topological models, it is worth to mention that, in this case, we have constructed transformation rules for the Kalb-Ramond field, for two one form fields and for a scalar field.
Finally, the topological mass generation mechanism for an abelian model found out in a previous paper was extended for the nonabelian case, and we end up with an effective theory describing massive Kalb-Ramond gauge fields in $`D=3`$ space-time.
We conclude mentioning the possible relevance of the present discussion to string theory. Indeed, the Kalb-Ramond field couples directly to the worldsheet of strings, and bosonic string condensation into the vacuum realize the Higgs mechanism to the Kalb-Ramond gauge field . Therefore an alternative scenario to give mass to the Kalb-Ramond field in the context of strings may be an interesting continuation of our present results.
ACKNOWLEDGMENTS
We would like to thank O. S. Ventura for helpful discussions. This work was supported in part by Conselho Nacional de Desenvolvimento Científico e Tecnológico-CNPq and Fundação Cearense de Amparo à Pesquisa-FUNCAP.
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# 1 Introduction
## 1 Introduction
There has been a renewed interest by the high energy community in the possibility that spacetime may have a dimension larger than four. The essential new concept which sparked this interest is the notion that only gravitational excitations propagate through the full spacetime, while all of the observed Standard Model particles are confined to a three-brane. Such a scenario may be motivated by ideas naturally arising in string theory. One of the most exciting phenomenological implications of these brane-world scenarios is that the fundamental scale of gravity may be reduced from the four-dimensional Planck scale of $`10^{16}`$ TeV to as little as 1 TeV.
The wave of research exploring these scenarios has moved forward on two seemingly disjoint fronts. In the original work of Arkani-Hamed et al., there are large extra dimensions, which may be as big as a fraction of a millimeter. For simplicity, the extra compact dimensions are usually assumed to be toroidal,<sup>1</sup><sup>1</sup>1Compactifications using hyperbolic manifolds were considered in ref. . and then the gravitational fluctuations have a simple Fourier mode expansion. The zero-mode in this expansion is interpreted as the massless four-dimensional graviton responsible for the observed long-range effects of gravity.
More recently, Randall and Sundrum proposed a scheme in which a five-dimensional spacetime contains strongly gravitating three-branes which then produce a warped or nonfactorizable geometry. With a particular tuning of the bulk (negative) cosmological constant and the brane tension, the induced geometry on the three-branes is just flat four-dimensional Minkowski space.<sup>2</sup><sup>2</sup>2One can also induce cosmological geometries on the three-branes by varying these parameters. There is also a massless four-dimensional graviton, but its wave function is localized in the nonfactorizable geometry of the extra dimension. In this construction, the size of the extra dimension is unconstrained: it could be either very small or very large. This scenario can also be extended to cases with more than one extra dimension.
In this paper, we study a brane setup which interpolates between these two classes of scenarios, with a single extra dimension. Our five-dimensional construction contains a nonfactorizable geometry which is asymptotically anti-de Sitter (AdS), as in the Randall-Sundrum (RS) scenario. However, as in the framework of Arkani-Hamed–Dimopoulos–Dvali (ADD), there is a completely flat region of finite width – “the box” – bounded by three-branes.<sup>3</sup><sup>3</sup>3An interesting construction based on the opposite hybrid picture, where a finite AdS region is surrounded by an asymptotically flat space, was recently proposed. Whether this yields a viable effective theory of four-dimensional gravity is currently under scrutiny. By varying the relative scales of the flat box and the AdS regions, this setup interpolates between a limit in which it reproduces the RS construction and another where it yields the ADD scenario. We will study the low-energy effective theory of four-dimensional gravity that arises on the branes. In particular, we will focus on the effects of “resonant modes,” which are metric modes which have enhanced support inside the box region.
## 2 Background Geometry
We begin by considering a five-dimensional nonfactorizable background geometry whose metric takes the following form in Poincaré coordinates:
$$ds^2=e^{2A(y)}\eta _{\mu \nu }dx^\mu dx^\nu +dy^2.$$
(1)
For simplicity, we will restrict our attention to geometries (both the background and the metric fluctuations in the following section) which are reflection symmetric around $`y=0`$. Thus we are essentially considering a $`Z_2`$ orbifold (which may be either compact or noncompact). We will also be interested in the case where the geometry is asymptotically AdS, i.e. for large $`|y|`$,
$$A(y)k|y|,$$
(2)
where $`k`$ is the inverse of the AdS radius of curvature.
The simplest example of a brane setup which produces a background geometry of this type is to have a number of three-branes with positive tension superimposed at $`y=0`$. We refer to these branes collectively as the “Planck brane,” and we will designate this simple setup as the RS limit — see below. We consider the five-dimensional gravity action
$`S`$ $`=`$ $`S_{bulk}+S_{brane},`$ (3)
$`\mathrm{with}S_{bulk}`$ $`=`$ $`{\displaystyle d^4x𝑑y\sqrt{g}(2M_5^3R\mathrm{\Lambda })},`$
$`S_{brane}`$ $`=`$ $`{\displaystyle d^4x\sqrt{g_4}V_P},`$
which should be considered the leading terms in a low-energy effective action. Here, $`g_{MN}(M,N=0,\mathrm{}4`$) is the five-dimensional metric, while $`(g_4)_{\mu \nu }`$ $`(\mu ,\nu =0,\mathrm{}3`$) is the induced metric on the Planck brane. Also, $`M_5`$, $`\mathrm{\Lambda }`$ and $`V_P`$ denote the five-dimensional Planck scale, the (negative) bulk cosmological constant and the (total) brane tension, respectively. Finding a solution which is Poincaré invariant in four dimensions requires that the tension $`V_P`$ is tuned relative to the cosmological constant $`\mathrm{\Lambda }`$. That is, we set $`V_P=\sqrt{24M_5^3|\mathrm{\Lambda }|}`$, as in . The solution of the five-dimensional Einstein equations in this RS setup is then given by the metric (1), with $`A(y)=k|y|`$, where
$$k^2=\frac{\mathrm{\Lambda }}{24M_5^3}.$$
(4)
This background geometry is simply two AdS regions glued together along the surface $`y=0`$ with the Planck brane supporting the appropriate discontinuity in the extrinsic curvature across the gluing surface.
Now imagine splitting the Planck brane into two sets and pulling them away symmetrically from $`y=0`$ to $`y=\pm y_0`$. Given a symmetric division of the Planck brane, the tension of each of the two subsets is $`V_P/2`$. We also require that the region of the bulk space between the branes (i.e. with $`|y|<y_0`$) is in a new vacuum where the bulk cosmological constant vanishes. Then the three-branes at $`y=y_0`$ remain flat with the same tuning of the tension $`V_P`$ given above. Given the vanishing of $`\mathrm{\Lambda }`$ in the small $`y`$ region, solving Einstein’s equations in this part of the spacetime will yield a slice of flat five-dimensional Minkowski space. The full solution becomes the metric (1) with
$$A(y)=\frac{1}{2}k|yy_0|+\frac{1}{2}k|y+y_0|ky_0,$$
(5)
where $`k`$ has the same value as in eqn. (4). The resulting picture is then a flat “box” glued between two AdS regions. Of course, the RS limit is now that in which the box shrinks to zero size, i.e. $`y_00.`$
## 3 Graviton Modes
When linearized metric fluctuations are included, the geometry takes the form
$$ds^2=(e^{2A(y)}\eta _{\mu \nu }+h_{\mu \nu })dx^\mu dx^\nu +dy^2.$$
(6)
In the following, we will work in a gauge where $`^\mu h_{\mu \nu }=h_\mu ^\mu =0`$. We will not consider the metric fluctuations $`h_{55}`$ and $`h_{5\mu }`$ (which are pure gauge for the case where $`y`$ has an infinite range). It is useful to define a conformal coordinate $`z`$ by $`zsgn(y)[(e^{k(|y|y_0)}1)/k+y_0]`$ when $`|y|y_0`$, and $`zy`$ when $`|y|y_0`$. Given our background solution (5), the geometry (6) then becomes
$$ds^2=\{\begin{array}{ccc}(\eta _{\mu \nu }+h_{\mu \nu })dx^\mu dx^\nu +dz^2& \mathrm{for}& |z|z_0\\ \frac{1}{(k\stackrel{~}{z})^2}\left[(\eta _{\mu \nu }+\widehat{h}_{\mu \nu })dx^\mu dx^\nu +dz^2\right]& \mathrm{for}& |z|z_0\end{array}$$
(7)
where $`z_0=y_0`$, $`\stackrel{~}{z}=|z|z_0+1/k`$, and $`\widehat{h}_{\mu \nu }=e^{2A(z)}h_{\mu \nu }`$.
Now solve the linearized Einstein equations for $`h_{\mu \nu }`$ with separation of variables using an ansätz of the form: $`h_{\mu \nu }=e^{ipx}e^{A(z)/2}\psi _m(z)ϵ_{\mu \nu }`$. Here $`ϵ_{\mu \nu }`$ is a constant polarization tensor. The four-dimensional profile of these solutions is a plane wave with an effective four-dimensional mass: $`m^2=p^2`$. Solving the linearized equations is now reduced to a one-dimensional Schrödinger problem:
$$\left[\frac{1}{2}_z^2+V(z)\right]\psi _m(z)=\frac{1}{2}m^2\psi _m(z),$$
(8)
where the potential $`V(z)`$ is given by
$$V(z)=\frac{15k^2}{8(k|z|kz_0+1)^2}\theta (|z|z_0)\frac{3k}{4}\delta (|z|z_0).$$
(9)
With these definitions, the natural norm<sup>4</sup><sup>4</sup>4This norm is inherited from the standard relativistic or “Klein-Gordon” inner product of the five-dimensional graviton fluctuations in the given background geometry (1). for the profile in the fifth dimension is simply $`𝑑z|\psi _m(z)|^2=1`$.
The solution to eqn. (8) is a combination of plane waves in the box and Bessel functions in the AdS region:
$$\psi _m(z)=\{\begin{array}{ccc}B_m\mathrm{cos}mz& \mathrm{for}& |z|<z_0,\\ N_m(k\stackrel{~}{z})^{1/2}\left[Y_2(m\stackrel{~}{z})+L_mJ_2(m\stackrel{~}{z})\right]& \mathrm{for}& |z|>z_0,\end{array}$$
(10)
where $`\stackrel{~}{z}`$ is as defined below eqn. (7), while $`B_m`$, $`N_m`$, and $`L_m`$ are $`m`$-dependent coefficients. $`L_m`$ is determined by the jump condition at the Planck brane,
$$L_m=\frac{Y_1(m/k)+Y_2(m/k)\mathrm{tan}(mz_0)}{J_1(m/k)+J_2(m/k)\mathrm{tan}(mz_0)},$$
(11)
while $`B_m`$ is fixed by requiring the $`\psi _m`$ to be continuous at $`z_0`$,
$$B_m\mathrm{cos}(mz_0)=N_m\left[Y_2(m/k)+L_mJ_2(m/k)\right].$$
(12)
This leaves $`N_m`$ to be fixed by imposing the appropriate normalization of the profile.
We can introduce a second boundary, i.e., a second $`Z_2`$ orbifold surface, at some finite $`z=z_c`$ in the AdS region, by inserting branes of negative tension $`V_N=V_P`$, as in . In this case, the mass spectrum becomes discrete because a second jump condition must be imposed on the mode functions at the negative tension branes. The latter provides an independent equation fixing $`L_m`$, which combined with eqn. (11) yields
$$\frac{Y_1(m/k)+Y_2(m/k)\mathrm{tan}(mz_0)}{J_1(m/k)+J_2(m/k)\mathrm{tan}(mz_0)}=\frac{Y_1(m\mathrm{\Delta }z+m/k)}{J_1(m\mathrm{\Delta }z+m/k)},$$
(13)
where $`\mathrm{\Delta }z=z_cz_0`$.
If we take $`\mathrm{\Delta }z0`$, the two sets of branes “annihilate” leaving behind a braneless compactification on $`S^1/Z_2`$. This is a smooth limit in our low-energy description. We will refer to this as the ADD limit. For this limit to be phenomenologically viable, one would have to assume that there are Standard Model fields living on the orbifold surfaces, in analogy to the M-theory scenario proposed in . Alternatively, one could introduce a probe brane (which does not disturb the background geometry) to support the Standard Model fields.
In all of the cases that we are considering, there is a normalizable zero-mode:
$$\psi _0(z)=\{\begin{array}{ccc}B_0& \mathrm{for}& |z|<z_0,\\ B_0\left(k\stackrel{~}{z}\right)^{3/2}& \mathrm{for}& |z|>z_0.\end{array}$$
(14)
The normalization condition determines $`B_0`$:
$$B_0=\left(\frac{k}{2kz_0+1e^{2k\mathrm{\Delta }z}}\right)^{1/2}.$$
(15)
where the last term in the denominator vanishes in the case of an infinite fifth dimension, i.e. when $`\mathrm{\Delta }z\mathrm{}`$.
The existence of this zero-mode is also evident as follows: One finds that the five-dimensional metric (1) remains a solution of the field equations derived from eqn. (3) when the flat metric $`\eta _{\mu \nu }`$ is replaced by a general Ricci-flat metric $`\stackrel{~}{g}_{\mu \nu }(x)`$. That is, the five-dimensional equations of motion are still satisfied as long as the brane metric satisfies the four-dimensional Einstein equations $`R_{\mu \nu }(\stackrel{~}{g})=0`$. The zero-mode solutions appearing in the linearized calculations above are the usual gravity waves appearing in a perturbative analysis of these four-dimensional gravity equations.
Using this general nonlinear ansätz, we can also calculate the effective four-dimensional Planck scale for observers on the three-branes at $`z=z_0`$. We simply insert our ansätz, eqns. (1) and (5), with $`\stackrel{~}{g}_{\mu \nu }(x)`$ replacing $`\eta _{\mu \nu }`$, into the five-dimensional action (3). Now integrating over $`y`$ leaves an effective four-dimensional Einstein action with an overall coefficient of $`2M_{\mathrm{Planck}}^2`$ where
$$M_{\mathrm{Planck}}^2=\frac{M_5^3}{B_0^2}=\frac{M_5^3}{k}\left(2kz_0+1e^{2k\mathrm{\Delta }z}\right).$$
(16)
Again, the final term in the second factor vanishes for the case of an infinite fifth dimension.
## 4 An Infinite Fifth Dimension
First we consider the case of the box embedded in an AdS space without boundary. There is a continuum spectrum of massive gravity modes. Unlike the zero-mode (14), a unit norm can not be imposed on these modes because the $`\psi _m(z)`$ have plane wave behavior asymptotically. Instead these modes are given $`\delta `$-function normalization, i.e. $`\psi _m^{}(z)\psi _m^{}(z)𝑑z=\delta (mm^{})`$. Comparing to eqn. (10), this implies:
$$N_m^2=\frac{1}{2}\frac{m}{k}\frac{1}{1+L_m^2}.$$
(17)
The coefficient $`B_m`$ is obtained from eqn. (12).
Now the essential question we would like to answer is the extent to which gravity on the branes at $`z=z_0`$ is four-dimensional. In particular, we will examine how the gravitational potential is modified by the massive gravity modes in the bulk. Following ,<sup>5</sup><sup>5</sup>5See for a more extensive discussion. the gravitational potential between two test masses, $`m_1`$ and $`m_2`$, separated by a distance $`r`$ on the Planck brane, takes the form
$$U(r)=\frac{G_4m_1m_2}{r}\left(1+𝑑m\rho (m)e^{mr}\right).$$
(18)
Here the four-dimensional Newton’s constant is defined as
$$G_4\frac{1}{32\pi M_{\mathrm{Planck}}^2}=\frac{1}{32\pi M_5^3}\frac{k}{2kz_0+1}.$$
(19)
We have also introduced a relative density of states
$$\rho (m)\frac{|\psi _m(z_0)|^2}{|\psi _0(z_0)|^2}$$
(20)
for the massive modes. Now for large distances, the dominant contributions to the integral over the massive modes will come from $`m<1/r`$. In general, we only consider distances $`r>1/k`$ where these dominant contributions come from $`m<k`$. This latter restriction is made because from the form of the potential (9) in the Schrödinger equation (8), it is clear that modes with $`m\stackrel{>}{}k`$ will not be suppressed at the Planck brane. The strong coupling of these bulk modes indicates that we should expect that the approximately four-dimensional character of gravity on the brane must break down for $`r<1/k`$.
Now if the size of the box is small or comparable to the AdS scale, i.e., $`kz_0\stackrel{<}{}1`$, it is not hard to show that the leading corrections to the long-range gravitational potential are in fact identical to those in the RS limit. One finds
$$\rho (m)\frac{1}{2}\frac{m}{k^2}$$
(21)
and so is independent of $`z_0`$. The final result for the gravitational potential is
$$U(r)\frac{G_4m_1m_2}{r}\left(1+\frac{1}{2k^2r^2}\right).$$
(22)
Hence there is a power law correction to the four-dimensional Newtonian potential, which is controlled by the AdS scale $`k`$.
In the regime of a large box, i.e., $`kz_01`$, more interesting behavior is found. In Fig. 1, we plot $`L_m`$ and $`|B_m|`$ as a function of $`mz_0`$ for fixed $`z_0`$. The figure illustrates the generic behavior in this regime. That is, $`B_m`$ goes through periodic extrema as $`m`$ increases, while at these $`m`$ values $`L_m`$ is very close to $`0`$. These modes at the extrema of $`B_m`$, which have enhanced support inside the box, are identified as the resonant modes. Numerically, we find that these resonances persist for relatively small boxes, e.g., $`kz_010`$, but to produce precise analytic results below, we will restrict our attention to the regime $`kz_01`$.
In our long-range or low-energy approximation, we restrict our attention to light modes: $`m/k1`$. The condition $`L_m0`$ for resonant modes then reduces to
$$\mathrm{tan}mz_0\frac{m}{2k},$$
(23)
which means that $`mz_0n\pi `$ for some positive integer $`n`$. Near the zero, the tangent function is essentially linear, so to leading order we can write
$$\mathrm{tan}mz_0mz_0n\pi $$
(24)
and we find
$$L_m\frac{4}{\pi }\frac{k^3}{m^3}(x2\pi n),$$
(25)
where $`x(2kz_0+1)(m/k)`$. Thus the resonance mass is
$$m_n\frac{2\pi nk}{2kz_0+1}\frac{\pi n}{z_0}.$$
(26)
Now near the resonant masses, the value of the wave functions on the Planck brane can be written as
$$|\psi _m(z_0)|^2|B_m|^2|N_mY_2(m/k)|^2\frac{2}{\pi }\frac{Q}{1+Q^2(x2\pi n)^2},$$
(27)
where
$`Q`$ $``$ $`{\displaystyle \frac{4}{\pi }}\left({\displaystyle \frac{k}{m}}\right)^3.`$ (28)
Note that the extremal value of $`|\psi _m(z_0)|^2`$ is proportional to $`Q`$, while the width at half-maximum is $`\mathrm{\Delta }x=2Q`$. Hence from eqn. (28), one sees that the peaks in eqn. (27) become higher and narrower for smaller resonant masses — a feature which can be observed in the plot of $`|B_m|`$ in Fig. 1. With $`m/k1`$, $`Q`$ is large and the expression in eqn. (27) is a good approximation to 2 times a delta function. Hence the correction to the Newtonian potential (18) becomes
$`{\displaystyle 𝑑m\rho (m)e^{mr}}`$ $``$ $`{\displaystyle \frac{2}{\pi }}{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle 𝑑x\frac{Q}{1+Q^2x^2}e^{m_nr}}`$ (29)
$`=`$ $`2{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}e^{m_nr},`$
where we have treated both $`Q`$ and $`m`$ in the exponential as slowly varying functions. We have also used $`dm=|\psi _0(z_0)|^2dx`$. The sum over $`n`$ is actually cut off at $`nkz_0`$.
Within our approximations then, the continuum of states around a resonant mass makes a contribution to the Newtonian potential as though there were a single discrete normalizable mode with mass $`m=m_n`$. The total gravitational potential on the Planck brane becomes
$$U(r)\frac{G_4m_1m_2}{r}\left(1+\frac{1}{2k^2r^2}+2\frac{e^{r/r_e}}{1e^{r/r_e}}\right),$$
(30)
where the second term comes from the nonresonant continuum modes, and the third term comes from summing over the contributions at all of the resonant masses. The effective length scale appearing in this last term is: $`r_ez_0/\pi `$. Therefore within the large box regime with $`kz_0>>1`$, these resonant mode contributions are in fact the leading contributions to the Newtonian gravitational potential.
## 5 A Finite $`Z_2`$ Orbifold
In the case where a second orbifold surface is introduced at $`z=z_c`$, the spectrum of the gravity modes becomes discrete as determined by eqn. (13). Hence the details of the spectrum are controlled by the three different scales, $`z_0`$, $`\mathrm{\Delta }z`$, and $`1/k`$, entering this quantization constraint.
First consider the regime: $`\mathrm{\Delta }zz_0,1/k`$. In this case the spacing of the masses is very small, $`\delta m\pi /\mathrm{\Delta }z`$, which can be seen as follows: on the right-hand-side (r-h-s) of eqn. (13), we can approximate the Bessel functions with their asymptotic plane wave forms to give
$$\frac{Y_1(m/k)+Y_2(m/k)\mathrm{tan}(mz_0)}{J_1(m/k)+J_2(m/k)\mathrm{tan}(mz_0)}\mathrm{tan}(m\mathrm{\Delta }z+m/k3\pi /4).$$
(31)
Now the r-h-s is a rapidly varying function of $`m`$ compared to the l-h-s. In particular, the r-h-s varies from $`\mathrm{}`$ to $`\mathrm{}`$ as $`m`$ increases by $`\pi /\mathrm{\Delta }z`$. Hence this constraint (31) will be satisfied once in every interval $`n\pi /\mathrm{\Delta }z<m<(n+1)\pi /\mathrm{\Delta }z`$. With such a tight spacing of the mass spectrum, the physics is still essentially unchanged from the case with an infinite fifth dimension discussed in the previous section. In particular, if we are also in the regime where $`z_01/k`$, the modes in the discrete spectrum satisfying $`mn\pi /z_0`$ will have enhanced support in the box region. These resonant modes will then dominate the corrections to the four-dimensional gravitational potential.
Let’s now consider the situation in which the size of the box is much larger than the size of the AdS space, i.e. $`z_0\mathrm{\Delta }z1/k`$. For modes with $`mk`$, eqn. (13) gives:
$$\mathrm{tan}(mz_0)\frac{m}{2k}1,$$
(32)
thus $`mn\pi /z_0`$ and $`\mathrm{cos}(mz_0)1`$. Note that this result is precisely the condition for the resonances (23) in the case of the infinite fifth dimension.
With $`m\stackrel{~}{z}1`$, $`Y_2`$ dominates the shape of the wave function outside the box. The normalization condition can be written $`I_1+I_2=1`$, where $`I_1`$ is the contribution from outside of the box:
$$I_1kN_m^2_{z_0}^{z_0+\mathrm{\Delta }z}𝑑z\stackrel{~}{z}|Y_2(m\stackrel{~}{z})|^2N_m^2\frac{16}{\pi ^2}\frac{k^4}{m^4}\frac{1}{k},$$
(33)
and $`I_2`$ is the contribution from inside the box:
$$\begin{array}{ccc}I_2& & B_m^2z_0,\hfill \\ & & N_m^2\frac{16}{\pi ^2}\frac{k^4}{m^4}z_0.\hfill \end{array}$$
(34)
Since we are considering $`z_01/k`$, $`I_2I_1`$ and $`B_m1/\sqrt{z_0}`$.
Therefore, $`\rho (m)1/2`$ on the Planck brane. Thus up to a factor of order one, the leading correction to the gravity potential is the same as the third term in eqn. (30), with the same effective length scale (given the matching between eqns. (23) and (32)). Hence in this regime, the large box again mimics the situation with one extra flat dimension of size $`z_0`$.
## 6 No Unusually Large Boxes
In the case just described the size $`z_0`$ of the box cannot be larger than a millimeter without conflicting with Cavendish type experiments which directly measure the Newtonian potential. Now we pause to inquire whether it is possible to weaken this limit, by somehow introducing a large wave function suppression for the resonant modes.
One obvious strategy is to change the location of our observer in the fifth dimension; to this end we could confine the Standard Model to a probe brane, as in the scenario of Lykken and Randall. However locating the probe brane in the interior of the box is no help, and locating it in the interior of the AdS region is no better, since for light modes, $`Y_2`$ dominates the wave function and simply tracks the zero-mode. Thus $`\rho (m)1`$ still applies.
The difference between the modes in eqn. (32) and that of RS is that in the first case the behavior of these resonant modes is dominated by function $`Y_2`$ in both the small and large $`z`$ regions of AdS, while in the RS case, $`\psi _m`$ is dominated by $`Y_2`$ when it is close to the Planck brane, but by $`J_2`$ when it is far away. The suppression of the massive graviton wave functions on the Planck brane in the RS limit comes as a balance between the normalization factor, determined mainly by $`J_2`$ term, and the behavior of $`Y_2`$ at the Planck brane.
However, one could imagine another situation where $`\psi _m`$ is dominated by $`J_2`$ thoughout the AdS region. This would cause suppression of the massive graviton wave function on the Planck brane since $`J_2(m/k)(m/k)^2`$ which is small for the light modes. We have found that there indeed exist such modes if one assumes that $`\mathrm{\Delta }zz_01/k`$.
If $`m\mathrm{\Delta }z`$ is large enough such that $`Y_1`$ and $`J_1`$ are in their asymptotic region<sup>6</sup><sup>6</sup>6$`\sqrt{t}J_1(t)`$ is very close to its asymptotic form $`\sqrt{\frac{2}{\pi }}\mathrm{cos}(t\frac{3\pi }{4})`$ at $`t3`$, while the small argument behavior $`J_1(t)t^2/8`$ is a good approximation with $`t1.2`$. The first few zeros of $`J_1(t)`$ are at $`t=3.83,`$ 7.01, 10.17, 13.32, 16.47., while $`m/k1`$ is still satisfied, the l-h-s of eqn. (13) becomes $`\mathrm{tan}(m\mathrm{\Delta }z\frac{3\pi }{4})`$. Both sides of eqn. (13) can be large provided that:
$$\mathrm{tan}(mz_0)J_1(m/k)/J_2(m/k)\frac{4k}{m},$$
(35)
and
$$\mathrm{tan}(m\mathrm{\Delta }z\frac{3\pi }{4})1,$$
(36)
which implies that
$$\begin{array}{ccc}mz_0& & \frac{\pi }{2}(2n+1),\\ m\mathrm{\Delta }z& & \frac{\pi }{2}(2l+1)+\frac{3\pi }{4},\end{array}$$
(37)
where the integers $`n`$ and $`l`$ can be different, depending on the ratio between $`\mathrm{\Delta }z`$ and $`z_0`$.
The normalization contribution to the wave function from the AdS region takes the following form for $`m\mathrm{\Delta }z`$ being large ($`\stackrel{>}{}5`$):
$$I_1\frac{N_m^2L_m^2}{\pi }\frac{k}{m}\mathrm{\Delta }z.$$
(38)
The normalization contribution from the box gives
$$I_2B_m^2z_0\frac{N_m^2L_m^2}{4}\frac{m^2}{k^2}z_0,$$
(39)
where $`\mathrm{tan}(mz_0)4k/m`$ from the quantization condition has been applied. It is obvious that in the limit $`\mathrm{\Delta }zz_01/k`$, $`I_1`$ is always much larger than $`I_2`$ for light modes ($`mk`$), thus the AdS behavior dominates the normalization.
One can then calculate the ratio $`|\psi _m|^2/|\psi _0|^2`$ on the Planck brane,
$$\rho (m)\frac{2\pi }{64}\frac{mz_0}{k\mathrm{\Delta }z}\frac{m^4}{k^4}𝒪(\frac{m^5}{k^5}).$$
(40)
For these modes there is indeed an enormous suppression at the Planck brane!
Unfortunately, it is not possible to adjust parameters such that all massive modes are suppressed on the Planck brane. By choosing different $`z_0/\mathrm{\Delta }z`$ as implied by eqn. (37), we have changed the periodicity of the Bessel functions, i.e., the r-h-s of the eqn. (13) as a function of $`(mz_0)`$ has a periodicity of $`\pi z_0/\mathrm{\Delta }z`$, while the l-h-s is approximately periodic in $`(mz_0)`$ with periodicity $`\pi `$. As a result, between two adjacent values $`mz_0`$ given by eqn. (37) which satisfy eqn. (13) and yield large $`L_m`$, the l-h-s and the r-h-s of eqn. (13) meet many times, and inevitably some of these solutions yield modes with small $`L_m`$. As we discussed earlier, when $`L_m`$ is small, $`(L_m(k/m)^4)`$, the mode is unsuppressed at the Planck brane.
## 7 Collider Phenomenology
The typical cross sections for the total production of on-shell massive gravitons on the Planck brane is given by :
$$\sigma \frac{1}{M_{\mathrm{Planck}}^2}_0^E𝑑m\rho (m),$$
(41)
up to dimensionless couplings and numerical factors. Here the integral over the density of states extends up to some maximum kinematically available energy scale $`E`$. We assume for simplicity an infinite AdS region, and restrict $`m/k1`$ over the entire integration region. For a large box, i.e. $`kz_01`$, the leading order contribution to the integral over the density of states comes from the resonant modes:
$$_0^E𝑑m\rho (m)=\frac{2}{\pi }Ez_0+O(E/k)^3.$$
(42)
This result of course mimics an ADD scenario with one extra dimension having the size of $`z_0`$. Even for a millimeter-size box (the largest allowed by the Cavendish type bounds), the $`z_0`$ wave function enhancement of the cross section cannot overcome the Planck suppression of the couplings. Thus if we live on the Planck brane there are no observable collider effects from on-shell production of bulk modes.
One obvious extension of our construction is to change the location of the Standard Model fields. Here we can imagine confining the Standard Model to a probe three-brane, as in the scenario of Lykken and Randall. Locating the probe brane inside the box would not seem to lead to any new interesting physics since, as seen in eqn. (10), the suppression (or enhancement) of the bulk modes levels off for $`|z|<z_0`$. Hence we consider locating the probe brane at some finite distance $`\mathrm{\Delta }z_p=z_pz_0`$ inside the infinite AdS region. Here one can profit from the AdS geometry to generate an interesting hierarchy of scales. As shown in , the very light continuum bulk modes which contribute to the Newtonian potential on the brane have wave functions which simply track the zero-mode. In our case all of the resonant modes also track the zero-mode, so the complete result for the Newtonian potential on the probe brane is as given in eqn. (30).
It was also shown in that the continuum bulk modes which are heavier than $`1/(k\mathrm{\Delta }z_{p}^{}{}_{}{}^{2})`$ have wave functions at the probe brane which are dominated by the $`J_2`$ rather than $`Y_2`$ behavior. These modes do not track the zero-mode, and have large wave function enhancements, leading to potentially observable collider effects. This behavior still holds in the case we are considering, precisely for the nonresonant gravity modes, i.e. the modes which do not have $`L_m0`$ and thus constitute the nonresonant portion of the bulk continuum. The total cross section for production of these modes on the probe brane is given by:
$$\sigma (2kz_0+1)\frac{k^2}{M_{\mathrm{Planck}}^2}E^6\mathrm{\Delta }z_{p}^{}{}_{}{}^{8}$$
(43)
where the result is presented for $`k\mathrm{\Delta }z_p1`$, as well as $`m/k1`$. In the limit that $`kz_00`$, this expression reduces to precisely that derived in . However, the factor of $`(2kz_0+1)`$ in eq. (43) provides a relative enhancement for $`kz_01`$, i.e., for a large box. The appearance of this factor can be traced to a suppression of the zero-mode wave function (relative to that of the continuum bulk modes) in this scenario, as seen in eqns. (14) and (15). The same suppression then effects the definition of $`M_{\mathrm{Planck}}`$ in eqn. (16).
The net result is that the existence of a large box can dramatically enhance the collider signals on a probe brane in the infinite AdS region. The enhancement is not due to resonant mode production (which as we have seen is Planck suppressed), but rather to the enhanced production of the continuum bulk modes. For example, suppose that $`kM_{\mathrm{Planck}}`$ and that we have a millimeter-sized box. Then $`kz_0`$ is a huge enhancement factor: $`kz_010^{16}`$. This would imply that, even with a probe brane cutoff $`1/\mathrm{\Delta }z_p`$ as large as $`10^4`$ TeV, collider effects are suppressed by no more than $`E^6/(\mathrm{TeV})^8`$. Hence, in the large box scenario, the production of these bulk modes could be within the reach of collider experiments in the forseeable future. One might also expect that this enhanced production may have observable astrophysical and cosmological implications.
## 8 Discussion
To summarize, we have presented a brane construction which smoothly interpolates between the physics of the ADD and RS scenarios. Essentially, our five-dimensional background geometry consists of a slice of flat Minkowski space, “the box,” glued between two AdS regions. The discontinuity in the extrinsic curvature across the gluing surfaces is interpreted in terms of positive-tension three-branes located at these positions. For the most part in the following discussion, we will explicitly comment on the case of an infinite fifth dimension, however, most of the comments carry over to the case where the fifth dimension is finite.
If the size of the box is small compared to the AdS scale, i.e., $`z_0\stackrel{<}{}1/k`$, then the low-energy physics is essentially the same as in the RS scenario. That is, the coupling of the bulk gravity modes is still essentially controlled by the AdS scale, and so the corrections to the gravitational potential (22) have precisely the same power law form as in . Even if $`z_01/k`$, there would essentially be only one scale in the potential (9), and so one should not find any radical departures from the RS scenario.
This small box regime, i.e., $`z_0\stackrel{<}{}1/k`$, would model the situation of a thick or smooth Planck brane. That is a construction where one might attempt to realize the RS scenario using a smooth domain wall solution to replace the infinitely thin Planck brane. One would expect (at least naively) that since, in such a scenario, the AdS curvature and the thickness of the brane would be determined by the same underlying microscopic theory, both of these scales would be of the same order. Our results in the small box regime then agree with the investigations in , where it was found that thickening the Planck brane produced no significant differences from the low-energy physics of the RS scenario.
In the large box regime, i.e., $`z_01/k`$, a new large length scale is introduced and we do find significant changes in the low energy physics. In particular, there are resonant modes with enhanced support inside the box, and so with an enhanced coupling to the the three-branes. Even though there is a continuum of bulk modes with masses near the resonant mass, their net contribution mimics a single normalizable mode with this resonant mass. Thus the details of the AdS region are suppressed in this regime, and to leading order in $`1/kz_0`$ the brane-boundary at $`z=z_0`$ simply acts like an orbifold surface. That is, the leading order corrections to the Newtonian potential are identical to those as if we were considering a compactification of flat five-dimensional spacetime on $`S^1/Z_2`$.
Recently, H. Verlinde proposed an interesting way to realize the RS scenario in superstring theory. This proposal was later elaborated on in . Essentially the five-dimensional AdS geometry arises in the throat geometry near a cluster of D3-branes, while the five-form charge of the D-branes is absorbed by the “topology” of the compactification geometry in which they are positioned. The Standard Model fields would live on a probe brane sitting in the AdS throat, analogous to . Like our “gravity-in-a-box” model, this scenario then has two independent scales, the AdS curvature scale $`1/k`$ and the size of the compactification manifold $`L`$. Further the latter size must be larger than the AdS scale in order that the throat of the D3-branes can fit inside this geometry. Hence we expect that our large box scenario may be closely related to the low-energy physics of Verlinde’s construction. In particular then, as in eqn. (16) with large $`kz_0`$, the relation between the observed four-dimensional Planck scale and the fundamental scale of gravity will be essentially the same as in the standard ADD scenario. This simple relation arises because the normalization of the graviton zero-mode is dominated by the integration over the volume of the flat box, external to the AdS region. As observed in section 7 then, the latter also results in the production rate of continuum bulk gravitons being enhanced. We expect this enhancement will be a general feature of the superstring constructions, and so provide interesting phenomenological constraints for these models
It is interesting to consider the generalization of our brane construction to spacetimes with more than five dimensions. The RS scenario was generalized to higher dimensions using intersecting branes in . This discussion was extended to considering both intersecting branes and different cosmological constants in the distinct regions between the branes . Given these results, it is clear that there is no obstacle to extending the present scenario to higher dimensions. One would have a finite portion of flat space surrounded by various AdS regions. If the size of the box is still characterized by a single scale, we expect that much of the previous discussion would carry over to the present situation. If the box is smaller than the curvature scale of the surrounding AdS regions, that the low-energy physics would be essentially the same as in generalized RS construction of . If the size of the box is much bigger than the AdS scale, there should be resonant modes so that the low-energy theory imitates a flat space ADD scenario. We expect that just as the ADD scenarios are more phenomenologically interesting in more than five dimensions, the higher dimensional extensions of our “gravity-in-a-box” model would yield a richer phenomenology. It may be of interest to examine how to distinguish the low-energy physics of the ADD scenario from that of a large higher dimensional box. One interesting possibility for our higher dimensional constructions is that one can engineer a box with an essentially arbitrary shape in the extra dimensions. In the large box regime, such a configuration should give rise to a unique spectrum of masses which would distinguish it from a conventional ADD scenario.
Acknowledgements
Research by JL and JW was supported by the U.S. Department of Energy Grant DE-AC02-76CHO3000. Research by RCM was supported by NSERC of Canada and Fonds FCAR du Québec.
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# Kelvin-Helmholtz instability in three dimensional radiative jets
## 1 Introduction
Jets that originate from young T Tauri stars in giant molecular clouds and from Active Galactic Nuclei propagate, in a collimated fashion, up to distances $`1001000`$ times their average radii. The question of their endurance against Kelvin-Helmholtz instabilities is a crucial one for understanding the phenomenology of these objects. This issue has been addressed by many authors first in the linear limit (see Birkinshaw 1991 for a review) and, in recent years, through the use of 2D and 3D numerical simulations (see Ferrari 1998 for a review). In particular, recently, Bodo et al. (1998) have examined the differences between two-dimensional and three-dimensional jet evolution, showing that three-dimensional jets undergo faster evolution, enhanced mixing and larger jet momentum depletion. The temporal duration of the shock-dominated phase of the Kelvin-Helmholtz instability evolution is strongly reduced, shocks that form are weaker, and the direct association between structures observed in astrophysical jets and shocks originating as a consequence of the nonlinear development of the Kelvin-Helmholtz instability is more problematic. Moreover, the rapid disruption that three-dimensional jets undergo raises the question as to how jets can survive for the long scale lengths shown by observations. Although relativistic bulk velocities may be a stabilizing factor in extragalactic jets, the stability problem remains crucial for the nonrelativistic jets associated with Young Stellar Objects (YSOs), and radiation might be an important ingredient in this respect.
The interest in radiation effects on the development of Kelvin-Helmholtz instabilities in supersonic jets was motivated by the observation of line-emitting knots in YSO jets. Linear analyses of the stability of radiative jets by Massaglia et al. (1992) and Hardee & Stone (1997), showed that radiation losses typically reduce the growth rates of perturbations. Extending the analysis to nonlinear amplitudes, Rossi et al. (1997) and Micono et al. (1998) found that radiative cooling has noticeable effects on the spatial and temporal evolution of two-dimensional jets; in particular, the action of cooling leads to a longer duration of the initial linear stage and of the shock-dominated stage of the instability; shocks that form appear weaker and the post-shock temperatures smaller; the importance of the mixing phase is reduced and in some case, depending on the jet density, it is totally absent. Studying this problem, Downes & Ray (1998) found a somewhat contrary result with respect to Rossi et al. (1997): from their temporal simulations they concluded that cooling enhances the momentum transfer to the ambient medium, increasing the level of mixing. They suggested that the differences in the two studies might be due to the different geometries adopted: Cartesian in their case, and cylindrical in Rossi et al. (1997).
The goal of the present work is to study the effect of radiative losses on the evolution of the Kelvin-Helmholtz instability in a three-dimensional jet, with particular focus on the issues of mixing and momentum transfer in a system which is not subject to any superimposed symmetry. Moreover, with explicit reference to jets from YSOs, we aim to verify whether the action of cooling is strong enough to prevent a fast disruption of three-dimensional jets, which must survive for the length and time scales that are observed. Specifically, we investigate the behavior of dense, light and equidense jets, and analyze the effects of increasing the amount of energy lost through radiation by changing the value of a radiative control parameter which is directly related to the ratio between the cooling and dynamical time scales.
The plan of the paper is the following: in Section 2 we examine the physical problem and the equations used; the numerical scheme is described in Section 3; Section 4 summarizes the results of our previous studies on the stability of adiabatic jets; the results of our simulations are discussed in Section 5. Finally, a summary and the conclusions are given in Section 6.
## 2 The physical problem
We study the evolution of a 3D fluid jet, subject to radiative losses; the equations regulating our system are thus the ideal fluid equations for mass, momentum and energy conservation:
$$\frac{\rho }{t}+(\rho 𝐯)=0,$$
(1)
$$\rho \frac{𝐯}{t}+\rho (𝐯)𝐯=p,$$
(2)
$$\frac{p}{t}+(𝐯)p\gamma \frac{p}{\rho }\left[\frac{\rho }{t}+(𝐯)\rho \right]=(\gamma 1)\left(𝒬\right)$$
(3)
where $`p`$, $`\rho `$, and $`𝐯`$ are pressure, density and velocity, $`\gamma `$ is the ratio of the specific heats, and $``$ and $`𝒬`$ are respectively the energy loss term and the heating term (assumed here constant, and equal to $``$ taken at $`t=0`$); the right hand side of Eq. 3 vanishes in a purely adiabatic case.
We also follow the evolution of the number fraction of the neutral hydrogen atoms $`f_\mathrm{n}`$:
$$\frac{f_\mathrm{n}}{t}+(𝐯)f_\mathrm{n}=n_e[(c_\mathrm{i}+c_\mathrm{r})f_\mathrm{n}+c_\mathrm{r}],$$
(4)
where $`n_\mathrm{e}`$ is the electron density, and $`c_\mathrm{i}`$ and $`c_\mathrm{r}`$ are the ionization and recombination coefficients, which depend on the temperature $`T`$ and on the electron density $`n_\mathrm{e}`$ in the following way:
$$c_\mathrm{i}=1.0810^813.6^2\sqrt{T}\mathrm{e}^{(157890./T)}\mathrm{cm}^3\mathrm{s}^1$$
(5)
$$c_\mathrm{r}=2.610^{11}/\sqrt{T}\mathrm{cm}^3\mathrm{s}^1$$
(6)
(Rossi et al. 1997).
Finally, we trace the jet material by means of a scalar field $`𝒯`$ whose evolution is followed by integrating the scalar advection equation:
$$\frac{𝒯}{t}+(𝐯)𝒯=0.$$
(7)
Cooling is treated here as in our two previous papers on 2D cooling jets, and the reader is referred to Rossi et al. (1997) for a detailed description. The assumed losses are a reasonable approximation for temperatures $`T<`$ 35,000 K and shock velocities up to about 80 km s<sup>-1</sup>; both conditions are generally fulfilled in YSO jets. We recall, in particular, that we assume here that our jet is composed of atomic gas with solar abundances, and we neglect the formation of molecules and molecular emission. This assumption is consistent with our choice for the initial jet temperature, which is well above the dissociation temperature for the hydrogen molecule.
## 3 The numerical setup
### 3.1 The integration method
The hydrodynamical equations are integrated numerically using a three-dimensional version of the Piecewise Parabolic Method code (Colella & Woodward 1984). The code was parallelized through the MPI package. Multidimensionality, as well as the inclusion of radiative losses, are achieved through operator splitting: the PPM code solves the Eqs. 1 \- 4) and 7) in a conservative form; where non-conservative terms are present, the physical quantities are updated at the end of the main time step. In addition, the integration time step is constrained by the Courant condition, and is further corrected so that the temperature does not vary by more than 10% in a single step.
### 3.2 Integration domain, initial and boundary conditions
Our 3D domain $`\{(0,D)\times (R,R)\times (R,R)\}`$, with $`D=10\pi a`$ and $`R=6.7a`$ where $`a`$ is the jet radius, is covered by a $`256\times 256\times 256`$ grid, and is described by a Cartesian coordinate system $`(x,y,z)`$.
The initial flow structure is a cylindrical jet, with its symmetry axis lying along the $`x`$-direction and defined by $`(y=0,z=0)`$. The initial jet velocity is along the $`x`$-direction. The interface between the jet and the surrounding material is not a vortex-sheet-like interface, but a smoothly varying velocity shear layer. The form of the initial jet velocity profile is thus:
$$V_x(y,z)=V_0\mathrm{sech}\left[\left(\frac{\sqrt{y^2+z^2}}{a}\right)^m\right],$$
(8)
where $`V_0`$ is the velocity on the jet axis, and $`m`$ is a parameter controlling the interface layer width; in these calculations we set $`m=8`$ which implies a shear layer thickness of approximately 0.4 jet radii.
The initial structure of the density in our domain is defined by:
$$\frac{\rho _0(y,z)}{\rho _{0,jet}}=\nu (\nu 1)\mathrm{sech}\left[\left(\frac{\sqrt{y^2+z^2}}{a}\right)^m\right],$$
(9)
where $`\nu `$ is the ratio of the density at $`r=\sqrt{y^2+z^2}=\mathrm{}`$, to that on the jet axis $`(y=z=0)`$ at the initial time.
We assume that the jet is initially in ionization equilibrium, and in pressure equilibrium with its surroundings (with an initially uniform imposed pressure distribution).
Finally, we impose the following initial conditions for the passive tracer $`𝒯`$:
$$𝒯=\{\begin{array}{cc}\mathcal{\hspace{0.33em}1},& 𝓇<\mathcal{1}\\ \mathcal{\hspace{0.33em}0},& 𝓇>\mathcal{1}.\end{array}$$
(10)
so that we are able to follow the jet material during its subsequent evolution.
This initial configuration is then perturbed at $`t=0`$; we perturb the transverse velocities $`V_y`$ and $`V_z`$, so that a wide range of modes can be excited. In order to mainly excite the helical mode, we choose the following functional form for the transverse velocities:
$`V_y(x,y,z)=V_{y,0}\mathrm{sech}\left[\left({\displaystyle \frac{\sqrt{y^2+z^2}}{a}}\right)^m\right]\times `$ (11)
$`\times {\displaystyle \frac{1}{n}}{\displaystyle \underset{j=1}{\overset{n}{}}}\mathrm{sin}(jk_0x+\varphi _j),`$
$`V_z(x,y,z)=V_{z,0}\mathrm{sech}\left[\left({\displaystyle \frac{\sqrt{y^2+z^2}}{a}}\right)^m\right]\times `$ (12)
$`\times {\displaystyle \frac{1}{n}}{\displaystyle \underset{j=1}{\overset{n}{}}}\mathrm{cos}(jk_0x+\varphi _j),`$
where $`V_{y,0}=V_{z,0}=0.05V_0`$ is the amplitude of the initial perturbation, $`\{\varphi _j\}`$ are the phase shifts of the various Fourier components, $`n=8`$ and $`k_0=2\pi /D`$.
As regards the behavior at the boundaries, we adopt free outflow boundary conditions at the upper and lower boundaries in the $`y`$ and $`z`$ directions, by setting the gradient of every variable to zero. The central region of the domain, $`3a<y<3a`$, $`3a<z<3a`$, is covered uniformly by 150 grid points in the radial direction (with the jet itself initially occupying 50 grid points at $`t=0`$); at larger distances from the jet axis, both the $`y`$ and the $`z`$ mesh sizes increase accordingly to the scaling laws $`\mathrm{\Delta }y_{j+1}=1.02\mathrm{\Delta }y_j`$ and $`\mathrm{\Delta }z_{k+1}=1.02\mathrm{\Delta }z_k`$ respectively. The grid along the $`x`$ direction is instead uniform, and the boundary conditions are periodic. This choice implies a temporal approach to the study of the instability evolution, as opposed to a spatial approach where inflow and outflow conditions are applied at the left and right boundary respectively, along the jet flow direction. We refer to Rossi et al. (1997) and Bodo et al. (1998) for a more detailed discussion of boundary conditions, grid settings and comparison between the temporal and spatial approaches.
### 3.3 Scaling and parameters
Our calculations are carried out in non-dimensional form. Distances are thus measured in units of the jet radius $`a`$, velocities are scaled to the isothermal sound speed $`c_\mathrm{s}`$, evaluated on the jet axis and at the initial time $`t=0`$. Accordingly, time is then measured in units of the sound crossing time $`t_{\mathrm{cr}}`$.
The dynamical control parameters for our problem are the Mach number M($`=V_0/(c_\mathrm{s}\sqrt{\gamma })`$) and the density ratio $`\nu =\rho _{\mathrm{}}/\rho _{\mathrm{jet}}`$. The treatment of cooling introduces two more parameters in our calculations, namely the initial temperature on the jet axis $`T_0`$ and the ratio $`\tau _{\mathrm{rad}}`$ between radiative cooling time $`t_{\mathrm{rad}}=p/[(\gamma 1)]`$ and the sound crossing time. Fixing $`\tau _{\mathrm{rad}}`$ is analogous to fixing the product of the jet particle density and the jet radius $`n_0a`$, which was selected in our calculations since it has more direct observational meaning (Rossi et al. 1997).
In our simulations, we fixed the Mach number $`M=10`$ and we selected three values for the ratio $`\nu `$ between the external and the jet material, i.e. $`\nu =0.1`$ (overdense jet), $`\nu =1`$ (isodense jet) and $`\nu =10`$ (underdense jet). The initial temperature on the jet axis was always $`T_0=10,000`$ K, and for the product of the jet particle density and the jet radius we selected the value $`n_0a=5\times 10^{17}\mathrm{cm}^2`$, which is consistent, for example, with a jet radius $`a=5\times 10^{15}\mathrm{cm}`$ and a jet particle density $`n_0=100\mathrm{c}\mathrm{m}^3`$; however, we recall that our results are valid for all pairs of values of $`n_0`$ and $`a`$ for which their product is constant.
For the equidense jet ($`\nu =1`$) case we performed a simulation with the value $`n_0a=5\times 10^{18}\mathrm{cm}^2`$ in order to study the effect of varying the radiative cooling time on the instability evolution.
In Table 1 we summarize the simulations discussed in the present paper, with the values of the relevant parameters.
## 4 Results of previous studies
### 4.1 Stages of the instability evolution
Previous studies of the temporal (Bodo et al. 1994, 1995, Rossi et al. 1997) and spatial (Micono et al. 1998) evolution of the Kelvin-Helmholtz instability in two-dimensional jets allowed us to distinguish four stages of evolution; they were identified in adiabatic and cooling jets in the spatial and temporal approach, in slab and cylindrical geometry; their features, as for example the onset time, the duration, the morphological and physical evolution of the jet during each stage, were dependent on the parameters adopted, although the general trend was common to all studied cases. We recall in the following the main features of each evolutionary stage:
* Stage 1: the unstable modes excited by the perturbation grow in accord with the linear theory. In the latter portion of this stage, the growth of the modes leads to the formation of internal shocks.
* Stage 2 : the growth of internal shocks is accompanied by a global deformation of the jet, which thus drives shocks in the external medium. These shocks can carry momentum and energy away from the jet, and transfer them to the external medium.
* Stage 3 : as a consequence of the shock evolution, mixing between jet and external material begins to occur. The longitudinal momentum, which is initially concentrated inside the jet radius, is spread over a much larger region by the spreading of the jet material.
* Stage 4: in this final state, the jet attains a statistically quasi-stationary state.
The effects of radiative losses on the instability have been traced by Rossi et al. (1997) and Micono et al. (1998). The main differences of this analysis with respect to the adiabatic case are: i) a longer duration of stages 1 and 2 of the evolution; ii) a decrease of the shock strength and of the post-shock temperatures, and iii) a general reduction of the importance of the mixing phase (depending on the values of $`\nu `$ and $`n_0a`$), with a complete absence of the mixing phase for high values of $`n_0a`$.
### 4.2 2D vs 3D behaviour
In this section we summarize the main results obtained by Bodo et al. (1998) in their comparative analysis of 2D and 3D adiabatic jets. Bodo et al. (1998) adopted a Cartesian geometry and a temporal approach (i.e., periodic boundary conditions in the direction of the jet axis), and superimposed helical perturbations onto the initial transverse velocities (see also below).
The expected differences are mainly due to two factors: first, there are many more unstable modes in three dimensions than in two dimensions, and the growth rates of the 3D modes can predominate. Second, it is well-known that turbulence in two and three dimensions differs substantially, especially as far as the mixing properties are concerned. Both effects – the presence of unstable high-wavenumber modes, and the cascade to high wave numbers via nonlinear interactions – can lead to the formation of small-scale structures that are not observed in two dimensions.
The main features observed by Bodo et al. (1998) in the evolution of over-dense and under-dense three-dimensional adiabatic jets, compared to analogous two-dimensional slab jets, can be summarized as follows:
* Faster evolution.
* Absence of a clear separation of stages 2 and 3 of the instability (as defined in section 4.1).
* More rapid development of small-scale structures due to the growth of linearly unstable higher order (azimuthal number $`2`$) fluting modes and, at advanced times, to a cascade to small scales through nonlinear turbulent processes.
* Enhanced material mixing between the jet and the ambient medium; more effective and faster momentum transfer from jet to the ambient medium.
* Enhanced jet broadening.
* Similar evolution of the largest-scale structures.
* Similar asymptotic states (although reached at very different times).
## 5 Results
### 5.1 Heavy jets ($`\nu =0.1`$)
In this section we present the results of the calculations for an adiabatic jet and a cooling jet with Mach number $`M=10`$ and density ratio $`\nu =0.1`$. We carried out the simulation for $`t=12`$ units of sound crossing time, since at this time the adiabatic jet reaches the boundaries in the $`y`$ and $`z`$ directions.
In Fig. 1 we show grey-scale images of two-dimensional cuts of the jet density, in the $`z=0`$ plane (i.e., a longitudinal cut in the $`(xy)`$ plane in the middle of the domain) and in the $`x=5\pi `$ plane (i.e. a transverse cut in the $`(yz)`$ plane in the middle of the domain), for the radiative and adiabatic jets at different stages of the evolution.
At time $`t=4`$ the situations is similar for the adiabatic and cooling jets: the instability has already entered the acoustic phase, with the development of shock waves driven by the jet into the external medium, in correspondence to the major “kinks” caused by the growth of the fundamental helical mode excited by the imposed perturbation. Acoustic waves are driven in the external medium, as it can be clearly seen in the upper panels of Fig. 1. Already at this early stage, a little amount of external material is being entrained by the jet, as a result of the growth of higher order fluting modes that produce short scale ripples on the surface of the jet.
At time $`t=6`$ the radiative jet is still shock-dominated, although the disturbances induced on the jet surface have grown in amplitude and the amount of entrained ambient medium has increased. In contrast, the adiabatic jet appears to have fully entered the mixing phase; no trace of the coherent large-scale deformations induced by the fundamental helical Kelvin-Helmholtz mode can be discerned. As the evolution proceeds, the adiabatic jet appears to be completely mixed with the ambient medium ($`t=8`$, Fig. 1), while the jet subject to radiative losses maintains its collimation up to the latest time in our calculations, $`t=12`$; at this time both jets have reached stage 4 of the instability evolution, i.e., a statistically “quasi-stationary” stage. The comparison between the adiabatic and radiative jets in Fig. 1 also conveys the impression that the adiabatic jet has become much wider than its radiative counterpart. To analyze this effect in more detail, we have computed the radial distribution of velocity averaged over the longitudinal and azimuthal directions and we have defined the jet radius as the radius at which this averaged velocity drops to one half of its maximum value (found at $`r=0`$). Fig. 3c) shows the evolution of this radius as a function of time; we see from the figure that in fact the adiabatic jet widens much more than the radiative one.
In Fig. 2 we show a two-dimensional cut of the Laplacian of the density in the plane $`z=0`$ (the Laplacian of the density is a valuable tool to mark the presence of shock waves in the flow, and is widely used in gas dynamics). Upon examining this figure, we can follow the same evolutionary path described above. The Laplacians at time $`t=2`$ are not shown since no significant feature can be detected: both jets are in fact still in the linear phase (stage 1) of the evolution. When the perturbations steepen into shock waves, the jet enters the acoustic phase ($`t=4`$). The duration of the acoustic phase is longer for the radiative jet, where strong shock waves survive up to $`t=10`$; for the adiabatic jet, instead, shock waves are damped by the vigorous mixing that occurs already during the acoustic stage: after time $`t=6`$, no shocks can be detected in the flow, and turbulent mixing dominates.
In panel (a) of Fig. 3 we plot the tracer entropy $`𝒲`$ vs. time, for the adiabatic (dashed line) and radiative (solid line) dense jets. $`𝒲`$ measures the departure of the tracer’s distribution from the initial form ($`𝒯=1`$ for the jet material and $`𝒯=0`$ for the external material; see Bodo et al. (1995) for the mathematical definition of $`𝒲`$). Up to time $`t=2`$ the jet is still in the linear phase of the evolution, and the entropy is almost constant, since the tracer distribution does not differ substantially from the initial one. As time elapses, the jet goes through stages 2 and 3 of the evolution, during which the entropy grows, reaching a quasi-constant value at the end of the evolution.
In Fig. 3b) we plot the momentum of the radiative (solid line) and adiabatic (dashed line) jets, normalized to the initial values, as a function of time. In both cases, the jets start losing momentum early in time; the final momentum loss is dramatic, since at time $`t=12`$ radiative and adiabatic jets have lost almost 80% of their initial momentum. Fig. 3b) shows that the amount of momentum lost by the radiative and the adiabatic jets is similar; the momentum loss is slightly greater for the radiative jet. This result seems to be in contradiction with the behavior described previously: if we assume that the quantity of momentum lost is a valid indicator of the instability effects, then we would expect that the radiative jet is equally or more unstable than the adiabatic jet; on the other hand, we saw that radiative cooling acts to reduce the development of mixing and to conserve the collimation of the jet for longer times. In fact, as we have seen above, the jet widening in the adiabatic case is larger than in the radiative case; one could then expect that the amount of entrained material would be much larger in the adiabatic case, and correspondingly the residual jet momentum much lower. This apparent discrepancy can be explained if we analyze how momentum is lost by the jet in the two cases.
The rate of momentum transfer is almost similar for the cooling and adiabatic jets, but the radiative jet accelerates only the ambient medium located very near the jet itself; in contrast, the adiabatic jet expands and entrains material over a much larger radial extent, accelerating it until at the end of our calculations all the ambient medium in our computational domain has a non-zero velocity in the longitudinal direction; this trend appears clearly in Fig. 4a), where the amount of momentum acquired by the external medium at different times is shown as a function of the distance from the initial jet axis.
The typical velocities attained by the accelerated ambient medium in the two cases are similar (for example, the maximum velocity of the material with $`𝒯<0.1`$ at t=10 is $`6.8`$ for both cases), but the adiabatic jet accelerates a larger radial volume of ambient material. A similar amount of transferred momentum is thus achieved in the two cases only if in the radiative case denser ambient material is accelerated. That this is the case is demonstrated by Fig. 4b), which shows the distribution of momentum in the external medium versus the corresponding value of the density for the radiative and adiabatic jets: we characterized each volume of ambient medium by its values of momentum and density, divided the density range into density bins, and integrated the momentum over each density bin, obtaining the distribution showed in Fig. 4b. This figure shows that the typical densities of the entrained material are much larger in the radiative case than in the adiabatic case; furthermore, the total mass of the entrained material turns out to be of the same order in both cases. We can understand this if we note that the initial shocks driven by the adiabatic jets heat the external gas, which consequently expands and thus lowers its density. In the radiative case, cooling suppresses the expansion, leading in contrast to a compression of the shocked material; the momentum acquired by the external medium resides largely in material whose density is up to ten times higher than the initial external density. In addition we must remember that this shock-induced compression can be very effective in the radiative case since strong shock waves survive for long times, from $`t=4`$ to $`t=10`$ (see Fig. 2).
### 5.2 Light jets ($`\nu =10`$)
A quick glimpse at Fig. 5, which displays two-dimensional grey-scale cuts of the density at different times in the $`z=0`$ and $`x=5\pi `$ planes, shows that radiative losses in underdense jets have little effect on the instability evolution, which is slower with respect to the previously examined cases: the linear phase of the instability (stage 1) lasts until time $`t=8`$ when the first shocks appear in both the adiabatic and in the cooling jets. The density distributions shown in Fig. 5 cannot show details inside the jet because the grey-scale saturates there. Therefore, in order to obtain better views of the jet structures, we show in Fig. 6 grey-scale two-dimensional cuts of the product of the tracer and the density at different times. From these figures we can see that shocks form inside the jet and in the external medium, corresponding to the kinks induced by the fundamental helical mode, and persist for long times: at time $`t=16`$, when mixing has taken place and the jet diameter has considerably widened, a few weak shocks can still be detected both in the adiabatic and cooling jets.
The growth of the higher order fluting modes is delayed in time, and mixing occurs later, mainly because of the inertia of the external medium. The onset of mixing occurs between times $`t=10`$ and $`t=12`$, and is initially limited to the more external layers of the jet. At later times (e.g., time $`t=18`$ in Fig. 5) the action of mixing is not disruptive, and the jet maintains its collimation.
The transition between the evolutionary stages is well depicted by the tracer entropy, plotted in Fig. 7a): entropy remains almost constant, increasing slowly for the first 8-10 sound crossing times, when the perturbations grow linearly and the first shocks form. A larger increase of the entropy occurs at later times, with a steeper growth for the adiabatic case (which reaches the quasi-stationary phase earlier, at $`t15`$ as compared to $`t18`$ for the radiative case). The jet momentum is plotted in Fig. 7b) as a function of time; we can see that the momentum behavior is similar to the entropy behavior: the drop in the jet momentum appears to be steeper for the adiabatic case, but it stops earlier so that the total amount of momentum lost by the jet material is about the same for the two cases ($``$ 90% of the initial value). A more careful comparison between the behaviors of entropy and momentum shows that the phase of steeper decrease of momentum begins earlier than the phase of steeper increase of entropy. In this case we then have a distinct phase 2 (acoustic phase) of the evolution in which momentum is mainly lost through shocks.
The largest differences between the adiabatic and the radiative cases can be seen in the last stage of the evolution: looking at Figs. 5 and 6 at times $`t=16`$ and $`t=18`$, we see that the adiabatic jet appears to be wider than the radiative one. This is confirmed by Fig. 7c), which shows the behavior of the jet radius, as defined in the previous subsection, as a function of time. The difference between the adiabatic and the radiative cases however is not so large as for the dense jets. This same effect can also be seen in the jet momentum distribution: in Fig. 8 we show the grey-scale distribution in the (yz) plane of the average of the jet momentum over the longitudinal direction for the two cases; we see that the distribution is wider for the adiabatic jet. Since the total amount of momentum retained by the jet is about the same in the two cases, we also find that the maximum value of the jet momentum, located at a position corresponding to the initial jet axis, is smaller for the adiabatic jet (about half the maximum value of the cooling jet momentum).
From the above description we can conclude that – in contrast to the heavy jet case – the presence of radiative losses does not strongly modify the overall evolution of the instability in a light jet. To investigate the reasons for this behaviour, we plotted in Fig. 9 the total radiative power (jet plus ambient medium) for heavy, light and equal-density jets. In each case, the peak in the emission takes place shortly after the onset of the acoustic stage, when shocks are well developed and not yet disrupted by mixing.
The amount of energy lost through radiation is at least an order of magnitude smaller in the light jet compared to the dense jet. The reasons for this behavior are many; first, the growth of the helical mode in the dense jet drives larger amplitude kinks when compared to those observed in the light jet; in this way the shock fronts are wider in the $`\nu =0.1`$ jet, and a larger amount of material is compressed, heated and ultimately cooled through radiation. In addition, the wavelength of the most unstable mode may play an important role: a shorter wavelength, typical of dense jets (see Hardee & Norman 1988) leads to the formation of a higher number of shocks in a short time, increasing the efficiency of the cooling mechanism at shocks (compare also Figs. 1 and 5). We also note that the ambient medium gives a significant contribution to the subtraction of energy from the system, in particular when dense and equal-density jets are concerned; in fact, shocks are driven by the jet into the ambient medium, and they propagate in the external regions immediately surrounding the jets; the spatial extension of these shocks can be consistently larger that in the jet’s body.
### 5.3 Equal-density jets ($`\nu =1`$)
When studying equal-density radiative jets with the same value of $`n_0a`$ as considered in the previous cases ($`n_0a=5\times 10^{17}`$ cm<sup>-2</sup>, consistent, for example, with a jet radius $`a=5\times 10^{15}`$ cm and a jet particle density $`n_0=100`$ cm<sup>-3</sup>), we find that radiation introduces little effect on the instability evolution, as was the case for light jets. This can be seen by comparing the first two columns of Fig. 10, where we show two-dimensional cuts of density in the plane $`z=0`$ for the adiabatic and radiative jets.
The smallness of the effects introduced by radiation could have been predicted from the analysis of Fig. 9, which shows that the amount of energy lost by radiation is similar to the light jet case, and is smaller by more than an order of magnitude when compared to losses associated with the heavy jet. For this reason, we have examined an additional case with $`n_0a`$ increased by an order of magnitude, i.e., $`n_0a=5\times 10^{18}`$ cm<sup>-2</sup>, which is consistent, for example, with a jet radius $`a=5\times 10^{15}`$ cm and a jet particle density $`n_0=1000`$ cm<sup>-3</sup>. This will increase radiative losses; for example, the amount of energy lost by radiation at time $`t=8`$ corresponds to 0.08% of the kinetic energy of the jet at that same time, compared to a value of 0.02% obtained in the previous case. The results for this high-cooling case are also shown in Fig. 10, in the third column.
Looking at the general evolution, the upper panels of Fig. 10 show that at time $`t=6`$ shocks have formed, as a consequence of the non-linear growth of the helical mode; the fluting modes drive deformations of the jet surface and entrainment of the external medium by the jet. (Previous times are not represented since $`t=6`$ is the first time when non-linear effects can be detected.) The evolution of fluting modes, which are responsible for early mixing, is similar in equal-density jets and in heavy jets, for both adiabatic and radiative cases: however, mixing between the jet and the external medium starts later (at time $`t=6`$) with respect to the $`\nu =0.1`$ case. Mixing has an immediate and disruptive effect: external material is entrained and the jet diameter widens quickly; at time $`t=12`$ the jet maintains its large-scale structure and collimation, but on small scales it appears completely mixed with the ambient medium. Comparing the results for the three cases, we see that the radiative cases show stronger density enhancements inside the jets, and that the widening in the radiative cases is reduced (this reduction is particularly evident in the high-cooling case). This is again confirmed by Fig. 11c), which shows the behavior of the jet radius, as defined above, as a function of time.
As for the heavy jet case, the acoustic and mixing stages cannot be distinguished in the jet evolution, both for the adiabatic and radiative cases. The onset of mixing is contemporary with the formation of the first shocks in the flow, but the interaction of the two phenomena is different if cooling is significant: in the adiabatic and $`n_0=100`$ jets, vigorous mixing takes place and shocks are destroyed after a few sound-crossing times, while in the cooling $`n_0=1000`$ jet strong shocks survive up to the latest stages in the jet evolution, when the global collimation of the jet has been partially destroyed. In fact, in the adiabatic jet a strong shock appears only at time $`t=6`$, while no shocks survive after time $`t=8`$ when a weak discontinuity in the flow can be traced. In the cooling $`n_0=1000`$ jet, instead, shock waves are not destroyed up to time $`t=14`$; this is approximately the time at which the cooling jet enters the quasi-stationary stage of the evolution, as it is indicated by the behavior of the tracer entropy shown in Fig. 11a). Entropy grows more steeply for the adiabatic case: the quasi-stationary phase is attained earlier, i.e., at time $`t=12`$.
Fig. 11b) shows the variation in jet momentum as a function of time for the radiative and adiabatic jets. The momentum loss appears to occur slightly faster for the adiabatic and $`n_0=100`$ jets, although the final loss attained at the end of the evolution is similar for the three cases, and corresponds to the $``$ 10% of the initial jet momentum. Although the integrated values are similar in all cases, the spatial distribution of the jet momentum reflects the differences in the jet widening noted above.
## 6 Energy spectra
We have seen that radiation losses tend to maintain jet collimation. To obtain a different perspective on the instability evolution and on the differences between the various cases, we have analyzed the relative amounts of kinetic energy in longitudinal and transverse motions at different scales.
When the instability grows, the kinetic energy of the longitudinal jet bulk motion goes into internal energy, radiation, and kinetic energy in the transverse motions. In the direction perpendicular to the jet axis we can have: a) large-scale motions, due to the growth of the helical unstable modes, and b) small-scale motions, induced by the Kelvin-Helmholtz fluting modes, and by a possible turbulent cascade from large to small scale motions. Our aim is to analyze in more detail the transfer of energy from longitudinal to transverse motions; the key issue is to identify possible differences due to radiative losses. This analysis can also give us informations about the persistence of the jet as a coherent structure of longitudinal velocity.
We perform this analysis by calculating the three-dimensional Fourier spectra of the kinetic energy for longitudinal and transverse motions. We then obtain one-dimensional spectra by integrating first over the transversal wavenumbers $`k_y`$ and $`k_z`$, and second over the longitudinal and azimuthal wave numbers (after transforming to cylindrical coordinates). We use these one-dimensional Fourier spectra $`\mathrm{A}_x(k_x)`$ and $`\mathrm{A}_r(k_r)`$ to compare the amount of energy in the longitudinal and radial direction, at all times, and for all the studied cases. Initially, before the jet enters the non-linear phase, the energy is found in longitudinal motions at large scales; as the instability evolves, a portion of the kinetic energy is transferred to longitudinal motions at smaller scales and to transverse motions. In Fig. 12 we can follow this process for the particular case of underdense jets. The figure shows the behavior of longitudinal and transverse energies, normalized to the initial jet kinetic energy, as a function of time for different scale ranges (recall that lengths are given in units of the jet radius). Looking at the longitudinal energy at large scales ($`\lambda >2`$, panel a) we see that this component, as noted above, initially represents the only form of energy present in the system and, as the instability evolves, this component decreases monotonically. At smaller scales (panels b,c,d) the longitudinal energy first increases, reaches a maximum, and then decreases. The time at which the maximum is reached is about the same for all the scale ranges. A similar behavior is found for the transverse energy, but the maximum is reached at later times. The faster decrease observed in longitudinal energy when compared to that observed for the transverse energy leads at some time to an equipartition between the two and, from then on, motions can be considered to be isotropic. This isotropy is first reached at small scales, and then at larger scales. We further note, by comparing the curves for the adiabatic case and those for the radiative case, that in this last case the transfer of energy to transverse motions is less efficient and more energy is always kept in longitudinal motions.
The behavior described for the underdense case is found also for the other cases; we have then summarized all our results in Table 2, where we report, for all our cases and for each scale interval, the time at which the maximum of transverse energy is reached, the value of this maximum, and the time at which equipartition between longitudinal and transverse energy is attained.
By comparing the table with the behavior of entropy and momentum shown above, we can see that the time at which the maximum transverse energy is reached falls in the steepest portion of the momentum drop and of the energy growth, confirming the connection between the mixing process and the transfer of energy to the transverse motions. In the case of radiative jets, this process of energy transfer is less efficient as demonstrated by the lower values of $`E_{max}`$ for these cases and, as discussed above, mixing and jet widening is lower for these types of jets. Comparing the different values of the density ratio, we see that $`E_{max}`$ increases slightly as $`\nu `$ is increased, i.e., going from overdense to underdense jets. This increase however cannot compensate for the increase in density with $`\nu `$; therefore we expect lower transverse velocities for the high $`\nu `$ cases, and therefore a smaller jet widening, as it is indeed observed in our simulations.
The table also shows that near the end of our simulations for the $`\nu =1`$ and $`\nu =10`$ cases, we reach equipartition between the longitudinal and transverse energies also at scales larger than the jet radius, while in the overdense case equipartition is found only at small scales. We can therefore ask whether, in these cases, the jet can still be identified as a coherent velocity structure. To answer this question, we have computed the autocorrelation function for the longitudinal velocity, defined as
$$F(h)=v_x(x,y,z)v_x(x+h,y,z)𝑑x𝑑y𝑑z$$
where the integral is performed over the whole domain of integration. We have then defined a correlation length as
$$l_c=_0^LF(h)/F(0)𝑑h$$
and have plotted in Fig. 13 $`l_c`$ as a function of time for all the different cases. The three panels in the figure refer respectively to the overdense case (upper panel), the equal density case (middle panel) and the underdense case (lower panel); the solid curves are for adiabatic cases and the dashed curves are for radiative cases.
From Figure 13, we see that, as was also suggested by the Fourier analysis described above, the overdense case maintained an higher coherence than the other two cases, especially compared to the low density case in which $`l_c`$ drops to $`0.4`$ at the end of the simulation. Radiation acts in different directions for the different values of $`\nu `$: in the overdense case radiation tends to give a more inhomogeneous structure both in density (as we have already seen) and in velocity and this is reflected by the lower value of $`l_c`$, in the equal density case the effects of radiation are very small, while in the underdense case radiation tends to keep a more coherent structure with an higher value of $`l_c`$.
## 7 Summary and Conclusions
We studied the evolution of the Kelvin-Helmholtz instability in three-dimensional jets, solving the hydrodynamical equations through a finite-differences numerical code, adopting a temporal approach and varying the external-to-ambient medium density; we thus considered dense, underdense and iso-dense jets. The main results of our calculations can be summarized as follows:
* Heavy jet
Dense jets undergo fast evolution. Both helical and fluting modes grow non-linearly at the earliest stages of the evolution, giving rise to large scale deformations in the structure of the jet and to entrainment of ambient material. If cooling is present, the duration of the acoustic phase of the evolution is increased, and shocks survive in the flow for longer times. Furthermore, the strength of the fluting modes is reduced; as a result, mixing with the ambient medium is less effective and the jet retains its collimation for longer times. The momentum loss in the adiabatic and radiative cases is similar, but it occurs in different ways: in both cases, the momentum is transferred away from the jet axis. However, the adiabatic jet loses momentum by expansion and entrainment of ambient medium far from the jet axis, material which is heated and expands by shocks that are driven into the ambient matter from the jet; in contrast, the radiative jet transfers its momentum to ambient material which is located near the jet surface, material which has been shocked and cooled, and thus condensed relative to its initial state.
* Light jet
For underdense jets the evolution develops over 20 sound crossing times, and thus is slower than the previous case. Mixing takes place later with respect to the onset of the acoustic stage, and its action is damped by the inertia of the external medium. The final jet widening is caused by the growth in amplitude of the fundamental helical mode, which is the main source of shock formation and momentum loss. The amount of energy lost through radiation at a fixed time is smaller than in the previous case, but cooling has nonetheless a small effect on the instability evolution, again reducing the amplitude of the jet widening.
* Equidense jet
Iso-dense jets evolve similarly to dense jets, although the onset of the various stages is delayed in time. The amount of energy lost through radiation is smaller, and the short duration of the shock-dominated stage suppresses the effects of cooling on the overall instability evolution. To demonstrate the effects of radiative losses, we ran a simulation in which we increased the jet particle density (which is one of the radiative control parameters). The main effects of cooling are a longer duration of shocks in the flow, damping of the helical unstable mode (and thus of the amplitude of the jet deformations in the transverse direction) and of the fluting modes, which implies that mixing is limited to the external layers of the jet.
These results indicate that radiative losses indeed cause jet stabilization, an effect which is more evident in the overdense case and less evident in the other cases; they are thus consistent with the results of previous 2D studies by Rossi et al. (1997) and Micono et al. (1998), even though the effect is not large as in the cases studied by these authors. This difference can be explained as a result of the assumptions of (i) cylindrical geometry with axial symmetry and (ii) axi-symmetric initial perturbations for the 2D cases. The evolution of the instability in two dimensions is then dominated by strong shocks on the jet axis: the amount of energy lost through radiation in these strong compressions is high, and the stabilizing effects of cooling are enhanced. In our 3D study, the strength of the shock waves that form is smaller, both because of geometry and because of small-scale motions driven by the growth of the Kelvin-Helmholtz fluting modes (the latter are neglected in two dimensions). In this way, the effects of cooling are weaker, and their importance depends on the density ratio between the jet and the ambient medium. However, our results can confirm that cooling is efficient in reducing the disruptive action of the instability, in maintaining the jet collimation for longer times, and in extending the temporal duration of the stage where shocks are present in the flow.
Acknowledgments: The calculations have been performed on the Cray T3E at CINECA in Bologna, Italy, thanks to the support of CNAA. This work has been supported in part by and by the DOE ASCI/Alliances grant at the University of Chicago. M.M. acknowledges the CNAA 3/98 grant.
## 8 References
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Bodo, G., Massaglia, S., Rossi, P., Rosner, R., Malagoli, A., Ferrari, A., 1995, A&A 303, 281
Bodo, G., Rossi, P., Massaglia, S., Ferrari, A., Malagoli, A., Rosner, R., 1998, A&A 333, 1117
Colella, P., Woodward, P.R., 1984, J. Comp. Phys. 54, 174
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Gerwin, R.A., 1968, Rev.Mod.Phys. 40, 532
Hardee, P.E., Norman, M.L., 1988, ApJ 334, 70
Hardee, P.E., Clarke, D.A., Howell, D.A., 1995, ApJ 441, 644
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Massaglia, S., Trussoni E., Bodo G., Rossi P., Ferrari A. 1992, A&A 260, 243
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# Algorithmic Statistics
## I Introduction
Statistical theory ideally considers the following problem: Given a data sample and a family of models (hypotheses), select the model that produced the data. But a priori it is possible that the data is atypical for the model that actually produced it, or that the true model is not present in the considered model class. Therefore we have to relax our requirements. If selection of a “true” model cannot be guaranteed by any method, then as next best choice “modeling the data” as well as possible irrespective of truth and falsehood of the resulting model may be more appropriate. Thus, we change “true” to “as well as possible.” The latter we take to mean that the model expresses all significant regularity present in the data. The general setting is as follows: We carry out a probabilistic experiment of which the outcomes are governed by an unknown probability distribution $`P`$. Suppose we obtain as outcome the data sample $`x`$. Given $`x`$, we want to recover the distribution $`P`$. For certain reasons we can choose a distribution from a set of acceptable distributions only (which may or may not contain $`P`$). Intuitively, our selection criteria are that (i) $`x`$ should be a “typical” outcome of the distribution selected, and (ii) the selected distribution has a “simple” description. We need to make the meaning of “typical” and “simple” rigorous and balance the requirements (i) and (ii). In probabilistic statistics one analyzes the average-case performance of the selection process. For traditional problems, dealing with frequencies over small sample spaces, this approach is appropriate. But for current novel applications, average relations are often irrelevant, since the part of the support of the probability density function that will ever be observed has about zero measure. This is the case in, for example, complex video and sound analysis. There arises the problem that for individual cases the selection performance may be bad although the performance is good on average. We embark on a systematic study of model selection where the performance is related to the individual data sample and the individual model selected. It turns out to be more straightforward to investigate models that are finite sets first, and then generalize the results to models that are probability distributions. To simplify matters, and because all discrete data can be binary coded, we consider only data samples that are finite binary strings.
This paper is one of a triad of papers dealing with the best individual model for individual data: The present paper supplies the basic theoretical underpinning by way of two-part codes, derives ideal versions of applied methods (MDL) inspired by the theory, and treats experimental applications thereof.
Probabilistic Statistics: In ordinary statistical theory one proceeds as follows, see for example : Suppose two discrete random variables $`X,Y`$ have a joint probability mass function $`p(x,y)`$ and marginal probability mass functions $`p_1(x)=_yp(x,y)`$ and $`p_2(y)=_xp(x,y)`$. Then the (probabilistic) mutual information $`I(X;Y)`$ between the joint distribution and the product distribution $`p_1(x)p_2(y)`$ is defined by:
$$I(X;Y)=\underset{x}{}\underset{y}{}p(x,y)\mathrm{log}\frac{p(x,y)}{p_1(x)p_2(y)},$$
(I.1)
where “$`\mathrm{log}`$” denotes the binary logarithm. Consider a probabilistic ensemble of models, say a family of probability mass functions $`\{f_\theta \}`$ indexed by $`\theta `$, together with a distribution $`p_1`$ over $`\theta `$. This way we have a random variable $`\mathrm{\Theta }`$ with outcomes in $`\{f_\theta \}`$ and a random variable $`D`$ with outcomes in the union of domains of $`f_\theta `$, and $`p(\theta ,d)=p_1(\theta )f_\theta (d)`$. Every function $`T(D)`$ of a data sample $`D`$—like the sample mean or the sample variance—is called a statistic of $`D`$. A statistic $`T(D)`$ is called sufficient if the probabilistic mutual information
$$I(\mathrm{\Theta };D)=I(\mathrm{\Theta };T(D))$$
(I.2)
for all distributions of $`\theta `$. Hence, the mutual information between parameter and data sample random variables is invariant under taking sufficient statistic and vice versa. That is to say, a statistic $`T(D)`$ is called sufficient for $`\mathrm{\Theta }`$ if it contains all the information in $`D`$ about $`\mathrm{\Theta }`$. For example, consider $`n`$ tosses of a coin with unknown bias $`\theta `$ with outcome $`D=d_1d_2\mathrm{}d_n`$ where $`d_i\{0,1\}`$ ($`1in`$). Given $`n`$, the number of outcomes “1” is a sufficient statistic for $`\mathrm{\Theta }`$: the statistic $`T(D)=s=_{i=1}^nd_i`$. Given $`T`$, all sequences with $`s`$ “1”s are equally likely independent of parameter $`\theta `$: Given $`s`$, if $`d`$ is an outcome of $`n`$ coin tosses and $`T(D)=s`$ then $`\mathrm{Pr}(dT(D)=s)=\left(\genfrac{}{}{0pt}{}{n}{s}\right)^1`$ and $`\mathrm{Pr}(dT(D)s)=0`$. This can be shown to imply (I.2) and therefore $`T`$ is a sufficient statistic for $`\mathrm{\Theta }`$. According to Fisher : “The statistic chosen should summarise the whole of the relevant information supplied by the sample. This may be called the Criterion of Sufficiency $`\mathrm{}`$ In the case of the normal curve of distribution it is evident that the second moment is a sufficient statistic for estimating the standard deviation.” Note that one cannot improve on sufficiency: for every (possibly randomized) function $`T`$ we have
$$I(\mathrm{\Theta };D)I(\mathrm{\Theta };T(D)),$$
(I.3)
that is, mutual information cannot be increased by processing the data sample in any way.
A sufficient statistic may contain information that is not relevant: for a normal distribution the sample mean is a sufficient statistic, but the pair of functions which give the mean of the even-numbered samples and the odd-numbered samples respectively, is also a sufficient statistic. A statistic $`T(D)`$ is a minimal sufficient statistic with respect to an indexed model family $`\{f_\theta \}`$, if it is a function of all other sufficient statistics: it contains no irrelevant information and maximally compresses the information about the model ensemble. As it happens, for the family of normal distributions the sample mean is a minimal sufficient statistic, but the sufficient statistic consisting of the mean of the even samples in combination with the mean of the odd samples is not minimal. All these notions and laws are probabilistic: they hold in an average sense.
Kolmogorov Complexity: We write string to mean a finite binary sequence. Other finite objects can be encoded into strings in natural ways. The Kolmogorov complexity, or algorithmic entropy, $`K(x)`$ of a string $`x`$ is the length of a shortest binary program to compute $`x`$ on a universal computer (such as a universal Turing machine). Intuitively, $`K(x)`$ represents the minimal amount of information required to generate $`x`$ by any effective process, . The conditional Kolmogorov complexity $`K(xy)`$ of $`x`$ relative to $`y`$ is defined similarly as the length of a shortest program to compute $`x`$ if $`y`$ is furnished as an auxiliary input to the computation. This conditional definition requires a warning since different authors use the same notation but mean different things. In the author writes “$`K(xy)`$” to actually mean “$`K(xy,K(y))`$,” notationally hiding the intended supplementary auxiliary information “$`K(y)`$.” This abuse of notation has the additional handicap that no obvious notation is left to express “$`K(xy)`$” meaning that just “$`y`$” is given in the conditional. As it happens, “$`y,K(y)`$” represents more information than just “$`y`$”. For example, $`K(K(y)y)`$ can be almost as large as $`\mathrm{log}K(y)`$ by a result in : For $`l(y)=n`$ it has an upper bound of $`\mathrm{log}n`$ for all $`y`$, and for some $`y`$’s it has a lower bound of $`\mathrm{log}n\mathrm{log}\mathrm{log}n`$. In fact, this result quantifies the undecidability of the halting problem for Turing machines—for example, if $`K(K(y)y)=O(1)`$ for all $`y`$, then the halting problem can be shown to be decidable. This is known to be false. It is customary, , to write explicitly “$`K(xy)`$” and “$`K(xy,K(y))`$”. Even though the difference between these two quantities is not very large, these small differences do matter in the sequel. In fact, not only the precise information itself in the conditional, but also the way it is represented, is crucial, see Subsection III-A.
The functions $`K()`$ and $`K()`$, though defined in terms of a particular machine model, are machine-independent up to an additive constant and acquire an asymptotically universal and absolute character through Church’s thesis, from the ability of universal machines to simulate one another and execute any effective process. The Kolmogorov complexity of a string can be viewed as an absolute and objective quantification of the amount of information in it. This leads to a theory of absolute information contents of individual objects in contrast to classical information theory which deals with average information to communicate objects produced by a random source. Since the former theory is much more precise, it is surprising that analogs of theorems in classical information theory hold for Kolmogorov complexity, be it in somewhat weaker form. Here our aim is to provide a similarly absolute notion for individual “sufficient statistic” and related notions borrowed from probabilistic statistics.
Two-part codes: The prefix-code of the shortest effective descriptions gives an expected code word length close to the entropy and also compresses the regular objects until all regularity is squeezed out. All shortest effective descriptions are completely random themselves, without any regularity whatsoever. The idea of a two-part code for a body of data $`d`$ is natural from the perspective of Kolmogorov complexity. If $`d`$ does not contain any regularity at all, then it consists of purely random data and the model is precisely that. Assume that the body of data $`d`$ contains regularity. With help of a description of the regularity (a model) we can describe the data compactly. Assuming that the regularity can be represented in an effective manner (that is, by a Turing machine), we encode the data as a program for that machine. Squeezing all effective regularity out of the data, we end up with a Turing machine representing the meaningful regular information in the data together with a program for that Turing machine representing the remaining meaningless randomness of the data. However, in general there are many ways to make the division into meaningful information and remaining random information. In a painting the represented image, the brush strokes, or even finer detail can be the relevant information, depending on what we are interested in. What we require is a rigorous mathematical condition to force a sensible division of the information at hand into a meaningful part and a meaningless part.
Algorithmic Statistics: The two-part code approach leads to a more general algorithmic approach to statistics. The algorithmic statistician’s task is to select a model (described possibly by a probability distribution) for which the data is typical. In a two-part description, we describe such a model and then identify the data within the set of the typical outcomes. The best models make the two-part description as concise as the best one-part description of the data. A description of such a model is an algorithmic sufficient statistic since it summarizes all relevant properties of the data. Among the algorithmic sufficient statistics, the simplest one (an algorithmic minimal sufficient statistic) is best in accordance with Ockham’s Razor since it summarizes the relevant properties of the data as concisely as possible. In probabilistic data or data subject to noise this involves separating regularity (structure) in the data from random effects.
In a restricted setting where the models are finite sets a way to proceed was suggested by Kolmogorov, attribution in . Given data $`d`$, the goal is to identify the “most likely” finite set $`S`$ of which $`d`$ is a “typical” element. Finding a set of which the data is typical is reminiscent of selecting the appropriate magnification of a microscope to bring the studied specimen optimally in focus. For this purpose we consider sets $`S`$ such that $`dS`$ and we represent $`S`$ by the shortest program $`S^{}`$ that computes the characteristic function of $`S`$. The shortest program $`S^{}`$ that computes a finite set $`S`$ containing $`d`$, such that the two-part description consisting of $`S^{}`$ and $`\mathrm{log}|S|`$ is as as short as the shortest single program that computes $`d`$ without input, is called an algorithmic sufficient statistic<sup>1</sup><sup>1</sup>1It is also called the Kolmogorov sufficient statistic. This definition is non-vacuous since there does exist a two-part code (based on the model $`S_d=\{d\}`$) that is as concise as the shortest single code. The description of $`d`$ given $`S^{}`$ cannot be significantly shorter than $`\mathrm{log}|S|`$. By the theory of Martin-Löf randomness this means that $`d`$ is a “typical” element of $`S`$. In general there can be many algorithmic sufficient statistics for data $`d`$; a shortest among them is called an algorithmic minimal sufficient statistic. Note that there can be possibly more than one algorithmic minimal sufficient statistic; they are defined by, but not generally computable from, the data.
In probabilistic statistics the notion of sufficient statistic (I.2) is an average notion invariant under all probability distributions over the family of indexed models. If a statistic is not thus invariant, it is not sufficient. In contrast, in the algorithmic case we investigate the relation between the data and an individual model and therefore a probability distribution over the models is irrelevant. It is technically convenient to initially consider the simple model class of finite sets to obtain our results. It then turns out that it is relatively easy to generalize everything to the model class of computable probability distributions. That class is very large indeed: perhaps it contains every distribution that has ever been considered in statistics and probability theory, as long as the parameters are computable numbers—for example rational numbers. Thus the results are of great generality; indeed, they are so general that further development of the theory must be aimed at restrictions on this model class, see the discussion about applicability in Section VII. The theory concerning the statistics of individual data samples and models one may call algorithmic statistics.
Background and Related Work: At a Tallinn conference in 1973, A.N. Kolmogorov formulated the approach to an individual data to model relation, based on a two-part code separating the structure of a string from meaningless random features, rigorously in terms of Kolmogorov complexity (attribution by ). Cover interpreted this approach as a (sufficient) statistic. The “statistic” of the data is expressed as a finite set of which the data is a “typical” member. Following Shen (see also ), this can be generalized to computable probability mass functions for which the data is “typical.” Related aspects of “randomness deficiency” (formally defined later in (IV.1)) were formulated in and studied in . Algorithmic mutual information, and the associated non-increase law, were studied in . Despite its evident epistemological prominence in the theory of hypothesis selection and prediction, only selected aspects of the algorithmic sufficient statistic have been studied before, for example as related to the “Kolmogorov structure function” , and “absolutely non-stochastic objects” , notions also defined or suggested by Kolmogorov at the mentioned meeting. This work primarily studies quantification of the “non-sufficiency” of an algorithmic statistic, when the latter is restricted in complexity, rather than necessary and sufficient conditions for the existence of an algorithmic sufficient statistic itself. These references obtain results for plain Kolmogorov complexity (sometimes length-conditional) up to a logarithmic error term. Especially for regular data that have low Kolmogorov complexity with respect to their length, this logarithmic error term may dominate the remaining terms and eliminate all significance. Since it is precisely the regular data that one wants to assess the meaning of, a more precise analysis as we provide is required. Here we use prefix complexity to unravel the nature of a sufficient statistic. The excellent papers of Shen contain the major previous results related to this work (although is independent). While previous work and the present paper consider an algorithmic statistic that is either a finite set or a computable probability mass function, the most general algorithmic statistic is a recursive function. In the present work is generalized accordingly, see the summary in Section VII.
For the relation with inductive reasoning according to minimum description length principle see . The entire approach is based on Kolmogorov complexity (also known as algorithmic information theory). Historically, the idea of assigning to each object a probability consisting of the summed negative exponentials of the lengths of all programs computing the object, was first proposed by Solomonoff . Then, the shorter programs contribute more probability than the longer ones. His aim, ultimately successful in terms of theory (see ) and as inspiration for developing applied versions , was to develop a general prediction method. Kolmogorov introduced the complexity proper. The prefix-version of Kolmogorov complexity used in this paper was introduced in and also treated later in . For a textbook on Kolmogorov complexity, its mathematical theory, and its application to induction, see . We give a definition (attributed to Kolmogorov) and results from that are useful later:
###### Definition I.1
Let $`\alpha `$ and $`\beta `$ be natural numbers. A finite binary string $`x`$ is called $`(\alpha ,\beta )`$-stochastic if there exists a finite set $`S\{0,1\}^{}`$ such that
$$xS,K(S)\alpha ,K(x)\mathrm{log}|S|\beta ;$$
(I.4)
where $`|S|`$ denotes the cardinality of $`S`$, and $`K()`$ the (prefix-) Kolmogorov complexity. As usual, “$`\mathrm{log}`$” denotes the binary logarithm.
The first inequality with small $`\alpha `$ means that $`S`$ is “simple”; the second inequality with $`\beta `$ is small means that $`x`$ is “in general position” in $`S`$. Indeed, if $`x`$ had any special property $`p`$ that was shared by only a small subset $`Q`$ of $`S`$, then this property could be used to single out and enumerate those elements and subsequently indicate $`x`$ by its index in the enumeration. Altogether, this would show $`K(x)K(p)+\mathrm{log}|Q|`$, which, for simple $`p`$ and small $`Q`$ would be much lower than $`\mathrm{log}|S|`$. A similar notion for computable probability distributions is as follows: Let $`\alpha `$ and $`\beta `$ be natural numbers. A finite binary string $`x`$ is called $`(\alpha ,\beta )`$-quasistochastic if there exists a computable probability distribution $`P`$ such that
$$P(x)>0,K(P)\alpha ,K(x)\mathrm{log}P(x)\beta .$$
(I.5)
###### Proposition I.2
There exist constants $`c`$ and $`C`$, such that for every natural number $`n`$ and every finite binary string $`x`$ of length $`n`$:
(a) if $`x`$ is $`(\alpha ,\beta )`$-stochastic, then $`x`$ is $`(\alpha +c,\beta )`$-quasistochastic; and
(b) if $`x`$ is $`(\alpha ,\beta )`$-quasistochastic and the length of $`x`$ is less than $`n`$, then $`x`$ is $`(\alpha +c\mathrm{log}n,\beta +C)`$-stochastic.
###### Proposition I.3
(a) There exists a constant $`C`$ such that, for every natural number $`n`$ and every $`\alpha `$ and $`\beta `$ with $`\alpha \mathrm{log}n+C`$ and $`\alpha +\beta n+4\mathrm{log}n+C`$, all strings of length less than $`n`$ are $`(\alpha ,\beta )`$-stochastic.
(b) There exists a constant $`C`$ such that, for every natural number $`n`$ and every $`\alpha `$ and $`\beta `$ with $`2\alpha +\beta <n6\mathrm{log}nC`$, there exist strings $`x`$ of length less than $`n`$ that are not $`(\alpha ,\beta )`$-stochastic.
Note that if we take $`\alpha =\beta `$ then, for some boundary in between $`\frac{1}{3}n`$ and $`\frac{1}{2}n`$, the last non-$`(\alpha ,\beta )`$-stochastic elements disappear if the complexity constraints are sufficiently relaxed by having $`\alpha ,\beta `$ exceed this boundary.
Outline of this Work: First, we obtain a new Kolmogorov complexity “triangle” inequality that is useful in the later parts of the paper. We define algorithmic mutual information between two individual objects (in contrast to the probabilistic notion of mutual information that deals with random variables). We show that for every computable distribution associated with the random variables, the expectation of the algorithmic mutual information equals the probabilistic mutual information up to an additive constant that depends on the complexity of the distribution. It is known that in the probabilistic setting the mutual information (an average notion) cannot be increased by algorithmic processing. We give a new proof that this also holds in the individual setting.
We define notions of “typicality” and “optimality” of sets in relation to the given data $`x`$. Denote the shortest program for a finite set $`S`$ by $`S^{}`$ (if there is more than one shortest program $`S^{}`$ is the first one in the standard effective enumeration). “Typicality” is a reciprocal relation: A set $`S`$ is “typical” with respect to $`x`$ if $`x`$ is an element of $`S`$ that is “typical” in the sense of having small randomness deficiency $`\delta _S^{}(x)=\mathrm{log}|S|K(x|S^{})`$ (see definition (IV.1) and discussion). That is, $`x`$ has about maximal Kolmogorov complexity in the set, because it can always be identified by its position in an enumeration of $`S`$ in $`\mathrm{log}|S|`$ bits. Every description of a “typical” set for the data is an algorithmic statistic.
A set $`S`$ is “optimal” if the best two-part description consisting of a description of $`S`$ and a straightforward description of $`x`$ as an element of $`S`$ by an index of size $`\mathrm{log}|S|`$ is as concise as the shortest one-part description of $`x`$. This implies that optimal sets are typical sets. Descriptions of such optimal sets are algorithmic sufficient statistics, and a shortest description among them is an algorithmic minimal sufficient statistic. The mode of description plays a major role in this. We distinguish between “explicit” descriptions and “implicit” descriptions—that are introduced in this paper as a proper restriction on the recursive enumeration based description mode. We establish range constraints of cardinality and complexity imposed by implicit (and hence explicit) descriptions for typical and optimal sets, and exhibit a concrete algorithmic minimal sufficient statistic for implicit description mode. It turns out that only the complexity of the data sample $`x`$ is relevant for this implicit algorithmic minimal sufficient statistic. Subsequently we exhibit explicit algorithmic sufficient statistics, and an explicit minimal algorithmic (near-)sufficient statistic. For explicit descriptions it turns out that certain other aspects of $`x`$ (its enumeration rank) apart from its complexity are a major determinant for the cardinality and complexity of that statistic. It is convenient at this point to introduce some notation:
###### Notation I.4
From now on, we will denote by $`\stackrel{_+}{<}`$ an inequality to within an additive constant, and by $`\stackrel{_+}{=}`$ the situation when both $`\stackrel{_+}{<}`$ and $`\stackrel{_+}{>}`$ hold. We will also use $`\stackrel{_{}}{<}`$ to denote an inequality to within an multiplicative constant factor, and $`\stackrel{_{}}{=}`$ to denote the situation when both $`\stackrel{_{}}{<}`$ and $`\stackrel{_{}}{>}`$ hold.
Let us contrast our approach with the one in . The comparable case there, by (I.4), is that $`x`$ is $`(\alpha ,\beta )`$-stochastic with $`\beta =0`$ and $`\alpha `$ minimal. Then, $`K(x)\mathrm{log}|S|`$ for a set $`S`$ of Kolmogorov complexity $`\alpha `$. But, if $`S`$ is optimal for $`x`$, then, as we formally define it later (III.4), $`K(x)\stackrel{_+}{=}K(S)+\mathrm{log}|S|`$. That is (I.4) holds with $`\beta \stackrel{_+}{=}K(S)`$. In contrast, for $`\beta =0`$ we must have $`K(S)\stackrel{_+}{=}0`$ for typicality. In short, optimality of $`S`$ with repect to $`x`$ corresponds to (I.4) by dropping the second item and replacing the third item by $`K(x)\stackrel{_+}{=}\mathrm{log}|S|+K(S)`$. “Minimality” of the algorithmic sufficient statistic $`S^{}`$ (the shortest program for $`S`$) corresponds to choosing $`S`$ with minimal $`K(S)`$ in this equation. This is equivalent to (I.4) with inequalities replaced by equalities and $`K(S)=\alpha =\beta `$.
We consider the functions related to $`(\alpha ,\beta )`$-stochasticity, and improve Shen’s result on maximally non-stochastic objects. In particular, we show that for every $`n`$ there are objects $`x`$ of length $`n`$ with complexity $`K(xn)`$ about $`n`$ such that every explicit algorithmic sufficient statistic for $`x`$ has complexity about $`n`$ ($`\{x\}`$ is such a statistic). This is the best possible. In Section V, we generalize the entire treatment to probability density distributions. In Section VI we connect the algorithmic and probabilistic approaches: While previous authors have used the name “Kolmogorov sufficient statistic” because the model appears to summarize the relevant information in the data in analogy of what the classic sufficient statistic does in a probabilistic sense, a formal justification has been lacking. We give the formal relation between the algorithmic approach to sufficient statistic and the probabilistic approach: A function is a probabilistic sufficient statistic iff it is with high probability an algorithmic $`\theta `$-sufficient statistic, where an algorithmic sufficient statistic is $`\theta `$-sufficient if it satisfies also the sufficiency criterion conditionalized on $`\theta `$.
## II Kolmogorov Complexity
We give some definitions to establish notation. For introduction, details, and proofs, see . We write string to mean a finite binary string. Other finite objects can be encoded into strings in natural ways. The set of strings is denoted by $`\{0,1\}^{}`$. The length of a string $`x`$ is denoted by $`l(x)`$, distinguishing it from the cardinality $`|S|`$ of a finite set $`S`$.
Let $`x,y,z𝒩`$, where $`𝒩`$ denotes the natural numbers. Identify $`𝒩`$ and $`\{0,1\}^{}`$ according to the correspondence
$$(0,ϵ),(1,0),(2,1),(3,00),(4,01),\mathrm{}.$$
Here $`ϵ`$ denotes the empty word ‘’ with no letters. The length $`l(x)`$ of $`x`$ is the number of bits in the binary string $`x`$. For example, $`l(010)=3`$ and $`l(ϵ)=0`$.
The emphasis is on binary sequences only for convenience; observations in any alphabet can be so encoded in a way that is ‘theory neutral’.
A binary string $`x`$ is a proper prefix of a binary string $`y`$ if we can write $`y=xz`$ for $`zϵ`$. A set $`\{x,y,\mathrm{}\}\{0,1\}^{}`$ is prefix-free if for any pair of distinct elements in the set neither is a proper prefix of the other. A prefix-free set is also called a prefix code. Each binary string $`x=x_1x_2\mathrm{}x_n`$ has a special type of prefix code, called a self-delimiting code,
$$\overline{x}=1^n0x_1x_2\mathrm{}x_n.$$
This code is self-delimiting because we can determine where the code word $`\overline{x}`$ ends by reading it from left to right without backing up. Using this code we define the standard self-delimiting code for $`x`$ to be $`x^{}=\overline{l(x)}x`$. It is easy to check that $`l(\overline{x})=2n+1`$ and $`l(x^{})=n+2\mathrm{log}n+1`$.
Let $`,`$ be a standard one-one mapping from $`𝒩\times 𝒩`$ to $`𝒩`$, for technical reasons chosen such that $`l(x,y)=l(y)+l(x)+2l(l(x))+1`$, for example $`x,y=x^{}y=1^{l(l(x))}0l(x)xy`$. This can be iterated to $`,,`$.
The prefix Kolmogorov complexity, or algorithmic entropy, $`K(x)`$ of a string $`x`$ is the length of a shortest binary program to compute $`x`$ on a universal computer (such as a universal Turing machine). For technical reasons we require that the universal machine has the property that no halting program is a proper prefix of another halting program. Intuitively, $`K(x)`$ represents the minimal amount of information required to generate $`x`$ by any effective process. We denote the shortest program for $`x`$ by $`x^{}`$; then $`K(x)=l(x^{})`$. (Actually, $`x^{}`$ is the first shortest program for $`x`$ in an appropriate standard enumeration of all programs for $`x`$ such as the halting order.) The conditional Kolmogorov complexity $`K(xy)`$ of $`x`$ relative to $`y`$ is defined similarly as the length of a shortest program to compute $`x`$ if $`y`$ is furnished as an auxiliary input to the computation. We often use $`K(xy^{})`$, or, equivalently, $`K(xy,K(y))`$ (trivially $`y^{}`$ contains the same information as the $`y,K(y)`$). Note that “$`y`$” in the conditional is just the information about $`y`$ and apart from this does not contain information about $`y^{}`$ or $`K(y)`$. For this work the difference is crucial, see the comment in Section I.
### II-A Additivity of Complexity
Recall that by definition $`K(x,y)=K(x,y)`$. Trivially, the symmetry property holds: $`K(x,y)\stackrel{_+}{=}K(y,x)`$. Later we will use many times the “Additivity of Complexity” property
$$K(x,y)\stackrel{_+}{=}K(x)+K(yx^{})\stackrel{_+}{=}K(y)+K(xy^{}).$$
(II.1)
This result due to can be found as Theorem 3.9.1 in and has a difficult proof. It is perhaps instructive to point out that the version with just $`x`$ and $`y`$ in the conditionals doesn’t hold with $`\stackrel{_+}{=}`$, but holds up to additive logarithmic terms that cannot be eliminated. The conditional version needs to be treated carefully. It is
$$K(x,yz)\stackrel{_+}{=}K(xz)+K(yx,K(xz),z).$$
(II.2)
Note that a naive version
$$K(x,yz)\stackrel{_+}{=}K(xz)+K(yx^{},z)$$
is incorrect: taking $`z=x`$, $`y=K(x)`$, the left-hand side equals $`K(x^{}x)`$, and the right-hand side equals $`K(xx)+K(K(x)x^{},x)\stackrel{_+}{=}0`$. First, we derive a (to our knowledge) new “directed triangle inequality” that is needed later.
###### Theorem II.1
For all $`x,y,z`$,
$$K(xy^{})\stackrel{_+}{<}K(x,zy^{})\stackrel{_+}{<}K(zy^{})+K(xz^{}).$$
###### Proof:
Using (II.1), an evident inequality introducing an auxiliary object $`z`$, and twice ( II.1) again:
$`K(x,zy^{})`$ $`\stackrel{_+}{=}K(x,y,z)K(y)`$
$`\stackrel{_+}{<}K(z)+K(xz^{})+K(yz^{})K(y)`$
$`\stackrel{_+}{=}K(y,z)K(y)+K(xz^{})`$
$`\stackrel{_+}{=}K(xz^{})+K(zy^{}).`$
This theorem has bizarre consequences. These consequences are not simple unexpected artifacts of our definitions, but, to the contrary, they show the power and the genuine contribution to our understanding represented by the deep and important mathematical relation (II.1).
Denote $`k=K(y)`$ and substitute $`k=z`$ and $`K(k)=x`$ to find the following counterintuitive corollary: To determine the complexity of the complexity of an object $`y`$ it suffices to give both $`y`$ and the complexity of $`y`$. This is counterintuitive since in general we cannot compute the complexity of an object from the object itself; if we could this would also solve the so-called “halting problem”, . This noncomputability can be quantified in terms of $`K(K(y)y)`$ which can rise to almost $`K(K(y))`$ for some $`y`$—see the related discussion on notation for conditional complexity in Section I. But in the seemingly similar, but subtly different, setting below it is possible.
###### Corollary II.2
As above, let $`k`$ denote $`K(y)`$. Then, $`K(K(k)y,k)\stackrel{_+}{=}K(K(k)y^{})\stackrel{_+}{<}K(K(k)k^{})+K(ky,k)\stackrel{_+}{=}0`$. We can iterate this idea. For example, the next step is that given $`y`$ and $`K(y)`$ we can determine $`K(K(K(y)))`$ in $`O(1)`$ bits, that is, $`K(K(K(k)))y,k)\stackrel{_+}{=}0`$.
A direct construction works according to the following idea (where we ignore some important details): From $`k^{}`$ one can compute $`k,K(k)`$ since $`k^{}`$ is by definition the shortest program for $`k`$ and also by definition $`l(k^{})=K(k)`$. Conversely, from $`k,K(k)`$ one can compute $`k^{}`$: by running of all programs of length at most $`K(k)`$ in dovetailed fashion until the first programme of length $`K(k)`$ halts with output $`k`$; this is $`k^{}`$. The shortest program that computes the pair $`y,k`$ has length $`\stackrel{_+}{=}k`$: We have $`K(y,k)\stackrel{_+}{=}k`$ (since the shortest program $`y^{}`$ for $`y`$ carries both the information about $`y`$ and about $`k=l(y^{})`$). By (II.1) therefore $`K(k)+K(yk,K(k))\stackrel{_+}{=}k`$. In view of the information equivalence of $`k,K(k)`$ and $`k^{}`$, therefore $`K(k)+K(yk^{})\stackrel{_+}{=}k`$. Let $`r`$ be a program of length $`l(r)=K(yk^{})`$ that computes $`y`$ from $`k^{}`$. Then, since $`l(k^{})=K(k)`$, there is a shortest program $`y^{}=qk^{}r`$ for $`y`$ where $`q`$ is a fixed $`O(1)`$ bit self-delimiting program that unpacks and uses $`k^{}`$ and $`r`$ to compute $`y`$. We are now in the position to show $`K(K(k)y,k)\stackrel{_+}{=}0`$. There is a fixed $`O(1)`$-bit program, that includes knowledge of $`q`$, and that enumerates two lists in parallel, each in dovetailed fashion: Using $`k`$ it enumerates a list of all programs that compute $`k`$, including $`k^{}`$. Given $`y`$ and $`k`$ it enumerates another list of all programs of length $`k\stackrel{_+}{=}l(y^{})`$ that compute $`y`$. One of these programs is $`y^{}=qk^{}r`$ that starts with $`qk^{}`$. Since $`q`$ is known, this self-delimiting program $`k^{}`$, and hence its length $`K(k)`$, can be found by matching every element in the $`k`$-list with the prefixes of every element in the $`y`$ list in enumeration order.
### II-B Information Non-Increase
If we want to find an appropriate model fitting the data, then we are concerned with the information in the data about such models. Intuitively one feels that the information in the data about the appropriate model cannot be increased by any algorithmic or probabilistic process. Here, we rigorously show that this is the case in the algorithmic statistics setting: the information in one object about another cannot be increased by any deterministic algorithmic method by more than a constant. With added randomization this holds with overwhelming probability. We use the triangle inequality of Theorem II.1 to recall, and to give possibly new proofs, of this information non-increase; for more elaborate but hard-to-follow versions see .
We need the following technical concepts. Let us call a nonnegative real function $`f(x)`$ defined on strings a semimeasure if $`_xf(x)1`$, and a measure (a probability distribution) if the sum is 1. A function $`f(x)`$ is called lower semicomputable if there is a rational valued computable function $`g(n,x)`$ such that $`g(n+1,x)g(n,x)`$ and $`lim_n\mathrm{}g(n,x)=f(x)`$. For an upper semicomputable function $`f`$ we require that $`f`$ is lower semicomputable. It is computable when it is both lower and upper semicomputable. (A lower semicomputable measure is also computable.)
To define the algorithmic mutual information between two individual objects $`x`$ and $`y`$ with no probabilities involved, it is instructive to first recall the probabilistic notion (I.1) Rewriting (I.1) as
$$\underset{x}{}\underset{y}{}p(x,y)[\mathrm{log}p(x)\mathrm{log}p(y)+\mathrm{log}p(x,y)],$$
and noting that $`\mathrm{log}p(s)`$ is very close to the length of the prefix-free Shannon-Fano code for $`s`$, we are led to the following definition. <sup>2</sup><sup>2</sup>2The Shannon-Fano code has nearly optimal expected code length equal to the entropy with respect to the distribution of the source . However, the prefix-free code with code word length $`K(s)`$ has both about expected optimal code word length and individual optimal effective code word length, . The information in $`y`$ about $`x`$ is defined as
$$I(y:x)=K(x)K(xy^{})\stackrel{_+}{=}K(x)+K(y)K(x,y),$$
(II.3)
where the second equality is a consequence of (II.1) and states that this information is symmetrical, $`I(x:y)\stackrel{_+}{=}I(y:x)`$, and therefore we can talk about mutual information.<sup>3</sup><sup>3</sup>3The notation of the algorithmic (individual) notion $`I(x:y)`$ distinguishes it from the probabilistic (average) notion $`I(X;Y)`$. We deviate slightly from where $`I(y:x)`$ is defined as $`K(x)K(xy)`$.
###### Remark II.3
The conditional mutual information is
$`I(x:yz)`$ $`=K(xz)K(xy,K(yz),z)`$
$`\stackrel{_+}{=}K(xz)+K(yz)K(x,yz).`$
$`\mathrm{}`$
It is important that the expectation of the algorithmic mutual information $`I(x:y)`$ is close to the probabilistic mutual information $`I(X;Y)`$—if this were not the case then the algorithmic notion would not be a sharpening of the probabilistic notion to individual objects, but something else.
###### Lemma II.4
Given a computable joint probability mass distribution $`p(x,y)`$ over $`(x,y)`$ we have
$`I(X;Y)K(p)`$ $`\stackrel{_+}{<}{\displaystyle \underset{x}{}}{\displaystyle \underset{y}{}}p(x,y)I(x:y)`$ (II.4)
$`\stackrel{_+}{<}I(X;Y)+2K(p),`$
where $`K(p)`$ is the length of the shortest prefix-free program that computes $`p(x,y)`$ from input $`(x,y)`$.
###### Remark II.5
Above we required $`p(,)`$ to be computable. Actually, we only require that $`p`$ be a lower semicomputable function, which is a weaker requirement than recursivity. However, together with the condition that $`p(,)`$ is a probability distribution, $`_{x,y}p(x,y)=1`$, this means that $`p(,)`$ is computable, , Section 8.1. $`\mathrm{}`$
###### Proof:
Rewrite the expectation
$`{\displaystyle \underset{x}{}}{\displaystyle \underset{y}{}}p(x,y)I(x:y)\stackrel{_+}{=}{\displaystyle \underset{x}{}}{\displaystyle \underset{y}{}}`$ $`p(x,y)[K(x)`$
$`+K(y)K(x,y)].`$
Define $`_yp(x,y)=p_1(x)`$ and $`_xp(x,y)=p_2(y)`$ to obtain
$`{\displaystyle \underset{x}{}}{\displaystyle \underset{y}{}}p(x,y)I(x:y)\stackrel{_+}{=}{\displaystyle \underset{x}{}}`$ $`p_1(x)K(x)+{\displaystyle \underset{y}{}}p_2(y)K(y)`$
$`{\displaystyle \underset{x,y}{}}p(x,y)K(x,y).`$
Given the program that computes $`p`$, we can approximate $`p_1(x)`$ by a $`q_1(x,y_0)=_{yy_0}p(x,y)`$, and similarly for $`p_2`$. That is, the distributions $`p_i`$ ($`i=1,2`$) are lower semicomputable, and by Remark II.5, therefore, they are computable. It is known that for every computable probability mass function $`q`$ we have $`H(q)\stackrel{_+}{<}_xq(x)K(x)\stackrel{_+}{<}H(q)+K(q)`$, , Section 8.1.
Hence, $`H(p_i)\stackrel{_+}{<}_xp_i(x)K(x)\stackrel{_+}{<}H(p_i)+K(p_i)`$ ($`i=1,2`$), and $`H(p)\stackrel{_+}{<}_{x,y}p(x,y)K(x,y)\stackrel{_+}{<}H(p)+K(p)`$. On the other hand, the probabilistic mutual information (I.1) is expressed in the entropies by $`I(X;Y)=H(p_1)+H(p_2)H(p)`$. By construction of the $`q_i`$’s above, we have $`K(p_1),K(p_2)\stackrel{_+}{<}K(p)`$. Since the complexities are positive, substitution establishes the lemma. ∎
Can we get rid of the $`K(p)`$ error term? The answer is affirmative; by putting $`p()`$ in the conditional we even get rid of the computability requirement.
###### Lemma II.6
Given a joint probability mass distribution $`p(x,y)`$ over $`(x,y)`$ (not necessarily computable) we have
$$I(X;Y)\stackrel{_+}{=}\underset{x}{}\underset{y}{}p(x,y)I(x:yp),$$
where the auxiliary $`p`$ means that we can directly access the values $`p(x,y)`$ on the auxiliary conditional information tape of the reference universal prefix machine.
###### Proof:
The lemma follows from the definition of conditional algorithic mutual information, Remark II.3, if we show that $`_xp(x)K(xp)\stackrel{_+}{=}H(p)`$, where the $`O(1)`$ term implicit in the $`\stackrel{_+}{=}`$ sign is independent of $`p`$.
Equip the reference universal prefix machine, with an $`O(1)`$ length program to compute a Shannon-Fano code from the auxiliary table of probabilities. Then, given an input $`r`$, it can determine whether $`r`$ is the Shannon-Fano code word for some $`x`$. Such a code word has length $`\stackrel{_+}{=}\mathrm{log}p(x)`$. If this is the case, then the machine outputs $`x`$, otherwise it halts without output. Therefore, $`K(xp)\stackrel{_+}{<}\mathrm{log}p(x)`$. This shows the upper bound on the expected prefix complexity. The lower bound follows as usual from the Noiseless Coding Theorem. ∎
We prove a strong version of the information non-increase law under deterministic processing (later we need the attached corollary):
###### Theorem II.7
Given $`x`$ and $`z`$, let $`q`$ be a program computing $`z`$ from $`x^{}`$. Then
$$I(z:y)\stackrel{_+}{<}I(x:y)+K(q).$$
(II.5)
###### Proof:
By the triangle inequality,
$`K(yx^{})`$ $`\stackrel{_+}{<}K(yz^{})+K(zx^{})`$
$`\stackrel{_+}{=}K(yz^{})+K(q).`$
Thus,
$`I(x:y)`$ $`=K(y)K(yx^{})`$
$`\stackrel{_+}{>}K(y)K(yz^{})K(q)`$
$`=I(z:y)K(q).`$
This also implies the slightly weaker but intuitively more appealing statement that the mutual information between strings $`x`$ and $`y`$ cannot be increased by processing $`x`$ and $`y`$ separately by deterministic computations.
###### Corollary II.8
Let $`f,g`$ be recursive functions. Then
$$I(f(x):g(y))\stackrel{_+}{<}I(x:y)+K(f)+K(g).$$
(II.6)
###### Proof:
It suffices to prove the case $`g(y)=y`$ and apply it twice. The proof is by replacing the program $`q`$ that computes a particular string $`z`$ from a particular $`x^{}`$ in (II.5). There, $`q`$ possibly depends on $`x^{}`$ and $`z`$. Replace it by a program $`q_f`$ that first computes $`x`$ from $`x^{}`$, followed by computing a recursive function $`f`$, that is, $`q_f`$ is independent of $`x`$. Since we only require an $`O(1)`$-length program to compute $`x`$ from $`x^{}`$ we can choose $`l(q_f)\stackrel{_+}{=}K(f)`$.
By the triangle inequality,
$`K(yx^{})`$ $`\stackrel{_+}{<}K(yf(x)^{})+K(f(x)x^{})`$
$`\stackrel{_+}{=}K(yf(x)^{})+K(f).`$
Thus,
$`I(x:y)`$ $`=K(y)K(yx^{})`$
$`\stackrel{_+}{>}K(y)K(yf(x)^{})K(f)`$
$`=I(f(x):y)K(f).`$
It turns out that furthermore, randomized computation can increase information only with negligible probability. Let us define the universal probability $`𝐦(x)=2^{K(x)}`$. This function is known to be maximal within a multiplicative constant among lower semicomputable semimeasures. So, in particular, for each computable measure $`\nu (x)`$ we have $`\nu (x)\stackrel{_{}}{<}𝐦(x)`$, where the constant factor in $`\stackrel{_{}}{<}`$ depends on $`\nu `$. This property also holds when we have an extra parameter, like $`y^{}`$, in the condition.
Suppose that $`z`$ is obtained from $`x`$ by some randomized computation. The probability $`p(zx)`$ of obtaining $`z`$ from $`x`$ is a semicomputable distribution over the $`z`$’s. Therefore it is upperbounded by $`𝐦(zx)\stackrel{_{}}{<}𝐦(zx^{})=2^{K(zx^{})}`$. The information increase $`I(z:y)I(x:y)`$ satisfies the theorem below.
###### Theorem II.9
For all $`x,y,z`$ we have
$$𝐦(zx^{})2^{I(z:y)I(x:y)}\stackrel{_{}}{<}𝐦(zx^{},y,K(yx^{})).$$
###### Remark II.10
For example, the probability of an increase of mutual information by the amount $`d`$ is $`\stackrel{_{}}{<}2^d`$. The theorem implies $`_z𝐦(zx^{})2^{I(z:y)I(x:y)}\stackrel{_{}}{<}1`$, the $`𝐦(x^{})`$-expectation of the exponential of the increase is bounded by a constant. $`\mathrm{}`$
###### Proof:
We have
$`I(z:y)I(x:y)`$ $`=K(y)K(yz^{})(K(y)K(yx^{}))`$
$`=K(yx^{})K(yz^{}).`$
The negative logarithm of the left-hand side in the theorem is therefore
$$K(zx^{})+K(yz^{})K(yx^{}).$$
Using Theorem II.1, and the conditional additivity (II.2), this is
$$\stackrel{_+}{>}K(y,zx^{})K(yx^{})\stackrel{_+}{=}K(zx^{},y,K(yx^{})).$$
## III Finite Set Models
For convenience, we initially consider the model class consisting of the family of finite sets of finite binary strings, that is, the set of subsets of $`\{0,1\}^{}`$.
### III-A Finite Set Representations
Although all finite sets are recursive there are different ways to represent or specify the set. We only consider ways that have in common a method of recursively enumerating the elements of the finite set one by one, and differ in knowledge of its size. For example, we can specify a set of natural numbers by giving an explicit table or a decision procedure for membership and a bound on the largest element, or by giving a recursive enumeration of the elements together with the number of elements, or by giving a recursive enumeration of the elements together with a bound on the running time. We call a representation of a finite set $`S`$ explicit if the size $`|S|`$ of the finite set can be computed from it. A representation of $`S`$ is implicit if the logsize $`\mathrm{log}|S|`$ can be computed from it.
###### Example III.1
In Section III-D, we will introduce the set $`S^k`$ of strings whose elements have complexity $`k`$. It will be shown that this set can be represented implicitly by a program of size $`K(k)`$, but can be represented explicitly only by a program of size $`k`$. $`\mathrm{}`$
Such representations are useful in two-stage encodings where one stage of the code consists of an index in $`S`$ of length $`\stackrel{_+}{=}\mathrm{log}|S|`$. In the implicit case we know, within an additive constant, how long an index of an element in the set is.
We can extend the notion of Kolmogorov complexity from finite binary strings to finite sets: The (prefix-) complexity $`K_X(S)`$ of a finite set $`S`$ is defined by
$`K_X(S)=\underset{i}{\mathrm{min}}\{K(i):`$ $`\text{Turing machine }T_i\text{computes }S`$
$`\text{in representation format }X\},`$
where $`X`$ is for example “implicit” or “explicit”. In general $`S^{}`$ denotes the first shortest self-delimiting binary program ($`l(S^{})=K(S)`$) in enumeration order from which $`S`$ can be computed. These definitions depend, as explained above, crucial on the representation format $`X`$: the way $`S`$ is supposed to be represented as output of the computation can make a world of difference for $`S^{}`$ and $`K(S)`$. Since the representation format will be clear from the context, and to simplify notation, we drop the subscript $`X`$. To complete our discussion: the worst case of representation format $`X`$, a recursively enumerable representation where nothing is known about the size of the finite set, would lead to indices of unknown length. We do not consider this case.
We may use the notation
$$S_{\text{impl}},S_{\text{expl}}$$
for some implicit and some explicit representation of $`S`$. When a result applies to both implicit and explicit representations, or when it is clear from the context which representation is meant, we will omit the subscript.
### III-B Optimal Model and Sufficient Statistic
In the following we will distinguish between “models” that are finite sets, and the “shortest programs” to compute those models that are finite strings. Such a shortest program is in the proper sense a statistic of the data sample as defined before. In a way this distinction between “model” and “statistic” is artificial, but for now we prefer clarity and unambiguousness in the discussion.
Consider a string $`x`$ of length $`n`$ and prefix complexity $`K(x)=k`$. We identify the structure or regularity in $`x`$ that are to be summarized with a set $`S`$ of which $`x`$ is a random or typical member: given $`S`$ (or rather, an (implicit or explicit) shortest program $`S^{}`$ for $`S`$), $`x`$ cannot be described significantly shorter than by its maximal length index in $`S`$, that is, $`K(xS^{})\stackrel{_+}{>}\mathrm{log}|S|`$. Formally,
###### Definition III.2
Let $`\beta 0`$ be an agreed upon, fixed, constant. A finite binary string $`x`$ is a typical or random element of a set $`S`$ of finite binary strings if $`xS`$ and
$$K(xS^{})\mathrm{log}|S|\beta ,$$
(III.1)
where $`S^{}`$ is an implicit or explicit shortest program for $`S`$. We will not indicate the dependence on $`\beta `$ explicitly, but the constants in all our inequalities ($`\stackrel{_+}{<}`$) will be allowed to be functions of this $`\beta `$.
This definition requires a finite $`S`$. In fact, since $`K(xS^{})\stackrel{_+}{<}K(x)`$, it limits the size of $`S`$ to $`O(2^k)`$ and the shortest program $`S^{}`$ from which $`S`$ can be computed) is an algorithmic statistic for $`x`$ iff
$$K(xS^{})\stackrel{_+}{=}\mathrm{log}|S|.$$
(III.2)
Note that the notions of optimality and typicality are not absolute but depend on fixing the constant implicit in the $`\stackrel{_+}{=}`$. Depending on whether $`S^{}`$ is an implicit or explicit program, our definition splits into implicit and explicit typicality.
###### Example III.3
Consider the set $`S`$ of binary strings of length $`n`$ whose every odd position is 0. Let $`x`$ be an element of this set in which the subsequence of bits in even positions is an incompressible string. Then $`S`$ is explicitly as well as implicitly typical for $`x`$. The set $`\{x\}`$ also has both these properties. $`\mathrm{}`$
###### Remark III.4
It is not clear whether explicit typicality implies implicit typicality. Section IV will show some examples which are implicitly very non-typical but explicitly at least nearly typical. $`\mathrm{}`$
There are two natural measures of suitability of such a statistic. We might prefer either the simplest set, or the largest set, as corresponding to the most likely structure ‘explaining’ $`x`$. The singleton set $`\{x\}`$, while certainly a statistic for $`x`$, would indeed be considered a poor explanation. Both measures relate to the optimality of a two-stage description of $`x`$ using $`S`$:
$`K(x)K(x,S)`$ $`\stackrel{_+}{=}K(S)+K(xS^{})`$ (III.3)
$`\stackrel{_+}{<}K(S)+\mathrm{log}|S|,`$
where we rewrite $`K(x,S)`$ by (II.1). Here, $`S`$ can be understood as either $`S_{\text{impl}}`$ or $`S_{\text{expl}}`$. Call a set $`S`$ (containing $`x`$) for which
$$K(x)\stackrel{_+}{=}K(S)+\mathrm{log}|S|,$$
(III.4)
optimal. Depending on whether $`K(S)`$ is understood as $`K(S_{\text{impl}})`$ or $`K(S_{\text{expl}})`$, our definition splits into implicit and explicit optimality. Mindful of our distinction between a finite set $`S`$ and a program that describes $`S`$ in a required representation format, we call a shortest program for an optimal set with respect to $`x`$ an algorithmic sufficient statistic for $`x`$. Furthermore, among optimal sets, there is a direct trade-off between complexity and logsize, which together sum to $`\stackrel{_+}{=}k`$. Equality (III.4) is the algorithmic equivalent dealing with the relation between the individual sufficient statistic and the individual data sample, in contrast to the probabilistic notion (I.2).
###### Example III.5
The following restricted model family illustrates the difference between the algorithmic individual notion of sufficient statistic and the probabilistic averaging one. Foreshadowing the discussion in section VII, this example also illustrates the idea that the semantics of the model class should be obtained by a restriction on the family of allowable models, after which the (minimal) sufficient statistic identifies the most appropriate model in the allowable family and thus optimizes the parameters in the selected model class. In the algorithmic setting we use all subsets of $`\{0,1\}^n`$ as models and the shortest programs computing them from a given data sample as the statistic. Suppose we have background information constraining the family of models to the $`n+1`$ finite sets $`S_s=\{x\{0,1\}^n:x=x_1\mathrm{}x_n\&_{i=1}^nx_i=s\}`$ ($`0sn`$). Assume that our model family is the family of Bernoulli distributions. Then, in the probabilistic sense for every data sample $`x=x_1\mathrm{}x_n`$ there is only one natural sufficient statistic: for $`_ix_i=s`$ this is $`T(x)=s`$ with the corresponding model $`S_s`$. In the algorithmic setting the situation is more subtle. (In the following example we use the complexities conditional on $`n`$.) For $`x=x_1\mathrm{}x_n`$ with $`_ix_i=\frac{n}{2}`$ taking $`S_{\frac{n}{2}}`$ as model yields $`|S_{\frac{n}{2}}|=\left(\genfrac{}{}{0pt}{}{n}{\frac{n}{2}}\right)`$, and therefore $`\mathrm{log}|S_{\frac{n}{2}}|\stackrel{_+}{=}n\frac{1}{2}\mathrm{log}n`$. The sum of $`K(S_{\frac{n}{2}}|n)\stackrel{_+}{=}0`$ and the logarithmic term gives $`\stackrel{_+}{=}n\frac{1}{2}\mathrm{log}n`$ for the right-hand side of (III.4). But taking $`x=1010\mathrm{}10`$ yields $`K(xn)\stackrel{_+}{=}0`$ for the left-hand side. Thus, there is no algorithmic sufficient statistic for the latter $`x`$ in this model class, while every $`x`$ of length $`n`$ has a probabilistic sufficient statistic in the model class. In fact, the restricted model class has algorithmic sufficient statistic for data samples $`x`$ of length $`n`$ that have maximal complexity with respect to the frequency of “1”s, the other data samples have no algorithmic sufficient statistic in this model class. $`\mathrm{}`$
###### Example III.6
It can be shown that the set $`S`$ of Example III.3 is also optimal, and so is $`\{x\}`$. Typical sets form a much wider class than optimal ones: $`\{x,y\}`$ is still typical for $`x`$ but with most $`y`$, it will be too complex to be optimal for $`x`$.
For a perhaps less artificial example, consider complexities conditional on the length $`n`$ of strings. Let $`y`$ be a random string of length $`n`$, let $`S_y`$ be the set of strings of length $`n`$ which have 0’s exactly where $`y`$ has, and let $`x`$ be a random element of $`S_y`$. Then $`x`$ is a string random with respect to the distribution in which 1’s are chosen independently with probability 0.25, so its complexity is much less than $`n`$. The set $`S_y`$ is typical with respect to $`x`$ but is too complex to be optimal, since its (explicit or implicit) complexity conditional on $`n`$ is $`n`$. $`\mathrm{}`$
It follows that (programs for) optimal sets are statistics. Equality (III.4) expresses the conditions on the algorithmic individual relation between the data and the sufficient statistic. Later we demonstrate that this relation implies that the probabilistic optimality of mutual information (I.1) holds for the algorithmic version in the expected sense.
An algorithmic sufficient statistic $`T()`$ is a sharper individual notion than a probabilistic sufficient statistic. An optimal set $`S`$ associated with $`x`$ (the shortest program computing $`S`$ is the corresponding sufficient statistic associated with $`x`$) is chosen such that $`x`$ is maximally random with respect to it. That is, the information in $`x`$ is divided in a relevant structure expressed by the set $`S`$, and the remaining randomness with respect to that structure, expressed by $`x`$’s index in $`S`$ of $`\mathrm{log}|S|`$ bits. The shortest program for $`S`$ is itself alone an algorithmic definition of structure, without a probabilistic interpretation.
One can also consider notions of near-typical and near-optimal that arise from replacing the $`\beta `$ in (III.1) by some slowly growing functions, such as $`O(\mathrm{log}l(x))`$ or $`O(\mathrm{log}k)`$ as in .
In , a function of $`k`$ and $`x`$ is defined as the lack of typicality of $`x`$ in sets of complexity at most $`k`$, and they then consider the minimum $`k`$ for which this function becomes $`\stackrel{_+}{=}0`$ or very small. This is equivalent to our notion of a typical set. See the discussion of this function in Section IV. In , only optimal sets are considered, and the one with the shortest program is identified as the algorithmic minimal sufficient statistic of $`x`$. Formally, this is the shortest program that computes a finite set $`S`$ such that (III.4) holds.
### III-C Properties of Sufficient Statistic
We start with a sequence of lemmas that will be used in the later theorems. Several of these lemmas have two versions: for implicit sets and for explicit sets. In these cases, $`S`$ will denote $`S_{\text{impl}}`$ or $`S_{\text{expl}}`$ respectively.
Below it is shown that the mutual information between every typical set and the data is not much less than $`K(K(x))`$, the complexity of the complexity $`K(x)`$ of the data $`x`$. For optimal sets it is at least that, and for algorithmic minimal statistic it is equal to that. The number of elements of a typical set is determined by the following:
###### Lemma III.7
Let $`k=K(x)`$. If a set $`S`$ is (implicitly or explicitly) typical for $`x`$ then $`I(x:S)\stackrel{_+}{=}k\mathrm{log}|S|`$.
###### Proof:
By definition $`I(x:S)\stackrel{_+}{=}K(x)K(xS^{})`$ and by typicality $`K(xS^{})\stackrel{_+}{=}\mathrm{log}|S|`$. ∎
Typicality, optimality, and minimal optimality successively restrict the range of the cardinality (and complexity) of a corresponding model for a data $`x`$. The above lemma states that for (implicitly or explicitly) typical $`S`$ the cardinality $`|S|=\mathrm{\Theta }(2^{kI(x:S)})`$. The next lemma asserts that for implicitly typical $`S`$ the value $`I(x:S)`$ can fall below $`K(k)`$ by no more than an additive logarithmic term.
###### Lemma III.8
Let $`k=K(x)`$. If a set $`S`$ is (implicitly or explicitly) typical for $`x`$ then $`I(x:S)\stackrel{_+}{>}K(k)K(I(x:S))`$ and $`\mathrm{log}|S|\stackrel{_+}{<}kK(k)+K(I(x:S))`$. (Here, $`S`$ is understood as $`S_{\text{impl}}`$ or $`S_{\text{expl}}`$ respectively.)
###### Proof:
Writing $`k=K(x)`$, since
$$k\stackrel{_+}{=}K(k,x)\stackrel{_+}{=}K(k)+K(xk^{})$$
(III.5)
by (II.1), we have $`I(x:S)\stackrel{_+}{=}K(x)K(xS^{})\stackrel{_+}{=}K(k)[K(xS^{})K(xk^{})]`$. Hence, it suffices to show $`K(xS^{})K(xk^{})\stackrel{_+}{<}K(I(x:S))`$. Now, from an implicit description $`S^{}`$ we can find the value $`\stackrel{_+}{=}\mathrm{log}|S|\stackrel{_+}{=}kI(x:S)`$. To recover $`k`$ we only require an extra $`K(I(x:S))`$ bits apart from $`S^{}`$. Therefore, $`K(kS^{})\stackrel{_+}{<}K(I(x:S))`$. This reduces what we have to show to $`K(xS^{})\stackrel{_+}{<}K(xk^{})+K(kS^{})`$ which is asserted by Theorem II.1.
The term $`I(x:S)`$ is at least $`K(k)2\mathrm{log}K(k)`$ where $`k=K(x)`$. For $`x`$ of length $`n`$ with $`k\stackrel{_+}{>}n`$ and $`K(k)\stackrel{_+}{>}l(k)\stackrel{_+}{>}\mathrm{log}n`$, this yields $`I(x:S)\stackrel{_+}{>}\mathrm{log}n2\mathrm{log}\mathrm{log}n`$.
If we further restrict typical sets to optimal sets then the possible number of elements in $`S`$ is slightly restricted. First we show that implicit optimality of a set with respect to a data is equivalent to typicality with respect to the data combined with effective constructability (determination) from the data.
###### Lemma III.9
A set $`S`$ is (implicitly or explicitly) optimal for $`x`$ iff it is typical and $`K(Sx^{})\stackrel{_+}{=}0`$.
###### Proof:
A set $`S`$ is optimal iff (III.3) holds with equalities. Rewriting $`K(x,S)\stackrel{_+}{=}K(x)+K(Sx^{})`$ the first inequality becomes an equality iff $`K(Sx^{})\stackrel{_+}{=}0`$, and the second inequality becomes an equality iff $`K(xS^{})\stackrel{_+}{=}\mathrm{log}|S|`$ (that is, $`S`$ is a typical set). ∎
###### Lemma III.10
Let $`k=K(x)`$. If a set $`S`$ is (implicitly or explicitly) optimal for $`x`$, then $`I(x:S)\stackrel{_+}{=}K(S)\stackrel{_+}{>}K(k)`$ and $`\mathrm{log}|S|\stackrel{_+}{<}kK(k)`$.
###### Proof:
If $`S`$ is optimal for $`x`$, then $`k=K(x)\stackrel{_+}{=}K(S)+K(xS^{})\stackrel{_+}{=}K(S)+\mathrm{log}|S|`$. From $`S^{}`$ we can find both $`K(S)\stackrel{_+}{=}l(S^{})`$ and $`\stackrel{_+}{=}\mathrm{log}|S|`$ and hence $`k`$, that is, $`K(k)\stackrel{_+}{<}K(S)`$. We have $`I(x:S)\stackrel{_+}{=}K(S)K(Sx^{})\stackrel{_+}{=}K(S)`$ by (II.1), Lemma III.9, respectively. This proves the first property. Substitution of $`I(x:S)\stackrel{_+}{>}K(k)`$ in the expression of Lemma III.7 proves the second property. ∎
### III-D Implicit Minimal Sufficient Statistic
A simplest implicitly optimal set (that is, of least complexity) is an implicit algorithmic minimal sufficient statistic. We demonstrate that $`S^k=\{y:K(y)k\}`$, the set of all strings of complexity at most $`k`$, is such a set. First we establish the cardinality of $`S^k`$:
###### Lemma III.11
$`\mathrm{log}|S^k|\stackrel{_+}{=}kK(k)`$.
###### Proof:
The lower bound is easiest. Denote by $`k^{}`$ of length $`K(k)`$ a shortest program for $`k`$. Every string $`s`$ of length $`kK(k)c`$ can be described in a self-delimiting manner by prefixing it with $`k^{}c^{}`$, hence $`K(s)\stackrel{_+}{<}kc+2\mathrm{log}c`$. For a large enough constant $`c`$, we have $`K(s)k`$ and hence there are $`\mathrm{\Omega }(2^{kK(k)})`$ strings that are in $`S^k`$.
For the upper bound: by (III.5), all $`xS^k`$ satisfy $`K(xk^{})\stackrel{_+}{<}kK(k)`$, and there can only be $`O(2^{kK(k)})`$ of them. ∎
From the definition of $`S^k`$ it follows that it is defined by $`k`$ alone, and it is the same set that is optimal for all objects of the same complexity $`k`$.
###### Theorem III.12
The set $`S^k`$ is implicitly optimal for every $`x`$ with $`K(x)=k`$. Also, we have $`K(S^k)\stackrel{_+}{=}K(k)`$.
###### Proof:
From $`k^{}`$ we can compute both $`k`$ and $`kl(k^{})=kK(k)`$ and recursively enumerate $`S^k`$. Since also $`\mathrm{log}|S^k|\stackrel{_+}{=}kK(k)`$ (Lemma III.11), the string $`k^{}`$ plus a fixed program is an implicit description of $`S^k`$ so that $`K(k)\stackrel{_+}{>}K(S^k)`$. Hence, $`K(x)\stackrel{_+}{>}K(S^k)+\mathrm{log}|S^k|`$ and since $`K(x)`$ is the shortest description by definition equality ($`\stackrel{_+}{=}`$) holds. That is, $`S^k`$ is optimal for $`x`$. By Lemma III.10 $`K(S^k)\stackrel{_+}{>}K(k)`$ which together with the reverse inequality above yields $`K(S^k)\stackrel{_+}{=}K(k)`$ which shows the theorem. ∎
Again using Lemma III.10 shows that the optimal set $`S^k`$ has least complexity among all optimal sets for $`x`$, and therefore:
###### Corollary III.13
The set $`S^k`$ is an implicit algorithmic minimal sufficient statistic for every $`x`$ with $`K(x)=k`$.
All algorithmic minimal sufficient statistics $`S`$ for $`x`$ have $`K(S)\stackrel{_+}{=}K(k)`$, and therefore there are $`O(2^{K(k)})`$ of them. At least one such a statistic ($`S^k`$) is associated with every one of the $`O(2^k)`$ strings $`x`$ of complexity $`k`$. Thus, while the idea of the algorithmic minimal sufficient statistic is intuitively appealing, its unrestricted use doesn’t seem to uncover most relevant aspects of reality. The only relevant structure in the data with respect to an algorithmic minimal sufficient statistic is the Kolmogorov complexity. To give an example, an initial segment of $`3.1415\mathrm{}`$ of length $`n`$ of complexity $`\mathrm{log}n+O(1)`$ shares the same algorithmic sufficient statistic with many (most?) binary strings of length $`\mathrm{log}n+O(1)`$.
### III-E Explicit Minimal Sufficient Statistic
Let us now consider representations of finite sets that are explicit in the sense that we can compute the cardinality of the set from the representation.
#### III-E1 Explicit Minimal Sufficient Statistic: Particular Cases
###### Example III.14
The description program enumerates all the elements of the set and halts. Then a set like $`S^k=\{y:K(y)k\}`$ has complexity $`\stackrel{_+}{=}k`$ : Given the program we can find an element not in $`S^k`$, which element by definition has complexity $`>k`$. Given $`S^k`$ we can find this element and hence $`S^k`$ has complexity $`\stackrel{_+}{>}k`$. Let
$$N^k=|S^k|,$$
then by Lemma III.11 $`\mathrm{log}N^k\stackrel{_+}{=}kK(k)`$. We can list $`S^k`$ given $`k^{}`$ and $`N^k`$ which shows $`K(S^k)\stackrel{_+}{<}k`$. $`\mathrm{}`$
###### Example III.15
One way of implementing explicit finite representations is to provide an explicit generation time for the enumeration process. If we can generate $`S^k`$ in time $`t`$ recursively using $`k`$, then the previous argument shows that the complexity of every number $`t^{}t`$ satisfies $`K(t^{},k)k`$ so that $`K(t^{})\stackrel{_+}{>}K(t^{}k^{})\stackrel{_+}{>}kK(k)`$ by (II.1). This means that $`t`$ is a huge time which as a function of $`k`$ rises faster than every computable function. This argument also shows that explicit enumerative descriptions of sets $`S`$ containing $`x`$ by an enumerative process $`p`$ plus a limit on the computation time $`t`$ may take only $`l(p)+K(t)`$ bits (with $`K(t)\mathrm{log}t+2\mathrm{log}\mathrm{log}t`$) but $`\mathrm{log}t`$ unfortunately becomes noncomputably large! $`\mathrm{}`$
###### Example III.16
Another way is to indicate the element of $`S^k`$ that requires the longest generation time as part of the dovetailing process, for example by its index $`i`$ in the enumeration, $`i2^{kK(k)}`$. Then, $`K(ik)\stackrel{_+}{<}kK(k)`$. In fact, since a shortest program $`p`$ for the $`i`$th element together with $`k`$ allows us to generate $`S^k`$ explicitly, and abive we have seen that explicit description format yoelds $`K(S^k)\stackrel{_+}{=}k`$, we find we have $`K(p,k)\stackrel{_+}{>}k`$ and hence $`K(p)\stackrel{_+}{>}kK(k)`$. $`\mathrm{}`$
In other cases the generation time is simply recursive in the input: $`S_n=\{y:l(y)n\}`$ so that $`K(S_n)\stackrel{_+}{=}K(n)\mathrm{log}n+2\mathrm{log}\mathrm{log}n`$. That is, this sufficient statistic for a random string $`x`$ with $`K(x)\stackrel{_+}{=}n+K(n)`$ has complexity $`K(n)`$ both for implicit descriptions and explicit descriptions: differences in complexity arise only for nonrandom strings (but not too nonrandom, for $`K(x)\stackrel{_+}{=}0`$ these differences vanish again).
###### Lemma III.17
$`S_n`$ is an example of a minimal sufficient statistic, both explicit and implicit, for all $`x`$ with $`K(x)\stackrel{_+}{=}n+K(n)`$.
###### Proof:
The set $`S_n`$ is a sufficient statistic for $`x`$ since $`K(x)\stackrel{_+}{=}K(S_n)+\mathrm{log}|S_n|`$. It is minimal since by Lemma III.10 we must have $`K(S)\stackrel{_+}{>}K(K(x))`$ for implicit, and hence for explicit sufficient statistics. It is evident that $`S_n`$ is explicit: $`|S_n|=2^n`$. ∎
It turns out that some strings cannot thus be explicitly represented parsimonously with low-complexity models (so that one necessarily has bad high complexity models like $`S^k`$ above). For explicit representations, has demonstrated the existence of a class of strings called non-stochastic that don’t have efficient two-part representations with $`K(x)\stackrel{_+}{=}K(S)+\mathrm{log}|S|`$ ($`xS`$) with $`K(S)`$ significantly less than $`K(x)`$. This result does not yet enable us to exhibit an explicit minimal sufficient statistic for such a string. But in Section IV we improve these results to the best possible, simultaneously establishing explicit minimal sufficient statistics for the subject ultimate non-stochastic strings:
###### Lemma III.18
For every length $`n`$, there exist strings $`x`$ of length $`n`$ with $`K(xn)\stackrel{_+}{=}n`$ for which $`\{x\}`$ is an explicit minimal sufficient statistic. The proof is deferred to the end of Section IV.
#### III-E2 Explicit Minimal Near-Sufficient Statistic: General Case
Again, consider the special set $`S^k=\{y:K(y)k\}`$. As we have seen earlier, $`S^k`$ itself cannot be explicitly optimal for $`x`$ since $`K(S^k)\stackrel{_+}{=}k`$ and $`\mathrm{log}N^k\stackrel{_+}{=}kK(k)`$, and therefore $`K(S^k)+\mathrm{log}N^k\stackrel{_+}{=}2kK(k)`$ which considerably exceeds $`k`$. However, it turns out that a closely related set ($`S_{m_x}^k`$ below) is explicitly near-optimal. Let $`I_y^k`$ denote the index of $`y`$ in the standard enumeration of $`S^k`$, where all indexes are padded to the same length $`\stackrel{_+}{=}kK(k)`$ with 0’s in front. For $`K(x)=k`$, let $`m_x`$ denote the longest joint prefix of $`I_x^k`$ and $`N^k`$, and let
$$I_x^k=m_x0i_x,N^k=m_x1n_x.$$
###### Lemma III.19
For $`K(x)=k`$, the set $`S_{m_x}^k=\{yS^k:m_x0\text{a prefix of }I_y^k\}`$ satisfies
$`\mathrm{log}|S_{m_x}^k|`$ $`\stackrel{_+}{=}kK(k)l(m_x),`$
$`K(S_{m_x}^k)`$ $`\stackrel{_+}{<}K(k)+K(m_x)\stackrel{_+}{<}K(k)+l(m_x)+K(l(m_x)).`$
Hence it is explicitly near-optimal for $`x`$ (up to an addive $`K(l(m_x))\stackrel{_+}{<}K(k)\stackrel{_+}{<}\mathrm{log}k+2\mathrm{log}\mathrm{log}k`$ term).
###### Proof:
We can describe $`x`$ by $`k^{}m_x^{}i_x`$ where $`m_x0i_x`$ is the index of $`x`$ in the enumeration of $`S^k`$. Moreover, $`k^{}m_x^{}`$ explicitly describes the set $`S_{m_x}^k`$. Namely, using $`k`$ we can recursively enumerate $`S^k`$. At some point the first string $`zS_{m_x}^k`$ is enumerated (index $`I_z^k=m_x00\mathrm{}0`$). By assumption $`I_x^k=m_x0\mathrm{}`$ and $`N^k=m_x1\mathrm{}`$. Therefore, in the enumeration of $`S^k`$ eventually string $`u`$ with $`I_u^k=m_x011\mathrm{}1`$ occurs which is the last string in the enumeration of $`S_{m_x}^k`$. Thus, the size of $`S_{m_x}^k`$ is precisely $`2^{l(N^k)l(m_x)}`$, where $`l(N^k)l(m_x)\stackrel{_+}{=}l(n_x)\stackrel{_+}{=}\mathrm{log}|S_{m_x}^k|`$, and $`S_{m_x}^k`$ is explicitly described by $`k^{}m_x^{}`$. Since $`l(k^{}m_x0i_x)\stackrel{_+}{=}k`$ and $`\mathrm{log}|S_{m_x}^k|\stackrel{_+}{=}kK(k)l(m_x)`$ we have
$`K(S_{m_x}^k)+\mathrm{log}|S_{m_x}^k|`$ $`\stackrel{_+}{=}K(k)+K(m_x)+kK(k)l(m_x)`$
$`\stackrel{_+}{=}k+K(m_x)l(m_x)\stackrel{_+}{<}k+K(l(m_x)).`$
This shows $`S_{m_x}^k`$ is explicitly near optimal for $`x`$ (up to an additive logarithmic term). ∎
###### Lemma III.20
Every explicit optimal set $`SS^k`$ containing $`x`$ satisfies
$$K(S)\stackrel{_+}{>}K(k)+l(m_x)K(l(m_x)).$$
###### Proof:
If $`SS^k`$ is explicitly optimal for $`x`$, then we can find $`k`$ from $`S^{}`$ (as in the proof of Lemma III.10), and given $`k`$ and $`S`$ we find $`K(k)`$ as in Theorem II.1. Hence, given $`S^{}`$, we can enumerate $`S^k`$ and determine the maximal index $`I_y^k`$ of a $`yS`$. Since also $`xS`$, the numbers $`I_y^k,I_x^k,N^k`$ have a maximal common prefix $`m_x`$. Write $`I_x^k=m_x0i_x`$ with $`l(i_x)\stackrel{_+}{=}kK(k)l(m_x)`$ by Lemma III.10. Given $`l(m_x)`$ we can determine $`m_x`$ from $`I_y^k`$. Hence, from $`S,l(m_x)`$, and $`i_x`$ we can reconstruct $`x`$. That is, $`K(S)+K(l(m_x))+l(I_x^k)l(m_x)\stackrel{_+}{>}k`$, which yields the lemma. ∎
Lemmas III.19III.20 demonstrate:
###### Theorem III.21
The set $`S_{m_x}^k`$ is an explicit algorithmic minimal near-sufficient statistic for $`x`$ among subsets of $`S^k`$ in the following sense:
$`|K(S_{m_x}^k)K(k)l(m_x)|`$ $`\stackrel{_+}{<}K(l(m_x)),`$
$`\mathrm{log}|S_{m_x}^k|`$ $`\stackrel{_+}{=}kK(k)l(m_x).`$
Hence $`K(S_{m_x}^k)+\mathrm{log}|S_{m_x}^k|\stackrel{_+}{=}k\pm K(l(m_x))`$. Note, $`K(l(m_x))\stackrel{_+}{<}\mathrm{log}k+2\mathrm{log}\mathrm{log}k`$.
#### III-E3 Almost Always “Sufficient”
We have not completely succeeded in giving a concrete algorithmic explicit minimal sufficient statistic. However, we can show that $`S_{m_x}^k`$ is almost always minimal sufficient.
The complexity and cardinality of $`S_{m_x}^k`$ depend on $`l(m_x)`$ which will in turn depend on $`x`$. One extreme is $`l(m_x)\stackrel{_+}{=}0`$ which happens for the majority of $`x`$’s with $`K(x)=k`$—for example, the first 99.9% in the enumeration order. For those $`x`$’s we can replace “near-sufficient” by “sufficient” in Theorem III.21. Can the other extreme be reached? This is the case when $`x`$ is enumerated close to the end of the enumeration of $`S^k`$. For example, this happens for the “non-stochastic” objects of which the existence was proven by Shen (see Section IV). For such objects, $`l(m_x)`$ grows to $`\stackrel{_+}{=}kK(k)`$ and the complexity of $`S_{m_x}^k`$ rises to $`\stackrel{_+}{=}k`$ while $`\mathrm{log}|S_{m_x}^k|`$ drops to $`\stackrel{_+}{=}0`$. That is, the explicit algorithmic minimal sufficient statistic for $`x`$ is essentially $`x`$ itself. For those $`x`$’s we can also replace “near-sufficient” with “sufficient” in Theorem III.21. Generally: for the overwhelming majority of data $`x`$ of complexity $`k`$ the set $`S_{m_x}^k`$ is an explicit algorithmic minimal sufficient statistic among subsets of $`S^k`$ (since $`l(m_x)\stackrel{_+}{=}0`$).
The following discussion will put what was said above into a more illuminating context. Let
$$X(r)=\{x:l(m_x)r\}.$$
The set $`X(r)`$ is infinite, but we can break it into slices and bound each slice separately.
###### Lemma III.22
$$|X(r)(S^kS^{k1})|2^{r+1}|S^k|.$$
###### Proof:
For every $`x`$ in the set defined by the left-hand side of the inequality, we have $`l(m_x)r`$, and the length of continuation of $`m_x`$ to the total padded index of $`x`$ is $`\mathrm{log}|S^k|r\mathrm{log}|S^k|r+1`$. Moreover, all these indices share the same first $`r`$ bits. This proves the lemma. ∎
###### Theorem III.23
$$\underset{xX(r)}{}2^{K(x)}2^{r+2}.$$
###### Proof:
Let us prove first
$$\underset{k0}{}2^k|S^k|2.$$
(III.6)
By the Kraft inequality, we have, with $`t_k=|S^kS^{k1}|`$,
$$\underset{k0}{}2^kt_k1,$$
since $`S^k`$ is in 1-1 correspondence with the prefix programs of length $`k`$. Hence
$$\begin{array}{cc}\hfill \underset{k0}{}2^k|S^k|& =\underset{k0}{}2^k\underset{i=0}{\overset{k}{}}t_i=\underset{i0}{}t_i\underset{k=i}{\overset{\mathrm{}}{}}2^k\hfill \\ & =\underset{i0}{}t_i2^{i+1}2.\hfill \end{array}$$
For the statement of the lemma, we have
$`{\displaystyle \underset{xX(r)}{}}2^{K(x)}`$ $`={\displaystyle \underset{k0}{}}2^k|X(r){\displaystyle (S^kS^{k1})}|`$
$`2^{r+1}{\displaystyle \underset{k0}{}}2^k|S^k|2^{r+2},`$
where in the last inequality we used (III.6). ∎
This theorem can be interpreted as follows, (we rely here on a discussion, unconnected with the present topic, about universal probability with L. A. Levin in 1973). The above theorem states $`_{xX(r)}𝐦(x)2^{r+2}`$. By the multiplicative dominating property of $`𝐦(x)`$ with respect to every lower semicomputable semimeasure, it follows that for every computable measure $`\nu `$, we have $`_{xX(r)}\nu (x)\stackrel{_{}}{<}2^r`$. Thus, the set of objects $`x`$ for which $`l(m_x)`$ is large has small probability with respect to every computable probability distribution.
To shed light on the exceptional nature of strings $`x`$ with large $`l(m_x)`$ from yet another direction, let $`\chi `$ be the infinite binary sequence, the halting sequence, which constitutes the characteristic function of the halting problem for our universal Turing machine: the $`i`$th bit of $`\chi `$ is 1 of the machine halts on the $`i`$th program, and is 0 otherwise. The expression
$$I(\chi :x)=K(x)K(x\chi )$$
shows the amount of information in the halting sequence about the string $`x`$. (For an infinite sequence $`\eta `$, we go back formally to the definition $`I(\eta :x)=K(x)K(x\eta )`$ of , since introducing a notion of $`\eta ^{}`$ in place of $`\eta `$ here has not been shown yet to bring any benefits.) We have
$$\underset{x}{}𝐦(x)2^{I(\chi :x)}=\underset{x}{}2^{K(x\chi )}1.$$
Therefore, if we introduce a new quantity $`X^{}(r)`$ related to $`X(r)`$ defined by
$$X^{}(r)=\{x:I(\chi :x)>r\},$$
then by Markov’s inequality,
$$\underset{xX^{}(r)}{}𝐦(x)2^{I(\chi :x)}<2^r.$$
That is, the universal probability of $`X^{}(r)`$ is small. This is a new reason for $`X(r)`$ to be small, as is shown in the following theorem.
###### Theorem III.24
We have
$$I(\chi :x)\stackrel{_+}{>}l(m_x)2\mathrm{log}l(m_x),$$
and (essentially equivalently) $`X(r)X^{}(r2\mathrm{log}r)`$.
###### Remark III.25
The first item in the theorem implies: If $`l(m_x)r`$, then $`I(\chi :x)\stackrel{_+}{>}r2\mathrm{log}r`$. This in its turn implies the second item $`X(r)X^{}(r2\mathrm{log}r)`$. Similarly, the second item essentially implies the first item. Thus, a string for which the explicit minimal sufficient statistic has complexity much larger than $`K(k)`$ (that is, $`l(m_x)`$ is large) is exotic in the sense that it belongs to the kind of strings about which the halting sequence contains much information and vice versa: $`I(\chi :x)`$ is large. $`\mathrm{}`$
###### Proof:
When we talk about complexity with $`\chi `$ in the condition, we use a Turing machine with $`\chi `$ as an “oracle”. With the help of $`\chi `$, we can compute $`m_x`$, and so we can define the following new semicomputable (relative to $`\chi `$) function with $`c=6/\pi ^2`$:
$$\nu (x\chi )=c𝐦(x)2^{l(m_x)}/l(m_x)^2.$$
We have, using III.23 and defining $`Y(r)=X(r)X(r+1)`$ so that $`l(m_x)=r`$ for $`xY(r)`$:
$$\begin{array}{cc}\hfill \underset{xY(r)}{}\nu (x\chi )& =cr^22^r\underset{xY(r)}{}2^{K(x)}\hfill \\ & cr^22^r2^{r+2}4cr^2.\hfill \end{array}$$
Summing over $`r`$ gives $`_x\nu (x\chi )4`$. The theorem that $`𝐦(x)=2^{K(x)}`$ is maximal within multiplicative constant among semicomputable semimeasures is also true relative to oracles. Since we have established that $`\nu (x\chi )/4`$ is a semicomputable semimeasure, therefore $`𝐦(x\chi )\stackrel{_{}}{>}\nu (x\chi )`$, or equivalently,
$$K(x\chi )\stackrel{_+}{<}\mathrm{log}\nu (x\chi )\stackrel{_+}{=}K(x)l(m_x)+2\mathrm{log}l(m_x),$$
which proves the theorem. ∎
## IV Non-Stochastic Objects
In this section, whenever we talk about a description of a finite set $`S`$ we mean an explicit description. This establishes the precise meaning of $`K(S)`$, $`K(S)`$, $`𝐦(S)=2^{K(S)}`$, and $`𝐦(S)=2^{K(S)}`$, and so forth.
Every data sample consisting of a finite string $`x`$ has an sufficient statistic in the form of the singleton set $`\{x\}`$. Such a sufficient statistic is not very enlightening since it simply replicates the data and has equal complexity with $`x`$. Thus, one is interested in the minimal sufficient statistic that represents the regularity, (the meaningful) information, in the data and leaves out the accidental features. This raises the question whether every $`x`$ has a minimal sufficient statistic that is significantly less complex than $`x`$ itself. At a Tallinn conference in 1973 Kolmogorov (according to ) raised the question whether there are objects $`x`$ that have no minimal sufficient statistic that have relatively small complexity. In other words, he inquired into the existence of objects that are not in general position (random with respect to) any finite set of small enough complexity, that is, “absolutely non-random” objects. Clearly, such objects $`x`$ have neither minimal nor maximal complexity: if they have minimal complexity then the singleton set $`\{x\}`$ is a minimal sufficient statistic of small complexity, and if $`x\{0,1\}^n`$ is completely incompressible (that is, it is individually random and has no meaningful information), then the uninformative universe $`\{0,1\}^n`$ is the minimal sufficient statistic of small complexity. To analyze the question better we need the technical notion of randomness deficiency.
Define the randomness deficiency of an object $`x`$ with respect to a finite set $`S`$ containing it as the amount by which the complexity of $`x`$ as an element of $`S`$ falls short of the maximal possible complexity of an element in $`S`$ when $`S`$ is known explicitly (say, as a list):
$$\delta _S(x)=\mathrm{log}|S|K(xS).$$
(IV.1)
The meaning of this function is clear: most elements of $`S`$ have complexity near $`\mathrm{log}|S|`$, so this difference measures the amount of compressibility in $`x`$ compared to the generic, typical, random elements of $`S`$. This is a generalization of the sufficiency notion in that it measures the discrepancy with typicality and hence sufficiency: if a set $`S`$ is a sufficient statistic for $`x`$ then $`\delta _S(x)\stackrel{_+}{=}0`$.
We now continue the discussion of Kolmogorov’s question. Shen gave a first answer by establishing the existence of absolutely non-random objects $`x`$ of length $`n`$, having randomness deficiency at least $`n2kO(\mathrm{log}k)`$ with respect to every finite set $`S`$ of complexity $`K(S)<k`$ that contains $`x`$. Moreover, since the set $`\{x\}`$ has complexity $`K(x)`$ and the randomness deficiency of $`x`$ with respect to this singleton set is $`\stackrel{_+}{=}0`$, it follows by choice of $`k=K(x)`$ that the complexity $`K(x)`$ is at least $`n/2O(\mathrm{log}n)`$.
Here we sharpen this result: We establish the existence of absolutely non-random objects $`x`$ of length $`n`$, having randomness deficiency at least $`nk`$ with respect to every finite set $`S`$ of complexity $`K(Sn)<k`$ that contains $`x`$. Clearly, this is best possible since $`x`$ has randomness deficiency of at least $`nK(Sn)`$ with every finite set $`S`$ containing $`x`$, in particular, with complexity $`K(Sn)`$ more than a fixed constant below $`n`$ the randomness deficiency exceeds that fixed constant. That is, every sufficient statistic for $`x`$ has complexity at least $`n`$. But if we choose $`S=\{x\}`$ then $`K(Sn)\stackrel{_+}{=}K(xn)\stackrel{_+}{<}n`$, and, moreover, the randomness deficiency of $`x`$ with respect to $`S`$ is $`nK(Sn)\stackrel{_+}{=}0`$. Together this shows that the absolutely nonrandom objects $`x`$ length $`n`$ of which we established the existence have complexity $`K(xn)\stackrel{_+}{=}n`$, and moreover, they have significant randomness deficiency with respect to every set $`S`$ containing them that has complexity significantly below their own complexity $`n`$.
### IV-A Kolmogorov Structure Function
We first consider the relation between the minimal unavoidable randomness deficiency of $`x`$ with respect to a set $`S`$ containing it, when the complexity of $`S`$ is upper bounded by $`\alpha `$. These functional relations are known as Kolmogorov structure functions. Kolmogorov proposed a variant of the function
$$h_x(\alpha )=\underset{S}{\mathrm{min}}\{\mathrm{log}|S|:xS,K(S)<\alpha \},$$
(IV.2)
where $`S\{0,1\}^{}`$ is a finite set containing $`x`$, the contemplated model for $`x`$, and $`\alpha `$ is a nonnegative integer value bounding the complexity of the contemplated $`S`$’s. He did not specify what is meant by $`K(S)`$ but it was noticed immediately, as the paper points out, that the behavior of $`h_x(\alpha )`$ is rather trivial if $`K(S)`$ is taken to be the complexity of a program that lists $`S`$ without necessarily halting. Section III-D elaborates this point. So, the present section refers to explicit descriptions only.
It is easy to see that for every increment $`d`$ we have
$$h_x(\alpha +d)|h_x(\alpha )d+O(\mathrm{log}d)|,$$
provided the right-hand side is non-negative, and 0 otherwise. Namely, once we have an optimal set $`S_\alpha `$ we can subdivide it in any standard way into $`2^d`$ parts and take as $`S_{\alpha +d}`$ the part containing $`x`$. Also, $`h_x(\alpha )=0`$ implies $`\alpha \stackrel{_+}{>}K(x)`$, and, since the choice of $`S=\{x\}`$ generally implies only $`\alpha \stackrel{_+}{<}K(x)`$ is meaningful we can conclude $`\alpha \stackrel{_+}{=}K(x)`$. Therefore it seems better advised to consider the function
$$h_x(\alpha )+\alpha K(x)=\underset{S}{\mathrm{min}}\{\mathrm{log}|S|(K(x)\alpha ):K(S)<\alpha \}$$
rather than (IV.2). For technical reasons related to the later analysis, we introduce the following variant of randomness deficiency (IV.1):
$$\delta _S^{}(x)=\mathrm{log}|S|K(xS,K(S)).$$
The function $`h_x(\alpha )+\alpha K(x)`$ seems related to a function of more intuitive appeal, namely $`\beta _x(\alpha )`$ measuring the minimal unavoidable randomness deficiency of $`x`$ with respect to every finite set $`S`$, that contains it, of complexity $`K(S)<\alpha `$. Formally, we define
$$\beta _x(\alpha )=\underset{S}{\mathrm{min}}\{\delta _S(x):K(S)<\alpha \},$$
and its variant
$$\beta _x^{}(\alpha )=\underset{S}{\mathrm{min}}\{\delta _S^{}(x):K(S)<\alpha \},$$
defined in terms of $`\delta _S^{}`$. Note that $`\beta _x(K(x))\stackrel{_+}{=}\beta _x^{}(K(x))\stackrel{_+}{=}0`$. These $`\beta `$-functions are related to, but different from, the $`\beta `$ in (I.4).
To compare $`h`$ and $`\beta `$, let us confine ourselves to binary strings of length $`n`$. We will put $`n`$ into the condition of all complexities.
###### Lemma IV.1
$`\beta _x^{}(\alpha n)\stackrel{_+}{<}h_x(\alpha n)+\alpha K(xn)`$.
###### Proof:
Let $`Sx`$ be a set with $`K(Sn)\alpha `$ and assume $`h_x(\alpha n)=\mathrm{log}|S|`$. Tacitly understanding $`n`$ in the conditions, and using the additivity property (II.1),
$`K(x)\alpha K(x)K(S)`$ $`\stackrel{_+}{<}K(x,S)K(S)`$
$`\stackrel{_+}{=}K(xS,K(S)).`$
Therefore
$`h_x(\alpha )+\alpha K(x)`$ $`=\mathrm{log}|S|(K(x)\alpha )`$
$`\stackrel{_+}{>}\mathrm{log}|S|K(xS,K(S))\beta _x^{}(\alpha ).`$
It would be nice to have an inequality also in the other direction, but we do not know currently what is the best that can be said.
### IV-B Sharp Bound on Non-Stochastic Objects
We are now able to formally express the notion of non-stochastic objects using the Kolmogorov structure functions $`\beta _x(\alpha ),\beta _x^{}(\alpha )`$. For every given $`k<n`$, Shen constructed in a binary string $`x`$ of length $`n`$ with $`K(x)k`$ and $`\beta _x(kO(1))>n2kO(\mathrm{log}k)`$. Let $`x`$ be one of the non-stochastic objects of which the existence is established. Substituting $`k\stackrel{_+}{=}K(x)`$ we can contemplate the set $`S=\{x\}`$ with complexity $`K(S)\stackrel{_+}{=}k`$ and $`x`$ has randomness deficiency $`\stackrel{_+}{=}0`$ with respect to $`S`$. This yields $`0\stackrel{_+}{=}\beta _x(K(x))\stackrel{_+}{>}n2K(x)O(\mathrm{log}K(x))`$. Since it generally holds that these non-stochastic objects have complexity $`K(x)\stackrel{_+}{>}n/2O(\mathrm{log}n)`$, they are not random, typical, or in general position with respect to every set $`S`$ containing them with complexity $`K(S)\overline{)\stackrel{_+}{>}}n/2O(\mathrm{log}n)`$, but they are random, typical, or in general position only for sets $`S`$ with complexity $`K(S)`$ sufficiently exceeding $`n/2O(\mathrm{log}n)`$ like $`S=\{x\}`$.
Here, we improve on this result, replacing $`n2kO(\mathrm{log}k)`$ with $`nk`$ and using $`\beta ^{}`$ to avoid logarithmic terms. This is the best possible, since by choosing $`S=\{0,1\}^n`$ we find $`\mathrm{log}|S|K(xS,K(S))\stackrel{_+}{=}nk`$, and hence $`\beta _x^{}(c)\stackrel{_+}{<}nk`$ for some constant $`c`$, which implies $`\beta _x^{}(\alpha )\beta _x(c)\stackrel{_+}{<}nk`$ for every $`\alpha >c`$.
###### Theorem IV.2
There are constants $`c_1,c_2`$ such that for any given $`k<n`$ there is a a binary string $`x`$ of length $`n`$ with $`K(xn)k`$ such that for all $`\alpha <kc_1`$ we have
$$\beta _x^{}(\alpha n)>nkc_2.$$
In the terminology of (I.4), the theorem states that there are constants $`c_1,c_2`$ such that for every $`k<n`$ there exists a string $`x`$ of length $`n`$ of complexity $`K(xn)k`$ that is not $`(kc_1,nkc_2)`$-stochastic.
###### Proof:
Denote the conditional universal probability as $`𝐦(Sn)=2^{K(Sn)}`$. We write “$`Sx`$” to indicate sets $`S`$ that satisfy $`xS`$. For every $`n`$, let us define a function over all strings $`x`$ of length $`n`$ as follows:
$$\nu ^i(xn)=\underset{Sx,K(Sn)i}{}\frac{𝐦(Sn)}{|S|}$$
(IV.3)
The following lemma shows that this function of $`x`$ is a semimeasure.
###### Lemma IV.3
We have
$$\underset{x}{}\nu ^i(xn)1.$$
(IV.4)
###### Proof:
We have
$$\begin{array}{cc}\hfill \underset{x}{}\nu ^i(xn)& \underset{x}{}\underset{Sx}{}\frac{𝐦(Sn)}{|S|}=\underset{S}{}\underset{xS}{}\frac{𝐦(Sn)}{|S|}\hfill \\ & =\underset{S}{}𝐦(Sn)1.\hfill \end{array}$$
###### Lemma IV.4
There are constants $`c_1,c_2`$ such that for some $`x`$ of length $`n`$,
$`\nu ^{kc_1}(xn)`$ $`2^n,`$ (IV.5)
$`kc_2`$ $`K(xn)k.`$ (IV.6)
###### Proof:
Let us fix $`0<c_1<k`$ somehow, to be chosen appropriately later. Inequality (IV.4) implies that there is an $`x`$ with (IV.5). Let $`x`$ be the first string of length $`n`$ with this property. To prove the right inequality of (IV.6), let $`p`$ be the program of length $`i=kc_1`$ that terminates last in the standard running of all these programs simultaneously in dovetailed fashion, on input $`n`$. We can use $`p`$ and its length $`l(p)`$ to compute all programs of length $`l(p)`$ that output finite sets using $`n`$. This way we obtain a list of all sets $`S`$ with $`K(Sn)i`$. Using this list, for each $`y`$ of length $`n`$ we can compute $`\nu ^i(yn)`$, by using the definition (IV.3) explicitly. Since $`x`$ is defined as the first $`y`$ with $`\nu ^i(yn)2^n`$, we can thus find $`x`$ by using $`p`$ and some program of constant length. If $`c_1`$ is chosen large enough, then this implies $`K(xn)k`$.
On the other hand, from the definition (IV.3) we have
$$\nu ^{K(\{x\}n)}(xn)2^{K(\{x\}n)}.$$
This implies, by the definition of $`x`$, that either $`K(\{x\}n)>kc_1`$ or $`K(\{x\}n)n`$. Since $`K(xn)\stackrel{_+}{=}K(\{x\}n))`$ we get the left inequality of (IV.6) in both cases for an appropriate $`c_2`$. ∎
Consider now a new semicomputable function
$$\mu _{x,i}(Sn)=\frac{2^n𝐦(Sn)}{|S|}$$
on all finite sets $`Sx`$ with $`K(Sn)i`$. Then we have, with $`i=kc_1`$:
$$\begin{array}{cc}\hfill \underset{S}{}\mu _{x,i}(Sn)& =2^n\underset{Sx,K(Sn)i}{}\frac{𝐦(Sn)}{|S|}\hfill \\ & =2^n\nu ^i(xn)1\hfill \end{array}$$
by (IV.3), (IV.5), respectively, and so $`\mu _{x,i}(Sn)`$ with $`x,i,n`$ fixed is a lower semicomputable semimeasure. By the dominating property we have $`𝐦(Sx,i,n)\stackrel{_{}}{>}\mu _{x,i}(Sn)`$. Since $`n`$ is the length of $`x`$ and $`i\stackrel{_+}{=}k`$ we can set $`K(Sx,i,n)\stackrel{_+}{=}K(Sx,k)`$, and hence $`K(Sx,k)\stackrel{_+}{<}\mathrm{log}\mu _{x,i}(Sn)`$. Then, with the first $`\stackrel{_+}{=}`$ because of (IV.6),
$$\begin{array}{cc}\hfill K(S& x,K(xn))\hfill \\ & \stackrel{_+}{=}K(Sx,k)\stackrel{_+}{<}\mathrm{log}\mu _{x,i}(Sn)\hfill \\ & =\mathrm{log}|S|n+K(Sn).\hfill \end{array}$$
(IV.7)
Then, by the additivity property (II.1) and (IV.7):
$`K(x`$ $`S,K(Sn),n)`$
$`\stackrel{_+}{=}K(xn)+K(Sx,K(xn))K(Sn)`$
$`\stackrel{_+}{<}k+\mathrm{log}|S|n.`$
Hence $`\delta ^{}(xS,n)=\mathrm{log}|S|K(xS,K(Sn),n)\stackrel{_+}{>}nk`$. ∎
We are now in the position to prove Lemma III.18: For every length $`n`$, there exist strings $`x`$ of length $`n`$ with $`K(xn)\stackrel{_+}{=}n`$ for which $`\{x\}`$ is an explicit minimal sufficient statistic.
###### Proof:
(of Lemma III.18): Let $`x`$ be one of the non-stochastic objects of which the existence is established by Theorem IV.2. Choose $`x`$ with $`K(xn)\stackrel{_+}{=}k`$ so that the set $`S=\{x\}`$ has complexity $`K(Sn)=kc_1`$ and $`x`$ has randomness deficiency $`\stackrel{_+}{=}0`$ with respect to $`S`$. Because $`x`$ is non-stochastic, this yields $`0\stackrel{_+}{=}\beta _x^{}(kc_1n)\stackrel{_+}{>}nK(xn)`$. For every $`x`$ we have $`K(xn)\stackrel{_+}{<}n`$. Together it follows that $`K(xn)\stackrel{_+}{=}n`$. That is, these non-stochastic objects $`x`$ have complexity $`K(xn)\stackrel{_+}{=}n`$. Nonetheless, there is a constant $`c^{}`$ such that $`x`$ is not random, typical, or in general position with respect to any explicitly represented finite set $`S`$ containing it that has complexity $`K(Sn)<nc^{}`$, but they are random, typical, or in general position for some sets $`S`$ with complexity $`K(Sn)\stackrel{_+}{>}n`$ like $`S=\{x\}`$. That is, every explicit sufficient statistic $`S`$ for $`x`$ has complexity $`K(Sn)\stackrel{_+}{=}n`$, and $`\{x\}`$ is such a statistic. Hence $`\{x\}`$ is an explicit minimal sufficient statistic for $`x`$. ∎
## V Probabilistic Models
It remains to generalize the model class from finite sets to the more natural and significant setting of probability distributions. Instead of finite sets the models are computable probability density functions $`P:\{0,1\}^{}[0,1]`$ with $`P(x)1`$—we allow defective probability distributions where we may concentrate the surplus probability on a distinguished “undefined” element. “Computable” means that there is a Turing machine $`T_P`$ that computes approximations to the value of $`P`$ for every argument (more precise definition follows below). The (prefix-) complexity $`K(P)`$ of a computable partial function $`P`$ is defined by
$$K(P)=\underset{i}{\mathrm{min}}\{K(i):\text{Turing machine }T_i\text{computes }P\}.$$
Equality (III.2) now becomes
$$K(xP^{})\stackrel{_+}{=}\mathrm{log}P(x),$$
(V.1)
and equality (III.4) becomes
$$K(x)\stackrel{_+}{=}K(P)\mathrm{log}P(x).$$
As in the finite set case, the complexities involved are crucially dependent on what we mean by “computation” of $`P(x)`$, that is, on the requirements on the format in which the output is to be represented. Recall from that Turing machines can compute rational numbers: If a Turing machine $`T`$ computes $`T(x)`$, then we interpret the output as a pair of natural numbers, $`T(x)=p,q`$, according to a standard pairing function. Then, the rational value computed by $`T`$ is by definition $`p/q`$. The distinction between explicit and implicit description of $`P`$ corresponding to the finite set model case is now defined as follows:
* It is implicit if there is a Turing machine $`T`$ computing $`P`$ halting with rational value $`T(x)`$ so that $`\mathrm{log}T(x)\stackrel{_+}{=}\mathrm{log}P(x)`$, and, furthermore, $`K(\mathrm{log}T(x)P^{})\stackrel{_+}{=}0`$ for $`x`$ satisfying (V.1)—that is, for typical $`x`$.
* It is explicit if the Turing machine $`T`$ computing $`P`$, given $`x`$ and a tolerance $`ϵ`$ halts with rational value so that $`\mathrm{log}T(x)=\mathrm{log}(P(x)\pm ϵ)`$, and, furthermore, $`K(\mathrm{log}T(x)P^{})\stackrel{_+}{=}0`$ for $`x`$ satisfying (V.1)—that is, for typical $`x`$.
The implicit and explicit descriptions of finite sets and of uniform distributions with $`P(x)=1/|S|`$ for all $`xS`$ and $`P(x)=0`$ otherwise, are as follows: An implicit (explicit) description of $`P`$ is identical with an implicit (explicit) description of $`S`$, up to a short fixed program which indicates which of the two is intended, so that $`K(P(x))\stackrel{_+}{=}K(S)`$ for $`P(x)>0`$ (equivalently, $`xS`$).
To complete our discussion: the worst case of representation format, a recursively enumerable approximation of $`P(x)`$ where nothing is known about its value, would lead to indices $`\mathrm{log}P(x)`$ of unknown length. We do not consider this case.
The properties for the probabilistic models are loosely related to the properties of finite set models by Proposition I.2. We sharpen the relations by appropriately modifying the treatment of the finite set case, but essentially following the same course.
We may use the notation
$$P_{\text{impl}},P_{\text{expl}}$$
for some implicit and some explicit representation of $`P`$. When a result applies to both implicit and explicit representations, or when it is clear from the context which representation is meant, we will omit the subscript.
### V-A Optimal Model and Sufficient Statistic
As before, we distinguish between “models” that are computable probability distributions, and the “shortest programs” to compute those models that are finite strings.
Consider a string $`x`$ of length $`n`$ and prefix complexity $`K(x)=k`$. We identify the structure or regularity in $`x`$ that are to be summarized with a computable probability density function $`P`$ with respect to which $`x`$ is a random or typical member. For $`x`$ typical for $`P`$ holds the following : Given an (implicitly or explicitly described) shortest program $`P^{}`$ for $`P`$, a shortest binary program computing $`x`$ (that is, of length $`K(xP^{})`$) can not be significantly shorter than its Shannon-Fano code of length $`\mathrm{log}P(x)`$, that is, $`K(xP^{})\stackrel{_+}{>}\mathrm{log}P(x)`$. By definition, we fix some agreed upon constant $`\beta 0,`$ and require
$$K(xP^{})\mathrm{log}P(x)\beta .$$
As before, we will not indicate the dependence on $`\beta `$ explicitly, but the constants in all our inequalities ($`\stackrel{_+}{<}`$) will be allowed to be functions of this $`\beta `$. This definition requires a positive $`P(x)`$. In fact, since $`K(xP^{})\stackrel{_+}{<}K(x)`$, it limits the size of $`P(x)`$ to $`\mathrm{\Omega }(2^k)`$. The shortest program $`P^{}`$ from which a probability density function $`P`$ can be computed is an algorithmic statistic for $`x`$ iff
$$K(xP^{})\stackrel{_+}{=}\mathrm{log}P(x).$$
(V.2)
There are two natural measures of suitability of such a statistic. We might prefer either the simplest distribution, or the largest distribution, as corresponding to the most likely structure ‘explaining’ $`x`$. The singleton probability distribution $`P(x)=1`$, while certainly a statistic for $`x`$, would indeed be considered a poor explanation. Both measures relate to the optimality of a two-stage description of $`x`$ using $`P`$:
$`K(x)K(x,P)`$ $`\stackrel{_+}{=}K(P)+K(xP^{})`$ (V.3)
$`\stackrel{_+}{<}K(P)\mathrm{log}P(x),`$
where we rewrite $`K(x,P)`$ by (II.1). Here, $`P`$ can be understood as either $`P_{\text{impl}}`$ or $`P_{\text{expl}}`$. Call a distribution $`P`$ (with positive probability $`P(x)`$) for which
$$K(x)\stackrel{_+}{=}K(P)\mathrm{log}P(x),$$
(V.4)
optimal. (More precisely, we should require $`K(x)K(P)\mathrm{log}P(x)\beta `$.) Depending on whether $`K(P)`$ is understood as $`K(P_{\text{impl}})`$ or $`K(P_{\text{expl}})`$, our definition splits into implicit and explicit optimality. The shortest program for an optimal computable probability distribution is a algorithmic sufficient statistic for $`x`$.
### V-B Properties of Sufficient Statistic
As in the case of finite set models , we start with a sequence of lemmas that are used to obtain the main results on minimal sufficient statistic. Several of these lemmas have two versions: for implicit distributions and for explicit distributions. In these cases, $`P`$ will denote $`P_{\text{impl}}`$ or $`P_{\text{expl}}`$ respectively.
Below it is shown that the mutual information between every typical distribution and the data is not much less than $`K(K(x))`$, the complexity of the complexity $`K(x)`$ of the data $`x`$. For optimal distributions it is at least that, and for algorithmic minimal statistic it is equal to that. The log-probability of a typical distribution is determined by the following:
###### Lemma V.1
Let $`k=K(x)`$. If a distribution $`P`$ is (implicitly or explicitly) typical for $`x`$ then $`I(x:P)\stackrel{_+}{=}k+\mathrm{log}P(x)`$.
###### Proof:
By definition $`I(x:P)\stackrel{_+}{=}K(x)K(xP^{})`$ and by typicality $`K(xP^{})\stackrel{_+}{=}\mathrm{log}P(x)`$. ∎
The above lemma states that for (implicitly or explicitly) typical $`P`$ the probability $`P(x)=\mathrm{\Theta }(2^{(kI(x:P))})`$. The next lemma asserts that for implicitly typical $`P`$ the value $`I(x:P)`$ can fall below $`K(k)`$ by no more than an additive logarithmic term.
###### Lemma V.2
Let $`k=K(x)`$. If a distribution $`P`$ is (implicitly or explicitly) typical for $`x`$ then $`I(x:P)\stackrel{_+}{>}K(k)K(I(x:P))`$ and $`\mathrm{log}P(x)\stackrel{_+}{<}kK(k)+K(I(x:P))`$. (Here, $`P`$ is understood as $`P_{\text{impl}}`$ or $`P_{\text{expl}}`$ respectively.)
###### Proof:
Writing $`k=K(x)`$, since
$$k\stackrel{_+}{=}K(k,x)\stackrel{_+}{=}K(k)+K(xk^{})$$
(V.5)
by (II.1), we have $`I(x:P)\stackrel{_+}{=}K(x)K(xP^{})\stackrel{_+}{=}K(k)[K(xP^{})K(xk^{})]`$. Hence, it suffices to show $`K(xP^{})K(xk^{})\stackrel{_+}{<}K(I(x:P))`$. Now, from an implicit description $`P^{}`$ we can find the value $`\stackrel{_+}{=}\mathrm{log}P(x)\stackrel{_+}{=}kI(x:P)`$. To recover $`k`$ from $`P^{}`$, we at most require an extra $`K(I(x:P))`$ bits. That is, $`K(kP^{})\stackrel{_+}{<}K(I(x:P))`$. This reduces what we have to show to $`K(xP^{})\stackrel{_+}{<}K(xk^{})+K(kP^{})`$ which is asserted by Theorem II.1. This shows the first statement in the theorem. The second statement follows from the first one: rewrite $`I(x:P)\stackrel{_+}{=}k+K(xP^{})`$ and substitute $`\mathrm{log}P(x)\stackrel{_+}{=}K(xP^{})`$. ∎
If we further restrict typical distributions to optimal ones then the possible positive probabilities assumed by distribution $`P`$ are slightly restricted. First we show that implicit optimality with respect to some data is equivalent to typicality with respect to the data combined with effective constructability (determination) from the data.
###### Lemma V.3
A distribution $`P`$ is (implicitly or explicitly) optimal for $`x`$ iff it is typical and $`K(Px^{})\stackrel{_+}{=}0`$.
###### Proof:
A distribution $`P`$ is optimal iff (V.3) holds with equalities. Rewriting $`K(x,P)\stackrel{_+}{=}K(x)+K(Px^{})`$ the first inequality becomes an equality iff $`K(Px^{})\stackrel{_+}{=}0`$, and the second inequality becomes an equality iff $`K(xP^{})\stackrel{_+}{=}\mathrm{log}P(x)`$ (that is, $`P`$ is a typical distribution). ∎
###### Lemma V.4
Let $`k=K(x)`$. If a distribution $`P`$ is (implicitly or explicitly) optimal for $`x`$, then $`I(x:P)\stackrel{_+}{=}K(P)\stackrel{_+}{>}K(k)`$. and $`\mathrm{log}P(x)\stackrel{_+}{<}kK(k)`$.
###### Proof:
If $`P`$ is optimal for $`x`$, then $`k=K(x)\stackrel{_+}{=}K(P)+K(xP^{})\stackrel{_+}{=}K(P)\mathrm{log}P(x)`$. From $`P^{}`$ we can find both $`K(P)\stackrel{_+}{=}l(P^{})`$ and $`\stackrel{_+}{=}\mathrm{log}P(x)`$, and hence $`k`$, that is, $`K(k)\stackrel{_+}{<}K(P)`$. We have $`I(x:P)\stackrel{_+}{=}K(P)K(Px^{})\stackrel{_+}{=}K(P)`$ by (II.1), Lemma V.3, respectively. This proves the first property. Substitution of $`I(x:P)\stackrel{_+}{>}K(k)`$ in the expression of Lemma V.1 proves the second property. ∎
###### Remark V.5
Our definitions of implicit and explicit description format entail that, for typical $`x`$, one can compute $`\stackrel{_+}{=}\mathrm{log}P(x)`$ and $`\mathrm{log}P(x)`$, respectively, from $`P^{}`$ alone without requiring $`x`$. An alternative possibility would have been that implicit and explicit description formats refer to the fact that we can compute $`\stackrel{_+}{=}\mathrm{log}P(x)`$ and $`\mathrm{log}P(x)`$, respectively, given both $`P`$ and $`x`$. This would have added a $`K(\mathrm{log}P(x)P^{})`$ additive term in the righthand side of the expressions in Lemma V.2 and Lemma V.4. Clearly, this alternative definition is equal to the one we have chosen iff this term is always $`\stackrel{_+}{=}0`$ for typical $`x`$. We now show that this is not the case.
Note that for distributions that are uniform (or almost uniform) on a finite support we have $`K(\mathrm{log}P(x)P^{})\stackrel{_+}{=}0`$: In this borderline case the result specializes to that of Lemma III.8 for finite set models, and the two possible definition types for implicitness and those for explicitness coincide.
On the other end of the spectrum, for the definition type considered in this remark, the given lower bound on $`I(x:P)`$ drops in case knowledge of $`P^{}`$ doesn’t suffice to compute $`\mathrm{log}P(x)`$, that is, if $`K(\mathrm{log}P(x)P^{})0`$ for an statistic $`P^{}`$ for $`x`$. The question is, whether we can exhibit such a probability distribution that is also computable? The answer turns out to be affirmative. By a result due to R. Solovay and P. Gács, Exercise 3.7.1 on p. 225-226, there is a computable function $`f(x)\stackrel{_+}{>}K(x)`$ such that $`f(x)\stackrel{_+}{=}K(x)`$ for infinitely many $`x`$. Considering the case of $`P`$ optimal for $`x`$ (a stronger assumption than that $`P`$ is just typical) we have $`\mathrm{log}P(x)\stackrel{_+}{=}K(x)K(P)`$. Choosing $`P(x)`$ such that $`\mathrm{log}P(x)\stackrel{_+}{=}\mathrm{log}f(x)K(P)`$, we have that $`P(x)`$ is computable since $`f(x)`$ is computable and $`K(P)`$ is a fixed constant. Moreover, there are infinitely many $`x`$’s for which $`P`$ is optimal, so $`K(\mathrm{log}P(x)P^{})\mathrm{}`$ for $`x\mathrm{}`$ through this special sequence. $`\mathrm{}`$
### V-C Concrete Minimal Sufficient Statistic
A simplest implicitly optimal distribution (that is, of least complexity) is an implicit algorithmic minimal sufficient statistic. As before, let $`S^k=\{y:K(y)k\}`$. Define the distribution $`P^k(x)=1/|S^k|`$ for $`xS^k`$, and $`P^k(x)=0`$ otherwise. The demonstration that $`P^k(x)`$ is an implicit algorithmic minimal sufficient statistic proceeeds completely analogous to the finite set model setting, Corollary III.13, using the substitution $`K(\mathrm{log}P^k(x)(P^k)^{})\stackrel{_+}{=}0`$.
A similar equivalent construction suffices to obtain an explicit algorithmic minimal near-sufficient statistic for $`x`$, analogous to $`S_{m_x}^k`$ in the finite set model setting, Theorem III.21. That is, $`P_{m_x}^k(y)=1/|S_{m_x}^k|`$ for $`yS_{m_x}^k`$, and 0 otherwise.
In general, one can develop the theory of minimal sufficient statistic for models that are probability distributions similarly to that of finite set models.
### V-D Non-Quasistochastic Objects
As in the more restricted case of finite sets, there are objects that are not typical for any explicitly computable probability distribution that has complexity significantly below that of the object itself. With the terminology of (I.5), we may call such absolutely non-quasistochastic.
By Proposition I.2, item (b), there are constants $`c`$ and $`C`$ such that if $`x`$ is not $`(\alpha +c\mathrm{log}n,\beta +C)`$-stochastic (I.4) then $`x`$ is not $`(\alpha ,\beta )`$-quasistochastic (I.5). Substitution in Theorem IV.2 yields:
###### Corollary V.6
There are constants $`c,C`$ such that, for every $`k<n`$, there are constants $`c_1,c_2`$ and a binary string $`x`$ of length $`n`$ with $`K(xn)k`$ such that $`x`$ is not $`(kc\mathrm{log}nc_1,nkCc_2)`$-quasistochastic.
As a particular consequence: Let $`x`$ with length $`n`$ be one of the non-quasistochastic strings of which the existence is established by Corollary V.6. Substituting $`K(xn)\stackrel{_+}{<}kc\mathrm{log}n`$, we can contemplate the distribution $`P_x(y)=1`$ for $`y=x`$ and and $`0`$ otherwise. Then we have complexity $`K(P_xn)\stackrel{_+}{=}K(xn)`$. Clearly, $`x`$ has randomness deficiency $`\stackrel{_+}{=}0`$ with respect to $`P_x`$. Because of the assumption of non-quasistochasticity of $`x`$, and because the minimal randomness-deficiency $`\stackrel{_+}{=}nk`$ of $`x`$ is always nonnegative, $`0\stackrel{_+}{=}nk\stackrel{_+}{>}nK(xn)c\mathrm{log}n`$. Since it generally holds that $`K(xn)\stackrel{_+}{<}n`$, it follows that $`n\stackrel{_+}{>}K(xn)\stackrel{_+}{>}nc\mathrm{log}n`$. That is, these non-quasistochastic objects have complexity $`K(xn)\stackrel{_+}{=}nO(\mathrm{log}n)`$ and are not random, typical, or in general position with respect to any explicitly computable distribution $`P`$ with $`P(x)>0`$ and complexity $`K(Pn)\stackrel{_+}{<}n(c+1)\mathrm{log}n`$, but they are random, typical, or in general position only for some distributions $`P`$ with complexity $`K(Pn)\stackrel{_+}{>}nc\mathrm{log}n`$ like $`P_x`$. That is, every explicit sufficient statistic $`P`$ for $`x`$ has complexity $`K(Pn)\stackrel{_+}{>}nc\mathrm{log}n`$, and $`P_x`$ is such a statistic.
## VI Algorithmic Versus Probabilistic
Algorithmic sufficient statistic, a function of the data, is so named because intuitively it expresses an individual summarizing of the relevant information in the individual data, reminiscent of the probabilistic sufficient statistic that summarizes the relevant information in a data random variable about a model random variable. Formally, however, previous authors have not established any relation. Other algorithmic notions have been successfully related to their probabilistic counterparts. The most significant one is that for every computable probability distribution, the expected prefix complexity of the objects equals the entropy of the distribution up to an additive constant term, related to the complexity of the distribution in question. We have used this property in (II.4) to establish a similar relation between the expected algorithmic mutual information and the probabilistic mutual information. We use this in turn to show that there is a close relation between the algorithmic version and the probabilistic version of sufficient statistic: A probabilistic sufficient statistic is with high probability a natural conditional form of algorithmic sufficient statistic for individual data, and, conversely, that with high probability a natural conditional form of algorithmic sufficient statistic is also a probabilistic sufficient statistic.
Recall the terminology of probabilistic mutual information (I.1) and probabilistic sufficient statistic (I.2). Consider a probabilistic ensemble of models, a family of computable probability mass functions $`\{f_\theta \}`$ indexed by a discrete parameter $`\theta `$, together with a computable distribution $`p_1`$ over $`\theta `$. (The finite set model case is the restriction where the $`f_\theta `$’s are restricted to uniform distributions with finite supports.) This way we have a random variable $`\mathrm{\Theta }`$ with outcomes in $`\{f_\theta \}`$ and a random variable $`X`$ with outcomes in the union of domains of $`f_\theta `$, and $`p(\theta ,x)=p_1(\theta )f_\theta (x)`$ is computable.
###### Notation VI.1
To compare the algorithmic sufficient statistic with the probabilistic sufficient statistic it is convenient to denote the sufficient statistic as a function $`S()`$ of the data in both cases. Let a statistic $`S(x)`$ of data $`x`$ be the more general form of probability distribution as in Section V. That is, $`S`$ maps the data $`x`$ to the parameter $`\rho `$ that determines a probability mass function $`f_\rho `$ (possibly not an element of $`\{f_\theta \}`$). Note that “$`f_\rho ()`$” corresponds to “$`P()`$” in Section V. If $`f_\rho `$ is computable, then this can be the Turing machine $`T_\rho `$ that computes $`f_\rho `$. Hence, in the current section, “$`S(x)`$” denotes a probability distribution, say $`f_\rho `$, and “$`f_\rho (x)`$” is the probability $`f_\rho `$ concentrates on data $`x`$.
###### Remark VI.2
In the probabilistic statistics setting, Every function $`T(x)`$ is a statistic of $`x`$, but only some of them are a sufficient statistic. In the algorithmic statistic setting we have a quite similar situation. In the finite set statistic case $`S(x)`$ is a finite set, and in the computable probability mass function case $`S(x)`$ is a computable probability mass function. In both algorithmic cases we have shown $`K(S(x)x^{})\stackrel{_+}{=}0`$ for $`S(x)`$ is an implicitly or explicitly described sufficient statistic. This means that the number of such sufficient statistics for $`x`$ is bounded by a universal constant, and that there is a universal program to compute all of them from $`x^{}`$—and hence to compute the minimal sufficient statistic from $`x^{}`$. $`\mathrm{}`$
###### Lemma VI.3
Let $`p(\theta ,x)=p_1(\theta )f_\theta (x)`$ be a computable joint probability mass function, and let $`S`$ be a function. Then all three conditions below are equivalent and imply each other:
(i) $`S`$ is a probabilistic sufficient statistic (in the form $`I(\mathrm{\Theta },X)\stackrel{_+}{=}I(\mathrm{\Theta },S(X))`$).
(ii) $`S`$ satisfies
$$\underset{\theta ,x}{}p(\theta ,x)I(\theta :x)\stackrel{_+}{=}\underset{\theta ,x}{}p(\theta ,x)I(\theta :S(x))$$
(VI.1)
(iii) $`S`$ satisfies
$`I(\mathrm{\Theta };X)\stackrel{_+}{=}I(\mathrm{\Theta };S(X))`$ $`\stackrel{_+}{=}{\displaystyle \underset{\theta ,x}{}}p(\theta ,x)I(\theta :x)`$
$`\stackrel{_+}{=}{\displaystyle \underset{\theta ,x}{}}p(\theta ,x)I(\theta :S(x)).`$
All $`\stackrel{_+}{=}`$ signs hold up to an $`\stackrel{_+}{=}\pm 2K(p)`$ constant additive term.
###### Proof:
Clearly, (iii) implies (i) and (ii).
We show that both (i) implies (iii) and (ii) implies (iii): By (II.4) we have
$`I(\mathrm{\Theta };X)`$ $`\stackrel{_+}{=}{\displaystyle \underset{\theta ,x}{}}p(\theta ,x)I(\theta :x),`$ (VI.2)
$`I(\mathrm{\Theta };S(X))`$ $`\stackrel{_+}{=}{\displaystyle \underset{\theta ,x}{}}p(\theta ,x)I(\theta :S(x)),`$
where we absorb a $`\pm 2K(p)`$ additive term in the $`\stackrel{_+}{=}`$ sign. Together with (VI.1), (VI.2) implies
$$I(\mathrm{\Theta };X)\stackrel{_+}{=}I(\mathrm{\Theta };S(X));$$
(VI.3)
and vice versa (VI.3) together with (VI.2) implies (VI.1).
###### Remark VI.4
It may be worth stressing that $`S`$ in Theorem VI.3 can be any function, without restriction. $`\mathrm{}`$
###### Remark VI.5
Note that (VI.3) involves equality $`\stackrel{_+}{=}`$ rather than precise equality as in the definition of the probabilistic sufficient statistic (I.2). $`\mathrm{}`$
###### Definition VI.6
Assume the terminology and notation above. A statistic $`S`$ for data $`x`$ is $`\theta `$-sufficient with deficiency $`\delta `$ if $`I(\theta ,x)\stackrel{_+}{=}I(\theta ,S(x))+\delta `$. If $`\delta \stackrel{_+}{=}0`$ then $`S(x)`$ is simply a $`\theta `$-sufficient statistic.
The following lemma shows that $`\theta `$-sufficiency is a type of conditional sufficiency:
###### Lemma VI.7
Let $`S(x)`$ be a sufficient statistic for $`x`$. Then,
$$K(x\theta ^{})+\delta \stackrel{_+}{=}K(S(x)\theta ^{})\mathrm{log}S(x).$$
(VI.4)
iff $`I(\theta ,x)\stackrel{_+}{=}I(\theta ,S(x))+\delta `$.
###### Proof:
(If) By assumption, $`K(S(x))K(S(x)\theta ^{})+\delta \stackrel{_+}{=}K(x)K(x\theta ^{})`$. Rearrange and add $`K(xS(x)^{})\mathrm{log}S(x)\stackrel{_+}{=}0`$ (by typicality) to the right-hand side to obtain $`K(x\theta ^{})+K(S(x))\stackrel{_+}{=}K(S(x)\theta ^{})+K(x)K(xS(x)^{})\mathrm{log}S(x)\delta `$. Substitute according to $`K(x)\stackrel{_+}{=}K(S(x))+K(xS(x)^{})`$ (by sufficiency) in the right-hand side, and subsequently subtract $`K(S(x))`$ from both sides, to obtain (VI.4).
(Only If) Reverse the proof of the (If) case.
The following theorems state that $`S(X)`$ is a probabilistic sufficient statistic iff $`S(x)`$ is an algorithmic $`\theta `$-sufficient statistic, up to small deficiency, with high probability.
###### Theorem VI.8
Let $`p(\theta ,x)=p_1(\theta )f_\theta (x)`$ be a computable joint probability mass function, and let $`S`$ be a function. If $`S`$ is a recursive probabilistic sufficient statistic, then $`S`$ is a $`\theta `$-sufficient statistic with deficiency $`O(k)`$, with $`p`$-probability at least $`1\frac{1}{k}`$.
###### Proof:
If $`S`$ is a probabilistic sufficient statistic, then, by Lemma VI.3, equality of $`p`$-expectations (VI.1) holds. However, it is still consistent with this to have large positive and negative differences $`I(\theta :x)I(\theta :S(x))`$ for different $`(\theta ,x)`$ arguments, such that these differences cancel each other. This problem is resolved by appeal to the algorithmic mutual information non-increase law (II.6) which shows that all differences are essentially positive: $`I(\theta :x)I(\theta :S(x))\stackrel{_+}{>}K(S)`$. Altogether, let $`c_1,c_2`$ be least positive constants such that $`I(\theta :x)I(\theta :S(x))+c_1`$ is always nonnegative and its $`p`$-expectation is $`c_2`$. Then, by Markov’s inequality,
$$p(I(\theta :x)I(\theta :S(x))kc_2c_1)\frac{1}{k},$$
that is,
$$p(I(\theta :x)I(\theta :S(x))<kc_2c_1)>1\frac{1}{k}.$$
###### Theorem VI.9
For each $`n`$, consider the set of data $`x`$ of length $`n`$. Let $`p(\theta ,x)=p_1(\theta )f_\theta (x)`$ be a computable joint probability mass function, and let $`S`$ be a function. If $`S`$ is an algorithmic $`\theta `$-sufficient statistic for $`x`$, with $`p`$-probability at least $`1ϵ`$ ($`1/ϵ\stackrel{_+}{=}n+2\mathrm{log}n`$), then $`S`$ is a probabilistic sufficient statistic.
###### Proof:
By assumption, using Definition VI.6, there is a positive constant $`c_1`$, such that,
$$p(|I(\theta :x)I(\theta :S(x))|c_1)1ϵ.$$
Therefore,
$`0{\displaystyle \underset{|I(\theta :x)I(\theta :S(x))|c_1}{}}p(\theta ,x)`$ $`|I(\theta :x)I(\theta :S(x))|`$
$`\stackrel{_+}{<}(1ϵ)c_1\stackrel{_+}{=}0.`$
On the other hand, since
$$1/ϵ\stackrel{_+}{>}n+2\mathrm{log}n\stackrel{_+}{>}K(x)\stackrel{_+}{>}\underset{\theta ,x}{\mathrm{max}}I(\theta ;x),$$
we obtain
$`0{\displaystyle \underset{|I(\theta :x)I(\theta :S(x))|>c_1}{}}p(\theta ,x)`$ $`|I(\theta :x)I(\theta :S(x))|`$
$`\stackrel{_+}{<}ϵ(n+2\mathrm{log}n)\stackrel{_+}{<}0.`$
Altogether, this implies (VI.1), and by Lemma VI.3, the theorem. ∎
## VII Conclusion
An algorithmic sufficient statistic is an individual finite set (or probability distribution) for which a given individual sequence is a typical member. The theory is formulated in Kolmogorov’s absolute notion of the quantity of information in an individual object. This is a notion analogous to, and in some sense sharper than the probabilistic notion of sufficient statistic—an average notion based on the entropies of random variables. It turned out, that for every sequence $`x`$ we can determine the complexity range of possible algorithmic sufficient statistics, and, in particular, exhibit a algorithmic minimal sufficient statistic. The manner in which the statistic is effectively represented is crucial: we distinguish implicit representation and explicit representation. The latter is essentially a list of the elements of a finite set or a table of the probability density function; the former is less explicit than a list or table but more explicit than just recursive enumeration or approximation in the limit. The algorithmic minimal sufficient statistic can be considerably more complex depending on whether we want explicit or implicit representations. We have shown that there are sequences that have no simple explicit algorithmic sufficient statistic: the algorithmic minimal sufficient statistic is essentially the sequence itself. Note that such sequences cannot be random in the sense of having maximal Kolmogorov complexity—in that case already the simple set of all sequences of its length, or the corresponding uniform distribution, is an algorithmic sufficient statistic of almost zero complexity. We demonstrated close relations between the probabilistic notions and the corresponding algorithmic notions: (i) The average algorithmic mutual information is equal to the probabilistic mutual information. (ii) To compare algorithmic sufficient statistic and probabilistic sufficient statistic meaningfully one needs to consider a conditional version of algorithmic sufficient statistic. We defined such a notion and demonstrated that probabilistic sufficient statistic is with high probability an (appropriately conditioned) algorithmic sufficient statistic and vice versa. The most conspicuous theoretical open end is as follows: For explicit descriptions we were only able to guarantee a algorithmic minimal near-sufficient statistic, although the construction can be shown to be minimal sufficient for almost all sequences. One would like to obtain a concrete example of a truly explicit algorithmic minimal sufficient statistic.
### VII-A Subsequent Work
One can continue generalization of model classes for algorithmic statistic beyond computable probability mass functions. The ultimate model class is the set of recursive functions. In the manuscript , provisionally entitled “Sophistication Revisited”, the following results have been obtained. For the set of partial recursive functions the minimal sufficient statistic has complexity $`\stackrel{_+}{=}0`$ for all data $`x`$. One can define equivalents of the implicit and explicit description format in the total recursive function setting. We obtain various upper and lower bounds on the complexities of the minimal sufficient statistic in all three description formats. The complexity of the minimal sufficient statistic for $`x`$, in the model class of total recursive functions, is called its “sophistication.” Hence, one can distinguish three different sophistications corresponding to the three different description formats: explicit, implicit, and unrestricted. It turns out that the sophistication functions are not recursive; the Kolmogorov prefix complexity can be computed from the minimal sufficient statistic (every description format) and vice versa; given the minimal sufficient statistic as a function of $`x`$ one can solve the so-called “halting problem” ; and the sophistication functions are upper semicomputable. By the same proofs, such computability properties also hold for the minimal sufficient statistics in the model classes of finite sets and computable probability mass functions.
### VII-B Application
Because the Kolmogorov complexity is not computable, an algorithmic sufficient statistic cannot be computed either. Nonetheless, the analysis gives limits to what is achievable in practice—like in the cases of coding theorems and channel capacities under different noise models in Shannon information theory. The theoretical notion of algorithmic sufficient statistic forms the inspiration to develop applied models that can be viewed as computable approximations. Minimum description length (MDL),, is a good example; its relation with the algorithmic minimal sufficient statistic is given in . As in the case of ordinary probabilistic statistic, algorithmic statistic if applied unrestrained cannot give much insight into the meaning of the data; in practice one must use background information to determine the appropriate model class first—establishing what meaning the data can have—and only then apply algorithmic statistic to obtain the best model in that class by optimizing its parameters. See Example III.5. Nonetheless, in applications one can sometimes still unrestrictedly use compression properties for model selection, for example by a judicious choice of model parameter to optimize. One example is the precision at which we represent the other parameters: too high precision causes accidental noise to be modeled as well, too low precision may cause models that should be distinct to be confusing. In general, the performance of a model for a given data sample depends critically on what we may call the “degree of discretization” or the “granularity” of the model: the choice of precision of the parameters, the number of nodes in the hidden layer of a neural network, and so on. The granularity is often determined ad hoc. In , in two quite different experimental settings the best model granularity values predicted by MDL are shown to coincide with the best values found experimentally.
## Acknowledgement
PG is grateful to Leonid Levin for some enlightening discussions on Kolmogorov’s “structure function”.
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# Thermodynamics of a pseudospin- electron model without correlations
## 1 Introduction
The model considering an interaction of electrons with a local anharmonic mode of lattice vibrations has been used in the recent years in the theory of high-temperature superconducting crystals. Particularly, such a property is characteristic of the vibrations of the so-called apex oxygen ions O<sub>IV</sub> along the $`c`$-axis direction of the layered compounds of the YBa<sub>2</sub>Cu<sub>3</sub>O<sub>7</sub>-type structure . An important role of the apex oxygen and its anharmonic vibrations in the phase transition into the superconducting state has already been mentioned and a possible connection between the superconductivity and lattice instability of the ferroelectric type in high-$`T_\mathrm{c}`$ superconducting compounds has been discussed . In the case of a local double-well potential, the vibrational degrees of freedom can be presented by pseudospin variables. The Hamiltonian of the derived in this way pseudospin-electron model has the following form :
$$H=\underset{i}{}H_i+\underset{ij\sigma }{}t_{ij}b_{i\sigma }^+b_{j\sigma },$$
(1.1)
and includes, besides the terms describing electron transfer ($`t_{ij}`$), the electron correlation ($`U`$-term), interaction with the anharmonic mode ($`g`$-term), the energy of the tunnelling splitting ($`\mathrm{\Omega }`$-term) and the energy of the anharmonic potential asymmetry ($`h`$-term) in the single-site part
$$H_i=Un_in_i+E_0(n_i+n_i)+g(n_i+n_i)S_i^z\mathrm{\Omega }S_i^xhS_i^z.$$
(1.2)
Here, $`E_0`$ gives the origin for energies of the electron states at the lattice site ($`E_0=\mu `$).
In this paper, our aim is to obtain expressions for the correlation functions which determine dielectric susceptibility and the mean values of pseudospin and particle number operators, as well as the thermodynamic potential in the case of $`\mathrm{\Omega }=0`$ and the absence of the Hubbard correlation $`U=0`$.
We perform the numerical calculations and investigate the mean values of pseudospin and particle number operators with the change of asymmetry parameter $`h`$ ($`T`$=const) or temperature $`T`$ ($`h`$=const) for the cases of a fixed chemical potential value (regime $`\mu `$=const) and a constant mean particle number (regime $`n`$=const). An analysis of the thermodynamic properties of the pseudospin-electron model in the case of absence of the electron correlation is also made.
## 2 Hamiltonian and initial relations
We shall write the Hamiltonian of the model and the operators which correspond to physical quantities in the second quantized form using operators of the electron creation (annihilation) at a site with a certain pseudospin orientation
$`a_{i\sigma }=b_{i\sigma }\left({\displaystyle \frac{1}{2}}+S_i^z\right),`$ $`a_{i\sigma }^+=b_{i\sigma }^+\left({\displaystyle \frac{1}{2}}+S_i^z\right),`$
$`\stackrel{~}{a}_{i\sigma }=b_{i\sigma }\left({\displaystyle \frac{1}{2}}S_i^z\right),`$ $`\stackrel{~}{a}_{i\sigma }^+=b_{i\sigma }^+\left({\displaystyle \frac{1}{2}}S_i^z\right).`$ (2.1)
Then, we obtain the following expression for the initial Hamiltonian:
$`H`$ $`=`$ $`H_0+H_{\mathrm{int}}`$
$`=`$ $`{\displaystyle \underset{i}{}}\{\epsilon (n_i+n_i)+\stackrel{~}{\epsilon }(\stackrel{~}{n}_i+\stackrel{~}{n}_i)hS_i^z\}`$
$`+`$ $`{\displaystyle \underset{ij\sigma }{}}t_{ij}(a_{i\sigma }^+a_{j\sigma }+a_{i\sigma }^+\stackrel{~}{a}_{j\sigma }+\stackrel{~}{a}_{i\sigma }^+a_{j\sigma }+\stackrel{~}{a}_{i\sigma }^+\stackrel{~}{a}_{j\sigma }),`$
where
$$\epsilon =E_0+g/2,\stackrel{~}{\epsilon }=E_0g/2$$
(2.3)
are energies of the single-site states; $`H_0`$ is a single-site (diagonal) term, $`H_{\mathrm{int}}`$ is a hopping term.
The introduced operators satisfy the following commutation rules:
$`\{\stackrel{~}{a}_{i\sigma }^+,\stackrel{~}{a}_{j\sigma ^{}}\}=\delta _{ij}\delta _{\sigma \sigma ^{}}\left({\displaystyle \frac{1}{2}}S_i^z\right),`$ $`\{\stackrel{~}{a}_{i\sigma }^+,a_{j\sigma ^{}}\}=0,`$
$`\{a_{i\sigma }^+,a_{j\sigma ^{}}\}=\delta _{ij}\delta _{\sigma \sigma ^{}}\left({\displaystyle \frac{1}{2}}+S_i^z\right),`$ $`\{a_{i\sigma }^+,\stackrel{~}{a}_{j\sigma ^{}}\}=0.`$ (2.4)
In order to calculate the pseudospin mean values we shall use the standard representation of the statistical operator in the form
$$\mathrm{e}^{\beta H}=\mathrm{e}^{\beta H_0}\widehat{\sigma }(\beta ),$$
(2.5)
$$\widehat{\sigma }(\beta )=T_\tau \mathrm{exp}\left\{\underset{0}{\overset{\beta }{}}H_{\mathrm{int}}(\tau )d\tau \right\},$$
(2.6)
which gives the following expressions for $`S_l^z`$:
$$S_l^z=\frac{1}{\widehat{\sigma }(\beta )_0}S_l^z\widehat{\sigma }(\beta )_0=S_l^z\widehat{\sigma }(\beta )_0^\mathrm{c}.$$
(2.7)
Here, the operators are given in the interaction representation
$$A(\tau )=\mathrm{e}^{\tau H_0}A\mathrm{e}^{\tau H_0},$$
(2.8)
the averaging $`\mathrm{}_0`$ is performed over statistical distribution with the Hamiltonian $`H_0`$, and the symbol $`\mathrm{}_0^\mathrm{c}`$ denotes separation of connected diagrams.
## 3 Perturbation theory for pseudospin mean values and a diagram technique
Expansion of the exponent in $`(\text{2.6})`$ in powers of $`H_{\mathrm{int}}`$ $`(\text{2})`$ leads, after substitution in equation $`(\text{2.7})`$, to an expression that has the form of the sum of infinite series with terms containing the averages of the $`T`$-products of the electron creation (annihilation) operators $`(\text{2})`$. The evaluation of such averages can be made using the Wick theorem.
In our case this theorem has some differences from the standard formulation. Namely, each pairing of operators $`(\text{2})`$ contains operator factors, i.e.
$`\stackrel{\text{}}{a_i(\tau ^{})a_o^+(\tau )}=\stackrel{˘}{g}(\tau ^{}\tau )\delta _{io}P_i^+,\stackrel{\text{}}{\stackrel{~}{a}_i(\tau ^{})\stackrel{~}{a}_o^+(\tau )}=\stackrel{~}{g}(\tau ^{}\tau )\delta _{io}P_i^{},`$ (3.1)
$`\stackrel{\text{}}{a_o^+(\tau )a_i(\tau ^{})}=\stackrel{˘}{g}(\tau ^{}\tau )\delta _{io}P_i^+,\stackrel{\text{}}{\stackrel{~}{a}_o^+(\tau )\stackrel{~}{a}_i(\tau ^{})}=\stackrel{~}{g}(\tau ^{}\tau )\delta _{io}P_i^{}.`$
Finally, this gives the possibility to express the result in terms of the products of nonperturbed Green functions
$$\stackrel{˘}{g}_{io}(\tau \tau ^{})=\frac{T_\tau a_i(\tau )a_o^+(\tau ^{})_0}{\{a_ia_o^+\}_0}=\mathrm{e}^{\epsilon (\tau ^{}\tau )}\delta _{oi}\{\begin{array}{cc}\hfill (1+\mathrm{e}^{\beta \epsilon })^1& ,\tau >\tau ^{},\hfill \\ \hfill (1+\mathrm{e}^{\beta \epsilon })^1& ,\tau ^{}>\tau ,\hfill \end{array}$$
(3.2)
$$\stackrel{~}{g}_{io}(\tau \tau ^{})=\frac{T_\tau \stackrel{~}{a}_i(\tau )\stackrel{~}{a}_o^+(\tau ^{})_0}{\{\stackrel{~}{a}_i\stackrel{~}{a}_o^+\}_0}=\mathrm{e}^{\stackrel{~}{\epsilon }(\tau ^{}\tau )}\delta _{oi}\{\begin{array}{cc}\hfill (1+\mathrm{e}^{\beta \stackrel{~}{\epsilon }})^1& ,\tau >\tau ^{},\hfill \\ \hfill (1+\mathrm{e}^{\beta \stackrel{~}{\epsilon }})^1& ,\tau ^{}>\tau ,\hfill \end{array}$$
$$\stackrel{~}{g}_{io}(\tau \tau ^{})=\stackrel{~}{g}(\tau \tau ^{})\delta _{io},\stackrel{˘}{g}_{io}(\tau \tau ^{})=\stackrel{˘}{g}(\tau \tau ^{})\delta _{io},$$
and averages of a certain number of the projection operators
$$P_i^+=\frac{1}{2}+S_i^z,P_i^{}=\frac{1}{2}S_i^z.$$
(3.3)
Let us demonstrate this procedure for one of the terms which appear in the fourth order of the perturbation theory for $`S_l^z`$:
$`{\displaystyle \underset{0}{\overset{\beta }{}}}d\tau _1{\displaystyle \underset{0}{\overset{\beta }{}}}d\tau _2{\displaystyle \underset{0}{\overset{\beta }{}}}d\tau _3{\displaystyle \underset{0}{\overset{\beta }{}}}d\tau _4{\displaystyle \underset{iji_1j_1}{}}{\displaystyle \underset{i_2j_2i_3j_3}{}}t_{ij}t_{i_1j_1}t_{i_2j_2}t_{i_3j_3}`$
$`\times T_\tau S_l^za_i^+(\tau _1)a_j(\tau _1)\stackrel{~}{a}_{i_1}^+(\tau _2)a_{j_1}(\tau _2)a_{i_2}^+(\tau _3)\stackrel{~}{a}_{j_2}(\tau _3)a_{i_3}^+(\tau _4)a_{j_3}(\tau _4)_0.`$
The stepwise pairing of a certain operator with the other ones gives the possibility to reduce expression $`(\text{3})`$ to the sum of the averages of a smaller number of operators
$`T_\tau S_l^za_i^+(\tau _1)a_j(\tau _1)\stackrel{~}{a}_{i_1}^+(\tau _2)a_{j_1}(\tau _2)a_{i_2}^+(\tau _3)\stackrel{~}{a}_{j_2}(\tau _3)a_{i_3}^+(\tau _4)a_{j_3}(\tau _4)_0`$
$`=T_\tau S_l^z\stackrel{\text{}}{a_i^+(\tau _1)a_j(\tau _1)\stackrel{~}{a}_{i_1}^+(\tau _2)a_{j_1}(\tau _2)a_{i_2}^+(\tau _3)\stackrel{~}{a}_{j_2}(\tau _3)a_{i_3}^+(\tau _4)a_{j_3}(\tau _4)}_0`$
$`+T_\tau S_l^z\stackrel{\text{}}{a_i^+(\tau _1)a_j(\tau _1)\stackrel{~}{a}_{i_1}^+(\tau _2)a_{j_1}(\tau _2)}a_{i_2}^+(\tau _3)\stackrel{~}{a}_{j_2}(\tau _3)a_{i_3}^+(\tau _4)a_{j_3}(\tau _4)_0`$
$`=\stackrel{˘}{g}_{ij_3}(\tau _1\tau _4)T_\tau S_l^zP_{j_3}^+a_j(\tau _1)\stackrel{~}{a}_{i_1}^+(\tau _2)a_{j_1}(\tau _2)a_{i_2}^+(\tau _3)\stackrel{~}{a}_{j_2}(\tau _3)a_{i_3}^+(\tau _4)_0`$ (3.5)
$`\stackrel{˘}{g}_{ij_1}(\tau _1\tau _2)T_\tau S_l^zP_{j_1}^+a_j(\tau _1)\stackrel{~}{a}_{i_1}^+(\tau _2)a_{i_2}^+(\tau _3)\stackrel{~}{a}_{j_2}(\tau _3)a_{i_3}^+(\tau _4)a_{j_2}(\tau _3)_0.`$
The successive application of the pairing procedure for $`(\text{3})`$ leads, finally, to
$`\stackrel{˘}{g}_{ij_1}(\tau _1\tau _2)\stackrel{~}{g}_{i_1j_2}(\tau _2\tau _3)\stackrel{˘}{g}_{i_3j}(\tau _4\tau _1)\stackrel{˘}{g}_{i_2j_1}(\tau _3\tau _2)T_\tau S_l^zP_j^+P_{j_1}^+P_{j_2}^{}P_{j_3}^+_0`$
$`\stackrel{˘}{g}_{ij_3}(\tau _1\tau _4)\stackrel{~}{g}_{i_1j_2}(\tau _2\tau _3)\stackrel{˘}{g}_{i_2j}(\tau _3\tau _1)\stackrel{˘}{g}_{i_3j_1}(\tau _4\tau _2)T_\tau S_l^zP_j^+P_{j_1}^+P_{j_2}^{}P_{j_3}^+_0`$ (3.6)
$`+\stackrel{˘}{g}_{ij_3}(\tau _1\tau _4)\stackrel{~}{g}_{i_1j_2}(\tau _2\tau _3)\stackrel{˘}{g}_{i_2j_1}(\tau _3\tau _2)\stackrel{˘}{g}_{i_3j}(\tau _4\tau _1)T_\tau S_l^zP_j^+P_{j_1}^+P_{j_2}^{}P_{j_3}^+_0.`$
We introduce the diagrammatic notations
$$\text{}S_l^z;1\text{}1^{}t_{11^{}};$$
$$1\text{}1^{}(\stackrel{˘}{g}_{11^{}}P_1^++\stackrel{~}{g}_{11^{}}P_1^{})$$
and diagrams
$$\text{};2\times \text{}$$
which correspond to expression $`(\text{3})`$.
Expansion of $`(\text{3})`$ in semi-invariants leads to multiplication of diagrams (semi-invariants are represented by ovals surrounding the corresponding vertices with diagonal operators and contain the $`\delta `$-symbol on site indexes). For example,
We shall omit diagrams of types 2, 3, 5, i.e. the types including semi-invariants of a higher than the first order in the loop (this means that chain fragments form single-electron Green functions in the Hubbard-I approximation) and also connection of two loops by more than one semi-invariant (this approximation means that a self-consistent field is taken into account in the zero approximation).
Let us proceed to the momentum-frequency representation in the expressions for the Green functions determined on a finite interval $`0<\tau <\beta `$ when they can be expanded in the Fourier series with discrete frequencies
$$\stackrel{˘}{g}(\tau )=\frac{1}{\beta }\underset{n}{}\mathrm{e}^{\mathrm{i}\omega _n\tau }\stackrel{˘}{g}(\omega _n),\stackrel{~}{g}(\tau )=\frac{1}{\beta }\underset{n}{}\mathrm{e}^{\mathrm{i}\omega _n\tau }\stackrel{~}{g}(\omega _n),$$
(3.7)
$$\stackrel{˘}{g}(\omega _n)=\frac{1}{\mathrm{i}\omega _n\epsilon },\stackrel{~}{g}(\omega _n)=\frac{1}{\mathrm{i}\omega _n\stackrel{~}{\epsilon }},\omega _n=\frac{2n+1}{\beta }\pi .$$
The characteristic feature of the already presented diagrams and the diagrams corresponding to other orders of the perturbation theory is the presence of chain fragments. The simplest series of chain diagrams is
$$\text{}\mathrm{},$$
(3.8)
where
$$\text{}=g(\omega _n)=\frac{P^+}{\mathrm{i}\omega _n\epsilon }+\frac{P^{}}{\mathrm{i}\omega _n\stackrel{~}{\epsilon }}$$
(3.9)
and corresponds to the Hubbard-I approximation for a single-electron Green function. The expression
$$\text{}=G_𝒌(\omega _n)=\frac{1}{g^1(\omega _n)t_𝒌}$$
(3.10)
in the momentum-frequency representation corresponds to the sum of graphs $`(\text{3.8})`$. The poles of function $`G_𝒌(\omega _n)`$ determine the spectrum of the single-electron excitations
$$\epsilon _{\mathrm{I},\mathrm{II}}(t_𝒌)=\frac{1}{2}(2E_0+t_𝒌)\pm \frac{1}{2}\sqrt{g^2+4t_𝒌S^zg+t_𝒌^2}.$$
(3.11)
Behaviour of the electron bands as a function of the coupling constant is presented in figure 1. One can see that there always exists a gap in the spectrum. The widths of subbands depends on the mean value of the pseudospin and in the case of strong coupling ($`gW`$) the subbands’ halfwidth is equal to $`W\left(\frac{1}{2}\pm S^z\right)`$ ($`W`$ is the halfwidth of the initial electron band).
Let us now return to the problem of summation of the diagram series for the mean value $`S_l^z`$ taking into account the above mentioned arguments. The diagram series has the form
$$S_l^z=\text{}$$
(3.12)
The analytical expressions for the loop has the following form
$`=`$ $`{\displaystyle \frac{2}{N}}{\displaystyle \underset{n,𝒌}{}}{\displaystyle \frac{t_𝒌^2}{g^1(\omega _n)t_𝒌}}\left({\displaystyle \frac{P_i^+}{\mathrm{i}\omega _n\epsilon }}+{\displaystyle \frac{P_i^{}}{\mathrm{i}\omega _n\stackrel{~}{\epsilon }}}\right)`$ (3.13)
$`=`$ $`\beta (\alpha _1P_i^++\alpha _2P_i^{}),`$
where we used the notations
$$\alpha _1=\frac{2}{N\beta }\underset{n,𝒌}{}\frac{t_𝒌^2}{(g^1(\omega _n)t_𝒌)}\frac{1}{(\mathrm{i}\omega _n\epsilon )},\alpha _2=\frac{2}{N\beta }\underset{n,𝒌}{}\frac{t_𝒌^2}{(g^1(\omega _n)t_𝒌)}\frac{1}{(\mathrm{i}\omega _n\stackrel{~}{\epsilon })}.$$
Using decomposition into simple fractions and summation over frequency we obtain
$$\alpha _1=\frac{2}{N}\underset{𝒌}{}t_𝒌\left[A_1n(\epsilon _\mathrm{I}(t_𝒌))+B_1n(\epsilon _{\mathrm{II}}(t_𝒌))\right],\alpha _2=\frac{2}{N}\underset{𝒌}{}t_𝒌\left[A_2n(\epsilon _\mathrm{I}(t_𝒌))+B_2n(\epsilon _{\mathrm{II}}(t_𝒌))\right],$$
where
$$A_1=\frac{\epsilon _\mathrm{I}(t_𝒌)\stackrel{~}{\epsilon }}{\epsilon _\mathrm{I}(t_𝒌)\epsilon _{\mathrm{II}}(t_𝒌)},B_1=\frac{\epsilon _{\mathrm{II}}(t_𝒌)\stackrel{~}{\epsilon }}{\epsilon _{\mathrm{II}}(t_𝒌)\epsilon _\mathrm{I}(t_𝒌)},$$
$$A_2=\frac{\epsilon _\mathrm{I}(t_𝒌)\epsilon }{\epsilon _\mathrm{I}(t_𝒌)\epsilon _{\mathrm{II}}(t_𝒌)},B_2=\frac{\epsilon _{\mathrm{II}}(t_𝒌)\epsilon }{\epsilon _{\mathrm{II}}(t_𝒌)\epsilon _\mathrm{I}(t_𝒌)},$$
and $`n(\epsilon )=\frac{1}{1+\mathrm{e}^{\beta \epsilon }}`$ is a Fermi distribution.
The equation for $`S_l^z`$ can be presented in the form
$`S_l^z`$ $`=`$ $`S_l^z_0S_l^z\beta (\alpha _1P_l^++\alpha _2P_l^{})_0^\mathrm{c}`$ (3.14)
$`+{\displaystyle \frac{1}{2!}}S_l^z\beta ^2(\alpha _1P_l^++\alpha _2P_l^{})^2_0^\mathrm{c}\mathrm{}=S_l^z\mathrm{e}^{\beta (\alpha _1P_l^++\alpha _2P_l^{})}_0^\mathrm{c}.`$
Let us introduce
$$H_{\mathrm{MF}}=\underset{i}{}H_i^{\mathrm{MF}},$$
where
$$H_i^{\mathrm{MF}}=H_{i\mathrm{\hspace{0.17em}0}}+\alpha _1P_i^++\alpha _2P_i^{}.$$
Then, the analytical equation for $`S_l^z`$ can be expressed in the form
$`S_l^z=S_l^z_{\mathrm{MF}}`$ $`=`$ $`{\displaystyle \frac{\mathrm{Sp}(S_l^z\mathrm{e}^{\beta H_{\mathrm{MF}}})}{\mathrm{Sp}(\mathrm{e}^{\beta H_{\mathrm{MF}}})}}`$ (3.15)
$`=`$ $`{\displaystyle \frac{1}{2}}\mathrm{tanh}\left\{{\displaystyle \frac{\beta }{2}}(h+\alpha _2\alpha _1)+\mathrm{ln}{\displaystyle \frac{1+\mathrm{e}^{\beta \epsilon }}{1+\mathrm{e}^{\beta \stackrel{~}{\epsilon }}}}\right\}.`$
The difference $`\alpha _2\alpha _1`$ corresponds to an internal effective self-consistent field acting on the pseudospin
$$\alpha _2\alpha _1=\frac{2}{N}\underset{𝒌}{}t_𝒌\frac{\epsilon \stackrel{~}{\epsilon }}{\epsilon _\mathrm{I}(t_𝒌)\epsilon _{\mathrm{II}}(t_𝒌)}\left[n(\epsilon _{\mathrm{II}}(t_𝒌))n(\epsilon _\mathrm{I}(t_𝒌))\right].$$
(3.16)
## 4 The mean value of the particle number
The diagram series for the mean value $`n_i`$ (using the perturbation theory, the Wick theorem and expansion in semi-invariants) can be presented in the form
$$n_i=\text{}$$
(4.1)
where
$$\text{}=\frac{P^\alpha }{\mathrm{i}\omega _n\epsilon ^\alpha },\text{}=\frac{1}{\mathrm{i}\omega _n\epsilon ^\alpha },\text{}=\widehat{n}_i,$$
$$P^\alpha =(P^+;P^{}),\epsilon _\alpha =(\epsilon ;\stackrel{~}{\epsilon })$$
and the last term appears due to the pairing of the electron creation (annihilation) operators with the operator of the particle number.
An analytical expression for $`(\text{4.1})`$ can be obtained starting from formulae $`(\text{3.9})`$, $`(\text{3.10})`$:
$$n_i=n_i_{\mathrm{MF}}+\frac{2}{N\beta }\underset{n,𝒌,\alpha }{}\frac{t_𝒌^2}{(g^1(\omega _n)t_𝒌)}\frac{P^\alpha }{(\mathrm{i}\omega _n\epsilon ^\alpha )^2}.$$
(4.2)
Using decomposition into simple fractions and summation over frequency we can present the mean value $`n_i`$ in the form:
$$n_i=\frac{2}{N}\underset{𝒌}{}\left[n(\epsilon _\mathrm{I}(t_𝒌))+n(\epsilon _{\mathrm{II}}(t_𝒌))\right]2P^+n(\stackrel{~}{\epsilon })2P^{}n(\epsilon ).$$
(4.3)
## 5 Thermodynamic potential
In order to calculate the thermodynamic potential let us introduce parameter $`\lambda [0,1]`$ in the initial Hamiltonian
$$H_\lambda =H_0+\lambda H_{\mathrm{int}},$$
(5.1)
such that $`HH_0`$ for $`\lambda =0`$ and $`HH_0+H_{\mathrm{int}}`$ for $`\lambda =1`$.
Hence,
$$Z_\lambda =\mathrm{Sp}(\mathrm{e}^{\beta H_\lambda })=\mathrm{Sp}(\mathrm{e}^{\beta H_0}\widehat{\sigma }_\lambda (\beta ))=Z_0\widehat{\sigma }_\lambda (\beta )_0,$$
where
$$\widehat{\sigma }_\lambda (\beta )=T_\tau \mathrm{exp}\left\{\lambda \underset{0}{\overset{\beta }{}}H_{\mathrm{int}}(\tau )d\tau \right\},$$
and
$$\mathrm{\Omega }_\lambda =\frac{1}{\beta }\mathrm{ln}Z_0\frac{1}{\beta }\mathrm{ln}\widehat{\sigma }_\lambda (\beta )_0,$$
(5.2)
$$\mathrm{\Delta }\mathrm{\Omega }_\lambda =\mathrm{\Omega }_\lambda \mathrm{\Omega }_0=\frac{1}{\beta }\mathrm{ln}\widehat{\sigma }_\lambda (\beta )_0.$$
Here $`\mathrm{\Omega }_0`$ is a thermodynamic potential calculated with the single-site (diagonal) part of the initial Hamiltonian.
Therefore,
$$\mathrm{\Delta }\mathrm{\Omega }=\underset{0}{\overset{1}{}}d\lambda (\frac{\mathrm{d}\mathrm{\Omega }_\lambda }{\mathrm{d}\lambda }).$$
(5.3)
For value $`\mathrm{d}\mathrm{\Omega }_\lambda /\mathrm{d}\lambda `$, we can immediately write the diagram series in the next form:
$$\beta \frac{\mathrm{d}\mathrm{\Omega }_\lambda }{\mathrm{d}\lambda }=\text{}$$
(5.4)
where , and also
Expression $`(\text{5.3})`$ can be presented in the form (using the diagram series $`(\text{5.4})`$):
$`\mathrm{\Delta }\mathrm{\Omega }`$ $`=`$ $`{\displaystyle \frac{2}{N\beta }}{\displaystyle \underset{n,𝒌}{}}{\displaystyle \underset{0}{\overset{1}{}}}\lambda t_𝒌^2g_\lambda ^2(\omega _n){\displaystyle \frac{1}{1\lambda t_𝒌g_\lambda (\omega _n)}}d\lambda `$ (5.5)
$`=`$ $`{\displaystyle \frac{2}{N\beta }}{\displaystyle \underset{n,𝒌}{}}\mathrm{ln}(1t_𝒌g(\omega _n)){\displaystyle \frac{2}{N\beta }}{\displaystyle \underset{n,𝒌}{}}{\displaystyle \underset{0}{\overset{1}{}}}{\displaystyle \frac{\lambda t_𝒌\frac{\mathrm{d}g_\lambda (\omega _n)}{\mathrm{d}\lambda }}{1\lambda t_𝒌g_\lambda (\omega _n)}}d\lambda .`$
The first term in expression $`(\text{5.5})`$ may be written in a diagram form as
(5.6)
Series $`(\text{5.6})`$ describes an electron gas whose energy spectrum is defined by the total pseudospin field. This series is in conformity with the so-called one-loop approximation.
The second term in expression $`(\text{5.5})`$ can be integrated to the following diagram series
(5.7)
and appears due to the presence of a pseudospin subsystem.
Finally, the diagram series for $`\beta \mathrm{\Delta }\mathrm{\Omega }`$ can be written as a sum of expressions $`(\text{5.6})`$ and $`(\text{5.7})`$, and the corresponding analytical expression is the following:
$`\mathrm{\Delta }\mathrm{\Omega }`$ $`=`$ $`{\displaystyle \frac{2}{N\beta }}{\displaystyle \underset{𝒌}{}}\mathrm{ln}{\displaystyle \frac{(\mathrm{cosh}\frac{\beta }{2}\epsilon _\mathrm{I}(t_𝒌))(\mathrm{cosh}\frac{\beta }{2}\epsilon _{\mathrm{II}}(t_𝒌))}{(\mathrm{cosh}\frac{\beta }{2}\epsilon )(\mathrm{cosh}\frac{\beta }{2}\stackrel{~}{\epsilon })}}`$ (5.8)
$`{\displaystyle \frac{1}{\beta }}\mathrm{ln}\mathrm{cosh}\left\{{\displaystyle \frac{\beta }{2}}(h+\alpha _2\alpha _1)+\mathrm{ln}{\displaystyle \frac{1+\mathrm{e}^{\beta \epsilon }}{1+\mathrm{e}^{\beta \stackrel{~}{\epsilon }}}}\right\}`$
$`+{\displaystyle \frac{1}{\beta }}\mathrm{ln}\mathrm{cosh}\left\{{\displaystyle \frac{\beta }{2}}h+\mathrm{ln}{\displaystyle \frac{1+\mathrm{e}^{\beta \epsilon }}{1+\mathrm{e}^{\beta \stackrel{~}{\epsilon }}}}\right\}+S^z(\alpha _2\alpha _1).`$
Here, decomposition in simple fractions and summation over frequency were done.
Then, since the thermodynamic potential is a function of the argument $`S^z`$, let us check the consistency of approximations made for $`S^z`$, $`n`$ and thermodynamic potential $`\mathrm{\Omega }`$. For this purpose let us derive the mean values $`S^z`$ and $`n`$ from the expression for the grand thermodynamic potential
$$\frac{\mathrm{d}\mathrm{\Omega }}{\mathrm{d}(\mu )}=\frac{2}{N}\underset{𝒌}{}\left[n(\epsilon _\mathrm{I}(t_𝒌))+n(\epsilon _{\mathrm{II}}(t_𝒌))\right]2P^+n(\stackrel{~}{\epsilon })2P^{}n(\epsilon ),$$
$$\frac{\mathrm{d}\mathrm{\Omega }}{\mathrm{d}(h)}=\frac{1}{2}\mathrm{tanh}\left\{\frac{\beta }{2}(h+\alpha _2\alpha _1)+\mathrm{ln}\frac{1+\mathrm{e}^{\beta \epsilon }}{1+\mathrm{e}^{\beta \stackrel{~}{\epsilon }}}\right\}.$$
We thus obtain
$$\frac{\mathrm{d}\mathrm{\Omega }}{\mathrm{d}(\mu )}=n,\frac{\mathrm{d}\mathrm{\Omega }}{\mathrm{d}(h)}=S^z.$$
Therefore, the calculation of the mean values of the pseudospin and particle number operators as well as the thermodynamic potential is performed in the same approximation which corresponds to the mean field one.
## 6 Pseudospin, electron and mixed correlators
In this section our aim is to calculate the correlators
$`K_{lm}^{ss}(\tau \tau ^{})`$ $`=`$ $`T\stackrel{~}{S}_l^z(\tau )\stackrel{~}{S}_m^z(\tau ^{})^\mathrm{c},`$
$`K_{lm}^{sn}(\tau \tau ^{})`$ $`=`$ $`T\stackrel{~}{S}_l^z(\tau )\stackrel{~}{n}_m(\tau ^{})^\mathrm{c},`$
$`K_{lm}^{nn}(\tau \tau ^{})`$ $`=`$ $`T\stackrel{~}{n}_l(\tau )\stackrel{~}{n}_m(\tau ^{})^\mathrm{c},`$
constructed of the operators given in the Heisenberg representation with an imaginary time argument.
Let us present a diagram series for the correlation function (in the momentum-frequency representation) within a self-consistent scheme in the framework of the generalized random phase approximation (GRPA) (which was applied in where the magnetic susceptibility of the ordinary Hubbard model and $`tJ`$ model was considered). In our case (the absence of the Hubbard correlation) this approximation is reduced, because the so-called ladder diagrams with antiparallel lines disappear.
We would like to remind that we have omitted diagrams including semi-invariants of a higher than the first order in the loop and also connection of two loops by more than one semi-invariant.
$$S^zS^z_𝒒=\text{}$$
(6.1)
where we define
$$\text{}=\mathrm{\Gamma }^\alpha (𝒌,\omega _n);$$
$$P^\alpha =(P^+,P^{});\alpha =(0,1);\epsilon ^\alpha =(\epsilon ,\stackrel{~}{\epsilon });\text{}$$
Here, the first term in equation $`(\text{6.1})`$ takes into account a direct influence of the internal effective self-consistent field on pseudospins and is given by
(6.2)
Series $`(\text{6.2})`$ means a second-order semi-invariant renormalized due to the “single-tail” parts, and is thus calculated by $`H_{\mathrm{MF}}`$.
The second term in equation $`(\text{6.1})`$ describes an interaction between pseudospins which is mediated by electrons (the energy of the electron spectrum is defined by the total pseudospin field).
We introduce the shortened notations
$$\mathrm{\Pi }_𝒒^{\alpha ,\beta }=\text{}$$
(6.3)
Solution of equation $`(\text{6.1})`$ can be written in the analytical form
$$S^zS^z_𝒒=\frac{1/4S^z^2}{1+\underset{\alpha ,\beta }{}(1)^{\alpha +\beta }\mathrm{\Pi }_𝒒^{\alpha ,\beta }(\frac{1}{4}S^z^2)},$$
(6.4)
where
$$\mathrm{\Pi }_𝒒^{\alpha ,\beta }=\frac{2}{N}\underset{n,𝒌}{}t_𝒌t_{𝒌+𝒒}\mathrm{\Gamma }^\alpha (𝒌,\omega _n)\mathrm{\Gamma }^\beta (𝒌+𝒒,\omega _n),$$
(6.5)
$$\mathrm{\Gamma }^\alpha (𝒌,\omega _n)=\frac{1}{(\mathrm{i}\omega _n\epsilon ^\alpha )}\frac{1}{(1t_𝒌g(\omega _n))}.$$
(6.6)
Decomposition of function $`\mathrm{\Gamma }^\alpha (𝒌,\omega _n)`$ into simple fractions and the subsequent evaluation of the sum over frequency leads to the next expression:
$`{\displaystyle \underset{\alpha ,\beta }{}}(1)^{\alpha +\beta }\mathrm{\Pi }_𝒒^{\alpha ,\beta }`$ $`=`$ $`{\displaystyle \frac{2\beta }{N}}{\displaystyle \underset{𝒌}{}}{\displaystyle \frac{t_𝒌t_{𝒌+𝒒}(\epsilon \stackrel{~}{\epsilon })^2}{[\epsilon _\mathrm{I}(t_𝒌)\epsilon _{\mathrm{II}}(t_𝒌)][\epsilon _\mathrm{I}(t_{𝒌+𝒒})\epsilon _{\mathrm{II}}(t_{𝒌+𝒒})]}}`$ (6.7)
$`\times \{{\displaystyle \frac{n[\epsilon _\mathrm{I}(t_𝒌)]n[\epsilon _\mathrm{I}(t_{𝒌+𝒒})]}{\epsilon _\mathrm{I}(t_𝒌)\epsilon _\mathrm{I}(t_{𝒌+𝒒})}}+{\displaystyle \frac{n[\epsilon _{\mathrm{II}}(t_𝒌)]n[\epsilon _{\mathrm{II}}(t_{𝒌+𝒒})]}{\epsilon _{\mathrm{II}}(t_𝒌)\epsilon _{\mathrm{II}}(t_{𝒌+𝒒})}}`$
$`{\displaystyle \frac{n[\epsilon _\mathrm{I}(t_𝒌)]n[\epsilon _{\mathrm{II}}(t_{𝒌+𝒒})]}{\epsilon _\mathrm{I}(t_𝒌)\epsilon _{\mathrm{II}}(t_{𝒌+𝒒})}}{\displaystyle \frac{n[\epsilon _{\mathrm{II}}(t_𝒌)]n[\epsilon _\mathrm{I}(t_{𝒌+𝒒})]}{\epsilon _{\mathrm{II}}(t_𝒌)\epsilon _\mathrm{I}(t_{𝒌+𝒒})}}\}.`$
After substitution (6.7) in equation (6.4) we finally obtain an expression for$`S^zS^z_𝒒`$.
This formula for the uniform case $`(𝒒=0)`$ can be rewritten as
$`S^zS^z_{𝒒=0}`$ $`=(1/4S^z^2)`$
$`\times \{1({\displaystyle \frac{4\beta }{N}}{\displaystyle \underset{𝒌}{}}t_𝒌^2{\displaystyle \frac{(\epsilon \stackrel{~}{\epsilon })^2}{[\epsilon _\mathrm{I}(t_𝒌)\epsilon _{\mathrm{II}}(t_𝒌)]^3}}\{n[\epsilon _\mathrm{I}(t_𝒌)]n[\epsilon _{\mathrm{II}}(t_𝒌)]\}`$
$`+{\displaystyle \frac{\beta ^2}{2N}}{\displaystyle \underset{𝒌}{}}{\displaystyle \frac{t_𝒌^2(\epsilon \stackrel{~}{\epsilon })^2}{[\epsilon _\mathrm{I}(t_𝒌)\epsilon _{\mathrm{II}}(t_𝒌)]^2}}\{{\displaystyle \frac{1}{\mathrm{cosh}^2\frac{\beta \epsilon _\mathrm{I}(t_𝒌)}{2}}}+{\displaystyle \frac{1}{\mathrm{cosh}^2\frac{\beta \epsilon _{\mathrm{II}}(t_𝒌)}{2}}}\})({\displaystyle \frac{1}{4}}S^z^2)\}^1.`$
Expression $`(\text{6})`$ can be obtained from the derivative $`\mathrm{d}S^z/\mathrm{d}(\beta h)`$. This means that the mean values of the pseudospin and pseudospin correlators are derived in the same approximation.
For a mixed correlator the diagram series has the form
$$S^zn_𝒒=\text{}$$
(6.9)
where
$$I=\text{}$$
(6.10)
$$II=\text{}$$
(6.11)
$$\text{}=P^\alpha \mathrm{\Gamma }^\alpha (𝒌,\omega _n).$$
Solution of equation $`(\text{6.10})`$ can be written in the analytical form
$$I=2(n(\epsilon )n(\stackrel{~}{\epsilon }))S^zS^z_𝒒.$$
(6.12)
Here we start from formula $`(\text{6.4})`$ and from the next relation:
$$\frac{S^zn_{\mathrm{MF}}S^zn}{\frac{1}{4}S^z^2}=2(n(\epsilon )n(\stackrel{~}{\epsilon })).$$
(6.13)
The second term in diagram series $`(\text{6.9})`$ can be presented as
$`II`$ $`=`$ $`{\displaystyle \frac{2}{N}}S^zS^z_𝒒{\displaystyle \underset{𝒌}{}}{\displaystyle \frac{t_𝒌(\epsilon \stackrel{~}{\epsilon })}{\epsilon _\mathrm{I}(t_𝒌)\epsilon _{\mathrm{II}}(t_𝒌)}}`$ (6.14)
$`\times [{\displaystyle \frac{n[\epsilon _\mathrm{I}(t_𝒌)]n[\epsilon _\mathrm{I}(t_{𝒌+𝒒})]}{\epsilon _\mathrm{I}(t_𝒌)\epsilon _\mathrm{I}(t_{𝒌+𝒒})}}+{\displaystyle \frac{n[\epsilon _\mathrm{I}(t_𝒌)]n[\epsilon _{\mathrm{II}}(t_{𝒌+𝒒})]}{\epsilon _\mathrm{I}(t_𝒌)\epsilon _{\mathrm{II}}(t_{𝒌+𝒒})}}`$
$`{\displaystyle \frac{n[\epsilon _{\mathrm{II}}(t_𝒌)]n[\epsilon _\mathrm{I}(t_{𝒌+𝒒})]}{\epsilon _{\mathrm{II}}(t_𝒌)\epsilon _\mathrm{I}(t_{𝒌+𝒒})}}{\displaystyle \frac{n[\epsilon _{\mathrm{II}}(t_𝒌)]n[\epsilon _{\mathrm{II}}(t_{𝒌+𝒒})]}{\epsilon _{\mathrm{II}}(t_𝒌)\epsilon _{\mathrm{II}}(t_{𝒌+𝒒})}}].`$
Let us introduce the shortened notations for expression $`(\text{6.14})`$
$$II=S^zS^z_𝒒[]_𝒒.$$
(6.15)
In this way we obtain
$$S^zn_𝒒=2\left[n(\epsilon )n(\stackrel{~}{\epsilon })\right]S^zS^z_𝒒+S^zS^z_𝒒[]_𝒒.$$
(6.16)
From our diagram series we can see: correlators containing the pseudospin variable $`S^z`$ are different from zero only in a static case. This is due to the fact that operator $`S^z`$ commutes with the Hamiltonian, being an integral of motion.
For an electron correlator our diagram series has the form:
$$nn_{𝒒,\omega }=\text{}$$
(6.17)
and only the last term is not equal to zero for non-zero frequencies. Let us consider series $`(\text{6.17})`$ term by term.
The first term in series $`(\text{6.17})`$ may be written as
$$I=\text{}$$
(6.18)
After simple transformation we can obtain the next relation:
$$nn_{\mathrm{MF}}n^2\frac{1}{2}\left(\frac{P^+}{\mathrm{cosh}^2\frac{\beta \epsilon }{2}}+\frac{P^{}}{\mathrm{cosh}^2\frac{\beta \stackrel{~}{\epsilon }}{2}}\right)=\frac{(nS^z_{\mathrm{MF}}nS^z)^2}{P^+P^{}}.$$
(6.19)
This relation makes it possible to write immediately a simple analytical expression for series $`(\text{6.18})`$
$$I=\left\{[2(n(\epsilon )n(\stackrel{~}{\epsilon }))]^2S^zS^z_𝒒+\frac{1}{2}\left(\frac{P^+}{\mathrm{cosh}^2\frac{\beta \epsilon }{2}}+\frac{P^{}}{\mathrm{cosh}^2\frac{\beta \stackrel{~}{\epsilon }}{2}}\right)\right\}\delta (\omega ).$$
(6.20)
Analytical expressions for the $`II`$-term can be obtained starting from formulae $`(\text{6.11})`$$`(\text{6.15})`$
$$II=\left\{2[n(\epsilon )n(\stackrel{~}{\epsilon })]S^zS^z_𝒒[]_𝒒\right\}\delta (\omega ).$$
(6.21)
Using expression $`(\text{6.16})`$ we can unite $`(\text{6.21})`$ and $`(\text{6.20})`$
$$I+II=\left\{2(n(\epsilon )n(\stackrel{~}{\epsilon }))S^zn_𝒒+\frac{1}{2}\left(\frac{P^+}{\mathrm{cosh}^2\frac{\beta \epsilon }{2}}+\frac{P^{}}{\mathrm{cosh}^2\frac{\beta \stackrel{~}{\epsilon }}{2}}\right)\right\}\delta (\omega ).$$
(6.22)
The diagram series for the fourth term in $`(\text{6.17})`$ has the form
and can be written as
$$IV=\text{}=[]_𝒒S^zS^z_𝒒[]_𝒒\delta (\omega ).$$
(6.23)
Using formula $`(\text{6.16})`$ once more we unite the $`III`$-term and the $`IV`$-term
$$III+IV=nS^z_𝒒[]_𝒒\delta (\omega ).$$
(6.24)
The last term can be presented in the form
(6.25)
Let us write down the final formula for an electron correlator for the uniform ($`𝒒=0`$) and static ($`\omega =0`$) case
$`nn`$ $`=`$ $`2(n(\epsilon )n(\stackrel{~}{\epsilon }))S^zn_{𝒒=0}+{\displaystyle \frac{1}{2}}\left({\displaystyle \frac{P^+}{\mathrm{cosh}^2\frac{\beta \epsilon }{2}}}+{\displaystyle \frac{P^{}}{\mathrm{cosh}^2\frac{\beta \stackrel{~}{\epsilon }}{2}}}\right)`$
$`+{\displaystyle \frac{\beta }{2N}}{\displaystyle \underset{𝒌}{}}{\displaystyle \frac{t_𝒌(\epsilon \stackrel{~}{\epsilon })}{\epsilon _\mathrm{I}(t_𝒌)\epsilon _{\mathrm{II}}(t_𝒌)}}\left\{{\displaystyle \frac{1}{\mathrm{cosh}^2\frac{\beta \epsilon _{\mathrm{II}}(t_𝒌)}{2}}}{\displaystyle \frac{1}{\mathrm{cosh}^2\frac{\beta \epsilon _\mathrm{I}(t_𝒌)}{2}}}\right\}S^zn_{𝒒=0}`$
$`+{\displaystyle \frac{1}{2N}}{\displaystyle \underset{𝒌}{}}\left\{{\displaystyle \frac{1}{\mathrm{cosh}^2\frac{\beta \epsilon _{\mathrm{II}}(t_𝒌)}{2}}}+{\displaystyle \frac{1}{\mathrm{cosh}^2\frac{\beta \epsilon _\mathrm{I}(t_𝒌)}{2}}}\right\}{\displaystyle \frac{1}{2}}\left\{{\displaystyle \frac{1}{\mathrm{cosh}^2\frac{\beta \epsilon }{2}}}+{\displaystyle \frac{1}{\mathrm{cosh}^2\frac{\beta \stackrel{~}{\epsilon }}{2}}}\right\}.`$
The same result can be obtained from the derivative $`\mathrm{d}n/(\mathrm{d}\beta \mu ).`$ Thus, all our quantities: the mean values of the pseudospin and particle number operators, the thermodynamic potential as well as correlation functions are derived within the framework of one approximation which corresponds to the mean field approximation.
## 7 Numerical research in the $`𝝁=`$const regime
In the investigation of equilibrium conditions we shall separate two regimes: $`\mu `$=const and $`n`$=const. For the first regime the equilibrium is defined by the minimum of the thermodynamic potential: $`\left(\frac{\mathrm{\Omega }}{S^z}\right)_{T,\mu ,h}=0`$.
The $`\mu `$=const regime corresponds to the case when charge redistribution between the conducting sheets CuO<sub>2</sub> and other structural elements (charge reservoir, e.g., nonstoichiometric in oxygen CuO chains in YBaCuO-type structures) is allowed.
The dependencies of the order parameter $`S^z`$ on field $`h`$ and temperature $`T`$ at the constant value of the chemical potential are determined by equation (3.15). All the integrals in (3.15) can be calculated analytically at zero temperature (below, all the calculations will be performed for the rectangular density of states, but we would like to note that the similar behaviour can be obtained in the case of the semi-elliptic density of states).
We shall present all our results for the case of zero temperature as well as for the case of non-zero temperature.
The phase diagrams $`\mu `$-$`h`$ which indicate stability regions for states with $`S^z=\pm \frac{1}{2}`$ are shown in figure 2 for $`gW`$.
One can see two regions of the $`\mu `$ and $`h`$ values where the states with $`S^z=\frac{1}{2}`$ and $`S^z=\frac{1}{2}`$ are both stable. In the vicinity of these regions the phase transitions of the first order with the change of the longitudinal field $`h`$ and/or chemical potential $`\mu `$ take place and they are shown by thick lines on phase diagrams in figure 2.
The field dependencies of $`S^z`$ and $`\mathrm{\Omega }`$ near the phase transition point are presented in figures 3, 4. Their behaviour in the cases of $`T=0`$ and $`T0`$ with the change of the chemical potential is similar: S-like for the mean value of the pseudospin and a fish tail form for the thermodynamic potential.
In the $`\mu `$=const regime, the chemical potential can appear in the electron bands or out of them with the change of field $`h`$ (dashed line in figure 5), and in the vicinity of the phase transition point this results in a rapid change of electron concentration (dotted lines in figure 6) due to a charge transfer from/to the reservoir (CuO planes). The widths of the electron subbands depend on the mean value of the pseudospin which results in the presented above behaviours.
The phase transition point is presented by a crossing point on the dependence $`\mathrm{\Omega }(h)`$ (figure 4). At the same time this value is determined according to the Maxwell rule from the plot of function $`S^z(h)`$.
With the temperature increase the region of phase coexistence narrows, and the corresponding phase diagram $`T_c`$-$`h`$ is shown in figure 7a. The tilt of the coexistence curve testifies to the possibility of the first order phase transition at a change of temperature with a jump of the pseudospin mean value. (The phase diagram $`T_c`$-$`\mu `$ has a similar form). The existence of the shifted and tilted coexistence curve as the result of the local pseudospin-electron interaction was obtained for the first time in for a pseudospin-electron model with a direct interaction between pseudospins.
The analysis of the thermodynamic potential behaviour with the temperature increase (figure 7b) shows that the lowest value of $`\mathrm{\Omega }(T)`$ corresponds to the jump of the mean value of the pseudospin (dotted lines in figure 8) from the branch which corresponds to the low temperature phase to that of the hight temperature phase. The analysis of the $`S^zS^z`$ behaviour with the temperature decrease shows that the high temperature phase is stable up to zero temperature. This means that the vertical line on the $`T_\mathrm{c}`$-$`h`$ phase diagram only once crosses the boundary of the phase stability.
In figures the case when the chemical potential is placed in the lower subband is presented. There is no specific behaviour when the chemical potential is placed out of the bands. And if the chemical potential is placed in the upper subband our results transform according to the internal symmetry of the Hamiltonian:
$$\mu \mu ,h2gh,n2n,S^zS^z.$$
(7.1)
## 8 Numerical research in the $`𝒏=`$const regime
In the regime of a fixed value of electron concentration the first order phase transition with a jump of the pseudospin mean value accompanied by a change of electron concentration transforms into a phase separation.
The dependence of the mean value of the particle number (or electron concentration) on the chemical potential is one of the factors determining thermodynamically stable states of the system. One can see the regions with $`\mathrm{d}\mu /\mathrm{d}n0`$ where states with a homogenous distribution of particles are unstable, which corresponds to the phase separation into the regions with different electron concentrations and pseudospin mean values (figures 9 and 10).
In the $`n`$=const regime the equilibrium condition is determined by the minimum of free energy $`F=\mathrm{\Omega }+\mu N`$. In the phase separated region the free energy as a function of $`n`$ deflects up (figure 10) and concentrations of the separated phases are determined by the tangent line touch points (these points are also the points of binodal lines which are determined according to the Maxwell rule from the function $`\mu (n)`$, see figure 9).
The resulting phase diagram $`T`$-$`n`$ is shown in figure 11.
## 9 Conclusions
Investigation of a pseudospin-electron model in the case of electron correlation absence was performed in the mean field approximation using the Hubbard-I approximation for the calculation of a single-particle Green function. We presented the analytical consideration of our model and all the quantities were obtained within the framework of one self-consistent approximation.
As the result of numerical investigations we have obtained:
1) there is always a gap in the electron spectrum (with a change of the mean value of the pseudospin a reconstruction of the electron spectrum takes place);
2) the possibility of the first order phase transition with a change of the longitudinal field $`h`$ (as a consequence of this the $`S`$-like behaviour of the mean value of the pseudospin with a jump in the phase transition point (which corresponds to the inflected point on the dependence $`\mathrm{\Omega }(h)`$) is obtained and at this point the concentration rapidly redistributes between the conducting sheets CuO<sub>2</sub> and the charge reservoir (CuO planes) in YBaCuO-type structures);
3) the phase coexistence curve is tilted from the vertical line, therefore, there exists a possibility of the first order phase transition with the temperature change;
4) the high temperature phase is stable in the whole region of temperatures (figure 8);
5) in the regime $`n`$=const we have the regions with $`\mathrm{d}\mu /\mathrm{d}n<0`$, which corresponds to phase separation with the appearance of regions with different electron concentrations and different orientations of pseudospins.
Analytical expressions for the mean values, thermodynamic functions and susceptibilities of such a simplified pseudospin-electron model ($`U=0`$, $`\mathrm{\Omega }=0`$) were obtained for the uniform phase, when $`S_i^z=S^z`$, and only the possibilities of phase transitions with uniform changes ($`𝒒=0`$) were analysed numerically. On the other hand, it is known that for certain parameter values the charge ordered phase can exist in a strong coupling limit of the pseudospin-electron model ($`U\mathrm{}`$ which calls for the consideration of the possible superstructure orderings in the opposite limit of $`U=0`$ and will be the subject of our further investigations.
Tabunshchyk K.V. e-mail: tkir@icmp.lviv.ua
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# 1 Introduction
## 1 Introduction
The so–called Factorization Method plays an important role in the search for quantum systems for which the spectrum of the Hamiltonian operators is completely known.<sup>?,?,?</sup> It is closely related with the existence of an intertwining operator,<sup>?,?</sup> with Supersymmetric Quantum Mechanics<sup>?</sup> and Darboux transformations in this last context.<sup>?</sup> Moreover, these techniques have important generalizations to higher dimensional spaces,<sup>?</sup> to higher order factorization operators,<sup>?,?,?,?</sup> and to the class of systems with partial algebraization of the spectrum,<sup>?,?,?</sup> among others. Actually, most exactly solvable potentials can be obtained by making use of an appropriate intertwining operator transformation.
Looking for a factorization of a given Hamiltonian amounts to find a constant $`d`$ and a solution of a Riccati differential equation for the superpotential function. Once a solution has been found, a partner potential is defined such that it has almost the same spectrum as the original one. However, the point is that with a different choice for the solution of the mentioned Riccati equation, a different partner potential is obtained. This fact has been shown to be very useful for the search of isospectral potentials, an idea due to Mielnik<sup>?</sup> and later developed in other articles.<sup>?,?,?,?</sup>
Moreover, the ambiguity in the definition of *a partner* potential of a given one is twofold: firstly, due to the choice of the factorization energy $`d`$, which is not unique in general, and then, it arises the ambiguity in the election of the solution of the corresponding Riccati equation. These two ambiguities are more or less known and are implicitly used or mentioned in many papers. However, we feel that it is worth having a new look at the subject in its own right because its understanding allows to interpret certain facts treated in the literature as consequences of this undetermination. In addition, these ideas have a great influence in the same concept of partnership when applied to the subclass of Shape Invariant partner potentials.
*Shape Invariance* is an important concept in the theory of exactly solvable systems, which was explicitly introduced by Gendenshteïn,<sup>?</sup> although the basic idea was already present, to some extent, in the classic work of Infeld and Hull.<sup>?</sup> That was suggested by some authors several years ago<sup>?,?</sup> and has been shown with some detail recently.<sup>?</sup> The ambiguity in the definition of the partner potential is inherited in the case of Shape Invariance, so one may wonder to what extent it makes sense the relation between a potential and *its* partner characterizing such a kind of problems.
Therefore, two main questions arise. Are there different solutions for the same Riccati equation leading to the same partner?. On the other hand, if the Shape Invariance condition holds for a certain partner, is it also true for any other possible partner?. Our aim is to analyze these questions using, among other things, the machinery for dealing with Riccati equations developed in previous papers.<sup>?,?</sup>
The letter is organized as follows. In the next section we will review briefly the concepts of partner potential, when *one* potential is given, and Shape Invariance. In Section 3 we look at the abovementioned ambiguities. In two recent papers <sup>?,?</sup> two alternative factorizations for different choices of the constant $`d`$ are given. We will analyze this point in Section 4, showing that the ambiguity in the factorization energy, and hence the existence of some factorizations is due, in turn, to certain parameter invariance symmetry of the given potential. Moreover, if the given potential can be considered as being part of a pair of Shape Invariant partner potentials, more factorizations can be found. We develop these ideas with some illustrative examples.
## 2 Factorization method and shape invariance
The simplest way of generating a new exactly solvable Hamiltonian $`\stackrel{~}{H}`$ from a known one $`H`$ is just to consider an invertible bounded operator $`B`$, with bounded inverse, and defining $`\stackrel{~}{H}=BHB^1`$. This new Hamiltonian $`\stackrel{~}{H}`$ has the same spectrum as the starting Hamiltonian $`H`$. As a generalization,<sup>?</sup> we will say that two Hamiltonian operators $`H`$ and $`\stackrel{~}{H}`$ are $`A`$–related when $`AH=\stackrel{~}{H}A`$, where $`A`$ may be singular. In this case, if $`\psi `$ is an eigenvector of $`H`$ corresponding to the eigenvalue $`E`$ and $`A\psi 0`$, then, at least formally, $`A\psi `$ is also an eigenvector of $`\stackrel{~}{H}`$ corresponding to the same eigenvalue $`E`$.
If we assume that the intertwining operator $`A`$ is a first order differential operator,
$$A=\frac{d}{dx}+W(x),\text{and}A^{}=\frac{d}{dx}+W(x),$$
then the relation $`AH=\stackrel{~}{H}A`$, with
$$H=\frac{d^2}{dx^2}+V(x),\stackrel{~}{H}=\frac{d^2}{dx^2}+\stackrel{~}{V}(x),$$
(1)
leads to
$$V=2W^{}+\stackrel{~}{V},W(V\stackrel{~}{V})=W^{\prime \prime }V^{},$$
and taking into account the first equation, the second one becomes $`2WW^{}=W^{\prime \prime }+V^{}`$, which can easily be integrated giving
$`V`$ $`=`$ $`W^2W^{}+d,`$ (2)
$`\stackrel{~}{V}`$ $`=`$ $`W^2+W^{}+d,`$ (3)
where $`d`$ is an integration constant. The important point here is that $`H`$ and $`\stackrel{~}{H}`$, given by (1), can be related by a first order differential operator $`A`$ of the form given above if, and only if, there exists a constant $`d`$ and a function $`W`$ such that the pair of Riccati equations (2) and (3) are satisfied *simultaneously*. Moreover, this means that both Hamiltonians can be factorized as
$$H=A^{}A+d,\stackrel{~}{H}=AA^{}+d.$$
(4)
Adding and subtracting equations (2) and (3) we obtain the equivalent pair which relates $`V`$ and $`\stackrel{~}{V}`$
$`\stackrel{~}{V}d`$ $`=`$ $`(Vd)+2W^2,`$ (5)
$`\stackrel{~}{V}`$ $`=`$ $`V+2W^{}.`$ (6)
The function $`W`$ satisfying these equations is usually called *superpotential*, the constant $`d`$ *factorization energy* or *factorization constant* and $`\stackrel{~}{V}`$ and $`V`$ (resp. $`\stackrel{~}{H}`$ and $`H`$) are said to be *partner* potentials (resp. Hamiltonians).
Gendenshteïn took equations (2) and (3) as a definition of the functions $`V`$, $`\stackrel{~}{V}`$ in terms of the function $`W`$ and some constant $`d`$. After, he supposed that $`W`$ did depend on certain set of parameters $`a`$, $`W=W(x,a)`$, and as a consequence $`V=V(x,a)`$ and $`\stackrel{~}{V}=\stackrel{~}{V}(x,a)`$ as well. Then, the necessary condition for $`\stackrel{~}{V}(x,a)`$ to be of the same form as $`V(x,a)`$, maybe for a different choice of the values of the parameters involved in $`V`$, is known as Shape Invariance. More explicitly, it amounts to assume the further relation between $`V(x,a)`$ and $`\stackrel{~}{V}(x,a)`$
$$\stackrel{~}{V}(x,a)=V(x,f(a))+R(f(a)),$$
(7)
where $`f`$ is an (invertible) transformation on the parameter space $`a`$ and $`R`$ is some function. The main advantage of these problems is that the complete spectrum of the corresponding Hamiltonians $`H`$ and $`\stackrel{~}{H}`$ can be found easily.<sup>?</sup> Let us remark that it is the choice of $`a`$ and $`f(a)`$ what defines the different classes of Shape Invariant potentials. The function $`f`$ may be even the identity, $`f(a)=a`$.<sup>?</sup> For a more detailed information see, for example, Ref. 24 .
## 3 On the ambiguity in the definition of the partner potential
Given *one* potential function $`V`$, the equation (2) to be solved when searching for a superpotential function $`W`$, once $`d`$ is fixed, is a Riccati equation. In general, its general solution cannot be found by means of quadratures. However, now we only need to compare solutions of the same equation when a particular solution is known. In such a case, it is well known that its general solution can be written using two quadratures. For a group theoretical explanation of this fact, see, for example, Ref. 25. Our aim now is to study a bit further the general solution of (2) in that situation and analyze the corresponding possible partner potentials $`\stackrel{~}{V}`$.
It is well known<sup>?,?</sup> that if $`W_p`$ is a particular solution of (2) for some specific constant $`d`$, the change of variable
$$v=\frac{1}{W_pW},\text{with inverse}W=W_p\frac{1}{v},$$
(8)
transforms (2) into the inhomogeneous first order linear equation for $`v`$
$$\frac{dv}{dx}=2W_pv+1,$$
(9)
which has the general solution
$`v(x)={\displaystyle \frac{^x\mathrm{exp}\left\{2^\xi W_p(\eta )𝑑\eta \right\}𝑑\xi +F}{\mathrm{exp}\left\{2^xW_p(\xi )𝑑\xi \right\}}},`$ (10)
where $`F`$ is an integration constant. Therefore, the general solution of (2) reads as
$`W_g(x)=W_p(x){\displaystyle \frac{\mathrm{exp}\left\{2^xW_p(\xi )𝑑\xi \right\}}{^x\mathrm{exp}\left\{2^\xi W_p(\eta )𝑑\eta \right\}𝑑\xi +F}}.`$ (11)
We will review now the concept of partnership given *one* potential $`V`$. We have to find a constant $`d`$ and at least one particular solution $`W_p`$ of the Riccati equation (2). Then, “the partner” $`\stackrel{~}{V}`$ is constructed by using (3) or equivalently (6). But these formulas explicitly show that $`\stackrel{~}{V}`$ does depend upon the choice of the particular solution of (2) considered. Since the general solution of (2) can be written as $`W_g=W_p1/v`$, where $`v`$ is given by (10), the general solution obtained for $`\stackrel{~}{V}_g`$ is, according to (6),
$$\stackrel{~}{V}_g=\stackrel{~}{V}_p2\frac{d}{dx}\left(\frac{1}{v}\right).$$
(12)
This answers one of the questions in the introduction: all the partner potentials, obtained by using (12) are different, apart from the trivial case in which $`W_p`$ and $`V`$ are constant, because the differential equation (9) only admits a constant solution when $`W_p`$ is constant.
This implies that “the partner” of *one* given potential is not a well defined concept and it seems better to say that an ordered pair $`(V,\stackrel{~}{V})`$ is a supersymmetric pair of partner potentials if there exists a constant $`d`$ and a function $`W`$ such that this last is a common solution of the Riccati equations (2) and (3) constructed with these potentials, respectively. Of course the preceding comment shows that in such a case the superpotential function $`W`$ is essentially unique for each $`d`$, which moreover makes the problem of $`A`$–related Hamiltonians be well defined. Note as well that this reformulation of partnership comprehends the situation where $`V`$ is the potential we have started this section with, $`\stackrel{~}{V}`$ is one of the functions obtained from (12) for a *specific* value of the constant $`F`$, and $`W`$ is obtained from (11) for *the same* value of $`F`$.
Now we will show what consequences have this undetermination in the subclass of Shape Invariant potentials. For that, we should use instead of (2) and (3) the equations
$`V(x,a)d(a)`$ $`=`$ $`W^2(x,a)W^{}(x,a),`$ (13)
$`\stackrel{~}{V}(x,a)d(a)`$ $`=`$ $`W^2(x,a)+W^{}(x,a),`$ (14)
where now the factorization constant depends on the parameter $`a`$ (see Ref. 24, Sec. 3 for details). Consider a particular solution $`W_p(x,a)`$ of equation (13) for some specific constant $`d(a)`$, such that it is also a particular solution of (14), being $`V(x,a)`$ and $`\stackrel{~}{V}(x,a)`$ related by the further condition (7). As in the previous case, we can consider the general solution of (13) starting from $`W_p(x,a)`$, which is
$`W_g(x,a,F)=W_p(x,a)+g(x,a,F),`$ (15)
where $`g(x,a,F)`$ is defined by
$`g(x,a,F)={\displaystyle \frac{\mathrm{exp}\left\{2^xW_p(\xi ,a)𝑑\xi \right\}}{^x\mathrm{exp}\left\{2^\xi W_p(\eta ,a)𝑑\eta \right\}𝑑\xi +F}},`$ (16)
being $`F`$ a integration constant. Note that the particular solution $`W_p(x,a)`$ is obtained from (15) as $`F\mathrm{}`$. Then, inserting $`W_g(x,a,F)`$ into an equation like (14) we obtain the general family of partner potentials
$$\stackrel{~}{V}(x,a,F)=\stackrel{~}{V}(x,a)2g^{}(x,a,F).$$
(17)
The question now is whether the condition (7) is maintained when we consider $`\stackrel{~}{V}(x,a,F)`$ and $`V(x,a)`$ instead of $`\stackrel{~}{V}(x,a)`$ and $`V(x,a)`$. Then, we ask for
$$\stackrel{~}{V}(x,a,F)=V(x,f(a))+\overline{R}(f(a),F),$$
(18)
for some suitable $`F`$, where $`f`$ is the same as in (7), and $`\overline{R}(f(a),F)`$ is a number not depending on $`x`$, maybe different from the $`R(f(a))`$ of (7). Taking into account (7) and (17), the equation (18) reads as
$$2g^{}(x,a,F)=\overline{R}(f(a),F)R(f(a)),$$
that is, $`2g^{}(x,a,F)`$ should be a constant, which we name as $`k`$ for brevity. Integrating respect to $`x`$ we obtain $`2g(x,a,F)=kx+l`$, being $`l`$ another constant depending at most on $`a`$ and $`F`$. Since $`g(x,a,F)`$ is, on the other hand, given by (16), it follows
$$^x\mathrm{exp}\left\{2^\xi W_p(\eta ,a)𝑑\eta \right\}𝑑\xi +F=\frac{2\mathrm{exp}\left\{2^xW_p(\xi ,a)𝑑\xi \right\}}{kx+l}.$$
(19)
Differentiating this last equation, and solving for $`W_p(x,a)`$ we obtain
$$W_p(x,k,l)=\frac{1}{4}\left(\frac{2k}{kx+l}(kx+l)\right),$$
where we have made explicit that the parameter space should be $`a=\{k,l\}`$. Introducing this expression in (19) and performing the integrations, we obtain
$$2e^{x(kx+2l)/4}+F=2e^{x(kx+2l)/4}$$
and hence $`F=0`$. Now we have to check whether this particular case we have found, which is the only candidate for fulfilling (18), satisfy our hypothesis (7). The partner potentials defined by $`W_p(x,k,l)`$ and equations (13), (14) are
$`V(x,k,l)d(k,l)=W_p^2(x,k,l)W_p^{}(x,k,l)={\displaystyle \frac{(kx+l)^2}{16}}+{\displaystyle \frac{3k^2}{4(kx+l)^2}},`$
$`\stackrel{~}{V}(x,k,l)d(k,l)=W_p^2(x,k,l)+W_p^{}(x,k,l)={\displaystyle \frac{(kx+l)^2}{16}}{\displaystyle \frac{k^2}{4(kx+l)^2}}{\displaystyle \frac{k}{2}}.`$
Now, we have to find out whether there are some transformation of the parameters $`\{k,l\}`$ such that the condition (7) be satisfied. Denoting the transformed parameters as $`\{k_1,l_1\}`$ for simplicity, we have
$`\stackrel{~}{V}(x,k,l)V(x,k_1,l_1)=d(k,l)d(k_1,l_1){\displaystyle \frac{k}{2}}{\displaystyle \frac{1}{4}}\left({\displaystyle \frac{3k_1^2}{(k_1x+l_1)^2}}+{\displaystyle \frac{k^2}{(kx+l)^2}}\right)`$
$`+{\displaystyle \frac{1}{16}}((kk_1)x+ll_1)((k+k_1)x+l+l_1).`$
The right hand side of this equation must be a constant and therefore, each of the different dependences on $`x`$ must vanish. The term $`((kk_1)x+ll_1)((k+k_1)x+l+l_1)`$ vanish for the combinations $`k_1=k,l_1=l`$ or $`k_1=k,l_1=l`$, apart form the case $`k_1=k_1=k=0`$, which will be studied separately. However, the term
$$\frac{3k_1^2}{(k_1x+l_1)^2}+\frac{k^2}{(kx+l)^2}$$
is equal to $`4k^2/(kx+l)^2`$ for both combinations and does not vanish. Then, the Shape Invariance hypothesis is not satisfied. In the case of $`k=0`$ we have that the corresponding $`W_p(x,a)`$ is a constant and hence provides the trivial case where the corresponding partner potentials are constant as well.
This answers the other question of the introduction, and it is closely related with the previous one. That is, if the Shape Invariance condition holds for a possible partner, then it does not hold for any other choice of partner, apart from the trivial case where all the involved functions are constant.
As a consequence of all the previous, it would be better to reformulate the Shape Invariance condition (7) in terms of appropriate $`W`$ and $`d`$ only. Now, considering a particular common solution $`W(x,a)`$ of (13) and (14) for some $`d(a)`$, jointly with (7) allows to write this last condition as
$$W^2(x,a)W^2(x,f(a))+W^{}(x,f(a))+W^{}(x,a)=R(f(a)),$$
(20)
where $`R(f(a))=d(f(a))d(a)`$. This way, beginning from $`W(x,a)`$ and $`d(a)`$ which solve (20) for some $`f`$, we will obtain through (13) and (14) well defined Shape Invariant partner potentials $`(V(x,a),\stackrel{~}{V}(x,a))`$ by construction. In the celebrated article by Infeld and Hull<sup>?</sup> the key point is indeed to solve an equation of type (20) (see their equation (3.1.2)). Similarly, in Ref. 27, Sec. VI, the main point in the classification of Shape Invariant potentials they propose is to find solutions of an equation of type (20) (see their formula (2.22)). An equation of type (20) also plays a central role in more recent articles,<sup>?,?</sup> where some of the results of Infeld and Hull<sup>?</sup> are reviewed and put in connection with the concept of Shape Invariance, and Shape Invariant partner potentials depending on $`n`$ parameters transformed by translation are found, giving a solution to a previously unsolved problem.<sup>?</sup> However, it seems that a justification of why it is necessary to solve an equation of type (20) when searching for well defined Shape Invariant partner potentials has not been given explicitly in the literature up to now.
## 4 Parameter invariance and Shape Invariance: existence of several factorizations
We will analyze in this section what happens if there exists a transformation in the parameter space, $`g:ag(a)`$ such that leaves the potential $`V(x,a)`$ in (13) invariant. Then, whenever $`(W(x,a),d(a))`$ is a solution of (13), we will have another different solution provided $`W(x,g(a))W(x,a)`$. In fact, if we transform all instances of $`a`$ in (13) by the map $`g`$, and use such an invariance property, it follows that we have another solution $`(W(x,g(a)),d(g(a)))`$ of (13) in addition to $`(W(x,a),d(a))`$. Inserting each of these pairs into (14) we will obtain in general different partner potentials $`\stackrel{~}{V}(x,g(a))`$ and $`\stackrel{~}{V}(x,a)`$ of $`V(x,a)`$. This also gives an example of the fact that there may exist several different constants $`d`$ such that we could find a particular solution $`W`$ of an equation of type (2) or (13) for a fixed $`V`$.
Another interesting case in which new factorizations can be generated from known ones is when we have a pair of partner potentials $`V(x,a)`$ and $`\stackrel{~}{V}(x,a)`$ satisfying the Shape Invariance condition (7), properly understood. In this case this condition shows that
$$V(x,a)=\stackrel{~}{V}(x,f^1(a))R(a),$$
or in terms of the Hamiltonians,
$$H(a)=\stackrel{~}{H}(f^1(a))R(a),$$
which provides an alternative factorization for $`H(a)`$:
$$H(a)=\left(\frac{d}{dx}+W(x,f^1(a))\right)\left(\frac{d}{dx}+W(x,f^1(a))\right)+d(f^1(a))R(a),$$
where it has been used (4) with $`A(a)=\frac{d}{dx}+W(x,a)`$ and $`A^{}(a)=\frac{d}{dx}+W(x,a)`$. So, had we started *only* with the potential $`V(x,a)`$ of this paragraph, we would have been able to find a factorization of $`H(a)`$ as a product of type $`A^{}(a)A(a)+\text{Const.}`$ and another as a product $`A(f^1(a))A^{}(f^1(a))+\text{Const.}`$, being these last constants different in general.
Of course one could have both situations of the preceding paragraphs at the same time. We shall illustrate them in the next subsection.
### 4.1 Illustrative examples
As a first example we will explain the four–way factorization of the isotropic harmonic oscillator, introduced in Ref. 26, pp. 388–9. In their notation, the potential and Hamiltonian of interest are
$$V(r,l)=\frac{l(l+1)}{r^2}+r^2,H(l)=\frac{d^2}{dr^2}+V(r,l),$$
where the independent variable is $`r(0,\mathrm{})`$ and the set of parameters is simply $`l`$. Their factorization (6) is
$`H(l)=\left({\displaystyle \frac{d}{dr}}+{\displaystyle \frac{l}{r}}+r\right)\left({\displaystyle \frac{d}{dr}}+{\displaystyle \frac{l}{r}}+r\right)(2l1),`$ (21)
from where it is suggested that $`W(r,l)=\frac{l}{r}+r`$. Substituting it in $`V(r,l)=W^2(r,l)\frac{W(r,l)}{dr}+d(l)`$ we obtain $`d(l)=(2l1)`$, so (21) is the appropriate version of our (4) as expected. Now, as the potential $`V(r,l)`$ is invariant under the map $`g:ll1`$, we will obtain a new solution $`(W(r,g(l)),d(g(l)))=(W(r,l1),d(l1))`$ of the equation
$$V(r,l)=W^2\frac{dW}{dr}+d.$$
But $`W(r,g(l))=W(r,l1)=\frac{l+1}{r}+r`$ and $`d(g(l))=d(l1)=2l+3`$, which is exactly what corresponds to the factorization (4) of Ref. 26. The factorizations (5) and (7) loc. cit. are related in a similar way; (7) is obtained from (5) by means of the change $`g:ll1`$ as well.
As far as the relation between their factorizations (6) and (5) loc. cit. is concerned, we have already seen that, from their factorization (6), here reproduced as (21), it follows $`W(r,l)=\frac{l}{r}+r`$, and thus, the corresponding $`\stackrel{~}{V}(r,l)`$ through (14) is
$$\stackrel{~}{V}(r,l)=W^2(r,l)+\frac{dW(r,l)}{dr}+d(l)=\frac{l(l1)}{r^2}+r^2+2.$$
Then it is very easy to check that $`\stackrel{~}{V}(r,l)=V(r,f(l))+R(f(l))`$, where $`R(l)=2`$ for all $`l`$, and $`f`$ is defined either by $`f(l)=l1`$ or $`f(l)=l`$. We obtain
$$H(l)=\stackrel{~}{H}(l+1)R(l),V(r,l)=\stackrel{~}{V}(r,l+1)R(l),$$
and
$$H(l)=\stackrel{~}{H}(l)R(l),V(r,l)=\stackrel{~}{V}(r,l)R(l),$$
as well. In this way the factorization (5) of Ref. 26 is achieved.
As a second example we will consider the modified Pöschl–Teller potential, analyzed in an interesting recent article.<sup>?</sup> The potential is now
$`V(x,\alpha ,\lambda )=\alpha ^2{\displaystyle \frac{\lambda (\lambda 1)}{\mathrm{cosh}^2\alpha x}},`$ (22)
where $`x(\mathrm{},\mathrm{})`$ and $`\alpha >0`$, $`\lambda >1`$ are two real parameters.
Two different particular solutions $`(W(x,\alpha ,\lambda ),d(\alpha ,\lambda ))`$ of the Riccati equation
$$W^2W^{}=V(x,\alpha ,\lambda )d,$$
have been found in Ref. 20, p. 8450, namely,
$`(W_1(x,\alpha ,\lambda ),d_1(\alpha ,\lambda ))`$ $`=`$ $`(\lambda \alpha \mathrm{tanh}^2\alpha x,\lambda ^2\alpha ^2),`$
$`(W_2(x,\alpha ,\lambda ),d_2(\alpha ,\lambda ))`$ $`=`$ $`((1\lambda )\alpha \mathrm{tanh}^2\alpha x,(1\lambda )^2\alpha ^2).`$
It is clear that the second pair is obtained from the first by means of the parameter transformation $`g:(\alpha ,\lambda )(\alpha ,1\lambda )`$. The reason is that $`V(x,\alpha ,\lambda )`$ is invariant under $`g`$, or more precisely, its factor $`\lambda (1\lambda )`$.
The associated partner potentials $`\stackrel{~}{V}(x,\alpha ,\lambda )`$ obtained using (14), are
$`\stackrel{~}{V}_1(x,\alpha ,\lambda )`$ $`=`$ $`W_1^2(x,\alpha ,\lambda )+W_1^{}(x,\alpha ,\lambda )+d_1(\alpha ,\lambda )=\alpha ^2{\displaystyle \frac{\lambda (\lambda +1)}{\mathrm{cosh}^2\alpha x}},`$
$`\stackrel{~}{V}_2(x,\alpha ,\lambda )`$ $`=`$ $`W_2^2(x,\alpha ,\lambda )+W_2^{}(x,\alpha ,\lambda )+d_2(\alpha ,\lambda )=\alpha ^2{\displaystyle \frac{(\lambda 1)(\lambda 2)}{\mathrm{cosh}^2\alpha x}}.`$
We see that both of the previous functions are just second degree monic polynomials in $`\lambda `$, with roots spaced one unit, times $`\alpha ^2/\mathrm{cosh}^2\alpha x`$, like $`V(x,\alpha ,\lambda )`$ itself. It is then obvious that a translation of the type $`\lambda \lambda b`$ or $`\lambda c\lambda `$ should transform $`\stackrel{~}{V}_1(x,\alpha ,\lambda )`$ and $`\stackrel{~}{V}_2(x,\alpha ,\lambda )`$ into $`V(x,\alpha ,\lambda )`$. This is in fact so, since $`V(x,\alpha ,\lambda )=\stackrel{~}{V}_1(x,\alpha ,f^1(\lambda ))`$, where $`f`$ is defined either by $`f(\lambda )=\lambda 1`$ or $`f(\lambda )=\lambda `$, and similarly $`V(x,\alpha ,\lambda )=\stackrel{~}{V}_2(x,\alpha ,f^1(\lambda ))`$ when $`f(\lambda )=\lambda 1`$ or $`f(\lambda )=2\lambda `$.
In this way one could propose other different factorizations for the potential $`V(x,\alpha ,\lambda )`$, being able in principle to make a differential operator analysis for this potential similar to what it is done in Ref. 26 for the first example of this Subsection.
Acknowledgments
A. R. thanks the Spanish Ministerio de Educación y Cultura for a FPI grant, research project PB96–0717. Support of the Spanish DGES (PB96–0717) is also acknowledged.
References
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# Shot noise at hopping via two sites
## Abstract
The average current and the shot noise at correlated sequential tunneling via two localized sites are studied. At zero temperature the Fano factor averaged over the positions and energies of sites is shown to be 0.707. The noise dependence on temperature and frequency is analyzed numerically.
Shot noise in mesoscopic structures has been the subject of thorough studies in the recent past. In particular, a theory of shot noise at tunneling of single electrons correlated due to Coulomb blockade effects has been well developed and verified experimentally. Recently the first attempts have been made to extend this theory to hopping transport which can be formally considered as a special case of correlated single-electron tunneling.
In a typical hopping situation there is a considerable $`1/f`$ contribution at low frequencies (see Ref. and references therein), so one can discuss the shot noise only at sufficiently high frequencies. The $`1/f`$ noise at hopping is mainly due to electron-electron interaction: the slowly evolving trapped charge configurations can significantly affect the current through nearby channels. The $`1/f`$ component is absent at hopping through noninteracting 1D chains of sites (while the slow fluctuations of the chain parameters due to external traps can restore this component). In the present paper we consider hopping through very short chains which are just pairs of sites, and assume that the parameters of these pairs do not fluctuate in time, so that the noise does not have $`1/f`$ contribution.
For two-site hopping we basically follow the model introduced by Glazman and Matveev. The only difference is that we take into account the correlation between tunneling events neglected in Ref. (in this respect our model is closer to the model of Ref. ). Using the methods developed in Ref. we calculate the current $`I`$ and the current spectral density $`S_I(\omega )`$ for an individual two-site channel. The summation over many parallel channels with random parameters is done similar to Ref. . The main object of our study is the Fano factor $`F`$ (the low frequency noise normalized by the Schottky value $`S_I=2eI`$). We will show that at zero temperature the Fano factors for individual two-site channels range from $`5/14`$ to $`1`$, while after averaging we get $`\overline{F}=0.707`$ (the similar problem for one-site channels has been considered in Ref. with the result $`\overline{F}=3/4`$). For a finite temperature $`T`$ the Fano factor can be calculated numerically; after the averaging we obtain $`\overline{F}`$ as a function of the ratio $`T/eV`$ where $`V`$ is the voltage between electrodes.
The schematic of a two-site channel is shown in Fig. 1. The thickness $`d`$ of an insulating layer between two metallic electrodes is assumed to be much greater than the electron localization radius $`a`$, and we use the model of sequential (incoherent) hops of single electrons. The lengths of the left and right hops are $`x_1`$ and $`x_3`$, respectively, while the hop between two sites has the length $`r_2=(x_2^2+y^2)^{1/2}`$ where $`x_2=dx_1x_3`$ and $`y`$ is the shift of site positions in the plane parallel to electrodes. Each site can be occupied by at most one electron and the effect of electron spin is neglected (the case of double-degeneracy due to spin will be discussed later). The tunneling rates from electrodes to empty sites (tunneling to nearest neighbor only, see Fig. 1) are assumed to be
$`\mathrm{\Gamma }_1^+=\mathrm{\Gamma }_0\mathrm{exp}(2x_1/a)f(eV+\epsilon _1),`$ (1)
$`\mathrm{\Gamma }_3^{}=\mathrm{\Gamma }_0\mathrm{exp}(2x_3/a)f(\epsilon _2),`$ (2)
where superscripts indicate the direction of tunneling, $`\epsilon _1`$ and $`\epsilon _2`$ are the site energies counted from the Fermi level of the right electrode, and $`f(\epsilon )=[1+\mathrm{exp}(\epsilon /T)]^1`$ is the Fermi function. Similarly, the rates of tunneling from occupied sites to neighboring electrodes are
$`\mathrm{\Gamma }_1^{}=\mathrm{\Gamma }_0\mathrm{exp}(2x_1/a)f(eV\epsilon _1),`$ (3)
$`\mathrm{\Gamma }_3^+=\mathrm{\Gamma }_0\mathrm{exp}(2x_3/a)f(\epsilon _2).`$ (4)
Notice that we have neglected the Coulomb interaction of electrons on different sites (energies $`\epsilon _{1,2}`$ do not depend on the occupation of neighboring site). The rate of inelastic tunneling between the sites depends on the energy difference $`\mathrm{\Delta }\epsilon =\epsilon _1\epsilon _2`$, and for $`|\mathrm{\Delta }\epsilon |`$ much smaller than $`\mathrm{}s/a`$ (where $`s`$ is the sound velocity) can be calculated as
$$\mathrm{\Gamma }_2^\pm =\alpha \mathrm{\Gamma }_0\mathrm{exp}(2r_2/a)\frac{\pm \mathrm{\Delta }\epsilon }{1\mathrm{exp}(\mathrm{\Delta }\epsilon /T)},$$
(5)
where the dimensional factor $`\alpha `$ describes the relative strength of phonon-assisted tunneling compared to “resonant” tunneling assumed in Eqs. (2)–(4).
Let us start with zero temperature case. Then the transport is possible only if $`eV>\epsilon _1>\epsilon _2>0`$, and electrons move only in one direction, $`\mathrm{\Gamma }_1^{}=\mathrm{\Gamma }_2^{}=\mathrm{\Gamma }_3^{}=0`$ (for simplicity we omit the superscript “$`+`$”, $`\mathrm{\Gamma }_i\mathrm{\Gamma }_i^+`$). The kinetic (“master”) equation in this case can be represented graphically by Fig. 2. The configuration space consists of four charge states of the two-site system which are denoted as 00, 01, 10, and 11, while arrows show transitions between them. The graphical representation of the master equation in a relatively small configuration space is a very convenient tool and often allows straightforward calculation of the average current and zero-frequency spectral density (see, e.g., Ref. ).
The basic idea of the method is to consider the random “travel” of the system state within the configuration space and divide the duration of this stochastic process into blocks which start and end in a specific charge state. Because of the Markovian property of the process (absence of memory) these blocks are mutually uncorrelated, so the averaging over the blocks is rather simple. In the case of Fig. 2 let us choose the charge state 01 as the block divider. Then there are two types of blocks: $`01001001`$ (type 1) and $`01111001`$ (type 2), while the blocks are additionally characterized by the time spent in each charge state.
The average current can be calculated as
$$I=e\overline{k}/\overline{\tau },$$
(6)
where $`\overline{\tau }`$ is the average block duration and $`\overline{k}`$ is the average number of electrons transferred between electrodes per block (the averaging is taken over a large number of blocks). To calculate these average magnitudes let us notice that the blocks of type 1 and type 2 have probabilities
$$p_1=\mathrm{\Gamma }_3/(\mathrm{\Gamma }_1+\mathrm{\Gamma }_3),p_2=\mathrm{\Gamma }_1/(\mathrm{\Gamma }_1+\mathrm{\Gamma }_3),$$
(7)
and the average durations $`\overline{\tau _1}`$ and $`\overline{\tau _2}`$ of the blocks of each type can be calculated as
$`\overline{\tau _1}=(\mathrm{\Gamma }_1+\mathrm{\Gamma }_3)^1+\mathrm{\Gamma }_1^1+\mathrm{\Gamma }_2^1,`$ (8)
$`\overline{\tau _2}=(\mathrm{\Gamma }_1+\mathrm{\Gamma }_3)^1+\mathrm{\Gamma }_3^1+\mathrm{\Gamma }_2^1`$ (9)
(notice that the average waiting time $`(\mathrm{\Gamma }_1+\mathrm{\Gamma }_3)^1`$ of the first hop is equal for both types). Taking into account that each block corresponds to the transfer of one electron, $`k_1=k_2=\overline{k}=1`$, and calculating the average block duration
$$\overline{\tau }=p_1\overline{\tau _1}+p_2\overline{\tau _2},$$
(10)
we finally obtain the formula for the average current:
$$I=e\left(\frac{1}{\mathrm{\Gamma }_2}+\frac{1+\mathrm{\Gamma }_1/\mathrm{\Gamma }_3+\mathrm{\Gamma }_3/\mathrm{\Gamma }_1}{\mathrm{\Gamma }_1+\mathrm{\Gamma }_3}\right)^1.$$
(11)
This equation differs from the result of Ref. because the correlation between the occupations of two sites was neglected in Ref. . The correct equation for the current which coincides with Eq. (11) was obtained later in Ref. .
The same method as above can be used for the calculation of the low-frequency limit $`S_I(0)`$ of the current spectral density which is given by the general equation
$$S_I(0)=\left(2/\overline{\tau }\right)\left(e^2\overline{k^2}+I^2\overline{\tau ^2}2eI\overline{k\tau }\right)$$
(12)
(averaging is again over blocks) which in our case at zero temperature simplifies to
$$S_I(0)=2eI\left[(\overline{\tau ^2}/\overline{\tau }^2)1\right].$$
(13)
So, besides Eqs. (6)–(10) we also need to calculate $`\overline{\tau ^2}`$:
$$\overline{\tau ^2}=p_1\overline{\tau _1^2}+p_2\overline{\tau _2^2},$$
(14)
where because of Poissonian statistics of each tunneling event we have
$`\overline{\tau _1^2}\overline{\tau _1}^2=(\mathrm{\Gamma }_1+\mathrm{\Gamma }_3)^2+\mathrm{\Gamma }_1^2+\mathrm{\Gamma }_2^2,`$ (15)
$`\overline{\tau _2^2}\overline{\tau _2}^2=(\mathrm{\Gamma }_1+\mathrm{\Gamma }_3)^2+\mathrm{\Gamma }_3^2+\mathrm{\Gamma }_2^2.`$ (16)
Combining these equations we finally obtain
$`S_I(0)=`$ $`2eI\left({\displaystyle \frac{1}{\mathrm{\Gamma }_2^2}}+{\displaystyle \frac{(1+R+R^1)^24}{(\mathrm{\Gamma }_1+\mathrm{\Gamma }_3)^2}}\right)`$ (18)
$`\times \left({\displaystyle \frac{1}{\mathrm{\Gamma }_2}}+{\displaystyle \frac{1+R+R^1}{\mathrm{\Gamma }_1+\mathrm{\Gamma }_3}}\right)^2,`$
where $`R\mathrm{\Gamma }_1/\mathrm{\Gamma }_3`$. Analyzing the Fano factor $`FS_I(0)/2eI`$ one can see that the uniform case, $`\mathrm{\Gamma }_1=\mathrm{\Gamma }_2=\mathrm{\Gamma }_3`$, provides $`F=9/25`$ which is not the minimum possible value. The minimum Fano factor is achieved at $`\mathrm{\Gamma }_1=\mathrm{\Gamma }_3=5/6\times \mathrm{\Gamma }_2`$ and equal to $`F_{min}=5/14`$ (it is still noticeably larger than the naive estimate $`F=1/3`$). The maximal value $`F_{max}=1`$ is obviously achieved when one of the rates $`\mathrm{\Gamma }_i`$ is much smaller than two other rates.
Following Ref. let us assume many two-site channels “in parallel” and find the total current $`I_\mathrm{\Sigma }`$ and spectral density $`S_{I,\mathrm{\Sigma }}(0)`$ integrating over channels with different site positions $`x_1`$, $`x_3`$, $`y`$ and different energies $`\epsilon _1`$ and $`\epsilon _2`$. Assuming a sufficiently thick insulating layer we may approximate the distance between sites as $`r_2x_2+y^2/2\stackrel{~}{x}_2`$, where $`\stackrel{~}{x}_2`$ corresponds to the channel with the maximum current. For such a channel $`y=0`$ and $`\mathrm{\Gamma }_1=\mathrm{\Gamma }_2=\mathrm{\Gamma }_3=\mathrm{\Gamma }_0\mathrm{exp}(2d/3a)(\alpha eV)^{1/3}`$ \[see Eq. (11) and Eqs. (2)–(5)\] which gives $`\stackrel{~}{x}_2=(d/3)+(a/3)\mathrm{ln}(\alpha eV)`$. At zero temperature the total current can be calculated as
$`I_\mathrm{\Sigma }`$ $`=n^2A{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑\xi _1{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑\xi _3{\displaystyle _0^{\mathrm{}}}2\pi y𝑑y`$ (20)
$`\times {\displaystyle _0^{eV}}d\mathrm{\Delta }\epsilon (eV\mathrm{\Delta }\epsilon )I(\xi _1,\xi _3,y,\mathrm{\Delta }\epsilon ),`$
where $`n`$ is the density of states, $`A`$ is the area \[$`Ad^2`$, $`An^2a^3d^1(eV)^2`$\], the $`x`$-positions of the sites are measured from the optimal values, $`\xi _i=x_i\stackrel{~}{x}_i`$, $`\stackrel{~}{x}_1=\stackrel{~}{x}_3=(d\stackrel{~}{x}_2)/2`$ (the integration is extended to infinity since $`da`$), and the current $`I`$ is given by Eq. (11).
Using the relation $`I(\xi _1,\xi _3,y,\mathrm{\Delta }\epsilon )=\mathrm{exp}(2\delta /a)I(\xi _1\delta ,\xi _3\delta ,0,\mathrm{\Delta }\epsilon )`$ where $`\delta =y^2/6\stackrel{~}{x}_2`$, it is easy to show that the integration $`_0^{\mathrm{}}2\pi y𝑑y`$ gives the factor $`3\pi a\stackrel{~}{x}_2`$. Calculating the integral over $`\mathrm{\Delta }\epsilon `$ analytically and integrals over $`\xi _1`$ and $`\xi _3`$ numerically, we get the result
$$I_\mathrm{\Sigma }=5.237e\mathrm{\Gamma }_0n^2Aa^3\stackrel{~}{x}_2\mathrm{exp}(2d/3a)\alpha ^{1/3}(eV)^{7/3}.$$
(21)
Notice that the scaling $`I_\mathrm{\Sigma }V^{7/3}`$ is the same as in the model which neglects correlations.
A similar sum over different two-site channels can be calculated for the current spectral density at zero frequency \[just replacing $`I`$ in Eq. (20) with $`S_I(0)`$ given by Eq. (18)\]. Integrating analytically over $`y`$ and $`\mathrm{\Delta }\epsilon `$ and numerically over the two remaining variables we obtain the following average Fano factor at zero temperature:
$$\overline{F}S_{I,\mathrm{\Sigma }}(0)/2eI_\mathrm{\Sigma }=0.7074.$$
(22)
Let us now consider the finite-temperature case. Our method for calculation of $`I`$ and $`S_I(0)`$ based on the analysis of blocks can still be easily applied if $`\mathrm{\Gamma }_2^{}0`$ while $`\mathrm{\Gamma }_1^{}=\mathrm{\Gamma }_3^{}=0`$ (this situation occurs when $`\epsilon _1`$ and $`\epsilon _2`$ are well inside the energy strip defined by the Fermi levels of the electrodes). In this case the current $`I`$ and the spectral density $`S_I(0)`$ are given by Eqs. (6) and (12), where
$`\overline{\tau }=p_1\overline{\tau _1}+p_2\overline{\tau _2}+p_3\overline{\tau _3},\overline{k}=\overline{k^2}=p_1+p_2,`$ (23)
$`p_1=\mathrm{\Gamma }_3^+/\mathrm{\Gamma }_\mathrm{\Sigma },p_2=\mathrm{\Gamma }_1^+/\mathrm{\Gamma }_\mathrm{\Sigma },p_3=\mathrm{\Gamma }_2^{}/\mathrm{\Gamma }_\mathrm{\Sigma },`$ (24)
$`\overline{\tau _1}=1/\mathrm{\Gamma }_\mathrm{\Sigma }+1/\mathrm{\Gamma }_1^++1/\mathrm{\Gamma }_2^+,\overline{\tau _3}=1/\mathrm{\Gamma }_\mathrm{\Sigma }+1/\mathrm{\Gamma }_2^+,`$ (25)
$`\overline{\tau _2}=1/\mathrm{\Gamma }_\mathrm{\Sigma }+1/\mathrm{\Gamma }_3^++1/\mathrm{\Gamma }_2^+,\mathrm{\Gamma }_\mathrm{\Sigma }=\mathrm{\Gamma }_3^++\mathrm{\Gamma }_1^++\mathrm{\Gamma }_2^{},`$ (26)
$`\overline{\tau ^2}=p_1\overline{\tau _1^2}+p_2\overline{\tau _2^2}+p_3\overline{\tau _3^2},\overline{k\tau }=p_1\overline{\tau _1}+p_2\overline{\tau _2},`$ (27)
$`\overline{\tau _1^2}\overline{\tau _1}^2=(\mathrm{\Gamma }_\mathrm{\Sigma })^2+(\mathrm{\Gamma }_1^+)^2+(\mathrm{\Gamma }_2^+)^2,`$ (28)
$`\overline{\tau _2^2}\overline{\tau _2}^2=(\mathrm{\Gamma }_\mathrm{\Sigma })^2+(\mathrm{\Gamma }_3^+)^2+(\mathrm{\Gamma }_2^+)^2.`$ (29)
$`\overline{\tau _3^2}\overline{\tau _3}^2=(\mathrm{\Gamma }_\mathrm{\Sigma })^2+(\mathrm{\Gamma }_2^+)^2.`$ (30)
In the case when all $`\mathrm{\Gamma }_i^{}`$ are non-zero, it is more natural to use the general master-equation formalism for the average current and spectral density. We have developed a numerical code and integrated over different two-site channels in the same way as above, just using the numerical results for $`I`$ and $`S_I(0)`$ instead of Eqs. (11) and (18). (One more difference from the zero-temperature case is the separate integration over $`\epsilon _1`$ and $`\epsilon _2`$.) The dashed line in Fig. 3 shows the dependence of the ratio $`gI_\mathrm{\Sigma }(T)/I_\mathrm{\Sigma }(0)`$ on the normalized temperature $`T/eV`$. \[We neglect the weak temperature dependence of $`\stackrel{~}{x}_2`$ and actually calculate the dependence of the numerical factor in Eq. (21).\] The asymptote at $`TeV`$ is $`g=21.7(T/eV)^{4/3}`$, so the conductance $`G`$ is equal to $`G=113.6e^2\mathrm{\Gamma }_0n^2Aa^3\stackrel{~}{x}_2\mathrm{exp}(2d/3a)\alpha ^{1/3}T^{4/3}`$, where $`\stackrel{~}{x}_2`$ can be approximated as $`(d/3)+(a/3)\mathrm{ln}(\alpha T)`$ (the scaling $`T^{4/3}`$ is the same as in the model without correlations).
The Fano factor averaged over different channels, as a function of $`T/eV`$ is shown in Fig. 3 by the thick solid line. The low-temperature value is given by Eq. (22), while the high-temperature asymptote, $`\overline{F}=2T/eV`$ (lower dotted line) can be easily derived from the Nyquist formula.
It is interesting to compare the temperature dependence of $`\overline{F}`$ for two-site and one-site channels. In the latter case we still use Eqs. (2) and (4) for the tunneling rates similar to Ref. . The thin solid line in Fig. 3 shows the average Fano factor for one-site channels, as a function of $`T/eV`$ (this curve in other coordinates has been calculated in Ref. ). The low temperature value is $`\overline{F}=3/4`$, while the high-temperature asymptote, $`\overline{F}=2T/eV`$, is the same as for two-site channels and direct-tunneling case. (The result for the direct tunneling , $`F=\mathrm{coth}(eV/2T)`$, is shown for comparison by the upper dotted line.) Obviously, with the increase of the number $`N`$ of sites in the channel the average Fano factor decreases. However, its dependence on $`N`$ seems to saturate rapidly, as indicated by the small difference between the results for one-site and two-site channels. So, even for large $`N`$ one should expect the dependence $`\overline{F}(T)`$ to deviate significantly at $`TeV`$ from the result for an Ohmic conductor, $`F=2T/eV`$. This can be explained by the fact that the 1D chains of sites with “soft” (not strong) bottlenecks still give considerable contribution to the total current, while the Fano factor for such chains is comparable to unity. (The situation is different for 2D or 3D hopping because the percolation cluster does not have bottlenecks at the size scale much larger than the correlation length of the cluster. As a consequence, for sufficiently large samples we expect $`F=2T/eV`$.)
So far we have discussed only the current spectral density at zero frequency. Our computer code can also treat the finite-frequency case. At finite frequency $`\omega `$ it is necessary to specify where the current is measured. We have considered the current in the electrodes and assumed natural electrostatics when the electron hop through $`i`$th gap transfers charge $`q_i=ex_i/d`$ in the electrodes. The spectral density at finite $`\omega `$ depends not only on tunneling rates $`\mathrm{\Gamma }_i^\pm `$ but also on $`q_i`$ and thus on the positions of sites. For averaging over the two-site channels we have used the approximation $`q_ie\stackrel{~}{x}_i/de/3`$. The solid line in Fig. 4 shows the frequency dependence $`S_{I,\mathrm{\Sigma }}(\omega )/2eI_\mathrm{\Sigma }`$ for $`T=0`$. The frequency scale is determined by tunneling rates, so for normalization we have used $`\mathrm{\Gamma }_n\mathrm{\Gamma }_0\mathrm{exp}(2d/3a)(\alpha eV)^{1/3}`$. For comparison, we also show $`S_I(\omega )/2eI`$ for the uniform channel, $`\mathrm{\Gamma }_1=\mathrm{\Gamma }_2=\mathrm{\Gamma }_3`$ (lower dashed line) and for two nonuniform channels: $`\mathrm{\Gamma }_1=\mathrm{\Gamma }_2=0.1\mathrm{\Gamma }_3`$ (middle dashed line) and $`10\mathrm{\Gamma }_1=\mathrm{\Gamma }_2=0.1\mathrm{\Gamma }_3`$ (upper dashed line) at $`\mathrm{\Delta }\epsilon =eV`$. Notice that the solid line (averaged noise) has a finite slope at $`\omega =0`$ (even though the slope is zero for each individual channel) and approaches the high-$`\omega `$ asymptote of $`1/3`$ as $`\omega ^{1/2}`$. The dotted line in Fig. 4 shows the ratio $`S_I(\omega )/2eI`$ averaged over one-site channels \[then $`\mathrm{\Gamma }_n\mathrm{\Gamma }_0\mathrm{exp}(d/a)`$\], which can be calculated analytically: $`1/2+[(\omega ^2\mathrm{\Gamma }_n^2+4)^{1/2}2]\mathrm{\Gamma }_n^2/\omega ^2`$.
Finally, let us briefly consider the effect of electron spin using a simple model. Assuming the double degeneracy due to spin (but still allowing at most one electron per site), we should double the tunneling rates $`\mathrm{\Gamma }_1^+`$ and $`\mathrm{\Gamma }_3^{}`$ \[see Eq. (2)\], while leaving all other rates unchanged. At zero temperature this will lead to a trivial extra factor $`2^{1/3}`$ in Eq. (21) and a very small change of $`\stackrel{~}{x}_2`$, while the average Fano factor given by Eq. (22) does not change. The calculations at finite temperature show that $`\overline{F}`$ is a little larger in the case of double degeneracy compared to the spinless case, however, the difference is so small that the corresponding curves in Fig. 3 cannot be distinguished. The maximum difference $`\mathrm{\Delta }\overline{F}5\times 10^4`$ is achieved at $`T/eV0.3`$, while at $`TeV`$ the difference approaches zero. A similar very weak dependence on the spin degeneracy for one-site channels has been reported in Ref. (we have found the maximum difference $`\mathrm{\Delta }\overline{F}=1.12\times 10^3`$ at $`T/eV0.33`$).
In conclusion, we have studied the shot noise of two-site hopping channels. The different average Fano factor and different frequency dependence of the noise in comparison with one-site channels and direct tunneling can in principle be verified experimentally (using the difference of the temperature dependence of the average current).
Fruitful discussions with K. K. Likharev, V. A. Sverdlov, V. V. Kuznetsov, and K. A. Matveev are gratefully acknowledged. This work was supported in part by the Engineering Research Program of the Office of Basic Energy Sciences at the Department of Energy.
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# Quantum energy flow in atomic ions moving in magnetic fields
## Abstract
Using a combination of semiclassical and recently developed wave packet propagation techniques we find the quantum self-ionization process of highly excited ions moving in magnetic fields which has its origin in the energy transfer from the center of mass to the electronic motion. It obeys a time scale by orders of magnitude larger than the corresponding classical process. Importantly a quantum coherence phenomenon leading to the intermittent behaviour of the ionization signal is found and analyzed. Universal properties of the ionization process are established.
Rydberg atoms in strong external fields represent an exciting and very active research area both experimentally as well as theoretically. During the eighties the main focus was on the hydrogen atom assuming an infinite nuclear mass which reduces the dimensionality of the system. However in general the atom possesses a nonvanishing center of mass (CM) motion in the magnetic field giving rise to a variety of two-body phenomena . Turning to charged two-body systems like, for example, the $`He^+`$-ion the residual coupling of the CM and electronic motion is represented by an oscillating electric field term yielding five relevant degrees of freedom. One of the most striking effects caused by the two-body character of the ion is the recently found classical self-ionization process which occurs due to energy transfer from the CM to the electronic motion. Since it is well-known that quantization can severely change the effects observed in classical dynamics (see ref. and refs. therein) we develop in the present work a quantum approach to the moving ion in a magnetic field.
We are interested in the regime of high level density, i.e. high-lying excitations, for both the collective as well as electronic motion which depend on a number of parameters (field strength, total energy consisiting of the initial CM and internal energies). The ab initio description of the quantum dynamics in the above regime goes even beyond modern computational possibilities and we thus seek a semiclassical approach that is capable of describing the essential physics of the problem. The total pseudomomentum is a conserved quantity associated with the CM motion. In spite of the fact that its components perpendicular to the magnetic field are not independent, i.e. do not commute, it can be used to find a suitable transformation of the Hamiltonian to a particularly simple and physically appealing form . For the $`He^+`$-ion it reads $`=_1+_2+_3`$ where
$$_1=\frac{1}{2M}\left(𝐏\frac{Q}{2}𝐁\times 𝐑\right)^2$$
(1)
$$_2=\alpha \frac{e}{M}\left(𝐁\times \left(𝐏\frac{Q}{2}𝐁\times 𝐑\right)\right)𝐫$$
(2)
$$_3=\frac{1}{2m}\left(𝐩\frac{e}{2}𝐁\times 𝐫+\frac{Q}{2}\frac{m^2}{M^2}𝐁\times 𝐫\right)^2+\frac{1}{2M_0}\left(𝐩+\left(\frac{e}{2}\frac{Q}{2M}\frac{m}{M}\left(M+M_0\right)\right)𝐁\times 𝐫\right)^2\frac{2e^2}{r}.$$
(3)
Here $`m,M_0`$ and M are the electron, nuclear and total mass, respectively. $`\alpha =(M_0+2m)/M`$ and $`Q`$ is the net charge of the ion. $`𝐁`$ is the magnetic field vector which is assumed to point along the z-axis. $`(𝐑,𝐏)`$ and $`(𝐫,𝐩)`$ are the canonical pairs for the CM and internal motion, respectively. The CM motion parallel to the magnetic field separates exactly and undergoes a free translational motion.
$`_1`$ and $`_3`$ depend exclusively on the CM and electronic degrees of freedom, respectively. $`_1`$ describes the free motion of a CM pseudoparticle with charge Q and mass M. $`_3`$ stands for the electronic motion in the presence of paramagnetic, diamagnetic as well as Coulomb interactions which, in analogy to the hydrogen atom , exhibits a variety of classical and quantum properties with changing parameters, i.e. energy and/or field strength. $`_2`$ contains the coupling between the CM and electronic motion of the ion and represents a Stark term with a rapidly oscillating electric field $`1/M\left(𝐁\times \left(𝐏Q/2𝐁\times 𝐑\right)\right)`$ determined by the dynamics of the ion. This coupling term is responsible for the effects and phenomena discussed in the present investigation.
The essential elements of our semiclassical approach are the following. Since we consider the case of a rapidly moving ion in a magnetic field a classical treatment of the CM motion coupled to the quantized electronic degrees of freedom seems appropriate: the CM is propagated with an effective Hamiltonian containing the corresponding expectation values with respect to the electronic quantum states. The latter obey a time-dependent Schrödinger equation which involves the classical CM trajectory. Both the electronic and CM motion have to be integrated simultaneously. The key idea of this semiclassical approach goes back to refs. where it has been applied to the dynamics of molecular processes. Our resulting time evolution equations read therefore as follows
$$\frac{d}{dt}𝐏(t)=\frac{}{𝐑}_{cl}(𝐑(t),𝐏(t))\frac{d}{dt}𝐑(t)=\frac{}{𝐏}_{cl}(𝐑(t),𝐏(t))i\mathrm{}\frac{}{t}\psi (𝐫,t)=_q(𝐑(t),𝐏(t),𝐫)\psi (𝐫,t)$$
(4)
with the effective Hamiltonian
$$_{cl}(𝐑,𝐏)=_1+\psi (𝐫,t)|_2+_3|\psi (𝐫,t)_q(𝐑(t),𝐏(t),𝐫,𝐩)=_3(𝐫,𝐩)+_2(𝐑(t),𝐏(t),𝐫)$$
(5)
This scheme represents a balanced treatment of the coupled classical and quantum degrees of freedom of the ion and takes account of the energy flow among them. It possesses the important property of conserving the total energy which is particularly important for the correct description of the energy transfer processes occuring in our system. Since the typical energies associated with the fast heavy CM degrees of freedom are many orders of magnitude larger than the corresponding elementary quantum ($`\mathrm{}QB/M`$) we expect the above scheme to yield reliable results.
Our approach to the solution of the time-dependent Schrödinger equation, which yields the dynamics of an initially defined wave packet $`\psi (𝐫,t)`$, is based on a recently developed nonperturbative hybrid method. It uses a global basis on a subspace grid for the angular variables ($`\theta ,\varphi `$) and a variable-step finite-difference approximation for the radial variable. The angular grid is obtained from the nodes of the corresponding Gaussian quadrature with respect to $`\theta `$ and $`\varphi `$, which is in the spirit of the discrete variable techniques yielding a diagonal representation for any local interaction. As a consequence one remains with the Schrödinger-type time-dependent radial equations coupled only through non-diagonal matrix elements of the kinetic energy operator. This vector equation is propagated using a splitting-up method, which permits a simple diagonalization procedure for the remaining non-diagonal part. Our scheme is unconditionally stable, saves unitarity and has the same order of accuracy as the conventional Crank-Nickolson algorithm, i.e. $`O(\mathrm{\Delta }t^2)`$ where $`\mathrm{\Delta }t`$ is the time step size. In order to avoid reflections of the wave packet from the right edge of the radial grid we introduce absorbing boundary conditions. The extension of the radial grid is chosen (see below) such that it exceeds the center of the radial distribution of the initial wave packet by more than one order of magnitude. The typical frequencies associated with the motion of the Rydberg electron and the CM motion are different by several orders of magnitude (see ref.). To investigate the quantum energy transfer mechanisms requires therefore the integration of the above equations of motion for a typical time which is a multiple of the time scale of the heavy particle (CM). This corresponds to many thousand cycles of the Rydberg electron. Such a detailed investigation would have been impossible without the use of the above-described combination of highly efficient techniques.
We assume that the $`He^+`$ ion is accelerated up to some value $`E_{CM}`$ of the kinetic energy of the CM motion and its electron is being excited to some Rydberg state $`nlm`$ in field-free space. Thereafter it enters the magnetic field. In the following we choose $`E_{CM}=100a.u.,n=25,l=m=0`$ and a strong laboratory field $`B=10^4a.u.(23.5Tesla)`$. The intial CM velocity is $`v_{CM}=0.1656a.u.`$ and oriented along the $`x`$axis. We remark that taking the above values for $`nlm,B`$ for the $`He^+`$ ion with the assumption of an infinitely heavy nucleus the corresponding classical phase space is dominated by chaotic trajectories. Figs. (1a,1b) illustrate results for the propagation of the wave packet with increasing time. More precisely we show the intersection of the integrated quantity $`\mathrm{\Psi }(\rho ,z,t)=|\psi |^2𝑑\varphi `$ along the cylindrical $`\rho `$-axis for $`z=0`$ (fig.1a) and its intersection along the $`z`$-axis for $`\rho =0`$ (fig.1b). Fig. 1a demonstrates that the motion of the wave packet is confined by the diamagnetic interaction with respect to the $`\rho `$-direction, i.e. the direction perpendicular to the magnetic field. For any propagation time its value drops by several orders of magnitude at some outer value $`\rho _c`$ for the $`\rho `$ coordinate. As we shall see below (see also figure 3) the variation of $`\rho _c`$ is accompanied by a corresponding change in the internal/CM energies thereby demonstrating the flow of energy between the CM and electronic degrees of freedom. Fig. 1b demonstrates that there is for certain time intervals (see below) almost no decay of the wave packet for large distances of the $`z`$ coordinate. Therefore we encounter a significant flux of probability parallel to the external field. Reaching the boundary of our radial grid $`r_m=20000a.u.`$ it is absorbed and considered to represent the ionized state. Having established the existence of an ionizing probability flux parallel to the magnetic field we immediately realize from fig.1b that this flux is by no means constant in time but varies strongly. To see this more explicitly and also to gain an idea of the overall decay of the wave packet we show in fig.2 the decay of the norm of the wave packet for a time which roughly corresponds to one cyclotron period $`2\pi M/(QB)`$ of the free CM motion in the field. Fig. 2 shows apart from an overall monotonous decay of the norm, which is due to the quantum self-ionization process, an amazing new feature: the norm exhibits an alternating sequence of plateaus and phases of strong decay. The widths of the plateaus slightly increases with increasing time. This intermittent behaviour of the ionization signal from the moving ions is a pure quantum phenomenon, i.e. does not occur in the corresponding classical ionization rates . Furthermore the calculation of the classical ionization rates for the same parameters (field strength, energies) yields a typical ionization time which is by two orders of magnitude smaller than the one obtained by the quantum calculation. The ionization process is therefore significantly slowed down through the quantization of the system which is in the spirit of the quantum localization processes shown to exist in a variety of different physical systems (see ref. and refs. therein). The observed slowing down of the ionization process represents one important difference of the classical and quantum behaviour of the moving ion which occurs in spite of the fact that we are dealing with a highly excited system.
The obvious question of the origin of the intermittent occurrence of the plateaus and ionization bursts arises now. At this point it is helpful to consider the behaviour of the CM energy as a function of time which is illustrated in fig. 3. Starting with $`E_{CM}=100a.u.`$ at $`t=0`$ we observe a fast drop of it for short times yielding a minimum of $`E_{CM}`$ at approximately $`t_1=4\times 10^7a.u.`$. Thereafter it raises and reaches a maximum at approximately $`t_2=1.2\times 10^8a.u.`$ after which it drops again, i.e. it shows an overall oscillating behaviour. The “valleys” of $`E_{CM}`$ coincide with the plateaus of the norm decay whereas the regions with higher CM velocities correspond to phases of a strong norm decay of the wave packet. The increase of the widths of the plateaus in the norm decay (see fig.2) matches the corresponding decrease of the frequency of the oscillations of the CM energy. Since the total energy is conserved this clearly shows that the ionization bursts correspond to phases of relatively low internal energy (although certainly above the ionization threshold) whereas the phases of higher internal energy go along with the plateaus of the norm behaviour, i.e. the localization of the electronic motion. This provides the key for the understanding of the rich structure of the norm decay. The phase of high energy for the electronic motion means that the magnetic interaction strongly dominates over the Coulomb interaction. This makes the electronic motion approximately separable with respect to the motion perpendicular and parallel to the magnetic field. As a consequence the energy transfer process from the degrees of freedom perpendicular to those parallel to the external field are very weak i.e. the ionization process is strongly suppressed. This corresponds to an almost integrable situation for the ions dynamics. On the contrary for relatively low internal energies the Coulomb interaction is much more relevant and mediates together with the coupling Hamiltonian $`_2`$ the energy transfer from the CM to the electron motion parallel to the magnetic field. As a result we encounter a flow of probability in the +/-z-directions which corresponds to the ionization burst. During this period of motion a comparatively strong dephasing of the wave packet takes place.
The intermittent behaviour of the ionization rate can therefore be seen as a quantum manifestation for the switching between different regimes of the internal energy corresponding to weaker or stronger Coulomb interaction. Pumping energy from the CM to the electronic motion weakens the Coulomb interaction and leads to the suppression of the ionization process whereas pushing the energy back to the CM motion decreases the internal energy and enhances the Coulomb interaction. To elucidate the time scale on which this process takes place we have computed the autocorrelation function $`C(t)=<\psi (t)|\psi (0)>`$ where $`<>`$ means integration over the electronic coordinates. As a result we observe a modulation and recurrence of the autocorrelation at a time scale $`t1.6\times 10^8a.u.`$ which corresponds approximately to the recurrence of the plateaus for the norm decay. The corresponding power spectrum shows a broad peak at a frequency $`\omega 3.5\times 10^8a.u.`$. An important feature of the quantum self-ionization process is the approximate stability of the time intervals corresponding to the plateaus of the norm (no ionization signal) with respect to variations of the initial CM velocity of the ion. Our investigation shows that decreasing the CM energy from 100$`a.u.`$ to 12$`a.u.`$ leads to a decrease with respect to the distances between the plateaus, i.e. the difference of the norm values belonging to different plateaus, roughly by a factor of two. This corresponds to a significant slowing down of the ionization process. However the widths of the plateaus remain rather stable and represent therefore a universal quantity which is approximately independent of the CM velocity. Varying the field strength causes a change of both the distances between the plateaus and their widths.
The quantum self-ionization process should have implications on the physics of atoms and plasmas occurring in a number of different circumstances. Apart from this it obviously suggests itself for a laboratory experiment (the lifetime of the Rydberg states exceeds the time scale of ionization by orders of magnitude) which should be very attractive due to the expected intermittent ionization signal which is a process revealing the intrinsic structure and dynamics of the system during its different phases of motion.
This work was supported by the National Science Foundation through a grant (P.S.) for the Institute for Theoretical Atomic and Molecular Physics at Harvard University and Smithsonian Astrophysical Observatory. P.S. thanks H.D.Meyer and D.Leitner for fruitful discussions. V.S.M. gratefully acknowledges the use of the computer resources of the IMEP of the Austrian Academy of Sciences, he also thanks the PNTPM group of the Université Libre de Bruxelles for warm hospitality and support.
Figure Captions
Figure 1: (a) The intersection $`\mathrm{\Psi }(\rho ,z=0,t)=|\psi |^2d\varphi `$ along the $`\rho `$ axis. (b) The intersection $`\mathrm{\Psi }(\rho =0,z,t)`$ along the $`z`$ axis. (Atomic units are used).
Figure 2: The norm of the electronic wave packet as a function of time (in units of $`10^8`$ atomic units).
Figure 3: The CM energy as a function of time (in units of $`10^8`$ atomic units).
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# Construction of the one-point PDF of the local aperture mass in weak lensing maps
## 1 Introduction
Recent reports of cosmic shear detection (van Waerbeke et al. 2000a, Bacon, Refregier & Ellis 2000, Wittman et al. 2000, Kaiser, Wilson & Luppino 2000) have underlined the interest that such observations can have for exploring the large-scale structures of the Universe. Previous papers have stressed that not only it could be possible to measure the projected power spectrum (Blandford et al. 1991, Miralda-Escudé 1991, Kaiser 1992) of the matter field, but also that non-linear effects could be significant and betray the value of the density parameter of the Universe. More specifically, Bernardeau, van Waerbeke and Mellier (1997) have shown that the skewness, third order moment of the local convergence field, when properly expressed in terms of the second moment can be a probe of the density parameter independently of the amplitude of the density fluctuations. This result can be extended to higher order moments, to the nonlinear regime (Jain & Seljak 1997, Hui 1999, Munshi & Coles 2000, Munshi & Jain 1999b) and the whole shape of the one-point PDF (Valageas 2000a,b; Munshi & Jain 1999a,b).
In case of weak lensing surveys it appears however that it is more convenient to consider the so called aperture mass statistics that corresponds to filtered convergence fields with a compensated filter, that is with a filter of zero spatial average (Kaiser et al. 1994, Schneider 1996). Indeed, it is possible to relate the local aperture mass to the observed shear field only, whereas, in contrast, convergence maps require the resolution of a non-local inversion problem and are only obtained to a mass sheet degeneracy. The aperture mass statistics have proved valuable in particular for cosmic variance related issues (Schneider et al. 1998). Thus, in this article we present a method to compute the one-point PDF of the aperture mass, both for the quasilinear and strongly non-linear regimes. In the case of the quasilinear regime we can use rigorous perturbative methods while in the highly non-linear regime we have to use a specific hierarchical tree model (which has been seen to agree reasonably well with numerical simulations). Although the details of the calculations are specific to each case we point out the general pattern common to both regimes which is brought about by the projection effects. In particular, our methods are quite general and actually apply to any filters, though we are restricted to axisymmetric filters for the quasi-linear regime. Our results for the non-linear regime, where there is not such a restriction, can also be extended to multivariate statistics ($`p`$point PDFs).
In Sect. 2 we recall the definitions of the local convergence and aperture mass and how they are related to the cosmic 3D density fluctuations. In particular we present the shape of the compensated filters that we use for the explicit computations we present in the following. In Sect. 3 we describe the relationship between the PDF and the cumulant generating function of the 3D density field and we show how this extends to the projected density. The details of the calculations are presented in Sect. 4, for the quasilinear theory, and in Sect. 5 for the nonlinear theory. Numerical results are presented in Sect. 6.
## 2 The convergence and aperture mass fields
In weak lensing observations, background galaxy deformations can be used to reconstruct the local gravitational convergence field. We recall here how the local convergence is related to the line-of-sight cosmic density fluctuations. As a photon travels from a distant source towards the observer its trajectory is perturbed by density fluctuations close to the line-of-sight. This leads to an apparent displacement of the source and to a distortion of the image. In particular, the convergence $`\kappa `$ magnifies (or de-magnifies) the source as the cross section of the beam is decreased (or increased). One can show (Kaiser 1998) that the convergence along a given line-of-sight is,
$$\kappa =_0^_sd\widehat{w}(,_s)\delta ()$$
(1)
when lens-lens couplings and departure from the Born approximation are neglected (e.g., Bernardeau et al. 1997). This equation states that the local convergence is obtained by an integral over the line-of-sight of the local density contrast. The integration variable is the radial distance, $``$, (and $`_s`$ corresponds to the distance of the source) such that
$$\mathrm{d}=\frac{c\mathrm{d}z/H_0}{\sqrt{\mathrm{\Omega }_\mathrm{\Lambda }+(1\mathrm{\Omega }_\mathrm{m}\mathrm{\Omega }_\mathrm{\Lambda })(1+z)^2+\mathrm{\Omega }_\mathrm{m}(1+z)^3}}$$
(2)
while the angular distance $`𝒟`$ is defined by,
$$𝒟(z)=\frac{c/H_0}{\sqrt{1\mathrm{\Omega }_\mathrm{m}\mathrm{\Omega }_\mathrm{\Lambda }}}\mathrm{sinh}\left(\sqrt{1\mathrm{\Omega }_\mathrm{m}\mathrm{\Omega }_\mathrm{\Lambda }}\frac{H_0}{c}\right)$$
(3)
Then, the weight $`\widehat{w}(,_s)`$ used in (1) is given by:
$$\widehat{w}(,_s)=\frac{3\mathrm{\Omega }_m}{2}\frac{H_0^2}{c^2}\frac{𝒟()𝒟(_s)}{𝒟(_s)}(1+z)$$
(4)
where $`z`$ corresponds to the radial distance $``$. Thus the convergence $`\kappa `$ can be expressed in a very simple fashion as a function of the density field. We can note from (1) that there is a minimum value $`\kappa _{\mathrm{min}}(z_s)`$ for the convergence of a source located at redshift $`z_s`$, which corresponds to an “empty” beam between the source and the observer ($`\delta =1`$ everywhere along the line-of-sight):
$$\kappa _{\mathrm{min}}=_0^_sd\widehat{w}(,_s)$$
(5)
In practice, rather than the convergence $`\kappa `$ it can be more convenient (Schneider 1996) to consider the aperture mass $`M_{\mathrm{ap}}`$. It corresponds to a geometrical average of the local convergence with a window of vanishing average,
$$M_{\mathrm{ap}}=\mathrm{d}^2\vartheta ^{}U(\vartheta ^{})\kappa (\vartheta ^{}\vartheta )$$
(6)
where $`\kappa (\vartheta )`$ is the local convergence at the angular position $`\vartheta `$ and the window function $`U`$ is such that
$$\mathrm{d}^2\vartheta U(\vartheta )=0.$$
(7)
In this case, $`M_{\mathrm{ap}}`$ has the interesting property that it can be expressed as a function of the tangential component $`\gamma _t`$ of the shear (Kaiser et al. 1994; Schneider 1996) so that it is not in principle necessary to build local shear maps to get local aperture mass maps. More precisely we can write,
$$M_{\mathrm{ap}}(\vartheta )=\mathrm{d}^2\vartheta ^{}Q(\vartheta ^{})\gamma _t(\vartheta \vartheta ^{})$$
(8)
with
$$Q(\vartheta )=U(\vartheta )+\frac{2}{\vartheta ^2}d\vartheta ^{}\vartheta ^{}U(\vartheta ^{}).$$
(9)
Nonetheless considering such a class of filters is interesting because convergence maps are always reconstructed to a mass sheet degeneracy only. Therefore, to some extent, any statistical quantities that can be measured in convergence mass maps correspond to smoothed quantities with compensated filters. In the following, for convenience rather than due to intrinsic limitation of the method, we consider filters that are defined on a compact support.
### 2.1 Choice of filter
It is convenient to write the filter function in terms of reduce variable, $`\vartheta /\theta `$ where $`\theta `$ is the filter scale,
$$U(\vartheta )=\frac{u(\vartheta /\theta )}{\theta ^2}$$
(10)
so that the evolution with $`\theta `$ of the properties of $`M_{\mathrm{ap}}`$ only depends on the behavior of the density field seen on different scales (while the shape and the normalization of the angular filter $`U(\vartheta )`$ remains constant). In the following we shall use two different filters, which satisfy (10). One, which we note $`u_S`$, has been explicitly proposed by Schneider (1996),
$$u_S(x)=\frac{9}{\pi }(1x^2)\left(\frac{1}{3}x^2\right)\mathrm{for}x<1$$
(11)
and $`u_S(x)=0`$ otherwise. The Fourier form of this filter corresponds to,
$$W_S(l)=2\pi _0^1dxxu_S(x)J_0(lx)=\frac{24J_4(l)}{l^2}.$$
(12)
The other, which we note $`u_{BV}`$, corresponds to a simpler compensated filter that can be built from two concentric discs. It is built from the difference of the average convergence in a disc $`1/2`$ and the average convergence in a disc unity:
$$u_{BV}(x)=\frac{4H(2x)}{\pi }\frac{H(x)}{\pi }$$
(13)
where $`H(x)`$ is the characteristic function of a disc unity. In Fourier space it is simply related to the Fourier transform of a disc of radius unity,
$$W_1(l)=\frac{2J_1(l)}{l},$$
(14)
and reads,
$$W_{BV}(l)=W_1(l/2)W_1(l)=\frac{4J_1(l/2)}{l}\frac{2J_1(l)}{l}.$$
(15)
The ratio of the 2 radii has been chosen so that the 2 filters are close enough, as shown in Fig. 1. Note that the normalizations are somewhat arbitrarily. In the plot they have been chosen to give the same amplitude for the aperture mass fluctuations in case of a power law spectrum with index $`n=1.5`$. This is obtained by multiplying the expression (12) by 1.459. Fig. 1 shows actually that the two filters are very close to each other. In particular they have their maximum at the same $`k`$ scale, and except for the large $`k`$ oscillations they exhibit a similar behavior. In the following we will take the freedom to use either one or the other for convenience.
## 3 One-point PDF construction
In this section we succinctly review the theory for the construction of the one-point PDF statistical quantities. In particular we recall the mathematical relationship between the one-point PDF and the moment and cumulant generating functions.
### 3.1 General formalism
In general one can define $`\chi (\lambda )`$ as the generating function of the cumulants of a given local random variable $`\delta `$,
$$\chi (\lambda )=\underset{p=1}{\overset{\mathrm{}}{}}\delta ^p_c\frac{\lambda ^p}{p!}.$$
(16)
It is given through a Laplace transform of the one-point PDF of the local density contrast $`\delta `$,
$$e^{\chi (\lambda )}=_1^{\mathrm{}}d\delta e^{\lambda \delta }P(\delta ).$$
(17)
For hierarchical models, that is when $`\delta ^p_c\delta ^2^{p1}`$ it is convenient to define $`\phi (y)`$ as
$$\phi (y)=\underset{p}{}\frac{\delta ^p_c}{\delta ^2^{p1}}\frac{(y)^p}{p!}=\delta ^2\chi (y/\delta ^2).$$
(18)
Then the one-point PDF of $`\delta `$ is then given by the inverse Laplace transform (see Balian & Schaeffer 1989),
$$P(\delta )\mathrm{d}\delta =\mathrm{d}\delta \frac{\mathrm{d}y}{2\pi \mathrm{i}\sigma ^2}\mathrm{exp}\left[\frac{\phi (y)}{\sigma ^2}+\frac{y\delta }{\sigma ^2}\right],$$
(19)
of the moment generating function. Here $`\sigma =\delta ^2^{1/2}`$ is the r.m.s. density fluctuation.
### 3.2 The projection effects
The relation (1) states that the local convergence can be viewed as the superposition of independent layers of cosmic matter field. The direct calculation of the one-point PDF of such a sum would involve an infinite number of convolution products which makes it intractable. It is more convenient to consider the cumulant generating functions which simply add when different layers are superposed (because Laplace transforms change convolutions into ordinary products).
The projections effects for statistical properties of the local convergence have already been considered in previous papers. It has been shown in particular how the moments of the projected density can be related to the ones of the 3D field in both hierarchical models corresponding to the non-linear regime (Tóth, Hollósi and Szalay 1989) and in the quasilinear regime (Bernardeau 1995).
More recently it has been shown (Valageas 2000a,b; Munshi & Jain 1999a) that these results could be extended to the full PDF of the projected density. In particular the cumulant generating function of the projected density can be obtained by a simple line-of-sight average of the 3D cumulant generating function.
It is convenient to define the normalized projected density contrast $`\delta _{\mathrm{proj}.}`$ by:
$$\delta _{\mathrm{proj}.}=\frac{\kappa }{|\kappa _{\mathrm{min}}|}=dF()\delta (),$$
(20)
where $`F()`$ is the selection function for the projection effects as a function of the radial distance $``$:
$$F()=\frac{\widehat{w}(,_s)}{|\kappa _{\mathrm{min}}|}.$$
(21)
When filtering effects are included we have,
$$\delta _{\mathrm{proj}.,\theta }=\mathrm{d}^2\vartheta ^{}w_\theta (\vartheta ^{})\delta _{\mathrm{proj}.}(\vartheta ^{}\vartheta )$$
(22)
where $`w_\theta `$ is a given window function at scale $`\theta `$. A particular case is provided by the normalized aperture mass $`\widehat{M}_{\mathrm{ap}}`$,
$$\widehat{M}_{\mathrm{ap}}=\frac{M_{\mathrm{ap}}}{|\kappa _{\mathrm{min}}|}=\mathrm{d}^2\vartheta ^{}U(\vartheta ^{})\delta _{\mathrm{proj}.}(\vartheta ^{}\vartheta ).$$
(23)
The cumulants of the projected density can be related to those of the 3D density fields. Formally they correspond to the ones of the field when it is filtered by a conical shape window. Thus, from (20) we obtain:
$`\delta _{\mathrm{proj}.}(\vartheta _1)\mathrm{}\delta _{\mathrm{proj}.}(\vartheta _p)_c`$ $`=`$ $`{\displaystyle _0^_s}{\displaystyle \underset{i=1}{\overset{p}{}}}\mathrm{d}_iF(_i)`$ (24)
$`\times \delta (_1,𝒟_1\vartheta _1)\mathrm{}\delta (_p,𝒟_p\vartheta _p)_c.`$
The computation of such quantities can be made in the small angle approximation. Such approximation is valid when the transverse distances $`𝒟|\vartheta _i\vartheta |`$ are much smaller than the radial distances $``$. In this case the integral (24) is dominated by configurations where $`_i_j𝒟_i|\vartheta _i\vartheta _j|𝒟_j|\vartheta _i\vartheta _j|`$. It permits to make the change of variables $`_ir_i`$ with $`_i=_1+r_i𝒟_1`$. Then, since the correlation length (beyond which the many-body correlation functions are negligible) is much smaller than the Hubble scale $`c/H(z)`$ (where $`H(z)`$ is the Hubble constant at redshift $`z`$) the integral over $`r_i`$ converges over a small distance of the order of $`|\vartheta _i\vartheta _1|`$ and the expression (24) can be simplified in,
$`\delta _{\mathrm{proj}.}(\vartheta _1)\mathrm{}\delta _{\mathrm{proj}.}(\vartheta _p)_c`$ $`=`$ $`{\displaystyle _0^_s}𝒟_1^{p1}d_1F_1^p`$ (25)
$`\times {\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle \underset{i=2}{\overset{p}{}}}\mathrm{d}r_i\delta (_1,𝒟_1\vartheta _1)\mathrm{}\delta (_1+r_i𝒟_1,𝒟_1\vartheta _p)_c.`$
Taking filtering effects into account leads to,
$`\delta _{\mathrm{proj}.,\theta }^p_c`$ $`=`$ $`{\displaystyle _0^_s}𝒟_1^{p1}d_1F_1^p{\displaystyle \underset{i=1}{\overset{p}{}}\mathrm{d}^2\vartheta _iw_\theta (\vartheta _i)}`$ (26)
$`\times {\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle \underset{i=2}{\overset{p}{}}}\mathrm{d}r_i\delta (_1,𝒟_1\vartheta _1)\mathrm{}\delta (_1+r_i𝒟_1,𝒟_1\vartheta _p)_c.`$
Thus the projection effects reduce to
$$\delta _{\mathrm{proj}.,\theta }^p_c=dF^p()\delta _{𝒟\theta ,\mathrm{cyl}.}^p_cL^{p1},$$
(27)
where $`\delta _{𝒟\theta ,\mathrm{cyl}.}^p`$ is the filtered 3D density with a cylindrical filter of transverse size $`𝒟\theta `$ and depth $`L`$ (which goes to infinity in (25)).
In particular this result gives the expression of the variance of the filtered projected density contrast,
$$\delta _{\mathrm{proj}.,\theta }^2=_0^_sdF^2()\delta _{𝒟\theta ,\mathrm{cyl}.}^2_cL$$
(28)
This expression can be re-expressed in terms of the power spectrum $`P(k)`$ (nonlinear power spectrum), defined in this paper with
$$\delta (𝐱_1)\delta (𝐱_2)=\frac{\mathrm{d}^3𝐤}{(2\pi )^3}P(k)e^{\mathrm{i}𝐤(𝐱_1𝐱_2)}.$$
(29)
Then
$`\delta _{𝒟\theta ,\mathrm{cyl}.}^2_c`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{\mathrm{d}k_{}}{2\pi }}{\displaystyle \frac{\mathrm{d}^2𝐤_{}}{(2\pi )^2}P(k)}`$ (30)
$`\times \left[{\displaystyle \frac{2\mathrm{sin}(k_{}L)}{k_{}L}}\right]^2W^2(𝒟\theta k_{})`$
where $`𝐤_{}`$ is the component of $`𝐤`$ orthogonal to the radial direction and $`k_{}`$ is the component along the line-of-sight. In the previous integral, $`k_{}1/L`$ and $`k_{}1/(𝒟\theta )`$, so that when $`L`$ is large $`k_{}`$ is negligible compared to $`k_{}`$ which leads to,
$$\delta _{𝒟\theta ,\mathrm{cyl}.}^2=\frac{1}{L}\frac{\mathrm{d}^2𝐤_{}}{(2\pi )^2}P(k_{})W^2(𝒟\theta 𝐤_{})$$
(31)
where $`W`$ is the Fourier shape of the 2D window function. This relation holds for the filtered projected density contrast as well as the aperture mass, for which $`W`$ in (31) is to be replaced by $`W_S`$ or $`W_{BV}`$.
The formal expression for the higher order moments can be simplified by taking advantage of the so-called scaling laws for the correlation functions. It is in particular natural to assume that,
$$\delta ^p_c\delta ^2^{p1}$$
(32)
with a coefficient of proportionality, $`S_p`$, that depends on both the power spectrum and filter shapes, but not on the power spectrum normalization. For power law spectrum it implies in particular that these coefficients do not depend on the filtering scale. In the coming sections we present in more details the origin of this scaling relation. It allows to define
$$\phi (y)\underset{p}{}S_p\frac{(y)^p}{p!}=\delta ^2\chi (y/\delta ^2).$$
(33)
The equation (27) then relates the cumulant generating function $`\phi (y)`$ for the projected density to the one corresponding to cylindrical filtering effects,
$$\phi _{\mathrm{proj}.}(y)=\frac{\mathrm{d}}{\psi _\theta ()}\phi _{\mathrm{cyl}.}[yF()\psi _\theta ()]$$
(34)
with
$$\psi _\theta ()=\frac{\delta _{𝒟\theta ,\mathrm{cyl}.}^2}{\delta _{\mathrm{proj}.,\theta }^2}L$$
(35)
which can be rewritten in terms of the matter fluctuation power spectrum,
$$\psi _\theta ()=\frac{\mathrm{d}^2𝐤P(k,z)W^2(k𝒟\theta )}{d^{}F^2(^{})\mathrm{d}^2𝐤P(k,z^{})W^2(k𝒟^{}\theta )}.$$
(36)
In this expression we have explicitly written the redshift dependence of the power spectrum. In case of a power law spectrum,
$$P(k,z)=P_0(z)\left(\frac{k}{k_0}\right)^n$$
(37)
it takes a much simpler form given by,
$$\psi _\theta ()=\frac{P_0(z)𝒟^{n2}}{d^{}F^2(^{})P_0(z^{})𝒟^{n2}}.$$
(38)
The result (34) is the cornerstone of the calculations we present. It allows to relate the cumulant generating function of projected quantities to the ones computed in much simpler geometries.
The difficulty then resides in the computation of $`\phi _{\mathrm{cyl}.}`$ in the regimes we are interested in. Two limit cases are actually accessible to exact calculations. First, one is the quasilinear regime where one can take advantage of the special properties of the perturbative expansion in Lagrangian space to build the cumulant generating function in Eulerian space. These kinds of properties had been used previously for 3D or 2D top-hat filters only. We show here how this method can be extended to the filter (15). Second, in the strongly nonlinear regime one can also do exact numerical calculations when one is assuming the high order correlation functions to follow a tree model. The derivations corresponding to these regimes are presented in the next two sections.
## 4 The quasi-linear regime
The reason rigorous calculations can be carried on in this regime is that the cumulant generating function for a cylindrical shape is exactly the one corresponding to the 2D dynamics (Bernardeau 1995). In other words, in this case
$$\phi _{\mathrm{cyl}.}^{\mathrm{quasilinear}}(y)=\phi _{2D}^{\mathrm{quasilinear}}(y)$$
(39)
at leading order. In this regime the problem then reduces to the computation of cumulant generating functions for compensated filters for the 2D dynamics. The latter calculation is presented in the following paragraphs. This is a long and technical calculation that leads to the formulae (85-87).
The calculations we present follow what has been done for the top-hat window filters, with the complication introduced by the use of two such filters instead of one to build the compensated filter.
### 4.1 2D statistics in Lagrangian space
The generating function for the compensated filter (13) can be built from the generating function of the joint density PDF for two concentric cells of different radius. This quantity will be obtained in Eulerian space from the one in Lagrangian space through a Lagrangian-Eulerian mapping. More precisely we consider the joint PDF of two reduced volumes defined as the comoving volume $`V_c(t)`$ occupied by some matter expressed in units of the volume $`V`$ it occupied initially,
$$v=\frac{V_c(t)}{V}.$$
(40)
The Eulerian overdensity of this matter region will then be given by the inverse of $`v`$,
$$\rho =1/v.$$
(41)
The calculation will be made in two steps. First we present the derivation of the cumulant generating function in Lagrangian space, then the mapping from Lagrangian to Eulerian space.
In a Lagrangian description $`v`$ corresponds to the Jacobian of the transform from the initial coordinates $`𝐪`$ in Lagrangian space to the ones in real space $`𝐱`$,
$$v=J(𝐪)=\left|\frac{𝐱}{𝐪}\right|.$$
(42)
The construction of the volume PDF is then based on the geometrical properties of the Jacobian perturbative expansion. Its expansion with respect to the initial density fluctuations (in the rest of this subsection we consider 2D dynamics) reads
$$J(𝐪)=1+J^{(1)}(𝐪)+\mathrm{}$$
(43)
Each term of this expansion can be written in terms of the initial Fourier modes of the linear density field,
$`J^{(p)}`$ $`=`$ $`{\displaystyle }{\displaystyle \frac{\mathrm{d}^2𝐤_1}{2\pi }}\mathrm{}{\displaystyle \frac{\mathrm{d}^2𝐤_p}{2\pi }}D_+^p(t)\delta (𝐤_1)\mathrm{}\delta (𝐤_p)\times `$ (44)
$`\mathrm{exp}[\mathrm{i}(𝐤_1+\mathrm{}+𝐤_p)𝐪]J_p(𝐤_1,\mathrm{},𝐤_p).`$
where $`D_+(t)`$ describes the time dependence of the linear growing mode. The central issue is the way the geometrical kernel $`J_p(𝐤_1,\mathrm{},𝐤_p)`$ behaves when geometrical effects are taken into account. At leading order in perturbation theory (that is when only “tree order” terms are taken into account) that amounts to compute terms of the form
$$d\alpha _1\mathrm{}d\alpha _pJ_p(𝐤_1,\mathrm{},𝐤_p)W|𝐤_1+\mathrm{}+𝐤_p|.$$
(45)
where $`\alpha _i`$ is the angle of the $`i^{\mathrm{th}}`$ wave vector. There exists a central property, valid for top-hat filters only, which states that (Bernardeau 1995),
$`{\displaystyle d\alpha _1\mathrm{}d\alpha _pJ_p(𝐤_1,\mathrm{},𝐤_p)W_1|𝐤_1+\mathrm{}+𝐤_p|}=`$ (46)
$`W_1(k_1)\mathrm{}W_1(k_p){\displaystyle d\alpha _1\mathrm{}d\alpha _pJ_p(𝐤_1,\mathrm{},𝐤_p)},`$
where $`W_1`$ is defined in (14). This result extends the one obtained in Bernardeau (1994) for the 3D dynamics.
At leading order in Perturbation Theory any cumulant of the form $`v_1^pv_2^q_c`$ involves only products of such quantities. The sort of commutation rule given in the previous equation implies that these cumulants can be computed without explicitly taking into account the filtering effects. It means that any cumulant of the form $`v_1^pv_2^q_c`$ can be built with a tree shape construction with two different kinds of end points. Formally the generating function of such cumulants
$$\chi (\lambda _1,\lambda _2)=\underset{p,q}{}\frac{\lambda _1^p}{p!}\frac{\lambda _2^q}{q!}v_1^pv_2^q_c$$
(47)
reads,
$`\chi (\lambda _1,\lambda _2)`$ $`=`$ $`\lambda _1\zeta _J(\tau _1)+\lambda _2\zeta _J(\tau _2)`$
$`{\displaystyle \frac{\lambda _1}{2}}\tau _1\zeta _J^{}(\tau _1){\displaystyle \frac{\lambda _2}{2}}\tau _2\zeta _J^{}(\tau _2)`$
$`\tau _1`$ $`=`$ $`\lambda _1\overline{\xi }_{11}\zeta _J^{}(\tau _1)+\lambda _2\overline{\xi }_{12}\zeta _J^{}(\tau _2)`$ (49)
$`\tau _2`$ $`=`$ $`\lambda _1\overline{\xi }_{12}\zeta _J^{}(\tau _1)+\lambda _2\overline{\xi }_{22}\zeta _J^{}(\tau _2),`$ (50)
where $`\overline{\xi }_{ij}`$ are the second moment of the linear density contrasts between two cells of fixed Lagrangian radii $`\theta _i`$ and $`\theta _j`$,
$$\overline{\xi }_{ij}\overline{\xi }_{ij}(\theta _i,\theta _j)=\frac{\mathrm{d}^2𝐤}{(2\pi )^2}P(k)W(k\theta _i)W(k\theta _j).$$
(51)
They are, for the Lagrangian variables $`v_i`$, fixed parameters that depend only on the power spectrum shape (and on the set of cell radii chosen at the beginning). The function $`\zeta _J`$ is the generating function of the angular averages of $`J_p(𝐤_1,\mathrm{},𝐤_p)`$,
$`\zeta _J(\tau )`$ $`=`$ $`{\displaystyle \underset{p=0}{\overset{\mathrm{}}{}}}j_p{\displaystyle \frac{\tau ^p}{p!}},j_0=1`$ (52)
$`j_p`$ $`=`$ $`{\displaystyle \frac{1}{(2\pi )^p}}{\displaystyle d\alpha _1\mathrm{}d\alpha _pJ_p(𝐤_1,\mathrm{},𝐤_p)}.`$ (53)
Note that $`\zeta (\tau )1=1/\zeta _J(\tau )1`$ describes the density contrast of a spherical density fluctuation of linear over-density $`\tau `$ for the 2D dynamics. The exact form of $`\zeta _J`$ is therefore known for any cosmological model.
The relation (4.1) can actually be generalized to an arbitrary number of cells in a straightforward way,
$`\chi (\{\lambda _i\})`$ $`=`$ $`{\displaystyle \underset{i=1}{\overset{n}{}}}\lambda _i\zeta _J(\tau _i){\displaystyle \frac{\lambda _i}{2}}\tau _i\zeta _J^{}(\tau _i)`$ (54)
$`\tau _i`$ $`=`$ $`{\displaystyle \underset{j=1}{\overset{n}{}}}\lambda _j\overline{\xi }_{ij}\zeta _J^{}(\tau _j).`$ (55)
The latter relation can be rewritten in an equivalent way as
$$\underset{j=1}{\overset{n}{}}C_{ij}\tau _j=\lambda _i\zeta _J^{}(\tau _i)$$
(56)
where $`C_{ij}`$ is the inverse matrix to $`\overline{\xi }_{ij}`$. The generating function $`\chi `$ can then be written,
$$\chi (\{\lambda _i\})=\underset{i=1}{\overset{n}{}}\lambda _i\zeta _J(\tau _i)\frac{1}{2}\underset{i,j=1}{\overset{n}{}}C_{ij}\tau _i\tau _j.$$
(57)
It gives the generating function of the reduced volume generating function of an arbitrary number of concentric cells. Note that however the known geometrical properties of the Lagrangian expansion terms do not allow to extend these results to non-concentric cells. Thus, our method actually apply to any filter which is axisymmetric (in general one would need an infinite number of cells but in practice numerical discretization always leads to a finite number of concentric shells). It is worth noting that the relation (55) gives,
$$\underset{j}{}\lambda _j\zeta _J^{}(\tau _j)\frac{\mathrm{d}\tau _j}{\mathrm{d}\lambda _i}\underset{j}{}\tau _j\zeta _J^{\prime \prime }(\tau _j)\frac{\mathrm{d}\tau _j}{\mathrm{d}\lambda _i}=\tau _i\zeta _J^{}(\tau _i)$$
(58)
which in turns leads to,
$$\frac{\chi (\{\lambda _i\})}{\lambda _i}=\zeta (\tau _i).$$
(59)
### 4.2 Saddle point approximation and leading order cumulant generating function
In this subsection we explicit the formal relationship between the generating function computed at leading order and the shape of the multivalued density probability distribution function.
The joint PDF is formally given by (this is an extension of Eq. 19)
$`P(v_1,\mathrm{},v_n)`$ $`=`$ $`{\displaystyle \frac{\mathrm{d}\lambda _1}{2\pi \mathrm{i}}\mathrm{}\frac{\mathrm{d}\lambda _n}{2\pi \mathrm{i}}}`$
$`\times \mathrm{exp}\left[\chi (\{\lambda _i\}){\displaystyle \underset{i=1}{\overset{n}{}}}\lambda _iv_i\right].`$
In case of a small variance, the expression of the joint density is obtained through the saddle point approximation. The saddle point conditions read,
$$\frac{\chi }{\lambda _i}=v_i,$$
(61)
which gives implicitly the values of $`\lambda _i`$ at the saddle point position in terms of $`v_i`$. Taking advantage of the property (59), one gets,
$$\zeta _J(\tau _i)=v_i.$$
(62)
It implies that with the saddle point position the expression of the joint PDF is (not taking into account prefactors),
$$P_{\mathrm{Lag}.}(v_1,\mathrm{},v_n)\mathrm{exp}\left[\frac{1}{2}\underset{ij}{}C_{ij}\tau _i\tau _j\right]$$
(63)
with the mapping (62). This is exactly what one would expect for Gaussian initial conditions, $`\tau _i`$ being the linearly extrapolated density contrasts at the chosen scales.
### 4.3 Lagrangian-Eulerian mapping
To relate Lagrangian and Eulerian space, one uses the same trick as in Bernardeau (1994), that is,
$`P_{\mathrm{Lag}.}\left(v_1>{\displaystyle \frac{1}{\rho _{01}}},\mathrm{},v_n>{\displaystyle \frac{1}{\rho _{0n}}}\right)=`$
$`P_{\mathrm{Eul}.}(\rho _1<\rho _{01},\mathrm{},\rho _n<\rho _{0n}).`$ (64)
The leading order cumulant generating function can then be obtained by an identification of the exponential term when one uses the saddle point approximation. The variables are however now changed in $`\rho _i`$ which are related to $`\tau _i`$ with
$$\zeta (\tau _i)=\rho _i,\zeta (\tau _i)=1/\zeta _J(\tau _i).$$
(65)
Moreover the variables $`\rho _i`$ enter also the expression of the cell correlation coefficients $`\overline{\xi }_{ij}`$ since they are in Eq. (51) computed for a fixed mass scale and not for a fixed Eulerian space radius. As a result, the coefficient $`C_{ij}`$ expressed in terms of $`\overline{\xi }_{ij}`$ should be understood as function of the variable $`\rho _i`$ through
$`\overline{\xi }_{ii}`$ $`=`$ $`\overline{\xi }\left(\rho _i^{1/2}\theta _i\right)`$ (66)
$`\overline{\xi }_{ij}`$ $`=`$ $`\overline{\xi }(\rho _i^{1/2}\theta _i,\rho _j^{1/2}\theta _j)`$ (67)
where $`\theta _i`$ are all kept fixed.
The cumulant generating function in Eulerian space is obtained also with a saddle point approximation in the computation of
$`\mathrm{exp}\left[\chi _{\mathrm{Eul}}(\{\lambda _i\})\right]`$ $`=`$ $`{\displaystyle d\rho _1\mathrm{}d\rho _nP_{\mathrm{Eul}}(\rho _1,\mathrm{},\rho _n)}`$ (68)
$`\times \mathrm{exp}\left({\displaystyle \underset{i}{}}\lambda _i\rho _i\right)`$
which leads to,
$$\chi _{\mathrm{Eul}}(\{\lambda _i\})=\underset{i=1}{\overset{n}{}}\lambda _i\rho _i\frac{1}{2}\underset{i,j=1}{\overset{n}{}}C_{ij}\tau _i\tau _j$$
(69)
with the stationary conditions,
$$\frac{1}{2}\frac{}{\rho _i}\underset{i,j=1}{\overset{n}{}}C_{ij}\tau _i\tau _j=\lambda _i$$
(70)
where the partial derivatives should then be understood for fixed radius $`\theta _i`$ and $`\lambda _i`$. The relation (69), together with the conditions (70) gives the formal expression of the cumulant generating function in Eulerian space.
The case we are interested in,
$$M_{\mathrm{ap}}=\rho _1\rho _2$$
(71)
if
$$\theta _1=1/2,\theta _2=1$$
(72)
corresponds to 2 cells, if $`M_{\mathrm{ap}}`$ is built with the filter (15). Then the generating function for $`M_{\mathrm{ap}}`$ is obtained with a peculiar choice for $`\lambda _i`$,
$$\lambda =\lambda _1=\lambda _2.$$
(73)
It is actually convenient to define,
$$y=\lambda \sigma ^2$$
(74)
and
$$\phi _{2D}(y)=\phi _{\mathrm{cyl}.}(y)=\chi (\lambda )\sigma ^2$$
(75)
where $`\sigma ^2`$ is defined by
$$\sigma ^2=M_{\mathrm{ap}}^2=\overline{\xi }_{11}+\overline{\xi }_{22}2\overline{\xi }_{12}.$$
(76)
With this choice of variable, $`\phi (y)`$ does not depend formally on the variance but only on $`y`$. To be more specific one has finally,
$`\phi _{\mathrm{cyl}.}(y)`$ $`=`$ $`y\zeta (\tau _1)y\zeta (\tau _2)+(\tau _1,\tau _2)`$ (77)
$`(\tau _1,\tau _2)`$ $`=`$ $`{\displaystyle \frac{\sigma ^2}{2[1r(\tau _1,\tau _2)]}}`$ (78)
$`\times \left[{\displaystyle \frac{\tau _1^2}{\overline{\xi }_{11}(\tau _1)}}+{\displaystyle \frac{\tau _2^2}{\overline{\xi }_{22}(\tau _2)}}{\displaystyle \frac{2r(\tau _1,\tau _2)\tau _1\tau _2}{\sqrt{\overline{\xi }_{11}(\tau _1)\overline{\xi }_{22}(\tau _2)}}}\right],`$
where $`r=\overline{\xi }_{12}/\sqrt{\overline{\xi }_{11}\overline{\xi }_{22}}`$, $`\overline{\xi }_{11}`$ and $`\overline{\xi }_{22}`$ are considered as function of $`\tau _1`$ and $`\tau _2`$ through the variables $`\rho _1`$ and $`\rho _2`$. the saddle point conditions then read,
$`{\displaystyle \frac{}{\tau _1}}`$ $`=`$ $`y\zeta ^{}(\tau _1)`$ (79)
$`{\displaystyle \frac{}{\tau _2}}`$ $`=`$ $`y\zeta ^{}(\tau _2).`$ (80)
In this case the function $`\chi (\lambda )`$ can be numerically calculated. We have restricted our calculations to the case where the power spectrum follows a power law behavior with index $`n=1.5`$. To do the numerical computations we also use a simplified expression for the 2D spherical collapse dynamics,
$$\zeta (\tau )=(1+\tau /\kappa )^\kappa $$
(81)
with
$$\kappa =\frac{\sqrt{13}1}{2}1.30.$$
(82)
The resulting function $`\phi _{\mathrm{cyl}.}(y)`$ is shown in Fig. 2, together with the functions $`\tau _1(y)`$ and $`\tau _2(y)`$.
### 4.4 Properties of the cumulant generating function
These figures clearly show that the function $`\phi (y)`$ has two singularities on the real axis. This is to be compared to what is encountered for counts-in-cells statistics where only one singular point is expected. The numerical resolutions have been extended slightly beyond the singularities to show that they are due to the resolution of the implicit equations in $`\tau `$ that have multiple solution in $`y`$. As a result the generic behavior near any of such singularity is
$`\tau (y)`$ $``$ $`t_s(yy_s)^{1/2},`$ (83)
$`\phi _{\mathrm{cyl}.}(y)`$ $``$ $`a_s(yy_s)^{3/2}.`$ (84)
This behavior directly induces exponential cutoffs for the shape of the density PDF (see Balian & Schaeffer 1989, Bernardeau & Schaeffer 1992). In case of compensated filter, the fact that we obtain 2 singularities, induces two exponential cut-offs on both side of the PDF as it appears clearly on the results presented in Sect. 5 (see also Valageas 2000c).
In a phenomenological way the function $`\phi _{\mathrm{cyl}.}(y)`$ can be described by an effective vertex generating function $`\zeta _{\mathrm{eff}.}(\tau )`$ so that,
$`\phi _{\mathrm{cyl}.}(y)`$ $`=`$ $`y\zeta _{\mathrm{eff}.}(\tau ){\displaystyle \frac{1}{2}}y\tau \zeta _{\mathrm{eff}.}^{}(\tau )`$ (85)
$`\tau `$ $`=`$ $`y\zeta _{\mathrm{eff}.}^{}(\tau ).`$ (86)
Numerically the effective vertex generating function is well described by a fifth order polynomial,
$`\zeta _{\mathrm{eff}.}(\tau )`$ $`=`$ $`\tau +0.843179\tau ^25.7511\tau ^3+3.3669\tau ^4`$ (87)
$`6.3852\tau ^5`$
which is regular, the expected singular behavior for $`\phi (y)`$ being induced by Eq. (86) (see Fig. 3). Note that $`\zeta _{\mathrm{eff}.}(\tau )`$ can be viewed as a generating function of effective vertices. It implies that for instance the skewness of the 2D (or equivalently cylindrical) compensated filtered density is
$$S_3^{\mathrm{cyl}.}=3\times 0.8431792.52$$
(88)
for such power law spectrum shape. It is however important to have in mind that the shape of $`\zeta _{\mathrm{eff}.}(\tau )`$ as well as the skewness depend on the window function normalization. The calculations have been given here for the $`u_{BV}`$ filter defined in Eq. (15). For the $`u_S`$ filter, Eq. (12), $`S_3^{\mathrm{cyl}.}`$ for instance would have been about 1.459 times larger, because of the normalization discrepancy between the two filters.
The skewness of $`M_{\mathrm{ap}}`$ is then related to this one through a simple projection factor,
$$S_3^{\mathrm{proj}.}=S_3^{\mathrm{cyl}.}\frac{dF^3\left[P_0(z)𝒟^{(n+2)}\right]^2}{\left[dF^2P_0(z)𝒟^{(n+2)}\right]^2}.$$
(89)
This latter relation is actually valid in both the quasilinear and the nonlinear regime.
## 5 The nonlinear regime
In the nonlinear regime, there exist no derivations from first principles of the behavior of the high order correlation functions of the cosmic density field. However, hints of its behavior can be found. The stable clustering ansatz gives indication on the expected amplitude of the high order correlation functions and how they scale with the two-point one. The hierarchical tree model, and more specifically the minimal tree model, allows to build a coherent set of high-order correlation functions.
### 5.1 The stable-clustering ansatz
The stable clustering ansatz (Peebles 1980) simply states that the high order correlation functions should compensate, in virialized objects, the expansion of the Universe. It gives not only the growth factor of the two-point correlation, but also a scaling relation between the high-order correlation functions.
Expressed in terms of the coefficient $`S_p`$ -hence of the generating function $`\phi (y)`$ defined in (18)- it means that they are independent of time and scale. As a consequence, the knowledge of the evolution of the power-spectrum $`P(k)`$, or of the two-point correlation function $`\overline{\xi }`$, is sufficient to obtain the full PDF of the local density contrast. This property has been checked in numerical simulations by several authors (Valageas et al. 2000; Bouchet et al. 1991; Colombi et al. 1997; Munshi et al. 1999). In particular, the statistics of the counts-in-cells measured in numerical simulations provide an estimate of the generating function $`\phi (y)`$ for 3D top-hat filters.
More precisely, in the highly non-linear regime one considers the variable $`x`$ defined by:
$$x=\frac{1+\delta _R}{\overline{\xi }}.$$
(90)
Then, using (19), for sufficiently “large” density contrasts the PDF $`P(\delta _R)`$ can be written as (Balian & Schaeffer 1989):
$$P(\delta _R)=\frac{1}{\overline{\xi }^2}h(x)$$
(91)
when
$$\overline{\xi }1,(1+\delta _R)\overline{\xi }^{\omega /(1\omega )}$$
(92)
where the scaling function $`h(x)`$ is the inverse Laplace transform of $`\phi (y)`$:
$$h(x)=_i\mathrm{}^{+i\mathrm{}}\frac{dy}{2\pi \mathrm{i}}e^{xy}\phi (y).$$
(93)
In (92) the exponent $`\omega `$ comes from the behavior of $`\phi (y)`$ at large $`y`$. Indeed, from very general considerations (Balian & Schaeffer 1989) one expects the function $`\phi (y)`$ defined in (18) to behave for 3D top-hat filtering as a power-law for large $`y`$:
$$y+\mathrm{}:\phi (y)ay^{1\omega }\text{with}\mathrm{\hspace{0.33em}0}\omega 1,a>0$$
(94)
and to display a singularity at a small negative value of $`y`$,
$$yy_s^+:\phi (y)=a_s\mathrm{\Gamma }(\omega _s)(yy_s)^{\omega _s}$$
(95)
where we neglected less singular terms (note that this behavior has indeed been observed in the quasilinear regime, Bernardeau 1992). Taking advantage of these assumptions, one obtains (Balian & Schaeffer 1989),
$`x1:`$ $`h(x){\displaystyle \frac{a(1\omega )}{\mathrm{\Gamma }(\omega )}}x^{\omega 2}`$ (96)
$`x1:`$ $`h(x)a_sx^{\omega _s1}e^{x/x_s}`$ (97)
with $`x_s=1/|y_s|`$. Hence, using (91) we see that the density probability distribution $`P(\delta _R)`$ shows a power-law behavior from $`(1+\delta _R)\overline{\xi }^{\omega /(1\omega )}`$ up to $`(1+\delta _R)x_s\overline{\xi }`$ with an exponential cutoff above $`x_s\overline{\xi }`$. It implies in particular that the function $`h(x)`$ measured in numerical simulations can give rise to constraints on the cumulant generating function from the inverse relation,
$$\phi (y)=_0^{\mathrm{}}\left(1e^{xy}\right)h(x)dx$$
(98)
Note that $`h(x)`$ depends on the power-spectrum and, in the absence of a reliable theory for describing the nonlinear regime, it has to be obtained from numerical simulations. This is the case in particular for the evolution of the two-point correlation function, or equivalently of the power-spectrum. To this order we use the analytic formulae obtained by Peacock & Dodds (1996) from fits to N-body simulations.
Note that the relation (93) holds independently of the stable-clustering ansatz. However, if the latter is not realized the generating function $`\phi (y)`$ depends on time (and scale). Then, most of the results we obtain in the next sections still hold but one needs to take into account the evolution with redshift of $`\phi (y)`$. That would be necessary in particular if one wants to describe the transition from the quasilinear regime to the strongly nonlinear regime. In the following we assume that the stable-clustering ansatz is valid, so that $`\phi (y)`$ is time-independent. As mentioned above this is consistent with the results of numerical simulations.
### 5.2 Minimal tree-model
If one is interested in the statistics of the top-hat filtered convergence, it is reasonable to assume that (Valageas 2000a,b),
$$\phi _{\mathrm{cyl}.}(y)\phi _{3D}(y).$$
(99)
In case of the aperture mass statistics however the filtering scheme is too intricate (with both positive and negative weights) to make such an assumption, and in particular the resulting values for $`S_p`$ depend crucially on the geometrical dependences of the $`p`$-point correlation functions. We are thus forced to adopt a specific model for the correlation functions, and the one we adopt is obviously consistent with the stable-clustering ansatz.
A popular model for the $`p`$point correlation functions in the non-linear regime is to consider a “tree-model” (Schaeffer 1984, Groth & Peebles 1977) where $`\xi _p`$ is expressed in terms of products of $`\xi _2`$ as:
$$\xi _p(𝐫_1,\mathrm{},𝐫_p)=\underset{(\alpha )}{}Q_p^{(\alpha )}\underset{t_\alpha }{}\underset{p1}{}\xi _2(𝐫_i,𝐫_j)$$
(100)
where $`(\alpha )`$ is a particular tree-topology connecting the $`p`$ points without making any loop, $`Q_p^{(\alpha )}`$ is a parameter associated with the order of the correlations and the topology involved, $`t_\alpha `$ is a particular labeling of the topology $`(\alpha )`$ and the product is made over the $`(p1)`$ links between the $`p`$ points with two-body correlation functions. A peculiar case of the models described by (100) is the “minimal tree-model” (Bernardeau & Schaeffer 1992, 1999, Munshi, Coles & Melott 1999) where the weights $`Q_p^{(\alpha )}`$ are given by:
$$Q_p^{(\alpha )}=\underset{\text{vertices of }(\alpha )}{}\nu _q$$
(101)
where $`\nu _q`$ is a constant weight associated to a vertex of the tree topology with $`q`$ outgoing lines. Then, one can derive the generating function $`\phi (y)`$, defined in (18), or the coefficients $`S_p`$, from the parameters $`\nu _p`$ introduced in (101) which completely specify the behavior of the $`p`$point correlation functions.
In this case the cumulant generating function is given for 3D filtering by,
$$\chi (\lambda )=\underset{p=1}{\overset{\mathrm{}}{}}\frac{\lambda ^p}{p!}\mathrm{d}^3𝐫_1..\mathrm{d}^3𝐫_pw(𝐫_1)..w(𝐫_p)\xi _p(𝐫_1,..,𝐫_p)$$
(102)
where $`w`$ corresponds to the filter choice. In the case of the minimal tree-model, where the $`p`$point correlation functions are defined by the coefficients $`\nu _q`$ from (100) and (101), it is possible to obtain a simple implicit expression for the function $`\chi (\lambda )`$ (see Bernardeau & Schaeffer 1992; Jannink & des Cloiseaux 1987):
$`\chi (\lambda )`$ $`=`$ $`\lambda {\displaystyle \mathrm{d}^3𝐫w(𝐫)\left[\zeta [\tau (𝐫)]\frac{\tau (𝐫)\zeta ^{}[\tau (𝐫)]}{2}\right]}`$ (103)
$`\tau (𝐫)`$ $`=`$ $`\lambda {\displaystyle \mathrm{d}^3𝐫^{}w(𝐫^{})\xi _2(𝐫,𝐫^{})\zeta ^{}[\tau (𝐫^{})]}`$ (104)
where the function $`\zeta (\tau )`$ is defined as the generating function for the coefficient $`\nu _p`$,
$$\zeta (\tau )=\underset{p=0}{\overset{\mathrm{}}{}}\frac{(1)^p}{p!}\nu _p\tau ^p\text{with}\nu _0=\nu _1=1.$$
(105)
The function $`\chi (\lambda )`$ obviously depends on the choice of filter through the function $`w`$. For a top-hat filter, it would simply be a characteristic function normalized in such a way that
$$\mathrm{d}^3𝐫w(r)=1.$$
(106)
A simple “mean field” approximation which provides very good results in case of top-hat filter (Bernardeau & Schaeffer 1992) is to integrate $`\tau (𝐫)`$ over the volume $`V`$ in the second line of the system (103) and then to approximate $`\tau (𝐫)`$ by a constant $`\tau `$. This leads to the simple system:
$`\phi _{3D}(y)`$ $`=`$ $`y\left[\zeta (\tau ){\displaystyle \frac{\tau \zeta ^{}(\tau )}{2}}\right]`$ (107)
$`\tau `$ $`=`$ $`y\zeta ^{}(\tau )`$ (108)
Then, the singularity of $`\phi (y)`$, see (95), corresponds to the point where the $`|\mathrm{d}y/\mathrm{d}\tau |`$ vanishes. Note that $`\zeta (\tau )`$ is regular at this point and that the singularity is simply brought about by the form of the implicit system (108) as observed in Bernardeau & Schaeffer (1992). Making the approximation (107-108) for both $`\phi _{3D}(y)`$ and $`\phi _{\mathrm{cyl}.}(y)`$ leads to the approximation (99) which is thus natural for the minimal tree model.
In the case of a compensated filter such a simple mean field approximation however cannot be done. It is in particular due to the fact that the weights given to $`\tau `$ then strongly depend on the radius distance. Before we go to this point we need first to take into account the projection effects.
### 5.3 Projection effects for the minimal tree-model
As noted in Tóth et al. (1989) and analyzed in detail in Valageas (2000b), we know that the tree structure assumed for the 3D correlation functions is preserved (except for one final integration along the line-of-sight) for the projected density. Indeed, inserting (100) in (24) we obtain:
$`\delta _{\mathrm{proj}.}(\vartheta _1)..\delta _{\mathrm{proj}.}(\vartheta _p)_c={\displaystyle \underset{(\alpha )}{}}Q_p^{(\alpha )}{\displaystyle \underset{t_\alpha }{}}{\displaystyle _0^_s}\mathrm{d}_1F^p`$
$`\times {\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle \underset{i=2}{\overset{p}{}}}\mathrm{d}_i{\displaystyle \underset{p1}{}}\xi _2(𝐱_a,𝐱_b)`$ (109)
where we noted $`𝐱_a=(_a,𝒟_1\vartheta _a)`$. It can be noted that in the small angle approximation the weight applied to each diagram depends on their order $`p`$ only and not on their geometrical decompositions. As a consequence the projected $`p`$point correlation function can be written,
$`\delta _{\mathrm{proj}.}(\vartheta _1)\mathrm{}\delta _{\mathrm{proj}.}(\vartheta _p)_c`$ $`=`$ (110)
$`{\displaystyle _0^_s}dF^p\omega _p(\vartheta _1,\mathrm{},\vartheta _p;z),`$
where the two-dimensional $`p`$point functions $`\omega _p(\vartheta _1,\mathrm{},\vartheta _p;z)`$ have the same tree-structure as the three-dimensional $`p`$point correlation functions $`\xi _p`$,
$$\omega _p(\vartheta _1,\mathrm{},\vartheta _p;z)=\underset{(\alpha )}{}Q_p^{(\alpha )}\underset{t_\alpha }{}\underset{p1}{}\omega _2(\vartheta _a,\vartheta _b;z)$$
(111)
with:
$$\omega _2(\vartheta _1,\vartheta _2;z)=\frac{\mathrm{d}^2𝐤}{(2\pi )^2}P(k,z)J_0\left(k𝒟|\vartheta _1\vartheta _2|\right).$$
(112)
Here $`J_0`$ is the Bessel function of order 0. For convenience we also note $`\overline{\omega }_2(z)`$ the angular average of $`\omega _2(\vartheta _1,\vartheta _2;z)`$,
$$\overline{\omega }_2(z)=\mathrm{d}^2\vartheta _1\mathrm{d}^2\vartheta _2U(\vartheta _1)U(\vartheta _2)\omega _2(\vartheta _1,\vartheta _2;z),$$
(113)
which, expressed in terms of the power spectrum gives,
$$\overline{\omega }_2(z)=_0^{\mathrm{}}\frac{\mathrm{d}^2𝐤}{(2\pi )^2}P(k)W^2(k𝒟\theta ).$$
(114)
Thus, we see that the correlation functions of the projected density $`\delta _{\mathrm{proj}.}`$ itself do not show an exact tree-structure as the underlying 3D correlation functions $`\xi _p`$. Nevertheless, as seen in (110) they are given by one simple integration along the line-of-sight of the 2D $`p`$point functions $`\omega _p`$ which exhibit the same tree-structure as their 3D counterparts $`\xi _p`$. This means that we can still use the techniques developed to deal with such tree-models. In particular, in the case of the minimal tree-model (101) we will be able to take advantage of the resummation (103-104).
Once again, it is interesting to note that for power-law spectra, $`P(k)k^n`$, the angular and the redshift dependences of $`\omega _p`$ can be factorized so that the correlation functions of the projected density $`\delta _{\mathrm{proj}.}`$ itself now exhibit a (new) tree-structure. Then, the 2-point function reads,
$`\delta _{\mathrm{proj}.}(\vartheta _1)\delta _{\mathrm{proj}.}(\vartheta _2)`$ $`=`$ $`|\vartheta _1\vartheta _2|^{(n+2)}`$ (115)
$`\times {\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{\mathrm{d}^2𝐥}{(2\pi )^2}}l^nJ_0(l){\displaystyle }\mathrm{d}F^2(){\displaystyle \frac{P_0}{k_0^n}}𝒟^{(n+2)}`$
while the high-order $`p`$point functions $`\delta _{\mathrm{proj}.}(\vartheta _1)..\delta _{\mathrm{proj}.}(\vartheta _p)_c`$ follow the tree-structure (100) with the projected weights $`Q_{p,\mathrm{proj}.}^{(\alpha )}`$:
$$Q_{p,\mathrm{proj}.}^{(\alpha )}=Q_p^{(\alpha )}\frac{dF^p\left[P_0(z)𝒟^{(n+2)}\right]^{p1}}{\left[dF^2P_0(z)𝒟^{(n+2)}\right]^{p1}}.$$
(116)
Note that the relation $`Q_p^{(\alpha )}Q_{p,\mathrm{proj}.}^{(\alpha )}`$ depends on the slope $`n`$ of the power-spectrum. On the other hand, if the initial tree-model for the 3D correlation functions is the minimal tree-model (101) we can see that the projected tree-structure (116) is not an exact minimal tree-model<sup>1</sup><sup>1</sup>1This is due to the fact that the numerator in the r.h.s. of (116) cannot be factorized in the form $`AB^{p1}`$. A simple way to check that $`Q_{p,\mathrm{proj}.}^{(\alpha )}`$ cannot be written in terms of new parameters $`\nu _{q,\mathrm{proj}.}`$ as in (101) is to consider the “snake” topology where $`Q_p^{(\mathrm{snake})}=\nu _1^2\nu _2^{p2}`$. which would be expressed in terms of a new generating function $`\zeta _{\mathrm{proj}.}(\tau )`$. In other words $`\phi _{\mathrm{proj}.}(y)`$ cannot be built from a tree structure whereas $`\phi _{\mathrm{cyl}.}(y)`$ can, and with the same vertex generating function $`\zeta (\tau )`$ defined in (105).
As a consequence, in the nonlinear regime, the relation (34) is to be used with,
$`\phi _{\mathrm{cyl}.}(y)`$ $`=`$ $`y{\displaystyle \mathrm{d}^2\vartheta U(\vartheta )\left[\zeta [\tau (\vartheta )]\frac{\tau (\vartheta )\zeta ^{}[\tau (\vartheta )]}{2}\right]}`$ (117)
$`\tau (\vartheta )`$ $`=`$ $`y{\displaystyle \mathrm{d}^2\vartheta ^{}U(\vartheta ^{})\frac{\omega _2(\vartheta ,\vartheta ^{};z)}{\overline{\omega }_2(z)}\zeta ^{}[\tau (\vartheta ^{})]}`$ (118)
where $`\zeta (\tau )`$ is the 3D vertex generating function. Note that this function depends on $`z`$ through $`\omega _2(\vartheta ,\vartheta ^{};z)`$ and $`\overline{\omega }_2(z)`$. Note also that in $`y=0`$ the expansion of the generating function $`\phi _{\mathrm{cyl}.}(y)`$ is $`\phi _{\mathrm{cyl}.}(y)=y^2/2+\mathrm{}`$.
We have computed the resulting shape of the generating function in such a model for various cases. For comparison with the previous quasi-linear case we assume here the power spectrum to follow a power law behavior with index $`n=1.5`$. The vertex generating function is assumed to be given by
$$\zeta (\tau )=(1+\tau /\kappa )^\kappa $$
(119)
with $`\kappa 0.5`$ (in the parameterization of $`\zeta `$ we followed the traditional notation and used $`\kappa `$ as a simple free parameter. It is not to be confused with the local convergence). In Fig. 4 we present typical profiles obtained for $`\tau (\vartheta )`$. We see that it is regular in $`\vartheta `$. In particular it does not exhibit discontinuities nor abnormal behavior near the singular values of $`y`$. We also found that the results we obtain are very robust regarding to the number of shells used to describe the integral in $`\vartheta `$: with 2 cells only the description of $`\phi _{\mathrm{cyl}.}`$ is already very accurate.
The choice of the value of $`\kappa `$ in (119) relies a priori on numerical results. The EPT (Colombi et al. 1997) or more convincingly the HEPT (Scoccimarro & Frieman 1999) provide however a convenient frame which can be used to predict the value of $`\kappa `$. This can be done for instance by identifying the predicted values for the skewness both from the form (119) and HEPT. Indeed in our model we have,
$$S_3(\kappa )=3\frac{(1+\kappa )}{\kappa }$$
(120)
whereas, in HEPT, $`S_3`$ is related to the initial power spectrum index,
$$S_3^{\mathrm{HEPT}}(n)=3\frac{42^n}{1+2^{n+1}},$$
(121)
which leads to,
$$\kappa \frac{\left(1+2^{1+n}\right)}{3\left(12^n\right)}.$$
(122)
In the numerical applications presented in the following we will use this scheme. In particular, $`n=1.5`$ leads to $`\kappa =0.88`$. On the other hand, at the angular scale $`\theta =4^{}`$ which we consider below the local slope of the linear power-spectrum is $`n2.2`$ which leads to $`\kappa 0.6`$.
The properties of $`\phi _{\mathrm{cyl}.}(y)`$ we get in this regime are very similar to those obtained for the quasilinear regime. In particular we found that the function $`\phi _{\mathrm{cyl}.}(y)`$ exhibits 2 singular points on the real axis. As for the quasilinear regime this behavior is due to the implicit equation in $`\tau `$ and not to peculiar choice of the vertex generating function. In Table 1 we summarize the parameters that describe the singularities of $`\phi _{\mathrm{cyl}.}(y)`$ in different regimes. It appears, as expected, that the singularities are closer to the origin. This is to be expected since the nonlinearities contained in $`\phi _{\mathrm{cyl}.}(y)`$ are stronger in the nonlinear regime compared to the quasilinear regime.
Similarly to the quasilinear regime it is also possible to define an effective vertex generating function from which $`\phi _{\mathrm{cyl}.}(y)`$ can be built and which reproduces its singular points,
$`\zeta _{\mathrm{eff}.}(\tau )`$ $`=`$ $`\tau +1.4966\tau ^211.6982\tau ^3+21.528\tau ^4`$ (123)
$`77.1899\tau ^5.`$
The result given here has been obtained for $`\kappa =0.88`$ in Eq. (119).
## 6 Statistics of the aperture mass $`M_{\mathrm{ap}}`$
It now suffices to plug the numerical expressions we have obtained for $`\phi _{\mathrm{cyl}.}(y)`$ in (34) to get the shape of the $`M_{\mathrm{ap}}`$ PDF. More precisely we have,
$`P(M_{\mathrm{ap}})\mathrm{d}M_{\mathrm{ap}}`$ $`=`$ $`|\kappa _{\mathrm{min}}|\mathrm{d}M_{\mathrm{ap}}{\displaystyle \frac{\mathrm{d}y}{2\pi \mathrm{i}\sigma ^2}}`$ (124)
$`\times \mathrm{exp}\left[{\displaystyle \frac{|\kappa _{\mathrm{min}}|^2\phi _{\mathrm{proj}.}(y)}{\sigma ^2}}+{\displaystyle \frac{y|\kappa _{\mathrm{min}}|M_{\mathrm{ap}}}{\sigma ^2}}\right].`$
where $`\sigma `$ is the variance of the aperture mass.
In (124) the integral over $`y`$ has to be made in the complex plane. The integration path in the $`y`$ plane is built in such a way that the argument of the exponential is always a real negative number thus avoiding oscillations (see Fig. 5). Moreover, one must make sure that the integration path does not cross the branch cuts of $`\phi _{\mathrm{cyl}.}(y)`$. The singularities of $`\phi _{\mathrm{cyl}.}(y)`$ induce non-analytic parts for $`\phi _{\mathrm{proj}.}(y)`$ as well. They are located at positions,
$$y>y_{s+}^{\mathrm{proj}}\mathrm{and}y<y_s^{\mathrm{proj}}$$
(125)
with
$$y_{s\pm }^{\mathrm{proj}}=y_{s\pm }/\mathrm{max}[F()\psi ()]$$
(126)
where the maximum value of $`F()\psi ()`$ is taken along the line-of-sight (and is indeed finite). As noticed in Valageas (2000a) the exponent $`\omega _s`$ of the singularity of $`\phi _{\mathrm{cyl}.}(y)`$ (as defined in (95)) leads to the exponent $`\omega _s1/2`$ for the projected generating function $`\phi _{\mathrm{proj}.}(y)`$. However, in both the quasi-linear and highly non-linear regimes we have $`\omega _s=3/2`$, see (84). In this case, as shown in App. A, for $`yy_{s\pm }^{\mathrm{proj}}`$ the singularity is of the form $`\phi _{\mathrm{proj}.}(y)(yy_{s\pm }^{\mathrm{proj}})^2\mathrm{ln}|yy_{s\pm }^{\mathrm{proj}}|`$.
The existence of these branch cuts is directly responsible for two exponential cut-offs in the shape of the PDF of $`M_{\mathrm{ap}}`$,
$$P(M_{\mathrm{ap}})\mathrm{exp}\left(\frac{|\kappa _{\mathrm{min}}|M_{\mathrm{ap}}}{\sigma ^2}y_{s\pm }^{\mathrm{proj}}\right).$$
(127)
It can be noted that the $`\mathrm{\Omega }`$ dependence of $`\kappa _{\mathrm{min}}`$ will induce a strong $`\mathrm{\Omega }`$ dependence in the position of the exponential cut-offs. The variation of $`\kappa _{\mathrm{min}}`$ with $`\mathrm{\Omega }`$ is thus to be compared with the theoretical uncertainties on $`y_{s\pm }`$.
### 6.1 The PDF shape
In Figs. 6 we present the resulting shape of the one point PDF obtained for different cases. They have been obtained from the parameterization of $`\phi _{\mathrm{cyl}.}(y)`$ described in the previous sections. In particular we assume a power law spectrum with index $`n=1.5`$. The variance adopted for the plots is $`\sigma =0.01`$. In these investigations we did not try to put a realistic source distribution, but we assume all the sources to be at redshift unity. However, all our results can be extended in a straightforward fashion for any redshift distribution of the sources (the latter is simply absorbed by a redefinition of the selection function $`F()`$). Note also that we present the PDF for the correctly normalized aperture mass $`M_{\mathrm{ap}}`$, that is without dividing the local convergence by $`\kappa _{\mathrm{min}}`$. We can check in Fig. 6 that the tails of the PDF are stronger in the non-linear regime than in the quasi-linear regime independently of the variance $`\sigma `$ (which is the same in both plots). This is related to the smaller values of the singularities $`|y_{s\pm }^{\mathrm{proj}}|`$ in the non-linear case, as shown by the expression (127). Of course, this is due to the smaller value of the singularity $`|y_s|`$ of the 3D density field in the non-linear regime (in a similar fashion the coefficients $`S_p`$ are larger).
In Fig. 7 we show that the positions of the cut-off depend crucially on the window shape. In particular it is clear that when the disc radius ratio is larger the PDF is more asymmetric and bears more resemblance with the $`\kappa `$-PDF for a top-hat window function. Indeed, when the inner disk is much smaller than the outer radius the fluctuations of $`M_{\mathrm{ap}}=\kappa _1\kappa _2`$ are dominated by those of the convergence $`\kappa _1`$ which corresponds to this small inner window while $`\kappa _2`$ which is governed by larger scales shows lower amplitude fluctuations.
### 6.2 The $`\mathrm{\Omega }_\mathrm{m}`$ dependence of the PDF
It has been stressed in the literature (e.g., Bernardeau et al. 1997) that the non-Gaussian properties of the convergence maps are expected to exhibit a strong $`\mathrm{\Omega }_\mathrm{m}`$ dependence. This is due in particular to the normalization factor. Such dependence is apparent in $`\kappa _{\mathrm{min}}`$ that depends crucially on the value of $`\mathrm{\Omega }_\mathrm{m}`$. This property naturally extends to the shape of the one-point PDF. In particular it is important to have in mind that the $`\mathrm{\Omega }_\mathrm{m}`$ dependence is negligible in $`\phi _{\mathrm{cyl}.}(y)`$ (for a fixed shape of the power spectrum). The $`\mathrm{\Omega }_\mathrm{m}`$ dependence is therefore entirely contained in the projection effect through the shape and amplitude of the efficiency function.
In Fig. 6 we show how low values of $`\mathrm{\Omega }_\mathrm{m}`$ amplify the non-Gaussian features contained in the PDF. Whether such a parameter can be constrained more efficiently with the PDF than with simply the local skewness is not yet clear. Such a study is however beyond the objective of this paper and is left for further works.
### 6.3 Comparison with numerical simulations
Finally, we compare our predictions for the PDF $`P(M_{\mathrm{ap}})`$ of the aperture mass $`M_{\mathrm{ap}}`$ with the results of N-body simulations (Jain, Seljak & White 2000) in Fig. 8. Note that for all these comparisons we exclusively use the $`u_S`$ filter. We consider the cosmological models defined in Tab.2: a standard CDM (SCDM) and a $`\tau `$CDM scenario in a critical density universe, a low-density open universe (OCDM) and a low-density flat universe with a non-zero cosmological constant ($`\mathrm{\Lambda }`$CDM). Here $`\mathrm{\Gamma }`$ is the usual shape parameter of the power-spectrum. We use the fit given by Bardeen et al. (1986) for $`P(k)`$. We only consider the weak lensing distortions which affect a source at redshift $`z_s=1`$, with angular window characteristic scale $`\theta =4^{}`$.
In the numerical calculations, we discretize the integral (34) over redshift and we solve for the system (117 \- 118). That is we take into account the redshift dependence of the generating function $`\phi _{\mathrm{cyl}.}(y)`$. Moreover, we use the relation (122) to get the value of the parameter $`\kappa `$, where for $`n`$ we take the local slope of the linear-power spectrum at the wavenumber $`k=2/(𝒟(z_s/2)\theta )`$. This corresponds to the Fourier modes which are probed by the filter of angular radius $`\theta `$, see Fig.1. For $`\theta =4^{}`$ we obtain $`n2.2`$ and $`\kappa 0.6`$.
First, we can check in Fig. 8 that we recover the right trend for $`P(M_{\mathrm{ap}})`$, with two asymmetric tails for large $`|M_{\mathrm{ap}}|`$. In particular, the exponential cutoff is stronger for negative values of the aperture mass than for positive values. We can also note that the PDF is significantly different from a Gaussian as it shows a clear exponential cutoff, much smoother than the Gaussian falloff, especially for large positive $`M_{\mathrm{ap}}`$. On the other hand, we note that Reblinsky et al. (1999) obtained a good match to the tail of the PDF $`P(M_{\mathrm{ap}})`$ using a description of the density field as a collection of virialized halos (Kruse & Schneider 1999). However, such a method is restricted to the far tail of the PDF (large positive $`M_{\mathrm{ap}}`$) while our approach provides in principle a model for the full PDF $`P(M_{\mathrm{ap}})`$. There seems to be a small discrepancy with the simulations for the $`\tau `$CDM scenario. It is not clear whether this is due to a limitation of HEPT or of our formulation. To clarify this problem one should test the statistics of the 3D density field and of the projected density in the same simulation. However, this is beyond the scope of our paper. Nevertheless, the overall agreement appears to be quite reasonable. Note that the shape of the PDF is governed by only one parameter $`\kappa `$, which is uniquely related to the local slope of the power-spectrum, independently of scale and of the cosmology. On the other hand, the inaccuracy of the numerical simulations in the tail of the PDF might be somewhat underestimated.
In order to see more clearly the difference of the aperture mass PDF $`P(M_{\mathrm{ap}})`$ with respect to the Gaussian we display in Fig. 9 the relative difference $`P(M_{\mathrm{ap}})/G(M_{\mathrm{ap}})1`$. Here $`G(M_{\mathrm{ap}})`$ is the Gaussian with the same variance as the numerical simulations. We can check that we recover a reasonable agreement with the numerical results, since Fig. 9 is directly related to Fig. 8. To get an estimate of the sensivity of our predictions with respect to the parameterization (119) and (122) we also plot in Fig. 9 our results for the same cosmologies when we use $`\kappa =0.88`$ (this would correspond to an initial power spectrum index $`n=1.5`$) in (122). We can see in the figure that our predictions are not too sensitive to $`\kappa `$ (for reasonable values of $`\kappa `$) within the range $`0.015<M_{\mathrm{ap}}<0.015`$ (the difference would look even smaller in Fig. 8). In particular, the variation with $`\kappa `$ of our results is much smaller than the difference between both cosmologies. This suggests that one could use the deviation of the PDF with respect to a Gaussian to estimate the cosmological parameters. A well-known tool to measure this signature is the skewness but one could devise other statistics which would take advantage of the expected shape of the PDF to maximize their dependence on cosmology. However, such a study is beyond the scope of this article. We can see in Tab.2 that we underestimate somewhat the skewness of $`P(M_{\mathrm{ap}})`$. However, it is not clear whether this is due to the parameterization (119) or to the use of HEPT in (122). We note that the tail of $`P(M_{\mathrm{ap}})`$ for large negative values of $`M_{\mathrm{ap}}`$ appears to be slightly more sensitive to $`\kappa `$ than the tail at positive $`M_{\mathrm{ap}}`$. This could be related to the fact that the behaviour of $`P(M_{\mathrm{ap}})`$ for $`M_{\mathrm{ap}}<\sigma _{M_{\mathrm{ap}}}`$ is more sensitive to the detailed properties of the $`p`$point correlation functions (see Valageas 2000c for a study of this point).
Finally, we note that although $`\theta =4^{}`$ corresponds to non-linear scales it is not very far from the quasi-linear regime. However, the aperture mass $`M_{\mathrm{ap}}`$ probes the non-linear density field for filters with larger angular scale than the convergence $`\kappa `$. Indeed, since the aperture mass involves compensated filters the contribution from low-$`k`$ modes is strongly suppressed (see Fig. 1) so that $`P(M_{\mathrm{ap}})`$ is governed by the properties of the density field at the comoving wavenumber $`k2/(𝒟\theta )`$. In contrast, the convergence $`\kappa `$ shows a more important contribution from larger wavelengths which implies that in order to probe non-linear scales only one must set the filter size $`\theta `$ farther away into the small-scale non-linear regime. This also means that in principle the aperture mass could be a more convenient tool than the convergence since it should be easier to separate the non-linear and quasi-linear regimes, while for an important range of angular scales the convergence should be sensitive to the transitory regime between both domains. However, a possible caveat is that the statistics of the aperture mass depend on the detailed behaviour of the $`p`$point correlation functions (and not on their average over spherical cells only), and therefore requires a better understanding of them.
As discussed above, this property of the aperture mass to probe a narrow range of wavenumbers makes it easier to avoid the intermediate regime as one can select observation windows which are either in the quasi-linear or in the strongly non-linear regime. However, it would clearly be interesting to obtain a model which would also cover this transitory range. Unfortunately, this is rather difficult as one cannot use the simplifications which appear in the two extreme regimes. An alternative to a rigorous calculation would be to use an ad-hoc parameterization which would smoothly join the quasi-linear regime to the highly non-linear regime, for instance in the spirit of HEPT as described in van Waerbeke et al. (2000b) for the skewness of the convergence (note that our model for non-linear scales is based on a simple ansatz which is not rigorously derived). However, although the quasi-linear and strongly non-linear regimes share the same gross features, like the relation (34) which describes the projection effects, their detailed properties are different. In particular, although in both cases we have the scalings (32) the correlation functions obtained in the quasi-linear regime are not given by a tree-model as in (100). This leads to the difference between the two-variable system (77)-(80) and the integral relation (117)-(118). Nevertheless, a simple prescription would be to recast the relations (117)-(118) into the form (77)-(80) by approximating the integrals over $`\vartheta `$ by the difference between two mean values, corresponding to the inner and outer regions of the filter $`U_{BV}`$ and characterized by two averages $`\tau _1`$ and $`\tau _2`$. Then, the shift from the quasi-linear to the highly non-linear regime would simply be described by a smooth interpolation of the generating function $`\zeta (\tau )`$, i.e. of the sole parameter $`\kappa `$. However, such a study is left for a future work as in this article we prefered to lay out the formalism needed to study the statistics of the aperture mass and to focus on the two regimes which have already been tested in details against numerical simulations, so as not to introduce a new specific parameterization.
## 7 Conclusion
In this article we have described methods that allow exact reconstructions of the one-point PDF of the local aperture mass in weak lensing maps. These methods do take into account the projection effects but not all the nonlinear couplings between the local density field and the observed distortions field such as lens-lens coupling effects, or departure from the Born approximation.
In the course of this paper we have examined both the quasi-linear and non-linear regimes. In particular, although the details of the calculations are specific to each case we have pointed out the generic properties which are common to both regimes and the features brought about by the projection effects. For instance, in both quasi-linear and non-linear domains the PDF $`P(M_{\mathrm{ap}})`$ should show two asymmetric exponential tails. Our methods are quite general and can be extended in a straightforward fashion to other statistics. In the quasi-linear regime our approach can be applied to any filter which is axisymmetric while in the non-linear regime there are no restrictions. In particular, in this latter case our results can be extended to multivariate statistics (which can be obtained from filters which consist of several disconnected parts).
We have briefly investigated the dependence of the PDF $`P(M_{\mathrm{ap}})`$ with the shape of the filter. Thus, we have checked that for filters with a large compensation radius we recover approximatly the shape of the PDF $`P(\kappa )`$ which is relevant for the top-hat filtered convergence.
Finally, we have checked that our predictions agree reasonably well with the results of available numerical simulations (although we have not included any noise effect at this level) at scale about 4’ where the data should provide the largest signal to noise ratio (e.g. Jain & Seljak 1997). In particular, we recover the asymmetric shape of the PDF. Moreover, our approach provides a prediction for the full shape of the $`P(M_{\mathrm{ap}})`$ while earlier models were restricted to the positive tail of the PDF. We have also shown that the difference between the PDFs obtained for two cosmologies ($`\tau `$CDM and OCDM) is larger than the inaccuracy of our predictions (due to parameterization we need to introduce to describe the underlying 3D density field). This suggests that our results could be used to estimate the cosmological parameters. Thus, in addition to the skewness which is traditionally used to this purpose one could take advantage of the expected shape of the PDF to build other statistics which would maximize the dependence on the seeked parameters. Such a study is left for further work.
###### Acknowledgements.
We thank Y. Mellier and L. Van Waerbeke for fruitful discussions. We are also very grateful to B. Jain, U. Seljak and S. White for the use of their ray-tracing simulations and to K. Reblinsky for providing us some of the data published in Reblinsky et al. (1999).
## Appendix A Order of the singularity of $`\phi _{\mathrm{proj}.}(y)`$
As noticed in Valageas (2000a) the exponent $`\omega _{s,c}`$ of the singularity of $`\phi _{\mathrm{cyl}.}(y)`$ (as defined in (95)) translates into the exponent $`\omega _{s,p}=\omega _{s,c}1/2`$ for the projected generating function $`\phi _{\mathrm{proj}.}(y)`$. However, in the cases encountered in this article we have $`\omega _{s,c}=3/2`$ for both the quasi-linear and highly non-linear regimes. Then $`\omega _{s,p}=2`$ is an integer but the generating function $`\phi _{\mathrm{proj}.}(y)`$ is still singular at the points $`y_{s\pm }^{\mathrm{proj}}`$ through logarithmic factors. To see this, it is convenient to take the third derivative of the relation (34) which is governed by the singularity at $`y_{s\pm }^{\mathrm{proj}}`$ and diverges for $`yy_{s\pm }^{\mathrm{proj}}`$ (while the lower derivatives of $`\phi _{\mathrm{proj}.}(y)`$ remain finite at $`y_{s\pm }^{\mathrm{proj}}`$). This yields:
$$\phi _{\mathrm{proj}.}^{(3)}(y)=dF()^3\psi _\theta ()^2\phi _{\mathrm{cyl}.}^{(3)}[yF()\psi _\theta ()].$$
(128)
For $`yy_{s\pm }^{\mathrm{proj}}`$ the integral is dominated by the values of $``$ around the point where the factor $`F()\psi _\theta ()`$ is maximum, since $`\phi _{\mathrm{cyl}.}^{(3)}`$ diverges as $`|yy_{s\pm }^{\mathrm{proj}}|^{3/2}`$ at this point. Thus, we obtain from (128):
$$yy_{s\pm }^{\mathrm{proj}}:\phi _{\mathrm{proj}.}^{(3)}(y)_{\mathrm{}}^{\mathrm{}}d\left|(1^2)yy_{s\pm }^{\mathrm{proj}}\right|^{3/2}.$$
(129)
After the change of variable $`t=|y/(yy_{s\pm }^{\mathrm{proj}})|^2`$ we obtain:
$$yy_{s\pm }^{\mathrm{proj}}:\phi _{\mathrm{proj}.}^{(3)}(y)_0^{\mathrm{}}\frac{\mathrm{d}t}{\sqrt{t}}(1+t)^{3/2}\frac{|y|^{1/2}}{|yy_{s\pm }^{\mathrm{proj}}|}$$
(130)
which gives:
$$yy_{s\pm }^{\mathrm{proj}}:\phi _{\mathrm{proj}.}^{(3)}(y)\frac{1}{|yy_{s\pm }^{\mathrm{proj}}|}.$$
(131)
Finally, the integration of this relation leads to:
$$yy_{s\pm }^{\mathrm{proj}}:\phi _{\mathrm{proj}.}(y)(yy_{s\pm }^{\mathrm{proj}})^2\mathrm{ln}|yy_{s\pm }^{\mathrm{proj}}|$$
(132)
where we only wrote the most singular term.
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# Non–LTE treatment of molecules in the photospheres of cool stars
## 1 Introduction
Frequently, the atmospheres of late type dwarfs are considered to meet the conditions in which the approximation of local thermodynamic equilibrium (LTE) can be applied. In LTE the population densities of atoms or molecules can be described by the TE (thermodynamic equilibrium) Boltzmann–Saha distribution, leading to very simple calculations. LTE requires that the collisional rates are large enough to fully compensate for the deviations of the radiative rates from their Planckian thermodynamic equilibrium values. Any spectrum that is not a Planckian radiation field will drive a system into non–LTE unless the collisional rates are strong enough to prevent this. In the extremely cool atmospheres of M dwarfs, L dwarfs or T dwarfs, however, there are two important effects which can lead to deviations from LTE. The first is that the extremely low electron densities and consequently low collisional rates might not be sufficient to restore LTE. Collisions with other particles might be much less effective because of their much smaller relative velocities and their smaller cross sections. Investigations for stars like the sun showed that electron collisions with CO molecules are negligible compared to all other excitation and de-excitation processes (e.g. thompson73). For cooler stars, the electron collisions are even less important for all molecules, not only CO. thompson73 also investigated the effects of collisions with H, H<sub>2</sub> and He on the CO molecule and found them to be important under certain circumstances. The very detailed study by ayres89 collected the various existing collisional cross sections of CO with H, H<sub>2</sub> and He. They found CO to be in LTE in solar like and cooler stars due to the very high quasi resonant cross section with H.
Other molecules might be less affected by atomic collisions. In general, values for collisional cross sections are only known very roughly through the formulae of drawin61, vr62 or allen\_aq. Without good data on collisional excitation cross sections we cannot be certain that they will dominate the population distribution in molecules.
In addition, with decreasing effective temperature, the maximum of the energy distribution stays at roughly 1–1.2 µm (MDpap) since the strongest opacity sources, TiO in the optical and H<sub>2</sub>O in the infrared, leave only a small window between 1–1.2 µm with relatively little absorption. This means that not only the shape of the spectra are far from spectra of black bodies for $`T=T_{\mathrm{eff}}`$, but also that the maximum deviates strongly from the maximum of a black body and the radiative transitions “see” a much hotter local radiative temperature compared to the kinetic temperature. This circumstance is particularly important for cool stars which have broad molecular absorption bands compared to narrow atomic lines for hotter stars. Of course, for both cool and hot stars, the radiation field produces non-Boltzmann populations if it is diluted due to optically thin layers, regardless of its shape.
With these different temperatures the radiative rates and the collisional rates will try to populate the levels differently. Non–LTE effects for atomic species such as Ti have already been investigated by tinlte; IAU176. That means that the general conditions for non–LTE effects (sufficiently low collisional rates and a sufficiently non–Planckian radiation field) are met in M dwarf atmospheres. Since molecules are the dominating opacity sources in cool objects, deviations from LTE can have a significant impact on the atmospheric structure and the spectra.
These reasons lead us to develop a method to treat molecules in detailed non–LTE. We want to emphasize that it is quite well possible that certain molecules will be in LTE under certain atmospheric conditions (as discussed above for CO when dominated by collisions with atoms and other molecules). However, the aim of this paper is to demonstrate how it is possible to calculate non–LTE effects in molecules in an accurate fashion and to lay the foundations for calculating molecules that are not in LTE in cool atmospheres (e.g. molecules that are insensitive to collisions or molecules that form their spectra in a part of the atmosphere that cannot sustain the conditions for LTE).
Molecules have many more levels as well as many more lines compared to atoms. Several thousand levels and several hundreds of thousand lines are minimal numbers for very simple molecules. Complicated molecules (such as H<sub>2</sub>O) will have orders of magnitudes more levels and lines. The latest line data available for H<sub>2</sub>(ames-water-new) and TiO (ames-tio) contain 330 and 140 million lines based on about 50 and 20 million levels respectively. Since the system of rate equations (equation (4), below) is a system with a rank of at least the number of involved levels, it is obvious that a straight forward treatment of molecular non–LTE will exceed the limits of even the largest modern parallel super-computers.
The huge number of lines and levels in molecular systems is merely a technical difference compared to atomic systems. There is, however, also an important physical difference. Atomic processes only include excitation and ionization processes (and their inverse processes). In addition, molecular processes include dissociation and formation of the molecule through different possible channels. That means that a realistic model has to include not only the molecule itself but also take into account the constituting atoms and the equation of state has to be aware of a possible source or sink of atoms. The logical extension is “Non Local Chemical Equilibrium (NLCE)”. As a first step, we address in this paper only internal non–LTE and do not account for dissociation. Neglecting NLCE is a good approximation for very stable molecules which are not easily dissociated since the kinetic and radiative energies in M dwarf or cooler atmospheres are too small to do so.
So far only very little work has been done on general molecular non–LTE mainly because of the difficulties mentioned above. Usually, only very few levels close to the ground state are considered. CO, however, has experienced a number of investigations. The limiting factor for CO is the uncertainty in the quality of the very high collisional rates. A recent and important example is the work by Ayres and Wiedemann (wiedemann94; ayres89) who calculated CO in non–LTE in order to try to explain the presence of strong CO bands in the solar infrared spectrum, which cannot be explained by the high kinetic energies of the gas in the solar atmosphere. They only used 10 vibrational levels (which produce the optically thick lines) and the rotational levels were simplified in a fashion similar to what will be presented here, i.e. they assumed some LTE behavior between certain levels.
Another example is the work by Kutepov et al. (kutepov97; kutepov91), who calculate the solar radiation in the earth’s atmosphere through molecular bands including CO. They consider only three vibrational levels and started with so called vibrational LTE (which is also conceptually very similar to the work presented here) but relaxed this assumption in their latest work.
In the next section we provide the necessary background for this work. We review the atmosphere code used and the physics involved. In section (3) we present the superlevel method on which this paper is based on. In section (4) we apply our method to carbon monoxide. We use CO as an example and demonstrate the numerical implementation. We conclude our paper in section (5).
## 2 Background
This work is based on the general stellar atmosphere code phoenix described in fe2effects; novaphys97; phxparallel; phxpar98; NGhot.
The solution of the wavelength dependent radiative transfer equation is performed by operator splitting as described in s3pap where the mean intensity $`J`$ is iteratively calculated via
$$J_{\mathrm{new}}=\mathrm{\Lambda }^{}S_{\mathrm{new}}+(\mathrm{\Lambda }\mathrm{\Lambda }^{})S_{\mathrm{old}}.$$
(1)
where $`S`$ is the source function, $`\mathrm{\Lambda }`$ the lambda operator expressing the formal solution and $`\mathrm{\Lambda }^{}`$ a suitably chosen approximate lambda operator.
One major feature is that phoenix calculates each wavelength point separately, i.e. phoenix steps through the wavelength grid and solves the radiative transfer equation at each wavelength point by only using data important for that wavelength point. This dramatically reduces the memory requirements for the code. Only the quantities that need to be integrated over wavelength are kept in memory.
Another important feature to be mentioned here is the use of line lists which contain several hundred million spectral lines. phoenix has been especially optimized to handle this task by using dynamical opacity sampling (dOS) (see also phd; cygpap). dOS dynamically discards the negligible lines for a particular atmosphere configuration and does not require precomputed tables. With this feature phoenix can calculate spectra with high resolution and a large number of spectral lines efficiently. The superlevel method presented below will take great advantage of dOS as it will improve the accuracy and reduce the necessary approximations.
In order to calculate the population densities of individual levels in molecules (or atoms) without the assumption of thermodynamic equilibrium, we need to solve the rate equations which balance all population and de-population processes for every level.
The radiative absorption rates for individual levels due to absorption of photons are described by the Einstein $`B_{lu}`$ coefficient<sup>1</sup><sup>1</sup>1 The indices used throughout the paper have the following meanings : $`l`$ always stands for a lower level, $`u`$ always stands for an upper level and $`i`$ or $`j`$ are used where a distinction between upper and lower level is not possible or not necessary. and the profile averaged mean intensity $`\overline{J_{ul}}`$ or by the cross section $`\alpha _{lu}^{\mathrm{abs}}`$ and the mean intensity $`J`$ :
$$R_{lu}=B_{lu}\overline{J_{ul}}=\frac{4\pi }{hc}_0^{\mathrm{}}\alpha _{lu}^{\mathrm{abs}}J_\lambda (\lambda )\lambda d\lambda $$
(2)
The emission rates are the sum of induced emission and spontaneous emission. However, to simplify the rate equations we shall follow mihalas78 and use a radiative emission rate coefficient $`R_{ul}`$ between individual levels
$$R_{ul}=\frac{4\pi }{hc}_0^{\mathrm{}}\alpha _{ul}^{\mathrm{em}}\left(\frac{2hc^2}{\lambda ^5}+J_\lambda (\lambda )\right)\mathrm{e}^{hc/\lambda kT}\lambda d\lambda $$
(3)
such that we can write the emission rate as $`n_u(n_l^{}/n_u^{})R_{ul}.`$
With these radiative rate coefficients and with the collisional rate coefficients $`C_{ul}=(n_l^{}/n_u^{})C_{lu}`$ the rate equation for one particular level $`i`$ can be written as
$$\underset{l<i}{}n_l(R_{li}+C_{li})+\underset{u>i}{}n_u\frac{n_i^{}}{n_u^{}}(R_{ui}+C_{iu})=n_i\left(\underset{u>i}{}(R_{iu}+C_{iu})+\underset{l<i}{}\frac{n_l^{}}{n_i^{}}(R_{il}+C_{li})\right).$$
(4)
The system of all rate equations is closed by the conservation equation for the particles and the charge conservation equation. For a multi level system, equation (4) is a non-linear system of equations with respect to the population densities since the radiative rate coefficients themselves depend on the population densities via the mean intensities. It is also non-linear with respect to the electron density via the collisional rate coefficients and the charge conservation equation. In the case of molecules that can dissociate and form through various channels the situation will get more complicated since system (4) will include not only the molecule in question but also all atoms and all possible molecules which have to be calculated simultaneously. Furthermore, the condition of particle conservation has to be exchanged for the condition of nuclei conservation.
We use the same formalism as casspap and solve equation (4) with rate operators and operator splitting techniques. Then the rates can be written by means of a rate operator $`[R_{ij}]`$ and a population density operator $`[n_i]`$ :
$$R_{ij}=[R_{ij}][n_i]$$
(5)
The radiative rates are functions of the mean intensity $`J`$ which is usually expressed by the lambda operator and the source function $`J=\mathrm{\Lambda }S`$. Therefore, the rate operator is also a function of the lambda operator. However, since the source function is non-linear with respect to the population densities, the lambda operator is substituted by the $`\mathrm{\Psi }`$ operator introduced by rh91
$$\mathrm{\Lambda }(\lambda )=\mathrm{\Psi }(\lambda )\left[\frac{1}{(\kappa _\lambda +\sigma _\lambda )}\right].$$
(6)
This will eliminate the full source function and introduce the emissivity $`\eta _{lu}(\lambda )`$ instead, which can be expressed by the operator $`[E(\lambda )]`$ by
$$[E(\lambda )][n]=\underset{l<u}{}\eta _{lu}(\lambda )+\stackrel{~}{\eta }(\lambda )$$
(7)
where $`\stackrel{~}{\eta }(\lambda )`$ is the background emissivity.
With these definitions, the absorption rates in eq. (2) can be expressed as
$$[R_{lu}][n]=\frac{4\pi }{hc}\left[_0^{\mathrm{}}\alpha _{lu}^{\mathrm{abs}}\mathrm{\Psi }(\lambda )E(\lambda )\lambda d\lambda \right][n]$$
(8)
and the emission rate from eq. (3) becomes
$$[R_{ul}][n]=\frac{4\pi }{hc}_0^{\mathrm{}}\alpha _{ul}^{\mathrm{em}}\left(\frac{2hc^2}{\lambda ^5}+\mathrm{\Psi }(\lambda )[E(\lambda )][n]\right)\mathrm{e}^{hc/\lambda kT}\lambda d\lambda $$
(9)
In order to solve the system of rate equations with an operator splitting iteration scheme, the rate operators are split in analogy to the approximate lambda operator (1) :
$$R_{ij}=[R_{ij}^{}][n_{\mathrm{new}}]+([R_{ij}][R_{ij}^{}])[n_{\mathrm{old}}]=[R_{ij}^{}][n_{\mathrm{new}}]+[\mathrm{\Delta }R_{ij}][n_{\mathrm{old}}].$$
(10)
The rate equations (4) can then be written in the form
$`{\displaystyle \underset{l<i}{}}n_{l,\mathrm{new}}[R_{li}^{}][n_{\mathrm{new}}]+{\displaystyle \underset{u>i}{}}n_{u,\mathrm{new}}{\displaystyle \frac{n_i^{}}{n_u^{}}}[R_{ui}^{}][n_{\mathrm{new}}]`$ (11)
$`+`$ $`{\displaystyle \underset{l<i}{}}n_{l,\mathrm{new}}([\mathrm{\Delta }R_{li}][n_{\mathrm{old}}]+C_{li})+{\displaystyle \underset{u>i}{}}n_{u,\mathrm{new}}{\displaystyle \frac{n_i^{}}{n_u^{}}}([\mathrm{\Delta }R_{ui}][n_{\mathrm{old}}]+C_{iu})`$
$`=`$ $`n_{i,\mathrm{new}}\left({\displaystyle \underset{u>i}{}}[R_{iu}^{}][n_{\mathrm{new}}]+{\displaystyle \underset{l<i}{}}{\displaystyle \frac{n_l^{}}{n_i^{}}}[R_{il}^{}][n_{\mathrm{new}}]\right)`$
$`+`$ $`n_{i,\mathrm{new}}\left({\displaystyle \underset{u>i}{}}([\mathrm{\Delta }R_{iu}][n_{\mathrm{old}}]+C_{iu})+{\displaystyle \underset{l<i}{}}{\displaystyle \frac{n_l^{}}{n_i^{}}}([\mathrm{\Delta }R_{il}][n_{\mathrm{old}}]+C_{li})\right).`$
This equation can be solved iteratively and represents an operator splitting iteration analogous to solving the radiative transfer equation.
In phoenix, equation (11) is solved after having solved the radiative transfer equation for all wavelength points. During the wavelength loop all the rates and operators are integrated using the newly calculated mean intensity. Convergence of the occupation numbers is obtained by iterating this calculation with updated occupation numbers (and a possible temperature correction applied) until overall convergence.
## 3 The superlevel formalism
### 3.1 General concept
For complex molecules, the dimension of eq. (11) becomes very large (see sec. 1). However, the memory requirements for a computer program that has to solve eq. (11) with a direct approach will scale with the number of levels squared. Therefore, depending on the molecular system and the available computer resources the problem of solving the rate equations becomes untreatable and needs to be simplified. One possibility to simplify non–LTE problems is to treat the system “partially” in LTE. This was done, e.g., by Kutepov et al. and Ayres and Wiedemann as mentioned above. They assumed LTE population within one vibrational state.
A much more general approach was presented by anderson89 who faced the problem of complex atoms and ions with a lot of levels (e.g. Fe II, Ni II etc.). He also grouped several levels into one common level and assumed LTE within such a group. However, the exact grouping was relaxed to “some similarity” of all levels within one group. Also, he derived methods how to calculate the opacity by such levels by means of opacity distribution functions. This idea was also the basis of the work by dreizler93 and by hubeny95.
With the rapid development of large computers it is no longer necessary to use superlevels for atomic systems. novaphys97 and fe2effects, e.g., calculate large atomic systems directly in non–LTE. For molecules, however, the number of levels is orders of magnitudes larger and approximations are still necessary. Furthermore, these approximations are much better for molecules than they are for atoms. The typical energy differences between individual molecular levels are much smaller than the energy differences between atomic levels. This provides very good internal coupling and thermalization within one superlevel.
We will only adopt the basic idea of superlevels, that is, we group many individual levels into one superlevel and assume LTE populations within one superlevel. The populations of the superlevels will then be calculated via the rate equations. However, the absorption coefficients and the transition rates between the superlevels will not be approximated. We will account for all individual lines by dynamically sampling the opacity and the transition rates. This distinguishes our approach from the original approaches mentioned above. There, it had been necessary to develop opacity distribution functions for the transitions between the superlevels. This is not needed here. As explained above, phoenix uses dOS and, therefore, a dynamical opacity sampling of transitions between superlevels is already done by design. The only purpose of the superlevel formalism is to keep the system of rate equations small.
A superlevel<sup>2</sup><sup>2</sup>2 In the following, the same nomenclature conventions apply as in section (2) with the addition, that capital letters like $`I`$, $`L`$ or $`U`$ are used for superlevels, and that lower case letters like $`i`$, $`u`$ or $`l`$ are used for actual levels. $`I`$ is constructed out of a number of actual levels $`i`$ and its population number density is defined by
$$n_I=\underset{iI}{}n_i.$$
(12)
For the population densities of the actual levels within one superlevel LTE is assumed and the Boltzmann equation can be used for a level $`iI`$ :
$$n_i=n_I\frac{g_i}{Z_I}\mathrm{e}^{E_i/kT}$$
(13)
where
$$Z_I=\underset{iI}{}g_i\mathrm{e}^{E_i/kT}$$
(14)
is the finite partition sum over the superlevel considered.
Eq. (13) can be used for both the LTE and the non–LTE quantities. With this we define the departure coefficients as in menzel37 and mihalas78 as
$$b_i=\frac{n_i}{n_i^{}}=\frac{n_I}{n_I^{}}=b_I,$$
(15)
where the $`n_i^{}`$ are the occupation numbers calculated via the Saha Boltzmann equation and the actual non–LTE population density of the continuum. Also, in LTE equation (13) holds true for any level $`iI`$. Summing equation (13) over all levels $`iJ`$ we get the ratio $`n_I^{}/n_J^{}`$ of two superlevels to :
$$\frac{n_I^{}}{n_J^{}}=\frac{Z_I}{Z_J}$$
(16)
which is the analogous relation to the Boltzmann relation $`n_i^{}/n_j^{}=g_i/g_j\mathrm{exp}(E_{ij}/kT)`$ for normal levels and is in fact only a more general form of equation (13).
### 3.2 The partition functions
Equation (16) can be written as
$$\frac{n_J}{n_I^{}}=\frac{n_J}{n_J^{}}\frac{Z_J}{Z_I}$$
(17)
Summing over all superlevels and adding all remaining levels not included in any superlevel yields
$$n_I^{}=n_{\mathrm{tot}}\frac{Z_I}{_Ib_IZ_I+_{iI}b_ig_i\mathrm{exp}(E_i/kT)}$$
(18)
This leads to the definition of the non–LTE partition function which can be written for superlevels
$$Q_{\mathrm{non}\mathrm{LTE}}^S=\underset{I}{}b_IZ_I+Q_{\mathrm{corr}}$$
(19)
where $`Q_{\mathrm{corr}}`$ is the sum over all levels not included in any superlevel. By using the definition of $`Z_I`$ and $`b_i=b_I`$ this can be expanded to the usual non–LTE partition function
$$Q_{\mathrm{non}\mathrm{LTE}}^S=\underset{I}{}\underset{iI}{}b_ig_i\mathrm{e}^{E_i/kT}+\underset{iI}{}b_ig_i\mathrm{e}^{E_i/kT}=\underset{i=0}{\overset{\mathrm{}}{}}b_ig_i\mathrm{e}^{E_i/kT}$$
(20)
With these relations it is possible to obtain LTE and non–LTE occupation numbers from the departure coefficients. If we had used the definition of departure coefficients introduced by zwaan72 the LTE occupation numbers could be obtained simply by solving the Saha–Boltzmann equations for the complete molecule. However, we use the definition by menzel37 and, therefore, it is necessary to use the partition function (19).
Generally, the partition function is an infinite sum as seen in equation (20) which mathematically does not converge. Physically, this sum is “cut off” at some level which can never be populated due to the presence of other neighboring particles (see e.g. mihalas78). If the number of levels for which data are available is large enough, it is sufficient to set $`Q_{\mathrm{corr}}=0`$ and circumvent the problem of deciding how to cut off the infinite LTE partition function.
### 3.3 The radiative rates within the superlevel formalism
The emission rate between two superlevels is the sum of all emissions $`n_u(n_l^{}/n_u^{})R_{ul}`$ between all relevant actual levels. Inserting $`(n_Un_U^{}n_L^{})/(n_Un_U^{}n_L^{})`$ and expressing $`R_{ul}`$ by the cross section $`\alpha _{ul}^{\mathrm{em}}`$ of individual lines (equation (2)) yields :
$$\underset{\genfrac{}{}{0pt}{}{uU}{lL}}{}n_u\frac{n_l^{}}{n_u^{}}R_{ul}=n_U\frac{n_L^{}}{n_U^{}}\frac{4\pi }{hc}_0^{\mathrm{}}\underset{\genfrac{}{}{0pt}{}{lL}{uU}}{}\frac{n_u}{n_U}\frac{n_U^{}}{n_L^{}}\frac{n_l^{}}{n_u^{}}\alpha _{ul}^{\mathrm{em}}\left(\frac{2hc^2}{\lambda ^5}+J_\lambda (\lambda )\right)\mathrm{e}^{hc/\lambda kT}\lambda \mathrm{d}\lambda $$
and when using equations (13) and (16)
$`{\displaystyle \underset{\genfrac{}{}{0pt}{}{uU}{lL}}{}}n_u{\displaystyle \frac{n_l^{}}{n_u^{}}}R_{ul}`$ $`=`$ $`n_U{\displaystyle \frac{n_L^{}}{n_U^{}}}{\displaystyle \frac{4\pi }{hc}}{\displaystyle _0^{\mathrm{}}}{\displaystyle \underset{\genfrac{}{}{0pt}{}{lL}{uU}}{}}{\displaystyle \frac{g_l}{Z_L}}\mathrm{e}^{E_l/kT}\alpha _{ul}^{\mathrm{em}}\left({\displaystyle \frac{2hc^2}{\lambda ^5}}+J_\lambda (\lambda )\right)\mathrm{e}^{hc/\lambda kT}\lambda \mathrm{d}\lambda `$ (21)
$`=`$ $`n_U{\displaystyle \frac{n_L^{}}{n_U^{}}}R_{UL}`$
where
$`R_{UL}`$ $``$ $`{\displaystyle \frac{4\pi }{hc}}{\displaystyle _0^{\mathrm{}}}\alpha _{UL}^{\mathrm{em}}\left({\displaystyle \frac{2hc^2}{\lambda ^5}}+J_\lambda (\lambda )\right)\mathrm{e}^{hc/\lambda kT}\lambda d\lambda `$ (22)
$`\alpha _{UL}^{\mathrm{em}}`$ $``$ $`{\displaystyle \underset{\genfrac{}{}{0pt}{}{lL}{uU}}{}}\alpha _{ul}^{\mathrm{em}}{\displaystyle \frac{g_l}{Z_L}}\mathrm{e}^{E_l/kT}`$ (23)
Now, the rate coefficient (22) has the same form and properties (see equation (21)) as the rate coefficient (3) for “normal” levels.
Similarly, the absorption rate between two superlevels is the sum over all relevant absorptions $`n_lR_{lu}`$ and becomes
$$n_LR_{LU}=n_L\left\{\frac{4\pi }{hc}_0^{\mathrm{}}\alpha _{LU}^{\mathrm{abs}}J_\lambda (\lambda )\lambda d\lambda \right\}$$
(24)
where
$$\alpha _{LU}^{\mathrm{abs}}\underset{\genfrac{}{}{0pt}{}{lL}{uU}}{}\alpha _{lu}^{\mathrm{abs}}\frac{g_l}{Z_L}\mathrm{e}^{E_l/kT}$$
(25)
Again, the definition of $`R_{LU}`$ has the same form as the equivalent expressions (2) for actual levels.
Note that equations (23) and (25) only differ in the choice of $`\alpha ^{\mathrm{em}}`$ or $`\alpha ^{\mathrm{abs}}`$ and that in the case of complete redistribution $`\alpha _{UL}^{\mathrm{em}}`$ and $`\alpha _{LU}^{\mathrm{abs}}`$ are identical also for superlevels. That means that a computer program needs to keep track of only one quantity which is less memory or time consuming than keeping track of the sum over the absorption cross sections and the sum over the emission cross sections (note that the cross sections need to be known for every depth point of an atmosphere and for every transition).
With the two radiative rates (22) and (24) it is possible to calculate all the radiative rates needed to solve the rate equation (4). The rates have to be obtained via wavelength integration during the wavelength loop (as described in section (2)) and depend on all actual transitions between two different superlevels. Since all actual transitions have to be calculated this does not seem to simplify the original problem of dealing with millions of lines. However, phoenix is already designed to calculate as many transitions as desired very efficiently, as explained in section (2) by means of dOS. Therefore, it is straight forward to calculate the radiative rates “as exactly as desired”. The computer program simply has to assign each actual transition to the super transition it belongs to. Note also, that the purpose of the superlevels in this approach is to reduce the number of levels in the rate equations not the number of lines calculated. This keeps the accuracy of the rate coefficients and of the absorption coefficients as high as possible. Only the population densities will be approximated. It also keeps the resulting spectrum as accurate as possible.
The rate equations are solved by operator splitting techniques as described in section (2). Note that the operator technique only relies on the $`\mathrm{\Psi }`$ operator and the $`E`$ operator. The $`\mathrm{\Psi }`$ operator is derived from the $`\mathrm{\Lambda }`$ operator and the $`E`$ operator is derived from the emissivity. The $`\mathrm{\Lambda }`$ operator obviously does not depend on the superlevel formalism. The $`E`$ operator depends on the opacity, but as already explained, the treatment of the opacity is not changed by the superlevel formalism.
### 3.4 The absorption and emission coefficients
As mentioned above, the only purpose of the superlevels is to keep the system of the rate equations small. There is no need to keep the number of transitions small. Therefore, every absorption or emission coefficient is calculated between actual levels. As explained above, phoenix uses lists of spectral lines as input data. The $`gf`$ values (and other data) for the systems treated with superlevels can be (and are) included in the same input data. Therefore, the cross sections $`\alpha _{lu}`$ are available for every individual transition at every wavelength point selected by dOS as explained above. Care has to be taken when entering the number density into the absorption coefficient: equation (13) has to be applied to obtain the number density of a particular actual level out of the number density of the superlevels.
That means that, as explained for the radiative rates, our computer code calculates “exact” cross sections $`\alpha _{LU}`$ for superlevel transitions with complicated “superline profiles” and does not require opacity distribution functions for the supertransitions. The advantage regarding the absorption and emission coefficients and the spectrum synthesis is that we can calculate a very accurate spectrum at any desired resolution within our superlevel formalism.
### 3.5 Collisional and continuum rates within the superlevel formalism
The collisional excitation rate from one superlevel to another superlevel is the sum of all excitation rates between the relevant actual levels and becomes
$$n_LC_{LU}=n_L\left\{\underset{\genfrac{}{}{0pt}{}{lL}{uU}}{}\frac{g_l}{Z_L}\mathrm{e}^{E_l/kT}C_{lu}\right\}.$$
(26)
Similarly, the rates for collisional de-excitation between two superlevels are :
$$n_UC_{UL}=n_U\left\{\underset{\genfrac{}{}{0pt}{}{lL}{uU}}{}\frac{g_l}{Z_U}\mathrm{e}^{E_l/kT}C_{lu}\right\}$$
(27)
With the definitions (26) and (27) and the relation (16), it follows immediately that
$$\frac{C_{LU}}{C_{UL}}=\frac{Z_U}{Z_L}=\frac{n_U^{}}{n_L^{}}$$
(28)
which is the equivalent to the Boltzmann relation for the collisional rate coefficients for actual levels.
With equations (26), (27) and (28) it is now possible to calculate the collisional rates $`n_IC_{IJ}`$ needed for the rate equation (4) from known collisional cross sections and coefficients $`C_{lu}`$.
Ionization and recombination processes can be included very similarly. For photoionization
$$n_LR_{Lc}=n_L\left\{\frac{4\pi }{hc}_0^{\mathrm{}}\alpha _{Lc}^{\mathrm{ion}}J_\lambda (\lambda )\lambda d\lambda \right\}$$
(29)
where
$$\alpha _{Lc}^{\mathrm{ion}}\underset{lL}{}\alpha _{lc}^{\mathrm{ion}}\frac{g_l}{Z_L}\mathrm{e}^{E_l/kT}$$
(30)
and for radiative recombination
$$n_c\frac{n_L^{}}{n_c^{}}R_{cL}=n_c\frac{n_L^{}}{n_c^{}}\left\{\frac{4\pi }{hc}_0^{\mathrm{}}\alpha _{cL}^{\mathrm{recomb}}\left(\frac{2hc^2}{\lambda ^5}+J_\lambda (\lambda )\right)\mathrm{e}^{hc/\lambda kT}\lambda d\lambda \right\}$$
(31)
where
$$\alpha _{cL}^{\mathrm{recomb}}\underset{lL}{}\alpha _{cl}^{\mathrm{recomb}}\frac{g_l}{Z_L}\mathrm{e}^{E_l/kT}$$
(32)
For the collisional ionization
$$n_LC_{Lc}=n_L\left\{\underset{lL}{}\frac{g_l}{Z_L}\mathrm{e}^{E_l/kT}C_{lc}\right\}$$
(33)
and for the collisional recombination
$$n_cC_{cL}=n_c\left\{\frac{n_L^{}}{n_c^{}}\underset{lL}{}\frac{g_l}{Z_c}\mathrm{e}^{E_l/kT}C_{lc}\right\}$$
(34)
However, usually the most important continuum processes of molecules are dissociation and molecular recombination. Including these processes requires accounting for all particles that are involved in a molecular production and destruction chain, i.e. all constituent atoms and all possible molecules that can be constructed out of these atoms via all possible chemical pathways. Such a NLCE (non local chemical equilibrium) treatment is beyond the scope of this work since it requires a formalism beyond the superlevel formalism. Important molecules with low dissociation energies like TiO could be affected by NLCE. However, it can be neglected for molecules that have dissociation energies less than those that occur in M dwarf atmospheres, e.g. for CO.
## 4 Implementation of the superlevel formalism for CO
We test our method on carbon monoxide (CO). This diatomic molecule has data available that are detailed enough and of good quality (see e.g. diplom). Also, it does not have very many lines and levels; and the lines have very distinct bands in the infrared (most prominently at 2.3 µm and at 4.3–6 µm). CO not only has reliable data, but is also important in other astronomical fields like the earth’s atmosphere and the solar atmosphere.
Other molecules like TiO or H<sub>2</sub>O have either data which are not detailed enough, i.e. the level data cannot be extracted, or the data are most likely incomplete and not very accurate (h2olet; ara97). Furthermore, CO is a relatively small system. With only a few thousand levels (about a factor of 1000 less than TiO or H<sub>2</sub>O) it is only slightly larger than the largest atomic system currently calculated in non–LTE. Therefore, we will compare the superlevel calculations with a direct non–LTE calculation. Thus, we can quantify the accuracy of the superlevel treatment by direct comparison to an “exact” calculation.
### 4.1 Available Data
#### 4.1.1 Molecular line and level data
The necessary level data, i.e. the excitation energies, and the quantum numbers as well as the necessary line data, i.e. the transition wavelengths, the transition strengths and the involved levels, were extracted from the line list by Goorvitch et al. (goorCO; goorCOa; goorCOb). The line list is detailed enough to uniquely assign the upper level to each transition.
For simplicity, only $`{}_{}{}^{12}\mathrm{C}_{}^{16}\mathrm{O}`$ was considered. It contains 3623 levels and 19203 transitions for the electronic ground state. The first excited electronic state has a very high energy and all transitions to this state are in the UV. Therefore, these transitions are not included in the available line list as these states and transitions are unimportant in M dwarfs.
#### 4.1.2 Collisional cross sections
For collisions with electrons the formula given in allen\_aq has been used for simplicity. This is a very rough approximation but electron densities are very low in M dwarfs and as already noted by thompson73 or ayres89, e.g., electron collisions with CO are negligible even for higher electron temperatures than in M dwarfs.
For collisions with atomic and molecular hydrogen and with helium we used the cross sections collected by ayres89 and expressed in terms of
$$\mathrm{\Omega }_{ul}=4.2\times 10^{19}\frac{\mathrm{exp}(B_x0.069A_x\beta ^{1/3})}{\beta (1e^\beta )}$$
(35)
where $`\beta =E_{ul}/kT`$ and $`\mathrm{\Omega }_{ul}=R_{ul}/n_x`$. The subscript $`x`$ stands for the collisional partner. $`A_x`$ and $`B_x`$ are also taken from ayres89. Explicitly, $`A_x`$ is 3, 64 and 87 for H, H<sub>2</sub> and He, respectively, and $`B_x`$ is 18.1, 19.1 and 19.1 for H, H<sub>2</sub> and He, respectively. These are values originating from the results of glass82 for H and H<sub>2</sub> and the results of milikan64 for He.
#### 4.1.3 Data for continuum processes
CO has a dissociation energy of 11.09 eV and an ionization energy of 14.01 eV. These energies are much too high to be achieved in M dwarf atmospheres (10 eV correspond to 77 200 K or 1240 Å). Also, no data for detailed cross sections for ionization or dissociation are available. Therefore, the molecule is treated in “quasi–internal non–LTE”, i.e., our calculations can only determine the population densities of the energy levels of CO, not the number density of CO. That means we neglect NLCE and the dissociation and ionization transitions are accounted for, but only with negligible transition rates and dissociation processes are not accounted for in the atomic equation of state. This will be improved in future work.
### 4.2 The division into superlevels
Energy level diagrams of Carbon monoxide are shown in Figs. (1) and (2). The energy levels have been grouped into vibrational quantum numbers and the transitions have been omitted for clarity. When dividing the levels into superlevels we have to assure that the coupling within one superlevel is very strong. Then we can be certain that the requirements for the superlevel approximation are met and that we can assume that we have a thermal population within one superlevel. The following possible divisions into superlevels have been considered :
#### 4.2.1 Model A
An obvious splitting into superlevels is the grouping by constant vibrational quantum number, assuming strong coupling between the rotational states for one vibrational quantum number. This assumption is very good since the purely rotational transitions have very long lifetimes. The Einstein A values for purely rotational transitions are of the order year<sup>-1</sup>. Therefore, collisions will occur much more often and rotational thermalization can be assumed.
We will call this model “Model A”. It corresponds to vibrational LTE as used by kutepov91. In Fig. (1), the vertical lines mark the boundaries for Model A.
However, this grouping results in a large overlap in energy between all superlevels and a wide range of energies affects one superlevel. This may make the thermalization assumption invalid.
#### 4.2.2 Model B
The second superlevel model selects superlevels only by their energy. The energy boundaries are defined by the rotational ground states for each vibrational state. The original authors of the superlevel idea (anderson89; dreizler93; hubeny95) also used the energy as a selection criteria for their atomic systems. At face value, the pure energy criteria does not seem to meet the requirements for the superlevel treatment to be valid. There is, a priori, no strong coupling for levels with similar energies. For atoms, this criterion has been a matter of pure feasibility. In our case, however, each superlevel defined by the energies of the actual levels will still be dominated by the levels with one (the highest) vibrational quantum number. As explained above, it is a good approximation to assume strong coupling for constant vibrational quantum number. If all the other levels included in such a superlevel that do not have the same vibrational quantum number are not important for balancing the rate equations, they do not have to couple strongly to the dominating levels.
This model we will call “Model B”. Such a superlevel definition can be seen in Fig. (2) indicated by the horizontal lines which are the superlevel energy boundaries.
The vibrational level with the highest quantum number and the other levels with corresponding energies would produce a huge and wide spread superlevel. This superlevel was divided in such a way that the resulting superlevels contain roughly the same number of levels per superlevel as does the average superlevel.
#### 4.2.3 Model C
The third superlevel model combines both criteria from Model A and Model B. That means we select all levels by their vibrational quantum number and by their energy. That way we have the advantages of both methods. The internal coupling can be assured by purely rotational transitions which only can occur via collisions (as explained for Model A) and, in addition, there is no energetical overlap between the superlevels. Furthermore, this model represents a step between Models A or B and a direct solution without superlevels. This model has only a factor of ten less superlevels than actual levels. Our model contains 350 superlevels for this method compared to 24 and 27 for Model A and Model B, respectively.
We call this model “Model C”. It can be visualized by plotting Fig. (2) over Fig. (1). The resulting rectangles represent the superlevel boundaries.
#### 4.2.4 Model Z
The last model we consider is direct non–LTE using all available levels and lines. The 3623 levels and 19203 lines of the CO model are within the limits of a modern workstation. This model we call “Model Z”. Note, that the superlevel formalism reduces to “regular” non–LTE when the sums are carried out over only one term. Therefore, regular non–LTE can easily be treated within our superlevel formalism. We will use the results from this model to evaluate our superlevel formalism.
### 4.3 Numerical implementation
The non–LTE implementation for molecules is implemented in a manner very similarly to the already existing non–LTE implementation for atomic species as explained in section (2). The necessary level data for all actual individual levels are obtained from the input line list. The absorption coefficients for individual CO lines are calculated with the non–LTE occupation numbers via equation (13). For every wavelength point the cross sections between superlevels are obtained as explained in section (3.3) and are integrated over the spectrum.
In order to select a certain superlevel model we need only change the input files. The computer code is independent of assumptions about the model molecule. This makes it very easy to change between the various models.
The rate equations are solved as described in section (2) using the operator splitting technique. Convergence of the departure coefficients $`b_i`$ is obtained simultaneously with the iteration of the temperature structure.
#### 4.3.1 The accuracy of the rates
The convergence properties of the rate operator method depends strongly on the accuracy of the rates. The accuracy of the rates is determined by the accuracy of the integration of the radiative rates. This has been achieved by a carefully selected wavelength grid and by correcting the first order error via normalization of the line profiles used for the radiative rates.
The wavelength grid on which the spectrum is calculated has to include all transitions between all superlevels. For the accuracy of the rates it does not have to include the transitions that occur within one superlevel. The wavelength grid has been optimized to sample the molecular line profiles with as few wavelength points as necessary. Otherwise, the number of necessary wavelength points would be at least a multiple of the number of individual lines. For molecules with millions of lines that would increase the number of wavelength points to be calculated (which increases the CPU time linearly) to an unnecessarily large number.
#### 4.3.2 LTE tests
In order to test the stability of the code, several tests have been performed. All these tests take advantage of the fact that LTE has to be restored in limiting cases. LTE is restored when the atmosphere is dominated by collisions or if the radiation field is described by the Planck function. LTE becomes exact when there are only collisional rates and the radiative rates are all zero ($`C_{ij}0`$, $`R_{ij}0`$) or when the source function is exactly the Planck function ($`S_\nu =B_\nu `$). Both conditions can easily be applied artificially in the computer code. For the second test condition to be very clean and accurate, the collisional rates are set to zero (i.e. $`S_\nu =B_\nu `$, $`C_{ij}0`$).
All tests have been performed with a model for $`T_{\mathrm{eff}}`$=2700, $`\mathrm{log}(g)`$=5.0 and solar metallicity. The choice of superlevels was “Model B” (i.e. rotational ground states as energy boundaries). The choice of the superlevel model does not affect this test because a change of the superlevel model is only a change of input data, not a change of the computer code.
The first test case was a LTE model. The departure coefficients $`b_i`$ remained 1.0 to an accuracy of about $`10^7`$ for several iterations for both test conditions.
The second test case was a LTE model, but the departure coefficients were artificially changed under the restriction of particle conservation. That means some fraction (10–50 state were put into another excited state. This yields $`b_i`$’s of 0.5 or 0.9 for the de-populated state and $`b_i`$’s of up to ten or more for the over-populated state. The LTE situation was restored within only one iteration with an accuracy of about $`10^7`$ for both test conditions as well.
#### 4.3.3 Numerical stability
The collisional rates couple all levels with each other. The energy differences (and therefore, the rates) between two levels can vary by several orders of magnitudes when comparing arbitrary pairs of levels. That has important numerical complications for Model A. In Model A, the individual transitions that make up one particular supertransition do have largely varying energy differences and rates. Since a collisional rate between two superlevels is the sum of the many individual rates we had to assure that the numerically correct sum got evaluated. Otherwise, the collisional rates did not obey the Boltzmann relation (28) anymore and the LTE tests described above would fail.
This is a disadvantage of Model A. All other models do not have this problem since the energy differences of the transitions that make up the supertransition are of the same order of magnitude. In particular, Model C can be regarded as Model A which has been modified in order to decrease the energy differences which then results in numerical stability. For future molecules we will have to assure numerical stable summation if possible or otherwise use a different superlevel model.
### 4.4 Results for a test molecule
In the following we present results of a test molecule strongly affected by non–LTE effects. We used the CO molecule without accounting for collisions with H, H<sub>2</sub> and He. This is a very unrealistic model. However, it will be in non–LTE in cool atmospheres. Therefore, we used it to test our method in the non–LTE case.
The models in this section are fully converged and have $`T_{\mathrm{eff}}`$=2700 K, $`\mathrm{log}(g)`$=5.0 and solar metallicity.
#### 4.4.1 Behavior of the departure coefficients
The departure coefficients for a converged model can be found in Fig. (3) for Model A, in Fig. (4) for Model B, in Fig. (5) for Model C and in Fig. (6) for Model Z. As can be seen, the $`b_i`$ structures are very similar for all models. The onset of non–LTE effects start in about the same depth of about $`\tau =10^2`$ for all superlevel models.
Generally, it is not expected that the $`b_i`$ distribution is the same for all superlevel models since the superlevel models differ. However, Models A and B are expected to be dominated by the same levels. The similarity of Figs. (3) and (4) can very well be explained when we assume that Models A and B are dominated by the same actual levels. This is also supported by the results from Model C which can be seen in Fig. (5). The bright lines in Fig. (5) correspond to the superlevels that have the lowest energies for a given vibrational quantum number, i.e. contain the dominating levels for Models A and B. As one can see, the bright $`b_i`$ structure in Fig. (5) is very similar to Figs. (3) and (4). The strongest argument, however, comes from our direct non–LTE calculation. As can be seen in Fig. (6), the levels with the lowest rotational quantum numbers have a very similar $`b_i`$ structure as shown in Figs. (3) and (4). That means that, indeed, the superlevels are dominated by the levels with the lowest rotational quantum numbers (or equivalently the lowest energies) for a given vibrational quantum number and all our superlevel models produce consistent $`b_i`$ structures.
#### 4.4.2 Effects on the spectrum
Detailed high resolution spectra have been calculated in the spectral regions where CO is most prominent, i.e. between 2 and 2.4 µm and between 4.3 and 6 µm. The $`\mathrm{\Delta }\nu =2`$ band between 2 and 2.4 µm did not show any significant changes, whereas the $`\mathrm{\Delta }\nu =1`$ band between 4.3 and 6 µm did.
A high resolution spectrum of a region in the $`\mathrm{\Delta }\nu =1`$ is shown in Fig. (7) for an LTE model and non–LTE models with the various superlevel models discussed here. As can be seen, all the non–LTE models, including the direct non–LTE calculation, produce deeper lines and are all identical within the accuracy of the calculations and the plots. Fig. (7) is only an example of that band. We note that all CO lines are deeper for our non–LTE calculations and, therefore, the whole $`\mathrm{\Delta }\nu =1`$ band is deeper.
It is important that the spectra are the same for every superlevel model that is chosen under the correct physical assumptions. If we want to use the superlevel approximation we have to make sure that the physical results are independent of the approximation. But most importantly, the direct non–LTE and our superlevel models produce the same result for the spectrum.
The presence of non–LTE effects in the $`\mathrm{\Delta }\nu =1`$ band also means that this band forms in regions where deviations from LTE are present, i.e. outward of $`\tau 10^2`$. The $`\mathrm{\Delta }\nu =2`$ band on the other hand has to form in regions deeper than $`\tau 10^2`$. This explains that no non–LTE effects are visible in the spectral region between 2 and 2.4 µm.
### 4.5 Results for CO
All models presented here have $`T_{\mathrm{eff}}`$=2700 K, $`\mathrm{log}(g)`$=5.0 and solar metallicity. This roughly describes a typical M 8 dwarf. The very low effective temperature has been deliberately chosen since non–LTE effects are expected to be largest for low temperatures. The models have been calculated using the superlevel models described above and are fully converged with regard to the departure coefficients and to the temperature structure.
#### 4.5.1 Behavior of the departure coefficients
The departure coefficients for a realistic CO calculation are shown in Figs. (8) (9) (10) and (11) for Models A, B, C and Z, respectively. The plots show that CO stays in LTE when accounting for collisions with H, He and H<sub>2</sub>. The levels that deviate significantly from LTE correspond to the levels with very high excitation energies and have negligible effects.
It is very important to note, that we can confirm the previous calculations that found LTE for CO not only for approximative calculations but even if we do a direct non–LTE calculation.
#### 4.5.2 The rate coefficients
We also compared the collisional rate coefficients due to collisions with electrons, H, He and H<sub>2</sub> with the radiative rate coefficients. As a typical example we show the de-excitation rate coefficients $`R_{75}`$ for Model B in figure (12). These are the de-excitations between the superlevels defined by the vibrational quantum numbers 7 and 5 and the respective energy bands. As can be seen the rate coefficients due to electronic collisions are the smallest collisional rate coefficients. The radiative rate coefficients are generally smaller than the collisional rate coefficients, which is pushing the system in LTE.
We also compared the density independent parts of the rate coefficients $`\mathrm{\Omega }`$ for the different collision partners. As can be seen, the electronic $`\mathrm{\Omega }`$’s are the strongest, followed by H. However, the dominating factor for the resulting rate coefficients are the respective densities. The two largest rate coefficients are the one for H because of its large cross section and H<sub>2</sub> because of its large number density.
The cross sections for collisions of H, He and H<sub>2</sub> with CO are known to be uncertain (ayres89). However, our results indicate that the rate coefficients for H, He and H<sub>2</sub> would have to be several orders of magnitudes smaller to see non–LTE effects for CO. This is in good agreement with all the previous studies.
## 5 Conclusions
We have developed a method to treat molecules in non–LTE. This method uses the superlevel formalism which reduces the number of levels for a model molecule by a factor of hundred or more and thereby reducing the rank of the system of rate equations. The important difference with respect to other implementations of superlevels — like in the work of anderson89, dreizler93 or hubeny95 — is the treatment of line opacities. The original accuracy of opacity treatment implemented in the atmosphere code phoenix is still preserved by taking advantage of the direct opacity sampling (dOS). This treats the line opacity as exactly as possible and allows us to also use this also for the radiative line rates.
We used CO as an example and showed how it is possible to create superlevel models that approximate the direct calculations very well. The most important result we can draw from CO is the fact that we successfully divided the CO molecule into a superlevel model molecule. The results we obtained are independent of the choice of the superlevel model and are identical to the results a direct non–LTE calculation of CO which is the largest non–LTE calculation of a single species ever. Therefore, we demonstrated that our superlevel method is a powerful and accurate method to calculate molecular non–LTE problems. For physical reasons Model A has to be recommended as long as the numerical stability is guaranteed.
For CO itself we can confirm the results from the previous studies by, e.g., ayres89 that CO is in LTE in cool stellar atmospheres.
In future work we will apply our method to the most important, but much more complicated molecules TiO and H<sub>2</sub>O. The results from CO suggest that it does not matter much which superlevel we choose as long as it is physically reasonable and numerically stable. Therefore, it might be tempting to use Model A for TiO and H<sub>2</sub>O since Model A is the most physical and gives correct results. However, we will investigate several superlevel models also for TiO and H<sub>2</sub>O which will be similar to Model B and C or variations thereof. Thus we can assure the physical correctness, the numerical stability and the necessary decrease of the system of rate equations.
For molecules other than CO it will be important to also include good cross sections for continuum processes. Continuum processes for CO could be ignored, since CO is the most stable molecule. However, when calculating molecules like TiO or H<sub>2</sub>O it will be important to allow for ionization and recombination, and, most importantly, for dissociation and molecule generation. In many cases dissociation will dominate over ionization. This will couple the atomic equation of state and the molecular equation of state by sources and sinks of atoms and ions and production chains for molecules have to be calculated simultaneously. Therefore, the logical consequence is to develop a formalism for non local chemical equilibrium (NLCE). NLCE will be important for molecules with low dissociation energies like TiO. Non–LTE effects on Ti I lines have already been presented in tinlte, therefore, it will be necessary to treat TiO, Ti I and possibly O I simultaneously in non–LTE.
Whereas pure ionization can be done within the framework of the superlevel formalism, the inclusion of NLCE will require further technical developments. NLCE will not affect the rate equations by increasing the number of levels but by coupling to other species. When developing a NLCE formalism, it will be based on the superlevel formalism. the superlevel formalism for molecules as presented in this work for very stable molecules like CO.
Finally, since it is now possible to calculate CO with a lot of levels in non–LTE, these methods can now be applied to fields other than M dwarf atmospheres. One application will be to address the problem of the strong CO bands in the solar spectrum as already mentioned.
This work was supported in part by NASA ATP grant NAG 5-8425 and LTSA grant NAG 5-3619, as well as NASA/JPL grant 961582 and by NSF grant AST-9720704 to the University of Georgia. This work was supported in part by the Pôle Scientifique de Modélisation Numérique at ENS-Lyon. Some of the calculations presented in this paper were performed on the IBM SP and the SGI Origin 2000 of the UGA UCNS and on the IBM SP of the San Diego Supercomputer Center (SDSC), with support from the National Science Foundation, and on the Cray T3E of the NERSC with support from the DoE. A.S. acknowledges furthermore support from DFG grant 1053/8-1. E.B. acknowledges support from NSF grant AST 973140 and NASA grant NAG 5-3505. We want to thank the referee, T. Ayres, for his very helpful comments. A.S. wants to thank J. Krautter, S. Starrfield and I. Appenzeller who made this work possible and supported it. We also thank F. Allard for her work on phoenix.
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# A Survey for Faint Stars of Large Proper Motion Using Extra POSS II Plates1footnote 11footnote 1Portions of the data presented here were 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
Proper motion catalogs that include faint stars have generally been used to obtain samples of low mass main sequence stars and white dwarfs of both disk and halo populations in the solar neighborhood. That this kind of selection introduces both kinematic and population biases (usually in favor of high velocity stars) has long been recognized (cf. Hanson 1983). The cumulative distribution function N($`\mu `$) of a proper motion catalog should be proportional to $`\mu ^3`$, if the catalog is complete to proper motion and magnitude limits (Luyten 1963, Hanson 1979). If, in addition, the kinematical properties of the sample of stars being selected may be modelled accurately enough, the bias can be removed in principle, and a luminosity function (LF) and space density can be determined for the sample.
Schmidt (1975) first applied his 1/V<sub>max</sub> method to determine the LF of local halo stars, using primarily stars from the proper motion catalog of the Lowell Observatory (Giclas, Burnham and Thomas 1968). Bahcall & Casertano (1986) applied a more comprehensive kinematical model for halo stars to a similar sample drawn mainly from Lowell proper motion measurements. However, the Luyten Palomar survey utilizing the Palomar Observatory Sky Survey (POSS I) with the 48-inch Schmidt Telescope in the 1950s and a second epoch series of red-only (103aE) plates obtained by Luyten a decade later extended several magnitudes fainter than the Lowell catalogs. Using a sample of low mass halo main sequence stars drawn largely from the stars of largest motion in the Luyten Half Second (LHS) Survey (Luyten 1979), Dahn et al. (1995) applied Schmidt’s and Bahcall & Casertano’s methods to determine a local halo LF extending to the stellar mass terminus. Liebert, Dahn & Monet (1988, 1989) used a similar sample to estimate an LF for white dwarf stars of the disk and a sampling of the halo. Finally, there have been several estimates of the disk low mass star LFs, and controversy has arisen as to why estimates based on nearby star or proper motion samples differ from those based on samples selected by red colors (Reid and Gizis 1997).
The completeness of proper motion catalogs, especially for faint Luyten stars of large motion, has also been a topic of some controversy. Hanson’s (1979) analysis suggested that the LHS Catalog may be 20% incomplete for proper motions $`\mu <`$1 arcsec yr<sup>-1</sup>. The analysis of Dawson (1986) suggested that the LHS Catalog is 90% complete to B= 21 over the region of sky north of $`\delta `$ = -30<sup>o</sup>, above Galactic latitude $`|b|`$ = 10<sup>o</sup>. More negative assessments of the Luyten catalogs include those of Oswalt et al. (1996) and Wood & Oswalt (1998). These authors applied a very large correction factor for incompleteness of the Luyten catalogs, resulting in a higher space density or LF for white dwarfs than was obtained by Liebert et al. (1988, 1989) who assumed no incompleteness. However, Wood and Oswalt’s (1998) simulations actually indicated that serious magnitude-limited incompleteness sets in at $`\mu _{lim}`$ = 0.15-0.20 arcsec yr<sup>-1</sup>, and do not obviously apply to the motions of the LHS. Although their conclusion was based on the discovery of a single, cool white dwarf star (WD0346+246), Hambly, Smartt, & Hodgkin (1997) also inferred that the Luyten samples are incomplete. Flynn et al. (2000) concluded that the LHS is only 60% complete to a red magnitude (R<sub>L</sub>) = 18.5, based on a statistical analysis of the New Luyten Two Tenths (NLTT) Catalog. It is worth pointing out again that this was not a direct analysis of larger LHS motion stars.
Of particular interest recently is the search for halo white dwarfs in the solar neighborhood where they might be bright enough to be detectable. This interest has intensified due to the possible discovery of faint stellar objects with proper motions in the Hubble Deep Field (Ibata et al. 2000), and the possibility that MACHO collaboration detections could be halo objects of around half a solar mass (Alcock et al. 1997, 2000). Some researchers have suggested that cool white dwarfs could thus account for a substantial fraction of the dark halo or corona. The search for dim halo stars underscores another potential shortcoming of the Luyten surveys, namely that the search radius of Luyten’s measuring machine limited the maximum detectable proper motion to about 2.5$`^{^{\prime \prime }}`$ yr<sup>-1</sup>. As pointed out by Graff, Laughlin and Freese (1998), this limited any search for nearby halo white dwarfs to those with v$`{}_{tan}{}^{}`$121 km s<sup>-1</sup> at 10pc distance. Yet a majority of halo white dwarfs nearby enough to the Sun to be found on Schmidt plates may have higher tangential velocities than this. It should nonetheless also be noted that Luyten personally blinked over 15% of the POSS fields and found no stars with m$`{}_{R}{}^{}>`$ 15 and $`\mu >`$ 2.5$`^{^{\prime \prime }}`$ yr<sup>-1</sup>.
The Second Palomar Sky Survey (POSS II) with the same telescope, now called the Oschin Schmidt (Reid et al. 1991), introduces a valuable new dataset to test the completeness of the earlier survey, and indeed to find new proper motion stars to fainter limiting magnitudes (B<sub>J</sub> = 22.5 mag, R<sub>c</sub> = 20.8 I<sub>c</sub> = 19.5) due to the use of a new generation of Kodak photographic emulsions and other improvements. The near-infrared bandpass had no counterpart in POSS I. In contrast Luyten’s “second epoch” for Palomar catalogs was obtained with the same red Kodak emulsion type as POSS I, and the exposure times were shorter than for POSS I. In addition, the telescope was upgraded considerably for the new survey, notably by replacing the corrector to improve the images at near-infrared wavelengths, refining the mechanical accuracy of the plate-holders and automating guiding. Finally, for the new survey a $`5^{}`$ spacing between fields was adopted, instead of the 6 spacing of POSS I, the latter having barely allowed overlap between adjacent fields.
The U.S. Naval Observatory, Flagstaff Station, has obtained a new Precision Measuring Machine (PMM) for the purpose of digitizing all POSS I and POSS II plates, as well as U.K. Science Research Council SRC-J survey plates, and the European Southern Observatory ESO-R survey plates, of generally similar quality as POSS for the Southern Hemisphere. The PMM design, operation, and data products are described in documentary files on the USNO-A CD-ROM set and on the web site http://www.nofs.navy.mil/projects/pmm/ (Monet et al. 1998).
The principal goal of PMM has been to produce a digital sky survey for a variety of scientific purposes and as a resource for the community. The first catalog of point sources measured from the original POSS I, the SRC-J and ESO-R survey (the latter two for the non-overlapping southern sky) is called USNO-A. At the time of this writing, all plates accepted for POSS II have also been scanned with the PMM. Many second-generation R-band plates taken by the UK Schmidt telescope have also been scanned. The long term goal is to produce the USNO-B catalog, which will extend the USNO-A catalog in key areas: providing star/galaxy differentiation information and proper motions for point sources detected at both Palomar epochs.
The first POSS II plates were obtained in 1986, and they continue to be taken up to the time of this writing. Thus the time baseline for measuring the proper motion of stars exceeds 30 years, and may extend to 45 years for some areas of the sky. For comparison, the Luyten-Palomar time baseline was 10-15 years. Clearly, the search radius for detecting the migrations of stars having large motion must be increased correspondingly in matching POSS II with POSS I stellar positions. This makes the task of finding the correct match more difficult than that faced by Luyten. Thus, while it is easy to forecast that many more proper motion stars will be catalogued in USNO-B than exist in current catalogs for motions near or below the limits of those catalogs (0.2$`^{^{\prime \prime }}`$ yr<sup>-1</sup> for Luyten), it may be difficult even with a new generation of software and hardware to find the stars of very high motion.
Given the high standards for acceptance of POSS II plate material, a significant fraction of the 894 fields have been imaged more than once in at least one of the B, R or I bands. A proportion of the latter plates have been rejected for cosmetic reasons (aircraft trails, background density variations, small-scale photographic defects) or because the image quality (primarily due to mild astigmatism) fails to meet survey criteria. Many of those plates remain useful scientifically, particularly for analyses requiring positional (rather than photometric) data for point sources, such as the astrometric study described here.
The purpose of this paper is to assess the completeness of surveys for stars of large proper motion (notably the LHS) using higher quality plate material spanning a smaller time baseline than used in the original analyses. Although only a small percentage of the total sky is covered, we also had the chance to find much more easily than Luyten any stars in these fields with proper motions $``$ 2.5$`^{^{\prime \prime }}`$ yr<sup>-1</sup>. We adopt a minimum value of 0.4$`^{^{\prime \prime }}`$ yr<sup>-1</sup>, placing us below the lower bound of the LHS, but we are interested primarily in motions appreciably larger than that. We place an additional arbitrary constraint on the survey F plate brightness, restricting ourselves to objects fainter than F = 14. Other proper motion surveys for brighter stars (eg. from the Lowell Observatory) lend greater confidence in the completeness level for the brighter stars. The goal of our analysis was therefore (1) to find new stars that Luyten missed with proper motions larger than 0.4$`^{^{\prime \prime }}`$ yr<sup>-1</sup>, and fainter than F=14, and (2) to test the completeness of our own methods by finding the percentage of catalogued proper motion stars that we recover. This presumably also tests our efficiency in finding proper motion stars missed in especially the LHS survey, and in testing the completeness of the LHS. Our data set and procedures are described in Section 2, and the results presented in Section 3. The implications for the completeness of prior catalogs, and the promise of the POSS II data for the discovery of new proper motion stars, are discussed in Section 4.
## 2 PROCEDURE
For this project we selected fields where rejected red (POSS II IIIaF, hereafter F<sub>rej</sub>) plates of good quality were available, as well as accepted plates for the blue and infrared bands. The reasons for this choice included the fact that stars of large proper motion are generally cool, that more such pairs were available than for blue (POSS II IIIaJ) pairs, and that Luyten measured proper motions using the red (E) plates of both his epochs. A drawback of the sample is that the epoch differences between the rejected and accepted F plates, and between these and the accepted blue (J) and and infrared (IV-N or N) plates are random and can range from essentially zero to as long as 10 years.
Rejected F plates from 140 fields have been scanned with the PMM at Flagstaff. In our initial analysis we concentrated on fields at high Galactic latitude ($`|b|>`$ 20<sup>o</sup>) with full four-plate sets (POSS II J, F, F<sub>rej</sub> and N). In addition, we required that the set of four plates provide a suitable spread in epoch distribution: specifically, no epoch difference between any two of the four plates could be less than 1.5 years. Any proper motion object found thus was required to show a consistent pattern of motion (the same amount and direction) over four different epochs. The reason for this restriction is the prevalence of “false” detections of apparent point sources in the halos of very bright stars, in their diffraction spikes, within galaxies, and between double stars. The vast majority of these are filtered out by requiring the four-plate solution for motion to be consistent. It was feared that this stringent requirement might result in the inability to find some “real” objects owing to positional measurement errors. It was hoped, however, that by maintaining the four-plate requirement, the number of spurious detections would be reduced to a manageable number, excludable by inspection of a digitized POSS server through the Internet. (Given the very large number of fields so inspected, this procedure was more practical than downloading our own pixel database stored on many tapes.) The imposition of these two requirements reduced the available fields from around 140 to 35. This corresponds to roughly 5% of the Luyten POSS I fields. The plate centers of these 35 POSS II fields are listed in Table 1.
To ascertain the degree to which we inhibit our ability to recover real proper motion objects by requiring that there be consistent measurements on all four plates spanning the blue to infrared bands, we repeated the procedure using two combinations of just three plates. We omitted the N plate in one set, to test how much that (generally) lower quality plate affects our completeness. In the other set, we dropped the requirement of a J plate detection to determine the number of possibly-cool objects measured only on the F and N plates.
A more detailed description of the procedure for matching point sources on the several plates used for each field, and the measurement of consistent proper motion candidates between pairs of plates is given in Appendix A.
## 3 RESULTS
### 3.1 New proper motion stars
In the 35 fields for the four-plate solution, there were 50 objects classified as stars by the software that met our motion and magnitude constraints but with no corresponding entry in the Luyten or Giclas catalogs. Of these, 31 were objects misidentified as point sources by the PMM but which visual inspection showed to be galaxies, close doubles, or diffraction spikes associated with very bright stars usually having substantial proper motion. Nine objects showed no visible motion between the digitized versions of POSS I and POSS II. That is, there could be no confirmation of a real proper motion star in the field down to the POSS I magnitude limit. Three objects proved to be known, catalogued stars, but the identification was missed by the software. The remaining seven objects appear to be genuinely new proper motion objects, one of which is actually a common proper motion pair. These eight new proper motion stars, their J2000 positions, proper motions and position angles, and the four photographic magnitudes, are given in Table 2. Finding charts are not displayed here, since each star is easily accessible via a POSS web server (http://www.nofs.navy.mil/data/FchPix/cfra.html). Proper motion may also be confirmed by comparison with the POSS I and POSS II fields.
Nine new proper motion stars from the two three-plate solutions are given in Table 3. The first two objects were found from the solutions lacking the J plates, and the last seven lacked the N plates. Not surprisingly, a much higher fraction of “mistakes” occurred than for the four-plate solution (diffraction spikes, galaxies, doubles and blended images, etc.) and again had to be eliminated by visual inspection of the digitized POSS I and POSS II fields.
Of the 17 new proper motion stars of Tables 2 and 3, 10 are below the 0.5$`^{^{\prime \prime }}`$ yr<sup>-1</sup> limit of the LHS. While we used a generously low cutoff proper motion of 0.4$`^{^{\prime \prime }}`$ yr<sup>-1</sup> in this exercise, the main interest is in the completeness for finding those of higher motion, such as above 0.6$`^{^{\prime \prime }}`$ yr<sup>-1</sup> used previously for defining samples of white dwarfs (Dahn, Monet & Harris 1989, Liebert et al. 1999) and halo subdwarfs (Dahn et al. 1995). Four such objects are listed in Table 2, and only two in Table 3 had motions exceeding 0.6$`^{^{\prime \prime }}`$ yr<sup>-1</sup>. In the remainder of this section, we discuss some of these stars individually. Table 4 presents some broadband optical photometry we were able to obtain for the new proper motion stars in Table 2.
POSS 15:00:03.51 +36:00:30.5: Inspection of the POSS II image shows a clear point source at the J2000 position. A similar inspection of the POSS I shows a marginally-visible candidate at the expected separation and position angle. The photometry in Table 4 indicates the object is fainter than Luyten’s POSS I and second epoch detection limit, and is certainly below the LHS completeness limit. A spectrum with the Hale 5 m double spectrograph (Oke & Gunn 1982) was obtained on 1998 May, and the blue and red spectra are shown in Fig. 1ab. Atmospheric features in the red part of the spectrum have not been removed. No stellar features are detected in the spectrum. In particular the absence of an H$`\alpha `$ line indicates that the spectral type, at least in the red, is that of a very cool DC white dwarf. A parallax is being measured with the $`1.55\mathrm{m}`$ Strand Telescope, and the preliminary result confirms the spectroscopic suggestion. After just over one year of observation, the absolute parallax is $`15.65\pm 1.0\mathrm{mas}`$, and the absolute V magnitude is $`15.33\pm 0.14`$. This result is consistent with the M<sub>V</sub> estimatable from the BVI colors (Bergeron, Wesemael & Beauchamp 1995) and implies that it is a cool white dwarf with a normal mass $`0.60\mathrm{M}_{}`$. Together with the proper motion, this indicates a tangential velocity of $`275\pm 18\mathrm{km}\mathrm{s}^1,`$ showing that the object is a halo star.
POSS 15:30:55.62 +56:08:56.4/15:30:56.51 +56:08:52.0: This is a resolved double whose components are of nearly equal brightness. Our software paired the components wrongly and produced a single proper motion star with 1.438$`^{^{\prime \prime }}`$ yr<sup>-1</sup>. Inspection showed that both components move together and the remeasured values were 0.738$`^{^{\prime \prime }}`$ yr<sup>-1</sup> with position angle $`56.5^{}`$. Luyten (1981) wrote “The machine-processed plates lack virtually all double stars with nearly equal magnitudes and separations less than 10 arc seconds” because it ignored “nonstellar” objects. Spectra were obtained of both stars on 1999 July 17 U.T. with the LRIS spectrograph on Keck II (Oke et al. 1995), used in the configuration described in Kirkpatrick et al. (1999). These spectra are shown in Fig. 2, fluxed on an F<sub>λ</sub> scale. Strong features due to CaH near 6900Å demonstrate that each object is an extreme subdwarf M, logical spectral counterparts for stars of large proper motion.
POSS 21:01:04.18 +03:07:05.1: The POSS I image appears blended with a field star, though our POSS II epochs have clean images. This presumably explains why this object was not in the Luyten catalog. Since its colors are quite red, it is likely to be a late M dwarf possibly within 20 pc.
POSS 00:01:25.72 +28:25:20.5 and 16:17:50.84 +19:05:43.2: These are the only two new proper motion stars with $`\mu >`$ 0.5$`^{^{\prime \prime }}`$ yr<sup>-1</sup> found from three-plate solutions that appear clearly on both digitized POSS epochs. At magnitudes brighter than 19 in all bands, there is no apparent reason they fail to appear in a Luyten catalog. We have not yet obtained photometric, spectroscopic or astrometric observations.
### 3.2 Recovery efficiency of catalogued proper motion stars
To evaluate the completeness of our own survey, we analyzed the fraction of previously catalogued objects that the PMM successfully identified. There are a total of 230 fast ($`\mu 0.4^{^{\prime \prime }}\mathrm{yr}^1`$) and faint (magnitude 13.0 in some band or fainter) catalogued proper motion stars in these 35 fields. Of these 230 stars, 216 were recovered, or 94%. Of the remaining 14 objects, six stars are sufficiently near the edge ($`1\mathrm{cm}`$ or $`10\mathrm{arcmin}`$) of their respective plates, that there may be either larger errors in determining the astrometry or sufficient deviation among the four plate centers to put the star off the field of at least one of the plates. The remaining eight stars – less than 3.5% of the catalogued stars – appear to have been missed by the software for various reasons, some explainable and others not. (One object was in the flare of a bright star, one was nearby a bright star, two were perhaps too bright for the survey, two were blended, and two had no obvious explanation.) The effective survey area for each plate is $`34\times 34\mathrm{cm}^2`$ or $`6.35\times 6.35\mathrm{deg}^2`$ minus the occluded area of the density spots ($`4.5\times 5.7\mathrm{cm}^2`$ or $`0.894\mathrm{deg}^2`$), so that our 35 plate search covered some $`140931=1378\mathrm{deg}^2`$ , or 3.3% of the sky.
## 4 DISCUSSION
Luyten processed by machine or eye some 804 POSS I fields, or roughly $`28000\mathrm{deg}^2`$ at significant Galactic latitudes. Some 160 low Galactic latitude fields were not analyzed, and he estimated (Luyten 1979) that about twice that area of sky was inaccessible to Palomar observation. The LHS Catalog lists 3587 stars with proper motions above 0.5$`^{^{\prime \prime }}`$ yr<sup>-1</sup>. In this experiment on some 1378 square degrees – $``$3% of the sky or $``$5% of the fraction measured by Luyten – we discovered six new stars of such large proper motion. This experiment also offered the possibility of finding very high proper motion stars, such as nearby halo white dwarfs above Luyten’s 2.5$`^{^{\prime \prime }}`$ yr<sup>-1</sup> search radius. However, no such star was found. Our results suggest that a similar POSS II survey of all 804 Luyten fields might add a modest 6/0.05 or $``$120 new “LHS” stars plus doubles, or $``$130 objects if our $`>`$90% success rate in recovering catalogued LHS stars in these fields is indicative of our overall completeness. The proper motions of the new stars appear consistent with the expected $`\mu ^3`$ distribution. If our yield of new stars is extrapolated to 2.5$`^{^{\prime \prime }}`$ yr<sup>-1</sup>, only about two new stars of larger motion would be predicted for the entire sky.
We have also experienced firsthand a few circumstances that might have caused Luyten to have missed a motion star – superposition with another star during one epoch, close common proper motion pairs, and of course the modest limiting magnitudes of POSS I. Much ado has been made of the fact that Luyten missed the large proper motion star WD0346+246, which is claimed to be a very cool halo white dwarf (Hambly, Smartt and Hodgkin 1997; Hodgkin et al 2000). However, this object is very faint, similar to the new, probable halo white dwarf POSS 15:00:03.51 +36:00:30.5; the second epoch Luyten exposures may have been too short to detect either star.
While this was a painstaking experiment, we do not claim an accurate value of the completeness of the LHS Catalog. However, if the LHS were only $``$60% complete to a red magnitude of R<sub>L</sub>=18.5 (Hambly et al. 1997; Flynn et al. 2000), over one hundred new proper motion stars might have been found in this exercise. Our work indicates instead that the completeness fractions reported by Hanson (1979) and Dawson (1986) (80-90%) are not serious overestimates. A similar conclusion is implied by the analysis of the cumulative distribution of proper motions for an enlarged group of LHS-selected white dwarfs (Liebert et al. 1999; Harris et al. 2000).
The discrepancy between the completeness of Luyten’s catalogs found in this paper and that found by Flynn et al. (2000) appears significant. What might cause such a discrepancy? We have reviewed the clever argument made by Flynn et al., and we have confirmed their results (their Fig. A1). One assumption made in their analysis that “the number density of stars does not change appreciably on scales equivalent to a distance modulus of 0.5 mag” is not strictly valid at high Galactic latitudes because their space density drops away from the Galactic disk. Therefore, the cumulative effect of half-magnitude steps from magnitude 13 to 18 in the Flynn et al. analysis might give a spuriously-low completeness. In fact, a repeat of the analysis on subsamples of the NLTT is shown in Figure 3. The greater “incompletness” found at high latitude could be caused by this drop in stellar density away from the disk.
A further exploration of the effect of density variations has been made with a Monte-Carlo kinematic model of the disk. Using realistic values of the velocity ellipsoid, the luminosity function, and the space density profile of red dwarfs, we find that the NLTT has 5-10% fewer stars at $`|b|>`$ 55<sup>o</sup> than would be the case with a uniform space density. (The exact fraction depends on input parameters, particularly on the assumed velocity dispersion.) Therefore, a portion of the incompleteness found in the Flynn et al. analysis can be explained by this effect. Other effects, such as crowding and reddening at low latitudes, may also be important factors.
Our findings in this paper constrain hypotheses about the possible contribution of white dwarfs to the dynamical or “dark” halo, such as Alcock et al. (2000) and Ibata et al. (2000) among others have suggested. An optimistic assumption is that the peak in such a halo white dwarf distribution occurs near M<sub>V</sub> = +17 to 18. Flynn et al. (2000) conclude that, if Ibata et al.”s (2000) claim to have discovered several halo white dwarfs in the Hubble Deep Field were correct, that several times that number of similar stars should have been found in the greater search volume accessed by existing ground-based catalogs, principally the LHS. This might have been possible if the LHS were substantially incomplete. With our finding of a substantially greater completeness for the LHS, Flynn et al.’s conclusion is strengthened. Likewise Chabrier’s (1999) models also suggest that dozens of such stars might be detectable out to a distance of 15 pc that even a modest V=18 magnitude limit might permit. Of course Hansen (1998), Chabrier (1999) and others have shown that – depending on their mass distribution and outer layer compositions – the oldest halo white dwarfs may be much fainter than M<sub>V</sub> = +17-18 and not necessarily detectable to LHS limiting magnitudes.
JL and MDF acknowledge the hospitality of the U.S. Naval Observatory during which most of this work was done. We thank Conard Dahn for useful discussions and comments on this manuscript. We also thank the referee, Bob Hanson, for several helpful comments and criticisms of the paper.
## Appendix A Procedures Used for Identification and Measurement of Proper Motion Stars from Several Plates
The Palomar Observatory Sky Survey II (POSS-II) original plate material has been scanned by the PMM. Three emulsions (red, called “SF”; blue, called “SJ”; and near infrared, called “SN”) comprise POSS-II. All accepted POSS-II plates available have been scanned. In addition, SF and SJ plates that were rejected (owing to the presence of airplane lights, for instance) have also been scanned. Fields for which the epoch difference was at least 1.5 years between any two plates (from among the SF, SJ, SN, and either of the rejected plates – “RF” or “RJ”) were selected as eligible for finding high proper motion stars, at Galactic latitude ($`|b|20^{}`$). The use of POSS-II means that plate material with more than three epochs is available, all of which have the same pointing center (to within a few arcminutes). The astrometric reduction is thus considerably simplified.
The procedure to identify objects of high proper motion begins with removing duplicate detections from the raw object list. The peak-finding and blob-splitting software that is part of the real-time PMM image processing sometimes finds (spurious) multiple peaks at the position of a single star. Only the brightest object within a $`1\mathrm{arcsec}`$ radius is kept in the list for further processing. Postprocessing software using oblique decision trees works with the computed image parameters (the image moments, shape parameters, etc.) to deduce a classification for the object (star or galaxy) on a sliding scale from 0–11 (zero meaning almost certainly “galaxy” and 11 meaning almost certainly “star”, with the transition of maximal uncertainty being between five and six).
The list of objects surviving the removal of duplicate detections (for each plate) is reduced with respect to the ACT (Urban, Corbin, & Wycoff 1997). The object positions are modified according to the SLALIB pincushion distortion for the 48-inch Oschin Schmidt telescope, plus the so-called “taffogram” (the systematic astrometric residual as a function of plate position after removal of the SLALIB pincushion). Ten coefficients are used in the astrometric solution to derive $`(\xi ,\eta )`$ (the tangent plane coordinates) according to the ACT. No magnitude term was used in the astrometric solution. There are now four lists of $`(\xi ,\eta )`$ coordinates, one for each plate.
Using the four lists of $`(\xi ,\eta )`$, pairings of matched objects are made between the SF coordinate list and the other three coordinate lists. An object in the SJ, SN, or RF list that is found within a radius $`r_{\mathrm{del}}=\mu _{\mathrm{min}}\mathrm{\Delta }t_{\mathrm{SF}\mathrm{X}}`$ of an SF object is marked for deletion in both lists. Here, $`\mu _{\mathrm{min}}=0.2\mathrm{arcsec}\mathrm{yr}^1`$ is the lower bound on proper motion to which our program is sensitive. This bound is based on the mean error of our positional measurements for a single object, which is about $`0.3\mathrm{arcsec}`$, and the minimum acceptable epoch difference between plates, which is $`1.5\mathrm{yr}`$. The time interval $`\mathrm{\Delta }t_{\mathrm{SF}\mathrm{X}}`$ is the epoch difference between the SF plate and paired plate (“X”) being examined. Following the identification of all pairs of matching objects between the SF plate and the other three plates, those objects are all removed from the object lists. Only the surviving objects are subjected to further processing.
The remaining objects are examined for consistent linear proper motion in the next phase of processing. For each object on the surviving SF list, the RF list is examined and all objects within a radius of $`r_{\mathrm{pm}}=\mu _{\mathrm{max}}\mathrm{\Delta }t_{\mathrm{SF}\mathrm{RF}}`$ are identified. Here, $`\mu _{\mathrm{max}}=6\mathrm{arcsec}\mathrm{yr}^1`$ is the maximum proper motion we choose to investigate. The number of proper motion candidates increases as the square of this radius, so limiting it to a reasonable number results in saving computing time and limiting the false detection rate.
The lists of all SJ objects and all SN objects that are within $`r_{\mathrm{pm}}`$ of each SF-RF pair are similarly compiled. If there is no SJ or SN object within $`r_{\mathrm{pm}}`$, that pair of SF/RF objects is removed from further consideration.
Following construction of the lists of SF-RF-SJ-SN candidate lists, all possible combinations of objects (choosing one object at a time from the each of the RF, SJ, and SN lists associated with an SF object) are examined for consistency with a linear proper motion. A proper motion is predicted from the SF and RF positions:
$$\mu _x=(x_{\mathrm{RF}}x_{\mathrm{SF}})/(t_{\mathrm{RF}}t_{\mathrm{SF}})$$
(A1)
is the predicted $`x`$-component of the proper motion, for instance. Then the position for, say, the SJ object is predicted using the interpolation formula
$$x_{\mathrm{SJ}}=x_{\mathrm{SF}}+(t_{\mathrm{SJ}}t_{\mathrm{SF}})\mu _x.$$
(A2)
There is a tolerance $`\sigma _{\mathrm{SJ}}`$ around the predicted position $`x_{\mathrm{SJ}}`$ whose size is
$$\sigma _{\mathrm{SJ}}=\sigma _{\mathrm{SF}}\left[1+2\frac{t_{\mathrm{SJ}}t_{\mathrm{SF}}}{t_{\mathrm{RF}}t_{\mathrm{SF}}}\right]^{1/2}.$$
(A3)
We take $`\sigma _{\mathrm{SF}}1\mathrm{arcsec}`$. An object in the SJ list that is within a radius $`\sigma _{SJ}`$ of the predicted position $`(x_{\mathrm{SJ}},y_{\mathrm{SJ}})`$ remains a viable proper motion candidate. A similar procedure is then used for the SN surviving object list. The final list of proper motion candidates is constructed from objects such that there is a detection on all four plates satisfying the linear proper motion consistency criterion described here.
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# Properties of observed Ly-𝛼 forest
## 1 Introduction
The intergalactic nature of Ly-$`\alpha `$ forest was established by Sargent et al. (1980) and later many models of absorbers formation and evolution were proposed (see, e.g., Rees 1986, 1995; Ikeuchi & Ostriker 1986; Bond, Szalay & Silk 1988; Miralda-Escude et al. 1996; Hui et al. 1997; Nath 1997; Valageas, Schaeffer, & Silk 1999). The essential progress was reached through simulations of dynamical and thermal evolution of gaseous component with the CDM-like power spectrum which is probably responsible for the formation of observed galaxy distribution. Such simulations (Petitjean et al. 1995; Hernquist et al. 1996; Bond & Wadsley 1997; Zhang et al. 1997, 1998; Theuns et al. 1998, 1999; Bryan et al. 1999; Davé et al. 1999; Weinberg et al. 1998; Machacek et al. 2000) reproduce successfully the main observed properties of absorbers and connect this problem with a more general problem, that is the nonlinear evolution of initial perturbations and formation of large scale matter and observed galaxy distribution. This progress allows us to consider the properties of absorbers in the context of nonlinear theory of gravitational instability and statistical description of formation and evolution of DM structure (Zel’dovich 1970; Shandarin & Zel’dovich 1988; Demiański & Doroshkevich 1999, hereafter DD99; Demiański et al. 2000, hereafter DDMT).
It is commonly recognized that in the DM dominated universe the fundamental properties of observed matter distribution are determined by the evolution of DM structure elements. The approximate statistical description of expected characteristics of DM structure elements based on the Zel’dovich theory was given in DD99 and DDMT for the CDM-like transfer function (Bardeen et al. 1986) and the Harrison – Zel’dovich initial power spectrum. This process can be outlined as a random formation and merging of Zel’dovich pancakes, their successful transformation to filamentary component of structure, and the hierarchical merging of both pancakes and filaments to form rich walls. All steps of this evolution are driven by the initial power spectrum.
Some results of this statistical description were compared with simulations at small redshifts (DD99, Doroshkevich et al., 1999, hereafter DMRT; DDMT). This comparison shows that the main simulated and observed structure characteristics are consistent with the theoretical expectations. Here we use this approach for the analysis and interpretation of the absorbers observed at large redshifts as a Ly$`\alpha `$ forest, and we show that some of the observed characteristics of Ly-$`\alpha `$ absorbers can also be successfully described in the framework of this theoretical model.
The validity of this description, when it is applied to structure at high redshifts, is not yet reliably verified with available simulations due to a small density contrast of poor structure elements dominating at higher redshifts. The first tests revealed, however, the existence of three kinds of structure elements, namely, high density filaments, clumps, and low density pancakes in DM spatial distribution at $`z=`$ 3. The theoretical description (DD99) confirms also the self-similar character of structure evolution (at least when the Zel’dovich approximation can be applied). More detailed statistical comparison of absorbers characteristics simulated at high redshifts with theoretical expectations is however required.
Such approach implies more traditional investigation of properties of discrete absorbers rather then a continuous non-linear line-of-sight density field (see, e.g., Weinberg et al. 1998) and, so, we will concentrate more attention on statistics of discrete absorbers. The observations of galaxies at large redshifts verifies that strong nonlinear compression of DM and gaseous components occurs even at $`z`$ 3 – 5 and earlier (Steidel et al. 1998; Dey & Chaffee 1998; Fan et al. 2000) and, so, discrete high density absorbers can already exist at such redshifts. This approach allows us to reach more clarity in the description of formation and evolution of structure and to establish correlations between properties of observed absorbers and invisible DM component.
It can be expected that absorbers are predominantly related to the more numerous population of moderately rich pancakes and to periphery of richer pancakes and filaments. This means that information obtained from such traditional methods of analysis is related with the extended lower density regions of the universe rather then with the rich wall-like condensations. In this respect, the absorbers characteristics are complementary to the information obtained from the analysis of large scale galaxy distribution. In order to discriminate between properties of absorbers that can be associated with the evolution of DM component and are specific of the gaseous component it is necessary to compare the expected characteristics of DM structure and observed discrete Ly-$`\alpha `$ absorbers. Thus, some fraction of weaker absorbers formed within expanded regions is not connected with the DM structure (Bi & Davidsen 1997; Zhang et al. 1998; Davé et al. 1999). Such comparison reveals also the potential and limitations of this approach.
This approach relies on identification of separate absorbers in the observed spectra what restricts the number of available spectra. Moreover, properties of some of the identified lines can be distorted due to superposition of several lines and cannot be reliably discriminated from the influence of diffuse intergalactic gas (McGill 1990; Levshakov & Kegel 1996, 1997) what introduces some additional uncertainties in our analysis. Our study of simulations at small redshifts (DDMT) shows, however, that the influence of the last effect depends on the power spectrum of primordial perturbations and for the CDM-like power spectrum, at moderate redshifts, its impact is not very strong. This problem should be investigated in more details using the available simulations of absorbers.
The redshift dependence of linear number density of absorbers was discussed in Demiański, Doroshkevich & Turchaninov (2000, hereafter Paper I) under the assumption that the neutral hydrogen traces the potential wells formed by DM pancakes. This model is similar, in some respects, to previously discussed theoretical and simulated models referred above. In this paper we show that this model provides a reasonable self consistent description and interpretation of other observed properties of absorbers and demonstrates that merging of earlier formed structure elements plays an important role in the evolution of absorbers. This approach makes it possible to approximately discriminate between the evolution of DM structure elements and faster and randomly perturbed evolution of gaseous component, that is suitably described by the evolution of entropy of compressed gas, and to specify the main factors responsible for it. In particular, we can roughly discriminate between adiabatic and shock formation of absorbers and show that the adiabatic processes may be not very important, at least for the formation of stronger observed absorbers. Properties of observed absorbers demonstrate the important role of merging of earlier formed structure elements for the absorber evolution. Our method gives reasonable fits for the observed distribution of Doppler parameter, $`b`$, and hydrogen column density, $`N_{HI}`$, and connects them with the basic cosmological parameters, $`\mathrm{\Omega }_m\&h`$, and the amplitude of initial perturbations. Our main results are consistent with conclusions of Zhang et al. (1998), Weinberg et al. (1998) and Davé et al. (1999). Some differences between the theoretical expectations and simulations will be discussed below.
The theory cannot yet describe in details the relaxation of compressed matter, the disruption of structure elements caused by the gravitational instability of compressed DM and the distribution of neutral hydrogen across DM pancakes. Therefore, in this paper several parameters characterizing the properties of DM and neutral hydrogen distribution remain undetermined. They can be estimated by applying the discussed methods to simulations that provide an unified physical picture of absorber formation and evolution.
The composition of observed absorbers is complicated and if at low redshifts a significant number of stronger Ly-$`\alpha `$ lines and metal systems is associated with galaxies (Bergeron et al. 1992; Lanzetta et al. 1995; Cowie et al. 1995; Tytler et al. 1995; Le Brune et al. 1996) then the population of weaker absorbers dominates at higher redshifts and mainly disappears at redshift $`z`$ 2. It is not observed by other methods and can be associated with the population of weaker structure elements formed by non luminous baryonic and DM components and situated in extended lower density regions. Some number of weak Ly-$`\alpha `$ lines observed even at small redshifts far from galaxies (Morris et al. 1993; Stocke et al. 1995; Shull et al. 1996) can be considered as a trace of this population.
An interesting problem arises, namely the possible reconstruction of spatial DM distribution using the redshift distribution of absorbers. Two methods of such reconstruction were proposed by Weinberg et al. (1998) and Nusser & Haehnelt (1998). Here we examine the method based on one dimensional smoothing of density field. We show that results depend strongly on the used sample of absorbers and on the method of identification of properties of DM component of absorbers. Interpretation of results of such reconstruction is now questioned and more detailed investigation of this problem is required.
Simulations of structure evolution take into account the impact of many important factors together and provide an unified picture of absorber formation and evolution. But so far such simulations can be performed only in small boxes what introduces artificial cutoffs in the power spectrum and makes the investigation of large scale structure evolution difficult. Such simulations cannot yet reproduce all important features of interactions of small and large scale perturbations and the direct analysis of the observed absorbers characteristics might now be more perspective in this respect. Indeed, the large scale modulation of redshift distribution of Ly-$`\alpha `$ lines found by Cristiani et al. (1996) and strong nonhomogeneities found at $`z`$ 2 by Williger et al. (1996), Quashnock et al. (1996, 1998), and Connolly et al. (1996) could be attributed to the extremely rich structure elements which are not yet found in simulations.
This paper is organized as follows. The theoretical model of the structure evolution is discussed in Secs. 2. Sec. 3 contains information about the used observational databases. The results of statistical analysis are given in Sec. 4, 5 & 6. Discussion and conclusion can be found in Sec. 7.
## 2 Model of structure evolution.
The main observational characteristics of absorption lines are the redshift, $`z_{abs}`$, the column density of neutral hydrogen, $`N_{HI}`$, and the Doppler parameter, $`b`$. On the other hand, the theoretical description of structure formation and evolution is dealing with the linear number density, $`n_{abs}(z)`$, temperature, $`T`$, density of DM and entropy of gaseous components, and with the ionization degree of hydrogen. To connect these theoretical and observed parameters a physical model of absorbers formation and evolution is required.
Broad set of such models was discussed during last twenty years (see references above). Here we repeat some of the assumptions already discussed in earlier publications. Our consideration is based on the statistical description of formation and evolution of DM structure in CDM-like models (DD99, DDMT), and it is compared with observed and simulated spatial distributions of DM component and galaxies at small redshifts.
### 2.1 Physical model of absorbers.
Here we consider a simple self-consistent model of the absorbers formation and evolution based on the Zel’dovich approximation. We assume that:
1. The DM distribution forms an interconnected structure of sheets (Zel’dovich pancakes) and filaments, their main parameters are approximately described by the Zel’dovich approximate theory applied to CDM-like initial power spectrum (DD99, DDMT). The richer DM pancakes can be relaxed, long-lived, and approximately stationary.
2. Gas is trapped in the gravitational potential wells formed by the DM distribution. The gas temperature and observed Doppler parameter, $`b`$, trace the depth of the DM potential wells.
3. For a given temperature the gas density within the wells is determined by the gas entropy created during the previous evolution. The gas entropy changes, mainly, due to the shocks heating in the course of merging of pancakes and, possibly, due to the bulk heating produced by local sources.
4. The ionization of the gas is caused by the outer radiation field and for the majority of absorbers ionization equilibrium is assumed.
5. The evolution of observed properties of absorbers is mainly caused by merging, transversal compression and/or expansion and disruption of DM pancakes. Possible bulk heating of the trapped gas and possible variations of the intensity and spectrum of the ionizing UV radiation field can be also important and will provide the fine-tuning between the observed and expected properties of absorbers.
6. In the context of the simple model we identify the velocity dispersion of DM component compressed within pancakes with the temperature of hydrogen and the Doppler parameter $`b`$ of absorbers. We consider the possible macroscopic motion within pancakes as subsonic and assume that they cannot essentially distort the measured Doppler parameter.
The formation of sheet-like DM structure elements (Zel’dovich pancakes) as an inevitable first step of evolution of small DM perturbations was certainly established both by theoretical considerations (Zel’dovich 1970; Shandarin & Zel’dovich 1989; in DD99 for CDM-like power spectrum) and numerically (Shandarin et al. 1995). Here we will restrict our consideration to the subpopulation of slowly evolving DM pancakes when their column density remains almost the same during the time comparable with $`H^1(z)`$. In the opposite case, when rapid expansion of matter in the transversal directions takes place, the pancake is eroded and $`N_{HI}`$ decreases below the observational limit. The rapid compression transforms pancakes into filaments that is another subpopulation of observed Ly-$`\alpha `$ absorbers. These short-lived pancakes can be mainly identified with a subpopulation of weaker absorbers with a column density $`N_{HI}10^{13}cm^2`$ dominated at higher redshifts $`z`$3.
The subpopulation of weaker absorbers also contains ”artificial” caustics (McGill 1990) and absorbers identified with slowly expanding underdense regions (Bi & Davidsen 1997; Zhang et al. 1998; Davé et al. 1999). These kinds of absorbers are not connected with DM structure and produce noise, which is stronger at higher redshifts $`z`$ 3.
Further on, even our approximate consideration cannot be applied to filaments and high density clumps, when both the gravitational potential and the gas temperature along a line of sight depend essentially on the matter distribution across this line. So, our investigation has to be restricted to the subpopulation of DM composed sheet-like structure elements. This means that the appropriate subsample of observed absorbers has to be considered.
Fortunately, the correlations between observed parameters $`b`$ and $`N_{HI}`$ and evolutionary rate of observed linear number density of absorbers discussed in Paper I allows us to discriminate statistically the filamentary and sheet-like dominated subpopulations of absorbers and to perform approximately such selection. Thus, it may be expected that the sheet-like DM composed absorbers dominate for $`b`$ 17 – 20km/s and $`10^{13}cm^2N_{HI}10^{14}cm^2`$.
Both theoretical analysis and simulations show the successive transformation of sheet-like elements into filamentary-like ones and, at the same time, the merging of both sheet-like and filamentary elements into richer sheets or walls. Such continual transformation of structure goes on all the time. These processes imply the existence of complicated time-dependent internal structure of high density elements and, in particular, the essential arbitrariness in discrimination of such elements into filaments and sheets. The morphology of structure elements can be quantitatively characterized with new powerful techniques such as the Minimal Spanning Tree analysis (DMRT, DDMT) and the Minkowski Functional (Sathyaprakash et al. 1998; Kerscher 1999). Such an analysis applied to observed and simulated catalogues demonstrates the continual distribution of morphological characteristics with a relatively small fraction of distinct high density filaments and elliptical clumps, and allows to estimate the degree of filamentarity and sheetness of both individual elements and sample as a whole.
In this paper, as was noted above, we use the term ’pancake’ for structure elements with relatively small gradient of properties (first of all temperature) across a line of sight. With such a criterion, the anisotropic halo of filaments and clumps can also be considered as ’pancake-like’. At the same time, as was discussed in Paper I, the evolutionary rate of observed linear number density of such absorbers can be similar to that typical for filaments or clumps. By imposing some restrictions on the observed $`b`$ and $`N_{HI}`$ it is possible to improve the statistical discrimination of these components, but even then the selection is not unique. More detailed investigation of observed and simulated properties of absorbers is required to improve the selection criteria and to prepare more adequate physical model of absorbers.
### 2.2 DM structure elements and Doppler parameter.
Among the observed characteristics of Ly-$`\alpha `$ absorbers the Doppler parameter, $`b`$, is more closely linked with properties of DM component. In this section we introduce some relations between characteristics of DM pancakes and the $`b`$ parameter based both on the theoretical arguments and analysis of simulated DM and observed galaxy distribution at small redshifts. Some properties of such high density DM walls formed at the redshift $`z`$1 were analyzed in DMRT, DD99 and DDMT. In this Section relations between basic characteristics of DM pancakes are introduced (without proofs) as a basis for further analysis.
The fundamental characteristics of DM pancakes are the dimensionless Lagrangian thickness, $`q`$, and the DM column density, $`\mu _f`$:
$$\mu _f\frac{\rho _fl_0q}{(1+z_f)}=\frac{3H_0^2}{8\pi G}l_0\mathrm{\Omega }_m(1+z_f)^2q,$$
$`(2.1)`$
$$l_0\frac{6.6}{h\mathrm{\Omega }_m}h^1\mathrm{Mpc}=\frac{59.4\mathrm{Mpc}}{\mathrm{\Theta }_m},\mathrm{\Theta }_m=9\mathrm{\Omega }_mh^2,$$
where $`\mathrm{\Omega }_m`$ is the dimensionless mean matter density of the universe and $`H_0`$=100 h km/s/Mpc is the Hubble constant. The Lagrangian thickness of a pancake, $`l_0q`$, is defined as an unperturbed distance at redshift $`z=0`$ between positions of DM particles bounding the pancake.
#### 2.2.1 DM pancakes in Zel’dovich approximation.
The expected probability distribution function (PDF) for the Lagrangian thickness of a pancake, $`q`$, can be written (DD99) as
$$N_q\frac{1}{4\tau ^2\sqrt{\pi }}e^\xi \frac{\mathrm{erf}(\sqrt{\xi })}{\sqrt{\xi }},\xi =\frac{q}{8\tau ^2},$$
$`(2.2)`$
$$<\xi >=0.5+1/\pi 0.82,\xi ^2=0.75+2/\pi 1.39$$
where the dimensionless ’time’ $`\tau (z)`$ describes the evolution of perturbations in the Zel’dovich theory (Appendix A). More details are given in DMRT, DD99 and DDMT.
In the Zel’dovich theory the Lagrangian thickness of DM pancake, $`q`$, is closely linked to the velocity of infalling matter, $`v_{inf}`$, the thickness, $`h_{DM}`$, and overdensity, $`\delta _{DM}`$, of compressed dark matter (DDMT):
$$v_{inf}\frac{H(z)l_0\beta (z)}{2(1+z)}q,\sigma _{inf}\frac{l_0H(z)}{(1+z)}\tau [1+\beta (z)]\sqrt{\frac{q}{3}},$$
$$\beta (z)=\frac{1+z}{\tau }\left|\frac{d\tau }{dz}\right|,$$
$`(2.3)`$
$$h_{DM}\sqrt{h_{DM}^2}\frac{2l_0\tau }{1+z}\sqrt{q},\delta _{DM}\frac{\sqrt{q}}{2\tau }.$$
The PDF of infalling velocity is Gaussian for Gaussian initial perturbations (DD99, DDMT) with the mean value and dispersion as given by (2.3).
Further on we will identify the kinetic energy accumulated by the DM pancake with the Doppler parameter, $`b_{DM}`$, and with the observed Doppler parameter, $`b`$. We will assume that
$$b_{DM}^2=v_{inf}^2\frac{l_0^2H^2(z)q}{12(1+z)^2}(q\beta ^2(z)+4\tau ^2[1+\beta (z)]^2).$$
$`(2.4)`$
This assumption is valid during some time after formation of the pancake and allows us to reasonably describe the observed properties of absorbers. Later on, other processes such as the relaxation and small scale clustering of compressed matter, as well as, the pancake compression and/or expansion in transversal directions become important. Some of them will be discussed below.
For larger redshifts, $`z`$ 2, $`q`$ 1, we can introduce more suitable notation separating out large numerical factors. We can take with a reasonable precision
$$H(z)H_0(1+z)^{3/2}\sqrt{\mathrm{\Omega }_m}267\zeta ^{3/2}\sqrt{\mathrm{\Theta }_m}km/s/\mathrm{Mpc},$$
$$\tau 0.06\zeta ^1\tau _z,\beta 1,\zeta =0.25(1+z),$$
$`(2.5)`$
what allows us to rewrite (2.3) and (2.4) more transparently as
$$b_{DM}b_0\sqrt{\xi ^2+2\xi },\xi =\eta ^2(1+\sqrt{1+\eta ^2})^1,\eta =b_{DM}/b_0,$$
$$b_{DM}1.43b_0,b_{DM}^23b_0^2,\delta _{DM}\sqrt{2\xi },$$
$`(2.6)`$
$$b_0=33km/s\zeta ^{3/2}\tau _z^2\mathrm{\Theta }_m^{1/2}\mathrm{\Theta }_v,$$
where $`\xi `$ was introduced by (2.2), and the factor $`\mathrm{\Theta }_v`$1 describes differences between (2.4) and (2.6).
These relations connect the velocity dispersion within DM pancakes with their DM column densities and allow to obtain (using the PDF (2.2) ) the expected PDF for $`b_{DM}`$ as follows:
$$N_b=N_q\frac{dq}{db_{DM}}=\frac{2}{b_0\sqrt{\pi }}e^\xi \frac{\sqrt{2+\xi }}{1+\xi }\mathrm{erf}(\sqrt{\xi }).$$
$`(2.7)`$
#### 2.2.2 Relaxation of DM pancakes.
The analysis of simulations (DDMT) shows that in rich pancakes the DM particles are relaxed and gravitationally confined, and such pancakes are long-lived and (quasi)stationary. The relaxation of DM particles is essentially accelerated by the small scale clustering of compressed matter and leads to evaporation of particles with larger velocities, what restricts the observed Doppler parameter of rich pancakes. Thus, for observed and simulated galaxy walls, at small redshifts, $`b`$ 300 – 350km/s is found to be more typical.
The approximate relation for the velocity dispersion of DM particles within relaxed pancakes can be written as follows:
$$b_{DM}ϵ(z)\sqrt{b_{DM}^2}\left(\frac{q}{q}\right)^\gamma ϵ(z)\sqrt{3}\left(\frac{q}{q}\right)^\gamma ,$$
$`(2.8)`$
$$ϵ0.30.7,\gamma 0.60.7.$$
Here the random dimensionless parameter $`ϵ(z)`$ describes the lost of energy in the course of relaxation. Estimates of the factors $`\gamma `$ and $`ϵ`$ can be refined through a more detailed comparison with simulations.
For relaxed pancakes, instead of (2.6) & (2.7) we obtain that, for example, for $`\gamma =2/3`$, the expected characteristics of Doppler parameter can be taken as follows:
$$q^{2/3}1.2q^{2/3},b_{DM}2b_0ϵ,q8\tau ^2\left(\frac{\eta }{2ϵ}\right)^{3/2},$$
$$N_b\frac{3}{\sqrt{\pi }b_0ϵ}\mathrm{exp}(\xi )\frac{\mathrm{erf}(\sqrt{\xi })}{\xi ^{1/6}},\xi =\left(\frac{\eta }{2ϵ}\right)^{3/2}.$$
$`(2.9)`$
Relations (2.2), (2.7) and (2.9) link the observed Doppler parameter with the pancake DM column density, $`q`$, and indicate that the distribution function of Doppler parameter is similar to a gamma distribution. These relations take into account the successive merging of earlier formed structure elements – both filaments and pancakes – what leads, in particular, to formation of observed galaxy walls at small redshifts.
As was discussed in Paper I, rapid expansion of pancakes in transversal directions decreases $`N_{HI}`$ below the observational limit of $`N_{HI}10^{12}cm^2`$. Some fraction of such expanded pancakes with smaller $`N_{HI}`$ can be observed. The rapid compression of a pancake along one or both of the transversal directions decreases its surface area and also the probability to see such a pancake as an absorber.
These inferences are based on theoretical arguments tested on simulated formation of walls at small redshifts. More accurate estimates of possible distortions can be obtained through comparison with representative simulations at high redshifts.
As was noted above, we identify $`b_{DM}`$ as given by (2.6) or (2.8) with the observed Doppler parameter, $`b`$.
### 2.3 Large scale absorber distribution
The observed spatial distribution of absorbers is very similar to the Poissonian distribution. Even so, the large scale modulation of absorbers distribution is an interesting characteristic. If absorbers are actually linked to the DM distribution as was discussed in Sec. 2.2, then it can be expected that this modulation will be later transformed – due to the gravitational instability – to the galaxy distribution observed at small redshifts as large and superlarge scale structure.
The large scale matter distribution can be conveniently characterized by the one dimensional smoothed density field. The required variance of density can be expressed through the dimensionless moments of initial power spectrum, $`p(k)`$. Thus, for the density smoothed over a scale $`r_s`$ with a Gaussian window function we have:
$$\sigma _\rho ^2(r_s)=(2\pi )^3d^3k\mathrm{exp}[(\mathrm{𝐤𝐫}_s)^2]p(k)$$
$$=\frac{1}{4\pi ^{3/2}r_s}_0^{\mathrm{}}𝑑kkp(k)erf(kr_s),$$
$`(2.10)`$
where $`k`$ is a comoving wave number. For $`r_s\mathrm{}`$
$$\sigma _\rho ^2(r_s)\frac{1}{4\pi ^{3/2}r_s}_0^{\mathrm{}}𝑑kkp(k)=\frac{\kappa _{cdm}^2}{4\pi ^{3/2}r_s}_0^{\mathrm{}}𝑑kkp_{cdm}(k),$$
where $`p_{cdm}`$ is the standard CDM-like power spectrum with the Harrison-Zel’dovich asymptotic $`p(k)k,ask0`$ and the CDM transfer function and $`\kappa _{cdm}`$ describes the impact of possible deviations of actual and CDM-like power spectra used for numerical estimates. For large $`r_s`$ we have:
$$\sigma _\rho ^2(r_s,z)18\kappa _{cdm}^2\tau ^2(z)\frac{l_0}{r_s},$$
$$\tau =\tau _\rho 0.24\sqrt{\frac{r_s}{l_0}}\frac{\sigma _\rho (r_s,z)}{\kappa _{cdm}}\left(1+\frac{0.1l_0}{r_s}\right)^{1/6}.$$
$`(2.11)`$
For such estimates we will use the measured redshift of absorbers and relations (2.6) and (2.9) to obtain the required DM column density of absorbers through the measured Doppler parameter, $`b`$.
Such approach is similar but not identical to that used by Weinberg et al. (1998) and Nusser & Haehnelt (1998).
### 2.4 Properties of gaseous structure elements.
If the observed Doppler parameter characterizes the basic properties of DM pancakes then the hydrogen column density characterizes the state of the gaseous component trapped by the DM pancakes. The gas density and the hydrogen column density are sensitive to many factors. Firstly, the radiation field provides the high ionization and bulk heating of hydrogen. Secondly, the shock compression and heating of gas accompany the process of merging of richer DM pancakes. The adiabatic compression or expansion of gas changes also its temperature and the observed hydrogen column density.
The suitable characteristic of the state of gas is its entropy. It remains constant during the adiabatic compression and expansion of gas and it increases due to all irreversible processes such as the shock and bulk heating. The entropy decreases only due to the radiative cooling which is usually moderate. When gas temperature is rigidly bounded by the gravitational potential of DM distribution the entropy and the gas density are closely linked.
#### 2.4.1 Properties of homogeneously distributed hydrogen
The properties of compressed gas can be suitably related to better known parameters of homogeneously distributed gas, which were described in many papers (see, e.g., Ikeuchi & Ostriker 1986). In this case the baryonic density and the temperature can be taken as
$$\overline{n}_b=1.210^5\mathrm{\Omega }_bh^2(1+z)^3cm^3=n_0\zeta ^3,$$
$$n_0=1.510^5cm^3\mathrm{\Theta }_{bar},\mathrm{\Theta }_{bar}=\mathrm{\Omega }_bh^2/0.02,$$
$`(2.12)`$
$$T_{bg}1.610^4K,b_{bg}16\mathrm{k}\mathrm{m}/\mathrm{s},\zeta =\frac{(1+z)}{4},$$
and the entropy of the gas can be characterized by the function
$$F_{bg}=T_{bg}/\overline{n}_b^{2/3}=F_0\zeta ^2,F_02\mathrm{kev}\mathrm{cm}^2\mathrm{\Theta }_{bar}^{2/3}.$$
$`(2.13)`$
For reference, the typical entropy of the primordial gas before reheating, $`F_{prm}`$, and of gas observed in galaxies, $`F_{gal}`$, and in clusters of galaxies, $`F_{cl}`$, are:
$$F_{prm}310^5\mathrm{kev}\mathrm{cm}^21.510^5F_0$$
$$F_{gal}10^3\mathrm{kev}\mathrm{cm}^210^3F_0$$
$$F_{cl}300\mathrm{k}\mathrm{e}\mathrm{v}\mathrm{cm}^2150F_0$$
These data illustrate the range of observed variations of gaseous entropy.
#### 2.4.2 The hydrogen column density and entropy of absorbers.
The observed column density of neutral hydrogen can be written as an integral over pancake along a line of sight
$$N_{HI}=𝑑x\frac{dN_{bar}}{dx}x_H=N_{bar}x_H\kappa .$$
$`(2.14)`$
Here $`N_{bar}`$ is the mean column density of baryons across the absorber, $`x_H`$ is the mean fraction of neutral hydrogen and the dimensionless parameter $`\kappa `$ characterizes the nonhomogeneous distribution of neutral hydrogen across absorber. We will assume that both DM and gaseous components are compressed together and, so, the column density of baryons and DM component are approximately proportional to each other. Therefore, we can take
$$N_{bar}\frac{\overline{n}_bl_0q}{\nu (1+z)}2.110^{19}cm^2\xi (b)\frac{\tau _z^2\mathrm{\Theta }_{bar}}{\nu \mathrm{\Theta }_m},$$
$$\mathrm{\Delta }r\delta _{bar}=0.25l_0q\zeta ^10.5\xi (b)\tau _z^2\zeta ^3\mathrm{Mpc}.$$
$`(2.15)`$
Here $`\mathrm{\Delta }r`$ and $`\delta _{bar}`$ are the mean proper thickness and overdensity of compressed gas above the mean density, $`\xi (b),\tau _z\&\zeta `$ are given by (2.2) & (2.5), $`\nu =\mathrm{cos}\phi `$ describes the random orientation of absorbers and the line of sight, and expressions (2.7) & (2.9) link functions $`q`$, $`b`$ and $`\tau `$.
Under the assumption of ionization equilibrium of the gas within a DM pancake and neglecting a possible contribution of macroscopic motions to the $`b`$-parameter ($`Tb^2`$), the fraction of neutral hydrogen is
$$x_H=n_0\zeta ^3\delta _{bar}\frac{\alpha _{rec}(T)}{\mathrm{\Gamma }_\gamma }=x_0\frac{\delta _{bar}}{\mathrm{\Gamma }_{12}}\zeta ^3\left(\frac{b_{bg}}{b}\right)^{3/2},$$
$$\mathrm{\Gamma }_\gamma =\mathrm{\Gamma }_{12}10^{12}s^1,x_0=4.110^6\mathrm{\Theta }_{bar}.$$
The recombination coefficient, $`\alpha _{rec}(T)`$, and the photoionization rate due to the extragalactic UV background radiation, $`\mathrm{\Gamma }_\gamma `$, are taken as
$$\alpha _{rec}(T)410^{13}\left(\frac{10^4K}{T}\right)^{3/4}\frac{cm^3}{s},\mathrm{\Gamma }_{12}0.7$$
((Black, 1981, Rauch et al. 1997). Finally, for the column density of neutral hydrogen we have
$$N_{HI}=N_0\xi (b)\left(\frac{b_{bg}}{b}\right)^{3/2}\frac{\delta _{bar}}{\mathrm{\Gamma }_{12}}\kappa \zeta ^3\mathrm{\Theta }_H,$$
$`(2.16)`$
$$N_0=8.610^{13}cm^2,\mathrm{\Theta }_H=\frac{\mathrm{\Theta }_{bar}^2\tau _z^2}{\mathrm{\Theta }_m\nu }.$$
and $`\xi (b)`$ was introduced by (2.2) and (2.6) or (2.9).
The relation (2.16) links the observed column density of neutral hydrogen and the Doppler parameter with the column density of baryons and dark matter, $`\xi (b)`$, and the degree of matter compression, $`\delta _{bar}`$. The degree of matter compression depends on the entropy of gas and, so, on its evolutionary history that allows us to discriminate between various models of absorbers formation and, in particular, between adiabatic and shock compressions of the gas accumulated within absorbers. Thus, for the adiabatic compression of the gas which is more typical for the formation of smaller DM pancakes
$$\delta _{bar}=(b/b_{bg})^3,N_{HI}\xi (b)b^{3/2}.$$
$`(2.17)`$
On the other hand, to describe formation of rich pancakes we can use the function $`\xi (b)`$ (2.6) or (2.9). In this cases we have
$$N_{HI}0.3N_0\frac{\sqrt{\eta }}{1+\sqrt{1+\eta ^2}}\frac{\delta _{bar}}{\mathrm{\Gamma }_{12}}\kappa \zeta ^{21/4}\mathrm{\Theta }_H,$$
$`(2.18)`$
$$N_{HI}0.1N_0ϵ^{3/2}\frac{\delta _{bar}}{\mathrm{\Gamma }_{12}}\kappa \zeta ^{21/4}\mathrm{\Theta }_H,$$
$`(2.19)`$
for unrelaxed and relaxed absorbers, respectively. In both cases the expected correlation between $`N_{HI}/\delta _{bar}`$ and $`b`$ is negligible and $`N_{HI}\delta _{bar}`$. For such pancakes the overdensity $`\delta _{DM}`$ obtained in Sec. 2.2.1 is not a good parameter because the evolutionary histories and, so, degrees of compression of DM and gaseous components are certainly different.
As seen from (2.18) & (2.19), at redshifts $`z3,\zeta `$ 1 the discussed approach can be applied mainly to rich absorbers with $`N_{HI}10^{13}`$cm<sup>-2</sup>. For smaller redshifts, $`\zeta `$1, this model can also describe the properties and evolution of some fraction of poor absorbers with $`N_{HI}10^{13}`$cm<sup>-2</sup> connected with DM pancakes. The range of application of this model increases for $`\mathrm{\Gamma }_{12}`$1, and depends on the local factors which can change the parameter $`\mathrm{\Theta }_H`$.
Relations (2.17) and (2.18) allow us to estimate the compression factor, $`\kappa \delta _{bar}\mathrm{\Gamma }_{12}^1`$ and the entropy of gas accumulated by absorbers. Two functions
$$F_S=(T/T_{bg})\delta _{bar}^{2/3}b^2(\mathrm{\Gamma }_{12}/\kappa )^{2/3},\mathrm{\Sigma }=\mathrm{ln}F_S,$$
$`(2.20)`$
measure this entropy relatively to the entropy assumed for the homogeneous intergalactic gas (2.13). These functions also depend on the photoionization rate, $`\mathrm{\Gamma }_\gamma `$, and the unknown distribution of neutral hydrogen across absorbers, described by the factor $`\kappa `$.
#### 2.4.3 Adiabatic compression of gas.
The velocity of infalling gas (2.3) can be rewritten more transparently as
$$v_{inf}62.5km/s\xi \tau _z^2\zeta ^{3/2}\mathrm{\Theta }_m^{1/2},$$
$`(2.21)`$
$$\sigma _{inf}47km/s\xi ^{1/2}\tau _z^2\zeta ^{3/2}\mathrm{\Theta }_m^{1/2},$$
$`(2.22)`$
and for poor pancakes with $`\xi 0.25\zeta ^{3/2}`$, when $`v_{inf}b_{bg}16km/s`$, the formation of DM pancakes is accompanied by the adiabatic compression of gas. As seen from Eq. (2.17), in this case
$$\xi (b)N_{HI}b^{3/2}1,$$
and Eq. (2.2) shows that the homogeneous distribution can be expected for both $`\xi `$ and $`N_{HI}b^{3/2}`$.
This conclusion can be, in principle, tested using the observed sample of absorbers. Unfortunately, the available sample of weaker Ly-$`\alpha `$ lines is poor and incomplete and cannot provide the statistics required for such test. Moreover, such absorbers are more strongly influenced by random local factors that also can destroy the expected correlation between $`b`$ and $`N_{HI}`$. On the other hand, the same factors can generate the local shock waves without any connection with the evolution of dark matter. Moreover, this sample is complex and it also includes absorbers which are not a byproduct of the process of DM structure formation.
#### 2.4.4 Shock compression of gas.
Under the shock compression the gas density increases not more than 4 times while the Doppler parameter increases proportionally to $`v_{inf}`$. Simple estimates similar to that given in Zel’dovich & Novikov (1983) for ”Zel’dovich pancakes” and Meiksin (1994) for the collapse of ionized gas into slabs show, however, that even for the strong compression of homogeneously distributed gas the smooth profile of $`v_{inf}\xi `$ (2.21) leads to strong adiabatic compression of the gas before formation of shock waves (see, e.g., Nath 1997).
For the observed range of Doppler parameters the most plausible scenario of gas evolution is shock compression of the gas already accumulated within the DM confined pancakes and clouds (’grain’ model). This process is typical for the merging of earlier formed structure elements. Such matter distribution reduces the adiabatic compression of the gas during the stage when clouds approach each other. The shock wave is formed at the moment of merging of clouds and only shock compression occurs. This process results in an essential increase of the entropy because of the limited growth of density and larger growth of the temperature $`Tv_{inf}^2`$.
This scenario can be realized if a high matter concentration within DM confined structure elements has occurred before creation of observed absorbers. Such strong matter concentration within clouds, similar in some respects to that considered in the ’mini-halo’ model (Rees 1986, Miralda-Escude & Rees 1993), is consistent with the theoretical expectations (DD99) because, for the CDM-like transfer function and Harrison – Zel’dovich primordial power spectrum, the majority of matter should be accumulated by low mass clouds with $`M_{DM}10^7M_{}(\mathrm{\Omega }_mh^2)^2`$ already at redshifts $`z`$ 5. This conclusion is consistent with simulations (see, e.g., Zhang et al. 1998) which demonstrate that only $``$ 5% of baryons remains in a smoothly distributed component.
The analysis of observational data (see below) shows that for observed samples there is a strong correlation between the entropy and the Doppler parameter, while $`b`$ and $`N_{HI}`$ are practically not correlated. For richer absorbers, with $`N_{HI}10^{13}cm^2`$, the entropy distribution can be approximated as $`F_Sb^2`$ what agrees well with this model of shock heating of gas with strongly nonhomogeneous distribution.
The entropy, $`\mathrm{\Sigma }`$, given by (2.20) is an additive function which accumulates the successive contributions of shock and bulk heating during all evolutionary history of a given gaseous element. If the shock heating of gas dominates, then the growth of entropy, $`\mathrm{\Sigma }`$, can be described as a random process – similar to the Brownian motion – with a successive uncorrelated jumps of entropy at each step. This means that the expected PDF of the entropy, $`\mathrm{\Sigma }`$, should be similar to Gaussian.
For the samples of poorer absorbers with $`N_{HI}10^{13}cm^2`$ there are both substantial correlations between $`b`$ and $`N_{HI}`$ and between the entropy and the Doppler parameter. This fact indicates the complex character of such absorbers. If they can be associated with pancake-like DM elements then for some fraction of such absorbers the adiabatic compression or bulk heating could be significant, while some of them could be formed due to expansion of richer earlier formed pancakes. Some fraction of such absorbers can be also related to artificial pancakes discussed by McGill (1990) and Levshakov & Kegel (1996, 1997) and to absorbers situated within ”minivoids” what increases uncertainty in their discrimination.
#### 2.4.5 Bulk heating and cooling of the gas.
The bulk heating and cooling of the compressed gas can be also essential for the evolution of properties of absorbers. The main factor is the random spatial variation of the spectrum of ionizing UV radiation field generated by local sources (Zuo 1992, Fardal & Shull 1993). The action of this factor can be characterized by the mean energy injected at photoionization, $`T_\gamma `$(5 – 10) $`10^4K`$ for suitable spectra of UV radiation (Black 1981). In extremal cases such variations are observed as a proximity effect (Bajtlik, Duncan & Ostriker 1988). In the model of DM confined absorbers discussed here, when the gas temperature is given by the gravitational potential of DM component, the bulk heating changes the density and entropy of compressed gas.
The influence of the bulk heating can be enhanced by the pancake disruption due to the clustering of both DM and baryonic components. This process is usually accompanied by adiabatic reduction of temperature in expanded regions when the role of the bulk heating becomes more important. As is shown in Appendix B, in the general case, for redshift dependent $`T(z)\&T_\gamma (z)`$ we have
$$F_S^{3/2}(z)=F_S^{3/2}(z_f)+\alpha _s_z^{z_f}𝑑x\frac{H_0}{H(x)}\frac{T_\gamma (x)T(x)}{(1+x)T_{bg}},$$
$$\alpha _s=1.5h^1\zeta ^3\mathrm{\Theta }_{bar},$$
$`(2.23)`$
where the entropy function $`F_S`$ was introduced by (2.20) and $`z_f`$ is the redshift of pancake formation. For example, under condition of slow variation of the DM distribution when $`T(z)\mathrm{const}.`$ and for $`T_\gamma \mathrm{const}.`$ we have
$$F_S^{3/2}(z)=F_S^{3/2}(z_f)+\alpha _sH_0[t(z)t(z_f)]\frac{T_\gamma T}{T_{bg}},$$
$$t(z)=_z^{\mathrm{}}\frac{dx}{H(x)(1+x)},$$
that indicates the slow growth of entropy and drop of the density of absorbers.
At higher redshifts the proper separation of structure elements is about $`D_{sep}`$0.5 – 1$`h^1`$Mpc that is comparable with sizes of galactic halos observed at small redshifts $`0.2h^1`$Mpc (see, e.g., Bahcall et al. 1996). This means that the evolution of structure elements at such redshifts could be interdependent and activities in galaxies can increase the gas entropy within nearby pancakes. Analysis of Cen & Ostriker (1993) shows that the input of explosive energy can be essential in the vicinity of virialized objects. In this case the gas overdensity decreases in proportion to the injected energy and the additional correlations between the Doppler parameter and column density of neutral hydrogen do not appear. The observations of metal systems together with relatively weak Ly-$`\alpha `$ lines shows that sometimes the influence of such heating can be important.
#### 2.4.6 Evolution of hydrogen column density
The observed column density of absorbers is changed due to irreversible processes such as shocks and bulk heating, and due to adiabatic expansion and/or compression of pancakes caused by the transversal motions of DM component (DD99, Paper I). The heating of the gas does not distort the DM distribution and the ionization equilibrium and, as was discussed in Sec. 2.4.5, also the relatively slow decrease of $`N_{HI}\delta _{bar}^2`$. The adiabatic compression and expansion of DM and gaseous components also does not distort the ionization equilibrium, but changes the observed column density $`N_{HI}b^{9/2}`$, and can lead to the appearance of rare absorbers with larger and smaller $`N_{HI}`$ and $`b`$.
These simple arguments demonstrate the important role of adiabatic evolution of DM pancakes for the formation of observed sample of absorbers. Together with the merging these processes lead to the fast evolution of linear density of absorbers discussed in Paper I and are essential for the formation of both rare absorbers, with larger $`N_{HI}`$, and weaker absorbers.
### 2.5 Theoretical expectations
The previous consideration can be shortly summarized as follows:
1. For the DM confined absorbers the observed Doppler parameter, $`b`$, is closely linked to the column density of DM pancakes, $`q`$, and the expected PDFs of the $`b`$ parameter, (2.7) and (2.9), are similar to the gamma-distribution. The density field can be described as a set of discrete pancakes with masses $`q(b)`$.
2. For such absorbers only weak correlation between the Doppler parameter, $`b`$, and the column density of neutral hydrogen, $`N_{HI}`$, is expected under the assumption of ionization equilibrium.
3. The same factors result in the strong correlation between the entropy of compressed gas and the Doppler parameter. Due to merging and shock heating the gas entropy increases. This growth can be described as a random process with the function $`\mathrm{\Sigma }=\mathrm{ln}F_S`$ increasing discontinuously with jumps depending on the mass of merging pancakes. The possible bulk heating caused by the local sources results also in random jumps of entropy. More detailed description of entropy evolution can be obtained on the basis of Fokker-Plank equation that implies however more detailed description of the pancake evolution and assumptions about the local activity of galaxies. In any case approximately Gaussian distribution of $`\mathrm{\Sigma }`$ can be expected.
4. As is seen from equations (2.18), (2.19) & (2.20) for such pancakes the approximately Gaussian PDFs are also expected for $`\mathrm{log}\delta _{bar}`$ and $`\mathrm{log}N_{HI}`$.
5. The adiabatic compression of the gas dominates for poorer DM pancakes with $`N_{HI}10^{13}cm^2`$ and creates much stronger correlation between $`N_{HI}`$ and $`b`$. This correlation can be, however, partly destroyed by the action of local random factors. Formation of such absorbers is often not accompanied by formation of DM structure elements.
As is seen from (2.16) and (2.20) the observed estimates of entropy, $`\mathrm{\Sigma }`$, and the column density, $`N_{HI}`$, depend on the intensity of UV ionizing radiation (factor $`\mathrm{\Gamma }_{12}`$). This means that local variations of the ionizing rate introduce the essential random factor in observational estimates of both entropy and column density. The rapid growth of observed number of galaxies at $`z3`$ (Steidel et al. 1998; Giavalisco et al. 1998) correlates well with the observed rapid evolution of linear density of absorbers, $`n_{abs}`$, (Paper I) what points toward galaxies as the essential factor of observed evolution of absorbers.
### 2.6 Characteristics of absorbers in simulations
High resolution simulations of dynamical and thermal evolution of gaseous component cited above give us valuable examples of absorbers formed at redshifts $`z`$5 and allow to clarify many peculiarities and properties of these processes. In particular, they confirm the existence of high density clumps, filamentary and sheet-like components of structure at high redshifts and demonstrate that these elements accumulate up to 95% of baryons and reproduce well the main observed characteristics of absorbers. They confirm the domination of adiabatic compression of baryonic component in less massive pancakes and show that some fraction of weaker absorbers can be identified with underdense structures (Bi & Davidsen 1997; Zhang et al. 1998; Davé et al. 1999). List of these examples can be essentially extended.
At the same time, the abilities of simulations in statistical description of absorbers evolution are limited as the main simulations are performed with small box sizes ($``$10 Mpc) that is comparable with the mean separation of galaxy filaments at small redshifts, and is smaller then the mean separation of richer galaxy walls ($``$40 – 60$`h^1`$Mpc) and even their Lagrangian size ($``$15 – 20$`h^1`$Mpc). The small box sizes restrict the important influence of large scale perturbations on the evolution of small scale structure and does not allow to establish direct connection of structure at high redshifts with galaxy distribution observed at small redshifts.
Moreover, some results obtained in simulations should be explained in more details. Thus, for example, in all papers the very important problem of quantitative characteristics of absorbers morphology is not discussed and the merging of pancakes and filaments is not considered. Such merging is certainly responsible for the formation of observed galactic walls and was discussed in DD99, DDMT, Paper I and in Sec. 2.2 & 2.3 above as one of the main factors of absorbers evolution. Its action can be easily traced using the analysis of entropy of compressed gas. The distribution function of temperature (Fig. 10 in Zhang et al. 1998) is quite different from the observed distribution of Doppler parameter. The strong contribution of macroscopic motions in simulated Doppler parameter plotted in Fig. 13 increases it about of 2 – 5 times with respect to the thermal value what probably implies the supersonic character of typical macroscopic motions within simulated structure elements. In contrast, the analysis of DM evolution in large boxes demonstrates an approximate isotropy of subsonic velocity dispersion within DM structure elements at small redshifts, and its close connection with the measured richness of such element (DMRT, DDMT). The physical reasons of the power distribution of $`N_{HI}`$ plotted in Fig. 15 of the same paper, in the range of 5 orders of magnitude, are also not explained.
Even these examples demonstrate an essential scatter of some quantitative characteristics of structure obtained with different codes and parameters of simulations (see also discussion in Melotte et al. 1997; Splinter et al. 1998; Theuns et al. 1999). They show also the usefulness of more detailed comparisons and tests of consistency of results obtained with different approaches and box sizes, and based on larger set of characteristics. Bearing in mind the relatively small number of such complicated simulations, these differences, list of which can also be continued, seem to be natural.
## 3 The database.
The present analysis is based on the spectra available in the literature. The list of the used sources of data is given in Table 1. As was discussed in Paper I absorbers with $`b`$ 17km/s or $`\mathrm{log}(N_{HI})`$ 14 can be probably related to the sheet-like component of structure. In spite of statistical character of such discrimination it allows us to obtain more homogeneous sample of sheet-like absorbers used for comparison with theoretical expectations. The list of available Ly-$`\alpha `$ lines was arranged into three samples. Two of them, $`Q_{12}`$ and $`Q_{14}`$ include 2073 and 2378 lines from the first 12 and all 14 spectra, respectively, under conditions that $`b`$ 17km/s and $`10^{13}cm^2N_{HI}10^{14}cm^2`$. First condition allows us to discriminate and to exclude absorbers which could be possibly formed due to the adiabatic compression.
The sample $`Q_{0612}`$ contains 469 lines with $`N_{HI}10^{13}cm^2`$ and $`b`$ 30km/s from the first 6 QSOs. This sample is incomplete as was discussed by Hu et al. (1995). It can be used for the estimates of properties of poor absorbers.
The line distribution over redshift is nonhomogeneous and the majority of lines are concentrated at $`z`$ 3. The distribution of absorbers at $`z3.2`$ is based mainly on the spectrum of QSO 0000-260 (Lu et al. 1996) and here the line statistics is insufficient. The inclusion of the spectrum of QSO 1033-033 extends the redshift interval up to $`z`$ 4.4, but cannot eliminate small representativity of the sample at such redshifts.
## 4 Statistical characteristics of absorbers
Some statistical characteristics of absorbers were found for samples $`Q_{12}`$ and $`Q_{14}`$ for four ranges of redshifts. Main results are listed in Table 2 and plotted in Figs. 1 – 4.
### 4.1 Distribution of observed Doppler parameter, $`b`$, and DM column density, $`q`$
As was discussed in Sec. 2.2, the observed distribution of Doppler parameter, $`b`$, can be interpreted as the distribution of DM column density of absorbers. To check this hypothesis the observed distribution of $`b/b`$ was fitted to the two parameters function similar to (2.6) & (2.7)
$$N_b=c_1\mathrm{erf}(\sqrt{y})\frac{\sqrt{2+y}}{1+y}\mathrm{exp}(y),$$
$`(4.1)`$
$$y=\sqrt{1+c_2^2b^2/b^2}1=\frac{c_2^2b^2/b^2}{1+\sqrt{1+c_2^2b^2/b^2}},$$
for both samples and four different ranges of redshifts. For each absorber the dimensionless column density of DM component, $`q`$, was found using Eq. (2.6) and its distribution was fitted to a two parametric function
$$N_qc_3e^y\frac{\mathrm{erf}(\sqrt{y})}{\sqrt{y}},y=c_4q/q.$$
$`(4.2)`$
The main results are listed in Table 2 and plotted in Figs. 1 & 2.
The observed properties of the Doppler parameter, $`b`$, are found to be surprisingly stable and independent of samples or redshift ranges. In all cases we have
$$b=37km/s,\sigma _b=0.55b.$$
$`(4.3)`$
The functions (4.1) & (4.2) fit well the observed $`b\&q`$ distributions for all samples under consideration. Fit parameters $`c_1\&c_2`$ and $`c_3\&c_4`$ describe the cutoff in observed PDFs at $`b0.5b`$. This cutoff naturally appears for the Doppler parameter of gaseous component as in both samples, $`Q_{12}\&Q_{14}`$, absorbers with $`b17km/s0.5b`$ were excluded from the analysis. This cutoff increases the observed $`b`$ and $`q`$ by the factor of $`c_2`$ and $`c_4`$, respectively, in comparison with theoretical expectations for the velocity and column density of DM component. Some deficit of absorbers with larger $`b`$ (2 – 2.5)$`b`$ is seen in Fig. 1. For the PDF (4.1) the expected value is $`\sigma _b=0.7b`$. The difference between observed and expected $`\sigma _b`$ is also explained by the same cutoff and for $`y`$ 0.5, the expected $`\sigma _b=0.6b`$ is practically identical to (4.3).
The fitting parameters $`c_2\&c_4`$ allow us to correct measured $`b`$ and $`q`$ for the cutoff at $`b0.5b`$ and to estimate the amplitude and time scale of the DM structure evolution, $`\tau `$, as given by (2.2) and (2.6):
$$\tau _b=(1+z)\tau =(1+z)\sqrt{\frac{q}{6.55c_4}}$$
$$=(1+z)\sqrt{\frac{b}{720km/sc_2}}\zeta ^{3/4}\mathrm{\Theta }_m^{1/4}(0.17\pm 0.1).$$
$`(4.4)`$
$`c_2`$ and $`\tau _b`$ listed in Table 2 are found to be weakly dependent on redshift $`z`$ and on subsamples used. This value $`\tau _b`$ is roughly consistent with the values $`(1+z)\tau `$0.2 – 0.4 expected for low density cosmological models (Appendix A).
We can also estimate the typical proper thickness of DM absorbers, $`h_{DM}`$, which is linked with $`\tau `$ by Eq. (2.3), we have
$$h_{DM}\frac{8}{\sqrt{\pi }}l_0\frac{\tau ^2}{1+z}\frac{130\mathrm{k}\mathrm{p}\mathrm{c}}{\mathrm{\Theta }_m\zeta ^3}\left(\frac{\tau _b}{0.17}\right)^2.$$
$`(4.5)`$
This value is approximately consistent with sizes found by Dinshaw et al. (1995) and is similar to the measured sizes of galactic halos at small redshifts (Lanzetta et al. 1995; Bahcall et al. 1996) and to results obtained in Paper I. We cannot obtain reasonable estimates of the size, $`\mathrm{\Delta }r`$, and overdensity $`\delta _{bar}`$, of gaseous halo because they depend on the unknown parameter $`\kappa `$ introduced in (2.14) which characterizes the distribution of neutral hydrogen across absorber.
### 4.2 Entropy of absorbers.
The observed characteristics of the entropy described by the functions $`F_S`$ and $`\mathrm{\Sigma }`$ (2.20) were found for the same subsamples of absorbers and the main results are plotted in Figs. 3 and listed in Table 2. The function $`F_S`$ can be fitted to the expression
$$F_S=F_S\left(\frac{b}{b}\right)^{p_{bs}}\mathrm{exp}(S),S=\mathrm{\Sigma }p_{bs}ln\left(\frac{b}{b}\right),$$
$`(4.6)`$
which discriminates between the regular variations of the entropy described by the first terms in (4.6), and the integral action of random factors described by the function $`S`$. The PDF of $`S`$ plotted in Figs 3 is fitted to Gaussian functions with $`\sigma _S`$ listed in Table 2. It is found to be sufficiently stable and weakly sample depended. At larger $`S`$ the deficit of absorbers with higher entropy is seen as an asymmetric shape of PDF. It can be caused by the deficit of observed absorbers with larger $`b`$ and smaller $`N_{HI}`$. Estimates of $`F_S`$ listed in Table 2 show that the entropy of absorbers with larger $`b(45)b`$ is similar to the entropy of gas accumulated by clusters of galaxies as is given in Sec. 2.4.1.
The value $`p_{bs}`$2 shows that merging of pancakes is the main factor of entropy evolution. It shows also that among pancake merging there is one which provides the main jump in both the Doppler parameter and entropy and their correlation. The impact of smaller jumps in the course of the merging of pancakes, random local variations of ionizing UV radiation, a possible bulk heating and other random factors is well described by the Gaussian distribution of S-function. It agrees well with negligible correlation of measured $`N_{HI}`$ and $`b`$, since the correlation coefficient $`r_{bH}`$0.1.
The small range of observed redshifts, 0.8$`\zeta `$1.2, does not allow more detailed analysis of possible variations of the mean entropy with $`z`$. Nonetheless, the weak decrease of $`p_{bs}`$ and corresponding growth of $`r_{bH}`$ at $`z`$ 3 shows that for larger $`z`$ the merging of pancakes could be accompanied by other irreversible processes and/or by adiabatic gas compression.
### 4.3 Observed distribution of column density of HI.
One of the most enigmatic feature of the distribution of observed column density of neutral hydrogen is that it can be approximated by a single power law with a power index $`\beta _H=1.5\pm 0.05`$ in the range $`10^{13}cm^2<N_{HI}<10^{22}cm^2`$ (see, e.g., Tytler 1987, Hu et al. 1995, Kim et al. 1997). For smaller $`N_{HI}`$ the deviations from the fit are usually assigned to the incompleteness of samples. It is interesting that similar power distribution was found (but not explained) in simulations as well (Zhang et al. 1997, 1998)
In the considered model of absorbers, when the gas temperature and the Doppler parameter, $`b`$, are hardly linked with characteristics of DM distribution, the well known negligible correlation of $`N_{HI}`$ and $`b`$ indicates the weak connection of $`N_{HI}`$ with the properties of DM component of absorbers, such as, in particular, the DM surface density of pancake, $`q`$. For samples under consideration the correlation coefficient
$$r_{bH}=\frac{logN_{HI}logblogN_{HI}logb}{\sigma _{logN_{HI}}\sigma _{logb}},$$
$`(4.7)`$
was estimated directly using measured $`b`$ and $`logN_{HI}`$ and in all the cases $`r_{bH}`$0.1 were found (Table 2). For the DM dominated absorbers the column densities of baryonic component and, therefore, also $`N_{HI}`$ depend mainly on the entropy of gas, $`F_S`$ or $`\mathrm{\Sigma }`$, which accumulates the contribution of irreversible processes during all evolutionary history of the compressed gas. The action of this factor disconnects the surface densities of baryonic and DM components, $`N_{HI}`$ and $`q\&b`$. Essential variations of the entropy implies essential variations of observed $`N_{HI}`$ even for the same temperature, $`b`$, and DM surface density, $`q`$. This means that it is difficult, if not impossible, to explain this joint power distribution in such a wide range of column density.
The negligible correlation between the observed $`b`$ and $`N_{HI}`$ implies also that
$$N_{HI}\delta _{bar}(F_S/b^2)^{2/3},\mathrm{log}N_{HI}\frac{2}{3}S+\mathrm{const}.$$
This means that at least for the considered subsample of pancake-like absorbers the PDF for observed $`N_{HI}`$ should be similar to PDF of the function $`S`$, discussed in previous Subsec. Therefore, the expected PDF of $`\mathrm{log}(N_{HI}/N_m),N_m=10^{13}cm^2`$, is Gaussian and can be written as
$$N_H=N_0\mathrm{exp}\left[\frac{1}{2\sigma _H^2}\mathrm{log}^2\left(\frac{N_{HI}}{N_m}\right)\right].$$
$`(4.8)`$
The distribution function of $`\mathrm{log}(N_{HI})`$ is plotted in Fig. 4 for four redshift intervals, for the sample of 12 QSO and for all observed lines, with $`N_{HI}10^{13}cm^2`$. The physical model of absorbers evolution introduced in Secs. 2.2 and 2.4 applies only to absorbers with $`N_{HI}10^{14}cm^2`$. The distribution of stronger absorbers, which are probably linked with filaments and high density clumps, should be discussed in a context of spatial distribution and evolution of these components of structure. The statistics of absorbers with $`N_{HI}10^{14}cm^2`$ is limited, and the right part of Figs. 4 is rather illustrative but, even so, these Figs. demonstrate that the relation (4.8) also approximately fits the observed distribution of $`N_{HI}`$ up to $`N_{HI}10^{17}cm^2`$.
The power distribution of $`N_{HI}`$ corresponds to the exponential distribution of $`log(N_{HI})`$ and can be written as
$$N_H\mathrm{exp}\left[2.30(1\beta _H)\mathrm{log}\left(\frac{N_{HI}}{N_m}\right)\right].$$
$`(4.9)`$
This fit is plotted in Figs. 4 by dotted lines for $`\beta _H`$ 1.5 (Hu et al. 1995; Kim et al. 1997). It agrees with the observed PDF $`N_H`$ for larger $`log(N_{HI})`$ but predicts some excess of weaker lines.
These results show that the problem deserves further investigation in a wider range of redshifts with a more representative sample of absorption lines.
## 5 Properties of weaker absorbers
The sample of observed weaker absorbers with $`N_{HI}10^{13}cm^2`$ and $`b`$ 30km/s is incomplete and composed of only 469 lines in 6 QSOs listed in Table 1. This factor as well as the much more complicated composition of this subpopulation indicate illustrative character of our consideration in this subsection.
As was discussed in Sec. 2.2 such absorbers can be created by adiabatic compression of homogeneous gas or the disruption and adiabatic expansion of earlier formed rich pancakes. For the first subpopulation the entropy is not changed and $`F_S`$ 1 can be expected. For such pancakes $`b`$ and $`F_S`$ are evidently uncorrelated, but significant correlation between $`N_{HI}`$ and $`b`$ can be expected. For the second subpopulation $`F_S`$ 1 and, as before, it correlates with $`b`$, but $`N_{HI}`$ and $`b`$ are only weakly correlated. Moreover, for such absorbers the contribution of artificial pancakes discussed in McGill (1990) and Levshakov & Kegel (1996, 1997) and absorbers formed within ”minivoids” (Zhang et al. 1998) can be more significant.
This means that the population of weaker absorbers consists of objects with different evolutionary history, and the available observational data do not allow us to discriminate between these subpopulations. So, we have to restrict our consideration to the analysis of PDF for the column density of DM component $`qN_{HI}b^{3/2}`$, as was described in Sec. 2.4.3.
This PDF, $`N_q`$, is plotted in Fig. 5. As was expected for smaller $`q`$, $`N_q\mathrm{const}.`$ especially at larger redshifts $`z`$ 3. The significant correlation between $`\mathrm{log}N_{HI}`$ and $`\mathrm{log}b`$, since $`r_{bH}`$ 0.4, agrees also with the probable substantial contribution of adiabatically compressed subpopulation of weaker absorbers. The ’tail’ of absorbers with larger $`q/q`$ can be associated with the subpopulation of disrupted and/or expanded earlier formed richer absorbers. The fraction of such absorbers increases for smaller $`z`$.
## 6 Spatial distribution of absorbers
The observed redshift distribution of absorbers contains significant information about the spatial matter distribution at high redshifts, as suggested in particular by Oort (1981, 1984). The available absorption spectra cover typically the range $`D`$ 200 – 300$`(\mathrm{\Omega }_m)^{1/2}h^1`$Mpc, whereas a mean separation of weak absorbers with $`N_{HI}10^{12}cm^2`$ is $``$1$`(\mathrm{\Omega }_m)^{1/2}h^1`$Mpc. This allows us to analyze both the small and large scale matter distribution.
### 6.1 Small scale absorber distribution
During last years weak clustering of Ly-$`\alpha `$ absorbers on small scales ($`\mathrm{\Delta }v`$ 300km/s) have been found for a few quasars (Webb 1987; Cristiani et al. 1995; Hu et al. 1995; Ulmer 1996; Fernandes-Soto 1996). For many other objects such clustering is negligible and the absorbers distribution is nearly Poissonian. Stronger small scale correlation, found for metal lines, is naturally explained since several lines can be generated in the same gaseous cloud. At the same time much stronger correlation of galaxies is found both at small and even high redshifts (see, e.g., discussion in Steidel et al. 1998; Governato et al. 1998; Giavalisco et al. 1998)).
This divergence can be naturally explained in the framework of discussed here approach, when absorbers are associated with structure elements – filaments and pancakes – rather then with galaxies. The distribution of structure elements along a random straight line is expected to be Poissonian - like (DD99, DDMT) what is consistent with the observed distribution of filaments and walls at small redshifts (Doroshkevich et al. 1996). In contrast, the point - like high density clumps, which can be associated with ’galaxies’, are mainly incorporated into filaments and massive pancakes. Even for randomly distributed filaments and pancakes this concentration introduces some regularity in the spatial distribution of such clumps in comparison with the 3D Poissonian distribution. As was shown by van de Weygaert (1991) and Buryak & Doroshkevich (1996) such point concentration generates the 3D correlation function similar to that observed for galaxies.
Similar situation occurs, for example, for the LCRS, where the usual correlation function of galaxies was found (Tucker et al. 1997). However, for the same observed sample the 1D distribution of both filaments and walls (in radial and transversal directions) were found to be Poissonian – like.
### 6.2 Large scale modulation of absorbers distribution
The smoothed absorbers distribution can be compared with expectations discussed in Sec. 2.3. Three expressions for DM distribution are examined: 1) as was discussed in Sec. 2.2.2, for relaxed pancakes $`qb^{3/2}`$ can be expected, 2) if the compressed matter is not completely relaxed, then $`q\sqrt{1+\eta ^2}1`$ is more probable, and 3) for comparison with the previous definition, the hypothesis $`qN_{HI}`$ is also tested. The third expression is correct for weaker absorbers discussed in Sec. 2.4.3 and Sec. 5 and, possibly, can be also applied to high density peaks associated with galaxies but its application to main part of absorbers is in question.
For separate QSO the observed absorbers distribution along a line of sight was averaged with the Gaussian window function and the smoothed density was found as
$$\frac{\rho (x)}{\rho }=\frac{1}{W_n(x)}\underset{i}{}\frac{q_i}{q}W(xy_i),$$
$`(6.1)`$
$$W(yx)=\frac{1}{2\pi r_s}\mathrm{exp}\left(\frac{(yx)^2}{2r_s^2}\right),W_n=_0^D𝑑yW(xy),$$
where $`y_i\&q_i`$ are coordinates and DM column density of absorber, and $`W_n`$ is a normalization factor taking into account the finite size of observed spectra. The results obtained for absorbers with $`N_{HI}10^{13}cm^2`$ and averaged over 15 $`r_s`$, 7.5$`\mathrm{\Omega }_m^{1/2}h^1`$Mpc $`r_s40\mathrm{\Omega }_m^{1/2}h^1`$Mpc, are plotted in Fig. 6 together with the dispersions plotted as error bars. Averaging over 12 QSO gives for the three used definitions of $`q`$:
$$(1+z)\tau (z)(0.11\pm 0.06)(\mathrm{\Theta }_m)^{1/4},$$
$$(1+z)\tau (z)(0.12\pm 0.05)(\mathrm{\Theta }_m)^{1/4},$$
$`(6.2)`$
$$(1+z)\tau (z)(0.40\pm 0.22)(\mathrm{\Theta }_m)^{1/4}.$$
where, as before, $`\mathrm{\Theta }_m=9\mathrm{\Omega }_mh^2`$. The large scatter of points shows that the used statistics of absorbers is insufficient and does not allow to obtain reasonable estimates of the amplitude.
These results show that first and second definitions of DM column density lead to similar estimates of $`\tau `$, whereas the third definition increases it about 4 times.
It is interesting to compare these results with similar estimates obtained for randomly distributed absorbers with the same $`b`$ and $`N_{HI}`$. Results averaged over 100 random realizations are plotted in Fig. 6. For the first and second definitions of DM column density, $`q`$, relative to the mean value, does not differ by more than a factor of 2 – 3 and the use of random redshift decreases the dispersion about 2 times. For the third definition variations of $`q`$ around the mean value are much larger and can exceed a factor of $``$ 100. Such a large discrepancy is a result of small fraction of absorbers with largest $`N_{HI}`$.
This estimates of $`\tau _q\tau _b`$ differ by about 2 – 3 times in comparison with the values $`\tau _b`$ obtained in Sec. 4.1. This divergence can be caused by various factors, the most important are probably the small representativity and relatively small size of spectra used, what increases the uncertainty of all estimates for larger smoothing scales.
These results, as well as estimates of $`\tau _b`$ presented in Sec. 4.1, demonstrate the limited abilities of investigations of properties of absorbers with respect to the description of DM distribution. Both theoretical analysis and investigations of simulations (Governato et al. 1998; Jenkins et al. 1998) show that at redshifts $`z`$ 3 high density filaments accumulate main fraction of galaxies and are the most typical and conspicuous structure elements. But such filaments as well as separate galaxies constitute relatively small fraction of the observed absorbers because of their relatively small size, and are represented mainly by the lower density halo. This means that the observed absorbers give us more information about large low density regions of the universe, and estimates of general characteristics of spatial matter distribution derived from such analysis should be essentially corrected.
Results obtained above illustrate the potential and limitations of this approach rather then give the actual estimates of density variations.
## 7 Summary and Discussion.
In this paper the observed parameters of Ly-$`\alpha `$ lines are analyzed and interpreted in the framework of the simple self-consistent theoretical model of the DM structure evolution (DD99). It is shown that the observed evolution of absorbers is sensitive to several random factors and probably does not trace directly the evolution of DM component. Our results show however that some essential observed characteristics of absorbers can be reasonably described even by the statistical model considered here.
The main results of our analysis can be summarized as follows:
1. The basic observed properties of Ly-$`\alpha `$ absorbers are satisfactorily described by the discussed statistical model of DM confined structure elements.
2. The observed characteristics of Doppler parameter, $`b`$, could be linked to the column density of accompanied DM structure elements. It allows us to explain the observed distribution of Doppler parameter which is consistent with the Gaussian distribution of initial perturbations. The measured amplitude of perturbations, $`\tau _b`$, as given by (4.4), is consistent with that is expected for lower density cosmological models.
3. The existence of observed galaxy and simulated DM walls as well as the theoretical arguments demonstrate that the merging of structure elements is one of the most important factors of structure evolution. The observed characteristics of entropy, $`F_S`$ & $`\mathrm{\Sigma }`$, confirm that such a merging can be also considered as probably the main factor of absorbers evolution at redshifts $`z2`$.
4. For the main fraction of absorbers, the weak correlation of column density, $`N_{HI}`$, with Doppler parameter, $`b`$, can be reasonably explained by the influence of variations of entropy of compressed gas. The smooth observed distribution of stronger absorbers, with $`N_{HI}10^{14}cm^2`$, remains in question and must be investigated, first of all, with larger simulations.
5. The redshift distribution of absorbers does not repeat the spatial distribution of galaxies and characterizes mainly the matter distribution within larger lower density regions. This makes it difficult to reconstruct the spatial DM distribution from the redshift distribution of absorbers.
The main statistical characteristics of absorbers distribution discussed above coincide with published estimates (see, e.g., Hu et al., 1995; Cristiani 1995, 1996; Kim et al. 1997). They are roughly consistent with the expected evolution of DM structure and can be, in principle, used to test and to discriminate different models of structure evolution. At redshifts $`z3.5`$ the Doppler parameter and the mean linear number density of stronger absorbers are more sensitive to the influence of the initial power spectrum of perturbations and to the basic parameters of cosmological model.
The characteristics of DM structure elements discussed in Sec. 2.2 and 4.1 were tested against simulated DM distribution at z=0 (DD99, DMRT, DDMT). The precision reached was $``$ 10%. Further application of these methods to broader set of simulations at high redshifts will help to estimate the unknown numerical factors and to improve the proposed here description. The discussed model of structure evolution is limited and cannot yet describe, for example, the structure disruption. It should be improved at least in this respect.
The available database cannot yet provide a precision required for the reliable discrimination of models of structure formation. Now the observational data are concentrated mainly in the narrow range of redshifts $`2.2<z<3.5`$ and therefore the quantitative description of absorbers evolution is difficult. The wider range of observed redshifts is required to improve the description and to obtain more detailed and reliable information about the structure evolution and physical processes at high redshifts.
### Acknowledgments
This paper was supported in part by Denmark’s Grundforskningsfond through its support for an establishment of Theoretical Astrophysics Center, grant INTAS-93-68 and by the Polish State Committee for Scientific Research grant Nr. 2-P03D-014-17. AGD and VIT also wish to acknowledge support from the Center of Cosmo-Particle Physics, Moscow. Furthermore, we wish to thank the anonymous referee for many useful comments.
Appendix A
COBE normalized power spectrum
A convenient universal normalization of the power spectrum can be obtained using the anisotropy of Microwave Background Radiation measured by COBE. The convenient parametrisation applied to open universe with matter density $`\mathrm{\Omega }_m`$ 1 and for the spatially flat universe with $`\mathrm{\Omega }_m+\mathrm{\Omega }_\mathrm{\Lambda }=1`$ can be taken from Bunn & White (1996).
For the Harrison - Zel’dovich initial power spectrum with the BBKS transfer function we have:
$$\sigma _\rho ^2(z)=3\tau ^2(z)\frac{m_0}{m_2^2},$$
$`(A.1)`$
where a usual definition of moments of power spectrum is used:
$$m_n=_0^{\mathrm{}}x^{3+n}T^2(x)𝑑x.$$
$`(A.2)`$
The function $`\tau (z)=\tau _0B(z)`$ depends on the model of the universe and can be expressed trough $`\mathrm{\Omega }_m\&h`$ as follows:
$$\mathrm{\Omega }_m+\mathrm{\Omega }_\mathrm{\Lambda }=1$$
$$B(z)\left[\frac{1\mathrm{\Omega }_m+2.2\mathrm{\Omega }_m(1+z)^3}{1+1.2\mathrm{\Omega }_m}\right]^{1/3},$$
$$(1+z)\tau (z)2.73h^2\mathrm{\Omega }_m^{1.21}[0.45\mathrm{\Omega }_m^1+0.55]^{1/3},z1,$$
$`(A.3)`$
and for $`\mathrm{\Omega }_m=0.3,h=0.6`$ we have
$$(1+z)\tau (z)0.29.$$
For the open universe with $`\mathrm{\Omega }_\mathrm{\Lambda }=0,\mathrm{\Omega }_m1`$
$$B^1(z)1+\frac{2.5\mathrm{\Omega }_m}{1+1.5\mathrm{\Omega }_m}z,$$
$$(1+z)\tau (z)1.1h^2\mathrm{\Omega }_m^{0.650.19ln\mathrm{\Omega }_m}(1+1.5\mathrm{\Omega }_m),z1$$
$`(A.4)`$
and, for example, for $`\mathrm{\Omega }_m=0.5,h=0.6`$ we have
$$(1+z)\tau (z)0.4.$$
More details can be found in DD99 and DDMT.
Appendix B
Bulk heating and cooling of gas
The thermal evolution of gas is described by the well known equation
$$\frac{3}{2T}\frac{dT}{dt}=\frac{1}{n_b}\frac{dn_b}{dt}+\frac{ϵ_\gamma \mathrm{\Gamma }_\gamma n_{HI}n_b^2(\beta _{fb}+\beta _{ff})}{n_bk_BT},$$
$`(B.1)`$
where $`ϵ_\gamma `$ is the mean energy injected at a photoionization and radiative cooling coefficients for free-bound and free–free emissions can be taken as
$$\beta _{fb}3.710^{25}(T/10^4K)^{1/2}ergcm^3/s,$$
$$\beta _{ff}210^{25}(T/10^4K)^{1/2}ergcm^3/s.$$
If the ionization equilibrium is reached and
$$\alpha _{rec}n_b^2=n_{HI}\mathrm{\Gamma }_\gamma $$
then equation (B.1) can be rewritten more transparently as
$$\frac{3}{2Tn_b}\frac{dT}{dt}=\frac{1}{n_b^2}\frac{dn_b}{dt}+\beta _s(T_\gamma /T1),$$
$`(B.2)`$
$$\beta _s=\frac{\beta _{fb}+\beta _{ff}}{k_BT}4.210^{13}(T/10^4K)^{1/2}cm^3s^1$$
and $`T_\gamma =(510)10^4K`$ for the suitable spectrum of UV radiation (Black, 1981). $`T_\gamma `$ depends on the spectrum of local radiation and can vary from point to point. This heating becomes negligible for the cold high density clouds when the radiative cooling due to the line emission is essential. For the main population of observed absorbers
$$b_{obs}2530\mathrm{k}\mathrm{m}/\mathrm{s},T_{obs}(46)10^4KT_\gamma ,$$
and the influence of bulk heating could be essential.
Eq. (B.2) can be suitably rewritten as follows:
$$\frac{d}{dt}\frac{T^{3/2}}{n_b}=T^{3/2}\beta _s(T_\gamma /T1),$$
$`(B.3)`$
that allows us to integrate it directly. Using the definition of entropy function, $`F_S`$, as given by (2.20) we obtain:
$$F_S^{3/2}(z)=F_S^{3/2}(z_f)+\alpha _s_z^{z_f}𝑑x\frac{H_0}{H(x)}\frac{T_\gamma (x)T(x)}{(1+x)T_{bg}},$$
$$\alpha _s=1.5h^1\zeta ^3\mathrm{\Theta }_{bar}.$$
$`(B.4)`$
where $`z_f`$ is the redshift of pancake formation. This result is obtained under condition of ionization equilibrium. In the simplest case of fixed temperatures, $`T(z)=\mathrm{const}T_\gamma (z)=\mathrm{const}`$, we have
$$F_S^{3/2}(z)=F_S^{3/2}(z_f)+\alpha _sH_0[t(z)t(z_f)]\frac{T_\gamma T}{T_{bg}},$$
$`(B.5)`$
that means the slow growth of entropy and drop of the density of absorbers and $`N_{HI}`$.
The influence of the bulk heating can be enhanced by the pancake disruption due to the clustering of both DM and baryonic components. This process is usually accompanied by the adiabatic reduction of temperature in expanded regions that accelerates the bulk heating. In this case, however, the parameters $`b`$ and $`N_{HI}`$ are strongly correlated. This means that the possible contribution of such heating is restricted at least for richer absorbers.
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# 1 Introduction
## 1 Introduction
In the past two years much work has been devoted to the verification of the conjectured duality between $`AdS_{d+1}`$ supergravities and conformal field theories in Minkowski $`d`$dimensional space (for an extensive review of the topic see ). In this framework an important check is given by comparing the Kaluza-Klein mass spectrum of compactified $`M`$ and/or superstring theories in lower dimensions, with the mass spectrum computed in terms of the scale dimension $`\mathrm{\Delta }E_0`$ of the conformal operators of the dual theory. While much effort has been devoted to the investigation of such correspondence for seven, five and four dimensional dimensional supergravities, the six dimensional case based on the $`F(4)`$ exceptional supergroup , has been studied only in reference . In this paper it was shown that the $`F(4)`$ theory has on its boundary a superconformal field theory at a fixed point of the five-dimensional Yang-Mills theory. The relevant superconformal operators in five dimensions, which are dual to the supergravity states in $`D=6`$, are built in terms of the singleton representation of $`F(4)𝒢`$ that is just a 5-dimensional hypermultiplet carring a representation of the flavour group $`𝒢`$.
In this way, it is possible to predict the mass spectrum of the ”massless” supergravity states in a supersymmetric $`AdS`$ background from the corresponding $`E_0`$ quantum number of the conformal supermultiplet. This prediction, however, could not be checked since the matter coupled $`F(4)`$ theory was not yet constructed; what one usually refers to as $`F(4)`$ supergravity is the theory constructed by Romans in the pure supergravity case, that is, without matter coupling. (Some aspects of the $`F(4)`$ theory have also been discussed in the framework of dimensional reduction from seven dimensions in ).
Other interesting results on the $`F(4)`$ theory were obtained in reference where it was shown that the theory obtained from spontaneous compactification of Massive Type IIA Supergravity in ten dimensions down to the $`F(4)`$ gauged supergravity in six dimensions can be described in terms of the near horizon geometry of the $`D4D8`$ brane system. Furthermore in reference it was shown that the $`F(4)`$ gauged pure supergravity constructed in ref , can be obtained as a consistent warped reduction on $`S^4`$ from massive Type IIA ten dimensional Supergravity .
The $`AdS_6/CFT_5`$ correspondence further predicts that the $`KK`$ excitations of massive type IIA on $`AdS_6S^4`$ should be related to towers of superconformal primary operators of the boundary superconformal field theory. The latter having only eight Poincaré supercharges is not completely fixed by supersymmetry and in fact it can have various global symmetry groups $`𝒢`$ which were classified in . This reflects in the gauge groups of the vector multiplets of $`F(4)`$ whose coupling is discussed here.
It will be shown that the massless graviton (stress-energy tensor) multiplet and the ”current multiplet” related to the $`𝒢`$ gauge fields, previously discussed in , are actually the first members of two distinct towers of (short) conformal superfields, one corresponding to the $`1/2`$ BPS multiplets (massive vector multiplets), the other corresponding to the graviton recurrences.
Interestingly enough they correspond to two isolated classes of highest-weight UIR’s of the $`F(4)`$ superalgebra, separated from the continuous spectrum (in $`E_0`$) suggested to exist in .
The paper is organized as follows:
In section 2 the geometric approach, and the closely related superspace solutions of Bianchi identities are presented in the framework of the pure $`F(4)`$ supergravity of ref. . This, besides to give the right geometrical setting for the matter coupling and gauging of the theory, allows us to discuss in a simple way the algebraic foundation of the peculiar properties of $`F(4)`$ superalgebra namely, the relations between the $`SU(2)`$ gauging coupling constant $`g`$ and the inverse $`AdS`$ radius $`4m`$ and the related ”Higgs phenomenon” by which the gravitational two-form $`B_{\mu \nu }`$ becomes massive.
In section 3 the geometrical framework developed in section 2 is applied to the matter coupling and in section 4 the gauging of $`D=6`$ $`N=(1,1)`$ supergravity is studied.
In section 5 the scalar potential is derived and it is shown to admit an $`AdS_6`$ supersymmetric vacuum.
In section 6 the boundary conformal field theory and its short representations in terms of harmonic superfields (with harmonic space $`S^2=SU(2)/U(1)`$) are presented and the spectrum of K-K excitations predicted.
## 2 The geometrical approach
In this section we set up a suitable framework for the discussion of the matter coupled $`F(4)`$ supergravity theory and its gauging. This will allow us to set up the formalism for the matter coupling in the next section. Actually we will just give the essential definitions of the Bianchi identities approach in superspace , while all the relevant results, specifically the supersymmetry transformation laws of the fields, will be given in the ordinary space-time formalism.
First of all it is useful to discuss the main results of ref. by a careful study in superspace of the Poincaré and AdS supersymmetric vacua. Let us recall the content of $`D=6`$, $`N=(1,1)`$ supergravity multiplet:
$$(V_\mu ^a,A_\mu ^\alpha ,B_{\mu \nu },\psi _\mu ^A,\psi _\mu ^{\dot{A}},\chi ^A,\chi ^{\dot{A}},e^\sigma )$$
(2.1)
where $`V_\mu ^a`$ is the six dimensional vielbein, $`\psi _\mu ^A,\psi _\mu ^{\dot{A}}`$ are left-handed and right-handed four- component gravitino fields respectively, $`A`$ and $`\dot{A}`$ transforming under the two factors of the $`R`$-symmetry group $`O(4)SU(2)_LSU(2)_R`$, $`B_{\mu \nu }`$ is a 2-form, $`A_\mu ^\alpha `$ ($`\alpha =0,1,2,3`$), are vector fields, $`\chi ^A,\chi ^{\dot{A}}`$ are left-handed and right-handed spin $`\frac{1}{2}`$ four components dilatinos, and $`e^\sigma `$ denotes the dilaton.
Our notations are as follows: $`a,b,\mathrm{}=0,1,2,3,4,5`$ are Lorentz flat indices in $`D=6`$ $`\mu ,\nu ,\mathrm{}=0,1,2,3,4,5`$ are the corresponding world indices, $`A,\dot{A}=1,2`$. Moreover our metric is $`(+,,,,,)`$.
We recall that the description of the spinors of the multiplet in terms of left-handed and right-handed projection holds only in a Poincaré background, while in an AdS background the chiral projection cannot be defined and we are bounded to use 8-dimensional pseudo-Majorana spinors. In this case the $`R`$-symmetry group reduces to the $`SU(2)`$ subgroup of $`SU(2)_LSU(2)_R`$, the $`R`$-symmetry group of the chiral spinors. For our purposes, it is convenient to use from the very beginning 8-dimensional pseudo-Majorana spinors even in a Poincaré framework, since we are going to discuss in a unique setting both Poincaré and $`AdS`$ vacua.
The pseudo-Majorana condition on the gravitino 1-forms is as follows:
$$(\psi _A)^{}\gamma ^0=\overline{(\psi _A)}=ϵ^{AB}\psi _B^t$$
(2.2)
where we have chosen the charge conjugation matrix in six dimensions as the identity matrix (an analogous definition six dimensions as the identity matrix (an analogous definition holds for the dilatino fields). We use eight dimensional antisymmetric gamma matrices, with $`\gamma ^7=i\gamma ^0\gamma ^1\gamma ^2\gamma ^3\gamma ^4\gamma ^5`$, which implies $`\gamma _7^T=\gamma _7`$ and $`(\gamma _7)^2=1`$. The indices $`A,B,\mathrm{}=1,2,`$ of the spinor fields $`\psi _A,\chi _A`$ transform in the fundamental of the diagonal subgroup $`SU(2)`$ of $`SU(2)_LSU(2)_R`$. For a generic $`SU(2)`$ tensor $`T`$, raising and lowering of indices are defined by
$`T^\mathrm{}A\mathrm{}=ϵ^{AB}T_B^{\mathrm{}\mathrm{}}`$ (2.3)
$`T_\mathrm{}A\mathrm{}=T_{\mathrm{}\mathrm{}}^Bϵ_{BA}`$ (2.4)
To study the supersymmetric vacua let us write down the Maurer-Cartan Equations (M.C.E.) dual to the $`F(4)`$ Superalgebra (anti)commutators:
$`𝒟V^a{\displaystyle \frac{i}{2}}\overline{\psi }_A\gamma _a\psi ^A=0`$ (2.5)
$`^{ab}+4m^2V^aV^b+m\overline{\psi }_A\gamma _{ab}\psi ^A=0`$ (2.6)
$`dA^r+{\displaystyle \frac{1}{2}}gϵ^{rst}A_sA_ti\overline{\psi }_A\psi _B\sigma ^{rAB}=0`$ (2.7)
$`D\psi _Aim\gamma _a\psi _AV^a=0`$ (2.8)
Here $`V^a,\omega ^{ab},\psi _A,A^r,(r=1,2,3)`$, are superfield 1-forms dual to the $`F(4)`$ supergenerators which at $`\theta =0`$ have as $`dx^\mu `$ components
$$V_\mu ^a=\delta _\mu ^a,\psi _{A\mu }=A_\mu ^r=0,\omega _\mu ^{ab}=puregauge.$$
(2.9)
Furthermore $`^{ab}d\omega ^{ab}\omega ^{ac}\omega _c^b`$, $`𝒟`$ is the Lorentz covariant derivative, $`D`$ is the $`SO(1,5)SU(2)`$ covariant derivative, which on spinors acts as follows:
$$D\psi _Ad\psi _A\frac{1}{4}\gamma _{ab}\omega ^{ab}\psi _A\frac{i}{2}\sigma _{AB}^rA_r\psi ^B$$
(2.10)
Note that $`\sigma ^{rAB}=ϵ^{BC}\sigma _C^{rA}`$, where $`\sigma _B^{rA}`$ ($`r=1,2,3`$) denote the usual Pauli matrices, are symmetric in $`A,B`$.
Let us point out that the $`F(4)`$ superalgebra, despite the presence of two different physical parameters, the $`SU(2)`$ gauge coupling constant $`g`$ and the inverse $`AdS`$ radius $`m`$, really depends on just one parameter since the closure under $`d`$-differentiation of eq. (2.8) (equivalent to the implementation of Jacobi identities on the generators), implies $`g=3m`$; to recover this result one has to use the following Fierz identity involving 3-$`\psi _A`$’s 1-forms:
$$\frac{1}{4}\gamma _{ab}\psi _A\overline{\psi }_B\gamma ^{ab}\psi _Cϵ^{AC}\frac{1}{2}\gamma _a\psi _A\overline{\psi }_B\gamma ^a\psi _Cϵ^{AC}+3\psi _C\overline{\psi }_B\psi _Aϵ^{BC}=0$$
(2.11)
The $`F(4)`$ superalgebra described by equations (2.5) -(2.8) fails to describe the physical vacuum because of the absence of the superfields 2-form $`B`$ and 1-form $`A^0`$ whose space-time restriction coincides with the physical fields $`B_{\mu \nu }`$ and $`A_\mu ^0`$ appearing in the supergravity multiplet. The recipe to have all the fields in a single algebra is well known and consists in considering the Free Differential Algebra (F.D.A.) obtained from the $`F(4)`$ M.C.E.’s by adding two more equations for the 2-form $`B`$ and for the 1-form $`A^0`$ (the 0-form fields $`\chi _A`$ and $`\sigma `$ do not appear in the algebra since they are set equal to zero in the vacuum). It turns out that to have a consistent F.D.A. involving $`B`$ and $`A^0`$ one has to add to the $`F(4)`$ M.C.E.’s two more equations involving $`dA^0`$ and $`dB`$; in this way one obtains an extension of the M.C.E’s to the following F.D.A:
$`𝒟V^a{\displaystyle \frac{i}{2}}\overline{\psi }_A\gamma _a\psi ^A=0`$ (2.12)
$`^{ab}+4m^2V^aV^b+m\overline{\psi }_A\gamma _{ab}\psi ^A=0`$ (2.13)
$`dA^r+{\displaystyle \frac{1}{2}}gϵ^{rst}A_sA_ti\overline{\psi }_A\psi _B\sigma ^{rAB}=0`$ (2.14)
$`dA^0mBi\overline{\psi }_A\gamma _7\psi ^A=0`$ (2.15)
$`dB+2\overline{\psi }_A\gamma _7\gamma _a\psi ^AV^a=0`$ (2.16)
$`D\psi _Aim\gamma _a\psi _AV^a=0`$ (2.17)
Equations (2.15) and (2.16) were obtained by imposing that they satisfy the $`d`$-closure together with equations (2.12). Actually the closure of (2.16) relies on the 4-$`\psi _A`$’s Fierz identity
$$\overline{\psi }_A\gamma _7\gamma _a\psi _Bϵ^{AB}\overline{\psi }_C\gamma ^a\psi _Dϵ^{CD}=0$$
(2.18)
The interesting feature of the F.D.A (2.12)-(2.17) is the appearance of the combination $`dA^0mB`$ in (2.15). That means that the dynamical theory obtained by gauging the F.D.A. out of the vacuum will contain the fields $`A_\mu ^0`$ and $`B_{\mu \nu }`$ always in the single combination $`_{[\mu }A_{\nu ]}^0mB_{\mu \nu }`$. At the dynamical level this implies, as noted by Romans , an Higgs phenomenon where the 2-form $`B`$ ”eats” the 1-form $`A^0`$ and acquires a non vanishing mass $`m`$ <sup>1</sup><sup>1</sup>1An analogous phenomenon takes place also in $`D=5`$; see..
In summary, we have shown that two of the main results of , namely the existence of an $`AdS`$ supersymmetric background only for $`g=3m`$ and the Higgs-type mechanism by which the field $`B_{\mu \nu }`$ becomes massive acquiring longitudinal degrees of freedom in terms of the the vector $`A_\mu ^0`$, are a simple consequence of the algebraic structure of the F.D.A. associated to the $`F(4)`$ supergroup written in terms of the vacuum-superfields.
It is interesting to see what happens if one or both the parameters $`g`$ and $`m`$ are zero. Setting $`m=g=0`$, one reduces the $`F(4)`$ Superalgebra to the $`D=6N=(1,1)`$ superalgebra existing only in a Super Poincaré background; in this case the four- vector $`A^\alpha (A^0,A^r)`$ transforms in the fundamental of the $`R`$-symmetry group $`SO(4)`$ while the pseudo-Majorana spinors $`\psi _A,\chi _A`$ can be decomposed in two chiral spinors in such a way that all the resulting F.D.A. is invariant under $`SO(4)`$.
Furthermore it is easy to see that no F.D.A exists if either $`m=0`$ , $`g0`$ or $`m0`$, $`g=0`$, since the corresponding equations in the F.D.A. do not close anymore under $`d`$\- differentiation. In other words the gauging of $`SU(2)`$, $`g0`$ must be necessarily accompanied by the presence of the parameter $`m`$ which, as we have seen, makes the closure of the supersymmetric algebra consistent for $`g=3m`$.
Let us now consider the dynamical theory out of the vacuum. For the sake of completeness and in order to establish a consistent notation, we first reconsider the pure supergravity theory of ref. in a superspace formalism. We start from the F.D.A. of $`D=6,N=(1,1)`$, $`SU(2)`$-gauged Poincaré Supergravity, namely we consider the F.D.A. (2.12) -(2.17) taking $`m=0`$, $`g0`$.
Following the geometrical approach , we define the supercurvatures as deviation from the $`m=0`$, $`g0`$ F.D.A. as follows:
$`T^a`$ $`=𝒟V^a{\displaystyle \frac{i}{2}}\overline{\psi }_A\gamma _a\psi ^AV^a=0`$ (2.19)
$`R^{ab}`$ $`=^{ab}`$ (2.20)
$`H`$ $`=dB+2e^{2\sigma }\overline{\psi }_A\gamma _7\gamma _a\psi ^AV^a`$ (2.21)
$`F`$ $`=dAie^\sigma \overline{\psi }_A\gamma _7\psi ^A`$ (2.22)
$`F^r`$ $`=dA^r+{\displaystyle \frac{1}{2}}gϵ^{rst}A_sA_tie^\sigma \overline{\psi }_A\psi _B\sigma ^{rAB}`$ (2.23)
$`\rho _A`$ $`=D\psi _A`$ (2.24)
$`R(\chi _A)`$ $`D\chi _A`$ (2.25)
$`R(\sigma )`$ $`d\sigma `$ (2.26)
where we have implemented the kinematical constraint that the supertorsion $`T^a`$ is identically zero, and we have added the ”curvatures” of the $`0`$-forms $`\chi _A`$ and $`\sigma `$ defined as their (covariant) differential.
Differentiating the curvatures one obtains the Bianchi identities
$`R^{ab}V_bi\overline{\psi }_A\gamma ^a\rho ^A=0`$ (2.27)
$`𝒟R^{ab}=0`$ (2.28)
$`dH+4e^{2\sigma }d\sigma \overline{\psi }_A\gamma _7\gamma _a\psi ^AV^a+4e^{2\sigma }\overline{\psi }_A\gamma _7\gamma _a\rho ^AV^a=0`$ (2.29)
$`DF+id\sigma e^\sigma \overline{\psi }_A\gamma _7\psi ^A2ie^\sigma \overline{\psi }_A\gamma _7\rho ^A=0`$ (2.30)
$`DF^r+id\sigma e^\sigma \overline{\psi }_A\psi _B\sigma ^{rAB}2ie^\sigma \overline{\psi }_A\rho _B\sigma ^{rAB}=0`$ (2.31)
$`D^2\psi _A+{\displaystyle \frac{1}{4}}R^{ab}\gamma _{ab}\psi _A{\displaystyle \frac{i}{2}}g\sigma _{rAB}F^r\psi ^B=0`$ (2.32)
$`D^2\chi _A+{\displaystyle \frac{1}{4}}R^{ab}\gamma _{ab}\chi _A{\displaystyle \frac{i}{2}}g\sigma _{rAB}F^r\chi ^B=0`$ (2.33)
$`d^2\sigma =0`$ (2.34)
The superspace solutions of the previous Bianchi Identities are given by:
$`R^{ab}`$ $`=\stackrel{~}{R}_{cd}^{ab}V^cV^d+\overline{\theta }_{cA}^{ab}\psi ^AV^c+\overline{\psi }_AM^{ab}\psi ^A+{\displaystyle \frac{1}{4}}ge^\sigma \overline{\psi }_A\gamma ^{ab}\psi ^A`$ (2.35)
$`H`$ $`=\stackrel{~}{H}_{abc}V^aV^bV^c+4ie^{2\sigma }\overline{\psi }_A\gamma _7\gamma _{ab}\chi ^AV^aV^b`$ (2.36)
$`F`$ $`=\stackrel{~}{F}_{ab}V^aV^b+2e^\sigma \overline{\psi }_A\gamma _7\gamma _a\chi ^AV^a`$ (2.37)
$`F^r`$ $`=\stackrel{~}{F}_{ab}^rV^aV^b+2e^\sigma \overline{\psi }_A\gamma _a\chi _B\sigma ^{rAB}V^a`$ (2.40)
$`D\psi _A`$ $`=\stackrel{~}{D_{[a}\psi _{b]A}}V^aV^b+{\displaystyle \frac{1}{16}}e^\sigma [ϵ_{AB}\stackrel{~}{F}_{ab}\gamma _7\sigma _{rAB}\stackrel{~}{F}_{ab}^r](\gamma ^{cab}6\delta ^{ca}\gamma ^b)\psi ^BV_c+`$
$`+{\displaystyle \frac{i}{32}}e^{2\sigma }\stackrel{~}{H}_{abc}\gamma _7(\gamma ^{dabc}3\delta ^{ad}\gamma ^{bc})\psi _AV_d{\displaystyle \frac{i}{4}}ge^\sigma \gamma _a\psi _AV^a`$
$`+{\displaystyle \frac{1}{4}}\gamma _7\psi _A\overline{\chi }^C\gamma ^7\psi _C{\displaystyle \frac{1}{2}}\gamma _a\psi _A\overline{\chi }^C\gamma ^a\psi _C+{\displaystyle \frac{1}{2}}\gamma _7\gamma _a\psi _A\overline{\chi }^C\gamma ^7\gamma ^a\psi _C+`$
$`{\displaystyle \frac{1}{8}}\gamma _{ab}\psi _A\overline{\chi }^C\gamma ^{ab}\psi _C{\displaystyle \frac{1}{8}}\gamma _7\gamma _{ab}\psi _A\overline{\chi }^C\gamma ^7\gamma ^{ab}\psi _C+{\displaystyle \frac{1}{4}}\psi _A\overline{\chi }^C\psi _C`$
$`D\chi _A`$ $`=\stackrel{~}{D_a\chi _A}V^a+{\displaystyle \frac{i}{2}}\gamma ^a\stackrel{~}{_a\sigma }\psi _A+{\displaystyle \frac{i}{16}}e^\sigma [ϵ_{AB}\stackrel{~}{F}_{ab}\gamma _7+\sigma _{rAB}\stackrel{~}{F}_{ab}^r]\gamma ^{ab}\psi ^B`$
$`+{\displaystyle \frac{1}{32}}e^{2\sigma }\stackrel{~}{H}_{abc}\gamma _7\gamma ^{abc}\psi _A{\displaystyle \frac{1}{4}}ge^\sigma \psi _A`$
$`d\sigma `$ $`=\stackrel{~}{_a\sigma }V^a+\overline{\chi }_A\psi ^A`$ (2.41)
where we have no written down the explicit form of $`\overline{\theta }_{cA}^{ab}`$ and $`M^{ab}`$ since they are rather cumbersome and uninteresting for our later purposes.<sup>2</sup><sup>2</sup>2Note that the tilded quantities correspond, on space-time, to the supercovariant field strengths: namely e.g. projecting equation (2.36) along the space time differentials $`dx^\mu `$’s we have: $`\stackrel{~}{H}_{\mu \nu \rho }=H_{\mu \nu \rho }4ie^{2\sigma }\overline{\psi }_{A[\mu }\gamma _{\nu \rho ]}\gamma _7\chi ^A`$ that is, using definition (2.21) $`\stackrel{~}{H}_{\mu \nu \rho }=_{[\mu }B_{\nu \rho ]}+2e^{2\sigma }\overline{\psi }_{A[\mu }\gamma ^7\gamma _\rho \psi _{\nu ]}^A4ie^{2\sigma }\overline{\psi }_{A[\mu }\gamma _{\nu \rho ]}\gamma _7\chi ^A`$. Analogous formulae hold for the other tilded quantities. Note that setting $`g=0`$ in the fermion fields solutions the corresponding superspace curvatures give the solutions of the Bianchi identities of $`N=(1,1)`$ $`D=6`$ Poincaré Supergravity (in this case of course the covariant derivatives in the l.h.s. are Lorentz covariant and the $`^r`$ is abelian).
At $`g0`$, however, one can immediately see that the vacuum configuration corresponding to this solution is not supersymmetric. Indeed if we set
$$\stackrel{~}{F}_{ab}=\stackrel{~}{F}_{ab}^r=\stackrel{~}{H}_{abc}=\sigma =\chi _A=\psi _{A\mu }=0$$
(2.42)
we see that the superspace field strengths $`D\psi _A`$, $`D\chi _A`$ are not zero in the vacuum if $`g0`$, due to the presence of the gauging terms proportional to $`g`$ in their superspace parametrisations. In the ordinary space-time language that means that, in the vacuum, the supersymmetry transformation law of the dilatino is not zero and that the gravitino doesn’t transforms as the Lorentz covariant derivative of the supersymmetry parameter $`\epsilon _A`$:
$`\delta \chi _A={\displaystyle \frac{1}{4}}ge^\sigma \epsilon _A`$ (2.43)
$`\delta \psi _{A\mu }=𝒟_\mu \epsilon _A{\displaystyle \frac{i}{4}}ge^\sigma \gamma _\mu \epsilon _A`$ (2.44)
This is of course in line with what we have found previously in the study of the supersymmetric vacua, that is the fact that at $`g=0`$ we have suitable supersymmetric Poincaré vacuum, while we are bound to modify the previous solution if we want to obtain a supersymmetric $`AdS`$ vacuum.
This modification however is very simple to obtain since we already know that the proper vacuum configuration of the $`F(4)`$ theory requires a F.D.A modified by the mass parameter $`m`$ suitable related to $`g`$, as we have shown in the previous discussion.
Therefore to obtain such vacuum we modify the r.h.s. of equations (2.35) -(2.41) by adding suitable $`m`$ terms in such a way that the Bianchi identities (2.27) -(2.34) are still satisfied. To study the supersymmetric vacua of the new solutions, it is convenient to denote with the suffix $`(g=0)`$ the fermionic field strengths and the Lorentz curvature in equations (2.35) -(2.41) evaluated at $`g=0`$. The new solution extending the previous one with terms containing $`m`$ is given by:
$`R^{ab(new)}=R^{ab(g=0)}+4m^2e^{6\sigma }V^aV^b+{\displaystyle \frac{1}{4}}me^{3\sigma }\overline{\psi }_A\gamma ^{ab}\psi ^A+`$
$`+{\displaystyle \frac{1}{4}}ge^\sigma \overline{\psi }_A\gamma ^{ab}\psi ^A`$ (2.45)
$`H^{(new)}=H`$ (2.46)
$`F^{(new)}=FmB`$ (2.47)
$`F^{r(new)}=F^r`$ (2.48)
$`\rho _A^{(new)}=\rho _A^{(g=0)}{\displaystyle \frac{i}{4}}me^{3\sigma }\gamma _a\psi _AV^a{\displaystyle \frac{i}{4}}ge^\sigma \gamma _a\psi _AV^a`$ (2.49)
$`D\chi _A^{(new)}=D\chi _A^{(g=0)}+{\displaystyle \frac{3}{4}}me^{3\sigma }\psi _A{\displaystyle \frac{1}{4}}ge^\sigma \psi _A`$ (2.50)
$`d\sigma ^{(new)}=d\sigma `$ (2.51)
It is now immediate to see that, in the vacuum defined by equation (2.42), the dilatino field strength vanishes only for $`g=3m`$. Furthermore in this case, the extra $`g`$ and $`m`$ terms in the gravitino field strength are the correct ones in order to reconstruct the vanishing of the $`AdS`$ covariant gravitino curvature while the extra term $`mB`$ in $`F^{(new)}`$ and $`4m^2V^aV^b+m\overline{\psi }_A\gamma ^{ab}\psi ^A`$ in $`R^{ab(new)}`$ are exactly what is needed in order to have a supersymmetric $`AdS`$ background (see eqs. (2.12) -(2.17)).
From the superspace solution of the Bianchi identities one immediately derives the space-time supersymmetry transformation law of the physical fields:
$`\delta V_\mu ^a`$ $`=i\overline{\psi }_\mu ^A\gamma ^a\epsilon ^A`$ (2.52)
$`\delta B_{\mu \nu }`$ $`=4ie^{2\sigma }\overline{\chi }_A\gamma _7\gamma _{\mu \nu }\epsilon ^A4e^{2\sigma }\overline{\epsilon }_A\gamma _7\gamma _{[\mu }\psi _{\nu ]}^A`$ (2.53)
$`\delta A_\mu `$ $`=2e^\sigma \overline{\chi }_A\gamma _7\gamma _\mu \epsilon ^A+2ie^\sigma \overline{\epsilon }_A\gamma ^7\psi _\mu ^A`$ (2.54)
$`\delta A_\mu ^r`$ $`=2e^\sigma \overline{\chi }^A\gamma _\mu \epsilon ^B\sigma _{AB}^r+2ie^\sigma \sigma ^{rAB}\overline{\epsilon }_A\psi _{B\mu }`$ (2.57)
$`\delta \psi _{A\mu }`$ $`=D_\mu \epsilon _A+{\displaystyle \frac{1}{16}}e^\sigma [ϵ_{AB}\stackrel{~}{F}_{\nu \lambda }\gamma _7\sigma _{rAB}\stackrel{~}{F}_{\nu \lambda }^r](\gamma _\mu ^{\nu \lambda }6\delta _\mu ^\nu \gamma ^\lambda )\epsilon ^B+`$
$`+{\displaystyle \frac{i}{32}}e^{2\sigma }\stackrel{~}{H}_{\nu \lambda \sigma }\gamma _7(\gamma _\mu ^{\nu \lambda \sigma }3\delta _\mu ^\nu \gamma ^{\lambda \sigma })\epsilon _A{\displaystyle \frac{i}{4}}ge^\sigma \gamma _\mu \epsilon _A{\displaystyle \frac{i}{4}}me^{3\sigma }\gamma _\mu \epsilon _A`$
$`+{\displaystyle \frac{1}{2}}\gamma _7\epsilon _A\overline{\chi }^C\gamma ^7\psi _{\mu C}\gamma _\nu \epsilon _A\overline{\chi }^C\gamma ^\nu \psi _{\mu C}+\gamma _7\gamma _\nu \epsilon _A\overline{\chi }^C\gamma ^7\gamma ^\nu \psi _{\mu C}+`$
$`{\displaystyle \frac{1}{4}}\gamma _{\nu \lambda }\epsilon _A\overline{\chi }^C\gamma ^{\nu \lambda }\psi _{\mu C}{\displaystyle \frac{1}{4}}\gamma _7\gamma _{\nu \lambda }\epsilon _A\overline{\chi }^C\gamma ^7\gamma ^{\nu \lambda }\psi _{\mu C}+{\displaystyle \frac{1}{2}}\epsilon _A\overline{\chi }^C\psi _{\mu C}`$
$`\delta \chi _A`$ $`={\displaystyle \frac{i}{2}}\gamma ^\mu \stackrel{~}{_\mu \sigma }\epsilon _A+{\displaystyle \frac{i}{16}}e^\sigma [ϵ_{AB}\stackrel{~}{F}_{\mu \nu }\gamma _7+\sigma _{rAB}\stackrel{~}{F}_{\mu \nu }^r]\gamma ^{\mu \nu }\epsilon ^B`$
$`+{\displaystyle \frac{1}{32}}e^{2\sigma }\stackrel{~}{H}_{\mu \nu \lambda }\gamma _7\gamma ^{\mu \nu \lambda }\epsilon _A{\displaystyle \frac{1}{4}}ge^\sigma \epsilon _A+{\displaystyle \frac{3}{4}}me^{3\sigma }\epsilon _A`$
$`\delta \sigma `$ $`=\overline{\chi }_A\epsilon ^A`$ (2.58)
Apart from different conventions and normalizations the above equations coincide with the results of reference , except for the extra terms in the gravitino transformation law of the form $`\psi \chi \epsilon `$, which, like all the three-fermion terms, were not computed in reference . However these terms correspond to terms $`\psi \psi \chi `$ in the superspace curvature $`D\psi _A`$ which are quite essential to verify the consistency of the Bianchi identities when the parameter $`m`$ is introduced and a supersymmetric $`AdS`$ background is found; therefore they have an important meaning for the consistence of the theory and this is the reason why we have explicitly quoted them. This is to be contrasted with other three-fermion terms of the form $`\chi \chi \epsilon `$ on space-time ($`\chi \chi \psi `$ in superspace), which we have not included in the transformation law of the fermions, since their explicit form can be found from the Bianchi identities once the consistency in the higher sectors has been verified, so that they are not on the same status. In the supersymmetric $`AdS`$ vacuum we get:
$`\delta \chi _A=0`$ (2.59)
$`\delta \psi _{A\mu }=_\mu ^{AdS}ϵ_A`$ (2.60)
$`R^{ab}{\displaystyle \frac{1}{2}}R_{cd}^{ab}V^cV^d=4m^2V^aV^bR_{\mu \nu }=20m^2g_{\mu \nu }`$ (2.61)
$`_{\mu \nu }^r=_{\mu \nu }mB_{\mu \nu }=\chi _A=\psi _{A\mu }=\sigma =0`$ (2.62)
## 3 Coupling to matter multiplets
In $`D=6,N=4`$ Supergravity, the only kind of matter is given by vector multiplets, namely
$$(A_\mu ,\lambda _A,\varphi ^\alpha )^I$$
(3.1)
where $`\alpha =0,1,2,3`$ and the index $`I`$ labels an arbitrary number $`n`$ of such multiplets. As it is well known the $`4n`$ scalars parametrize the coset manifold $`SO(4,n)/SO(4)\times SO(n)`$. Taking into account that the pure supergravity has a non compact duality group $`O(1,1)`$ parametrized by $`e^\sigma `$, the duality group of the matter coupled theory is
$$G/H=\frac{SO(4,n)}{SO(4)\times SO(n)}\times O(1,1)$$
(3.2)
To perform the matter coupling we follow the geometrical procedure of introducing the coset representative $`L_\mathrm{\Sigma }^\mathrm{\Lambda }`$ of the matter coset manifold, where $`\mathrm{\Lambda },\mathrm{\Sigma },\mathrm{}=0,\mathrm{},3+n`$; decomposing the $`O(4,n)`$ indices with respect to $`H=SO(4)\times O(n)`$ we have:
$$L_\mathrm{\Sigma }^\mathrm{\Lambda }=(L_\alpha ^\mathrm{\Lambda },L_I^\mathrm{\Lambda })$$
(3.3)
where $`\alpha =0,1,2,3`$, $`I=4,\mathrm{},3+n`$. Furthermore, since we are going to gauge the $`SU(2)`$ diagonal subgroup of $`O(4)`$ as in pure Supergravity, we will also decompose $`L_\alpha ^\mathrm{\Lambda }`$ as
$$L_\alpha ^\mathrm{\Lambda }=(L_{0}^\mathrm{\Lambda },L_r^\mathrm{\Lambda })$$
(3.4)
The $`4+n`$ gravitational and matter vectors will now transform in the fundamental of $`SO(4,n)`$ so that the superspace vector curvatures will be now labeled by the index $`\mathrm{\Lambda }`$: $`F^\mathrm{\Lambda }(F^0,F^r,F^I)`$. Furthermore the covariant derivatives acting on the spinor fields will now contain also the composite connections of the $`SO(4,n)`$ duality group. Let us introduce the left-invariant 1-form of $`SO(4,n)`$
$$\mathrm{\Omega }_\mathrm{\Sigma }^\mathrm{\Lambda }=(L_\mathrm{\Pi }^\mathrm{\Lambda })^1dL_\mathrm{\Sigma }^\mathrm{\Pi }$$
(3.5)
satisfying the Maurer-Cartan equation
$$d\mathrm{\Omega }_\mathrm{\Sigma }^\mathrm{\Lambda }+\mathrm{\Omega }_\mathrm{\Pi }^\mathrm{\Lambda }\mathrm{\Omega }_\mathrm{\Sigma }^\mathrm{\Pi }=0$$
(3.6)
By appropriate decomposition of the indices, we find:
$`R_s^r=P_I^rP_s^I`$ (3.7)
$`R_{\mathrm{\hspace{0.17em}\; 0}}^r=P_I^rP_{0}^I`$ (3.8)
$`R_J^I=P_r^IP_J^rP_{0}^IP_J^0`$ (3.9)
$`P_r^I=0`$ (3.10)
$`P_{\mathrm{\hspace{0.17em}\; 0}}^I=0`$ (3.11)
where
$`R^{rs}d\mathrm{\Omega }_s^r+\mathrm{\Omega }_t^r\mathrm{\Omega }_s^t+\mathrm{\Omega }_{0}^r\mathrm{\Omega }_s^0`$ (3.12)
$`R^{r0}d\mathrm{\Omega }_{0}^r+\mathrm{\Omega }_t^r\mathrm{\Omega }_{0}^t`$ (3.13)
$`R^{IJ}d\mathrm{\Omega }_J^I+\mathrm{\Omega }_K^I\mathrm{\Omega }_J^K`$ (3.14)
and we have set
$$P_\alpha ^I=\{\begin{array}{cc}\hfill P_{\mathrm{\hspace{0.17em}\; 0}}^I\mathrm{\Omega }_{0}^I& \\ \hfill P_r^I\mathrm{\Omega }_r^I& \end{array}$$
Note that $`P_0^I`$, $`P_r^I`$ are the vielbeins of the coset, while $`(\mathrm{\Omega }^{rs},\mathrm{\Omega }^{r0})`$, $`(R^{rs},R^{ro})`$ are respectively the connections and the curvatures of $`SO(4)`$ decomposed with respect to the diagonal subgroup $`SU(2)SO(4)`$.
In terms of the previous definitions, the ungauged superspace curvatures of the matter coupled theory, generalizing eqs. (2.19) -(2.26) (with $`m=0`$) are now given by:
$`T^A`$ $`=𝒟V^a{\displaystyle \frac{i}{2}}\overline{\psi }_A\gamma _a\psi ^AV^a=0`$ (3.15)
$`R^{ab}`$ $`=^{ab}`$ (3.16)
$`H`$ $`=dB+2e^{2\sigma }\overline{\psi }_A\gamma _7\gamma _a\psi ^AV^a`$ (3.17)
$`F^\mathrm{\Lambda }`$ $`=^\mathrm{\Lambda }ie^\sigma L_0^\mathrm{\Lambda }ϵ^{AB}\overline{\psi }_A\gamma _7\psi _Bie^\sigma L_r^\mathrm{\Lambda }\sigma ^{rAB}\overline{\psi }_A\psi _B`$ (3.18)
$`\rho _A`$ $`=𝒟\psi _A{\displaystyle \frac{i}{2}}\sigma _{rAB}({\displaystyle \frac{1}{2}}ϵ^{rst}\mathrm{\Omega }_{st}i\gamma _7\mathrm{\Omega }_{r0})\psi ^B`$ (3.19)
$`D\chi _A`$ $`=𝒟\chi _A{\displaystyle \frac{i}{2}}\sigma _{rAB}({\displaystyle \frac{1}{2}}ϵ^{rst}\mathrm{\Omega }_{st}i\gamma _7\mathrm{\Omega }_{r0})\chi ^B`$ (3.20)
$`R(\sigma )`$ $`=d\sigma `$ (3.21)
$`\lambda _{IA}`$ $`=𝒟\lambda _{IA}{\displaystyle \frac{i}{2}}\sigma _{rAB}({\displaystyle \frac{1}{2}}ϵ^{rst}\mathrm{\Omega }_{st}i\gamma _7\mathrm{\Omega }_{r0})\lambda _I^B`$ (3.22)
$`R_0^I(\varphi )`$ $`P_0^I`$ (3.23)
$`R_r^I(\varphi )`$ $`P_r^I`$ (3.24)
where the last two equations define the ”curvatures” of the matter scalar fields $`\varphi ^i`$ as the vielbein of the coset:
$$P_0^IP_{0i}^Id\varphi ^iP_r^IP_{ri}^Id\varphi ^i$$
(3.25)
where $`i`$ runs over the $`4n`$ values of the coset vielbein world-components.
As in the pure supergravity case one can now write down the superspace Bianchi identities for the matter coupled curvatures. The computation is rather long but straightforward. We limit ourselves to give the new transformation laws of all the physical fields when matter is present, as derived from the solutions of the Bianchi identities.
$`\delta V_\mu ^a`$ $`=i\overline{\psi }_{A\mu }\gamma ^a\epsilon ^A`$ (3.26)
$`\delta B_{\mu \nu }`$ $`=2e^{2\sigma }\overline{\chi }_A\gamma _7\gamma _{\mu \nu }\epsilon ^A4e^{2\sigma }\overline{\epsilon }_A\gamma _7\gamma _{[\mu }\psi _{\nu ]}^A`$ (3.29)
$`\delta A_\mu ^\mathrm{\Lambda }`$ $`=2e^\sigma \overline{\epsilon }^A\gamma _7\gamma _\mu \chi ^BL_0^\mathrm{\Lambda }ϵ_{AB}+2e^\sigma \overline{\epsilon }^A\gamma _\mu \chi ^BL^{\mathrm{\Lambda }r}\sigma _{rAB}e^\sigma L_{\mathrm{\Lambda }I}\overline{\epsilon }^A\gamma _\mu \lambda ^{IB}ϵ_{AB}+`$
$`+2ie^\sigma L_0^\mathrm{\Lambda }\overline{\epsilon }_A\gamma ^7\psi _Bϵ^{AB}+2ie^\sigma L^{\mathrm{\Lambda }r}\sigma _r^{AB}\overline{\epsilon }_A\psi _B`$
$`\delta \psi _{A\mu }`$ $`=𝒟_\mu \epsilon _A+{\displaystyle \frac{1}{16}}e^\sigma [T_{[AB]\nu \lambda }\gamma _7T_{(AB)\nu \lambda }](\gamma _\mu ^{\nu \lambda }6\delta _\mu ^\nu \gamma ^\lambda )\epsilon ^B+`$
$`+{\displaystyle \frac{i}{32}}e^{2\sigma }H_{\nu \lambda \rho }\gamma _7(\gamma _\mu ^{\nu \lambda \rho }3\delta _\mu ^\nu \gamma ^{\lambda \rho })\epsilon _A+{\displaystyle \frac{1}{2}}\epsilon _A\overline{\chi }^C\psi _{C\mu }+`$
$`+{\displaystyle \frac{1}{2}}\gamma _7\epsilon _A\overline{\chi }^C\gamma ^7\psi _{C\mu }\gamma _\nu \epsilon _A\overline{\chi }^C\gamma ^\nu \psi _{C\mu }+\gamma _7\gamma _\nu \epsilon _A\overline{\chi }^C\gamma ^7\gamma ^\nu \psi _{C\mu }+`$
$`{\displaystyle \frac{1}{4}}\gamma _{\nu \lambda }\epsilon _A\overline{\chi }^C\gamma ^{\nu \lambda }\psi _{C\mu }{\displaystyle \frac{1}{4}}\gamma _7\gamma _{\nu \lambda }\epsilon _A\overline{\chi }^C\gamma ^7\gamma ^{\nu \lambda }\psi _{C\mu }`$
$`\delta \chi _A`$ $`={\displaystyle \frac{i}{2}}\gamma ^\mu _\mu \sigma \epsilon _A+{\displaystyle \frac{i}{16}}e^\sigma [T_{[AB]\mu \nu }\gamma _7+T_{(AB)\mu \nu }]\gamma ^{\mu \nu }\epsilon ^B+{\displaystyle \frac{1}{32}}e^{2\sigma }H_{\mu \nu \lambda }\gamma _7\gamma ^{\mu \nu \lambda }\epsilon _A`$ (3.30)
$`\delta \sigma `$ $`=\overline{\chi }_A\epsilon ^A`$ (3.31)
$`\delta \lambda ^{IA}`$ $`=iP_{ri}^I\sigma ^{rAB}_\mu \varphi ^i\gamma ^\mu \epsilon _B+iP_{0i}^Iϵ^{AB}_\mu \varphi ^i\gamma ^7\gamma ^\mu \epsilon _B+{\displaystyle \frac{i}{2}}e^\sigma T_{\mu \nu }^I\gamma ^{\mu \nu }\epsilon ^A`$ (3.32)
$`P_{0i}^I\delta \varphi ^i`$ $`={\displaystyle \frac{1}{2}}\overline{\lambda }_A^I\gamma _7\epsilon ^A`$ (3.33)
$`P_{ri}^I\delta \varphi ^i`$ $`={\displaystyle \frac{1}{2}}\overline{\lambda }_A^I\epsilon _B\sigma _r^{ab}`$ (3.34)
where we have introduced the ”dressed” vector field strengths
$`T_{[AB]\mu \nu }ϵ_{AB}L_{0\mathrm{\Lambda }}^1F_{\mu \nu }^\mathrm{\Lambda }`$ (3.35)
$`T_{(AB)\mu \nu }\sigma _{AB}^rL_{r\mathrm{\Lambda }}^1F_{\mu \nu }^\mathrm{\Lambda }`$ (3.36)
$`T_{I\mu \nu }L_{I\mathrm{\Lambda }}^1F_{\mu \nu }^\mathrm{\Lambda }`$ (3.37)
and we have omitted in the transformation laws of the fermions the three-fermions terms of the form $`(\chi \chi \epsilon )`$, $`(\lambda \lambda \epsilon )`$.
We observe that the solutions of the Bianchi identities also imply the equations of motion of the physical fields and therefore one can reconstruct in principle the space-time Lagrangian. Nevertheless, in general, it is simpler to construct the Lagrangian explicitly and we will present its complete expression in the forthcoming paper of reference . In the next section, however, we will need at least the kinetic terms and mass matrices terms in order to construct the scalar potential of the gauged theory. This is the topic of the next paragraph.
## 4 The gauging
The next problem we have to cope with is the gauging of the matter coupled theory and the determination of the scalar potential.
Let us first consider the ordinary gauging, with $`m=0`$, which, as usual, will imply the presence of new terms proportional to the coupling constants in the supersymmetry transformation laws of the fermion fields.
Our aim is to gauge a compact subgroup of $`O(4,n)`$. Since in any case we may gauge only the diagonal subgroup $`SU(2)O(4)H`$, the maximal gauging is given by $`SU(2)𝒢`$ where $`𝒢`$ is a $`n`$-dimensional subgroup of $`O(n)`$. According to a well known procedure, we modify the definition of the left invariant 1-form $`L^1dL`$ by replacing the ordinary differential with the $`SU(2)𝒢`$ covariant differential as follows:
$$L_\mathrm{\Sigma }^\mathrm{\Lambda }=dL_\mathrm{\Sigma }^\mathrm{\Lambda }f_{\mathrm{\Gamma }\mathrm{\Pi }}^\mathrm{\Lambda }A^\mathrm{\Gamma }L_\mathrm{\Sigma }^\mathrm{\Pi }$$
(4.1)
where $`f_{\mathrm{\Pi }\mathrm{\Gamma }}^\mathrm{\Lambda }`$ are the structure constants of $`SU(2)_d𝒢`$. More explicitly, denoting with $`ϵ^{rst}`$ and $`𝒞^{IJK}`$ the structure constants of the two factors $`SU(2)`$ and $`𝒢`$, equation (4.1) splits as follows:
$`L_\mathrm{\Sigma }^0=dL_\mathrm{\Sigma }^\mathrm{\Lambda }`$ (4.2)
$`L_\mathrm{\Sigma }^r=dL_\mathrm{\Sigma }^rgϵ_{ts}^rA^tL_\mathrm{\Sigma }^s`$ (4.3)
$`L_\mathrm{\Sigma }^I=dL_\mathrm{\Sigma }^Ig^{}𝒞_{KJ}^IA^KL_\mathrm{\Sigma }^J`$ (4.4)
Setting $`\widehat{\mathrm{\Omega }}=L^1L`$, one easily obtains the gauged Maurer-Cartan equations:
$$d\widehat{\mathrm{\Omega }}_\mathrm{\Sigma }^\mathrm{\Lambda }+\widehat{\mathrm{\Omega }}_\mathrm{\Pi }^\mathrm{\Lambda }\widehat{\mathrm{\Omega }}_\mathrm{\Sigma }^\mathrm{\Pi }=(L^1L)_\mathrm{\Sigma }^\mathrm{\Lambda }$$
(4.5)
where $`^\mathrm{\Lambda }T_\mathrm{\Lambda }`$, $`T_\mathrm{\Lambda }`$ being the generators of $`SU(2)𝒢`$.
After gauging, the same decomposition as in eqs. (3.7) -(3.11) now gives:
$`R_s^r=P_I^rP_s^I+(L^1L)_s^r`$ (4.6)
$`R_{\mathrm{\hspace{0.17em}\; 0}}^r=P_I^rP_{0}^I+(L^1L)_{0}^r`$ (4.7)
$`R_J^I=P_r^IP_J^rP_{0}^IP_J^0+(L^1L)_J^I`$ (4.8)
$`P_r^I=(L^1L)_r^I`$ (4.9)
$`P_{\mathrm{\hspace{0.17em}\; 0}}^I=(L^1L)_{0}^I`$ (4.10)
Because of the presence of the gauged terms in the coset curvatures, the new Bianchi Identities are not satisfied by the old superspace curvatures but we need extra terms in the fermion field strengths parametrizations, that is, in space-time language, extra terms in the transformation laws of the fermion fields of eqs. (3.29), (3.30), (3.32), named “fermionic shifts”.
$`\delta \psi _{A\mu }=\delta \psi _{A\mu }^{(old)}+S_{AB}(g,g^{})\gamma _\mu \epsilon ^B`$ (4.11)
$`\delta \chi _A=\delta \chi _A^{(old)}+N_{AB}(g,g^{})\epsilon ^B`$ (4.12)
$`\delta \lambda _A^I=\delta \lambda _A^{I(old)}+M_{AB}^I(g,g^{})\epsilon ^B`$ (4.13)
Again, working out the Bianchi identities, one fixes the explicit form of the fermionic shifts which turn out to be
$`S_{AB}^{(g,g^{})}={\displaystyle \frac{i}{24}}Ae^\sigma ϵ_{AB}{\displaystyle \frac{i}{8}}B_t\gamma ^7\sigma _{AB}^t`$ (4.14)
$`N_{AB}^{(g,g^{})}={\displaystyle \frac{1}{24}}Ae^\sigma ϵ_{AB}+{\displaystyle \frac{1}{8}}B_t\gamma ^7\sigma _{AB}^t`$ (4.15)
$`M_{AB}^{I(g,g^{})}=(C_t^I+2i\gamma ^7D_t^I)\sigma _{AB}^t`$ (4.16)
where
$`A=ϵ^{rst}K_{rst}`$ (4.17)
$`B^i=ϵ^{ijk}K_{jk0}`$ (4.18)
$`C_I^t=ϵ^{trs}K_{rIs}`$ (4.19)
$`D_{It}=K_{0It}`$ (4.20)
and the threefold completely antisymmetric tensors $`K^{}s`$ are the so called ”boosted structure constants” given explicitly by:
$`K_{rst}=gϵ_{lmn}L_r^l(L^1)_s^mL_t^n+g^{}𝒞_{IJK}L_r^I(L^1)_s^JL_t^K`$ (4.21)
$`K_{rs0}=gϵ_{lmn}L_r^l(L^1)_s^mL_{\mathrm{\hspace{0.17em}\; 0}}^n+g^{}𝒞_{IJK}L_r^I(L^1)_s^JL_{\mathrm{\hspace{0.17em}\; 0}}^K`$ (4.22)
$`K_{rIt}=gϵ_{lmn}L_r^l(L^1)_I^mL_t^n+g^{}𝒞_{LJK}L_r^L(L^1)_I^JL_t^K`$ (4.23)
$`K_{0It}=gϵ_{lmn}L_{\mathrm{\hspace{0.17em}\; 0}}^l(L^1)_I^mL_t^n+g^{}𝒞_{LJK}L_{\mathrm{\hspace{0.17em}\; 0}}^L(L^1)_I^JL_t^K`$ (4.24)
Actually one easily see that the fermionic shifts (4.14) (4.15) reduce to the pure supergravity $`g`$ dependent terms of equations (2.40), (2.40). (Note that, since $`L_\mathrm{\Sigma }^\mathrm{\Lambda }\delta _\mathrm{\Sigma }^\mathrm{\Lambda }`$ in absence of matter, the terms proportional to the Pauli $`\sigma `$ matrices are simply absent in such a limit.)
At this point one could compute the scalar potential of the matter coupled theory, in terms of the fermionic shifts just determined, using the well known Ward identity of the scalar potential which can be derived from the Lagrangian. Since we are going to perform this derivation once we will introduce also $`m`$ dependent terms in the fermionic shifts, we just quote, for the moment the expected result that the potential due only to $`g`$ and $`g^{}`$ dependent shifts doesn’t admit a stable $`AdS`$ background configuration. We are thus, led as in the pure supergravity case, to determine suitable $`m`$ dependent terms that reduce to the $`m`$ terms of eqs. (2.57), (2.57) in absence of matter multiplets. One can see that a simple-minded ansatz of keeping exactly the same form for the $`m`$ dependent terms as in the pure Supergravity case is not consistent with the gauged superspace Bianchi identities.
It turns out that a consistent solution for the relevant $`m`$ terms to be added to the fermionic shifts, implies the presence of the coset representatives; that is, the $`m`$-terms must also be ”dressed” with matter scalar fields as it happens for the $`g`$ and $`g^{}`$ dependent terms. Explicitly, the Bianchi identities solution for the new fermionic shifts is:
$`S_{AB}^{(g,g^{},m)}={\displaystyle \frac{i}{24}}[Ae^\sigma +6me^{3\sigma }(L^1)_{00})ϵ_{AB}{\displaystyle \frac{i}{8}}[B_te^\sigma 2me^{3\sigma }(L^1)_{i0}]\gamma ^7\sigma _{AB}^t`$ (4.25)
$`N_{AB}^{(g,g^{},m)}={\displaystyle \frac{1}{24}}[Ae^\sigma 18me^{3\sigma }(L^1)_{00})]ϵ_{AB}+{\displaystyle \frac{1}{8}}[B_te^\sigma +6me^{3\sigma }(L^1)_{i0}]\gamma ^7\sigma ^t_{AB}`$ (4.26)
$`M_{AB}^{I(g,g^{},m)}=(C_t^I+2i\gamma ^7D_t^I)e^\sigma \sigma _{AB}^t2me^{3\sigma }(L^1)_{0}^Iϵ_{AB}`$ (4.27)
Let us note that, similarly to what happens in the pure supergravity case, the $`m`$ dependent terms behave in an analogous way as the $`g`$ dependent gauging terms, the former being dressed by the scalar fields in a similar way as the latters. The difference is that, while the gauged terms are threelinear in the coset representatives of the duality group, the $`m`$ terms are linear (recall that because of the pseudo-orthogonality condition, $`L^1=\eta L^T\eta `$).<sup>3</sup><sup>3</sup>3Amusingly enough the reverse situation happens for the ”coset” representative of $`O(1,1)`$: the $`g`$ terms are linear in $`e^\sigma `$, while the $`m`$ terms are threelinear, being proportional to $`e^{3\sigma }`$. Furthermore we note that, as it happens for the $`g`$ and $`g^{}`$ terms, the matter coupling forces new terms in the fermionic shifts proportional to $`\sigma _{AB}^t`$ while for the gaugino shift the $`m`$ terms contribute terms proportional to $`ϵ_{AB}`$.
## 5 The scalar potential
The simplest way to derive the scalar potential is to use the supersymmetry Ward identity which relates the scalar potential to the fermionic shifts in the transformation laws . In order to retrieve such identity it is necessary to have the relevant terms of the Lagrangian of the gauged theory. These terms are actually the kinetic ones and the ”mass” terms given in the following equation:
$`(detV)^1={\displaystyle \frac{1}{4}}{\displaystyle \frac{1}{8}}e^{2\sigma }𝒩_{\mathrm{\Lambda }\mathrm{\Sigma }}\widehat{}_{\mu \nu }^\mathrm{\Lambda }\widehat{}^{\mathrm{\Sigma }\mu \nu }+^\mu \sigma _\mu \sigma {\displaystyle \frac{1}{4}}(P_\mu ^{I0}P_{I0}^\mu +P_\mu ^{Ir}P_{Ir}^\mu )+`$
$`{\displaystyle \frac{i}{2}}\overline{\psi }_{A\mu }\gamma ^{\mu \nu \rho }D_\nu \psi _\rho ^A+{\displaystyle \frac{i}{8}}\overline{\lambda }_A^I\gamma ^\mu D_\mu \lambda _I^A2i\overline{\chi }_A\gamma ^\mu D_\mu \chi ^A+2i\overline{\psi }_\mu ^A\gamma ^{\mu \nu }\overline{S}_{AB}\psi _\nu ^B+`$
$`+4i\overline{\psi }_\mu ^A\gamma ^\mu \overline{N}_{AB}\chi ^B+{\displaystyle \frac{i}{4}}\overline{\psi }_\mu ^A\gamma ^\mu \overline{M}_{AB}^I\lambda _I^B+𝒲(\sigma \varphi ^i;g,g^{},m)+\mathrm{}`$ (5.1)
where
$$𝒩_{\mathrm{\Lambda }\mathrm{\Sigma }}=L_\mathrm{\Lambda }^{\mathrm{\hspace{0.17em}\; 0}}L_{0\mathrm{\Sigma }}^1+L_\mathrm{\Lambda }^iL_{i\mathrm{\Sigma }}^1L_\mathrm{\Lambda }^IL_{I\mathrm{\Sigma }}^1$$
(5.2)
is the vector kinetic matrix, $`\widehat{}_{\mu \nu }^\mathrm{\Lambda }_{\mu \nu }^\mathrm{\Lambda }m\delta _0^\mathrm{\Lambda }B_{\mu \nu }`$ and $`𝒲`$ is minus the scalar potential.
In equation (5) there appear “barred mass-matrices” $`\overline{S}_{AB},\overline{N}_{AB},\overline{M}_{AB}^I`$ which are slightly different from the fermionic shifts defined in eqs. (4.25), (4.26), (4.27). Actually they are defined by:
$$\overline{S}_{AB}=S_{BA},\overline{N}_{AB}=N_{BA},\overline{M}_{AB}^I=M_{BA}^I$$
(5.3)
Definitions (5.3) stem from the fact that the shifts defined in eqs. (4.25), (4.26), (4.27) are matrices in the eight-dimensional spinor space, since they contain the $`\gamma _7`$ matrix; as will be seen in a moment, such definition is actually necessary in order to satisfy the supersymmetry Ward identity.
Indeed, let us perform the supersymmetry variation of (5), keeping only the terms proportional to $`g`$, $`g^{}`$ or $`m`$, and to the current $`\overline{\psi }_{A\mu }\gamma ^\mu ϵ^A`$; we find the following Ward identity, :
$$\delta _A^C𝒲=20\overline{S}^{AB}S_{BC}+4\overline{N}^{AB}N_{BC}+\frac{1}{4}\overline{M}_I^{AB}M_{BC}^I$$
(5.4)
However we note that, performing the supersymmetry variation, the gauge terms also give rise to extra terms proportional to the current $`\overline{\psi }_{A\mu }\gamma ^7\gamma ^\mu ϵ^A`$, which have no counterpart in the term containing the potential $`𝒲`$. Because of the definition of the barred mass matrices in eq. (5.3) it is easily seen that such ”$`\gamma ^7`$-terms”, arising from $`\overline{S}^{AB}S_{BC}`$ and $`\overline{N}^{AB}N_{BC}`$ cancel against each other.
As far as the term $`\overline{M}_I^{AB}M_{BC}^I`$ is concerned, the same mechanism of cancellation again applies to the terms proportional to $`\overline{\psi }_{A\mu }\gamma _7\gamma ^\mu ϵ^A\sigma _C^{rA}`$; there is, however, a residual dangerous term of the form
$$\delta _C^A\overline{\psi }_{A\mu }\gamma ^\mu \gamma ^7D_s^IC_I^sϵ^C$$
(5.5)
One can show that this term vanishes identically owing to the non trivial relation
$$D_t^IC_I^t=0$$
(5.6)
Equation (5.6) can be shown to hold using the pseudo-orthogonality relation $`L^T\eta L=\eta `$ among the coset representatives and the Jacobi identities $`C_{I[JK}C_{L]MN}=0`$, $`ϵ_{r[st}ϵ_{l]mn}=0`$. This is a non trivial check of our computation.
It now follows that the Ward identity eq. (5.4) is indeed satisfied since all the terms on the r.h.s., once the ”$`\gamma ^7`$-terms” have been cancelled, are proportional to $`\delta _A^C`$.
Using the expressions (4.25), (4.26), (4.27), (5.3) in equation (5.4), we obtain the explicit form of the scalar potential
$`𝒲(\varphi )=`$ $`5\{[{\displaystyle \frac{1}{12}}(Ae^\sigma +6me^{3\sigma }L_{00})]^2+[{\displaystyle \frac{1}{4}}(e^\sigma B_i2me^{3\sigma }L_{0i})]^2\}+`$ (5.7)
$`\{[{\displaystyle \frac{1}{12}}(Ae^\sigma 18me^{3\sigma }L_{00})]^2+[{\displaystyle \frac{1}{4}}(e^\sigma B_i+6me^{3\sigma }L_{0i})]^2\}+`$
$`{\displaystyle \frac{1}{4}}\{C_t^IC_{It}+4D_t^ID_{It}\}e^{2\sigma }m^2e^{6\sigma }L_{0I}L^{0I}`$
Let us note that, setting
$`={\displaystyle \frac{1}{12}}(Ae^\sigma +6me^{3\sigma }L_{00})`$ (5.8)
$`𝒦_i={\displaystyle \frac{1}{4}}(e^\sigma B_i+6me^{3\sigma }L_{0i})`$ (5.9)
the potential can be written as follows
$`𝒲=5\{^2+𝒦^i𝒦_i\}\{[_\sigma ]^2+_\sigma 𝒦^i_\sigma 𝒦_i\}2\{_{I\alpha }^{I\alpha }+_{I\alpha }𝒦_i^{I\alpha }𝒦^i\}_{m=0}+`$
$`\{_{I\alpha }^{I\alpha }+_{I\alpha }𝒦_i^{I\alpha }𝒦^i\}_{g=0}`$ (5.10)
or alternatively
$`𝒲=5\{^2+𝒦^i𝒦_i\}\{[_\sigma ]^2+_\sigma 𝒦^i_\sigma 𝒦_i\}2\{_{I\alpha }^{I\alpha }+_{I\alpha }𝒦_i^{I\alpha }𝒦^i\}+`$
$`+m^2e^{6\sigma }L_{0I}L^{0I}`$ (5.11)
where $`_{I\alpha }(_{I0},_{Ir})`$ denote the derivatives with respect to the ”linearized coordinates”: that is, using the Maurer-Cartan equations
$`^HL_I^\mathrm{\Lambda }=L_\alpha ^\mathrm{\Lambda }P_I^\alpha `$
$`^HL_\alpha ^\mathrm{\Lambda }=L_I^\mathrm{\Lambda }P_\alpha ^I`$ (5.12)
the flat derivative $`_{I\alpha }`$ are defined as the coefficient of the coset vielbein $`P^{I\alpha }`$ in equations (5.12). In deriving equations (5.10), (5) one has to make use of the following relations which are a straightforward consequence of the definitions (4.17) -(4.20)
$`_{I0}A=0`$ (5.13)
$`_{Ir}A=C_{Ir}`$ (5.14)
$`_{I0}B_i=C_{iI}`$ (5.15)
$`_{Ir}B_i=2ϵ_{rik}D_{Ik}`$ (5.16)
Expanding the squares in equation (5.7)the potential $`𝒲`$can be alternatively written as follows:
$`𝒲=e^{2\sigma }[{\displaystyle \frac{1}{36}}A^2+{\displaystyle \frac{1}{4}}B^iB_i{\displaystyle \frac{1}{4}}(C_t^IC_{It}+4D_t^ID_{It})]m^2e^{6\sigma }𝒩_{00}+`$
$`+me^{2\sigma }[{\displaystyle \frac{2}{3}}AL_{00}2B^iL_{0i}]`$ (5.17)
where $`𝒩_{00}`$ is the 00 component of the vector kinetic matrix defined in eq. (5.2).
We now show that, apart from other possible extrema not considered here, a stable supersymmetric extremum of the potential $`𝒲`$ is found to be the same as in the case of pure supergravity, that is we get an $`AdS`$ supersymmetric background only for $`g=3m`$. In fact, setting $`_\sigma 𝒲=0`$ and keeping only the non vanishing terms at $`\sigma =q^{I\alpha }=0`$, $`q^{I\alpha }`$ being the flat coordinates, we have
$`_\sigma 𝒲=[{\displaystyle \frac{1}{18}}A^2e^{2\sigma }{\displaystyle \frac{4}{3}}mAL_{00}e^{2\sigma }+6m^2L_{00}^2e^{6\sigma }]_{\sigma =q^{I\alpha }=0}`$ (5.18)
since all the other terms entering the $`_\sigma 𝒲`$ contain at least one off-diagonal element of the coset representative which vanishes identically when the scalar fields are set equal to zero. Furthermore, from the definition (4.17) and using $`L_\mathrm{\Sigma }^\mathrm{\Lambda }(q_\alpha ^I=0)=\delta _\mathrm{\Sigma }^\mathrm{\Lambda }`$, we find:
$$A(q_\alpha ^I=0)=6g;L_{00}(q_\alpha ^I=0)=1$$
(5.19)
so that
$`_\sigma 𝒲|_{\sigma =q=0}=2g^28mg+6m^2=0`$ (5.20)
As the partial derivatives $`(\frac{𝒲}{q^{I0}})_{\sigma =q=0}`$, $`(\frac{𝒲}{q^{Ir}})_{\sigma =q=0}`$ are also zero, since they contains at least one off-diagonal coset representative, the condition for the minimum is given by eq. (5.20) which coincides with the equation one obtains for the pure Supergravity case, whose solutions are $`g=m`$, $`g=3m`$.
Using equations (5.19), (5.20), (4.11) -(4.13) one can easily recognize that only the $`g=3m`$ solution gives rise to a supersymmetric $`AdS`$ background.
A further issue related to the scalar potential, which is an important check of all our calculation, is the possibility of computing the masses of the scalar fields by varying the linearized kinetic terms and the potential of (5), after power expansion of $`𝒲`$ up to the second order in the scalar fields $`q_\alpha ^I`$.
We find:
$`({\displaystyle \frac{^2𝒲}{\sigma ^2}})_{\sigma =q=0,g=3m}=48m^2`$ (5.21)
$`({\displaystyle \frac{^2𝒲}{q^{I0}q^{J0}}})_{\sigma =q=0,g=3m}=8m^2\delta ^{IJ}`$ (5.22)
$`({\displaystyle \frac{^2𝒲}{q^{Ir}q^{Js}}})_{\sigma =q=0,g=3m}=24m^2\delta ^{IJ}\delta ^{rs}`$ (5.23)
The linearized equations of motion become:
$`\mathrm{}\sigma 24m^2\sigma =0`$ (5.24)
$`\mathrm{}q^{I0}16m^2q^{I0}=0`$ (5.25)
$`\mathrm{}q^{Ir}24m^2q^{Ir}=0`$ (5.26)
If we use as mass unity the inverse $`AdS`$ radius, which in our conventions (see eq.(2.61)) is $`R_{AdS}^2=4m^2`$ we get:
$`m_\sigma ^2=6`$
$`m_{q^{I0}}^2=4`$
$`m_{q^{Ir}}^2=6`$ (5.27)
These values should be compared with the results obtained in reference where the supergravity and matter multiplets of the $`AdS_6F(4)`$ theory were constructed in terms of the singleton fields of the 5-dimensional conformal field theory, the singleton being given by hypermultiplets transforming in the fundamental of $`𝒢E_7`$. It is amusing to see that the values of the masses of the scalars computed in terms of the conformal dimensions are exactly the same as those given in equation (5.27).
This coincidence can be considered as a non trivial check of the $`AdS/CFT`$ correspondence in six versus five dimensions.
To make contact with what follows we observe that the scalar squares masses in $`AdS_{d+1}`$ are given by the $`SO(2,d)`$ quadratic Casimir
$$m^2=E_0(E_0d)$$
(5.28)
They are negative in the interval $`\frac{d2}{2}E_0<d`$ (the lower bound corresponding to the unitarity bound i.e. the singleton) and attain the Breitenlohner-Freedman bound when $`E_0=dE_0`$ i.e. at $`E_0=\frac{d}{2}`$ for which $`m^2=\frac{d^2}{4}`$. Conformal propagation correspond to $`m^2=\frac{d^21}{4}`$ i.e. $`E_0=\frac{d\pm 1}{2}`$. This is the case of the dilaton and triplet matter scalars.
## 6 $`F(4)𝒢`$ Superconformal Field Theory
In this section we describe the basics of the $`F(4)`$ highest weight unitary irreducible representations “UIR’s” and exhibit two towers of short representations which are relevant for a K-K analysis of type IIA theory on (warped) $`AdS_6S^4`$ ,.
We will not consider here the $`𝒢`$ representation properties but we will only concentrate on the supersymmetric structure.
Recalling that the even part of the $`F(4)`$ superalgebra is $`SO(2,5)SU(2)`$, from a general result on Harish-Chandra modules ,, , of $`SO(2,2n+1)`$ we know that there are only a spin 0 and a spin 1/2 singleton unitary irreducible representations , which, therefore, merge into a unique supersingleton representation of the $`F(4)`$ superalgebra: the hypermultiplet .
To describe shortening is useful to use a harmonic superfield language .
The harmonic space is in this case the 2-sphere<sup>4</sup><sup>4</sup>4The sphere is the simplest example of “flag manifold” whose geometric structure underlies the construction of harmonic superspaces $`SU(2)/U(1)`$, as in $`N=2,d=4`$ and $`N=1,d=6`$. A highest weight UIR of $`SO(2,5)`$ is determined by $`E_0`$ and a UIR of $`SO(5)Usp(4)`$, with Dynkin labels $`(a_1,a_2)`$ <sup>5</sup><sup>5</sup>5Note that the $`Usp(4)`$ Young labels $`h_1,h_2`$ are related to $`a_1,a_2`$ by $`a_1=2h_2;a_2=h_1h_2`$.. We will denote such representations by $`𝒟(E_0,a_1,a_2)`$. The two singletons correspond to $`E_0=3/2`$, $`a_1=a_2=0`$ and $`E_0=2`$, $`a_1=1`$, $`a_2=0`$.
In the $`AdS/CFT`$ correspondence $`(E_0,a_1,a_2)`$ become the conformal dimension and the Dynkin labels of $`SO(1,4)Usp(2,2)`$.
The highest weight UIR of the $`F(4)`$ superalgebra will be denoted by $`𝒟(E_0,a_1,a_2;I)`$ where $`I`$ is the $`SU(2)`$ $`R`$-symmetry quantum number (integer or half integer).
We will show shortly that there are two (isolated) series of UIR’s which correspond respectively to $`1/2`$ BPS short multiplets (analytic superfields) and intermediate short superfields. The former have the property that they form a ring under multiplication, as the chiral fields in $`d=4`$ .
The first series is the massive tower of short vector multiplets whose lowest members is a massless vector multiplet in $`Adj𝒢`$ corresponding to the conserved currents of the $`𝒢`$ global symmetry of the five dimensional conformal field theory.
The other series is the tower of massive graviton multiplets, which exhibit ”intermediate shortening” and it is not of BPS type. Its lowest member is the supergravity multiplet which contains the $`SU(2)`$ $`R`$-symmetry current and the stress-tensor among the superfield components.
### 6.1 $`F(4)`$ superfields
The basic superfield is the supersingleton hypermultiplet $`W^A(x,\theta )`$, which satisfies the constraint
$$D_\alpha ^{(A}W^{B)}(x,\theta )=0$$
(6.1)
corresponding to the irrep. $`𝒟(E_0=\frac{3}{2},0,0;I=\frac{1}{2})`$ .
By using harmonic superspace, $`(x,\theta _I,u_i^I)`$, where $`\theta _I=\theta _iu_I^i`$, $`u_I^i`$ is the coset representative of $`SU(2)/U(1)`$ and $`I`$ is the charge $`U(1)`$-label, from the covariant derivative algebra
$$\{D_\alpha ^A,D^jB_\beta \}=iϵ^{AB}_{\alpha \beta }$$
(6.2)
we have
$$\{D_\alpha ^I,D_\beta ^I\}=0D_\alpha ^I=D_\alpha ^iu_i^I$$
(6.3)
Therefore from eq. (6.1) it follows the $`G`$-analytic constraint:
$$D_\alpha ^1W^1=0$$
(6.4)
which implies
$$W^1(x,\theta )=\phi ^1+\theta _2^\alpha \zeta _\alpha +d.t.$$
(6.5)
(d.t. means “derivative terms”).
Note that $`W^1`$ also satisfies
$$D_\alpha ^2D^{2\alpha }W^1=0$$
(6.6)
because there is no such scalar component<sup>6</sup><sup>6</sup>6This is rather similar to the treatment of the (1,0) hypermultiplet in $`D=6`$ in $`W^1`$.
$`W^1`$ is a Grassman analytic superfield, which is also harmonic (that is $`𝐃_2^1W^1=0`$ where, using notations of reference , $`𝐃_2^1`$ is the step-up operator of the $`SU(2)`$ algebra acting on harmonic superspace).
Since $`W^1`$ satifies $`D^1W^1=0`$, any $`p`$-order polynomial
$$I_p(W^1)=(W^1)^p$$
(6.7)
will also have the same property, so these operators form a ring under multiplication , they are the 1/2 BPS states of the $`F(4)`$ superalgebra and represent massive vector multiplets $`(p>2)`$, and massless bulk gauge fields for $`p=2`$.
The above multiplets correspond to the $`D(E_0=3I,0,0;I=\frac{p}{2})`$ h.w. U.I.R.’s of the $`F(4)`$ superalgebra.
Note also that if $`W^1`$ carries a pseudo-real representation of the flavor group $`𝒢`$ (e.g. 56 of $`𝒢=E_7`$) then $`W^1`$ satisfies a reality condition
$$(W^1)^{}=W^2$$
(6.8)
corresponding to the superfield constraint
$$(W^A)^\mathrm{\Lambda }=ϵ_{AB}\mathrm{\Omega }_{\mathrm{\Lambda }\mathrm{\Sigma }}W^{jB\mathrm{\Sigma }}$$
(6.9)
The $`SU(2)`$ quantum numbers of the $`W^{1p}`$ superfield components are:
$`(\theta )^0spin\mathrm{\hspace{0.17em}\; 0}I={\displaystyle \frac{p}{2}}`$
$`(\theta )^1spin{\displaystyle \frac{1}{2}}I={\displaystyle \frac{p}{2}}{\displaystyle \frac{1}{2}}`$
$`(\theta )^2spin\mathrm{\hspace{0.17em}\; 0}spin\mathrm{\hspace{0.17em}\; 1}I={\displaystyle \frac{p}{2}}1`$
$`(\theta )^3spin{\displaystyle \frac{1}{2}}I={\displaystyle \frac{p}{2}}{\displaystyle \frac{3}{2}}`$
$`(\theta )^4spin\mathrm{\hspace{0.17em}\; 0}I={\displaystyle \frac{p}{2}}2`$
Note that the $`(\theta )^4`$ component is missing for $`p=2`$, $`p=3`$, while the $`(\theta )^3`$ component is missing for $`p=2`$. However the total number of states is $`8(p1)`$ both for boson and fermion fields ($`p2`$).
The AdS squared mass for scalars is
$$m_s^2=E_0(E_05)$$
(6.10)
so there are three families of scalar states with
$`m_1^2={\displaystyle \frac{3}{4}}p(3p10)p2`$
$`m_2^2={\displaystyle \frac{1}{4}}(3p+2)(3p8)p2`$
$`m_3^2={\displaystyle \frac{1}{4}}(3p+4)(3p6)p4`$
The only scalars states with $`m^2<0`$ are the scalar in the massless vector multiplet $`(p=2)`$ with $`m_1^2=6`$, $`m_2^2=4`$ (no states with $`m^2=0`$ exist) and in the $`p=3`$ multiplet with $`m^2=\frac{9}{4}`$.
We now consider the second ”short” tower containing the graviton supermultiplet and its recurrences.
The graviton multiplet is given by $`W^1\overline{W}^1`$. Note that such superfield is not $`G`$-analytic, but it satisfies
$$D_\alpha ^1D^{1\alpha }(W^1\overline{W}^1)=D_\alpha ^2D^{2\alpha }(W^1\overline{W}^1)=0$$
(6.11)
this multiplet is the $`F(4)`$ supergravity multiplet. Its lowest component, corresponding to the dilaton in $`AdS_6`$ supergravity multiplet, is a scalar with $`E_0=3`$ $`(m^2=6)`$ and $`I=0`$.
The tower is obtained as follows
$$G_{q+2}(W)=W^1\overline{W}^1(W^1)^q$$
(6.12)
where the massive graviton, described in eq.. (6.12) has $`E_0=5+\frac{3}{2}q`$ and $`I=\frac{q}{2}`$.
Note that the $`G_{q+2}`$ polynomial, although not $`G`$-analytic, satisfies the constraint
$$D_\alpha ^1D^{1\alpha }G_{q+2}(W)=0$$
(6.13)
so that it corresponds to a short representation with quantized dimensions and highest weight given by $`D(E_0=3+3I,0,0;I=\frac{q}{2})`$.
We call these multiplets, following , ”intermediate short” because, although they have some missing states, they are not BPS in the sense of supersymmetry. In fact they do not form a ring under multiplication.
It is worthwhile to mention that the towers given by (6.7), (6.12) correspond to the two isolated series of UIR’s of the $`F(4)`$ superalgebra argued to exist in .
There are also long spin 2 multiplets containing $`2^8`$ state where $`E_0`$ is not quantized and satisfies the bound $`E_06`$.
Finally let us make some comments on the role played by the flavour symmetry $`𝒢`$.
It is clear that, since the supersingleton $`W^1`$ is in a representation of $`𝒢`$ (other than the gauge group of the world-volume theory), the $`I_p`$ and $`G_{q+2}`$ polynomials will appear in the $`p`$-fold and $`(q+2)`$-fold tensor product representations of the $`𝒢`$ group. This representation is in general reducible, however the 1/2 BPS states must have a first component totally symmetric in the $`SU(2)`$ indices and, therefore, only certains $`𝒢`$ representations survive.
Moreover in the $`(W^1)^2`$ multiplet, corresponding to the massless $`𝒢`$\- gauge vector multiplets in $`AdS_6`$, we must pick up the adjoint representation $`Adj𝒢`$ and in $`W^1\overline{W}^1`$, corresponding to the graviton multiplet, we must pick up the $`𝒢`$ singlet representation.
However in principle there can be representations in the higher symmetric and antisymmetric products, and the conformal field theory should tell us which products remains, since the flavor symmetry depends on the specific dynamical model.
The states discussed in this paper are expected to appear , in the K-K analysis of IIA massive supergravity on warped $`AdS_6S^4`$. It is amusing that superconformal field theory largely predicts the spectrum just from symmetry cosiderations. What is new in the $`F(4)`$ theory is the fact that, since it is not a theory with maximal symmetry, it allows in principle some rich dynamics and more classes of short representations than the usual compactification on spheres.
The K-K reduction is related to the horizon geometry of the $`D4`$ branes in a $`D8`$ brane background in presence of $`D0`$ branes , .
Conformal theories at fixed points of $`5d`$ gauge theories exist which exibit global symmetries $`E_{N_f+1}SO(2N_f)U(1)`$, where $`N_f1`$ is the number of flavors ($`N_f`$ $`D8`$ branes) and $`U(1)`$ is the “instantons charge” (dual to the $`D0`$ brane charge).
The $`E`$ exceptional series therefore unifies perturbative and non perturbative series of the gauge theory.
It is natural to conjecture that a conformal fixed point $`5d`$ theory can be described by a singleton supermultiplet in the fundamental rep. of $`E_{N_f+1}`$. For the exceptional groups $`N_f5`$ these are the 27 of $`E_6`$, the 56 of $`E_7`$ and the 248 of $`E_8`$ which are respectively complex, pseudo-real and real. The $`E_7`$ case was considered in ref. . States coming from wrapped $`D8`$ branes will carry a non trivial representation of $`SO(2N_f)`$, which, together with some other states, must complete representations of $`E_{N_f+1}`$. It is possible that from the knowledge of $`SO(2N_f)`$ quantum numbers of supergravity in $`D4D8`$ background one may infer the spectrum of $`E_{N_f+1}`$ representations and then to realize these states in terms of boundary composite conformal operators.
## 7 Acknowledgements
The authors are grateful to A. Ceresole for her important aid in the early part of our work.We also thank G.G. Dall’Agata and especially to A. Zaffaroni for interesting discussions and suggestions and P. Fré for his aid in the symbolic manipulation of the Fierz identities with Mathematica. One of us (R.D’A.) thanks the theoretical Division of CERN for the kind hospitality extended to him when most of this work was performed.
The work of R. D’Auria and S. Vaulá has been supported by EEC under TMR contract ERBFMRX-CT96-0045, the work of S. Ferrara has been supported by the EEC TMR programme ERBFMRX-CT96-0045 (Laboratori Nazionali di Frascati, INFN) and by DOE grant DE-FG03-91ER40662, Task C.
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# Number Operator Algebras and Deformations of ϵ-Poisson Algebras
## 1 Introduction
In Scheunert has introduced the concept of $`ϵ`$-algebra, which seems to be the widest generalization of super-algebra. The sign appearing in super-algebra is generalized in $`ϵ`$-algebra by a so-called “commutation factor”. We will define this concept in section 2, and quickly review some basic facts, most of which can be found in or . However, we will emphasize on free $`ϵ`$-modules, since they do not behave as simply as super-modules, something that is not always clearly stated. We will define three different notions of rank for these modules and give a sufficient condition for an $`ϵ`$-algebra to have invariant basis number, in the sense of Cohn (see ).
Although the existence of $`ϵ`$-algebras is quite well known, their study has not been undertaken with the same energy as the study of super-algebras mainly for two reasons : they are much too general and they have not proved to be useful for physics yet. Nevertheless, the particular case where the gradation is over $`𝐙`$ and $`ϵ=(1)^d`$, with $`d`$ an (anti-)symmetric bilinear form seems to be the first logical step away from super-symmetry if ever this step has to be made. This is precisely this kind of $`ϵ`$-algebras we were naturally led to while studying “number operator algebras”. The latter are algebras we expect to play a role in the quantization procedure of the equations of motion of a system of harmonic oscillators (see ). We define them and give a classification theorem in section 3.
Interestingly enough, every number operator algebra depends on a single constant $`h`$ (which plays the role of the Planck constant). It is then natural to try to interpret the algebras at $`h0`$ (quantum algebras) as deformations of those at $`h=0`$ (classical algebras) as we shall see in section 4.
In section 5, we show that except in two special cases that happen only for a finite number of degrees of freedom (thus, not in field theory) and which deserve to be studied on their own, the classical algebras are endowed with an $`ϵ`$-Poisson structure coming from the $`ϵ`$-Lie structure on the quantum algebras. This $`ϵ`$-Poisson structure can be used to formulate “classical” equations of motion for the system of harmonic oscillators under consideration.
Throughout the article, we denote by $`K`$ a field, and by $`KX`$ the free algebra generated by a set $`X`$ over $`K`$. All rings and algebras are unital, and morphisms preserve unit.
## 2 $`ϵ`$-algebra
### 2.1 Basic definitions
The following definition comes from (chap. III, p. 46. See also p. 116). Note that, in contrast with and , we do not assume that $`G`$ is a group.
###### Definition 1
Let $`(G,+)`$ be a commutative monoid. A commutation factor on $`G`$ with values in $`K`$ is a mapping $`ϵ:G\times GK`$ such that :
$`ϵ(g,h)ϵ(h,g)=1`$ (1)
$`ϵ(g+h,k)=ϵ(g,k)ϵ(h,k)`$ (2)
¿From (1) and (2) one sees at once that $`ϵ(g,h+k)=ϵ(g,h)ϵ(g,k)`$. Of course, the range of $`ϵ`$ is included in $`K^\times `$, the group of invertible elements of $`K`$. Moreover, from (1), we have $`ϵ(g,g)^2=1`$ for any $`gG`$. ¿From (2) we also have $`ϵ(0,g)=ϵ(g,0)=1`$. In particular $`ϵ(0,0)=1`$. If $`g`$ has an opposite $`g^{}`$, we see from (2) that $`ϵ(g^{},k)=ϵ(g,k)^1`$. Thus, if $`G`$ is a semi-group, we can extend $`ϵ`$ uniquely to the group obtained from $`G`$ by symmetrization. It is obvious that this extension is a commutation factor.
We now define a map $`p`$ (for “parity”), from $`G`$ to $`𝐙/2𝐙`$ by $`p(g)=0`$ if $`ϵ(g,g)=1`$ and $`p(g)=1`$ if $`ϵ(g,g)=1`$. Since $`ϵ(g+h,g+h)=ϵ(g,g)ϵ(g,h)ϵ(h,g)ϵ(h,h)`$ $`=ϵ(g,g)ϵ(h,h)`$, and $`ϵ(0,0)=1`$, $`p`$ is a monoid homomorphism from $`(G,+)`$ to $`(𝐙/2𝐙,+)`$. Let us call $`G_0=Ker(p)`$, and $`G_1=GG_0`$. The elements in $`G_0`$ are called “even”, the ones in $`G_1`$ are called “odd”.
Note that in order to have $`G_1\mathrm{}`$ we must impose a condition on $`G`$. Indeed, since $`ϵ(n.g,g)=ϵ(g,g)^n`$ every odd element must be of even order. For instance, if $`G=𝐙/p𝐙`$ with $`p`$ odd then $`G_1=\mathrm{}`$ for every $`ϵ`$ defined on $`G`$.
Now for an example : let $`G=𝐙\times 𝐙`$, take $`qK^\times `$, and set $`ϵ_q((k,l),(m,n))=q^{lmkn}`$. More generally, for any $`G`$ consider a monoid homomorphism $`\varphi :G\times G(𝐙,+)`$ which is anti-symmetric, then for any $`qK^\times `$, $`ϵ=q^\varphi `$ is a commutation factor. Note that if $`q=\pm 1`$, $`\varphi `$ may either be taken symmetric or anti-symmetric.
###### Definition 2
Let $`A`$ be a $`K`$-algebra. $`A`$ is called a $`G`$-graded $`K`$-algebra iff there exist $`K`$-subspaces $`(A_g)_{gG}`$, such that :
$`A={\displaystyle \underset{gG}{}}A_g`$ (3)
$`A_gA_hA_{g+h}`$ (4)
An element in $`A_g`$ for some $`g`$ is called homogenous. In the sequel, we use the following notation : if $`aA_g`$, we write $`\overline{a}=g`$. More generally, if $`x`$ is a homogenous element in any $`G`$-graded object, we will write $`\overline{x}`$ for the grade of $`x`$.
We also introduce the notation “$`_h`$” that will mean “for all homogenous”. For example, $`_hxA`$ means “for all homogenous $`x`$ in $`A`$”.
A couple $`(A,ϵ)`$ where $`A`$ is a $`G`$-graded $`K`$-algebra, and $`ϵ`$ is a commutation factor on $`G`$ with values in $`K`$ is called an “$`ϵ`$-algebra”. We will also say “$`A`$ is an $`ϵ`$-algebra”.
If $`G`$ is a semi-group, it can be embedded into a group $`G^{}`$. Since $`ϵ`$ extends to a commutation factor $`ϵ^{}`$ on $`G^{}`$, any $`ϵ`$-algebra can be considered as an $`ϵ^{}`$-algebra with $`A_g=\{0\}`$ for $`gG^{}G`$. Thus, we can always work with groups instead of semi-groups.
Let us look at an example. Let $`M_q`$ be Manin’s quantum plane, that is : $`M_q=Kx,y/xyqyx`$, where $`xyqyx`$ is the two-sided ideal generated by $`xyqyx`$, with $`qK^\times `$. Since $`\{y^kx^l|k,l𝐍\}`$ is a $`K`$-basis of $`M_q`$, one sees at once that there is a unique $`𝐍\times 𝐍`$-grading such that $`\overline{x}=(1,0)`$, $`\overline{y}=(0,1)`$, endowing $`(M_q,ϵ_q)`$ with the structure of an $`ϵ_q`$-algebra.
Throughout the rest of this section, $`A`$ will be a fixed $`ϵ`$-algebra.
$`_h`$ $`x,yA`$, we define the $`ϵ`$-commutator by :
$$[x,y]_ϵ=xyϵ(\overline{x},\overline{y})yx$$
It is then extended to non-homogenous elements by linearity. We say that $`x`$ and $`y`$ $`ϵ`$-commute iff $`[x,y]_ϵ=0`$. The $`ϵ`$-center of $`A`$, $`Z_ϵ(A)`$, is the set $`\{xA|yA,[x,y]_ϵ=0\}`$. $`A`$ is said to be $`ϵ`$-commutative iff $`Z_ϵ(A)=A`$. For instance, $`M_q`$ is $`ϵ_q`$-commutative.
There is a super-algebra $`\stackrel{~}{A}`$ naturally associated with $`A`$ : it is defined by $`\stackrel{~}{A}_0=_{gG_0}A_g`$, and $`\stackrel{~}{A}_1=_{gG_1}A_g`$. If $`A`$ is $`ϵ`$-commutative, it is not true in general that $`\stackrel{~}{A}`$ is super-commutative. However, it is easy to see that in an $`ϵ`$-commutative algebra, every $`x\stackrel{~}{A}_1`$ is nilpotent.
In the next two definitions, we assume the characteristic of $`K`$ to be $`2,3`$.
###### Definition 3
Let $`V`$ be a $`G`$-graded $`K`$-space, and $`[.,.]`$ be a bilinear map from $`V\times V`$ to $`V`$, such that $`_h`$ $`x,y,zV`$ :
$$[x,y]=ϵ(\overline{y},\overline{x})[y,x]$$
(5)
$$ϵ(\overline{z},\overline{x})[x,[y,z]]+ϵ(\overline{y},\overline{z})[z,[x,y]]+ϵ(\overline{x},\overline{y})[y,[z,x]]=0$$
(6)
$`V`$ is called an $`ϵ`$-Lie algebra.
For example, $`(A,[.,.]_ϵ)`$ is an $`ϵ`$-Lie algebra.
###### Definition 4
Let $`\{.,.\}:A\times AA`$ be a $`K`$-bilinear map. $`\{.,.\}`$ is called an $`ϵ`$-Poisson bracket, and $`A`$ is an $`ϵ`$-Poisson algebra, if and only if :
1. $`(A,\{.,.\})`$ is an $`ϵ`$-Lie algebra
2. $`_hx,y,zA,\{x,yz\}=\{x,y\}z+ϵ(\overline{x},\overline{y})y\{x,z\}`$
### 2.2 $`ϵ`$-modules
They are just $`G`$-graded $`A`$-modules. More precisely, a left module $`M`$ over $`A`$ is called a left $`ϵ`$-module over $`A`$ if, and only if, there exists a decomposition $`M=_{gG}M_g`$ as $`K`$-space, such that $`A_gM_hM_{g+h}`$. Right $`ϵ`$-modules are similarly defined.
Given an $`ϵ`$-module over $`A`$, a super-module $`\stackrel{~}{M}`$ over $`\stackrel{~}{A}`$ is defined by $`\stackrel{~}{M}_0=_{gG_0}M_g`$ and $`\stackrel{~}{M}_1=_{gG_1}M_g`$.
If $`A`$ is $`ϵ`$-commutative, there exists on any left $`ϵ`$-module a canonical right $`ϵ`$-module structure compatible with it, given by :
$$_haA,_hmM,m.a=ϵ(\overline{m},\overline{a})a.m$$
(7)
Let $`M`$, $`N`$ be two left $`ϵ`$-modules over $`A`$. For all $`\gamma G`$, we define a homomorphism of grade $`\gamma `$ from $`M`$ to $`N`$ to be a $`K`$-linear map $`f`$ such that<sup>2</sup><sup>2</sup>2if $`G`$ is not a semi-group, the same homomorphism may have several grades
$$gG,f(M_g)N_{g+\gamma }$$
(8)
and furthermore :
$$_haA,_hmM,f(a.m)=ϵ(\gamma ,\overline{a})f(m)$$
(9)
We denote by $`\text{Hom}_A^\gamma (M,N)`$ the set of those morphisms. For two right modules, a homomorphism of grade $`\gamma `$ has to fulfill (8), but (9) is replaced by
$$f(m.a)=f(m).a$$
(10)
One sees that with these definitions, if $`A`$ is $`ϵ`$-commutative, any grade $`\gamma `$ left homomorphism is automatically a grade $`\gamma `$ right homomorphism for the right structure (7).
We will be mainly concerned with grade 0 homomorphisms over an $`ϵ`$-commutative $`A`$.
A free $`ϵ`$-module is just a free graded module, that is a graded module in which a homogenous basis exists. Note that if $`M`$ is free as an ungraded module, it need not be free as a graded module, even if $`A`$ is commutative. An important exception is when $`M`$ is a super-module over a super-commutative algebra. In this case, given an ungraded basis one can find a graded one (see p 19).
We will be only concerned with finite free $`ϵ`$-modules. There are three natural notions of rank for them.
Let us recall that a ring $`R`$ is said to have “invariant basis number” (IBN) if (see ) :
$$R^mR^nm=n$$
It is equivalent to saying that for any two matrices $`P_{m,n}(R)`$ and $`Q_{n,m}(R)`$ :
$$(PQ=I_m\text{ and }QP=I_n)m=n$$
If there exists a ring homomorphism from $`R`$ to $`S`$, we can extend it to a ring homomorphism of matrix algebras, thus $`S`$ has IBN $``$ $`R`$ has IBN.
Let $`𝐧:G𝐍`$ be a map such that the set $`\text{Supp}(𝐧)=\{gG|𝐧(g)0\}`$ is finite. We define the (right, say) module $`F=A^𝐧`$ to be the direct sum $`_{g\text{Supp}(𝐧)}A^{𝐧(g)}`$. If $`\{e_g^i|g\text{Supp}(𝐧),1i𝐧(g)\}`$ is the canonical basis, we define a grading by $`\overline{e}_g^i=g`$.
###### Definition 5
The integer $`n=_g𝐧(g)`$ is called the “total rank” of $`F`$.
The couple $`(p,q)`$ where $`p=_{gG_0}𝐧(g)`$, $`q=_{gG_1}𝐧(g)`$, denoted by $`p|q`$, is called the “super-rank” of $`F`$. $`𝐧`$ is called the “$`ϵ`$-rank” of $`F`$.
$`F`$ is the canonical (right) free $`ϵ`$-module over $`A`$ of $`ϵ`$-rank $`𝐧`$. If two canonical free $`ϵ`$-modules over $`A`$ that are isomorphic must have the same $`ϵ`$-rank, we say that $`A`$ has invariant $`ϵ`$-rank, and the $`ϵ`$-rank is uniquely defined for any free $`ϵ`$-module over $`A`$. The properties of having “invariant super-rank” and “invariant total rank” are similarly defined. Of course $`A`$ has invariant $`ϵ`$-rank $``$ $`A`$ has invariant super-rank $``$ $`A`$ has invariant total rank.
Elements of $`\text{Hom}^\gamma (A^𝐦,A^𝐧)`$ may be represented by matrices in $`_{n,m}(A)`$. For more details see (but note that their matrices must act on the right of row vectors, which represent elements of a left module, whereas if we prefer working with right modules, we must take column vectors, with matrices acting on the left, and this is what we will do).
###### Theorem 1
Let $`A`$ be an $`ϵ`$-algebra and $`B`$ be an algebra having IBN. Denote by $`H`$ the set of algebra homomorphisms from $`A`$ to $`B`$. Then :
1. If $`H\mathrm{}`$, $`A`$ has invariant total rank.
2. If $`\pi `$, $`\pi H`$, $`\pi (A_g)=\{0\}`$ for all $`gG_1`$, then $`A`$ has invariant super-rank.
3. If $`\pi `$, $`\pi H`$, $`\pi (A_g)=\{0\}`$ for all $`g0`$, then $`A`$ has invariant $`ϵ`$-rank
Proof :
The first assertion comes from the trivial fact that a homogenous basis is also an ungraded basis.
For the second assertion we take 2 homogenous bases $`\{e_\rho ,u_\sigma |1\rho m,1\sigma k\}`$ and $`\{f_\alpha ,v_\beta |1\alpha n,1\beta l\}`$ of a free $`ϵ`$-module over $`A`$, such that the $`e_\rho `$ and the $`f_\alpha `$ are even, and the $`u_\sigma `$, $`v_\beta `$ are odd. We write : $`f_\alpha =_\rho e_\rho a_{\rho ,\alpha }+_\sigma u_\sigma b_{\sigma ,\alpha }`$, and $`v_\beta =_\rho e_\rho c_{\rho ,\beta }+_\sigma u_\sigma d_{\sigma ,\beta }`$.
Of course we also have : $`e_\rho =_\mu f_\mu a_{\mu ,\rho }^{}+_\nu v_\nu b_{\nu ,\rho }^{}`$, and $`u_\sigma =_\mu f_\mu c_{\mu ,\sigma }^{}+_\nu v_\nu d_{\nu ,\sigma }^{}`$.
We can suppose without loss of generality that :
$$a_{\rho ,\alpha }\underset{g|g+\overline{e}_\rho =\overline{f}_\alpha }{}A^g$$
and
$$b_{\sigma ,\alpha }\underset{g|g+\overline{u}_\sigma =\overline{f}_\alpha }{}A^g$$
and similarly for the other coefficients. We have the matrix equalities :
$$\begin{array}{cc}& \begin{array}{cc}m& k\end{array}\\ \begin{array}{c}n\\ l\end{array}& \left(\begin{array}{cc}a^{}& c^{}\\ b^{}& d^{}\end{array}\right)\end{array}\begin{array}{cc}& \begin{array}{cc}n& l\end{array}\\ \begin{array}{c}_m\\ _k\end{array}& \left(\begin{array}{cc}a& c\\ b& d\end{array}\right)\end{array}=\begin{array}{cc}& \\ & \left(\begin{array}{cc}I_n& 0\\ 0& I_l\end{array}\right)\end{array}$$
(11)
and
$$\begin{array}{cc}& \begin{array}{cc}n& l\end{array}\\ \begin{array}{c}_m\\ _k\end{array}& \left(\begin{array}{cc}a& c\\ b& d\end{array}\right)\end{array}\begin{array}{cc}& \begin{array}{cc}m& k\end{array}\\ \begin{array}{c}n\\ l\end{array}& \left(\begin{array}{cc}a^{}& c^{}\\ b^{}& d^{}\end{array}\right)\end{array}=\begin{array}{cc}& \\ & \left(\begin{array}{cc}I_m& 0\\ 0& I_k\end{array}\right)\end{array}$$
(12)
Since the parity map is a monoid homomorphism, the coefficients of $`b`$, $`b^{}`$, $`c`$, $`c^{}`$ are odd. Thus the images under $`\pi `$ of (11) and (12) are :
$$\left(\begin{array}{cc}\pi (a^{})& 0\\ 0& \pi (d^{})\end{array}\right)\left(\begin{array}{cc}\pi (a)& 0\\ 0& \pi (d)\end{array}\right)=\left(\begin{array}{cc}I_n& 0\\ 0& I_l\end{array}\right)$$
(13)
and
$$\left(\begin{array}{cc}\pi (a)& 0\\ 0& \pi (d)\end{array}\right)\left(\begin{array}{cc}\pi (a^{})& 0\\ 0& \pi (d^{})\end{array}\right)=\left(\begin{array}{cc}I_m& 0\\ 0& I_k\end{array}\right)$$
(14)
Therefore $`\pi (a^{})\pi (a)=I_n`$ and $`\pi (a)\pi (a^{})=I_m`$. Since $`B`$ has IBN, we get $`m=n`$. In the same way, we find $`k=l`$.
For the last assertion, we take two bases of $`ϵ`$-rank $`𝐦`$ and $`𝐧`$. Let us suppose first that $`G`$ is a group.
As before, the change of bases gives the following matrix equations
$$\left(\begin{array}{ccc}& & \\ & a_{g,h}& \end{array}\right)\left(\begin{array}{ccc}& & \\ & a_{g,h}^{}& \end{array}\right)=I_m$$
(15)
$$\left(\begin{array}{ccc}& & \\ & a_{g,h}^{}& \end{array}\right)\left(\begin{array}{ccc}& & \\ & a_{g,h}& \end{array}\right)=I_n$$
(16)
where the $`a_{g,h}`$ and $`a_{g,h}^{}`$ are block matrices. They are indexed by the elements of $`\text{Supp}(𝐦)\text{Supp}(𝐧)`$. Their coefficients are of grade $`gh`$. The block $`a_{g,h}`$ has $`𝐦(g)`$ rows and $`𝐧(h)`$ columns, and $`a_{g,h}^{}`$ has $`𝐧(g)`$ rows and $`𝐦(h)`$ columns. $`I_m`$ and $`I_n`$ are the identity matrices of rank $`m=_g𝐦(g)`$ and $`n=_g𝐧(g)`$.
Taking the image under $`\pi `$ makes all the off-diagonal block matrices vanish. We thus find for all $`g\text{Supp}(𝐦)\text{Supp}(𝐧)`$ : $`\pi (a_{g,g})\pi (a_{g,g}^{})=I_{𝐦(g)}`$ and $`\pi (a_{g,g}^{})\pi (a_{g,g})=I_{𝐧(g)}`$. Since $`B`$ has IBN, we see that $`𝐦`$ and $`𝐧`$ must coincide on their support. Thus, they are equal.
In the general case the coefficients of the matrices $`a_{g,h}`$ and $`a_{g,h}^{}`$ belong to $`_{kG|k+h=g}A^k`$, and if $`gh`$, we have $`k0`$, and $`\pi (A^k)=0`$. The result follows.
QED.
It is well known that commutative algebras have invariant total rank, and that super-commutative algebras have invariant super-rank (cf. ). But the following example shows that the invariance of the $`ϵ`$-rank is not always true, even for an $`ϵ`$-commutative $`A`$.
Consider the algebra $`A=K\{x,y,x^1,y^1\}`$ generated by variables $`x`$,…,$`y^1`$ such that $`x`$ and $`x^1`$ anti-commute with $`y`$ and $`y^1`$. A $`K`$-basis for $`A`$ is given by $`\{x^ky^l|k,l𝐙\}`$, a $`𝐙/2𝐙\times 𝐙/2𝐙`$-grading is uniquely defined by $`\overline{x}=(1,0)`$, $`\overline{y}=(0,1)`$. Finally, $`A`$ is $`ϵ`$-commutative with $`ϵ((k,l),(m,n))=(1)^{kn+lm}`$. But $`x`$ and $`y`$ are two homogenous bases of $`A`$ considered as a module over itself, with different $`ϵ`$-rank.
Nevertheless, there are many cases in which the conditions of theorem 1 are met. For instance, an $`ϵ`$-commutative $`A`$ can sometimes be written $`A=CI`$, where $`I`$ is a two-sided ideal, and $`C`$ is a commutative sub-algebra. Then of course the hypothesis of theorem 1 is satisfied by the quotient map. An example of this situation is when $`G=𝐍^k`$, or more generally, the semi-group of positive elements of some ordered group. Then we can take $`C=A_0`$ and $`I=_{g0}A_g`$. Another situation that we shall meet is when $`C=K.1`$, in which case $`A`$ can be viewed as a non-unital algebra to which a unit has been added.
### 2.3 Tensor products
In this paragraph, $`A`$ is $`ϵ`$-commutative, all modules are considered as $`AA`$-bimodules through (7), and all bases are homogenous.
Let $`V_1,\mathrm{},V_n`$ be $`ϵ`$-modules over $`A`$. Their tensor product $`V_1\mathrm{}V_n`$ is defined using the general construction given in (III, p. 65-69). In particular, note that for $`aA`$, $`v_iV_i`$, one has :
$$v_1\mathrm{}v_i.av_{i+1}\mathrm{}v_n=v_1\mathrm{}v_ia.v_{i+1}\mathrm{}v_n$$
Note also that the commutativity isomorphism $`V_1V_2V_2V_1`$ should be defined by $`v_1v_2ϵ(\overline{v}_1,\overline{v}_2)v_2v_1`$.
We then define the $`ϵ`$-tensor algebra of $`V`$ : $`T_ϵ(V)=_{n𝐍}V^n`$. The gradation $`\overline{v_1\mathrm{}v_n}=\overline{v}_1+\mathrm{}+\overline{v}_n`$ turns it into an $`ϵ`$-algebra.
In particular, if $`V`$ is a free $`ϵ`$-module with basis $`\{x_1,\mathrm{},x_n\}`$, $`A_ϵx_1,\mathrm{},x_n:=T_ϵ(V)`$ is the free $`ϵ`$-algebra over $`A`$ on the generators $`\{x_1,\mathrm{},x_n\}`$.
In general, all usual constructions carry over, provided one puts in an epsilon term each time two factors are exchanged. For instance, one can define the $`ϵ`$-antisymmetric algebra $`\mathrm{\Lambda }_ϵ(V)=T_ϵ(V)/I`$, where $`I`$ is the two-sided ideal generated by the elements of the form $`vw+ϵ(\overline{v},\overline{w})wv`$. Note that if any generator is odd this algebra is of infinite rank, thus we cannot use it to define a determinant. If we had chosen not to put the epsilon factor in the definition of $`\mathrm{\Lambda }_ϵ(V)`$, we would have had an algebra of finite rank with the top exterior product of rank one, and with basis $`x_1\mathrm{}x_n`$, as usual. However, this construction is not functorial when there are odd elements, so the usual determinant cannot be defined. Nevertheless, the generalization of the determinant to super-algebra, known as the Berezinian, can be extended to $`ϵ`$-algebra, as it is shown in .
Remark : For the reader acquainted with these matters, we mention here that Bergman’s diamond lemma, which is a most useful result, is valid in this setting for graded reduction systems, that is to say systems $`\{(w_\sigma ,f_\sigma )|\sigma S\}`$ where $`f_\sigma `$ is homogenous of grade $`\overline{w}_\sigma `$. This is an immediate application of , section 6.
## 3 Number Operator Algebras
In we have introduced number operator algebras.
###### Definition 6
Let $`K`$ be a field of characteristic 0 endowed with an involutive automorphism $`\tau `$, $`B`$ a non-trivial $`K`$-algebra (that is $`B0`$, $`BK`$), $`Z(B)`$ the centre of $`B`$, and let $`C^+=\{a_i^+|i\}`$, $`C^{}=\{a_i|i\}`$, and $`N=\{N_i|i\}`$ be 3 sets indexed by $``$, with the $`a_i`$’s and $`a_i^+`$’s in $`B`$, and $`N_i`$’s in $`B/Z(B)`$. $`(B,C^+,C^{},N)`$ is said to be a number operator algebra if, and only if :
(i) $`B`$ is generated by $`C^+C^{}`$.
(ii) One uniquely defines an anti-involution $`J`$ on $`B`$ by setting $`J(a_i)=a_i^+`$.
(iii) $`i,j`$, $`[N_i,a_j^+]=\delta _{ij}a_j^+`$ and $`[N_i,a_j]=\delta _{ij}a_j`$.
Remarks :
* In the physical case $`K=𝐂`$ and $`\tau `$ is the complex conjugation.
* We shall say “$`B`$ is a n.o.a.” rather than using the lengthy expression “$`(B,C^+,C^{},N)`$ is a number operator algebra”.
* We say that $`B`$ is of type $`\alpha `$ when $`\alpha `$ is the cardinal of $``$.
We go on with a few more definitions. From now on we fix a n.o.a. $`B`$, with all its features, $`C^+`$, $`C^{}`$, etc…
Let us call $`L`$ the free $`K`$-algebra generated by $`C^+C^{}`$, and $`\pi `$ the canonical morphism from $`L`$ onto $`B`$. If the kernel of $`\pi `$ is generated by elements of degree two or less, we say that $`B`$ is quadratically presented.
Let $`\mathrm{SS}_{}`$ be the group of one-one mappings from $``$ to $``$ leaving all elements invariant except for a finite number. Every $`\sigma `$ in $`\mathrm{SS}_{}`$ naturally gives rise to an algebra automorphism of $`L`$, denoted by $`\sigma ^{}`$, such that for all $`i`$, $`\sigma ^{}(a_i)=a_{\sigma (i)}`$, and $`\sigma ^{}(a_i^+)=a_{\sigma (i)}^+`$.
If every such $`\sigma ^{}`$ induces an automorphism of $`B`$, we say that $`B`$ is symmetric.
It is possible to classify all n.o.a. of infinite type which are symmetric and quadratically presented (see ).
###### Theorem 2
Let $`B`$ be symmetric and quadratically presented. If $``$ is infinite, then there exists an $`hK^+\{0\}`$ ($`K^+`$ is the sub-field of elements of $`K`$ that are invariant under $`\tau `$) such that Ker$`(\pi )`$ is generated by one of the following sets :
(a) $`\{a_{i}^{}{}_{}{}^{2},a_{i}^{+}{}_{}{}^{2},a_ia_j+a_ja_i,a_i^+a_j^++a_j^+a_i^+,a_ia_j^++a_j^+a_i,a_ia_i^++a_i^+a_ih|i,j,ij\}`$ (Fermionic case)
(a’) $`\{a_{i}^{}{}_{}{}^{2},a_{i}^{+}{}_{}{}^{2},a_ia_ja_ja_i,a_i^+a_j^+a_j^+a_i^+,a_ia_j^+a_j^+a_i,a_ia_i^++a_i^+a_ih|i,j,ij\}`$ (Pseudo-Fermionic case)
(c) $`\{a_ia_ja_ja_i,a_i^+a_j^+a_j^+a_i^+,a_ia_j^+a_j^+a_i,a_ia_i^+a_i^+a_ih|i,j,ij\}`$ (Bosonic case)
(c’) $`\{a_ia_j+a_ja_i,a_i^+a_j^++a_j^+a_i^+,a_ia_j^++a_j^+a_i,a_ia_i^+a_i^+a_ih|i,j,ij\}`$ (Pseudo-Bosonic case)
We denote by $`\widehat{𝒞}^h`$, $`𝒞^h`$, $`𝒜^h`$ and $`\widehat{𝒜}^h`$, respectively, the algebras corresponding to each of these four cases. Actually we should call them $`\widehat{𝒞}^{h,}`$, etc…but we assume that $``$ is fixed and thus no confusion can be made.
It should be noted that although these four kinds of algebras are generally not isomorphic to each other, this can still happen for $`\widehat{𝒞}^h`$ and $`𝒞^h`$, at least when $``$ is countable (Brauer-Weyl isomorphism).
Nevertheless, these four cases are distinct as symmetric n.o.a. : that is to say, there exists no isomorphism $`\varphi `$ between any two of them, such that $`\varphi `$ commutes with the anti-involution and with the action of $`\mathrm{SS}_{}`$, and such that $`\varphi `$ send any number operator to a number operator. Of course, all this can be formulated in terms of categories.
What is the situation inside each of the four cases ? We see that the algebras only depend on a parameter $`hK^+`$. Consider $`B^h`$ and $`B^h^{}`$, two n.o.a. of one of the four species (either two algebras of fermions, or two algebras of pseudo-fermions, or etc…). Then one can show that these algebras are isomorphic as symmetric number operator algebras iff $`\lambda K^+`$ such that $`h^{}=\lambda \tau (\lambda )h`$. When such a relation exists between $`h`$ and $`h^{}`$, let us define the mapping $`\varphi _\lambda `$, given by $`\varphi _\lambda (a_i)=\lambda a_{i}^{}{}_{}{}^{}`$, $`\varphi _\lambda (a_i^+)=\tau (\lambda )a_{i}^{+}{}_{}{}^{}`$, where the elements with a prime are in $`B^h^{}`$ and the others are in $`B^h`$. $`\varphi _\lambda `$ is easily found to have all the required properties for an isomorphism of symmetric number operator algebras.
In the physical case, we see that the four families of theorem 2 depend on a non-zero real constant, and furthermore in each of the four families there are exactly two isomorphism classes in the category of symmetric n.o.a., one for $`h>0`$ and the other for $`h<0`$, which makes 8 isomorphism classes as a whole. The isomorphisms $`\varphi _\lambda `$ clearly correspond to a rescaling of the units.
Remark : When $`\alpha `$ is finite, a classification can be done under a supplementary hypothesis, namely the “confluence hypothesis”. In this case we have two more families of algebras, which have the following presentation :
* (b) $`\{a_{i}^{}{}_{}{}^{2},a_{i}^{+}{}_{}{}^{2},a_ia_j,a_i^+a_j^+,a_ia_j^+,a_ia_i^++_ka_k^+a_kh|i,j,ij\}`$
* (b’) $`\{a_{i}^{}{}_{}{}^{2},a_{i}^{+}{}_{}{}^{2},a_ia_j,a_i^+a_j^+,a_j^+a_i,a_i^+a_i+_ka_ka_k^+h|i,j,ij\}`$
Of course, these two kinds of algebras are isomorphic as algebras (and are isomorphic to matrix algebras), but once again not as number operator algebras (except when $`n=1`$, in which case only two kinds of algebras remain: bosonic and fermionic). We call them $`^h`$ and $`_{}^{}{}_{}{}^{h}`$. In the physical case, there are also two isomorphism classes in each case $`(b)`$ or $`(b^{})`$, distinguished by the sign of $`h`$, in the category of number operator algebras. Particles corresponding to such algebras would follow an exclusion principle even more severe than Pauli’s : only one such particle could exist at a given time, regardless of its state.
## 4 Classical limit of Number Operator Algebras
We quickly recall the definition of formal deformations of algebras. See or for more details.
Let $`B`$ be a $`K`$-algebra whose multiplication is seen as a bilinear map $`\mu :B\times BB`$. Let $`K[[\mathrm{}]]`$ stand for the algebra of formal series in $`\mathrm{}`$, and $`\stackrel{~}{B}`$ stand for the $`K[[\mathrm{}]]`$-algebra of formal series with coefficients in $`B`$.
A “formal deformation of $`(B,\mu )`$” is a $`K[[\mathrm{}]]`$-algebra structure $`\stackrel{~}{\mu }`$ on $`\stackrel{~}{B}`$, such that the canonical map $`\stackrel{~}{B}/\mathrm{}\stackrel{~}{B}B`$ is an algebra isomorphism. These data are equivalent to the existence of a sequence of bilinear maps $`\mu _n:B\times BB`$, with $`\mu _0=\mu `$, such that :
$$x,y,zB,n1,\underset{p+q=n}{}(\mu _p(\mu _q(x,y),z)\mu _p(x,\mu _q(y,z)))=0$$
(17)
$`\stackrel{~}{\mu }`$ is then defined by setting, for all $`x,yB\stackrel{~}{B}`$ :
$$\stackrel{~}{\mu }(x,y):=\underset{n}{}\mu _n(x,y)\mathrm{}^n$$
(18)
and extending to formal series in the obvious way.
It is sometimes possible to “fix the parameter”, i.e. to replace everywhere $`\mathrm{}`$ by a constant $`hK`$. In particular, this is the case when the right-hand side of (18) is a polynomial for every $`x,yB`$. By doing so, a new algebra structure $`\mu ^h`$ is defined on $`B`$. We shall say that $`(B,\mu ^h)`$ is a deformation of $`(B,\mu )`$.
Let $`B^h`$ be a n.o.a. If we replace $`h`$ by $`0`$ in the presentation of $`B^h`$, we get a new algebra $`B^0`$ that we call the “classical limit” of $`B^h`$. Let us see what these algebras look like in the cases $`(a)`$, $`(a^{})`$, $`(c)`$ and $`(c^{})`$ of theorem 2.
It is easy to see that $`\widehat{𝒞}^0`$ is the exterior algebra $`\mathrm{\Lambda }[a_i,a_i^+|i]`$ over variables $`a_i`$ and $`a_i^+`$, and that $`𝒜^0`$ is the symmetric (or polynomial) algebra $`S[a_i,a_i^+|i]`$ over the same variables. The other two have no names (however $`𝒞^0`$ is a particular case of the generalized Grassman algebras of ), but we have the following algebra isomorphisms :
$$𝒞^0\underset{}{}\mathrm{\Lambda }[a,a^+]\widehat{𝒜}^0\underset{}{\widehat{}}S[a,a^+]$$
where $`\widehat{}`$ means “graded tensor product”.
Let us have a closer look at $`𝒜^h`$ and $`𝒜^0`$. Fix a total ordering $`<`$ on $``$. Take two tuples of indices $`𝒥=(j_1,\mathrm{},j_r)`$ and $`𝒦=(k_1,\mathrm{},k_s)`$ such that $`j_1\mathrm{}j_r`$, $`k_1\mathrm{}k_s`$, and set $`a_𝒥^+:=a_{j_1}^+\mathrm{}a_{j_r}^+`$ and $`a_𝒦:=a_{k_1}\mathrm{}a_{k_s}`$. If $`𝒥`$ or $`𝒦`$ is empty we set $`a_{\mathrm{}}=a_{\mathrm{}}^+=1`$. $`𝒜^h`$ has a basis $`T`$ of the form : $`\{a_𝒥^+a_𝒦|𝒥`$ and $`𝒦`$ are any ordered tuples of indices$`\}`$. But $`𝒜^0`$ has a basis of the same form and we can use it to identify $`𝒜^0`$ and $`𝒜^h`$ as vector spaces. Now take any two elements of $`T`$, multiply them in $`𝒜^h`$, and write the result in terms of basis vectors : we can see it as a polynomial in $`h`$ and take the coefficients to define $`\mu _n`$ as in the formula below :
$$\mu (x,y)=:\underset{n0}{}\mu _n(x,y)h^n$$
where $`\mu `$ is the multiplication of $`𝒜^h`$.
We can then extend $`\mu _n`$ by bilinearity. We claim that the $`\mu _n`$ just defined fulfil the conditions (17) and that $`\mu _0`$ is actually the multiplication of $`𝒜^0`$. To show it we should use the concepts of reduction systems and confluence (see ). The reader acquainted with these matters will see it to be an easy consequence of the confluence of the reduction system $`S=\{(a_ia_j,a_ja_i),(a_i^+a_j^+,a_j^+a_i^+),(a_ia_j^+,a_j^+a_i),(a_ja_i^+,a_i^+a_j),(a_ia_i^+,a_i^+a_i+h)|i,j,`$ $`i<j\}`$ for any value of $`h`$. We refer to (Chap. 3, theorem 2.6.2.) for more details.
We can thus define a formal deformation $`\stackrel{~}{\mu }`$ of $`𝒜^0`$, and if we set the constant to $`h`$, we obviously have $`(𝒜^0,\mu ^h)(𝒜^h,\mu )`$.
We can do the same with $`\widehat{𝒜}^h`$, $`\widehat{𝒞}^h`$ and $`𝒞^h`$.
Remark : Let us say a little word about the case $`(b)`$ ($`(b^{})`$ being symmetrical). $`^h`$ is a deformation of $`^0`$, which is a $`(\alpha +1)^2`$-dimensional local algebra. We do not know if $`^0`$ has ever been considered. Since it is not an $`ϵ`$-Poisson algebra, we will not study it in the next section. Nevertheless, it has an interesting structure that we plan to study in another article.
## 5 $`ϵ`$-Poisson structures
Let us begin by the example of $`𝒜^h`$, which is well known.
Since $`𝒜^0`$ is commutative, the formula
$$\{x,y\}:=\mu _1(x,y)\mu _1(y,x)$$
defines a Poisson bracket on $`𝒜^0`$ (see )<sup>3</sup><sup>3</sup>3To follow usual conventions, one should divide out by $`i`$ in the physical case. It can also be written in the heuristic form :
$$\{x,y\}=\underset{\mathrm{}0}{lim}\frac{1}{\mathrm{}}(\stackrel{~}{\mu }(x,y)\stackrel{~}{\mu }(y,x))$$
This last formula is useful to see that all the properties of the Poisson bracket come from the corresponding properties of the normal (commutator) bracket of $`\stackrel{~}{\mu }`$, to the first order in $`\mathrm{}`$. $`𝒜^0`$ is thus a Poisson algebra.
$`\widehat{𝒞}^h`$, $`𝒞^h`$ $`𝒜^h`$ and $`\widehat{𝒜}^h`$, as well as their classical limits are naturally $`𝐙^{()}`$-graded (where $`()`$ means direct sum over $``$). It comes from the gradation on the free algebra $`L`$ uniquely defined by $`\overline{a_i}^+=p_i`$, $`\overline{a_i}=p_i`$, where $`p_i`$ is the element of $`𝐙^{()}`$ defined by $`p_i(j)=\delta _{ij}`$.
We call it the gradation by the number of particles. Since the ideals of definition of quantum as well as classical algebras are homogenous with respect to this gradation, it goes to the quotient in both cases.
Let us define bilinear maps from $`𝐙^{()}\times 𝐙^{()}`$ to $`𝐙`$ :
$$d_a(p,q):=(\underset{i}{}p(i))(\underset{i}{}q(i))$$
$$d_a^{}(p,q):=\underset{i}{}p(i)q(i)$$
$$d_c(p,q):=0$$
$$d_c^{}(p,q)=\underset{\genfrac{}{}{0pt}{}{i,j}{ij}}{}p(i)q(j)$$
We then define commutation factors on $`𝐙^{()}`$ by $`ϵ_l(p,q)=(1)^{d_l(p,q)}`$, with $`l=a`$, $`a^{}`$, $`c`$ or $`c^{}`$.
###### Theorem 3
$`\widehat{𝒞}^0`$ is an $`ϵ_a`$-commutative $`ϵ_a`$-algebra, $`𝒞^0`$ is $`ϵ_a^{}`$-commutative, $`𝒜^0`$ is $`ϵ_c`$-commutative (that is to say commutative), and $`\widehat{𝒜}^0`$ is $`ϵ_c^{}`$-commutative.
Moreover, they have invariant $`ϵ`$-rank.
Proof :
Let us examine for instance the case of $`\widehat{𝒜}^0`$ : take a basis element $`a_{}^+a_𝒥`$, $`p`$ its grading, and $`a_k`$ a generator. We see that $`a_k`$ anti-commutes with everything, except with $`a_k`$ and $`a_k^+`$, to which it commutes. Thus we find $`a_{}^+a_𝒥a_k=(1)^{_{ik}p_i}a_ka_{}^+a_𝒥`$. It is of course the same for $`a_k^+`$, and by iteration, we find the commutation rules for two basis elements. Then it is easy to extend the result to homogenous elements.
Now the map $`\pi :\widehat{𝒜}^0K`$ given by the projection on the basis element $`1`$, with respect to the basis $`T`$, is an algebra homomorphism. Thus $`\widehat{𝒜}^0`$ has invariant $`ϵ`$-rank, by theorem 1.
The three other cases are similar. QED.
###### Theorem 4
Let $`B^h`$ be one of the algebras of Theorem 2 (or more generally, any formal deformation of an $`ϵ`$-commutative algebra), and call $`ϵ`$ the corresponding commutation factor. Let us define :
$$_hx,yB^0,\{x,y\}_ϵ=\mu _1(x,y)ϵ(\overline{x},\overline{y})\mu _1(y,x)$$
Then, $`(B^0,\{.,.\}_ϵ)`$ is an $`ϵ`$-Poisson algebra.
Proof :
If we write $`[.,.]_ϵ`$ for the $`ϵ`$-commutator in $`(B^0,\mu ^h)`$, $`ϵ`$-commutativity of $`\mu _0`$ implies :
$$[x,y]_ϵ=\mathrm{}\{x,y\}_ϵ+𝒪(\mathrm{}^2)$$
where $`𝒪(\mathrm{}^2)`$ stands for terms of order $`\mathrm{}^2`$. Thus, it is clear that $`\{.,.\}_ϵ`$ defines an $`ϵ`$-Poisson algebra structure on $`B^0`$. QED.
Remark : Let us go back to the physical case. If we define :
$$p_i:=\frac{1}{\sqrt{2}}(a_i+a_i^+)$$
$$q_i:=\frac{1}{i\sqrt{2}}(a_i^+a_i)$$
and
$$H_i:=hN_i$$
we find that all the equations for a system of $`ϵ`$-classical harmonic oscillators are satisfied :
$$\{p_i,p_j\}_ϵ=\{q_i,q_j\}_ϵ=0$$
$$\{p_i,q_j\}_ϵ=\delta _{ij}$$
$$\{H_i,p_j\}_ϵ=\delta _{ij}q_j$$
$$\{H_i,q_j\}_ϵ=\delta _{ij}p_j$$
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# The FIRST Sample of Ultraluminous Infrared Galaxies at High Redshift I. Sample and Near-IR Morphologies
## 1 Introduction
Observations by the Infrared Astronomy Satellite ($`IRAS`$) led to the discovery of a class of galaxies with enormous far-IR luminosities. Subsequent observations over a large range of wavelengths have shown that these objects, called ULIG for ultraluminous infrared galaxies, have 1) bolometric luminosities and space densities comparable to those of optical quasars (Sanders et al. 1988); 2) a broad range in host galaxy spectral type, including starburst galaxies, Seyfert I and II, radio galaxies, and quasars; 3) morphologies often suggestive of recent interactions or merging (Carico et al. 1990; Leech et al. 1994; Rigopoulou et al. 1999); and 4) large amounts of molecular gas concentrated in small ($`<`$1 kpc) central regions (e.g. Scoville et al. 1989; Solomon et al. 1997). Understanding the nature of the prime energy source in ULIG has proven difficult (e.g. Smith, Lonsdale, & Lonsdale 1998). Many of the observed characteristics indicate that very strong starbursts could be the culprit. Alternatively, an active galactic nucleus (AGN) may power the ULIG (e.g. Lonsdale, Smith, & Lonsdale 1993). The very high luminosities suggest an evolutionary connection between ULIG and quasars, wherein a dust-enshrouded central massive black hole is gradually revealed as the appearance of the object changes from ULIG to quasar (Sanders et al. 1988).
Much effort has been expended in trying to determine the primary source of energy—starbursts or AGN—driving the large FIR luminosities. The recent studies using ISO indicate that the vast majority of the power comes from starbursts in $`80\%`$ of the observed systems (Genzel et al. 1998; Lutz et al. 1998). Rigopoulou et al. (1999) present the results of an expanded version of the mid-IR spectroscopic survey first reported by Genzel et al. (1998). Using ISO to observe 62 ULIG at $`z<0.3`$, they measured the line to continuum ratio of the 7.7 $`\mu `$m polycyclic aromatic hydrocarbon (PAH) feature to differentiate between starburst and AGN as the dominant source of the large FIR luminosity. PAH features have been shown to be strong in starburst galaxies and weak in AGN (Moorwood 1986; Roche et al. 1991). Rigopoulou et al. confirmed the results of Genzel et al. (1998), and also found, based on near-IR imaging, that approximately 2/3 of their sample have double nuclei and nearly all the objects show signs of interactions. For a recent review of ULIG see Sanders & Mirabel (1996).
ULIG are also of great interest for studies of early star formation in the building of galaxies. Recent sub-mm observations suggest that objects similar to ULIG may contain a significant fraction of the star formation at high redshifts (e.g. Lilly et al. 1999). But so far most studies have found ULIG only in the nearby universe. Sanders et al. (1988) initially studied a group of 10 objects at $`z<0.1`$. Previously published systematic surveys have found objects mostly at $`z<0.4`$ (Leech et al. 1994; Clements et al. 1996a, 1996b). A few high redshifts objects have been found, all of which turn out to contain hidden AGN. These include FSC 15307+3252 at $`z=0.926`$ (Cutri et al. 1994) and FSC 10214+4724 at $`z=2.286`$ (Rowan-Robinson et al. 1991). The former object was found to exhibit a highly polarized continuum, indicating the presence of a buried quasar (Hines et al. 1995) while the latter was found to be lensed (Eisenhardt et al. 1996) and also shows signs of containing a hidden AGN (Lawrence et al. 1993; Elston et al. 1994; Goodrich et al. 1996). Further progress in this field has been hampered by the lack of identified ULIG at moderately high redshifts.
No new deep far-IR survey will become available prior to the launch of SIRTF, which will be capable of studying ULIG in detail at high redshifts. So, the $`IRAS`$ database remains the primary source of targets for finding high redshift ULIG. Radio observations provide a relatively unbiased method for extracting FIR galaxies from the $`IRAS`$ Faint Source Catalog (FSC; Moshir et al. 1992) because radio continuum emission is relatively unaffected by extinction in dense gas and dust. Such FIR/radio samples are ideal for detailed investigations of the complex relationships between the interstellar media, starbursts, and possible AGN in ULIG. For example, a sample of radio-loud objects was constructed by cross-correlating the $`IRAS`$ FSC with the Texas 365 MHz radio catalog (TXFS; Dey & van Breugel 1990). Subsequent optical identifications and spectroscopy showed that the TXFS objects tend to be distant AGN. So a radio-quiet sample, extracted from the FSC, should be an excellent means of finding ULIG without AGN—i.e. powered by starbursts—at interesting cosmological distances. In this paper, we report on such a sample: we describe the sample selection process and discuss the near-IR imaging. We defer a detailed analysis of the radio properties and optical spectroscopy to future papers.
## 2 The FIRST/FSC Sample
We have used two large area surveys in the radio and far-IR, which we briefly describe here, to select ULIG candidates. In the radio, we have used the FIRST (Faint Images of the Radio Sky at Twenty cm; Becker, White, & Helfand 1995). Using the VLA, this project is surveying $`\pi `$ steradians down to a 5$`\sigma `$ limit of 1 mJy with 5 arcsec resolution and subarcsec positional accuracy. One of the problems with finding distant ULIG using $`IRAS`$ is that there are many faint galaxies visible in a deep optical image within the relatively large error ellipse of an FIR source. The high resolution and good positional information of FIRST offer an excellent means of choosing the best of the many optical candidates on which to spend valuable large telescope time getting redshifts. We used the second version of the catalog (released 1995 October 16), which samples 2925 degrees<sup>2</sup> in two regions of sky in the North ($`7^h20^m<`$ RA(J2000) $`<17^h20^m`$, $`22\stackrel{}{\mathrm{.}}2<`$ Dec(J2000) $`<42\stackrel{}{\mathrm{.}}5`$) and South ($`21^h20^m<`$ RA(J2000) $`<3^h20^m`$, $`2\stackrel{}{\mathrm{.}}5<`$ Dec(J2000) $`<1\stackrel{}{\mathrm{.}}6`$) Galactic Caps. In the far-IR we have used the $`IRAS`$ FSC (Moshir et al. 1992) which resulted from the Faint Source Survey (FSS). Relative to the $`IRAS`$ Point Source Catalog, the FSS achieved better sensitivity by point-source filtering the detector data streams and then coadding those data before finding sources. At 60 $`\mu `$m (the band used for defining our candidates), the FSC covers the sky at $`|b|10\stackrel{}{\mathrm{.}}0`$ and has a reliability (integrated over all signal-to-noise ratios) of $`94\%`$. The limiting 60 $`\mu `$m flux density of the FSC is approximately 0.2 Jy, where the signal-to-noise ratio (SNR) is $``$5. The FSS also resulted in the Faint Source Reject file which contains extracted sources not in the FSC with an SNR above 3.0. We used the FSR, in addition to the FSC, with part of FIRST to increase the number of targets in the fall sky.
The $`IRAS`$ FSC was positionally cross-correlated with the second version of the FIRST catalog, with the requirements that an FSC source must have a real 60 $`\mu `$m detection ($`f_{qual}1`$) and that it be within 60 arcsec of the FIRST source. The 60 $`\mu `$m band was chosen because it is more reliable than the 100 $`\mu `$m band and samples close to the wavelength peak of the ULIG power. The resulting FIRST-FSC (FF) catalog contains 2328 matches. To increase the available objects in the fall sky, we also performed a positional match of the FSR with the South Galactic Cap portion of FIRST, which yielded an additional 176 matches. The 20 cm and 60 $`\mu `$m flux densities for this sample of 2504 sources are plotted in Figure 1. The majority of the FF sources fall along the well-known radio-FIR correlation (Condon et al. 1991), extending from nearby starburst galaxies to much fainter FIR/radio flux levels. The surface density of such objects is approximately 1 degree<sup>-2</sup> down to the $`5\sigma `$ limits of 1 mJy at 20 cm and $``$0.2 Jy at 60 $`\mu `$m.
We generated optical finding charts using the Digitized Sky Surveys, available from the Space Telescope Science Institute, for all 2504 matches. The radio source position and the FSC error ellipse were overlaid on these charts. Visual inspection of these finding charts was carried out to select optically faint targets for further study, with the expectation that such targets would be distant ULIG. Approximately 150 targets, which will carry the designation FF along with the usual coordinate naming scheme, were selected in this manner. A strict cutoff in optical magnitude was not employed, and we make no attempt to construct a sample which has a well-defined limiting magnitude in the optical. In practice, the magnitude of the targets selected for optical imaging and spectroscopy depended on the observing conditions, i.e. some targets which are not visually faint on the DSS image were observed during cloudy conditions. While the FIRST and FSC catalogs do have well-defined flux limits, our sample was not constructed in order to be complete to a chosen flux level in either the radio nor the far-IR bands. The main goal of the survey is simply to find high-redshift ULIG. It is worth noting that our target list would include objects with observed characteristics in the radio, optical, and far-IR similar to those of FSC10214+4724 (which itself lies outside of the FIRST area that we used and so cannot fall into our catalog). We have not found any ULIG at redshifts as great as that of FSC10214+4724 in the $``$3000 degree<sup>2</sup> surveyed.
## 3 Observations
During several runs from March 1996 to April 1999, the Kast spectrograph (Miller & Stone 1994) at the Shane 3 m telescope of Lick Observatory was used to obtain optical images and spectroscopy of the candidate ULIG from our FF catalog. The observing procedure typically consisted of taking two 300 s images in the $`r_S`$ band, identifying the optical counterpart of the FF source in these data, and immediately following up with slit spectroscopy of the optical object. Because the resolution and positional accuracy of FIRST are high, it was usually clear which optical object coincided with the radio source. The FWHM of the seeing in the images was usually in the range 1.5–2.0 arcsec. Standard stars were observed in imaging mode when conditions were photometric. However, because much of the data were obtained during non-photometric conditions, $`r_S`$ magnitudes will not be presented here for the sample. Unless the source morphology demanded a particular value, the position angle of the slit was set to the parallactic angle. The object was dithered along the slit by $`10`$ arcsec between two exposures to aid in fringe subtraction. Optical spectra of 1200-6000s duration were obtained of the optical source using the 300 line mm<sup>-1</sup> grating in the red-side spectrograph, which provides $``$4.6 Å pixel<sup>-1</sup> resolution from 5070–10590 Å, and a 452/3306 grism in the blue-side spectrograph which provides $``$2.5 Å pixel<sup>-1</sup> resolution from 3000–5900 Å. The slit width was set at 2 arcsec. The images and spectra were reduced using standard techniques.
Near-infrared images were obtained of the targets for which redshifts had been determined in order to better ascertain the morphologies of the galaxies. $`K^{}`$ images were obtained for nearly all identified targets with NSFCAM at the IRTF 3 m telescope in 1998 August and 1999 February. Additional observations of 3 targets were obtained in service mode in September 1999. NSFCAM was used in its 0.3 arcsec pixel<sup>-1</sup> mode which provides a 77$`\times `$77 arcsec field. Typical total exposure times per object were 960s; more distant objects were observed for twice this period. Conditions were photometric with seeing averaging 0.9 arcsec. Observations of standard stars from the Persson et al. (1998) list were obtained and used to calibrate the images onto the California Institute of Technology (CIT) system, which is defined in Elias et al. (1982). The data were reduced using standard techniques.
Five targets were observed in the $`K`$ band using Gemini (McLean et al. 1993) at the Shane 3 m telescope on 1998 October 7. Gemini has 0.68 arcsec pixels which give it a 174 arcsec field. Objects were observed for 1080 s each in photometric conditions with seeing of $``$1.2 arcsec. The data were reduced using standard techniques and calibrated onto the CIT system using observations of UKIRT faint source standards (Casali & Hawarden 1992).
Two distant targets were imaged at the Keck I telescope with NIRC (Matthews & Soifer 1994) in 1998 April. FF1106+3201 was observed in the $`K`$ band for 16 minutes and FF1614+3234 was observed for 32 minutes in the $`K_s`$ band. Both objects were observed in clear conditions with $``$0.5 arcsec seeing. These data were reduced using standard techniques and calibrated onto the CIT system using observations of UKIRT faint source standards (Casali & Hawarden 1992).
## 4 Results
### 4.1 Optical
We attempted spectroscopic observations of approximately 150 IRAS/FIRST candidates, of which 116 yielded redshift information. The 108 with infrared imaging are listed in Table 1; the 8 sources with redshifts but lacking infrared images are not considered further. The sources which did not provide useful spectra were usually observed in poor conditions; the reasons for their lack of redshifts were not because of having intrinsically challenging spectra. The object names in Table 1 are based on the FIRST radio position. The source in the FIRST catalog would have the name given by the object’s coordinates shown in our Table 1, in the format FIRST Jhhmmss.s+ddmmss where the coordinates are truncated, not rounded. In the $`IRAS`$ FSC, the FIR source name is different from that implied by our FF name, so we have included the FSC source name as a column in Table 1. The Z designation in the FSC name means that the FIR source is from the FSR catalog.
The typical resolution of the spectroscopy was $`15`$ Å (FWHM) at $`\lambda >5500`$ Å, implying typical uncertainties of $`0.002`$ in redshift. Redshifts were determined from the spectra after identifying probable emission lines and continuum features. In practice the features most often used were the \[O II\]$`\lambda `$3727, \[O III\]$`\lambda `$4959,5007, and H$`\alpha `$ lines, and the D4000 break. The vast majority of the spectra have the emission lines characteristic of star formation; very few show any signs, such as high ionization lines, of an AGN. Four sample spectra, covering a range in redshift, signal to noise, and spectral type, are shown in Figure 2. A more detailed analysis of the optical spectra is deferred to a later paper.
### 4.2 Near Infrared
The $`K^{}`$ images are displayed for each object, along with the optical finding chart from the DSS, in Figure 3. Photometry of the FF objects was obtained from the $`K^{}`$ images. In Table 1, the $`K`$ magnitudes within 3 arcsec diameter apertures, centered on the peak of the near-IR emission, are given for each object. The 5 $`\sigma `$ detection limit in most of the images is $`K19`$ so the limiting factor in the uncertainty of the photometry is not the signal to noise, since most objects have magnitudes some 3–4 magnitudes brighter than the detection limit, but rather systematics in the zeropoint. We estimate that the uncertainty in the zeropoint is $`0.03`$ mag. For most objects the 3 arcsec diameter aperture contains $`70\%`$ of the total light. The morphologies of the objects tend to show signs of galaxy interactions, including tidal tails, multiple nuclei, and disturbed outer envelopes. Approximately 2/3 of the sample show such features, while 1/3 of the sample appear to be normal galaxies. A brief description of the near-IR morphology for each FF is included in Table 1.
### 4.3 Radio
One of the major advantages of using FIRST in our survey is the high accuracy of its positional information. The coordinates listed in Table 1 are those of the radio source as given by the FIRST catalog, which has an absolute astrometric uncertainty of $``$1 arcsec. The 20 cm VLA images of all objects listed in Table 1 were extracted from the FIRST database. The radio morphologies were classified by visual inspection of these cutout images, and by consulting the deconvolved sizes listed in the FIRST catalog. The 20 cm morphological information is given for each FF source in Table 1. The 20 cm flux densities listed in Table 1 have typical uncertainties of 10% at the 2 mJy level.
### 4.4 Far Infrared
Improved $`IRAS`$ flux densities were obtained for all objects in Table 1 with the ADDSCAN utility at IPAC. In addition to the 60 $`\mu `$m band used to construct our FF catalog, data at 12 $`\mu `$m, 25 $`\mu `$m, and 100 $`\mu `$m was searched for detections. Almost none of the objects in Table 1 were detected at either of the shorter two wavelengths, so no information is included from these wavebands in Table 1. Many detections were obtained in the 100 $`\mu `$m data; these are included where available in Table 1, and one $`\sigma `$ upper limits are indicated in parentheses. The uncertainty in the typical 60 $`\mu `$m measurement in the sample is $`10\%`$, and $`15\%`$ in the 100 $`\mu `$m band where detected. The 60 $`\mu `$m and 100 $`\mu `$m flux densities were used to calculate the far-infrared luminosity, as defined by Sanders & Mirabel (1996): L(40–500 $`\mu `$m) $`=4\pi D_L^2CF_{FIR}[L_{}]`$, where $`D_L^2`$ is the luminosity distance in Mpc, $`F_{FIR}=1.26\times 10^{14}(2.58\times f_{60}+f_{100})[Wm^2]`$, and $`C=1.6`$. Throughout this paper we use H$`{}_{0}{}^{}=65`$ km s<sup>-1</sup> Mpc<sup>-1</sup> and $`\mathrm{\Omega }_M=0.3`$ with $`\mathrm{\Lambda }=0`$. When 100 $`\mu `$m detections could not be obtained with ADDSCAN, the 1$`\sigma `$ limiting flux densities were used in the calculation of the L<sub>FIR</sub>. The L<sub>FIR</sub> are given in Table 1, and are plotted in Figure 4. The uncertainty in the L<sub>FIR</sub> is dominated by a combination of the typical $`1015\%`$ flux measurement errors and the $`15\%`$ uncertainty in the scaling factor C which accounts for the extrapolated flux longward of the 100 $`\mu `$m band.
## 5 Discussion
The reliability of the optical identification with the radio source for the objects in Table 1 is very high. The optical/radio source association with the FSC far-infrared source is less certain, because of the relatively large positional uncertainty of the $`IRAS`$ detections. But there are at least four reasons to believe that the identified optical/radio sources are indeed the FSC sources as well. First, in all cases, the FIRST position is within twice the 1 $`\sigma `$ error ellipse of the FSC source. Second, the optical spectra show emission lines typical of star-forming galaxies, as expected for most far-IR luminous objects. Third, in the cases where both 60 and 100 $`\mu `$m detections were obtained, the $`IRAS`$ flux ratios are typical of FIR luminous galaxies (Soifer et al. 1987). Finally, in nearly all cases the FIR/radio flux ratio lies on the well-established correlation as seen in Figure 1.
There are at least two possible ways that the wrong association is being made. First, a galaxy optically brighter than the identified FF source could lie just outside the $`IRAS`$ error ellipse and still be the source of the IRAS detection. But in our sample there are no such galaxies which are also detected by FIRST, as would be expected if such objects were the true source of the FIR emission. Second, a faint radio source could be missed by the FIRST survey that would coincide with the $`FSC`$ source. Using the rms given in the FIRST catalog for each object, lower limits to the resulting $`S_{60\mu \mathrm{m}}/S_{20cm}`$ ratios for objects beneath the $`FIRST`$ detection limits are found to be $``$500-700, far greater than the standard ratio for star-forming galaxies. Finally its worth noting that on average one expects to find only 0.035 FIRST sources within the typical IRAS error ellipse area, so the probability of a random radio source being associated with an FSC source is low. In our sample of 108 identified FF objects, approximately 4 could be due to radio sources unassociated with the far-IR source.
Although we defer the scientific analysis of the new sample to future contributions, we will briefly compare some basic global properties of our FF sample to those of other similarly large samples of high redshift ULIG which have been previously published, e.g. Leech et al. (1994) and Clements et al. (1996). Our new sample has ULIG at higher average redshift ($`\overline{z}0.3`$) than that of Leech et al. ($`\overline{z}0.17`$) and that of Clements et al. ($`\overline{z}0.21`$). As for the interaction rate, on which there has been some disagreement in the literature (Sanders & Mirabel 1996), our result that 2/3 of the sample shows signs of galaxy interactions is in agreement with Leech et al. but not Clements et al., who found that $`90\%`$ of their sample were interacting systems. Finally, the rate of AGN-type optical spectra in our sample, which is only $`10\%`$, is somewhat less than the $`25\%`$ found by Clements et al. We do see a higher incidence of AGN-type spectra at the highest L<sub>FIR</sub> as has been noted previously by several studies; for a review of this topic see Sanders & Mirabel (1996).
## 6 Summary
We have constructed a new survey of ULIG using a match of the $`IRAS`$ FSC with the second version of the FIRST catalog, which covered nearly 3000 degrees<sup>2</sup>. By choosing for further study only optically faint matches from the DSS which also fall on the radio-FIR flux correlation, we have attempted to find high redshift ULIG which are powered primarily by starbursts. Optical images and spectra were obtained of 108 such targets, which were found to lie in the redshift range $`0.1<z<0.9`$; a redshift histogram is shown in Figure 5. Nearly all of these targets have $`L_{FIR}`$ greater than $`10^{11}L_{}`$, and have a higher average redshift of $`\overline{z}=0.31`$ than in other recent ULIG surveys. Near-IR imaging shows that while more than the majority of objects show clear signs of galaxy interactions, nearly 1/3 appear to be normal at arcsec resolution in the $`K`$ band. With this sample, we intend to examine the nature of ULIG evolution in future contributions.
The authors thank the staff of Lick Observatory for their help in obtaining the optical data, and Bill Vacca and Dave Griep at the IRTF for their assistance in obtaining the near-IR data, and for conducting servicing observing for three of the sample objects. We have made use of the online facilities provided by IPAC. We also thank Bob Becker for providing us with the FIRST catalog and for help in using its contents. Finally we thank Rob Kennicutt for a speedy referee report. The Digitized Sky Surveys were produced at the Space Telescope Science Institute under U.S. Government grant NAG-W-2166. The images of these surveys are based on photographic data obtained using the Oschin Schmidt Telescope on Palomar Mountain and the UK Schmidt Telescope. The plates were processed into the compressed digital form with permission of these institutions. The work by SAS, WvB, and CDB at IGPP/LLNL was performed under the auspices of the U.S. Department of Energy under contract W-7405-ENG-48 to the University of California. The work by DS was supported by IGPP grants 98-AP017 and 99-AP026.
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# Untitled Document
Superconducting Fluctuations and the Pseudogap in the Slightly-overdoped High-$`T_c`$ Superconductor TlSr<sub>2</sub>CaCu<sub>2</sub>O<sub>6.8</sub>: High Magnetic Field NMR Studies
Guo-qing Zheng <sup>1</sup>, H.Ozaki <sup>1</sup>, W.G. Clark <sup>2</sup>, Y. Kitaoka <sup>1</sup>, P. Kuhns <sup>3</sup>, A.P.Reyes<sup>3</sup>, W.G. Moulton <sup>3</sup>, T. Kondo<sup>4</sup>, Y.Shimakawa<sup>4</sup> and Y.Kubo<sup>4</sup>
<sup>1</sup> Department of Physical Science, Osaka University, Toyonaka, Osaka 560-8531, Japan.
<sup>2</sup> Department of Physics and Astronomy, University of California at Los Angeles, CA 90095-1547.
<sup>3</sup> National High Magnetic Field Laboratory, Tallahassee, FL 32310.
<sup>4</sup> Basic Research Laboratory, NEC Corp. Tsukuba 305-8501, Japan.
(received Jan. 19, 2000 )
From measurements of the <sup>63</sup>Cu Knight shift ($`K`$) and the nuclear spin-lattice relaxation rate ($`1/T_1`$) under magnetic fields from zero up to 28 T in the slightly overdoped superconductor TlSr<sub>2</sub>CaCu<sub>2</sub>O<sub>6.8</sub> ($`T_c`$=68 K), we find that the pseudogap behavior, i.e., the reductions of $`1/T_1T`$ and $`K`$ above $`T_c`$ from the values expected from the normal state at high $`T`$, is strongly field dependent and follows a scaling relation. We show that this scaling is consistent with the effects of the Cooper pair density fluctuations. The present finding contrasts sharply with the pseudogap property reported previously in the underdoped regime where no field effect was seen up to 23.2 T. The implications are discussed.
PACS No.: 74.25.Ha, 74.72.Fq, 74.40+k, 76.60.-k, 74.25.Nf
The high transition temperature ($`T_c`$) superconductors have attracted enomous attention because of their high $`T_c`$ and their anomalous normal-state properties. It is believed that the unusual normal-state properties are due to strong electron-electron correlation effects. On the other hand, it is also pointed out that some effects associated with the high value of $`T_c`$, such as superconducting fluctuations (SF), may also complicate the normal-state properties . Among various unsettled issues of the normal state, the so-called pseudogap (PG), which is a phenomenon of spectral weight suppression, has attracted much attention in recent years. Although the PG is observed in most underdoped materials and possibly also in the overdoped regime , its detailed properties remain to be characterized. Measurements under strong magnetic fields may help to discriminate between different mechanisms that are responsible for the PG \[3-6\].
In this Letter, we report the temperature ($`T`$) and magnetic field ($`H`$) dependence of the normal-state properties probed by the <sup>63</sup>Cu Knight shift ($`K`$) and the nuclear spin-lattice relaxation rate ($`1/T_1`$) measurements in the slightly overdoped superconductor TlSr<sub>2</sub>CaCu<sub>2</sub>O<sub>6.8</sub>, at both zero magnetic field (NQR) and high fields up to 28 T. It was found that the PG behavior is seen but it depends strongly on $`H`$. We further find that the PG follows a $`T`$\- and $`H`$\- scaled relation, which is shown to be consistent with the Cooper pair density fluctuations. The present finding contrasts sharply with the PG property in the underdoped regime where no field effect was seen up to 23.2 T . Implications of these findings are discussed.
TlSr<sub>2</sub>CaCu<sub>2</sub>O<sub>7-δ</sub> consists of two identical CuO<sub>2</sub> planes in the unit cell. The doping level is controled by changing the oxygen content by annealing . The as-grown sample is non-superconducting with $`\delta =0.12`$. Superconductivity is obtained and $`T_c`$ is increased monotonically to 70 K when $`\delta `$ is increased, thereby reducing the carrier concentration. The electrical resistivity follows a simple power law $`\rho =\rho _0+aT^n`$. The exponent $`n`$ changes gradually from $``$1.3 for the highest-$`T_c`$ sample to 1.7 for the as-grown sample . Even the sample with the highest $`T_c`$ is suggested to be still in the slightly overdoped regime . The sample used in this study has a zero-field critical transition temperature $`T_{c0}`$ of 68 K with $`\delta `$0.20 and $`n`$=1.3 . All NMR measurements were done on the central transition (the -1/2 $``$1/2 transition) in a c-axis aligned powder sample . $`1/T_1`$ was obtained from the recovery of the magnetization ($`M(t)`$) following a single saturation pulse and a good fitting to $`\frac{M(\mathrm{})M(t)}{M(\mathrm{})}=0.9\mathrm{exp}(6t/T_1)+0.1\mathrm{exp}(t/T_1)`$ . The transition temperature for H$``$ c-axis, $`T_{cH}`$, was determined from the ac susceptibility by measuring the inductance of the NMR coil and was 58 K, 51 K, 40 K and 37 K for $`H`$= 7 T, 15.6 T, 23 T and 28 T, respectively, as indicated by the arrows in Fig. 1. Application of the Werthamer-Helfand-Hoenberg theory indicates that a field of 43 T should destroy the superconductivity completely. This relatively small critical field, $`H_{c2}(0)`$, is another manifestation of the sample being overdoped.
Figure 2(a) shows $`1/T_1T`$ as a function of $`T`$ for 0$`H`$28 T parallel to the c-axis. Figure 2(b) shows the $`T`$ variation of the Knight shift ( $`K_c`$ ) for various H$``$ c-axis. Figure 3 emphasizes the data near $`T_{cH}`$. The arrows, from right to left, indicate $`T_{cH}`$ as $`H`$ is increased. At $`H`$=0, $`1/T_1T`$ increases with decreasing $`T`$ down to $`T^{}`$=85 K. The curve in Fig. 2(a) is a fitting of the data above $`T`$=90 K to the relation of $`1/T_1T=\frac{C}{T+\theta }`$, with C=4.7 msec<sup>-1</sup> and $`\theta `$=235 K. This Curie-Weiss (CW) relation of $`1/T_1T`$ was reported in many other high-$`T_c`$ cuprates such as La<sub>2-x</sub>Sr<sub>x</sub>CuO<sub>4</sub> and is explained theoretically as caused by antiferromagnetic (AF) spin fluctuations . The deviation of $`1/T_1T`$ from the CW relation below $`T^{}`$ has been widely attributed to the loss of low-energy spectral weight, i.e., the opening of a PG. Applying a magnetic field shifts $`T^{}`$ to lower $`T`$; $`1/T_1T`$ is strongly field dependent below $`TT^{}`$=85 K.
$`K_c`$ is the sum of an $`H`$-and $`T`$-independent orbital part $`K_{orb}`$ and the spin part $`K_s`$, which is proportional to the uniform spin susceptibility $`\chi _s`$. In Y- and La-based cuprates $`K_s`$ of <sup>63</sup>Cu for $`H`$ c-axis is negligibly small due to accidential cancellation of the hyperfine field, which prevents investigation of the $`T`$\- and $`H`$-dependence of $`\chi _s`$ at this field alignment. $`K_s`$ is finite in the present case, likely due to larger transferred-hyperfine field coming from the nearest Cu . At high $`T`$, as seen in Fig. 2(b), $`K_c`$ increases slighly with decreasing $`T`$, but remains constant at 1.42% for 85K$`T`$150 K. Such a $`T`$-independent $`K`$ is a common feature of the optimally-doped or overdoped materials . As seen in Fig. 3(b), $`K_c`$ starts to decrease at temperatures above $`T_{cH}`$, with no apparent singularity at $`T_{cH}`$. Like $`1/T_1T`$, the temperature at which $`K_c`$ starts to deviate from a constant value depends on $`H`$.
The key experimental results are: (1) The PG temperature at which $`K_c`$ starts to deviate from a constant value and $`1/T_1T`$ deviates from that expected by the relation of $`1/T_1T=\frac{C}{T+\theta }`$, is lowered progressively by $`H`$. (2) The reduction of $`K_c`$ and $`1/T_1T`$ at $`T_{cH}`$ become larger as $`H`$ is increased. Thus, at a first glance, it appears that the PG behavior becomes prominent at high fields, although it starts at lower $`T`$.
We find that the $`T`$\- and $`H`$-dependence of these reductions follow a scaling relation. In Fig. 4(a), we show the normalized reduction of $`1/T_1T`$, $`\delta (T_1T)^1=\frac{(T_1T)_N^1(T_1T)_{obs}^1}{(T_1T)_N^1}`$ , divided by $`\sqrt{T_{c0}T_{cH}}`$, as a function of the reduced temperature difference, $`\frac{TT_{cH}}{T_{c0}T_{cH}}`$. Here $`(T_1T)_N^1=\frac{4.7}{T+235}`$ in msec<sup>-1</sup>K<sup>-1</sup>. It is seen that the data for four fields are collapsed onto a universal curve down to well below $`T_{cH}`$. In Fig. 4(b), the reduction of $`K`$, $`\delta K=1.42\%K_c`$ divided by $`\sqrt{T_{c0}T_{cH}}`$ is plotted against the same normalized temperature difference. A scaling relation is also evident. In both cases, the scaling has the same dependence on $`\frac{TT_{cH}}{T_{c0}T_{cH}}`$.
We now argue that these scaling relations are consistent with the effects of the fluctuating Cooper pair density. The spin Knight shift is written as $`K_s\chi _s`$; $`1/T_1T`$ can be written as $`1/T_1T_q\frac{Im\chi (q,\omega )}{\omega }|_{\omega 0}\chi _s_{qQ}\frac{\xi _M^4}{(1+q^2\xi _M^2)^2}`$, where $`Im`$ means imarginary part, $`\xi _M`$ is the magnetic correlation length and $`Q`$ is the AF wavevector . $`\chi _s`$ is proportional to the density of states (DOS) or the number of the normal-state electrons. SF modify $`\chi _s`$, and also $`\xi _M`$ in general. The effects of SF on various physical quantities have been extensively studied in the past in conventional superconductors and recently also in high-$`T_c`$ superconductors . Three processes are known: (1) the Aslamazov-Larkin (AL) term, which is a direct effect of the Cooper pairs formed above mean-field $`T_c`$ , (2) the Maki-Thompson (MT) term, which is due to the coherent scattering of two counterparts of a Cooper pair on the same elastic impurities , and (3) the DOS term due to the reduction of one-electron DOS because a part of electrons form Cooper pairs . The AL contribution to the Knight shift and the relaxation is negligible because of singlet electron pairing. The MT term is sensitive to the pairing symmetry but the DOS term is not. When the Cooper pair is of $`d`$-wave symmetry, which is believed to be realized in the high-$`T_c`$ superconductors, the MT term is much smaller than the DOS term . Under these circumstances, the predominant effect of the SF on $`K`$ and $`1/T_1`$ is to reduce the contributions due to the DOS.
This reduction can be modeled by calculating the corresponding number of the fluctuating Cooper pairs, $`N_{c.p.}`$ which gives rise to the reduction of the DOS. The static fluctuation of the Cooper pair density above $`T_{cH}`$ can be estimated from the Ginsburg-Landau (GL) theory. The GL free energy density relative to the normal state is $`f=\alpha |\psi |^2+\frac{1}{2m^{}}|(\frac{\mathrm{}}{i}\frac{e^{}}{c}\stackrel{}{A})\psi |^2+\frac{\beta }{2}|\psi |^4`$, where $`\psi `$ is the order parameter, $`\alpha `$ and $`\beta `$ are constants, and $`m^{}`$ and $`e^{}`$ are the mass and charge of the Cooper pair, respectively. The probability for each $`\psi (r)`$ is proportional to $`exp(f/k_BT)`$. Consider $`T`$ far enough above $`T_c`$ that the $`|\psi |^4`$ term can be neglected. Suppose $`Hz`$ and expand $`\psi `$ in terms of the wave function of the Landau orbit $`\phi _{n,k_z}`$, $`\psi (r)=C_{n,k_z}\phi _{n,k_z}`$. It can be shown that $`f=\frac{\mathrm{}^2}{2m^{}}[(k_z^2+\frac{1}{\xi ^2}+(n+\frac{1}{2})\frac{4\pi H}{\varphi _0}]|C_{n,k_z}|^2`$, where $`\varphi _0`$ is the flux quantum and $`\xi \sqrt{\frac{\mathrm{}^2}{2m^{}\alpha }}\xi _0/\sqrt{\epsilon }`$ is the GL coherence length, with $`\epsilon =log(T/T_{c0})\frac{TT_{c0}}{T_{c0}}`$. Therefore, the averaged fluctuation is $`<|\psi _{k_z,n}|^2>=\frac{k_BT}{\frac{\mathrm{}^2}{2m^{}}[k_z^2+\frac{1}{\xi ^2}+(n+\frac{1}{2})\frac{4\pi H}{\varphi _0}]}`$, where $`n`$ labels the Landau level. By introducing $`\epsilon _H=\frac{TT_{cH}}{T_{c0}}`$, where $`T_{cH}`$ is the mean-field transition temperature at field $`H`$, and $`\stackrel{~}{H}=H/H_{c2}(0)`$, the averaged fluctuation becomes,
$`<|\psi _{k_z,n}|^2>`$ $`=`$ $`{\displaystyle \frac{k_BT}{\frac{\mathrm{}^2}{2m^{}\xi _0^2}[\epsilon _H+\xi _0^2k_z^2+2n\stackrel{~}{H}]}}.`$ (1)
The factor of $`T`$ shown in eq. (1) is cancelled out when one includes the effect of dynamic fluctuations (non-zero frequencies). Dynamical fluctuations suppress the order parameter modulus. This suppression is larger for higher $`T`$ . Calculating these fluctuations is rather elaborate and has not been derived analytically. However, by using the Matsubara Green’s function and numerical calculation, Heym found that the inclusion of dynamical fluctuations is equivalent to multiplying the static fluctuation term by the factor $`1/T`$ in the temperature range of 1.05$`T/T_c1.6`$, which corresponds to 0.1$`\frac{TT_{cH}}{T_{c0}T_{cH}}`$ 1 in the present case. On the basis of this argument, we drop the factor $`T`$ in eq. (1) from further consideration. Then, $`N_{c.p.}`$ is,
$`N_{c.p.}={\displaystyle \underset{k}{}}<|\psi _k|^2>={\displaystyle \frac{dk_z}{2\pi }\frac{H}{\varphi _0}\underset{n}{}}<|\psi _{k_z,n}|^2>`$
$`{\displaystyle \underset{n}{}}{\displaystyle \frac{\stackrel{~}{H}}{\sqrt{\epsilon _H+2n\stackrel{~}{H}}}}.`$ (2)
By dividing the two sides of eq. (2) by $`\sqrt{\stackrel{~}{H}}`$, one obtains a scaling relation between $`N_{c.p}/\sqrt{\stackrel{~}{H}}`$ and $`\epsilon _H/\stackrel{~}{H}`$. By noting that $`H_{c2}(T)`$ is linear near $`T_c`$ so that $`\stackrel{~}{H}`$ can be written as $`\stackrel{~}{H}=\frac{1}{0.69}\frac{T_{c0}T_{cH}}{T_{c0}}`$ , we obtain,
$`{\displaystyle \frac{N_{c.p.}}{\sqrt{T_{c0}T_{cH}}}}`$ $``$ $`{\displaystyle \underset{n}{}}{\displaystyle \frac{1}{\sqrt{\frac{TT_{cH}}{T_{c0}T_{cH}}+\frac{2n}{0.69}}}}.`$ (3)
Eq.(3) reproduces the scaling found experimentally. The solid curves in Fig. 4 are fits to the right hand of eq. (3) by taking $`n_{max}=1/\stackrel{~}{H}=5`$ following ref. . Taking larger $`n_{max}`$ is found to result only in a shift of the fitted region to lower temperature, as found by Eschrig et.al. . We have limited the fitting to the vicinity of $`T_{cH}`$ where the GL theory is valid. In the range of 0.1$`\frac{TT_{cH}}{T_{c0}T_{cH}}`$ 0.35, the fitting is reasonably good. The deviation from the GL theory near (and below) $`T_{cH}`$ is not surprising since the fluctuations there (i.e., in the critical region) are strong that the $`|\psi |^4`$ term can not be neglected.
Thus, the $`H`$ and $`T`$ dependences of $`1/T_1T`$ and the Knight shift can be understood as due to Cooper pair density fluctuations of both static and dynamic origins. The reduction of both $`K`$ and $`1/T_1T`$ are proportional to $`N_{c.p.}`$, as expected by the theory to the first order of approximation (i.e., neglecting the change in $`\xi _M`$). The magnetic field-enhanced fluctuation near $`T_{cH}`$ is attributed to the increase of the density of the fluctuating pairs due to the degenerated Landau level.
To our knowledge, this is the first report of the observed scaling relation for the NMR quantities. It is observed over a wide $`T`$ range that extends well below $`T_{cH}`$ and up to as high as 2$`T_{cH}`$. Although the above simplified argument gives an intuitive account for the scaling above (and near) $`T_{cH}`$, theories which can describe the whole $`T`$ range including the critical and the high-$`T`$ regions are needed.
Finally we discuss the implications of the present finding. First, the present experiment warns that care should be taken when making quantitative arguments about the PG phenomenon under magnetic field. As seen in our experiment, applying a magetic field gives a result that is consistent with the quantization of the orbital motion of the electrons which in turn lowers $`T^{}`$ and makes the PG appear more pronounced than at zero field. Secondly, the PG behavior in the overdoped regime contrasts sharply with what is seen in the underdoped material YBa<sub>2</sub>Cu<sub>4</sub>O<sub>8</sub> reported previously, where no field dependence was found up to 23.2 T, even though the field reduces $`T_c`$ by 20 K (26% of $`T_{c0}`$) . There exists a wide variety of interpretations for the PG and its $`H`$-independence . The present findings imply that any electron correlation-driven pseudogap, if realized in the underdoped regime, would terminate at some doping level , before entering the overdoped regime.
In summary, we have found in the slightly overdoped superconductor TlSr<sub>2</sub>CaCu<sub>2</sub>O<sub>6.8</sub> that the reduction of the Knight shift and $`1/T_1T`$ above $`T_c`$, i.e., the pseudogap behavior, is strongly field dependent and follows a simple scaling relation. Based on the GL theory we argued that this scaling is consistent with the effects of the Cooper pair fluctuations above mean-field $`T_{cH}`$. The present results contrast sharply with the pseudogap property in the underdoped regime, which is not affected by a field up to 23.2 T . These results imply that an electron correlations-driven pseudogap would terminate at some doping level before entering the overdoped regime.
We thank K. Miyake for helpful discussions and comments. Thanks are also due to S. Fujimoto, R. A. Klemm, H. Kohno, O. Narikiyo and K. Yamada for useful discussions. Partial support by Grant-in-Aids for Scientific Research Nos.11640350 (G.-Q.Z), 10044083 and 10CE2004 (Y.K), from the Ministry of Education, Science, Sports and Culture, and by NSF grant DMR-9705369 (W.G.C) is gratefully acknowleged. A portion of this work was performed at National High Magnetic Field Laboratory, which is supported by NSF Cooperative Agreement No. DMR-9527035 and by the State of Florida.
References:
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See, e.g., references cited in and related articles in .
Y. Yanase and K. Yamada, preprint.
The results on optimally doped YBa<sub>2</sub>Cu<sub>3</sub>O<sub>7-δ</sub> in the literature are controversial. Recent measurements (Ref and W. P. Halperin et al, unpublished) seem to support a pseudogap independent of field up to 14.8 T as found by Gorny et al .
Figure Captions:
Fig. 1, AC susceptibility at various fields. The sample was field-cooled.
Fig. 2, (a) $`1/T_1T`$ of <sup>63</sup>Cu as a function of temperature, $`T`$, at various magnetic fields parallel to c-axis. The arrow indicates $`T_{c0}`$. The curve is a fitting of the data above $`T`$=90 K to a Curie-Weiss relation. (b) $`T`$-variation of the Knight shift, $`K_c`$, at various fields. The typical uncertainty of the data points is about $`\pm `$2%, which is slightly larger than the size of the symbols.
Fig. 3, Enlarged part of Fig. 2 around $`T_{cH}`$. The arrows, from right to left, indicate $`T_{cH}`$ at elevated fields.
Fig. 4, (a) Normalized reduction of $`1/T_1T`$ from that expected from the high-$`T`$ Curie-Weiss relation, divided by $`\sqrt{T_{c0}T_{cH}}`$, in K$`^{\frac{1}{2}}`$, plotted as a function of $`\frac{TT_{cH}}{T_{c0}T_{cH}}`$. (b) Reduction of the Knight shift from the constant value, divided by $`\sqrt{T_{c0}T_{cH}}`$, in 10<sup>-4</sup>K$`^{\frac{1}{2}}`$, versus $`\frac{TT_{cH}}{T_{c0}T_{cH}}`$. The symbols are the same as those in (a). The curves are fits to $`\frac{N_{c.p.}}{\sqrt{T_{c0}T_{cH}}}`$ (see text).
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# Why do stripes form in doped antiferromagnets and what is their relationship to superconductivity?
## Abstract
Experiments show evidence for stripe formation in the underdoped cuprates. Here we discuss recent numerical calculations on the $`t`$-$`J`$ model which tell us about the mechanism responsible for stripe formation and the relationship between stripes and superconductivity.
It is clear from a variety of experiments that stripes appear as important low-energy configurations in the underdoped cuprates. However, the basic questions of why stripes form and what role they play in superconductivity remain controversial. A decade ago Hartree-Fock solutions of the Hubbard model showed that stripes—one-dimensional domains of increased hole density forming anti-phase Néel boundaries—were present in mean field solutions of the Hubbard model . Here the stability of the stripe structure arises from the reduction in kinetic energy that the holes experience in moving transverse to the stripes. However, the stripes in the Hartree-Fock solution are characterized by a filling of one hole per domain wall unit cell, while experiments on the cuprates at low doping find a filling of half this. In addition, within the Hartree-Fock framework, it is not clear how superconductivity enters.
An alternative view argues that stripe formation arises from competition between phase separation and long-range Coulomb interactions . Central to this “frustrated phase separation” picture is the assumption that lightly doped $`tJ`$ or Hubbard models, with parameters in the relevant physical regime, will, in the absence of a long-range Coulomb interaction, globally phase separate into uniform hole-rich and undoped regions. In this approach, it is argued that the formation of stripes is governed by a larger charge energy scale and that pairing arises as a secondary effect associated with the transfer of a spin gap from the undoped regions to the stripes and a subsequent pair transfer between stripes, leading to a Josephson coupling and superconductivity. The fact that stripes act as antiferromagnetic domain walls is also a secondary “kinetic” effect in this picture.
Recently we have carried out numerical density matrix renormalization group (DMRG) calculations on various $`tJ`$ systems which suggest a third view. These calculations show that low-lying striped states occur in the $`t`$-$`J`$ model in the absence of long-range Coulomb interactions. Furthermore, unlike the Hartree-Fock solutions, the domain walls are characterized at low doping by a filling of one hole per two domain wall unit cells. The short-range structure of the domain wall contains strong antiferromagnetic singlet bond correlations crossing the holes. Just as in the case of the two-hole bound state , these spin correlations around and across the holes form in order to maximize the hopping overlap with other hole configurations, which lowers the kinetic energy, while at the same time minimizing the disturbance of the AF background. For this reason it is not surprising that the binding energy per hole of a domain wall is only slightly greater than that of a hole in a $`d_{x^2y^2}`$ pair. When an additional next-nearest-neighbor, one-electron hopping term is added, the tendency to form stripes is weakened and we find that the domain walls become unstable with respect to the $`d_{x^2y^2}`$ pairing state . These calculations suggest:
1. When two holes are added to the undoped system, a pair forms as the holes locally arrange themselves so as to satisfy the competing requirements of minimizing their kinetic energy and minimizing the disturbance of the background exchange interactions. At finite doping, domain walls form for similar local reasons and to support $`\pi `$ phase-shifted regions on either side as a way of further reducing the disturbance of the exchange interactions and to lower the transverse kinetic energy of the holes.
2. The domain walls have a minimum energy for a linear filling of $`\rho _{\mathrm{}}=0.5`$, corresponding to one-hole per two domain-wall unit cells. Domain walls form at this linear filling for hole dopings $`x<1/8`$, at which point the repulsion between domain walls becomes large enough so that additional holes cause walls with $`\rho _{\mathrm{}}>0.5`$ to form.
3. Stripes compete with superconductivity, and by changing the parameters of the system, a pairing state can be obtained as the stripes evaporate. In particular, a change in parameters which enhances pair mobility can destabilize the stripes, leading to a stronger pairing state.
In the following we will discuss numerical results for the $`t`$-$`J`$ model which lead us to this view.
The Hamiltonian of the basic $`t`$-$`J`$ model is
$$H=t\underset{ijs}{}(c_{is}^{}c_{js}+\mathrm{h}.\mathrm{c}.)+J\underset{ij}{}(𝐒_i𝐒_j\frac{n_in_j}{4}),$$
(1)
where doubly occupied sites are explicitly excluded from the Hilbert space. Here $`ij`$ are nearest-neighbor sites, and $`s`$ is a spin index. The operator and $`c_{is}^{}`$ creates an electron of spin $`s`$ on site $`i`$ and $`\stackrel{}{S}_i=\frac{1}{2}c_{is}^{}\stackrel{}{\sigma }_{ss^{}}c_{is^{}}`$ and $`n_i=c_i^{}c_i+c_i^{}c_i`$ are the electron spin moment and charge density operators at site $`i`$. The nearest-neighbor hopping and exchange interactions are $`t`$ and $`J`$, and the average site occupation $`<n>=1x`$ is set by the hole doping parameter $`x`$.
In the absence of hole doping ($`x=0`$) the $`t`$-$`J`$ model reduces to a Heisenberg $`S=1/2`$ antiferromagnet and the 2D ground state has long range antiferromagnetic order. The question is, what happens when it is doped? At sufficiently large values of $`J/t`$, the doped system will globally phase separate into a hole-free antiferromagnetic region and a hole rich region. However, in the physically relevant regimes of $`J/t`$ and doping discussed here, the system does not exhibit global phase separation. Rather, the DMRG calculations for the $`t`$-$`J`$ model which we will discuss here have striped ground states. On various hole-doped $`t`$-$`J`$ lattices we have observed bond-centered and site-centered domain walls which run along the (1,0) or (0,1) direction as well as diagonal domain walls which run along the (1,1) direction, depending upon the nature of the boundary conditions. In all cases, these domain walls separate $`\pi `$-phase shifted AF regions, and exhibit antiferromagnetic bonds crossing the holes. The (1,0) and (0,1) walls have a lower energy with the bond-centered and site-centered walls very close in energy. Figure 1(a) shows a typical bond-centered (0,1) domain wall structure. Here the charge density and spin structure on a centered $`8\times 8`$ section of a $`16\times 8`$ lattice is shown. For the results shown in Fig. 1, $`J/t=0.35`$, $`x=0.125`$, and the lattice has periodic boundary conditions in the $`y`$-direction and open boundary conditions in the $`x`$-direction with a staggered magnetic field of strength $`h=0.1t`$ applied to the open ends. On the full $`16\times 8`$ lattice there are four vertical bond-centered stripes separating $`\pi `$-phase shifted antiferromagnetic regions. Two of these stripes on the central $`8\times 8`$ section of the lattice are shown in Fig. 1(a). Each of the stripes contains 4 holes corresponding to a linear filling of 1 hole per two-domain wall unit cells. Fig. 2(a) shows a $`13\times 8`$ lattice with 12 holes and with a $`\pi `$-phase shift in the staggered magnetic field which is applied at the ends. In this case, domain walls form which are site centered. Just as for the bond-centered domains, the site-centered domains shown in Fig. 2(a) have a linear filling of one hole per two domain wall unit cells.
To understand why such stripes form in the $`t`$-$`J`$ model, it is useful to examine these domain walls in more detail. In Fig. 1(b), we show results from a smaller system, of size $`8\times 8`$, with the same hole doping and boundary conditions as in (a). The spin and hole densities for this system (not shown) are almost identical to those shown in (a). The blue circles show the most probable configuration of the eight holes in the system. The thickness of the lines connecting various sites denotes the strength of the exchange field $`\stackrel{}{S}_i\stackrel{}{S}_j`$ for this configuration of the holes. The maximum strength of this exchange field corresponds to a singlet bond with $`\stackrel{}{S}_i\stackrel{}{S}_j=3/4`$. A similar construction for the site-centered case is shown in Fig. 2(b). Note the numerous frustrating valence bonds crossing the holes, most of which connect opposite sides of each domain wall. In fact, we find that a tendency for frustrating valence bonds to form across mobile holes is universal in doped antiferromagnets, coming directly from the local competition between the kinetic and exchange energies. A domain wall allows most of these exchange bonds to form in a way which cooperates, rather than competes, with the background spin configuration. The configurations shown for these two cases in Figures 1(b) and 2(b) are, of course, only one out of the huge number which form the ground states, but they provide a local strong coupling picture of the type of correlations which are present in the domain walls.
It is interesting to compare the domain wall configuration of Fig. 1(b) with the two most probable configurations of two holes on an $`8\times 8`$ lattice shown in Fig. 3(a). In the unphysical regime $`J>t`$, the most probable configuration for the two holes would tend to be near neighbors to reduce the number of broken exchange bonds. In the physical region, $`J<t`$, the kinetic energy plays an increasingly important role so that the diagonal configuration of the holes shown on the left-hand side of Fig. 3(a) is the most probable. When the holes sit on diagonal sites, there is also a large diagonal singlet correlation . As shown in Fig. 3(b), four of the eight one-electron hops from this diagonal configuration lead to a configuration in which the diagonal singlet becomes a nearest-neighbor exchange bond. The phasing of the near neighbor hole configurations has $`d_{x^2y^2}`$ symmetry as does the diagonal site configuration when the background spins are taken into account. Thus, in this strong coupling picture the pairing arises from a compromise in which the holes locally arrange themselves so as to minimize the disturbance of the background exchange energy while at the same time lowering their kinetic energy by the hopping between configurations such as those shown in Fig. 3(b).
In a similar way, the site-centered domain wall configuration of Fig. 2(b) reminds one of the valence bond-like region that forms around holes in the one-dimensional $`t`$-$`J`$ model . Again, to maximize the hopping overlap with adjacent hole configurations one expects there to be strong antiferromagnetic correlations between next-nearest-neighbor sites across a hole. Such a valence bond-like correlation becomes a nearest-neighbor link after one hop of the hole to either neighboring site, since moving the hole also moves the bond.
We see that the domain walls locally share a number of the same features as the two-hole pairing state, which accounts for the fact that the energy per hole for a domain wall is close to the energy per hole of a pair. In addition, however, by lining up to form a domain wall, the holes can support a $`\pi `$-phase shift in the surrounding antiferromagnetic background, lowering the energy further. For the site-centered wall this reflects the reduction in the kinetic energy that holes experience in moving transverse to the domain walls across which there are strong antiferromagnetic bonds (see Fig. 2(b). A similar effect occurs for the bond-centered domain wall shown in Fig. 1. In this case it is useful to think of local pairs lined up to support the $`\pi `$-phase-shift in the surrounding antiferromagnitc background. The stabilization energy of a $`\pi `$-phase shifted field on a pair can be calculated for the simple case of two holes on $`2\times 2`$ $`t`$-$`J`$ lattice, such as that shown in Fig. 3(b). Representing the exchange field which runs along both sides of the stripe by a mean field of magnitude $`h`$, and numbering the site counterclockwise around the plaquette, the perturbation added to the $`t`$-$`J`$ Hamiltonian for the $`\pi `$-phase-shifted antiferromagnetic domain wall is
$$H_{\pi AF}=h\left(S_1^z+S_2^zS_3^zS_4^z\right)$$
(2)
while if there were no phase shift
$$H_{AF}=h\left(S_1^zS_2^z+S_3^zS_4^z\right).$$
(3)
In second order, one finds that either perturbation lowers the energy per hole by a term of order $`h^2/t`$ when $`J/t`$ is small, but the coefficient in the $`\pi `$-phase-shifted field case is about four times larger. The $`\pi `$-phase-shifted antiferromagnetic field at the edges of the domain mixes in a spin-triplet contribution to the local pairing correlations, lowering both the exchange and kinetic energies. This is similar to the effect that Krotov et. al. discussed, for the case of a 2-leg ladder, within a weak coupling renormalization group approach. There, because they neglected Umklapp processes, which may lead to a charge density wave (CDW) for $`\rho _{\mathrm{}}=0.5`$, they found that a $`\pi `$-phase-shift field on the edges of a two-leg ladder enhanced the pairing correlations. Here we find that the energy per hole of such a domain wall is lowered, but there are only short range pairing correlations.
In order to examine the properties of a domain wall in more detail, we have studied a single long domain wall which forms down the center of $`16\times 4`$ and $`16\times 6`$ lattices which have a $`\pi `$-phase shifted staggered magnetic field $`0.1t`$ applied to the top and bottom edges. The energy per hole for this system defined relative to an undoped ladder of the same size with $`AF`$ edge boundary conditions is shown in Fig. 4 versus the linear domain wall filling $`\rho _{\mathrm{}}=N_{\mathrm{holes}}/L`$ with $`L=16`$. One sees that the energy is a minimum on the $`16\times 6`$ lattice for a linear filling of one hole per two-domain wall unit cells, $`\rho _{\mathrm{}}=0.5`$, and is concave for this size system for $`0.5<\rho _{\mathrm{}}<1.0`$. On a longer $`40\times 6`$ lattice we have seen phase separation into segments with $`\rho _{\mathrm{}}1.0`$ and $`\rho _{\mathrm{}}0.5`$ when the average filling is between 0.5 and 1.0. Similar results are found for the site centered domain wall. Additional simulations have shown that domain walls repel each other at short distances so that at low doping ($`x<1/8`$) one has an array of half-filled domain walls with a spacing $`d=(2x)^1`$. At $`x=1/8`$, the repeat distance for the walls is four lattice spacings as seen in Fig. 1. At fillings greater than 1/8, the wall repulsion is sufficiently strong that, rather than reduce the wall spacing further, some domain walls with $`\rho _{\mathrm{}}=1.0`$ are added leading to a change in the $`d`$ versus $`x`$ relation at $`x=1/8`$.
We have also measured the pair field correlations along the $`\rho _{\mathrm{}}=0.5`$ domain wall in the $`16\times 4`$ lattice. Fig. 5 shows the pair-field correlations along the central two legs with
$$D_{yy}(\mathrm{})=\mathrm{\Delta }_y(i+\mathrm{})\mathrm{\Delta }_y^{}(i)$$
(4)
and
$$D_{xy}(\mathrm{})=\mathrm{\Delta }_x(i+\mathrm{})\mathrm{\Delta }_y^{}(i)$$
(5)
Here
$$\mathrm{\Delta }_y^{}(i)=c_{i,2}^{}c_{i,3}^{}c_{i,2}^{}c_{i,3}^{}$$
(6)
is an operator that creates a singlet pair on the $`i^{\mathrm{th}}`$ rung between leg 2 and leg 3, and
$$\mathrm{\Delta }_x(i)=c_{i+1,2}c_{i,2}c_{i,2}c_{i+1,2}$$
(7)
destroys a singlet pair on leg 2 between the $`i`$ and $`i+1`$ rungs. The short range $`d_{x^2y^2}`$-like structure of the pairing correlations is seen in the sign change between $`D_{yy}(\mathrm{})`$ and $`D_{xy}(\mathrm{})`$. The pair-field correlations are clearly suppressed at larger distances.
The suppression of pairing along a domain wall can be understood as arising from a suppression of charge fluctuations induced by the $`\pi `$-shifted antiferromagnetic background. Strong local charge fluctuations are essential for superconductivity. In a domain wall with $`\rho _{\mathrm{}}=0.5`$, as two adjacent holes or hole pairs move away from each other, the resulting region in which the two $`\pi `$-phase shifted domains are in contact result in a restoring potential which grows linearly with the separation. This strongly suppresses such charge fluctuations, and leads to the decay of the longer-range pairing correlations. Further suppression of pairing correlations may come from a tendency for CDW formation at $`\rho _{\mathrm{}}=0.5`$. We have found that a 2-leg ladder with a filling $`x=0.25`$, corresponding to a linear filling $`\rho _{\mathrm{}}=0.5`$, has a small charge gap and long range CDW order in its ground state.
We have recently studied systems with a next nearest neighbor hopping term $`t^{}`$ added to Eq. (1) . Although a variety of terms can be added to the basic $`t`$-$`J`$ Hamiltonian to improve its applicability to experimental systems, $`t^{}`$ is particularly interesting because it directly affects the competition between pairing and stripe formation. Fig. 6(a) shows the hole and spin density for different values of $`t^{}`$ for a $`12\times 6`$ system with periodic boundary conditions in the $`y`$-direction. As $`t^{}`$ increases, the static stripe structure is smeared out and, as shown in Fig. 6(b), the pairing correlations are enhanced . We have measured the density-density CDW correlations for the lattices with the smeared out domain walls and find them to be negligible, implying that the smearing out of the charge density is not due to fluctuations of the domain walls, but rather a reduction in their ability to bind holes which eventually leads to the complete evaporation of the stripes into pairs. The effect of $`t^{}`$ is to enhance the pair mobility, leading to a lowering of the stabilization energy of the domain walls. As this happens, the pairing correlations increase and the stripes disappear. For $`t^{}=0.3t`$ the antiferromagnetic response driven by the staggered field at the open ends is peaked at $`(\pi ,\pi )`$ and $`d_{x^2y^2}`$-pairing correlations are dominant. Fig. 6 clearly shows that the striped domain-wall state and the superconducting pairing state compete for $`t^{}>0`$. However, there does appear to be an overlap region in which pairing is significant but weakly bound domain walls remain.
Thus, in the nearest-neighbor $`t`$-$`J`$ model, domain walls are energetically favored over pairs and we see only weak pairing correlations. Turning on $`t^{}>0`$ enhances the pair mobility, tipping the balance towards a $`d_{x^2y^2}`$-pairing state. Phenomenologically, $`t^{}/t>0`$ models the electron-doped materials, with $`x=n_i1`$ the electron doping rather than the hole doping. Thus, one might have expected to see even stronger pairing correlations for $`t^{}/t<0`$, corresponding to the hole doping case. However, as discussed in , in this case the domain walls evaporate into quasi-particles and the $`d_{x^2y^2}`$-pairing correlations remain weak.
In summary, these results lead to the conclusions that in the $`t`$-$`J`$ model, stripes and pair formation are driven by the same basic mechanism, the competition between kinetic and exchange energies, and that they compete with each other. In the nearest-neighbor $`t`$-$`J`$ model, domain-wall/stripe formation is slightly favored over $`d_{x^2y^2}`$ pairing. At low doping the stripes are characterized by a linear filling $`\rho _{\mathrm{}}=0.5`$ and the repulsion between the stripes give a stripe spacing $`d=(2x)^1`$. For a hole doping $`x1/8`$, some of the stripes switch to a filling $`\rho _{\mathrm{}}=1.0`$ giving rise to a change of behavior at this doping. In the nearest-neighbor $`t`$-$`J`$ model, domain walls are energetically favored over pairs, and the pairing correlations are weak. As the next-nearest-neighbor hopping $`t^{}`$ is turned on, one goes continuously from a situation in which the stripe correlations dominate to one in which the pairing correlations are dominant. Similar effects should be seen for other changes in the model which enhance pair mobility or act to destabilize the stripes. The regime where the pairing is strongest is broad, and includes the case where the static stripes are completely absent as well as the case where weak, smeared-out stripes are still present. In this regime there is no evidence of stripe fluctuations in the density-density correlation function; rather, the stripes have completely or nearly evaporated into pairs.
Our conclusions differ from those of previous approaches in several respects. Contrary to the frustrated phase separation scenario, we do not have global phase separation; stripe formation is not driven by competition with long range coulomb interactions; and stripes and pairing compete, although there is a region in which both coexist. In this coexistence regime, the pairing correlations are two-dimensional rather than one-dimensional. A key difference between the view we have presented and the Hartree-Fock approach is that the local structure of the domain wall we have discussed involves short-range antiferromagnetic singlet bond correlations across the holes rather than the mean-field, single-particle correlations of the Hartree-Fock solution. Furthermore, we find domain walls with a linear filling of $`\rho _{\mathrm{}}=0.5`$ rather than $`\rho _{\mathrm{}}=1`$.
###### Acknowledgements.
S.R. White acknowledges support from the NSF under grant #DMR98-70930 and D.J. Scalapino acknowledges support from the NSF under grant #DMR95-27304.
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# Possible 𝑓-wave superconductivity in Sr2RuO4?
## 1 Introduction
The recently discovered superconductivity in Sr<sub>2</sub>RuO<sub>4</sub> has been believed to be described in terms of $`p`$-wave superconductor with the full energy gap . For example, the spontaneous spin polarization seen by muon spin rotation experiment and the flat Knight shift seen by NMR , are consistent with the triplet pairing. However, the recent specific heat, $`T_1^1`$ in NMR and the superfluid density of the purest Sr<sub>2</sub>RuO<sub>4</sub> single crystals with $`T_c`$ = 1.5 K are inconsistent with the $`p`$-wave superconductivity.
The $`T^2`$-dependence of the specific heat, the $`T^3`$-dependence of $`T_1^1`$, and the $`T`$-dependence of the superfluid density indicate clearly the presence of the nodal structure in the superconducting order parameter. One possible interpretation is that the superconducting order parameter in the $`\gamma `$-band has the full gap as assumed earlier, while the ones in the $`\alpha `$\- and $`\beta `$-band have the nodal structure .
Alternatively, we may consider the possibility that the superconducting order parameters in these 3 bands are the same and described by $`f`$-wave superconductor with the order parameter
$$𝐝(𝐤)=\frac{3\sqrt{3}}{2}\mathrm{\Delta }\widehat{d}\widehat{k}_3(\widehat{k}_1\pm i\widehat{k}_2)^2$$
(1)
with $`\widehat{d}\widehat{c}`$ which is believed to describe the superconductivity in UPt<sub>3</sub> . Indeed the overall temperature dependence of the specific heat and the superfluid density are described much more consistently by $`f`$-wave superconductor. We compare the experimental data of the specific heat and the superfluid density of Sr<sub>2</sub>RuO<sub>4</sub> crystals with the theoretical results for the weak coupling $`p`$-wave and $`f`$-wave superconductors in Fig.1 and Fig.2, respectively. Of course, there are still obvious discrepancies in this identification. For example, the data for $`C_s(T)/\gamma T`$ exhibits weakly convex behavior while the theory predicts weakly concave behavior, though the discrepancy is not so striking. Also the theory cannot account for the $`T^3`$-dependence of the superfluid density observed in the less pure samples. But this may be due to the non-locality effect suggested by Kosztin and Leggett .
In a recent series of papers , we have proposed that the thermal conductivity tensor in a planar magnetic field near $`H_{c2}`$ provide the crucial test of the symmetry of the underlying superconductivity. We recall also ingenious thermal conductivity experiments have been carried out to elucidate the nodal structure of $`d`$-wave superconductivity in YBCO.
In the following we take the superconducting order parameter given by Eq.(1), and first study the quasi-particle density of states in the presence of both magnetic field and impurities. Starting from the pioneering work by Volovik , we have fully developed technology for this purpose, at least, for $`HH_{c2}`$ and $`TT_c`$ . The central idea is to introduce the effect of the magnetic field or the supercurrent in the quasi-particle spectrum through the Doppler shift. When computing the effect of the magnetic field to the quasi-particle density of states, for example, we take the average of terms containing the Doppler shift over both the quasi-particle momentum and over the Wigner-Seitz cell containing a single vortex in a real space. Further impurity scattering is treated in the unitarity limit as in most of unconventional superconductors .
Perhaps the most important result is that the thermal conductivity tensors exhibit significant $`\stackrel{~}{\theta }`$-dependence, where $`\stackrel{~}{\theta }`$ is the angle between the magnetic field and the heat current both lying in the $`a`$-$`b`$ plane. Recently the thermal conductivity of Sr<sub>2</sub>RuO<sub>4</sub> in a planar magnetic field has been measured, which does not exhibit clear $`\stackrel{~}{\theta }`$-dependence . Of course the $`\stackrel{~}{\theta }`$-dependence we found for $`f`$-wave superconductor is much smaller than the one found for $`p`$-wave superconductor , but should be still visible. Therefore it appears that the thermal conductivity data exclude both $`p`$\- and $`f`$-wave superconductors from the candidate for superconductivity in Sr<sub>2</sub>RuO<sub>4</sub>. Clearly we have to look for another candidate.
On the other hand, the present result should apply to UPt<sub>3</sub> in a low magnetic field with a heat current within the $`a`$-$`b`$ plane. We have already studied the thermal conductivity of $`f`$-wave superconductor in the vicinity of $`H_{c2}`$ . Indeed this calculation reproduces the $`\stackrel{~}{\theta }`$-dependence of the thermal conductivity of UPt<sub>3</sub> observed by Suderow et al .
## 2 Quasi-particle density of states, the specific heat, and superfluid density
In the following we shall use the approach given in . The residual density of states in $`f`$-wave superconductors is given by
$`{\displaystyle \frac{N(\omega =0)}{N_0}}`$ $`=`$ $`\mathrm{Re}{\displaystyle \frac{\stackrel{~}{\omega }𝐯𝐪}{\sqrt{(\stackrel{~}{\omega }𝐯𝐪)^2\mathrm{\Delta }^2|f|^2}}}|_{\omega =0}`$ (2)
$``$ $`{\displaystyle \frac{1}{\sqrt{3}}}\mathrm{ln}\left({\displaystyle \frac{2}{\sqrt{C_0^2+x^2}}}\right)+x\mathrm{tan}^1({\displaystyle \frac{x}{C_0}})`$
where $`f=\frac{3\sqrt{3}}{2}\mathrm{cos}\theta (1\mathrm{cos}^2\theta )`$, $`x=|𝐯𝐪|/\mathrm{\Delta }`$ with $`𝐯`$ the Fermi velocity, $`𝐪`$ the superfluid momentum, and $`C_0=i\frac{\stackrel{~}{\omega }}{\mathrm{\Delta }}|_{\omega =0}`$ with $`\stackrel{~}{\omega }`$ the renormalized frequency . In deriving Eq.(2), we have assumed $`C_0,x1`$. Now in the unitarity limit of the impurity scattering we obtain
$$C_0=\frac{\mathrm{\Gamma }}{\mathrm{\Delta }}/\left(\frac{N(\omega =0)}{N_0}\right)$$
(3)
and $`\mathrm{\Gamma }`$ and $`\mathrm{\Delta }`$ are the impurity scattering rate and the superconducting order parameter, respectively.
We can solve Eq.(2) and (3) analytically in the two limiting cases:
a) superclean limit ($`C_0x1`$, i.e. $`{\displaystyle \frac{\mathrm{\Gamma }}{\mathrm{\Delta }}}{\displaystyle \frac{H}{H_{c2}}}1`$)
$$\frac{N(H)}{N_0}\frac{\pi }{2\sqrt{3}}x+\frac{2}{\pi }\frac{\mathrm{\Gamma }}{\mathrm{\Delta }x}\mathrm{ln}(\frac{2}{x})1$$
(4)
and
$$C_0\frac{2\sqrt{3}}{\pi }\frac{\mathrm{\Gamma }}{\mathrm{\Delta }x}$$
(5)
Finally, following the spatial average gives
$$\frac{N(H)}{N_0}\frac{1}{\sqrt{3}}\frac{\sqrt{vv^{}eH}}{\mathrm{\Delta }}+\frac{\mathrm{\Gamma }}{\sqrt{vv^{}eH}}\mathrm{ln}(\frac{4\mathrm{\Delta }}{\sqrt{vv^{}eH}})$$
(6)
where $`x{\displaystyle \frac{2}{\pi }}{\displaystyle \frac{\sqrt{vv^{}eH}}{\mathrm{\Delta }}}`$ and $`\mathrm{ln}x\mathrm{ln}({\displaystyle \frac{\sqrt{vv^{}eH}}{2\mathrm{\Delta }}})`$ after the spatial average. Here $`v`$ and $`v^{}`$ are the Fermi velocity in the $`a`$-$`b`$ plane and parallel to the $`c`$-axis, respectively. As shown by Volovik already the density of states increases like $`\sqrt{H}`$ for $`HH_{c2}`$.
b) clean limit ($`xC_01`$, i.e. $`{\displaystyle \frac{H}{H_{c2}}}{\displaystyle \frac{\mathrm{\Gamma }}{\mathrm{\Delta }}}1`$)
$`{\displaystyle \frac{N(H)}{N_0}}`$ $``$ $`{\displaystyle \frac{N_{\mathrm{imp}}}{N_0}}\left(1+{\displaystyle \frac{\mathrm{\Delta }}{2\sqrt{3}\mathrm{\Gamma }}}x^2\right)`$ (7)
$`=`$ $`{\displaystyle \frac{N_{\mathrm{imp}}}{N_0}}(1+{\displaystyle \frac{vv^{}eH}{8\sqrt{3}\mathrm{\Gamma }\mathrm{\Delta }}}\mathrm{ln}({\displaystyle \frac{2\mathrm{\Delta }}{\sqrt{vv^{}eH}}}))`$
and
$$C_0^2\mathrm{ln}(\frac{2}{C_0})\sqrt{3}\frac{\mathrm{\Gamma }}{\mathrm{\Delta }}\frac{1}{2}x^2$$
(8)
where
$$\frac{N_{\mathrm{imp}}}{N_0}\sqrt{\frac{\mathrm{\Gamma }}{2\sqrt{3}\mathrm{\Delta }}\mathrm{ln}(\frac{4\mathrm{\Delta }}{\sqrt{3}\mathrm{\Gamma }})}$$
(9)
Here $`{\displaystyle \frac{N_{\mathrm{imp}}}{N_0}}`$ is the density of states in the $`H=0`$ case with the unitarity impurity scatterer.
Also, unlike in $`d`$-wave superconductors , the specific heat is independent of the direction of the planar magnetic field. Making use of $`N/N_0`$ given in Eqs. (5) and (8) the low temperature specific heat and the superfluid density are expressed as in
$$C_s(T,H)=\frac{2\pi ^2}{3}TN(H)$$
(10)
and
$$\rho _s(H,T=0)=1N(H)/N_0$$
(11)
## 3 Thermal conductivity tensor
As already discussed, the angular independence of the thermal conductivity tensor in a planar magnetic field appears to offer the test of $`f`$-wave superconductivity. Following the formalism developed by Ambegaokar-Griffin , the thermal conductivity tensor for $`T\mathrm{\Delta }_0`$ is given by
$$\kappa _{}/\kappa _n=3\frac{\mathrm{\Gamma }}{\mathrm{\Delta }}(1\mathrm{cos}^2\theta )\mathrm{cos}^2\varphi \frac{{\displaystyle \frac{1}{2}}\left(1+\frac{C_0^2+x^2\left|f|^2\right)}{\left|\left(C_0+ix\right)^2+\left|f\right|^2\right|}\right)}{\mathrm{Re}\sqrt{(C_0+ix)^2+|f|^2}}$$
(12)
and
$$\kappa _{}/\kappa _n=\frac{3}{2}\frac{\mathrm{\Gamma }}{\mathrm{\Delta }}(1\mathrm{cos}^2\theta )\mathrm{sin}(2\varphi )\frac{{\displaystyle \frac{1}{2}}\left(1+\frac{C_0^2+x^2\left|f|^2\right)}{\left|\left(C_0+ix\right)^2+\left|f\right|^2\right|}\right)}{\mathrm{Re}\sqrt{(C_0+ix)^2+|f|^2)}}$$
(13)
and $`\kappa _n={\displaystyle \frac{\pi ^2Tn}{6\mathrm{\Gamma }m}}`$, the thermal conductivity in the normal state.
a) superclean limit($`C_0x1`$,i.e. $`{\displaystyle \frac{H}{H_{c2}}}{\displaystyle \frac{\mathrm{\Gamma }}{\mathrm{\Delta }}}1`$)
Making use of $`C_0`$ obtained in Eq.(5) and integrating over $`\mathrm{cos}\theta `$ and $`\varphi `$, we obtain
$$\kappa _{}/\kappa _n\frac{1}{6}\frac{vv^{}eH}{\mathrm{\Delta }^2}(1\frac{1}{3}\mathrm{cos}(2\stackrel{~}{\theta }))$$
(14)
and
$$\kappa _{}/\kappa _n\frac{1}{18}\frac{vv^{}eH}{\mathrm{\Delta }^2}\mathrm{sin}(2\stackrel{~}{\theta })$$
(15)
where $`\stackrel{~}{\theta }`$ is the angle between $`𝐇`$ and $`𝐪`$ the heat current within the $`a`$-$`b`$ plane. The above expressions may be contrasted with those in $`d`$-wave superconductors which is given by
$$\kappa _{}/\kappa _n\frac{2}{\pi }\frac{vv^{}eH}{\mathrm{\Delta }^2}\left(0.955+0.0286\mathrm{cos}(4\stackrel{~}{\theta })\right)^2$$
(16)
and
$$\kappa _{}/\kappa _n\frac{2}{\pi }\frac{vv^{}eH}{\mathrm{\Delta }^2}(0.955+0.0286\mathrm{cos}(4\stackrel{~}{\theta }))(0.29\mathrm{sin}(2\stackrel{~}{\theta }))$$
(17)
For $`\frac{T}{\mathrm{\Delta }}C_0`$, $`\kappa _{}`$ is given by
$$\kappa _{}(H=0)=\frac{3\sqrt{3}\zeta (3)T^2}{2\mathrm{\Delta }\sqrt{\sqrt{3}\mathrm{\Gamma }\mathrm{\Delta }}}\sqrt{\mathrm{ln}(2\sqrt{\frac{\mathrm{\Delta }}{\sqrt{3}\mathrm{\Gamma }}})}\frac{n}{m}$$
(18)
and $`\zeta (3)=1.202\mathrm{}`$. In this limit the thermal conductivity increase like $`T^2`$ as in $`d`$-wave superconductors .
b) clean limit ($`xC_01`$, i.e. $`{\displaystyle \frac{\mathrm{\Gamma }}{\mathrm{\Delta }}}{\displaystyle \frac{H}{H_{c2}}}1`$)
$`\kappa _{}/\kappa _0`$ $``$ $`1+{\displaystyle \frac{1}{3}}{\displaystyle \frac{(1+\mathrm{cos}(2\varphi ))x^2}{C_0^2}}`$ (19)
$`=`$ $`1+{\displaystyle \frac{1}{12\sqrt{3}}}(1{\displaystyle \frac{1}{2}}\mathrm{cos}(2\stackrel{~}{\theta )}){\displaystyle \frac{vv^{}eH}{\mathrm{\Gamma }\mathrm{\Delta }}}\mathrm{ln}(2\sqrt{{\displaystyle \frac{\mathrm{\Delta }}{\sqrt{3}\mathrm{\Gamma }}}})\mathrm{ln}({\displaystyle \frac{2\mathrm{\Delta }}{\sqrt{vv^{}eH}}})`$
$$\kappa _{}/\kappa _0\frac{1}{24\sqrt{3}}\mathrm{sin}(2\stackrel{~}{\theta })\frac{vv^{}eH}{\mathrm{\Gamma }\mathrm{\Delta }}\mathrm{ln}(2\sqrt{\frac{\mathrm{\Delta }}{\sqrt{3}\mathrm{\Gamma }}})\mathrm{ln}(\frac{2\mathrm{\Delta }}{\sqrt{vv^{}eH}})$$
(20)
where $`\kappa _0={\displaystyle \frac{\pi ^2Tn}{6\sqrt{3}\mathrm{\Delta }m}}`$ is Lee’s universal thermal conductivity . Therefore $`\kappa _{}\mathrm{sin}(2\stackrel{~}{\theta )}`$ appears to be the universal behavior for $`p`$-wave, $`d`$-wave, and $`f`$-wave suprconductors.
For $`𝐇𝐜`$, we can derive the corresponding expressions readily, though we don’t expect any angular dependence. The quasi-particle density of states is given by for the superclean limit,
$$N(H)/N_0\frac{\pi }{2\sqrt{3}}\frac{v\sqrt{eH}}{\mathrm{\Delta }^2}+\frac{2}{\pi }\frac{\mathrm{\Gamma }}{v\sqrt{eH}}\mathrm{ln}(\frac{4\mathrm{\Delta }}{v\sqrt{eH}})$$
(21)
for the superclean limit, and
$$N(H)/N_0\frac{N_{\mathrm{imp}}}{N_0}(1+\frac{v^2eH}{4\sqrt{3}\mathrm{\Gamma }\mathrm{\Delta }}\mathrm{ln}(\frac{2\mathrm{\Delta }}{v\sqrt{eH}}))$$
(22)
for the clean limit. Also the thermal conductivity tensor is given by
$$\kappa _{}/\kappa _n\frac{\pi ^2}{24}\frac{v^2eH}{\mathrm{\Delta }^2}$$
(23)
for the superclean limit, and
$$\kappa _{}/\kappa _01+\frac{1}{6\sqrt{3}}\frac{v^2eH}{\mathrm{\Gamma }\mathrm{\Delta }}\mathrm{ln}(2\sqrt{\frac{\mathrm{\Delta }}{\sqrt{3}\mathrm{\Gamma }}})\mathrm{ln}(\frac{2\mathrm{\Delta }}{v\sqrt{eH}})$$
(24)
for the clean limit. Finally, off-diagonal thermal conductivity has the simple relation like $`\kappa _{}=\kappa _{}(eB/m)\mathrm{\Gamma }_H`$ where $`\mathrm{\Gamma }_H`$ is the scattering rate related to the Hall coefficient.
## 4 Conclusions
We have studied theoretically the specific heat and the thermal conductivity tensor in the vortex state of $`f`$-wave superconductivity in a planar magnetic field when $`HH_{c2}`$ and $`TT_c`$. The quasi-particle relaxation is assumed to be due to the impurity scattering in the unitarity limit.
We find for $`HH_{c2}`$ and $`TT_c`$ appreciable $`\stackrel{~}{\theta }`$-dependence for both the diagonal and the off-diagonal component of the planar thermal conductivity tensor in a planar magnetic field. Although the present $`\stackrel{~}{\theta }`$-dependences are much smaller than those expected for $`p`$-wave superconductors, it is not certain if they are consistent with the thermal conductivity data of Sr<sub>2</sub>RuO<sub>4</sub> crystals. Therefore, further works on the thermal conductivity tensor in $`f`$-wave superconductors and other unconventional superconductors are highly desirable. On the other hand, the present result should apply for UPt<sub>3</sub> in phase B in a low magnetic field.
## 5 Acknowledgments
We thank I. Bonalde and Y. Maeno for providing us the digitized version of their figure, which we used in construction of Fig.1 and Fig.2. We are also benefited from discussions with K. Izawa, T. Ishiguro, Y. Maeno, Y. Matsuda and M.A. Tanatar on their experimental data of thermal conductivity in Sr<sub>2</sub>RuO<sub>4</sub>. HW acknowledges the support from the Korea Research Foundation under the Professor Dispatching Scheme. Also HW thanks Dept. of Physics and Astronomy, USC for their hospitality during her stay.
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# A Search of the Zone of Avoidance in Scorpius
## 1. Introduction
As outlined in the introductory paper to this session (Kraan-Korteweg, these proceedings), deep optical galaxy searches in the Zone of Avoidance (ZOA) narrow the band of obscuration down to on average 5 or 6 degrees (see Fig. 4 in Kraan-Korteweg, these proceedings). Moreover, optical searches have the advantage over both H I and infrared surveys that they can uncover clusters rich in E/S0 galaxies which generally trace the mass density peaks in the Universe. The nearby rich cluster ACO 3627, believed to lie at the centre of the Great Attractor, is the most conspicuous case (Kraan-Korteweg et al. 1996, Woudt et al., these proceedings).
This conference has brought together all the researchers primarily responsible for systematic optical searches – Weinberger, Kraan-Korteweg and Woudt, Saito and Wakamatsu. Thanks to their industry, all but one small sector of the Milky Way had been surveyed by 1998. The only remaining sector was the Scorpius region, between Galactic longitudes of $`330{}_{}{}^{}<\mathrm{}<350^{}`$, outlined in Fig. 1 (thick contour) in a distribution of galaxies larger than $`D1.^{}3`$ centered on the southern Milky Way. The previous search areas are indicated as well (for details see Kraan-Korteweg, these proceedings). The Scorpius region was surveyed by the first author (Fairall) in late 1998, whilst on sabbatical leave from the University of Cape Town, based with Kraan Korteweg at the Department of Astronomy of the University of Guanajuato. This was particularly opportune because it allowed the use of the same viewing machine employed in the earlier searches by Kraan-Korteweg (2000), and those carried out under her direction by Woudt (1998) and Salem (Salem & Kraan-Korteweg, in prep.).
## 2. The Search
Sixteen fields of the SERC IIIa-J Sky Survey (226-228, 274-280 and 330-335) were searched within Galactic latitudes of $`|b|<10^{}`$. Small portions of Fields 068 and 181 – omitted in earlier neighbouring surveys – were also searched. The viewing machine with which the plates were examined displays a 50-times magnified segment. Adjacent strips of the width of 4 mm (on the plate) were systematically searched for galaxies, offset by 3.5 mm to allow some overlap. Working close to the Galactic bulge, the images reveal up to several hundred stars on the screen at any one time. Amongst these, the eye must discern the occasional fuzzy image of a galaxy. It seems a curiously old-fashioned technique to employ in this computer age, but past experience has shown that computer algorithms, searching for galaxies, are too easily confused by the abundance of overlapping stellar images (see Kraan-Korteweg & Lahav 2000). The eye is still the most efficient means of reliably identifying partially obscured galaxies.
As with the previous searches of Kraan-Korteweg and collaborators, a diameter limit of 12 arcsec (10 mm on the screen) was employed. However, diameter limited catalogues strongly favour edge-on spirals. Therefore elliptical and S0 galaxies with diameters somewhat below the $`12^{\prime \prime }`$ limit were also recorded. Working at such low Galactic latitude, planetary and reflection nebulae often mimic the appearances of distant galaxies; these too were registered.
In all, about 1900 potential galaxies were listed. This number includes objects counted twice in regions of overlapping fields – and also includes galaxy candidates on the borders of the previously surveyed neighbouring Great Attractor region which will be used for consistency check of the parameters of the uncovered galaxies. After removing duplicates, and rejecting marginal objects, the number drops to 1422 galaxies, of which just below a thousand meet the diameter limit of $`D12^{\prime \prime }`$. These are displayed in Fig. 2, together with galaxies larger than $`D12^{\prime \prime }`$ identified in other optical galaxy searches as well as the previously known galaxies with $`D1.^{}3`$.
As can be seen in Fig. 2, the yield in the Scorpius region is quite modest, substantially below the average recorded in the adjacent surveys further west (right in the diagram). The reason is obvious, however. The obscuration of the Milky Way broadens considerably in the region of the Galactic bulge (see the extinction contour $`A_B=3.^\mathrm{m}0`$ in Fig. 2), particularly on the northern side of the Galactic plane. The reason for the drop-off on the southern side is not obvious, but a $`1^{}`$ wide overlap with the neighbouring survey suggests it to be real. It presumably reflects the presence of nearby void.
Preliminary statistics indicate:
* Only 19 of the recorded galaxies have $`D1.^{}0`$, the Lauberts limit. Only 11 have $`D1.^{}3`$, the completeness limit of the Lauberts catalogue.
* 104 galaxies have been found in extinction layers with $`A_B>3.^\mathrm{m}0`$. These most likely are heavily contaminated by Galactic objects.
* Of the remainder, 977 have $`D0.^{}2`$, 13 have $`D1.^{}0`$, and 6 have $`D1.^{}3`$.
If corrected for extinction – applying the Cameron (1990) laws – these numbers would increase to 1294, 55 and 24 respectively. The last number allows us to extend the Lauberts galaxies plotted originally in Fig. 1 to reflect the corrected sky distribution for this region, except in the now narrower Zone of Avoidance, delimited by $`A_B=3.^\mathrm{m}0`$. Figure 3 shows the overall picture.
## 3. Redshifts
One hundred of the brightest objects in the survey (including the Field 068 and 181 annexures) have been observed spectroscopically in June 1999 with the 1.9 m reflector, UNIT spectrograph and CCD detector at the South African Astronomical Observatory at Sutherland. These allow preliminary plots on the distribution of the recorded galaxies in redshift space. Figure 5 indicates the coverage within our survey area. Figure 6 shows the same plot divided into redshift slices of 2000 km s<sup>-1</sup> thickness.
As seen in Fig. 5, galaxies lie mainly in the 4000 – 8000 or 10000 – 12000 km s<sup>-1</sup> redshift interval. The high redshift peak (at 11000 km s<sup>-1</sup>) coincides with the highest surface density of galaxies found in the survey (at $`\mathrm{}=330^{}`$, $`b=8^{}`$) and seems to indicate a cluster complex, possibly a supercluster, in that region. The lower redshift range is suggestive of a possible overdensity around 6000 km s<sup>-1</sup>. This is consistent with preliminary data from the full sensitivity blind H I survey of the southern ZOA ($`|b|<5^{}`$) performed at the Parkes 64 m telescope (see Staveley-Smith et al., these proceedings) which also finds a concentration around 6000 – 8000 km s<sup>-1</sup>in that region. None of the optical observations match the individual radio sources but the latter are detected at lower latitudes, confirming that the optical plus H I observations are complementary methods in tracing the galaxy distribution behind the Milky Way.
A number of interesting objects have been uncovered by the survey. One is an apparent cluster 1720$``$45 ($`344{}_{}{}^{},5.^{}3`$) seen through the bulge of the Milky Way. Only three galaxies, those with the highest central surface brightnesses are optically detectable: one is a marginal Seyfert galaxy, the other two are E/S0. Two of these were spotted in the survey, the third was known previously from its infrared emission (but was re-observed here). Their redshifts are 5840, 5610 and 5633 km s<sup>-1</sup> respectively, confirming the cluster nature.
The ESO (Lauberts) galaxies in the region are mainly spirals (seen flat-on or close to flat-on), but which had no published redshifts. ESO 274-G019 has 3389 km s<sup>-1</sup>, ESO 330-059 has 6538 km s<sup>-1</sup>and ESO 330-061 5681 km s<sup>-1</sup>.
Field 330 also revealed two curious objects, which look exactly like elliptical galaxies but appear to stand in front dense dust clouds or were seen through them. There the representative star count – normally 35 to 40 – had dropped to 7. One of these objects has a redshift of 3932 km s<sup>-1</sup>, so clearly is extragalactic.
Follow-up work on these objects and at least one further season of spectroscopic observations will be necessary to expand the sample and discuss the galaxy distribution in redshift space in more detail. We are also preparing the Scorpius galaxy data for publication in a catalogue similar to that of Kraan-Korteweg (2000).
### Acknowledgments.
This research has made use of the NASA/IPAC Extragalactic Database (NED) which is operated by the Jet Propulsion Laboratory, Caltech, under contract with the National Aeronautics and Space Administration. We are grateful to A. Schröder for her preliminary plot of H I-detections in the Scorpius region.
## References
Cameron, L.M. 1990, A&A, 233, 16
Kraan-Korteweg, R.C. 2000, A&AS, 141, 123.
Kraan-Korteweg, R.C., & Lahav, O. 2000, A&ARv, in press (astro-ph/0005501)
Kraan-Korteweg, R.C., Woudt, P.A., Cayatte, V., Fairall, A.P., Balkowski, C., & Henning, P.A. 1996, Nature, 379, 519
Lauberts, A. 1982, The ESO/Uppsala Survey of the ESO (B) Atlas (Garching: ESO)
Schlegel, D.J., Finkbeiner, D.P., & Davis, M. 1998, ApJ, 500, 525
Woudt, P.A. 1998, Ph.D. thesis, Univ. of Cape Town
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# Decay of one dimensional surface modulations
## I Introduction
Periodic crystalline surfaces are a convenient testing ground for modeling surface evolution and considerable efforts have been devoted to their study. The decay of one and two dimensional surface modulations has been investigated extensively. The emerging experimental picture is that above the roughening transition temperature, $`T_R`$, such structures decay as pure sine waves. This fact is well explained by Mullins’ theory which treats the surface as an isotropic object. However, below $`T_R`$ the situation is different and one must take into account the anisotropy of the underlying crystal lattice. This anisotropy produces cusp singularities in the crystal surface tension at high symmetry planes, which lead to the formation of facets .
From the theoretical point of view, the existence of cusps in the surface tension complicates the description of surface evolution in terms of continuous models. Such models usually assume that mass transfer follows gradients in the continuous surface chemical potential. However, the chemical potential is singular at facet edges and the dynamics in the vicinity of these regions must be treated with special care.
There are basically two ways to deal with the above problem. The first one is to avoid it all together by resorting to microscopic models. Step flow models and Monte Carlo simulations describe surface dynamics in terms of discrete microscopic objects. On this level the surface chemical potential is no longer continuous and there are no singularity problems. Facets are natural phenomena in such a framework. However in going to microscopic models one usually loses the mathematical simplicity of the continuum approach. Step flow models and Monte Carlo simulations are usually solved numerically and it is difficult to derive the large scale dynamics from them.
The second way is to use continuum models in which singular points are treated as moving or stationary boundaries. Alternatively, surface tension singularities can be smoothed out assuming that if smoothing is done on a small length scale the large scale results will not be affected. The drawback of these continuum approaches is that by starting with a continuum model one loses sight of the underlying microscopic kinetics. As pointed out by Chame et al., the connection of these models with the details of the microscopic processes is unclear. We show below that these details are important and may lead to large scale effects.
In this work we re-examine the relaxation process of unidirectional surface modulations. Our aim is to derive a continuum model for the surface evolution which is consistent with the microscopic kinetics. We adopt here the same approach we used in the study of other surface structures. First we study the system’s behavior in terms of a standard step flow model. The model allows steps of opposite sign to interact; such interactions can lead to facet formation. Numerical simulations of the step model suggest that the surface slope $`D(x,t)`$ follows the simple scaling law $`D(x,t)=\alpha (t)F(x)`$. The derivation of the step model and its numerical analysis are carried out in Section II. In Section III we use the scaling ansatz to transform the step flow model into a continuum model, i.e., we derive the differential equations for the functions $`\alpha (t)`$ and $`F(x)`$ directly from the step velocities of the discrete model. In Section IV we solve the resulting differential equations and find the scaling function $`F`$. We find an impressive agreement between this scaling function and simulations of the step model.
In Section V we discuss the relevance of our model to AFM measurements of decaying surface modulations taken by Tanaka et al.. We show that the best fit solution of our model agrees with the experimental data. On this basis we derive a formula which connects microscopic parameters in the system with the measured life time of the profile. Our conclusions and their relation to existing work are presented in section VI.
## II Step flow model of 1D modulations
Consider a 1D grating of wavelength $`\lambda `$ fabricated on a high symmetry crystal orientation as illustrated in Fig. 1. Below the roughening transition one can ignore the existence of islands and voids and describe the surface as consisting of flat terraces separated by straight atomic steps. In the absence of evaporation and when no new material is added, these steps move by mass exchange with the adatom diffusion fields on neighboring terraces. Such evolution was treated in the spirit of the Burton-Cabrera-Frank model by a number of authors. In what follows we use a standard step model for surface evolution. This model is essentially equivalent to the one used by Ozdemir and Zangwill in Ref. except that we allow steps of opposite sign to interact. For completeness we now derive the model.
To describe step motion mathematically, one has to solve the adatom diffusion problem on the terraces. Let us denote the adatom concentration field on the $`n`$th terrace by $`C_n(x)`$. In most situations, the time scale associated with step motion is much larger than the time scale of surface diffusion. One can therefore assume that the adatom concentration field is always in a steady state; i.e, for any given step configuration, $`C_n(x)`$ reaches a steady state before the steps move significantly. Within this quasi-static approximation $`C_n(x)`$ obeys the static diffusion equation $`^2C_n(x)=0`$, which is readily solved by
$$C_n(x)=a_n+b_nx.$$
(1)
Next we look at the boundary conditions for these diffusion fields. Near the step edges the diffusion currents are determined by the flux of atoms emitted or absorbed by the steps. Assuming linear kinetics characterized by an attachment-detachment rate $`k`$, the current of atoms on both sides of the $`n`$th step is given by
$`J_{n1}`$ $`=`$ $`D_sC_{n1}\left(x_n\right)=k\left[C_{n1}\left(x_n\right)C_n^{eq}\right],`$ (2)
$`J_n`$ $`=`$ $`D_sC_n\left(x_n\right)=k\left[C_n\left(x_n\right)C_n^{eq}\right].`$ (3)
Here $`D_s`$ is the adatom diffusion coefficient, $`x_n`$ is the position of the $`n`$th step, $`J_n`$ is the current across the $`n`$th terrace and $`C_n^{eq}`$ is the equilibrium adatom concentration at $`x_n`$.
Eqs. (1) and (3) can be used to calculate the constants $`a_n`$ and $`b_n`$ and thus fully determine the adatom concentration fields. We find that
$$J_n=D_sb_n=\frac{D_s\left(C_n^{eq}C_{n+1}^{eq}\right)}{\frac{2D_s}{k}+x_{n+1}x_n}.$$
(4)
Mass conservation implies that the velocity of the $`n`$th step takes the form
$$\frac{dx_n}{dt}=\mathrm{\Omega }\left(J_nJ_{n1}\right),$$
(5)
where $`\mathrm{\Omega }`$ is the atomic area of the solid.
In order to complete the model, we write down expressions for $`C_n^{eq}`$. To this end we introduce the step chemical potential $`\mu _n`$, which is associated with the addition of an atom to the solid at the $`n`$th step. $`C_n^{eq}`$ depends on the step chemical potential in the following way:
$$C_n^{eq}=\stackrel{~}{C}^{eq}\mathrm{exp}\frac{\mu _n}{k_BT}\stackrel{~}{C}^{eq}\left(1+\frac{\mu _n}{k_BT}\right).$$
(6)
$`\stackrel{~}{C}^{eq}`$ is the equilibrium concentration of a noninteracting step, $`k_B`$ is the Boltzmann constant and $`T`$ is the temperature.
Finally, to evaluate $`\mu _n`$ we take into account repulsive interactions with strength $`\beta /2`$ between nearest neighbor steps of the same sign:
$$U(x_n,x_{n+1})=\frac{\beta }{2\left(x_{n+1}x_n\right)^2}.$$
(7)
Such a repulsion is consistent with entropic as well as elastic interactions between straight steps. We also take into account the possibility of an attractive interaction with strength $`\stackrel{~}{\beta }/2`$ between nearest neighbor steps of opposite signs:
$$\stackrel{~}{U}(x_n,x_{n+1})=\frac{\stackrel{~}{\beta }}{2\left(x_{n+1}x_n\right)^2}.$$
(8)
An elastic attraction of this form may exist in some materials. In addition, step-antistep annihilation events are accelerated by step fluctuations. In our one dimensional model, step fluctuations are not treated. Instead, this kinetic effect can be introduced as an effective step-antistep attraction. Although the form of this kinetic attraction may be different, Eq. (8) can be viewed as a phenomenological ingredient of our model which enables us to study the effect of step-antistep attraction on surface evolution. Using the above interactions the chemical potentials of steps $`1,\mathrm{},N`$ in Fig. 1 are given by
$`\mu _1`$ $`=`$ $`{\displaystyle \frac{\left[\stackrel{~}{U}(x_0,x_1)+U(x_1,x_2)\right]}{x_1}}={\displaystyle \frac{\beta }{\left(x_2x_1\right)^3}}+{\displaystyle \frac{\stackrel{~}{\beta }}{\left(x_1x_0\right)^3}},`$ (9)
$`\mu _n`$ $`=`$ $`{\displaystyle \frac{\left[U(x_{n1},x_n)+U(x_n,x_{n+1})\right]}{x_n}}={\displaystyle \frac{\beta }{\left(x_{n+1}x_n\right)^3}}{\displaystyle \frac{\beta }{\left(x_nx_{n1}\right)^3}},n=2,\mathrm{},N1,`$ (10)
$`\mu _N`$ $`=`$ $`{\displaystyle \frac{\left[U(x_{N1},x_N)+\stackrel{~}{U}(x_N,x_{N+1})\right]}{x_N}}={\displaystyle \frac{\beta }{\left(x_Nx_{N1}\right)^3}}{\displaystyle \frac{\stackrel{~}{\beta }}{\left(x_{N+1}x_N\right)^3}}.`$ (11)
Eqs. (4), (5), (6) and (11) constitute a complete model for surface evolution. This model depends on six parameters but many of them are trivial. The only non trivial parameters in the model are the ratio $`g=\stackrel{~}{\beta }/\beta `$, which measures the relative strength of the two interactions, and the length $`l=\frac{2D_s}{k}`$. The latter determines the rate limiting process in the system. When $`l0`$ attachment-detachment events are relatively fast and the kinetics is diffusion limited (DL). In the opposite case, $`l\mathrm{}`$, diffusion is relatively fast and the kinetics is attachment-detachment limited (ADL). The combined effect of all the other parameters can be scaled out by transforming to dimensionless variables. In the DL case we choose
$`\stackrel{~}{x}`$ $`=`$ $`{\displaystyle \frac{2\pi }{\lambda }}x,`$ (12)
$`\stackrel{~}{t}`$ $`=`$ $`\left({\displaystyle \frac{\lambda }{2\pi }}\right)^5{\displaystyle \frac{k_BT}{\mathrm{\Omega }D_s\stackrel{~}{C}^{eq}\beta }}t.`$ (13)
In all other non-diffusion-limited (NDL) cases we choose
$$\stackrel{~}{t}=\left(\frac{\lambda }{2\pi }\right)^4\frac{k_BT}{\mathrm{\Omega }k\stackrel{~}{C}^{eq}\beta }t.$$
(14)
with the same definition of $`\stackrel{~}{x}`$. In the remainder of this section we study surface evolution through numerical simulations of the above model in terms of the dimensionless variables $`\stackrel{~}{x}`$ and $`\stackrel{~}{t}`$.
Figure 2 presents the simulation results of a typical system. We show a plot of the step configuration in one wave length of the profile. The initial step configuration corresponds to a sinusoidal surface profile. After a short transient step-antistep pairs at the top and bottom terraces start annihilating. As a result, the steps in the sloping parts of the profile become less densed.
To further understand the surface evolution let us study step kinetics through their density function (the profile slope). We define the step density between two neighboring steps of the same sign as the inverse step separation, i.e.,
$$D(\frac{\stackrel{~}{x}_{n+1}+\stackrel{~}{x}_n}{2},\stackrel{~}{t})=\pm \frac{1}{\stackrel{~}{x}_{n+1}(\stackrel{~}{t})\stackrel{~}{x}_n(\stackrel{~}{t})},$$
(15)
where the $`\pm `$ signs distinguish between steps and antisteps. The density between two steps of opposite sign is defined to be zero, consistently with the profile slope.
$`D(\stackrel{~}{x},\stackrel{~}{t})`$ is a continuous function of $`\stackrel{~}{t}`$, defined at a discrete set of positions at any given time. It turns out that the evolution of this function obeys a simple scaling ansatz. When we scale the step density to unity at its peak and then plot density functions from different times, all the data collapses onto a single curve. In other words, there exist functions $`F(\stackrel{~}{x})`$ and $`\alpha (\stackrel{~}{t})=\mathrm{max}_{\{\stackrel{~}{x}\}}D(\stackrel{~}{x},\stackrel{~}{t})`$, which satisfy the relation
$$D(\stackrel{~}{x},\stackrel{~}{t})=\alpha \left(\stackrel{~}{t}\right)F\left(\stackrel{~}{x}\right),$$
(16)
for every $`\stackrel{~}{x}=\left(\stackrel{~}{x}_{n+1}+\stackrel{~}{x}_n\right)/2`$. Note that since the step positions vary continuously with time, $`F`$ is a function of a continuous variable.
Figure 3 demonstrates the data collapse obtained when the density function is divided by its amplitude, $`\alpha (\stackrel{~}{t})`$, at different times for the ADL case with (Fig. 3a) and without (Fig. 3b) step-antistep attraction. Only half a period of a profile modulation is shown, since by symmetry the density of antisteps in the other half behaves in exactly the same way. A similar behavior is seen in the DL limit. We note that in all cases the system exhibits scaling to a good approximation, but the quality of the data collapse is slightly better in the cases without step-antistep attraction ($`g=0`$). The second observation is that when step-antistep attraction is present, the scaling function is steeper and has a smaller step density near the profile extrema. This is a result of the faster step-antistep annihilation process due to the attraction.
While there is no significant difference between the ADL and DL scaling functions, the time dependent amplitude, $`\alpha (\stackrel{~}{t})`$, does show different behaviors. In Fig. 4 we plot $`\alpha (\stackrel{~}{t})`$ for ADL and DL systems, with and without step-antistep attraction. In the ADL cases, $`\alpha (\stackrel{~}{t})`$ can be fitted by an exponential decay, while in the DL cases $`\alpha (\stackrel{~}{t})(\stackrel{~}{t}\stackrel{~}{t}_0)^1`$ consistently with Ref. .
## III Scaling analysis and a continuum model
The simulation results from the previous section suggest that the step density in the discrete step model can be described by the continuous functions $`\alpha (\stackrel{~}{t})`$ and $`F(\stackrel{~}{x})`$. This situation is similar in many aspects to the one encountered in a different step system which describes the decay of a crystalline cone . Although the cone system obeys a different scaling scenario, we use here the same scaling analysis, described in detail in Ref. . Our aim is to derive the differential equations for the functions $`\alpha (\stackrel{~}{t})`$ and $`F(\stackrel{~}{x})`$.
Assuming that the scaling ansatz (16) indeed holds, we write the full time derivative of the step density:
$$\frac{dD}{d\stackrel{~}{t}}=\frac{D}{\stackrel{~}{t}}+\frac{D}{\stackrel{~}{x}}\frac{d\stackrel{~}{x}}{d\stackrel{~}{t}}.$$
(17)
Equation (17) can be evaluated in the middle of the terrace between two steps, i.e. at $`\stackrel{~}{x}=(\stackrel{~}{x}_n+\stackrel{~}{x}_{n+1})/2`$. The time derivative of $`\stackrel{~}{x}`$ is then given by $`d\stackrel{~}{x}/d\stackrel{~}{t}=(\dot{\stackrel{~}{x}}_n+\dot{\stackrel{~}{x}}_{n+1})/2`$ where $`\dot{\stackrel{~}{x}}_nd\stackrel{~}{x}_n/d\stackrel{~}{t}`$. The l.h.s. of Eq. (17) can be calculated by taking the time derivative of Eq. (15): $`dD/d\stackrel{~}{t}=D^2\left(\dot{\stackrel{~}{x}}_{n+1}\dot{\stackrel{~}{x}}_n\right)`$. Using the scaling ansatz, (16), we express Eq. (17) in terms of the functions $`\alpha (\stackrel{~}{t})`$ and $`F(\stackrel{~}{x})`$:
$$\alpha F^{}\frac{\dot{\stackrel{~}{x}}_{n+1}+\dot{\stackrel{~}{x}}_n}{2}+\dot{\alpha }F+\alpha ^2F^2\left(\dot{\stackrel{~}{x}}_{n+1}\dot{\stackrel{~}{x}}_n\right)=0.$$
(18)
$`\dot{\alpha }`$ and $`F^{}`$ are the $`\stackrel{~}{t}`$ and $`\stackrel{~}{x}`$ derivatives of $`\alpha `$ and $`F`$, respectively. The step velocities $`\dot{\stackrel{~}{x}}_n`$ and $`\dot{\stackrel{~}{x}}_{n+1}`$ can in principle be expressed in terms of the $`\stackrel{~}{x}_n`$’s using Eq. (5), but we defer this manipulation to a later stage.
Let us also rewrite Eq. (15) in terms of $`\alpha `$ and $`F`$:
$$\stackrel{~}{x}_{n+1}\stackrel{~}{x}_n=\frac{1}{\alpha F\left[(\stackrel{~}{x}_{n+1}+\stackrel{~}{x}_n)/2\right]}.$$
(19)
According to this, the difference between successive $`\stackrel{~}{x}_n`$’s is of order $`\alpha ^1`$ wherever $`F`$ does not vanish. This allows us to expand Eq. (18) in powers of $`\alpha ^1`$ when $`\alpha `$ is large and the step density is high. We can consider only the leading order in $`\alpha ^1`$, an approximation which becomes exact in the scaling limit $`\alpha \mathrm{}`$. The differences $`\stackrel{~}{x}_{n+k}\stackrel{~}{x}`$, where $`\stackrel{~}{x}`$ denotes the middle of the terrace, are also small as long as k is finite. This allows us to go to a continuum limit in the variable $`\stackrel{~}{x}`$ in the following way. We evaluate the function $`F`$ at the position $`(\stackrel{~}{x}_{n+k}+\stackrel{~}{x}_{n+k+1})/2`$ by using its Taylor expansion
$$F\left(\frac{\stackrel{~}{x}_{n+k}+\stackrel{~}{x}_{n+k+1}}{2}\right)\frac{\alpha ^1}{\stackrel{~}{x}_{n+k+1}\stackrel{~}{x}_{n+k}}=\underset{m=0}{\overset{\mathrm{}}{}}\frac{1}{m!}\frac{d^mF(\stackrel{~}{x})}{d\stackrel{~}{x}^m}\left(\frac{\stackrel{~}{x}_{n+k}+\stackrel{~}{x}_{n+k+1}}{2}\stackrel{~}{x}\right)^m.$$
(20)
Now we expand
$$\stackrel{~}{x}_{n+k}=\stackrel{~}{x}+\underset{m=1}{\overset{\mathrm{}}{}}\varphi _{km}\alpha ^m,$$
(21)
and insert the expansion into Eq. (20). By requiring all orders of $`\alpha ^1`$ to cancel, the coefficients $`\varphi _{km}`$ are found for any values of $`k`$ and $`m`$. These coefficients involve the function $`F`$ and its derivatives evaluated at $`\stackrel{~}{x}=(\stackrel{~}{x}_n+\stackrel{~}{x}_{n+1})/2`$.
We now return to Eq. (18). It depends on the velocities $`\dot{\stackrel{~}{x}}_n`$ and $`\dot{\stackrel{~}{x}}_{n+1}`$, which in turn depend on $`\stackrel{~}{x}_{n2},\mathrm{},\stackrel{~}{x}_{n+3}`$. Using Eq. (21) we expand Eq. (18) in $`\alpha ^1`$. The result of this expansion in the general NDL case is
$$\frac{3}{4}\frac{d^2}{d\stackrel{~}{x}^2}\left(\frac{1}{F}\frac{d^2F^2}{d\stackrel{~}{x}^2}\right)+\frac{\dot{\alpha }}{\alpha }F+𝒪\left(\alpha ^2\right)=0.$$
(22)
In the DL case the expansion result is different:
$$\frac{3}{2}\frac{d^4F^2}{d\stackrel{~}{x}^4}+\frac{\dot{\alpha }}{\alpha ^2}F+𝒪\left(\alpha ^2\right)=0.$$
(23)
Consider Eq. (22) in the scaling limit, $`\alpha \mathrm{}`$. The $`\alpha ^2`$ term can be ignored and we are left with the first two terms, which must cancel each other. This implies that $`\dot{\alpha }/\alpha `$ is independent of time, i.e., in the NDL case
$$\alpha e^{\stackrel{~}{t}/\tau _{NDL}},$$
(24)
where $`\tau _{NDL}`$ is the life time of the profile. Note that the scaling limit $`\alpha \mathrm{}`$ corresponds to very early times $`\stackrel{~}{t}\mathrm{}`$. The equation for the NDL scaling function in this limit is
$$\frac{3}{4}\frac{d^2}{d\stackrel{~}{x}^2}\left(\frac{1}{F}\frac{d^2F^2}{d\stackrel{~}{x}^2}\right)\frac{F}{\tau _{NDL}}=0.$$
(25)
At any finite time when $`\alpha `$ itself is finite, there will be a correction to scaling of order $`\alpha ^2`$.
The same arguments can be applied to Eq. (23) in the DL case. We find that $`\dot{\alpha }/\alpha ^2`$ is independent of time, i.e.,
$$\alpha =\frac{\tau _{DL}}{\stackrel{~}{t}\stackrel{~}{t}_0}.$$
(26)
In this case the scaling limit corresponds to a finite time, $`\stackrel{~}{t}\stackrel{~}{t}_0^+`$. The differential equation for the DL case is
$$\frac{3}{2}\frac{d^4F^2}{d\stackrel{~}{x}^4}\frac{F}{\tau _{DL}}=0.$$
(27)
Again there is a correction to scaling of order $`\alpha ^2`$ when $`t>t_0`$.
Note that the scaling equation is the same for all NDL cases. Thus, for all non-zero values of $`l=\frac{2D_s}{k}`$, the scaling behavior is identical to that of the ADL limit. Since in the NDL case the terrace sizes vanish in the scaling limit, diffusion across terraces is fast and, unless the system if purely DL ($`l=0`$), attachment-detachment is always the rate limiting process. This fact makes the DL case special and somewhat delicate. Since in real systems the diffusion coefficient is always finite, the scaling limit of real systems will show ADL behavior. Nevertheless, at finite times we can expect crossover from ADL to DL behavior. This should happen at the time when $`\frac{1}{\alpha F}l`$. At later times, when $`\frac{1}{\alpha F}l`$, the system should show DL behavior and obey Eq. (27), provided $`\alpha `$ is still large enough to neglect the $`\alpha ^2`$ corrections to scaling.
At this point we have a continuum model derived directly from the discrete step equations of motion. In the scaling limit our model provides an exact connection between the microscopic step kinetics and the macroscopic surface evolution. It is interesting to compare it with other continuum models, which do not emerge from the underlying step model.
In the usual continuum approach one assumes that surface dynamics is driven by the surface tendency to decrease its continuous surface tension. Below the roughening transition this surface tension has a cusp and takes the form
$$\sigma (D)=\sigma _0+\sigma _1|D|+\sigma _3|D|^3,$$
(28)
with $`D`$ denoting the surface slope. The surface chemical potential is consequently given by
$$\mu =\frac{\sigma ^{}(D)}{x},$$
(29)
where $`\sigma ^{}`$ is the derivative of $`\sigma `$ with respect to the slope $`D`$. This chemical potential gives rise to surface currents, which are proportional to $`\mu /x`$ in the DL case and to $`\mu /h=\frac{1}{D}\frac{\mu }{x}`$ in the ADL case. The equation of motion for the profile slope in regions where $`D>0`$ is then given by
$$\frac{D}{t}3\sigma _3\frac{^2}{x^2}\left(\frac{1}{D}\frac{^2D^2}{x^2}\right)$$
(30)
in the ADL case, and
$$\frac{D}{t}3\sigma _3\frac{^4D^2}{x^4}$$
(31)
in the DL case.
To compare our model with the above equations, let us find the general equation of motion for the density function; i.e., the partial differential equation for the step density that by separation of variables, $`D(\stackrel{~}{x},\stackrel{~}{t})=\alpha (\stackrel{~}{t})F(\stackrel{~}{x})`$, reduces to Eqs. (24) & (25) in the NDL case and to Eqs. (26) & (27) in the DL case. In the NDL case we can replace $`\tau _{NDL}`$ in Eq. (25) by $`\dot{\alpha }/\alpha `$. The equation can then be written as
$$\frac{3}{4}\frac{^2}{\stackrel{~}{x}^2}\left(\frac{1}{D}\frac{^2D^2}{\stackrel{~}{x}^2}\right)+\frac{D}{\stackrel{~}{t}}=0,$$
(32)
which is consistent with Eq. (30) and confirms Nozieres’ suggestion for ADL kinetics. Note that Eq. (32) applies only to ADL cases and not to the full range of NDL systems, because in the scaling limit all NDL systems obey Eq. (25), which describes ADL kinetics. Since Eq. (32) was derived from Eq. (25) it corresponds to ADL kinetics.
For the DL case we replace $`\tau _{DL}`$ in Eq. (27) by $`\dot{\alpha }/\alpha ^2`$. We then have
$$\frac{3}{2}\frac{^4D^2}{\stackrel{~}{x}^4}+\frac{D}{\stackrel{~}{t}}=0,$$
(33)
consistently with Eq. (31) and Refs. and . Let us however remark that the validity of the general Eqs. (32) and(33) is questionable. In a non scaling case these equations have corrections which may be important. We showed that in the scaling state these corrections vanish and neglected them in moving from Eqs. (22) & (23) to (25) & (27). In a general scenario, neglecting these terms is an approximation that must be justified.
## IV Solution of the continuum models
In this section we find the scaling functions in the NDL and DL cases. Since the slope-up and slope-down sections are symmetric, we need to consider only half a period, i.e., the section $`\stackrel{~}{x}[\pi /2,\pi /2]`$. The scaling function is thus symmetric about the origin.
We now discuss the possibility of macroscopic facets at the profile extrema. In terms of the discrete step model every terrace is a facet. However, in the scaling limit the step density diverges with $`\alpha (\stackrel{~}{t})`$, and the terraces in all regions where $`F`$ is finite become truly microscopic. In regions where the scaling function is identically zero the terrace size does not necessarily vanish and macroscopic facets may form. To account for macroscopic facets we should, in principle, allow for regions of arbitrary size with $`F=0`$. However, simulations of the discrete step model indicate that if such regions appear at all, they form around the profile extrema where the step density is zero by definition. To account for macroscopic facets, we therefore allow for the existence of two special points at $`\pm \stackrel{~}{x}_{facet}`$, which denote the positions of facet edges. In the regions $`(\pi /2,\stackrel{~}{x}_{facet})`$ and $`(\stackrel{~}{x}_{facet},\pi /2)`$ the scaling function $`F`$ vanishes identically. In this notation we can also describe systems without facets simply by setting $`\stackrel{~}{x}_{facet}=\pi /2`$. Note that the scaling function should satisfy Eq. (25) or (27) only in the interval $`(\stackrel{~}{x}_{facet},\stackrel{~}{x}_{facet})`$ and not on the facet, since these equations are not valid when $`F=0`$.
Next we show that if there is a macroscopic facet, $`F`$ is continuous across the facet edge. To see this, consider the annihilation process of the first step. Its velocity satisfies
$$\dot{\stackrel{~}{x}}_1\frac{(\stackrel{~}{x}_3\stackrel{~}{x}_2)^32(\stackrel{~}{x}_2\stackrel{~}{x}_1)^3g(\stackrel{~}{x}_1\stackrel{~}{x}_0)^3}{\frac{2\pi l}{\lambda }+\stackrel{~}{x}_2\stackrel{~}{x}_1}.$$
(34)
The denominator in the above expression is always positive. Therefore the direction of motion of the first step is given by the sign of the numerator, which must be negative because the first step is moving towards annihilation with the zeroth step. Assume now that in the scaling limit we have a macroscopic facet. This means that the distance $`\stackrel{~}{x}_1\stackrel{~}{x}_0`$ is finite when the annihilation process starts. Assume also that $`F_{facet}=F\left(\stackrel{~}{x}_{facet}\right)`$ is finite. This makes the distance $`\stackrel{~}{x}_3\stackrel{~}{x}_2`$ microscopically small, since in the scaling limit it vanishes as $`1/\left(\alpha F_{facet}\right)`$. We can therefore neglect the last term in the numerator of Eq. (34). It is easy to see now that if $`\stackrel{~}{x}_2\stackrel{~}{x}_1<2^{1/3}/\left(\alpha F_{facet}\right)`$ the velocity of the first step is positive. Thus if $`F_{facet}`$ is finite, the first step is bounded to the second one at a distance which is much less than the facet size. In such a situation the first step cannot annihilate. We conclude that having a macroscopic facet ($`\stackrel{~}{x}_{facet}<\pi /2`$) requires the scaling function to vanish at the facet edge. Thus the scaling function is continuous at $`\stackrel{~}{x}_{facet}`$ with $`F(\stackrel{~}{x}_{facet})=0`$. Furthermore, by expanding the scaling function in the vicinity of $`\stackrel{~}{x}_{facet}`$, it can be shown that both the NDL and DL scaling functions can be expressed as power series of $`\sqrt{\stackrel{~}{x}_{facet}\stackrel{~}{x}}`$:
$$F\left(\stackrel{~}{x}\right)=\underset{n=1}{\overset{\mathrm{}}{}}a_n\left(\sqrt{\stackrel{~}{x}_{facet}\stackrel{~}{x}}\right)^n.$$
(35)
Hence with a non-vanishing coefficient $`a_1`$, the derivatives of the scaling function diverge at $`\stackrel{~}{x}_{facet}`$.
Next we specify boundary conditions for the scaling function $`F`$. Since Eqs. (25) and (27) are fourth order differential equations we need four boundary conditions in order to solve them. Three conditions are set by the normalization and symmetry of the scaling function:
$`F`$ $`(0)=1,`$ (36)
$`F`$ $`{}_{}{}^{}(0)=0,`$ (37)
$`F`$ $`{}_{}{}^{\prime \prime \prime }(0)=0.`$ (38)
A fourth boundary condition can be found by considering mass transfer in the decaying profile. Mass is transfered from the decaying peaks to the valleys through the sloping parts of the profile. The step-antistep symmetry of the system excludes mass transfer through the profile extrema. We can thus calculate the (dimensionless) flux through the origin by calculating the (dimensionless) volume change in the interval $`[0,\pi /2]`$:
$$J(0)=\frac{d}{d\stackrel{~}{t}}_0^{\pi /2}h(\stackrel{~}{x},\stackrel{~}{t})𝑑\stackrel{~}{x}.$$
(39)
$`h(\stackrel{~}{x},\stackrel{~}{t})`$ is the surface profile measured in steps. In the continuum limit it is given by
$$h(\stackrel{~}{x},\stackrel{~}{t})=_0^{\stackrel{~}{x}}D(\xi ,\stackrel{~}{t})𝑑\xi .$$
(40)
Integrating Eq. (39) by parts and using the scaling form (16) together with the possible existence of zero density facets results in
$$J(0)=\dot{\alpha }_0^{\stackrel{~}{x}_{facet}}F\left(\pi /2\stackrel{~}{x}\right)𝑑\stackrel{~}{x}.$$
(41)
To evaluate the integral in Eq. (41) in the NDL case, we multiply Eq. (25) by $`(\pi /2\stackrel{~}{x})`$ and integrate from zero to $`\stackrel{~}{x}_{facet}`$:
$$_0^{\stackrel{~}{x}_{facet}}F\left(\pi /2\stackrel{~}{x}\right)𝑑\stackrel{~}{x}=\frac{3\tau _{NDL}}{4}_0^{\stackrel{~}{x}_{facet}}\left(\pi /2\stackrel{~}{x}\right)\frac{d^2}{d\stackrel{~}{x}^2}\left(\frac{1}{F}\frac{d^2F^2}{d\stackrel{~}{x}^2}\right)𝑑\stackrel{~}{x}.$$
(42)
The r.h.s. of the last equation can be integrated by parts. Inserting the result into Eq. (41) we find that
$$J(0)=\frac{3\tau _{NDL}\dot{\alpha }}{4}\left[\left(\pi /2\stackrel{~}{x}\right)\frac{d}{d\stackrel{~}{x}}\left(\frac{1}{F}\frac{d^2F^2}{d\stackrel{~}{x}^2}\right)+\frac{1}{F}\frac{d^2F^2}{d\stackrel{~}{x}^2}\right]|_0^{\stackrel{~}{x}_{facet}}.$$
(43)
Another method for calculating the flux through the origin relies on the discrete step system. The adatom flux across the $`n`$th terrace is given by Eq. (4), which can be expanded in powers of $`\alpha ^1`$ using Eq. (21). In our dimensionless variables, the leading order of this expansion in the NDL case is
$$J(\stackrel{~}{x})=\frac{3\alpha }{4F}\frac{d^2F^2}{d\stackrel{~}{x}^2}.$$
(44)
Evaluating this expression at $`\stackrel{~}{x}=0`$ and comparing with Eq. (43), we obtain the boundary condition
$$\left[\left(\pi /2\stackrel{~}{x}\right)\frac{d}{d\stackrel{~}{x}}\left(\frac{1}{F}\frac{d^2F^2}{d\stackrel{~}{x}^2}\right)+\frac{1}{F}\frac{d^2F^2}{d\stackrel{~}{x}^2}\right]|_{\stackrel{~}{x}_{facet}}=0.$$
(45)
In deriving this boundary condition we used the fact that $`F^{}(0)=F^{\prime \prime \prime }(0)=0`$ and that in the NDL case $`\tau _{NDL}=\alpha /\dot{\alpha }`$.
The DL case is very similar. We can evaluate the flux through the origin both from Eq. (41) and from a direct expansion of Eq. (4). Equating the two results we obtain the fourth boundary condition in the DL case
$$\left[\left(\pi /2\stackrel{~}{x}\right)\frac{d^3F^2}{d\stackrel{~}{x}^3}+\frac{d^2F^2}{d\stackrel{~}{x}^2}\right]|_{\stackrel{~}{x}_{facet}}=0.$$
(46)
At this point we have four boundary conditions for the scaling function, three at the origin and one at $`\stackrel{~}{x}_{facet}`$. In addition we know that $`F(\stackrel{~}{x}_{facet})=0`$ if $`\stackrel{~}{x}_{facet}<\pi /2`$. We may now find unique scaling solutions if we know the values of $`\tau _{NDL}`$ and $`\tau _{DL}`$, which enter in the differential equations (25) and (27). What determines the values of $`\tau _{NDL}`$ and $`\tau _{DL}`$? We now show that these life times are related to the behavior of the top and bottom steps, which are unique in the sense that they each have a neighboring step of opposite sign. Our continuum model, which treats all steps on equal footing, does not contain any information about this unique behavior and therefore $`\tau _{NDL}`$ and $`\tau _{DL}`$ must be calculated or measured directly from the discrete step system.
To relate the profile life times to the behavior of the top and bottom steps, consider the number of steps in a half slope up region of the profile. One can show from Eq. (40) that it is given by
$$N(t)=_0^{\pi /2}D(\stackrel{~}{x},\stackrel{~}{t})𝑑\stackrel{~}{x}=\alpha _0^{\stackrel{~}{x}_{facet}}F𝑑\stackrel{~}{x}.$$
(47)
The integral $`=_0^{\stackrel{~}{x}_{facet}}F𝑑\stackrel{~}{x}`$ can be evaluated by integrating Eqs. (25) or (27) in the NDL or the DL cases, respectively. The results are
$`_{NDL}`$ $`=`$ $`{\displaystyle \frac{3\tau _{NDL}}{4}}{\displaystyle \frac{d}{d\stackrel{~}{x}}}\left({\displaystyle \frac{1}{F}}{\displaystyle \frac{d^2F^2}{d\stackrel{~}{x}^2}}\right)|_{\stackrel{~}{x}_{facet}},`$ (48)
$`_{DL}`$ $`=`$ $`{\displaystyle \frac{3\tau _{DL}}{2}}{\displaystyle \frac{d^3F^2}{d\stackrel{~}{x}^3}}|_{\stackrel{~}{x}_{facet}}.`$ (49)
Combining Eqs. (47) and (49) we can calculate $`\mathrm{\Delta }\stackrel{~}{t}`$, the time interval in which the system looses one step, i.e., the annihilation time of the top step:
$$\mathrm{\Delta }\stackrel{~}{t}=\frac{d\stackrel{~}{t}}{dN}=\frac{1}{\dot{\alpha }}.$$
(50)
Eq. (50) relates the profile decay rate, $`\alpha `$, to the annihilation time of a single step at the profile peak, $`\mathrm{\Delta }\stackrel{~}{t}`$. We could have used this relation to set an additional condition at $`\stackrel{~}{x}_{facet}`$ if we knew $`\mathrm{\Delta }\stackrel{~}{t}`$. Such a condition would select a single solution with a specific life time from the one dimensional family of possible solutions. However, as we mentioned above, $`\mathrm{\Delta }\stackrel{~}{t}`$ must be obtained directly from the discrete system, because our continuum model ignores the unique behavior of the top step.
Unable to calculate the life times of the profiles analytically, we measured $`\tau _{NDL}`$ and $`\tau _{DL}`$ from our simulations. Using these values we solved Eqs. (25) and (27) numerically. In Fig. 5 we show the results for a single slope-up region of the profile in the ADL case and compare them with the simulation data. The slope-down regions of the profile behave in exactly the same way, but with a negative step density (to be consistent with the profile slope). In the insets we show the surface profile, which is obtained by integrating the scaling function over alternating regions of steps and antisteps. Similar results were obtained in the DL case.
The following picture emerges. Both in the ADL and DL cases, when step-antistep attraction is absent ($`g=0`$) the unique scaling solutions, which satisfy all the boundary conditions, have no facets. The scaling functions obey Eqs. (25) and (27) in the entire interval $`(\pi /2,\pi /2)`$ and are finite at the profile extrema ($`\stackrel{~}{x}=\pm \pi /2`$). This results in cusp-like peaks and valleys in the surface profile. The agreement between the scaling functions and the simulation data is excellent in these cases. When step-antistep attraction is present ($`g=24`$) the situation is different. The unique scaling solutions, which satisfy all the boundary conditions, have small facets near the profile extrema. In the facet region the scaling functions are identically zero and as a result the profiles have flat peaks and valleys. Here we also have good agreement with simulation data, but not as good as in the $`g=0`$ cases. This is because the scaling ansatz is a better approximation when $`g=0`$.
## V Connection with experiment
In this section we test our model against experimental results. Specifically we compare our predictions with AFM measurements carried out by Tanaka et al. They measured the amplitude of decaying 1D Silicon gratings fabricated on a surface vicinal to the Si(001) plane. They report an exponential decay of the surface amplitude with life times scaling as the fourth power of the grating wavelength. The observed profiles had flat peaks and valleys. These results qualitatively resemble the behavior of our model in the NDL case in the presence of step-antistep attraction.
To prepare the ground for a more quantitative comparison, let us first discuss the relevance of our model to the experimental system. The experimental conditions where such that the Si surface was below its roughening transition. It is therefore reasonable to expect step-dominated surface kinetics. However, the step structure in the experiment is different from the idealized one dimensional array of straight steps we considered in our model. Since the grating was fabricated on a vicinal surface, with the grooves direction perpendicular to the unperturbed steps, the steps are not straight. This can be easily shown by writing the surface profile as
$$Z(x,y)=h(x)+ay.$$
(51)
Here $`h(x)`$ is the one dimensional periodic profile along the $`x`$ axis and $`Z(x,y)`$ is the two dimensional surface profile. The parameter $`a`$ measures the slope of the original vicinal surface with respect to the high symmetry $`(x,y)`$ plane. The constant height contours which define the steps are given by
$$y_n(x)=\frac{Z_nh(x)}{a}.$$
(52)
Evidently, we deal here with curved steps, a fact which complicates surface dynamics. This situation was studied by Bonzel and Mullins who investigated the smoothing of perturbed vicinal surfaces. In addition to step-step interactions, step motion is also driven by the steps line tension, $`\mathrm{\Gamma }`$. This is reflected by the addition of a term $`\mu _n^{curv}(x)=\mathrm{\Gamma }/R_n(x)`$ to the step chemical potential, where $`R_n(x)`$ is the local radius of curvature of the $`n`$th step.
The above arguments suggest that our straight steps model cannot describe surface dynamics in regions where line tension is important. To justify the application of our model to the experimental system we must therefore show that we can neglect the effect of step line tension. We do this by considering the scaling limit of the system. We show that in this limit the steps in the sloping parts of the profile are effectively straight. The only regions where step curvature is significant are the profile extrema, where our continuum model is not valid anyway. Unlike Bonzel and Mullins we consider situations where step curvature is a driving force for step straightening only at the profile extrema.
Assume now that the step system (52) exhibits scaling and obeys Eq. (16). $`D(x,t)=dh/dx`$ is the step density along the $`x`$ axis. Under these assumptions we can express the step curvature contribution to the chemical potential as
$$\mu _n^{curv}(x)=\frac{\mathrm{\Gamma }y_n^{\prime \prime }}{\left[1+\left(y_n^{}\right)^2\right]^{3/2}}=\frac{\mathrm{\Gamma }\alpha F^{}}{a\left(1+\frac{\alpha ^2F^2}{a^2}\right)^{3/2}},$$
(53)
with primes denoting derivatives with respect to $`x`$. Note that according to Eq. (53), $`\mu _n^{curv}(x)\mu ^{curv}(x)`$ is independent of $`n`$.
Let us estimate the effect of $`\mu ^{curv}(x)`$ on step kinetics. This chemical potential gives rise to surface currents parallel and perpendicular to the steps. The divergence of these currents contributes to the step velocities. Along a step we can estimate the resulting current as $`J_{}d\mu ^{curv}(x)/ds`$ where $`s`$ is the step arclength. The contribution of this current to the step velocity is proportional to
$`{\displaystyle \frac{d^2\mu ^{curv}(x)}{ds^2}}=`$ (54)
$`{\displaystyle \frac{\mathrm{\Gamma }\left(\frac{\alpha F^{\prime \prime \prime }}{a}+\frac{\alpha ^3\left(3F_{}^{}{}_{}{}^{3}+10FF^{}F^{\prime \prime }2F^2F^{\prime \prime \prime }\right)}{a^3}+\frac{\alpha ^5\left(15F^2F_{}^{}{}_{}{}^{3}+10F^3F^{}F^{\prime \prime }F^4F^{\prime \prime \prime }\right)}{a^5}\right)}{\left(1+\frac{\alpha ^2F^2}{a^2}\right)^{9/2}}}.`$ (55)
In the scaling limit $`\alpha \mathrm{}`$, this contribution decays as $`\alpha ^4`$ wherever $`F`$ is finite. This result should be compared with the step velocities of the original model. Using the expansion Eq. (21), we can expand the original step velocities, Eq. (5), in $`\alpha ^1`$. The outcome of this manipulation is a velocity of order $`1`$. Thus, in the scaling limit, the curvature driven current along the steps results in a negligible contribution to the step velocities.
The current perpendicular to a step is proportional to the chemical potential difference between two adjacent steps. This can be estimated from $`J_{}\widehat{n}\mu ^{curv}(x)/|Z|`$ where $`\widehat{n}`$ is a unit vector perpendicular to the step. However, since we are only interested here in the leading order in $`\alpha ^1`$, we can make the approximation $`\widehat{n}x`$, $`|Z|\alpha F`$ and $`J_{}\frac{1}{\alpha F}\frac{d\mu ^{curv}(x)}{dx}`$ wherever $`F`$ does not vanish. The contribution of these currents to the step velocity is consequently proportional to the current difference between two adjacent terraces which we estimate as
$$\frac{1}{\alpha F}\frac{d}{dx}\left(\frac{1}{\alpha F}\frac{d\mu ^{curv}(x)}{dx}\right)=\frac{\mathrm{\Gamma }\alpha ^4a^2\left(15F^310FF^{}F^{\prime \prime }+F^2F^{\prime \prime \prime }\right)}{F^7}+𝒪\left(\alpha ^6\right).$$
(56)
Again this contribution in negligible in the scaling limit.
The above argument relies on the fact that in the sloping parts of the profile $`F`$ is finite. This is of course not true near the profile extrema. Step curvature is therefore important at the facets near the profile peaks and valleys where the scaling function $`F`$ is identically zero. Thus, we can divide the system into two types of regions: the sloping parts where our continuum model is valid and the facets where our continuum model breaks down. Recall however that our model breaks down on facets in any case, and we solve the model only on the sloping parts of the profile. The kinetics of the annihilating steps on the facets enters the continuum model only through the life time of the profile, which we have to take from the discrete step system. We can use this strategy here, i.e., by measuring the life time of the profile from the experimental results we can predict (using Eq. (25)) the density scaling function. Alternatively, by fitting the scaling function to the experiment we can make a connection between the experimental life time $`\tau _{exp}`$, and the microscopic parameters of the system. In Fig. 6 we show a comparison between a snapshot of the normalized experimental slope and the best fit solution of Eq. (25). This solution corresponds to a life time $`\tau _{NDL}=0.945`$ in dimensionless units. According to Eq. (14) the three microscopic parameters $`k`$, $`\stackrel{~}{C}^{eq}`$ and $`\beta `$ satisfy
$$k\stackrel{~}{C}^{eq}\beta =\left(\frac{\lambda }{2\pi }\right)^4\frac{k_BT\tau _{NDL}}{\mathrm{\Omega }\tau _{exp}}.$$
(57)
The parameter values for the experimental data of Fig. 6 are $`\lambda =5\mu m`$, $`\tau _{exp}2.410^3`$ minutes and $`T=900^{}C`$.
Although Fig. 6 shows good agreement between theory and experiment it does not by itself provide enough evidence for scaling in the experimental system. To verify that the experimental system scales in time one must analyze several snapshots of the surface slope taken at different times. However, the fit quality and the fact that the surface amplitude decays exponentially with a life time proportional to the fourth power of the grating wavelength, strongly suggest scaling.
## VI Summary and Discussion
In this work we have studied the relaxation process of one dimensional surface modulations below the roughening transition temperature. Simulations of a step flow model suggest that the discrete step density function, $`D(x,t)`$, exhibits scaling throughout most of the decay process, for a wide range of the model parameters, spanning DL to ADL kinetics and a range of strengths of the attraction between steps of opposite sign.
Relying on the above observations, we then transformed the discrete step model into a continuum model for surface dynamics. This was done using the scaling ansatz $`D(x,t)=\alpha (t)F(x)`$, and we were able to write down the differential equations for the functions $`\alpha (t)`$ and $`F(x)`$. These equations were derived directly from the discrete step equations of motion. We showed that they are exact in the scaling limit.
We investigated the boundary conditions for the scaling function $`F`$ and found $`F`$ numerically. A comparison between the resulting solutions and density functions from simulations of the discrete step model shows impressive agreement.
Finally, we applied our continuum model to experimental data measured by Tanaka et al. They reported exponential amplitude decay of Si(001) gratings and profiles with flat peaks and valleys. In their experiment the profile life times scaled as the fourth power of the grating wavelength. These properties resemble the behavior of our model in the NDL case with step-antistep attraction. We showed that in the scaling limit, our one dimensional model is adequate in spite of the fact that the steps in the experimental system are not straight. We compared the best fit solution of our model to a normalized snapshot of the experimental profile slope and found good agreement. On the basis of this agreement we suggested that the profile exhibits scaling and made a connection between the measured profile life time and microscopic system parameters.
We now discuss the main aspects of our results and put them in perspective with existing work. In the scaling limit our continuum model is an exact result of step kinetics. We showed that the resulting general differential equations ((32) and (33)) are equivalent to existing phenomenological models, thereby confirming that these models are consistent with step flow. Although we have not discussed this issue here, it can be shown that the scaling solutions $`D(x,t)=\alpha (t)F(x)`$ are linearly stable solutions of the general differential equations ((32) and (33)). This fact may explain why scaling solutions are selected. However, our analysis shows that these differential equations have corrections which originate from the discrete nature of the system. When these corrections are important, one must take into account the full expansion series (21). This results in differential equations of infinite order. Therefore Eqs. (32) & (33) and other equivalent models are valid only in situations where corrections can be ignored. We proved that the scaling scenario is such a case by showing how these corrections vanish in the scaling limit.
The second point we emphasize is that even in a scaling limit there are regions where the discrete nature of steps becomes important. Such regions are the profile extrema where step-antistep pairs annihilate. The reason for this is twofold. First, the steps near the profile extrema are unique in the sense that they have a neighboring step of opposite sign. They therefore follow unique equations of motion. This does not enter in our continuum model which treats all steps on equal footing. Secondly, our continuum model breaks down near zeros of the scaling function. This can be seen in the derivation of the model, which relies on $`F`$ being finite. The kinetics of steps in regions where the step density vanishes are not described by the model, since corrections to the scaling function become important there. In cases where the profile extrema are faceted, our continuum model cannot account for the kinetics of steps on the facets even if these steps follow the general discrete equations of motion.
It is therefore obvious that our continuum model (and all other equivalent differential equations) does not constitute a complete description of surface evolution. A manifestation of this statement is the fact that the relative attraction strength, $`g`$, is not a parameter of the continuum model, even though it strongly affects surface evolution. Since our continuum model breaks down near the profile extrema, their effect must be taken into account by supplying additional information. In our case, this information is the value of the profile life time. As we showed in section IV, this life time determines the annihilation rate of step-antistep pairs and can be considered as the last boundary condition required for finding the scaling function. Thus, in a scaling scenario, the effect of step kinetics near the profile extrema reduces to a boundary condition for the scaling function at $`\pm \stackrel{~}{x}_{facet}`$. In order to solve for $`F`$ consistently with the discrete model, it is sufficient to supply the profile life time. We did this by measuring the life times of the discrete systems.
In this respect our work is different from other continuum treatments of modulated surfaces. As pointed out by Chame et al, lack of consistency with the kinetics of facet steps is the weakness of existing continuum models. One remarkable outcome of these inconsistencies is the controversy regarding the appearance of facets at the profile extrema. Ozdemir & Zangwill and Hager & Spohn both used continuum models, which are equivalent to Eq. (33). Bonzel and Preuss use a slightly different model in which the surface currents are proportional to the derivative of the chemical potential with respect to the surface arclength. But they all start from a continuum approach and do not specify the step kinetics on the facets.
Ozdemir and Zangwill assume that Eq. (33) is valid in the full interval between the profile extrema and thus exclude the possibility of facet formation. Their results show smooth (but nonanalytic) profiles. This corresponds to some weak attractive step-antistep interaction (in the absence of such interaction we get cusped profiles). They showed that Eq. (33) admits shape preserving solutions, equivalent to our scaling solutions in the DL case. In particular they showed that the amplitude $`\alpha `$ of a shape preserving profile obeys Eq. (26). Our results for the decay rate in the DL case are mathematically identical, but we interpret them differently. While Ozdemir and Zangwill look at the long time limit in which $`\alpha t^1`$, we recognize that Eq. (33) is valid only in the scaling limit, where $`tt_0`$. In this case $`\alpha \sim ̸t^1`$.
Hager and Spohn, on the other hand, allow for facet formation by solving Eq. (33) with moving boundaries. They assume that the chemical potential, the current and the current divergence are all continuous at the facet edge. In their model, the chemical potential at the facet edge is not a step chemical potential. It is a layer chemical potential which reflects the free energy change caused by the annihilation of the top step-antistep pair. In this way they allow for the top terraces to peel rapidly. Their model produces facets which grow in time.
Our results are different. First, since we start from step flow, the chemical potential in our continuum model is a step chemical potential. On a facet our chemical potential is not defined (and therefore not continuous) since there are no steps there. One can argue that the adatom chemical potential on the facet is equal to the chemical potential of the top first step. But this first step is unique and is not treated by the continuum model. It is also far from equilibrium with its neighbors so there is no reason to assume continuity of the chemical potential. Second, the appearance of facets in our model depends on strength of the step-antistep attraction.
Bonzel and Preuss deal with facets differently. They round the cusp singularity of the surface tension, Eq. (28), and apply the kinetic surface equation everywhere. They thus obtain analytic profiles with very flat extrema but without actual faceting. Again the weakness of this approach is that it is not clear how this rounding is related to the microscopic behavior of steps.
We conclude that our continuum model is fully consistent with step kinetics, but is restricted to scaling scenarios. It may serve both as a starting point and a test case, for new continuum models which will attempt to describe surface evolution in general and facet kinetics in particular.
We are greatful to C. C. Umbach for supplying the experimental data and for helpful discussions. This research was supported by grant No. 95-00268 from the United States-Israel Binational Science Foundation (BSF), Jerusalem, Israel.
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# 1 Introduction
## 1 Introduction
Despite the fact that the Cabibbo-Kobayashi-Maskawa (CKM) mechanism provides a consistent description of presently available data on quark-flavour mixing, the flavour structure of the Standard Model (SM) is not very satisfactory from the theoretical point of view, especially if compared to the elegant and economical gauge sector. On the contrary, it is natural to consider it as a phenomenological low-energy description of a more fundamental theory, able, for instance, to explain the observed hierarchy of the CKM matrix.
A special role in searching for experimental clues about non-standard flavour dynamics is provided by flavour-changing neutral-current (FCNC) processes. Within the SM these are generated only at the quantum level and are additionally suppressed by the smallness of the off-diagonal entries of the CKM matrix. On one side this makes their observation very challenging but on the other side it ensures a large sensitivity to possible non-standard effects, even if these occur at very high energy scales.
In general we can distinguish two types of FCNC processes: $`\mathrm{\Delta }F=2`$ and $`\mathrm{\Delta }F=1`$ transitions. The former has been successfully tested in $`K^0\overline{K}^0`$ and $`B_d\overline{B_d}`$ systems, both via $`CP`$-conserving ($`\mathrm{\Delta }M_K`$ and $`\mathrm{\Delta }M_{B_d}`$) and $`CP`$-violating observables ($`\epsilon _K`$ and $`\mathrm{sin}2\beta `$). On the other hand, much less is known about the latter. Few $`\mathrm{\Delta }S=1`$ FCNC transitions have been observed in $`K`$ decays, but most of them are affected by sizable long-distance uncertainties. The only exception is $`(K^+\pi ^+\nu \overline{\nu })`$ , which is however affected by a large experimental error. The situation is slightly better in the $`B`$ sector, where the inclusive $`bs\gamma `$ rate provides a theoretically clean $`\mathrm{\Delta }B=1`$ FCNC observable . Nonetheless, it is clear that a substantial improvement is necessary in order to perform more stringent tests of the SM.
In the present paper we focus on a specific class of non-standard $`\mathrm{\Delta }B=1`$ FCNC transitions: those mediated by the $`Z`$-boson exchange. As we shall discuss, these are particularly interesting for two main reasons: i) there are no stringent experimental bounds on these transitions yet; ii) it is quite natural to conceive extensions of the SM where the $`Z`$-mediated FCNC amplitudes are substantially modified, even taking into account the present constraints on $`\mathrm{\Delta }B=2`$ and $`bs\gamma `$ processes.
The simplest way to search for non-standard $`\mathrm{\Delta }B=1`$ FCNC effects mediated by the $`Z`$-boson exchange is to look for parton-level transitions of the type $`bs(d)+\mathrm{}^+\mathrm{}^{}(\nu \overline{\nu })`$. None of such processes has been observed yet, but the situation will certainly improve in a short term, with the advent of new high statistics experiments at $`e^+e^{}`$ and hadron $`B`$-factories. In principle the theoretically cleanest observables are provided by inclusive decays, which should play an important role in the longer run. On the other hand, the exclusive variants will be more readily accessible in experiment. Despite the sizable theoretical uncertainties in the exclusive hadronic form factors, these processes could therefore give interesting first clues on deviations from what is expected in the Standard Model. This is particularly true if those happen to be large or if they show striking patterns. Since in the present study we are mainly interested in such a possibility, we shall restrict our phenomenological discussion to the exclusive three-body processes $`B(K,K^{})+(\mu ^+\mu ^{},\nu \overline{\nu })`$. Having branching ratios in the $`10^610^5`$ range, and a relatively clear signature, these decays represent one of the primary goals of the new experiments. As we will show, forward-backward and $`CP`$ asymmetries of these modes provide a powerful tool not only to search for New Physics, but also to clearly identify the interesting scenario where the dominant source of non-standard dynamics can be encoded in effective FCNC couplings of the $`Z`$ boson.
The paper is organized as follows. In Section 2 the general features characterizing the FCNC couplings of the $`Z`$ boson beyond the SM are discussed; we further introduce a general parameterization of these effects, both for $`bs`$ and $`bd`$ transitions, in terms of the complex couplings $`Z_{qb}^{L,R}`$ ($`q=s,d`$) and evaluate their model-independent constraints. In Section 3 we present various estimates for these couplings in specific extensions of the Standard Model. Notations and general formulae for the phenomenological analysis are introduced in Section 4. In Section 5 and Section 6 we discuss how the non-standard FCNC couplings of the $`Z`$ would manifest themselves and how they could possibly be isolated in $`B(K,K^{})+\nu \overline{\nu }`$ and $`B(K,K^{})+\mu ^+\mu ^{}`$ decays, respectively. Implications for $`B_s\mu ^+\mu ^{}`$ are briefly described in Section 7. A summary of the results can be found in Section 8.
## 2 General features of FCNC couplings of the $`Z`$ boson
In a generic extension of the Standard Model where new particles appear only above some high scale $`M_X>M_Z`$, we can always integrate out the new degrees of freedom and generate a series of local FCNC operators already at the electroweak scale. Those relevant for $`bs(d)+\mathrm{}^+\mathrm{}^{}(\nu \overline{\nu })`$ transitions can be divided into three wide classes:
* Four-fermion operators. The local four-fermion operators obtained by integrating out the new particles necessarily have dimension greater or equal to six. These could be generated either at the tree level (e.g. by leptoquark exchange) or at one loop (e.g. by SUSY box diagrams) but in both cases, due to dimensional arguments, their Wilson coefficients are expected to be suppressed at least by two inverse powers of the New Physics scale $`M_X`$.
* Magnetic operators. The integration of the heavy degrees of freedom can also lead to operators with dimension lower that six, creating an effective FCNC coupling between quarks and SM gauge fields. In the case of the photon field, the unbroken electromagnetic gauge invariance implies that the lowest dimensional coupling is provided by the so-called “magnetic” operators $`\overline{b}\sigma ^{\mu \nu }sF_{\mu \nu }`$. Having dimension five, their Wilson coefficients are expected to be suppressed at least by one inverse power of $`M_X`$.
* FCNC $`Z`$ couplings. Due to the spontaneous breaking of $`SU(2)_L\times U(1)_Y`$ we are allowed, in the case of the $`Z`$ boson, to build an effective FCNC coupling of dimension four: $`\overline{b}_{L(R)}\gamma ^\mu s_{L(R)}Z_\mu `$. The coefficient of this operator must be proportional to some symmetry-breaking term but, for dimensional reasons, it does not need to contain any explicit $`1/M_X`$ suppression.
Given the above discussion, the effective FCNC couplings of the $`Z`$ boson appear particularly interesting and worth to be studied independently of the other effects: in a generic model with additional sources of $`SU(2)_L\times U(1)_Y`$ breaking, these are the only $`\mathrm{\Delta }F=1`$ FCNC couplings that do not necessarily decouple by dimensional arguments in the limit $`M_X/M_Z1`$. It should be noticed that the requirement of naturalness in the size of the $`SU(2)_L\times U(1)_Y`$ breaking terms suggests that also the adimensional couplings of the non-standard $`Z`$-mediated FCNC amplitudes decouple in the limit $`M_X/M_Z\mathrm{}`$. However, the above naive dimensional argument remains a strong indication of an independent behaviour of these couplings with respect to the other FCNC amplitudes . As we will illustrate in Section 3, this independent behaviour is indeed realized within various extensions of the SM.
Interestingly, FCNC couplings of the $`Z`$ represent also the least constrained class among those listed above: magnetic operators are bounded by $`bs\gamma `$ and, within most models, dimension-six operators are strongly correlated to those entering $`B\overline{B}`$ mixing. The scenario where the dominant non-standard contribution to $`bs(d)+\mathrm{}^+\mathrm{}^{}(\nu \overline{\nu })`$ transitions is mediated by a $`Z\overline{b}s(d)`$ coupling is therefore particularly appealing also from a purely phenomenological point of view.
### 2.1 Effective Lagrangian and model-independent constraints
The effective FCNC couplings of the $`Z`$, relevant for the $`bs`$ transition, can be described by means of the following effective Lagrangian
$$_{FC}^Z=\frac{G_F}{\sqrt{2}}\frac{e}{\pi ^2}M_Z^2\frac{\mathrm{cos}\mathrm{\Theta }_W}{\mathrm{sin}\mathrm{\Theta }_W}Z^\mu \left(Z_{sb}^L\overline{b}_L\gamma _\mu s_L+Z_{sb}^R\overline{b}_R\gamma _\mu s_R\right)+\mathrm{h}.\mathrm{c}.,$$
(1)
where $`Z_{sb}^{L,R}`$ are complex couplings and the overall normalization has been chosen in analogy to the $`sd`$ case discussed in . For later convenience we also define $`Z_{bs}^{L,R}=(Z_{sb}^{L,R})^{}`$. The SM contribution to $`Z_{sb}^{L,R}`$, evaluated in the ’t Hooft-Feynman gauge, can be written as<sup>2</sup><sup>2</sup>2 As it is well known, the SM contribution to FCNC $`Z`$ penguins is not gauge invariant. We recall, however, that the leading contribution to both $`bs(d)\mathrm{}^+\mathrm{}^{}`$ and $`bs(d)\nu \overline{\nu }`$ amplitudes in the limit $`x_t\mathrm{}`$ is gauge independent and is indeed generated by the $`Z`$ penguin ($`C_0(x_t)x_t/8`$ for $`x_t\mathrm{}`$).
$$Z_{sb}^R|_{\mathrm{SM}}=0,Z_{sb}^L|_{\mathrm{SM}}=V_{tb}^{}V_{ts}C_0(x_t),$$
(2)
where $`V_{ij}`$ denote the CKM matrix elements, $`x_t=m_t^2/m_W^2`$ and the function $`C_0(x)`$ can be found in .
At present the cleanest model-independent constraints on $`|Z_{sb}^{L,R}|`$ can be obtained from the experimental upper bounds on $`(BX_s\mathrm{}^+\mathrm{}^{})`$. Normalizing the inclusive rate for $`BX_s\mathrm{}^+\mathrm{}^{}`$ to the well known $`\mathrm{\Gamma }(BX_ce^+\nu _e)`$ and assuming that all contributions to the former but those generated by $`_{FC}^Z`$ are negligible, we can write
$$\frac{\mathrm{\Gamma }(BX_s\mathrm{}^+\mathrm{}^{})}{\mathrm{\Gamma }(BX_ce^+\nu _e)}=\frac{\alpha ^2}{\pi ^2\mathrm{sin}^4\mathrm{\Theta }_W}\frac{\left|Z_{sb}^L\right|^2+\left|Z_{sb}^R\right|^2}{\left|V_{cb}\right|^2f(m_c/m_b)}\left[\left(a_L^{\mathrm{}}\right)^2+\left(a_R^{\mathrm{}}\right)^2\right],$$
(3)
where $`f(z)=(18z^2+8z^6z^824z^4\mathrm{ln}z)`$ is the phase space factor due to the non-vanishing charm mass and, for consistency, we have neglected the small QCD correction factor in $`\mathrm{\Gamma }(BX_ce^+\nu _e)`$. Here $`a_{L(R)}^{\mathrm{}}`$ denotes the left(right)-handed coupling of the lepton to the $`Z`$, namely $`a_L^{\mathrm{}}=\mathrm{sin}^2\mathrm{\Theta }_W1/2`$ and $`a_R^{\mathrm{}}=\mathrm{sin}^2\mathrm{\Theta }_W`$ for $`\mathrm{}=e`$ or $`\mu `$, whereas $`a_L^\nu =1/2`$ and $`a_R^\nu =0`$ for the neutrino case. Using $`(BX_ce^+\nu _e)=0.105`$, $`\mathrm{sin}^2\mathrm{\Theta }_W=0.23`$, $`\alpha ^1=129`$, $`\left|V_{cb}\right|=0.04`$ and $`f(m_c/m_b)=0.54`$, we find
$`(BX_s\mathrm{}^+\mathrm{}^{})`$ $`=`$ $`1.76\times 10^3\left(\left|Z_{sb}^L\right|^2+\left|Z_{sb}^R\right|^2\right),`$ (4)
$`(BX_s\nu \overline{\nu })`$ $`=`$ $`1.05\times 10^2\left(\left|Z_{sb}^L\right|^2+\left|Z_{sb}^R\right|^2\right),`$ (5)
where in the neutrino mode we have summed over the three lepton families. Experimental upper bounds exist both for $`(BX_s\mathrm{}^+\mathrm{}^{})`$ and $`(BX_s\nu \overline{\nu })`$, leading to
$`\left(\left|Z_{sb}^L\right|^2+\left|Z_{sb}^R\right|^2\right)^{1/2}\stackrel{<}{_{}}0.15,`$ $`\mathrm{from}(BX_s\mathrm{}^+\mathrm{}^{})<4.2\times 10^5\text{[7]},`$ (6)
$`\left(\left|Z_{sb}^L\right|^2+\left|Z_{sb}^R\right|^2\right)^{1/2}\stackrel{<}{_{}}0.27,`$ $`\mathrm{from}(BX_s\nu \overline{\nu })<7.7\times 10^4\text{[8]}.`$ (7)
The strongest bound is presently imposed by $`(BX_s\mathrm{}^+\mathrm{}^{})`$, since the larger sensitivity of $`(BX_s\nu \overline{\nu })`$ is compensated by its more difficult experimental determination.<sup>3</sup><sup>3</sup>3 A result similar to the one in (6) has recently been presented also in Ref. . The limits in (67) have been derived assuming that all the non-$`Z`$-mediated contributions are negligible, which is a reasonable approximation in view of the present experimental sensitivities. On the other hand, if the experimental bounds were much closer to the SM expectations, we stress that the neutrino mode would definitely be preferable from the theoretical point of view due to the absence of electromagnetic and long-distance contributions .
Employing the Wolfenstein expansion of the CKM matrix in powers of $`\lambda =0.22`$ and recalling that $`C_0(x_t)𝒪(1)`$, the SM contribution to $`Z_{sb}^L`$ turns out to be of $`𝒪(\lambda ^2)0.04`$ (see Eq. (2)), therefore much below the bound (6). As we will show later, more severe constraints on $`|Z_{sb}^{L,R}|`$ can be obtained by the experimental bound on the exclusive branching ratio $`(BK^{}\mu ^+\mu ^{})`$. These are however subject to stronger theoretical uncertainties, related to the assumptions on the form factors, and require a detailed discussion that we postpone to Section 6.2.
Additional model-independent information on these couplings could in principle be obtained by the direct constraints on $`(Zb\overline{s})`$ and by $`B_s\overline{B}_s`$ mixing, but in both cases these are not very significant. Concerning the first case, we find
$$(Zb\overline{s})=\frac{G_F^2M_Z^5\alpha \mathrm{cos}^2\theta _W}{4\pi ^4\mathrm{\Gamma }_Z\mathrm{sin}^2\theta _W}\left(\left|Z_{sb}^L\right|^2+\left|Z_{sb}^R\right|^2\right)=2.3\times 10^5\left(\left|Z_{sb}^L\right|^2+\left|Z_{sb}^R\right|^2\right),$$
(8)
which is quite far from the present experimental sensitivity at LEP of $`𝒪(10^3)`$ , even for $`|Z_{sb}^{L,R}|𝒪(1)`$. Using the bound (6) in Eq. (8) leads to
$$(Zb\overline{s})\stackrel{<}{_{}}5\times 10^7,$$
(9)
to be compared with the SM expectation $`(Zb\overline{s})|_{\mathrm{SM}}1.4\times 10^8`$ .
Concerning $`B_s\overline{B}_s`$ mixing, assuming for simplicity $`Z_{sb}^R=0`$ and employing the notations of , we find
$`(B_s\overline{B}_s)^Z`$ $`=`$ $`{\displaystyle \frac{\alpha G_F^2M_W^2}{3\pi ^3\mathrm{sin}^2\theta _W}}B_{B_s}f_{B_s}^2M_{B_s}\eta _B\left(Z_{sb}^L\right)^2`$ (10)
$`=`$ $`{\displaystyle \frac{4\alpha (B_s\overline{B}_s)^{SM}}{\pi \mathrm{sin}^2\theta _WS_0(x_t)}}\left({\displaystyle \frac{Z_{sb}^L}{V_{tb}^{}V_{ts}}}\right)^2.`$ (11)
At the moment we cannot extract any interesting information from (11) due to the lack of a significant upper bound on $`|(B_s\overline{B}_s)|`$. If in the future we were able to exclude that $`|(B_s\overline{B}_s)^Z|`$ is larger than $`|(B_s\overline{B}_s)^{SM}|`$, then we would obtain
$$\left|Z_{sb}^L\right|<7.6\left|V_{tb}^{}V_{ts}\right|0.3.$$
(12)
Performing the exchange $`sd`$ in Eq. (1-2) we can define, analogously to $`Z_{sb}^{L,R}`$, the couplings $`Z_{db}^{L,R}`$ relevant for the $`bd`$ transition. The upper bound (6) would be valid also for these couplings if we could assume $`(BX_d\mu ^+\mu ^{})(BX_s\mu ^+\mu ^{})`$, but in the $`bd`$ case more stringent constraints can be derived from $`B_d\overline{B}_d`$ mixing. The SM contribution to $`(B_d\overline{B}_d)`$ can account for the observed value of $`\mathrm{\Delta }M_{B_d}`$, nevertheless, due to the theoretical uncertainty on $`B_{B_d}f_{B_d}^2`$, non-standard contributions of comparable size cannot be excluded at present. Imposing for instance $`|(B_d\overline{B}_d)^Z|<|(B_d\overline{B}_d)^{SM}|`$ and replacing $`sd`$ in Eq. (11) we obtain
$$\left|Z_{db}^L\right|<7.6\left|V_{tb}^{}V_{td}\right|0.06,$$
(13)
which is still substantially larger than the SM contribution: $`Z_{db}^L|_{\mathrm{SM}}=𝒪(\lambda ^3)0.01`$.
## 3 Model-dependent expectations for $`Z_{qb}^{L,R}`$
In the previous section we have seen that sizable non-standard contributions to the FCNC couplings of the $`Z`$ are allowed, at least from a purely phenomenological point of view, both for $`bs`$ and $`bd`$ transitions. In the following we shall analyze the expectations for the $`Z_{qb}^{L,R}`$ couplings in a few specific theoretical frameworks. Moreover, we will show various consistent models where it is a good approximation to encode all the non-standard FCNC effects in the couplings of $`_{FC}^Z`$ .
### 3.1 Fourth generation
A simple extension of the SM, particularly useful as a toy model for more complicated scenarios, is obtained by adding a sequential fourth generation of quarks and leptons. This is allowed by Tevatron and LEP data provided all the new fermions, neutrinos included, are sufficiently heavy ($`m_t^{}\stackrel{>}{_{}}200`$ GeV) and the splitting among the weak isospin doublets is very small ($`|m_t^{}m_b^{}|/m_t^{}\stackrel{<}{_{}}0.1`$) (see e.g. and references therein).
This model exhibits a typical non-decoupling effect in the $`Z_{qb}`$ coupling. Indeed, denoting by $`V_{t^{}q}`$ the mixing angles of the new up-type quark with the light generations, the dominant non-standard contribution to the $`Z_{qb}^{L,R}`$ coupling is given by
$$Z_{qb}^R|_{4^{\mathrm{th}}}=0,Z_{qb}^L|_{4^{\mathrm{th}}}=V_{t^{}b}^{}V_{t^{}q}C_0(x_t^{})\frac{x_t^{}}{8}V_{t^{}b}^{}V_{t^{}q},$$
(14)
where $`x_t^{}=m_t^{}^2/m_W^2`$. In the limit
$$V_{t^{}b}^{}V_{t^{}q}0,m_t^{}^2\mathrm{},V_{t^{}b}^{}V_{t^{}q}m_t^{}^2\mathrm{const}.,$$
(15)
this is the only non-standard effect surviving in $`bs(d)+\mathrm{}^+\mathrm{}^{}(\nu \overline{\nu })`$ transitions. Choosing sufficiently small mixing angles one can therefore easily evade the experimental constraint on $`V_{t^{}b}^{}V_{t^{}q}`$ and, by raising the value of $`m_t^{}`$, still obtain sizable effects in $`Z_{qb}^L`$.
In the case of $`bs`$ transitions the dominant constraint on the combination $`V_{t^{}b}^{}V_{t^{}s}`$ is imposed by $`bs\gamma `$. Indeed the bounds from $`K\overline{K}`$ mixing and $`K`$ decays can always be evaded assuming $`V_{t^{}d}=0`$, whereas the constraint from $`B_s\overline{B}_s`$ mixing is very loose. Barring accidental cancellations in the $`bs\gamma `$ amplitude, namely assuming that the dominant contribution to the latter is the SM one, leads to $`\left|V_{t^{}b}^{}V_{t^{}s}\right|\stackrel{<}{_{}}\lambda ^3`$, almost independently of the value of $`m_t^{}`$. Even employing this stringent constraint,<sup>4</sup><sup>4</sup>4 Substantially larger values of $`\left|V_{t^{}b}^{}V_{t^{}s}\right|`$ are possible assuming that the contribution of the fourth generation changes the sign of the $`bs\gamma `$ amplitude. See Ref. for a recent discussion of this point. however, one could still have $`|Z_{sb}^L|_{4^{\mathrm{th}}}||Z_{sb}^L|_{\mathrm{SM}}|`$ provided $`m_t^{}\stackrel{>}{_{}}400`$ GeV.
### 3.2 Generic SUSY models
Due to the large number of new particles carrying flavor quantum numbers, sizable modifications of FCNC amplitudes are naturally expected within low-energy supersymmetric extensions of the SM with generic flavour couplings . Assuming $`R`$ parity conservation and minimal particle content, FCNC amplitudes involving external quark fields turn out to be generated only at the quantum level, like in the SM. However, in addition to the standard penguin and box diagrams, also their corresponding superpartners, generated by gaugino/higgsino-squark loops, play an important role. These contributions to inclusive and exclusive $`bs\mathrm{}^+\mathrm{}^{}`$ transitions have been widely discussed in the literature (see e.g. for a recent discussion and a complete list of references), employing different assumptions for the soft-breaking terms. In the following we will emphasize the role of the $`Z`$ penguins in the context of the mass-insertion approximation .
Similarly to the $`Z\overline{s}d`$ case, extensively discussed in , the potentially dominant non-SM effect in the effective $`Z\overline{b}q`$ vertex is generated by chargino-up-squark diagrams . Indeed sizable $`SU(2)_L`$ breaking effects can be expected only in the up sector due to the large Yukawa coupling of the third generation. Moreover, since terms involving external right-handed quarks are suppressed by the corresponding down-type Yukawa couplings, also within this framework $`Z_{qb}^R`$ turns out to be negligible.
Employing the notations of , the full chargino-up-squark contribution to $`Z_{sb}^L`$ can be written as
$$Z_{sb}^L|_{\mathrm{SUSY}}=\frac{1}{8}A_{jl}^s\overline{A}_{ik}^bF_{jilk},$$
(16)
where
$`A_{jl}^s`$ $`=`$ $`\widehat{H}_{ls_L}\widehat{V}_{1j}^{}g_tV_{ts}\widehat{H}_{lt_R}\widehat{V}_{2j}^{},`$ (17)
$`\overline{A}_{ik}^b`$ $`=`$ $`\widehat{H}_{b_Lk}^{}\widehat{V}_{i1}g_tV_{tb}^{}\widehat{H}_{t_Rk}^{}\widehat{V}_{i2},`$ (18)
$`F_{jilk}`$ $`=`$ $`\widehat{V}_{j1}\widehat{V}_{1i}^{}\delta _{lk}k(x_{ik},x_{jk})2\widehat{U}_{i1}\widehat{U}_{1j}^{}\delta _{lk}\sqrt{x_{ik}x_{jk}}j(x_{ik},x_{jk})`$ (19)
$`\delta _{ij}\widehat{H}_{kq_L}\widehat{H}_{q_Ll}^{}k(x_{ik},x_{lk}).`$
Here $`g_t=m_t/(\sqrt{2}m_W\mathrm{sin}\beta )`$ is the top Yukawa coupling; $`V`$ is the CKM matrix; $`\widehat{V}`$ and $`\widehat{U}`$ are the unitary matrices that diagonalize the chargino mass matrix ( $`\widehat{U}^{}M_\chi \widehat{V}^{}=\text{diag}(M_{\chi _1},M_{\chi _2})`$ ) and $`\widehat{H}`$ is the one that diagonalizes the up-squark mass matrix (written in the basis where the $`d_L^i\stackrel{~}{u}_L^j\chi _n`$ coupling is family diagonal and the $`d_L^i\stackrel{~}{u}_R^j\chi _n`$ one is ruled by the CKM matrix). The explicit expressions of $`k(x,y)`$ and $`j(x,y)`$ can be found in and, as usual, $`x_{ij}`$ denote ratios of squared masses.
The product of $`A_{jl}^s`$ and $`\overline{A}_{ik}^b`$ in (16) generates four independent terms, proportional to $`g_t^2V_{tb}^{}V_{ts}`$, $`g_tV_{ts}`$, $`g_tV_{tb}^{}`$ and $`1`$, respectively. As a first approximation we can neglect those proportional to $`V_{ts}`$, which are clearly suppressed with respect to the SM contribution. A further simplification can be obtained employing the so-called mass-insertion approximation, i.e. expanding the up-squark mass matrix around its diagonal. In this way it can been shown that the potentially dominant contribution is the one generated to the first order by the $`\stackrel{~}{t}_R\stackrel{~}{u}_L^s`$ mixing , namely
$`Z_{sb}^L|_{\mathrm{SUSY}}^{\mathrm{RL}}={\displaystyle \frac{1}{8}}g_tV_{tb}^{}{\displaystyle \frac{(M_U^2)_{t_Rs_L}}{M_{\stackrel{~}{u}_L}^2}}\widehat{V}_{1j}^{}[\widehat{V}_{j1}\widehat{V}_{1i}^{}k(x_{iu_L},x_{ju_L},x_{t_Ru_L})`$
$`\delta _{ij}k(x_{iu_L},x_{t_Ru_L},1)2\widehat{U}_{i1}\widehat{U}_{1j}^{}\sqrt{x_{iu_L}x_{ju_L}}j(x_{iu_L},x_{ju_L},x_{t_Ru_L})]\widehat{V}_{i2}.`$ (20)
Notice that, contrary to the $`Z_{ds}^L`$ case, here the CKM factor $`V_{tb}^{}`$ does not imply any additional suppression and therefore the double left-right mixing discussed in represents only a subleading correction. In $`Z_{sb}^L|_{\mathrm{SUSY}}^{\mathrm{RL}}`$ the necessary $`SU(2)_L`$ breaking ($`\mathrm{\Delta }I_W=1`$) is equally shared by the left-right mixing of the squarks and by the chargino-higgsino mixing (shown by the mismatch of $`\widehat{V}`$ indices), carrying both $`\mathrm{\Delta }I_W=1/2`$.
For a numerical evaluation, varying the SUSY parameters entering (20) in the allowed ranges, we find
$$\left|Z_{sb}^L|_{\mathrm{SUSY}}^{\mathrm{RL}}\right|\stackrel{<}{_{}}0.1\left|\frac{(M_U^2)_{t_Rs_L}}{M_{\stackrel{~}{u}_L}^2}\right|=0.1\left|(\delta _{RL}^U)_{32}\right|,$$
(21)
in agreement with the results of . The factor $`(\delta _{RL}^U)_{32}`$, which represents the analog of $`V_{ts}`$ in the SM case, is not very constrained at present and can be of $`𝒪(1)`$, with an arbitrary $`CP`$-violating phase .
Eq. (16-21) can simply be extended to the $`bd`$ case with the replacement $`sd`$. Similarly to $`(\delta _{RL}^U)_{32}`$, also $`(\delta _{RL}^U)_{31}`$ is essentially unconstrained at present.
As it can be checked by the detailed analysis of , in the interesting limit where the left-right mixing of the squarks is the only non-standard source of flavour mixing, the $`Z`$-penguin terms discussed above are largely dominant with respect to supersymmetric box and $`\gamma `$-penguin contributions to $`bs\mathrm{}^+\mathrm{}^{}`$. On the other hand, we note that in processes of the type $`bsq\overline{q}`$ these true penguin terms could easily compete in size with the so-called trojan-penguin amplitudes discussed in .
### 3.3 Strong electroweak symmetry breaking
The natural alternative to low-energy supersymmetry is the scenario where the Higgs field is not elementary and the electroweak symmetry breaking is generated by some new strong dynamics appearing at a scale $`\mathrm{\Lambda }1`$ TeV. Without a detailed knowledge of the new dynamics, and of the new degrees of freedom associated with it, a convenient way to describe this scenario is obtained by considering the most general effective Lagrangian written in terms of fermions and gauge fields of the SM, as well as the Nambu-Goldstone bosons associated with the spontaneous breaking of $`SU(2)_L\times U(1)_YU(1)_{\mathrm{em}}`$ . In this way, imposing the custodial $`SU(2)`$ symmetry on the Nambu-Goldstone boson sector, the lowest order terms in the Lagrangian are completely determined, corresponding to the SM case in the limit of infinite Higgs mass. On the other hand, the effect of the new dynamics is encoded in the Wilson coefficients of higher-order operators, suppressed by appropriate inverse powers of $`\mathrm{\Lambda }`$.
A conservative assumption, usually employed to reduce the number of free parameters, is that the higher-order operators do not involve directly the fermionic sector. In other words, it is assumed that the new dynamics involves only the interactions of electroweak gauge fields and Nambu-Goldstone bosons . Under this assumption most of the coefficients of the allowed dimension-four operators (appearing at the next-to-leading order) are strongly constrained by electroweak precision data. However, as pointed out in , some of them naturally escape these bounds and could show up in sizable modifications of FCNC amplitudes. Interestingly, this happens despite the intrinsic flavor-conserving nature of these terms. It occurs at the loop level, either via modifications of the trilinear gauge-boson couplings or via corrections to the Nambu-Goldstone boson propagators .
Also within this context the FCNC couplings of the $`Z`$ play a special role. As an example, we consider here the effect of the anomalous $`WWZ`$ coupling. Following the work of Ref. , this can be written as
$`Z_{qb}^L|_{WWZ}`$ $`=`$ $`\alpha _3g^2V_{tb}^{}V_{tq}{\displaystyle \frac{3x_t}{8}}\mathrm{log}\left({\displaystyle \frac{M_W^2}{\mathrm{\Lambda }^2}}\right)+\mathrm{}`$ (22)
$``$ $`𝒪(1)\times V_{tb}^{}V_{tq}{\displaystyle \frac{g^2m_t^2}{\mathrm{\Lambda }^2}}\mathrm{log}\left({\displaystyle \frac{M_W^2}{\mathrm{\Lambda }^2}}\right).`$
where $`g`$ is the usual $`SU(2)_L`$ coupling and the dots denote additional finite terms (i.e. not logarithmically enhanced). The adimensional coupling $`\alpha _3`$ is one of the unknown coefficients appearing in the next-to-leading order Lagrangian of Ref. . This is essentially unconstrained by other processes (unless further assumptions are employed) and is expect to be of $`𝒪(M_W^2/\mathrm{\Lambda }^2)`$ by dimensional arguments. The relative shift of $`Z_{qb}^L`$ with respect to the SM case can thus be up to $`50\%`$. Interestingly, the same relative shift would be present in $`Z_{ds}^L`$, leading to interesting correlations between rare $`B`$ and $`K`$ decays . It is worthwhile to point out that this is the only non-standard FCNC effect due to anomalous gauge-boson couplings which is logarithmically divergent, which can be taken as an indication of a particular sensitivity of $`Z_{ds}^L`$ to the new dynamics . We finally note that also within this context $`Z_{qb}^R`$ remains unaffected: this is clearly due to the chiral nature of the SM gauge group and indeed it remains valid also if we consider the effects due to modified Nambu-Goldstone boson propagators .
If the conservative assumption that higher-order operators do not involve directly the fermionic sector is relaxed, the freedom in generating new FCNC effects is clearly enhanced. The first natural step is to include only higher-order operators which involve the quarks of the third generation, as for instance done in . However, the most general scenario is obtained by considering all generations. In this latter option one could generate FCNC transitions already at the tree-level and, by restricting the attention to the lowest-dimensional operators, one would recover the general case described by Eq. (1). The predictivity of this scenario is obviously very limited, but still, only on dimensional arguments, one can conclude that the FCNC couplings of the $`Z`$ could play a very special role. The natural suppression of FCNC would then suggest $`Z_{qb}^{L,R}𝒪(m_t^2/\mathrm{\Lambda }^2)\times V_{tb}^{}V_{tq}`$, leaving open the possibility of $`𝒪(1)`$ corrections with respect to the SM case.
### 3.4 Tree-level $`Z`$-mediated FCNC couplings
FCNC couplings of the $`Z`$ can be generated already at the tree level in various exotic scenarios. Two popular examples discussed in the literature are the models with addition of non-sequential generations of quarks (see e.g. and references therein) and those with an extra $`U(1)`$ symmetry (see e.g. and references therein). In the former case, adding a different number of up- and down-type quarks, the pseudo CKM matrix needed to diagonalize the charged currents is no more unitary and this leads to tree-level FCNC couplings. On the other hand, in the case of an extra $`U(1)`$ symmetry the FCNC couplings of the $`Z`$ are induced by $`ZZ^{}`$ mixing, provided the SM quarks have family non-universal charges under the new $`U(1)`$ group. Interestingly these two possibilities (i.e. the extra $`U(1)`$ and the non-sequential quarks) are often linked in many consistent extensions of the SM . Here we will not discuss any of such model in detail. We simply note, however, that for our purposes these could be well described by the effective Lagrangian in (1), provided the contribution of the $`Z^{}`$ exchange is negligible or the couplings of the $`Z^{}`$ to light charged leptons and neutrinos are proportional to the SM ones.
## 4 Generalities of exclusive $`bs\mathrm{}^+\mathrm{}^{}(\nu \overline{\nu })`$ decays
### 4.1 Effective Hamiltonian
The starting point for the analysis of $`bs\mathrm{}^+\mathrm{}^{}(\nu \overline{\nu })`$ transitions is the determination of the low-energy effective Hamiltonian, obtained by integrating out the heavy degrees of freedom of the theory, renormalized at a scale $`\mu =𝒪(m_b)`$. In our framework this can be written as
$$_{eff}=\frac{G_F}{\sqrt{2}}V_{ts}^{}V_{tb}\left(\underset{i=1}{\overset{10}{}}\left[C_iQ_i+C_i^{}Q_i^{}\right]+C_L^\nu Q_L^\nu +C_R^\nu Q_R^\nu \right)+\mathrm{h}.\mathrm{c}.,$$
(23)
where $`Q_i`$ denotes the Standard Model basis of operators relevant to $`bs\mathrm{}^+\mathrm{}^{}`$ and $`𝒪_i^{}`$ their helicity flipped counter parts. In particular, we recall that $`Q_i(\overline{s}b)(\overline{c}c)`$, for $`i=1\mathrm{}6`$, $`Q_8m_b\overline{s}(\sigma G)b`$, whereas the only operators with a tree-level non-vanishing matrix element in $`bs\mathrm{}^+\mathrm{}^{}`$ are given by
$`Q_7={\displaystyle \frac{e}{4\pi ^2}}\overline{s}_L\sigma _{\mu \nu }m_bb_RF^{\mu \nu },`$ $`Q_7^{}={\displaystyle \frac{e}{4\pi ^2}}\overline{s}_R\sigma _{\mu \nu }m_bb_LF^{\mu \nu },`$ (24)
$`Q_9={\displaystyle \frac{e^2}{4\pi ^2}}\overline{s}_L\gamma ^\mu b_L\overline{\mathrm{}}\gamma _\mu \mathrm{},`$ $`Q_9^{}={\displaystyle \frac{e^2}{4\pi ^2}}\overline{s}_R\gamma ^\mu b_R\overline{\mathrm{}}\gamma _\mu \mathrm{},`$
$`Q_{10}={\displaystyle \frac{e^2}{4\pi ^2}}\overline{s}_L\gamma ^\mu b_L\overline{\mathrm{}}\gamma _\mu \gamma _5\mathrm{},`$ $`Q_{10}^{}={\displaystyle \frac{e^2}{4\pi ^2}}\overline{s}_R\gamma ^\mu b_R\overline{\mathrm{}}\gamma _\mu \gamma _5\mathrm{}.`$
The last two operators in $`_{eff}`$ are defined as
$`Q_{L,R}^\nu ={\displaystyle \frac{e^2}{4\pi ^2}}\overline{s}_{L,R}\gamma _\mu b_{L,R}\overline{\nu }\gamma ^\mu (1\gamma _5)\nu `$ (25)
and constitute the complete basis relevant to $`bs\nu \overline{\nu }`$.
Due to the absence of flavour-changing right-handed currents, within the Standard Model one has
$$C_{110}^{}|_{\mathrm{SM}}=C_R^\nu |_{\mathrm{SM}}=0.$$
(26)
whereas the remaining non-vanishing coefficients are known at the next-to-leading order . The coefficients of $`Q_{10}`$ and $`Q_L^\nu `$ are scale independent and are completely dominated by short-distance dynamics associated with top quark exchange. Their values are therefore well approximated by the leading order results, given by ($`\overline{m}_t(m_t)=166\mathrm{GeV}`$)<sup>5</sup><sup>5</sup>5 Here and in the following we employ the running ($`\overline{MS}`$) mass for the top quark, $`\overline{m}_t(m_t)`$. For $`bs\mathrm{}^+\mathrm{}^{}`$ the distinction between the pole mass and the running mass enters, strictly speaking, only beyond the next-to-leading order we are working in . However, the short-distance $`\overline{MS}`$-mass is the more appropriate definition for FCNC processes involving virtual top quarks, and the higher order corrections are generally better behaved. This is true in particular for the transitions $`bs\nu \overline{\nu }`$ and $`B_s\mu ^+\mu ^{}`$, where the use of the running mass in the known next-to-leading order expressions is entirely well defined and leads indeed to a small size of the NLO QCD corrections.
$$C_L^\nu |_{\mathrm{SM}}=\frac{4B_0(x_t)C_0(x_t)}{\mathrm{sin}^2\mathrm{\Theta }_W}=6.6,C_{10}|_{\mathrm{SM}}=\frac{B_0(x_t)C_0(x_t)}{\mathrm{sin}^2\mathrm{\Theta }_W}=4.2,$$
(27)
where the contribution proportional to $`C_0(x_t)`$ is the one induced by $`Z_{sb}^L|_{\mathrm{SM}}`$ in Eq. (2) once the $`Z`$ field has been integrated out (the full expression for $`B_0(x)`$ can be found in ). The difference among the two numerical values in (27) can be taken as an indication of the size of the non-$`Z`$-induced contributions to these coefficients within the SM. On the other hand, in the generic non-standard scenario described by $`_{FC}^Z`$ we can write
$$C_L^\nu C_L^\nu |_{\mathrm{SM}}=C_{10}C_{10}|_{\mathrm{SM}}=\frac{Z_{bs}^LZ_{bs}^L|_{\mathrm{SM}}}{V_{ts}^{}V_{tb}\mathrm{sin}^2\mathrm{\Theta }_W},C_R^\nu =C_{10}^{}=\frac{Z_{bs}^R}{V_{ts}^{}V_{tb}\mathrm{sin}^2\mathrm{\Theta }_W}.$$
(28)
In principle the coefficients $`C_9`$ and $`C_9^{}`$ are also sensitive to $`Z_{bs}^L`$ and $`Z_{bs}^R`$. In this case, however, the contribution of $`_{FC}^Z`$ is suppressed by the smallness of the vector coupling of the $`Z`$ to charged leptons ($`|a_V^e/a_A^e|=|4\mathrm{sin}^2\mathrm{\Theta }_W1|0.08`$) and as a first approximation can be neglected. Given the above considerations, we will assume in the following that all the Wilson coefficients but those in (28) coincide with their SM expressions.
### 4.2 Kinematics and form factors
In the following sections we shall discuss integrated observables and distributions in the invariant mass of the dilepton system, $`q^2`$, for the three-body decays $`BH\mathrm{}\overline{\mathrm{}}`$, with $`H=K`$, $`K^{}`$ and $`\mathrm{}=\mu ,\nu `$. The kinematical range of $`q^2`$ is given by $`4m_{\mathrm{}}^20q^2(m_Bm_H)^2`$. In the neutrino case $`q^2`$ is not directly measurable but is related to the kaon energy in the $`B`$ meson rest frame, varying in the interval $`m_HE_H(m_B^2+m_H^2)/(2m_B)`$ by the relation $`q^2=m_B^2+m_H^22m_BE_H`$. For convenience we define also the dimensionless variables $`s=q^2/m_B^2`$ and $`r_H=m_H^2/m_B^2`$, and the function
$$\lambda _H(s)=1+r_H^2+s^22s2r_H2r_Hs.$$
(29)
In the case $`H=K`$ the hadronic matrix elements needed for our analysis can be written as
$`\overline{K}(p__K)|\overline{s}\gamma _\mu b|\overline{B}(p)`$ $`=`$ $`f_+(q^2)(p+p__K)_\mu +f_{}(q^2)q_\mu ,`$ (30)
$`q^\nu \overline{K}(p__K)|\overline{s}\sigma _{\mu \nu }b|\overline{B}(p)`$ $`=`$ $`i{\displaystyle \frac{f_T(q^2)}{m_B+m_K}}\left[q^2(p+p__K)_\mu (m_B^2m_K^2)q_\mu \right],`$ (31)
where $`q^\mu =p^\mu p__K^\mu `$. Up to small isospin breaking effects, which we shall neglect, the same set of form factors describes both charged ($`B^{}K^{}`$) and neutral ($`\overline{B}^0\overline{K}^0`$) transitions. Similarly, in the case $`H=K^{}`$ we can write ($`ϵ^{0123}=+1`$)
$`\overline{K^{}}(p__K,\epsilon )|\overline{s}\gamma _\mu \gamma _5b|\overline{B}(p)=2m_K^{}A_0(q^2){\displaystyle \frac{\epsilon ^{}q}{q^2}}q_\mu +(m_B+m_K^{})A_1(q^2)\left[\epsilon _\mu ^{}{\displaystyle \frac{\epsilon ^{}q}{q^2}}q_\mu \right]`$
$`A_2(q^2){\displaystyle \frac{\epsilon ^{}q}{m_B+m_K^{}}}\left[(p+p__K)_\mu {\displaystyle \frac{m_B^2m_K^{}^2}{q^2}}q_\mu \right],`$ (32)
$`\overline{K^{}}(p__K,\epsilon )|\overline{s}\gamma _\mu b|\overline{B}(p)=i{\displaystyle \frac{2V(q^2)}{m_B+m_K^{}}}ϵ_{\mu \nu \rho \sigma }\epsilon ^\nu p^\rho p__K^\sigma ,`$ (33)
$`q^\nu \overline{K^{}}(p__K,\epsilon )|\overline{s}\sigma _{\mu \nu }(1+\gamma _5)b|\overline{B}(p)=2T_1(q^2)ϵ_{\mu \nu \rho \sigma }\epsilon ^\nu p^\rho p__K^\sigma `$
$`iT_2(q^2)\left[\epsilon _\mu ^{}(m_B^2m_K^{}^2)(\epsilon ^{}q)(p+p__K)_\mu \right]iT_3(q^2)(\epsilon ^{}q)\left[q_\mu {\displaystyle \frac{q^2(p+p__K)_\mu }{m_B^2m_K^{}^2}}\right]`$ (34)
Here we have used the phase conventions of . In particular, all form factors are real and positive. We remark that the large-energy limit discussed in is especially useful to fix the relative sign of the various form factors in a model independent way.
The form factors $`f_T`$, $`T_1`$, $`T_2`$ and $`T_3`$ depend on the renormalization scale, which here and in the following is understood to be $`\mu =m_b`$. There is no need to further specify the renormalization scheme for the tensor operator $`\overline{s}\sigma _{\mu \nu }(1+\gamma _5)b`$, since the issue of a non-trivial scheme dependence enters only beyond the next-to-leading logarithmic approximation in $`bs\mathrm{}^+\mathrm{}^{}`$
For the numerical evaluations of $`f_i(q^2)`$, $`A_i(q^2)`$, $`T_i(q^2)`$ and $`V(q^2)`$ we refer to the recent analysis of Ref. , performed in the framework of light-cone sum rules.
## 5 $`B(K,K^{})\nu \overline{\nu }`$
From a theoretical point of view the neutrino channels are certainly much cleaner compared to the charged lepton ones due to the absence of long-distance effects of electromagnetic origin. Moreover the smaller number of operators involved (only two) simplifies their description. Finally the branching fractions are enhanced by the summation over the three neutrino flavours. All these virtues, however, are partially compensated by the difficult experimental signature.
### 5.1 $`BK\nu \overline{\nu }`$
The dilepton spectrum of this mode is particularly simple and is sensitive only to the combination $`|C_L^\nu +C_R^\nu |`$ :
$$\frac{d\mathrm{\Gamma }(BK\nu \overline{\nu })}{ds}=\frac{G_F^2\alpha ^2m_B^5}{256\pi ^5}\left|V_{ts}^{}V_{tb}\right|^2\lambda _K^{3/2}(s)f_+^2(s)|C_L^\nu +C_R^\nu |^2$$
(35)
The differential branching ratio computed within the SM is plotted in Fig. 1, showing the uncertainty due to the form factors. Note that in the neutral modes the strangeness eigenstates of the kaons do not coincide with the mass eigenstates, which are experimentally detected. Therefore, neglecting isospin-breaking and $`\mathrm{\Delta }S=2`$ $`CP`$-violating effects, we can write
$$\mathrm{\Gamma }(BK\nu \overline{\nu })\mathrm{\Gamma }(B^+K^+\nu \overline{\nu })=2\mathrm{\Gamma }(B^0K_{L,S}\nu \overline{\nu }).$$
(36)
The absence of absorptive final-state interactions in this process also leads to $`\mathrm{\Gamma }(BK\nu \overline{\nu })=\mathrm{\Gamma }(\overline{B}\overline{K}\nu \overline{\nu })`$, preventing the observation of any direct-$`CP`$-violating effect.
Integrating Eq. (35) over the full range of $`s`$ leads to
$`(BK\nu \overline{\nu })`$ $`=`$ $`(3.8_{0.6}^{+1.2})\times 10^6\left|{\displaystyle \frac{C_L^\nu +C_R^\nu }{C_L|_{SM}^\nu }}\right|^2`$ (37)
$``$ $`4\times 10^6\left|1{\displaystyle \frac{(Z_{bs}^LZ_{bs}^L|_{SM})+Z_{bs}^R}{0.06}}\right|^2,`$
where the error in the first equality is due to the uncertainty in the form factors and the second relation has been obtained by means of Eq. (28). Given the constraint (6), without further assumptions we find $`(BK\nu \overline{\nu })\stackrel{<}{_{}}5\times 10^5`$. This bound sets the level below which an experimental constraint on this mode starts to provide significant information. On the other hand, in most of the scenarios discussed in Section 3, where $`Z_{bs}^R=0`$ and $`|Z_{bs}^L|\stackrel{<}{_{}}0.1`$, we find
$$(BK\nu \overline{\nu })\stackrel{<}{_{}}2\times 10^5.$$
(38)
If the experimental sensitivity on $`(BK\nu \overline{\nu })`$ reached the $`10^6`$ level, then the uncertainty due the form factors would prevent a precise extraction of $`|C_L^\nu +C_R^\nu |`$ from (37). This problem can be substantially reduced by relating the differential distribution of $`BK\nu \overline{\nu }`$ to the one of $`B\pi e\nu _e`$ :
$$\frac{d\mathrm{\Gamma }(BK\nu \overline{\nu })/ds}{d\mathrm{\Gamma }(B^0\pi ^{}e^+\nu _e)/ds}=\frac{3\alpha ^2}{4\pi ^2}\left|\frac{V_{ts}^{}V_{tb}}{V_{ub}}\right|^2\left(\frac{\lambda _K(s)}{\lambda _\pi (s)}\right)^{3/2}\left|\frac{f_+^K(s)}{f_+^\pi (s)}\right|^2|C_L^\nu +C_R^\nu |^2.$$
(39)
Indeed $`f_+^K(s)`$ and $`f_+^\pi (s)`$ coincide up to $`SU(3)`$ breaking effects, which are expected to be small, especially far from the endpoint region. An additional uncertainty in (39) is induced by the CKM ratio $`|V_{ts}^{}V_{tb}|^2/|V_{ub}|^2`$ which, however, can independently be determined from other processes.
### 5.2 $`BK^{}\nu \overline{\nu }`$
The dilepton invariant mass spectrum of $`BK^{}\nu \overline{\nu }`$ decays is sensitive to both combinations $`|C_L^\nu C_R^\nu |`$ and $`|C_L^\nu +C_R^\nu |`$ :
$`{\displaystyle \frac{d\mathrm{\Gamma }(BK^{}\nu \overline{\nu })}{ds}}`$ $`=`$ $`{\displaystyle \frac{G_F^2\alpha ^2m_B^5}{1024\pi ^5}}|V_{ts}^{}V_{tb}|^2\lambda _K^{}^{1/2}(s)\left\{{\displaystyle \frac{8s\lambda _K^{}(s)V^2(s)}{(1+\sqrt{r_K^{}})^2}}\right|C_L^\nu +C_R^\nu |^2.`$ (40)
$`+{\displaystyle \frac{1}{r_K^{}}}[(1+\sqrt{r_K^{}})^2(\lambda _K^{}(s)+12r_K^{}s)A_1^2(s)+{\displaystyle \frac{\lambda _K^{}^2(s)A_2^2(s)}{(1+\sqrt{r_K^{}})^2}}.`$
$`..2\lambda _K^{}(s)(1r_K^{}s)A_1(s)A_2(s)]|C_L^\nu C_R^\nu |^2\}.`$
The branching fraction obtained within the SM is shown in Fig. 2.
Integrating Eq. (40) over the full range of $`s`$ leads to
$`(BK^{}\nu \overline{\nu })`$ $`=`$ $`(2.4_{0.5}^{+1.0})\times 10^6\left|{\displaystyle \frac{C_L^\nu +C_R^\nu }{C_L|_{SM}^\nu }}\right|^2+(1.1_{0.2}^{+0.3})\times 10^5\left|{\displaystyle \frac{C_L^\nu C_R^\nu }{C_L|_{SM}^\nu }}\right|^2,`$ (41)
$`(BK^{}\nu \overline{\nu })|_{\mathrm{SM}}`$ $`=`$ $`(1.3_{0.3}^{+0.4})\times 10^5.`$ (42)
Similarly to the case of $`(BK\nu \overline{\nu })`$, the bound (6) leaves open the possibility of enhancements of $`(BK^{}\nu \overline{\nu })`$ up to one order of magnitude with respect to the SM case. Whereas if $`Z_{bs}^R=0`$ and $`|Z_{bs}^L|\stackrel{<}{_{}}0.1`$, we find the constraint
$$(BK^{}\nu \overline{\nu })\stackrel{<}{_{}}10^4,$$
(43)
which is almost one order of magnitude below the present experimental sensitivity .
A reduction of the error induced by the poor knowledge of the form factors can be obtained by normalizing the dilepton distributions of $`BK^{}\nu \overline{\nu }`$ to the one of $`B\rho e\nu _e`$ . This is particularly effective in the limit $`s0`$, where the contribution proportional to $`|C_L^\nu +C_R^\nu |`$ (vector current) drops out:
$`{\displaystyle \frac{d\mathrm{\Gamma }(BK^{}\nu \overline{\nu })/ds}{d\mathrm{\Gamma }(B^0\rho ^{}e^+\nu _e)/ds}}|_{s=0}`$ $`=`$ $`{\displaystyle \frac{3\alpha ^2}{4\pi ^2}}\left|{\displaystyle \frac{V_{ts}^{}V_{tb}}{V_{ub}}}\right|^2\left({\displaystyle \frac{1r_K^{}}{1r_\rho }}\right)^3{\displaystyle \frac{r_\rho }{r_K^{}}}\left|C_L^\nu C_R^\nu \right|^2`$ (44)
$`\times \left|{\displaystyle \frac{A_1^K^{}(0)(1+\sqrt{r_K^{}})A_2^K^{}(0)(1r_K^{})/(1+\sqrt{r_K^{}})}{A_1^\rho (0)(1+\sqrt{r_\rho })A_2^\rho (0)(1r_\rho )/(1+\sqrt{r_\rho })}}\right|^2`$
Similarly to the ratio $`f_+^K(s)/f_+^\pi (s)`$ in (39), also the last term in (44) is equal to one up to $`SU(3)`$-breaking corrections.
## 6 $`B(K,K^{})\mathrm{}^+\mathrm{}^{}`$
The possibility to detect the leptons not only provides a clear experimental signature for $`B(K,K^{})\mathrm{}^+\mathrm{}^{}`$ decays, it also allows to consider interesting observables in addition to the decay distribution, like the forward-backward asymmetry. Moreover, the non-vanishing absorptive contributions lead to potentially large direct-$`CP`$-violating effects.
The problem of these modes is the uncertainty in the non-perturbative contributions generated by the operators $`Q_{16}`$ in $`_{eff}`$. Indeed these induce transitions of the type $`bs(c\overline{c})s\mathrm{}^+\mathrm{}^{}`$ that can be handled in perturbation theory only within specific regions of the dilepton spectrum.
In the following we shall restrict our attention to the transitions with a $`\mu ^+\mu ^{}`$ pair in the final state, which have the clearest experimental signature, however the whole discussion is equally applicable to the $`e^+e^{}`$ case.
### 6.1 Non-perturbative $`c\overline{c}`$ corrections and $`C_9^{\mathrm{eff}}`$
In the kinematic region of large dilepton invariant mass, above the $`\mathrm{\Psi }^{}`$ peak, the light quark fields ($`u,d,s,c`$) appearing in $`_{eff}`$ may be integrated out explicitly since they enter loop diagrams with a hard external scale ($`q^2m_b^2`$) . The endpoint effective Hamiltonian thus derived, valid at the next-to-leading order in QCD, can be obtained from the one in (23) setting to zero the coefficients of $`Q_{16}`$ and replacing $`C_9`$ with
$$C_9^{\mathrm{EP}}(s)=C_9+h(\frac{m_c}{m_b},\frac{m_B^2}{m_b^2}s)(3C_1+C_2)+𝒪\left(C_{36}\right),$$
(45)
where the function $`h(x,y)`$ and the numerically small $`𝒪\left(C_{36}\right)`$ terms can be found in (we recall that to the next-to-leading order accuracy, only the leading order values of $`C_{16}`$ are need in $`C_9^{\mathrm{EP}}`$). Note that the coefficient function in (45) differs from the effective coupling of $`Q_9`$ usually introduced to describe inclusive decays , since it does not include the QCD correction to the matrix element of the $`\overline{s}_L\gamma ^\mu b_L`$ current. Indeed the latter has to be included in the corresponding hadronic matrix elements, assuming they are computed in full QCD and appropriately normalized at $`\mu =𝒪(m_b)`$.
In the region of large $`q^2`$ one still expects non-perturbative corrections induced by intermediate $`c\overline{c}`$ states. Although in principle power suppressed ($`\mathrm{\Lambda }_{QCD}/m_b`$), locally these are likely to produce sizable modifications to the dilepton spectrum. The relative importance of these non-perturbative effects, however, can be diminished by integrating over sufficiently large ranges of $`q^2`$.
Far from the endpoint region it is not possible, in principle, to safely integrate out the light quark fields in $`_{eff}`$ and one should estimate separately the matrix elements of $`Q_{16}`$. In general this is a very complicated task that has so far been treated only with the help of some non-rigorous simplifying assumptions. For instance, assuming that the matrix elements of $`Q_{16}`$ can be factorized as
$$H\mu ^+\mu ^{}|Q_i|\overline{B}H|\overline{s}_L\gamma ^\mu b_L|\overline{B}\times \mu ^+\mu ^{}|\overline{c}\gamma ^\mu c|0,$$
(46)
one can employ the Krüger-Sehgal (KS) approach and estimate $`\mu ^+\mu ^{}|\overline{c}\gamma ^\mu c|0`$ by means of $`\sigma (e^+e^{}c\overline{c})`$ data. This approach has the advantage of avoiding double-counting and to provide a rigorous non-perturbative estimate of $`\mu ^+\mu ^{}|\overline{c}\gamma ^\mu c|0`$. Other recipes to evaluate the contributions of $`Q_{16}`$ can be found e.g. in and . In all cases, in analogy with (45), these contributions are encoded via an effective coupling for the operator $`Q_9`$ of the type
$$C_9^{\mathrm{eff}}(s)=C_9+Y(s).$$
(47)
Due to the real intermediate $`c\overline{c}`$ states, $`Y(s)`$ develops an imaginary part that plays a crucial role in determining the size of direct-$`CP`$-violating observables. A comparison of the different approaches to compute $`\mathrm{Im}C_9^{\mathrm{eff}}(s)`$ is shown in Fig. 3.
In the following we shall compare results obtained by identifying $`C_9^{\mathrm{eff}}(s)`$ with $`C_9^{\mathrm{EP}}(s)`$ or, alternatively, by employing the KS approach.
### 6.2 Branching ratios and dilepton spectra
Neglecting the lepton mass, the $`q^2`$ distributions of $`\overline{B}\overline{K}\mu ^+\mu ^{}`$ and $`\overline{B}\overline{K^{}}\mu ^+\mu ^{}`$ decays, computed with the effective Hamiltonian of Section 4.1, can be written as
$`{\displaystyle \frac{d\mathrm{\Gamma }(\overline{B}\overline{K}\mu ^+\mu ^{})}{ds}}`$ $`=`$ $`{\displaystyle \frac{G_F^2\alpha ^2m_B^5}{1536\pi ^5}}|V_{tb}V_{ts}|^2\lambda _K^{3/2}(s)\{f_+^2(s)(|C_9^{\mathrm{eff}}(s)|^2+|C_{10}+C_{10}^{}|^2).`$ (48)
$`+{\displaystyle \frac{4m_b^2f_T^2(s)}{(m_B+m_K)^2}}|C_7|^2+{\displaystyle \frac{4m_bf_T(s)f_+(s)}{m_B+m_K}}\mathrm{Re}\left(C_9^{\mathrm{eff}}(s)C_7^{}\right)\},`$
$`{\displaystyle \frac{d\mathrm{\Gamma }(\overline{B}\overline{K^{}}\mu ^+\mu ^{})}{ds}}={\displaystyle \frac{d\mathrm{\Gamma }(\overline{B}\overline{K^{}}\mu ^+\mu ^{})}{ds}}|_{\mathrm{SM}}`$
$`+{\displaystyle \frac{G_F^2\alpha ^2m_B^5}{1024\pi ^5}}|V_{tb}V_{ts}|^2\lambda _K^{}^{1/2}(s)\{{\displaystyle \frac{4s\lambda _K^{}(s)V^2(s)}{3(1+\sqrt{r_K^{}})^2}}(|C_{10}+C_{10}^{}|^2|C_{10}|_{\mathrm{SM}}|^2).`$
$`+[{\displaystyle \frac{\lambda _K^{}(s)+12r_K^{}s}{6r_K^{}}}(1+\sqrt{r_K^{}})^2A_1^2(s){\displaystyle \frac{\lambda _K^{}(s)}{3r_K^{}}}(1r_K^{}s)A_1(s)A_2(s)`$
$`.+{\displaystyle \frac{\lambda _K^{}^2(s)A_2^2(s)}{6r_K^{}(1+\sqrt{r_K^{}})^2}}](|C_{10}C_{10}^{}|^2|C_{10}|_{\mathrm{SM}}|^2)\}.`$ (49)
The SM expression of $`d\mathrm{\Gamma }(\overline{B}\overline{K^{}}\mu ^+\mu ^{})/ds`$ is given by
$`{\displaystyle \frac{d\mathrm{\Gamma }(\overline{B}\overline{K^{}}\mu ^+\mu ^{})}{ds}}`$ $`=`$ $`{\displaystyle \frac{G_F^2\alpha ^2m_B^5}{1024\pi ^5}}\left|V_{ts}^{}V_{tb}\right|^2\lambda _K^{}^{1/2}(s)`$
$`\times \left\{R_9\left(|C_9^{\mathrm{eff}}(s)|^2+|C_{10}|^2\right)+R_7{\displaystyle \frac{m_b^2}{m_B^2}}|C_7|^2+R_{97}{\displaystyle \frac{m_b}{m_B}}\mathrm{Re}C_9^{\mathrm{eff}}(s)C_7^{}\right\},`$
where
$`R_9`$ $`=`$ $`{\displaystyle \frac{4s\lambda _K^{}(s)V^2(s)}{3(1+\sqrt{r_K^{}})^2}}+{\displaystyle \frac{(1+\sqrt{r_K^{}})^2}{6r_K^{}}}(\lambda _K^{}(s)+12r_K^{}s)A_1^2(s)+{\displaystyle \frac{\lambda _K^{}^2(s)}{6r_K^{}}}{\displaystyle \frac{A_2^2(s)}{(1+\sqrt{r_K^{}})^2}}`$ (51)
$`{\displaystyle \frac{\lambda _K^{}(s)(1r_K^{}s)}{3r_K^{}}}A_1(s)A_2(s)`$
$`R_7`$ $`=`$ $`{\displaystyle \frac{16\lambda _K^{}(s)T_1^2(s)}{3s}}+{\displaystyle \frac{2(1r_K^{})^2}{3r_K^{}s^2}}(\lambda _K^{}(s)+12r_K^{}s)T_2^2(s)+{\displaystyle \frac{2\lambda _K^{}^2(s)}{3r_K^{}(1r_K^{})^2}}T_4^2(s)`$ (52)
$`{\displaystyle \frac{4\lambda _K^{}(s)(1r_K^{}s)}{3r_K^{}s}}T_2(s)T_4(s)`$
$`R_{97}`$ $`=`$ $`{\displaystyle \frac{16\lambda _K^{}(s)V(s)T_1(s)}{3(1+\sqrt{r_K^{}})}}+{\displaystyle \frac{2(1r_K^{})(1+\sqrt{r_K^{}})}{3r_K^{}s}}(\lambda _K^{}(s)+12r_K^{}s)A_1(s)T_2(s)`$ (53)
$`+{\displaystyle \frac{2\lambda _K^{}^2(s)(1\sqrt{r_K^{}})}{3r_K^{}(1r_K^{})^2}}A_2(s)T_4(s)`$
$`{\displaystyle \frac{2\lambda _K^{}(s)(1r_K^{}s)}{3r_K^{}}}\left({\displaystyle \frac{1\sqrt{r_K^{}}}{s}}A_2(s)T_2(s)+{\displaystyle \frac{1}{1\sqrt{r_K^{}}}}A_1(s)T_4(s)\right)`$
and we have defined
$$T_4(s)T_3(s)+\frac{1r_K^{}}{s}T_2(s)$$
(54)
Here we have again neglected the lepton mass, which is an excellent approximation for $`\mathrm{}=e`$, $`\mu `$ if $`s4m_{\mathrm{}}^2/m_B^2`$. The full $`m_{\mathrm{}}`$ dependence can be found for instance in .
As it can be noticed, the coefficients $`C_{10}`$ and $`C_{10}^{}`$, which could have a potentially large $`CP`$-violating phase induced by $`Z_{bs}^{L,R}`$, do not interfere with $`C_9^{\mathrm{eff}}(s)`$, which has a non-vanishing $`CP`$-conserving phase. As a consequence, similarly to the SM case, also within our generic non-standard scenario we do not expect to observe any sizable (i.e. above the $`10^2`$ level) $`CP`$ asymmetry in the dilepton invariant mass distribution of both decay modes. In the remaining part of this subsection we will therefore not distinguish between $`B`$ and $`\overline{B}`$ states.
The integration over the full range of $`s`$ with $`C_9^{\mathrm{eff}}(s)C_9^{\mathrm{EP}}(s)`$ (non-resonant branching ratio) and the SM Wilson coefficients leads to $`(BK^{}\mu ^+\mu ^{})^{\mathrm{n}.\mathrm{r}.}|_{\mathrm{SM}}=1.9_{0.3}^{+0.5}\times 10^6`$ and $`(BK\mu ^+\mu ^{})^{\mathrm{n}.\mathrm{r}.}|_{\mathrm{SM}}=5.7_{1.0}^{+1.6}\times 10^7`$ , where the error is mainly determined by the uncertainty on the form factors. Interestingly $`(BK^{}\mu ^+\mu ^{})^{\mathrm{n}.\mathrm{r}.}|_{\mathrm{SM}}`$ is quite close to the experimental limit
$$(B^0K^0\mu ^+\mu ^{})^{\mathrm{n}.\mathrm{r}.}<4.0\times 10^6$$
(55)
recently obtained by CDF , whereas for $`(BK\mu ^+\mu ^{})^{\mathrm{n}.\mathrm{r}.}`$ the best bound-to-SM ratio is around 9 . Thus the $`K^{}`$ mode provides a powerful tool to constraint $`|C_{10}|`$ and $`|C_{10}^{}|`$, or $`|Z_{bs}^{L,R}|`$, via the relation
$`(BK^{}\mu ^+\mu ^{})^{\mathrm{n}.\mathrm{r}.}`$ $`=`$ $`(BK^{}\mu ^+\mu ^{})^{\mathrm{n}.\mathrm{r}.}|_{\mathrm{SM}}`$ (56)
$`+\left(4.1_{0.7}^{+1.0}\right)\times 10^8(|C_{10}C_{10}^{}|^2|C_{10}|_{\mathrm{SM}}|^2)`$
$`+\left(0.9_{0.2}^{+0.4}\right)\times 10^8(|C_{10}+C_{10}^{}|^2|C_{10}|_{\mathrm{SM}}|^2),`$
obtained by integrating (49). Using the bound (55) and setting $`C_{10}^{}=0`$ we recover the result of $`|C_{10}|\stackrel{<}{_{}}10`$, that in turn implies
$$\left|Z_{bs}^L\right|\stackrel{<}{_{}}0.10.$$
(57)
Note that, since $`C_{10}`$ is basically dominated by the $`Z`$ penguin already within the SM, the maximal allowed value for $`|Z_{bs}^L|`$ is to a good approximation independent of the sign of $`Z_{bs}^L`$. On the other hand, if we allow also $`C_{10}^{}`$ to be different from zero we find the relation
$$|C_{10}|^2+|C_{10}^{}|^2(1.25\pm 0.05)\times \mathrm{Re}\left(C_{10}^{}C_{10}^{}\right)\stackrel{<}{_{}}100,$$
(58)
where the coefficient of $`\mathrm{Re}(C_{10}^{}C_{10}^{})`$ is quite stable with respect to variations of the form factors. Varying arg$`(C_{10}/C_{10}^{})`$ over $`2\pi `$ we find $`|C_{10}|`$, $`|C_{10}^{}|\stackrel{<}{_{}}13`$, leading to
$$\left|Z_{bs}^{L,R}\right|\stackrel{<}{_{}}0.13.$$
(59)
Due to the uncertainties in the form factors and the assumptions on the non-perturbative non-resonant contributions, the bounds derived from Eq. (56) could appear less clean, from a theoretical point of view, than those derived from the inclusive rates. We stress, however, that even doubling the errors on the form factors the constraints in (57) and (59) do not increase by more than $`10\%`$.
Though still at the border of most of the model predictions discussed in Section 3, the bound (57) starts to provide a significant information. For instance, it strengthens the model-independent character of the bounds (38) and (43) for the neutrino modes. As already discussed in Section 5, if the experiments reached the SM sensitivity on $`BK^{}\mu ^+\mu ^{}`$, more precise information on $`C_{10}`$ and $`C_{10}^{}`$ could be obtained by relating the from factors of this mode to those of its $`SU(3)`$ partner $`B\rho e\nu _e`$.
### 6.3 Forward-backward asymmetry in $`BK^{}\mu ^+\mu ^{}`$
As anticipated, the possibility of detecting the leptons in the final state allows us to study interesting asymmetries in the decay distribution of $`BH\mu ^+\mu ^{}`$ modes. The (lepton) forward-backward asymmetry of $`\overline{B}\overline{K}^{}\mu ^+\mu ^{}`$ can be defined as
$$𝒜_{FB}^{(\overline{B})}(s)=\frac{1}{d\mathrm{\Gamma }(\overline{B}\overline{K}^{}\mu ^+\mu ^{})/ds}_1^1d\mathrm{cos}\theta \frac{d^2\mathrm{\Gamma }(\overline{B}\overline{K}^{}\mu ^+\mu ^{})}{dsd\mathrm{cos}\theta }\text{sgn}(\mathrm{cos}\theta ),$$
(60)
where $`\theta `$ is the angle between the momenta of $`\mu ^+`$ and $`\overline{B}`$ in the dilepton center-of-mass frame. Given the vector or axial-vector structure of the leptonic current generated by $`_{eff}`$, this asymmetry can be different from zero only if the final hadronic system has a non-vanishing angular momentum and therefore it is identically zero in the case of $`B(\overline{B})K(\overline{K})\mu ^+\mu ^{}`$.
The explicit expression for $`𝒜_{FB}^{(\overline{B})}(s)`$ in terms of Wilson coefficients and form factors can be written as
$`𝒜_{FB}^{(\overline{B})}(s)`$ $`=`$ $`{\displaystyle \frac{G_F^2\alpha ^2m_B^5\left|V_{ts}^{}V_{tb}\right|^2}{256\pi ^5d\mathrm{\Gamma }(\overline{B}\overline{K}^{}\mu ^+\mu ^{})/ds}}\lambda _K^{}(s)\left|V(s)A_1(s)\right|`$ (61)
$`\times \mathrm{Re}\left\{C_{10}^{}\left[sC_9^{\mathrm{eff}}(s)+\alpha _+(s){\displaystyle \frac{m_bC_7}{m_B}}+\alpha _{}(s){\displaystyle \frac{m_bC_7C_{10}^{}}{m_BC_{10}^{}}}\right]\right\},`$
where
$$\alpha _\pm (s)=\frac{T_2(s)}{A_1(s)}(1\sqrt{r_K^{}})\pm \frac{T_1(s)}{V(s)}(1+\sqrt{r_K^{}})$$
(62)
and we have used the model-independent relation between the signs of $`V(s)`$ and $`A_1(s)`$, discussed in Section 4.2, to elucidate the overall sign of $`𝒜_{FB}^{(\overline{B})}(s)`$.
The ratios of form factors in (62) can be determined to a good accuracy by means of those entering $`B\rho e\nu `$ decays, leading to a precise determination of the point $`s_0`$ where $`𝒜_{FB}^{(\overline{B})}(s_0)=0`$ . The interest in the zero of $`𝒜_{FB}^{(\overline{B})}(s)`$ is further reinforced by the fact that most of the intrinsic hadronic uncertainties affecting $`T_{1,2}`$, $`A_1`$ and $`V`$ cancel in $`\alpha _\pm (s)`$ , an observation that can be justified in the large-energy expansion of heavy-to-light form factors . In this limit it is also easy to realize that $`|\alpha _{}(s)/\alpha _+(s)|=r_K^{}/(1s)1`$, so that the term proportional to $`C_{10}^{}`$ in (61) is to a good approximation negligible. Since the position of $`s_0`$ does not depend on magnitude or sign of $`C_{10}`$ (assuming $`C_{10}0`$) we conclude that within our New Physics scenario the zero of $`𝒜_{FB}^{(\overline{B})}(s)`$ remains unchanged with respect to the SM case ($`s_0|_{\mathrm{SM}}=0.10_{0.01}^{+0.02}`$ ).
Contrary to $`s_0`$, magnitude and sign of the forward-backward asymmetry can be very much affected by possible non-standard contributions to $`C_{10}`$. The sign, in particular, is of great interest being related in a model-independent way to the relative signs of the Wilson coefficients. This relation deserves a clarifying discussion, as there is apparently some confusion on this issue in the recent literature.
* First of all we stress that the sign is different for $`B`$ and $`\overline{B}`$ decays. In fact, in the limit of $`CP`$ conservation one expects
$$𝒜_{FB}^{(\overline{B})}(s)=𝒜_{FB}^{(B)}(s).$$
(63)
This can be easily understood by noting that $`CP`$ conjugation requires not only the exchange $`b\overline{b}`$ but also the one of $`\mu ^+\mu ^{}`$. Since the two leptons are emitted back to back in the dilepton center-of-mass frame, the asymmetry defined in terms of the direction of the positive charged lepton (both for $`B`$ and $`\overline{B}`$), changes sign under $`CP`$ conjugation.
* The sign in (61) implies that within the SM, where $`\mathrm{Re}(C_{10}^{}C_9)<0`$, $`𝒜_{FB}^{(\overline{B})}(s)`$ is positive for $`s>s_0`$ (see Fig. 4). This coincides with the SM behavior of the inclusive forward-backward asymmetry of the process $`bs\mu ^+\mu ^{}`$ (see e.g. ) and indeed it has a simple partonic interpretation (we recall that we denote by $`\overline{B}`$ the meson with a valence $`b`$ quark). At sufficiently large values of $`q^2`$ the contribution of $`C_7`$ can be neglected and, within the SM, the decay is almost a pure $`(VA)\times (VA)`$ interaction ($`C_{10}|_{SM}C_9)`$. In the $`\overline{B}`$ rest frame the emitted $`s`$ quark tends to be left-handed polarized and, when its spin is combined with the one of the spectator, this leads to a $`\overline{K}^{}`$ meson with helicity $`1`$ or $`0`$. Since the initial $`\overline{B}`$ meson has spin $`0`$, the total helicity of the recoiling lepton pair must also be $`1`$ or $`0`$, respectively. If it is zero then there is no forward-backward asymmetry, as in the $`\overline{B}\overline{K}\mu ^+\mu ^{}`$ case. On the other hand, if the polarization of the lepton pair is $`1`$, then the positive lepton prefers to travel backward with respect to the total momentum of the dilepton system, or in the direction of the $`K^{}`$ meson. This configuration corresponds to a positive $`\mathrm{cos}\theta `$, leading to a positive $`𝒜_{FB}^{(\overline{B})}(s)`$.
Having firmly established the sign of $`𝒜_{FB}^{(\overline{B})}(s)`$ within the SM, a striking signal of New Physics could clearly be observed if $`\mathrm{sgn}(\mathrm{Re}C_{10})=\mathrm{sgn}(\mathrm{Re}C_{10}|_{\mathrm{SM}})`$. In this case $`𝒜_{FB}^{(\overline{B})}(s)`$ would be positive for $`s<s_0`$ and negative for $`s>s_0`$, opposite to the SM expectation. Similarly, a clear signal of non-standard dynamics would occur if $`\mathrm{Re}C_{10}`$ was purely imaginary, so that $`𝒜_{FB}^{(\overline{B})}(s)`$ would be very much suppressed with respect to the SM case. Note that in both of these examples one could still have an absolute value of $`C_{10}`$ close to its SM expectation, hiding these New Physics effects in branching ratios and dilepton spectra.
#### 6.3.1 Forward-backward $`CP`$ asymmetry
More generally, a powerful tool to probe a possible $`CP`$-violating phase in $`C_{10}`$ is provided by the sum of the forward-backward asymmetries of $`\overline{B}`$ and $`B`$ decays, which is expected to vanish in the absence of $`CP`$ violation.<sup>6</sup><sup>6</sup>6 This effect has already been pointed out in Ref. in the context of $`bd\mathrm{}^+\mathrm{}^{}`$ transitions. For this purpose we introduce the forward-backward $`CP`$ asymmetry, defined as
$$𝒜_{FB}^{CP}(s)=\frac{𝒜_{FB}^{(\overline{B})}(s)+𝒜_{FB}^{(B)}(s)}{𝒜_{FB}^{(\overline{B})}(s)𝒜_{FB}^{(B)}(s)}.$$
(64)
This observable is very small within the SM, where the $`CP`$-violating phases of the relevant Wilson coefficients are suppressed by the factor $`\mathrm{Im}(V_{ub}V_{us}^{}/V_{tb}V_{ts}^{})𝒪(\eta \lambda ^2)0.01`$. The explicit calculation of $`𝒜_{FB}^{CP}(s)`$ within the SM requires to keep the small $`u\overline{u}`$ contribution in $`C_9^{\mathrm{eff}}(s)`$ (see e.g. ), which we have so far neglected. Employing the partonic calculation for both $`u\overline{u}`$ and $`c\overline{c}`$ loops we find
$`𝒜_{FB}^{CP}(s)|_{SM}`$ $`=`$ $`{\displaystyle \frac{\mathrm{Im}(V_{ub}V_{us}^{})}{\mathrm{Re}(V_{cb}V_{cs}^{})}}{\displaystyle \frac{\mathrm{Im}\left[h(\frac{m_c}{m_b},\frac{m_B^2}{m_b^2}s)h(0,\frac{m_B^2}{m_b^2}s)\right](3C_1+C_2)}{\mathrm{Re}C_9^{\mathrm{eff}}(s)}}`$ (65)
$`\times \left[1+{\displaystyle \frac{\alpha _+(s)}{s}}{\displaystyle \frac{m_bC_7}{m_B\mathrm{Re}C_9^{\mathrm{eff}}(s)}}\right]^1,`$
which in the region above the $`\mathrm{\Psi }^{}`$ peak leads to an integrated asymmetry below $`10^3`$.
On the other hand, if we allow $`C_{10}`$ to have a large $`CP`$-violating phase and neglect those of $`C_7`$ and $`C_9`$, as expected within our generic non-standard framework, we find
$$𝒜_{FB}^{CP}(s)=\frac{\mathrm{Im}C_{10}}{\mathrm{Re}C_{10}}\frac{\mathrm{Im}C_9^{\mathrm{eff}}(s)}{\mathrm{Re}C_9^{\mathrm{eff}}(s)}\left[1+\frac{\alpha _+(s)}{s}\frac{m_bC_7}{m_B\mathrm{Re}C_9^{\mathrm{eff}}(s)}\right]^1,$$
(66)
which can be substantially different from zero above the $`c\overline{c}`$ threshold if $`\mathrm{Im}C_{10}/\mathrm{Re}C_{10}𝒪(1)`$. Note that the expression (66) is almost free from uncertainties in the form factors, since for large $`s`$ (where $`\mathrm{Im}C_9^{\mathrm{eff}}(s)0`$) the term proportional to $`C_7`$ is rather small. Unfortunately this virtue is somewhat compensated by the uncertainties in $`\mathrm{Im}C_9^{\mathrm{eff}}(s)`$ discussed in Section 6.1. A plot of $`𝒜_{FB}^{CP}(s)`$, in units of $`\mathrm{Im}C_{10}/\mathrm{Re}C_{10}`$, in the interesting region above the $`\mathrm{\Psi }`$ peak is shown in Fig. 5.
To decrease the effect of the non-perturbative uncertainties in $`\mathrm{Im}C_9^{\mathrm{eff}}(s)`$ it is convenient to integrate $`𝒜_{FB}^{CP}(s)`$ over a large interval of $`q^2`$. To avoid the uncontrollable errors associated with the narrow $`\mathrm{\Psi }`$ and $`\mathrm{\Psi }^{}`$ peaks, as well as with the $`D\overline{D}`$ threshold, we consider a safe integration region
$$q_{\mathrm{min}}^2=14.5\text{GeV}^2q^2<(m_Bm_K^{})^2=q_{\mathrm{max}}^2,$$
(67)
where we find
$$\mathrm{\Delta }𝒜_{FB}^{CP}=_{s_{\mathrm{min}}}^{s_{\mathrm{max}}}𝑑s𝒜_{FB}^{CP}(s)=(0.03\pm 0.01)\times \frac{\mathrm{Im}C_{10}}{\mathrm{Re}C_{10}}.$$
(68)
The central value in (68) has been obtained within the Krüger-Sehgal approach, whereas the error has been estimated by comparing this result with the one obtained by identifying $`C_9^{\mathrm{eff}}(s)`$ with $`C_9^{\mathrm{EP}}(s)`$. Here and in Fig. 5 we did not use any phenomenological correction factors for the resonance contributions in applying the KS method, that is we put $`\kappa _V=1`$ (notation of ).
Unfortunately the numerical coefficient of $`\mathrm{Im}C_{10}/\mathrm{Re}C_{10}`$ in $`\mathrm{\Delta }𝒜_{FB}^{CP}`$ is rather suppressed, however it leaves open the possibility of $`𝒪(10\%)`$ effects. These would naturally occur if the non-standard contributions to $`Z_{bs}^L`$ had the same magnitude as the SM term and a $`CP`$-violating phase of $`𝒪(1)`$, a scenario that is allowed in most of the specific models discussed in Section 3.
## 7 $`B_s\mu ^+\mu ^{}`$
The constraint (58) implies also an upper bound for $`(B_s\mu ^+\mu ^{})`$ in our generic non-standard scenario. Introducing the $`B_s`$ decay constant, $`f_{B_s}`$, the decay rate for this process can be written as
$`\mathrm{\Gamma }(B_s\mu ^+\mu ^{})`$ $`=`$ $`{\displaystyle \frac{G_F^2\alpha ^2}{16\pi ^3}}f_{B_s}^2|V_{ts}^{}V_{tb}|^2m_{B_s}m_\mu ^2\left(1{\displaystyle \frac{4m_\mu ^2}{m_{B_s}^2}}\right)^{1/2}\left|C_{10}C_{10}^{}\right|^2,`$ (69)
implying
$`(B_s\mu ^+\mu ^{})=(B_s\mu ^+\mu ^{})|_{\mathrm{SM}}\times \left|{\displaystyle \frac{C_{10}C_{10}^{}}{C_{10}|_{SM}}}\right|^2.`$ (70)
Using the constraint (58) we then find a maximal enhancement of a factor 7 for $`(B_s\mu ^+\mu ^{})`$ with respect to the SM value.
Employing the full next-to-leading order expression for $`C_{10}|_{\mathrm{SM}}`$ one has
$`(B_s\mu ^+\mu ^{})|_{\mathrm{SM}}=3.4\times 10^9\left({\displaystyle \frac{f_{B_s}}{0.210\text{GeV}}}\right)^2\left({\displaystyle \frac{|V_{ts}|}{0.040}}\right)^2\left({\displaystyle \frac{\tau _{B_s}}{1.6\text{ps}}}\right)\left({\displaystyle \frac{\overline{m}_t(m_t)}{170\text{GeV}}}\right)^{3.12}.`$ (71)
Allowing for the maximal enhancement in (70) and adopting conservative upper bounds for the ratios in (71) we finally obtain
$$(B_s\mu ^+\mu ^{})<3.4\times 10^8,$$
(72)
which is about two orders of magnitude below the current best limit from CDF : $`(B_s\mu ^+\mu ^{})<2.6\times 10^6`$ (95% C.L.).
## 8 Summary and conclusions
We have presented a study of the rare decay modes $`BK^{()}\nu \overline{\nu }`$, $`BK^{()}\mathrm{}^+\mathrm{}^{}`$ and $`B_s\mu ^+\mu ^{}`$, which are mediated by $`bs`$ FCNC transitions. These processes have long been recognized as very interesting probes of the flavour sector where New Physics effects could modify considerably the Standard Model expectations.
In this paper we have pursued the idea that the largest deviations from the Standard Model could arise in the FCNC couplings of the $`Z`$ boson. We have thus investigated a scenario where new dynamics determines the $`\overline{s}_{L,R}\gamma ^\mu b_{L,R}Z_\mu `$ interactions, while the contributions of a different origin (boxes, photonic penguins) are still, to a good approximation, given by their Standard Model values. As we have shown, this scenario is both phenomenologically and theoretically well motivated. Indeed, contrary to other FCNC amplitudes, the $`\overline{s}bZ`$ couplings are not yet very well constrained by experimental data and considerable room for substantial modifications still exists. On the other hand, also on theoretical grounds these couplings play a special role and are potentially dominant in the presence of a high scale of New Physics. It has also been shown that such a generic scenario could naturally arise in specific and consistent extensions of the SM, as for instance in the framework of Supersymmetry.
Within the Standard Model the following branching ratios are expected, listed here in comparison with the current experimental limits:
$$\begin{array}{ccccc}\hfill (BK\nu \overline{\nu })& & 4\times 10^6\hfill & (<7.7\times 10^4\hfill & \text{[42]})\hfill \\ \hfill (BK^{}\nu \overline{\nu })& & 1.3\times 10^5\hfill & (<7.7\times 10^4\hfill & \text{[42]})\hfill \\ \hfill (BK\mu ^+\mu ^{})^{n.r.}& & 6\times 10^7\hfill & (<5.2\times 10^6\hfill & \text{[49]})\hfill \\ \hfill (BK^{}\mu ^+\mu ^{})^{n.r.}& & 2\times 10^6\hfill & (<4\times 10^6\hfill & \text{[49]})\hfill \\ \hfill (B_s\mu ^+\mu ^{})& & 3\times 10^9\hfill & (<2.6\times 10^6\hfill & \text{[53]})\hfill \end{array}$$
(73)
The Standard Model estimates have at present hadronic uncertainties of typically $`\pm 30\%`$. Our generic New Physics scenario still allows for substantial enhancements that could saturate the experimental bounds for $`BK^{}\mu ^+\mu ^{}`$ and increase the remaining branching fractions by factors of $`5`$ to $`10`$.
An observable of particular interest is the forward-backward asymmetry $`𝒜_{FB}^{(\overline{B})}`$ in $`\overline{B}\overline{K}^{}\mu ^+\mu ^{}`$ decay. This quantity is complementary to rate measurements and can reveal non-standard flavourdynamics that might remain invisible from the decay rates alone. We have clarified the sign of the asymmetry within the Standard Model. The sign (as a function of the dilepton mass) has the same behaviour in the exclusive channel $`\overline{B}\overline{K}^{}\mu ^+\mu ^{}`$ as in the inclusive decay $`bs\mu ^+\mu ^{}`$. As we have shown, even for the hadronic process $`\overline{B}\overline{K}^{}\mu ^+\mu ^{}`$ the sign of $`𝒜_{FB}^{(\overline{B})}`$ can be fixed in a model-independent way. This property provides us with an important Standard Model test. The “wrong” sign of the experimentally measured $`𝒜_{FB}^{(\overline{B})}`$ would be a striking manifestation of New Physics. Such a test is comparable, and complementary, to determining the position of the $`𝒜_{FB}`$ zero, whose usefulness as a clean probe of New Physics has been stressed in the literature. An interesting observation is that within our scenario of non-standard $`Z`$ couplings the asymmetry $`𝒜_{FB}^{(\overline{B})}`$ is likely to be affected, possibly including even a change of sign, while this class of New Physics would leave the $`𝒜_{FB}^{(\overline{B})}`$ zero essentially unchanged.
Finally, we have emphasized that the CP violating forward-backward asymmetry $`𝒜_{FB}^{CP}`$ is an interesting probe of non-standard CP violation in the $`\overline{s}bZ`$ couplings. Potential effects are of order $`10\%`$, compared to an entirely negligible Standard Model asymmetry of about $`10^3`$.
Similar observables can also be studied with inclusive modes such as $`bs\mu ^+\mu ^{}`$, which are theoretically cleaner and could play an important role for precision tests in the future. Nevertheless, on a shorter term the exclusive channels are more accessible experimentally, in particular at hadron machines. As we have seen, exciting possibilities for tests of the flavour sector exist also in this case in spite of, in general, larger hadronic uncertainties. The pursuit of these opportunities in rare $`B`$ decays will certainly contribute to a deeper understanding of flavour physics in the Standard Model and beyond.
## Acknowledgements
We thank J. Hewett, S. Mele, M. Plümacher, B. Richter and T. Rizzo for interesting discussions. The work of G.I. has been supported in part by the German Bundesministerium für Bildung und Forschung under contract 05HT9WOA0.
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# Multidimensional Mesh Approaches to Calculations of Atoms and Diatomic Molecules in Strong Electric Fields
## I Introduction
During the latter decade the interest to theoretical studies of atoms and molecules in strong external fields was strongly motivated by experiments with intense laser beams (electromagnetic fields with dominating electric component) and astronomical observations of white dwarfs and neutron stars (magnetic fields). The experimental availability of extremely strong electric fields in laser beams makes the theoretical study of various atomic and molecular species under such conditions very desirable. The properties of atomic and molecular systems in strong fields undergo dramatic changes in comparison with the field-free case. These changes are associated with the strong distortions of the spatial distributions of the electronic density and correspondingly the geometry of the electronic wavefunctions. This complex geometry is difficult for its description by means of traditional sets of basis functions and requires more flexible approaches which can, in particular, be provided by multi-dimensional mesh finite-difference methods.
Many results of the experiments with intense laser beams can be considered from the point of view of the behaviour of atoms and molecules in intense static electric fields, especially when the frequency of the radiation is low. (The low-frequency behaviour and the limits of this region are analysed by Keldysh64 ).
The most advanced theoretical studies of effects in strong electric fields were traditionally concentrated on a hydrogen atom. Other atomic and molecular systems in strong electric fields are much less studied. Many sophisticated theoretical methods developed for the hydrogen atom cannot be simply applied for other atoms and molecules. This circumstance is an argument for development of more universal theoretical and computational methods for atoms and molecules in strong electric fields.
Quasi-steady states of hydrogen atoms in strong electric fields were studied precisely in many theoretical works (see BenGre80 ; Franceschini ; Froelich76 ; Kolosov87 ; Kolosov89 ; NicThem92 ; NicGot92 ; AliHopf94 ; Rao94 ; SilvermaN88 and references therein). Some of these works are based on separation of variables in parabolic coordinates in the Schrödinger equation for the hydrogen atom. This separation of spatial variables for atomic and molecular systems in external electric fields is possible only for one-electron atoms with the Coulomb electron-nucleus interaction. Non-hydrogenic systems or systems with non-Coulomb interaction do not allow this separation of variables. Their theoretical studies require a developed technique of solving the Schrödinger and similar equations with non-separable variables. One of the possible ways for solution of this problem consists in the application of mesh computational methods for solving these equations. The mathematical problem consists here in solution of partial differential equations for systems with discrete quasi-steady states lying on the background of the continuous spectrum.
In the first part of this work we present applications of our mesh method for solving Schrödinger equations with non-separable variables for quasi-steady states. The method is based on the technique of a mesh numerical solution of Schrödinger and Hartree-Fock equations with non-separable variables for steady states Ivanov82 ; ZhVychMat ; Ivanov88 ; Ivanov91 ; Ivanov94 ; Ivanov98 . The most of the applications for the discrete states was focused on atoms in strong magnetic fields Ivanov88 ; Ivanov91 ; Ivanov94 ; Ivanov98 ; IvaSchm98 ; IvaSchm99 ; IvaSchm2000 . In this paper we present computational approaches which we have developed for quasi-steady states in external electric fields Ivanov94a ; Ivanov98a ; Ivanov2001 and apply them to several single electron systems. At the end of the paper we announce some of results of our current work on the helium atom in strong electric fields.
## II Formulation of the problem and the 2D mesh computational method for stationary states
We carry out our mesh solution in the cylindrical coordinate system $`(\rho ,\varphi ,z)`$ with the $`z`$-axis oriented along the electric field. After separation of the $`\varphi `$ coordinate the Hamiltonians of the single-electron problems considered below take the form
$`H={\displaystyle \frac{1}{2}}\left({\displaystyle \frac{^2}{\rho ^2}}+{\displaystyle \frac{1}{\rho }}{\displaystyle \frac{}{\rho }}+{\displaystyle \frac{^2}{z^2}}{\displaystyle \frac{m^2}{\rho ^2}}\right)+s_z\gamma +{\displaystyle \frac{m}{2}}\gamma +{\displaystyle \frac{\gamma ^2}{8}}\rho ^2{\displaystyle \frac{1}{r}}Fz`$ (1)
– the hydrogen atom in parallel electric and magnetic fields and
$`H={\displaystyle \frac{1}{2}}\left({\displaystyle \frac{^2}{\rho ^2}}+{\displaystyle \frac{1}{\rho }}{\displaystyle \frac{}{\rho }}+{\displaystyle \frac{^2}{z^2}}{\displaystyle \frac{m^2}{\rho ^2}}\right)+s_z\gamma +{\displaystyle \frac{m}{2}}\gamma +{\displaystyle \frac{\gamma ^2}{8}}\rho ^2`$
$`{\displaystyle \frac{1}{\left[\left(z+R/2\right)^2+\rho ^2\right]^{1/2}}}{\displaystyle \frac{1}{\left[\left(zR/2\right)^2+\rho ^2\right]^{1/2}}}Fz`$ (2)
– the molecular ion $`\mathrm{H}_2^+`$ in electric and magnetic fields parallel to the molecular axis. Here and in the following the atomic units $`m_e=\mathrm{}=e=1`$ will be used, including the magnetic field strength $`\gamma `$ measured in units $`B_0=\mathrm{}c/ea_0^2=2.350510^5`$T, $`\gamma =B/B_0`$. $`F`$ is the electric field strength multiplied by the charge of the electron. $`F=1`$ corresponds to $`51.422\mathrm{V}/\mathrm{\AA }`$. The value $`m`$ is the magnetic quantum number and $`s_z=\pm \frac{1}{2}`$ is the spin $`z`$-projection. $`R`$ is the internuclear distance for $`\mathrm{H}_2^+`$ molecule. The Hamiltonian (2) does not include the internuclear repulsion and its eigenvalues are the electronic energies $`E_e`$ which are connected with the total energy of $`\mathrm{H}_2^+`$ by the formula $`E=E_e+1/R`$.
Our two-dimensional mesh computational method which we apply for obtaining eigenvalues of the Hamiltonians (1) and (2) in the form sufficient for case of stationary states (i.e $`F=0`$) of single-electron systems is described in refs.ZhVychMat ; Ivanov88 . For these systems highly precisely solutions can be obtained by solving Schrödinger equations in finite spatial domains $`\mathrm{\Omega }`$ (with simple boundary conditions $`\psi |_\mathrm{\Omega }=0`$ or $`\psi /n|_\mathrm{\Omega }=0`$) with negligible errors for domains of reasonable dimensions (see analytical estimations of errors in ref.Ivanov88 and results of numerical experiments in ref.ZhVychMat ). When employing the Richardson’s extrapolation of the energy values to the infinitely small mesh step $`h0`$ very precise results can be obtained on uniform meshes with relatively small numbers of nodes ZhVychMat ; Ivanov88 . Two important problems have been solved for the following development of the multi-dimensional Hartree-Fock method for many-electron systems: 1. An enhancement of the precision of single-electron wavefunctions due to their more complicated geometry in comparison with the one-electron case, and 2. Obtaining correct mesh representations of Coulomb and exchange potentials. The first of these problems can be solved more or less simply by means of non-uniform meshes with the distribution of nodes concentrated near the nuclei. The second and most complicated problem was initially solved in our first works on the helium atom in magnetic fields Ivanov91 ; Ivanov94 by means of a direct summation over the mesh nodes. But this direct method is very expensive with respect to the computing time and due to this reason we obtained in the following works Ivanov98 ; IvaSchm98 ; IvaSchm99 ; IvaSchm2000 these potentials as solutions of the corresponding Poisson equations. The problem of the boundary conditions for a Poisson equation as well as the problem of simultaneously solving Poisson equations on the same meshes with Schrödinger-like equations for the wave functions $`\psi _\mu (z,\rho )`$ has been discussed in ref.Ivanov94 .
The simultaneous solution of the Poisson equations for the Coulomb and exchange potentials and the Schrödinger-like equations for the wave functions $`\psi _\mu (z,\rho )`$ is a complicated problem due to a different asymptotic behaviour of the wavefunctions and potentials. The wavefunctions of the bound electrons decrease exponentially as $`r\mathrm{}`$ ($`r`$ is the distance from the origin). This simplifies the problem of the solution of equations for wavefunctions in the infinite space because it is possible either to solve these equations in a finite domain $`\mathrm{\Omega }`$ (as described above) or otherwise to solve these equations in the infinite space on meshes with exponentially growing distances between nodes as $`r\mathrm{}`$. On the contrary, solutions of Poisson equations for non-zero sums of charges decrease as $`1/r`$ as $`r\mathrm{}`$. In result, every spatial restriction of the domain $`\mathrm{\Omega }`$ introduces a significant error into the final solution. In our approach we address the above problems by using special forms of non-uniform meshes Ivanov98 . Solutions to the Poisson equation on separate meshes contain some errors $`\delta _P`$ associated with an inaccurate description of the potential far from the nucleus. However, due to the special form of the function $`\delta _P(\stackrel{~}{h})`$ for these meshes (where $`\stackrel{~}{h}`$ is a formal mesh step) the errors do not show up in the final results for the energy and other physical quantities, which we obtain by means of the Richardson extrapolation procedure (polynomial extrapolation to $`h=0`$ ZhVychMat ; Ivanov88 ). The main requirement for these meshes is a polynomial increase of the actual mesh step $`h(r)`$ when $`r\mathrm{}`$. Moreover, this behaviour can be only linear one, i.e. $`h^1(r)=O(1/r)`$ as $`r\mathrm{}`$. The error of the mesh solution in this case has the form of a polynomial of the formal step of the mesh $`\stackrel{~}{h}=1/N`$, where $`N`$ is the number of nodes along one of the coordinates. In practical calculations these meshes are introduced by means of an orthogonal coordinate transformation from the physical coordinates $`x_\mathrm{p}`$ to the mathematical ones $`x_\mathrm{m}`$ made separately for $`\rho `$ and $`z`$. The numerical solution is, in fact, carried out on uniform meshes in the mathematical coordinates $`x_\mathrm{m}`$. The characteristic feature of these meshes consists of rapidly increasing coordinates of several outermost nodes when increasing the total number of nodes and decreasing the actual mesh step in the vicinity of the origin.
The methods described above for the two-dimensional case can be applied also to three-dimensional Schrödinger and Hartree-Fock problems Ivanov85 ; Ivanov97 .
## III Quasistationary states
The most common approach to the mathematical description of the quasistationary states of quantum systems consists in employment of the complex form of the energy eigenvalues
$`E=E_0i\mathrm{\Gamma }/2`$
where the real part of the energy $`E_0`$ is the centre of the band corresponding to a quasistationary state and the imaginary part $`\mathrm{\Gamma }/2`$ is the half-width of the band which determines the lifetime of the state. In this approach one may consider quasistationary states of quantum systems similarly to the stationary ones. For systems (1) and (2) at $`F>0`$ the electron can leave the system in the direction of positive $`z`$ and the behaviour of the wavefunction on this semi-axis determines the main features of the behaviour in the external electric field $`F`$. The mathematical problem consists in the solution of the Schrödinger equation
$`H\psi =E\psi `$ (3)
at $`F>0`$ for resonance states which are inheritors of some discrete (at $`F=0`$) states. The wavefunctions of these states must describe the process of separation of the electron from the system. These wavefunctions can be distinguished either by the explicit establishing the boundary condition of the outgoing wave or by means of a complex coordinate transformation. The latter transforms the oscillating outgoing wave into an exponentially decreasing wavefunction for which the simple Dirichlet boundary condition $`\psi 0`$ as $`z+\mathrm{}`$ can be established.
From the mathematical point of view the problem under consideration consists in obtaining solutions of the single-particle Schrödinger equation for this electron with the correct asymptotic behaviour of the wavefunction as an outgoing wave. Currently we have three different possibilities for obtaining solutions with the outgoing wave asymptotics realised in our computational program:
1. Complex boundary condition method. This method is described in detail in ref. Ivanov94 ; Ivanov98a . The method is based on the idea that the single-electron Schrödinger equation for a finite system can be solved with the arbitrary precision in a finite area both for stationary and for quasi-stationary eigenstates. The case of stationary states is considered in ZhVychMat ; Ivanov88 . We discuss the approach for the quasi-stationary states following ref.Ivanov98a . Figure 1 presents the potential curve for the simplest Hamiltonian (1). Analogously to Ivanov88 ; Ivanov83VLGU the calculations can be carried out in an area $`\mathrm{\Omega }`$ which is finite along the direction $`z`$. For the coordinate $`z`$ we have used uniform meshes. The boundary of the area $`z=L_z`$ for $`z<0`$ ($`F0`$) (Figure 1) is determined from the condition of small values of the wavefunction on the boundary and, therefore, small perturbations introduced by the corresponding boundary condition Ivanov88 . The values of the wavefunction on the opposite boundary of the area ($`z=L_{z+}`$) cannot be excluded from the consideration. We consider non-stationary states corresponding to the process when an electron leaves the system in the direction $`z+\mathrm{}`$. Thus, an outgoing wave boundary condition is to be established on $`z=L_{z+}`$. The form of this boundary condition can be derived from the asymptotic behaviour of the wavefunction for $`z+\mathrm{}`$. In this limit the asymptotics of the real system can be replaced by the asymptotics of the wavefunction of a free electron in the uniform electric field. Solutions of the Schrödinger equation for this system can be written as
$$\psi (z)=AM(\xi )e^{i\mathrm{\Theta }(\xi )},\xi =\left(z+\frac{E}{F}\right)(2F)^{1/3}$$
(4)
where $`M(\xi )`$ and $`\mathrm{\Theta }(\xi )`$ are the modulus and phase of the Airy function, $`A`$ is a constant AbramSteg . The asymptotics of $`\psi `$ for $`z+\mathrm{}`$ can be obtained from eqs. (10.4.78) and (10.4.79) of AbramSteg in the form
$$\psi (z)=\frac{A}{\sqrt{\pi }}\xi ^{1/4}\mathrm{exp}\left(i\frac{\pi }{4}+i\frac{2}{3}\xi ^{3/2}\right)+O\left(\xi ^{13/4}\right)$$
(5)
Taking into account that $`d\xi /dz=(2F)^{1/3}`$ and $`\xi ^{1/2}(2F)^{1/3}=[2(E+Fz)]^{1/2}`$ we have from (5)
$`{\displaystyle \frac{d\psi }{dz}}=\left(ik{\displaystyle \frac{F}{2k^2}}\right)\psi +{\displaystyle \frac{d}{d\xi }}O(\xi ^{13/4})`$ (6)
where $`k=[2(E+Fz)]^{1/2}`$ is the wavenumber. Equation (6) allows us to establish the following outgoing wave boundary condition on the upper (in the $`z`$ direction) edge of the region
$`{\displaystyle \frac{\psi }{z}}+\left({\displaystyle \frac{F}{2k^2}}ik\right)\psi |_{z=L_{z+}}=0`$ (7)
This approximate boundary condition is derived from the asymptotics of the wavefunction of a free electron in a uniform electric field and in the limit $`L_{z+}+\mathrm{}`$ can be considered as exact one. On the other hand, our numerical experiments show, that errors caused by the approximate nature of this asymptotics are important only for very short regions $`\mathrm{\Omega }`$. Solving the Schrödinger equation with the boundary condition (7) established on a reasonable distances $`L_{z+}`$ from the origin of the system one obtains precise complex eigenvalues of the energy and corresponding wavefunctions.
This straightforward approach enables obtaining precise results both for atoms and molecules from weak to moderate strong fields (for instance for the ground state of the hydrogen atom up to $`F=0.200.25`$ a.u.). For stronger fields the precision of this method is limited by the precision of the mesh representation of the boundary condition (7).
2. Classical complex rotation of the coordinate $`z`$ in the form $`zze^{i\mathrm{\Theta }}`$. Opposite to the boundary condition approach, this method does not require establishing boundary conditions dependent on the energy and can be used with the zero boundary conditions for the wavefunction. This simplification is especially important for applications to multi-electron systems. In this approach we have obtained precise results for atomic systems in strong fields from the lower bound of the over-barrier regime up to super-strong fields corresponding to regime $`|\mathrm{Re}E|<<|\mathrm{Im}E|`$ Ivanov2001 . For atoms in weak fields the applicability of the method is limited by numerical errors in the imaginary part of the energy. On the other hand, this method cannot be immediately applied to molecular systems in our direct mesh approach Ivanov2001 ; Simon79 .
3. Exterior complex transformation of the coordinate $`z`$. The exterior complex scaling Simon79 combines many advantages of the boundary condition and complex rotation method. In its initial form Simon79 it consists in the complex rotation of a coordinate e.g. $`r`$ around a point $`r_0`$ lying in the exterior part of the system, i.e.
$$rr_0+(rr_0)e^{i\mathrm{\Theta }}\mathrm{for}rr_0$$
(8)
and leaves intact the Hamiltonian in the internal part of the system. The latter circumstance allows us to employ this transformation both for atoms and molecules in arbitrary electric fields. In addition this transformation does not contain energy-dependent boundary conditions as well as the classical complex rotation. On the other hand, the exterior complex scaling being introduced into our numerical scheme in the form (8) leads to the same numerical problems at very strong fields as well as the boundary condition method due to the nonanalytic behaviour of this transformation at the point $`r_0`$ (or $`z_0`$ in our case).
In our numerical approach we solve the latter problem by means of a transformation of the real coordinate $`z`$ into a smooth curved path in the complex plane $`z`$ (Figure 2, see details in Ivanov2001 ). This transformation leaves intact the Hamiltonian in the internal part of the system, but supplies the complex rotation of $`z`$ (and the possibility to use the zero asymptotic boundary conditions for the wavefunction) in the external part of the system without any loss of analycity. The transformation can be applied both for atoms and molecules and provides precise results for fields from weak up to super-strong including the regime $`|\mathrm{Re}E|<<|\mathrm{Im}E|`$ Ivanov2001 .
The three methods presented above have different but overlapping regions of their most effective application. This allows their combined using for the reciprocal control in applications. The numerical results obtained by all three methods coincide in the limits of their applicability and are in agreement with numerous published data on the hydrogen atom in electric fields (see e.g. Kolosov87 ; Kolosov89 ; NicThem92 ; NicGot92 ).
## IV Selected physical results
Using the boundary condition approach enables one to obtain both the values of the energy and other observables and the wavefunctions in their mesh representation. An example of such a wavefunction of the ground state of the hydrogen molecular ion is presented in Figure 3. The electron energy $`E_\mathrm{e}`$ obtained as a solution of (3), (2) allows one to determine potential curves $`E(R)`$ for the molecule as a whole by using the formula $`E(R)=E_\mathrm{e}+1/R`$. These potential curves and corresponding values of $`\mathrm{\Gamma }/2`$ are presented in Figure 4. One can see in Figure 4 that when growing electric field strength the minimum on the curve $`E(R)`$ shifts to the right, becomes more shallow and flat, and at $`F_\mathrm{c}0.065`$ the minimum disappears. The dependence of the location $`R_0`$ of the minimum on these curves with corresponding values of the energy $`E`$ and half-widths of the level are presented in Table 1. (For comparison, at $`F=0`$ published results for the equilibrium point are $`R_0=1.997193`$ and $`E=0.6026346`$ Bishop70 . For the potential curve as a whole our numerical values at $`F=0`$ coincide with data by Sharp71 .) One can see in Table 1 and Figure 4 that for the ground state of the hydrogen molecular ion at equilibrium internuclear distances there is a marked probability of its decay through the separation of the electron. Analogous calculations for two excited states $`2p\pi _\mathrm{u}`$ (the lowest state with $`|m|=1`$) and $`3d\delta _\mathrm{g}`$ (the lowest state with $`|m|=2`$) Ivanov98a show that for the field strengths at which their potential curves have minima this process has a low probability.
The critical value of the maximal electric field $`F_\mathrm{c}=0.065\mathrm{a}.\mathrm{u}.=3.3\mathrm{V}/\mathrm{\AA }`$ when the molecule $`\mathrm{H}_2^+`$ can exist is in a good agreement with experimental results by Bucksbaum et al Bucksbaum90 . According this work $`\mathrm{H}_2^+`$ molecule may exist in laser beam fields with intensity less than $`10^{14}\mathrm{W}/\mathrm{cm}^2`$ which corresponds to $`3\mathrm{V}/\mathrm{\AA }`$, and does not exist in more intensive fields.
Other theoretical explanations of the rupture of $`\mathrm{H}_2^+`$ molecule in intensive laser beam fields in works Bucksbaum90 ; Codling93 ; Yang91 were based on conception of deformation of potential curves which results in coupling of the ground state $`1s\sigma _\mathrm{g}`$ with $`2p\sigma _\mathrm{u}`$ state Codling93 . This results in a possibility of rupture of the molecule after absorption some photons. On the other hand, the results obtained above enable us to analyse this process from simpler point of view. When the frequency of the radiation is low enough the consideration of the process as extension and rupture of the molecule in a strong static electric field is a quite adequate model Keldysh64 ; Codling93 . The conception of coupling states might be substituted by an exact numerical calculation of one (as it was done above) or several (if several states are considered) dependencies $`E(R)`$. This numerical calculation is equivalent to a traditional calculation of the energy of the state when taking into account coupling with all the states of the same symmetry (corresponding to the symmetry of the initial physical problem).
The calculations presented above were carried out for the ground state of 2D Hamiltonian. In fact, our method is not restricted by these states. Computational algorithms of our program of atomic and molecular mesh calculations ATMOLMESH are constructed so that calculations are being carried out for a state with prescribed spatial symmetry and with the electron energy nearest to the given initial approximation $`E_\mathrm{b}`$. Thus, there is no difference between calculations for the ground and for excited states and calculations can be fulfilled for various states of the same spatial symmetry including even degenerate states (when applying some special technical methods). For instance, potential curves $`2s\sigma _\mathrm{g}`$ and $`3d\sigma _\mathrm{g}`$ of the field-free $`\mathrm{H}_2^+`$ have exact crossing near $`R=4.05`$ Sharp71 . In magnetic fields parallel to the molecular axis this pair of states forms an avoided crossing. Our method permits calculations for both exact and avoided crossings at $`F=0`$ as well as at $`F0`$ as presented in Figure 5.
The second singe-electron system which we present here is the hydrogen atom in parallel electric and magnetic fields Ivanov2001 . Some numbers obtained for this system are shown in Table 2.
Concluding this section we announce some preliminary results on the helium atom in strong electric fields. These results are obtained in a multi-configurational (CI) mesh calculation. The calculations for separate meshes are analogous to described above and are carried out by means of the curved path exterior complex transformation. Our preliminary results for the ground state of the helium atom agree with data from recent works Scrinzi99 ; Themelis2000 . Our results for the excited state $`2^1S_0`$ are shown in Figure 6.
## V Conclusions
In this communication we have presented a 2D fully numerical mesh solution approach to calculations for atoms and simple diatomic molecules in strong external electric and magnetic fields. For single-electron systems in external electric fields we can apply three different methods of calculation of the complex energy eigenvalues for atom-like systems and two methods for molecules. These methods have different but overlapping regions of their most effective application. This allows their combined using for the reciprocal control in applications. The complex boundary condition method is the most straightforward and is the most reliable in this sense. For relatively weak fields it allows obtaining results on the meshes with the lesser number of nodes than the curved path complex transformation. On the other hand, the boundary condition method loses its precision and stability at extremely strong electric fields and, second, this method contain the energy of the electron in its formulation. The latter feature can be some obstacle in its application to problems more complicated than the single-electron Schrödinger equation. The curved path complex transformation method is the most general of the three and the most prospective for the following applications. The only shortage of this method is that this is less precise and less stable for the atom-like systems at extremely strong electric fields ($`|\mathrm{Im}E|>>|\mathrm{Re}E|`$) than the traditional complex rotation. Thus, the latter method is the most convenient for atom-like systems at such extremely strong fields.
The mathematical technique developed for solving Schrödinger equations for quasi-steady states allowed us to obtain a series of results for the hydrogen atom in parallel electric and magnetic fields and for the $`\mathrm{H}_2^+`$ ion in strong electric fields. The following applications of these methods are associated with the CI approach which is now in the process of development and testing on the problem of the helium atom in strong electric fields. We present preliminary results for the $`2^1S_0`$ state of this atom.
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# Black Holes in Non-flat Backgrounds: the Schwarzschild Black Hole in the Einstein Universe
## I Introduction
For more than three decades now, black holes have been investigated in great depth and detail. However, almost all these studies have focused on isolated black holes possessing two basic properties, namely time-independence characterized by the existence of a timelike Killing vector field, and asymptotic flatness. On the other hand, one cannot rule out the important and, perhaps, realistic situation in which the black hole is associated with a non-flat background. This would be the case if one takes into account the fact that the black hole may actually be embedded in the cosmological spacetime or surrounded by local mass distributions. In such situations one or both of the two basic properties may have to be given up. If so, the properties of isolated black holes may be modified, completely changed or retained unaltered. Black holes in non-flat backgrounds form, therefore, an important topic. Very little has been done in this direction. Some of the issues involved here have been outlined in a recent article by Vishveshwara . As has been mentioned in that article, there may be fundamental questions of concepts and definitions involved here. Nevertheless, considerable insight may be gained by studying specific examples even if they are not entirely realistic. In this regard the family of spacetimes derived by Vaidya , which is a special case of Whittaker’s solutions , representing in a way black holes in cosmological backgrounds have been found to be helpful. Nayak and Vishveshwara have studied these spacetimes concentrating on the geometry of the Kerr black hole in the background of the Einstein universe, which dispenses with asymptotic flatness while preserving time-symmetry. In the present paper, we specialize to the simpler case of the Schwarzschild black hole in the background of the Einstein universe, which we may call the Vaidya-Einstein-Schwarzschild (VES) spacetime. This allows us to study this spacetime in considerable detail as well as investigate a typical physical phenomenon, namely the behaviour of scalar waves in this spacetime as the background.
The rest of this paper is organized as follows. In section II, we consider the line element of the VES spacetime and the energy-momentum tensor. In section III, we match the metric of the VES spacetime to the Schwarzschild vacuum metric across the black hole surface. Similarly we match the VES spacetime to the Einstein universe at large distances. In section IV, we investigate the behaviour of scalar waves propagating in this spacetime. Section V comprises the concluding remarks.
## II The Line Element and the Energy-Momentum Tensor
As mentioned earlier, an account of Vaidya’s black hole spacetimes in cosmological spacetimes may be found in references and . By setting the angular momentum to zero in the Kerr metric we obtain the line element of the Schwarzschild spacetime in the background of the Einstein universe :
$`ds^2`$ $`=`$ $`\left(1{\displaystyle \frac{2m}{R\mathrm{tan}(\frac{r}{R})}}\right)dt^2\left(1{\displaystyle \frac{2m}{R\mathrm{tan}(\frac{r}{R})}}\right)^1dr^2R^2\mathrm{sin}^2({\displaystyle \frac{r}{R}})\left[d\theta ^2+\mathrm{sin}^2\theta d\varphi ^2\right]`$ (1)
where $`m`$ is the mass and the coordinates range from $`0r/R\pi `$ , $`0\theta \pi `$ and $`0\varphi 2\pi `$. In the limits $`m=0`$ and $`R=\mathrm{}`$, we recover respectively the Einstein universe and the Schwarzschild spacetime. The parameter $`R`$ is a measure of the cosmological influence on the spacetime. As the spacetime is static, the black hole is identified as the surface on which the time-like Killing vector becomes null, i.e., $`g_{00}=0`$ above, which is the static limit and the Killing event horizon. The black hole is therefore given by
$$2m=R\mathrm{tan}(\frac{r}{R}).$$
(2)
We shall now work out the energy-momentum tensor for this metric. The components of the Einstein tensor are given by
$$G_1^1=G_2^2=G_3^3=\frac{1}{3}G_0^0=\frac{1}{R^2}(1\frac{2m}{R\mathrm{tan}(r/R)}).$$
(3)
The Einstein field equations, including the cosmological term $`\mathrm{\Lambda }`$ for generality, although it could equally well be considered to be included in $`\rho `$ and $`p`$ below, are given by
$$R_{ab}\frac{1}{2}g_{ab}R=\kappa T_{ab}+\mathrm{\Lambda }g_{ab},$$
(4)
where $`\kappa =\frac{8\pi G}{c^2}`$ and the Latin indices $`a,b`$ range from $`0`$ to $`3`$ (Greek indices $`\mu ,\nu =13`$).
The energy-momentum tensor is taken to be that of a perfect fluid,
$$T_{ab}=(\rho +p)u_au_bpg_{ab},$$
(5)
$`u^a`$ being the static four velocity
$$u^a=\frac{1}{\sqrt{g_{00}}}\delta _0^a.$$
(6)
Then density $`\rho `$ and pressure $`p`$ are given by
$`\rho `$ $`=`$ $`{\displaystyle \frac{3}{\kappa R^2}}\left(1{\displaystyle \frac{2m}{R\mathrm{tan}(r/R)}}\right)\mathrm{\Lambda }/\kappa ,`$ (7)
$`p`$ $`=`$ $`{\displaystyle \frac{1}{\kappa R^2}}\left(1{\displaystyle \frac{2m}{R\mathrm{tan}(r/R)}}\right)+\mathrm{\Lambda }/\kappa .`$ (8)
The behaviour of $`\rho `$ and $`p`$ can be easily ascertained from the above equations.
$`\mathrm{\Lambda }>0`$:
We find that $`\rho ,p0`$ in some region outside the black hole violating the weak energy condition.
$`\mathrm{\Lambda }0`$:
In this case, $`\rho >0`$ but $`p<0`$ everywhere outside the black hole and tends to zero on it. However, $`\rho +p0`$ thereby satisfying the weak energy condition.
For convenience, we take $`\mathrm{\Lambda }=0.`$ Then
$$\rho +3p=0.$$
(9)
This suggests that the spacetime is a special case of the solutions obeying the condition $`\rho +3p=constant`$ discussed by Whittaker , and it is easy to check that this is so (it is the case $`B=G=\lambda =0`$, $`c=2m`$, $`\alpha =1/R`$, with the time coordinate scaled so that $`n=1`$, in Whittaker’s notation).
Thus the behaviour of the energy-momentum tensor is reasonable, since in the Einstein universe itself we have $`p<0`$, while $`\rho `$ and $`p`$ satisfy the weak energy condition.
## III Matching to the Schwarzschild vacuum and the Einstein Universe
In this section we shall match the VES spacetime to the Schwarzschild vacuum spacetime on one side and to the Einstein universe on the other. The possibility of matching to the Schwarzschild vacuum at the black hole surface, without a surface layer or shell, is strongly indicated by the fact that the Einstein tensor of the VES spacetime goes to zero on the surface. We shall show that this is indeed possible. In order to do this, we will first write the line element in Kruskal-like coordinates, among which we will find admissible coordinates in which the matching can be carried out, so that the requirements become simply the continuity of the metric and its first derivative.
The Kruskal form of the VES line element is arrived at by the following transformations.
$`r^{}`$ $`=`$ $`{\displaystyle \frac{R^2}{4m^2+R^2}}\left(r+2m\mathrm{ln}\left[2m\mathrm{cos}({\displaystyle \frac{r}{R}})+R\mathrm{sin}({\displaystyle \frac{r}{R}})\right]\right),`$ (10)
$`u`$ $`=`$ $`tr^{},v=t+r^{},`$ (11)
$`\widehat{U}`$ $`=`$ $`\mathrm{exp}\left[{\displaystyle \frac{u}{4m}}{\displaystyle \frac{4m^2+R^2}{R^2}}\right],`$ (12)
$`\widehat{V}`$ $`=`$ $`\mathrm{exp}\left[{\displaystyle \frac{v}{4m}}{\displaystyle \frac{4m^2+R^2}{R^2}}\right].`$ (13)
Then we obtain
$$\text{d}s^2=(\frac{4mR^2}{4m^2+R^2})^2\frac{1}{R\mathrm{sin}(r/R)}e^{r/2m}\text{d}\widehat{U}\text{d}\widehat{V}(R\mathrm{sin}(r/R))^2\text{d}\mathrm{\Omega }^2.$$
(14)
The Kruskal line element for the Schwarzschild vacuum spacetime,
$$\text{d}s^2=16m_s^2\frac{1}{r_s}e^{r_s/2m_s}\text{d}\widehat{U}\text{d}\widehat{V}r_s^2\text{d}\mathrm{\Omega }^2,$$
(15)
may be recovered from equation (14) by the limit $`R=\mathrm{}`$. As usual the Kruskal coordinates for the Schwarzschild space cover the whole maximally extended spacetime and not only the region where the coordinates $`t,r`$ are valid. Now we proceed to carry out the matching at the horizons.
The horizon of the VES metric is at $`r=r_0`$ where $`2m=R\mathrm{tan}(r_0/R)`$. To match to Schwarzschild at the horizon the angular variables part requires $`2m_s=R\mathrm{sin}(r_0/R)`$. Let us use $`r^{}=R\mathrm{sin}(r/R)`$ as the radial variable in the VES region. We can rescale both the $`\widehat{U}`$ and $`\widehat{V}`$ of each of the metrics by constant factors $`4m_s/\sqrt{e}`$ and $`4mR^2e^{r_0/4m}/(4m^2+R^2)`$ respectively, giving new coordinates U, V, to reduce the metrics to the forms,
$$\text{d}s^2=\frac{1}{r^{}}e^{(r_0r)/2m}\text{d}U\text{d}V(r^{})^2\text{d}\mathrm{\Omega }^2,$$
(16)
$$\text{d}s^2=\frac{1}{r_s}e^{(2m_sr_s)/2m_s}\text{d}U\text{d}Vr_s^2\text{d}\mathrm{\Omega }^2.$$
(17)
Then we see the metric is continuous if we identify $`r_s`$ and $`r^{}`$ at the future horizon $`U=0,r^{}=r_s=2m_s=R\mathrm{sin}(r_0/R),r=r_0`$. To deal with derivatives, start with
$$UV=(\frac{4mR^2}{4m^2+R^2})^2e^{r_0/2m}\mathrm{exp}(2\frac{4m^2+R^2}{4mR^2}r^{})$$
(18)
on the VES side, so that there
$$V=2(\frac{4mR^2}{4m^2+R^2})e^{r_0/2m}\mathrm{exp}(2\frac{4m^2+R^2}{4mR^2}r^{})\frac{\text{d}r^{}}{\text{d}U}$$
(19)
and therefore
$`{\displaystyle \frac{\text{d}r^{}}{\text{d}U}}`$ $`=`$ $`{\displaystyle \frac{\text{d}r^{}}{\text{d}r}}{\displaystyle \frac{\text{d}r}{\text{d}r^{}}}{\displaystyle \frac{\text{d}r^{}}{\text{d}U}}`$
$`=`$ $`\mathrm{cos}(r/R)(1{\displaystyle \frac{2m}{R\mathrm{tan}(r/R)}})Ve^{r_0/2m}{\displaystyle \frac{4m^2+R^2}{8mR^2}}\mathrm{exp}(2{\displaystyle \frac{4m^2+R^2}{4mR^2}}r^{}).`$
As $`rr_0`$ the product $`(1\frac{2m}{R\mathrm{tan}(r/R)})\mathrm{exp}(2\frac{4m^2+R^2}{4mR^2}r^{})`$ approaches $`e^{r_0/2m}/2m_s`$ and we get
$`{\displaystyle \frac{\text{d}r^{}}{\text{d}U}}`$ $`=`$ $`\mathrm{cos}(r_0/R)V{\displaystyle \frac{4m^2+R^2}{16mm_sR^2}}`$
$`=`$ $`V{\displaystyle \frac{R}{\sqrt{4m^2+R^2}}}{\displaystyle \frac{4m^2+R^2}{16mm_sR^2}}`$
$`=`$ $`V{\displaystyle \frac{\sqrt{4m^2+R^2}}{2mR}}{\displaystyle \frac{1}{8m_s}}={\displaystyle \frac{V}{16m_s^2}}`$
which is obviously the same as for $`{\displaystyle \frac{\text{d}r_s}{\text{d}U}}`$ in the Schwarzschild metric. Now the derivatives of the metric coefficients will match if
$$\frac{1}{2m}\frac{\text{d}r}{\text{d}r^{}}=\frac{1}{2m_s}=\frac{1}{R\mathrm{sin}(r_0/R)}$$
(20)
at the horizon, but $`{\displaystyle \frac{\text{d}r}{\text{d}r^{}}}=1/\mathrm{cos}(r/R)`$ and consequently
$$\frac{1}{2m}\frac{\text{d}r}{\text{d}r^{}}=\frac{1}{2m\mathrm{cos}(r_0/R)}=\frac{1}{R\mathrm{sin}(r_0/R)}$$
(21)
because at the horizon $`2m=R\mathrm{tan}(r_0/R)`$. This completes the matching at the future horizon. Clearly a similar matching with the roles of $`U`$ and $`V`$ reversed applies at the past horizon in a Kruskal picture.
We may note that matching the metric component $`g_{33}`$ yields the relation between the Schwarzschild vacuum mass $`m_s`$ and the VES mass $`m`$,
$$m=m_s\left[1\left(\frac{2m_s}{R}\right)^2\right]^{\frac{1}{2}}.$$
(22)
This clearly exhibits the influence of the cosmological matter distribution on the bare black hole mass. Figure 1 shows plots of $`m`$ as a function of $`m_s`$ for different values of $`R`$. We note that $`2m_sR`$, so the length scale in the exterior puts a bound on the black hole mass, in a way which may be analogous with the bound found in for the mass of a black hole in an Einstein space.
It is also worth emphasizing that a consequence of this matching is that all the horizon properties, such as the specific gravity, are necessarily the same as those of the usual Schwarzschild black hole. Whether this is reassuring or disappointing is a matter of opinion. It does not imply, however, that properties which depend on the behaviour in the exterior region, such as the behaviour of waves, will be the same.
To investigate such behaviours we need a well-behaved non-vacuum exterior. Unfortunately, the formulae (7) and (8) show that the energy density and pressure of the VES spacetime blow up as $`r/R\pi `$ and this is in fact a naked singularity. To remove it we try to match to the Einstein universe (which, remember, is a limit of (1)). It is easy to see that the best hope of doing so without a surface layer is at $`r/R=\pi /2`$, where we could match both the angular part of the metric and its derivative. In fact, at this radius the VES line element reduces to
$$\text{d}s^2=\text{d}t^2\text{d}r^2R^2\mathrm{sin}^2\left(\frac{r}{R}\right)\text{d}\mathrm{\Omega }^2$$
(23)
which is the line element of the Einstein universe. The metric components of the two spacetimes automatically match, without any change of coordinates, and the first derivative of the angular parts on both sides vanishes. But the first derivative of the $`tt`$-parts is discontinuous thereby giving rise to a surface distribution of matter. The components of the corresponding energy-momentum tensor may be computed following Mars and Senovilla . We find that this leads to a trace free tensor.
More specifically, the jump in the fundamental form of the $`r=constant`$ surfaces is
$$[K_{tt}]=m/R^2$$
(24)
and the non-zero components of the $`\delta `$-function parts of the curvature and Ricci tensor are given by
$$Q^r{}_{ttr}{}^{}=m/R^2,R_{tt}=R_{rr}=m/R^2.$$
(25)
Such a layer might be interpreted as a domain wall.
We now have a composite model consisting of a vacuum Schwarzschild black hole matched onto the VES spacetime which is itself matched to the Einstein universe.
## IV Scalar Waves
In the last section we constructed a model for a black hole in a non-flat background. The interior of the black hole consists of the Schwarzschild vacuum. The exterior is the VES spacetime matched on to the Einstein universe. One can explore black hole physics in the exterior and compare it with the effects one encounters in the case of the usual isolated black holes. As an example of such possible studies, we shall consider some properties of scalar waves propagating in this spacetime. Other phenomena occurring in this spacetime, such as the classical tests of general relativity and the geodesics, have been investigated by Ramachandra and Vishveshwara .
Because of the time and spherical symmetries of the spacetime, the scalar wave function may be decomposed as
$$\psi =e^{i\omega t}(r)Y_l^m(\theta ,\varphi ).$$
(26)
The limits of the radial coordinate are given by $`R\mathrm{tan}(r/R)=2m`$ to $`(r/R)=\pi `$ with the VES spacetime extending from $`R\mathrm{tan}(r/R)=2m`$ to $`r/R=\pi /2`$ and the Einstein universe from $`r/R=\pi /2`$ to $`\pi `$. We set the radial function
$$(r)=\frac{u(r)}{R\mathrm{sin}(r/R)}$$
(27)
and define
$$\text{d}r^{}=\frac{dr}{1\frac{2m}{R\mathrm{tan}(r/R)}}.$$
(28)
Then we obtain the Schrödinger equation governing the radial function
$$\frac{d^2u}{dr_{}^{}{}_{}{}^{2}}+\left[\omega ^2V(r)\right]u=0.$$
(29)
The effective potential that controls the propagation of the scalar waves is given by
$`V(r)=(1{\displaystyle \frac{2m}{R\mathrm{tan}(\frac{r}{R})}})[{\displaystyle \frac{l(l+1)}{R^2\mathrm{sin}^2(\frac{r}{R})}}+{\displaystyle \frac{2m}{R^3\mathrm{sin}^2(\frac{r}{R})\mathrm{tan}(\frac{r}{R})}}`$ (30)
$`{\displaystyle \frac{1}{R^2}}(1{\displaystyle \frac{2m}{R\mathrm{tan}(\frac{r}{R})}})].`$ (31)
We shall now discuss a few aspects of the behaviour of the scalar waves as reflected by the nature of the effective potential.
We have drawn $`V(r)`$ in fig.2 for $`l=0`$. The figure shows the corresponding effective potential for the vacuum Schwarzschild exterior also which can be obtained by setting $`R=\mathrm{}`$. Both curves start from zero at the black hole and go through a maximum. Thus both potentials possess potential barriers. As in the case of the Schwarzschild vacuum, now too waves can be reflected at the barrier while the transmitted part is absorbed by the black hole. On the other hand, whereas the vacuum potential goes asymptotically to zero, in the present case the potential becomes negative at $`r/R=\pi /2`$ and continues as a constant, i.e $`\frac{1}{R^2}`$, in the Einstein universe up to $`r/R=\pi `$. The fact that the effective potential is negative as above raises the possibility of $`\omega ^2`$ being negative as well. This would be equivalent to $`\omega `$ being imaginary thereby giving rise to exponential growth in time of the scalar wave function. This would mean instability of the model spacetime against scalar perturbations. However, one can see that negative values of $`\omega ^2`$ are ruled out by the boundary condition at $`r/R=\pi `$. In the Einstein universe sector the Schrödinger equation reduces to
$$\frac{\text{d}^2u}{\text{d}r^2}+\left(\omega ^2+\frac{1}{R^2}\right)u=0.$$
(32)
We note that in the Einstein universe, we have $`r^{}=r`$. Furthermore, since $`=\frac{u(r)}{R\mathrm{sin}(r/R)}`$, the function $`u\mathrm{sin}\left[\left(\omega ^2+\frac{1}{R^2}\right)^{\frac{1}{2}}r\right]`$ has to go to zero faster than $`\mathrm{sin}(r/R)`$ at $`r/R=\pi `$. This boundary condition requires that $`|(R^2\omega ^2+1)^{\frac{1}{2}}|`$ be an integer greater than 1, and thence that $`\omega ^2`$ be positive. Therefore the spacetime is stable against scalar perturbations.
This is true in the case of vacuum Schwarzschild spacetime as well as the Einstein universe. However, the stability against gravitational perturbations is a different matter altogether. Whereas the Schwarzschild vacuum exterior is stable, the Einstein universe is not . Whether the combination of the two spacetimes is stable, unstable or conditionally stable is an intriguing open question.
For $`l>0`$, the equivalent potential has the additional term $`\frac{l(l+1)}{R^2\mathrm{sin}^2(r/R)}`$.
We sketch $`V(r)`$ for $`l=1`$ in figure 3. Once again the potential goes to zero at the black hole and possesses a barrier region. The additional term goes to infinity at $`(r/R)=\pi `$ thereby behaving like a centrifugal barrier commonly encountered in the scattering phenomenon. The radial function is exponential wherever the value of $`V(r)`$ is greater than $`\omega ^2`$ and is a running wave when $`\omega ^2>V(r)`$. Details of such solutions can be studied easily.
## V Concluding Remarks
The motivation for the present work stems from the need for detailed study of black holes in non-flat backgrounds in comparison and contrast to isolated black holes. A comprehensive investigation of this problem would be a formidable task indeed. We have confined ourselves in this paper to a specific example that relaxes the condition of asymptotic flatness while preserving time-symmetry. The starting point here is the static black hole in the Einstein universe which belongs to the family of solutions presented by Vaidya. In this spacetime the black hole is well defined as the Killing horizon. However, the nature of the interior of the black hole is not entirely clear. Furthermore, it is not obvious a priori whether the exterior can be matched smoothly to the Schwarzschild vacuum across the black hole surface. We have shown that this is possible by carrying out this matching using Kruskal coordinates in the two regions. Similarly we have matched the spacetime to the Einstein universe at the other end. This provides a composite model of a black hole in a non-flat background.
In the spacetime considered above, different phenomena may be studied and compared to their counterparts in the gravitational field of an isolated Schwarzschild black hole. As an example, we have briefly discussed the behaviour of scalar waves. The spacetime being considered proves to be stable against scalar perturbations as is the Schwarzschild vacuum exterior. This is true of the Einstein universe as well. However, whereas the Schwarzschild spacetime is stable against gravitational perturbations, the Einstein universe is not. It would be quite interesting to see whether the spacetime we have considered, which involves both of the above ones, is gravitationally stable or not. Even if the model presented here is unrealistic, it should provide a testing ground for investigating external influences on the otherwise isolated black holes.
### Acknowledgements
One of us (C.V.V) would like to thank Prof. M.A.H. Mac Callum and his colleagues for hospitality during his visit to Queen Mary and Westfield College. This visit was made possible by a Visiting Fellowship grant from the UK Engineering and Physical Sciences Research Council, grant number GR/L 79724, which partially supported the research reported in this paper.
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# 1 Introduction
## 1 Introduction
The Standard Model predicts strangeness changing transitions with $`\mathrm{\Delta }S=2`$ via two virtual $`W`$–exchanges between quark lines, the so–called box diagrams. The low–energy physics of these transitions is governed by an effective Hamiltonian which is proportional to the local four–quark operator, (summation over colour indices within brackets is understood and $`q_L\frac{1\gamma _5}{2}q`$,)
$$Q_{\mathrm{\Delta }S=2}(x)(\overline{s}_L(x)\gamma ^\mu d_L(x))(\overline{s}_L(x)\gamma _\mu d_L(x)),$$
(1.1)
modulated by a quadratic form of the flavour mixing matrix elements $`\lambda _q=V_{\mathrm{qd}}^{}V_{\mathrm{qs}},\mathrm{q}=\mathrm{u},\mathrm{c},\mathrm{t},`$ with coefficient functions $`F_{1,2,3}`$ of the heavy masses of the fields $`t`$, $`Z^0`$, $`W^\pm `$, $`b`$, and $`c`$ which have been integrated out <sup>2</sup><sup>2</sup>2For a detailed discussion, see e.g. refs. and references therein.:
$$_{\mathrm{eff}}^{\mathrm{\Delta }S=2}=\frac{G_F^2M_W^2}{4\pi ^2}\left[\lambda _c^2F_1+\lambda _t^2F_2+2\lambda _c\lambda _tF_3\right]C_{\mathrm{\Delta }S=2}(\mu )Q_{\mathrm{\Delta }S=2}(x).$$
(1.2)
The operator $`Q_{\mathrm{\Delta }S=2}`$ is multiplicatively renormalizable and has an anomalous dimension $`\gamma (\alpha _s)`$ which in perturbative QCD (pQCD) is defined by the equation
$$\mu ^2\frac{d}{d\mu ^2}<Q_{\mathrm{\Delta }S=2}>=\frac{1}{2}\gamma (\alpha _s)<Q_{\mathrm{\Delta }S=2}>,\gamma (\alpha _s)=\frac{\alpha _\text{s}}{\pi }\gamma _1+\left(\frac{\alpha _\text{s}}{\pi }\right)^2\gamma _2+\mathrm{}.$$
(1.3)
with $`\left(\beta _1=\frac{1}{6}(11N_c+2n_f)\right)`$
$$\gamma _1=\frac{3}{2}\left(1\frac{1}{N_c}\right)\text{and}\gamma _2=\frac{1}{32}\left(1\frac{1}{N_c}\right)\left[\frac{19}{3}N_c+\frac{4}{3}n_f21+57\frac{1}{N_c}+4\beta _1\kappa \right],$$
(1.4)
where $`\kappa =0`$ in the naïve dimensional renormalization scheme (NDR) and $`\kappa =4`$ in the ’t Hooft–Veltman renormalization scheme (HV). The renormalization $`\mu `$–scale dependence of the Wilson coefficient $`C_{\mathrm{\Delta }S=2}(\mu )`$ in Eq. (1.2) is then, $`\left(\beta _2=\frac{17}{12}N_c^2+\frac{1}{4}\frac{N_c^21}{2N_C}n_f+\frac{5}{12}N_cn_f\right),`$
$`C_{\mathrm{\Delta }S=2}(\mu )`$ $`=`$ $`\left[1+{\displaystyle \frac{\alpha _\text{s}(\mu )}{\pi }}{\displaystyle \frac{1}{\beta _1}}\left(\gamma _2+{\displaystyle \frac{\gamma _1}{\beta _1}}\beta _2\right)\right]\left({\displaystyle \frac{1}{\alpha _\text{s}(\mu )}}\right)^{\frac{\gamma _1}{\beta _1}}`$ (1.5)
$``$ $`\left[1+{\displaystyle \frac{\alpha _\text{s}(\mu )}{\pi }}\left({\displaystyle \frac{1433}{1936}}+{\displaystyle \frac{1}{8}}\kappa \right)\right]\left({\displaystyle \frac{1}{\alpha _\text{s}(\mu )}}\right)^{\frac{9}{11}\frac{1}{N}_c},`$ (1.6)
where the second line gives the result to next–to–leading order in the $`1/N_c`$ expansion, which is the approximation at which we shall be working here.
The matrix element
$$<\overline{K}^0|Q_{\mathrm{\Delta }S=2}(0)|K^0>\frac{4}{3}f_K^2M_K^2B_K(\mu ),$$
(1.7)
defines the so–called $`B_K`$–parameter of $`K^0\overline{K}^0`$ mixing at short–distances, which is one of the crucial parameters in the phenomenological studies of CP–violation in the Standard Model. In the large–$`N_c`$ limit of QCD, the four quark operator $`Q_{\mathrm{\Delta }S=2}`$ factorizes into a product of two current operators. Each of these currents, to lowest order in chiral perturbation theory, has a simple bosonic realization:
$$(\overline{s}_L\gamma ^\mu d_L)=\frac{\delta _{\text{QCD}}(x)}{\delta l_\mu (x)_{32}}\frac{i}{2}F_0^2\text{tr}\left[\lambda _{32}(D^\mu U^{})U\right]=\frac{1}{\sqrt{2}}F_0^\mu K^0+\mathrm{},$$
(1.8)
where $`F_0`$ denotes the coupling constant of the pion in the chiral limit and $`U`$ is the $`3\times 3`$ unitary matrix in flavour space, $`U=1+\mathrm{}`$, which collects the Goldstone fields and which under chiral rotations transforms like $`UV_RUV_L^{}`$. The large–$`N_c`$ approximation, with inclusion of the chiral corrections in the factorized contribution, leads to the result:
$$B_K|_{N_c\mathrm{}}=\frac{3}{4}\text{and}C_{\mathrm{\Delta }S=2}(\mu )|_{N_c\mathrm{}}=1.$$
(1.9)
In full generality, the bosonization of the four–quark operator $`Q_{\mathrm{\Delta }S=2}(x)`$ to lowest order in the chiral expansion is described by an effective operator which is of $`𝒪(p^2)`$ <sup>3</sup><sup>3</sup>3See e.g. refs. :
$$Q_{\mathrm{\Delta }S=2}(x)\frac{F_0^4}{4}g_{\mathrm{\Delta }S=2}(\mu )\text{tr}\left[\lambda _{32}(D^\mu U^{})U\lambda _{32}(D_\mu U^{})U\right],$$
(1.10)
where $`\lambda _{32}`$ denotes the matrix $`\lambda _{32}=\delta _{i3}\delta _{2j}`$ in flavour space and $`g_{\mathrm{\Delta }S=2}(\mu )`$ is a dimensionless coupling constant which depends on the underlying dynamics of spontaneous chiral symmetry breaking (S$`\chi `$SB) in QCD. The relation between the coupling $`g_{\mathrm{\Delta }S=2}(\mu )`$ and the phenomenological $`B_K`$ factor defined in Eq. (1.7) is simply
$$B_K(\mu ,m_{u,d,s}0)=\frac{3}{4}g_{\mathrm{\Delta }S=2}(\mu ).$$
(1.11)
Notice that the coupling $`g_{\mathrm{\Delta }S=2}(\mu )`$, and hence $`B_K`$, is perfectly well defined in the chiral limit, while the matrix element in Eq. (1.7) vanishes in the chiral limit as a chiral power. To lowest order in the chiral expansion, the relation to the so called invariant $`\widehat{B}_K`$–factor is as follows:
$$\widehat{B}_K=\frac{3}{4}C_{\mathrm{\Delta }S=2}(\mu )\times g_{\mathrm{\Delta }S=2}(\mu ),$$
(1.12)
which means that the coupling $`g_{\mathrm{\Delta }S=2}(\mu )`$ must have a $`\mu `$ dependence (and a scheme dependence) which must cancel with the $`\mu `$ dependence (and scheme dependence) of the Wilson coefficient $`C_{\mathrm{\Delta }S=2}(\mu )`$. The purpose of this note is to show how the mechanism of cancellations works in practice within the framework of the $`1/N_c`$ expansion. This will allow us to give a numerical result for $`\widehat{B}_K`$ which is valid to lowest order in the chiral expansion and to next–to–leading order in the $`1/N_c`$ expansion. We wish to emphasize that the novel feature of this work is that, to our knowledge, it is the first calculation of $`\widehat{B}_K`$ which explicitly shows the cancellations of scale and scheme dependences.
## 2 Bosonization of Four–Quark Operators
The QCD Lagrangian in the presence of external chiral sources $`l_\mu `$, $`r_\mu `$ of left– and right– currents, but with neglect of scalar and pseudoscalar sources which is justified in the chiral limit approximation we shall be working here, has the form
$$_{\text{QCD}}=\frac{1}{4}G_{\mu \nu }^{(a)}G^{(a)\mu \nu }+i\overline{q}𝒟_\chi q,$$
(2.1)
with $`𝒟_\chi `$ the Dirac operator
$$𝒟_\chi =\gamma ^\mu (_\mu +iG_\mu )i\gamma ^\mu \left[l_\mu \frac{1\gamma _5}{2}+r_\mu \frac{1+\gamma _5}{2}\right].$$
(2.2)
The bosonization of the four–quark operator $`Q_{\mathrm{\Delta }S=2}(x)`$ is formally defined by the functional integral
$`Q_{\mathrm{\Delta }S=2}(x)=\text{Tr}𝒟_\chi ^1i{\displaystyle \frac{\delta 𝒟_\chi }{\delta l_\mu (x)_{32}}}\text{Tr}𝒟_\chi ^1i{\displaystyle \frac{\delta 𝒟_\chi }{\delta l^\mu (x)_{32}}}`$ (2.3)
$`{\displaystyle d^4y\frac{d^4q}{(2\pi )^4}e^{iq(xy)}\text{Tr}\left(𝒟_\chi ^1i\frac{\delta 𝒟_\chi }{\delta l_\mu (x)_{32}}𝒟_\chi ^1i\frac{\delta 𝒟_\chi }{\delta l^\mu (y)_{32}}\right)},`$
where the trace Tr here also includes the functional integration over gluons in large $`N_c`$. The first term corresponds to the factorized pattern and gives the contributions of $`𝒪(N_c^2)`$; the second term corresponds to the unfactorized pattern and it involves an integral, (which is regularization dependent,) over all virtual momenta $`q`$. This is the term which gives the next–to–leading $`𝒪(N_c)`$ contribution we are interested in.
To proceed further, it is convenient to use the Schwinger’s operator formalism. With $`\overline{)}𝐏`$ the conjugate momentum operator, in the absence of external chiral fields, the full quark propagator is
$$(x|\frac{1}{𝒟_\chi }|y)=(x|\frac{i}{\overline{)}𝐏+\gamma ^\alpha \left[l_\alpha \frac{1\gamma _5}{2}+r_\alpha \frac{1+\gamma _5}{2}\right]}|y)\text{with}(x|\overline{)}𝐏|y)=\gamma ^\mu \left[i\frac{}{_\mu }G_\mu \right]\delta (xy).$$
(2.4)
The chiral expansion is then defined as an expansion in the $`l_\alpha `$ and $`r_\alpha `$ external sources. The precise relation between the formal bosonization in Eq. (2.3) and the explicit chiral realization in Eq. (1.10) can best be seen from the fact that: $`D^\mu U^{}U=^\mu U^{}U+iU^{}r^\mu Uil^\mu `$. This shows that there are a priori six different ways to compute the constant $`g_{\mathrm{\Delta }S=2}(\mu )`$, although they are all related by chiral gauge invariance. One possible choice is the term <sup>4</sup><sup>4</sup>4Other choices are indeed possible but, in general, the underlying QCD Green’s functions have pieces which are not order parameters and spurious contributions which depend on the regularization. We have shown the equivalence among the various possible choices, but we postpone the detailed discussion which is rather technical to a longer publication.
$$_{\underset{¯}{27}}^{\mathrm{\Delta }S=2}(x)=\frac{F_0^4}{4}g_{\mathrm{\Delta }S=2}(\mu )\left\{\mathrm{}\text{tr}[\lambda _{32}U^{}r^\mu U\lambda _{32}U^{}r_\mu U]+\mathrm{}\right\}.$$
(2.5)
This is a convenient choice because the underlying QCD Green’s function is the four–point function, \[ $`L_{\overline{s}d}^\mu (x)_a\overline{s}^a(x)\gamma ^\mu \frac{1\gamma _5}{2}d^a(x)`$ and $`R_{\overline{d}s}^\mu (x)_a\overline{d}^a(x)\gamma ^\mu \frac{1+\gamma _5}{2}s^a(x)`$,\]
$$𝒲_{LRLR}^{\mu \alpha \nu \beta }(q,l)=\underset{l0}{lim}i^3d^4xd^4yd^4ze^{iqx}e^{ily}e^{ilz}0|T\{L_{\overline{s}d}^\mu (x)R_{\overline{d}s}^\alpha (y)L_{\overline{s}d}^\nu (0)R_{\overline{d}s}^\beta (z)\}|0,$$
(2.6)
In fact, what we need, as seen in Eq. (2.3), is the integral of the unfactorized four–point function $`𝒲_{LRLR}^{\mu \alpha \nu \beta }(q,l)`$ over the four–vector $`q`$ with the Lorentz indices of the two left–currents contracted. This is a quantity which is a good order parameter of S$`\chi `$SB. The integral over the solid angle has the form, ($`Q^2q^2`$,)
$$𝑑\mathrm{\Omega }_qg_{\mu \nu }𝒲_{LRLR}^{\mu \alpha \nu \beta }(q,l)|_{\text{unfactorized}}=\left(\frac{l^\alpha l^\beta }{l^2}g^{\alpha \beta }\right)𝒲_{LRLR}^{(1)}(Q^2),$$
(2.7)
where the transversality in the four–vector $`l`$ follows from current algebra Ward identities. We are still left with an integral of the invariant function $`𝒲_{LRLR}^{(1)}(Q^2)`$ over the full euclidean range: $`0Q^2\mathrm{}`$ which has to be done in the same renormalization scheme as the calculation of the short–distance Wilson coefficient $`C_{\mathrm{\Delta }S=2}(x)`$ in Eq. (1.2) has been done, i.e. in the $`\overline{MS}`$scheme. The coupling constant $`g_{\mathrm{\Delta }S=2}(\mu )`$ defined with dimensional regularization in $`d=4ϵ`$ dimensions is then given by the following integral,
$$g_{\mathrm{\Delta }S=2}(\mu ,ϵ)=1\frac{\mu _{\text{had.}}^2}{32\pi ^2F_0^2}\frac{(4\pi \mu ^2/\mu _{\text{had.}}^2)^{ϵ/2}}{\mathrm{\Gamma }(2ϵ/2)}_0^{\mathrm{}}𝑑zz^{ϵ/2}\left(W[z]z\frac{\mu _{\text{had.}}^2}{F_0^2}𝒲_{LRLR}^{(1)}(z\mu _{\text{had.}}^2)\right),$$
(2.8)
where, for convenience, we have normalized $`Q^2`$ to a characteristic hadronic scale $`\mu _{\text{had.}}^2`$, ($`zQ^2/\mu _{\text{had.}}^2`$,) which in practice we shall choose within the range: $`1\text{GeV}\mu _{\text{had.}}2\text{GeV}`$.
## 3 $`\widehat{B}_K`$ to Next–to–Leading Order in the $`1/N_c`$ Expansion
In full generality, Green’s functions in QCD at large $`N_c`$ are given by sums over an infinite number of hadronic poles . Since the function $`𝒲_{LRLR}^{(1)}(Q^2)`$ is an order parameter of spontaneous chiral symmetry breaking it receives no contribution from the perturbative continuum and satisfies an unsubtracted dispersion relation. After repeated use of partial fractions decomposition, one can see that for the particular case of the function $`W[z]`$, \[see Eqs. (2.8), (2.7) and (2.6)\] the most general ansatz in large–$`N_c`$ QCD is an infinite sum of poles, double poles and triple poles <sup>5</sup><sup>5</sup>5We thank J. Bijnens and J. Prades for pointing out to us the existence of triple poles, which were ignored in the previous version of this manuscript. of the form
$$W[z]=6\underset{i=1}{\overset{\mathrm{}}{}}\frac{\alpha _i}{\rho _i}\underset{i=1}{\overset{\mathrm{}}{}}\frac{\beta _i}{\rho _i^2}\underset{i=1}{\overset{\mathrm{}}{}}\frac{\gamma _i}{\rho _i^3}+\underset{i=1}{\overset{\mathrm{}}{}}\left\{\frac{\alpha _i}{(z+\rho _i)}+\frac{\beta _i}{(z+\rho _i)^2}+\frac{\gamma _i}{(z+\rho _i)^3}\right\},$$
(3.1)
where $`\rho _i=M_i^2/\mu _{\text{had.}}^2`$ and $`M_i`$ is the mass of the $`i`$–th narrow hadronic state. Triple poles result from the combination of two odd–parity couplings involving vector mesons and Goldstone particles. The first term on the r.h.s. is the contribution from the Goldstone poles to the $`W[z]`$ function. This constant term is known from previous calculations, (see refs. ) with which we agree. Constant terms, however, do not contribute to the integral in Eq. (2.8) defined in dimensional regularization. In the absence of a solution of large–$`N_c`$ QCD, the actual values of the mass ratios $`\rho _i`$, and residues $`\alpha _i`$ , $`\beta _i`$ and $`\gamma _i`$ remain unknown. As discussed below, there are, however, short–distance and long–distance constraints that the function $`W[z]`$ has to obey. With $`W[z]`$ given by Eq. (3.1), the integral in Eq. (2.8) can be done analytically, with the result
$`g_{\mathrm{\Delta }S=2}(\mu ,ϵ)`$ $`=`$ $`1{\displaystyle \frac{\mu _{\text{had.}}^2}{32\pi ^2F_0^2}}\{({\displaystyle \frac{2}{ϵ}}+\mathrm{log}4\pi \gamma _E+\mathrm{log}\mu ^2/\mu _{\text{had.}}^2+1){\displaystyle \underset{i=1}{\overset{\mathrm{}}{}}}\alpha _i`$ (3.2)
$`{\displaystyle \underset{i=1}{\overset{\mathrm{}}{}}}\alpha _i\mathrm{log}\rho _i+{\displaystyle \underset{i=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{\beta _i}{\rho _i}}+{\displaystyle \frac{1}{2}}{\displaystyle \underset{i=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{\gamma _i}{\rho _i^2}}\}.`$
We shall next explore the short–distance properties and long–distance properties which are presently known about the function $`W[z]`$, and hence about the parameters $`\alpha _i`$, $`\beta _i`$, $`\gamma _i`$ and $`\rho _i`$.
* The large–$`Q^2`$ behaviour of the function $`𝒲_{LRLR}^{(1)}(Q^2)`$ is governed by the OPE. We find the result
$$\underset{Q^2\mathrm{}}{lim}𝒲_{LRLR}^{(1)}(Q^2)=24\pi ^2\frac{\alpha _\text{s}}{\pi }\left[1+\frac{ϵ}{2}\frac{1}{6}(5+\kappa )+𝒪\left(\frac{\alpha _\text{s}}{\pi }\right)^2\right]\frac{F_0^4}{Q^4}+\mathrm{},$$
(3.3)
with $`\kappa =0`$ in the NDR scheme and $`\kappa =4`$ in the HV scheme. The fact that the residue of the $`\frac{1}{Q^4}`$ power term in the OPE is known, entails the constraint
$$\underset{i=1}{\overset{\mathrm{}}{}}\alpha _i=+\frac{ϵ}{2}𝒮,$$
(3.4)
with
$$=\left[24\pi ^2\frac{\alpha _\text{s}}{\pi }+𝒪\left(\frac{N_c\alpha _\text{s}^2}{\pi ^2}\right)\right]\frac{F_0^2}{\mu _{\text{had.}}^2}\text{and}𝒮=\left[4\pi ^2(5+\kappa )\frac{\alpha _\text{s}}{\pi }+𝒪\left(\frac{N_c\alpha _\text{s}^2}{\pi ^2}\right)\right]\frac{F_0^2}{\mu _{\text{had.}}^2}.$$
(3.5)
This allows us to define the renormalized coupling constant $`g_{\mathrm{\Delta }S=2}^{(r)}(\mu )`$ in the $`\overline{MS}`$scheme:
$`g_{\mathrm{\Delta }S=2}^{(r)}(\mu )=1{\displaystyle \frac{\mu _{\text{had.}}^2}{32\pi ^2F_0^2}}\left\{\mathrm{log}\mu ^2/\mu _{\text{had.}}^2++𝒮+{\displaystyle \underset{i=1}{\overset{\mathrm{}}{}}}\left[\alpha _i\mathrm{log}\rho _i+{\displaystyle \frac{\beta _i}{\rho _i}}+{\displaystyle \frac{1}{2}}{\displaystyle \frac{\gamma _i}{\rho _i^2}}\right]\right\}`$ (3.6)
$``$ $`\left({\displaystyle \frac{\alpha _\text{s}(\mu )}{\alpha _\text{s}(\mu _{\text{had.}})}}\right)^{\frac{9}{11}\frac{1}{N_c}}\left\{1{\displaystyle \frac{1}{2}}{\displaystyle \frac{\mu _{\text{had.}}^2}{16\pi ^2F_0^2}}\left(+𝒮+{\displaystyle \underset{i=1}{\overset{\mathrm{}}{}}}\left[\alpha _i\mathrm{log}\rho _i+{\displaystyle \frac{\beta _i}{\rho _i}}+{\displaystyle \frac{1}{2}}{\displaystyle \frac{\gamma _i}{\rho _i^2}}\right]\right)\right\},`$ (3.7)
where in the second line we have written the renormalization group improved result. We insist on the fact that this result, contrary to the various large–$`N_c`$ inspired calculations which have been published so far is the full result to next–to–leading order in the $`1/N_c`$ expansion. The renormalization $`\mu `$ scale dependence as well as the scheme dependence in the factor $`𝒮`$ cancel exactly, at the next–to–leading log approximation, with the short distance $`\mu `$ and scheme dependences in the Wilson coefficient $`C_{\mathrm{\Delta }S=2}(\mu )`$ in Eq. (1.6). Therefore, the full expression of the invariant $`\widehat{B}_K`$ factor to lowest order in the chiral expansion and to next–to–leading order in the $`1/N_c`$ expansion which takes into account the hadronic contribution from light quarks below a mass scale $`\mu _{\text{had.}}`$ is then
$`\widehat{B}_K`$ $`=`$ $`\left({\displaystyle \frac{1}{\alpha _\text{s}(\mu _{\text{had.}})}}\right)^{\frac{3}{11}}{\displaystyle \frac{3}{4}}\{1{\displaystyle \frac{\alpha _\text{s}(\mu _{\text{had.}})}{\pi }}{\displaystyle \frac{1229}{1936}}+𝒪\left({\displaystyle \frac{N_c\alpha _\text{s}^2(\mu _{\text{had.}})}{\pi ^2}}\right)`$ (3.8)
$`{\displaystyle \frac{\mu _{\text{had.}}^2}{32\pi ^2F_0^2}}{\displaystyle \underset{i=1}{\overset{\mathrm{}}{}}}[\alpha _i\mathrm{log}\rho _i+{\displaystyle \frac{\beta _i}{\rho _i}}+{\displaystyle \frac{1}{2}}{\displaystyle \frac{\gamma _i}{\rho _i^2}}]\}.`$
The numerical choice of the hadronic scale $`\mu _{\text{had.}}`$ is, a priori, arbitrary. In practice, however, $`\mu _{\text{had.}}`$ has to be sufficiently large so as to make meaningful the truncated pQCD series in the first line. Our final error in the numerical evaluation of $`\widehat{B}_K`$ will include the small effect of fixing $`\mu _{\text{had.}}`$ within the range $`1\text{GeV}\mu _{\text{had.}}3\text{GeV}`$.
* The fact that there is no $`1/Q^2`$ term in the OPE expansion of the function $`𝒲_{LRLR}^{(1)}(Q^2)`$ implies the sum rule
$$\underset{i=1}{\overset{\mathrm{}}{}}\frac{\alpha _i}{\rho _i}+\underset{i=1}{\overset{\mathrm{}}{}}\frac{\beta _i}{\rho _i^2}+\underset{i=1}{\overset{\mathrm{}}{}}\frac{\gamma _i}{\rho _i^3}=6.$$
(3.9)
This sum rule plays an equivalent rôle to the 1st Weinberg sum rule in the case of the $`\mathrm{\Pi }_{LR}(Q^2)`$ two–point function <sup>6</sup><sup>6</sup>6See e.g. ref.. Like in this case, it guarantees the cancellation of quadratic divergences in the integral in Eq. (2.8) and it relates the contribution from Goldstone particles to a specific sum of resonance state contributions. What this means in practice is that, although the Goldstone pole does not contribute to the integral in Eq. (2.8) defined in dimensional regularization, the normalization of the function $`W[z]`$ at $`z=0`$ is, precisely, fixed by the residue of the Goldstone pole contribution; i.e., $`W[0]=6`$.
* The slope at the origin of the function $`W[z]`$ is fixed by a linear combination of coupling constants of the $`𝒪(p^4)`$ Gasser–Leutwyler Lagrangian , with the result <sup>7</sup><sup>7</sup>7The r.h.s. in Eq. (3.10) agrees with the expression reported in ref. .
$$\underset{i=1}{\overset{\mathrm{}}{}}\frac{\alpha _i}{\rho _i^2}+2\underset{i=1}{\overset{\mathrm{}}{}}\frac{\beta _i}{\rho _i^3}+3\underset{i=1}{\overset{\mathrm{}}{}}\frac{\gamma _i}{\rho _i^4}=24\frac{\mu _{\text{had.}}^2}{F_0^2}[2L_1+5L_2+L_3+L_9].$$
(3.10)
The numerical evaluation of $`\widehat{B}_K`$ in Eq. (3.8) requires the input of the mass ratios $`\rho _i`$ and couplings $`\alpha _i`$, $`\beta _i`$ and $`\gamma _i`$ of the narrow states which fill the details of the hadronic spectrum of light flavours. Our goal is to find the minimal hadronic ansatz of pole terms of the form shown in Eq. (3.1) which satisfies the short–distance and long–distance constraints discussed above, and use then this minimal hadronic ansatz to evaluate the integral in Eq. (2.8). The fact that the function $`W[z]`$ is an order parameter of S$`\chi `$SB ensures that it has a smooth behaviour in the ultraviolet and it is then reasonable to approximate it by a few states. (There is no need here for an infinite number of narrow states to reproduce the asymptotic behaviour of pQCD, as it would be the case with a Green’s function which is not an order parameter of S$`\chi `$SB.) This procedure has been successfully tested in other examples, like the calculation of the electroweak $`\pi ^+\pi ^0`$ mass difference and the decay of pseudoscalars into lepton pairs , and it has been applied to the evaluation of matrix elements of electroweak penguin operators as well <sup>8</sup><sup>8</sup>8See also refs. and refs. for other recent evaluations of electroweak penguin operators..
## 4 Numerical Evaluation and Conclusions
We now proceed to the numerical evaluation of the analytic result for $`\widehat{B}_K`$ in Eq. (3.8) by successive improvements in the hadronic input.
The crudest approximation is the one where the only terms of the next–to–leading order in the $`1/N_c`$ expansion which are retained are those from the first line in Eq. (3.8). This implicitly assumes that all the way down to the hadronic $`\mu _{\text{had.}}`$ scale there is only pQCD running and that the hadronic contribution below the $`\mu _{\text{had.}}`$ scale due to light quarks is negligible. One can see that from the integral in Eq. (2.8), if we write it in an equivalent cut–off form:
$$_0^1𝑑zW[z]+_1^{\mathrm{\Lambda }^2/\mu _{\text{had.}}^2}𝑑zW_{\text{OPE}}[z],$$
(4.1)
with $`\mathrm{\Lambda }^2=\mu ^2\mathrm{exp}\left(1+\frac{𝒮}{}\right)`$, and where in the second integral we use the asymptotic OPE expression in Eq. (3.3). The approximation we are discussing is the one where the first low–energy integral is simply neglected. The result of this next–to–leading log (nll) approximation is to bring up the large–$`N_c`$ prediction in Eq. (1.9) to a value which, including an estimate of higher order corrections, (we use $`\mathrm{\Lambda }_{\overline{MS}}^{(3)}=(372\pm 40)\text{MeV}`$,) but ignoring the systematic errors involved in the neglect of the hadronic contribution, would be
$$\widehat{B}_K|_{\text{nll}}0.96\pm 0.04\text{for}\mu _{\text{had.}}=1.4\text{GeV}.$$
(4.2)
The problem, however, with this simple estimate is that the underlying assumption of neglecting entirely the low–energy hadronic integral does not satisfy any of the long–distance matching constraints discussed in the previous section.
One can considerably improve on the previous estimate by taking into account the contribution from the lowest hadronic state to the low–energy hadronic integral, the $`\rho `$ vector meson. It turns out that, in the presence of possible triple poles in Eq. (3.1), this is the minimal hadronic ansatz approximation at which one can fix the large–$`N_c`$ hadronic expression in Eq. (3.1) to satisfy the two matching constraints in Eqs. (3.9) and (3.10) as well as the first non–trivial constraint from the OPE in Eq. (3.3). In fact, it has been shown that the phenomenological values of the $`L_i`$ constants which appear on the r.h.s. of Eq. (3.10) agree well with those obtained from the integration of the lowest vector state alone <sup>9</sup><sup>9</sup>9The constant $`L_3`$ gets also an extra contribution from the lowest scalar state, but it is rather small.. In this approximation , the sum rule in Eq. (3.10) becomes simply
$$\alpha _V\rho _V^2+2\beta _V\rho _V+3\gamma _V=21\rho _V^3,\text{with}\rho _V=M_V^2/\mu _{\text{had.}}^2.$$
(4.3)
Using this constraint, together with Eqs. (3.4) and (3.9) restricted to the lowest hadronic state, we can then solve for $`\alpha _V`$, $`\beta _V`$ and $`\gamma _V`$ in terms of $`\rho _V`$ with the result:
$$\alpha _V=24\pi \alpha _s\rho _VF_0^2/M_V^2,\beta _V=\rho _V(3\rho _V+2\alpha _V),\text{and}\gamma _V=\rho _V^2(9\rho _V+\alpha _V).$$
(4.4)
The resulting $`W[z]`$ function, normalized to its value at the origin $`W[0]=6`$, is plotted in Fig. 1 below as a function of $`z=Q^2/\mu _{\text{had.}}^2`$. Also shown in the same plot are the chiral perturbation behaviour of the $`W[z]`$ function from the knowledge of its value and the slope at the origin (the green line) and the corresponding behaviour from the OPE expression in Eq. (3.3) (the blue line). We can now make an improved estimate of $`\widehat{B}_K`$ by calculating the integral
$$_0^{\widehat{z}}𝑑zW[z]+_{\widehat{z}}^{\mathrm{\Lambda }^2/\mu _{\text{had.}}^2}𝑑zW_{\text{OPE}}[z],$$
(4.5)
with $`W[z]`$ in the first integral approximated by the minimal hadronic ansatz just discussed. The choice of $`\widehat{z}`$ which minimizes the dependence of $`\widehat{B}_K`$ on $`\widehat{z}`$ is the one at which the two curves $`W[z]`$ and $`W_{\text{OPE}}[z]`$ intersect. In terms of this $`\widehat{z}`$, which separates the long–distance part of the integral estimated with the minimal hadronic ansatz and the short–distance part of the integral estimated with the leading OPE behaviour, the resulting expression for $`\widehat{B}_K`$ is
$`\widehat{B}_K=\left({\displaystyle \frac{1}{\alpha _\text{s}(\mu _{\text{had.}})}}\right)^{\frac{3}{11}}{\displaystyle \frac{3}{4}}\{1{\displaystyle \frac{\alpha _\text{s}(\mu _{\text{had.}})}{\pi }}[{\displaystyle \frac{1229}{1936}}{\displaystyle \frac{3}{4}}\mathrm{log}\widehat{z}]+𝒪\left({\displaystyle \frac{N_c\alpha _\text{s}^2(\mu _{\text{had.}})}{\pi ^2}}\right)`$
$`{\displaystyle \frac{\mu _{\text{had.}}^2}{32\pi ^2F_0^2}}[\alpha _V\mathrm{log}{\displaystyle \frac{\widehat{z}+\rho _V}{\rho _V}}\beta _V({\displaystyle \frac{1}{\widehat{z}+\rho _V}}{\displaystyle \frac{1}{\rho _V}}){\displaystyle \frac{\gamma _V}{2}}({\displaystyle \frac{1}{(\widehat{z}+\rho _V)^2}}{\displaystyle \frac{1}{\rho _V^2}})]\}.`$ (4.6)
As seen in Fig. 1, which corresponds to $`\mu _{\text{had.}}1.4\text{GeV}`$, $`F_0=85.3\text{MeV}`$ and $`M_V=770\text{MeV}`$, the intersection of the hadronic curve and the OPE curve happens at a value $`\widehat{z}0.39`$ (i.e. $`Q0.88\text{GeV}`$), at which value Eq. (4) gives
$$\widehat{B}_K0.38.$$
(4.7)
The stability of $`\widehat{B}_K`$ versus $`\widehat{z}`$ is rather good, and it is shown in Fig. 2 for the same input values as in Fig. 1.
Notice that, if we had had a perfect matching between the minimal hadronic ansatz and the OPE, we could have taken the limit $`\widehat{z}\mathrm{}`$ in Eq. (4) and find again the same result as in Eq. (3.8) with the sum over hadronic states restricted to the lowest vector state. The fact that, as seen in Fig. 1, the matching is not perfect is not surprising; it is due to the restriction of the infinite sum in Eq. (3.1) to just the couplings of the lowest vector state. It is quite remarkable that, already at this approximation, the quality of the matching is so good. The advocated choice of a $`\widehat{z}`$ which minimizes the value of $`B_K`$ at the separation between a low $`Q^2`$ region and a high $`Q^2`$ region implicitly assumes that the leading term of the OPE controls reasonably well the behaviour of the underlying Green’s function $`W[z]`$ down to $`Q`$ values in the region 0.8GeV<
Q<
1GeV0.8GeV<
𝑄<
1GeV0.8\,\mbox{\rm GeV}{\ \lower-1.2pt\vbox{\hbox{\hbox to0.0pt{$<$\hss}\lower 5.0pt\vbox{\hbox{$\sim$}}}}\ }Q{\ \lower-1.2pt\vbox{\hbox{\hbox to0.0pt{$<$\hss}\lower 5.0pt\vbox{\hbox{$\sim$}}}}\ }1\,\mbox{\rm GeV}<sup>10</sup><sup>10</sup>10In principle it is possible to improve on the minimal hadronic ansatz approximation we are adopting here by allowing for couplings of higher states in Eq. (4) provided of course that higher order terms in the OPE (or the chiral expansion) of the function $`W[z]`$ are calculated as well. This is under investigation at present.
In order to quantify the errors in Eq. (4.7) we proceed as follows: for every choice of $`\mu _{\text{had.}}`$ one finds the corresponding value of $`\widehat{z}`$ for which the hadronic ansatz and the OPE intersect. This value of $`\widehat{z}`$ is then used in Eq. (4) to obtain $`\widehat{B}_K`$. The error is estimated by allowing for a reasonable variation of the input parameters: $`M_V=770\pm 30\text{MeV}`$ and $`1`$ GeV$`\mu _{\text{had.}}3`$ GeV. The corresponding values for $`\widehat{B}_K`$ are given in Table 1. They correspond to the spread of values:
$$0.33\widehat{B}_K0.44.$$
(4.8)
One way to quantify the systematic error of the minimal hadronic ansatz approximation of this calculation would be to include in the analysis e.g. higher order terms in Eq. (3.3). Until we do that we suggest as a cautious rule-of-thumb estimate of this uncertainty to round off the spread in Eq. (4.8) to an overall $`30\%`$ of the central value, with the result
$$\widehat{B}_K=0.38\pm 0.11.$$
(4.9)
Several remarks concerning this result are in order.
* Our result in Eq. (4.9) does not include the error due to next–to–next–to–leading terms in the $`1/N_c`$ expansion nor the error due to chiral corrections in the unfactorized contribution, but we consider it a rather robust prediction of $`\widehat{B}_K`$ in the chiral limit and at the next-to-leading order in the $`1/N_c`$ expansion.
* Our calculation shows a crucial qualitative issue, which is the fact that the low–energy hadronic contribution below a mass scale 1GeV<
μhad.<
3GeV1GeV<
subscript𝜇had.<
3GeV1\,\mbox{\rm GeV}{\ \lower-1.2pt\vbox{\hbox{\hbox to0.0pt{$<$\hss}\lower 5.0pt\vbox{\hbox{$\sim$}}}}\ }\mu_{\mbox{\rm{\scriptsize had.}}}{\ \lower-1.2pt\vbox{\hbox{\hbox to0.0pt{$<$\hss}\lower 5.0pt\vbox{\hbox{$\sim$}}}}\ }3\,\mbox{\rm GeV} brings down, rather dramatically, the value of $`\widehat{B}_K|_{\text{nll}}`$ in Eq. (4.2) evaluated at that scale. We can already conclude that any calculation which ”ignores” the details of the low–energy hadronic contribution will give an overestimate of $`\widehat{B}_K`$.
* The result in Eq. (4.9) is compatible with the current algebra prediction which, to lowest order in chiral perturbation theory, relates the $`B_K`$ factor to the $`K^+\pi ^+\pi ^0`$ decay rate. In fact, our calculation of the $`B_K`$ factor can be viewed as a successful prediction of the $`K^+\pi ^+\pi ^0`$ decay rate!
* As discussed in ref. the bosonization of the four–quark operator $`Q_{\mathrm{\Delta }S=2}`$ and the bosonization of the operator $`Q_2Q_1`$ which generates $`\mathrm{\Delta }I=1/2`$ transitions are related to each other in the combined chiral limit and next–to–leading order $`1/N_c`$ expansion. Lowering the value of $`\widehat{B}_K`$ from the large–$`N_c`$ prediction in Eq. (1.9) to the result in Eq. (4.9) is correlated with an increase of the coupling constant in the lowest order effective chiral Lagrangian which generates $`\mathrm{\Delta }I=1/2`$ transitions, and provides a first step towards a quantitative understanding of the dynamical origin of the $`\mathrm{\Delta }I=1/2`$ rule.
* Finally, we wish to point out that the techniques applied here can be extended as well to include higher order terms in the chiral expansion. It remains to be seen if chiral corrections to the unfactorized term in Eq. (2.3) could be so large, (of order 100%?) as to increase our result in Eq. (4.9) to the values favoured by the lattice QCD determinations <sup>11</sup><sup>11</sup>11See e.g. the latest review in ref. and references therein. as well as by recent phenomenological arguments .
Acknowledgments
We wish to thank Marc Knecht, Hans Bijnens and Ximo Prades for very helpful discussions on many topics related to the work reported here and to Maarten Golterman, Michel Perrottet and Toni Pich for discussions at various stages of this work. One of the authors (S.P.) is also grateful to C. Bernard and Y. Kuramashi for conversations and to the Physics Dept. of Washington University in Saint Louis for the hospitality extended to him while the earlier version of this work was being finished. This work has been supported in part by TMR, EC-Contract No. ERBFMRX-CT980169 (EURODA$`\varphi `$NE). The work of S. Peris has also been partially supported by the research project CICYT-AEN99-0766.
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# 1 Introduction
## 1 <br>Introduction
String theory is a beautiful and dangerous subject. On one hand it is a top achievement of theoretical physics exploiting the most advanced and daring methods. On the other — without a guidance from the experiment it can easily degenerate into a collection of baroque curiosities, some kind of modern alchemy looking for philosopher’s stone.
This danger can be somewhat reduced if we try to study string theory in connection with some concrete physical problem and then extrapolate the gained experience to the Planck domain unreachable by experiments. This is a well established strategy in theoretical physics. For example one can learn about the Cherenkov radiation while studying supersonic aerodynamics. And usually there is the ”back-reaction”: the technical progress at the frontier turns out to be helpful in solving the old problems. Thus, it is conceivable that string theory will provide us with the language for the future theoretical physics.
In this lecture I will examine a number of problems in which the language of string theory is appropriate and effective. We begin with the problem of quark confinement. The task here is to find the string description of the color-electric flux lines emerging in QCD. Recently there has been a considerable progress in this field. Various aspects of it have been reviewed in . I shall not review again these developments and instead concentrate on new results. After that we will discuss some general features of D-branes, conformal gauge theories in higher dimensions, and speculations concerning the cosmological constant.
## 2 The image of gluons and zigzag symmetry
As was explained in the above references, a string theory, needed to describe gauge fields in 4 dimensions, must be formulated in the 5d space with the metric
$$ds^2=d\phi ^2+a^2(\phi )d\stackrel{}{x}^2$$
(1)
This curved 5d space is a natural habitat for the color-electric flux lines. If apart from the pure gauge fields there are some matter fields in the theory, they must correspond to extra degrees of freedom on the world sheet. In some cases these extra degrees of freedom can be balanced so that the field theory $`\beta `$function is equal to zero. These cases are the easiest ones, since the conformal symmetry of the field theory requires conformal symmetry of the string background and determines it completely:
$$a(\phi )e^{\alpha \phi },$$
where $`\alpha `$ is some constant. After an obvious change of variables the metric takes the form
$$ds^2=\sqrt{\lambda }y^2(dy^2+d\stackrel{}{x}^2),$$
(2)
where $`\lambda `$ is related to the coupling constant of field theory. When $`\lambda 1`$ the curvature of this 5d space is small and the 2d sigma model describing the string in the above background is weakly coupled. This greatly simplifies the analyses and we will concentrate on this case. Our aim in this section will be to demonstrate that open strings in this background have some very unusual properties, allowing to identify them with gluons.
Before starting let us recall that at present we have two possible approaches to the question of field-string correspondence. None of them is fully justified but both have certain heuristic power. In the first approach one begins with a stack of D-branes describing a gauge theory and then replace the stack by its gravitational background. In the second approach one doesn’t introduce D-branes and starts directly with the sigma model action, adjusting the background so that the boundary states of this string describe the gauge theory. The key principle here is the zigzag symmetry. This is a requirement that these boundary states consist of vector gluons (and matter fields, if present) and nothing else.
The situation is very unusual. Normally we have an infinite tower of states in both open and closed string sectors. Here we need a string theory in which the closed string sector contains an infinite number of states, while the open sector has a finite number of the field-theoretic states. Our first task will be to explore how this is possible.
To set the stage, let us remember how open strings are treated in the standard case . One begins with the action
$$S=\frac{1}{2}_D(x)^2+i_DA_\mu 𝑑x_\mu ,$$
(3)
where $`D`$ is a unit disc, $`D`$ — its boundary, and $`A_\mu `$ is a vector condensate of the open string states. The possible fields $`A_\mu `$ are determined from the condition that the functional integral
$$Z[A]=Dxe^S$$
(4)
is conformally invariant. The explicit form of this condition is derived by splitting
$$x=c+z,$$
(5)
where $`c`$ is a slow variable, while $`z`$ is fast, and integrating out $`z`$. Conformal invariance requires vanishing of the divergent counterterms and that restricts the background fields. It is convenient to integrate first the fields inside the disk with the fields at the boundary being fixed. That gives the standard boundary action
$$S_B=\frac{1}{2}\frac{dudv}{(uv)^2}(x(u)x(v))^2+iA_\mu 𝑑x_\mu .$$
(6)
We see that $`x_\mu `$ are the Gaussian fields with the correlation function (in the momentum space)
$$<x_\mu (p)x_\nu (p)>\delta _{\mu \nu }p^1.$$
(7)
Expanding the second term in $`z`$ we obtain
$$S_B\frac{1}{2}pz(p)z(p)+_\lambda F_{\sigma \mu }(c)\frac{dc_\mu }{ds}z_\lambda (s)z_\sigma (s)𝑑s.$$
(8)
Using the fact that
$$<z_\lambda (s)z_\sigma (s)>\delta _{\lambda \sigma }^\mathrm{\Lambda }\frac{dp}{p},$$
(9)
where $`\mathrm{\Lambda }`$ is an ultraviolet cut-off, we obtain as condition that the divergence cancel (in this approximation)
$$_\lambda F_{\lambda \mu }=0.$$
(10)
This is the on-shell condition for the massless string mode. Qualitatively the same treatment is applicable to the massive states as well. In this case one perturbs $`S_{B\text{ }}`$ with the operator
$$\mathrm{\Delta }S_B=𝑑s\mathrm{\Psi }(x(s))(\stackrel{.}{x}^2(s)h^2(s))^nh(s),$$
(11)
where $`\mathrm{\Psi }`$ is the scalar massive mode at the level $`2n`$ and $`h(s)`$ is the boundary metric on the world sheet needed for the general covariance of this expression. Conformal invariance of this perturbation means that the $`h(s)`$ dependence must cancel. The cancellation occurs between the explicit $`h`$ -dependence in the above formula and the factors coming from the quantum fluctuations of $`x(s)`$. These factors appear because in the covariant theory the cut-off is always accompanied by the boundary metric
$$h(s)(\mathrm{\Delta }s)_{\mathrm{min}}^2=a^2,$$
(12)
$$\mathrm{\Lambda }^2=\frac{1}{(\mathrm{\Delta }s)_{\mathrm{min}}^2}=\frac{1}{a^2}h(s),$$
(13)
where $`a`$ is an invariant cut-off.
In the one loop approximation (which is not, strictly speaking, applicable here, but gives a correct qualitative picture) we have
$$^2\mathrm{\Psi }M_n^2\mathrm{\Psi }=0,$$
(14)
$$M_n^2n.$$
(15)
This is the on-shell condition for the massive string mode and it was obtained, let us stress it again, from the cancellation between the classical and quantum $`h(s)`$ dependence
Now we are ready to attack the AdS case. Let us consider the string action in this background
$$S=\sqrt{\lambda }_D\frac{(x_\mu )^2+(y)^2}{y^2}+\mathrm{},$$
(16)
where we dropped all fermionic and RR terms. This is legitimate in the WKB limit $`\lambda 1`$ which we will study in this section. To find the counterterms we must once again calculate the boundary action and $`<z_\lambda (s)z_\mu (s)>`$. It is not as easy as in the previous case, but this well-defined mathematical problem was solved in . The answer has the following form
$$S_{cl}=\sqrt{\lambda }𝑑s_1𝑑s_2\kappa _{\mu \nu }(s_1,s_2)z_\mu (s_1)z_\nu (s_2).$$
(17)
After introducing variables $`s=\frac{s_1+s_2}{2}`$ and $`\sigma =s_1s_2`$ and taking the Fourier transform with respect to $`\sigma `$ we obtain the following asymptotic for the kernel in the mixed representation
$$\kappa _{\mu \nu }(p,s)\underset{p\mathrm{}}{}\frac{p^3}{(c^{}(s))^2}[3\frac{c_\mu ^{}c_\nu ^{}}{(c^{})^2}\delta _{\mu \nu }].$$
(18)
¿From this it follows that
$$<z_\mu (s)z_\nu (s)>^{\mathrm{}}\frac{dp}{p^3}<\mathrm{}.$$
(19)
The remarkable feature of this answer is that it implies that *there is no quantum ultraviolet divergences on the world sheet.* Hence, if we add to the action the background fields
$$\mathrm{\Delta }SA_\mu 𝑑x_\mu +\mathrm{\Psi }(x(s))(x^{}(s))^2(h(s))^1𝑑s+\mathrm{}$$
(20)
and treat it in the one loop approximation, we come to the following conclusions. First of all, as far as the $`A`$-term is concerned, it is finite for any $`A_\mu (x)`$ and thus describes the off-shell gluons. This situation is in the sharp contrast with the standard case in which conformal invariance implied the on-shell condition.
Now let us examine the massive mode (11). The only quantum dependence on the cut-off comes from
$$<z_\mu ^{}(s)z_\nu ^{}(s)>\frac{dp}{p}$$
(21)
As a result we obtain the following counterterm
$$\mathrm{\Delta }S\mathrm{\Psi }(x(s))(x^{}(s))^2(\frac{\mathrm{log}h(s)}{h(s)})𝑑s$$
(22)
We see that the only way to keep the theory conformally invariant in this approximation is to set $`\mathrm{\Psi }=0`$. There is also a possibility that at some fixed value of $`\lambda `$ the $`h(s)`$ dependence will go away. However it is impossible to cancel it by a suitable on-shell condition. All this happens because, due to (19), the kinetic energy for the $`\mathrm{\Psi }`$-term is not generated.
There is one more massless mode in the AdS string which requires a special treatment. Let us examine
$$\mathrm{\Delta }S=\mathrm{\Phi }(x(s))_{}y(s)ds,$$
(23)
where $`_{}`$ is a normal derivative at the boundary of the world sheet (which lies at infinity of the AdS space). In the more general case of AdS$`{}_{\text{p}}{}^{}\times `$S$`_\text{q}`$ we have also a perturbation
$$\mathrm{\Delta }S=\mathrm{\Phi }^i(x)n^i(s)_{}yds.$$
(24)
Here we must remember that the string action is finite only if
$$\left(_{}y\right)^2=\left(x^{}\right)^2.$$
(25)
It is easy to see that when we substitute the decomposition (5) into this formula we get the logarithmic divergence (21) once again. We come to the conclusion that the above perturbation is not conformal and must not be present at the boundary. However in the case of (24) there is also a logarithmic term, coming from the fluctuations of $`n^i(s)`$. In the presence of space-time supersymmetry these two divergences must cancel since the masslessness of the scalar fields is protected by the SUSY. Otherwise, keeping the scalar fields massless requires a special fine tuning of the background. It would be interesting to clarify the corresponding mechanism.
Another interesting problem for the future is the fate of the open string tachyon in the AdS space. So far we assumed that it is excluded by the GSO projection. But in the purely bosonic string it may lead to some interesting effects via Sen mechanism .
We come to the following conclusion concerning the spectrum of the boundary states in the AdS-like background. It consists of a few modes which would have been massless in the flat case. The infinite tower of the massive states can not reach the boundary. The above finite set of states must be associated with the fields of the field theory under consideration.
The full justification of this assertion requires the analyses of the Schwinger-Dyson equations of the Yang-Mills theory. It is still absent, and we give some heuristic arguments instead. The loop equation, expressing the Schwinger-Dyson equations in terms of loops has the form
$$\widehat{L}(s)W(C)=WW$$
(26)
where $`W(C)`$ is the Wilson loop and $`\widehat{L}`$ is the loop laplacian and the right hand side comes from the self-intersecting contours. In recent papers we analyzed the action of the loop Laplacian in the AdS space. It was shown that at least in the WKB approximation and in the four -dimensional space-time we have a highly non-trivial relation
$$\widehat{L}(s)T_{}(s)$$
(27)
where $`T_{}(s)`$ is a component of the world sheet energy-momentum tensor at the boundary. When substituted inside the string functional integral the energy momentum tensor receives contributions from the degenerate metrics only. These metrics describe a pinched disk, that is two discs joined at a point. The corresponding amplitude is saturated by the allowed boundary operators inserted at this point. That gives the equation (26 ) provided that the boundary operators of the string are the same as the fields of the field theory. Much work is still needed to make this argument completely precise.
## 3 The D-brane picture
An alternative way to understand gauge fields-strings duality is based on the D-brane approach. It is less general than the sigma model approach described above, but in the supersymmetric cases it provides us with an attractive visual picture. The logic of this method is based on the fundamental conjecture that D-branes can be described as some particular solitons in the closed string sector. One of the strongest arguments in favor of this conjecture is that both D-branes and solitons have the same symmetries and are sources of the same RR fields \[ 8\]. The gauge fields -strings dualities then follows from the D-branes - solitons duality in the limit $`\alpha ^{^{}}0`$. On the D- brane side only the massless gauge field modes of the open string survive in this limit. On the string theory side we have a near horizon limit of the soliton metric \[9 \] , given by (1) . These two theories must be equivalent, if the basic D-brane conjecture is correct.
The connection with the sigma model approach of the previous section follows from the following argument. First of all the closed string background is the same in both cases. As for the open strings, we placed their ends at the boundary of the AdS space where $`a^2\left(\phi \right)\mathrm{}.`$ That means that the effective slope of this strings behaves as
$$\alpha _{open}^{^{}}a^2(\phi )0$$
(28)
and thus only the massless modes are present. We said that the D-brane approach is less general, because in the non-supersymmetric cases there could exist solitons with the required boundary behavior, which are not describable by any combination of D-branes in the flat space.
This fact is related to another often overlooked subtlety. The 3-brane soliton has a metric
$`ds^2`$ $`=`$ $`H^{\frac{1}{2}}(r)(dx)^2+H^{\frac{1}{2}}(r)(dy)^2`$ (29)
$`r^2`$ $`=`$ $`y^2;H(r)=1+{\displaystyle \frac{L^4}{r^4}}`$ (30)
It is often assumed that this metric is an extremum of the action
$$S=S_{bulk}+S_{BI}$$
(31)
where the first term contains the modes of the closed string, while the second is the Born -Infeld action localized on the brane. In the equations of motion the second term will give a delta function of the transverse coordinates.
Would it be the case, where the 3-brane is located? From (30) it is clear that the singularity of the metric is located in the complex domain $`r^4=L^4.`$ Let us try to understand the significance of this fact from the string-theoretic point of view. Consider a string diagram describing the D-brane world volume in the arbitrary order in $`\lambda =g_sN.`$ It is represented by a disc with an arbitrary number of holes. At each boundary one imposes the Dirichlet conditions for the transverse coordinates. An important feature of this diagram is that it is finite. This follows from the fact that the only source of divergences in string theory are tadpoles and for 3-branes their contribution is proportional to the integral $`\frac{d^6k}{k^2}`$ where $`k`$ is the transverse momentum. This expression is infrared finite (which is of course very well known). Thus D-branes in the flat space are described by the well defined string amplitudes. But that contradicts the common wisdom, that one must determine the background from the action (31) , because the *flat space is not a solution,* once the Born-Infeld term is added. More over if we try to deform the flat space, the above disc with holes will loose its conformal invariance.
Let us analyze this apparent paradox. It is related to the fact on a sphere conformal invariance is equivalent to the absence of tadpoles since for any (1,1) vertex operator we have $`<V>_{sphere}=0`$. However on a disc this is not true, the conformal symmetry doesn’t forbid the expectation values of vertex operators. On a disc conformal symmetry and the absence of tadpoles are two different conditions. Which one should we use?
If we denote the bulk couplings by $`\lambda `$ and the boundary couplings by $`\mu `$ we can construct three different objects, the bulk central charge $`c\left(\lambda \right),`$ the ”boundary entropy” $`b(\lambda ,\mu )`$ and the effective action generating the S-matrix, $`S(\lambda ,\mu )=c\left(\lambda \right)+b(\lambda ,\mu )`$ . To ensure conformal invariance we must have
$`{\displaystyle \frac{c}{\lambda }}`$ $`=`$ $`0`$ (32)
$`{\displaystyle \frac{b}{\mu }}`$ $`=`$ $`0`$ (33)
This does not coincide in general with the ”no tadpole condition”
$$\frac{S}{\lambda }=\frac{S}{\mu }=0$$
(34)
In the case of 3-branes the paradox is resolved in an interesting way. The metric (30) has a horizon at $`r=0`$. When we go to the Euclidean signature the horizon, as usual, shrinks to a non-singular point. As a result we have a metric which solves the equation ( 32) and has no trace of the D-brane singularity in it! The paradox is pushed under the horizon.
The conclusion of this discussion is as following. We have two dual and different descriptions of the D-brane amplitudes. In the first description we calculate the amplitudes of a disc with holes *in the flat space.* In this description it is simply inconsistent to introduce the background fields generated by D-branes.
In the second description we forget about the D-branes and study a non-singular closed string soliton. The D-brane conjecture implies that we must get the same answers in these two cases. The situation is analogous to the one we have in the sine-gordon theory, which admits two dual descriptions, either in terms of solitons or in terms of elementary fermions, but not both.
Let us touch briefly another consequence of these considerations. When minimizing the action ( 31) one can find a solution which is singular on the 3-brane and is AdS-space outside of it \[ 11\]. These solutions are known to ”localize” gravitons on the brane and are the basis of the popular ”brane-world” scenarios. It is clear that for the string-theoretic branes this is not a physical solution because the world volume does not contain gravity (being described by the open strings). As we argued above, there must be a horizon, not a singularity. Technically this happens because in string theory the Born-Infeld action is corrected with the Einstein term $`R\sqrt{g}d^{p+1}x`$ , coming from the finite thickness of the brane. It can be shown that the coefficient in front of this term (which is fully determined by string theory) is tuned so that the localization is destroyed. There are no worlds on D-branes. Of course if one compactifies the ambient transverse space, the 4d graviton reappears by the Kaluza-Klein mechanism.
## 4 Conformal gauge theories in higher dimensions
Although our main goal is to find a string theoretic description of the asymptotically free theories, conformal cases are not without interest. They are easier and can be used as a testing ground for the new methods. In this section we briefly discuss conformal bosonic gauge theories in various dimensions \[2 \]. The background in these cases is just the AdS space. We have to perform the non-chiral GSO projection in order to eliminate the boundary tachyon (it would add an instability to the field theory under consideration; we do not consider here an interesting possibility that this instability resolves in some new phase).
The GSO projection in the non-critical string is slightly unusual. Let us consider first d=5 (corresponding to the d=4 gauge theory). In this case we have 4 standard NSR fermions $`\psi _\mu `$ on the world sheet and also a partner of the Liouville field $`\psi _5`$. For the former we can use the standard spin fields defined by the OPE
$$\psi _\mu \times \mathrm{\Sigma }_A\left(\gamma _\mu \right)_{AB}\mathrm{\Sigma }_B$$
(35)
where we use the usual 4$`\times 4`$ Dirac matrices. The spinor $`\mathrm{\Sigma }_A`$ can be split into spinors $`\mathrm{\Sigma }_A^\stackrel{+}{}`$ with positive and negative chiralities. It is easy to check that the OPE for them have the structure
$`\mathrm{\Sigma }^\stackrel{+}{}\times \mathrm{\Sigma }^\stackrel{+}{}`$ $``$ $`(\psi )^{[even]}`$ (36)
$`\mathrm{\Sigma }^\stackrel{+}{}\times \mathrm{\Sigma }^{\stackrel{-}{+}}`$ $``$ $`(\psi )^{[odd]}`$ (37)
The symbols on the RHS mean the products of even/odd number of the NSR fermions. Notice that this structure is the opposite to the one in 10 dimension. In order to obtain the spin operators in 5d we have to introduce the Ising order and disorder operators , $`\sigma `$ and $`\mu `$ , related to $`\psi _5`$. These operators are non-holomorphic and correspond to RR-states. Their OPE have the structure
$`\sigma \times \sigma `$ $``$ $`(\psi _5)^{[even]}`$ (38)
$`\sigma \times \mu `$ $``$ $`(\psi _5)^{[odd]}`$ (39)
Using these relations we obtain the following GSO projected RR spin operator
$$\mathrm{\Sigma }=(\begin{array}{cc}\sigma \mathrm{\Sigma }^+\overline{\mathrm{\Sigma }^+}& \mu \mathrm{\Sigma }^+\overline{\mathrm{\Sigma }^{}}\\ \mu \mathrm{\Sigma }^{}\overline{\mathrm{\Sigma }^+}& \sigma \mathrm{\Sigma }^{}\overline{\mathrm{\Sigma }^{}}\end{array})$$
(40)
It has the property
$$\mathrm{\Sigma }\times \mathrm{\Sigma }\left(\psi \right)^{[even]}$$
(41)
needed for the non-chiral GSO projection, which consists of dropping all operators with the odd number of fermions. Notice also that the non-chiral picture changing operator has even number of fermions. The RR matrix $`\mathrm{\Sigma }`$ has 16 elements. We can now write down the full string action in the AdS<sub>5</sub> space. It has the form
$$S=S_B+S_F+S_{RR}+S_{ghost}$$
(42)
where $`S_B`$ is given by (16), $`S_F`$ by
$$S_F=d^2\xi [\overline{\psi }_M\psi _M+\frac{1}{\sqrt{\lambda }}(\overline{\psi _M}\gamma _\mu \psi _N)^2]$$
(43)
where $`M=1,\mathrm{}5,`$and one have to use the standard spin-connection projected from AdS on the world sheet in the Dirac operator. So far we are describing the usual action of the sigma model with N=1 supersymmetry on the world sheet. The unusual part is the RR term given by
$$S_{RR}=fd^2\xi Tr(\gamma _5\mathrm{\Sigma })e^{\frac{\varphi }{2}}$$
(44)
Here $`e^{\frac{\varphi }{2}}`$ is a spin operator for the bosonic ghost \[12 \] and $`f`$ is a coupling constant (which in one loop approximation is equal to 1).
I believe that this model can be exactly solved, although it has not been done yet. A promising approach to this solution may be based on the non-abelian bosonization in which the fermions $`\psi _M`$ are replaced by the orthogonal matrix $`\mathrm{\Omega }_{MN}`$ with the WZNW Lagrangian. In this case the RR term is simply a trace of this matrix in the spinor representation. This formalism lies in the middle between the NSR and the Green-Schwartz approaches and hopefully will be useful. Meanwhile we will have to be content with the one loop estimates which are justified in some special cases listed below and help to get a qualitative picture in general. In this approach one begins with the effective action
$$S=d^dx\sqrt{G}e^\mathrm{\Phi }\left[\frac{d10}{2}R\left(\mathrm{\Phi }\right)^2\right]+d^dxF_d^2\sqrt{G}$$
(45)
Here $`F_d`$ is the RR d-form and $`F_d^2=G^{A_1A_1^{^{}}}\mathrm{}G^{A_dA_d^{^{}}}F_{A_1\mathrm{}A_d}F_{A_1^{^{}}\mathrm{}A_d^{^{}}}`$ ; the form $`F_d`$ will be assumed to be proportional to the volume form . The dilaton field $`\mathrm{\Phi }`$ is normalized so that $`e^\mathrm{\Phi }=g_s^2`$, where $`g_s`$ is the string coupling constant. Conformal cases involve either constant curvature solutions of the equations of motion or the products of the manifolds with constant curvatures. The dilaton in these cases is also a constant. Such an ansatz is very easy to analyze. Let us begin with the single AdS<sub>d</sub> space. Consider the variation of the metric which preserves the constancy of the curvature
$`\delta G_{AB}`$ $`=`$ $`\epsilon G_{AB}`$ (46)
$`\delta R`$ $`=`$ $`\delta (G^{AB}R_{AB})=\epsilon R`$ (47)
$`\delta \mathrm{\Phi }`$ $`=`$ $`const`$ (48)
That immediately gives the relations
$`{\displaystyle \frac{d10}{2}}R`$ $`=`$ $`0`$ (49)
$`e^\mathrm{\Phi }(1{\displaystyle \frac{d}{2}})R{\displaystyle \frac{d}{2}}F_d^2=0`$ (50)
If the assume that the flux of the RR field is equal to $`N`$, we get $`F_d^2=N^{2.}`$. If we introduce the coupling constant $`\lambda =g_sN=g_{YM}^2N,`$ we obtain the background AdS solution \[2 \] with
$$R\lambda ^210d$$
(51)
We can trust this solution if $`d=10ϵ`$, in which case the curvatures and the RR fields are small and the above one loop approximation is justified. According to the discussion in the preceding sections, this solution must describe the Yang-Mills theory, perhaps with one adjoint scalar, in the space with dimension $`9ϵ.`$ We conclude that this bosonic higher dimensional gauge theory has a conformally invariant fixed point! It may be worth mentioning that this is not atypical for non-renormalizable theories to have such fixed points. For example a nonlinear sigma model in dimension higher than two, where it is non-renormalizable, does have a conformal critical point at which the phase transition to ferromagnetic phase takes place. However it is hard to say up to what values of $`ϵ`$ we can extrapolate this result.
These considerations allow for several generalizations. First of all we can consider products of spaces with constant curvatures by the same method. Take for example the space AdS$`{}_{p}{}^{}\times S_q`$ with curvatures $`R_1`$and $`R_2`$ and $`d=p+q`$. To get the equations of motion in this case it is sufficient to consider the variations
$`\delta G_{ab}`$ $`=`$ $`\epsilon _1G_{ab}`$ (52)
$`\delta G_{ij}`$ $`=`$ $`\epsilon _2G_{ij}`$ (53)
where the first part refers to AdS and the second to the sphere. A simple calculation gives the equations
$`{\displaystyle \frac{d10}{2}}R_1R_2`$ $`=`$ $`0`$ (55)
$`(1{\displaystyle \frac{2}{p}})R_1+{\displaystyle \frac{10d}{2}}=e^\mathrm{\Phi }F_d^2`$
$`(1{\displaystyle \frac{2}{q}})R_2+{\displaystyle \frac{10d}{2}}`$ $`=`$ $`e^\mathrm{\Phi }F_d^2`$ (56)
$`F_d^2`$ $`=`$ $`\lambda ^2R_2^q`$ (57)
Here we assume that the RR flux is permeating the AdS component of space only, being given by the volume form. The last equation follows from the normalization condition of this flux and the extra factor proportional to the volume of $`S_q`$ in the action. Solving this equations we get
$`R_1`$ $`=`$ $`({\displaystyle \frac{10pq}{2}}){\displaystyle \frac{p(q+2)}{pq}}`$ (58)
$`R_2`$ $`=`$ $`({\displaystyle \frac{10pq}{2}}){\displaystyle \frac{q(p+2)}{pq}}`$ (59)
This solution describes bosonic gauge theories with $`q+1`$ adjoint bosons; again it can be trusted if the curvatures are small. Another generalization is related to the fact that strictly speaking we must include the closed string tachyon in our considerations. It was shown in \[14 \] that there exists an interesting mechanism for the tachyon condensation, following from its couplings to the RR fields. It is easy to include the constant tachyon field in our action and to show that it doesn’t change our results in the small curvature limit. According to , in the critical case $`d=10`$ the tachyon leads to the running coupling constants. In the non-critical case there is also a conformal option, described above, in which the tachyon condenses to a constant value.
Finally let us describe the reasons to believe that the conformal solutions can be extrapolated to non-small curvatures and thus the sigma model (42 ) has a conformal fixed point. The first two terms in ( 45) are the expansion of the sigma model central charge. When the couplings are not small, we have to replace
$$\frac{d10}{2}R\frac{c(R)10}{2}$$
(60)
where $`c(R)`$ is the the central charge of the 2d sigma model with the target space having a curvature $`R`$. It decreases , according to Zamolodchikov, along the renormalization group trajectory. We can call this the second law of the renormalization group. Let us conjecture that there is also a *third law*
$`c\left(R\right)`$ $``$ $`0(R+\mathrm{})`$ (61)
$`c\left(R\right)`$ $``$ $`\mathrm{}(R\mathrm{})`$ (62)
The first property follows from the fact that usually the sigma models with positive curvature develop a mass gap and thus there are no degrees of freedom contributing to the central charge. The second equation is harder to justify; we know only that $`c(R)`$ is increasing in the direction of negative curvature.
With this properties and with some general form of the RR terms it is possible to see that the conformal solution to the equations of motion, obtained by the variations ( 46 ), continue to exist when $`ϵ`$ is not small. Of course this is not a good way to explore these solutions. Instead one must construct the conformal algebra for the sigma model action(42 ). This has not been done yet.
## 5 Infrared screening of the cosmological constant and other speculations
In this section we will discuss some speculative approaches to the problems of vacuum energy and space-time singularities. I shall try to revive some old ideas \[15 \], adding some additional thoughts. The motivation to do that comes from the remarkable recent observational findings indicating that the cosmological constant is non- zero, and its scale is defined by the size of the universe (meaning the Hubble constant). These results seem very natural from the point of view advocated in \[ 15\], according to which there is an almost complete screening of the cosmological constant due to the infrared fluctuations of the gravitational field. This phenomenon is analogous to the complete screening of electric charge in quantum electrodynamics found by Landau, Abrikosov and Khalatnikov and nicknamed ”Moscow zero”. Here we will try to argue in favor for another ”zero” of this kind -that of the cosmological constant.
Let us consider at first the Einstein action
$$S=\left(R2\mathrm{\Lambda }_0\right)\sqrt{g}d^4x$$
(63)
Here $`\mathrm{\Lambda }_0`$ is a bare cosmological constant which is assumed to be defined by the Planck scale. It is clear from the form of the action that if we consider the infrared fluctuations of the metric (with the wave length much larger then the Planck scale) their interaction will be dominated by the second term in this formula since it doesn’t contain derivatives. To get some qualitative understanding of the phenomenon, let us consider conformally flat fluctuations of the metric
$$g_{\mu \nu }=\phi ^2\delta _{\mu \nu }$$
(64)
The action takes the form
$$S=[\frac{1}{2}\left(\phi \right)^2\mathrm{\Lambda }_0\phi ^4]d^4x$$
(65)
It has the well known feature of non-positivity. The way to treat it was suggested in and we will accept it, although it doesn’t have good physical justification. To use $`S`$ in the functional integral we will simply analytically continue $`\phi i\phi ;`$ after that the action takes the form
$$S=[\frac{1}{2}\left(\phi \right)^2+\mathrm{\Lambda }_0\phi ^4]d^4x$$
(66)
The infrared fluctuations of $`\phi `$ are relevant and lead to the screening of $`\mathrm{\Lambda }_0`$
$$\mathrm{\Lambda }\frac{1}{\mathrm{log}(M_{pl}L)}$$
(67)
where $`L`$ is an infrared cut-off. More generally we could represent the metric in the form
$$g_{\mu \nu }=\phi ^2h_{\mu \nu };det(h_{\mu \nu })=1$$
(68)
It is not known how to treat the unimodular part of the metric. We can only hope that it will not undo the infrared screening although can change it. Also the screening (67 ) with $`LH^1`$ (where $`H`$ is the Hubble constant ) is not strong enough to explain the fact that $`\mathrm{\Lambda }H^2.`$ It is not impossible that the two problems cure each other. When we have several relevant degrees of freedom, the renormalization group equations governing the $`L`$ dependence of various coupling constants including $`\mathrm{\Lambda }`$ may have a powerlike asymptotic (in contrast with (67 )). Such examples exist, starting from the cases with two independent coupling constants. Thus the infrared limit of the Einstein action (perhaps with the dilaton added ) may be described by a conformal field theory, giving the cosmological constant defined by the Hubble scale. The renormalization group should take us from Planck to Hubble.
Even if this fantasy is realized, we have to resolve another puzzle. It is certainly unacceptable to have a large cosmological constant in the early Universe, since it will damage the theory of nucleosynthesis. At the first glance it seems to create a serious problem for the screening theory,because when the universe is relatively small, the screening is small also and the cosmological constant is large. The way out of this problem is to conjecture that in the radiation dominated universe the infrared cut-off is provided by the curvature of space-time, while in the matter-dominated era it begins to depend on other quantities characterizing the size of the universe. If this is the case, in the early universe we get the screening law $`\mathrm{\Lambda }R`$ instead of $`\mathrm{\Lambda }H^2`$ . Substituting it in the Einstein action we find that at this stage the infrared mechanism simply renormalizes the Newton constant and thus is unobservable. In the matter dominated era the effective $`\mathrm{\Lambda }`$ begin to depend on other things (like the Friedman warp factor $`a`$ ) and that can easily give the observed acceleration of the universe. Thus the change in the infrared screening must be related to a trace of the energy momentum tensor. We can say that in the correct theory the cosmological constant vanishes without the trace. To be more precise, it is disguised as a Newton constant, until the trace of the energy-momentum tensor reveals its true identity. The above picture have some remote resemblance to the scenario suggested recently in .
In spite of the obvious gaps in these arguments, they give a very natural way of relating the cosmological constant to the size of the universe and thus are worth developing. Perhaps the AdS/CFT correspondence will be of some use for this purpose. The main technical problem in testing these ideas is the unusual $`\phi `$ dependent kinetic energy of the $`h`$-field.
We can also notice that the above scenario can explain the dimensionality of space-time. Indeed, if this dimensionality is larger then four, the infrared effects are small, the cosmological constant- large, and we end up in the universe of the Planck size, which is not much fun.
This work was supported in part by the NSF grant PHY9802484.
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# High-gradient theories as new essential ingredient for the beyond-Standard-Model Des(s)ert cuisine: Getting rid of divergences in Feynman graphs, unified “all-in-one” states and origin of generations
## Abstract
Inspiring ourselves by the assumption that the notion of symmetry itself is insufficient to construct the consistent physics of the Desert (the so-called region of energies beyond the Standard Model) and some additional insights are needed, we suggests that high-energy theories must take into account the higher-order variations of fields. With this in mind we propose the generalization of the concepts of kinetic energy and free particle. It is shown that the theory founded on such principles reveals major features of the genuinely high-energy one, first of all, it appears to be free from ultra-violet divergences, even the self-energy loop terms become finite. Also we discuss other arising interesting phenomena such as the high-gradient currents and charges, unified “all-in-one” multi-mass states and origin of generations, VR symmetry, regularization-without-renormalization of SM, etc.
Nowadays there is no clear theory describing the field-particle habitats of the region of energies between the electroweak and Planck scales. Many physicists even name this region the Desert probably supposing that its nature is rather meager in comparison with its low-energy (Standard Model) and high-energy (superstring) borders. The recently known attempts of generalization of SM are concerned with searches for new groups of symmetries and carriers of appropriate interactions. The dream which is inherent to such searches is the one about the theory which would be genuinely high-energetical in the sense, e.g., free from ultraviolet divergences . For instance, the popularity of supersymmetric theories was arisen principally by their (relatively) good ultraviolet behaviour. The number of proposed since then symmetries and corresponding models is so huge that sometimes it is hard to understand whether a paper is devoted to the group theory or to the high-energy physics.
However, it may happen that the notion of symmetry itself is not enough to understand the physics of the Desert and some additional, rather physical than mathematical, insights are needed. The first insight can appear if we begin to physically think about the nature of the Desert. It is almost doubtless that this region is characterized not only by high values of fields but also by high rates of their variations in space and time. Therefore, the first assertion we can make is: (i) The higher-order field variations can not be neglected in the Desert. Further, let us think about the nature of particles, in particular, about the concept of a free particle (field). Indeed, which entity can be regarded as a free (i.e., non-interacting) particle in the region with non-trivial rapidly varying polarized vacua and hence with large radiation corrections and hence with large self-interaction? How can we define the system of free fields in the high-energy regime? Besides, thinking about the mathematical ways of generalization of the Standard Model why should they be based on the modifying of interaction (potential) terms only? What about the generalization of the kinetic energy itself? In view of the previous assertion we suggest that (ii) The usual definition of the free particle becomes insufficient in the Desert and needs to be modified, as well as that (iii) The notion of the kinetic energy should be generalized to take into account the phenomena which appear in the Desert.
So, let us try to materialize these three statements in local Lagrangians. Let us begin with the generic real scalar field action in $`d`$-dimensional flat spacetime
$$S[\varphi ]=(\varphi ,\varphi ,\mathrm{},^{(\mathrm{})}\varphi ,x)d^dx,$$
(1)
with the following high-gradient Lagrangian (throughout the paper we will use the notations of ref.)
$$^{(\mathrm{})}=\frac{1}{2}\underset{k=1}{\overset{\mathrm{}}{}}\mathrm{}_k\left(_{\mu _1\mu _2\mathrm{}\mu _k}\varphi \right)^2U,$$
(2)
where $`\mathrm{}`$ is the order of the highest derivative, $`\mathrm{}_k`$ are some constants of the dimensionality $`\text{L(ength)}^{2(k1)}`$ whereas $`[\varphi ]=\text{L}^{1d/2}`$. In fact, the model we begin with belongs to the class of the higher derivative theories which have a long history but nevertheless below we will try to take a new look at them. It is evident that this Lagrangian satisfies with the points (i) and (iii). To demonstrate the assertion (ii) let us suppose that there are no (external) interactions that means $`U=m^2\varphi ^2/2`$. Further, assuming for simplicity that $`\mathrm{}_1(_{\mu _1}\varphi )^2\mathrm{}_2(_{\mu _1\mu _2}\varphi )^2\mathrm{}\mathrm{}_{\mathrm{}}(_{\mu _1\mathrm{}\mu _{\mathrm{}}}\varphi )^2`$ we preserve in Eq. (2) only the highest-derivative term to obtain
$$\stackrel{~}{}_0^{(\mathrm{})}=\frac{1}{2}\left(_{\mu _1\mathrm{}\mu _{\mathrm{}}}\varphi \right)^2+\frac{(m^2)^{\mathrm{}}}{2}\varphi ^2,$$
(3)
where we have fixed $`\mathrm{}_{\mathrm{}}`$ and rescaled the scalar field to be of the dimensionality $`\text{L}^{\mathrm{}d/2}`$. The equation of motion which follows,
$$\left[^{\mathrm{}}(m^2)^{\mathrm{}}\right]\varphi =0,$$
(4)
contains the usual Klein-Gordon because $`^{\mathrm{}}(m^2)^{\mathrm{}}=\left[^\mathrm{}1(m^2)^\mathrm{}1\right]\left(+m^2\right),`$ etc. We will call the field/particles governed by such equations as the $`\mathrm{}`$-free particles understanding that the standard notion of the free particle recovers when $`\mathrm{}1`$. This is the reflection of the suggestion (ii) above. From the viewpoint of the deterministic principle it means that the world-line history of a particle becomes depending on the initial data not only of fields and their first derivatives but also of their higher derivatives that agrees with the assertion (i) and seems to be true in the highly inhomogeneous and rapidly varying Desert. The satisfaction with the correspondence principle can also be seen in the Fourier space where Eq. (4) takes the algebraic form
$$\left(k^2\mathrm{}m^2\mathrm{}\right)\varphi _k=0.$$
(5)
Expanding it in series near the point $`\mathrm{}=1`$ we have
$`{\displaystyle \frac{k^2}{\mathrm{\Lambda }^2}}\left[1+{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{n!|}}\left((\mathrm{}1)\mathrm{ln}{\displaystyle \frac{k^2}{\mathrm{\Lambda }^2}}\right)^n\right]`$ (6)
$`{\displaystyle \frac{m^2}{\mathrm{\Lambda }^2}}\left[1+{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{n!|}}\left((\mathrm{}1)\mathrm{ln}{\displaystyle \frac{m^2}{\mathrm{\Lambda }^2}}\right)^n\right]=0,`$ (7)
where $`\mathrm{\Lambda }`$ is some characteristic momentum. One can see that these series converge to the Fourier-image of the usual Klein-Gordon not only when $`\mathrm{}1`$ but also when $`k^2`$ and $`m^2\mathrm{\Lambda }^2`$. Besides, to obtain, e.g., the exponent $`k^2\mathrm{}`$ it should be $`k>\mathrm{\Lambda }`$ otherwise we would have either $`\mathrm{}<1`$ or alternating series which converge to an oscillating function. Thus, we see that the usual ($`\mathrm{}=1`$)-field theories and models appear to be the low-energy limits of the high-gradient ones with respect to the characteristic value.
It is interesting that looking at the Fourier expansions above one can observe that the high-gradient theories also appear to be the generalization of some theories which do not have any clear local representation in coordinate space. These are, for example, fractional-derivative theories (if we take noninteger $`2\mathrm{}`$) and logarithmic-momenta theories (if we take a finite number of terms in the series). In coordinate space the formers have doubtful (non-local) definition through integrals whereas the latters have no local derivative formulation at all because appear when considering dynamical systems with constraints in the phase space.
Further, at even $`\mathrm{}`$ there arises the symmetry between virtual tachyons and real particles. The formers are known to do not satisfy with causal on-mass-shell requirement and have states with complex mass. The number of the real-virtual partners (including “antiparticles” $`mm`$) is determined in fact by zeros of left-hand side of Eq. (5): at $`\mathrm{}=2`$ we have VR fourplet $`\pm m`$, $`\pm im`$, at $`\mathrm{}=4`$ we have VR octuplet $`\pm m,\pm im,\pm \sqrt{i}m,\pm i\sqrt{i}m`$, etc. It is unclear whether VR symmetry is just broken in low-energy regime (like supersymmetry) or does not exist in Nature at all. It seems that the latter is more probable because, e.g., the $`\mathrm{}`$-generalized propagator for boson fields has non-removable singularities at even $`\mathrm{}`$, as will be shown below. Be that as it may, fermionic fields do not have the VR symmetry: in the Fermi case we have, to a highest-order gradient,
$$\stackrel{~}{}^{(\mathrm{})}=i\overline{\psi }\gamma ^\mu _\mu ^{\frac{\mathrm{}1}{2}}\psi U(\overline{\psi },\psi ),$$
(8)
and in the case of ($`\mathrm{}`$-)free field, $`U_0=(1)^{(\mathrm{}+1)/2}m^{\mathrm{}}\overline{\psi }\psi `$, we obtain the following $`\mathrm{}`$-Dirac equation
$$\left[i\gamma ^\mu _\mu ^{\frac{\mathrm{}1}{2}}(1)^{\frac{\mathrm{}1}{2}}m^{\mathrm{}}\right]\psi =0,$$
(9)
which is meaningful at odd $`\mathrm{}`$ only.
Noether theorem. The important step we proceed now is the formulation of the notion of conserved current which is crucial both for creating the high-gradient models with specific symmetries and for functional-integral quantization of high-gradient theories . We demonstrate the Noether theorem for the high-gradient scalar field but the generalization for fields with more spacetime or internal indices is trivial. So, let us suppose that the action (1) is invariant under the group of transformations $`x_{}^{}{}_{}{}^{\mu }=x^\mu +\delta x^\mu ,`$ $`\varphi ^{}(x)=\varphi (x)+\delta \varphi (x),`$ where the variations are characterized by the infinitesimal parameter(s) $`\delta \omega ^\mu `$: $`\delta x^\mu =X_\nu ^\mu \delta \omega ^\nu ,\delta \varphi (x)=\mathrm{\Phi }_\nu \delta \omega ^\nu (_\nu \varphi )\delta x^\nu ,`$ and we are working in the standard approximation to the order $`O(\delta x^2)`$. Let us give the final result: provided the generalized equations of motion,
$`0={\displaystyle \frac{\delta S}{\delta \phi }}{\displaystyle \frac{}{\varphi }}+{\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}(1)^k_{\mu _1\mathrm{}\mu _k}{\displaystyle \frac{}{(_{\mu _1\mathrm{}\mu _k}\varphi )}},`$are hold, the conserved Noether $`\mathrm{}`$-current, $`_\mu J_\nu ^\mu =0`$, has the following form
$`J_\nu ^\mu ={\displaystyle \frac{}{(_\mu \varphi )}}\mathrm{\Phi }_\nu \theta _\alpha ^\mu X_\nu ^\alpha +`$ (10)
$`{\displaystyle \underset{k=2}{\overset{\mathrm{}}{}}}\stackrel{ˇ}{}_{\mu _1\mathrm{}\mu _{k1}}\left[{\displaystyle \frac{}{(_{\mu _1\mathrm{}\mu _{k1}\mu }\varphi )}}(\mathrm{\Phi }_\nu X_\nu ^\alpha _\alpha \varphi )\right],`$ (11)
where
$`\theta _\nu ^\mu ={\displaystyle \frac{}{(_\mu \varphi )}}_\nu \varphi \delta _\nu ^\mu ,`$and it is assumed that
$`\stackrel{ˇ}{}_{\mu _1..\mu _j}[AB](_{\mu _1..\mu _j}A)B(_{\mu _1..\mu _{j1}}A)_{\mu _j}B+\mathrm{}`$ (12)
$`+(1)^jA_{\mu _1..\mu _j}B.`$ (13)
The conserved $`\mathrm{}`$-charge can be defined in a standard way as the integral of $`J_\nu ^0`$ over the spatial $`(d1)`$-volume $`V`$. It should not be forgotten that, first, the Noether current can obtain (or loose) extra indices in dependence on indices of both fields and transformation generators, and, second, that the symmetrization over its indices can always be imposed.
Further, at the pure translations ($`X_\nu ^\mu =\delta _\nu ^\mu ,\mathrm{\Phi }=0`$) we have the $`\mathrm{}`$-generalized energy-momentum tensor
$$T_\nu ^\mu =\theta _\nu ^\mu +\underset{k=2}{\overset{\mathrm{}}{}}\stackrel{ˇ}{}_{\mu _1\mathrm{}\mu _{k1}}\left[\frac{}{(_{\mu _1\mathrm{}\mu _{k1}\mu }\varphi )}_\nu \varphi \right],$$
(14)
which replaces the ordinary one in the Desert, whereas at the purely internal global $`U(1)`$ transformations of a complex componentless field, $`\psi e^{i\mathrm{\Lambda }}\psi ,\psi ^{}e^{i\mathrm{\Lambda }}\psi ^{},`$ the conserved current is given as a superposition of the usual one and the sum of the high-gradient currents:
$`J^\mu =i\left[{\displaystyle \frac{}{(_\mu \varphi )}}\varphi {\displaystyle \frac{}{(_\mu \varphi ^{})}}\varphi ^{}\right]+{\displaystyle \underset{k=2}{\overset{\mathrm{}}{}}}J_{(k)}^\mu ,`$ (15)
$`J_{(k)}^\mu =i\stackrel{ˇ}{}_{\mu _1..\mu _{k1}}[{\displaystyle \frac{}{(_{\mu _1..\mu _{k1}\mu }\psi )}}\psi `$ (16)
$`{\displaystyle \frac{}{(_{\mu _1..\mu _{k1}\mu }\psi ^{})}}\psi ^{}],`$ (17)
and it is doubtless that the appearance of high-gradient currents for any given symmetry is inevitable in Desert.
Quantization. Once we have the notion of the conserved current we can quantize the theory using Schwinger’s currents formulation and functional integral methods . Let us begin with the $`\mathrm{}`$-Klein-Gordon equation in the presence of a source current
$$\left[^{\mathrm{}}(m^2)^{\mathrm{}}\right]\varphi _0=J,$$
(18)
hence its solution is
$$\varphi _0(x)=\mathrm{\Delta }_F^{(\mathrm{})}\left(xy\right)J(y)d^dy$$
(19)
where $`\mathrm{\Delta }_F^{(\mathrm{})}\left(x\right)`$ is the $`\mathrm{}`$-Feynman propagator obeying the $`\mathrm{}`$-Klein-Gordon equation with the distributional source
$$\left[^{\mathrm{}}(m^2)^{\mathrm{}}\right]\mathrm{\Delta }_F^{(\mathrm{})}\left(x\right)=\delta ^{(d)}(x).$$
(20)
The vacuum-to-vacuum transition amplitude is given by
$`Z_0[J]=\text{exp}\left[{\displaystyle \frac{i}{2}}{\displaystyle J(x)\mathrm{\Delta }_F^{(\mathrm{})}\left(xy\right)J(y)d^dxd^dy}\right].`$If there exists an interaction $`^{(\mathrm{})}=_0^{(\mathrm{})}+_{\text{int}}^{(\mathrm{})},`$ $`U=(m^2)^{\mathrm{}}\varphi ^2/2+U_{\text{int}}`$ then the complete generating functional is (up to normalizing factor)
$$Z[J]=\text{exp}\left[i_{\text{int}}^{(\mathrm{})}\left(\frac{1}{i}\frac{\delta }{\delta J}\right)d^dx\right]Z_0[J],$$
(21)
which should be expanded in terms of perturbation series, Feynman diagrams, and all that. The crucial point here is the $`\mathrm{}`$-Feynman propagator. Resolving Eq. (20) we obtain (omitting the imaginary Breit-Wigner terms in the denominator)
$$\mathrm{\Delta }_F^{(\mathrm{})}\left(x\right)=\frac{(1)^\mathrm{}1}{(2\pi )^d}\frac{e^{ikx}}{k^2\mathrm{}m^2\mathrm{}}d^dk,$$
(22)
or, alternatively, performing the Wick rotation we have in Euclidean space:
$`\mathrm{\Delta }_F^{(\mathrm{})}\left(x\right)={\displaystyle \frac{i}{(2\pi )^d}}{\displaystyle \frac{e^{ik_Ex}}{k_E^2\mathrm{}+(1)^{\mathrm{}+1}m^2\mathrm{}}d^dk_E},`$and considering Eq. (7) it is easy to see that the $`\mathrm{}`$-Feynman propagator generalizes the usual one for energies above (and, by the way, perhaps below ) some characteristic scale $`\mathrm{\Lambda }`$. The fermionic $`\mathrm{}`$-Feynman propagator has a similar form ($`\mathrm{}`$ must be odd):
$$\mathrm{\Delta }_F^{(\mathrm{})}\left(x\right)=\frac{(1)^{\frac{\mathrm{}1}{2}}}{(2\pi )^d}\frac{e^{ipx}}{p/p^\mathrm{}1m^{\mathrm{}}}d^dp,$$
(23)
following the $`\mathrm{}`$-Dirac equation above.
Unified all-in-one mass states and origin of generations. Let us consider first the bosonic case. If instead of the simplified theory (3) one considers the more general one (2) then it removes (completely or particularly) the degeneration of the propagator’s pole:
$$\frac{1}{k^2\mathrm{}m^2\mathrm{}}\frac{1}{(k^2m_1^2)^{a_1}\mathrm{}(k^2m_N^2)^{a_N_{\mathrm{}}}},$$
(24)
where $`a_i(i=1,2,\mathrm{},N_{\mathrm{}})`$ are the multiplicities of roots, $`1N_{\mathrm{}}\mathrm{}`$ becomes the number of multiple-mass states, $`m_i=m_i(\mathrm{}_j,m)`$ are masses of states. Thus, in principle one particle degree of freedom can have several $`1N_{\mathrm{}}\mathrm{}`$ mass states which will be therefore named as the unified “all-in-one” multi-mass states. It is interesting phenomenon and perhaps it can be the natural explanation of such mysteries as the origin of masses and the existence of several generations of the particles (as well as oscillations between them) which have very similar characteristics (charge, spin, etc.) but sharply different values of masses. At least, it explanates why the maximal number of fermionic generations is an odd number. The maximally possible number of generations is determined by that of the fermionic $`\mathrm{}`$-Feynmann propagator’s poles (fully non-degenerate case), therefore, the more we deepen into the Desert the bigger are $`\mathrm{}`$’s and hence the number of generations. One may object that the fermionic propagator in SM has only one pole whereas the number of generations is three. However, it should not be forgotten that SM is infinite in ultraviolet domain hence incomplete , therefore, it “describes” rather than “explanates” the existing symmetries and generations. This at least means that SM should be updated in its highest-energy scale margin to take into account high-gradient corrections, see the program-minimum below.
However the most striking benefit we have obtained is the absolute power over the divergences. Returning to Eq. (22) we see that $`\mathrm{}`$-Feynman propagators converge for $`\mathrm{}>d/2`$ (bosons) and $`\mathrm{}>d`$ (fermions). In fact, it is the consequence of the fact that high-gradient theories properly take into account high-energy corrections. It immediately means that all the integrals of the theory, including the self-energy loops, have good (or, at least, controlled) ultra-violet behavior because they are given as the products of propagators
$`I{\displaystyle \mathrm{\Delta }_F^{(\mathrm{})}\left(x_1y_1\right)\mathrm{}\mathrm{\Delta }_F^{(\mathrm{})}\left(y_ky_M\right)d^dy_1\mathrm{}d^dy_M},`$in dependence on the topology of a concrete diagram. It should be noted that $`N`$-supersymmetry-based models have much less well-defined ultraviolet behaviour in the most realistic case $`N=1`$ besides there exists the problem of superpartners. Besides, the self-energy loops $`\mathrm{\Delta }_F^{(\mathrm{})}\left(0\right)`$ become finite but, unlike $`N=1`$ rigid supersymmetry theories, not necessary zero and hence can be regarded as the fundamental charasteristics of vacuum hence of the Nature.
Symmetry. Any concrete model within the frameworks of a given theory can be constructed founding on a particular group of symmetry. Even if high-gradient and ordinary models have the same symmetry their properties (first of all, currents and charges) in the general case $`\mathrm{}\to ̸1`$ are different due to appearance of the high-gradient currents (however, it does not mean yet that the conservation law of, e.g., electrical charge breaks in high-gradient theories: simply the definition of a charge should be updated to include high-gradient corrections). Therefore, when trying to construct the consistent beyond-SM physics it is necessary to understand which symmetry survives in the Desert. Generally speaking, there we can encounter the fact that many habitual gauge or even global and discrete symmetries (such as $`CPT`$) become approximate. On the other hand, there can appear a number of explicit and hidden symmetries which are inherent to high-derivative systems including the high-derivative supersymmetries (with the known simplifications caused by nature of Grassmanian variables) and Riemann-Weyl-Cartan ones (in the vicinity of the high-energy border of the Desert where spacetime cannot be supposed flat or even locally flat). All these circumstances can sufficiently complicate the constructing of physical models but nobody asserts that trips across deserts are easy. Besides, it should be remembered that we have the large advantage of possessing the well-defined finite perturbation theory, therefore, high-gradient models are calculable hence verifiable independently of whether they are “renormalizable” or no.
Further, let us demonstrate the two viewpoints concerning ways of the heuristic constructing of desert models illustrating them on the simple $`d`$-dimensional example, quantum electrodynamics (which, however, should be regarded just as a toy illustration rather than realistic extrapolation because SM contains QED only as a part of the underlying non-Abelian theory):
$$_{QED}=i\overline{\psi }\gamma ^\mu D_\mu \psi +m\overline{\psi }\psi +_F,$$
(25)
where $`D_\mu =_\mu ieA_\mu `$, and $`_F=(1/4)F_{\mu \nu }F^{\mu \nu }+_{GF},`$ where $`_{GF}`$ is the gauge-fixing term. The minimal $`\mathrm{}`$-generalization of the theory leads to the redefinition of covariant derivative such that
$$_{\mathrm{}QED}=i\overline{\psi }\gamma ^\mu D_\mu ^{(\mathrm{})}\psi +(1)^{\frac{\mathrm{}1}{2}}m^{\mathrm{}}\overline{\psi }\psi +\mathrm{}_F,$$
(26)
where $`D_\mu ^{(\mathrm{})}=_\mu ^{\frac{\mathrm{}1}{2}}ieA_\mu `$, $`\mathrm{}`$ is some constant of the dimensionality $`\text{L}^{2(\mathrm{}1)}`$, and $`[\psi ]=\text{L}^{(\mathrm{}d)/2}`$, $`[A_\mu ]=\text{L}^{2\mathrm{}d/2}`$. One can see that the $`D^{(\mathrm{})}`$-term preserves the global $`U(1)`$ symmetry but explicitly breaks the gauge one. Then the first viewpoint tells the following: such a gauge symmetry does survive in the Desert and hence additional terms should be inserted in the Lagrangian to restore it that can easily be done. The previous definitions of currents and charges are only approximate, in high-energy regime they should be replaced with the $`\mathrm{}`$-generalized ones. Unlike the first point of view the second one asserts that: (a) this symmetry eventually dies in the Desert, (b) this Lagrangian satisfies with the correspondence principle, therefore, it can be considered “as is”, and hence the main questions are where it goes, what are its symmetries, conserved values, etc. Of course, the represented opposite views are quite radical, and it is clear that the correct way should lay somewhere between them.
Program-minimum. All the above-mentioned recipes of the consistent constructing of the Desert field theory give in aggregate the program-maximum. It is necessary also to outline the minimal or “regularization without renormalization” program which is applicable in the lower-bound margin of the Desert and less painful because it can be applied to the Standard Model in the present form without the full $`\mathrm{}`$-generalization of matter (fermionic) or gauge fields. Let us recall the set of SM particles: (i) gauge bosons $`W^\pm `$, $`Z`$, $`A`$ which are expressed as superposition of $`SU(2)`$ gauge triplet $`W^a`$ and $`U(1)`$ field B, (ii) fermions: three generations of leptons and quarks, (iii) eight gluons $`G_\mu ^a`$, (iv) Higgs doublet, (v) Faddeev-Popov ghosts (unphysical scalar particles with the Fermi-Dirac statistics which were introduced to preserve unitarity ): eight gluon’s ones and four ghosts of the gauge bosons. The ghosts are of special interest now, see also ref. . Due to their unphysical properties they can appear only as internal lines of diagrams and play the role of auxiliary particles. Therefore, the program-minimum suggests the following: if input-output particles (external lines of Feynman graphs) have energies comparable with the SM scale it is enough to $`\mathrm{}`$-generalize only the internal-line particles in such a way that the Standard Model would become finite without UV cutoff, see and references therein.
The final question we mention now is the one about the concrete value of $`\mathrm{}`$. The most plausible way would be to declare $`\mathrm{}`$ as an auxiliary field and to minimize action with respect to it. Unfortunately, nobody knows how to variate the derivative order (here we are not considering the tricks such as transition to the Fourier space where theory becomes defined even for non-integer $`\mathrm{}`$ ) so the tentative recipe is to conduct calculations assuming $`\mathrm{}`$ as general as possible, and then in final expressions to choose the value either by involving theoretical considerations such as minimization of energies, preserving of fundamental symmetries, etc., or directly comparing with experimental data.
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# HIGGS MASSES AND COUPLINGS IN THE NMSSM
## 1 Introduction
The NMSSM $`^\mathrm{?}`$ (Next-to-Minimal Supersymmetric Standard Model, also called (M+1)SSM) is defined by the addition of a gauge singlet superfield $`S`$ to the MSSM and a $`\text{ZZ}_3`$ symmetry of the renormalizable part of the superpotential $`W`$. It allows to omit the so-called $`\mu `$ term $`\mu H_1H_2`$ in the superpotential of the MSSM, and to replace it by a Yukawa coupling (plus a singlet self coupling), hence solving the $`\mu `$ problem of the MSSM. Apart from the standard quark and lepton Yukawa couplings, $`W`$ is given by
$$W=\lambda H_1H_2S+\frac{1}{3}\kappa S^3+\mathrm{}$$
(1)
and the corresponding trilinear couplings $`A_\lambda `$ and $`A_\kappa `$ are added to the soft susy breaking terms. Once the electroweak symmetry is broken, the scalar component of $`S`$ acquires a vev $`s=S`$, thus generating an effective $`\mu `$ term with $`\mu =\lambda s`$. The superpotential (1) is scale invariant, and the electroweak scale appears only through the susy breaking terms. The possible domain wall problem due to the discrete $`\text{ZZ}_3`$ symmetry is assumed to be solved by adding non-renormalizable interactions which break the $`\text{ZZ}_3`$ symmetry without spoiling the quantum stability $`^\mathrm{?}`$.
The new physical states of the NMSSM are one additional neutral Higgs scalar and one Higgs pseudoscalar, respectively, and one additional neutralino. Therefore, the Higgs sector of the model consists in 3 scalar states denoted as $`S_i`$ with masses $`m_i`$, $`i=\mathrm{1..3}`$, in increasing order, and 2 pseudoscalar states denoted as $`P_i`$ with masses $`m_i^{}`$, $`i=1,2`$, in increasing order.
In view of ongoing Higgs searches at LEP2 $`^\mathrm{?}`$ and, in the near future, at Tevatron Run II $`^\mathrm{?}`$, it is important to check the model dependence of upper bounds on Higgs masses. Within the MSSM, the mass of the lightest CP even Higgs boson is bounded, at tree level, by
$$m_h^2M_Z^2\mathrm{cos}^22\beta .$$
(2)
It has been realized already some time ago that loop corrections weaken this upper bound. This corrections depend on the soft susy breaking terms of $`O(M_{susy})`$. At the one loop level, assuming $`M_{susy}`$ 1 TeV, the upper limit on $`m_h`$ is $``$ 140 GeV. Also two loop corrections have been considered in the MSSM $`^\mathrm{?}`$; these have the tendency to lower the upper bound on $`m_h`$ by at most $``$ 10 GeV.
The aim of these proceedings is to study the upper limits on Higgs masses including two loop corrections in the NMSSM. All the results displayed here were originally presented in ref.$`^\mathrm{?}`$.
## 2 Upper bound on the lightest Higgs mass
In the NMSSM, the upper bound on the mass $`m_1`$ of the lightest CP even Higgs differs from the one of the MSSM already at tree level:
$$m_1^2M_Z^2\left(\mathrm{cos}^22\beta +\frac{2\lambda ^2}{g_1^2+g_2^2}\mathrm{sin}^22\beta \right)$$
(3)
where $`g_1`$ and $`g_2`$ denote the $`U(1)_Y`$ and the $`SU(2)_L`$ gauge couplings. Note that, for $`\lambda <.53`$, $`m_1`$ is still bounded by $`M_Z`$ at tree level. Large values of $`\lambda `$ are in any case prohibited, if one requires the absence of a Landau singularity for $`\lambda `$ below the GUT scale. The upper bound on $`\lambda `$ at the weak scale depends on the value of $`\kappa `$ and on the top quark Yukawa coupling $`h_t`$, i.e. on $`\mathrm{tan}\beta `$ (cf. fig. 1).
In order to obtain the correct upper limits on the Higgs boson masses in the presence of soft susy breaking terms, radiative corrections to several terms in the effective action have to be considered. Let us first introduce a scale $`QM_{susy}`$, where $`M_{susy}`$ is of the order of the susy breaking terms. Let us assume that quantum corrections involving momenta $`p^2>Q^2`$ have been evaluated; the resulting effective action $`\mathrm{\Gamma }_{eff}(Q)`$ is then still of the standard supersymmetric form plus soft susy breaking terms. One is left with the computation of quantum corrections to $`\mathrm{\Gamma }_{eff}`$ involving momenta $`p^2<Q^2`$. Subsequently the quantum corrections to the following terms in $`\mathrm{\Gamma }_{eff}`$ will play a role:
1. Corrections to the Higgs effective potential. The effective potential $`V_{eff}`$ can be developped in power of $`\mathrm{}`$ or loops as
$$V_{eff}=V^{(0)}+V^{(1)}+V^{(2)}+\mathrm{}.$$
(4)
The tree level potential $`V^{(0)}`$ is determined by the usual F and D terms and the standard soft susy breaking terms. The one loop corrections to the effective potential are given by
$$V^{(1)}=\frac{1}{64\pi ^2}\text{STr}M^4\left[\mathrm{ln}\left(\frac{M^2}{Q^2}\right)\frac{3}{2}\right],$$
(5)
where we only take top and stop loops into account. Next, we consider the dominant two loop corrections. These will be numerically important only for large susy breaking terms compared to the Higgs vevs $`h_i`$, hence we can expand in powers of $`h_i`$. Since the terms quadratic in $`h_i`$ can be absorbed into the tree level soft terms, we just consider the quartic terms, and here only those which are proportional to large couplings: terms $`\alpha _sh_t^4`$ and $`h_t^6`$. Finally, we are only interested in leading logs. The corresponding expression for $`V^{(2)}`$ is
$$V_{LL}^{(2)}=3\left(\frac{h_t^2}{16\pi ^2}\right)^2h_1^4\left(32\pi \alpha _s\frac{3}{2}h_t^2\right)t^2$$
(6)
where $`t\mathrm{ln}\left(\frac{M^2}{Q^2}\right)`$ and $`h_1=H_1`$, $`H_1`$ being, in our conventions, the Higgs which couples to the top quark.
2. Corrections to the kinetic terms of the Higgs bosons. They lead to a wave function renormalization factor $`Z_{H_1}`$ in front of the $`D_\mu H_1D^\mu H_1`$ term with, to order $`h_t^2`$,
$$Z_{H_1}=1+3\frac{h_t^2}{16\pi ^2}t.$$
(7)
Due to gauge invariance the same quantum corrections contribute to the kinetic energy and to the Higgs-$`Z`$ boson couplings, which affect the relation between the Higgs vevs and $`M_Z`$.
3. Corrections to the Higgs-top quark Yukawa coupling. After an appropriate rescaling of the $`H_1`$ and top quark fields in order to render their kinetic terms properly normalized, these quantum corrections lead to an effective coupling $`h_t(m_t)`$ with, to orders $`h_t^2`$, $`\alpha _s`$,
$$h_t(m_t)=h_t(Q)\left(1+\frac{1}{32\pi ^2}\left(32\pi \alpha _s\frac{9}{2}h_t^2\right)t\right).$$
(8)
The (running) top quark mass is then given by
$$m_t(m_t)=h_t(m_t)Z_{H_1}^{1/2}h_1$$
(9)
and the relation between the pole and running mass, to order $`\alpha _s`$, reads
$$m_t^{pole}=m_t(m_t)\left(1+\frac{4\alpha _s}{3\pi }\right).$$
(10)
Taking into account these corrections and assuming $`h_iM_{susy}`$, one obtains the following upper limit on the lightest CP even Higgs mass:
$`m_1^2`$ $``$ $`M_Z^2\left(\mathrm{cos}^22\beta +{\displaystyle \frac{2\lambda ^2}{g_1^2+g_2^2}}\mathrm{sin}^22\beta \right)\left(1{\displaystyle \frac{3h_t^2}{8\pi ^2}}t\right)`$ (11)
$`+{\displaystyle \frac{3h_t^2(m_t)}{4\pi ^2}}m_t^2(m_t)\mathrm{sin}^2\beta \left({\displaystyle \frac{1}{2}}\stackrel{~}{X}_t+t+{\displaystyle \frac{1}{16\pi ^2}}\left({\displaystyle \frac{3}{2}}h_t^232\pi \alpha _s\right)(\stackrel{~}{X}_t+t)t\right)`$
where $`\stackrel{~}{X}_t2{\displaystyle \frac{\stackrel{~}{A}_t^2}{M_{susy}^2}}\left(1{\displaystyle \frac{\stackrel{~}{A}_t^2}{12M_{susy}^2}}\right)`$ (12)
and $`\stackrel{~}{A}_tA_t\lambda s\mathrm{cot}\beta ,`$ (13)
$`A_t`$ being the top trilinear soft term and $`s`$ the vev of the singlet.
The only difference between the MSSM bound $`^\mathrm{?}`$ and (11) is the ’tree level’ term $`\lambda ^2\mathrm{sin}^22\beta `$. This term is important for moderate values of $`\mathrm{tan}\beta `$. Hence, the maximum of the lightest Higgs mass in the NMSSM is not obtained for large $`\mathrm{tan}\beta `$ as in the MSSM, but rather for moderate $`\mathrm{tan}\beta `$ (cf. fig. 2). On the other hand, the radiative corrections are identical in the NMSSM and in the MSSM. In particular, the linear dependence in $`\stackrel{~}{X}_t`$ is the same in both models. Hence, from eq. (12), the upper bound on $`m_1^2`$ is maximized for $`\stackrel{~}{X}_t=6`$ (corresponding to $`\stackrel{~}{A}_t=\sqrt{6}M_{susy}`$, the ’maximal mixing’ case), and minimized for $`\stackrel{~}{X}_t=0`$ (corresponding to $`\stackrel{~}{A}_t=0`$, the ’no mixing’ case).
## 3 Mass bounds versus reduced couplings
However, the upper limit on $`m_1`$ is not necessarily physically relevant, since the coupling of the lightest CP even Higgs to the $`Z`$ boson can be very small. Actually, this phenomenon can also appear in the MSSM, if $`\mathrm{sin}^2(\beta \alpha )`$ is small. However, the CP odd Higgs boson $`A`$ is then necessarily light ($`m_Am_h<M_Z`$ at tree level), and the process $`ZhA`$ can be used to cover this region of the parameter space in the MSSM. In the NMSSM, a small gauge boson coupling of the lightest Higgs $`S_1`$ is usually related to a large singlet component, in which case no (strongly coupled) light CP odd Higgs boson is available. Hence, Higgs searches in the NMSSM have possibly to rely on the search for the second lightest Higgs scalar $`S_2`$.
Let us now define the reduced coupling $`R_i`$ as the square of the coupling $`ZZS_i`$ divided by the corresponding standard model Higgs coupling:
$$R_i=(S_{i1}\mathrm{sin}\beta +S_{i2}\mathrm{cos}\beta )^2$$
(14)
where $`S_{i1},S_{i2}`$ are the $`H_1,H_2`$ components of the CP even Higgs boson $`S_i`$, respectively. Evidently, we have $`0R_i1`$ and unitarity implies
$$\underset{i=1}{\overset{3}{}}R_i=1.$$
(15)
We are interested in upper limits on the two lightest CP even Higgs bosons $`S_{1,2}`$. These are obtained in the limit where the third Higgs, $`S_3`$, is heavy and decouples, i.e. $`R_30`$ (This is the equivalent of the so called decoupling limit in the MSSM: the upper bound on the lightest Higgs $`h`$ is saturated when the second Higgs $`H`$ is heavy and decouples). Hence, we have $`R_1+R_21`$.
In the regime $`R_11/2`$ experiments will evidently first discover the lightest Higgs (with $`m_1133.5`$ GeV for $`m_t^{pole}=173.8`$ GeV and $`M_{susy}=1`$ TeV). The ’worst case scenario’ in this regime corresponds to $`m_1133.5`$ GeV, $`R_11/2`$; the presence of a Higgs boson with these properties has to be excluded in order to test this part of the parameter space of the NMSSM.
In the regime where $`R_1<1/2`$ (and hence $`1/2<R_21`$) the lightest Higgs may escape detection because of its small coupling, and it may be easier to detect the second lightest Higgs. In fig. 3 we show the upper limit on $`m_2`$ as a function of $`R_2`$ as a thin straight line. For $`R_21`$ (corresponding to $`R_10`$) the upper limit on $`m_2`$ is actually given by the previous upper limit on $`m_1`$, even if the corresponding Higgs boson is the second lightest one. For $`R_2.5`$, on the other hand, $`m_2`$ can be as large as 190 GeV. However, one finds that the upper limit on $`m_2`$ is saturated only when the mass $`m_1`$ of the lightest Higgs boson tends to 0. Clearly, one has to take into account the constraints from Higgs boson searches which apply to reduced couplings $`R<1/2`$, i.e. lower limits on $`m_1`$ as a function of $`R_11R_2`$, in order to obtain realistic upper limits on $`m_2`$ vs. $`R_2`$. The dotted curves in fig. 3 show the upper limit on $`m_2`$ as a function of $`R_2`$ for different fixed values of $`m_1`$ (as indicated on each curve). They can be used to obtain upper limits on the mass $`m_2`$, in the regime $`R_1<1/2`$, for arbitrary experimental lower limits on the mass $`m_1`$: For each value of the coupling $`R_1`$, which would correspond to a vertical line in fig. 3, one has to find the point where this vertical line crosses the dotted curve associated to the corresponding experimental lower limit on $`m_1`$. Joining these points by a curve leads to the upper limit on $`m_2`$ as a function of $`R_2`$. We have indicated the present LEPII limit $`^\mathrm{?}`$, which give, in the ’worst case’ an upper limit on $`m_2`$ of $``$ 160 GeV for $`R_2.5`$.
Lower experimental limits on a Higgs boson with $`R>1/2`$ restrict the allowed regime for $`m_2`$ (for $`R_2>1/2`$) in fig. 3 from below. The present lower limits on $`m_2`$ from LEP are not visible in fig. 3, since we have only shown the range $`m_2>130`$ GeV. Possibly Higgs searches at Tevatron Run II will push the lower limits on $`m_2`$ upwards into this range. This would be necessary if one aims at an exclusion of the ’delicate’ regime of the NMSSM: Then, lower limits on the mass $`m_2`$ – for any value of $`R_2`$ between $`1/2`$ and 1 – of at least 133.5 GeV are required; the precise experimental lower limits on $`m_2`$ as a function of $`R_2`$, which would be needed to this end, will depend on the achieved lower limits on $`m_1`$ as a function of $`R_1`$ in the regime $`R_1<1/2`$.
In principle, from eq. (15), one could have $`R_2>R_1`$ with $`R_2`$ as small as $`1/3`$. However, in the regime $`1/3<R_2<1/2`$, the upper bound on $`m_2`$ as a function of $`R_2`$ for different fixed values of $`m_1`$ can only be saturated if $`R_1=R_2`$. It is then sufficient to look for a Higgs boson with a coupling $`1/3<R<1/2`$ and a mass $`m<\mathrm{\hspace{0.33em}133.5}`$ GeV to cover this region of the parameter space of the NMSSM.
## 4 Conclusions
We have emphasized the need to search for Higgs bosons with reduced couplings, which are possible within the NMSSM. Our main results are presented in fig. 3, which allows to obtain the constraints on the Higgs sector of the model both from searches for Higgs bosons with weak coupling ($`R<1/2`$), and strong coupling ($`R>1/2`$). The necessary (but not sufficient) condition for testing the complete parameter space of the (M+1)SSM is to rule out a CP even Higgs boson with a coupling $`1/3<R<1`$ and a mass below 135 GeV. The sufficient condition (i.e. the precise upper bound on $`m_2`$ vs $`R_2`$) depends on the achieved lower bound on the mass of a ’weakly’ coupled Higgs (with $`0<R<1/2`$) and can be obtained from fig. 3. At the Tevatron this would probably require an integrated luminosity of up to 30 fb<sup>-1</sup> $`^\mathrm{?}`$. If this cannot be achieved, and no Higgs is discovered, we will have to wait for the results of the LHC in order to see whether supersymmetry beyond the MSSM is realized in nature.
## Acknowledgments
C.H. would like to thank the organizers of the XXXVth Rencontres de Moriond for the very stimulating atmosphere of this conference.
## References
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# Statistical mechanics of semiflexible ribbon polymers
## I Introduction and Summary
There has been a lot of recent interest in physical properties of biopolymers, ranging from elasticity of biopolymer networks and its use in the prediction of mechanical properties of cells to direct visualisation of single chain properties. Examples of important biological macromolecules whose physical properties have been recently studied are: actin, a double-stranded semiflexible protein polymer which forms an integral part of the cytoskeleton (mechanical structure) of eukaryotic (e.g. fungi, plants, animals) cells; microtubules, multi-stranded rigid and dynamic protein polymers which form one of the main components of the cytoskeleton of eukaryotic cells and play an important part in their organisation; DNA, which carries the genetic code of all living organisms .
Since many of the processes involved in cell function(e.g. DNA replication in cell division) require major structural changes of these biopolymers , there is a need for more microscopic but still analytically tractable models of such polymers which go beyond the simple picture of such molecules as homogenous elastic rods . Motivated by this, we study such a microscopic model specifically looking for qualitative differences between the behaviour of such molecules and simple worm-like chains . In addition, most analyses of the worm-like chain models of polymers have focused on ground state properties (long chains) or bulk quantities . It is interesting to look at the effect of fluctuations, spatial correlations and finite size on these systems.
A double-stranded semi-flexible polymer chain is the basic structure of many biopolymers. Examples are of double-stranded biopolymers are DNA and proteins such as actin. The model most used in the study of biopolymers is that of the worm-like chain in which the polymer flexibility (structure) is determined by a single length, the persistence length $`\mathrm{}_p`$ which measures the tangent–tangent correlations. For example, DNA has a persistence length $`\mathrm{}_p50\text{nm}`$ whilst for actin $`\mathrm{}_p17\mu \text{m}`$. These biopolymers are known to have a more complex ‘twisted’ structure. The multi-stranded nature of these polymers is also not taken into account in a simple worm-like chain model. It is not clear if such a fine structure will have an effect on the global properties of these objects. A possible effect of such fine structure is what we attempt to study in this article. Our model is, in a sense, microscopic because the interaction between the bend and twist degrees of freedom is a result. This is fundamentally different from previous approaches which try to include the twist degrees of freedom by adding extra terms to the free energy.
In a previous letter we studied a version of the rail-way track model of Everaers-Bundschuh-Kremer (EBK) for a double-stranded semi-flexible polymer, embedded in a $`d`$-dimensional space for arbitrary $`d`$. The main purpose of this article is to present a detailed description of our theoretical and numerical calculations and in addition we present some new results on the effect of confinement on the statistical mechanics of the ribbon polymer . Excluded volume and electrostatic interactions have been ignored throughout.
We find that the system, has qualitatively different properties in the low temperature and high temperature regimes, in contrast to what one might naively expect from an inherently one-dimensional system with local interactions and constraints. The tangent–tangent correlation function decays exponentially in the whole range of temperatures with a “tangent-persistence length” $`\mathrm{}_{\mathrm{TP}}`$ that has a very slow temperature dependence, and whose scale is determined by the (bare) persistence length of a single strand $`\mathrm{}_p=\kappa /k_BT`$ ($`\kappa `$ is the bending stiffness of a single strand). Note that it is independent of $`a`$, the separation of the two strands, which is the other relevant length scale in the problem. However, the correlation function of the bond-director field, defined as a vector that determines the separation and coupling of the two strands of the combined polymer system, has different behaviour below and above the temperature $`T_\times 4.27\kappa /dk_Ba`$. While it decays purely exponentially for $`T>T_\times `$, there are additional oscillatory modulations for $`T<T_\times `$. The related “bond-persistence length” $`\mathrm{}_{\mathrm{BP}}`$ does not change appreciably at high temperatures, where its scale is again set by $`\mathrm{}_p`$ alone. In the low temperature phase, however, $`\mathrm{}_{\mathrm{BP}}`$ does show a temperature dependence. In particular, $`\mathrm{}_{\mathrm{BP}}\mathrm{}_p^{1/3}a^{2/3}T^{1/3}`$ for $`T0`$, while $`\mathrm{}_{\mathrm{BP}}\mathrm{}_p`$ for $`TT_\times `$. Similarly, the “pitch” $`H`$, defined as the period of oscillations in the low temperature regime, changes drastically with temperature , ranging from $`H\mathrm{}_{\mathrm{BP}}\mathrm{}_p^{1/3}a^{2/3}`$ near $`T=0`$, to $`H0`$ near $`T=T_\times `$. At $`T=0`$ we restore a flat ribbon which has true long-range order in both the tangent and bond-director fields. The ribbon is essentially a rigid rod. As we approach $`T=0`$, the persistence lengths and the pitch diverge with the scaling $`H\mathrm{}_{\mathrm{BP}}\mathrm{}_{\mathrm{TP}}^{1/3}`$.
The spontaneous appearance of a short range twist structure may be understood in the language of the homogenous rod models as a local twist-bend coupling, which is observed up to a screening length $`\mathrm{}_{\mathrm{BP}}`$ that lies between $`a`$ and $`\mathrm{}_p`$. We find that the anisotropy in the rigidity of a ribbon results in a “kink-rod” structure, in which the ribbon is at every point along its contour either twisted and unbent (rod) or bent and untwisted (kink). This inhomogeneous behaviour is in sharp contrast with uniform worm-like chain behaviour, and can be interpreted as an infinitely strong twist-bend coupling. This structure is, however, screened on long length scales due to the fact that the ribbon is a one dimensional system with short range interactions. The short range twist order and the kink-rod structure will naturally disappear when $`a\mathrm{}_p`$ corresponding to the temperature $`T_\times `$. We also observe a twist-stretch coupling.
We also study the effects of confinement on the double-stranded polymer. We enforce the confinement to a box of size $`R`$ as an additional constraint. For $`R\mathrm{}_p`$, we recover the behaviour of free double-stranded semiflexible polymers . In particular, the tangent-tangent correlation has a purely exponential decay with a characteristic length scale of order $`\mathrm{}_p`$, while the bond-director field develops a crossover to a phase with oscillatory correlations. As $`R`$ is decreased, there is a crossover to a phase with oscillatory tangent-tangent correlations about $`R\mathrm{}_p`$. For $`R\mathrm{}_p`$, we find that both the persistence length in the perpendicular direction $`\mathrm{}_{}`$, and the characteristic oscillation length $`\lambda `$, scale as $`(\mathrm{}_pR^2)^{1/3}`$ which is considerably less than $`\mathrm{}_p`$. The same crossover in the bond-director field also persists in this limit, and in particular, there is a regime in which both the tangent and the bond-director correlations are oscillatory.
We introduce and define our model in Sec. II, and then describe a mean field approach in Sec. III, which can be used to obtain closed form expressions for various correlation functions. In Sec. IV we discuss a physical argument for the results we obtain using a plaquette model. In Sec. V we describe some extensive Molecular Dynamics/Monte Carlo simulations, which we use to calculate the correlation functions, and compare them with the mean field results of Sec. III. We discuss the thermal kink-rod structure of stiff ribbons in Sec. VI, and the effects of confinement on the conformations of ribbon polymers in Sec. VII. Finally, Sec. VIII summarises our results and the limitations of our approach.
## II Railway Track Model
To study the effect of a double-structure on semiflexible polymers, we consider a version of the railway track model of Everaers-Bundschuh-Kremer (EBK) . In our approach, we are able to consider polymers embedded in a $`d`$-dimensional space for arbitrary $`d`$. The system is composed of two semiflexible chains, each with rigidity $`\kappa `$, whose embeddings in $`d`$-dimensional space are defined by $`𝐫_1(s)`$ and $`𝐫_2(s)`$. The Hamiltonian of the system can be written as the sum of the Hamiltonians of two wormlike chains
$$=\frac{\kappa }{2}ds\left[\left(\frac{\mathrm{d}^2𝐫_1(s)}{\mathrm{d}s^2}\right)^2+\left(\frac{\mathrm{d}^2𝐫_2(s)}{\mathrm{d}s^2}\right)^2\right].$$
(1)
We assume that the individual strands (that make up the double-stranded polymer) are inextensible: $`(\mathrm{d}𝐫_1/\mathrm{d}s)^2=(\mathrm{d}𝐫_2/\mathrm{d}s)^2=1`$. The ribbon structure is then enforced by having $`𝐫_2(s^{})`$ separated from $`𝐫_1(s)`$ by a distance $`a`$, i.e. $`𝐫_2(s^{})=𝐫_1(s)+a𝐛(s)`$, where $`|ss^{}|`$ can be non-zero but is small. We have defined a bond-director field $`𝐛(s)`$, which is a unit vector perpendicular to both strands (see Fig. 1). The chains are assumed to have permanent bonds (such as hydrogen bonds) that are strong enough to keep the distance between the two strands constant. In Ref., it is argued that the relevant constraint on the system would then require that the arclength mismatch between the two strands in a bent configuration should be very small. We can calculate the arclength mismatch for the bent configuration as $`\mathrm{\Delta }s=|𝐫_2(s)𝐫_1(s)+a𝐛(s)|`$, where $`a`$ is the separation of the strands. We impose the constraint as a hard one, namely, we set $`\mathrm{\Delta }s=0`$ as opposed to Ref.. Physically this means we do not allow bends in the plane of the ribbon. These bends are not important in $`d>2`$ because as we shall see the lower length scale will be set by the ‘pitch’ which will make the in-plane fluctuations of the ribbon irrelevant .
We can argue that the simplifying assumption does not change the behaviour of the system. If we impose a soft constraint as in Ref. using an energy term like $`(k/2)(\mathrm{\Delta }s)^2`$, we can see that the length $`l=(\kappa /ka^2)^{1/2}`$ determines two different regimes; the interesting one being $`Ll`$ ($`L`$ is the length of the chains). Hence, our hard constraint in fact only restricts us to the case of interest.
We implement the constraint $`\mathrm{\Delta }s=0`$ by introducing the “mid-curve” $`𝐫(s)`$:
$`𝐫_1(s)`$ $`=`$ $`𝐫(s)+{\displaystyle \frac{a}{2}}𝐛,`$ (2)
$`𝐫_2(s)`$ $`=`$ $`𝐫(s){\displaystyle \frac{a}{2}}𝐛.`$ (3)
In terms of the tangent to the mid-curve $`𝐭=\mathrm{d}𝐫/\mathrm{d}s`$, which we call the tangent-director field, and the bond-director $`𝐛`$, the Hamiltonian of the system can now be written as
$$=\frac{\kappa }{2}ds\left[2\left(\frac{\mathrm{d}𝐭(s)}{\mathrm{d}s}\right)^2+\frac{a^2}{2}\left(\frac{\mathrm{d}^2𝐛(s)}{\mathrm{d}s^2}\right)^2\right],$$
(4)
subject to the exact (local) constraints
$`(𝐭\pm {\displaystyle \frac{a}{2}}{\displaystyle \frac{\mathrm{d}𝐛}{\mathrm{d}s}})^2=1,𝐛^2=1,`$ (5)
$`(𝐭\pm {\displaystyle \frac{a}{2}}{\displaystyle \frac{\mathrm{d}𝐛}{\mathrm{d}s}})𝐛=0,`$ (6)
For a weakly bent ribbon, the Hamiltonian in Eq.(4) can be conveniently thought of as having two major contributions: a bending energy $`_b`$ (the first term), and a twisting energy $`_t`$ (the second term).
## III Mean Field Theory: Free Chains
It is well known that the statistical mechanics of semiflexible chains are difficult due to the constraint of inextensibility. Various approximation methods have been devised to tackle the problem. A successful scheme, that somehow manages to capture the crucial features of the problem, is to impose global (average) constraints rather than local (exact) ones . This approximation is known to be good for calculating the average end-to-end length. It can be used for the probability distribution of the end-to-end length only if the persistence length is much less than the chain length so that the chain conformation can be considered isotropic. We can get good insight to the approximation scheme, by considering the fact that it corresponds to a saddle-point evaluation of the integrals over the Lagrange multipliers, which are introduced to implement the constraints . In this sense, it is known to be a “mean-field” approximation in spirit. One can then go further by considering the effect of fluctuations on this mean-field result. The power of this approach is that one can easily calculate quantities which turn out to be very difficult if the constraints are required to hold exactly .
To study the effect of fluctuations, we have performed a systematic $`1/d`$-expansion (sketched in Appendix A). We see that no divergent behaviour appears when we calculate the diagrams of the 2-point correlation functions. This means that the mean-field behaviour of these functions, at least, won’t change due to fluctuations, although it does not preclude differences in higher order correlation functions.
With the above discussion as justification, we apply the same approximation scheme to our problem defined in Sec. II: The local constraints in Eq.(5) are relaxed to global ones. This can be done by adding the corresponding “mass terms” to the Hamiltonian
$`{\displaystyle \frac{_m}{k_BT}}={\displaystyle }\mathrm{d}s[{\displaystyle \frac{b}{\mathrm{}_p}}(𝐭{\displaystyle \frac{a}{2}}{\displaystyle \frac{\mathrm{d}𝐛}{\mathrm{d}s}})^2+{\displaystyle \frac{b}{\mathrm{}_p}}(𝐭+{\displaystyle \frac{a}{2}}{\displaystyle \frac{\mathrm{d}𝐛}{\mathrm{d}s}})^2+{\displaystyle \frac{ca^2}{4\mathrm{}_p^3}}𝐛^2`$ (7)
$`+{\displaystyle \frac{e}{\mathrm{}_p}}(𝐭{\displaystyle \frac{a}{2}}{\displaystyle \frac{\mathrm{d}𝐛}{\mathrm{d}s}})𝐛+{\displaystyle \frac{e}{\mathrm{}_p}}(𝐭+{\displaystyle \frac{a}{2}}{\displaystyle \frac{\mathrm{d}𝐛}{\mathrm{d}s}})𝐛],`$ (8)
where $`b`$, $`c`$, and $`e`$ are dimensionless constants. The partition function is then given by
$$Z[𝐉,𝐊]=𝒟𝐭(s)𝒟𝐛(s)\mathrm{exp}\left\{\frac{+_m}{k_BT}+ds\left[𝐉(s)𝐭(s)+𝐊(s)𝐛(s)\right]\right\}$$
(9)
We next determine the constants self consistently by demanding the constraints of Eq.(5) to hold on average, where the thermal average is calculated by using the total Hamiltonian $`+_m`$. Note that in choosing the above form, we have implemented the “label symmetry” of the chains, namely, that there is no difference between two chains. It is convenient to take the limit of an infinitely long chain and perform the functional integrals in momentum space. The Fourier transforms are defined $`\stackrel{~}{𝐀}(q)=ds\mathrm{exp}\{iqs\}𝐀(s)`$. We have
$$Z[\stackrel{~}{𝐉},\stackrel{~}{𝐊}]=𝒟\stackrel{~}{𝐭}(q)𝒟\stackrel{~}{𝐛}(q)\mathrm{exp}\left\{\frac{1}{2}\frac{\mathrm{d}q}{2\pi }(\stackrel{~}{𝐭}(q),\stackrel{~}{𝐛}(q))\overline{𝐌}(q)\left(\begin{array}{c}\stackrel{~}{𝐭}(q)\\ \stackrel{~}{𝐛}(q)\end{array}\right)+\frac{\mathrm{d}q}{2\pi }\left[\stackrel{~}{𝐉}\stackrel{~}{𝐭}+\stackrel{~}{𝐊}\stackrel{~}{𝐛}\right]\right\}.$$
(10)
The Gaussian integration can then be easily performed. It yields
$$Z[\stackrel{~}{𝐉},\stackrel{~}{𝐊}]=\mathrm{exp}\left\{\frac{1}{2}\frac{\mathrm{d}q}{2\pi }(\stackrel{~}{𝐉}(q),\stackrel{~}{𝐊}(q))\overline{𝐌}^1(q)\left(\begin{array}{c}\stackrel{~}{𝐉}(q)\\ \stackrel{~}{𝐊}(q)\end{array}\right)\right\},$$
(11)
where
$$\overline{𝐌}(q)=\left[\begin{array}{cc}2\mathrm{}_pq^2+4b/\mathrm{}_p& 2e/\mathrm{}_p\\ & \\ 2e/\mathrm{}_p& \mathrm{}_pa^2q^4/2+ba^2q^2/\mathrm{}_p+ca^2/\mathrm{}_p^3\end{array}\right].$$
(12)
The averages are easily obtained from $`Z`$, for example
$$\stackrel{~}{t}_i(q)\stackrel{~}{b}_j(q^{})=\frac{\delta ^2\mathrm{ln}Z}{\delta \stackrel{~}{J}_i(q)\delta \stackrel{~}{K}_j(q^{})}$$
The next step is to demand self consistently that
$`𝐛(s)^2`$ $`=`$ $`1,`$ (13)
$`\left(𝐭(s)\pm {\displaystyle \frac{a}{2}}{\displaystyle \frac{\mathrm{d}𝐛(s)}{\mathrm{d}s}}\right)^2`$ $`=`$ $`1,`$ (14)
$`\left(𝐭(s)\pm {\displaystyle \frac{a}{2}}{\displaystyle \frac{\mathrm{d}𝐛(s)}{\mathrm{d}s}}\right)𝐛(s)`$ $`=`$ $`0,`$ (15)
The self-consistency leads to the following set of equations for the constants $`b`$, $`c`$ and $`e`$:
$$\{\begin{array}{c}\frac{1}{4\sqrt{2b}}+\frac{a^2\sqrt{c}}{4d\mathrm{}_p^2}=\frac{1}{d}\hfill \\ \\ c(b+\sqrt{c})=\frac{d^2\mathrm{}_p^4}{2a^4}\hfill \\ \\ e=0\hfill \end{array}.$$
(16)
The above equations, which are nonlinear and difficult to solve exactly, determine the behaviour of $`b`$ and $`c`$ as a function of $`u=a/\mathrm{}_p`$. We have solved them numerically in $`d=3`$ and the solutions are given in Fig. 2. One can solve Eq.(16) analytically in two limiting cases. For $`u1`$ we find $`b=d^2/32`$ , and $`c=(d/\sqrt{2})^{4/3}u^{8/3}`$, whereas for $`u1`$ we find $`b=d^2/8`$, and $`c=4/u^4`$. In Fig. 2, the behaviour of $`b`$ and $`c`$ is plotted as a function of $`u`$. Note that $`u`$ is proportional to $`T`$ and can be viewed as a measure of temperature.
We can then calculate the correlation functions. For the tangent–tangent correlation one obtains
$$𝐭(s)𝐭(0)=\frac{d}{4\sqrt{2b}}\mathrm{exp}\left(\sqrt{2b}\frac{s}{\mathrm{}_p}\right),$$
(17)
whereas for the bond-director field one obtains
$$𝐛(s)𝐛(0)=\frac{d\mathrm{}_p^2}{2a^2\sqrt{b^2c}}\left[\frac{\mathrm{exp}\left((b\sqrt{b^2c})^{1/2}\frac{s}{\mathrm{}_p}\right)}{(b\sqrt{b^2c})^{1/2}}\frac{\mathrm{exp}\left((b+\sqrt{b^2c})^{1/2}\frac{s}{\mathrm{}_p}\right)}{(b+\sqrt{b^2c})^{1/2}}\right].$$
(18)
The tangent–tangent correlation (Eq.(17)) is exactly what we obtain for a single worm-like chain, and implies uniform behaviour for all temperatures. Eq.(18) on the other hand, indicates a change of behaviour at $`b^2=c`$ for the bond-director correlation. The correlation is over-damped for $`b^2>c`$ (high temperatures), while it is under-damped (oscillatory) for $`b^2<c`$ (low temperatures). The interesting point $`b^2=c`$ happens for $`u_c=16/(1+\sqrt{2})^{3/2}d4.27/d`$, that leads to the value for $`T_\times `$ quoted above (see Fig. 2). We also find a divergence in the specific heat, $`C_V=\frac{^2F}{T^2}`$ where $`F=k_BT\mathrm{log}Z`$ at $`T_\times `$. It should be noted that it is not a thermodynamic phase transition in the sense of long-range ordering and broken symmetry. It is a crossover that appears due to competing effects, and the transition is from a state with some short-range order to a state with a different short-range order. Similar phenomena have been observed in Ising-like spin systems with competing interactions and the crossover (transition) point corresponds to a type of ‘Lifshitz point’ for a 1-$`d`$ system.
It is interesting to study the bond-director correlation in the limiting case $`b^2c`$, that corresponds to relatively low temperatures. Using the asymptotic forms for $`b`$ and $`c`$, one obtains
$$𝐛(s)𝐛(0)=\sqrt{2}\mathrm{exp}\left[\left(\frac{d}{4\mathrm{}_pa^2}\right)^{1/3}s\right]\times \mathrm{sin}\left[\left(\frac{d}{4\mathrm{}_pa^2}\right)^{1/3}s+\frac{\pi }{4}\right],$$
(19)
for very low temperatures. From the above expressions for the correlation functions, one can read off the persistence lengths $`\mathrm{}_{\mathrm{TP}}\mathrm{}_p`$ and $`\mathrm{}_{\mathrm{BP}}(\mathrm{}_pa^2)^{1/3}`$, and the pitch $`H(\mathrm{}_pa^2)^{1/3}`$.
¿From the tangent-tangent correlation function, we can calculate the end-to-end distance. It yields
$`\left(𝐫(s)𝐫(0)\right)^2`$ $`=`$ $`{\displaystyle _0^s}{\displaystyle _0^s}ds_1ds_2𝐭(s_1)𝐭(s_2)`$ (20)
$`=`$ $`{\displaystyle \frac{d\mathrm{}_p}{4b}}\left[s{\displaystyle \frac{\mathrm{}_p}{\sqrt{2b}}}\left(1\mathrm{e}^{\sqrt{2b}s/\mathrm{}_p}\right)\right],`$ (21)
which is similar to worm-like chains. It interpolates between the limiting behaviours of random walks ($`(d\mathrm{}_p/4b)s`$) for $`s\mathrm{}_p`$ to rods ($`(d/4\sqrt{2b})s^2`$) for $`s\mathrm{}_p`$. However, it is interesting to note that there is a shrinking in the length of the rod by a factor of $`(d/4\sqrt{2b})^{1/2}`$, which varies smoothly from $`1`$ at $`a\mathrm{}_p`$ to $`1/\sqrt{2}`$ at $`a\mathrm{}_p`$. This implies that a polymer made up of two inextensible strands is always “slightly extensible” at any finite temperature, due to the presence of twist fluctuations. This is exactly the twist-stretch coupling studied by various authors using homogenous elastic rod models . Note that in our model this coupling is a result, as opposed to the elastic rod models in which it must be added by hand. A microscopic model proposed by O’Hern et al , which describes DNA as a stack of plates, also predicts a twist-stretch coupling.
A simple scaling argument can account for $`\mathrm{}_{\mathrm{TP}}`$ and $`\mathrm{}_{\mathrm{BP}}`$ in the low temperature regime. Consider applying a uniform bend of radius of curvature $`\lambda `$ to a section of ribbon of length $`\lambda `$ without twisting it. The corresponding bending energy (calculated using $`_b`$) is given by $`E_bk_BT\mathrm{}_p/\lambda `$. We can then estimate $`\mathrm{}_{\mathrm{TP}}`$ by finding the length $`\lambda `$ for which the bending energy $`E_b`$ becomes comparable to $`k_BT`$. Similarly, applying a uniform twist per length $`2\pi /\lambda `$ to a section of the ribbon of length $`\lambda `$ without bending will cost a twist energy $`E_t=k_BT\mathrm{}_pa^2/\lambda ^3`$ (calculated using $`_t`$). The wave-length $`\lambda `$ at which the twist energy $`E_t`$ becomes comparable to $`k_BT`$ gives $`\mathrm{}_{\mathrm{BP}}`$.
## IV Plaquette Model and Competition
The nature of competition in our double-stranded polymer system can be understood using a plaquette model. We can coarse-grain the ribbon to a length-scale ($`\mathrm{}`$) where we can consider it to be made up of plaquettes which are joined up to form a ribbon (see Fig. 3). We can then define effective coarse-grained bond $`\widehat{𝐁}_i`$ and tangent $`\widehat{𝐓}_i`$ director fields for each plaquette.
The energy expression corresponding to bends comes from the product of the tangent-directors of the neighbouring plaquettes:
$$\beta _b=\frac{\mathrm{}_p}{\mathrm{}}\underset{i}{}\widehat{𝐓}_i\widehat{𝐓}_{i+1}.$$
(22)
In a spin analogy, this corresponds to a classical Heisenberg ferromagnet in 1-$`d`$, and has no competition .
If we choose $`\mathrm{}\mathrm{}_p`$ in the coarse-graining process, we can safely assume that the ribbon is rod-like (we freeze out the bending modes) and that it only has twist fluctuations. We may then write $`𝐛(s)=\widehat{𝐞}_1\mathrm{cos}\theta (s)+\widehat{𝐞}_2\mathrm{sin}\theta (s)`$ where the (fixed) unit vectors $`\widehat{𝐞}_i,\{i=1,2\}`$ span the plane perpendicular to the rod. Rewriting Eq.(4) in terms of $`\theta (s)`$ and implementing the constraints, we obtain
$$\beta =\frac{\mathrm{}_pa^2}{4}𝑑s\left[|_s^2\theta |^2+|_s\theta |^4+\frac{a^2|_s^2\theta |^2|_s\theta |^2}{4a^2|_s\theta |^2}\right],$$
(23)
subject to the constraint: $`|_s\theta (s)|<2/a`$. Note that the lowest order contribution to the twist potential starts from a quartic term.
We can now expand the nonlinear term in the above Hamiltonian, and perform the coarse-graining, in the framework of a perturbation theory, by integrating out the modes between $`1/\mathrm{}`$ and $`1/a`$ in the momentum shell. We can then determine the form of the coarse-grained Hamiltonian and calculate the renormalized coupling constants. We keep only terms up to second (Gaussian) order, which is a good approximation for $`\mathrm{}<(\mathrm{}_pa^2)^{1/3}`$, and obtain
$$\beta _t=J_1\underset{i}{}\widehat{𝐁}_i\widehat{𝐁}_{i+1}J_2\underset{i}{}\widehat{𝐁}_i\widehat{𝐁}_{i+2}$$
(24)
where
$$J_1=c_0+c_1\frac{\mathrm{}_pa^2}{\mathrm{}^3},\text{and}J_2=c_2\frac{\mathrm{}_pa^2}{\mathrm{}^3},$$
where $`c_i,\{i=0,\mathrm{},2\}`$ are constants of order unity. In contrast to the bending energy, the effective twist energy is frustrated due to the opposite sign of $`J_1`$ and $`J_2`$ . In the spin analogy, this would correspond to a model with next nearest neighbour competing interactions similar to the so-called ANNNI model, which develops oscillations for certain values of the ratio $`J_2/J_1`$ (of order 1) . This corresponds to $`\mathrm{}(\mathrm{}_pa^2)^{1/3}`$, and we can thus account for the pitch $`H(\mathrm{}_pa^2)^{1/3}`$.
The competition is present only at nonzero temperatures, and is merely due to topological constraints of the ribbon. Another, more physical way of understanding this competition is to consider the interaction between two neighbouring twisted regions. It is easy to see that twists of opposite sign meeting at an edge tend to unwind (annihilate) each other , while twists of the same sign are trapped when they meet; they do not annihilate each other and add up (see Fig. 3).
## V Simulation
An intriguing feature of the behaviour of this model is that, although the ground state ($`T=0`$) configuration of the system is a flat ribbon, and supports no twists, upon raising the temperature, a twisted structure with short range twist order develops. We have confirmed this by performing extensive Molecular Dynamics(MD)/Monte Carlo (MC) simulations of double-stranded semiflexible polymers. A bead-spring model with bending and stretching energies was used. We combined a velocity Verlet MD coupled to a heat bath with an off-lattice pivot MC algorithm. The MD was useful for equilibrating the shorter length-scales and MC for the long length-scales.
We used a triangular lattice to discretise the ribbon (see Fig. 4). The position of the $`i`$th bead is $`𝐫_i`$ and we assume all the beads have mass $`m`$. The two chains making up the double strands join the odd ($`\{1,3,5,\mathrm{},799\}`$) and even ($`\{2,4,6,\mathrm{},800\}`$)beads together. The Potential Energy is given by
$$\frac{U[\{𝐫_i\}]}{k_BT}=\underset{i=1}{\overset{N2}{}}k_s[(𝐫_{i+1}𝐫_i)^2\mathrm{}_0^2]+k_s[(𝐫_{i+2}𝐫_i)^2\mathrm{}_0^2]k_b\mathrm{cos}\theta _i,$$
(25)
where
$$\mathrm{cos}\theta _i=(𝐫_{i+2}𝐫_i)(𝐫_i𝐫_{i2}).$$
We have a bending constant $`k_b`$ only for the springs joining beads on the same chain and a stretching constant $`k_s`$ for every spring. We also have a short-range repulsion between nearest neighbour beads. The MD simulation is performed by integrating a Langevin equation for every bead
$$m\frac{\mathrm{d}^2𝐫_i}{\mathrm{d}t^2}+\mathrm{\Gamma }\frac{\mathrm{d}𝐫_i}{\mathrm{d}t}=_{r_i}U+f_i,$$
(26)
where $`f_i`$ is a random number chosen from a range set by $`T`$ representing the heat bath. The simulations were performed at $`k_BT=1`$. We are in the dissipative regime so we can ignore the inertial term. The friction term is set to ($`\mathrm{\Gamma }=0.7`$) and the noise is chosen so as to satisfy the fluctuation dissipation theorem. The equilibrium bond length was set to $`\mathrm{}_0=1.6`$. The simulations were done with $`k_s=1000`$.
We performed in general $`10^6`$ integration time steps followed by $`10^4`$ attempted pivot moves. A pivot move is an attempt to rotate a portion of the chain by a small random angle around a randomly chosen bead. The MC part is done with the usual metropolis algorithm accepting pivot moves with a probability $`\mathrm{exp}\left(\frac{\mathrm{\Delta }U}{k_BT}\right)`$. This mixed MD/MC procedure was repeated $`10^3`$ times until the configurations were equilibrated. Equilibration was checked by starting from crumpled chains and fully extended chains and verifying that the same values for radius of gyration and correlation functions was obtained. We simulated double-stranded ribbon chains of $`2\times 400`$ monomers. The simulations were performed on a CRAY $`T3D`$ with 128 processors allowing us to simulate 128 chains in parallel.
Typical equilibrated polymer configurations, shown here in Figs. 567, suggest that at low temperatures the polymer can be viewed as a collection of long, twisted (straight) rods that are connected by short, highly curved sections of chain which we call “kinks”, as opposed to a smooth worm-like conformation. This structure melts at higher temperatures.
We plot the $`𝐛(s)𝐛(0)`$ correlation function from the simulation in Fig. 8. For $`T>T_\times `$ we obtain simple exponential decay but for $`T<T_\times `$ we see an oscillation in the correlation function in agreement with Eq.(18).
We plot the $`𝐭(s)𝐭(0)`$ correlation function from the simulation in Fig. 9. We see the signature exponential decay of the correlation function of worm-like chains from which we can estimate the effective persistence length. The estimated persistence lengths are $`L_p=2.99\pm 0.01,25.0\pm 0.005,179.0\pm 0.001`$, correspondingly.
## VI Kink-Rod Structure
We show typical equilibrated conformations above, near, and below $`T_\times `$ in Figs. 567. The snapshots of the polymer configurations suggest that at low temperatures the polymer can be viewed as a collection of hard (straight) twisted rods that are connected by some kinks. This picture can be accounted for using a simple argument. We can model our system of two semiflexible polymers subject to the constraint of constant separation, as a semiflexible ribbon, i.e. a semiflexible linear object with anisotropic rigidities whose Hamiltonian reads
$$_{\mathrm{ani}}=\frac{1}{2}ds\underset{i,j}{}\kappa _{ij}\left(\frac{\mathrm{d}𝐭}{\mathrm{d}s}\right)_i\left(\frac{\mathrm{d}𝐭}{\mathrm{d}s}\right)_j,$$
(27)
where $`\kappa _{ij}=\kappa _{}b_ib_j+\kappa _{}(\delta _{ij}t_it_jb_ib_j)`$ determines the rigidity anisotropy of the ribbon, corresponding to bending parallel or perpendicular to the bond-director field. The ribbon structure would require $`\kappa _{}\kappa _{}`$. (To be consistent with the hard constraint (see above) of constant separation of the polymers, we should take the limit of infinite $`\kappa _{}`$.) The partition function of a semiflexible ribbon in the $`\kappa _{}\mathrm{}`$ limit can be written as
$`𝒵_{\mathrm{Rib}}`$ $`=`$ $`\underset{\kappa _{}\mathrm{}}{lim}{\displaystyle 𝒟𝐭(s)𝒟𝐛(s)\mathrm{exp}\left\{\frac{\kappa _{}}{2k_BT}ds\left(\frac{\mathrm{d}𝐭}{\mathrm{d}s}\right)^2+\frac{\kappa _{}\kappa _{}}{2k_BT}ds\left(\frac{\mathrm{d}𝐭}{\mathrm{d}s}𝐛\right)^2+^{}[𝐭,𝐛]\right\}}`$ (28)
$`=`$ $`{\displaystyle 𝒟𝐭(s)𝒟𝐛(s)\delta \left\{\frac{\mathrm{d}𝐭}{\mathrm{d}s}𝐛\right\}\mathrm{exp}\left\{\frac{\kappa _{}}{2k_BT}ds\left(\frac{\mathrm{d}𝐭}{\mathrm{d}s}\right)^2+^{}[𝐭,𝐛]\right\}},`$ (29)
in which $`^{}[𝐭,𝐛]`$ controls the dynamics of $`𝐛`$, and the functional delta-function enforces the constraint
$$\frac{\mathrm{d}𝐭(s)}{\mathrm{d}s}𝐛(s)=0,$$
(30)
to hold exactly at every point of the ribbon. Recalling $`\mathrm{d}𝐭/\mathrm{d}s=H(s)𝐧`$ from the Frenet-Seret equations , where $`H(s)`$ is the curvature at each point and $`𝐧`$ is the unit normal vector to the curve, we can write the constraint as
$$H(s)𝐧(s)𝐛(s)=0.$$
(31)
This constraint requires that at each point either $`H(s)=0`$, which corresponds to a straight (rod-like) segment that can be twisted, or $`𝐧(s)𝐛(s)=0`$, which corresponds to a curved (kink-like) region where the the bond-director is locked in to the perpendicular direction to the curve normal, i.e., the binormal.
We expect the (core) length of the kink regions to be very short at low temperatures, as observed in Fig. 7. We note that the conformational entropy of the chain is due to the degrees of freedom in the kink regions, whereas the twist entropy comes from the degrees of freedom in the rod segments. The average separation between neighbouring kinks is of the order of the persistence length. The ribbon thus tends to keep the rod segments as long as possible to maximally explore the twist degrees of freedom, while it can recover the same conformational entropy as a wormlike chain from pivotal moves in the kink regions. This explains the kink-rod structure in low temperatures ($`a\mathrm{}_p`$). As the temperature increases, the kinks get closer to each other, until at some temperature their average separation becomes comparable to their size ($`\mathrm{}_pa`$), and the kink-rod pattern disappears.
This analysis can be understood in the context of the mean-field $`(𝐛,𝐭)`$ model above. By observing that at low temperatures $`\mathrm{}_{\mathrm{BP}}\mathrm{}_{\mathrm{TP}}`$, one can imagine that there are roughly speaking rodlike (straight) segments of length $`\mathrm{}_{\mathrm{TP}}`$, each supporting a number of shorter segments of length $`\mathrm{}_{\mathrm{BP}}`$ that are twisted, but de-correlated with one other. One can see that $`\mathrm{}_{\mathrm{BP}}`$ is equal to the length scale $`\lambda `$ at which the strands undergo conformational fluctuations of the order of their separation: $`a^2=<r^2>_{1/\lambda }dq/\mathrm{}_pq^4\lambda ^3/\mathrm{}_p`$. Hence, segments of length $`\mathrm{}_{\mathrm{BP}}`$ are straight (for $`a\mathrm{}_p`$). However, fluctuations of order $`a`$ are sufficient to wash out the memory of twist. The anti-correlation in fact comes from the frustration as explained above.
As the temperature is raised, the number of twisted rods in each segment $`N=\mathrm{}_{\mathrm{TP}}/\mathrm{}_{\mathrm{BP}}`$ decreases very quickly, until it saturates to unity at $`T=T_\times `$. For higher temperatures the mechanism changes, and the bond correlations are cut off by the tangent fluctuations. Hence, the short-range twist order does not survive anymore. All the main features of the above picture have also been observed in the simulation.
A kink-rod structure similar to the one discussed here has indeed been observed in experiments done on actin filaments . Actin is a charged polymer, and the mutual electrostatic repulsion of its different segments plays a major role in its structural stiffness. It is well known, however, that the introduction of multivalent counterions (ions of opposite charge that are necessary to neutralise the solution) can reduce the electrostatic repulsion, and even lead to attraction between like charged polymers, or different like charged segments of a same polymer . In a recent experiment, Tang et al used fluorescence microscopy techniques to image condensed (or collapsed) actin bundles that are formed due to the presence of multivalent counterions. Snapshots of the bundles, showing their typical conformations, are shown in Fig. 10. A remarkable feature in the observation was the presence of sharp corners which connect relatively straight segments of the actin bundles, as can be seen in Fig. 10. Tang et al observed that this feature is present only when the bundle is made up of two or more filaments of actin, and is absent when there is only a single filament in the condensate.
It is plausible to assume that the observed kink-rod structure can be accounted for by similar arguments to the one developed above. The only difference is the fact that the structure in the experimental case is a ring, as opposed to a chain with free ends. However, we do not expect this constraint to affect the argument, because the inherent competition between twist and bend degrees of freedom is local. Of course, more experimental efforts are needed to rule out other possible scenarios for the formation of the kinks, such as defects in the packing of more than one filament, sequence disorder, or metastable effects due to the dynamics of the collapse.
## VII Mean Field Theory: Confined Chains
In this section, we study the effect of confinement on double-stranded semiflexible polymers. We confine the double-stranded polymer in a $`d_{}`$-dimensional subspace to a box of size $`R`$, while leaving it free in the remaining $`d_{}=dd_{}`$ dimensions.
In terms of the tangent to the mid-curve $`𝐭=\mathrm{d}𝐫/\mathrm{d}s`$, and the bond-director $`𝐛`$, the total Hamiltonian of the system can now be written as
$`{\displaystyle \frac{_{\mathrm{conf}}}{k_BT}}`$ $`=`$ $`{\displaystyle \frac{+_m}{k_BT}}+{\displaystyle \frac{g}{\mathrm{}_p^3}}{\displaystyle ds𝐫_{}^2},`$ (32)
where $`g`$ is a dimensionless constant in addition to $`b`$, $`c`$, $`e`$ defined in Section III. The constants will be determined self-consistently by demanding that the relevant constraints hold on average: inextensibility of the individual strands, constant separation between the chains, the bond-director being normal to the strands, and confinement of the polymer to a box of size $`R`$ in $`d_{}`$ dimensions ($`𝐫_{}^2(s)=R^2`$). This final constraint is valid as long as the chain length is much larger than $`R`$. We obtain the following set of equations for $`b`$, $`c`$, $`e`$, and $`g`$:
$$\{\begin{array}{c}\sqrt{c}\frac{a^2}{4\mathrm{}_p^2}+\sqrt{g}\frac{R^2}{\mathrm{}_p^2}+\frac{d_{}}{4\sqrt{2b}}=1\hfill \\ \\ c(b+\sqrt{c})=\frac{d^2\mathrm{}_p^4}{2a^4}\hfill \\ \\ g(b+\sqrt{g})=\frac{d_{}^2\mathrm{}_p^4}{32R^4}\hfill \\ \\ e=0\hfill \end{array}.$$
(33)
Although the above nonlinear set of equations are very difficult to solve, we can get the behaviour of the solutions by looking at the asymptotics in the limiting cases, as summarised in Table I. The full solutions are in fact smooth interpolations between the asymptotics. We solved the equations numerically for the experimentally relevant case; $`d_{}=1`$ and $`d=3`$.
Having determined the constants self-consistently, we can calculate the correlation functions. For the tangent–tangent correlation in the parallel direction one obtains
$$𝐭_{}(s)𝐭_{}(0)=\frac{d_{}}{4\sqrt{2b}}\mathrm{exp}\left(\sqrt{2b}\frac{s}{\mathrm{}_p}\right),$$
(34)
whereas for the perpendicular direction one obtains
$`𝐭_{}(s)𝐭_{}(0)`$ $`=`$ $`{\displaystyle \frac{d_{}}{8\sqrt{b^2g}}}((b+\sqrt{b^2g})^{1/2}\mathrm{exp}[(b+\sqrt{b^2g})^{1/2}{\displaystyle \frac{s}{\mathrm{}_p}}]`$ (36)
$`(b\sqrt{b^2g})^{1/2}\mathrm{exp}[(b\sqrt{b^2g})^{1/2}{\displaystyle \frac{s}{\mathrm{}_p}}]).`$
Similarly, for the bond-director field it yields
$`𝐛(s)𝐛(0)={\displaystyle \frac{d\mathrm{}_p^2}{2a^2\sqrt{b^2c}}}\left({\displaystyle \frac{\mathrm{exp}\left[(b\sqrt{b^2c})^{1/2}\frac{s}{\mathrm{}_p}\right]}{(b\sqrt{b^2c})^{1/2}}}{\displaystyle \frac{\mathrm{exp}\left[(b+\sqrt{b^2c})^{1/2}\frac{s}{\mathrm{}_p}\right]}{(b+\sqrt{b^2c})^{1/2}}}\right),`$ (37)
while the rest of the two-point functions (the cross terms) are zero. The parallel component of the tangent-director correlation function decays purely exponentially. However, the correlation function of the perpendicular component of the tangent-director field, as well as that of the bond-director field, develop a crossover from purely exponential decay for $`b^2>g`$ and $`b^2>c`$, to oscillatory decay for $`b^2<g`$ and $`b^2<c`$, respectively. The phase diagram of the system in the space of dimensionless parameters $`R/\mathrm{}_p`$ and $`a/\mathrm{}_p`$, is shown in Fig.11. The boundaries between different regions are obtained from solutions of Eq.(33).
It is instructive to examine the perpendicular component of the tangent-director correlation function in the limiting case $`b^2g`$ which corresponds to $`R/\mathrm{}_p1`$ (see Table I). Using the asymptotic forms for $`b`$ and $`g`$, one obtains
$$𝐭_{}(s)𝐭_{}(0)=\left(\frac{d_{}^2}{8\sqrt{2}}\frac{R^2}{\mathrm{}_p^2}\right)^{1/3}\times \mathrm{exp}\left[\left(\frac{d_{}}{16\mathrm{}_pR^2}\right)^{1/3}s\right]\times \mathrm{sin}\left[\left(\frac{d_{}}{16\mathrm{}_pR^2}\right)^{1/3}s+\frac{\pi }{4}\right].$$
(38)
The effects of confinement are best seen in this limiting expression. The persistence length of the polymer in the confined directions is reduced to $`\mathrm{}_{}(\mathrm{}_pR^2)^{1/3}`$. This ‘deflection length’ is in fact the length at which roughening of a semiflexible chain of bare persistence length $`\mathrm{}_p`$ becomes comparable to the confinement size (or separation of the confining walls), $`R`$: $`R^2=<r_{}^2>=_{1/\mathrm{}_{}}dq/\mathrm{}_pq^4`$. In other words, the presence of the boundaries provides another competing mechanism to cut off tangent correlations in the directions of confinement. Moreover, the oscillatory form of the correlation function with a period $`\lambda =\mathrm{}_{}(\mathrm{}_pR^2)^{1/3}`$ implies a sinusoidal packing of the polymer in the confining cavity, where again the size of the oriented segments (the period of the oscillations) is set by the walls cutting off the roughness of the polymer. As seen in Sec.VI, a semiflexible ribbon develops a kink-rod structure at finite temperatures (due the strong anisotropy in rigidity), in which rod-like segments (about a persistence length long) are connected by rather sharp kinks with a core size of the order of the diameter of the ribbon. If such a structure is restricted to a size less than the bare persistence length, new kinks have to be created at the confining walls to squeeze the ribbon into the available space. This therefore leads to the compact zigzag conformation of kinks and rods and the subsequent oscillatory tangent correlations.
It is straight forward to calculate the free energy of the system. We find,
$`{\displaystyle \frac{F}{k_BT}}={\displaystyle \frac{F_0(b)}{k_BT}}+{\displaystyle \frac{L}{2\mathrm{}_p}}\left[(b+\sqrt{b^2c})^{1/2}+(b\sqrt{b^2c})^{1/2}+(b+\sqrt{b^2g})^{1/2}+(b\sqrt{b^2g})^{1/2}\right].`$ (39)
It is interesting to examine the limiting behaviour of the free energy as a function of $`R`$. We obtain
$$\frac{F(R)}{k_BT}\frac{L}{2\mathrm{}_p}\{\begin{array}{cc}\left(d_{}/2\right)^{1/3}\left(\mathrm{}_p/R\right)^{2/3},& \mathrm{for}R/\mathrm{}_p1\hfill \\ & \\ \left(\alpha d_{}/d^2\right)\left(\mathrm{}_p/R\right)^2,& \mathrm{for}R/\mathrm{}_p1\hfill \end{array},$$
(40)
where $`\alpha `$ is a smoothly varying numerical coefficient ranging from $`\alpha =4`$ for $`a/\mathrm{}_p1`$, to $`\alpha =1`$ for $`a/\mathrm{}_p1`$. The free energy, interestingly, interpolates between the steric repulsion of non self-avoiding flexible polymers confined to $`R`$ , which has $`1/R^2`$ behaviour, to Helfrich undulation free energy of stiff polymers confined to $`R`$ , which has $`1/R^{2/3}`$ behaviour .
Using the above results, we now analyse some recent experiments by Ott et al who measure the persistence length of actin filaments confined between microscope slides. The separation of the slides was of the order of $`R=1\mu m`$ and they found a persistence length (assuming a two dimensional worm-like chain) of $`L_p^0=16.7\mu m`$. These results are in the regime addressed by our model. For very small but finite $`R`$ the chain fluctuates between the two plates. ¿From the analogue of Eq.(38) calculated for single-stranded semiflexible polymers, we find $`t_{}^2=(R/L_p^{(0)})^{2/3}/2`$. Therefore one must include the fluctuations perpendicular to the confining plates in the calculation of the true persistence length. This implies that on average the polymer makes an angle $`\theta `$ given by $`\mathrm{sin}\theta =\sqrt{t_{}^2}`$ with the plates where $`\theta <1`$. One therefore has a corrected persistence length $`L_p^{\text{true}}L_p^{(0)}/\mathrm{cos}\theta =L_p^{(0)}/\sqrt{1t_{}^2}`$. We therefore estimate for those experiments a correction of approximately $`4\%`$, i.e. $`L_p^{\text{true}}=17.4\mu m`$.
## VIII Conclusion
In conclusion, we have calculated the properties of a well-defined model of a double-stranded semiflexible polymer and shown novel non-trivial differences between the high, low and zero temperature behaviour. At high $`T`$ we find normal worm-like chain (WLC) behaviour and at low $`T`$ we observe a novel kink-rod structure with short-range twist order whilst at $`T=0`$ we have a flat ribbon.
In the analytical approach, the only approximation we have made is the relaxing of local constraints to global ones. Using a systematic $`1/d`$-expansion (see Appendix) we have shown that to calculate the 2-point correlation functions this is a valid approximation as higher order corrections only change the values of parameters but do not change the analytic form of the functions. Extensive MD/MC simulations confirm the analytical results.
We have also examined the effect of confinement on the behaviour of semiflexible double-stranded polymers, and found four interesting regimes of the conformation and internal twist structure of these polymers, as summarised in Fig. 11: (A) Weak confinement and relatively short bonds lead to free wormlike chain conformations with short-ranged twist anti-correlations, (B) weak confinement and relatively long bonds give rise to free wormlike chain conformations and twist disorder, (C) strong confinement and relatively short bonds yield sinusoidal packing of the chains and short-ranged twist anti-correlations, and finally (D) strong confinement and relatively long bonds lead to sinusoidal packing of the chains and twist disorder.
There are a number of advantages evident in our approach. First, we introduce a microscopic model which remains true to the chemical structure of many biomolecules. Second, our approximate method of solving this model also lends itself to the analysis of the fluctuations in the system and to study intermediate-scale behaviour as well as the ground state (long length-scale) properties. Finally, this method could be easily extended to describe multi-stranded objects. We expect that the effect of an intrinsic twist changes the ground state but does not change any of the conclusions of our description, although we expect it to make the effective persistence length much higher. We hope to address such questions in a subsequent publication.
## ACKNOWLEDGMENTS
It is a great pleasure to acknowledge many stimulating discussions with A. Ajdari, R. Ejtehadi, R. Everaers, E. Frey, G. Grest, M. Kardar, K. Kremer, A. Maggs and M. Pütz. The financial support of the Max-Planck-Gesellschaft and the Training and Mobility of Researchers programme of the European Union is gratefully acknowledged. This research was supported in part by EU grant FMBICT972699 and the National Science Foundation under Grants No. PHY94-07194, and DMR-98-05833.
## A $`1/d`$-expansion
To justify the mean field approximations used in Secs. III and VII above, we perform a systematic $`1/d`$-expansion that allows us to implement the constraints in a controlled way. Our approach is similar to the one successfully used by David and Guitter to study the crumpling transition of crystalline membranes . For simplicity, we consider a more primitive model of an elastic ribbon with the Hamiltonian
$$\frac{_{\mathrm{ribbon}}}{k_BT}=\frac{A}{2}ds\left(\frac{\mathrm{d}𝐭}{\mathrm{d}s}\right)^2+\frac{C}{2}ds\left[\frac{\mathrm{d}𝐛}{\mathrm{d}s}𝐭\left(𝐭\frac{\mathrm{d}𝐛}{\mathrm{d}s}\right)\right]^2,$$
(A1)
in which the tangent and the bond-director fields are subject to the following constraints:$`𝐭^2=1,𝐛^2=1,𝐭𝐛=0`$, and $`𝐛(\mathrm{d}𝐭/\mathrm{d}s)=0`$ (Eq.(30)). A similar calculation with the more realistic (and more complicated) Hamiltonian of Eq.(4) will lead to essentially the same conclusions. The partition function of the ribbon can be calculated as
$$𝒵=𝒟𝐭𝒟𝐛𝒟\lambda _1𝒟\lambda _2𝒟\lambda _3𝒟\lambda _4\mathrm{e}^{S[𝐭,𝐛,\lambda _1,\lambda _2,\lambda _3,\lambda _4]},$$
(A2)
with
$`S`$ $`=`$ $`{\displaystyle \frac{A}{2}}{\displaystyle ds\left(\frac{\mathrm{d}𝐭}{\mathrm{d}s}\right)^2}+{\displaystyle \frac{C}{2}}{\displaystyle ds\left(\frac{\mathrm{d}𝐛}{\mathrm{d}s}\right)^2}`$ (A4)
$`+i{\displaystyle ds\left[\lambda _1(s)\left(𝐭^21\right)+\lambda _2(s)\left(𝐛^21\right)+\lambda _3(s)\left(𝐭𝐛\right)+\lambda _4(s)\left(𝐭\frac{\mathrm{d}𝐛}{\mathrm{d}s}\right)\right]},`$
in which $`\{\lambda _\alpha (s)\}`$ are the “stress” (Lagrange multiplier) fields enforcing the constraints. The integrations over $`𝐭`$ and $`𝐛`$ are now Gaussian, and can be performed to yield
$`S_{\mathrm{eff}}[\lambda _i]={\displaystyle \frac{d}{2}}\mathrm{ln}det\left[\begin{array}{cc}A_s^2+2i\lambda _1& i\lambda _3+i\lambda _4_s\\ i\lambda _3i_s\lambda _4& C_s^2+2i\lambda _2\end{array}\right]id{\displaystyle ds(\lambda _1+\lambda _2)}.`$ (A7)
Note that we have rescaled $`A,C`$, and $`\{\lambda _\alpha (s)\}`$ by $`d`$. Extremising the effective action corresponds to the saddle point or mean field solution ($`d=\mathrm{}`$). The saddle point equations yield $`i\overline{\lambda }_1=1/(8A),i\overline{\lambda }_2=/(8C)`$, and $`\overline{\lambda }_3=\overline{\lambda }_4=0`$.
To proceed to the higher orders in $`1/d`$, we need to calculate the $`\lambda `$-propagators defined as
$$\lambda _\alpha (s)\lambda _\beta (s^{})\frac{\delta ^2S_{\mathrm{eff}}}{\delta \lambda _\alpha (s)\delta \lambda _\beta (s^{})}|_{\mathrm{saddle}\mathrm{point}}^1.$$
(A8)
A straightforward calculation then leads to
$`\stackrel{~}{\lambda }_1(q)\stackrel{~}{\lambda }_1(q)`$ $`=`$ $`{\displaystyle \frac{A}{8d}}q^2+O(1),`$ (A9)
$`\stackrel{~}{\lambda }_2(q)\stackrel{~}{\lambda }_2(q)`$ $`=`$ $`{\displaystyle \frac{C}{8d}}q^2+O(1),`$ (A10)
$`\stackrel{~}{\lambda }_3(q)\stackrel{~}{\lambda }_3(q)`$ $`=`$ $`{\displaystyle \frac{A}{2d}}q^2+O(1),`$ (A11)
$`\stackrel{~}{\lambda }_4(q)\stackrel{~}{\lambda }_4(q)`$ $`=`$ $`{\displaystyle \frac{A+C}{2d}}q^2+O(1/q^2),`$ (A12)
$`\stackrel{~}{\lambda }_3(q)\stackrel{~}{\lambda }_4(q)`$ $`=`$ $`{\displaystyle \frac{A}{2d}}(iq)+O(1/q),`$ (A13)
while all the others are zero. Note that we have only kept the large momentum limit, since we are interested in the local (short distance) behaviour of the Lagrange multipliers .
The above $`\lambda `$-propagators, the correlators for the tangent and the bond fields
$`\stackrel{~}{t}_i(q)\stackrel{~}{t}_j(q)`$ $`=`$ $`{\displaystyle \frac{\delta _{ij}}{Aq^2+1/(4A)}},`$ (A14)
$`\stackrel{~}{b}_i(q)\stackrel{~}{b}_j(q)`$ $`=`$ $`{\displaystyle \frac{\delta _{ij}}{Cq^2+1/(4C)}},`$ (A15)
and the three-point vertices
$`\stackrel{~}{t}_i(q)\stackrel{~}{t}_j(q^{})\stackrel{~}{\lambda }_1(qq^{})`$ $`=`$ $`2i\delta _{ij},`$ (A16)
$`\stackrel{~}{b}_i(q)\stackrel{~}{b}_j(q^{})\stackrel{~}{\lambda }_2(qq^{})`$ $`=`$ $`2i\delta _{ij},`$ (A17)
$`\stackrel{~}{t}_i(q)\stackrel{~}{b}_j(q^{})\stackrel{~}{\lambda }_3(qq^{})`$ $`=`$ $`i\delta _{ij},`$ (A18)
$`\stackrel{~}{t}_i(q)\stackrel{~}{b}_j(q^{})\stackrel{~}{\lambda }_4(qq^{})`$ $`=`$ $`q^{}\delta _{ij},`$ (A19)
as read from Eq.(A4), could now be used to construct diagrammatic expansions. Examining the 2-point correlation functions for $`𝐭`$ and $`𝐛`$, we then find that the perturbative expansions are well-behaved (not singular), and only correct the numerical values of the coupling constants by finite amounts at each order. We thus conclude that the mean field behaviour corresponding to the saddle point approximation is qualitatively valid.
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# SUSX-TH/00-009 The SQCD vacuum coupled to supergravity and string theory moduli
## 1 Introduction
Supersymmetric gauge theory with matter representations plays a central role in many models of supersymmetry-breaking relevant to string phenomenology. In $`𝒩=1`$ supergravity models based on perturbative string constructions, the gauge dynamics in a “hidden sector” can induce a hierarchically small vacuum expectation value (v.e.v.) for the gaugino bilinear operator $`\text{Tr}\lambda ^\alpha \lambda _\alpha `$ (the “gaugino condensate”). If there are hidden matter multiplets , there may also be nonzero v.e.v.’s for the squark bilinears $`\overline{\stackrel{~}{q}}_{ai}\stackrel{~}{q}_j^a`$ where $`a`$ is the gauge group representation index and $`i,j`$ are flavour indices. When coupled to supergravity the gaugino condensate is a source of supersymmetry-breaking which can in principle explain the ratio of the electroweak scale, and the notional masses of supersymmetric partners, to the mass scale of string theory. The scale of SUSY-breaking can be parameterized by the gravitino mass, $`m_{3/2}`$, which is proportional to $`\text{Tr}\lambda ^\alpha \lambda _\alpha /M_P^2`$ in the case of a single confining group. By using the different gauge groups and matter contents which appear in string constructions it is possible to reach phenomenologically reasonable values of $`m_{3/2}`$, of order $`1`$ TeV .
It has has usually been assumed that the structure of the gauge theory vacuum is well described by globally supersymmetric QCD, since the strong-coupling scale is well below $`M_P`$. In the limit of global supersymmetry $`M_P\mathrm{}`$ the condensates do not break supersymmetry . The condensate values may be found by instanton calculations or by constructing a supersymmetric effective action in terms of gauge invariant composite superfields $`U\text{Tr}W^\alpha W_\alpha `$ and $`V_{ij}\overline{Q}_{ai}Q_j^a`$, where $`W^\alpha `$ is the supersymmetric gauge field strength and $`Q,\overline{Q}`$ are the quark and antiquark chiral superfields respectively. The supersymmetric zero-energy vacuum satisfies the conditions $`F_U=W_{np}^{}/U^{}=0`$, $`F_V=W_{np}^{}/V_{ij}^{}=0`$, where $`W_{np}`$ is the nonperturbative superpotential generated by the gauge dynamics. The gaugino condensate value is then determined (up to a discrete symmetry) in terms of the renormalisation group invariant scale $`\mathrm{\Lambda }`$ and the squark mass matrix $`M_{ij}`$. In string-inspired supergravity models the scale $`\mathrm{\Lambda }`$ and the squark masses are functions of the dilaton and moduli scalars of the underlying theory. Hence the supersymmetry-breaking has a non-trivial dependence on the “flat directions” of string theory and it becomes possible to stabilize the moduli and (under certain assumptions!) the dilaton , while inducing supersymmetry-breaking of the right magnitude .
Recently, SQCD has also been used in the construction of (supersymmetric) domain walls , motivated by cosmological issues or by the “brane world” scenario in which the observable matter fields are confined to a region localized in one or more directions within a higher-dimensional spacetime. The discrete set of degenerate vacua that is required is naturally realised in SU$`(N)`$ SQCD, since the vacuum with nonzero gluino and matter condensates transforms under a non-anomalous $`_N`$ symmetry<sup>1</sup><sup>1</sup>1This is the subgroup of the anomalous U$`(1)_R`$ that survives breaking by instantons: in general there will be a $`_{c(G)}`$ degeneracy.. When supersymmetry is broken by an explicit gluino mass term , the degeneracy is also broken, which raises doubts as to the stability of domain walls when gravitational corrections to the scalar potential are included. A non-zero v.e.v. for $`\text{Tr}\lambda ^\alpha \lambda _\alpha `$ will in general break (local) SUSY and give the gluinos, including hidden sector gauginos, a mass. We will find, however, that the vacuum degeneracy is unbroken when the source of SUSY-breaking is the gaugino condensate itself.
In this paper we attempt to find the corrections to the vacuum structure of SQCD due to its coupling to $`𝒩=1`$ supergravity, including the dilaton and an overall modulus denoted by chiral superfields $`S`$ and $`T`$ respectively. The starting point will be the non-perturbative superpotential of and the resulting zero-energy vacuum of the globally supersymmetric theory. It has already been shown in the case of a SYM hidden sector without matter, that the resulting value of the gaugino condensate is identical to that at the minimum of the $`𝒩=1`$ supergravity scalar potential $`𝒱(U,S,T)`$, when terms in $`U`$ of mass dimension higher than $`4`$ (i.e. suppressed by powers of $`M_P`$) are discarded . We will show that this also holds in the case of SQCD: on discarding the terms in the supergravity potential with mass dimension $`>4`$ in the condensate fields (note that we treat $`S`$ and $`T`$ as being dimensionless), we recover the global SQCD vacuum. The size of deviations from the “truncated approximation” for the condensates can be found by minimising the scalar potential in supergravity as a function of $`U`$ and $`V_{ij}`$, including higher-order terms. A similar approach was taken in the case of pure SYM coupled to supergravity in .
## 2 Effective action for the gaugino and squark condensates
We follow the approach of Burgess et al. in which the gaugino condensate is described by the classical field $`U\widehat{U}/S_0^3`$, where $`\widehat{U}=\text{Tr}W^\alpha W_\alpha `$ and the chiral compensator superfield $`S_0`$ is introduced to simplify the formulation of supergravity coupled to matter using the superconformal tensor calculus<sup>2</sup><sup>2</sup>2The components of $`S_0`$ are determined by gauge-fixing the superconformal symmetries so that the Einstein term in the Lagrangian is canonically normalised .. The gaugino bilinear $`\text{Tr}\lambda ^\alpha \lambda _\alpha `$ corresponds to the lowest component of $`\widehat{U}`$ ($`\theta =\overline{\theta }=0)`$. Similarly the squark condensate is the lowest component of a (mass dimension 2) composite superfield $`V_{ij}=\overline{Q}_{ai}Q_j^a`$ where $`Q_i`$, $`\overline{Q}_j`$ are $`N_f`$ flavours of left chiral superfields in the representation $`R`$ and its complex conjugate $`\overline{R}`$ respectively. The v.e.v.’s of the gaugino and squark bilinears are then given by the scalar components of $`U`$ and $`V_{ij}`$ at the stationary point of the effective action $`\mathrm{\Gamma }(U,V,S,T)`$ .
The effective action results from the standard $`𝒩=1`$ supergravity formula with the Taylor-Veneziano-Yankielowicz (TVY) nonperturbative superpotential in terms of $`U`$ and $`V`$, and an appropriate Kähler potential $`K`$. The TVY superpotential, suitably amended for the case of a non-minimal gauge kinetic function and a modulus-dependent mass matrix, is
$$W(U,V_{ij},S,T)=\frac{1}{4}f_G(S,T)U\frac{1}{96\pi ^2}U\mathrm{ln}\left(kU^{b+2c}(\text{det}V_{ij})^{3c/N_f}\right)M_{ij}(T)V_{ij}.$$
(1)
Here $`f_G(S,T)`$ is the gauge kinetic function, equal to $`S`$ at tree level, which in general depends on the modulus $`T`$ through string loop threshold corrections , $`b`$ is the one-loop beta function coefficient such that $`b=3c(G)+2N_fT(R)`$, and $`c=2N_fT(R)`$; $`c(G)`$ is the second-order Casimir invariant for the gauge group $`G`$ and $`T(R)`$ is the index, equal to $`1/2`$ in the fundamental representation. $`k`$ is a constant which will be discussed shortly. It is convenient to diagonalise $`V_{ij}`$ by performing unitary flavour rotations of the matter fields $`Q_i`$, $`\overline{Q}_j`$ so that $`V_{ij}=V_i\delta _{ij}`$. The superpotential can then be re-expressed as
$$W=\frac{b}{96\pi ^2}U\mathrm{ln}\left(kU^{1+2c/b}\underset{i}{}V_i^{3c/N_fb}\omega (S)h(T)\right)M_i(T)V_i$$
(2)
where $`\omega (S)e^{24\pi ^2S/b}`$ and $`h(T)`$ is a function which transforms under the target-space duality group SL$`(2,)`$ such that the argument of the logarithm in (2) is invariant.
This is all we need to find the truncated approximation for the condensate values: it simply follows from setting the derivatives of $`W`$ with respect to $`U`$ and $`V`$ to zero, giving us
$$U^{(tr)}=e^{24\pi ^2f_G(S,T)/b_0(b+2c)/b_0}k^{b/b_0}\left(\frac{c}{32\pi ^2N_f}\right)^{3c/b_0}\underset{i}{}M_i(T)^{3c/N_fb_0}$$
(3)
and
$$V_i^{(tr)}=\frac{c}{32\pi ^2N_f}\frac{U^{(tr)}}{M_i(T)}$$
(4)
where $`b_0=3c(G)`$ is the beta-function coefficient for SYM without matter. We see that the constant $`k`$ simply adjusts the scale of the condensates; it has the same effect as a constant threshold correction to $`f_G`$.
When the condensate values (3) and (4) are substituted back into the superpotential, the “truncated superpotential” $`W_{np}^{(tr)}(S,T)=b_0/(96\pi ^2)U^{(tr)}`$ emerges. This is the usual starting point for studying supersymmetry-breaking in string effective field theories (see for example ).
We take the Kähler potential for the dilaton and moduli to be
$$\stackrel{~}{K}=P(y)3\mathrm{ln}(T+T^{})$$
(5)
where $`y=S+S^{}3/(8\pi ^2)\delta _{GS}\mathrm{ln}(T+T^{})`$. The string tree-level Kähler potential for the dilaton $`\mathrm{ln}(S+S^{})`$ has been replaced by a real function $`P(y)`$ which parameterizes stringy nonperturbative dilaton dynamics . We take the Green-Schwarz coefficients $`\delta _{GS}`$ to be zero to simplify the calculations. The correct form of $`P(y)`$ is not known, however it is possible to constrain it by looking for a stable minimum in the potential for the dilaton and requiring $`P^{\prime \prime }(y)>0`$ to obtain the right sign kinetic term.
The $`𝒩=1`$ supergravity effective action is invariant under target-space SL$`(2,)`$ transformations if the superpotential transforms as a modular form<sup>3</sup><sup>3</sup>3For a discussion of modular forms see or the appendix of . of weight $`3`$. The modulus $`T`$ transforms as
$$T\frac{\alpha Ti\beta }{i\gamma T+\delta }$$
where $`\alpha ,\beta ,\gamma ,\delta `$ are integers satisfying $`\alpha \delta \beta \gamma =1`$. Then $`U`$ must transform as
$$U\zeta (i\gamma T+\delta )^3U,$$
(6)
where $`\zeta `$ is a unimodular phase which depends on $`\alpha ,\beta ,\gamma `$ and $`\delta `$. Since the gauge fields are inert under target-space modular transformations this is achieved by $`S_0`$ having a non-trivial transformation property. The transformation of the squark condensate $`V`$ is determined by that of the $`Q`$, $`\overline{Q}`$ fields, which we take to have (flavour-independent) modular weights $`n_Q`$, $`n_{\overline{Q}}`$: then $`V_i\zeta _V(i\gamma T+\delta )^{n_Q+n_{\overline{Q}}}V_i`$. The function $`h(T)`$ is determined by string threshold corrections (up to multiplication by a modular invariant function of $`T`$) as $`h(T)=\eta (T)^{6b^{}/b}`$, where $`\eta (T)`$ is the Dedekind eta-function and the coefficient $`b^{}`$ is $`b^{}=3(c(G)+_QT(R_Q)(1+2n_Q))`$ for a gauge group with twisted matter representations $`R_Q`$ of modular weight $`n_Q`$.
The complete Kähler potential is then taken to be
$$K(U,V_i,S,T)=\stackrel{~}{K}3\mathrm{ln}\left(1Ae^{\stackrel{~}{K}/3}(UU^{})^{1/3}\right)+B(T+T^{})^{\overline{n}}(V_iV_i^{})^{1/2}.$$
(7)
where $`A`$ and $`B`$ are constants and $`\overline{n}(n_Q+n_{\overline{Q}})/2`$. It was shown in that this expression for the Kähler potential of $`U`$ has the correct dependence on $`S`$ and $`T`$; the $`V`$-dependent part is fixed by the requirements to respect U$`(N_f)`$ flavour symmetry and modular invariance. The Kähler potential for the composite fields $`U`$ and $`V`$ is only determined up to constant factors, and may receive higher-order corrections (which, however, will be negligible when the field values are small). The constants $`A`$, $`B`$ cannot at present be computed, due to our incomplete knowledge of supersymmetric gauge dynamics, but they are expected to be of order unity. Since the scalar potential in supergravity is a function of $`K`$ as well as the superpotential $`W`$ these constants will also appear in our results. In an earlier paper the constant $`A`$ was absorbed by rescaling the gaugino condensate, however since physical SUSY-breaking quantities are expressed in terms of the un-rescaled gaugino condensate (and, in general, the normalisation of fields is fixed by the coefficients with which they enter into $`W`$) this will not be done here.
The part of $`\mathrm{\Gamma }(U,V_i,S,T)`$ relevant to finding the value of the condensate is the scalar potential, which is given as usual by<sup>4</sup><sup>4</sup>4We work in reduced Planck units with $`\kappa ^1=1/\sqrt{8\pi G}`$ set to $`1`$.
$$𝒱=e^K\left((W_I^{}+K_IW^{})(K^1)_J^I(W^J+K^JW)3|W|^2\right)$$
where $`I`$ and $`J`$ range over the scalar components of $`U`$, $`V_i`$, $`S`$ and $`T`$, $`X^IX/\varphi _I`$ and $`X_JX/\varphi ^J`$ for $`X`$ any function of the scalars and their complex conjugates, and $`K^1`$ is defined by $`(K^1)_J^IK_K^J=\delta _K^I`$. The details of the inverse Kähler metric components are relegated to the Appendix.
As emphasized in , $`\mathrm{\Gamma }(U,V_i,S,T)`$ is not an effective Lagrangian in the sense of describing the light degrees of freedom only, (it is a functional of the heavy fields $`U`$ and $`V`$), rather it is the generating functional of “two-particle irreducible” correlation functions for the composite fields $`\text{Tr}W^2`$ and $`\text{Tr}\overline{Q_i}Q_j`$ (see also ). The kinetic terms in $`\mathrm{\Gamma }`$ must be understood as the first terms in a derivative expansion; there may be large higher-derivative corrections, so the effective action cannot be reliably used to determine particle interaction vertices. However the scalar potential, i.e. $`\mathrm{\Gamma }(U,V_i,S,T)`$ for constant field configurations, does not get these corrections.
After some calculation, we find the scalar potential in closed form, which for convenience is expressed in terms of the rescaled quantities $`z=e^{\stackrel{~}{K}/6}U^{1/3}`$, $`\mathrm{\Pi }_i=(T+T^{})^{\overline{n}}V_i`$, $`\mathrm{\Pi }=(\mathrm{\Pi }_i\mathrm{\Pi }_i^{})^{1/2}`$:
$$𝒱=\frac{e^{B\mathrm{\Pi }}}{(1A|z|^2)^3}\left\{𝒱_0+𝒱_1\right\}$$
(8)
with
$`𝒱_0`$ $`=`$ $`\left({\displaystyle \frac{b}{96\pi ^2}}\right)^2{\displaystyle \frac{3|z|^4}{A}}(1A|z|^2)\left|1+{\displaystyle \frac{2c}{b}}+𝒪𝒢\right|^2`$ (9)
$`+`$ $`{\displaystyle \frac{2}{B\mathrm{\Pi }}}\left(\delta _{ij}\mathrm{\Pi }^2+\mathrm{\Pi }_i^{}\mathrm{\Pi }_j\right)\left({\displaystyle \frac{c}{32\pi ^2N_f}}z^3\mathrm{\Pi }_i^1e^{\stackrel{~}{K}/2}(T+T^{})^{\overline{n}}M_i(T^{})\right)`$
$`\times \left({\displaystyle \frac{c}{32\pi ^2N_f}}z^3\mathrm{\Pi }_j^1e^{\stackrel{~}{K}/2}(T+T^{})^{\overline{n}}M_j(T)\right),`$
$`𝒱_1`$ $`=`$ $`{\displaystyle \frac{P^{}(y)^2}{P^{\prime \prime }(y)}}(1A|z|^2)𝒱_S+{\displaystyle \frac{1A|z|^2}{3(1\frac{\overline{n}}{3}(1A|z|^2)B\mathrm{\Pi })}}𝒱_T`$ (10)
$`+`$ $`\left({\displaystyle \frac{b}{96\pi ^2}}\right)^2|z|^6(3(1+{\displaystyle \frac{2c}{b}})^2{\displaystyle \frac{6c}{b}}(𝒪𝒢+c.c.)+B\mathrm{\Pi }|𝒪𝒢|^2)`$
$`+`$ $`{\displaystyle \frac{b}{96\pi ^2}}(2+B\mathrm{\Pi })(e^{\stackrel{~}{K}/2}(T+T^{})^{\overline{n}}z^3𝒪𝒢M_i(T^{})\mathrm{\Pi }_i^{}+c.c.)`$
$`+`$ $`{\displaystyle \frac{3b}{96\pi ^2}}(1A|z|^2(1+{\displaystyle \frac{2c}{b}}))(e^{\stackrel{~}{K}/2}(T+T^{})^{\overline{n}}z^3M_i(T^{})\mathrm{\Pi }_i^{}+c.c.)`$
$`+`$ $`e^{\stackrel{~}{K}}(T+T^{})^{2\overline{n}}\left(1+3A|z|^2+B\mathrm{\Pi }\right)\left|M_i(T)\mathrm{\Pi }_i\right|^2`$
where
$`𝒪𝒢`$ $`=`$ $`\mathrm{ln}(kU^{1+2c/b}{\displaystyle \underset{i}{}}V_i^{3c/N_fb}\omega (S)h(T)),`$ (11)
$`𝒱_S`$ $`=`$ $`\left|{\displaystyle \frac{b}{96\pi ^2}}z^3\left({\displaystyle \frac{1}{P^{}(y)}}{\displaystyle \frac{\omega ^{}(S)}{\omega (S)}}\left(1+{\displaystyle \frac{2c}{b}}\right)\right)+e^{\stackrel{~}{K}/2}(T+T^{})^{\overline{n}}M_i(T)\mathrm{\Pi }_i\right|^2,`$
$`𝒱_T`$ $`=`$ $`|{\displaystyle \frac{b}{96\pi ^2}}z^3((T+T^{}){\displaystyle \frac{h^{}(T)}{h(T)}}+3(1+{\displaystyle \frac{2c}{b}}(1+\overline{n})))+`$ (12)
$`+`$ $`e^{\stackrel{~}{K}/2}(T+T^{})^{\overline{n}}((T+T^{}){\displaystyle \frac{M_i^{}(T)}{M_i(T)}}(3+2\overline{n}))M_i(T)\mathrm{\Pi }_i|^2.`$
In this somewhat unwieldy expression, $`𝒱_0`$ includes the terms of mass dimension 4 \[glossing over factors of $`(1A|z|^2)`$\], which survive in the global supersymmetry limit $`M_P\mathrm{}`$, $`z0`$, $`\mathrm{\Pi }0`$, while $`𝒱_1`$ includes all terms of higher order in $`z`$ and $`\mathrm{\Pi }`$. Note also the “modular covariant” expressions
$$\widehat{G}^T(T+T^{})\frac{h^{}(T)}{h(T)}+3\left(1+\frac{2c}{b}(1+\overline{n})\right)\text{}\widehat{G}^{M_i}(T+T^{})\frac{M_i^{}(T)}{M_i(T)}(3+2\overline{n})$$
appearing in $`𝒱_T`$, which transform into themselves up to a phase under SL$`(2,)`$. For future convenience we also define
$$\widehat{G}^S\frac{1}{P^{}(y)}\frac{\omega ^{}(S)}{\omega (S)}\left(1+\frac{2c}{b}\right).$$
As expected, $`𝒱_0`$ has a zero-value minimum in the condensate directions<sup>5</sup><sup>5</sup>5Note that the principal value of the logarithm in (11) must be taken. Since the argument is real in vacuo this does not cause an ambiguity. at $`z=z^{(tr)}e^{\stackrel{~}{K}/6}U^{(tr)1/3}`$ and $`\mathrm{\Pi }_i=\mathrm{\Pi }_i^{(tr)}(T+T^{})^{\overline{n}}V_i^{(tr)}`$. The “truncated superpotential” result for the scalar potential is then equivalent to substituting these condensate values back into the full potential, which is then proportional to $`𝒱_1`$, and discarding terms of dimension greater than 6 in powers of $`z`$ and $`\mathrm{\Pi }_i`$. It is a non-trivial check on the result (10) to carry out this substitution and verify that the scalar potential then coincides with previous results . In fact we obtain
$`𝒱^{(tr)}`$ $``$ $`𝒱(S,T)_{|z=z^{(tr)},\mathrm{\Pi }=\mathrm{\Pi }^{(tr)}}=\left({\displaystyle \frac{b_0}{96\pi ^2}}\right)^2|z^{(tr)}|^6\left\{{\displaystyle \frac{1}{P^{\prime \prime }(y)}}\right|{\displaystyle \frac{\omega _0^{}(S)}{\omega _0(S)}}P^{}(y)|^2+`$
$`+`$ $`{\displaystyle \frac{1}{3}}|(T+T^{}){\displaystyle \frac{h_0^{}(T)}{h_0(T)}}+3|^23\}+𝒪(z^{(tr)8})`$
where $`\omega _0(S)=e^{24\pi ^2S/b_0}`$, $`h_0(T)=\eta (T)^{6b^{}/b_0}_iM_i(T)^{3c/N_fb_0}`$. Note that the unknown constants $`A`$ and $`B`$ drop out of this expression. This occurs because the truncated approximation for the condensates is implemented via the superpotential $`W_{np}`$ alone, and does not (at the given order of approximation in $`z/M_P`$) affect the Kähler potential for $`S`$ and $`T`$.
## 3 Beyond the truncated approximation
The truncated approximation relies on the assumption that the condensate values at the minimum of $`𝒱_0`$ is not much changed when the gravitationally-suppressed terms in $`𝒱_1`$ are added. This is likely to be true when the condensate values $`z`$, $`\mathrm{\Pi }`$ are small, which is also the phenomenologically interesting regime for most applications. We are able to test this assumption explicitly by expanding about the truncated values to find the shift in the minimum. As a simplifying assumption the masses $`M_i(T)`$ are set equal to $`M(T)`$ and the squark condensates $`\mathrm{\Pi }_i`$ equal to $`\mathrm{\Pi }`$. We define the fractional changes in the condensate values
$$\mathrm{\Delta }z=\frac{z}{z^{(tr)}}1,\mathrm{\Delta }\mathrm{\Pi }=\frac{\mathrm{\Pi }}{\mathrm{\Pi }^{(tr)}}1$$
and take the real and imaginary parts Re$`\mathrm{\Delta }z`$, Im$`\mathrm{\Delta }z`$, Re$`\mathrm{\Delta }\mathrm{\Pi }`$, Im$`\mathrm{\Delta }\mathrm{\Pi }`$ as independent variables. We then expand the scalar potential (8) up to terms of mass dimension $`6`$ in the fields (in fact, we would expect higher-order corrections to the Kähler potential for $`U`$ and $`V_i`$ to become significant beyond this order) and up to quadratic order in $`\mathrm{\Delta }z`$ and $`\mathrm{\Delta }\mathrm{\Pi }`$. The result takes the form
$$𝒱=𝒱^{(tr)}+\stackrel{}{𝒱}_L^T\stackrel{}{\mathrm{\Delta }}+\stackrel{}{\mathrm{\Delta }}^T\underset{¯}{\underset{¯}{𝒱_Q}}\stackrel{}{\mathrm{\Delta }}$$
(13)
where $`\stackrel{}{\mathrm{\Delta }}`$ is the column-vector with entries Re$`\mathrm{\Delta }z`$, Im$`\mathrm{\Delta }z`$, Re$`\mathrm{\Delta }\mathrm{\Pi }`$, Im$`\mathrm{\Delta }\mathrm{\Pi }`$, and $`\stackrel{}{𝒱}_L`$ and $`\underset{¯}{\underset{¯}{𝒱_Q}}`$ are a vector and symmetric matrix of coefficients respectively. The displacements $`\stackrel{}{\mathrm{\Delta }}_{min}`$ at the minimum of $`𝒱`$ are given by
$$\stackrel{}{\mathrm{\Delta }}_{min}=\frac{1}{2}\underset{¯}{\underset{¯}{𝒱_Q}}^1\stackrel{}{𝒱}_L$$
(14)
and the change in the potential from the truncated value is
$$𝒱_{min}𝒱^{(tr)}=\frac{1}{4}\stackrel{}{𝒱}_L^T\underset{¯}{\underset{¯}{𝒱_Q}}^1\stackrel{}{𝒱}_L.$$
(15)
The coefficients in $`\underset{¯}{\underset{¯}{𝒱_Q}}`$ are of dimension four and six in the fields (and in the modulus-dependent mass $`M(T)`$) while those in $`\stackrel{}{𝒱}_L`$ are dimension six only (since they originate from $`𝒱_1`$). Since we are evaluating $`\stackrel{}{\mathrm{\Delta }}_{min}`$ and $`𝒱_{min}`$ to leading order in $`z^{(tr)}`$ we can discard dimension six terms in $`\underset{¯}{\underset{¯}{𝒱_Q}}`$, provided that the matrix does not become singular. Then we have
$`𝒱_L^T\stackrel{}{\mathrm{\Delta }}`$ $`=`$ $`{\displaystyle \frac{|z^{(tr)}|^6}{(32\pi ^2)^2}}[\text{Re}\mathrm{\Delta }z({\displaystyle \frac{P^{}(y)^2}{P^{\prime \prime }(y)}}({\displaystyle \frac{2b^2}{3}}(\widehat{G}^S)^2+2bc\widehat{G}^S)+{\displaystyle \frac{2b^2}{9}}|\widehat{G}^T|^2+`$ (16)
$`+`$ $`{\displaystyle \frac{2bc}{3}}\text{Re}(\widehat{G}^T\widehat{G}^M)2b_0b)+\text{Im}\mathrm{\Delta }z{\displaystyle \frac{2bc}{3}}\text{Im}(\widehat{G}^T\widehat{G}^M)`$
$`+`$ $`\text{Re}\mathrm{\Delta }\mathrm{\Pi }({\displaystyle \frac{P^{}(y)^2}{P^{\prime \prime }(y)}}({\displaystyle \frac{2bc}{3}}\widehat{G}^S+2c^2)+{\displaystyle \frac{2c^2}{3}}|\widehat{G}^M|^2+`$
$`+`$ $`{\displaystyle \frac{2bc}{9}}\text{Re}(\widehat{G}^T\widehat{G}^M)+{\displaystyle \frac{2b_0c}{3}})+\text{Im}\mathrm{\Delta }\mathrm{\Pi }{\displaystyle \frac{2bc}{9}}\text{Im}(\widehat{G}^T\widehat{G}^M)]`$
and
$`\stackrel{}{\mathrm{\Delta }}^T\underset{¯}{\underset{¯}{𝒱_Q}}\stackrel{}{\mathrm{\Delta }}`$ $`=`$ $`{\displaystyle \frac{|z^{(tr)}|^4}{(32\pi ^2)^2}}[{\displaystyle \frac{3}{A}}((b+2c)^2((\text{Re}\mathrm{\Delta }z)^2+(\text{Im}\mathrm{\Delta }z)^2)`$ (17)
$``$ $`2c(b+2c)(\text{Re}\mathrm{\Delta }z\text{Re}\mathrm{\Delta }\mathrm{\Pi }+\text{Im}\mathrm{\Delta }z\text{Im}\mathrm{\Delta }\mathrm{\Pi })+c^2((\text{Re}\mathrm{\Delta }\mathrm{\Pi })^2+(\text{Im}\mathrm{\Delta }\mathrm{\Pi })^2))`$
$`+`$ $`{\displaystyle \frac{4(32\pi ^2)cN_f^{1/2}e^{\stackrel{~}{K}/2}|M(T)|}{B|z^{(tr)}|(T+T^{})^{\overline{n}}}}(9((\text{Re}\mathrm{\Delta }z)^2+(\text{Im}\mathrm{\Delta }z)^2)+`$
$`+`$ $`(\text{Re}\mathrm{\Delta }\mathrm{\Pi })^2+(\text{Im}\mathrm{\Delta }\mathrm{\Pi })^2)+𝒪(|z^{(tr)}|^6)\text{}]`$
Note that the quadratic terms originating from $`𝒱_0`$ fall into two parts, reflecting their origins in $`|F_U|^2`$ and $`|F_V|^2`$, and there is an explicit dependence on the mass $`M(T)`$. Without the terms proportional to $`M`$, the matrix $`\underset{¯}{\underset{¯}{𝒱_Q}}`$ would be singular, reflecting the runaway instability in massless globally supersymmetric QCD. With the mass terms $`\underset{¯}{\underset{¯}{𝒱_Q}}`$ can easily be inverted and it is a matter of algebra to find $`\stackrel{}{\mathrm{\Delta }}_{min}`$ and $`𝒱_{min}`$.
If the functions $`G^T`$ and $`G^M`$ have the same phase then the deviations $`\mathrm{\Delta }z`$ and $`\mathrm{\Delta }\mathrm{\Pi }`$ are real. In this case we can get an intuitive idea by plotting
the dependence of the full potential (8) on the absolute values of the condensates $`|z|,|\mathrm{\Pi }|`$ (given that their phases are fixed to the truncated values). Figure 1 shows the scalar potential $`𝒱(|z|,|\mathrm{\Pi }|)`$ for $`b_0=12`$, $`c=2`$, $`|z^{(tr)}|=0.15`$ and $`M=0.07`$, with $`\widehat{G}^S`$, $`\widehat{G}^T`$, $`\widehat{G}^M`$ set to the (somewhat arbitrary) values of $`0.5`$, $`3.0`$, $`0.0`$ respectively. Figure 2
shows the gravitationally-suppressed corrections $`𝒱_1(|z|,|\mathrm{\Pi }|)`$ for the same values of parameters. The structure of these terms is much richer than in the case without matter multiplets: however along the curve specified by $`W/\mathrm{\Pi }=0`$, the form of the scalar potential and supergravity corrections
reduces to the case of pure SYM (fig. 3) (see e.g. ) .
There remains the question of the fate of the $`N`$ degenerate vacua in SU$`(N)`$ SQCD when supersymmetry is broken. Under the $`_N`$ symmetry the condensates transform as $`Ue^{2i\pi /N}U`$, $`V_ie^{2i\pi /N}V_i`$. It is known that the logarithmic term in the TVY effective action does not respect the symmetry, since the branch cut is crossed. There are in practice various ways of restoring the symmetry for the $`_N`$ transformed vacua, including giving the squark condensates extra $`2\pi `$ phases (see \[14, first reference\]) such that the argument of the logarithm is invariant, adding extra fields , or shifting the theta-angle by $`2\pi `$ (equivalent to taking $`SS+i/8\pi ^2`$) which will exactly cancel the effect of an axial $`_N`$ transformation. Taking such “fixes” into account, the scalar potential (8) is invariant under the $`_N`$ symmetry by inspection, since $`z^3`$ and $`\mathrm{\Pi }_i`$ get the same phase. While this is a reassuring result for the construction of domain walls, we must ask why it appears to contradict the reasoning that any gaugino mass must break the vacuum degeneracy. We certainly expect that the (hidden sector) gauginos will get a small (in general complex) SUSY-breaking mass in the case we have studied. However, since the source of the mass is the gaugino condensate itself, the gaugino mass is not inert under the $`_N`$ symmetry. In fact the mass term will be proportional to $`z^3\text{Tr}\lambda \lambda `$ (see for example \[13, first reference\]), which is invariant<sup>6</sup><sup>6</sup>6To see this, it is necessary to use the formulas for the $`𝒩=1`$ supergravity action in terms of $`W`$ and $`K`$ separately, rather than the Kähler function $`𝒢=K+\mathrm{log}|W|^2`$, since in going from one formulation to the other the gaugino fields are redefined by a complex phase and the phase of $`W`$ is eliminated ..
## 4 Conclusions
Given an explicit form for the Kähler potential of the composite superfields representing the condensates, the scalar potential in a string-inspired $`𝒩=1`$ supergravity model can be calculated; this allows us to find the minimum in the condensate directions without any assumptions about the presence or absence of supersymmetry-breaking. The deviation from the “truncated” globally supersymmetric vacuum of SQCD have been found in terms of the dilaton and string moduli. The phenomenological implications of deviations from the truncated approximation were discussed in an earlier paper . In the case with hidden matter, there is another possible cause for $`\mathrm{\Delta }z`$, $`\mathrm{\Delta }\mathrm{\Pi }`$ to be large, namely if $`\widehat{G}^M`$ becomes large due to singular behaviour of the mass $`M(T)`$ at some points in moduli space. Since $`det\underset{¯}{\underset{¯}{𝒱_Q}}`$ is proportional to $`M`$, the deviations may also be large if $`M`$ becomes small. However, in the limit $`Mz`$ the SQCD vacuum undergoes a phase transition and the charged matter fields themselves (rather than the composite operator $`\text{Tr}\overline{Q}Q`$) can get v.e.v’s, so our effective action will not be valid.
While the particular model from which this potential is derived, inspired by orbifolds of the heterotic string, is quite restrictive in its dependence on the dilaton and moduli, it would be relatively simple to extend the result to the case when the gauge kinetic function and mass matrix depend on several moduli, or the Kähler potential for the moduli is modified from its tree-level form (e.g. by introducing functions $`P_i(T_i+T_i^{})`$, where $`T_i`$ is the $`i`$’th modulus). So our approach should be applicable to supergravity effective theories based on heterotic M-theory or Type IIB string models \[33, and references therein\]. In particular we expect that the supergravity corrections will preserve the discrete symmetry of degenerate vacua in SYM and SQCD.
## Acknowledgements
Thanks are due to David Bailin for supervising the work and Beatriz de Carlos for an enlightening discussion. TD is supported by PPARC studentship PPA/S/S/1997/02555.
## Appendix: Inverse Kähler metric components
The inverse Kähler metric components are as follows:
$$(K^1)_U^U=\frac{|z|^4(1A|z|^2)}{Ae^{\stackrel{~}{K}}}\left(3+\frac{\overline{n}AB|z|^2(1A|z|^2)\mathrm{\Pi }}{1\frac{\overline{n}}{3}B(1A|z|^2)\mathrm{\Pi }}+\frac{A|z|^2P^{}(y)^2}{P^{\prime \prime }(y)}\right),$$
$$(K^1)_{V_i}^U=\frac{2\overline{n}z^3(1A|z|^2)\mathrm{\Pi }_i}{e^{\stackrel{~}{K}/2}(T+T^{})^{\overline{n}}(1\frac{\overline{n}}{3}B(1A|z|^2)\mathrm{\Pi })},$$
$$(K^1)_S^U=\frac{z^3(1A|z|^2)P^{}(y)}{e^{\stackrel{~}{K}/2}P^{\prime \prime }(y)},\text{ }(K^1)_T^U=\frac{(T+T^{})z^3(1A|z|^2)}{e^{\stackrel{~}{K}/2}(1\frac{\overline{n}}{3}B(1A|z|^2)\mathrm{\Pi })},$$
$$(K^1)_{V_j}^{V_i}=\frac{2}{B(T+T^{})^{2\overline{n}}\mathrm{\Pi }}\left(\delta _{ij}\mathrm{\Pi }^2+\mathrm{\Pi }_i^{}\mathrm{\Pi }_j\frac{1\frac{\overline{n}}{3}(12\overline{n})(1A|z|^2)B\mathrm{\Pi }}{1\frac{\overline{n}}{3}(1A|z|^2)B\mathrm{\Pi }}\right),$$
$$(K^1)_S^{V_i}=0=(K^1)_T^S,\text{ }(K^1)_T^{V_i}=\frac{2\overline{n}(T+T^{})(1A|z|^2)\mathrm{\Pi }_i^{}}{3(T+T^{})^{\overline{n}}(1\frac{\overline{n}}{3}B(1A|z|^2)\mathrm{\Pi })},$$
$$(K^1)_S^S=\frac{1A|z|^2}{P^{\prime \prime }(y)},(K^1)_T^T=\frac{(T+T^{})^2(1A|z|^2)}{3(1\frac{\overline{n}}{3}B(1A|z|^2)\mathrm{\Pi })}$$
where $`z=e^{\stackrel{~}{K}/6}U^{1/3}`$, $`\mathrm{\Pi }_i=(T+T^{})^{\overline{n}}V_i`$, $`\mathrm{\Pi }=(\mathrm{\Pi }_i\mathrm{\Pi }_i^{})^{1/2}`$.
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# Untitled Document
Gone with the wind: The origin of S0 galaxies in clusters
Vicent Quilis, Ben Moore & Richard Bower <sup>1</sup><sup>1</sup>1vicent.quilis@durham.a.uk, ben.moore@durham.ac.uk, r.g.bower@durham.ac.uk
Department of Physics, Durham University, South Road, Durham, DH1 3LE, UK
We present the first 3-dimensional high resolution hydro-dynamical simulations of the interaction between the hot ionised intra-cluster medium and the cold interstellar medium of spiral galaxies. Ram pressure and turbulent/viscous stripping removes 100% of the atomic hydrogen content of luminous galaxies like the Milky Way within 100 million years. These mechanisms naturally account for the morphology of S0 galaxies, the rapid truncation of star formation implied by spectroscopic observations, as well as a host of observational data on the HI morphology of galaxies in clusters.
Crucial observational evidence for the hierarchical formation of structure in the universe is the dramatic evolution of galactic morphologies in dense environments over the past 5 billion years (1,2). The key puzzle that remains to be solved is the origin of the large population of lenticular (S0) galaxies found in nearby clusters (3,4). These featureless disky galaxies contain no atomic gas and show no signs of recent star-formation (3).
The Hubble Space Telescope revolutionised our view of the universe by revealing that distant galaxies appeared different from the local population. In contrast to local clusters, high resolution imaging of distant clusters led to the spectacular finding that young clusters of galaxies are filled with spiral galaxies (2,4,5) and contain almost no lenticular (S0) galaxies, whereas the ratio of luminous ellipticals to lenticulars (S0) increases by a factor of five between a redshift z=0.5 and the present-day (2). S0’s can be characterised by their thick featureless disks that show no evidence for recent star-formation and the increase in their population appears to be countered by a similar decrease in the number of luminous late-type spirals in clusters. The data suggest that a transformation between these galaxy types is taking place as a direct consequence of the cluster environment.
Three mechanisms have been proposed that can lead to morphological transformation between galaxy classes. Mergers will transform disks to spheroidals (6,7), but are only effective in low density environments (8). Gravitational tidal interactions between cluster galaxies can naturally account for the observed evolution of the faint end of the luminosity function and the transformation of small disks to faint spheroidals (9). However, more massive bulge dominated systems are stable to tidal disruption (10). Although the resulting disk thickening from tidal heating suppresses spiral features and causes a morphological similarity to S0’s, neither of these two processes suppress star-formation.
In addition to disk thickening, a mechanism that actively extinguishes star-formation is crucial since the stellar populations of S0 galaxies are old and their spectra indicate that star-formation was abruptly halted several billion years ago (11,12,13). A slow decline in the star formation rate, such as expected from the exhaustion of a reservoir of cold gas, is unable to explain the strongly enhanced Hydrogen absorption lines seen in many distant cluster galaxies.
A candidate mechanism was proposed by Gunn & Gott (14) over two decades ago. Their simple force-balance estimates suggested that the motion of galaxies through the hot ionised intra-cluster medium (ICM) creates a “ram-pressure” that could potentially strip away significant amounts of gas from disks. However, a full description of this mechanism must include complex turbulent and viscous stripping (15) at the interface of the cold and hot gaseous components as well as the formation of bow-shocks in the ICM ahead of the galaxy. Although these processes have been cited over 1000 times in the literature, their effectiveness and efficiencies have received little theoretical investigation.
The ram pressure is proportional to $`\rho _{_{ICM}}v_{gal}^2`$, therefore the infalling galaxy suffers most gas loss at its pericentric passage, where its velocity can be as large as $`3000\mathrm{km}\mathrm{s}^1`$ and the intra-cluster gas density approaches $`3000h_{50}^{1/2}\mathrm{atoms}m^3`$. Gunn & Gott’s (14) order of magnitude estimates suggest that the typical gas disk would be stripped down to $`5`$ kpc, a radius confirmed by smoothed particle hydro-dynamic simulations that follow just the ram pressure process (16). However, this leaves 50% of the original HI confined in the disk which would continue to form stars for several billion years. Although this is a significant reduction in the star formation rate, it does not explain the absence of any recent star formation in cluster S0 galaxies.
We have performed the first high resolution three dimensional numerical simulations of these hydro-dynamical processes to accurately address the efficiency of stripping and the timescale on which it occurs. Previous work has been either in 2D with spherical galaxy models (17,18), or in 3D using a code that could not model viscosity and turbulence (16). Our parallel computer code (19) uses high-resolution shock-capturing techniques to follow the fluid dynamic equations allowing us to observe the full complexity of the ram-pressure and turbulent/viscous stripping processes. We can also follow the shocks that penetrate the interstellar medium (ISM) and ICM and the thermo-dynamical evolution of the ICM and stripped galactic gas. Because it is fully three dimensional, our code is not forced to preserve the cylindrical symmetry of the galaxy (18).
We construct a self-consistent equilibrium model galaxy with stellar disk and bulge components designed to resemble a luminous spiral similar to the Milky Way or Andromeda. The stars are embedded within a dark matter halo constructed such that the total rotational velocity of the disk is a constant $`220\mathrm{km}\mathrm{s}^1`$ (20). The real ISM is complex gaseous medium formed by a cold diffuse HI component and dense molecular clouds (MC) with temperatures $`T_{MC}10^2K`$. The diffuse gaseous disk is constructed by specifying the density, and velocity at each grid cell according with (20), and constant temperature $`T_{ISM}=10^4K`$ – the lower threshold in our simulations. The MC’s are typically three order of magnitude denser than the HI component and have sizes of the order of several parsecs. Even though our numerical code is highly optimised and is running on state of the art parallel hardware, the maximum resolution that we can achieve is $`100`$ parsecs, therefore we cannot resolve individual MC’s in our simulations. However, MC’s are so small and dense that they will remain unaffected by the stripping processes (21). Initially, the ICM is considered as an uniform medium with constant density and temperature $`T_{ICM}=10^8K`$. Both the ICM and ISM are treated as ideal fluids with adiabatic exponent $`\gamma =5/3`$. Their evolution is described by the hydrodynamic equations that are integrated using the numerical techniques described above. The stellar and dark matter components are evolved using an N-body Particle-Mesh code. All components are coupled gravitationally through Poisson’s equations which is solved using a fast 3D FFT method. No cooling has been considered since the timescales are so short (22). At our best (standard) resolution we use $`512^3(256^3)`$ cells across a cubic region centered on the galaxy with length 64 kpc, thus our nominal resolution is $`100(200)`$ parsecs.
We have simulated different infall geometries, velocities and ICM gas densities and ISM structure (23). Two of these simulations are pictured in Figure 1, which show a galaxy moving face on and nearly edge on through the core of a rich cluster like Coma – $`\rho _{_{ICM}}=2.6\times 10^3h_{50}^{1/2}\mathrm{atoms}m^3`$ – at a velocity of $`2000\mathrm{km}\mathrm{s}^1`$. We plot only the ICM and ISM components of the simulation to highlight the gas dynamical processes - the stellar disk remains unperturbed. The outer gas disk of the infalling galaxy is rapidly stripped away and forms trailing streams of warm HI in pressure equilibrium with the ICM. Turbulence and viscous stripping ablate the gas disk even further (24).
We find a rich structure of shocks. The most obvious is the prominent curved bow shock that propagates through the ICM ahead of the galaxy, heating the ICM from a temperature of $`10^8`$ to $`5\times 10^8`$ degrees (25,26). A complex series of cross shocks occur in the rarefied hot medium behind the galaxy, which may be visible as a wake of enhanced X-ray emission (25). Although not apparent on this scale, a second shock is driven through the ISM of the galaxy, raising the internal pressure by over two orders of magnitude. The efficiency and time scale of star formation are strong functions of the ambient ISM pressure (27). As the shock propagates through the galaxy, it may promote the collapse of molecular clouds, briefly enhancing the galaxy’s star formation rate.
Whereas previous work treated the ISM as a smooth disk of HI, in reality, the ISM has complex multi-phase structure, filled with bubbles, shells and holes ranging in size from a few parsecs to a kpc (27). Furthermore, the inner couple of kpc of most bright spiral galaxies are extremely deficient in HI. The nearest and best studied galaxy is Andromeda which has over 100 HI holes and a central region of radius 2 kpc devoid of neutral gas (28). Our simulations show that this structure makes the disk much more susceptible to viscous stripping. As the ICM streams through these holes, it ablates their edges and prevents stripped gas falling back on to the centre of the galaxy. This is an important difference between previous work that claimed significant replenishment from stripped material. When we model our disk on Andromeda’s we find that these processes lead to the removal of the entire diffuse HI component on a timescale of 100 million years. Even if the HI holes contain a large quantity of molecular hydrogen locked within MC’s, due to their small covering factor they would not affect the removal of the HI component of the gaseous disk (21). Combined with galaxy harassment, this process has all the properties required to explain the rapid transformation between spiral and S0 galaxies seen in distant clusters.
It is important to stress that the effectiveness of ram-pressure stripping does not depend on the galaxy moving face-on through the ICM. We find that galaxies inclined twenty degrees to the direction of motion suffer as much stripping as face on encounters. Since the orientation of the disk remains fixed as the galaxy orbits through the cluster, a galaxy moving edge on at first pericentric passage is likely to be inclined to the direction of motion at some other point of its orbit (29). Only a small fraction of galaxies will orbit with their disks aligned exactly with the orbital plane.
The timescale for stripping is very short compared to the orbital timescale, therefore galaxies will only rarely be observed at the moment of stripping. Evidence for ongoing ICM/ISM interaction may be found by observing compression of the leading contours of disk HI emission, and wings or tails of HI behind the galaxy (30,31). In Figure 3 (see also 32) we compare two recent and striking examples of these processes with snapshots of our simulations, showing that the observed morphologies are well reproduced. After passage through the cluster, disks will be either HI deficient compared to field spirals, or they may lack neutral hydrogen altogether. Galaxies in this latter class would subsequently be identified as S0’s. HI maps of galaxies in the Virgo and Coma clusters show few galaxies with any HI, although some galaxies in the outer parts of the cluster are extremely HI deficient (34,33,35). The efficiency of stripping explains why such galaxies are so rare.
Our simulations demonstrate the importance and effectiveness of the ram-pressure and transport processes. The interaction between the ICM and ISM removes the entire HI component as well as any diffuse reservoir of hot gas within its dark matter halo. But what happens to the molecular clouds in the infalling galaxy? These clouds are so dense and small that they cannot be removed by the ram-pressure of the ICM and are not resolved in our simulation. To understand the fate of the molecular gas we need to consider the cycle of star formation in a little more detail. In a quiescent field galaxy, molecular clouds are continually being disrupted by the star clusters formed within them and they are subsequently reformed from the ambient diffuse HI. Within clusters, galaxies are swept clear of HI and this cycle is broken: the disruption of the clouds is not balanced by the condensation of new self-shielding molecular complexes. Current models suggest the lifetime of large molecular clouds is less than a few tens of millions of years (27,36). We would therefore expect the ram pressure to lead to a decline in star formation on the same timescale as the disruption of the molecular clouds. This scenario predicts that cluster S0 galaxies will not contain molecular gas (37).
Furthermore, the pressure increase in the ISM may create a burst of star-formation, as the counter shock compresses existing molecular clouds within the galaxy (38). This would explain the prevalence of strongly enhanced Hydrogen absorption lines in many distant cluster S0 galaxies, and is supported by the spectacular H<sub>α</sub> emission seen from several nearby galaxies as they are stripped (39,40).
This mechanism leads to a population of post-starburst S0 galaxies, preferentially populating the central regions of rich clusters. However, ram-pressure is not the only effect at work in clusters of galaxies. Longer timescale processes, such as stellar evolution, tidal forces and ‘harassment’ tend to thicken the stellar disk and enhance the relative importance of the galaxy’s bulge. Taken together, these processes can explain the remarkable transformation of cluster galaxies and the dramatic evolution in the galaxy populations of dense environments. S0’s in the field most likely form via a minor merger or the accretion of a satellite (7). This formation mechanism is markedly different from what we are proposing in clusters, and suggests that there will be observable photometric, spectral and kinematical differences between field and cluster S0’s.
References and notes
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19. V. Quilis, J.M$`^\text{a}`$. Ibáñez, D. Sáez, Astrophys. J. 469, 11 (1996). The numerical code used in this report is a 3D Eulerian code on a fix cartesian grid. This code is based on modern high-resolution shock-capturing (HRSC) techniques, a general denomination for a recently developed family of methods to solve hyperbolic systems of equations such as the hydro-dynamic equations. Our code is similar to PPM (Piecewise Parabolic Method) but with some particular features. It has four key ingredients: i) conservative formulation, numerical quantities are conserved up to the numerical order of the method, ii) the reconstruction procedure, which allow to recover the distribution of the quantities inside the computational cells, iii) the Riemann solver, which solves the evolution of discontinuities between cell interfaces, and iv) the advancing in time, designed to be consistent with the conservation properties. HRSC schemes have the following advantages; they do not suffer from numerical artifacts such as artificial viscosity, they can resolve strong shocks extremely well – typically in one or two cells, strong gradients are perfectly modelled, they work very well in low density regions and are high-order in smooth regions of the flow.
20. We construct the galaxy following the Hernquist’s model \[L. Hernquist, Astrophys. J. Suppl. 86, 389 (1993)\]. Four components are considered: (i) Stellar bulge,
$$\rho _b(r)=\frac{M_b}{2\pi r_b^2}\frac{1}{r(1+\frac{r}{r_b})^3},$$
with $`r_b=0.5kpc`$, $`M_b=1.7\times 10^{10}M_{}`$ . (ii) Dark matter halo,
$$\rho _b(r)=\frac{M_h}{2\pi ^{3/2}}\frac{\alpha }{r_tr_h^2}\frac{\mathrm{exp}(r^2/r_t^2)}{(1+r^2/r_h^2)},$$
with $`r_h=3.5kpc`$, $`r_t=24.5kpc`$, $`M_h=26.5\times 10^{10}M_{}`$, $`\alpha =1/[1\pi ^{1/2}qe^{q^2}[1erf(q)]]`$ being $`erf(q)`$ the error function with $`q=r_h/r_t`$. (iii) Stellar disk,
$$\rho _s(R,z)=\frac{M_s}{4\pi R_s^2z_s}\mathrm{exp}(R/R_s)\mathrm{sech}^2(z/z_s),$$
where $`R_s=3.5kpc`$, $`z_s=0.35kpc`$, $`M_s=5.6\times 10^{10}M_{}`$. (iv) Gas disk,
$$\rho _g(R,z)=\frac{M_g}{4\pi R_g^2z_g}\mathrm{exp}(R/R_g)sech^2(z/z_g),$$
being $`R_g=3.5kpc`$, $`z_g=0.35kpc`$, $`M_g=1.4\times 10^{10}M_{}`$. The total masses of the different components are $`5\times 10^{10}M_{}`$, $`1.7\times 10^{10}M_{}`$ and $`5\times 10^9M_{}`$ for the disk of stars, bulge, and gaseous disk, respectively. $`10^5`$ and $`1.4\times 10^5`$ particles are used to describe the DM halo and the stellar components respectively.
21. Molecular clouds are structures much smaller than the maximum numerical resolution that we can achieve (100 parsecs). Therefore, they can not be modelled in our simulations as components of the ISM which it is described as exponential disk of cold HI. Nevertheless, we can conclude that MC’s are not relevant to the ram-pressure stripping suffered by the HI component due to their small size and high density. Several previous studies, such as A.C. Raga, J. Cantó, S. Curiel, S. Taylor, Mon. Not. R. Astr. Soc. , 295, 738 (1998) (and references therein) justify this statement. In this paper, the authors carried out an analytical and numerical study of the interaction of MC’s with winds. If we apply their conclusions to the typical parameters adopted here, the clouds would remain unaltered, that is, MC’s do not suffer ram-pressure stripping by the interaction with the ICM. A second possible effect of MC’s embedded in the flow is to shield the HI component from the ICM. This effect is also negligible due to the small covering factor of MC’s. Their cross-sections is less than 1% of the area of one of our numerical cells, thus they would act like single points in a fluid.
22. The ISM is heated very efficiently by shocks to a temperature $`T_{ISM}=10^6`$ in a very short timescale. However, the cooling time for the ISM material with typical metal abundance is much shorter than the dynamical timescale. A good approximation is that all the energy imparted into the ISM via shocks is immediately re-radiated away, possibly as $`H_\alpha `$ photons.
23. We have carried out a set of simulations setting different values for the ICM parameters, orientation of the galaxy against the wind, and the composition of the ISM. Two ICM densities have been considered $`0.1\rho _{_{coma}}`$ and $`\rho _{_{coma}}(\rho _{_{coma}}=2.6\times 10^3h_{50}^{1/2}atomsm^3)`$. The ICM velocities used were $`1000kms^1`$ and $`2000kms^1`$. The orientation of the galaxies moving through the wind were varied from face-on to edge-on, passing through 45 and 20 degrees. We use three ISM compositions: 1) uniform smooth exponential disk (20). 2) The previous disk but with a central region devoid of diffuse HI gas with a 2 kpc radius. 3) The original exponential disk in which ten small holes each of radius 300 parsecs are randomly located within a 5 kpc radius from the center, and in the same region the local density of the cells is randomly increased by a factor of two with a 50% probability. This last case pretends to resemble an inhomogeneous ISM. All of the simulations show a rapid loss of gas but the models with $`\rho _{_{ICM}}=0.1\rho _{_{coma}}`$, $`v_{_{ICM}}=1000kms^1`$ and no holes, are not able to remove the bulk of this material. Simulations with high ICM velocity and density but with a smooth ICM with no holes retain small HI disk with sizes of 3 kpc after 100 Myrs. The more realistic cases including a non-uniform ISM exhibit massive gas losses with almost no HI component remaining after 100 Myrs. Only the strict edge-on cases are weakly affected by the stripping processes, but this configuration for several orbits is expected to be quite rare. Results of one simulation including ten small holes and inhomogeneous density are shown as mpeg movies in http://www.scienceonline.org.
24. Ram pressure stripping removes the outer disk gas in a timescale of 20 Myrs. Turbulence and viscous stripping operate over the entire surface of the disk and are effective at removing the diffuse HI even from regions of the disk that are above the threshold for ram pressure effects. These latter processes operate over a longer timescale and are effective at depleting the diffuse HI from the central disk in a timescale of order of the crossing time for the ICM through the ISM (see Figure 2).
25. M.R. Merrifield, Mon. Not. R. Astr. Soc. 294, 347 (1998).
26. I.R. Stevens, D.M. Acreman, T.J. Ponman, Mon. Not. R. Astr. Soc. 310, 663 (1999).
27. B.G. Elmergreen and Y.N. Efremov, Astrophys. J. 480, 235 (1997).
28. E. Brinks and E. Bajaja, Astron. Astrophys. 169, 14 (1986).
29. It is important to stress the process described in this report can be very effective at modifying galactic morphologies throughout clusters. Following the results in (8) who determined the average galaxy orbit in clusters, we have estimated that more than 90% of galaxies within a rich virialised cluster can be completely stripped of their diffuse HI. This calculation relied on the facts that: i) the typical time scale of the stripping is very short compare with the orbital characteristic time of a galaxy in cluster $`10^8`$ years, ii) even for galaxies moving with a relative angle of 20 degrees to the ICM, all the gas is stripped (see Figure 1), and iii) the form of the galactic orbits – typically with pericenters less than 500 kpc and an average relation apocenter:pericenter approximately 6:1 – in clusters and all possible orientations respect the ICM.
30. B. Vollmer, V. Cayatte, A. Boseli, C. Balkowski, W.J. Duschl, Astron. Astrophys. 349, 411 (1999).
31. S.D. Ryder, G. Purcell, D. Davis, V. Anderson, Pub. Astr. Soc. Aust. 14, 1 (1997).
32. Indirect evidence for cluster-galaxy hydro-dynamic interactions is frequently observed in head-tail radio galaxies with escaping radio-jets that are stripped backwards by the ICM. This long lived synchrotron emission may arise within the stripped and subsequently ionised plasma that is in pressure equilibrium with the ICM, supported by the original disk magnetic field that is entangled with the stripped disk material (see Figure 4 in http://www.scienceonline.org).
33. R.H. Warmels, Astron. Astrophys. Suppl. 72, 57 (1988).
34. V. Cayatte, C. Balkowski, J.H. Van Gorkom, C. Kotanyi, Astron. J. 100, 604 (1990).
35. H. Bravo-Alfaro, V. Cayatte, J.H. van Gorkom, C. Balkowski, Astron. J. 119, 580 (2000).
36. L. Blitz and F.H. Shu , Astrophys. J. , 238, 148 (1980).
37. If the lifetimes of dense molecular clouds are as short as $`10^7`$ years, then the decline in the molecular gas content of infalling galaxies is as rapid as the rate of HI removal by the stripping process. Initially, this seems at odds with the observations of J.D.P. Kenney and J.S. Young , Astrophys. J. , 344, 171 (1989), who found that bright HI deficient spirals in the Virgo cluster contained similar masses of molecular hydrogen to counter-parts of the same morphological type in the field. This apparently suggests that molecular clouds must have a lifetime that is considerably longer than the stripping timescale. However, we note that this comparison is made at a fixed morphology. Morphology is strongly dependent on the star formation rate, in the sense that galaxies with low star formation rate will be classified as earlier type. Thus it is unlikely that galaxies with similar morphology will exhibit large differences in CO content. Rather a large deficiency in CO will result in a galaxy with low star formation rate, and earlier morphological type. It is then hard to disentangle any deficiency in CO content due to stripping from the reduction in CO content expected for the change in morphological type. It is encouraging, nevertheless, that galaxies of earlier type match more closely the curve in Kenney and Young’s data expected if the molecular and atomic gas contents decline at similar rates.
38. Y. Fujita and M. Nagashima, Astrophys. J. 516, 619 (1999).
39. G. Gavazzi et al., Astron. Astrophys. 304, 325 (1995).
40. J.D.P. Kenney and R.A. Koopmann, Astron. J. 117, 181 (1999).
41. VQ is a Marie Curie research fellow of the European Union (grant HPMF-CT-1999-00052). During the first part of this work, VQ was supported by a fellowship of the Spanish SEUID (Ministerio de Educación y Cultura) and partially by Spanish DGES (grant PB96-0797). BM is a Royal Society research fellow. Numerical simulations were carried out as part of the Virgo Consortium and the UK Computational Cosmology Consortium.
FIGURES CAPTIONS
Figure 1 The evolution of the gaseous disk of a spiral galaxy moving face on (left column) and inclined 20 degrees to the direction of motion (right column) through a diffuse hot intra-cluster medium. Each snapshot shows the density of gas ($`\delta =\rho /\rho _{_{ICM}}`$) within a 0.2 kpc slice through the center of the galaxy and each frame is 64 kpc on a side. Note how rapidly the disk material is removed - within 100 million years 100% of the HI is lost. We do not show the stellar disk, bulge or dark matter halo which remain unaffected by the loss of the gaseous component. The box size is 64 kpc and the hydro grid has $`256^3`$ cells.
Figure 2 Mass loss as a function of time for the model including ten little holes and inhomogeneous density. We plot the evolution of the gaseous mass within a cylindrical slice of 25 kpc radius and thickness 2 kpc centred on the center of mass of the stellar disk. Initially, ram-pressure stripping dominates the gas loss process and the entire outer disk is removed in a very rapid timescale. Viscous and turbulent stripping operates continuously, but over a longer timescale, resulting in a roughly linear rate of mass loss. We stop this simulation after 130 million years by which time 97% of the gas disk has been removed.
Figure 3 Observational evidence (left panels) for ram-pressure processes compared with our hydro-dynamical simulations at different epochs (right panels). The first panel shows a HI map of NGC 7421 which shows wings of gas being pushed back by its motion through a diffuse ionised medium (31). The second panel shows the HI deficient galaxy NGC 4548 orbiting in the Virgo cluster (30). The remaining gas has a ring-like morphology very similar to our simulation after 50 million years.
Next Figures would be shown in http://www.scienceonline.org as an extra material
Figure 4 Observational evidence (left panels) of trails of gas compared with our simulations at different epochs (right panels). The first panel shows the radio continuum (contours) brightness distribution superposed over a gray scale representation of H intensity in galaxy 97073 in cluster A 1367 (see Figure 1a in 39). The second panel shows spectacular radio jets that have been swept backwards for tens of kpc by motion of the galaxy through the ICM of a rich cluster at z=0.3 (radio data courtesy of R. Ivison, A.W. Blain and I. Smail). Note that the radio emission may be unrelated to the stripping process, but the morphological appearance is very similar to the trails of stripped gas in our simulations.
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# Metastability and Transient Effects in Vortex Matter Near a Disorder Driven Transition
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## Abstract
We examine metastable and transient effects both above and below the first-order disorder driven decoupling line in a 3D simulation of magnetically interacting pancake vortices. We observe pronounced transient and history effects as well as supercooling and superheating between the ordered and disordered phases. In the disordered supercooled state as a function of DC driving, reordering occurs through the formation of growing moving channels of the ordered phase. We find that hysteresis in $`V(I)`$ is strongly dependent on the proximity to the decoupling transition line.
\]
Vortices in superconductors represent an ideal system in which to study the effect of quenched disorder on elastic media. The competition between the flux-line interactions, which order the vortex lattice, and the defects in the sample, which disorder the vortex lattice, produce a remarkable variety of collective behavior . One prominent example is the peak effect in low temperature superconductors, which appears near $`H_{c2}`$ when a transition from an ordered to a strongly pinned disordered state occurs in the vortex lattice . In high temperature superconductors, particularly BSCCO samples, a striking “second peak” phenomenon is observed in which a dramatic increase in the critical current occurs for increasing fields. It has been proposed that this is an order-disorder or 3D to 2D transition.
Recently there has been renewed interest in transient effects, which have been observed in voltage response versus time curves in low temperature superconductors . In these experiments the voltage response increases or decays with time, depending on how the vortex lattice was prepared. The existence of transient states suggests that the disordered phase can be supercooled into the ordered region, producing an increasing voltage response, whereas the ordered phase may be superheated into the disordered region, giving a decaying response. In addition to transient effects, pronounced memory effects and hysteretic V(I) curves have been observed near the peak effect in low temperature materials. . Xiao et al. have shown that transient behavior can lead to a strong dependence of the critical current on the current ramp rate. Recent neutron scattering experiments in conjunction with ac shaking have provided more direct evidence of supercooling and superheating near the peak effect . Experiments on BSCCO have revealed that the high field disordered state can be supercooled to fields well below the second peak line . Furthermore, transport experiments in BSCCO have shown metastability in the zero-field-cooled state near the second peak as well as hysteretic V(I) curves and transient effects . Hysteretic and memory effects have also been observed near the second peak in YBCO .
The presence of metastable states and superheating/supercooling effects strongly suggests that the order-disorder transitions in these different materials are first order in nature. The many similarities also point to a universal behavior between the peak effect of low temperature superconductors and the peak effect and second peak effect of high temperature superconductors.
A key question in all these systems is the nature of the microscopic dynamics of the vortices in the transient states; particularly, whether plasticity or the opening of flowing channels are involved . The recent experiments have made it clear that a proper characterization of the static and dynamic phase diagrams must take into account these metastable states, and therefore an understanding of these effects at a microscopic level is crucial. Despite the growing amount of experimental work on metastability and transient effects in vortex matter, these effects have not yet been investigated numerically.
In this work we present the first numerical study of metastability and transient effects in vortex matter near a disorder driven transition. We demonstrate that the simulations reproduce many experimental observations, including superheating and supercooling effects, and then link these to the underlying microscopic vortex behavior. We consider magnetically interacting pancake vortices driven through quenched point disorder. As a function of interlayer coupling or applied field the model exhibits a sharp 3D (ordered phase) to 2D (disordered phase) disorder-driven transition . By supercooling or superheating the ordered and disordered phases, we find increasing or decreasing transient voltage response curves, depending on the amplitude of the drive pulse and the proximity to the disordering transition. In the supercooled transient states a growing ordered channel of flowing vortices forms. No channels form in the superheated region but instead the ordered state is homogeneously destroyed. We observe memory effects when a sequence of pulses is applied, as well as ramp rate dependence and hysteresis in the V(I) curves. The critical current we obtain depends on how the system is prepared.
We consider a 3D layered superconductor containing an equal number of pancake vortices in each layer, interacting magnetically. We neglect the Josephson coupling which is a reasonable approximation for highly anisotropic materials. The overdamped equation of motion for vortex $`i`$ at $`T=0`$ is $`𝐟_i=_{j=1}^{N_v}_i𝐔(\rho _{ij},z_{ij})+𝐟_i^{vp}+𝐟_d=𝐯_i`$. The total number of pancakes is $`N_v`$, and $`\rho _{ij}`$ and $`z_{ij}`$ are the distance between vortex $`i`$ and vortex $`j`$ in cylindrical coordinates. We impose periodic boundary conditions in the $`x`$ and $`y`$ directions and open boundaries in the $`z`$ direction. The magnetic interaction energy between pancakes is
$`𝐔(\rho _{ij},0)=2dϵ_0\left((1{\displaystyle \frac{d}{2\lambda }})\mathrm{ln}{\displaystyle \frac{R}{\rho }}+{\displaystyle \frac{d}{2\lambda }}E_1\right),`$ (1)
$`𝐔(\rho _{ij},z)=s_m{\displaystyle \frac{d^2ϵ_0}{\lambda }}\left(\mathrm{exp}(z/\lambda )\mathrm{ln}{\displaystyle \frac{R}{\rho }}+E_2\right),`$ (2)
where $`R=22.6\lambda `$, the maximum in-plane distance, $`E_1=_\rho ^{\mathrm{}}𝑑\rho ^{}\mathrm{exp}(\rho ^{}/\lambda )/\rho ^{}`$, $`E_2=_\rho ^{\mathrm{}}𝑑\rho ^{}\mathrm{exp}(\sqrt{z^2+\rho ^2}/\lambda )/\rho ^{}`$, $`ϵ_0=\mathrm{\Phi }_0^2/(4\pi \xi )^2`$, $`d=0.005\lambda `$ is the interlayer spacing, $`\lambda `$ is the London penetration depth and $`\xi =0.01\lambda `$ is the coherence length. When the magnetic field $`H`$ increases, the distance $`\rho `$ between pancakes in the same plane decreases, but the distance $`d`$ between planes is unchanged. Thus we model $`H`$ by scaling the strength of the in- and inter-plane interactions via the prefactor $`s_m`$, such that $`s_m1/H`$. We denote the coupling strength at which the sharp 3D-2D transition occurs as $`s_m^c`$. We model the pinning as $`N_p`$ short range attractive parabolic traps that are randomly distributed in each layer. The pinning interaction is $`𝐟_i^{vp}=_{k=1}^{N_p}(f_p/\xi _p)(𝐫_i𝐫_k^{(p)})\mathrm{\Theta }((\xi _p|𝐫_i𝐫_k^{(p)}|)/\lambda )`$, where the pin radius $`\xi _p=0.2\lambda `$, the pinning force is $`f_p=0.02f_0^{}`$, and $`f_0^{}=ϵ_0/\lambda `$. Throughout this work we will use 16 layers in a $`16\lambda \times 16\lambda `$ system with a vortex density of $`n_v=0.35/\lambda ^2`$ and a pin density of $`n_p=1.0/\lambda ^2`$ in each of the layers. There are 80 vortices per layer, giving a total of 1280 pancake vortices.
For sufficiently strong disorder, the vortices in this model show a sharp 3D-2D decoupling transition as a function of $`s_m`$ or $`H`$ . A dynamic 2D-3D transition can also occur . In the inset of Fig. 1(b) we show the critical current $`f_c`$ and $`z`$-axis correlation $`C_z`$ as a function of interlayer coupling $`s_m`$, illustrating that a sharp transition from ordered 3D flux lines to disordered, decoupled 2D pancakes occurs at $`s_m^c=1.2`$. Here $`f_c`$ is obtained by summing $`V_x=(1/N_v)_1^{N_v}v_x`$ and identifying the drive $`f_d`$ at which $`V_x>0.0005`$, while $`C_z=1(|𝐫_{i,L}𝐫_{i,L+1}|/(a_0/2))\mathrm{\Theta }(a_0/2|𝐫_{i,L}𝐫_{i,L+1}|`$,
where $`a_0`$ is the vortex lattice constant. The ordered phase has a much lower critical current, $`f_c^o=0.0008f_0^{}`$ than the disordered phase, $`f_c^{do}=0.0105f_0^{}`$.
To observe transient effects, we supercool the lattice by annealing the system at $`s_m<s_m^c`$ into a disordered, decoupled configuration. Starting from this state, at $`t=0`$ we set $`s_m>s_m^c`$ such that the pancakes would be ordered and coupled at equilibrium, apply a fixed drive $`f_d`$ and observe the time-dependent voltage response $`V_x`$. In Fig. 1(a) we show $`V_x`$ for several different drives $`f_d`$ for a sample with $`s_m=2.0`$ in a state prepared at $`s_m=0.5`$. For $`f_d<0.0053f_0^{}`$ the system remains pinned in a decoupled disordered state. For $`f_d>0.0053f_0^{}`$ a time dependent increasing response occurs. $`V_x`$ does not rise instantly but only after a specific waiting time $`t_w`$. The rate of increase in $`V_x`$ grows as the amplitude of the $`f_d`$ increases. As shown in Fig. 1(c), $`C_z`$ exhibits the same behavior as $`V_x`$.
In Fig. 1(b) we show a superheated system prepared at $`s_m=2.0`$ in the ordered state, and set to $`s_m=0.7`$ at $`t=0`$. Here we find a large initial $`V_x`$ response that decays. With larger $`f_d`$ the decay takes an increasingly long time. The time scale for the decay is much shorter than the time scale for the increasing response in Fig. 1(a). In the inset of Fig. 4(b) we demonstrate the presence of a memory effect by abruptly shutting off $`f_d`$. The vortex
motion stops and when $`f_d`$ is re-applied $`V_x`$ resumes at the same point. We find such memory on both the increasing and decreasing response curves. The response curves and memory effect seen here are very similar to those observed in experiments .
In Fig. 2 we show the vortex positions and trajectories in the supercooled sample with $`s_m=2.0`$ from Fig. 1(a) for $`f_d=0.007f_0^{}`$ for different times. In Fig. 2(a) at $`t=2500`$ the initial state is disordered. In Fig. 2(b) at $`t=7500`$ significant vortex motion occurs through the nucleation of a single channel of moving vortices, which forms during the waiting time $`t_w`$. Vortices outside the channel remain pinned. In Fig. 2(c) at $`t=12500`$ the channel is wider, and vortices inside the channel are ordered and have recoupled. The pinned vortices remain in the disordered state. During the transient motion there is a coexistence of ordered and disordered states. If the drive is shut off the ordered domain is pinned but remains ordered, and when the drive is re-applied the ordered domain moves again. In Fig. 2(d) for $`t=20000`$ almost all of the vortices have reordered and the channel width is the size of the sample. Thus in the supercooled case we observe nucleation of a microscopic transport channel, followed by expansion of the channel.
The vortex positions and trajectories for a superheated sample with $`s_m=0.7`$ and $`f_d=0.006f_0^{}`$, as in Fig. 1(b), are shown in Fig. 3(a-d). In Fig. 3(a) the initial vortex state is ordered. In Fig. 3(b-d) the vortex lattice becomes
disordered and pinned in a homogeneous manner rather than through nucleation. Each vortex line is decoupled by the point pinning as it moves until the entire line dissociates and is pinned.
We next consider the effect of changing the rate $`\delta f_d`$ at which the driving force is increased on $`V(I)`$ in both superheated and supercooled systems. Fig. 4(a) shows $`V_x`$ versus $`f_d`$, which is analogous to a V(I) curve, for the supercooled system at $`s_m=2.0`$ prepared in a disordered state. $`V_x`$ remains low during a fast ramp, when the vortices in the strongly pinned disordered state cannot reorganize into the more ordered state. There is also considerable hysteresis since the vortices reorder at higher drives producing a higher value of $`V_x`$ during the ramp-down. For the slower ramp the vortices have time to reorganize into the weakly pinned ordered state, and remain ordered, producing no hysteresis in V(I).
In a superheated sample, the reverse behavior occurs. Fig. 4(b) shows V(I) curves at different $`\delta f_d`$ for a system with $`s_m=0.7`$ prepared in the ordered state. Here, the fast ramp has a higher value of $`V_x`$ corresponding to the ordered state while the slow ramp has a low value of $`V_x`$. During a slow initial ramp in the superheated state the vortices gradually disorder through rearrangements but there is no net vortex flow through the sample. Such a phase was proposed by Xiao et al. and seen in recent experiments on BSCCO samples . At the slower $`\delta f_d`$, we find negative $`dV/dI`$ characteristics which resemble those seen in low- and high- temperature superconductors. Here, $`V(I)`$ initially increases as the
vortices flow in the ordered state, but the vortices decouple as the lattice moves, increasing $`f_c`$ and dropping $`V(I)`$ back to zero, resulting in an N-shaped characteristic.
To demonstrate the effect of vortex lattice disorder on the critical current, in Fig. 4 we plot the equilibrium $`f_c`$ along with $`f_c`$ obtained for the supercooled system, in which each sample is prepared in a state with $`s_m=0.5`$, and then $`s_m`$ is raised to a new value above $`s_m^c`$ before $`f_c`$ is measured. The disorder in the supercooled state produces a value of $`f_c`$ between the two extrema observed in the equilibrium state. Note that the sharp transition in $`f_c`$ associated with equilibrium systems is now smooth.
Our simulation does not contain a surface barrier which can inject disorder at the edges. Such an effect is proposed to explain experiments in which AC current pulses induce an increasing response as the vortices reorder but DC pulses produce a decaying response . We observe no difference between AC and DC drives.
In low temperature superconductors, a rapid increase in $`z`$-direction vortex wandering occurs simultaneously with vortex disordering , suggesting that the change in $`z`$-axis correlations may be crucial in these systems as well. Our results, along with recent experiments on layered superconductors, suggest that the transient response seen in low temperature materials should also appear in layered materials.
In summary we have investigated transient and metastable states near the 3D-2D transition by supercooling or superheating the system. We find voltage-response curves and memory effects that are very similar to those observed in experiments, and we identify the microscopic vortex dynamics associated with these transient features. In the supercooled case the vortex motion occurs through nucleation of a channel of ordered moving vortices followed by an increase in the channel width over time. In the superheated case the ordered phase homogeneously disorders. We also demonstrate that the measured critical current depends on the vortex lattice preparation and on the current ramp rate.
We acknowledge helpful discussions with E. Andrei, S. Bhattacharya, X. Ling, Z. Xiao, and E. Zeldov. This work was supported by CLC and CULAR (LANL/UC) by NSF-DMR-9985978, and by the Director, Office of Adv. Scientific Comp. Res., Div. of Math., Information and Comp. Sciences, U.S. DoE contract DE-AC03-76SF00098.
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# Heavy Quarks on Anisotropic Lattices: The Charmonium Spectrum
## I Introduction
Lattice Quantum Chromodynamics (QCD) opens a gateway to the study of non-perturbative phenomena in the strong interaction world. To explain (and in some cases predict) why the elementary particles are as heavy as they are is not only exciting, it is also unavoidable in the validation of QCD as the standard model of the strong interactions. Unfortunately the lattice simulations are by no means cheap, it is typical for a project to take months or years to finish on the present fastest supercomputers.
The study of heavy quarks demands even more computing resources than that of light quarks, while heavy quarks may be more interesting. As standard lattice actions break down when the lattice spacing $`a>\frac{1}{m_0}`$, where $`m_0`$ is the bare quark mass, the imposition of a fine enough lattice spacing makes the studies of heavy quarks completely out of reach given current computing power. To treat heavy quarks, special lattice actions must be designed. The two dominant approaches are non-relativistic lattice QCD (NRQCD) and the heavy relativistic or Fermilab approach, and there is the newer anisotropic relativistic approach used in our work.
The NRQCD approach attempts to describe an effective field theory at low energy. Essentially the action is expanded in powers of the lattice spacing $`a`$, as standard lattice actions are, and in powers of the heavy quark velocity $`v^2`$. Practically the NRQCD method works well for the spin-independent $`b\overline{b}`$ system made of bottom quarks. However, continuum extrapolation is impossible in NRQCD as the non-relativistic expansion requires $`am_0>1`$. Also, to study spin splittings, higher order terms have to be added to the action. For the $`c\overline{c}`$ (charmonium) system, present evidence suggests that the NRQCD approach breaks down. The spin splittings in the charmonium spectrum do not converge when higher relativistic corrections are added to the non-relativistic action, or when quantum corrections are switched from one prescription to another.
The heavy-relativistic or Fermilab approach incorporates interactions from both the small- and large-mass limits. For heavy quarks, the lattice action can be interpreted in a non-relativistic light. Yet as $`m_0a0`$, the action conforms exactly to the standard Wilson action for light quarks. This is accomplished without any constraint on the value of $`am_0`$, in contrast to $`am_0>1`$ in NRQCD and $`am_01`$ in Wilson action. The Fermilab approach connects both ends smoothly. Concretely, its lattice action up to $`O(a^2)`$ lattice errors is simply the standard clover-term improved Wilson action without imposing space-time exchange symmetry. The coefficients in front of the covariant derivatives and the clover term improvement now appear in two copies, a temporal one and a spatial one. The difficulty is that, to achieve the elimination of $`O(a)`$ lattice artifact for heavy quarks, these coefficients must all be all mass dependent.
The anisotropic relativistic approach goes one step further. As in the heavy relativistic approach, the space-time exchange symmetry is not imposed on the lattice action. The key difference is, here in the anisotropic relativistic approach, the lattice itself is discretized differently along the temporal and spatial directions with the temporal spacing $`a_t`$ chosen finer than the spatial spacing $`a_s`$. Since no further symmetry besides the space-time exchange symmetry is broken, the anisotropic action has the same terms as the heavy relativistic action does. Defining the true anisotropy $`\xi =\frac{a_s}{a_t}`$ as the ratio of the spatial to the temporal spacing, we may consider the heavy relativistic approach as the $`\xi =1`$ special case of the anisotropic relativistic approach. In both approaches, the relativity of the lattice action is restored by a required tuning of the bare parameters in the action.
There is one obvious benefit of moving to an anisotropic lattice: heavy meson propagators often die out very fast and thus leave too few time slices which are useful for mass fitting. With a finer temporal lattice spacing, this problem may be cured at relatively low cost. Another equally important benefit is that, with $`a_tm_01`$ on an anisotropic lattice, the mass dependence of the improvement coefficients can be expected to be weaker, or absent all together as is the case for some coefficients classically. Since the numerically determined clover coefficients deviate considerably from their perturbative estimates, their possible weak mass dependence may allow us to avoid a difficult, non-perturbative numerical determinations.
To be self-contained, now we review the theoretical framework laid out in .
## II The anisotropic Wilson QCD action
The anisotropic QCD action is the sum of the gauge action $`S_G^\xi `$ and the fermion action $`S_F^\xi `$
$$S^\xi =S_G^\xi +S_F^\xi .$$
(1)
### A The anisotropic gauge action $`S_G^\xi `$
On an anisotropic lattice the gauge action becomes
$`S_G^\xi `$ $`=`$ $`{\displaystyle \frac{\beta }{N_c}}\left[{\displaystyle \frac{1}{\xi _o}}{\displaystyle \underset{x,s>s}{}}\mathrm{Re}\mathrm{Tr}\left[1P_{ss}(x)\right]+\xi _o{\displaystyle \underset{x,s}{}}\mathrm{Re}\mathrm{Tr}\left[1P_{st}(x)\right]\right]`$ (2)
where $`\xi _o`$ is the bare anisotropy, which equals to the true anisotropy $`\xi =\frac{a_s}{a_t}`$ only at the classical level. Note that the anisotropic $`\beta `$ is the geometric mean of the $`\beta `$’s along the temporal and spatial directions, thus it corresponds to a coarser spatial spacing and a finer temporal spacing than given by its isotropic equivalent of same value. Here $`a_s`$ and $`a_t`$ refer to the actual “physical” lattice spacings as computed by examining the propagation of physical particles over distances of many lattice units. Standard renormalization argument guarantee us that the resulting long distance physics predicted by the action in eq.(2) will appear consistent with relativity after this anisotropic interpretation of lattice scales is adopted.
It is suggested that the true anisotropy $`\xi `$ be fixed during the continuum extrapolation, for reasons shown later. All the computations are done at $`\xi =2`$ in this work. The bare anisotropy $`\xi _0`$ is tuned at each $`\beta `$ to keep $`\xi `$ the same .
### B A few standard definitions
The covariant first- and second-order lattice derivatives $`_\mu `$ and $`\mathrm{\Delta }_\mu `$ are defined through their operations on the quark field $`q(x)`$
$`_\mu q(x)`$ $`=`$ $`{\displaystyle \frac{1}{2a_\mu }}\left[U_\mu (x)q(x+\mu )U_\mu (x)q(x\mu )\right]`$
$`\mathrm{\Delta }_\mu q(x)`$ $`=`$ $`{\displaystyle \frac{1}{a_\mu ^2}}\left[U_\mu (x)q(x+\mu )+U_\mu (x)q(x\mu )2q(x)\right].`$
Here we employ the notation $`U_\mu (x)U_\mu (x\mu )^{}`$ for the parallel transporter from $`x`$ to $`x\mu `$. The lattice spacing 4-vector $`a_\mu =\{a_t,a_s\stackrel{}{1}\}`$ is introduced to simplify the formulae.
The Euclidean gamma matrices and the Dirac matrices $`\sigma _{\mu \nu }`$ are defined by
$$\gamma _\mu =\gamma _\mu ^{},\{\gamma _\mu ,\gamma _\nu \}=2\delta _{\mu \nu },\sigma _{\mu \nu }=\frac{i}{2}[\gamma _\mu ,\gamma _\nu ].$$
(3)
The field tensor $`F_{\mu \nu }(x)`$ is defined by
$`4Q_{\mu \nu }(x)`$ $`=`$ $`U(x,\mu )U(x+\widehat{\mu },\nu )U^{}(x+\widehat{\nu },\mu )U^{}(x,\nu )+`$ (7)
$`U(x,\nu )U^{}(x\widehat{\mu }+\widehat{\nu },\mu )U^{}(x\widehat{\mu },\nu )U(x\widehat{\mu },\mu )+`$
$`U^{}(x\widehat{\mu },\mu )U^{}(x\widehat{\mu }\widehat{\nu },\nu )U(x\widehat{\mu }\widehat{\nu },\mu )U(x\widehat{\nu },\nu )+`$
$`U^{}(x\widehat{\nu },\nu )U(x\widehat{\nu },\mu )U(x+\widehat{\mu }\widehat{\nu },\nu )U^{}(x,\mu )`$
$`F_{\mu \nu }(x)`$ $`=`$ $`{\displaystyle \frac{i}{2a^2}}[Q_{\mu \nu }Q_{\mu \nu }^{}].`$ (8)
### C The anisotropic fermion action $`S_F^\xi `$
Back on an isotropic lattice, the following terms make up the clover improved quark action
$$m_0,\overline{)}_\mu ,a\overline{)}\mathrm{\Delta }_\mu ,a\frac{C_{sw}}{2}\underset{\mu <\nu }{}\sigma _{\mu \nu }F_{\mu \nu }$$
(9)
in which the lattice spacing $`a`$ is introduced to keep these terms of same dimension.
For either an anisotropic lattice, or heavy quarks on an isotropic lattice, the space-time exchange symmetry should not be imposed at the level of the lattice action. Instead, in order to achieve a relativistic dispersion relation between energy and momentum, the coefficients in front of spatial terms in the fermion action have to be different from those in front of temporal terms. Thus, the anisotropic quark action is expected to be simply the standard isotropic action in duplicates, one spatial copy and one temporal copy, which is indeed exactly the final form we choose:
$`S_F^\xi `$ $`=`$ $`a_ta_s^3{\displaystyle \underset{x}{}}\overline{q}(x)[m_0+\nu _t[\gamma _t_t{\displaystyle \frac{a_t}{2}}_t]+\nu _s{\displaystyle \underset{s}{}}[\gamma _s_s{\displaystyle \frac{a_s}{2}}_s]`$ (11)
$`{\displaystyle \frac{a_s}{2}}[C_{\mathrm{sw}}^t{\displaystyle \underset{s}{}}\sigma _{ts}F_{ts}+C_{\mathrm{sw}}^s{\displaystyle \underset{s<s}{}}\sigma _{ss}F_{ss}]]q(x)`$
$`=`$ $`a_ta_s^3{\displaystyle \underset{x}{}}\overline{q}(x)[m_0+\nu _t\overline{)}D_t^{\mathrm{Wilson}}+{\displaystyle \underset{s}{}}\nu _s\overline{)}D_s^{\mathrm{Wilson}}`$ (13)
$`{\displaystyle \frac{a_s}{2}}[C_{\mathrm{sw}}^t{\displaystyle \underset{s}{}}\sigma _{ts}F_{ts}+C_{\mathrm{sw}}^s{\displaystyle \underset{s<s}{}}\sigma _{ss}F_{ss}]]q(x).`$
In the second line above, the first- and second-order lattice derivatives are combined into the $`r=1`$ Wilson operators $`D_\mu ^{\mathrm{Wilson}}=_\mu \frac{a_\mu }{2}\gamma _\mu \mathrm{\Delta }_\mu `$.
There are more bare parameters than in a standard quark action. The two clover coefficients are labelled by $`C_{\mathrm{sw}}^t`$ and $`C_{\mathrm{sw}}^s`$. The bare velocity of light $`\nu _s`$ is to be tuned to restore relativity on an anisotropic lattice, which could be equally well achieved by adjusting $`\nu _t`$. Indeed we need to vary only one of them as the two cases are simply related by rescaling the quark fields. For later convenience we keep both $`\nu _s`$ and $`\nu _t`$ here. In practice we will always choose one of them to be 1 and tune the other quantity via the dispersion relation between meson energy and momentum. We will refer to these cases as “$`\nu _s`$-tuning” and “$`\nu _t`$-tuning”.
All the quantities in eq.(11) are dimensionful with hidden $`a_s`$ or $`a_t`$. In order to program the quark action, we find it convenient to rewrite it in dimensionless quantities, i.e. quantities with a hat. With $`\widehat{m_0}a_tm_0`$, $`\widehat{q}a_s^{\frac{3}{2}}q`$, $`\widehat{}_\mu a_\mu _\mu `$, $`\widehat{\mathrm{\Delta }}_\mu a_\mu ^2\mathrm{\Delta }_\mu `$, $`\widehat{D}_\mu ^{\mathrm{Wilson}}a_\mu D_\mu ^{\mathrm{Wilson}}`$ and $`\widehat{F}_{\mu \nu }a_\mu a_\nu F_{\mu \nu }`$, the quark action reads
$`S_F^\xi `$ $`=`$ $`{\displaystyle \underset{x}{}}\widehat{\overline{q}}(x)[\widehat{m_0}+\nu _t\overline{)}\widehat{D}_t^{\mathrm{Wilson}}+{\displaystyle \frac{\nu _s}{\xi _0}}{\displaystyle \underset{s}{}}\overline{)}\widehat{D}_s^{\mathrm{Wilson}}{\displaystyle \frac{1}{2}}[C_{\mathrm{sw}}^t{\displaystyle \underset{s}{}}\sigma _{ts}\widehat{F}_{ts}+`$ (15)
$`{\displaystyle \frac{C_{\mathrm{sw}}^s}{\xi _0}}{\displaystyle \underset{s<s}{}}\sigma _{ss}\widehat{F}_{ss}]]\widehat{q}(x).`$
Note that we choose to use $`\xi _0`$ instead of $`\xi =\frac{a_s}{a_t}`$ in the action. While $`\xi _0=\xi `$ holds only classically, the another choice would just redefine $`\nu _s`$ and $`C_{\mathrm{sw}}^s`$.
## III Classical improvement of the anisotropic action
The gauge action is already correct up to $`O(a^2)`$, so we only need to improve the quark action by choosing the right values for the bare parameters. Below are all the possible terms up to $`O(a)`$ in the quark matrix
$`m_0,\overline{)}_t(1+O(am_0)),{\displaystyle \underset{s}{}}\overline{)}_s(1+O(am_0)),`$ (16)
$`a\mathrm{\Delta }_t,a{\displaystyle \underset{s}{}}\mathrm{\Delta }_s,a{\displaystyle \underset{s}{}}[\overline{)}_s,\overline{)}_t],a{\displaystyle \underset{s}{}}\{\overline{)}_s,\overline{)}_t\},a{\displaystyle \underset{s<s}{}}\{\overline{)}_s,\overline{)}_s\}.`$ (17)
Note the term $`a_s[\overline{)}_s,\overline{)}_t]`$ never arises on an isotropic light-quark action due to space-time exchange symmetry, and the last two anti-commutation terms are simply the clover terms in different faces. Also note the lattice spacing $`a`$ has been reintroduced here to keep track of dimensions, referring to either $`a_t`$ or $`a_s`$. All the coefficients in front of these terms are possibly mass-dependent.
### A Field redefinition
On the classical level the simplest way to derive the on-shell $`O(a)`$ improved anisotropic quark action is to relate it by a field redefinition to an action that has manifestly no $`O(a)`$ discretization errors. Since a field redefinition is just a change of variable in the path integral, on-shell quantities are not affected. The Jacobian of a field transformation matters only at the quantum level, where, in the case at hand, its leading effect is to renormalize the gauge coupling and perhaps the bare anisotropy.
We start with the naive fermion action which has no $`O(a)`$ discretization errors and whose bare quark mass is the continuum one $`m_c`$
$$\overline{q}_c(x)[m_c+\overline{)}]q_c(x).$$
(18)
Then we apply the field redefinition $`\overline{q}_c=\overline{q}\overline{\mathrm{\Omega }}`$, $`q_c=q\mathrm{\Omega }`$ with
$`\mathrm{\Omega }`$ $`=`$ $`1+{\displaystyle \frac{\mathrm{\Omega }_m}{2}}a_tm_c+{\displaystyle \frac{\mathrm{\Omega }_t}{2}}a_t\overline{)}_t+{\displaystyle \frac{\mathrm{\Omega }_s}{2}}a_s\stackrel{}{\overline{)}}`$ (19)
$`\overline{\mathrm{\Omega }}`$ $`=`$ $`1+{\displaystyle \frac{\overline{\mathrm{\Omega }}_m}{2}}a_tm_c+{\displaystyle \frac{\overline{\mathrm{\Omega }}_t}{2}}a_t\overline{)}_t+{\displaystyle \frac{\overline{\mathrm{\Omega }}_s}{2}}a_s\stackrel{}{\overline{)}},`$ (20)
where $`\mathrm{\Omega }_{m,t,s}`$ and $`\overline{\mathrm{\Omega }}_{m,t,s}`$ are six pure numbers, possibly mass-dependent.
With all terms in eq.(16) showed up, the quark matrix in terms of the new fields $`\overline{q}(x)`$ and $`q(x)`$ reads
$`\overline{\mathrm{\Omega }}[m_c+\overline{)}]\mathrm{\Omega }`$ (21)
$`=(1+a_tm_c{\displaystyle \frac{\overline{\mathrm{\Omega }}_m+\mathrm{\Omega }_m}{2}})m_c+(1+(a_tm_c{\displaystyle \frac{\overline{\mathrm{\Omega }}_m+\mathrm{\Omega }_m}{2}}+a_tm_c{\displaystyle \frac{\overline{\mathrm{\Omega }}_t+\mathrm{\Omega }_t}{2}}))\overline{)}_t+`$ (22)
$`(1+(a_tm_c{\displaystyle \frac{\overline{\mathrm{\Omega }}_m+\mathrm{\Omega }_m}{2}}+a_sm_c{\displaystyle \frac{\overline{\mathrm{\Omega }}_s+\mathrm{\Omega }_s}{2}}))\stackrel{}{\overline{)}}+`$ (23)
$`(a_t{\displaystyle \frac{\overline{\mathrm{\Omega }}_t+\mathrm{\Omega }_t}{2}})\mathrm{\Delta }_t+(a_s{\displaystyle \frac{\overline{\mathrm{\Omega }}_s+\mathrm{\Omega }_s}{2}})({\displaystyle \underset{s}{}}\mathrm{\Delta }_s+{\displaystyle \underset{s<s}{}}\{\overline{)}_s,\overline{)}_s\})+`$ (24)
$`(a_s{\displaystyle \frac{\overline{\mathrm{\Omega }}_s\mathrm{\Omega }_s}{4}}a_t{\displaystyle \frac{\overline{\mathrm{\Omega }}_t\mathrm{\Omega }_t}{4}})[\overline{)}\stackrel{}{},\overline{)}_t]+(a_s{\displaystyle \frac{\overline{\mathrm{\Omega }}_s+\mathrm{\Omega }_s}{4}}+a_t{\displaystyle \frac{\overline{\mathrm{\Omega }}_t+\mathrm{\Omega }_t}{4}})\{\overline{)}\stackrel{}{},\overline{)}_t\}.`$ (25)
A few words on the notation here: to avoid excessively complicated, rigorous expressions, we have simply pulled $`\overline{\mathrm{\Omega }}_s`$, $`\mathrm{\Omega }_s`$ and $`a_s`$ outside the spatial summation $`_s`$ to make it explicit that they are common factors to all the three spatial directions.
### B The classical $`O(a)`$ estimates of bare parameters
To arrive at the anisotropic quark action in eq.(11), we first get rid of the expensive and meritless term $`[\overline{)}\stackrel{}{},\overline{)}_t]`$ in eq.(21) by requiring $`\mathrm{\Omega }_m=\overline{\mathrm{\Omega }}_m`$, $`\mathrm{\Omega }_t=\overline{\mathrm{\Omega }}_t`$ and $`\mathrm{\Omega }_s=\overline{\mathrm{\Omega }}_s`$, which sets no limitation on the remaining terms. Now if we recall that the clover terms
$$\sigma _{\mu \nu }F_{\mu \nu }=\{\overline{)}_\mu ,\overline{)}_\nu \},$$
(26)
the quark matrix eq.(21) becomes
$`\overline{\mathrm{\Omega }}[m_c+\overline{)}]\mathrm{\Omega }`$ $`=`$ $`(1+a_tm_c\mathrm{\Omega }_m)m_c+(1+(a_tm_c\mathrm{\Omega }_m+a_tm_c\mathrm{\Omega }_t))\overline{)}_t+`$ (29)
$`(1+(a_tm_c\mathrm{\Omega }_m+a_sm_c\mathrm{\Omega }_s)){\displaystyle \underset{s}{}}\overline{)}_s+(a_t\mathrm{\Omega }_t)\mathrm{\Delta }_t+`$
$`(a_s\mathrm{\Omega }_s)({\displaystyle \underset{s}{}}\mathrm{\Delta }_s+{\displaystyle \underset{s<s}{}}\sigma _{ss}F_{ss})+(a_s{\displaystyle \frac{\mathrm{\Omega }_s}{2}}+a_t{\displaystyle \frac{\mathrm{\Omega }_t}{2}}){\displaystyle \underset{s}{}}\sigma _{st}F_{st}.`$
We are left with three free parameters $`\mathrm{\Omega }_m`$, $`\mathrm{\Omega }_s`$ and $`\mathrm{\Omega }_t`$. In the most attractive scheme, which actually leads to our definition of the quark action $`S_F^\xi `$ in eq.(11), $`\mathrm{\Omega }_m`$ is adjusted so that one (and only one) of $`\nu _s`$ or $`\nu _t`$ equals 1, $`\mathrm{\Omega }_s`$ and $`\mathrm{\Omega }_t`$ are adjusted so that the first- and second-order lattice derivatives are combined into the Wilson operators with the full projection property $`D_\mu ^{\mathrm{Wilson}}=_\mu \frac{a_\mu }{2}\gamma _\mu \mathrm{\Delta }_\mu `$.
In the case of $`\nu _s`$-tuning, the three parameters are set as $`\mathrm{\Omega }_m=\frac{1}{2}`$, $`\mathrm{\Omega }_t=\frac{1}{2}`$ and $`\mathrm{\Omega }_s=\frac{1}{2}\frac{1+\frac{1}{2}a_tm_c}{1+\frac{1}{2}a_sm_c}`$, giving the quark matrix as
$`\overline{\mathrm{\Omega }}[m_c+\overline{)}]\mathrm{\Omega }`$ $`=`$ $`(1+{\displaystyle \frac{1}{2}}a_tm_c)m_c+\overline{)}D_t^{\mathrm{Wilson}}+{\displaystyle \frac{1+\frac{1}{2}a_tm_c}{1+\frac{1}{2}a_sm_c}}{\displaystyle \underset{s}{}}\overline{)}D_s^{\mathrm{Wilson}}`$ (31)
$`{\displaystyle \frac{a_s}{2}}{\displaystyle \underset{s<s}{}}\sigma _{ss}F_{ss}{\displaystyle \frac{1}{2}}({\displaystyle \frac{a_s}{2}}+{\displaystyle \frac{a_t}{2}}){\displaystyle \underset{s}{}}\sigma _{st}F_{st}.`$
From eq.(31) we can read off the classical estimates of the bare parameters in the anisotropic quark action eq.(11) if that action is to have no $`O(a)`$ errors
$`m_0=m_c(1+{\displaystyle \frac{1}{2}}a_tm_c),\nu _s={\displaystyle \frac{1+\frac{1}{2}a_tm_c}{1+\frac{1}{2}a_sm_c}},\nu _t=1,C_{\mathrm{sw}}^s=1,C_{\mathrm{sw}}^t={\displaystyle \frac{1}{2}}(1+{\displaystyle \frac{a_t}{a_s}}).`$ (32)
In the case of $`\nu _t`$-tuning, the three parameters are set as $`\mathrm{\Omega }_m=\frac{1}{2}\frac{a_s}{a_t}`$, $`\mathrm{\Omega }_s=\frac{1}{2}`$ and $`\mathrm{\Omega }_t=\frac{1}{2}\frac{1+\frac{1}{2}a_sm_c}{1+\frac{1}{2}a_tm_c}`$. The classical estimates of the bare parameters are
$`m_0=m_c(1+{\displaystyle \frac{1}{2}}a_sm_c),\nu _s=1,\nu _t={\displaystyle \frac{1+\frac{1}{2}a_sm_c}{1+\frac{1}{2}a_tm_c}},C_{\mathrm{sw}}^s=1,C_{\mathrm{sw}}^t={\displaystyle \frac{1}{2}}(1+{\displaystyle \frac{a_t}{a_s}}).`$ (33)
The parameters specified by eq.(32) and eq.(33) correspond to our two possible conventions for $`\nu _s`$ and $`\nu _t`$. Since these two conventions are connected through a simple scale transformation of the fermion field $`q(x)\sqrt{\nu _t/\nu _s}q(x)`$, the parameters in eq.(33) should equal those in eq.(32) multiplied by $`\frac{\nu _t}{\nu _s}=\frac{1+\frac{1}{2}a_sm_c}{1+\frac{1}{2}a_tm_c}`$. Of course, this simple scaling holds only to $`O(a)`$, a limitation that will be improved below for the clover coefficients $`C_{\mathrm{sw}}^t`$ and $`C_{\mathrm{sw}}^s`$.
### C Better estimates of the clover coefficients
Since the $`O(a)`$ dependence of the clover coefficients leads to only $`O(a^2)`$ errors of the action and we only aim to remove the $`O(a)`$ lattice artifact, when writing down the classical estimates of $`C_{\mathrm{sw}}^t`$ and $`C_{\mathrm{sw}}^s`$ in eq.(31)-(33) we have neglected the $`O(a)`$ parts of the transformation coefficients $`\mathrm{\Omega }_s`$ and $`\mathrm{\Omega }_t`$. However, the neglect of $`O(a^2)`$ terms in this manner is not necessary, indeed the clover coefficients are better expressed in terms of the bare velocity of light $`\nu _t`$ or $`\nu _s`$. In this way, we can partially determine the mass dependence of the clover coefficients and also resolve the contradiction that the clover coefficients given in eq.(32) and eq.(33) are not related by the factor $`\frac{\nu _t}{\nu _s}`$.
This statement is based on the following observation on the general form of the quark action in eq.(29). We see that the spatial clover term $`_{s<s}\sigma _{ss}F_{ss}`$ always comes together with the spatial Wilson term $`_s\mathrm{\Delta }_s`$ and there is also a similar relation between the temporal ones. Therefore, with the same values of $`\mathrm{\Omega }_m`$, $`\mathrm{\Omega }_m`$ and $`\mathrm{\Omega }_t`$ given in above paragraphs, we can give a more precise version of eq.(32)-(33). In the $`\nu _s`$-tuning case, the more precise classical estimates of the bare parameters
$`m_0=m_c(1+{\displaystyle \frac{1}{2}}a_tm_c),\nu _s={\displaystyle \frac{1+\frac{1}{2}a_tm_c}{1+\frac{1}{2}a_sm_c}},\nu _t=1,C_{\mathrm{sw}}^s=\nu _s,C_{\mathrm{sw}}^t={\displaystyle \frac{1}{2}}(\nu _s+{\displaystyle \frac{a_t}{a_s}}).`$ (34)
In the $`\nu _t`$-tuning case, the estimates are
$`m_0=m_c(1+{\displaystyle \frac{1}{2}}a_sm_c),\nu _s=1,\nu _t={\displaystyle \frac{1+\frac{1}{2}a_sm_c}{1+\frac{1}{2}a_tm_c}},C_{\mathrm{sw}}^s=1,C_{\mathrm{sw}}^t={\displaystyle \frac{1}{2}}(1+\nu _t{\displaystyle \frac{a_t}{a_s}}).`$ (35)
## IV Computational procedure
We have run quenched simulations at four values of the lattice spacings (see the input parameters listed in table I). The mass spectrum in the continuum limit is then obtained by extrapolating the measurements at these finite lattice spacings to zero lattice spacing (see results in table V).
### A Adapt existing isotropic software to anisotropy
Fortunately it is trivial to modify existing isotropic software to simulate anisotropic lattices, at least for quenched calculations. Our practice is to re-scale the temporal links so that the anisotropic lattice action appears like the standard isotropic action. For the gauge sector, the temporal links are multiplied by $`\xi _0`$, transforming the gauge action from eq.(2) into
$`S_G^\xi `$ $`\stackrel{U_t\xi _oU_t}{=}`$ $`{\displaystyle \frac{1}{\xi _o}}{\displaystyle \frac{\beta }{N_c}}{\displaystyle \underset{x,\mu >\nu }{}}\mathrm{Re}\mathrm{Tr}[1P_{\mu \nu }(x)]+\mathrm{const}.`$ (36)
For the fermion sector, the temporal links are multiplied by $`\frac{\nu _t}{\nu _s}\xi _0`$, transforming the quark action from eq.(15) into
$`S_F^\xi `$ $`\stackrel{U_t\frac{\nu _t}{\nu _s}\xi _0U_t}{=}`$ $`{\displaystyle \underset{x}{}}\widehat{\overline{q}}(x)[\widehat{m_0}+{\displaystyle \frac{\nu _s}{\xi _0}}\overline{)}\widehat{D}^{\mathrm{Wilson}}`$ (38)
$`{\displaystyle \frac{1}{2}}[{\displaystyle \frac{\nu _s^2}{\nu _t^2\xi _0^2}}C_{\mathrm{sw}}^t{\displaystyle \underset{s}{}}\sigma _{ts}\widehat{F}_{ts}+{\displaystyle \frac{C_{\mathrm{sw}}^s}{\xi _0}}{\displaystyle \underset{s<s}{}}\sigma _{ss}\widehat{F}_{ss}]]\widehat{q}(x).`$
In this way, we can use existing heat-bath code to update links and existing Dirac operator $`\overline{)}\widehat{D}^{\mathrm{Wilson}}`$ to measure mass spectrum, as long as the code does not assume the $`SU(3)`$ properties of the gauge links, for example, to reconstruct third row of these links. The two different scalings are not a problem in quenched simulations, although it may require some thought in full simulations as both $`S_G^\xi `$ and $`S_F^\xi `$ are used in combination to update field configurations.
It is a popular practice in lattice simulations to write the quark action in terms of $`\kappa `$ and thus separate local terms $`A`$ from nonlocal terms $`\overline{)}D_{\mathrm{n}.\mathrm{l}.}^{\mathrm{Wilson}}`$
$$\overline{)}D_{\mathrm{n}.\mathrm{l}.}^{\mathrm{Wilson}}q(x)=\frac{1}{2a_\mu }\underset{\mu }{}[(\gamma _\mu r)U_\mu (x)q(x+\mu )(\gamma _\mu +r)U_\mu (x)q(x\mu )].$$
(39)
On anisotropic lattices, after the rescaling of temporal links $`U_t\xi _0\frac{\nu _t}{\nu _s}U_t`$, the quark action can be rewritten as
$$S_F^\xi \stackrel{U_t\frac{\xi _o\nu _t}{\nu _s}U_t}{=}\frac{1}{2\kappa ^\xi }\underset{x}{}\widehat{\overline{\psi }}(x)[A^\xi +\frac{\nu _s}{\xi _o}2\kappa ^\xi \widehat{\overline{)}D}_{\mathrm{n}.\mathrm{l}.}^{\mathrm{Wilson}}]\widehat{\psi }(x)$$
(40)
where the anisotropic $`\kappa `$ and $`A`$ are defined as
$`\kappa ^\xi `$ $`=`$ $`{\displaystyle \frac{1}{2\left[\widehat{m}_0+r(\nu _t+\frac{(d1)\nu _s}{\xi _o})\right]}},\text{ in this work }r=1`$ (41)
$`A^\xi `$ $`\stackrel{U_t\frac{\xi _o\nu _t}{\nu _s}U_t}{=}`$ $`1\kappa ^\xi \left[{\displaystyle \frac{\nu _s^2}{\xi _o^2\nu _t^2}}C_{\mathrm{sw}}^t{\displaystyle \underset{s}{}}\sigma _{st}\widehat{F}_{st}+{\displaystyle \frac{1}{\xi _0}}C_{\mathrm{sw}}^s{\displaystyle \underset{s<s^{}}{}}\sigma _{ss^{}}\widehat{F}_{ss^{}}\right].`$ (42)
### B Set the lattice scale
The heat bath algorithm for updating the gauge configurations is the standard Creutz method extended by Kennedy-Pendleton and Cabibbo-Marinari . Moving from an isotropic lattice to an anisotropic lattice, we need two bare parameters, namely the bare anisotropy $`\xi _0`$ and $`\beta `$, to specify the gauge couplings needed to generate the gauge links. In order to extrapolate the measurements to the continuum limit and to run simulations at reasonable physical volume, we need to know the lattice spacings $`a_s`$ and $`a_t`$ in physical units, or alternatively the spatial spacing $`a_s`$ and the renormalized (true) anisotropy $`\xi =a_s/a_t`$. This work has been done in and . The part of these earlier results used in our simulation are listed in table II. We now briefly describe their methods.
In our simulation the renormalized (true) anisotropy $`\xi `$ has been fixed at $`\xi =2`$. The choice of $`\xi `$ to be an integer makes it most convenient to determine the relationship between $`\xi `$ and $`\xi _0`$ at a given $`\beta `$ . Basically two static quark potentials are compared with each other. Both quark-antiquark pairs are propagating in the same spatial direction. One pair is separated in a spatial direction (different from the propagating direction, of course) while the other is separated by twice (or other value of $`\xi `$) the number of lattice sites in the temporal direction. The bare anisotropy $`\xi _0`$ is tuned until the two static quark potentials become identical.
It is also a good idea to be cautious by keeping the value of the renormalized anisotropy $`\xi `$ fixed during the course of taking the continuum limit. In this way the scaling property of the mass spectrum is the only issue here and we avoid the complication all together that lattice physics might behave differently at different anisotropy. Beyond this reason one can always take the continuum limit along some other smooth curve of true anisotropy $`\xi `$ varying with lattice spacing $`a`$.
The lattice spacing was determined very accurately in terms of the Sommer scale $`r_0`$ . The scale $`r_0`$ is defined via the force between a heavy quark and antiquark
$$r_0^2F(r_0)=1.65.$$
(43)
The constant $`1.65`$ is chosen so that $`r_0=0.50\mathrm{fm}`$ is an intermediate distance quantity. By contrast another often used dimensionful quantity, the string tension $`\sigma `$, is only asymptotically defined at long distance and thus suffers from inexact assumption of leading intermediate distance corrections. Although both the Sommer scale $`r_0`$ and the string tension $`\sigma `$ are calculated from the static quark potential, the available data are much better at intermediate distance. Therefore it is superior to use $`r_0=0.50\mathrm{fm}`$ to attach physical units to lattice observables.
We should note that although all successful potential models closely agree on the value of $`r_0`$ to be $`0.50\mathrm{fm}`$, it does bring some systematic errors to our simulation. We decide not to quote any unjustified estimate of the errors on $`r_0=0.50\mathrm{fm}`$ and leave it open to the reader as to how to treat the errors from this choice of length scale and the effect of quenching. We should also note that this error comes in only at the very end of our calculations when the mass spectrum extrapolated to zero lattice spacing is written in the physical unit of MeV. Note, both $`\frac{a_s}{r_0}`$ and $`\xi _0=\xi _0(\xi ,\beta )`$ were determined to $`1\%`$ accuracy. Therefore when extrapolating in the lattice spacing we may neglect the errors from $`\frac{a_s}{r_0}`$ and $`\xi _0`$ and worry about the errors on our mass measurements only.
### C Estimate the clover term coefficients
On each gauge configuration generated with the heat-bath algorithm, we invert the fermionic matrix using the conjugate gradient (CG) method with preconditioning. We then measure all mesonic states that can be obtained from bilinear sources without derivative operators (using the later would lead to more noisy correlators), as shown in table III.
In addition to the bare quark mass, these measurements require three more input parameters in the fermionic action. Two of them are the temporal and spatial clover coefficients $`C_{\mathrm{sw}}^t`$ and $`C_{\mathrm{sw}}^s`$. Since a non-perturbative determination of the clover coefficients (say using the Schrödinger functional) is a daunting project, $`C_{\mathrm{sw}}^t`$ and $`C_{\mathrm{sw}}^s`$ are estimated using tree-level tadpole improvement. There is empirical evidence that tree-level tadpole improvement achieves more than two-loop or even three-loop perturbative improvement does. At tree-level tadpole improvement one starts with the classical action and then renormalizes each gauge link by its “mean value”
$$U_\mu \frac{U_\mu }{u_\mu }.$$
(44)
Clearly the mean links $`u_\mu =\{u_t,u_s,u_s,u_s\}`$ can not be defined in a gauge invariant manner. The prescription to isolate the true gauge-independent tadpole contribution is to minimally renormalize the gauge links by choosing a maximum definition of the mean links $`u_\mu `$.
This maximization of mean links leads us to determine them in Landau gauge since on the lattice, the Landau gauge condition $`_\mu A_\mu =0`$ is achieved by maximizing the functional
$$F[U]=\underset{x,\mu }{}\frac{1}{a_\mu ^2}\mathrm{Re}\mathrm{Tr}U_\mu (x).$$
(45)
However, there is one subtlety regarding the ratio $`a_t/a_s`$ of spatial and temporal lattice spacing: which anisotropy should be used in this gauge fixing process, the bare or renormalized one? We choose the bare one $`\xi _0`$ based on the following empirical observation . The tadpole improvement hypothesis says that the ratio $`u_t/u_s`$ gives a tree-level estimate of the renormalization of the anisotropy $`\xi =\frac{u_t}{u_s}\xi _0`$ (this relation will be used in the next paragraph to simplify eq.(48)). It is found in that with the choice of $`\xi _0`$ the measured $`u_t/u_s`$ in Landau gauge agrees quite well (within 2% or less) with the values measured non-perturbatively in .
The tree-level estimate of the clover coefficients is given in eq.(32)-(33) as
$`C_{\mathrm{sw}}^s=1,C_{\mathrm{sw}}^t={\displaystyle \frac{1}{2}}\left(1+{\displaystyle \frac{1}{\xi }}\right).`$ (46)
Now we work on the tadpole correction starting from the quark action
$`S_F^\xi `$ $`=`$ $`{\displaystyle \underset{x}{}}\widehat{\overline{q}}(x)[\widehat{m_0}+\nu _t\overline{)}\widehat{D}_t^{\mathrm{Wilson}}+{\displaystyle \frac{\nu _s}{\xi }}{\displaystyle \underset{s}{}}\overline{)}\widehat{D}_s^{\mathrm{Wilson}}`$ (48)
$`{\displaystyle \frac{1}{2}}[C_{\mathrm{sw}}^t{\displaystyle \underset{s}{}}\sigma _{ts}\widehat{F}_{ts}+{\displaystyle \frac{C_{\mathrm{sw}}^s}{\xi }}{\displaystyle \underset{s<s}{}}\sigma _{ss}\widehat{F}_{ss}]]\widehat{q}(x).`$
$`\stackrel{\mathrm{tadpole}}{}`$ $`{\displaystyle \underset{x}{}}\widehat{\overline{q}}(x)[\widehat{m_0}+{\displaystyle \frac{1}{u_t}}\nu _t\overline{)}\widehat{D}_t^{\mathrm{Wilson}}+{\displaystyle \frac{1}{u_s}}{\displaystyle \frac{\nu _s}{\xi }}{\displaystyle \underset{s}{}}\overline{)}\widehat{D}_s^{\mathrm{Wilson}}`$ (50)
$`{\displaystyle \frac{1}{2}}[{\displaystyle \frac{1}{u_t^2u_s^2}}C_{\mathrm{sw}}^t{\displaystyle \underset{s}{}}\sigma _{ts}\widehat{F}_{ts}+{\displaystyle \frac{1}{u_s^4}}{\displaystyle \frac{C_{\mathrm{sw}}^s}{\xi }}{\displaystyle \underset{s<s}{}}\sigma _{ss}\widehat{F}_{ss}]]\widehat{q}(x).`$
$`\stackrel{\xi =\xi _0u_t/u_s}{}`$ $`{\displaystyle \frac{1}{u_t}}{\displaystyle \underset{x}{}}\widehat{\overline{q}}(x)[u_t\widehat{m_0}+\nu _t\overline{)}\widehat{D}_t^{\mathrm{Wilson}}+{\displaystyle \frac{\nu _s}{\xi _0}}{\displaystyle \underset{s}{}}\overline{)}\widehat{D}_s^{\mathrm{Wilson}}`$ (52)
$`{\displaystyle \frac{1}{2}}[{\displaystyle \frac{1}{u_tu_s^2}}C_{\mathrm{sw}}^t{\displaystyle \underset{s}{}}\sigma _{ts}\widehat{F}_{ts}+{\displaystyle \frac{1}{u_s^3}}{\displaystyle \frac{C_{\mathrm{sw}}^s}{\xi _0}}{\displaystyle \underset{s<s}{}}\sigma _{ss}\widehat{F}_{ss}]]\widehat{q}(x).`$
Comparing above with the action eq.(15) we simulate, the tree-level tadpole estimate of the clover coefficients is
$`C_{\mathrm{sw}}^s={\displaystyle \frac{1}{u_s^3}},C_{\mathrm{sw}}^t={\displaystyle \frac{1}{2}}\left(1+{\displaystyle \frac{1}{\xi }}\right){\displaystyle \frac{1}{u_tu_s^2}}.`$ (53)
The values given in eq.(53) are what we use in this work. However, in retrospect, we think it may be better not to base the tadpole improvement on eq.(32)-(33) or eq.(46). Rather, there is a better classical estimate given in eq.(34)-(35). In the $`\nu _t`$-tuning, the difference between eq.(32)-(33) and eq.(34)-(35) is small and perhaps negligible, but this doesn’t seem to be the case for the $`\nu _s`$-tuning. We will comment more on this in section V H.
### D Tune the quark mass $`m_0`$ and the bare velocity of light $`\nu _t`$
The remaining bare parameters in the quark action are the bare velocity of light $`\nu _t`$ and the bare quark mass $`m_0`$. Before we explain how these two inputs are tuned, we need to define the effective velocity of light $`c(𝐩)`$ first. In terms of the energy $`E(𝐩)`$, the mass $`m=E(0)`$ and the momentum $`𝐩`$ of a meson, the dispersion relation has the form of
$$E^2(𝐩)=m^2+𝐩^2+O(\underset{s}{}p_s^4)+O(\underset{ss^{}}{}p_s^2p_s^{}^2).$$
(54)
The effective velocity of light $`c(𝐩)`$ is then given by
$$c(𝐩)=\xi \sqrt{\frac{a_t^2E^2(𝐩)a_t^2m^2}{𝐩^2a_s^2}}$$
(55)
where the factor $`\xi =a_s/a_t`$ comes from the fact that the lattice energy is expressed in temporal spacing $`a_t`$ while the momentum $`𝐩`$ is expressed in spatial spacing $`a_s`$. The fact that $`c(𝐩)1`$ is due to finite lattice spacing error.
The bare quark mass $`m_0`$ and the bare velocity of light $`\nu _t`$ are tuned simultaneously so that the spin average 1S meson mass equals its observed value
$$\frac{1}{4}m(1^3S_0)+\frac{3}{4}m(1^3S_1)\stackrel{!}{=}3.067\mathrm{GeV}$$
(56)
and $`c(0)=1`$ for the pseudo-scalar meson $`\eta _c`$.
We obtain $`c(0)`$ by extrapolation from the $`c(𝐩)`$ of the pseudo-scalar meson $`\eta _c`$ at the two lowest, on-axis momenta $`\frac{2\pi }{L}(1,0,0)`$ and $`\frac{2\pi }{L}(2,0,0)`$, assuming $`c(𝐩)c(0)𝐩^2`$ (we may also choose some other direction in momentum space, say $`\frac{2\pi }{L}(1,1,0)`$ and $`\frac{2\pi }{L}(2,2,0)`$, but the $`O(p^4)`$ errors in $`c(𝐩)`$ will be larger). To increase statistics we always average over momenta that just differ by permutations of their components. Precisely we use
$$c(0)=\sqrt{\frac{16E(1)^2E(2)^215m^2}{12(2\pi /L)^2}}.$$
(57)
where the three energies $`E(2)=E(𝐩=\frac{2\pi }{L}(2,0,0))`$, $`E(1)=E(𝐩=\frac{2\pi }{L}(1,0,0))`$, and $`m=E(𝐩=\frac{2\pi }{L}(0,0,0))`$ are from a correlated fit of hadronic correlators at three momenta. But this formula is merely one way of computing $`c(𝐩)`$. The point is we eliminate the leading relativistic errors completely by demanding $`c(0)=1`$ up to $`O(p^4)`$ error.
The tuning here involves two to four iterations to get both the quark mass $`m_0`$ and the bare velocity of light $`\nu _t`$ right to about $`1\%`$ (see table I), an accuracy in line with that of scale setting $`a_s/r_{0N}`$ and $`\xi _0`$. Generally, the simultaneous tuning of more than one parameter to such a precision can be quite expensive, but here is relatively easy, since we find that the mass dependence of $`\nu _t`$ is very weak on anisotropic lattices, just as in the classical case. Besides it is sufficient to use about 100 configurations for the initial tuning. For the final measurement runs using the tuned parameters we have over 400 configurations per lattice spacing.
In our experience, an increase of the bare velocity of light $`\nu _t`$ leads to smaller meson masses and effective velocity of light $`c(0)`$; not surprisingly, an increase of the bare quark mass $`m_0`$ leads to larger meson masses although such an increase has only very minor effect on $`c(0)`$. Thus, one may tune the bare velocity of light $`\nu _t`$ first until $`c(0)=1`$ and then work on the bare quark mass $`m_0`$ to make the meson mass $`m(1S)`$ right.
Alternatively we may set $`\nu _t=1`$ and tune $`\nu _s`$ instead. The best value of $`\nu _s`$ should be around the inverse of the best value of $`\nu _t`$. The desired $`C_{\mathrm{sw}}^t`$, $`C_{\mathrm{sw}}^s`$ and $`m_0`$ of $`\nu _s`$-tuning are simply their corresponding value of $`\nu _t`$-tuning divided by $`\nu _t`$ since two cases are related by rescaling the fields by a factor of $`\nu _t`$.
All together in this work we have studied the dispersion relation using the six lowest momenta. Omitting the common factor $`\frac{2\pi }{L}`$, they are
$`𝐩_{\mathrm{0..6}}`$ $`=`$ $`[0,0,0],[0,0,1],[0,0,2],[0,1,1],[0,2,2],[1,1,1],[2,2,2].`$ (58)
While $`𝐩_3`$ and $`𝐩_4`$ are useful in double checking the tuning from $`𝐩_{\mathrm{0..2}}`$, $`𝐩_5`$ and $`𝐩_6`$ are too noisy to be of any use.
### E Fit hadronic correlators of local sink and three box sources
Our computation gives a very extensive mass spectrum, namely, the radial $`n=1`$ ground states and $`n=2`$ first excitations of the $`{}_{}{}^{1}S_{0}^{}`$, $`{}_{}{}^{3}S_{1}^{}`$, $`{}_{}{}^{1}P_{1}^{}`$, $`{}_{}{}^{3}P_{0}^{}`$ and $`{}_{}{}^{3}P_{1}^{}`$ particles as listed in table III. An anisotropic lattice certainly gives the benefit of fine temporal spacing without much computing expense. Had the simulation been performed on an isotropic lattice of equivalent cost, the signal of the heavy hadronic correlators may have died out quickly, making the mass fitting technically impossible.
On each gauge configuration we compute the quark propagator three times. Each time only the size of the box source differs, as detailed in table IV. Each calculation uses local sinks. Although this combination is largely due to software availability, it is sufficient to generate masses of the ground state and first excited state with better precision than given by typical lattice calculations (see results in fig 1 and table V). The trick is to gear the size of the box source to correspond to the desired wave-function size. Fortunately we need to do this tuning at only one value of lattice spacing. Since we know the lattice spacings in terms of physical units, we can then easily estimate the optimal box sizes for other values of lattice spacings.
In theory a fitting ansatz should incorporate the energies $`E_1(𝐩)`$, $`E_2(𝐩)`$, etc of each state entering the hadronic correlator with point source $`𝐲`$ and point sink $`𝐱`$
$`<{\displaystyle \underset{𝐱}{}}e^{i\frac{2\pi }{L}𝐩𝐱}(𝐱,\tau )\overline{}(𝐲,0)>`$ $`=`$ $`{\displaystyle \underset{n}{}}|<n|\overline{}|0>|^2e^{E_n(𝐩)\tau }.`$ (59)
However, we only have a limited number of time slices and therefore we want to reduce the number of fitting parameters as much as possible, so long as the fitting ansatz still closely reflects the time dependence of the underlying hadronic correlator.
The three sizes of box sources at each lattice spacing will be referred as small-size, medium-size and large-size. A 1-cosh fitting ansatz (i.e. ground state only) applies to the hadronic correlators with the medium-size box source so well that the fitted ground state mass stabilizes for a fitting range as early as the minimum time slice $`t_{\mathrm{min}}=\frac{T}{8}`$. The other two hadronic correlators are to be fitted with a 2-cosh ansatz or a 3-cosh ansatz to give masses of excited states. We did not use hadron correlators with a point source because the undesirable contributions they receive from higher excited states (of radial quantum number $`n3`$) can not be overlooked. Instead, we speculate that a small-size box source behaves like a “mild” point source. Just as $`|<n|\overline{}|0>|^2`$ in the case of a point source, the contributions of each energy state in the hadronic correlator of a small box source are all positive. Nevertheless, the correlators containing a small-size box source do not appear to be contaminated by higher excited states beyond our interest. Meanwhile the correlators of a large-size box source may behave like a wall source correlator. The amplitudes of different energy states may be a combination of positive and negative numbers. When fitting three correlators simultaneously it is indeed a desirable feature that a physical state manifests itself in these correlators with different signs.
Powell’s method is used to minimize the $`\chi ^2`$ to generate the best-fit parameters. Developed by Kent Hornbostel and Peter Lepage, the fitting code supports an arbitrary (correlated) fitting ansatz on arbitrary numbers of data files. We use 1-cosh, 2-cosh and 3-cosh fitting ansatze. The $`t_{\mathrm{max}}`$ of a fitting range is typically fixed through the effective mass calculation while the $`t_{\mathrm{min}}`$ is varied through all values as long as there are enough degrees of freedom left.
To be selected, a fitted result ought to satisfy three criteria: 1. It is consistent with all other fitting ansatze. For example, although the 2-cosh ansatz reaches plateau earlier than the 1-cosh ansatz does and only one of them may succeed in generating meaningful best-fit parameters, the ground state mass should agree between both ansatz. 2. It becomes stable when $`t_{\mathrm{min}}`$ reaches certain value. 3. All the fitted quantities including amplitudes are statistically nonzero and have the right sign if known. Precisely the fitting procedure is:
1. Calculate the effective mass on each adjacent pair of time slices using the 1-cosh ansatz. This step supplies the value of $`t_{\mathrm{max}}`$ and the estimates of ground state masses and amplitudes to step 2. It also gives us an opportunity to easily examine the autocorrelation between configurations.
2. Apply the 1-cosh fitting ansatz on each individual datafile to give better initial guesses for the real fittings to follow. One datafile corresponds to one unique combination of mesonic operator $`\overline{\psi }\mathrm{\Gamma }\psi `$, momentum p, and box source size.
3. The spin average mass $`m(1S)`$ and the mass differences $`\mathrm{}m_{1^3S_11^1S_0}`$, $`\mathrm{}m_{1P1S}`$, and $`\mathrm{}m_{1^3P_11^3P_0}`$ are obtained using the correlated 1-cosh ansatz on two or three (i.e. the number of particles involved) correlators at zero momentum, $`𝐩=0`$, and medium-size box sources. Only the correlators of medium-size box sources are used here since they are designed to suit the 1-cosh ansatz very well. If we otherwise include correlators of small-size box sources and large-size box sources, we will have to add more states into the fitting ansatz. The fitting will then become too complex to succeed. Since one of the triplet $`P`$-wave states, $`1^3P_2`$, is missing, we do not have the true spin-average of the $`1^3P_J`$ states. Instead we have used $`1^1P_1`$ in the $`1^1P_11S`$ splitting.
4. To monitor the effective velocity of light $`c(𝐩=0)`$, a correlated 1-cosh ansatz is applied on three $`{}_{}{}^{1}S_{0}^{}`$ correlators of momentum 0, $`\frac{2\pi }{L}(1,0,0)`$ and $`\frac{2\pi }{L}(2,0,0)`$. Again, only correlators of medium-size box sources are used here. We observed however, that the higher the underlying momentum is, the smaller would be the best medium-size source for a 1-cosh ansatz. Whatever size we choose for the box source, it will not make the correlators of all momenta simultaneously perfect for the 1-cosh fitting. But since the effect is weak and the fitted results are stable across different $`t_{\mathrm{min}}`$, we should not worry too much about the relatively worse $`\chi ^2/\mathrm{d}.\mathrm{o}.\mathrm{f}.`$ here.
5. To obtain the masses of the ground state and first excitation of each particle $`{}_{}{}^{2S+1}L_{J}^{}`$, the correlated 2-cosh ansatz is applied on its correlators from small- and large-size box source while a 1-cosh ansatz is used simultaneously for the medium-size box source. We always apply 1-cosh ansatz on the correlators with medium-size box source because the excited state amplitude of correlators from medium-size box sources are statistically zero when fitted with 2-cosh ansatz.
6. The 3-cosh fitting is done for the purpose of a sanity check.
The masses and mass differences are quoted in table V and VI. The fitting details such as $`\chi ^2/\mathrm{d}.\mathrm{o}.\mathrm{f}.`$ are listed in table VII-XI. In these tables the $`Q`$ value is a normalized indicator of the quality of a fit, defined as the probability that we would end up with a higher $`\chi ^2`$ ($`\chi _{\mathrm{min}}^2`$ if more strictly speaking) if we did the simulations many times, it takes values between 0 and 1. The dropped eigenvalues refer to the truncated smallest eigenvalues of the sample correlation matrix. The goodness-of-fit is chosen as the product of the $`Q`$ value and the degrees of freedom (d.o.f.). The d.o.f. in turn is the number of time slices from all correlators minus the number of fitting parameters and the number of dropped eigenvalues of the correlation matrix.
The error of a fitted quantity is given as the amount of perturbation away from the best-fitted value in order to increase the $`\chi ^2`$ by 1. Assuming the data model is right, this definition indeed gives the 68% range of a fitted parameter . And it is much faster than the bootstrap or jackknife methods because it avoids the labor of producing and fitting synthetic data sets. For a poor fit, usually signaled by a large $`\chi ^2/\mathrm{d}.\mathrm{o}.\mathrm{f}.1.5`$, this definition may underestimate the statistical error. The majority of our fits have $`\chi ^2/\mathrm{d}.\mathrm{o}.\mathrm{f}.1`$, thereby we expect the errors from $`\mathrm{}\chi ^2=1`$ are good estimates. It is also a good idea to look at the fluctuations of the fitted results under a variety of fitting conditions and then to take these fluctuations into account in quoting the statistical errors.
### F Extrapolate to the continuum limit
Ultimately we want to reach the continuum limit by extrapolating from the computations at four values of lattice spacings. Only then can we compare our results with, and in some cases predict, the mass spectrum in Nature.
The mass differences, not the masses themselves, are to be extrapolated to the continuum limit for several reasons: 1. We have tuned the spin average meson mass m(1S) to equal their experimental value, therefore the masses will more or less right by design. 2. The tuning is not perfect, but instead is accurate to 1%. Consequently the mass spectrum from the computation at one lattice spacing may all be systematically lifted up, while from a different run they may all be dragged down. Such overall mass shifts cancel out in the mass differences. 3. The masses are not independent quantities since they are all measured on the same gauge background. A correlated fit for the mass difference may be more precise than a naive subtraction of two masses fitted independently.
The computations at different lattice spacings are independent computations, which makes the continuum extrapolation technically very easy. Both the Wilson gauge action and the clover-term improved Wilson fermion action are accurate to $`O(a^2)`$. Therefore the measurements at four values of $`a_s^2`$ are fitted with a straight line (see table VI and figure 2-3). At $`\beta =5.7`$, the run on a $`16^364`$ lattice is used due to its better fitting quality than that of the run on a $`8^332`$ lattice. The intercept at $`a_s^2=0`$ gives the continuum extrapolated value. The extrapolation is done using the regression functionality of the software Xmgr, and is double checked using Maple.
## V Results for the charmonium spectrum
Now we present our results and compare them with (if available) the experimental data and other lattice approaches.
### A Finite volume effects
In this work we have run simulations on four values of lattice spacings. As is important in every lattice calculation, we need to make sure the simulation volumes are large enough to avoid significant finite-volume effects yet also small enough to avoid high computational cost. Among the four $`\beta `$ values, the $`\beta =6.1`$ run has the finest lattice spacing, its lattice of $`16^364`$ sites extends 1.536 fm along the spatial directions. Therefore we choose to check for the finite volume effects at $`\beta =5.7`$ on two lattices $`8^332`$ and $`16^364`$, corresponding to a spatial extension of 1.658 fm and 3.315 fm respectively (see table II). As listed in tables I and IV, the identical input parameters are chosen for the two $`\beta =5.7`$ runs. The mean links in Landau Gauge are measured on a lattice of $`16^348`$ for the purpose of estimating the clover term coefficients.
Comparing the mass spectrum between these two volumes at $`\beta =5.7`$ (see tables V and VI), we see no sign of an overall volume bias and for the radial $`n=1`$ ground states we see broad agreement within one sigma. The fitting of the $`16^364`$ run is easier and more stable (over $`t_{\mathrm{tmin}}`$) than the fitting of the $`8^332`$ run. The reason is unclear — presumably at the larger volume each hadron correlator fluctuates less after the time slice average. However, we do expect both fittings to work better if the smallest box source size $`222`$ was slightly larger, say $`233`$.
The two $`c(0)`$’s are consistent within 1% (see table I). Note the bare velocity of light $`\nu _t`$ is only tuned at the smaller volume $`8^332`$ by demanding $`c(0)=1`$, this value of $`\nu _t`$ is then adopted in the simulation at the larger volume $`16^364`$. Also note that $`c(0)`$ is extrapolated from the energies at momenta 0, $`\frac{2\pi }{L}(1,0,0)`$ and $`\frac{2\pi }{L}(2,0,0)`$. Since the spatial extension $`L`$ of the $`16^364`$ run is twice that of the $`8^332`$ run given the same lattice spacing, the extrapolation of $`c(0)`$ at the larger volume actually uses a different set of momenta. Thus the consistency between the two $`c(0)`$’s also serves as an important check of the dispersion relation.
The $`16^364`$ run is used in the continuum extrapolation because its mass splittings are more accurate.
### B Dispersion relation
Compared with other lattice approaches to heavy quark systems, our approach has two distinctions: 1. the temporal lattice spacing is finer than the spatial lattice spacing; 2. the relativity of the lattice action (broken in all heavy quark approaches) is restored numerically. Recall that we tune the bare velocity of light $`\nu _t`$ so that the $`c(0)`$ of the pseudo-scalar $`1^1S_0`$ state is close to 1. For the validation of our method of restoring relativity on an anisotropic lattice, it is important to check the universality of $`c(0)`$. We have checked it once in the study of finite volume effects by comparing two $`c(0)`$’s on $`8^332`$ and $`16^364`$ lattices at $`\beta =5.7`$. A more extensive check on the dispersion relation was done in the $`\beta =6.1`$ run on a $`16^364`$ lattice.
The universality of $`c(0)`$ indeed holds (see table XII) for a variety of particles $`1^1S_0`$, $`1^3S_1`$ and $`1^3P_0`$ and holds for the extrapolations from two sets of momenta, one set is $`[0,\frac{2\pi }{L}(1,0,0),\frac{2\pi }{L}(2,0,0)]`$, another set is $`[0,\frac{2\pi }{L}(1,1,0),\frac{2\pi }{L}(2,2,0)]`$. Other particles and momenta are missing purely due to failures in data fitting.
Compared with the “non-relativistic reinterpretation” (to be described in this paragraph), our approach of maintaining the relativity of an anisotropic or heavy-quark Wilson action is conceptually clean. Furthermore, it has a statistical advantage as well. It is argued that without restoring relativity, the dispersion relation may be expanded in velocity as
$`E(𝐩)`$ $`=`$ $`m_{\mathrm{static}}+{\displaystyle \frac{𝐩^2}{2m_{\mathrm{kinetic}}}}+O(p^4)`$ (60)
$`=`$ $`m_{\mathrm{static}}+{\displaystyle \frac{𝐩^2}{2m_{\mathrm{kinetic}}(𝐩)}}`$ (61)
in which the kinetic mass $`m_{\mathrm{kinetic}}`$ is the true mass $`m`$, yet a difference between two static masses $`\mathrm{}m_{\mathrm{static}}`$ also provides the true mass splitting as does $`\mathrm{}m_{\mathrm{kinetic}}`$. The $`m_{\mathrm{kinetic}}`$ is obtained in the same way we use to obtain $`c(0)`$, namely by extrapolation from $`c(𝐩)`$ or $`m_{\mathrm{kinetic}}(𝐩)`$ at the two lowest on-axis momenta. Combining the $`c(𝐩)`$ equation
$`E(𝐩)^2`$ $`=`$ $`m^2+𝐩^2c(𝐩)^2`$ (62)
with the eq.(60) gives
$$m_{\mathrm{kinetic}}=\frac{m_{\mathrm{static}}}{c(0)^2}.$$
(63)
As checked in , eq.(63) is indeed true within errors and the relative errors of $`m_{\mathrm{kinetic}}`$ are indeed roughly twice those of $`c(0)`$ as predicted by this equation. The absolute errors of $`m_{\mathrm{kinetic}}`$ are also found to be one order of magnitude larger than those of $`m_{\mathrm{static}}`$. This difference in statistical errors is not hard to understand: the kinetic mass comes out of a correlated fit on three meson correlators (i.e. from three momentum values), while the static mass is given by the meson correlator for zero momentum alone. Presumably in the calculation of hadronic correlators, there is also extra difficulty in finding a smearing or box source size that is good for all three momenta.
### C The charmonium spectrum
In figure 1 we plot the mass spectrum from quenched simulations on four anisotropic lattices against the experimental values , and in table V we list the precise numbers. We can see that at this scale the agreement between our lattice simulations and the observed values in Nature is very impressive and that even the effect of quenching is hard to see.
The masses come out of the computer in units $`\frac{1}{a_t}`$, the inverse of the temporal lattice spacing. Since the lattice spacing is never an input and is always treated as 1 in simulations, in order to quote the masses in the physical unit GeV or MeV, we have to know the physical size of the lattice spacing $`a_t`$ (or equivalently that of $`a_s`$ as the true anisotropy $`\xi `$ has been fixed at 2). In addition, the bare quark mass $`m_0`$ has to be tuned to correspond to the charm quark mass so to obtain the charmonium mass spectrum. In determining the lattice scale $`a`$ we have not used any meson masses, instead, we set the lattice scale using the Sommer scale $`r_0`$ because it can be measured more accurately than the popular choice of the $`1^1P_11S`$ mass splitting. To fix the bare quark mass, we set the spin average $`1S`$ meson mass $`m(1S)`$ to its experimental value. All the remaining energies, both the $`n=1`$ ground states and the $`n=2`$ excited states, are then predictions.
Among these predictions, most of the ground states deviate from experiment by less than 30 MeV. Regarding the minor discrepancies seen among the four estimates of each ground state, at least 50% may be attributed to the initial choice of quark mass (which is tuned accurately to 1%). For example, there is a downward shift on all the masses from the $`\beta =6.1`$ run because the initial quark mass is slightly too small. For the excited states the deviations from experiment are typically under 100 MeV. Note there are no experimental data available for the excited states of particle $`h_c`$, $`\chi _{c0}`$ and $`\chi _{c1}`$.
The statistical errors on the excited states are one order of magnitude larger than the errors on the ground states for the following reasons. The signal of an excited state, being proportional to exp$`(m_{\mathrm{excited}})`$, dies out much faster than the signal of a ground state, therefore far fewer time slices are useful in a fit determing the excited state mass. Furthermore, in our calculations the excited state signals are always mixed with the larger ground state signals, making the fitting of an excited state subject to the errors from the fitting of the ground state. For reasons mentioned earlier, the errors listed in the data tables are purely statistical errors, thus they do not include the systematic errors from the Sommer scale setting, the quark mass tuning, or from quenching.
### D $`1^1P_11S`$ splitting
In lattice simulations of heavy quarks the $`1^1P_11S`$ splitting is often used to set the lattice scale, denoted as $`a_{1^1P_11S}`$. Because the Sommer scale $`r_0`$ can be measured more accurately, We have used $`r_0=0.5`$ fm to set the scale, denoted as $`a_{r_0}`$. In order to see how these two methods of scale setting differ, we plot our results (see figure 4 and table VI) in the form of their ratio $`a_{1^1P_11S}/a_{r_0}`$
$$\frac{a_{1^1P_11S}}{a_{r_0}}=\frac{\mathrm{}m_{1^1P_11S}}{458.5\mathrm{MeV}}$$
(64)
where $`\mathrm{}m_{1^1P_11S}`$ is the $`1^1P_11S`$ splitting with physical units from setting $`r_0=0.5`$ fm, and 458.5 MeV is the experimental value for the $`1^1P_11S`$ splitting.
The continuum $`a^2`$ extrapolation gives the ratio $`a_{1^1P_11S}/a_{r_0}=0.94(1)`$. This discrepancy from 1 may come for two reasons. One is due to quenching, the splitting $`1^1P_11S`$ is smaller than its physical value, therefore $`a_{1^1P_11S}`$ has been underestimated. Another reason is associated with $`r_0=0.5`$ fm, which is only a phenomenological estimate and not a hard experimental number. Any errors with the assignment $`r_0=0.5`$ fm will affect our final values of masses quoted in physical units but only these final numbers. We also show the most recent results based on the Fermilab approach for comparison, where the agreements are obvious.
### E $`1^3S_11^1S_0`$ splitting
Here comes the most exciting part of our results: the hyper-fine structure of the charmonium mass spectrum, plotted in figure 5 and listed in table VI. From the continuum $`a^2`$ extrapolation, the mass splitting $`\mathrm{}m_{1^3S_11^1S_0}`$ comes out to be 71.8(20) MeV, which is 39% smaller than its observed value of 117.1(2) MeV in nature.
For really heavy quarks, one may speculate that the hyper-fine splitting will be dominated by one-gluon exchange. Thus one might be able to estimate the quenching effect by looking into the difference in the running of the strong coupling constant in quenched and full QCD. The 39% discrepancy from our simulations supports the expectation of large quenching effect on the hyper-fine splitting, although it is probably too aggressive for us to claim a 39% quenching effect without qualification since we have not numerically tuned the clover term coefficients.
As to the comparison with other lattice approaches, our results are consistent with calculations from the Fermilab approach . Also shown in figure 5 are the NRQCD results at their best. As realized and fully discussed in , the NRQCD results can not be trusted. Inconsistent results are given by actions which differ only in the order of relativistic correction or which differ only in the tadpole prescription for quantum correction. Therefore the NRQCD results will not be included in our later comparisons.
### F $`1^3P_11^3P_0`$ splitting
The $`P`$-wave fine structure of the charmonium mass spectrum is shown in figure 6, with exact numbers listed in table VI. The continuum extrapolation says the mass splitting of $`1^3P_11^3P_0`$ is 65(3) MeV, which is 30(5)% smaller than the experimental value of 93(3) MeV. As in the case of $`S`$-wave splitting, most of the discrepancy with experiment is attributed to the quenching effect and it is not hard to claim consistency with results from the Fermilab approach .
### G Effects on results from small changes of bare parameters
Here we discuss how the outputs (masses, mass splittings and the relativity indicator $`c(0)`$) respond to a 5% or 10% change of simulation inputs. We will examine four inputs: the bare quark mass $`m_0`$, the bare velocity of light $`\nu _t`$, and the two clover term coefficients $`C_{\mathrm{sw}}^s`$ and $`C_{\mathrm{sw}}^t`$. In our calculations we have tuned the inputs $`\nu _t`$ and $`m_0`$ numerically so that $`c(0)=1`$ and $`m(1S)=3.0676\mathrm{GeV}`$. By contrast, inputs $`C_{\mathrm{sw}}^s`$ and $`C_{\mathrm{sw}}^t`$ are estimated (not tuned) from mean links in Landau gauge using tree-level tadpole improvement. To help the tuning of $`\nu _t`$ and $`m_0`$ and to estimate the effects from the absence of numerically determined $`C_{\mathrm{sw}}^s`$ and $`C_{\mathrm{sw}}^t`$, we need to know the quantitative sensitivity of our results to these inputs.
Detailed in table XIII and identified as run 0 to 6, seven tests are done for this purpose. Run 0 is to be compared with others. As to the remaining six, each of them differs from run 0 only in one input parameter. Now let’s look at the results in table XIII to see the effects of each input one by one. We have listed three types of mass splittings in the table, namely the spin-spin splitting $`\mathrm{}m_{1^3S_11^1S_0}`$, the spin-orbital splitting $`\mathrm{}m_{1^3P_11^3P_0}`$, and the $`SP`$ splitting $`\mathrm{}m_{1^1P_11S}`$. However we will only focus on the spin-spin splitting as the characteristics of the other two are either the same or hard to tell given their relatively larger errors.
In runs 1 and 2, the bare quark mass $`m_0`$ is changed by $`\pm 5\%`$ from its best value of 0.51 as tuned and used in run 0. The comparison of these three runs shows that $`m_0`$ has no effect on $`c(0)`$ or on mass splittings. However, as expected, an increase of the bare quark mass $`m_0`$ gives a boost to masses of its bound states, $`m(1S)`$ listed as an example. The errors from the tuning of $`m_0`$ therefore drop out of the discussions of mass splittings.
In runs 3 and 4, the bare velocity of light $`\nu _t`$ is changed by $`\pm 5\%`$ from its tuned best value of 1.01. Comparing run 0, 3 and 4, we see that an increase of $`\nu _t`$ reduces the values of masses, mass splittings and $`c(0)`$. This observation agrees with what is indicated through a field redefinition: putting the bare relativity factor in its more conventional place, i.e. in front of the spatial derivative,
$$\overline{q}(x)\left[m_0+\nu _t\overline{)}D_t+\overline{)}𝐃\right]q(x)\overline{q}(x)\left[\frac{m_0}{\nu _t}+\overline{)}D_t+\frac{1}{\nu _t}\overline{)}𝐃\right]q(x)$$
(65)
we see that effectively $`\frac{1}{\nu _t}`$ is the bare velocity of light and $`\frac{m_0}{\nu _t}`$ is the bare quark mass, therefore a change of $`\nu _t`$ has adverse effects on masses and $`c(0)`$. As the mass splittings do not change noticeably with the bare quark mass $`m_0`$ or $`\frac{m_0}{\nu _t}`$, their dependence on $`\nu _t`$ has to be explained in some other way, which we do not yet know.
In runs 5 and 6, the two clover term coefficients $`C_{\mathrm{sw}}^s`$ and $`C_{\mathrm{sw}}^t`$ have been increased by 10% one at a time over their estimated values used in run 0. The observation is that an increase of $`C_{\mathrm{sw}}^s`$ or $`C_{\mathrm{sw}}^t`$ has no noticeable effect on the value of $`c(0)`$, but reduces meson masses, yet increases spin-spin splittings, while the effects from a 10% increase of $`C_{\mathrm{sw}}^s`$ are much larger than that from a similar increase in $`C_{\mathrm{sw}}^t`$. As the clover terms enter the lattice action locally just like $`m_0`$, they are not expected to influence $`c(0)`$. However, they are well-known in light quark calculations to make a positive contribution to meson masses <sup>*</sup><sup>*</sup>*In other words, the critical quark mass where pion becomes massless is less negative when the clover terms are added.. As to the hyperfine splitting $`1^3S_11^1S_0`$, which comes from the spin-spin interaction between two charm quarks, we first note that the spatial clover terms corresponds to lattice corrections to the chromo-magnetic coupling $`\sigma 𝐁`$. Hence as is expected, the spin splitting is subject to the values of the $`C_{\mathrm{sw}}^s`$ clover coefficient.
### H $`\nu _s`$-tuning vs. $`\nu _t`$-tuning
The above observation of the influence of $`C_{\mathrm{sw}}^s`$ and $`C_{\mathrm{sw}}^t`$ on the mass splittings is very important, especially since in our calculations $`C_{\mathrm{sw}}^s`$ and $`C_{\mathrm{sw}}^t`$ are only (possibly very well) estimated. While the quenching effects will remain, some percentages of the discrepancies between our results and the experimental data may simply disappear Or the other way around, which is less likely since in isotropic cases the numerical clover coefficients are found to be larger than the tree-level estimates, thus the splittings will be increased toward experimental data. when the numerical determination of $`C_{\mathrm{sw}}^s`$ and $`C_{\mathrm{sw}}^t`$ becomes feasible in the future. While this determination (say, by applying the Schrödinger functional on an anisotropic lattice for heavy quarks) may be daunting both theoretically and computationally, this discussion of the sensitivity of our results to $`C_{\mathrm{sw}}^s`$ and $`C_{\mathrm{sw}}^t`$ leads us to comment on the choice of $`\nu _t`$-tuning over $`\nu _s`$-tuning in this work.
In the initial work , most calculations were done with the $`\nu _s`$-tuning. If $`C_{\mathrm{sw}}^s`$ and $`C_{\mathrm{sw}}^t`$ are known numerically for the values of $`m_0`$ and $`\beta `$ that enter into our simulations, Right now we ignore the $`\xi `$ dependence of $`C_{\mathrm{sw}}^s`$ and $`C_{\mathrm{sw}}^t`$ as we have fixed the value of the renormalized anisotropy $`\xi `$. it should not matter which way is chosen to restore the relativity of the anisotropic lattice action, results from these two ways should agree even at finite lattice spacings up to $`O(a^2)`$ errors. If for both $`\nu _t`$-tuning and $`\nu _s`$-tuning, $`C_{\mathrm{sw}}^s`$ and $`C_{\mathrm{sw}}^t`$ have weak or linear dependency on $`a_tm_0`$ as we certainly have hoped for, it would still be legitimate for the $`a^2`$ extrapolation to apply, so that at zero lattice spacing we would end up with the same results. Unfortunately in the earlier work , $`\nu _t`$-tuning and $`\nu _s`$-tuning were not found to give the same results in the continuum limit, at least not by using the clover coefficients estimated from eq.(53). Therefore at least in one of these two approaches, the dependence of $`C_{\mathrm{sw}}^s`$ and $`C_{\mathrm{sw}}^t`$ on $`a_tm_0`$ may be too strong to justify the $`a^2`$ extrapolation for the values of $`a`$ studied here.
Based on the classical improvement discussed in section III C, we suspect that: 1. The two tunings would have been much more nearly consistent if the tadpole improvement was not based on the tree-level estimate given in eq.(32)-(33), but instead came from the better classical estimate given by eq.(34)-(35). 2. If we estimate the clover coefficients by applying tadpole corrections to the possibly less precise estimates in eq.(32)-(33), which has been our practice so far, the results from $`\nu _t`$-tuning should be more reliable than the results from $`\nu _s`$-tuning.
Here is why. Without numerical determination of the clover coefficients, the crucial assumption or hope underlying the $`a^2`$ continuum extrapolation is that the clover coefficients depend on mass weakly or linearly. Classically for the $`\nu _s`$-tuning both $`C_{\mathrm{sw}}^t`$ and $`C_{\mathrm{sw}}^s`$ depend on $`m_ca`$, while for the $`\nu _t`$-tuning only $`C_{\mathrm{sw}}^t`$ depends on $`m_ca`$ and there is no mass dependence in $`C_{\mathrm{sw}}^s=\nu _s=1`$. Furthermore, looking at the field redefinition in eq.(65), we find it contradictory in estimating $`C_{\mathrm{sw}}^s`$ and $`C_{\mathrm{sw}}^t`$ to use eq.(53) for both tunings. While this has been the practice so far, the clover coefficients would be effectively larger for the $`\nu _s`$\- than for the $`\nu _t`$-tuning if $`\nu _t>1`$ (thus the mass splittings would be larger too) and the other way around if $`\nu _t<1`$, which indeed is what is qualitatively found in . From what we see in the 10% change test for the clover coefficients, the resulting discrepancy should be quite pronounced since $`\nu _s`$ or $`\nu _t`$ deviates from 1 by 1-12%, the range described in table I.
In short, we expect the choice of tuning to be a minor issue if the clover coefficients are estimated in the better way described above, and it would not be an issue if $`C_{\mathrm{sw}}^s`$ and $`C_{\mathrm{sw}}^t`$ were known numerically. Most likely, on an isotropic lattice this problem of the mass dependence of $`C_{\mathrm{sw}}^s`$ and $`C_{\mathrm{sw}}^t`$ is only going to be more severe. In retrospect, we should still first tune the bare velocity of light with the clover coefficients estimated from eq.(34)-(33), but once we know the tuned values of $`\nu _t`$ or $`\nu _s`$, we should plug them into eq.(34)-(35) to get a better estimate of clover coefficients, and then use the better estimate in the following tunings and real runs.
## VI Conclusion
By running quenched simulations using an anisotropic action, we have been able to predict more reliable masses within the charmonium family than has been done in previous lattice calculations. The masses of both the radial $`n=1`$ ground state and the $`n=2`$ first excitation have been computed for the particles $`\eta _c`$ ($`{}_{}{}^{1}S_{0}^{}`$), $`J/\psi `$ ($`{}_{}{}^{3}S_{1}^{}`$), $`h_c`$ ($`{}_{}{}^{1}P_{1}^{}`$), $`\chi _{c0}`$ ($`{}_{}{}^{3}P_{0}^{}`$), and $`\chi _{c1}`$ ($`{}_{}{}^{3}P_{1}^{}`$). On a finer scale, from the continuum extrapolation we have the $`S`$-wave hyperfine splitting $`\mathrm{}m_{1^3S_11^1S_0}`$ of 71.8(20) MeV, the $`P`$-wave fine structure $`\mathrm{}m_{1^3P_11^3P_0}`$ of 65(3) MeV, and the $`1P1S`$ splitting $`\mathrm{}m_{1^1P_11S}`$ of 431(3) MeV, which agrees with other lattice approaches .
Our work shows the intrinsic benefit of an anisotropic lattice where the temporal lattice spacing is finer than the spatial one. At relatively low computational cost, on an anisotropic lattice the signals of a hadron correlator are good on more time slices. This is important to the calculations involving heavy quarks or excited states as they die out fast on current isotropic lattices. The space-time exchange symmetry, broken both on a heavy-quark action and (only more explicitly) on an anisotropic lattice, has been restored by tuning the bare parameter $`\nu _t`$ based on the dispersion relation without resorting to the “kinetic mass prescription”.
While all errors given in data tables are statistical errors, the biggest errors in our results should be attributed to the systematic errors from quenching. Besides that, we have not numerically determined the two clover term coefficients $`C_{\mathrm{sw}}^s`$ and $`C_{\mathrm{sw}}^t`$, while the numerical tuning has been done for all other simulation inputs. It will require significant theoretical and computational effort to get rid of errors coming from these two sources, which is equally true in other lattice approaches to heavy quark systems. A feasible project in the near future is to run more simulations at finer lattice spacings. By doing so we will either have more support for current estimations of $`C_{\mathrm{sw}}^s`$ and $`C_{\mathrm{sw}}^t`$, or we will see the breaking of the $`a^2`$ extrapolation and thus be forced to pursue a fully numerical determination of $`C_{\mathrm{sw}}^s`$ and $`C_{\mathrm{sw}}^t`$. Either way progress will be made.
## Acknowledgments
The numerical calculations were done on the 400 Gflop QCDSP computer at Columbia University. This research was supported in part by the DOE under grant # DE-FG02-92ER40699. Ping Chen would like to thank Prof. Norman H. Christ for being Ping’s Ph.D. thesis advisor. She is grateful also to all other current and former Columbia QCDSP members including Prof. Robert D. Mawhinney, Dr. Dong Chen, Calin Cristian, George Fleming, Dr. Chulwoo Jung, Dr. Adrian Kaehler, Xiaodong Liao, Guofeng Liu, Dr. Yubing Luo, Dr. Catalin Malureanu, Dr. Thomas Manke, Chengzhong Sui, Dr. Pavlos Vranas, Lingling Wu and Yuri Zhestkov. At last, this work would not have been here without the significant contribution from Dr. Tim Klassen.
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# Scale Vs. Conformal Invariance in the AdS/CFT Correspondence
## Abstract
We present two examples of non–trivial field theories which are scale invariant, but not conformally invariant. This is done by placing certain field theories, which are conformally invariant in flat space, onto curved backgrounds of a specific type. We define this using the AdS/CFT correspondence, which relates the physics of gravity in asymptotically Anti–de Sitter (AdS) spacetimes to that of a conformal field theory (CFT) in one dimension fewer. The AdS rotating (Kerr) black holes in five and seven dimensions provide us with the examples, since by the correspondence we are able to define and compute the action and stress tensor of four and six dimensional field theories residing on rotating Einstein universes, using the “boundary counterterm” method. The rotation breaks conformal but not scale invariance. The AdS/CFT framework is therefore a natural arena for generating such examples of non–trivial scale invariant theories which are not conformally invariant.
There is an often quoted piece of folklore in the subject that states that any non–trivial example of a field theory which is scale invariant is automatically conformally invariant. Proofs of this statement only exist in certain specific situations, and in fact it is known to be not generally applicable. Some discussion can be found in e.g., refs.. The focus in those cases is on finding field theory examples in flat space. Another way to violate conformal invariance is of course to place the field theory on a spacetime with non–zero curvature. Then there are conformal anomalies, and the non–vanishing trace of the stress–energy tensor, $`\widehat{T}_{ab}`$, can be written in terms of various local curvature invariants of the background spacetime. The general form of the anomaly in dimension $`n`$ (which is even, since we only have conformal anomalies in those cases) is given by (see e.g. ref.):
$$\widehat{T}_a^a=\mathrm{c}_0E_n+\underset{i}{}\mathrm{c}_iI_i+_aJ^a.$$
(1)
Here, the $`\mathrm{c}`$’s are constants, $`E_n`$ is the Euler density, $`I_i`$ are terms constructed from the Weyl tensor and its derivatives, and the last term is a collection of total derivative terms. The first type of term is called “type A”, the next “type B”, and the last “type D”. It is important to note that the coefficients of all terms are regularisation scheme independent except the type D anomaly. These latter terms can be removed by a suitable addition of local counterterms to the action. The type A anomaly is only locally a total derivative, in general.
In order to construct a non–trivial example of a scale invariant theory which is not conformally invariant, we can simply place a conformally invariant theory on a spacetime $`𝒮`$ for which the type A anomaly does not vanish, while the types B and D anomalies do. In this case, there will be an irremovable anomaly $`\widehat{T}_a^a`$, for which $`_𝒮\widehat{T}_a^a=0`$, showing that scale invariance is preserved.
In short, we must find a way to place a conformally invariant theory on a spacetime for which the Euler density is non–vanishing, but which is topologically trivial, so that the integral vanishes. Our spacetime must also be conformally flat, thus not contributing to the Type B anomaly, which would break scale invariance too. In this letter, we show how to do this, and in this way find a new class of counterexamples to the folklore.
New tools have appeared on the market for defining and studying conformally invariant field theories in interesting situations, often even at strong coupling. One of these, the “AdS/CFT correspondence”, relates an $`(n+1)`$–dimensional theory of gravity on anti–de Sitter (AdS) spacetime (times a compact manifold) to a conformal field theory (CFT) in $`n`$ dimensions. This duality arose as a result of investigating a large number, $`N`$, of parallel D3–branes (reviewed in refs. ) in the context of the low energy, classical limit of type IIB superstring theory, —the supergravity limit— on five dimensional anti–de Sitter spacetime times a five sphere (AdS$`{}_{5}{}^{}\times S^5`$). The dual CFT in this case is the four dimensional $`𝒩=4`$ supersymmetric $`SU(N)`$ Yang–Mills theory for large $`N`$. For other dimensions, the dual theories exist, but are less well understood. For example eleven dimensional supergravity on AdS$`{}_{7}{}^{}\times S^4`$ is dual to a six dimensional “(0,2)” CFT, (the notation denoting the number and chirality of the six dimensional supercharges), also at large $`N`$. (See ref. for a review.) A precise statement of the AdS/CFT correspondence equates the partition functions:
$`Z_{AdS}(\varphi _i)=Z_{CFT}(\varphi _{0,i}).`$ (2)
From the gravity–on–AdS point of view, $`\varphi _i`$ is a bulk field constrained to the values $`\varphi _{0,i}`$ on the AdS boundary, while from the CFT point of view, $`\varphi _{0,i}`$ are sources for pointlike operators, $`𝒪_i`$, in the theory. In the low energy limit of the theory one can use the classical gravitational action to calculate the partition function of the CFT “on the boundary”. This action has the form,
$`I_{\mathrm{bulk}}+I_{\mathrm{surf}}=`$ $``$ $`{\displaystyle \frac{1}{16\pi G}}{\displaystyle _{}}d^{n+1}x\sqrt{g}\left(R+{\displaystyle \frac{n(n1)}{l^2}}\right)`$ (3)
$``$ $`{\displaystyle \frac{1}{8\pi G}}{\displaystyle _{}}d^nx\sqrt{h}K.`$ (4)
The first term is the Einstein–Hilbert action with negative cosmological constant ($`\mathrm{\Lambda }=n(n1)/2l^2`$). The second term is the Gibbons–Hawking boundary term. Here, $`h_{ab}`$ is the boundary metric and $`K`$ is the trace of the extrinsic curvature $`K^{ab}`$ of the boundary.
The theory on the boundary can be seen to obtain its conformal invariance properties from two (related) sources: First, the metric on the boundary of the theory is not uniquely defined, since the AdS metric has a double pole there. It is instead only defined up to a conformal class of metrics. The double pole divergence of the metric is precisely what allows the theory to inherit the properties of a conformal field theory, since the pole shows up as the correct behaviour of the operator product expansion in the CFT. Second, the $`SO(n+1,2)`$ isometry of the AdS<sub>n+1</sub> spacetime descends to the local conformal group of the field theory on the boundary.
The AdS/CFT correspondence is therefore a powerful way of studying properties of the dual conformal field theory, by relating them to properties of the gravity theory. Here, we will compute the action and stress tensor for certain gravity solutions and relate them to properties of their dual field theories. To deal with the divergences which appear in the gravitational action (arising from integrating over the infinite volume of spacetime), we shall use the “counterterm subtraction” method, which regulates the action by the addition of certain boundary counterterms which depend upon the geometrical properties of the boundary of the spacetime. They are chosen to diverge at the boundary in such a way as to cancel the bulk divergences (see also refs.):
$`I_{\mathrm{ct}}={\displaystyle \frac{1}{8\pi G}}{\displaystyle _{}}d^nx\sqrt{h}[{\displaystyle \frac{(n1)}{l}}{\displaystyle \frac{l}{2(n2)}}+`$ (5)
$`{\displaystyle \frac{l^3}{2(n4)(n2)^2}}(_{ab}^{ab}{\displaystyle \frac{n}{4(n1)}}^2)].`$ (6)
Here $``$ and $`_{ab}`$ are the Ricci scalar and tensor for the boundary metric $`h`$. Using these counterterms one can construct a divergence–free stress tensor from the total action $`I=I_{\mathrm{bulk}}+I_{\mathrm{surf}}+I_{\mathrm{ct}}`$ by defining (see e.g. ref.):
$`T^{ab}`$ $`=`$ $`{\displaystyle \frac{2}{\sqrt{h}}}{\displaystyle \frac{\delta I}{\delta h_{ab}}}.`$ (7)
For orientation, a metric on AdS<sub>n+1</sub>, in global coordinates is:
$$ds^2=\left(1+\frac{r^2}{l^2}\right)dt^2+\frac{dr^2}{\left(1+r^2/l^2\right)}+r^2d\mathrm{\Omega }_{n1}^2,$$
(8)
where $`d\mathrm{\Omega }_{n1}^2`$ is the metric on a round $`S^{n1}`$. Equation (7) gives a definition of the action and stress–tensor on any region (radius $`r`$ in the coordinates that we will choose later) bounding the interior of AdS<sub>n+1</sub>. The AdS/CFT relation equates these quantities to a dual conformal field theory residing “on the boundary” at ($`r\mathrm{}`$).
As stated before, the metric restricted to the boundary, $`h_{ab}`$, diverges due to an infinite conformal factor, which is $`r^2/l^2`$. We take the background metric upon which the dual field theory resides as
$$\gamma _{ab}=\underset{r\mathrm{}}{lim}\frac{l^2}{r^2}h_{ab}.$$
(9)
and so the field theory’s stress–tensor, $`\widehat{T}^{ab}`$, is related to the one in (7) by the rescaling:
$$\sqrt{\gamma }\gamma _{ab}\widehat{T}^{bc}=\underset{r\mathrm{}}{lim}\sqrt{h}h_{ab}T^{bc}.$$
(10)
This amounts to multiplying all expressions for $`T^{ab}`$ displayed later by $`(r/l)^{n2}`$ before taking the limit $`r\mathrm{}`$. For the AdS<sub>n+1</sub> example (8), the $`n`$ dimensional boundary upon which the theory resides is the Einstein universe, with metric $`ds^2=dt^2+l^2d\mathrm{\Omega }_{n1}^2`$. In the case of $`n=4`$, the field theory stress tensor computed using the above methods can be written (as for other $`n`$) in the standard perfect fluid form ($`u_a=(1,0,0,0)`$):
$$\widehat{T}_{ab}=\frac{1}{64\pi lG}\left(4u_au_b+\gamma _{ab}\right)=\frac{N^2}{32\pi ^2l^4}\left(4u_au_b+\gamma _{ab}\right).$$
(11)
Here we used the dictionary between gravity and field theory quantities, $`G=l^3\pi /2N^2`$. The total energy, $`E=d^3x\widehat{T}_{00}=3N^2/16l`$, is in fact the Casimir energy of the $`𝒩=4`$ supersymmetric $`SU(N)`$ Yang–Mills theory on the $`S^3`$. (See also ref..) The conformal invariance of the theory is evident in the fact that $`\widehat{T}_a^a=0`$. It is worth stressing that there should be no confusion about the fact that the theory is conformal while in a box, $`S^3`$, which has a scale, $`l`$. Conformal invariance is preserved since this scale enters in a conformally invariant way in the metric itself.
This prescription gives a method for computing the stress tensor of a large class of field theories, which may be obtained by studying spacetimes which are asymptotically locally AdS. We will now show that it also provides a natural method for generating examples of field theories which are scale but not conformally invariant, by placing a conformal field theory on a spacetime with just the correct properties we asked for earlier. We shall present two examples here, and will report more details and examples in an extended publication.
Our examples come from the Kerr–AdS spacetimes in five and seven dimensions (with only one of the two rotation parameters non–zero):
$`ds^2`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Delta }_r}{\rho ^2}}\left(dt{\displaystyle \frac{a\mathrm{sin}^2\theta }{\mathrm{\Xi }}}d\varphi \right)^2+{\displaystyle \frac{\rho ^2}{\mathrm{\Delta }_r}}dr^2+{\displaystyle \frac{\rho ^2}{\mathrm{\Delta }_\theta }}d\theta ^2`$ (14)
$`+{\displaystyle \frac{\mathrm{\Delta }_\theta \mathrm{sin}^2\theta }{\rho ^2}}\left(adt{\displaystyle \frac{(r^2+a^2)}{\mathrm{\Xi }}}d\varphi \right)^2`$
$`+r^2\mathrm{cos}^2\theta d\mathrm{\Omega }_{n3}^2,`$
$`\mathrm{\Xi }`$ $`=`$ $`1a^2/l^2,\rho ^2=r^2+a^2\mathrm{cos}^2\theta ,`$ (16)
$`\mathrm{\Delta }_r`$ $`=`$ $`(r^2+a^2)(1+r^2/l^2)2MGr^{4n},`$ (17)
$`\mathrm{\Delta }_\theta `$ $`=`$ $`1(a^2/l^2)\mathrm{cos}^2\theta `$ (18)
where $`n=4`$ or $`6`$, and:
$$d\mathrm{\Omega }_1^2=d\psi ^2;d\mathrm{\Omega }_3^2=d\psi ^2+\mathrm{sin}^2\psi d\eta ^2+\mathrm{cos}^2\psi d\beta ^2.$$
(19)
Using the prescription (9), the metric on which the field theory (either the $`𝒩=4`$ Yang–Mills theory for $`n=4`$ or the (0,2) CFT for $`n=6`$) resides can be seen to be that of a rotating Einstein universe (see also refs.):
$`ds^2`$ $`=`$ $`dt^2+{\displaystyle \frac{2a\mathrm{sin}^2\theta }{\mathrm{\Xi }}}dtd\varphi +l^2{\displaystyle \frac{d\theta ^2}{\mathrm{\Delta }_\theta }}`$ (21)
$`+l^2{\displaystyle \frac{\mathrm{sin}^2\theta }{\mathrm{\Xi }}}d\varphi ^2+l^2\mathrm{cos}^2\theta d\mathrm{\Omega }_{n3}^2.`$
The gauge theory stress tensor of the Kerr–AdS<sub>5</sub> spacetime was computed in ref., and the full expression can be found there. In particular the trace is:
$$\widehat{T}_a^a=\frac{N^2a^2}{4\pi ^2l^6}[a^2/l^2(3\mathrm{cos}^4\theta 2\mathrm{cos}^2\theta )\mathrm{cos}2\theta ].$$
(22)
While it is non–zero, a quick computation shows that this is a total derivative, and it is in fact $`\widehat{T}_a^a=(N^2/\pi ^2)E_4`$, where the Euler density is:
$$E_4\frac{1}{64}\left[^{\mu \nu \kappa \lambda }_{\mu \nu \kappa \lambda }4^{\mu \nu }_{\mu \nu }+^2\right].$$
(23)
The coefficient is precisely the field theory value. Since $`d^4x\sqrt{\gamma }\widehat{T}_a^a=0`$, (which fits that the action, $`I`$, is computed to be finite), this is our first example of having preserved scale invariance while having broken conformal invariance. This was considered as a possibility in ref. . However, it was noticed there that the trace was also proportional to $`\mathrm{}`$. So in fact, it was misidentified there with an anomaly of type D. A proposal was made there to add an $`^2`$ counterterm to the action and define an “improved” stress tensor (see also refs. ). However, as pointed out in a note–in–proof added to ref. , it was not possible to do this while preserving the values for the physical conserved quantities (for example) like angular momentum. The point we stress here is that it is quite a special case that the Euler density happened to be proportional to $`\mathrm{}`$. In general it cannot be written in this form. Our anomaly is purely of type A, and as such its coefficient cannot be changed by adding counterterms. Instead, we accept the presence of the anomaly and give up conformal invariance; the rotation parameter $`a`$ has broken conformal invariance of the theory, but scale invariance is preserved.
We now turn to the case of Kerr–AdS<sub>7</sub>. We computed the non–vanishing components for the stress tensor at large $`r`$, to $`O(r^4)`$ using eqns. (6) and (7):
$`T_{tt}`$ $`=`$ $`{\displaystyle \frac{l^3}{640\pi Gr^4}}[(1+a^2/l^2)(131a^2/l^2423a^4/l^4\mathrm{cos}^4\theta )`$ (26)
$`+219(1+a^4/l^4)a^2/l^2\mathrm{cos}^2\theta +25(1+a^6/l^6)`$
$`+235a^6/l^6\mathrm{cos}^6\theta +400MG/l^4+492a^4/l^4\mathrm{cos}^2\theta ]+\mathrm{},`$
$`T_{t\varphi }`$ $`=`$ $`{\displaystyle \frac{l^3a\mathrm{sin}^2\theta }{640\pi Gr^4\mathrm{\Xi }}}[231a^6/l^6\mathrm{cos}^4\theta +5+a^2/l^2`$ (30)
$`+55a^6/l^6\mathrm{cos}^6\theta +189a^6/l^6\mathrm{cos}^2\theta 25a^6/l^6`$
$`+168a^4\mathrm{cos}^2\theta /l^451a^4/l^4\mathrm{cos}^4\theta 101a^4/l^4`$
$`3a^2/l^2\mathrm{cos}^2\theta +400MG/l^4]+\mathrm{},`$
$`T_{\varphi \varphi }`$ $`=`$ $`{\displaystyle \frac{al^5\mathrm{sin}^2\theta }{640\pi Gr^4\mathrm{\Xi }^2}}[102a^4/l^4+51a^4/l^4\mathrm{cos}^4\theta `$ (36)
$`55a^6\mathrm{\Xi }/l^6\mathrm{cos}^6\theta 171a^4/l^4\mathrm{cos}^2\theta +189a^8l^8\mathrm{cos}^2\theta /`$
$`+3a^2/l^2\mathrm{cos}^2\theta +4a^2/l^2231a^8/l^8\mathrm{cos}^4\theta `$
$`180a^6/l^6\mathrm{cos}^4\theta +480MGa^2/l^6\mathrm{cos}^2\theta `$
$`+80MG/l^421a^6\mathrm{cos}^2\theta /l^676a^6/l^625a^8/l^8`$
$`+400a^2MG/l^65]+\mathrm{},`$
$`T_{\theta \theta }`$ $`=`$ $`{\displaystyle \frac{l^5}{640\pi G\mathrm{\Delta }_\theta r^4}}[5a^2\mathrm{\Xi }/l^280MG/l^4`$ (39)
$`+3a^2/l^2\mathrm{cos}^2\theta (1+a^4/l^4)+66a^4/l^4\mathrm{cos}^2\theta `$
$`45a^4/l^4\mathrm{cos}^4\theta (1+a^2/l^2)+25a^6/l^6\mathrm{cos}^6]+\mathrm{},`$
$`T_{\psi \psi }`$ $`=`$ $`{\displaystyle \frac{l^5\mathrm{cos}^2\theta }{640\pi Gr^4}}[5\mathrm{\Xi }(1a^4/l^4)80MG/l^4`$ (42)
$`51a^4/l^4\mathrm{cos}^4\theta (1+a^2/l^2)3a^2/l^2\mathrm{cos}^2\theta (1+a^4/l^4)`$
$`+46a^4/l^4\mathrm{cos}^2\theta ]+\mathrm{},`$
$`T_{\eta \eta }`$ $`=`$ $`\mathrm{sin}^2\psi T_{\psi \psi },T_{\beta \beta }=\mathrm{cos}^2\psi T_{\psi \psi }.`$ (43)
A computation shows that the action is again finite:
$`I`$ $`=`$ $`{\displaystyle \frac{2\pi ^3(r_+^2+a^2)r_+}{G\mathrm{\Xi }\left(3r_+^4/l^2+2r_+^2(1+a^2/l^2)+a^2\right)}}[160(r_+^6/l^6`$ (45)
$`+r_+^4/l^6a^2M/l^4)+5a^4/l^4+50\mathrm{\Xi }+a^6/l^6],`$
where $`r_+`$ is the location of the horizon, the largest root of $`\mathrm{\Delta }_r=0`$.
Taking the trace of the stress tensor yields:
$`\widehat{T}_a^a`$ $`=`$ $`{\displaystyle \frac{a^2N^3}{2\pi ^3l^8}}[5a^4/l^4\mathrm{cos}^6\theta 8\mathrm{cos}^4\theta a^2/l^2(1+a^2/l^2)`$ (47)
$`+3\mathrm{cos}^2\theta (1+a^4/l^4+3a^2/l^2)2(1+a^2/l^2)]`$
where we used the relation $`N^3=3\pi ^2l^5/16G`$ between the gauge theory and the gravity parameters.
Again, we see that this trace is a total derivative. Furthermore, $`\widehat{T}_a^a=(N^3/4508\pi ^3)E_6`$. (The Euler density $`E_6`$ is displayed in e.g. ref., where the CFT is discussed at weak coupling). The coefficient matches the results in refs.. (n.b., a typo in ref. is corrected in ref..) Just as in the four dimensional case, we see that for this special situation, the Euler density can be written in terms of type D quantities. In the notation of ref., it is of the form $`_{i=1}^7d_iC_i`$, with $`d_5`$ and $`d_7`$ zero, since they depend on the Weyl tensor, and $`\{d_1,d_2,d_3,d_4,d_6\}=\{0,1/9,1/72,5/12,1/72\}`$. (A useful parameterisation, but of course, not unique.) This completes our second counterexample to the folklore.
In conclusion, we have used the AdS/CFT correspondence to define known four and six dimensional conformal field theories, at large $`N`$, on spacetimes with properties chosen so that conformal invariance, but not scale invariance, is broken. The crucial point is that there are “many faces” to anti–de Sitter spacetime, which can be found by slicing it in different ways by various coordinate choices, and then picking the boundary for the field theory to live on. The Kerr–AdS solutions give a particularly interesting slicing, for our present purposes: The $`M=0`$ limit is just AdS in very non–standard coordinates. The boundary is related to the standard static Einstein universe (which has vanishing Euler density) by a complicated change of variables, and a conformal transformation. This is why the Euler density can be globally written as a total derivative, while the manifold remains conformally flat. It would be interesting to characterise such spacetimes further, since they give a straightforward means of defining the sort of field theory examples discussed herein.
Acknowledgements: We would like to thank Vijay Balasubramanian, Roberto Emparan, Juan Maldacena, Rob Myers, Joe Polchinski, and Al Shapere for comments and discussions, and especially Paul Townsend for raising the main issue discussed in this paper. CVJ would like to thank the Theory group at Harvard University for hospitality while this paper was written. AMA’s work was supported by an NSF Career grant, #PHY–9733173. This paper is report #’s UK/00–02, and DTP/00/43. This paper was brought to you by the letters A, d, S, C, F, and T, and the numbers 4, 5, 6 and 7.
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# UT-STPD-4/00 BA-00-29 Monopoles, Axions and Intermediate Mass Dark Matter
## Abstract
We present a solution to the cosmological problem encountered in (supersymmetric) grand unified theories due to copious monopole production at the end of hybrid inflation. By employing thermal inflation “driven” by the $`U(1)`$ axion symmetry, the superheavy monopole flux can be naturally suppressed to values that should be accessible to dedicated large scale experiments. The $`U(1)`$ axion symmetry also helps generate the right magnitude for the $`\mu `$ term of the minimal supersymmetric standard model. An important by-product is the predicted existence of stable or very long-living fermions possessing intermediate scale masses of order $`10^{12}\mathrm{GeV}`$. Their presence is required for implementing thermal inflation, and their stability is due to a $`Z_2`$ symmetry. They may constitute a sizable fraction of cold dark matter, and possibly help explain the ultra-high energy cosmic ray events. The rest of cold dark matter may consist of axions. Although our discussion is carried out within the framework of supersymmetric $`SU(4)_c\times SU(2)_L\times SU(2)_R`$, it can be extended to other grand unified gauge groups such as $`SU(3)_c\times SU(3)_L\times SU(3)_R`$ or $`SO(10)`$.
The great advantage of hybrid inflation is that, in contrast to previous inflationary schemes, it can reproduce the observed temperature fluctuations of the cosmic microwave background radiation with natural values of the relevant coupling constant. Moreover, this inflationary scenario is almost automatically realized in supersymmetric (SUSY) grand unified theories (GUTs). However, in trying to apply it to GUTs which predict the existence of magnetic monopoles, a cosmological disaster is encountered. Hybrid inflation is terminated abruptly when the system reaches an instability point on the inflationary trajectory and is followed by a ‘waterfall’ regime during which the spontaneous breaking of the GUT gauge symmetry takes place. The appropriate Higgs fields develop their vacuum expectation values (vevs) starting from zero and they can end up at any point of the vacuum manifold with equal probability. As a consequence, monopoles are copiously produced by the Kibble mechanism leading to a cosmological catastrophe.
Possible solutions to this monopole problem have been proposed . They rely on introducing the leading non-renormalizable term in the standard superpotential for hybrid inflation. (For different resolutions of the problem see Ref..) In Ref., the trilinear coupling of this standard superpotential was eliminated by a discrete symmetry and was replaced by the leading non-renormalizable term. The system, from the beginning of inflation, follows a particular valley and ends up at a particular point of the vacuum manifold. Thus, no monopoles can be produced. The inflationary trajectory possesses a classical inclination driving the inflaton towards the SUSY vacua and the termination of inflation is smooth. In Ref., both the trilinear and the leading non-renormalizable couplings were kept revealing a quite different picture. The inflationary trajectory is classically flat and, thus, radiative corrections are needed for driving the inflaton. The termination of inflation is abrupt. Nevertheless, there is no monopole production since the GUT gauge symmetry is already broken during inflation. Both models predict complete absence of monopoles which may be disappointing for the experimenters.
In this letter, we propose an alternative solution to the monopole problem of hybrid inflation which may yield a measurable monopole flux in our galaxy. The idea is to keep the original SUSY hybrid inflationary scenario unaltered and try to dilute the monopoles by invoking a subsequent thermal inflation associated with an intermediate mass scale. (The main ideas underlying thermal inflation have been presented in Ref.. The term thermal inflation was coined in Ref., which further elaborated on the scheme.) It is then natural to identify this scale with the one at which the Peccei-Quinn (PQ) symmetry is broken and also use it for generating the $`\mu `$ term of the minimal supersymmetric standard model (MSSM). Although of much wider applicability, our mechanism is presented in the context of the SUSY Pati-Salam (PS) model , which is one the simplest unified schemes possessing monopoles.
Our mechanism has an interesting by-product. In trying to make thermal inflation possible, we are led to the introduction of a number of superfields coupled to the field which breaks spontaneously the PQ symmetry. These fields possess intermediate scale masses, with the lightest ones being either stable or very long-living as a consequence of a $`Z_2`$ symmetry. Their fermionic components may constitute a sizable fraction of the cold dark matter in the universe, and possibly help explain the ultra-high energy cosmic rays . Axions, of course, also may contribute to the cold dark matter fraction.
We consider the SUSY PS model with gauge group $`G_{PS}=SU(4)_c\times SU(2)_L\times SU(2)_R`$. The left-handed quark and lepton superfields are accommodated in the representations $`F_i=(4,2,1)`$, $`F_i^c=(\overline{4},1,2)`$, where $`i=1,2,3`$ is the generation index. The two electroweak Higgs superfields belong to the representation $`h=(1,2,2)`$. The PS gauge group can be spontaneously broken to the standard model gauge group by a conjugate pair of Higgs superfields $`H^c=(\overline{4},1,2)`$, $`\overline{H}^c=(4,1,2)`$ acquiring non-vanishing vevs along their right-handed neutrino directions. This can be achieved by introducing a gauge singlet superfield $`S`$ with two (renormalizable) superpotential terms: a term linear in $`S`$ and a trilinear coupling of $`S`$ to $`H^c`$, $`\overline{H}^c`$. The resulting scalar potential automatically possesses an in-built (classically) flat direction along which hybrid inflation can take place with the system driven by an inclination from one-loop radiative corrections . $`G_{PS}`$ is restored along the inflationary trajectory and breaks spontaneously only at the end of inflation when the system falls towards the SUSY vacua. This transition leads to a cosmologically catastrophic copious production of doubly charged monopoles . The monopoles could be diluted to an acceptable level if the primordial hybrid inflation is followed by thermal inflation . This inflation, associated with an intermediate mass scale, is terminated at cosmic temperatures of the order of the electroweak scale and generates only a moderate number of e-foldings.
Thermal inflation could be “driven” by the PQ symmetry which is spontaneously broken at an intermediate scale. Moreover, in Ref., we showed that the PQ symmetry, which solves the strong CP problem, can also be used to generate the $`\mu `$ term of MSSM with the desired magnitude. More specifically, we introduced a pair of gauge singlet superfields $`N`$, $`\overline{N}`$ with non-zero PQ charges and a (non-renormalizable) superpotential coupling $`N^2\overline{N}^2`$. The resulting scalar potential of these fields, after soft SUSY breaking, possesses a non-trivial minimum which, under certain circumstances, is the absolute minimum, with $`N`$, $`\overline{N}`$ acquiring intermediate scale vevs, thereby breaking the PQ symmetry. The $`\mu `$ term is then generated via the superpotential coupling $`N^2h^2`$. The trivial extremum (at $`N=\overline{N}=0`$) turns out to be a local minimum separated from the PQ minimum by a sizable potential barrier. This situation persists at all cosmic temperatures after the primordial reheating which follows hybrid inflation, as has been shown by including the one-loop temperature corrections to the potential. Thus, a successful transition from the trivial to the PQ minimum cannot be realized. We had to assume that the system, after the primordial reheating, already emerges in the PQ vacuum. In other words, there is neither PQ transition nor thermal inflation in this case.
In order to make thermal inflation possible, we must turn the trivial local minimum of the zero-temperature potential into a saddle point. More specifically, the positive soft $`\mathrm{mass}^2`$ term of $`N`$ should become negative. This can be achieved radiatively and requires strong couplings of $`N`$ to a number of superfields. To this end, we introduce $`n`$ superfields $`D_a`$ ($`a=1,2,\mathrm{},n`$) belonging to the representation $`(6,1,1)`$ of $`G_{PS}`$ with superpotential couplings $`NDD`$. However, these color (anti)triplets acquire intermediate scale masses after the PQ breaking, which could prevent the unification of the MSSM gauge coupling constants. To restore gauge unification, we include an equal number of superfields $`H_a`$ belonging to the $`(1,2,2)`$ representation with superpotential couplings $`NHH`$. Note that the negative $`\mathrm{mass}^2`$ term of $`N`$, which is successfully generated by invoking these extra superfields, gives rise to an additional problem. All the higher order terms in the scalar potential, which are derived from $`N^2\overline{N}^2`$ after soft SUSY breaking, involve both $`N`$, $`\overline{N}`$. Thus, these terms vanish along the $`N`$ direction, and the potential becomes unbounded below due to the negative $`\mathrm{mass}^2`$ term of $`N`$. Fortunately, there is a simple way out from this “runaway” problem. Replacing $`N^2\overline{N}^2`$ by $`N^3\overline{N}`$, we generate a $`|N|^6`$ term in the potential which prevents the runaway behavior along the $`N`$ direction.
We still need to include some extra couplings and superfields to obtain a phenomenologically viable scheme. In particular, we must introduce quartic superpotential couplings of $`\overline{H}^c`$ to $`F_i^c`$. These couplings generate intermediate scale masses for the right-handed neutrinos and, thus, seesaw masses for the light neutrinos. The inflaton then decays into right-handed neutrinos via the same couplings. Finally, in order to give superheavy masses to the down quark type components of $`H^c`$, $`\overline{H}^c`$, we include an $`SU(4)_c`$ 6-plet superfield $`G=(6,1,1)`$ with superpotential couplings $`GH^cH^c`$, $`G\overline{H}^c\overline{H}^c`$.
The superpotential of the model, which incorporates all the above couplings, is
$`W=\kappa S(\overline{H}^cH^cM^2)+\lambda _1{\displaystyle \frac{N^2h^2}{m_P}}+\lambda _2{\displaystyle \frac{N^3\overline{N}}{m_P}}+\alpha _aND_aD_a+\beta _aNH_aH_a`$ (1)
$`+\lambda _{ij}F_i^cF_jh+\gamma _{ij}{\displaystyle \frac{\overline{H}^c\overline{H}^c}{m_P}}F_i^cF_j^c+aGH^cH^c+bG\overline{H}^c\overline{H}^c,`$ (2)
where $`M`$ is a superheavy scale and $`m_P=M_P/\sqrt{8\pi }2.44\times 10^{18}\mathrm{GeV}`$ is the reduced Planck mass. Here, we chose a basis in the $`D_a`$, $`H_a`$ space where the coupling constant matrices $`\alpha `$ and $`\beta `$ are diagonal. Assuming that, at a more fundamental level, the $`D`$’s and $`H`$’s originate from $`SO(10)`$ 10-plets, we can obtain the restriction $`\alpha _a=\beta _a`$ ($`a=1,2,\mathrm{},n`$). Note that $`M`$, $`\kappa `$, $`\lambda _{1,2}`$, $`\alpha _a`$, $`\beta _a`$, $`a`$ and $`b`$ can be made positive by field redefinitions.
In addition to $`G_{PS}`$, the superpotential in Eq.(2) possesses two continuous global (anomalous) symmetries, namely a R symmetry $`U(1)_R`$ and a PQ symmetry $`U(1)_{PQ}`$. The R and PQ charges of the superfields are assigned as follows:
$`R:H^c(0),\overline{H}^c(0),S(4),G(4),D(1),H(1),F(2),F^c(2),N(2),\overline{N}(2),h(0);`$ (3)
$`PQ:H^c(0),\overline{H}^c(0),S(0),G(0),D(1),H(1),F(2),F^c(0),N(2),\overline{N}(6),h(2).`$ (4)
Note that the R charge of $`W`$ is 4. Although it is not necessary, we also impose, for simplicity, a discrete $`Z_2^{mp}`$ symmetry (“matter parity”), under which $`F`$, $`F^c`$ change sign. Additional superpotential terms allowed by the symmetries of the model are
$$FFH^cH^cN\overline{N},FFH^cH^ch^2,FF\overline{H}^c\overline{H}^cN\overline{N},FF\overline{H}^c\overline{H}^ch^2,F^cF^cH^cH^c,$$
(5)
modulo arbitrary multiplications by non-negative powers of the combinations $`H^c\overline{H}^c`$, $`(H^c)^4`$, $`(\overline{H}^c)^4`$ (this applies to the terms in Eq.(2) too). Note that, without the $`Z_2^{mp}`$ symmetry, the coupling $`DHF\overline{H}^c`$ would also be present in Eq.(5).
Instanton and soft SUSY breaking effects explicitly break $`U(1)_R\times U(1)_{PQ}`$ to a discrete subgroup. It is then important to ensure that this subgroup is not spontaneously broken by the vevs of $`N`$, $`\overline{N}`$ since otherwise cosmologically disastrous domain walls will be produced in the PQ transition. This requirement implies that the number $`n`$ of $`D`$’s and $`H`$’s must be 5 or 7. Moreover, in both these cases, the subgroup of $`U(1)_R\times U(1)_{PQ}`$ left unbroken by instantons and SUSY breaking coincides with the one left unbroken by $`N`$, $`\overline{N}`$, and is a $`Z_2\times Z_2`$ generated by $`(e^{i\pi /2},e^{i\pi /2})`$ and $`(1,e^{i\pi })`$. (Note that the element $`(e^{i\pi },e^{i\pi })`$ is equivalent to the identity element since it leaves unaltered all the superfields of the theory.) Combining appropriately these $`Z_2`$’s with $`Z_2^{mp}`$ and the $`Z_2`$ center of $`SU(2)_L`$, we obtain two equivalent $`Z_2`$’s under which the $`D`$’s or the $`H`$’s change sign. It is interesting to note that, even if only $`N`$ develops a non-zero vev (see below), absence of domain walls still implies $`n=5\mathrm{or}7`$. The soft SUSY breaking terms respect the symmetry $`Z_2\times U(1)_{PQ}`$, where the non-anomalous $`Z_2`$ is generated by $`(e^{i\pi /2},e^{i\pi /2})`$. It is then obvious that further breaking of $`U(1)_{PQ}`$ to $`Z_2`$ by the vev of $`N`$ can solve the strong CP problem. Thus, we have the option to keep $`\overline{N}=0`$. The symmetries which survive after instanton effects, in this case, are the same as in the $`\overline{N}0`$ case.
Let us note that baryon and lepton number violations arise from the last three superpotential terms in Eq.(5), the last two couplings in Eq.(2) and the combinations $`(H^c)^4`$, $`(\overline{H}^c)^4`$, in complete analogy with Ref.. The proton is practically stable.
The part of the tree-level scalar potential which is relevant for the PQ (and R symmetry) breaking can be derived from the superpotential term $`N^3\overline{N}`$ and, after soft SUSY breaking mediated by minimal supergravity, is given by (compare with Ref.)
$$V_{PQ}=m_{3/2}^2\left(|N|^2+|\overline{N}|^2+\lambda _2^2\frac{|N|^4}{(m_{3/2}m_P)^2}(|N|^2+9|\overline{N}|^2)|A|\lambda _2\frac{|N||\overline{N}|}{m_{3/2}m_P}|N|^2\right),$$
(6)
where $`m_{3/2}`$ is the gravitino mass and $`A`$ is the dimensionless coefficient of the soft SUSY breaking term which corresponds to the superpotential coupling $`N^3\overline{N}`$. Here, the phases $`\phi `$, $`\theta `$ and $`\overline{\theta }`$ of $`A`$, $`N`$ and $`\overline{N}`$ are taken to satisfy the relation $`\phi +3\theta +\overline{\theta }=\pi `$ which minimizes the potential for given values of $`|N|`$, $`|\overline{N}|`$.
As a consequence of the couplings of $`N`$ to the $`D`$’s and $`H`$’s, its $`\mathrm{mass}^2`$ in Eq.(6) can easily turn radiatively to negative values at lower energy scales (see also Ref.). To see this, we consider the one-loop renormalization group equations for the soft masses $`m_N`$, $`m_D`$ and $`m_H`$ of the scalar fields $`N`$, $`D`$ and $`H`$ (see Ref.):
$`\mu {\displaystyle \frac{dm_N^2}{d\mu }}=3nY_D(2m_D^2+m_N^2)+2nY_H(2m_H^2+m_N^2),`$ (7)
$`\mu {\displaystyle \frac{dm_D^2}{d\mu }}=Y_D(2m_D^2+m_N^2),\mu {\displaystyle \frac{dm_H^2}{d\mu }}=Y_H(2m_H^2+m_N^2),`$ (8)
where $`\mu `$ is the running energy scale, $`Y_D=\alpha ^2/2\pi ^2`$, $`Y_H=\beta ^2/2\pi ^2`$, with $`\alpha =\alpha _a`$, $`\beta =\beta _a`$ ($`a=1,2,\mathrm{},n`$). Here we take universal “asymptotic” soft scalar masses ($`m_N=m_D=m_H=m_{3/2}`$ at the GUT scale) and assume, for simplicity, that all the $`\alpha `$’s ($`\beta `$’s) are equal and, thus, all the $`D`$’s ($`H`$’s) have the same soft mass at all scales. This system of equations possesses a non-trivial fixed point given by
$$m_N^2=2m_D^2=2m_H^2=\frac{2(5n1)}{5n+2}m_{3/2}^2,$$
(9)
and admits the solution
$`{\displaystyle \frac{m_N^2}{m_{3/2}^2}}={\displaystyle \frac{2(5n1)}{5n+2}}+{\displaystyle \frac{15n}{5n+2}}\left({\displaystyle \frac{\mu }{M_G}}\right)^{(5n+2)Y},`$ (10)
$`{\displaystyle \frac{m_D^2}{m_{3/2}^2}}={\displaystyle \frac{m_H^2}{m_{3/2}^2}}={\displaystyle \frac{5n1}{5n+2}}+{\displaystyle \frac{3}{5n+2}}\left({\displaystyle \frac{\mu }{M_G}}\right)^{(5n+2)Y}.`$ (11)
For simplicity, we further assumed that $`\alpha =\beta `$ (and, thus, $`Y_D=Y_H=Y`$), and we ignored the running of these coupling constants. Taking strong Yukawa couplings $`\alpha =\beta =1`$, we see that, already at $`\mu /M_G10^2`$, the second terms in the right hand sides of the equalities in Eq.(11) are much smaller than $`1\%`$ of the first terms. Thus, after the primordial reheating, the soft masses can be taken equal to their fixed point values.
The radiatively improved zero-temperature scalar potential is given by Eq.(6) with the $`|N|^2`$ term acquiring an extra negative factor $`2(5n1)/(5n+2)`$. The trivial (local) minimum of this potential (at $`N=\overline{N}=0`$) then becomes a saddle point and the absolute minimum necessarily lies at a non-zero value of $`N`$. It should be noted, however, that $`\overline{N}`$ is also non-zero at the absolute minimum only if $`A0`$. To simplify the presentation, we choose $`A=0`$. The absolute minimum of the potential then lies at
$$|N|\frac{f_a}{\sqrt{2}}=\left(\frac{10n2}{15n+6}\right)^{1/4}\frac{(m_{3/2}m_P)^{1/2}}{\lambda _2^{1/2}},|\overline{N}|=0.$$
(12)
The constant energy density carried by the trivial vacuum is given by
$$V_0=2\left(\frac{10n2}{15n+6}\right)^{3/2}\frac{m_{3/2}^3m_P}{\lambda _2},$$
(13)
and is responsible for driving thermal inflation.
The one-loop temperature corrections to the PQ potential can be calculated by employing the formalism of Ref.. The absolute minimum of the resulting temperature-dependent effective potential at high cosmic temperatures $`T`$ lies at $`N=\overline{N}=0`$. So, after the primordial reheating following hybrid inflation, the system emerges in the trivial vacuum. The temperature correction to the $`\mathrm{mass}^2`$ term of the field $`N`$ is
$$\delta V_TnT^2(3\alpha ^2+2\beta ^2)|N|^2,$$
(14)
for $`|N|T`$. Here, we considered only the main contributions which originate from loops with the superfields $`D`$ or $`H`$ circulating. As $`T`$ approaches the critical temperature
$$T_c\sqrt{\frac{10n2}{(5n^2+2n)(3\alpha ^2+2\beta ^2)}}m_{3/2},$$
(15)
the potential barrier separating the trivial and PQ vacua becomes vanishingly small and the PQ transition takes place close to $`T_c`$ . For a period preceding this transition, the energy density of the trivial vacuum dominates over the radiation energy density and the universe undergoes a mild inflationary phase known as thermal inflation . This is terminated at the PQ transition where the system enters into an oscillatory phase about the PQ minimum. The coherently oscillating field $`N`$ (thermal inflaton) with mass $`m_{infl}=2[(5n1)/(5n+2)]^{1/2}m_{3/2}`$ eventually decays, via the superpotential coupling $`N^2h^2`$, to a pair of Higgsinos thereby reheating the universe. Of course, this decay is possible only if the Higgsino mass $`\mu =\lambda _1f_a^2/m_P`$ is smaller than $`m_{infl}/2`$. The decay width is $`\mathrm{\Gamma }(2\lambda _1^2f_a^2/\pi m_P^2)(1ϵ^2)^{1/2}m_{infl}`$ where $`ϵ=2\mu /m_{infl}`$ ($`0<ϵ<1`$). The maximal reheat temperature is achieved at $`ϵ^2=2/3`$, which maximizes $`\mathrm{\Gamma }`$, and is given by
$$T_r\frac{30^{1/4}\lambda _1f_am_{infl}^{1/2}}{\pi g_{}^{1/4}(T_r)m_P^{1/2}},$$
(16)
where $`g_{}(T_r)89.75`$ is the effective number of degrees of freedom at the reheat temperature $`T_r\mathrm{GeV}`$ (see below).
The relative monopole number density $`n_M/s`$ ($`n_M`$ is the number density of monopoles and $`s`$ the entropy density) remains essentially constant for temperatures between the primordial reheat temperature $`T_R\stackrel{_<}{_{}}10^{12}\mathrm{GeV}`$ (see below) and the critical temperature $`T_c`$, where the vacuum energy density $`V_0`$ is transferred to the oscillating inflaton field. The initial number density of thermal inflatons is $`n_{infl}V_0/m_{infl}`$. So, at $`T_c`$,
$$\frac{n_M}{n_{infl}}\frac{n_M}{s}\frac{2\pi ^2g_{}(T_c)T_c^3m_{infl}}{45V_0},$$
(17)
where $`g_{}(T_c)105.75+35n/2`$, for $`T_c70\mathrm{GeV}`$ (see below), is the effective number of degrees of freedom just before the PQ transition. Note that, for temperatures between $`T_R`$ and $`T_c`$, the fermionic components of the $`D`$’s and $`H`$’s are massless. The ratio in Eq.(17) remains practically unaltered until $`T_r`$, where $`n_M/s=(n_M/n_{infl})(n_{infl}/s)`$ with $`n_{infl}/s3T_r/4m_{infl}`$ in the instantaneous inflaton decay approximation. Combining this with Eq.(17), one obtains the dilution factor of the relative monopole number density during the PQ transition and subsequent reheating:
$$\left(\frac{n_M}{s}\right)(T_r)\left(\frac{n_M}{s}\right)(T_R)\frac{\pi ^2g_{}(T_c)T_c^3T_r}{30V_0}$$
(18)
At the primordial reheating, we have $`n_M/s(n_M/n_{INFL})(3T_R/4m_{INFL})`$, where $`m_{INFL}=\sqrt{2}\kappa M`$ ($`n_{INFL}`$) is the inflaton mass (number density) for hybrid inflation. The ratio $`n_M/n_{INFL}`$ remains essentially unaltered after the production of monopoles at the end of hybrid inflation until $`T_R`$. The initial number density of magnetic monopoles can be estimated by the Kibble mechanism which gives $`n_M(3p/4\pi )m_{INFL}^3`$, where $`p1/10`$ is a geometric factor. This, together with $`n_{INFL}V_{INFL}/m_{INFL}`$, where $`V_{INFL}=\kappa ^2M^4`$ is the constant energy density driving hybrid inflation, yields $`n_M/n_{INFL}3pm_{INFL}^4/4\pi V_{INFL}`$ and, thus,
$$\left(\frac{n_M}{s}\right)(T_R)\frac{9\sqrt{2}p\kappa T_R}{8\pi M}$$
(19)
The fraction of the inflationary energy density which goes into magnetic monopoles right after the end of hybrid inflation is $`3pm_{INFL}^3m_M/V_{INFL}=3p\kappa m_M/\sqrt{2}\pi M1`$, for all relevant $`\kappa `$’s. Here $`m_M4\pi M/g_G`$ is the monopole mass, with $`g_G`$ being the GUT gauge coupling constant. The final $`n_M/s`$ can then be found from Eqs.(18) and (19).
The primordial inflaton decays into a pair of right-handed neutrino superfields $`\nu ^c`$ with mass $`M_{\nu ^c}=\eta m_{INFL}/2`$ ($`0<\eta <1`$) via the superpotential coupling $`\overline{H}^c\overline{H}^cF^cF^c`$. The decay width is $`(1/8\pi )(M_{\nu ^c}/M)^2(1\eta ^2)^{1/2}m_{INFL}`$. Note that $`M_{\nu ^c}`$ also originates from the coupling $`\overline{H}^c\overline{H}^cF^cF^c`$ and, thus, cannot be bigger than about $`2M^2/m_P`$. The primordial reheat temperature is given by
$$T_R\frac{3^{1/2}5^{1/4}\kappa ^{1/2}m_P^{1/2}M_{\nu ^c}(1\eta ^2)^{1/4}}{2\sqrt{2}\pi g_{}^{1/4}(T_R)M^{1/2}},$$
(20)
where $`g_{}(T_R)234.25+75n/2`$ since, at $`T_R`$, the bosonic $`D`$’s and $`H`$’s are still massless.
For each $`\kappa `$, the value of $`M`$ can be found by simultaneously solving Eqs.(2) and (5) of Ref. with their right hand sides divided by an extra factor of 2 due to the fact that $`H^c`$ ($`\overline{H}^c`$) contains four $`SU(2)_R`$ doublets. We will take, for definiteness, $`\kappa =4\times 10^3`$ which gives $`M9.57\times 10^{15}\mathrm{GeV}`$. With these values, hybrid inflation ends only when the inflaton field $`S`$ is infinitesimally close to the instability point (at $`|S|=M`$) of the inflationary trajectory, as one can easily deduce from the slow roll conditions. Moreover, our present horizon scale crosses outside the inflationary horizon at $`|S|2.63M`$. From Eq.(20), we find that $`T_R`$ can take all the values up to about $`10^{12}\mathrm{GeV}`$. The maximal $`T_R`$ is obtained at $`\eta ^2=2/3`$ which maximizes the decay width of the primordial inflaton. The corresponding value of $`M_{\nu ^c}`$ turns out to be much smaller than $`2M^2/m_P`$. It is important to note that the stringent gravitino constraint on $`T_R`$ ($`\stackrel{_<}{_{}}10^9\mathrm{GeV}`$) is alleviated here since the primordial gravitinos suffer considerable dilution during thermal inflation.
We will now estimate the present $`D`$ and $`H`$ particle abundance. Due to the two unbroken $`Z_2`$’s under which the $`D`$’s and $`H`$’s change sign independently, these particles can only annihilate in pairs. The annihilation processes remain in thermal equilibrium at all temperatures between $`T_R`$ and $`T_c`$. Moreover, at temperatures higher than $`T_c`$, where the PQ (thermal) transition takes place, the fermionic $`D`$’s and $`H`$’s are massless. On the contrary, the scalar components of these fields acquire soft SUSY breaking and temperature-dependent masses. Consequently, for $`m_{3/2}T_c`$ (see below), the number density of these bosons at temperatures close to $`T_c`$ is suppressed, and we thus ignore them. The number density of the fermionic $`D`$’s ($`H`$’s), for temperatures just above $`T_c`$, is $`n_D(T_c)21n\zeta (3)T_c^3/2\pi ^2`$ ($`n_H(T_c)14n\zeta (3)T_c^3/2\pi ^2`$), where $`\zeta (3)1.2021`$.
After the completion of thermal transition, the $`D`$ ($`H`$) superfields acquire intermediate scale masses $`\sqrt{2}\alpha f_a`$ ($`\sqrt{2}\beta f_a`$). Their total relative contribution to the energy density of the universe, immediately following the transition, is given by $`\mathrm{\Omega }_{DH}(T_c)\rho _{DH}(T_c)/\rho _{infl}(T_c)7n(3\alpha +2\beta )\zeta (3)f_aT_c^3/\sqrt{2}\pi ^2V_01`$, where $`\rho _{infl}`$ is the energy density in thermal inflatons. $`\mathrm{\Omega }_{DH}`$ remains essentially constant until $`T_r`$ since pair annihilation of the fermionic $`D`$’s and $`H`$’s is frozen already at $`T_c`$ where these fermions acquire their intermediate scale masses. Between $`T_r`$ and the equidensity temperature $`T_{eq}2.5\times 10^9\mathrm{GeV}`$ (for present value of the Hubble constant $`H_065\mathrm{km}/\mathrm{s}\mathrm{Mpc}`$), where matter and radiation have equal energy densities, $`\mathrm{\Omega }_{DH}`$ is enhanced by a factor $`T_r/T_{eq}`$ and remains practically unaltered thereafter. So the present abundance of these particles is
$$\mathrm{\Omega }_{DH}\frac{7n(3\alpha +2\beta )\zeta (3)}{\sqrt{2}\pi ^2}\frac{f_aT_c^3}{V_0}\frac{T_r}{T_{eq}}$$
(21)
This can easily be of order unity so that the $`D`$ and $`H`$ fermions with intermediate scale masses constitute a sizable fraction of the cold dark matter in the present universe.
We are now ready to proceed to a numerical example. We choose the gravitino mass $`m_{3/2}=300\mathrm{GeV}`$ and the number of $`D`$’s and $`H`$’s $`n=7`$. The thermal inflaton mass is then $`m_{infl}575\mathrm{GeV}`$ and the Higgsino mass $`\mu 235\mathrm{GeV}`$ (recall that we take $`ϵ^2=2/3`$). The critical temperature for the PQ transition can be evaluated from Eq.(15) and turns out to be $`T_c69\mathrm{GeV}`$ for coupling constants $`\alpha =\beta =1`$. We further take $`\lambda _2=2\times 10^3`$. From Eqs.(12) and (13), we then obtain the axion decay constant $`f_a7.57\times 10^{11}\mathrm{GeV}`$ and the vacuum energy density which drives thermal inflation $`V_03.16\times 10^{28}\mathrm{GeV}^4`$. The parameter $`\lambda _1`$ is evaluated from the Higgsino mass and comes out to be $`10^3`$. Eq.(16) then yields $`T_r2.81\mathrm{GeV}`$ for the reheat temperature after thermal inflation.
The present relative monopole number density is estimated from Eqs.(18) and (19). It turns out to be $`n_M/s4.6\times 10^{41}T_R`$ for the chosen value of $`\kappa `$ ($`=4\times 10^3`$). This implies that $`T_R`$’s of order $`10^{10}\mathrm{GeV}`$, which can be naturally obtained from Eq.(20) by appropriately adjusting $`M_{\nu ^c}`$ (or $`\eta `$), lead to $`n_M/s10^{30}`$. This corresponds to the well-known Parker bound for the monopole flux in our galaxy derived from galactic magnetic field considerations. Needless to say that, by lowering $`T_R`$, one can easily reduce the predicted monopole flux by a couple of orders of magnitude below the Parker bound. However, this flux cannot be suppressed much further with natural (not too small) values of the coupling constants. In conclusion, we have shown that thermal inflation associated with the PQ symmetry and the $`\mu `$ term can naturally suppress the present flux of monopoles from SUSY hybrid inflation to values below but near the Parker bound. This flux should be possibly accessible to ongoing and future experiments.
The present abundance of the $`D`$ and $`H`$ fermions with masses $`1.1\times 10^{12}\mathrm{GeV}`$ is found from Eq.(21) to be $`\mathrm{\Omega }_{DH}0.185`$. These particles can therefore provide a considerable fraction of the cold dark matter. The rest can consist of axions which are also present in this scheme. The relic axion abundance $`\mathrm{\Omega }_a`$ has been calculated in Ref.. Assuming that the initial value of the axion field is about $`0.55f_a`$, Eq.(13) of the first paper in this reference yields $`\mathrm{\Omega }_a0.115`$ for $`H_0=65\mathrm{km}/\mathrm{s}\mathrm{Mpc}`$ and $`f_a=7.57\times 10^{11}\mathrm{GeV}`$. We see that one can naturally obtain a cold dark matter component in the universe consisting of both axions and intermediate scale mass fermions with total energy density equal to about $`30\%`$ of its critical density, consistent with recent observations . It should be clear that, by appropriately choosing the values of the parameters, one can easily adjust not only the total cold dark matter abundance but also its composition of axions and intermediate scale mass fermions. The present numbers only serve as an example.
As explained, the $`D`$ and $`H`$ fermions are stable due to the two $`Z_2`$ remnants of $`U(1)_R\times U(1)_{PQ}`$. Their stability is absolute if these $`U(1)`$’s are exact symmetries of the superpotential to all orders. However, as has been shown , global $`U(1)`$’s may be present as effective rather than exact symmetries. Indeed, some of the discrete symmetries which normally emerge from the underlying string theory can effectively behave as continuous symmetries. These continuous symmetries are expected to be explicitly broken by some higher order operators in the superpotential which are allowed by the underlying discrete symmetries. If the order of these operators is adequately high, they do not affect our scheme except that they may provide highly suppressed Yukawa couplings for the decay of the $`D`$’s and/or the $`H`$’s by violating either or both the $`Z_2`$’s. Such couplings could be $`DFF`$, $`DF^cF^c`$ or $`HFF^c`$ with coefficients suppressed by $`(f_a/m_P)^5`$ leading to a lifetime $`10^{22}\mathrm{years}`$. The long-living $`D`$’s and $`H`$’s with masses $`10^{12}\mathrm{GeV}`$ may then provide an explanation of the recently observed ultra-high energy cosmic ray events. Note that these intermediate scale mass particles were introduced for making thermal inflation possible, and thus provide a mechanism for diluting the monopoles. Their role in dark matter and cosmic rays is an extra bonus!
It is generally difficult to generate the baryon asymmetry of the universe in models with a low reheat temperature such as our scheme. Any pre-existing baryon (or lepton) asymmetry is utterly diluted by thermal inflation. Moreover, after the subsequent reheating, the universe is too cold to allow baryon number violation and out-of-equilibrium conditions. Baryogenesis mechanisms which may be applicable here have been discussed in Refs.. The latter uses the fact that the oscillating (thermal) inflaton does not decay instantaneously at $`T_r`$. It rather follows the usual exponential decay law. The “new radiation”, which is so produced, reaches a maximum temperature which is much higher than the electroweak scale. This radiation then gradually cools down and, finally, dominates the energy density at $`T_r`$. During this process, a lepton asymmetry can be generated via the Affleck-Dine (AD) mechanism . The decay of the AD condensate is plasma blocked at temperatures higher than its frequency of oscillations which is expected to be of the order of the electroweak scale. Actually, this condensate decays at a temperature $`T_{}M_W`$, generating a lepton asymmetry of order unity (or smaller), provided that its energy density at $`T_{}`$ is comparable to (or smaller than) the “new radiation” energy density. A fraction of this asymmetry is then immediately converted into baryon asymmetry by the electroweak sphalerons. From $`T_{}`$ until $`T_r`$, the baryon asymmetry acquires a dilution factor $`(T_r/T_{})^5`$ and remains constant thereafter. It is clear that this scenario can easily lead to an adequate baryogenesis in our scheme.
In summary, we considered the cosmological problem arising when hybrid inflation is applied to (SUSY) GUTs which predict magnetic monopoles. This problem is due to the copious monopole production at the end of inflation. We showed that the monopole flux can be naturally reduced to values below but near the Parker bound by invoking thermal inflation “driven” by the PQ symmetry, which also generates the $`\mu `$ term of MSSM. This flux may be accessible to ongoing and future experiments. Although our mechanism was presented within the SUSY PS model, its applicability is much wider. An interesting by-product is the presence of intermediate scale mass fermions and axions in the cold dark matter of the universe. These fermions, which were introduced for making thermal inflation possible, may explain the recently observed ultra-high energy cosmic rays.
We thank A. Riotto for useful discussions. This work was supported by the European Union under TMR contract number ERBFMRX–CT96–0090, the DOE under grant number DE-FG02-91ER40626, and the NSF under subcontract PHY-9800748.
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# Magnetoresistance of Three-Constituent Composites: Percolation Near a Critical Line
## I Introduction
Magnetotransport in composite conductors has attracted increased attention due to the discovery of new effects, like the appearance of non-saturating magnetoresistance in a metal/insulator columnar composite (denoted by $`M/I`$), induced by the Hall effect in the $`M`$ (i.e., the metallic) constituent. This means that, even when the $`M`$ constituent has no intrinsic magnetoresistance but only a Hall resistivity, an induced magnetoresistance appears in the mixture and continues to increase as $`𝐁^2`$ (B is the applied magnetic field) indefinitely whenever the Hall-to-Ohmic resistivity ratio of that constituent is much greater than 1. By contrast, in a columnar composite of normal conductor and perfect conductor (denoted by $`M/S`$), while there also appears an induced magnetoresistance, it saturates when B is comparably large. Related new effects were also found in periodic microstructures of either the $`M/I`$ type or the $`M/S`$ type, where the induced magnetoresistance often exhibits a strong anisotropy.
In this paper, we study the magnetoresistance of three-constituent composites with a random columnar microstructure. Specifically, we analyze a composite consisting of cylindrical $`I`$ and $`S`$ inclusions, though not necessarily circular-cylinders, in an $`M`$ host film, with cylinder axes perpendicular to the film, and with both a magnetic field and a uniform macroscopic or volume averaged electric current applied in the film plane. We assume that the $`M`$ constituent has a Hall effect, with a Hall-to-transverse-Ohmic resistivity ratio $`H\rho _{Hall}/\rho _{Ohmic}=\mu |𝐁|`$, where $`\mu `$ is the Hall mobility. We are concerned with the effective resistivity tensor $`\widehat{\rho }_e`$ of this system at large $`H`$ ($`\widehat{\rho }_e`$ is defined by $`𝐄=\widehat{\rho }_e𝐉`$, where $`𝐄`$ and $`𝐉`$ are the volume averaged electric field and current density.)
This system might appear to be inherently three-dimensional (3D), because the Hall effect will generate an electric field with a component perpendicular to the film even with an in-plane applied current. However, the electric field perpendicular to the film plane vanishes because of the columnar $`S`$ inclusions. Moreover, this 3D problem can be reduced to that of calculating the effective conductivity of a two-dimensional (2D) composite of perfect insulator $`I`$ with $`\sigma _I=0`$, perfect conductor (or superconductor) $`S`$ with $`\sigma _S=\mathrm{}`$, and anisotropic 2D metal $`M`$ with conductivity tensor
$$\widehat{\sigma }_M\left(\begin{array}{cc}\sigma _{M,}& 0\\ 0& \sigma _{M,}\end{array}\right)=\frac{1}{\rho _M}\left(\begin{array}{cc}\frac{1}{1+H^2}& 0\\ 0& \frac{1}{\lambda }\end{array}\right).$$
(1)
The conductivities $`\sigma _{M,}`$ and $`\sigma _{M,}`$ correspond to the in-plane directions parallel and perpendicular to the applied magnetic field $`𝐁`$. This transformation underlies our further discussion. The form assumed for $`\widehat{\sigma }_M`$ means that the $`M`$ constituent remains an isotropic conductor, even in a magnetic field. This excludes “open orbit” conductors, but includes the possibility of some intrinsic magnetoresistance: In that case both the transverse and the longitudinal Ohmic resistivities, $`\rho _M`$ and $`\lambda \rho _M`$, would depend upon $`𝐁`$. Our subsequent discussion will assume, for simplicity, that $`\lambda =1`$ and $`\rho _M`$ are both independent of $`𝐁`$, as would be the case if $`M`$ were a free electron or free hole conductor. In that case, $`H`$ is simply proportional to $`|𝐁|`$. The three-constituent problem in 2D, but with a scalar $`\widehat{\sigma }_M`$, was treated previously in Ref. . Scaling and simulational studies, of magnetotransport in 3D, two-constituent $`M/I`$ composites with a random isotropic microstructure, were also performed previously.
## II Magnetoresistance and percolation
The relation of this problem to percolation can be understood by considering very large $`H`$. In this limit, $`\sigma _{M,}0`$, and within the metallic constituent the in-plane current prefers to flow in the $`\sigma _{M,}`$ direction. For large enough volume fraction $`p_S`$ of the $`S`$ constituent, and small enough volume fraction $`p_I`$ of $`I`$, there always exist current paths between $`S`$ grains that are everywhere parallel to the high-conductivity direction in $`M`$ \[cf. Fig. 1(a)\]. Therefore, in this regime, at large $`H`$ the effective composite conductivity (and hence resistivity) saturates at some finite value. In the opposite case (small $`p_S`$, large $`p_I`$), the current will be forced in some regions to flow in the low conductivity direction \[cf. Fig. 1(b)\]. In this case, the macroscopic or effective conductivity of the system will be proportional to $`\sigma _{M,}`$; hence, the effective resistivity $`\rho _e`$ satisfies $`\rho _e1/\sigma _{M,}H^2`$, i.e., $`\rho _e`$ will never saturate.
Next, we qualitatively discuss the expected “phase diagram” of this composite. The effective conductivity $`\widehat{\sigma }_e`$ of the 2D mixture is a $`2\times 2`$ tensor (like the effective 2D resistivity $`\widehat{\rho }_e=\widehat{\sigma }_e^1`$), whose components depend on the applied magnetic field. If the in-plane microstructure is isotropic, then the principal axes of $`\widehat{\sigma }_e`$ are determined by $`𝐁`$. At large $`H`$, both $`\sigma _{e,}`$ and $`\sigma _{e,}`$ can either decrease as $`H^2`$ for arbitrarily large $`H`$, or else saturate at some finite value. In principle, there could be a region in the phase diagram where the resistivity saturates along one principal axis, but not along the other. But we expect no such region in an infinite system. This conclusion, as well as the location of the critical line, follow from the relation between the present problem and the anisotropic percolation model in 2D, as we now explain.
Anisotropic percolation is usually defined in terms of a random resistor network (RRN), where the bond occupation probability depends on the bond orientation. In our 2D network model those probabilities will be chosen as $`p_{}=p_M+p_S`$ for bonds along B, the high conductivity direction of the $`M`$ constituent, and $`p_{}=p_S`$ for bonds perpendicular to B, the low conductivity direction. For an infinite network, the percolation threshold for both directions occurs when
$$1=p_{}+p_{}=2p_S+p_Mp_I=p_S.$$
(2)
This threshold separates the regimes of saturating and non-saturating magnetoresistance. It agrees with a prediction based on the effective medium approximation (EMA), as well as with numerical results below. In a composite with less symmetry between the $`I`$ and $`S`$ constituents, the threshold will usually differ from $`p_I=p_S`$.
The predicted phase diagram is shown in Fig. 2. For $`p_S>0.5`$, the $`S`$ constituent percolates, hence the composite is a perfect conductor. Similarly, if $`p_I>0.5`$ then the combination of $`M`$ and $`S`$ constituents does not percolate, hence the composite is a perfect insulator. These behaviors are independent of how much of the $`M`$ constituent is present. The remainder of the phase diagram is divided into saturating and non-saturating regimes by the line $`p_I=p_S`$. In both regimes, our numerical results indicate that it is irrelevant whether the $`M`$ constituent percolates by itself (as in the area below the dotted line), or whether only the aggregate of $`M`$ and $`S`$ constituents percolates.
## III Critical exponents and scaling properties
The critical behavior on approaching the critical line is described by a number of critical exponents. One of these governs the two correlation lengths, $`\xi _{}`$ and $`\xi _{}`$, which diverge at the critical line. But we expect that the divergence of both will be governed by the same critical exponent $`\nu `$, because their ratio $`\xi _{}/\xi _{}`$ is determined by some function of the constituent volume fractions which remains finite on crossing the critical line. Thus we write
$$\xi _{}\xi _{}(p_Ip_S)^\nu .$$
(3)
Moreover, since the correlation length is just a geometrical property of a percolating system, it should have the same value $`\nu _a`$ as in anisotropic percolation, i.e., $`\nu =\nu _a`$. An earlier renormalization group analysis predicts that anisotropic percolation is governed by the isotropic fixed point. We therefore expect that $`\nu _a`$ has the same value as in 2D isotropic percolation, which has been shown both analytically and numerically to equal 4/3. However, a similar proof has not been given for anisotropic percolation; moreover, some time ago it was reported that $`\nu `$ does depend on anisotropy. Our numerical results below give $`\nu =4/3\pm 0.02`$, independent of anisotropy.
The magnetoresistance is described by other critical indices. At any point such that $`p_I<p_S`$ (the region below the critical line in Fig. 2), the effective conductivity saturates at some finite value ($`i=`$ or $`i=`$):
$$g_{sat,i}\underset{H\mathrm{}}{lim}\sigma _{sat,i}(H).$$
(4)
As we approach the critical line (say, along the line $`p_M=`$ const), $`g_{sat,i}`$ must tend to 0, since on the other side of that line the conductivity vanishes at large $`H`$ as $`H^2`$. Hence we can introduce the critical exponents $`t_{}`$ and $`t_{}`$ according to
$$g_{sat,i}(p_Sp_I)^{t_i}.$$
(5)
In the region $`p_I>p_S`$, the effective conductivity is proportional to $`1/H^2`$. Therefore, we can define the finite limiting value
$$g_{nonsat,i}\underset{H\mathrm{}}{lim}H^2\sigma _{nonsat,i}(H).$$
(6)
Since $`g_{nonsat,i}`$ must diverge as the critical line is approached, we can define the critical exponents $`s_{||}`$ and $`s_{}`$, according to
$$g_{nonsat,i}(p_Ip_S)^{s_i}.$$
(7)
Just as in the case of $`\nu `$, we expect $`s_{}=s_{}`$, $`t_{}=t_{}`$. We might expect that the actual values of $`t`$ and $`s`$ are determined, once again, by the connection to anisotropic percolation. However, this connection is more subtle than for $`\nu `$, because $`t`$ and $`s`$ refer to different physical quantities in the present problem, than in anisotropic percolation. Nonetheless, it is reasonable to expect that both problems belong to the same universality class, implying $`s_i=t_i`$ = 1.30, the values of the two conductivity exponents in conventional 2D percolation problems. Note also that EMA yields $`s_i=t_i=1`$, and that continuum composites sometimes belong to a different universality class of percolation, with different values of the critical exponents, depending upon the microstructural details.
Finally, consider systems exactly at the percolation threshold, i.e., at $`p_I=p_S`$. Any finite-size sample inevitably falls into either the percolating class, with $`\rho _eH^0`$ as $`H\mathrm{}`$, or the non-percolating class, with $`\rho _eH^2`$. On increasing the size of the system, one finds that the field where a saturating sample achieves saturation also increases. The same size effect also holds for non-saturating samples: the characteristic field at which $`\rho _e`$ starts to vary as $`H^2`$ increases with the size of the system. Below that field, or at any field in the limit of a system of infinite size, the behavior of the magnetoresistance is described by yet another critical exponent $`\delta _i`$, defined by
$$\rho _{e,i}|H|^{\delta _i}.$$
(8)
The EMA analysis yields $`\delta _i=1`$.
In fact, the result $`\delta _i=1`$ also follows from a duality argument, if one assumes that $`\delta _{}=\delta _{}`$. The duality principle gives
$$1=\sigma _{e,}(\sigma _M,\sigma _M,\sigma _S,\sigma _I)\sigma _{e,}(\frac{1}{\sigma _M},\frac{1}{\sigma _M},\frac{1}{\sigma _S},\frac{1}{\sigma _I}).$$
It immediately follows that the anisotropic percolation thresholds for the two directions $``$, $``$ must coincide, for otherwise the singular behaviors of $`\sigma _{e,}`$ and $`\sigma _{e,}`$ would not cancel, as required by this equation. It also follows, rigorously, that $`t_{}=s_{}`$ and $`t_{}=s_{}`$. Using the homogeneity of $`\sigma _{e,}`$, $`\sigma _{e,}`$ as functions of the various constituent conductivities, and noting that $`\sigma _I=0`$ and $`\sigma _S=\mathrm{}`$, we can rewrite this equation as
$$\frac{\sigma _M}{\sigma _M}=\sigma _{e,}(1,\frac{\sigma _M}{\sigma _M},\mathrm{},0)\sigma _{e,}(1,\frac{\sigma _M}{\sigma _M},0,\mathrm{}).$$
Note that the relation $`p_I=p_S`$ for the percolation threshold follows rigorously from this equation if the microstructure is invariant under the interchange of the $`S`$ and $`I`$ constituents. At the percolation threshold, and when $`|H|1`$, this reduces to
$$\frac{1}{H^2}\frac{1}{|H|^{\delta _{}+\delta _{}}}\delta _{}+\delta _{}=2.$$
The assumption that $`\delta _{}=\delta _{}`$, and hence the final result $`\delta _{}=\delta _{}=1`$, are supported by the physical picture of the anisotropic percolation process, and is consistent with the expectation that $`t_{}=t_{}`$ and $`s_{}=s_{}`$. These equalities also follow if a simple scaling description applies to both $`\sigma _{e,}`$ and $`\sigma _{e,}`$ with the same scaling variable. Thus, for an $`M/I/S`$ columnar composite precisely at the critical composition (i.e., on the phase boundary line between saturating and non-saturating magnetoresistance), we expect to find
$$\sigma _{e,}\sigma _{e,}\frac{1}{|H|},\rho _{e,}\rho _{e,}|H|\delta =1.$$
Near the transition, where $`|p_Ip_S|1`$ and $`\sigma _{M,}/\sigma _{M,}1/H^21`$, we expect that a scaling description of the critical behavior is applicable. In view of the preceding discussion, that description can be formulated as follows:
$`{\displaystyle \frac{\rho _{e,i}}{\rho _{M,}}}`$ $``$ $`\mathrm{sign}\mathrm{\Delta }p|\mathrm{\Delta }p|^tF_i(Z);`$ (9)
$`\mathrm{\Delta }p`$ $``$ $`p_Ip_S,i=,,Z|H||\mathrm{\Delta }p|^t\mathrm{sign}\mathrm{\Delta }p.`$ (10)
The scaling functions $`F_i(Z)`$ should have the following asymptotic forms for extreme values of the scaling variable $`Z`$:
$$F_i(Z)\{\begin{array}{ccc}Z^0\hfill & \mathrm{for}Z1,\hfill & \mathrm{i}.\mathrm{e}.p_S>p_I,\hfill \\ Z^2\hfill & \mathrm{for}Z1,\hfill & \mathrm{i}.\mathrm{e}.p_S<p_I,\hfill \\ Z\hfill & \mathrm{for}|Z|1,\hfill & \mathrm{i}.\mathrm{e}.p_S\stackrel{>}{<}p_I.\hfill \end{array}$$
(11)
The first two lines in this expression follow from the fact that we expect to have $`\rho _{e,i}H^0`$ in the saturating regime and $`\rho _{e,i}H^2`$ in the non-saturating regime. The third line results from the necessity to cancel the dependence of $`\rho _{e,i}`$ upon $`\mathrm{\Delta }p`$ when $`\mathrm{\Delta }p0`$. This kind of behavior was already found previously using EMA, where the incorrect value $`t=1`$ was found, as is usual when that approximation is invoked. Note that, even though $`F_i(Z)`$ has a different analytic form for large $`Z`$, depending on the sign of $`Z`$ or $`\mathrm{\Delta }p`$, these functions are expected to vary smoothly when $`Z`$ passes through 0.
Finally, note that duality is a general symmetry property of 2D systems, and does not require that the $`I`$ and $`S`$ inclusions have similar shapes or spatial distributions. Thus, the conclusions regarding values of $`s`$, $`t`$, $`\delta `$ are valid even if the line of critical compositions differs from the simple straight line $`p_S=p_I`$, which is valid only for the case where the $`I`$ and $`S`$ constituents appear in the composite in a symmetric fashion.
## IV Results
We carried out calculations on simple-square-lattice RRN’s, choosing the resistors in accordance with the model described above. The calculation was done using the Y-$`\mathrm{\Delta }`$ bond elimination algorithm. Besides being very efficient in 2D, this algorithm allows the inclusion of both perfectly insulating and perfectly conducting bonds without any approximations. This technique is much more efficient than the techniques available for 3D networks. That is why the results obtained here for columnar systems are much more detailed and accurate than the results obtained previously for 3D isotropic systems by simulations of 3D random network models.
The networks for our results were constructed as follows: each bond was independently and randomly chosen to be insulating, perfectly conducting, or metallic, with appropriate probabilities. A metallic bond was assigned an appropriate conductance, depending on whether it was oriented parallel or perpendicular to the magnetic field. To calculate $`g_{sat,i}`$, as can be seen from Eqs. (1) and (4), the conductances of the constituents should be taken as
$$\sigma _I=0\text{ , }\sigma _S=\mathrm{}\text{ , }\sigma _{M,}=1\text{ , }\sigma _{M,}=0.$$
(12)
But in order to calculate $`g_{nonsat,i}`$, one needs to multiply all the conductances by $`H^2`$ and take the limit $`H\mathrm{}`$, which leads to
$$\sigma _I=0\text{ , }\sigma _S=\mathrm{}\text{ , }\sigma _{M,}=\mathrm{}\text{ , }\sigma _{M,}=1.$$
(13)
The definitions (5) and (7) for the exponents $`s`$ and $`t`$ are exactly valid only for an infinite system. Instead of using these definitions directly, we adopted the finite-size scaling approach, as described below. For a finite-size system generated exactly at the percolation threshold $`p_I=p_S`$, the system size $`L\times L`$ is always smaller than the (infinite) correlation length $`\xi `$. From Eq. (3) it follows that such a system behaves like a system at another volume fraction satisfying $`|p_Ip_S|L^{1/\nu }`$. Therefore, the average of $`g_{sat,i}`$ or $`g_{nonsat,i}`$ over many such systems should scale as $`g_{sat,i}L^{t_i/\nu }`$ or $`g_{nonsat,i}L^{s_i/\nu }`$. (Due to the appearance of percolating samples, the latter average is actually infinite. A finite result is obtained by averaging only over non-percolating samples. This procedure does not change the scaling form, because at the percolation threshold the fraction of samples which are non-percolating is asymptotically size-independent, as discussed below).
Using RRN’s with $`L`$ ranging from 100 to 2000 and $`p_I=p_S`$, we estimated $`s_i`$ and $`t_i`$ for $`p_M=0.2`$, $`0.5`$, $`0.8`$, and, with less accuracy, for several other values of $`p_M`$. (At $`p_M=0.8`$ we could estimate only $`t_{}`$ and $`s_{}`$, since these systems usually percolated only in one direction but not in the other.) The finite size scaling assumption is supported very well, as demonstrated in Fig. 3 for $`p_M=0.2`$. Assuming $`\nu =4/3`$, we find for all values of $`p_M`$ studied that $`t_{||}=t_{}=s_{||}=s_{}=1.30\pm 0.02`$. This value supports the hypothesis that the problem belongs to the same universality class as both isotropic and anisotropic percolation in 2D.
The assumption that $`\nu =4/3`$ can be tested for our problem by considering percolation in finite-size systems. For such systems, the “percolation threshold” in the direction $`i`$ is naturally defined as the value of $`p_S`$ for which exactly one half of the systems percolate in that direction: $`P_iN_{sat,i}/N_{total}=1/2`$, where $`P_i`$ is the probability of finding saturating behavior in the direction $`i`$. Fig. 4 then shows that the percolation threshold depends on the system size $`L`$. In fact, a finite system has two “percolation thresholds”, $`p_{S}^{}{}_{0,}{}^{}`$ and $`p_{S}^{}{}_{0,}{}^{}`$, located respectively above and below the percolation threshold of an infinite system, and approaching $`p_I`$ as $`|p_{S}^{}{}_{0,i}{}^{}p_I|L^{1/\nu }`$ with increasing $`L`$. We have checked these hypotheses numerically by calculating $`|p_{S}^{}{}_{0,}{}^{}p_{S}^{}{}_{0,}{}^{}|`$ for four linear sizes $`L`$ at $`p_M=0.2`$ and $`0.5`$, and verified that $`\nu =4/3\pm 0.02`$, independent of anisotropy.
Fig. 4 also makes clear that the fraction of samples which are non-percolating is size-independent at the percolation threshold. Specifically, Fig. 4 shows the fraction of percolating samples of a given size vs. concentration $`p_S`$. The lines corresponding to different sample sizes $`L`$ intersect at the percolation threshold $`p_I=p_S`$ (vertical line). Thus, as $`L\mathrm{}`$, the fraction of the samples percolating at $`p_I=p_S`$ approaches a certain limiting value determined by the other parameters of the system, namely, the direction of percolation and the concentration $`p_M`$ of the metal. This limiting value can be related to the spanning probability in the case of isotropic percolation in a system of rectangular shape, which was found to depend on the aspect ratio of the rectangle. In the present paper, we only consider systems with the aspect ratio equal to unity; however, the correlation lengths are different in the two directions. Thus, $`\xi _{}/\xi _{}`$ may be thought of as an effective aspect ratio for the present problem.
In order to test the scaling behavior at finite values of $`H`$ and $`\mathrm{\Delta }p`$, we also simulated random networks at $`p_S=p_I`$ with large but finite values of both $`H`$ and $`L`$. Since the RRN’s required for such calculations contain bonds with widely different conductivities \[cf. Eq. (1)\], special care must be taken when performing these calculations on large systems. For that reason we wrote special code for storing numbers as large (small) as roughly $`10^{\pm 6\times 10^8}`$. Using this code, we studied RRN’s of size up to $`4000\times 4000`$ in fields ranging from 0 up to $`H^2=10^8`$. One useful way to exhibit those results is as plots of $`\mathrm{ln}[(H^2+1)\sigma _{e,i}]`$ vs. $`\mathrm{ln}(H^2+1)`$ for different values of the linear size $`L`$ — see Figs. 5 and 6. Fig. 6 shows $`\sigma _{e,}`$ and $`\sigma _{e,}`$ vs. magnetic field in systems with sizes ranging from 100 to 4000. For the larger systems, one can clearly see a “critical” range of fields, in which the magnetoresistance is consistent with the scaling form of Eq. (8) with $`\delta _{}=\delta _{}=1.00\pm 0.07`$. For fields within and below that critical range, the behavior of $`\sigma _{e,i}`$ is independent of $`L`$, and is also independent of whether its value does or does not saturate at higher fields, as demonstrated in Fig. 5. However, the intercepts of those linear dependencies are different for the different directions: $`\sigma _{e,i}(|H|H_{0,i})^{\delta _i}`$, with positive $`H_{0,}`$ and negative $`H_{0,}`$. This is due to the fact that the system always conducts better in the direction parallel to the applied magnetic field, as can be surmised from Eq. (1). Figs. 5 and 6 bear out the forms hypothesized earlier for $`F_i(Z)`$—see Eq. (11). In particular, Fig. 5 bears out the expectation that, for small $`|Z|`$, $`F_i(Z)=F_i(Z)`$, and thus that the scaling functions are smooth at $`Z=0`$. Figs. 5 and 6 also show that both $`\sigma _{e,}`$ and $`\sigma _{e,}`$ are independent of $`L`$ when $`|H|L^{t/\nu }`$, in agreement with Eqs. (11) and (14) below.
In order to find the form of the scaling functions $`F_i(Z)`$ \[defined by Eq. (9)\] from these numerical results, it is convenient to also invoke the finite-size-scaling hypothesis: In a system of finite linear size $`L`$, when the correlation length $`\xi `$ satisfies $`\xi L`$, $`|\mathrm{\Delta }p|`$ should be replaced by $`C_1/L^{1/\nu }`$ in all the expressions of Eq. (9):
$$\frac{\rho _{e,i}}{\rho _{M,}}L^{t/\nu }\mathrm{sign}\mathrm{\Delta }pF_i(Z),Z\mathrm{sign}\mathrm{\Delta }p|H|/L^{t/\nu }.$$
(14)
Note that the constant $`C_1`$ has been absorbed into the definitions of $`Z`$ and $`F_i(Z)`$. The sign of $`\mathrm{\Delta }p`$, appearing in Eq. (14), should now be determined from the actual behavior (i.e., percolating vs. non-percolating, or saturating vs. non-saturating, in the direction $`i`$) of each particular sample.
The plots of $`L^{t/\nu }\rho _{e,i}/\rho _{M,}`$ vs. $`|H|L^{t/\nu }`$, shown in Fig. 7, clearly demonstrate that the results obtained for $`\rho _{e,i}`$, using different values of $`H`$ and $`L`$, collapse onto a single curve (for a given $`i`$) when scaled in accordance with Eq. (14). These figures constitute a quantitative graphical representation of the scaling functions $`F_{}(Z)`$ and $`F_{}(Z)`$ for the special case $`p_M=0.5`$. Note that these two scaling functions appear to have a similar shape, up to a constant coefficient. That is qualitatively consistent with the results of EMA, which lead to
$$\frac{F_{}(Z)}{F_{}(Z)}=\left(\frac{1+p_M}{1p_M}\right)^2.$$
In the case of the systems featured in Fig. 7, where $`p_M=0.5`$, this ratio should be 9 according to EMA. By contrast, the simulation results plotted in that figure indicate that this ratio is between 4.5 and 5. As stated earlier, such quantitative discrepancies should come as no surprise, in view of the known deficiencies of EMA in the critical region near a percolation threshold.
## V Discussion
We have demonstrated that the phase diagram of an $`M/I/S`$ random columnar composite in an in-plane magnetic field exhibits a critical line between saturating and non-saturating regimes of magnetoresistance. The behavior near this critical line was interpreted using an anisotropic percolation model. The critical exponents $`t=s`$ and $`\nu `$ were found, numerically, to be the same as in the more conventional 2D isotropic random percolating networks. Also found were the exponents which govern the dependence on magnetic field in the critical region. The existence of scaling behavior in that region was confirmed and the forms of the scaling functions were obtained numerically.
The critical line discussed here could be studied experimentally using a doped semiconductor film as the $`M`$ constituent, with a random collection of etched perpendicular holes as the $`I`$ constituent, and a random collection of perpendicular columnar inclusions, made of a high conductivity normal metal, playing the role of $`S`$. Extremely low temperatures or very clean single crystals would not be required in order to observe this critical line. What would be necessary is a large contrast at each stage of the following chain of inequalities $`\rho _S\rho _MH^2\rho _M\rho _I`$. If Si-doped GaAs is used as the $`M`$ host, with a negative charge carrier density of $`1.6\times 10^{18}`$ cm<sup>-3</sup> and a mobility $`\mu =2500`$ cm$`{}_{}{}^{2}/`$V s at a temperature of 90 K, as in the experiment described in Ref. , then a magnetic field of 40 Tesla would result in $`H=10`$. Such a material would have an Ohmic resistivity of $`1.6\times 10^3\mathrm{\Omega }`$ cm, about 1000 times greater than that of Cu. Thus, using Cu for the $`S`$ inclusions and etched holes for the $`I`$ inclusions, all the above inequalities could be satisfied without difficulty.
This is apparently the first experimentally accessible and technologically promising system in which anisotropic percolation is relevant. Our numerical results for the exponents $`\nu `$, $`t`$, $`s`$, and $`\delta `$ are consistent with the assumption that this problem belongs to the same universality class as the usual 2D isotropic percolation problem, and confirm that $`\nu `$ is independent of anisotropy.
###### Acknowledgements.
We are grateful to Y. Kantor for providing us with the idea regarding the $`L`$ dependence of $`P_i`$ and the appropriate references. This work was supported in part by NSF Grant DMR97-31511, and by grants from the US-Israel Binational Science Foundation and the Israel Science Foundation.
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# A Survey of hard spectrum ROSAT sources 1: X–ray source catalogue
## 1 Introduction
Determining the origin of the extragalactic X–ray background (XRB) has been a major goal of X–ray astronomers for more than three decades since its discovery (Giacconi et al. 1962), and surveys of the soft X–ray sky with Rosat have succeeded in resolving $`80\%`$ of the 1-2 keV XRB into individual sources (Hasinger et al. 1998). For the brighter sources which produce $`40\%`$ of the XRB, X–ray spectroscopy and optical identification has been possible. The majority of these sources are active galactic nuclei (AGN) with broad emission lines, i.e. Seyfert 1 galaxies and QSOs. At the faintest fluxes probed, a population of narrow emission line galaxies (NELGs) has been detected (McHardy et al. 1998). It has been argued that many of these are also AGN, but with low luminosity or obscured broad line regions (Schmidt et al. 1998).
However, it is not possible to synthesise the entire XRB by extrapolating the observed source populations to faint fluxes, because the majority of the known sources have X–ray spectra which are softer than the background. This discrepancy is present for all energy bands between 0.5 and 40 keV, and the 0.5 - 2 keV band where the deepest surveys have taken place is no exception. The spectrum of the extragalactic background, as measured with past and current instruments between 1 and 10 keV, can be described by a power law $`F_\nu \nu ^\alpha `$ where $`\alpha =0.4\pm 0.1`$ (Chen, Fabian & Gendreau 1997, Miyaji et al 1998). The integrated spectrum of the broad line AGN detected in current 0.5 - 2 keV X–ray surveys is much softer, a power law with $`\alpha 1`$ (Mittaz et al. 1999, Ciliegi et al. 1994), while that of the faint 0.5 - 2 keV sources identified as NELGs is similar to the background: Romero-Colmenero et al. (1996) found $`\alpha =0.4\pm 0.1`$ and Almaini et al. (1996) $`\alpha =0.5\pm 0.1`$ for two independent X–ray selected NELG samples. The integrated spectrum of these two populations is softer than the spectrum of the X-ray background, hence much of the remaining background must be produced by sources with spectra which are harder than the mean spectra of currently identified NELGs and AGN. The composition of the hard source population has not yet been determined, although we might expect a significant overlap with the NELG population, because the fitted X–ray spectral slopes of individual NELGs show considerable scatter, and because faint optical galaxies make a significant fraction ($`3040\%`$) of the remaining unresolved X–ray background in deep PSPC images (Roche et al. 1995, Almaini et al. 1997, Newsam et al. 1999).
Current models for the synthesis of the X–ray background propose that a large proportion of the remaining background sources are obscured AGN. Such sources would be expected to have both lower fluxes and harder spectra than the current source populations. From X-ray spectroscopy of a large sample of sources from the ROSAT International X–ray Optical Survey (RIXOS, Mason et al. 2000), Mittaz et al. (1999) concluded that at faint ROSAT fluxes ($`<10^{14}`$ erg cm<sup>-2</sup> s<sup>-1</sup> ) $`13\%`$ of sources have spectra harder than that of the background, compared with only $`7\%`$ at brighter fluxes. This is probably the bright tail of the hard source population that must make a substantial contribution to the background at even fainter fluxes. These ROSAT detected hard sources should therefore provide us with a preview of the XRB producing population. As relatively bright examples, they are likely to be much easier to study at all wavelengths than their more numerous, but fainter, cousins.
This paper describes the survey of ROSAT PSPC pointed observations for examples of this faint, hard spectrum population and presents the catalogue of hard spectrum sources. Optical identification, spectroscopy and imaging of these sources are the subjects of companion papers. We describe the construction of the source catalogue and the ROSAT data reduction method in Section 2. The Monte Carlo simulations which were used to calculate the effective area of the survey and quantify the spectral selection effects are described in Section 4. The results of the simulations are taken into account in Section 5 to derive the characteristic X–ray spectral properties of the hard sources, their source counts, and their contribution to the 1 - 2 keV XRB. The source catalogue is also presented in this section. The implications of our findings are discussed in Section 6, and our conclusions are presented in Section 7.
## 2 Construction of the X–ray source catalogue
### 2.1 General description
The primary goal of the survey is to investigate the properties of extragalactic sources which have X–ray spectra harder than the extragalactic background emission, because such sources must exist in abundance at faint fluxes to resolve the spectral paradox. We chose to construct our source catalogue using archival ROSAT PSPC data. This was well suited to our purposes: the ROSAT PSPC has sufficient energy resolution to effectively discriminate hard from soft sources, while the excellent spatial resolution means we can expect to make unambiguous optical identifications for many of the hard sources.
### 2.2 Choice of ROSAT observations
The ROSAT PSPC fields were chosen according to the following preferences: high Galactic latitude, low Galactic $`N_H`$, long exposure time, observation targets which did not fill a large fraction of the field of view, and sky positions suitable for optical follow up. Only PSPC observations with the ‘open’ filter were used, and observations targeted on the Magellanic clouds were excluded. Some 188 PSPC datasets were searched for hard sources; a complete list of these observations is given in table 1.
For maximum reliability and reproducibility only REV2 processed data have been used. For consistency every PSPC dataset was reduced using the same sequence of operations which will now be described.
### 2.3 X–ray data reduction
Each PSPC dataset was first passed through the FTOOLS PCPICOR task to correct for PSPC spatial/temporal gain variations. The dataset was then converted to STARLINK ASTERIX format and reduced using the STARLINK ASTERIX package. The data were screened to remove times of poor attitude solution, high particle background, and high overall background countrate.
An image for source searching was then produced. We chose to use the central 20 arcminute radius region where the point spread function and sensitivity are best, and used only PI channels 19 - 201 so that ‘ghost imaging’ in channels below 19 would not degrade the positional resolution (Hasinger et al. 1993a, Snowdon et al. 1994). A mean background level was determined from relatively source free parts of the image, and the STARLINK PSS source searching routine was used to find sources more than 4$`\sigma `$ above this background.
Next, we proceeded using a method similar to that described in Mittaz et al. (1999) to derive the spectral parameters of the sources. Images were constructed in 3 X–ray energy bands: PI channels 11-41, 52-90 and 91-201. Source counts were extracted around each PSS source position in each of these 3 images. For most sources a 54 arcsecond radius source circle was used, corresponding to $`90\%`$ of the counts from a point source. For sources with one or more contaminating sources nearby, the source circles were reduced in size to be non-overlapping. The overall background estimate for each energy band was obtained by first masking out all the sources, and then flattening the image by dividing by an exposure map constructed with the same good time intervals as the screened data. The expected number of background counts in each source circle (in each energy band) was then obtained by dividing the counts in the background image by the unmasked background area, then multiplying by the area of the source circle and the value of the exposure map at the position of the source circle. Because the background count collecting area was much larger than any of the source circles, the statistical uncertainty on the predicted number of background counts in the source circle is small compared to the poisson shot noise on the number of source and background counts within the source circle.
### 2.4 Spectral fitting
To obtain a useful characterization of the X–ray spectrum of each source, a power law model ($`F_E=kE^\alpha `$) was fit to the 3 colour data. This model has two very useful properties for our study: it has only two free parameters (slope $`\alpha `$ and normalization k) leaving one degree of freedom when fitting the 3 colour data, and its shape can easily be compared to that of the extragalactic XRB which is well described by a power law model (see Section 3).
The fitting was performed using the method developed by Mittaz et al. (1999), which is based on the Cash statistic (Cash 1979), a maximum likelihood estimator appropriate for the Poisson regime. In this method, the best fit values for the parameters $`\alpha `$ and $`k`$ are obtained by minimising the quantity:
$$C^{}=2\underset{i=1}{\overset{3}{}}obs_ilog(pred_i)pred_i$$
(1)
where subscript $`i`$ denotes the X–ray energy band, $`obs_i`$ is the observed (source + background) counts within the source circle and $`pred_i`$ is the model predicted, (source + background) counts within the source circle, given by:
$$pred_i=PSF_i\times model_i(\alpha ,k,N_H)+b_i$$
(2)
$`PSF_i`$ is the fraction of the point spread function contained within the source circle for energy band $`i`$ calculated using the equations of Hasinger et al. (1994). $`model_i`$ is the model predicted source counts in energy band $`i`$ for a power law of slope $`\alpha `$, normalisation $`k`$, absorbed by Galactic $`N_H`$, obtained using the FTOOLS ‘nh’ program to interpolate the data of Dickey & Lockman (1990).
For each source a grid of $`\mathrm{\Delta }C^{}`$ was used to generate joint confidence intervals for the fit parameters $`\alpha `$ and $`k`$, exactly as $`\mathrm{\Delta }\chi ^2`$ is used to produce confidence intervals in standard $`\chi ^2`$ fitting. It was desirable to obtain from each two dimensional confidence region a one dimensional confidence interval in $`\alpha `$ for our spectral selection criterion, and a one dimensional confidence interval in broadband (0.5 - 2.0 keV) flux, the standard flux measure in ROSAT PSPC surveys. Because these confidence contours are non-symmetric in many cases, one dimensional marginalised errors for $`\alpha `$ were obtained by integrating the two dimensional probability distributions along the $`k`$ dimension (Loredo 1990 and references therein). Similarly, after transforming the probability distribution from ($`\alpha `$,$`k`$) space to ($`\alpha `$,Flux) marginalised errors on the Flux were obtained by integrating over the $`\alpha `$ dimension.
We refer the reader to Section 5 of Mittaz et al. (1999) for derivation of equations 1 and 2 and detailed discussion of the advantages of this method for fitting faint ROSAT source spectra. Our application of this method as a sample selection tool is discussed in Section 4.1.
### 2.5 Radial profile fitting
For each source detected by PSS in the channel 19-201 image, we constructed a radial profile with 5 arcsecond radial bins. We then fitted a model ROSAT PSPC point spread function appropriate for the source offaxis angle (Hasinger et al. 1993a) to the radial profile using $`\chi ^2`$ out to 1 arcminute. This was not used for selecting hard sources, but the value of the best fit $`\chi ^2/\nu `$ is a useful indicator as to whether a source is point-like, and is given in column 7 of Table 3 for each hard source.
## 3 Criteria for inclusion in the catalogue
A source with spectral slope $`\alpha _l^{+u}`$ is included in the sample if
$$\alpha +u<0.5$$
(3)
In other words, the spectral criterion by which a source merits inclusion in our hard source sample is to have the entire of its 68% best fit confidence interval in $`\alpha `$ harder than the slope of the extragalactic background, which we take to be $`\alpha =0.5`$.
A spectrum which satisfies this criterion would be expected to have a probability of $`\alpha <0.5`$ of at least 84%; in practive most of the sources included are harder than this at a much higher level of confidence. For each source we have calculated the probability that its spectrum is harder than $`\alpha =0.5`$ by integrating the marginalised one dimensional probability distribution in $`\alpha `$ up to $`\alpha =0.5`$. This probability is given for each source in column 16 of Table 3.
Finally, in order to produce an unbiased sample of hard sources we rejected any hard sources which are, or are related to, the target of the PSPC observation in which they were found. For example, a number of the observation targets were bright optical galaxies and hard sources found within these optical galaxies were rejected, because they are probably X-ray sources within the galaxies.
## 4 Monte Carlo simulations
### 4.1 Effective area of the survey
The hard source sample is not ‘flux limited’ in the usual style of X-ray surveys. Indeed, the use of our hard spectral selection criterion means that the probability of a source at a given flux and with a given spectrum being included in the sample depends on 1) Galactic $`N_H`$, 2) exposure time, 3) background intensity and spectrum, 4) local source density (which may affect the size of the source extraction circle), 5) offaxis angle and of course 6) the source spectrum. Because items 1 - 3 differ considerably between PSPC observations, while number 6 is different for every source, imposing meaningful flux limits is impossible.
Instead we have estimated the total effective area of the survey, as a function of flux and spectrum, using Monte Carlo simulations. First, we calculated the geometric area of each field excluding the area covered by the observation target (see Section 3). Then, for every field we simulated 3 colour spectra of 4000 sources, with predetermined values of flux and spectral slope. All the other inputs to the simulation were chosen to reflect the real survey as far as possible. Exposure time and Galactic $`N_H`$ were fixed at the values for the real PSPC field. Source offaxis angle was generated randomly. Each source was simulated with the background found in the real PSPC field and using the real exposure map. The source extraction circle size was taken to be that of the real source most similar in offaxis angle to the simulated source. These simulated 3 colour spectra were then fit with a power law model exactly as for the real sources, and tested with the spectral selection criterion given in Eq. 3. The fraction of simulated sources which pass this selection criterion is equivalent to the probability of a source in that field, with the input flux and spectral slope, being included in the hard survey. The effective area of the field, to sources of that flux and spectral slope, is therefore the fraction of simulated sources which pass Eq. 3 multiplied by the geometric area of the field. The total effective area of our survey is the sum of the effective areas of all the fields. Note that simulations for every field were included in the effective area calculation, including fields that did not contribute any real hard sources to the survey.
The simulations were performed with a grid of input fluxes and spectral slopes to produce the effective area curves for different spectral slopes given in Fig. 1. The simulations show for flux $`S>10^{14}`$ erg cm<sup>-2</sup> s<sup>-1</sup> the survey effective area for hard sources ($`\alpha =0.0`$, $`\alpha =0.5`$, or $`\alpha =1.0`$, solid lines in Fig. 1) is at least 10 times larger than the effective area for typical ($`\alpha =1.0`$) sources (dashed line in Fig. 1).
### 4.2 Recovery of source spectra and fluxes
Our spectral selection criterion will inevitably lead to some systematic bias between the actual and fitted fluxes and spectra of the sources which are selected. The simulations used to determine the effective area also allow us to investigate the relationship between sources’ intrinsic spectra and fluxes, and those obtained after the fitting and selection procedure. This is important for reconstructing the $`N(S)`$ relation and for inferring the spectra of the hard sources. In this section, and throughout the rest of the paper, we use $`F`$ to refer to the output fitted source flux, and $`S`$ to refer to a source’s input (intrinsic) flux, so the ratio of fitted to intrinsic flux is $`F/S`$.
The distributions of fitted spectral slopes and $`F/S`$ ratios of hard sources with input spectral slopes of $`\alpha =1`$ (solid histogram) and $`\alpha =0`$ (dashed histogram) are shown in Fig. 2. For $`S>2\times 10^{14}`$ erg cm<sup>-2</sup> s<sup>-1</sup> the input fluxes of the sources are well recovered ($`\pm 20\%`$) and the peaks of the distributions of output spectra are close to the input slopes. At fainter fluxes, the output fluxes are skewed to higher values than the input fluxes, and the distributions of output spectral slopes are almost indistinguishable, with almost all sources having a fitted $`\alpha `$ of $`<0`$.
Fig. 3 shows the distributions of $`F/S`$ and fitted spectra for marginally hard sources ($`\alpha =0.5`$, solid histograms) and ordinary sources ($`\alpha =1`$, dashed histogram) scattered into the hard survey by poisson noise (see Section 5.1). The simulated faint $`\alpha =1`$ sources which are scattered into the survey show a particularly strong skew towards larger $`F/S`$; this is unfortunate because it increases the expected contamination of the sample by ’normal’ sources (Section 5.1). At bright fluxes the $`\alpha =0.5`$ sources enter the survey with a softer distribution of slopes than either the hard sources ($`\alpha 0`$) or the scattered $`\alpha =1`$ sources. At faint fluxes ($`S10^{14}`$ erg cm<sup>-2</sup> s<sup>-1</sup>) the $`\alpha =0.5`$ sources and scattered $`\alpha =1`$ sources have distributions of fitted slope which are similar to each other and to those of harder sources. All these effects will be taken into account in Section 5.2 when we characterise the spectra of the real hard sources.
## 5 Results
The catalogue of 147 serendipitous ROSAT hard sources which comprise our hard source sample is presented in Table 3. Source names are based on the ROSAT positions derived from PSS and are given in column 1. Column 2 gives the name of the ROSAT observation in which the hard source was detected, and column 3 gives the PSPC exposure time after screening (Section 2.3). The offaxis angle of the source is given in column 4. The positional uncertainty of the X-ray source, as determined by PSS, is given in column 5, and the PSS significance of the source (number of sigmas above the background level) is given in column 6. As an indicator of whether or not the source is point-like, $`\chi ^2/\nu `$ (where $`\nu =11`$) from fitting the source radial profile with the PSPC point spread function (Section 2.5) is given in column 7. The size of the source circle used to extract the 3 colour spectrum (Section 2.3) is given in column 8. The numbers of counts within this radius for each of the 3 bands (channels 11-41, 52-90 and 91-201) are given in columns 9, 10 and 11 respectively, and the the predicted numbers of background counts for the same bands are given in columns 12, 13 and 14. The fitted spectral slope for the source and 68% uncertainty (Section 2.4) are given in column 15. The probability that the source has a spectrum harder than $`\alpha =0.5`$ (Section 3) is given in column 16, and the fitted 0.5 - 2.0 keV flux of the source, with 68% errors (Section 2.4) is given in column 17. Finally, column 18 contains a flag as to whether the source has a likely optical counterpart and will be used in subsequent papers about optical spectroscopy and imaging of the hard sources. ‘S’ means that the source is suitable for optical spectroscopy, while ‘I’ means that we consider the source only suitable for imaging follow up.
This sample represents the detection of a significant population of hard sources in ROSAT. Before we investigate their $`N(S)`$ relation, we will demonstrate that the contamination of the sample from non-hard sources is low, and determine an approximate characteristic spectral slope for the the hard source sample.
### 5.1 Contamination of the survey by non-hard sources
Although Fig. 1 shows that the survey is much more efficient at detecting hard sources than soft sources, the source population at the flux levels probed by ROSAT is dominated by sources which are softer than the background, with a mean spectrum of $`\alpha 1`$ (eg Branduardi-Raymont et al. 1994, Hasinger et al. 1993b). Inevitably, poisson noise will scatter some soft sources into the hard survey; this is why the effective area of the survey to $`\alpha =1.0`$ sources is non-zero. We constructed a ‘worst case’ estimate for the number of ordinary ($`\alpha 1`$) sources scattered into the hard source survey by multiplying the $`\alpha =1`$ effective area curve in Fig. 1 by the $`N(S)`$ relation of the entire X–ray source population (from Branduardi-Raymont et al 1994) and convolving with the $`\alpha =1`$ distribution of $`F/S`$ (see Section 4.2). The resultant predicted number of contaminant sources, as a function of flux, is compared to the actual source counts in Fig. 4. The predicted number of soft sources scattered into the survey reaches 19 (13% of the total) at the faint limit of our survey ($`10^{14}`$ erg cm<sup>-2</sup> s<sup>-1</sup>).
In reality we expect the number of ‘normal’ soft sources scattered into our survey to be considerably smaller than this because:
1) The total $`N(>S)`$ includes hard sources which are not a contaminant.
2) The majority of the sources at $`S>10^{14}`$ erg cm<sup>-2</sup> s<sup>-1</sup> are AGN, and the more than half of these are actually softer than $`\alpha =1`$ (eg see figure 7 of Mittaz et al. 1999) and so will be even more efficiently rejected by the spectral selection than the simulated $`\alpha =1`$ sources.
We therefore expect that the level of contamination of the hard source sample by normal soft sources is small, $`<13\%`$.
### 5.2 Characteristic X-ray spectral slope of the hard sources
The hard source survey has significant effective area to sources with almost any spectral slope $`\alpha 0.5`$, but just how hard the source spectra are has a considerable bearing on their contribution to the XRB, and the possible origins of their X-ray spectra. Many of the sources are faint, with fairly large uncertainties on the fitted $`\alpha `$, which will be biased by the spectral selection criterion (see Section 4.2). The sample probably contains objects with a range of spectra, but in this section we characterise our hard sample with a representative spectral slope. We determine this by looking for a value of intrinsic slope $`\alpha `$ which would give rise to the observed distribution of fitted spectral slopes in the hard source sample.
Once again, we use our Monte Carlo simulations described in Section 4.2. For each value of the input spectral slope $`\alpha `$, a distribution of fitted spectral slopes appropriate for the flux $`F`$ of each hard source in the sample, was constructed from the simulations. This was done by linearly interpolating between the distributions of fitted slopes at discrete simulated fluxes. A simulated distribution of fitted spectra appropriate for the sample as a whole (for each value of intrinsic $`\alpha `$) was then obtained by summing the simulated distributions for the individual hard sources.
To compare these simulated distributions of fitted spectral slopes with the real distribution, we used the Kolmogorov Smirnov (KS) test. The results of these comparisons are given in Table 2. The spectral slope which reproduces the distribution of fitted slopes best is $`\alpha =0`$; all the other values for $`\alpha `$ are rejected by the KS test with $`>99.99\%`$ confidence. Binned versions of the real distribution of spectral slopes and the intrinsic $`\alpha =0`$ simulated distribution are shown in Fig. 5. Our hard source sample as a whole is therefore best characterised by a spectral slope of $`\alpha 0`$; the sample is neither dominated by sources with similar spectra to that of the XRB ($`\alpha 0.5`$) nor by sources which are $`\mathrm{𝑒𝑥𝑡𝑟𝑒𝑚𝑒𝑙𝑦}`$ hard ($`\alpha 0.5`$).
### 5.3 Source counts
The hard sources $`N(S)`$ (sky density of sources per unit flux, at flux S) is the critical issue as to whether the population of ROSAT hard sources are likely to contribute significantly to the XRB, and the solution to the spectral paradox, at faint fluxes. To derive the hard source $`N(S)`$, we use the $`\alpha =0`$ effective area curve from Fig. 1, since we have already shown that $`\alpha =0`$ best typifies the source spectra (Section 5.2). A power law model fit to the $`N(S)`$ relation was obtained using the Murdoch, Crawford and Jauncey (1973) maximum likelihood method for sources with measurement uncertainty. This is appropriate because we know from our simulations that the fitted fluxes ($`F`$) of the sources deviate from the actual fluxes ($`S`$) by more than 20% (see the top panel of Fig. 2). The method works by convolving the model $`N(S)`$ with the error distribution of the sample, to produce a model probability distribution of observed fluxes $`P(F)`$; the fitting proceeds by adjusting the shape of $`N(S)`$, hence $`P(F)`$, to maximise the likelihood of obtaining the sample’s observed flux distribution.
The power law model $`N(S)`$ is defined as:
$$N(S)=KS^\gamma $$
within the interval $`S_{min}<S<S_{max}`$. This is transformed to the model probability density $`P(F)`$ that a source in the sample will have observed flux F by:
$$P(F)=\frac{_{S_{min}}^{S_{max}}P(FS)N(S)A(S)𝑑S}{_{F_{min}}^{F_{max}}_{S_{min}}^{S_{max}}P(FS)N(S)A(S)𝑑S𝑑F}$$
where $`P(FS)`$ is the probability density of observed flux $`F`$ given intrinsic flux $`S`$ and $`A(S)`$ is the effective area to sources of intrinsic flux $`S`$. $`P(FS)`$ and $`A(S)`$ were obtained from the Monte Carlo simulations. $`F_{min}<F<F_{max}`$ is the interval of observed flux in which the fitting was performed. To ensure that $`P(F)`$ is correctly determined close to $`F_{min}`$ and $`F_{max}`$, $`S_{min}`$ and $`S_{max}`$ were set to 50% and 200% of $`F_{min}`$ and $`F_{max}`$ respectively. We chose to fit the $`N(S)`$ with $`F_{min}=10^{14}`$ erg cm<sup>-2</sup> s<sup>-1</sup>, to minimise any contribution from sources fainter than the minimum flux of the effective area simulations, and $`F_{max}=2\times 10^{13}`$ erg cm<sup>-2</sup> s<sup>-1</sup>, above which the sample may be incomplete due to our exclusion of ROSAT observation targets. The fit was performed by varying $`\gamma `$ to maximise
$$P=\underset{i=1}{\overset{n}{}}P(F_i)$$
where n is the number of sources with flux $`F_i`$ with $`F_{min}<F_i<F_{max}`$. Estimates for the 68% and 95% uncertainty of $`\gamma `$ were obtained by finding values for $`\gamma `$ corresponding to $`\mathrm{\Delta }(2\mathrm{log}(P))`$ = 1 and 4 respectively. The normalisation $`K`$ was determined by setting the number of observed sources to the number predicted:
$$K=\frac{n}{_{F_min}^{F_max}_{S_min}^{S_max}P(FS)S^\gamma A(S)𝑑S𝑑F}$$
The best fit value of $`\gamma `$ is $`2.72\pm 0.12`$ ($`\pm 0.24`$ at 95%) with a normalisation $`K=32`$ ($`10^{14}`$ erg cm<sup>-2</sup> s<sup>-1</sup>)$`{}_{}{}^{(\gamma 1)}\mathrm{deg}_{}^{2}`$. The best fit model is shown in Fig. 6 along with the uncertainty bowtie corresponding to the 95% maximum likelihood fitting errors as well as a 95% normalisation error based on the number of sources in the sample. For reference, Fig. 6 also shows a crude $`N(>S)`$ for the hard sources obtained by
$$N(>S)\underset{i=1}{\overset{n}{}}1/A(F_i)(F_i>S)$$
(dots) as well as the best fit model $`N(>S)`$ for the overall source population (dashed line, from Branduardi-Raymont et al. 1994).
The best fit hard source $`N(S)`$ slope is steeper than the Euclidean value of $`\gamma =2.5`$ and the model normalisation translates to $`N(>10^{14}`$ erg cm<sup>-2</sup> s<sup>-1</sup>$`)=19`$ deg<sup>-2</sup>. The hard sources are therefore a significant component ($`>10\%`$) of the $`S>10^{14}`$ erg cm<sup>-2</sup> s<sup>-1</sup> 0.5 - 2 keV population.
### 5.4 Contribution to the 1-2 keV XRB
We have estimated the hard sources contribution to the 1-2 keV XRB, $`I_{12}`$ from the fitted power law $`N(S)`$ from Section 5.3 assuming a spectral slope of $`\alpha =0`$ (see Section 5.2).
$$I_{12}=\frac{2K(S_{min}^{(2\gamma )}S_{max}^{(2\gamma )})}{3(2\gamma )}$$
where $`K`$ and $`\gamma `$ are the normalisation and slope of the $`N(S)`$ as defined in Section 5.3 and $`S_{min}`$ and $`S_{max}`$ denote the 0.5 - 2 keV flux range of hard sources considered. We have assumed $`S_{max}=10^{11}`$ erg cm<sup>-2</sup> s<sup>-1</sup>.
For $`S_{min}=10^{14}`$ erg cm<sup>-2</sup> s<sup>-1</sup> (0.5 - 2 keV) the hard sources are responsible for a 1 - 2 keV intensity of $`I_{12}=1.0_{0.2}^{+0.3}\times 10^9`$ erg s<sup>-1</sup> cm<sup>-2</sup> sr<sup>-1</sup> (95% errors). Assuming the 1 - 2 keV XRB intensity is $`1.45\times 10^8`$ erg s<sup>-1</sup> cm<sup>-2</sup> sr<sup>-1</sup>, from the joint ASCA ROSAT spectral fits of Chen, Fabian & Gendreau (1997) and Mijayi et al. (1998), the hard sources contribute $`7\pm 2\%`$ of the 1 - 2 keV background. Extrapolating the hard source $`N(S)`$ relation to $`S=10^{15}`$ erg cm<sup>-2</sup> s<sup>-1</sup> (0.5 \- 2 keV), they would produce an intensity of $`I_{12}=5.1_{2.5}^{+5.1}\times 10^9`$ erg s<sup>-1</sup> cm<sup>-2</sup> sr<sup>-1</sup>, or $`35_{16}^{+36}\%`$ of the background. The hard sources therefore have the potential to be major contributors to the XRB at faint fluxes.
## 6 Discussion
With the construction of our hard source catalogue, we have isolated a population of sources which have hard spectra ($`\alpha 0`$), have a steep $`N(S)`$, and are numerous enough to make up $`15\%`$ of sources with $`S>10^{14}`$ erg cm<sup>-2</sup> s<sup>-1</sup>. The total $`N(S)`$ of all sources in the 0.5 - 2 keV band has already flattened off to a sub-Euclidean slope by $`10^{14}`$ erg cm<sup>-2</sup> s<sup>-1</sup> (Branduardi-Raymont et al. 1994, Hasinger et al. 1993). Extrapolating the hard source $`N(S)`$ shown in Fig. 6 to fainter fluxes, the hard source contribution increases to around 40% of all the sources between 0.5 and 1 $`\times 10^{14}`$ erg cm<sup>-2</sup> s<sup>-1</sup>. This provides a very simple explanation for the hardening of the mean ROSAT source spectrum towards faint fluxes found by Mittaz et al. (1999), Vikhlinin et al. (1995) and Hasinger et al. (1993b).
The results presented here also offer a consistent picture of the source populations found in the ROSAT band and at higher energy. A long standing discrepancy has been the excess source counts in the 2-10 keV band compared to those in the 0.5-2 keV band (Warwick & Stewart 1989, Butcher et al. 1997). From the ASCA Large Sky Survey and ASCA Medium-Sensitivity Survey, Ueda et al. (1999a) and (1999b) recently showed that in the 0.7-7 keV energy range, sources with spectra harder than $`\alpha =0.7`$ have a steeper $`N(S)`$ than softer spectrum sources. These harder sources make a small contribution to the source counts at very bright fluxes ($`<20\%`$ at $`>10^{12}`$ erg cm<sup>-2</sup> s<sup>-1</sup>) but because of their steep $`N(S)`$ are almost as numerous as the soft sources at $`S<10^{13}`$ erg cm<sup>-2</sup> s<sup>-1</sup> (0.7-7 keV). Although the hard sources found in the 2-10 keV band have average energy spectra of $`\alpha 0.50.6`$ (Ueda et al. 1999a, 1999b), softer than the ROSAT hard source spectra, they play a similar role in hardening the average source spectrum at faint fluxes.
The ASCA hard sources become significant at much brighter fluxes than the ROSAT hard sources. This is to be expected because hard spectrum sources contribute to higher energy source counts at brighter fluxes than soft sources; eg a source with $`\alpha =0`$ is more than four times brighter in the 2-10 keV band than an $`\alpha =1`$ source with the same 0.5 - 2 keV flux. Extrapolating the ROSAT hard source counts assuming $`\alpha =0`$ results in $`5`$ sources deg<sup>-2</sup> at $`10^{13}`$ erg cm<sup>-2</sup> s<sup>-1</sup>(2 - 10 keV). The sky density of 2 - 10 keV sources at this flux level is between 10 and 20 deg<sup>-2</sup> (Ueda et al. 1999a, 1999b, Georgantopoulos et al. 1998, Inoue et al. 1996). This means that the hard ROSAT population found by our survey could be a significant contributor to the 2 - 10 keV source counts, and that the ROSAT hard source population could constitute a large fraction of the ASCA hard sources as well. This hypothesis is supported by Ueda et al. (1999a and 1999b) finding that $`80\%`$ of the ASCA sources detected in 2 - 10 keV are also detected in 0.7 - 2 keV, which implies that the population of hard ASCA sources should be found in the ROSAT band as well.
## 7 Conclusions
We have performed a survey of 188 ROSAT fields for sources with hard spectra ($`\alpha <0.5`$), and present a serendipitous catalogue of 147 such hard sources. We have applied our spectral selection criterion to Monte Carlo simulations to calculate the effective area of our survey as a function of source flux and spectral slope. The Monte Carlo simulations have also been used to estimate biases in fitted flux and spectral slope resulting from the hard spectral selection. The effective area of the survey is at least 10 times greater for hard sources than for ‘normal’ $`\alpha 1`$ sources for 0.5 - 2 keV source flux $`S>10^{14}`$ erg cm<sup>-2</sup> s<sup>-1</sup>. Convolving the overall $`N(S)`$ of 0.5 - 2 keV sources with the selection function of our survey, we show that the level of contamination of the sample by normal $`\alpha 1`$ sources is small ($`15\%`$). The distribution of hard sources fitted spectral slopes implies that a typical source in our sample has a spectral slope $`\alpha 0`$. The hard sources have a steep $`N(S)`$ relation ($`dN/dSS^\gamma `$ with a best fit value of $`\gamma =2.72\pm 0.12`$) and make up about 15% of all 0.5 - 2 keV sources with $`S>10^{14}`$ erg cm<sup>-2</sup> s<sup>-1</sup>. If their $`N(S)`$ continues to fainter fluxes, the hard sources will comprise $`40\%`$ of sources with $`5\times 10^{15}`$ erg cm<sup>-2</sup> s<sup>-1</sup>$`<S<`$ $`10^{14}`$ erg cm<sup>-2</sup> s<sup>-1</sup>. The increased contribution of hard sources to the faint ROSAT population can therefore account for the harder average spectra of ROSAT sources with $`S<10^{14}`$ erg cm<sup>-2</sup> s<sup>-1</sup>. The ROSAT hard source sample is probably the bright tail of the population that contributes much of the soft (and perhaps hard) X-ray background at faint fluxes. The ROSAT hard sources are probably a subset of the hard source population now detected in higher energy ASCA observations.
## 8 Acknowledgments
FJC thanks the DGES for partial financial support, under project PB95-0122. This research has made use of data obtained from the Leicester Database and Archive Service at the Department of Physics and Astronomy, Leicester University, UK. This research has also made use of the NASA/IPAC Extragalactic Database (NED) which is operated by the Jet Propulsion Laboratory, California Institute of Technology, under contract with the National Aeronautics and Space Administration. We thank Dr Andrew Phillips for constructing the MSSL ‘Beowulf’ parallel computer which was invaluable for our Monte Carlo simulations.
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# Signature for local Mixmaster dynamics in 𝑈(1) symmetric cosmologies e-mail: berger@oakland.edu, vincent.moncrief@yale.edu
## I Introduction
In the 1960’s, Belinskii, Khalatnikov, and Lifshitz (BKL) developed a formalism to analyze the approach to the singularity in spatially inhomogneous cosmologies . They argued that, while one can construct, over any short time interval, a local Kasner solution , this type of solution cannot be maintained indefinitely since terms inconsistent with it cannot remain subdominant. Rather, the generic solution will behave as a spatially homogeneous Mixmaster cosmology at every spatial point. For a long time, this analysis remained controversial, primarily due to its non-rigorous nature.
Recently, in a series of papers , we and our collaborators have used an analytic method, simpler than but not unrelated to that of BKL, along with detailed numerical simulations to provide strong support for the BKL picture. In addition, our methods have clarified how Einstein’s equations control the approach to the singularity. The essence of our method of consistent potentials (MCP) developed originally by Grubis̆ić and Moncrief is to solve the velocity term dominated (VTD) equations obtained by neglecting all terms containing spatial derivatives in Einstein’s equations. We then substitute the asymptotic form of the VTD solution (with spatially dependent parameters) into the neglected terms. If these terms are all exponentially small, the VTD solution is consistent. This in turn supports a conjecture that the approach to the singularity is asymptotically VTD (AVTD) — i.e., at almost every spatial point, the full solution comes arbitrarily close to a VTD solution as the singularity is approached . On the other hand, if one or more of the neglected terms grows exponentially, then the VTD solution is inconsistent so that the conjectured behavior is not AVTD. If two or more previously neglected terms will alternately always grow for any range of VTD solution parameters, then the MCP predicts that the solution will be oscillatory and the oscillations will persist forever. If there exists a range of parameter values consistent with a VTD solution almost everywhere, the prediction is that oscillations will persist only until the parameters are driven into the consistent range . For the MCP to predict the correct behavior, the only dynamically significant time dependences, sufficiently close to the singularity, must be the linear ones from the VTD solutions which appear in the arguments of the exponential potentials. Perhaps surprisingly then, the MCP predictions have been verified by numerical simulation of the full Einstein equations in all models we have studied so far .
The previous discussion of the application of the MCP makes no appeal to an invariant description of the system. One then wonders whether or how this picture depends on the choice of variables and of spacetime slicing. There is also an issue of the nature of oscillatory behavior observed in spatially inhomogeneous cosmologies . The BKL claim is that these models should evolve as a vacuum Bianchi type IX (Mixmaster) universe at every spatial point. In the MCP applied to the minisuperspace (MSS) picture of vacuum, homogeneous Bianchi type IX models, the VTD is the Kasner solution. This solution is inconsistent with maintaining exponential smallness of the three exponential wall terms in the MSS potential — leading to the usual infinite sequence of bounces off a closed triangular potential . However, we found that vacuum $`U(1)`$ symmetric cosmologies on $`T^3\times R`$ exhibit oscillations between two potentials (rather than three) at every spatial point . At the time, we did not know if these represented “true” Mixmaster oscillations or something else.
In this paper, we shall describe spatially homogeneous Bianchi type IX universes on $`S^3\times R`$ as $`U(1)`$ symmetric cosmologies with the same topology by rewriting the Bianchi type IX spatial metric in a coordinate frame . The objective of this exercise is to see how the standard Mixmaster oscillations are described in the $`U(1)`$ variables used in our previous studies. We find that the relationship between the MSS and $`U(1)`$ descriptions of the Mixmaster universe is not trivial. In the coordinate representation of the Bianchi type IX homogeneous space, one of the Killing vectors is still manifest and is taken to play the role of the spatial $`U(1)`$ symmetry. The norm of that Killing vector is the key variable in our previous description of generic, spatially inhomogeneous $`U(1)`$ models. Here we find its behavior to be dominated by the largest logarithmic scale factor (LSF) of the standard BKL description. The bounces off one of the $`U(1)`$ potentials occur when the time derivative of the dominant LSF changes sign. This is what happens in the standard MSS picture in a bounce off any of the three potential walls. The other $`U(1)`$ potential causes a bounce when one LSF loses its dominant place to another in the MSS picture. This correspondance will be discussed extensively in this paper.
Although numerical analysis of inhomogeneous $`U(1)`$ symmetric cosmologies revealed only the two types of bounces described above, our study of the $`U(1)`$-MSS correspondance for the Mixmaster universe demonstrates that a third type of bounce can occur — at the end of a BKL era — when the monotonically decreasing smallest LSF starts increasing and overtakes the middle one. This yields a qualitative prediction — not yet observed numerically — which can distinguish between local Mixmaster dynamics and other oscillatory behavior.
In Section II, we shall review the MSS picture and, in Section III, the $`U(1)`$ variables. Note that in this paper, we shall often use “$`U(1)`$” to refer to properties of the $`U(1)`$ symmetric cosmologies. The correspondance between the $`U(1)`$ models and the Mixmaster models will be discussed in Section IV with the implications of the correspondance given in Section V. Conclusions will be drawn in Section VI.
## II The MSS picture of Mixmaster dynamics
A vacuum, diagonal Bianchi type IX Mixmaster cosmology is described by the metric
$$ds^2=A^2B^2C^2d\tau ^2+A^2(\sigma ^1)^2+B^2(\sigma ^2)^2+C^2(\sigma ^3)^2$$
(1)
where the scale factors $`A`$, $`B`$, and $`C`$ are functions of $`\tau `$ only and
$$d\sigma ^i=\frac{1}{2}\epsilon _{jk}^i\sigma ^j\sigma ^k.$$
(2)
It is often convenient to define the LSF’s $`\alpha `$, $`\zeta `$, and $`\gamma `$ by
$$A=e^\alpha ,B=e^\zeta ,C=e^\gamma .$$
(3)
The $`SU(2)`$ symmetry (2) may be realized in a coordinate frame by
$`\sigma ^1`$ $`=`$ $`\mathrm{cos}\varphi d\theta +\mathrm{sin}\theta \mathrm{sin}\varphi d\psi ,`$ (4)
$`\sigma ^2`$ $`=`$ $`\mathrm{sin}\varphi d\theta +\mathrm{cos}\varphi \mathrm{sin}\theta d\psi ,`$ (5)
$`\sigma ^3`$ $`=`$ $`d\varphi +\mathrm{cos}\theta d\psi `$ (6)
on $`S^3`$. The choice of time coordinate
$$Nd\tau =ABCd\tau =dt,$$
(7)
where $`t`$ is comoving proper time, is that used by BKL.
An alternate, but equivalent description, was given by Misner in terms of the MSS variables $`\mathrm{\Omega }`$, the logarithmic volume, and $`\beta _\pm `$, the anisotropic shears, where
$`\alpha `$ $`=`$ $`\mathrm{\Omega }2\beta _+,`$ (8)
$`\zeta `$ $`=`$ $`\mathrm{\Omega }+\beta _++\sqrt{3}\beta _{},`$ (9)
$`\gamma `$ $`=`$ $`\mathrm{\Omega }+\beta _+\sqrt{3}\beta _{}.`$ (10)
This variable choice conveniently allows Einstein’s equations to be obtained by variation of the superhamiltonian
$$_{S^3}NH=_{S^3}\frac{N}{\sqrt{g}}\left[\left(\pi ^{ij}\pi _{ij}\frac{1}{2}\pi ^2\right)g{}_{}{}^{3}R\right]$$
(11)
where $`g`$ is the determinant of the spatial metric $`g_{ij}`$ with conjugate momenta $`\pi ^{ij}`$ while $`{}_{}{}^{3}R`$ is the scalar curvature of $`g_{ij}`$ and $`H=0`$ is the Hamiltonian constraint. With $`p_\mathrm{\Omega }`$, $`p_\pm `$ canonically conjugate to $`\mathrm{\Omega }`$, $`\beta _\pm `$ respectively, and the time coordinate choice $`N=\sqrt{g}/\mathrm{sin}\theta `$, Eq. (11) becomes
$$2H=0=p_\mathrm{\Omega }^2+p_+^2+p_{}^2+V_{IX}(\beta _\pm ,\mathrm{\Omega })$$
(12)
for the MSS potential
$$V_{IX}=e^{4\alpha }+e^{4\zeta }+e^{4\gamma }2e^{2(\alpha +\zeta )}2e^{2(\zeta +\gamma )}2e^{2(\gamma +\alpha )}.$$
(13)
When $`V_{IX}`$ is exponentially small, the metric is locally (neglecting the topology) the Kasner solution. Generically, in the evolution toward the singularity, one of the first three terms on the right hand side of Eq. (13) — the one associated with the largest LSF — will grow. A “bounce” off the exponential potential will change the sign of the time derivative of the dominant LSF changing one Kasner solution into another. Conservation of momentum in the bounce was first used by BKL to relate the two asymptotic Kasner solutions. In terms of the LSF’s, Einstein’s evolution equations for the Mixmaster model are (for overdot indicating $`d/d\tau `$)
$`\ddot{\alpha }`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left[\left(e^{2\zeta }e^{2\gamma }\right)^2e^{4\alpha }\right],`$ (14)
$`\ddot{\zeta }`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left[\left(e^{2\gamma }e^{2\alpha }\right)^2e^{4\zeta }\right],`$ (15)
$`\ddot{\gamma }`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left[\left(e^{2\alpha }e^{2\zeta }\right)^2e^{4\gamma }\right].`$ (16)
If the initial Kasner solution is characterized by a given $`\{\dot{\alpha },\dot{\zeta },\dot{\gamma }\}`$ and the dominant potential term is $`e^{4\alpha }`$, then from Eqs. (14) the final asymptotic Kasner solution with $`\{\dot{\alpha }^{},\dot{\zeta }^{},\dot{\gamma }^{}\}`$ will have $`\dot{\alpha }^{}=\dot{\alpha }`$, $`\dot{\zeta }^{}=\dot{\zeta }+2\dot{\alpha }`$, $`\dot{\gamma }^{}=\dot{\gamma }+2\dot{\alpha }`$. Various schemes exist to encode this information . If, initially, $`\dot{\alpha }>\dot{\zeta }>\dot{\gamma }`$, then initially $`\dot{\alpha }>0`$ while $`\dot{\zeta }<0`$, $`\dot{\gamma }<0`$ since the (collapsing) Kasner solution generically has only one expanding direction. This means that $`\alpha `$ increases while the others decrease. After a typical bounce, the above bounce rules yield $`\dot{\alpha }^{}<0`$, $`\dot{\zeta }^{}>0`$ while $`\dot{\gamma }`$ has increased but is still negative. In subsequent bounces, $`\alpha `$ and $`\zeta `$ will continue to oscillate while $`\gamma `$ decreases monotonically but with ever decreasing $`|\dot{\gamma }|`$. (Each Kasner regime between the bounces is called an epoch.) Eventually, $`\dot{\gamma }`$ will change sign. This is called the end of an era. If $`\dot{\alpha }>\dot{\zeta }>\dot{\gamma }`$ prior to this era ending bounce, we find that, asymptotically, $`\dot{\gamma }^{}>\dot{\zeta }^{}>\dot{\alpha }^{}`$ after the bounce. Subsequently, $`\zeta `$ and $`\gamma `$ oscillate while $`\alpha `$ decreases monotonically. This sequence of eras apparently persists indefinitely. Part of a typical Mixmaster evolution is shown in Fig. 1.
## III $`U(1)`$ symmetric cosmologies on $`S^3\times R`$
$`U(1)`$ symmetric cosmologies on $`S^3\times R`$ are described by the metric
$$ds^2=e^{2\phi }\{\stackrel{~}{N}^2d\tau ^2+\stackrel{~}{g}_{ab}(dx^a+\stackrel{~}{N}^ad\tau )(dx^b+\stackrel{~}{N}^bd\tau )\}+e^{2\phi }(d\psi +\mathrm{cos}\theta d\varphi +\beta _adx^a+\beta _0d\tau )^2$$
(17)
where the symmetry direction is $`\psi `$, and the other spatial directions are $`\{x^a\}=\{\theta ,\varphi \}`$. The metric variables are assumed to be functions of $`\theta `$, $`\varphi `$, and $`\tau `$. The norm of the Killing field is $`e^\phi `$, $`\beta _a`$ are the “twists”, $`e^{2\mathrm{\Lambda }}`$ is the determinant of the 2-metric $`\stackrel{~}{g}_{ab}=e^\mathrm{\Lambda }e_{ab}`$ and $`e_{ab}`$ is parametrized by $`x`$ and $`z`$ via
$$e_{ab}=\frac{1}{2}\left[\begin{array}{cc}e^{2z}+e^{2z}(1+x)^2& e^{2z}+e^{2z}(x^21)\\ e^{2z}+e^{2z}(x^21)& e^{2z}+e^{2z}(1x)^2\end{array}\right].$$
(18)
Note that the metric $`(\text{17})`$ differs from that for $`T^3`$ spatial topology given in . It is convenient to make a canonical transformation from the twists and their conjugate momenta $`e^a`$ to the twist potential $`\omega `$ and its conjugate momentum $`r`$. It is also convenient to define the spacetime slicing by zero shift and lapse $`\stackrel{~}{N}\mathrm{sin}\theta =\sqrt{\stackrel{~}{g}}=e^\mathrm{\Lambda }`$ where $`\stackrel{~}{g}`$ is the determinant of the 2-metric $`\stackrel{~}{g}_{ab}`$. Einstein’s equations are found by variation of
$`H`$ $`=`$ $`{\displaystyle _{S^3}}`$ (19)
$`=`$ $`{\displaystyle _{S^3}}{\displaystyle \frac{1}{\mathrm{sin}\theta }}[({\displaystyle \frac{1}{8}}p_z^2+{\displaystyle \frac{1}{2}}e^{4z}p_x^2+{\displaystyle \frac{1}{8}}p^2+{\displaystyle \frac{1}{2}}e^{4\phi }r^2{\displaystyle \frac{1}{2}}p_\mathrm{\Lambda }^2)`$ (22)
$`+\{\left(e^\mathrm{\Lambda }e^{ab}\right),_{ab}\left(e^\mathrm{\Lambda }e^{ab}\right),_a\mathrm{\Lambda },_b+e^\mathrm{\Lambda }[\left(e^{2z}\right),_ux,_v\left(e^{2z}\right),_vx,_u]`$
$`+2e^\mathrm{\Lambda }e^{ab}\phi ,_a\phi ,_b+{\displaystyle \frac{1}{2}}e^\mathrm{\Lambda }e^{4\phi }e^{ab}\omega ,_a\omega ,_b\}]`$
where $`=0`$ is the Hamiltonian constraint and the overall trigonometric factor comes from $`N/\sqrt{g}`$.
An excellent approximation to the behavior seen in numerical simulations of these models (albeit on $`T^3`$ rather than $`S^3`$) is that at each spatial point a Kasner-like phase characterized by
$`\phi `$ $`=`$ $`v_\phi \tau ,p=4v_\phi ,z=v_z\tau ,`$ (23)
$`p_z`$ $`=`$ $`4v_z,\mathrm{\Lambda }=v_\mathrm{\Lambda }\tau ,p_\mathrm{\Lambda }=v_\mathrm{\Lambda },`$ (24)
$`\omega `$ $`=`$ $`\omega _0,r=r_0,x=x_0,p_x=p_x^0`$ (25)
(where $`v_\phi `$, $`v_z`$, $`v_\mathrm{\Lambda }`$, $`\omega _0`$, $`r_0`$, $`x_0`$, and $`p_x^0`$ are functions of $`\theta `$ and $`\varphi `$ but independent of $`\tau `$) is followed by a “bounce” off one of the three potentials
$`V_1`$ $`=`$ $`{\displaystyle \frac{1}{2}}r^2e^{4\phi },`$ (26)
$`V_2`$ $`=`$ $`{\displaystyle \frac{1}{2}}e^\mathrm{\Lambda }e^{4\phi }e^{ab}\omega ,_a\omega ,_b,`$ (27)
$`V_3`$ $`=`$ $`{\displaystyle \frac{1}{2}}p_x^2e^{4z}.`$ (28)
In Eqs. (26), the potentials are defined to be identical to those in . (It is possible to incorporate the prefactor $`N/\sqrt{g}`$ from Eq. (19) into the potentials. However, this factor depends on topology. In Section V we shall see that only the (subdominant) logarithm of this factor would appear in the variables of interest and would not affect the qualitative behavior.) If one assumes incident and final asymptotic solutions of the form (23) at a given spatial point and that $`r`$, $`\omega `$, $`x`$, and $`p_x`$ are constant in time through the bounce, the remaining momenta $`p`$, $`p_z`$, and $`p_\mathrm{\Lambda }`$ at that point will change during a bounce off one of the potentials according to the following rules:
(1) For a bounce off $`V_1`$, $`pp`$ with the other momenta conserved.
(2) For a bounce off $`V_2`$,
$`p`$ $``$ $`pp_z2p_\mathrm{\Lambda },`$ (29)
$`p_z`$ $``$ $`{\displaystyle \frac{1}{2}}(2p+p_z2p_\mathrm{\Lambda }),`$ (30)
$`p_\mathrm{\Lambda }`$ $``$ $`{\displaystyle \frac{1}{4}}(2p+p_z+6p_\mathrm{\Lambda }).`$ (31)
These rules are obtained by recognizing that, for $`z`$ large and negative, $`e^{ab}`$ is dominated by $`e^{2z}`$ so that $`V_2Ke^{\mathrm{\Lambda }2z4\phi }`$ where $`K`$ is approximately constant in time. Then $`\mathrm{\Lambda }2z4\phi `$ defines the direction (in a local MSS) in which the conjugate momentum changes sign during a bounce with momenta in the plane orthogonal to that direction conserved.
(3) For a bounce off $`V_3`$, $`p_zp_z`$ with the other momenta conserved.
(4) In all cases, the momenta must satisfy an asymptotic form of the Hamiltonian constraint (19) given by
$$_{lim}=\frac{1}{2}p_\mathrm{\Lambda }^2+\frac{1}{8}p^2+\frac{1}{8}p_z^2=0.$$
(32)
Eq. (32) is obtained from Eq. (19) by assuming that all terms containing exponential potentials are exponentially small.
In numerical simulations performed so far , the dominant local behavior is oscillation of $`\phi `$ due to bounces off $`V_1`$ and $`V_2`$. A bounce off $`V_3`$ has been seen only if $`p_z>0`$ initially. Note that the rule (29) for a bounce off $`V_2`$ becomes $`pp`$ if $`|p/p_z|<<1`$ implying $`p_z2p_\mathrm{\Lambda }`$ (from Eq. (32)). Our simulations provide strong support for BKL’s claim that the approach to the singularity in generic cosmological spacetimes is oscillatory. The remaining question then is whether or not this oscillatory behavior represents local Mixmaster dynamics.
## IV The Mixmaster universe as a $`U(1)`$ symmetric cosmology
By writing the Mixmaster metric (1) (denoted $`g^{IX}`$ in this section) in the coordinate frame on $`S^3`$ given by Eq. (4) and comparing it to the $`U(1)`$ metric (17) (denoted $`g^U`$ in this section), each $`U(1)`$ variable $`\phi `$, $`z`$, $`\mathrm{\Lambda }`$, $`\omega `$, or $`x`$ and its conjugate momentum may be expressed in terms of the BKL scale factors $`A`$, $`B`$, and $`C`$ and their time derivatives. The explicit Killing direction $`\psi `$ will be identified with the $`U(1)`$ symmetry direction $`x^3`$ so that $`e^{2\phi }=g_{\psi \psi }^{IX}`$ or
$$e^{2\phi }=A^2\mathrm{sin}^2\theta \mathrm{sin}^2\varphi +B^2\mathrm{sin}^2\theta \mathrm{cos}^2\varphi +C^2\mathrm{cos}^2\theta .$$
(33)
The twists $`\beta _\theta `$ and $`\beta _\varphi `$ in $`g^U`$ are determined from $`e^{2\phi }\beta _\theta =g_{\theta \psi }^{IX}`$ and $`e^{2\phi }(\beta _\varphi +\mathrm{cos}\theta )=g_{\varphi \psi }^{IX}`$ so that
$`\beta _\theta `$ $`=`$ $`{\displaystyle \frac{(A^2B^2)\mathrm{cos}\varphi \mathrm{sin}\theta \mathrm{sin}\varphi }{C^2\mathrm{cos}^2\theta +\mathrm{sin}^2\theta (B^2\mathrm{cos}^2\varphi +A^2\mathrm{sin}^2\varphi )}},`$ (34)
$`\beta _\varphi `$ $`=`$ $`{\displaystyle \frac{C^2\mathrm{cos}\theta }{C^2\mathrm{cos}^2\theta +\mathrm{sin}^2\theta (B^2\mathrm{cos}^2\varphi +A^2\mathrm{sin}^2\varphi )}}\mathrm{cos}\theta .`$ (35)
Then the $`U(1)`$ model 2-metric (here denoted as $`\stackrel{~}{g}_{ab}=e^\mathrm{\Lambda }e_{ab}`$) is found from
$`g_{\theta \theta }^{IX}`$ $`=`$ $`e^{2\phi }\stackrel{~}{g}_{\theta \theta }+e^{2\phi }\beta _\theta ^2,`$ (36)
$`g_{\theta \varphi }^{IX}`$ $`=`$ $`e^{2\phi }\stackrel{~}{g}_{\theta \varphi }+e^{2\phi }\beta _\theta (\beta _\varphi +\mathrm{cos}\theta ),`$ (37)
$`g_{\varphi \varphi }^{IX}`$ $`=`$ $`e^{2\phi }\stackrel{~}{g}_{\varphi \varphi }+e^{2\phi }(\beta _\varphi +\mathrm{cos}\theta )^2.`$ (38)
Comparison of Eqs. (1) and (17) with Eqs. (33) and (34), computation of the determinant of $`\stackrel{~}{g}`$, and the expression of $`e_{ab}`$ in terms of $`x`$ and $`z`$ (see Eq. (18)) leads to
$$e^\mathrm{\Lambda }=ABC\mathrm{sin}\theta \sqrt{C^2\mathrm{cos}^2\theta +\mathrm{sin}^2\theta (B^2\mathrm{cos}^2\varphi +A^2\mathrm{sin}^2\varphi )},$$
(39)
$$e^{2z}=\frac{4ABC\mathrm{sin}\theta \sqrt{C^2\mathrm{cos}^2\theta +\mathrm{sin}^2\theta (B^2\mathrm{cos}^2\varphi +A^2\mathrm{sin}^2\varphi )}}{A^2B^2+A^2C^2+B^2C^2A^2B^2\mathrm{cos}(2\theta )+(A^2B^2)C^2\mathrm{cos}[2(\theta \varphi )]},$$
(40)
$$x=\frac{A^2B^2+[B^2C^2+A^2(C^2B^2)]\mathrm{cos}(2\theta )+(A^2B^2)C^2\mathrm{cos}(2\varphi )}{A^2B^2+A^2C^2+B^2C^2A^2B^2\mathrm{cos}(2\theta )+(A^2B^2)C^2\mathrm{cos}[2(\theta \varphi )]}.$$
(41)
We note that
$$\sqrt{\stackrel{~}{g}}=e^\mathrm{\Lambda }=ABC\mathrm{sin}\theta e^\phi .$$
(42)
Our gauge condition in (modified for $`S^3`$) is $`\stackrel{~}{N}=e^\mathrm{\Lambda }/\mathrm{sin}\theta `$. But this is the “2-dimensional lapse.” The 3-dimensional lapse is $`N=\stackrel{~}{N}e^\phi `$ so that
$$N=ABC$$
(43)
which is just the usual BKL lapse condition . This means that the time variable $`\tau `$ chosen in $`U(1)`$ models is the same as the usual BKL time $`\tau `$.
It is now necessary to consider the canonical transformation which replaces $`\beta _a`$ and its conjugate momentum $`e^a`$ subject to the constraint
$$e^a,_a=0$$
(44)
by $`\omega `$ and its canonically conjugate momentum $`r`$ where
$$e^a=\epsilon ^{ab}\omega ,_b$$
(45)
for $`\epsilon ^{ab}=\epsilon ^{ba}`$. In these variables, $`e^a`$ may be found from the Einstein equation for the time derivative of $`\beta _a`$ :
$$e^a=\frac{\sqrt{\stackrel{~}{g}}}{\stackrel{~}{N}}e^{4\phi }\stackrel{~}{g}^{ab}\beta _b,_\tau .$$
(46)
We find
$`e^\theta `$ $`=`$ $`{\displaystyle \frac{2\mathrm{sin}^2\theta }{N}}(BC\dot{A}\mathrm{sin}\varphi \mathrm{cos}\varphi AC\dot{B}\mathrm{sin}\varphi \mathrm{cos}\varphi )=\omega ,_\varphi ,`$ (47)
$`e^\varphi `$ $`=`$ $`{\displaystyle \frac{2\mathrm{sin}\theta \mathrm{cos}\theta }{N}}(AB\dot{C}BC\dot{A}\mathrm{sin}^2\varphi AC\dot{B}\mathrm{cos}^2\varphi )=\omega ,_\theta `$ (48)
to give
$$\omega =\frac{\mathrm{sin}^2\theta }{N}(AB\dot{C}+BC\dot{A}\mathrm{sin}^2\varphi +AC\dot{B}\mathrm{cos}^2\varphi )+k(\tau )$$
(49)
where $`k(\tau )`$ is an as yet undertermined function of time.
The momentum conjugate to $`\omega `$ is defined by an integrability condition so that
$`r`$ $`=`$ $`\beta _\theta ,_\varphi \beta _\varphi ,_\theta +\mathrm{sin}\theta `$ (50)
$`=`$ $`e^{4\phi }\{(A^2B^2)\mathrm{sin}^3\theta (B^2\mathrm{cos}^2\varphi A^2\mathrm{sin}^2\varphi )`$ (52)
$`+C^2\mathrm{sin}\theta [A^2+B^2C^2+\mathrm{sin}^2\theta (C^2A^2\mathrm{cos}^2\varphi B^2\mathrm{sin}^2\varphi )]\}.`$
It is easily checked that $`_{S^2}r=4\pi `$ as is required. From the $`U(1)`$ symmetric model Hamiltonian (19), we obtain
$$\omega ,_\tau =re^{4\phi }\frac{\stackrel{~}{N}}{\sqrt{\stackrel{~}{g}}}$$
(53)
so that
$$k(\tau )=\left(\frac{\dot{A}}{A}+\frac{\dot{B}}{B}\right)+k_0$$
(54)
where $`k_0`$ is a constant.
The other momenta — $`p`$, $`p_z`$, $`p_\mathrm{\Lambda }`$, $`p_x`$ — may also be found from the equations of motion — for $`\phi ,_\tau `$, $`z,_\tau `$, $`\mathrm{\Lambda },_\tau `$, $`x,_\tau `$ respectively and are given for completeness in the Appendix.
Given all the variables, it becomes a simple matter to construct all the terms in the $`U(1)`$ Hamiltonian (19). In particular, we shall consider
$`V_1`$ $`=`$ $`{\displaystyle \frac{1}{2}}r^2e^{4\phi }`$ (55)
$`=`$ $`\{(A^2B^2)\mathrm{sin}^3\theta (B^2\mathrm{cos}^2\varphi A^2\mathrm{sin}^2\varphi )`$ (58)
$`+C^2\mathrm{sin}\theta [A^2+B^2C^2+\mathrm{sin}^2\theta (C^2A^2\mathrm{cos}^2\varphi B^2\mathrm{sin}^2\varphi )]\}^2`$
$`/\left[2\left(C^2\mathrm{cos}^2\theta +B^2\mathrm{cos}^2\varphi \mathrm{sin}^2\theta +A^2\mathrm{sin}^2\varphi \mathrm{sin}^2\theta \right)\right]^2,`$
$`V_2`$ $`=`$ $`{\displaystyle \frac{1}{2}}e^{\mathrm{\Lambda }4\phi }e^{ab}\omega ,_a\omega ,_b`$ (59)
$`=`$ $`\mathrm{sin}^3\theta \{[A^2B^2\mathrm{sin}^2\theta +C^2\mathrm{cos}^2\theta (A^2\mathrm{cos}^2\varphi +B^2\mathrm{sin}^2\varphi )]\mathrm{sin}^2(2\varphi )(B\dot{A}A\dot{B})^2`$ (63)
$`+4\mathrm{cos}^2\theta \left(B^2\mathrm{cos}^2\varphi +A^2\mathrm{sin}^2\varphi \right)\left[AC\dot{B}\mathrm{cos}^2\varphi +B\left(C\dot{A}\mathrm{sin}^2\varphi A\dot{C}\right)\right]^2`$
$`+4(A^2B^2)C\mathrm{cos}^2\theta \mathrm{cos}\varphi \mathrm{sin}\varphi \mathrm{sin}(2\varphi )(A\dot{B}B\dot{A})[AC\dot{B}\mathrm{cos}^2\varphi `$
$`+B(A\dot{C}C\dot{A}\mathrm{sin}^2\varphi )]\}/\{2A^2B^2[C^2\mathrm{cos}^2\theta +\mathrm{sin}^2\theta (B^2\mathrm{cos}^2\varphi +A^2\mathrm{sin}^2\varphi )]^2\},`$
$`V_3`$ $`=`$ $`{\displaystyle \frac{1}{2}}p_x^2e^{4z}`$ (64)
$`=`$ $`2\mathrm{sin}^2\theta \{AC\mathrm{cos}(\theta \varphi )[C^2\mathrm{cos}\theta \mathrm{sin}(\theta \varphi )+A^2\mathrm{sin}^2\theta \mathrm{sin}\varphi ]\dot{B}`$ (68)
$`+B^3\mathrm{cos}\varphi \mathrm{sin}^2\theta \mathrm{sin}(\theta \varphi )(C\dot{A}A\dot{C})+B\mathrm{cos}(\theta \varphi )[C^3\dot{A}\mathrm{cos}\theta \mathrm{sin}(\theta \varphi )`$
$`A^3\dot{C}\mathrm{sin}^2\theta \mathrm{sin}\varphi ]\}^2/\{\{A^2[C^2\mathrm{cos}^2(\theta \varphi )+B^2\mathrm{sin}^2\theta ]`$
$`+B^2C^2\mathrm{sin}^2(\theta \varphi )\}^2[C^2\mathrm{cos}^2\theta +\mathrm{sin}^2\theta (B^2\mathrm{cos}^2\varphi +A^2\mathrm{sin}^2\varphi )]\},`$
and the factor
$$f=e^{\mathrm{\Lambda }2z}=\frac{1}{2}\left\{A^2\left[C^2\mathrm{cos}^2(\theta \varphi )+B^2\mathrm{sin}^2\theta \right]+B^2C^2\mathrm{sin}^2(\theta \varphi )\right\}.$$
(69)
## V Significance of the Mixmaster-$`U(1)`$ Correspondance
As was described in , the key to the dynamics of the $`U(1)`$ models is the behavior of the variable $`\phi `$. In the approach to the singularity, one BKL scale factor always dominates. The nature of Mixmaster dynamics is that a bounce occurs when one scale factor is $`1`$ (with the corresponding LSF $`0`$). The other scale factors are $`<<1`$ with the corresponding LSF’s large and negative. We shall thus refer to scale factors and functions thereof as “order unity” ($`1`$) or “exponentially small” ($`<<1`$). During the Kasner epochs (away from the bounces), all the scale factors are exponentially small. Assume that during a Kasner epoch $`A>B>C`$ and define $`b=B/A`$, $`c=C/A`$, and $`\stackrel{~}{c}=C/B`$ so that $`b`$, $`c`$, and $`\stackrel{~}{c}`$ are $`<1`$. The following discussion can be changed to reflect any other ordering of the scale factors by performing the appropriate permutation while keeping in mind that different scale factors will be associated with different $`(\theta ,\varphi )`$ dependences. From Eq. (33), we see that $`\phi `$ is dominated by the largest LSF. For our chosen ordering,
$$\phi =\alpha +\frac{1}{2}\mathrm{ln}\left[\mathrm{sin}^2\theta \mathrm{sin}^2\varphi +b^2\left(\mathrm{sin}^2\theta \mathrm{cos}^2\varphi +\stackrel{~}{c}^2\mathrm{cos}^2\theta \right)\right].$$
(70)
Since the (ersatz) spatial dependence appears in the logarithm, the spatially homogeneous behavior dominates at any particular spatial point. Note also that if $`b`$ and $`\stackrel{~}{c}`$ are exponentially small,
$$\phi \alpha +\frac{1}{2}\mathrm{ln}(\mathrm{sin}^2\theta \mathrm{sin}^2\varphi )\alpha $$
(71)
at a generic spatial point. Figure 2 shows a superposition of $`\phi `$ constructed from Eq. (33) on the same graph as Fig. 1. The scale factors are obtained from a numerical simulation of the Mixmaster ODE’s . Note that $`\phi `$ changes sign in two ways. If $`\phi ,_\tau >0`$ ($`v_\phi <0`$), $`\phi `$ will “bounce” when the scale factor which dominates it bounces. This is the usual Mixmaster bounce. However, $`\phi ,_\tau `$ also changes sign, after the usual bounce, when the now-increasing scale factor ($`B`$ in our case) becomes as large as the decreasing dominant scale factor ($`A`$ in our case). Evaluating $`V_1`$ from Eq. (55) when $`A>B>C`$, we find, for $`b`$, $`c`$, and $`\stackrel{~}{c}`$ exponentially small, that
$$\mathrm{ln}V_14\alpha +\frac{1}{2}\mathrm{ln}(\mathrm{sin}^2\theta ),$$
(72)
i.e. bounces off $`V_1`$ correspond to the usual Mixmaster bounces. This is not surprising since $`V_1`$ comes from terms in the spatial scalar curvature. (It appears in the “kinetic” part of the Hamiltonian constraint because the canonical transformation $`(e^a,\beta _a)(r,\omega )`$ interchanges momentum and configuration variables.)
If we assume the Kasner time dependence—$`\dot{A}=k_AA`$, $`\dot{B}=k_BB`$, and $`\dot{C}=k_CC`$ (recalling that $`\dot{}=d/d\tau `$ while the Kasner solution is $`A=A_0e^{k_A\tau }`$, for $`k_A`$ a constant, etc.), we find in evaluating $`V_2`$ from Eq. (59) that the dominant scale factor $`A`$ does not appear so that (for $`\stackrel{~}{c}`$ exponentially small),
$$\mathrm{ln}V_22(\zeta \alpha )+\mathrm{ln}\frac{(k_Ak_B)^2\mathrm{sin}^2\theta \mathrm{sin}^2(2\varphi )}{2(\mathrm{sin}^2\varphi +b^2\mathrm{cos}^2\varphi )}$$
(73)
implying that $`V_2`$ is exponentially small unless $`b=e^{\zeta \alpha }`$ is order unity rather than exponentially small. But $`b=1`$ corresponds to the change in the dominant scale factor from $`A`$ to $`B`$ as $`A`$ decreases while $`B`$ increases after the standard Mixmaster bounce. Thus bounces off $`V_2`$ in terms of the $`U(1)`$ variables correspond to the change in the identity of the dominant scale factor as seen in the behavior of $`\phi `$ in Fig. 2. Figure 3 illustrates the interplay among $`V_1`$, $`V_2`$, and $`\phi `$ which is very similar to that seen in generic $`U(1)`$ models (see Figs. 2–5 in ).
An effect not mentioned in our previous studies of generic $`U(1)`$ models appears when we consider the variable $`z`$. For $`A>B>C`$, and $`b`$ and $`c`$ exponentially small but $`\stackrel{~}{c}`$ not necessarily $`<<1`$, we find from Eq. (40) that
$$z\gamma \zeta +\mathrm{ln}\frac{\mathrm{sin}^2\theta |\mathrm{sin}\varphi |}{\mathrm{sin}^2\theta +\stackrel{~}{c}^2\mathrm{cos}^2(\theta \varphi )}$$
(74)
—i.e. $`z`$ decreases monotonically (is dominated by the most negative LSF) unless the era ends and $`C`$ grows to be as large as $`B`$ so that $`\stackrel{~}{c}1`$. The behavior of $`z`$ is shown in Fig. 4 for the same simulation as in the other figures. Figure 5 shows $`\alpha `$, $`\zeta `$, $`\gamma `$, and $`z`$ in the region of a bounce which changes the sign of $`v_z`$. The bounce rules (29) imply that such a sign change is possible if $`v_\phi >v_z/2+v_\mathrm{\Lambda }/4`$. Of course, $`v_z<0`$ will eventually cause a bounce off $`V_3`$.
This rise of $`z`$, qualitatively indicating the end of a Mixmaster era, has not been observed in previously published simulations of $`U(1)`$ models . However, in Fig. 6a of , it is seen that $`v_z`$ changes during bounces off $`V_2`$. It is also seen that the magnitude of $`v_z`$ decreases at such bounces just as in Fig. 4. Presumably, if the simulations could be followed to larger $`\tau `$, $`z`$ would eventually begin to increase as $`v_z`$ changes sign. Fig. 6a of also shows $`\mathrm{\Lambda }`$ decreasing monotonically with decreasing magnitude of the slope $`v_\mathrm{\Lambda }`$. The bounce rules (29) do not permit the sign of $`v_\mathrm{\Lambda }`$ to change since Eq. (32) may be used to show that $`6p_\mathrm{\Lambda }+2p+p_z`$ is always $`>0`$.
In , it was argued that all terms in $``$ (from Eq. (19)) containing spatial derivatives, except for $`V_2`$, were proportional to $`f=e^{\mathrm{\Lambda }2z}`$. If $`A>B>C`$ in a Mixmaster model, $`f\frac{1}{2}A^4\left[c^2\mathrm{cos}^2(\theta \varphi )+b^2\mathrm{sin}^2\theta +b^2c^2\mathrm{sin}^2(\theta \varphi )\right]`$ which is always exponentially small since $`A1`$ and $`b,c<<1`$. Of course, $`e^\mathrm{\Lambda }=A^4bc\mathrm{sin}\theta \sqrt{c^2\mathrm{cos}^2\theta +\mathrm{sin}^2\theta (b^2\mathrm{cos}^2\varphi +\mathrm{sin}^2\varphi )}`$ which is always exponentially small. Thus, we have shown that all the observed generic $`U(1)`$ behavior described in is characteristic of Mixmaster behavior expressed in $`U(1)`$ variables.
In order for this to be correct, we also expect the remaining variables $`\omega `$ and $`x`$ and all the momenta to be of order unity at all times so that, generically, they may be regarded as approximately constant in time. This assumption underlies the MCP. We find that $`\omega `$ is independent of the scale factors with
$$\omega =k_Ak_B+\mathrm{sin}^2\theta (k_C+k_B\mathrm{cos}^2\varphi +k_A\mathrm{sin}^2\varphi ).$$
(75)
We consider the approximate forms of the remaining variables for the case $`A>B>C`$ with $`b`$, $`c`$, and $`\stackrel{~}{c}`$ exponentially small. We find
$`x1,p4k_A\mathrm{sin}\theta ,p_z2(k_Ck_B)\mathrm{sin}\theta ,`$ (76)
$`p_\mathrm{\Lambda }(2k_A+k_B+k_C)\mathrm{sin}\theta ,r{\displaystyle \frac{1}{\mathrm{sin}\theta \mathrm{sin}^2\varphi }},p_x{\displaystyle \frac{(k_Bk_C)\mathrm{cos}(\theta \varphi )}{\mathrm{sin}\varphi }}.`$ (77)
## VI Conclusions
Describing a Mixmaster universe as a $`U(1)`$ symmetric cosmology has yielded significant insight into the observed behavior of generic $`U(1)`$ models. The oscillations in $`\phi `$ observed in the generic models are precisely what would be expected from local Mixmaster dynamics. Perhaps of greater interest, a new effect—the signature for the end of an era as seen in the rise of $`z`$—has been predicted. Observation of this effect in longer running simulations of generic $`U(1)`$ models or in models with an era change at some spatial point early in the simulation would provide strong evidence that the observed oscillations are indeed due to local Mixmaster dynamics. Because the rise in $`z`$ is expected to be dramatic, any numerical uncertainties (see the discussion of numerics in ) should be irrelevant. Simulations to look for this effect are in progress.
One question which remains in our larger program to analyze the approach to the singularity is the dependence of the MCP picture and our interpretation of the results on our choice of spacetime slicing and variables. While the $`U(1)`$ description of a Bianchi type IX Mixmaster model uses the same slicing so that no conclusions may be drawn on that issue, we clearly have two completely different descriptions of the same Mixmaster model. Both descriptions are characterized by intermittent Kasner (or VTD) behavior with bounces off exponential potentials changing one Kasner solution into another. However, the three traditional BKL LSF’s are replaced in the $`U(1)`$ description by a single variable $`\phi `$ whose oscillations follow the change from one Kasner epoch to the next. The $`U(1)`$ variable $`z`$ clearly signals an era change—which is not obvious when following the usual BKL LSF’s. In the study of generic collapse, we conjecture that, in any convenient variables which allow detection of local VTD behavior, the MCP will predict correctly whether or not the model is AVTD. In addition, it should also be possible to identify local Mixmaster dynamics through the comparison of the departures from AVTD behavior with the description of a homogeneous Mixmaster universe in the same variables.
## Appendix
Using the evolutions equations for the $`U(1)`$ variables, we find the corresponding momenta to be
$$p=4\mathrm{sin}\theta \frac{A\mathrm{sin}^2(\theta )\mathrm{sin}^2(\varphi )\dot{A}+B\mathrm{cos}^2(\varphi )\mathrm{sin}^2(\theta )\dot{B}+C\mathrm{cos}^2(\theta )\dot{C}}{C^2\mathrm{cos}^2(\theta )+\mathrm{sin}^2(\theta )\left(B^2\mathrm{cos}^2(\varphi )+A^2\mathrm{sin}^2(\varphi )\right)},$$
(78)
$`p_z`$ $`=`$ $`\{\{2\mathrm{sin}\theta [(B^2\mathrm{sin}^2\theta \mathrm{cos}^2\varphi +C^2\mathrm{cos}^2\theta )(A^2B^2+A^2C^2B^2C^2`$ (89)
$`A^2B^2\mathrm{cos}(2\theta )+(A^2+B^2)C^2\mathrm{cos}[2(\theta \varphi )])`$
$`4A^2B^2C^2\mathrm{sin}^2\theta \mathrm{sin}^2(\theta \varphi )\mathrm{sin}^2\varphi ]\}{\displaystyle \frac{\dot{A}}{A}}`$
$`+\{2\mathrm{sin}\theta [(C^2\mathrm{cos}^2\theta +A^2\mathrm{sin}^2\theta \mathrm{sin}^2\varphi )(A^2B^2+A^2C^2B^2C^2`$
$`+A^2B^2\mathrm{cos}(2\theta )+(A^2+B^2)C^2\mathrm{cos}[2(\theta \varphi )])`$
$`+4A^2B^2C^2\mathrm{sin}^2\theta \mathrm{cos}^2(\theta \varphi )\mathrm{cos}^2\varphi ]\}{\displaystyle \frac{\dot{B}}{B}}`$
$`+\{8A^2B^2C^2\mathrm{cos}^2\theta +(A^2B^2+A^2C^2+B^2C^2+A^2B^2\mathrm{cos}(2\theta )`$
$`+(A^2B^2)C^2\mathrm{cos}[2(\theta \varphi )]\left)\right[A^2B^2`$
$`+(A^2B^2)\mathrm{cos}(2\varphi )]\}\mathrm{sin}^3\theta {\displaystyle \frac{\dot{C}}{C}}\}/\{[A^2B^2+A^2C^2+B^2C^2`$
$`A^2B^2\mathrm{cos}(2\theta )+(A^2B^2)C^2\mathrm{cos}[2(\theta \varphi )][C^2\mathrm{cos}^2\theta `$
$`+\mathrm{sin}^2\theta (B^2\mathrm{cos}^2\varphi +A^2\mathrm{sin}^2\varphi )]\},`$
$`p_x`$ $`=`$ $`\mathrm{sin}\theta \{\mathrm{csc}\theta [AC\mathrm{cos}(\theta \varphi )(C^2\mathrm{cos}\theta \mathrm{sin}(\theta \varphi )`$ (93)
$`+A^2\mathrm{sin}^2\theta \mathrm{sin}\varphi )\dot{B}+B^3\mathrm{cos}\varphi \mathrm{sin}^2\theta \mathrm{sin}(\theta \varphi )(C\dot{A}A\dot{C})`$
$`+B\mathrm{cos}(\theta \varphi )(C^3\mathrm{cos}\theta \mathrm{sin}(\theta \varphi )\dot{A}A^3\mathrm{sin}^2\theta \mathrm{sin}\varphi \dot{C})]\}`$
$`/\left\{ABC\left[C^2\mathrm{cos}^2\theta +\mathrm{sin}^2\theta \left(B^2\mathrm{cos}^2\varphi +A^2\mathrm{sin}^2\varphi \right)\right]\right\},`$
$`p_\mathrm{\Lambda }`$ $`=`$ $`\mathrm{sin}\theta [2AB^2C\mathrm{cos}^2\varphi \mathrm{sin}^2\theta \dot{B}+AC(C^2\mathrm{cos}^2\theta `$ (97)
$`+A^2\mathrm{sin}^2\theta \mathrm{sin}^2\varphi )\dot{B}+B^3\mathrm{cos}^2\varphi \mathrm{sin}^2\theta (C\dot{A}+A\dot{C})+B(C^3\mathrm{cos}^2\theta \dot{A}`$
$`+2A^2C\mathrm{sin}^2\theta \mathrm{sin}^2\varphi \dot{A}+2AC^2\mathrm{cos}^2\theta \dot{C}+A^3\mathrm{sin}^2\theta \mathrm{sin}^2\varphi \dot{C})]`$
$`/\left\{ABC\left[C^2\mathrm{cos}^2\theta +\mathrm{sin}^2\theta \left(B^2\mathrm{cos}^2\varphi +A^2\mathrm{sin}^2\varphi \right)\right]\right\}.`$
## Acknowledgments
We would like to thank the Institute for Theoretical Physics at the University of California / Santa Barbara for hospitality. BKB would like to thank the Institute for Geophysics and Planetary Physics of Lawrence Livermore National Laboratory and the Max Planck Institut für Gravitationsphysik for hospitality. This work was supported in part by National Science Foundation Grants PHY9732629, PHY9800103, PHY9973666, and PHY9407194. Some of the computations discussed here were performed at the National Center for Supercomputing Applications at the University of Illinois.
## Figure Captions
Figure 1. The LSF’s for a portion of a typical Mixmaster trajectory. Note that, prior to $`|\mathrm{\Omega }|2`$, $`\alpha `$ and $`\gamma `$ oscillate while $`\zeta `$ decreases monotonically. This “era” ends when $`\zeta `$ starts to increase. Now $`\gamma `$ decreases monotonically while $`\alpha `$ and $`\zeta `$ oscillate. It is clear that another era has ended (but off the scale) near $`|\mathrm{\Omega }|3.5`$ since $`\gamma `$ is seen to oscillate again.
Figure 2. The $`U(1)`$ symmetric model variable $`\phi `$ superposed on the Mixmaster trajectory segment of Fig. 1. It is clear that $`\phi `$ always tracks the largest LSF and that $`\phi ,_\tau `$ changes sign both at the original “bounces” of the LSF’s and when a different scale factor becomes the largest.
Figure 3. The $`U(1)`$ symmetric model variable $`\phi `$ and potentials $`V_1`$ and $`V_2`$ for part of the Mixmaster trajectory segment of Fig. 1.
Figure 4. The $`U(1)`$ symmetric model variable $`z`$ superposed on the Mixmaster trajectory segment of Fig. 1. Note that $`z`$ decreases monotonically except at the end of an era when it increases.
Figure 5. Details of the rise of $`z`$ in Fig. 4. (a) A standard LSF bounce (in $`\zeta `$) causes $`z,_\tau `$ to become more negative. This is a bounce off $`V_1`$. (b) The next bounce in $`\phi `$, off $`V_2`$ occurs when $`\alpha =\zeta `$ and causes $`z,_\tau `$ to become positive. (c) The next bounce (in $`\alpha `$) causes $`z,_\tau `$ to increase. (d) $`z`$ reaches a maximum when the now increasing smallest LSF $`\gamma `$ equals the middle one $`\zeta `$.
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# Directed Percolation has Colors and Flavors
## I Introduction
Nonequilibrium processes, their stationary states and their phase transitions have been of considerable interest in natural science as well as in medicine and sociology for many years. Here we are interested in processes that can be modelled by growth and decay of populations with spatially local interaction rules. The transition between survival and extinction of a population is a nonequilibrium continuous phase transition phenomenon and is characterized by universal scaling laws. It is well known that also for systems far from equilibrium the concept of universality classes with respect to their critical properties in the vicinity of a continuous phase transition is applicable. For the description of transitions in systems that show active and absorbing inactive states, percolation models play an outstanding role. Some years ago it was conjectured that Markovian growth models with one-component order parameters displaying a transition into an absorbing state in the absence of any special conservation law generically belong to the universality class of directed percolation (DP). Besides DP this universality class includes e.g. Reggeon field theory (RFT) , the contact process , certain cellular automata and some catalysis models (for a recent review of DP processes see ).
Despite the fact that a large variety of different models belong to the DP universality class, there is still no experiment where the critical behavior of DP was seen . In a recent paper , Hinrichsen compares suggested experiments and discusses possible reasons why the observation of DP critical exponents is obscured or even impossible. One of these reasons might be that the basic feature of the DP class, the existence of an absorbing state, is quite difficult to realize in nature. Small fluctuations will always affect this state and may be strong enough to soften the transition like a small particle source, which works as an external field . Another reason might be the influence of spatial quenched disorder which is abundant in reality. We have shown that in contrast to equilibrium systems, the critical scaling properties of DP processes are not only altered by frozen randomness, but fully destroyed.
For the analytic description of universal behavior near a critical nonequilibrium transition, it is often useful to model the universality class by mesoscopic stochastic processes involving the order parameter and other relevant fields. In case of the DP class a representation by the Langevin equation for the time-development of the particle density, the Gribov process (the stochastic version of the so-called Schlögl model ), is appropriate. The name Gribov process was coined by Grassberger who showed that RFT is a Markov process in disguise rather than a quantum theory . On the level of a formulation of stochastic processes by means of path integrals, there is superficially no difference between RFT and the Gribov process. However RFT uses creation and annihilation operators for particles as the principal fields in contrast to the particle density and its conjugate response field in the Gribov process. Microscopically the RFT-description of DP starts with special reactions between diffusing individuals on a given $`d`$-dimensional lattice such as birth: $`XX+X`$, competition: $`X+XX`$, and death: $`X0`$. These reactions are represented by a master equation that is mapped onto a second-quantized bosonic operator representation, which is in turn mapped onto a bosonic field theory using the continuum limit . At the critical point the rates of birth and death have to balance to yield a vanishing overall production of individuals. But this condition leads to strong local correlations and the microstates of the system consist typically of clusters of individuals embedded in the vacuum . Thus, a fluctuating density description for the Gribov process is appropriate on a mesoscopic level. Note that the replacement of the spontaneous single particle death reaction by a two particle reaction $`X+X0`$ leads to strong anticorrelations because now the birth rate itself has to vanish at the critical point. In this case, the microstates consist of separated lonely wanderers that only sporadically interact and no clustering of individuals sets in. For such problems of branching and annihilating random walks one is forced to use the creation-annihilation operator formulation and a naive stochastic density description for the fundamental field would lead to wrong results. As a general rule: one can show that branching processes lead to positive correlations and annihilation processes to anticorrelations with the exception of spontaneous decay, which does not generate any correlations. Thus, nonvanishing branching and spontaneous decay are needed to yield positive correlations together with the possibility of a vanishing overall production of particles at the critical point. In such cases a mesoscopic density description is correct.
Instead of considering only one species of particles as is usually done for processes belonging to the DP class, it is of interest to introduce processes with several interacting species as for instance in mathematical biology , which are also of relevance for a special model of surface growth . It is the purpose of this paper to describe the detailed field-theoretic investigation based on renormalization group methods of such colored and flavored directed percolation processes (MDP) realized by the Gribov process for several species. We group different colored species in the same flavor class, if they have equal transport properties.
In the next chapter we introduce the model and define its renormalization and the one-loop calculation in the third chapter. In chapter IV, we present the general renormalization group analysis and find the asymptotic scaling behavior to one-loop order. In chapter V, we include the two-loop results of the appendices and show the crossover to unidirectionality of the couplings between the different species. In chapter VI, we present our considerations on symmetries and the general fixed point properties of the model. We show that the permutation symmetry of a multicolored process is spontaneously broken. A brief account of this work has been presented in . In addition, in chapter VII, we will show that the universal multicritical features of a recently introduced model of unidirectional coupled directed percolation processes (UCDP) by Täuber et al. , which contains an additional linear coupling between the species, is completely described by the MDP class. In the last chapter we discuss the results and give an application to biomathematics. Three appendices present technical details, e.g. the $`\epsilon `$-expansion of the DP-exponents, known for a long time, but as yet unpublished.
## II The model
The mesoscopic description of the dynamics of physical systems is based on a correct choice of the complete set of fundamental slowly-developing fields. In general these are the order parameter densities and the densities of conserved quantities. The multispecies processes under consideration are completely described by the particle densities $`n(𝐱,t)=(n_1(𝐱,t),n_2(𝐱,t),\mathrm{})`$ of the percolating colored and flavored individuals. We assume that there does not exist any conservation law.
Next one has to find out the general form of the stochastic equations of motions of the fundamental fields as timelocal (Markovian) Langevin equations. These Langevin equations have to respect symmetries and general principles characterizing the universality class under consideration. The MDP-class is characterized by the following four principles:
1. Errorfree self-reproduction (“birth”) and spontaneous annihilation (“death”) of individuals. The rates for birth and death may be different for each color.
2. Interaction between the individuals (“competition”, “saturation”) with color-dependent couplings.
3. Diffusion (“motion”, “spreading”) of the individuals in a $`d`$-dimensional space with flavor-depending transport coefficients.
4. The states with at least one extinct color are absorbing.
In the language of chemistry, the MDP may be realized microscopically by an autocatalytic reaction scheme of the form $`X_\alpha 2X_\alpha `$, $`X_\alpha 0`$, $`X_\alpha +X_\beta kX_\alpha +lX_\beta `$, where the last reaction subsumes the interactions of individuals with colors $`\alpha `$, $`\beta ,`$ and $`k,l`$ may be the integers $`0,1`$. A description in terms of particle densities typically arises from a coarse-graining procedure where a large number of microscopic degrees of freedom are averaged out. The influence of these is simply modelled by Gaussian noise-terms in the Langevin equation which however have to respect the absorbing state condition. The stochastic reaction-diffusion equations for the particle densities in accordance with the four principles given above are of the form
$$_tn_a(𝐱,t)=\lambda _\alpha ^2n_\alpha (𝐱,t)+R_\alpha (n(𝐱,t))n_\alpha (𝐱,t)+\zeta _\alpha (𝐱,t),$$
(1)
where the first term on the right hand side models the (diffusive) motion, and the $`R_\alpha `$ are the overall reproduction rates of the particles with color $`\alpha `$. These deterministic terms are constructed proportional to $`n_\alpha `$ in order to ensure the existence of an absorbing state for each species. Near the absorbing transition the particle densities $`n`$ are small quantities. Expanding the rates $`R_\alpha `$ in powers of $`n`$ results in
$$R_\alpha (n)=\lambda _\alpha \left(\tau _\alpha +\frac{1}{2}\underset{\beta }{}g_{\alpha \beta }n_\beta +\mathrm{}\right).$$
(2)
The Gaussian noises $`\zeta _\alpha (𝐫,t)`$ must also respect the absorbing state condition, whence
$`\zeta _\alpha (𝐱,t)\zeta _\beta (𝐱^{},t^{})`$ $`=`$ $`2D_{\alpha \beta }(n(𝐱,t))\delta (𝐱𝐱^{})\delta (tt^{})+\mathrm{}`$ (3)
$`=`$ $`\lambda _\alpha g_\alpha \delta _{\alpha ,\beta }n_\alpha (𝐱,t)\delta (𝐱𝐱^{})\delta (tt^{})+\mathrm{}.`$ (4)
Subleading terms in the expansions (2,4) as well as additional terms with derivatives of the spatial $`\delta `$-function in the first line of Eq. (4) are not displayed. It can be shown that they are irrelevant in the renormalization group sense as long as the stability condition $`_{\alpha ,\beta }\lambda _\alpha g_{\alpha \beta }n_\alpha n_\beta 0`$ for all $`n_\alpha 0`$ is fulfilled. The breakdown of this condition signals the occurrence of a discontinuous transition to compact growth and the appearance of tricritical phenomena at the border between first and second order transitions. Such a behavior is expected in microscopic models based on more complicated particle reactions . The “temperature” variables $`\tau _\alpha `$ measure the difference of the rates of death and birth of the color $`\alpha `$. Thus the temperatures may be positive ore negative. We are interested in the case where all $`\tau _\alpha 0`$ (up to fluctuation corrections) which defines the multicritical region. Under these conditions all the species live on the border of extinction.
The next step is a mean field investigation of homogeneous steady state solutions of the equations of motion. Neglecting all fluctuations in Eq. (1) and using the expansion (2) up to first order in $`n,`$ we find easily that all $`M_\alpha :=n_\alpha (𝐱,t)_{steadystate}=0`$ as long as all $`\tau _\alpha >0`$, meaning the vacuum is absorbing for each color. As soon as some of the temperatures become negative, stationary solutions with $`M_\alpha >0`$ emerge, satisfying the corresponding equations $`_\beta g_{\alpha \beta }M_\beta =2\tau _\alpha `$. Thus, in general a multitude of hypersurfaces of first and second order transitions exist in the phase space spanned by the relevant temperature variables $`\left\{\tau _\alpha \right\},`$ which separate the phases where a specific color becomes extinct. Whenever $`(_\beta g_{\alpha \beta }M_\beta +2\tau _\alpha )`$ changes from a negative to a positive value, the order parameter $`M_\alpha `$ undergoes a continuous or a discontinuous phase transition from an inactive absorbed state with $`M_\alpha =0`$ to an active state with $`M_\alpha >0`$. All hypersurfaces of phase transitions meet in the multicritical point where all temperatures are zero. All homogeneous states are globally stable because the evolution of the total particle density of homogeneous states in time is given by $`d(_\alpha M_\alpha )/dt=_\alpha \lambda _\alpha \tau _\alpha M_\alpha \frac{1}{2}_{\alpha ,\beta }\lambda _\alpha g_{\alpha \beta }M_\alpha M_\beta `$. Thus all solutions of the mean field equations of motion are bounded to a finite region in the space of positive $`M_\alpha `$ as long as the stability condition mentioned in the foregoing paragraph holds.
In the following we focus on the effect of fluctuations on the scaling behavior of correlation and response functions in the vicinity of the multicritical point where the strongly relevant parameters {$`\tau _\alpha `$} are small. In order to apply field-theoretic methods and the renormalization group equation in conjunction with an $`\epsilon `$-expansion about the upper critical dimension , it is convenient to use the path-integral representation of the underlying stochastic processes $`n(𝐱,t)=\{n_\alpha (𝐱,t)\}`$ . With the imaginary-valued response fields denoted by $`\stackrel{~}{n}(𝐱,t)=\{\stackrel{~}{n}_\alpha (𝐱,t)\}`$, the generating functional of the connected response and correlation functions, the Greens functions, takes the form
$$𝒲[h,\stackrel{~}{h}]=\mathrm{ln}𝒟[\stackrel{~}{n},n]\mathrm{exp}\left(𝒥[\stackrel{~}{n},n]+d^dx𝑑t\left(hn+\stackrel{~}{h}\stackrel{~}{n}\right)\right).$$
(5)
The response fields $`\stackrel{~}{n}(𝐱,t)`$ correspond to the conjugated auxiliary variables of the operator formulation of statistical dynamics by Kawasaki and Martin, Siggia, Rose ). The dynamic functional $`𝒥[\stackrel{~}{n},n]`$ and the functional measure $`𝒟[\stackrel{~}{n},n]`$, which in symbolic notation is proportional to $`_{𝐱,t}\left(d\stackrel{~}{n}(𝐱,t)dn(𝐱,t)\right)`$, is understood to be defined using a prepoint (Ito) discretization with respect to time. The prepoint discretization leads to the causality rule $`\theta (t0)=0`$ in response functions which forbids response propagator loops in the diagrammatical perturbation expansion .
The Langevin equations (1-4) are recast as a dynamic functional
$`𝒥`$ $`=`$ $`{\displaystyle 𝑑td^dx\left(\underset{\alpha }{}\stackrel{~}{n}_\alpha \left(_t\lambda _\alpha ^2+R_\alpha (n)\right)n_\alpha \underset{\alpha \beta }{}\stackrel{~}{n}_\alpha D_{\alpha \beta }(n)\stackrel{~}{n}_\beta \right)}`$ (6)
$`=`$ $`{\displaystyle 𝑑td^dx\underset{\alpha }{}\lambda _\alpha \stackrel{~}{n}_\alpha \left(\lambda _\alpha ^1_t+\tau _\alpha ^2+\frac{1}{2}\left(\underset{\beta }{}g_{\alpha \beta }n_\beta g_\alpha \stackrel{~}{n}_\alpha \right)\right)n_\alpha }.`$ (7)
In the second line we have neglected subleading terms. Correlation and response functions can now be expressed as functional averages of monomials of the $`n_\alpha `$ and $`\stackrel{~}{n}_\alpha `$ with weight $`\mathrm{exp}(𝒥)`$. A glance at Eq. (5) shows that the responses are defined with respect to additional local particle sources $`\stackrel{~}{h}_\alpha (𝐱,t)0`$ in the Langevin equations (1). A rescaling of the fields $`n_\alpha l_\alpha n_\alpha `$, $`\stackrel{~}{n}_\alpha l_\alpha ^1\stackrel{~}{n}_\alpha `$ leaves the functional $`𝒥`$ forminvariant but transforms the coupling constants $`g_{\alpha \beta }l_\beta ^{}g_{\alpha \beta }`$ and $`g_\alpha l_\alpha ^1g_\alpha `$. Thus invariant coupling constants are given by $`f_{\alpha \beta }=g_{\alpha \beta }g_\beta `$. A suitable rescaling is defined by $`g_{\alpha \alpha }=g_\alpha `$. If we choose this normalization, we denote the rescaled fields by $`s_\alpha n_\alpha `$ and $`\stackrel{~}{s}_\alpha \stackrel{~}{n}_\alpha `$.
The scaling by a suitable mesoscopic length and time scale, $`\mu ^1`$ and $`\left(\lambda \mu ^2\right)^1`$ (with $`\lambda _\alpha \lambda `$) respectively, leads to $`\stackrel{~}{s}_\alpha s_\alpha \mu ^{d/2}`$, $`f_{\alpha \beta }\mu ^\epsilon `$ where $`\epsilon =4d`$ . Hence $`d_c=4`$ is the upper critical dimension. It is now easy to show that all neglected possible subleading terms in the expansion of $`R_\alpha (n)`$ and the noise correlation, as well as higher gradient terms in the Langevin equation (1) and non-Gaussian and non-Markovian noise correlations, have coupling constants with negative $`\mu `$-dimensions near the upper critical dimension. Therefore, under the renormalization group flow, they are renormalized to zero and we can safely neglect them because we are interested in the leading universal critical behavior. These couplings can be reintroduced if one is interested in corrections to scaling. In a renormalized field theory context , the $`\mu `$-dimensions of the coupling constants are equal to the so called naive or engineering dimensions. All coupling constants with positive naive dimensions (the relevant couplings with respect to the Gaussian fixed point as the starting point of the perturbation expansion) need a renormalization because the corresponding vertex functions are the only ones which develop primitive divergencies in perturbation theory. Thus the field theory based on the functional $`𝒥`$ (Eq. (7)) is renormalizable and the calculated scaling properties are universal for the full class of MDP-processes.
## III Renormalization and one-loop calculation
Now we are in a position to develop the perturbation theory in the inactive phase with all the $`\tau _\alpha >0`$. To begin with we separate the anharmonic “interaction” terms from the dynamic functional $`𝒥`$, Eq. (7), and retain only the harmonic ones:
$$𝒥_0=𝑑td^dx\underset{\alpha }{}\left(\stackrel{~}{s}_\alpha \left(_t+\lambda _\alpha (\tau _\alpha ^2)\right)s_\alpha \stackrel{~}{h}_\alpha \stackrel{~}{s}_\alpha h_\alpha s_\alpha \right).$$
(8)
Here we have included the external sources $`\stackrel{~}{h}_\alpha `$ and $`h_\alpha `$. The Gaussian path integral $`𝒟[\stackrel{~}{s},s]\mathrm{exp}(𝒥_0)=\mathrm{exp}((h,G\stackrel{~}{h}))`$ involves only non-negative fields $`s_\alpha (𝐱,t)0`$ as long as $`\stackrel{~}{h}_\alpha (𝐱,t)0`$. It yields the propagators for the Fourier transformed fields $`s(𝐪,t)=d^dxs(𝐱,t)\mathrm{exp}(i𝐪𝐱)`$ etc., as
$`s_\alpha (𝐪,t)\stackrel{~}{s}_\beta (𝐪^{},t^{})_0`$ $`=`$ $`(2\pi )^d\delta (𝐪+𝐪^{})\delta _{\alpha ,\beta }G_\alpha (𝐪,tt^{})`$ (9)
$`G_\alpha (𝐪,t)`$ $`=`$ $`\theta (t)\mathrm{exp}\left(\lambda _\alpha (\tau _\alpha +q^2)t\right)`$ (10)
where the Heaviside theta-function is defined with $`\theta (t=0)=0`$ following from the Ito-discretization of the path-integral and ensuring causality.
Besides the propagators, the anharmonic coupling terms in $`𝒥`$, Eq. (7), define the elements of the graphical perturbation expansion. They are depicted in FIG. 1 where an arrow marks a $`\stackrel{~}{s}`$-leg and we draw diagrams with the arrows always directed to the left (ascending time ordering from right to left).
FIG. 1. Elements of the graphical perturbation expansion
FIG. 1 shows that the color of a $`\stackrel{~}{s}`$-leg on the left side of a vertex is not annihilated: at least one $`s`$-leg on the right side displays the same color. Thus, going from left to right, i.e. backward in time, through a diagram, colors have only sources and no sinks. This property is a consequence of the existence of absorbing states in the model. The perturbation expansion of a translationally invariant field theory can be analyzed by the calculation of the vertex functions $`\mathrm{\Gamma }_{\left\{\alpha \right\},\left\{\beta \right\}}(\{𝐪,\omega \})`$ corresponding to the one-particle irreducible amputated diagrams. Here the sets $`\left\{\alpha \right\}`$ and $`\left\{\beta \right\}`$ denote the colors of the amputated outer $`\stackrel{~}{s}`$-legs and $`s`$-legs respectively. Going backward in time we conclude from the conservation property of the $`\stackrel{~}{s}`$-colors that the colors of the set $`\left\{\alpha \right\}`$ must appear as a subset of $`\left\{\beta \right\}`$. Therefore the only nonzero two and three point vertex functions are $`\mathrm{\Gamma }_{\alpha ,\alpha }`$, $`\mathrm{\Gamma }_{\alpha \alpha ,\alpha }`$, and $`\mathrm{\Gamma }_{\alpha ,\alpha \beta }`$. Moreover, another property follows directly from color conservation: the vertex function $`\mathrm{\Gamma }_{\left\{\alpha \right\},\left\{\beta \right\}}`$ does not depend on parameters $`\lambda `$ , $`\tau `$, and $`g`$ with colors other than the ones of the vertex functions itself. Thus, $`\mathrm{\Gamma }_{\alpha ,\alpha }`$, $`\mathrm{\Gamma }_{\alpha \alpha ,\alpha }`$ , and $`\mathrm{\Gamma }_{\alpha ,\alpha \alpha }`$ are only functions of the parameters $`\lambda _\alpha `$, $`\tau _\alpha `$, and $`g_{\alpha \alpha }=g_\alpha `$ and are in particular independent from the interspecies couplings $`g_{\alpha \beta }`$ with $`\alpha \beta `$. Therefore these vertex functions are the same as the corresponding functions of the well analyzed one-species Gribov process. To calculate them one can set the interspecies couplings $`g_{\alpha \beta }=0`$. In this case the model shows rapidity reversal invariance $`\stackrel{~}{s}_\alpha (t)s_\alpha (t)`$ from which follows the equality $`\mathrm{\Gamma }_{\alpha \alpha ,\alpha }=\mathrm{\Gamma }_{\alpha ,\alpha \alpha }`$.
Now we are ready to consider the renormalization of the model. It is known that the perturbation expansion of a field theory with a momentum cutoff $`\mathrm{\Lambda }`$ develops divergencies if $`\mathrm{\Lambda }\mathrm{}`$ . If the model is renormalizable one can absorb all these “primitive divergencies” order by order in a loop expansion in a suitable reparametrization of the parameters. Absorbing the primitive divergencies regularizes the full model. The primitively divergent vertex functions have nonnegative naive $`\mu `$ -dimensions. Here, they are $`\mathrm{\Gamma }_{\alpha ,\alpha }\mu ^2`$ and $`\mathrm{\Gamma }_{\alpha \alpha ,\alpha },`$ $`\mathrm{\Gamma }_{\alpha ,\alpha \beta }\mu ^\epsilon `$, logarithmic at the upper critical dimension, (FIG. 2).
FIG. 2. Primitively divergent vertex functions
Taking into account the general properties of the vertex functions found in the foregoing paragraph, we see that the following renormalization scheme renders the theory finite
$`s_\alpha `$ $``$ $`\stackrel{˚}{s}_\alpha =\sqrt{Z_s^{(\alpha )}}s_\alpha ,\stackrel{~}{s}_\alpha \stackrel{˚}{\stackrel{~}{s}}_\alpha =\sqrt{Z_s^{(\alpha )}}\stackrel{~}{s}_\alpha ,\lambda _\alpha \stackrel{˚}{\lambda }_\alpha ={\displaystyle \frac{Z_\lambda ^{(\alpha )}}{Z_s^{(\alpha )}}}\lambda _\alpha ,`$ (11)
$`\tau _\alpha `$ $``$ $`\stackrel{˚}{\tau }_\alpha ={\displaystyle \frac{Z_\tau ^{(\alpha )}}{Z_\lambda ^{(\alpha )}}}\tau _\alpha ,f_{\alpha \beta }\stackrel{˚}{f}_{\alpha \beta }=G_\epsilon ^1\mu ^\epsilon {\displaystyle \frac{Z_u^{(\alpha \beta )}}{Z_s^{(\beta )}Z_\lambda ^{(\alpha )}Z_\lambda ^{(\beta )}}}u_{\alpha \beta }.`$ (12)
Here $`G_\epsilon =\mathrm{\Gamma }\left(1+\epsilon /2\right)/\left(4\pi \right)^{d/2}`$ is a convenient constant. Instead of a momentum-cutoff regularization, we use dimensional regularization and minimal renormalization in the following. From the discussion above we learn that the renormalization factors $`Z_i^{(\alpha )}`$ with $`i=(s,\tau ,\lambda )`$ and $`Z_u^{(\alpha )}:=Z_u^{(\alpha \alpha )}`$, which are determined from $`\mathrm{\Gamma }_{\alpha ,\alpha }`$ and $`\mathrm{\Gamma }_{\alpha \alpha ,\alpha }`$, are already known from the one-species Gribov process and depend only on $`u_\alpha :=u_{\alpha \alpha }`$. Thus $`Z_i^{(\alpha )}=Z_i(u_\alpha ,\epsilon )`$. The new renormalization factors $`Z_u^{(\alpha \beta )}=Z_{int}(\left\{u\right\},\left\{\lambda \right\},\epsilon )`$ with $`\alpha \beta `$ stem from the interspecies couplings. They depend only on the couplings $`u_\alpha `$, $`u_\beta `$, $`u_{\alpha \beta }`$, $`u_{\beta \alpha }`$, and the ratio $`\lambda _\alpha /\lambda _\beta `$.
We will now explicitly calculate the renormalizations to one-loop order. The primitively divergent one-loop diagrams are shown in (FIG. 3).
FIG. 3. Primitively divergent one-loop diagrams
Using dimensional regularization, we express the contribution of the self-energy diagram, FIG. 3(a), as a function of external momentum and frequency, $`𝐪`$ and $`\omega `$:
$`3(a)`$ $`=`$ $`{\displaystyle \frac{(\lambda _\alpha g_\alpha )^2}{2}}{\displaystyle _𝐩}{\displaystyle \frac{1}{i\omega +2\lambda _\alpha \tau _\alpha +\lambda _\alpha 𝐩^2+\lambda _\alpha (𝐩+𝐪)^2}}`$ (13)
$`=`$ $`{\displaystyle \frac{G_\epsilon }{4\epsilon }}\tau _\alpha ^{\epsilon /2}\lambda _\alpha g_\alpha ^{\mathrm{\hspace{0.17em}2}}\left({\displaystyle \frac{4\tau _\alpha }{2\epsilon }}+{\displaystyle \frac{i\omega }{\lambda _\alpha }}+{\displaystyle \frac{𝐪^2}{2}}\right).`$ (14)
Here, we have retained only terms linear in $`\omega `$ and $`𝐪^2`$. These are the terms that display poles in $`\epsilon =4d>0`$.
To determine the primitive divergencies of the vertex functions we can set external momenta and frequencies to zero and use equal temperatures $`\tau _\alpha =\tau >0`$ as infrared regularisators. The contributions of the three diagrams FIG. 3(c,d,e) add to
$`3(c)+3(d)+3(e)`$ $`=`$ $`{\displaystyle \frac{\lambda _\alpha g_{\alpha \beta }}{2}}({\displaystyle \frac{\lambda _\alpha g_{\alpha \beta }}{2}}\lambda _\beta g_\beta {\displaystyle _𝐩}{\displaystyle \frac{1}{2\lambda _\beta (\lambda _\alpha +\lambda _\beta )(\tau +𝐩^2)^2}}`$ (17)
$`+{\displaystyle \frac{\lambda _\beta g_{\beta \alpha }}{2}}\lambda _\alpha g_\alpha {\displaystyle _𝐩}{\displaystyle \frac{1}{2\lambda _\alpha (\lambda _\alpha +\lambda _\beta )(\tau +𝐩^2)^2}}`$
$`+\lambda _\alpha ^{\mathrm{\hspace{0.17em}2}}g_{\alpha \alpha }g_\alpha {\displaystyle _𝐩}{\displaystyle \frac{1}{(2\lambda _\alpha )^2(\tau +𝐩^2)^2}})`$
$`=`$ $`{\displaystyle \frac{G_\epsilon }{4\epsilon }}\tau ^{\epsilon /2}\lambda _\alpha g_{\alpha \beta }\left({\displaystyle \frac{\lambda _\alpha g_{\alpha \beta }g_\beta +\lambda _\beta g_{\beta \alpha }g_\alpha }{\lambda _\alpha +\lambda _\beta }}+g_{\alpha \alpha }g_\alpha \right).`$ (18)
From the zero-loop contributions and the results of our short calculation, Eqs. (14,18), we obtain the (as yet unrenormalized) one-loop vertex functions to the desired order in $`\omega `$ and $`𝐪^2`$:
$`\mathrm{\Gamma }_{\alpha \alpha }`$ $`=`$ $`i\omega \left(1{\displaystyle \frac{G_\epsilon }{4\epsilon }}g_{\alpha \alpha }g_\alpha \tau _\alpha ^{\epsilon /2}\right)+\lambda _\alpha 𝐪^2\left(1{\displaystyle \frac{G_\epsilon }{8\epsilon }}g_{\alpha \alpha }g_\alpha \tau _\alpha ^{\epsilon /2}\right)`$ (20)
$`+\lambda _\alpha \tau _\alpha \left(1{\displaystyle \frac{G_\epsilon }{2\epsilon (1\epsilon /2)}}g_{\alpha \alpha }g_\alpha \tau _\alpha ^{\epsilon /2}\right)`$
and
$$\mathrm{\Gamma }_{\alpha ,\alpha \beta }=\lambda _\alpha g_{\alpha \beta }\left(1\frac{G_\epsilon }{2\epsilon }\left(\frac{\lambda _\alpha g_{\alpha \beta }g_\beta +\lambda _\beta g_{\beta \alpha }g_\alpha }{\lambda _\alpha +\lambda _\beta }+g_{\alpha \alpha }g_\alpha \right)\tau ^{\epsilon /2}\right).$$
(21)
An explicit calculation of diagram (b) of FIG. 3 demonstrates that indeed $`\mathrm{\Gamma }_{\alpha \alpha ,\alpha }=\mathrm{\Gamma }_{\alpha ,\alpha \alpha }`$ if $`g_{\alpha \alpha }=g_\alpha `$.
To absorb the $`\epsilon `$-poles in the renormalization $`Z`$-factors we note that the vertex functions are renormalized by the scheme Eq. (12) as
$$\mathrm{\Gamma }_{\alpha _1\mathrm{}\alpha _n}\stackrel{˚}{\mathrm{\Gamma }}_{\alpha _1\mathrm{}\alpha _n}=\left(Z_s^{(\alpha _1)}\mathrm{}Z_s^{(\alpha _n)}\right)^{1/2}\mathrm{\Gamma }_{\alpha _1\mathrm{}\alpha _n}.$$
(22)
Using again the renormalization scheme Eq. (12), we find the renormalized vertex functions from Eqs. (20,21) as
$`\mathrm{\Gamma }_{\alpha \alpha }`$ $`=`$ $`i\omega \left(Z_s^{(\alpha )}{\displaystyle \frac{u_\alpha }{4\epsilon }}(\mu /\tau _\alpha )^{\epsilon /2}\right)+\lambda _\alpha 𝐪^2\left(Z_\lambda ^{(\alpha )}{\displaystyle \frac{u_\alpha }{8\epsilon }}(\mu /\tau _\alpha )^{\epsilon /2}\right)`$ (24)
$`+\lambda _\alpha \tau _\alpha \left(Z_\tau ^{(\alpha )}{\displaystyle \frac{u_\alpha }{2\epsilon (1\epsilon /2)}}(\mu /\tau _\alpha )^{\epsilon /2}\right)`$
and
$$\mathrm{\Gamma }_{\alpha ,\alpha \beta }\mathrm{\Gamma }_{\beta ,\beta \beta }=G_\epsilon ^1\mu ^\epsilon \lambda _\alpha ^{\mathrm{\hspace{0.17em}2}}u_{\alpha \beta }\left(Z_u^{(\alpha \beta )}\frac{1}{2\epsilon }\left(\frac{\lambda _\alpha u_{\alpha \beta }+\lambda _\beta u_{\beta \alpha }}{\lambda _\alpha +\lambda _\beta }+u_\alpha +2u_\beta \right)(\mu /\tau )^{\epsilon /2}\right).$$
(25)
Therefore the vertex functions become finite by choosing
$`Z_s^{(\alpha )}`$ $`=`$ $`1+{\displaystyle \frac{u_\alpha }{4\epsilon }},Z_\lambda ^{(\alpha )}=1+{\displaystyle \frac{u_\alpha }{8\epsilon }},Z_\tau ^{(\alpha )}=1+{\displaystyle \frac{u_\alpha }{2\epsilon }},`$ (26)
$`Z_u^{(\alpha \beta )}`$ $`=`$ $`1+{\displaystyle \frac{1}{2\epsilon }}\left({\displaystyle \frac{\lambda _\alpha u_{\alpha \beta }+\lambda _\beta u_{\beta \alpha }}{\lambda _\alpha +\lambda _\beta }}+u_\alpha +2u_\beta \right)`$ (27)
up to higher orders in the coupling constants $`u`$. As anticipated, for $`\alpha =\beta `$ we have found the well known renormalization factors of the Reggeon field theory.
## IV Renormalization Group Analysis and Asymptotic Scaling
Next we will explore the scaling properties of multicolored directed percolation. Scaling properties describe how physical quantities will transform under a change of length scales. At the end of chapter II we have introduced the arbitrary mesoscopic length scale $`\mu `$. The freedom in the choice of $`\mu `$, keeping the unrenormalized bare parameters $`\{\stackrel{˚}{\tau }_\alpha ,\stackrel{˚}{\lambda }_\alpha ,\stackrel{˚}{g}_\alpha ,\stackrel{˚}{g}_{\alpha \beta }\}`$, and – in cutoff regularization – the momentum cutoff $`\mathrm{\Lambda }`$ fixed, can be used to derive in a routine fashion the renormalization group (RG) equation for the connected correlation and response functions, the Green functions
$$G^{\{N,\stackrel{~}{N}\}}(\{𝐱,t\})=\underset{\alpha }{}\left(\underset{i=1}{\overset{N_\alpha }{}}s(𝐱_i^{(\alpha )},t_i^{(\alpha )})\underset{j=N_\alpha +1}{\overset{N_\alpha +\stackrel{~}{N}_\alpha }{}}\stackrel{~}{s}(𝐱_j^{(\alpha )},t_j^{(\alpha )})\right)^{conn}.$$
(28)
We denote $`\mu `$-derivatives at fixed bare parameters by $`_\mu |_0`$. From $`\mu _\mu |_0\stackrel{˚}{G}^{\{N,\stackrel{~}{N}\}}=0`$ and the renormalization scheme Eq. (12), which leads to $`\stackrel{˚}{G}^{\{N,\stackrel{~}{N}\}}=_\alpha (Z_s^{(\alpha )})^{(N_\alpha +\stackrel{~}{N}_\alpha )/2}G^{\{N,\stackrel{~}{N}\}}`$, we then find the RG equations
$$\left[𝒟_\mu +\underset{\alpha }{}\frac{N_\alpha +\stackrel{~}{N}_\alpha }{2}\gamma _s^{(\alpha )}\right]G^{\{N,\stackrel{~}{N}\}}=0$$
(29)
with the renormalization group differential operator
$$𝒟_\mu =\mu _\mu +\underset{\alpha }{}\left(\zeta _\alpha \lambda _\alpha _{\lambda _\alpha }+\kappa _\alpha \tau _\alpha _{\tau _\alpha }+\beta _\alpha _{u_\alpha }\right)+\underset{\alpha \beta }{}\beta _{\alpha \beta }_{u_{\alpha \beta }}.$$
(30)
Here we have introduced the Gell-Mann–Low functions
$`\zeta _\alpha `$ $`=`$ $`\mu _\mu |_0\mathrm{ln}\lambda _\alpha =\gamma _s^{(\alpha )}\gamma _\lambda ^{(\alpha )},`$ (31)
$`\kappa _\alpha `$ $`=`$ $`\mu _\mu |_0\mathrm{ln}\tau _\alpha =\gamma _\lambda ^{(\alpha )}\gamma _\tau ^{(\alpha )},`$ (32)
$`\beta _{\alpha \beta }`$ $`=`$ $`\mu _\mu |_0u_{\alpha \beta }=(\epsilon +\gamma _s^{(\beta )}+\gamma _\lambda ^{(\alpha )}+\gamma _\lambda ^{(\beta )}\gamma _u^{(\alpha \beta )})u_{\alpha \beta }`$ (33)
with $`\beta _\alpha =\beta _{\alpha \alpha }`$, and the Wilson functions
$$\gamma _i^{(r)}=\mu _\mu |_0\mathrm{ln}Z_i^{(r)},i=s,\lambda ,\tau ,u,r=\alpha ,\alpha \beta .$$
(34)
The RG equations (29) can be solved in terms of a single flow parameter $`l`$ using characteristics. Following this method, flowing parameters are defined by the characteristic equations
$`l{\displaystyle \frac{d}{dl}}\overline{u}_{\alpha \beta }(l)`$ $`=`$ $`\beta _{\alpha \beta }(\overline{u}(l)),\overline{u}_{\alpha \beta }(1)=u_{\alpha \beta },`$ (35)
$`l{\displaystyle \frac{d}{dl}}\overline{\lambda }_\alpha (l)`$ $`=`$ $`\zeta _\alpha (\overline{u}(l))\overline{\lambda }_\alpha (l)=\zeta (\overline{u}_\alpha (l))\overline{\lambda }_\alpha (l),\overline{\lambda }_\alpha (1)=\lambda _\alpha ,`$ (36)
$`l{\displaystyle \frac{d}{dl}}\overline{\tau }_\alpha (l)`$ $`=`$ $`\kappa _\alpha (\overline{u}(l))\overline{\tau }_\alpha (l)=\kappa (\overline{u}_\alpha (l))\overline{\tau }_\alpha (l),\overline{\tau }_\alpha (1)=\tau _\alpha ,`$ (37)
and the RG equations (29) of the Green functions become
$$\left[l\frac{d}{dl}+\underset{\alpha }{}\frac{N_\alpha +\stackrel{~}{N}_\alpha }{2}\gamma (\overline{u}_\alpha (l))\right]G^{\{N,\stackrel{~}{N}\}}(\{𝐱,t\},\{\overline{\tau }(l)\},\{\overline{u}(l)\},\{\overline{\lambda }(l)\},l\mu )=0.$$
(38)
Here, the functions $`\gamma =\gamma _s^{(\alpha )}`$, $`\zeta =\zeta _\alpha `$, and $`\kappa =\kappa _\alpha `$ are independent of the color $`\alpha `$ and the interspecies couplings. The flow equations (37 ) describe how the parameters transform if we change the momentum scale $`\mu `$ according to $`\mu \overline{\mu }(l)=l\mu `$. Being interested in the infrared (IR) behavior of the theory, we must study the limit $`l0`$. In general we expect that in this IR limit the coupling constants $`\overline{u}_{\alpha \beta }(l)`$ flow to a stable fixed point $`u_{\alpha \beta ,}`$ according to the first set of Eq. (37). In particular, the intraspecies couplings $`\overline{u}_{\alpha \alpha }=\overline{u}_\alpha `$ then flow to a color independent fixed point $`\overline{u}_\alpha (0)=u_{}`$ because $`\beta _\alpha (\overline{u})=\beta (\overline{u}_\alpha )`$ , and this Gell-Mann–Low function $`\beta `$ is equal to the corresponding function known from the one-species Gribov process. Thus, the fixed point value $`u_{}`$ is independent from any coupling to other species.
The solutions of the second and third set of the flow equations (38) are readily found in terms of the functions $`\overline{u}_\alpha (l)`$. In the IR limit $`l1`$ they have the scaling form
$$\overline{\lambda }_\alpha (l)=l^{z2}A_\lambda ^{(\alpha )}\lambda _\alpha ,\overline{\tau }_\alpha (l)=l^{21/\nu }A_\tau ^{(\alpha )}\tau _\alpha $$
(39)
where the $`A_i^{(\alpha )}`$ are nonuniversal amplitude factors. The scaling exponents
$$z=2+\zeta (u_{}),\nu =\frac{1}{2\kappa (u_{})}$$
(40)
are already known from directed percolation. From Eq. (38) we find the solution in the IR limit as
$`G^{\{N,\stackrel{~}{N}\}}(\{𝐱,t\},\{\tau \},\{u\},\{\lambda \},\mu )`$ $`=`$ $`l^{(N+\stackrel{~}{N})\eta /2}{\displaystyle \underset{\alpha }{}}(A_s^{(\alpha )})^{(N_\alpha +\stackrel{~}{N}_\alpha )/2}`$ (42)
$`\times G^{\{N,\stackrel{~}{N}\}}(\{𝐱,t\},\{l^{21/\nu }A_\tau \tau \},\{u_{}\},\{l^{z2}A_\lambda \lambda \},l\mu )`$
with $`N=_\alpha N_\alpha `$, $`\stackrel{~}{N}=_\alpha \stackrel{~}{N}_\alpha `$, and the DP anomalous field scaling exponent
$$\eta =\gamma (u_{}).$$
(43)
Omitting the nonuniversal amplitude factors $`A_i^{(\alpha )}`$ and taking into account dimensional analysis in space and time
$$G^{\{N,\stackrel{~}{N}\}}(\{𝐱,t\},\{\tau \},\{u\},\{\lambda \},\mu )=\mu ^{(N+\stackrel{~}{N})d/2}G^{\{N,\stackrel{~}{N}\}}(\{\mu 𝐱,\lambda \mu ^2t\},\{\tau /\mu ^2\},\{u\},\{c\},1)$$
(44)
where $`c_\alpha =\lambda _\alpha /\lambda `$, we get by combination of Eqs. (42,44) the asymptotic scaling form of the Green functions
$$G^{\{N,\stackrel{~}{N}\}}(\{𝐱,t\},\{\tau \})=l^{(N+\stackrel{~}{N})(d+\eta )/2}G^{\{N,\stackrel{~}{N}\}}(\{l𝐱,l^zt\},\{\tau /l^{1/\nu }\}).$$
(45)
This has the important consequence that all scaling properties of the DP processes remain unaffected by the introduction of many colors. Moreover, all intraspecies Green functions are completely independent of the coupling between the species, which follows from the absorbing state conditions for each color.
However, the interspecies coupling constants $`u_{\alpha \beta }`$ with $`\alpha \beta `$ determine the properties of the interspecies scaling functions. Therefore we will now consider the consequences of the flow equations for these parameters. For this purpose we need the Gell-Mann–Low functions $`\beta _{\alpha \beta }`$ explicitly. From the last of Eqs. (33) we know that each of these functions begins with the zero-loop term $`\epsilon u_{\alpha \beta }`$, and the higher order terms are determined by the Wilson functions. These functions, the logarithmic derivatives of the $`Z`$ -factors, are given by $`\gamma =\mu _\mu |_0\mathrm{ln}Z=_{\alpha \beta }\beta _{\alpha \beta }_{u_{\alpha \beta }}\mathrm{ln}Z`$. In minimal renormalization the $`Z`$-factors have a pure Laurent expansion with respect to $`\epsilon `$: $`Z=1+Y^{(1)}/\epsilon +Y^{(2)}/\epsilon ^2+\mathrm{}`$. Thus recursively in the loop expansion the Wilson functions also have a pure Laurent expansion and, because they are finite for $`\epsilon 0`$, this expansion reduces to the constant term, i.e. all $`\epsilon `$-poles have to cancel in the logarithmic derivation. Hence, we obtain the Wilson functions simply from the formula $`\gamma =_{\alpha \beta }u_{\alpha \beta }_{u_{\alpha \beta }}Y^{(1)}`$. Now it is easy to get these functions from the one loop results of the $`Z`$-factors Eqs. (27). We find to this order
$`\gamma _s^{(\alpha )}`$ $`=`$ $`{\displaystyle \frac{u_\alpha }{4}},\gamma _\lambda ^{(\alpha )}={\displaystyle \frac{u_\alpha }{8}},\gamma _\tau ^{(\alpha )}={\displaystyle \frac{u_\alpha }{2}},`$ (46)
$`\gamma _u^{(\alpha \beta )}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left({\displaystyle \frac{\lambda _\alpha u_{\alpha \beta }+\lambda _\beta u_{\beta \alpha }}{\lambda _\alpha +\lambda _\beta }}+u_\alpha +2u_\beta \right),`$ (47)
from which one finds the Gell-Mann–Low functions Eq. (33) as
$$\beta _{\alpha \beta }=\left(\epsilon +\frac{3u_\alpha }{8}+\frac{5u_\beta }{8}+\frac{\lambda _\alpha u_{\alpha \beta }+\lambda _\beta u_{\beta \alpha }}{2(\lambda _\alpha +\lambda _\beta )}\right)u_{\alpha \beta }.$$
(48)
The Gell-Mann–Low functions of the intraspecies couplings, the “diagonal” $`\beta `$-functions, follow as $`\beta _\alpha =(\epsilon +3u_\alpha /2)u_\alpha `$ giving the stable fixed point values $`u_\alpha =u_{}=2\epsilon /3`$. With the help of Eqs. (33,40,43), this stable fixed point leads to the well known one loop order DP exponents $`z=2\epsilon /12`$, $`\nu =1/2+\epsilon /16`$, and $`\eta =\epsilon /6`$ . Using the fixed point values $`u_\alpha `$ to obtain the Gell-Mann–Low functions of the interspecies couplings of a pair of colors $`\alpha \beta `$, we get
$$\beta _{\alpha \beta }=\left(\frac{\epsilon }{3}+\frac{\lambda _\alpha u_{\alpha \beta }+\lambda _\beta u_{\beta \alpha }}{2(\lambda _\alpha +\lambda _\beta )}\right)u_{\alpha \beta }.$$
(49)
In addition to the unstable decoupled fixed point values $`u_{\alpha \beta }=u_{\beta \alpha }=0`$, the equations $`\beta _{\alpha \beta }=\beta _{\beta \alpha }=0`$ are solved by a fixed point line
$$\frac{2\lambda _\alpha }{\lambda _\alpha +\lambda _\beta }u_{\alpha \beta }+\frac{2\lambda _\beta }{\lambda _\alpha +\lambda _\beta }u_{\beta \alpha }=\frac{4\epsilon }{3}.$$
(50)
This equation is the key result of this Section. Clearly, however, the one-loop calculation cannot give us any information whether the degeneracy of all the points on this line is fundamental to our model or is lifted by higher loop corrections. Thus, we must proceed to two-loop order, presented in the following chapter. We note, however, that there are two special points of unidirectional coupling on the fixed line:
$`u_{\alpha \beta }`$ $`=`$ $`0,u_{\beta \alpha }={\displaystyle \frac{2(\lambda _\alpha +\lambda _\beta )}{3\lambda _\beta }}\epsilon \text{ and}`$ (51)
$`u_{\beta \alpha }`$ $`=`$ $`0,u_{\alpha \beta }={\displaystyle \frac{2(\lambda _\alpha +\lambda _\beta )}{3\lambda _\alpha }}\epsilon .`$ (52)
In the next chapter we will show that for colors with the same flavor, meaning $`\lambda _\alpha =\lambda _\beta `$, these two points are indeed the only stable points on the line. Because $`u_{\alpha \beta }=0`$ or $`u_{\beta \alpha }=0`$ are fixed point values at any loop order, we conjecture that unidirectionality is generic for the asymptotic behavior of coupled DP processes, irrespective of whether colors belong to different flavors or not.
## V Two-loop Results and Crossover to Unidirectionality
From the analysis in the foregoing chapters we know that the interaction of two colors does not depend on the existence of other ones. Thus in this chapter we consider a coupled model of two colors $`\alpha =1`$ and $`2`$ with the same flavor, i.e. equal kinetic coefficients $`\lambda _\alpha =\lambda `$ and intraspecies couplings $`g_\alpha =g`$. In contrast, the temperatures $`\tau _\alpha `$ may be different. Thus, the (unrenormalized) dynamic functional is now given by
$`𝒥`$ $`=`$ $`{\displaystyle }dtd^dx\lambda (\stackrel{~}{s}_1(\lambda ^1_t+\tau _1^2+{\displaystyle \frac{g}{2}}(s_1\stackrel{~}{s}_1))s_1`$ (54)
$`+\stackrel{~}{s}_2(\lambda ^1_t+\tau _2^2+{\displaystyle \frac{g}{2}}(s_2\stackrel{~}{s}_2))s_2+{\displaystyle \frac{1}{2}}(\stackrel{~}{s}_1g_{12}+\stackrel{~}{s}_2g_{21})s_1s_2).`$
Note that in the case $`g_{12}=0`$, the dynamics of species $`1`$ completely decouples from species $`2`$ and vice versa. It follows that $`\mathrm{\Gamma }_{\alpha ,\alpha \beta }=0`$, if $`g_{\alpha \beta }=0`$ and $`\alpha \beta `$.
The detailed calculation of the two-loop contributions is presented in Appendices A to C. Adding Eq. (B11) to the zero- and one-loop parts of the selfenergy Eq. (20), we get after renormalization, using Eq. (22) and the scheme Eq. (12),
$`\mathrm{\Gamma }_{\alpha \alpha }`$ $`=`$ $`\lambda \tau _\alpha \left(Z_\tau {\displaystyle \frac{(\mu ^2/\tau _\alpha )^{\epsilon /2}u}{2\epsilon (1\epsilon /2)}}\left(1+u\left({\displaystyle \frac{2}{\epsilon }}{\displaystyle \frac{3}{16}}\right)\right)+C_\tau {\displaystyle \frac{(\mu ^2/\tau _\alpha )^\epsilon u^2}{\epsilon ^2}}\right)`$ (57)
$`+\lambda 𝐪^2\left(Z_\lambda {\displaystyle \frac{(\mu ^2/\tau _\alpha )^{\epsilon /2}u}{8\epsilon }}\left(1+u\left({\displaystyle \frac{13}{8\epsilon }}{\displaystyle \frac{3}{16}}\right)\right)+C_{q^2}{\displaystyle \frac{(\mu ^2/\tau _\alpha )^\epsilon u^2}{\epsilon ^2}}\right)`$
$`+i\omega \left(Z_s{\displaystyle \frac{(\mu ^2/\tau _\alpha )^{\epsilon /2}u}{4\epsilon }}\left(1+u\left({\displaystyle \frac{7}{4\epsilon }}{\displaystyle \frac{3}{16}}\right)\right)+C_\omega {\displaystyle \frac{(\mu ^2/\tau _\alpha )^\epsilon u^2}{\epsilon ^2}}\right)+O(\epsilon ^0u^2),`$
where the constants $`C_i`$ are given in Eq. (B12), and $`u=u_\alpha `$. Note that in comparison with Eq. (24) now the one-loop terms acquire renormalizations to $`O(u)`$ in order to be consistent in $`O(u^2)`$ of the perturbation expansion. These renormalized one-loop terms are needed to compensate non primitive singular terms proportional to $`\mathrm{ln}(\mu ^2/\tau )`$ arising now by the $`\epsilon `$-expansion of $`\mathrm{\Gamma }_{\alpha \alpha }`$. Of course only primitive UV-divergencies, which means here $`\tau `$-independent ones, have to be regularized by renormalization to make the theory finite. Eliminating the $`\epsilon `$-poles from Eq. (57) by the $`Z`$-factors, we find
$`Z_s`$ $`=`$ $`1+{\displaystyle \frac{u}{4\epsilon }}+{\displaystyle \frac{u^2}{32\epsilon }}\left({\displaystyle \frac{7}{\epsilon }}3+{\displaystyle \frac{9}{2}}\mathrm{ln}{\displaystyle \frac{4}{3}}\right)+O(u^3),`$ (58)
$`Z_\lambda `$ $`=`$ $`1+{\displaystyle \frac{u}{8\epsilon }}+{\displaystyle \frac{u^2}{128\epsilon }}\left({\displaystyle \frac{13}{\epsilon }}{\displaystyle \frac{31}{4}}+{\displaystyle \frac{35}{2}}\mathrm{ln}{\displaystyle \frac{4}{3}}\right)+O(u^3),`$ (59)
$`Z_\tau `$ $`=`$ $`1+{\displaystyle \frac{u}{2\epsilon }}+{\displaystyle \frac{u^2}{2\epsilon }}\left({\displaystyle \frac{1}{\epsilon }}{\displaystyle \frac{5}{16}}\right)+O(u^3).`$ (60)
In the same way as for the selfenergy we find the other vertex functions. Renormalizing Eq. (21) and adding the two-loop contribution Eq. (C17) we get
$`\mathrm{\Gamma }_{\alpha ,\alpha \beta }`$ $`=`$ $`G_\epsilon ^{1/2}\mu ^{\epsilon /2}\lambda u_{\alpha \beta }u^{1/2}(Z_u^{(\alpha \beta )}Z_u^{1/2}+{\displaystyle \frac{(\mu ^2/\tau _\alpha )^{\epsilon /2}}{2\epsilon }}((1+{\displaystyle \frac{2u}{\epsilon }}{\displaystyle \frac{3u}{16}}+{\displaystyle \frac{u_{\alpha \beta }+u_{\beta \alpha }}{4\epsilon }})u`$ (64)
$`+(1+{\displaystyle \frac{3u}{2\epsilon }}{\displaystyle \frac{3u}{16}}+{\displaystyle \frac{u_{\alpha \beta }+u_{\beta \alpha }}{2\epsilon }}){\displaystyle \frac{u_{\alpha \beta }+u_{\beta \alpha }}{2}})`$
$`+{\displaystyle \frac{(\mu ^2/\tau _\alpha )^\epsilon }{16\epsilon }}(({\displaystyle \frac{8}{\epsilon }}+1)u^2+({\displaystyle \frac{4}{\epsilon }}+{\displaystyle \frac{1}{2}})uu_{\beta \alpha }+({\displaystyle \frac{2}{\epsilon }}+1)u_{\alpha \beta }u_{\beta \alpha }`$
$`+({\displaystyle \frac{4}{\epsilon }}+{\displaystyle \frac{3}{2}}3\mathrm{ln}{\displaystyle \frac{4}{3}})uu_{\alpha \beta }+({\displaystyle \frac{1}{\epsilon }}+{\displaystyle \frac{3}{2}}\mathrm{ln}{\displaystyle \frac{4}{3}})(u_{\alpha \beta }^{\mathrm{\hspace{0.17em}2}}+u_{\beta \alpha }^{\mathrm{\hspace{0.17em}2}})))+O(\epsilon ^0u^2)`$
where $`Z_u=Z_u^{(\alpha \alpha )}`$. Here the $`\epsilon `$-expansion also shows that the non primitive divergencies $`\mathrm{ln}(\mu ^2/\tau )`$ cancel. We eventually find
$`Z_u^{\left(\alpha \beta \right)}`$ $`=`$ $`1+{\displaystyle \frac{1}{4\epsilon }}\left(6u+u_{\alpha \beta }+u_{\beta \alpha }\right)`$ (67)
$`+{\displaystyle \frac{1}{16\epsilon }}(({\displaystyle \frac{36}{\epsilon }}{\displaystyle \frac{19}{2}})u^2+({\displaystyle \frac{8}{\epsilon }}{\displaystyle \frac{5}{4}})uu_{\beta \alpha }+({\displaystyle \frac{2}{\epsilon }}1)u_{\alpha \beta }u_{\beta \alpha }`$
$`+({\displaystyle \frac{8}{\epsilon }}{\displaystyle \frac{9}{4}}+3\mathrm{ln}{\displaystyle \frac{4}{3}})uu_{\alpha \beta }+({\displaystyle \frac{1}{\epsilon }}{\displaystyle \frac{3}{2}}\mathrm{ln}{\displaystyle \frac{4}{3}})(u_{\alpha \beta }^2+u_{\beta \alpha }^2))+O(u^3),`$
and in particular
$$Z_u=1+\frac{2u}{\epsilon }+\left(\frac{1}{\epsilon }\frac{1}{4}\right)\frac{7u^2}{2\epsilon }+O(u^3).$$
(68)
We are now in a position to calculate the renormalization group functions Eq. (33) from Eqs. (60,67,68) with the help of Eq. (34). They are given by
$`\gamma `$ $`=`$ $`{\displaystyle \frac{u}{4}}+\left({\displaystyle \frac{2}{3}}\mathrm{ln}{\displaystyle \frac{4}{3}}\right){\displaystyle \frac{9u^2}{32}}+O(u^3),`$ (69)
$`\zeta `$ $`=`$ $`{\displaystyle \frac{u}{8}}+\left({\displaystyle \frac{17}{2}}\mathrm{ln}{\displaystyle \frac{4}{3}}\right){\displaystyle \frac{u^2}{128}}+O(u^3),`$ (70)
$`\kappa `$ $`=`$ $`{\displaystyle \frac{3u}{8}}\left({\displaystyle \frac{7}{10}}+\mathrm{ln}{\displaystyle \frac{4}{3}}\right){\displaystyle \frac{35u^2}{128}}+O(u^3),`$ (71)
and
$`\beta _{\alpha \beta }`$ $`=`$ $`(\epsilon +u+{\displaystyle \frac{1}{4}}(u_{\alpha \beta }+u_{\beta \alpha }){\displaystyle \frac{1}{8}}u_{\alpha \beta }u_{\beta \alpha }{\displaystyle \frac{3}{16}}\mathrm{ln}{\displaystyle \frac{4}{3}}(u_{\alpha \beta }^2+u_{\beta \alpha }^2)`$ (73)
$`({\displaystyle \frac{97}{106}}+\mathrm{ln}{\displaystyle \frac{4}{3}}){\displaystyle \frac{53u^2}{64}}({\displaystyle \frac{3}{4}}\mathrm{ln}{\displaystyle \frac{4}{3}}){\displaystyle \frac{3uu_{\alpha \beta }}{8}}{\displaystyle \frac{5}{32}}uu_{\beta \alpha }+O(u^3))u_{\alpha \beta }.`$
Setting $`\beta =\beta _{\alpha \alpha }=0`$, we find the nontrivial stable fixed point value
$$u_{}=\frac{2\epsilon }{3}\left(1+\left(\frac{169}{288}+\frac{53}{144}\mathrm{ln}\frac{4}{3}\right)\epsilon \right)+O(\epsilon ^2)$$
(74)
from which the scaling exponents Eqs. (40,43) of the Green functions Eq. (45) follow to second order of the $`\epsilon `$ -expansion as
$`\eta `$ $`=`$ $`{\displaystyle \frac{\epsilon }{6}}\left(1+\left({\displaystyle \frac{25}{288}}+{\displaystyle \frac{161}{144}}\mathrm{ln}{\displaystyle \frac{4}{3}}\right)\epsilon +O(\epsilon ^2)\right),`$ (75)
$`z`$ $`=`$ $`2{\displaystyle \frac{\epsilon }{12}}\left(1+\left({\displaystyle \frac{67}{288}}+{\displaystyle \frac{59}{144}}\mathrm{ln}{\displaystyle \frac{4}{3}}\right)\epsilon +O(\epsilon ^2)\right),`$ (76)
$`\nu `$ $`=`$ $`{\displaystyle \frac{1}{2}}+{\displaystyle \frac{\epsilon }{16}}\left(1+\left({\displaystyle \frac{107}{288}}{\displaystyle \frac{17}{144}}\mathrm{ln}{\displaystyle \frac{4}{3}}\right)\epsilon +O(\epsilon ^2)\right).`$ (77)
The first two expansions have been known for a long time from Reggeon field theory where a different definition of the exponents is used. The expansion of the exponent $`\nu `$ was presented by the author in . The order parameter exponent $`\beta `$, which enters the scaling law for the mean particle number in the active state $`<n>=M|\tau |^\beta `$, follows from Eq. (45) as
$$\beta =\nu \frac{d+\eta }{2}=1\frac{\epsilon }{6}\left(1\left(\frac{11}{288}\frac{53}{144}\mathrm{ln}\frac{4}{3}\right)\epsilon +O(\epsilon ^2)\right).$$
(78)
We now turn to the interspecies coupling constants $`u_{\alpha \beta }`$ with $`\alpha \beta `$. The fixed point values as the solutions of the equation $`\beta _{\alpha \beta }=0`$, where $`\beta _{\alpha \beta }`$ is the Gell-Mann–Low function Eq. (73), are of three different types:
1. the decoupled fixed point $`u_{12}=u_{21}=0`$, totally instable for $`u=u_{}`$;
2. the two unidirectional coupled fixed points $`u_{12}=0`$, $`u_{21}=2u_{}+O(\epsilon ^3)`$ and $`u_{21}=0`$, $`u_{12}=2u_{}+O(\epsilon ^3)`$;
3. the symmetric fixed point $`u_{12}=u_{21}=u_{}+O(\epsilon ^3)`$.
To discuss the stability and the crossover between the last two types we try an Ansatz of the form $`u_{\alpha \beta }=w+vϵ_{\alpha \beta }`$ with $`ϵ_{12}=ϵ_{21}=1`$. We already know from the one-loop result that $`u_{\alpha \beta }`$ is driven by the renormalization flow to the fixed line $`w=u_{}`$ with a crossover exponent $`\varphi _w=\epsilon /3+O(\epsilon ^2)`$. Setting therefore $`w=u`$ in $`\beta _{\alpha \beta }`$ we get
$`\beta _{\alpha \beta }(u,v)`$ $`=`$ $`\beta (u)+\epsilon _{\alpha \beta }\beta _v(u,v),`$ (79)
$`\beta _v(u,v)`$ $`=`$ $`\left({\displaystyle \frac{1}{8}}{\displaystyle \frac{3}{8}}\mathrm{ln}{\displaystyle \frac{4}{3}}\right)\left(u^2v^2\right)v=0.017\left(u^2v^2\right)v.`$ (80)
For $`u=u_{}`$ this equation shows that the symmetric fixed point $`v_{}=0`$ is instable in contrast to the stable unidirectional coupled fixed points $`v_{}=\pm u_{}`$. The solution of the flow equation $`ld\overline{v}/dl=\beta _v(u_{},\overline{v})`$ leads to the crossover
$$\overline{v}(l)^2=\frac{u_{}^{\mathrm{\hspace{0.17em}2}}}{1+\left(u_{}^{\mathrm{\hspace{0.17em}2}}/v^21\right)l^{\varphi _v}}$$
(81)
with the very small crossover exponent
$$\varphi _v=\left(\frac{1}{4}\frac{3}{4}\mathrm{ln}\frac{4}{3}\right)u_{}^{\mathrm{\hspace{0.17em}2}}=\left(\frac{1}{9}\frac{1}{3}\mathrm{ln}\frac{4}{3}\right)\epsilon _{}^{\mathrm{\hspace{0.17em}2}}=0.0152\epsilon ^2.$$
(82)
A qualitative picture of the flow of the interspecies couplings in the plane $`u=u_{}`$ under renormalization is shown in FIG. 4.
FIG. 4. Flow of the interspecies couplings under renormalization
In addition to the four fixed points D (decoupled), S (symmetric), U (unidirectional), the topology of the flow is determined by the symmetry line $`u_{12}=u_{21}`$ which acts in the first quadrant as a separatrix between the regions of attraction of the two unidirectional fixed points. There exists another separatrix at the border of these regions, given to first order in $`\epsilon `$ by $`u_{12}+u_{21}=0`$, where the flow is driven to the hatched line $`u_{12}+u_{21}=2u_{}`$. On the left of this line we have the region of instability I, in which the condition $`_{\alpha ,\beta }u_{\alpha \beta }n_\alpha n_\beta 0`$ for all positive $`n_\alpha `$ is violated. Therefore we conjecture that interspecies couplings with $`u_{12}+u_{21}<0`$ ultimately lead to first order transitions. In FIG. 4 the fixed point line of the one-loop calculation is also shown. This line is the support of the slow crossover to the unidirectional fixed points which therefore describe the ultimate critical behavior of the MDP universality class.
We conjecture that in the case of colors with different flavors, $`\lambda _\alpha \lambda _\beta `$, all properties are smooth functions of the ratio $`\lambda _\alpha /\lambda _\beta `$ as long as this ratio is sufficiently close to one. Thus generalizing to different flavors, the topology of the renormalization flow displayed in FIG. 4 should only be smoothly deformed but not destroyed. In particular, the unidirectional coupled fixed points U should be stable also for $`\lambda _\alpha \lambda _\beta `$.
## VI Symmetries and General Fixed Point Properties
Having found the detailed fixed point structure of the model Eq. (54) of two colors with the same flavor in the two-loop approximation, we will now investigate which results are valid to all orders of perturbation theory. According to the considerations of the third chapter, one demonstrates easily that for $`\alpha \beta `$ the vertex function $`\mathrm{\Gamma }_{\alpha ,\alpha \beta }=0`$ if $`g_{\alpha \beta }=0`$. Thus the lines of unidirectionally coupled models in FIG. 4, namely $`u_{12}=0`$ or $`u_{21}=0`$ , respectively, are invariant under the renormalization flow. Trivially, the decoupled fixed point D is the intersection point of these lines. For $`g_{12}=g_{21}`$ the dynamic functional $`𝒥`$ Eq. (54) possesses the symmetry $`s_1s_2`$, $`\stackrel{~}{s}_1\stackrel{~}{s}_1`$, and $`\tau _1\tau _2`$ from which we find that $`\mathrm{\Gamma }_{1,12}=\mathrm{\Gamma }_{2,21}`$. Thus, these two vertex functions need the same $`Z`$-factor: $`Z_{12}=Z_{21}`$. It follows that the symmetry line in FIG. 4, $`u_{12}=u_{21}`$, is invariant under renormalization.
Is there a condition that determines the crossover line? The answer is yes. We change to variables corresponding to the total and relative particle numbers, respectively,
$`s`$ $`=`$ $`s_1+s_{2,}\stackrel{~}{s}={\displaystyle \frac{1}{2}}\left(\stackrel{~}{s}_1+\stackrel{~}{s}_2\right),`$ (83)
$`c`$ $`=`$ $`s_1s_{2,}\stackrel{~}{c}={\displaystyle \frac{1}{2}}\left(\stackrel{~}{s}_1\stackrel{~}{s}_2\right).`$ (84)
Such linear transformations do not alter the measure of the functional integrals, and the dynamic functional changes, in the special case $`\tau _1=\tau _2=\tau `$, to
$`𝒥`$ $`=`$ $`{\displaystyle }dtd^dx\lambda (\stackrel{~}{s}(\lambda ^1_t+(\tau ^2)+({\displaystyle \frac{g}{4}}+{\displaystyle \frac{g_{12}+g_{21}}{8}})s{\displaystyle \frac{g}{2}}\stackrel{~}{s})s`$ (87)
$`+\stackrel{~}{c}\left(\lambda ^1_t+\left(\tau ^2\right)+{\displaystyle \frac{g}{2}}s\right)c{\displaystyle \frac{g}{2}}\stackrel{~}{c}^2sg\stackrel{~}{s}\stackrel{~}{c}c`$
$`+({\displaystyle \frac{g}{4}}{\displaystyle \frac{g_{12}+g_{21}}{8}})\stackrel{~}{s}c^2+{\displaystyle \frac{g_{12}g_{21}}{8}}\stackrel{~}{c}(s^2c^2)).`$
We see that in the case $`g_{12}+g_{21}=2g`$ the dynamics of the total particle number decouples from the dynamics of the relative one in the sense that all vertex functions containing $`\stackrel{~}{s}`$-, but no $`\stackrel{~}{c}`$ -legs are zero if $`c`$-legs are attached. In particular $`\mathrm{\Gamma }_{\stackrel{~}{s},cc}=0`$ and $`\mathrm{\Gamma }_{\stackrel{~}{s},ss}=\mathrm{\Gamma }_{\stackrel{~}{s}\stackrel{~}{s},s}`$, which leads to the renormalized interspecies couplings with $`u_{12}+u_{21}=2u`$ and determines the crossover line to all loop-orders. Note that on the symmetry line $`g_{12}=g_{21}`$ holds, and the functional $`𝒥`$ is then invariant against $`cc`$, $`\stackrel{~}{c}\stackrel{~}{c}`$ .
The different fixed point values of the interspecies couplings are now fully determined as the intersection points of the several invariant lines (see FIG. 4): the unidirectional lines $`u_{12}=0`$, $`u_{21}=0`$, the symmetry line $`u_{12}=u_{21}`$, and the crossover line $`u_{12}+u_{21}=2u`$. Thus, we find to all orders for the symmetric fixed point S: $`u_{12}=u_{21}=u_{}`$ and for the stable unidirectional fixed points U: $`u_{12}=0,`$ $`u_{21}=2u_{}`$ and $`u_{21}=0,`$ $`u_{12}=2u_{}`$, respectively. These are of course the results that we have found explicitly in the two-loop approximation.
The unidirectionally coupled model, which describes the generic scaling properties of the MDP processes, exhibits another symmetry. Using $`g_{12}=0`$ and $`g_{21}=2g^{}`$, we write the dynamic functional of this model in the form
$`𝒥_u`$ $`=`$ $`{\displaystyle }dtd^dx\lambda (\stackrel{~}{s}_1(\lambda ^1_t+(\tau _1^2)+{\displaystyle \frac{g}{2}}(s_1\stackrel{~}{s}_1))s_1`$ (89)
$`+\stackrel{~}{s}_2(\lambda ^1_t+(\tau _2^2)+{\displaystyle \frac{g}{2}}(s_2\stackrel{~}{s}_2))s_2+\stackrel{~}{s}_2(\sigma +g^{}s_2)s_1).`$
Here we have introduced a further harmonic unidirectional coupling $`\sigma `$, which corresponds to an additional linear term: $`n_2/t=\mathrm{}+\lambda \sigma n_1`$ in the Langevin equation for species $`2`$. This term was first considered by Täuber et al. in their study of the nonequilibrium critical behavior in unidirectionally coupled DP processes. Such a term does not alter the general renormalizations as long as the corresponding composed field $`\stackrel{~}{s}_2s_1`$ is treated as a soft insertion. Of course, $`\sigma `$ is a relevant parameter like the temperatures $`\tau _\alpha `$ and needs its own renormalization factor $`Z_\sigma `$ determined by
$$\sigma \stackrel{˚}{\sigma }=Z_\sigma Z_\lambda ^1\sigma ,$$
(90)
in such a way that the renormalized vertex function with an insertion $`\mathrm{\Gamma }_{2,1;(\stackrel{~}{s}_2s_1)}`$ is finite. The settings $`\sigma =\tau _1=\tau _2=0`$ define the multicritical point.
From Reggeon field theory one knows a transformation called rapidity reversal: $`s(t)\stackrel{~}{s}(t)`$, which is broken by the DP transition to an active state. Here we generalize it to read
$`s_1(t)`$ $``$ $`\stackrel{~}{s}_2(t),\stackrel{~}{s}_1(t)s_2(t)s_1(t),`$ (91)
$`\stackrel{~}{s}_2(t)`$ $``$ $`s_1(t),s_2(t)\stackrel{~}{s}_1(t)+\stackrel{~}{s}_2(t).`$ (92)
Under this transformation the functional $`𝒥_u`$ changes to
$`𝒥_u`$ $``$ $`{\displaystyle }dtd^dx\lambda (\stackrel{~}{s}_1(\lambda ^1_t+(\tau _2^2)+{\displaystyle \frac{g}{2}}(s_1\stackrel{~}{s}_1))s_1`$ (95)
$`+\stackrel{~}{s}_2\left(\lambda ^1_t+\left(\tau _1^2\right)+{\displaystyle \frac{g}{2}}\left(s_2\stackrel{~}{s}_2\right)\right)s_2`$
$`+\stackrel{~}{s}_2(\sigma +\tau _1\tau _2+g^{}s_2)s_1+(gg^{})(\stackrel{~}{s}_1\stackrel{~}{s}_2s_1\stackrel{~}{s}_2^{\mathrm{\hspace{0.17em}2}}s_1+\stackrel{~}{s}_2s_1s_2)).`$
We learn from this relation that in the case $`g=g^{}`$, $`𝒥_u`$ gains a higher symmetry at the multicritical point, which is not destroyed by renormalization. It follows in this case that $`\sigma `$ renormalizes in the same way as the $`\tau _\alpha `$, which implies $`Z_\sigma =Z_\tau `$ , and that the renormalized couplings are related by $`u_{}^{}=u_{21}=u_{}`$ at the fixed point, as we already know from above. From these considerations follows that the crossover exponent, which is defined by the scaling invariants $`\sigma /\tau _\alpha ^\mathrm{\Phi }`$, is given by $`\mathrm{\Phi }=1`$.
## VII The THHG Model
Recently Täuber et al. (in the following abbreviated by THHG) introduced a general unidirectionally coupled DP process with species-independent diffusion coefficients, that was motivated by a study of Alon et al. on a nonequilibrium growth model for adsorption and desorption of particles which displays a roughening transition.
The THHG-model reads in our dynamic functional language as
$`𝒥_{THHG}`$ $`=`$ $`{\displaystyle }dtd^dx\lambda (\stackrel{~}{s}_1(\lambda ^1_t+\tau _1^2+{\displaystyle \frac{g}{2}}(s_1\stackrel{~}{s}_1))s_1`$ (98)
$`+\stackrel{~}{s}_2\left(\lambda ^1_t+\tau _2^2+{\displaystyle \frac{g}{2}}\left(s_2\stackrel{~}{s}_2\right)\right)s_2`$
$`\stackrel{~}{s}_2(\sigma +b^2{\displaystyle \frac{f_1}{2}}s_1f_2s_2+f_2^{}\stackrel{~}{s}_1+{\displaystyle \frac{f_1^{}}{2}}\stackrel{~}{s}_2)s_1).`$
In contrast to THHG, we have introduced an additional cross diffusion term $`\stackrel{~}{s}_2^2s_1`$ here that is indispensable for a complete renormalization of the general model. In physical terms, coarse graining will always produce cross diffusion in this coupled model. But coarse graining does more: it also produces a term proportional to the time derivative of the density of the first species in the Langevin equation of the second one – besides further irrelevant couplings. Accordingly, in the functional $`𝒥_{THHG}`$ a term proportional to $`\stackrel{~}{s}_2_ts_1`$ arises. However, such a term can be eliminated by a suitable redefinition of the fields
$$\stackrel{~}{s}_1\stackrel{~}{s}_1\beta \stackrel{~}{s}_2,s_1s_1,\stackrel{~}{s}_2\stackrel{~}{s}_2,s_2s_2\beta s_1,$$
(99)
so that the harmonic parts with the time derivatives in the dynamic functional remain diagonal. Note that in the special case $`b=f_1=f_1^{}=f_2^{}=0`$, $`f_2=g^{}`$ the functional $`𝒥_{THHG}`$ Eq. (98) is identical to $`𝒥_u`$, Eq. (89), from which we know that it is fully renormalizable, and, in particular, in the case $`g^{}=g`$ by the $`Z`$-factors Eqs. (60,68). In the following we will demonstrate that the asymptotic properties of the THHG-model indeed belong to the universality class described by $`𝒥_u`$.
It is well known that the infinitesimal generators of a continuous transformation of the fundamental fields, which leads to a forminvariance of the describing statistical functional, define redundant operators (composite fields). In the case that these redundant operators are relevant or marginal, they unnecessarily contaminate the renormalization group. Therefore they should be avoided from the outset. Here we introduce a linear, homogeneous transformation between the fields, which does not change the form of the functional $`𝒥_{THHG}`$ Eq. (98). Let us call it the $`\alpha `$-transformation:
$$\stackrel{~}{s}_1\stackrel{~}{s}_1\alpha \stackrel{~}{s}_2,s_1s_1,\stackrel{~}{s}_2\stackrel{~}{s}_2,s_2s_2+\alpha s_1.$$
(100)
Note the difference to the $`\beta `$-transformation Eq. (99), which is exploited to eliminate a $`\stackrel{~}{s}_2_ts_1`$-term from $`𝒥_{THHG}`$. This $`\alpha `$-transformation leads to new coupling constants that we denote with a bar:
$`\overline{\sigma }`$ $`=`$ $`\sigma +\alpha \left(\tau _1\tau _2\right),`$ (101)
$`\overline{f}_1`$ $`=`$ $`f_1+2\alpha f_2+\alpha \left(\alpha 1\right)g,\overline{f}_2=f_2+\alpha g,`$ (102)
$`\overline{f}_1^{}`$ $`=`$ $`f_1^{}2\alpha f_2^{}+\alpha \left(\alpha +1\right)g,\overline{f}_2^{}=f_2^{}\alpha g.`$ (103)
Now we renormalize the THHG-model by the scheme
$`\stackrel{~}{s}_1`$ $``$ $`\stackrel{˚}{\stackrel{~}{s}}_1=Z_s^{\mathrm{\hspace{0.17em}1}/2}\left(\stackrel{~}{s}_1+A\stackrel{~}{s}_2\right),s_1\stackrel{˚}{s}_1=Z_s^{\mathrm{\hspace{0.17em}1}/2}s_1,`$ (104)
$`s_2`$ $``$ $`\stackrel{˚}{s}_2=Z_s^{\mathrm{\hspace{0.17em}1}/2}\left(s_2+As_1\right),\stackrel{~}{s}_2\stackrel{˚}{\stackrel{~}{s}}_2=Z_s^{\mathrm{\hspace{0.17em}1}/2}\stackrel{~}{s}_2,`$ (105)
$`\tau _\alpha `$ $``$ $`\stackrel{˚}{\tau }_\alpha =Z_\lambda ^1Z_\tau \tau _\alpha ,g\stackrel{˚}{g}=Z_s^{1/2}Z_\lambda ^1Z_gg,`$ (106)
$`\sigma `$ $``$ $`\stackrel{˚}{\sigma }=Z_\lambda ^1\left(Z_\sigma \sigma +\left(Y_1+AZ_\tau \right)\tau _1+\left(Y_2+AZ_\tau \right)\tau _2\right),`$ (107)
$`b`$ $``$ $`\stackrel{˚}{b}=Z_\lambda ^1Z_bb2A,`$ (108)
$`f_1`$ $``$ $`\stackrel{˚}{f}_1=Z_s^{1/2}Z_\lambda ^1\left(Z_1f_1A\left(1A\right)Z_g^{}g2AZ_2f_2\right),`$ (109)
$`f_1^{}`$ $``$ $`\stackrel{˚}{f}_1^{}=Z_s^{1/2}Z_\lambda ^1\left(Z_1^{}f_1^{}A\left(1A\right)Z_g^{}g2AZ_2^{}f_2^{}\right),`$ (110)
$`f_2`$ $``$ $`\stackrel{˚}{f}_2=Z_s^{1/2}Z_\lambda ^1\left(Z_2f_2AZ_g^{}g\right),`$ (111)
$`f_2^{}`$ $``$ $`\stackrel{˚}{f}_2^{}=Z_s^{1/2}Z_\lambda ^1\left(Z_2^{}f_2^{}AZ_g^{}g\right).`$ (112)
where $`g=(u\mu ^\epsilon /G_\epsilon )^{1/2}`$, $`Z_g=Z_u^{\mathrm{\hspace{0.17em}1}/2}`$, and the $`Z_i`$ with $`i=s,\lambda ,\tau ,u`$ are given by Eqs. (60,68). Besides $`u`$, dimensionless coupling constants are defined as $`v_\alpha ^{(^{})}=(G_\epsilon /\mu ^\epsilon )^{1/2}f_\alpha ^{(^{})}`$. The scheme Eq. (112) is chosen in such a way that the renormalized dynamic functional reads
$`𝒥_{THHG}`$ $`=`$ $`{\displaystyle }dtd^dx\lambda (\stackrel{~}{s}_1(Z_s\lambda ^1_t+Z_\tau \tau _1Z_\lambda ^2+{\displaystyle \frac{Z_gg}{2}}(s_1\stackrel{~}{s}_1))s_1`$ (116)
$`+\stackrel{~}{s}_2\left(Z_s\lambda ^1_t+Z_\tau \tau _2Z_\lambda ^2+{\displaystyle \frac{Z_gg}{2}}\left(s_2\stackrel{~}{s}_2\right)\right)s_2`$
$`+\stackrel{~}{s}_2(2AZ_s\lambda ^1_tZ_\sigma \sigma Y_1\tau _1Y_2\tau _2Z_bb^2`$
$`+{\displaystyle \frac{Z_1f_1}{2}}s_1+Z_2f_2s_2Z_2^{}f_2^{}\stackrel{~}{s}_1{\displaystyle \frac{Z_1^{}f_1^{}}{2}}\stackrel{~}{s}_2)s_1).`$
Note that the counter term $`2AZ_s`$ serves to cancel primitive divergencies arising in the vertex function $`_\omega \mathrm{\Gamma }_{\stackrel{~}{s}_2s_1}`$. In dimensional regularization and minimal renormalization the counterterms $`A`$ and $`Y_\alpha `$ are given by series in $`\epsilon ^1`$ beginning with simple poles $`A^{(1)}/\epsilon `$ and $`Y_\alpha ^{(1)}/\epsilon `$, respectively. We have formerly shown that only the residua of these poles determine the renormalization group functions.
It is now appropriate to define $`\alpha `$-transformation invariant dimensionless coupling constants as
$$w_1=\sqrt{u}\left(v_1+v_2\right)v_2^{\mathrm{\hspace{0.17em}2}},w_1^{}=\sqrt{u}\left(v_1^{}+v_2^{}\right)v_2^{\mathrm{\hspace{0.17em}2}},w_2=\sqrt{u}\left(v_2+v_2^{}\right).$$
(117)
The somewhat lengthy but simple calculation of all the one-loop renormalizations leads to the Gell-Mann–Low functions of the renormalization group equation. In part, in the case $`b=0`$, they can be derived from the results of THHG . If we set $`u`$ to its fixed point value $`u_{}`$ and define as usual $`\beta _p=p/\mathrm{ln}\mu |_0`$, where $`p`$ is any of the coupling constants, we obtain for the $`\beta `$ -functions of the invariant couplings
$`8\beta _{w_1}`$ $`=`$ $`4\left(2w_1+w_2u_{}\right)w_2+4u_{}w_1^{}+16u_{}au_{}b\left(8w_1+10w_2\right)+9\left(u_{}b\right)^2,`$ (118)
$`8\beta _{w_1^{}}`$ $`=`$ $`4\left(2w_1^{}+w_2u_{}\right)w_2+4u_{}w_1+16u_{}au_{}b\left(8w_1^{}+10w_2\right)+9\left(u_{}b\right)^2,`$ (119)
$`4\beta _{w_2}`$ $`=`$ $`8\left(w_2u_{}\right)w_2+4u_{}\left(w_1+w_1^{}\right)+8u_{}a6u_{}bw_2+3\left(u_{}b\right)^2,`$ (120)
$`8u_{}\beta _b`$ $`=`$ $`u_{}\left(w_1+w_1^{}\right)+\left(w_2u_{}\right)w_2+16u_{}au_{}b\left(w_2+u_{}\right)+\left(u_{}b\right)^2.`$ (121)
The function $`a`$ results from the additive renormalization $`A`$ and mixes the renormalized fields in a correlation or response function under application of the renormalization group as
$$\left[𝒟_\mu +\frac{\gamma }{2}\right]\{\stackrel{~}{s}_1,s_1,\stackrel{~}{s}_2,s_2\}=\{a\stackrel{~}{s}_2,0,0,as_1\}.$$
(122)
Here $`𝒟_\mu `$ is the renormalization group differential operator now given by
$$𝒟_\mu =\mu _\mu +\zeta \lambda _\lambda +\kappa _\tau \tau _\tau +\left(\kappa _\sigma \sigma +\kappa _1\tau _1+\kappa _2\tau _2\right)_\sigma +\underset{p}{}\beta _p_p,$$
(123)
with $`\kappa _\sigma =\gamma _\lambda \gamma _\sigma ,`$ $`\kappa _\alpha =y_\alpha a`$, and Eq. (122) acts on Green functions. The $`y_\alpha =_p_pY_\alpha ^{(1)}`$ result from the additive renormalizations $`Y_\alpha `$. The function $`a=_p_pA^{(1)}`$ is found to be
$$a=\frac{1}{16}\left(2w_1+w_1^{}+2\left(\frac{w_2}{u}1\right)w_24bw_2+3ub^2\right).$$
(124)
The new renormalizations yield
$`\gamma _\sigma `$ $`=`$ $`{\displaystyle \frac{1}{2}}\left(buw_2\right),`$ (125)
$`y_1`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left(\sqrt{u}v_1+v_2v_2^{}{\displaystyle \frac{3b}{2}}\sqrt{u}v_2{\displaystyle \frac{b}{2}}\sqrt{u}v_2^{}+{\displaystyle \frac{3b^2}{4}}u\right),`$ (126)
$`y_2`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left(\sqrt{u}v_1^{}+v_2v_2^{}{\displaystyle \frac{3b}{2}}\sqrt{u}v_2^{}{\displaystyle \frac{b}{2}}\sqrt{u}v_2+{\displaystyle \frac{3b^2}{4}}u\right).`$ (127)
In order to determine the fixed-point solutions of Eqs. (121), $`\beta _p=0`$, we impose the condition $`a_{}=b_{}=0`$. This yields $`w_1=w_1^{}=0`$, with $`w_2=0`$ (unstable) or $`w_2=u_{}`$ (stable). It can easily be checked that these solutions are consistent with the full set of Eqs. (121) and (124). These are the solutions found by THHG . Note that on the fixed point lines generated from the stable fixed point by the $`\alpha `$-transformation a minimally coupled fixed point with $`v_1=v_1^{}=v_2^{}=0,v_2=\sqrt{u_{}}`$ is found.
Now one has to prove stability of the fixed points of the full equations (121) without using the constraints $`a_{}=b_{}=0`$. A linearization about $`w_1=w_1^{}=b=0`$ and either $`w_2=0`$ or $`w_2=u_{}`$ shows that the flow of $`b`$ is unstable for $`w_2=0`$, whereas it shows full stability of the fixed point for $`w_2=u^{}`$. This vindicates the neglect of $`a,b`$ and the corresponding counterterms $`A`$ and $`Z_bb`$ in but only at the stable fixed point line, which is generated from the fixed point by the $`\alpha `$-transformation. However without further knowledge this statement is only correct in the one-loop calculation and could be violated in higher loop orders. We will show that the stable fixed point is given by $`w_1=w_1^{}=0`$, $`w_2=u_{}`$ to all orders of the loop expansion. As a consequence, the fixed point values $`a_{},b_{},y_1,y_2`$ are zero, and $`\gamma _\sigma =\gamma _\tau `$. This leads to a crossover exponent $`\mathrm{\Phi }=1`$ where $`\mathrm{\Phi }`$ determines the scaling of $`\sigma /|\tau _i|^\mathrm{\Phi }`$.
Indeed, we see from Eq. (117) that the stable one-loop order fixed point belongs, up to an $`\alpha `$-transformation, to the dynamic functional $`𝒥_{THHG}`$, Eq. (116), with coupling constants $`f_1=f_1^{}=f_2^{}=0`$ and $`f_2=g`$, i.e. model $`𝒥_u`$, Eq. (98), with the additional constraint $`g^{}=g`$. Above it was shown that this equality leads to rapidity reversal Eq. (92) as a higher symmetry. This higher symmetry is preserved under renormalization and, because $`𝒥_u`$ is fully renormalizable, we have the result $`w_1=w_1^{}=0`$, $`w_2=u_{}`$ and $`\mathrm{\Phi }=1`$ to all loop orders.
Computations based on the dynamic functional $`𝒥_u`$, Eq. (98), are much easier to perform than calculations using the complete model $`𝒥_{THHG}`$, Eq. (116). Thus it may be possible to find the equation of state for $`M_2=gs_2`$ to second order and check the assumptions made in on the reexponentiation of logarithms to yield the new order parameter exponent $`\beta _2`$ of that paper (for a calculation of the equation of state for $`M_1=gs_1`$ to two-loop order see ).
The model $`𝒥_u`$ describes the coupled DP processes near the multicritical point $`\tau _1=\tau _2=\sigma =0`$. What is needed for a thorough calculation of $`\beta _2`$ is a theory that comprises the limit $`\sigma \mathrm{}`$. Therefore our considerations here do not solve the problem addressed in , namely the determination of the scaling exponent $`\beta _2`$ that controls the scaling $`M_2\sigma ^{\beta _1\beta _2}\left(\tau _{1c}\tau _1\right)^{\beta _2}`$ where species $`1`$ is in its active phase. THHG calculate $`\beta _2`$ by reexponentiation of logarithms. (We have done a recalculation and find a slightly different value $`\beta _2=1/213\epsilon /96+O(\epsilon ^2)`$. The difference arises from a subleading term resulting from the ominous peculiar diagram FIG. 9(c) in .) However the approach of THHG relies on the assumption that simple reexponentiation is possible. To derive such scaling properties faithfully, one indeed has to solve the crossover problem $`\sigma \mathrm{}`$ which (possibly!) induces a new scaling at infinity for the correlations of species $`2`$. Some features of this crossover remind us of the crossover from special to ordinary behavior in the theory of surface transitions , with $`\sigma `$ corresponding to the surface enhancement $`c`$ and the species $`1`$ and $`2`$ corresponding to the bulk and surface respectively. The crossover problem of interest here is thus as yet unsolved.
## VIII Discussion
In this paper, we have studied multicolored directed percolation processes (MDP). In particular, we have shown that the scaling behavior of these coupled DP processes near their absorbing state transition is determined by the same critical exponents as known from simple one-species DP and therefore is independent from the number of colors. The characteristic asymptotic feature of MDP shows up in the asymptotic unidirectional coupling of each pair of colors. A special result of our analysis is the very slow crossover to this asymptotic unidirectionality which may be seen in computer simulations. The unidirectional behavior of the couplings of an interacting population is summarized in the following graphical picture. Consider a graph where each node represents one color. The stable fixed points are then represented by the so-called tournaments, that are the complete graphs with directed edges . The directed edge from color $`\alpha `$ to color $`\beta `$ stands for the influence of $`\alpha `$ on $`\beta `$ in the respective equations of motion. In particular, for a population of three species there exist two different tournaments (up to permutation of the colors) which we call “cyclic” and “hierarchic”, FIG. 5.
FIG. 5. Cyclic and hierarchic tournament of three species
One gets a graphical picture for the not fully stable fixed points either by deleting the directionality of the edges between the nodes for symmetric couplings of the corresponding colors, or by completely deleting the edges for the uncoupled pairs (uncomplete tournaments).
To get a simple qualitative impression of the behavior of the dynamic system of a population corresponding to a tournament of colors with the same flavor, we consider, in the active region with all$`r_\alpha :=\tau _\alpha /2g0`$, a renormalized mean-field theory of the equations (1,2) for spatially homogeneous densities $`\overline{n}_a`$ and set $`g_{\alpha \beta }=g\left(1+\epsilon _{\alpha \beta }\right)`$ with $`\epsilon _{\alpha \alpha }=0`$. We redefine the time scale $`t2t/\lambda g`$ and get
$$_t\overline{n}_a=\left(r_\alpha \underset{\beta }{}\left(1+\epsilon _{\alpha \beta }\right)\overline{n}_\beta \right)\overline{n}_\alpha .$$
(128)
Then the decision, which of all the $`\epsilon _{\alpha \beta }=\epsilon _{\beta \alpha }`$ equal $`\pm 1`$, defines the tournament. The edge between a pair of species is directed from $`\beta `$ to $`\alpha `$ if $`\epsilon _{\alpha \beta }=\epsilon _{\beta \alpha }=+1`$ and vice versa. The directions of the edges therefore represent the unidirectional “pressure” on the reproduction rate resulting from one color to another. Despite the simplicity of the Eqs. (128) they can generate a complex dynamic behavior (see e.g. ). First, let us consider the stationary states of Eqs. (128) for a population consisting of three species. In the ternary phase diagram spanned by the positive rates $`r_1,r_2,r_3`$ in the subspace $`_\alpha r_\alpha =r=const.`$, one finds different regions with one, two ore all three species alive, FIG. 6.
FIG. 6. Phase diagrams of the cyclic and hierarchic tournament
These regions are bounded by critical lines with absorbing state transitions where some colors become extinct. The dynamic behavior of the hierarchic tournament FIG. 5(b) is relatively simple: from each nonequilibrium initial state $`\left\{\overline{n}_\alpha ^{(0)}\right\}`$, the system relaxes to the stationary state which is a stable node. In the case of the cyclic tournament FIG. 5(a), for rates $`\left\{r_\alpha \right\}`$ such that we have a three species stationary state, one also finds regions for which the ultimate relaxation behavior is characterized by attracting nodes. But for rates which lead to stationary states belonging to the crosshatched area in the ternary diagram FIG. 7 spanned by the $`\left\{\overline{n}_\alpha \right\}`$, we find stable spirals (damped cyclic relaxation) as the ultimate relaxation behavior (qualitatively pictured by the trajectory in FIG. 7).
FIG. 7. Dynamic behavior of the cyclic tournament
For stationary points near the middle of FIG. 7 the damping is very small and cyclic behavior dominates the dynamics. Especially in the middle of the diagram, i.e. for equal rates $`r_1=r_2=r_3=r/3`$, the motion is not damped anymore. In this case, the dynamic system Eq. (128) is known as a special form of the May-Leonard model that has been extensively studied in mathematical biology . Finally, after a relaxation in the plane $`\overline{n}=_\alpha \overline{n}_\alpha =r`$, there exists another constant of motion $`m=_\alpha \overline{n}_\alpha `$ and the dynamic behavior is characterized by limit cycles around the neutral stationary point $`\left\{\overline{n}_\alpha ^{(0)}=r/3\right\}`$.
Summarily we have shown that also in stochastic multispecies models of populations that evolve near the extinction threshold of all colors and therefore have many absorbing states, the critical properties at the multicritical point and at all continuous transitions are governed by the well known Gribov process (Reggeon field theory) exponents (for a previous simulational result on a two-species system which seems to agree with our findings see ). In other regions of the phase diagram of course more complicated critical behavior may arise such as multicritical points with different scaling exponents . The models considered here have many absorbing states (each combination of colors may go extinct irrespective of the other ones), and therefore are different from models which were considered by Grinstein et al. where it was shown that multispecies systems with one absorbing state belong to the Gribov universality class. In addition we have shown that the universal properties of interspecies correlations and the phase diagram are determined by totally asymmetric fixed point values of the renormalized interspecies coupling constants. This eventually leads to a system working cooperatively. It is interesting that the asymmetry between the species seems to be the condition for this cooperation near extinction. The model considered here is a simple but universal model of such a cooperative society and should therefore have many applications in all fields of natural and even social science.
Competition and extinction is of course a subject much considered in theoretical biology. The main differences between the present work and the topics covered e.g. in the monograph of Hofbauer and Sigmund are the more realistic local description of the interactions between the species, their diffusional motion, and the inclusion of local fluctuations. Thus here the equations of motion are local stochastic partial differential equations. Coarse graining and renormalization lead to an universal macroscopic picture of cooperativity near the critical states of extinction.
###### Acknowledgements.
We thank Uwe Täuber for many fruitful discussions, Stephan Theiss for a critical reading of the paper and Beate Schmittmann for numerous valuable remarks leading to the final version of the manuscript. This work has been supported in part by the SFB 237 (“Unordnung und große Fluktuationen”) of the Deutsche Forschungsgemeinschaft.
## A Two-loop Integrals
In the calculation we will encounter momentum integrals of the type
$$I_{kl;m}=G_\epsilon ^2\tau ^\epsilon \underset{𝐪_1,𝐪_2}{}\frac{1}{\left(q_1^{\mathrm{\hspace{0.17em}2}}+\tau \right)^k\left(q_2^{\mathrm{\hspace{0.17em}2}}+\tau \right)^l\left(q_1^{\mathrm{\hspace{0.17em}2}}+q_2^{\mathrm{\hspace{0.17em}2}}+(q_1+q_2)^2+3\tau \right)^m}$$
(A1)
where $`G_\epsilon =\mathrm{\Gamma }(1+\epsilon /2)/(4\pi )^{d/2}`$, $`\epsilon =4d`$, and $`_𝐪\mathrm{}=(2\pi )^dd^dq\mathrm{}`$ . They can be derived from two “mother” integrals
$`M^{(1)}(a,b;c)`$ $`=`$ $`G_\epsilon ^2{\displaystyle \underset{q_1,q_2}{}}{\displaystyle \frac{1}{\left(q_1^{\mathrm{\hspace{0.17em}2}}+a\right)\left(q_2^{\mathrm{\hspace{0.17em}2}}+b\right)\left(q_1^{\mathrm{\hspace{0.17em}2}}+q_2^{\mathrm{\hspace{0.17em}2}}+(q_1+q_2)^2+c\right)}},`$ (A2)
$`M^{(2)}(a;c)`$ $`=`$ $`G_\epsilon ^2{\displaystyle \underset{q_1,q_2}{}}{\displaystyle \frac{1}{\left(q_1^{\mathrm{\hspace{0.17em}2}}+a\right)\left(q_1^{\mathrm{\hspace{0.17em}2}}+q_2^{\mathrm{\hspace{0.17em}2}}+(q_1+q_2)^2+c\right)}}`$ (A3)
by taking derivatives with respect to the parameters $`a,b,c`$. Discarding nonsingular terms, we find in dimensional regularization
$`M^{(1)}(a,b;c)`$ $`=`$ $`{\displaystyle \frac{1}{\epsilon }}\left({\displaystyle \frac{a^{1\epsilon }+b^{1\epsilon }}{\epsilon }}+{\displaystyle \frac{3(a+b)}{2}}\left(1\mathrm{ln}{\displaystyle \frac{4}{3}}\right)+c\mathrm{ln}{\displaystyle \frac{4}{3}}\right),`$ (A4)
$`M^{(2)}(a;c)`$ $`=`$ $`{\displaystyle \frac{1}{4\epsilon }}\left({\displaystyle \frac{2c3a}{\epsilon }}a^{1\epsilon }+ac\left(1+\mathrm{ln}{\displaystyle \frac{4}{3}}\right)3a^2\left(1+{\displaystyle \frac{1}{2}}\mathrm{ln}{\displaystyle \frac{4}{3}}\right)+{\displaystyle \frac{c^2}{3}}\right).`$ (A5)
These formulas yield the singular parts of the integrals (A1) as
$`I_{11;1}^{(SP)}`$ $`=`$ $`{\displaystyle \frac{1}{\epsilon ^2}}\left(2+3\epsilon \right),I_{11;2}^{(SP)}={\displaystyle \frac{1}{\epsilon }}\mathrm{ln}{\displaystyle \frac{4}{3}},`$ (A6)
$`I_{12;1}^{(SP)}`$ $`=`$ $`{\displaystyle \frac{1}{2\epsilon ^2}}\left(2+\epsilon 3\epsilon \mathrm{ln}{\displaystyle \frac{4}{3}}\right),I_{10;3}^{(SP)}={\displaystyle \frac{1}{12\epsilon }},I_{20;1}^{(SP)}={\displaystyle \frac{3}{2\epsilon }},`$ (A7)
$`I_{20;2}^{(SP)}`$ $`=`$ $`{\displaystyle \frac{1}{4\epsilon ^2}}\left(2\epsilon +\epsilon \mathrm{ln}{\displaystyle \frac{4}{3}}\right),I_{30;1}^{(SP)}={\displaystyle \frac{3}{8\epsilon ^2}}\left(2+\epsilon +\epsilon \mathrm{ln}{\displaystyle \frac{4}{3}}\right).`$ (A8)
## B Two-loop Selfenergy Diagrams
FIG. 8. Two-loop selfenergy diagrams
In FIG. 8 the two-loop selfenergy diagrams are drawn. Diagram FIG. (8a) leads to
$`4(a)`$ $`=`$ $`{\displaystyle \frac{(\lambda g)^4}{2}}{\displaystyle \underset{𝐪_1,𝐪_2}{}}{\displaystyle \underset{i=1}{\overset{3}{}}dt_i\text{e}^{i\omega t_1}G(𝐪/2+𝐪_1,t_1)G(𝐪/2𝐪_1,t_1t_2)G(𝐪/2𝐪_1,t_3)}`$ (B2)
$`\times G(𝐪/4+𝐪_2,t_1t_3)G(𝐪/4𝐪_1𝐪_2,t_1t_3)`$
where $`G(𝐪,t)`$ is the propagator (Eq. (10)) and we always set $`\tau _\alpha =\tau >0`$ as an IR regulator. Noting that e$`{}_{}{}^{i\omega t_1}G(t_1)=(`$e$`{}_{}{}^{i\omega (t_1t_2)}G(t_1t_2)\left)\right(`$ e $`{}_{}{}^{i\omega (t_2t_3)}G(t_2t_3)\left)\right(`$e$`{}_{}{}^{i\omega t_3}G(t_3))`$ factorizes in the integral, the time integrations over the intervals $`(t_1t_2)`$, $`(t_2t_3)`$, $`t_3`$ are easily performed. The expansion in $`i\omega `$ and $`q^2`$ to linear order eventually yields
$`4(a)`$ $`=`$ $`{\displaystyle \frac{\lambda g^4}{8}}G_\epsilon ^{\mathrm{\hspace{0.17em}2}}\tau ^\epsilon (\tau I_{20;1}{\displaystyle \frac{i\omega }{\lambda }}(I_{30;1}+I_{20;2})`$ (B4)
$`{\displaystyle \frac{q^2}{2}}(I_{30;1}+{\displaystyle \frac{3}{4}}I_{20;2}+{\displaystyle \frac{1}{2d}}(I_{20;3}I_{10;3})))`$
where the $`I_{kl;m}`$ denote the integrals defined in Eq. (A1). Extracting the singular parts using Eq. (A8), we obtain
$$4(a)=\frac{\lambda g^4}{32\epsilon }G_\epsilon ^{\mathrm{\hspace{0.17em}2}}\tau ^\epsilon \left(6\tau +\left(\frac{2}{\epsilon }+5+\mathrm{ln}\frac{4}{3}\right)\frac{i\omega }{2\lambda }+\left(\frac{3}{\epsilon }+\frac{55}{12}+\frac{3}{2}\mathrm{ln}\frac{4}{3}\right)\frac{q^2}{4}\right).$$
(B5)
In the same way we calculate the second selfenergy diagram FIG. 8(b):
$`4(b)`$ $`=`$ $`(\lambda g)^4{\displaystyle \underset{𝐪_1,𝐪_2}{}}{\displaystyle \underset{i=1}{\overset{3}{}}dt_i\text{e}^{i\omega t_1}G(𝐪/2+𝐪_1,t_1t_2)G(𝐪/2𝐪_1,t_1t_3)}`$ (B7)
$`\times G(𝐪_1𝐪_2,t_2t_3)G(𝐪/2+𝐪_2,t_2)G(𝐪/2𝐪_2,t_3)`$
$`=`$ $`{\displaystyle \frac{\lambda g^4}{4}}G_\epsilon ^{\mathrm{\hspace{0.17em}2}}\tau ^\epsilon (\tau I_{11;1}{\displaystyle \frac{i\omega }{\lambda }}(I_{12;1}+I_{11;2})`$ (B9)
$`{\displaystyle \frac{q^2}{2}}(I_{12;1}+I_{11;2}+{\displaystyle \frac{2}{d}}(I_{11;3}+2I_{10;3}I_{11;2})))`$
up to higher orders in $`i\omega `$ and $`q^2`$. Extracting the singular parts again, we find
$$4(b)=\frac{\lambda g^4}{2\epsilon }G_\epsilon ^{\mathrm{\hspace{0.17em}2}}\tau ^\epsilon \left(\left(\frac{1}{\epsilon }+\frac{3}{2}\right)\tau +\left(\frac{2}{\epsilon }+1\mathrm{ln}\frac{4}{3}\right)\frac{i\omega }{4\lambda }+\left(\frac{1}{\epsilon }+\frac{7}{12}\mathrm{ln}\frac{4}{3}\right)\frac{q^2}{4}\right)$$
(B10)
Summing up, we finally get from $`4(a)`$ and $`(4b)`$ the two-loop contribution of the selfenergy as
$$\mathrm{\Gamma }_{\alpha \alpha }^{(2loop)}=\frac{\lambda g^4G_\epsilon ^{\mathrm{\hspace{0.17em}2}}}{\epsilon ^2}\tau ^\epsilon \left(C_\tau \tau +C_\omega \frac{i\omega }{\lambda }+C_{q^2}q^2\right),$$
(B11)
where
$$C_\tau =\frac{1}{2}+\frac{9\epsilon }{16},C_\omega =\frac{7}{32}\left(1+\frac{3\epsilon }{14}\frac{9\epsilon }{14}\mathrm{ln}\frac{4}{3}\right),C_{q^2}=\frac{13}{128}\left(1+\frac{19\epsilon }{52}\frac{35\epsilon }{26}\mathrm{ln}\frac{4}{3}\right).$$
(B12)
## C Two-loop Vertex Diagrams
FIG. 9. Two-loop vertex diagrams; the numbers show the other time orderings
FIG. 9 presents the eleven two-loop vertex diagrams. They can be calculated by the same method as the selfenergy diagrams. Here the external frequencies and momenta can be set to zero because the expansion in these variables does not lead to primitive divergencies. As an example we show the calculation of the diagram FIG. 9(i) explicitly.
The two possible different time orderings of the vertices are shown in FIG. 10.
FIG. 10. Two different time orderings of a vertex diagram
The symmetry factor of the diagrams is one, but one also has to add the two diagrams arising from the interchange of the color indices $`\beta `$ and $`\gamma `$. After the factorization of the propagators, the integration over the time intervals, indicated by the broken lines, is trivial und leads to the expression (with the abbreviations $`\kappa _i=\lambda (\tau +q_i^{\mathrm{\hspace{0.17em}2}})`$, $`𝐪_3=𝐪_1+𝐪_2`$)
$`5(i)`$ $`=`$ $`{\displaystyle \frac{\lambda ^5}{8}}{\displaystyle \underset{\mu ,\nu }{}}\left(\delta _{\alpha \mu }g_{\alpha \nu }+\delta _{\alpha \gamma }g_{\alpha \mu }\right)\left(\delta _{\mu \nu }g_{\mu \beta }+\delta _{\mu \beta }g_{\mu \nu }\right)\left(\delta _{\alpha \mu }g_{\alpha \nu }+\delta _{\alpha \gamma }g_{\alpha \mu }\right)g_\beta g_\gamma `$ (C3)
$`\times {\displaystyle \underset{𝐪_1,𝐪_2}{}}({\displaystyle \frac{1}{(2\kappa _1)(\kappa _1+\kappa _2+\kappa _3)(2\kappa _1+2\kappa _2)(2\kappa _1)}}`$
$`+{\displaystyle \frac{1}{(2\kappa _1)(\kappa _1+\kappa _2+\kappa _3)(2\kappa _1+2\kappa _2)(2\kappa _2)}})+(\beta \gamma )`$
$`=`$ $`{\displaystyle \frac{\lambda g^2}{32}}G_\epsilon ^{\mathrm{\hspace{0.17em}2}}\tau ^\epsilon \left(\delta _{\alpha \beta }g_{\alpha \gamma }+\delta _{\alpha \gamma }g_{\alpha \beta }\right)\left(g\left(g_{\beta \gamma }+g_{\gamma \beta }\right)+g_{\alpha \beta }g_{\alpha \gamma }+g_{\beta \gamma }g_{\gamma \beta }\right)I_{12,1}.`$ (C4)
Thus we obtain the contribution of the diagram FIG. 9(i) to the vertex function $`\mathrm{\Gamma }_{\alpha ,\alpha \beta }`$:
$$\mathrm{\Gamma }_{\alpha ,\alpha \beta }^{5(i)}=\frac{\lambda g^2}{16}G_\epsilon ^{\mathrm{\hspace{0.17em}2}}\tau ^\epsilon g_{\alpha \beta }\left(g\left(g_{\beta \alpha }+g_{\alpha \beta }\right)+g_{\alpha \beta }g+g_{\beta \alpha }g_{\alpha \beta }\right)I_{12,1}.$$
(C5)
In the same manner we calculate the other diagrams of FIG. 9 and find
$`\mathrm{\Gamma }_{\alpha ,\alpha \beta }^{5(a)}`$ $`=`$ $`{\displaystyle \frac{\lambda g^2}{32}}G_\epsilon ^{\mathrm{\hspace{0.17em}2}}\tau ^\epsilon g_{\alpha \beta }g\left(2g+g_{\alpha \beta }+g_{\beta \alpha }\right)I_{30,1,}`$ (C6)
$`\mathrm{\Gamma }_{\alpha ,\alpha \beta }^{5(b)}`$ $`=`$ $`{\displaystyle \frac{\lambda g^2}{16}}G_\epsilon ^{\mathrm{\hspace{0.17em}2}}\tau ^\epsilon g_{\alpha \beta }g\left(2g+g_{\alpha \beta }+g_{\beta \alpha }\right)\left(I_{20,2}+I_{30,1}\right),`$ (C7)
$`\mathrm{\Gamma }_{\alpha ,\alpha \beta }^{5(c)}`$ $`=`$ $`{\displaystyle \frac{\lambda g^2}{32}}G_\epsilon ^{\mathrm{\hspace{0.17em}2}}\tau ^\epsilon g_{\alpha \beta }g\left(2g+g_{\alpha \beta }+g_{\beta \alpha }\right)I_{30,1},`$ (C8)
$`\mathrm{\Gamma }_{\alpha ,\alpha \beta }^{5(d)}`$ $`=`$ $`{\displaystyle \frac{\lambda g^2}{16}}G_\epsilon ^{\mathrm{\hspace{0.17em}2}}\tau ^\epsilon g_{\alpha \beta }g\left(2g+g_{\alpha \beta }+g_{\beta \alpha }\right)\left(2I_{11,2}+I_{12,1}\right),`$ (C9)
$`\mathrm{\Gamma }_{\alpha ,\alpha \beta }^{5(e)}`$ $`=`$ $`{\displaystyle \frac{\lambda g^2}{16}}G_\epsilon ^{\mathrm{\hspace{0.17em}2}}\tau ^\epsilon g_{\alpha \beta }g\left(2g+g_{\alpha \beta }+g_{\beta \alpha }\right)I_{12,1},`$ (C10)
$`\mathrm{\Gamma }_{\alpha ,\alpha \beta }^{5(f)}`$ $`=`$ $`{\displaystyle \frac{\lambda g^2}{32}}G_\epsilon ^{\mathrm{\hspace{0.17em}2}}\tau ^\epsilon g_{\alpha \beta }\left(\left(g_{\alpha \beta }^{\mathrm{\hspace{0.17em}2}}+g_{\beta \alpha }^{\mathrm{\hspace{0.17em}2}}\right)+2gg_{\beta \alpha }+4g^{\mathrm{\hspace{0.17em}2}}\right)\left(2I_{11,2}+I_{12,1}\right),`$ (C11)
$`\mathrm{\Gamma }_{\alpha ,\alpha \beta }^{5(g)}`$ $`=`$ $`{\displaystyle \frac{\lambda g^2}{16}}G_\epsilon ^{\mathrm{\hspace{0.17em}2}}\tau ^\epsilon g_{\alpha \beta }\left(g\left(2g+g_{\alpha \beta }\right)+g_{\alpha \beta }g_{\beta \alpha }\right)I_{12,1}.`$ (C12)
$`\mathrm{\Gamma }_{\alpha ,\alpha \beta }^{5(h)}`$ $`=`$ $`{\displaystyle \frac{\lambda g^2}{16}}G_\epsilon ^{\mathrm{\hspace{0.17em}2}}\tau ^\epsilon g_{\alpha \beta }\left(g_{\alpha \beta }^{\mathrm{\hspace{0.17em}2}}+g_{\beta \alpha }^{\mathrm{\hspace{0.17em}2}}+2gg_{\beta \alpha }+4g^{\mathrm{\hspace{0.17em}2}}\right)I_{20,2},`$ (C13)
$`\mathrm{\Gamma }_{\alpha ,\alpha \beta }^{5(j)}`$ $`=`$ $`{\displaystyle \frac{3\lambda g^2}{16}}G_\epsilon ^{\mathrm{\hspace{0.17em}2}}\tau ^\epsilon g_{\alpha \beta }^{\mathrm{\hspace{0.17em}2}}\left(g+g_{\beta \alpha }\right)I_{11,2},`$ (C14)
$`\mathrm{\Gamma }_{\alpha ,\alpha \beta }^{5(k)}`$ $`=`$ $`{\displaystyle \frac{\lambda g^2}{16}}G_\epsilon ^{\mathrm{\hspace{0.17em}2}}\tau ^\epsilon g_{\alpha \beta }\left(g_{\alpha \beta }^{\mathrm{\hspace{0.17em}2}}+g_{\beta \alpha }^{\mathrm{\hspace{0.17em}2}}+2gg_{\beta \alpha }+4g^{\mathrm{\hspace{0.17em}2}}\right)I_{11,2}.`$ (C15)
Adding up all the two-loop contributions $`\mathrm{\Gamma }_{\alpha ,\alpha \beta }^{5(a)},\mathrm{}\mathrm{\Gamma }_{\alpha ,\alpha \beta }^{5(k)}`$ and extracting the singular parts Eq. (A8), we finally get
$`\mathrm{\Gamma }_{\alpha ,\alpha \beta }^{(2loop)}`$ $`=`$ $`{\displaystyle \frac{\lambda g^2G_\epsilon ^{\mathrm{\hspace{0.17em}2}}}{16\epsilon }}\tau ^\epsilon g_{\alpha \beta }(({\displaystyle \frac{8}{\epsilon }}+1)g^2+({\displaystyle \frac{4}{\epsilon }}+{\displaystyle \frac{1}{2}})gg_{\beta \alpha }+({\displaystyle \frac{2}{\epsilon }}+1)g_{\alpha \beta }g_{\beta \alpha }`$ (C17)
$`+({\displaystyle \frac{4}{\epsilon }}+{\displaystyle \frac{3}{2}}3\mathrm{ln}{\displaystyle \frac{4}{3}})gg_{\alpha \beta }+({\displaystyle \frac{1}{\epsilon }}+{\displaystyle \frac{3}{2}}\mathrm{ln}{\displaystyle \frac{4}{3}})(g_{\alpha \beta }^{\mathrm{\hspace{0.17em}2}}+g_{\beta \alpha }^{\mathrm{\hspace{0.17em}2}}))+O(\epsilon ^0).`$
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# Fermionic Zero Modes and Spontaneous Symmetry Breaking on the Light Front
## Abstract
Spontaneous symmetry breaking is studied within a simple version of the light-front $`O(2)`$ sigma model with fermions. Its vacuum structure is derived by an implementation of global symmetries in terms of unitary operators in a finite volume with periodic fermi field. Due to the dynamical fermion zero mode, the vector and axial $`U(1)`$ charges do not annihilate the light-front vacuum. The latter is transformed into a continuous set of degenerate vacuum states, leading to the spontaneous breakdown of the axial symmetry. The existence of associated massless Nambu-Goldstone boson is demonstrated.
The phenomenon of spontaneous symmetry breaking represents a challenge in the light-front (LF) formulation of quantum field theory. In contrast to the usual quantization on space-like surfaces, the vacuum of the theory quantized on the surface of the constant LF time $`x^+`$ (i.e. on the light front) can be defined kinematically as a state with minimum (zero) longitudinal LF momentum $`p^+`$, since the operator $`P^+`$ has a positive spectrum . Thus, neglecting modes of quantum fields with $`p^+=0`$ (zero modes – ZM), the vacuum state of even the interacting theory does not contain dynamical quanta. This “triviality” of the ground state is very advantageous for the Fock-state description of the bound states , but it seems to forbid such important non-perturbative aspects like vacuum degeneracy and formation of condensates. Since there is no a priori reason to expect any inconsistency in Dirac’s front form of relativistic dynamics , it should be a sensible strategy to look for a genuine LF description of symmetry breaking and related aspects of the vacuum structure , which would complement the usual space-like formulation based on a very complex dynamical vacuum state. Note in this context that, on the LF, in contrast to the space-like quantization , even those charges which correspond to non-conserved currents do annihilate the vacuum in the continuum theory . Thus, one may expect similar “surprises” in other aspects of the LF field theory.
A convenient regularized framework for studying these and related problems of non-perturbative nature is quantization in a finite volume with fields obeying periodic boundary conditions. It allows one to separate infrared aspects (ZM operators relevant for vacuum properties) from the remainder of the dynamics . Note that to have a well-defined theory, one has to specify boundary conditions also in the continuum formulation .
For self-interacting LF scalar theories a bosonic ZM is not a dynamical degree of freedom but a constrained variable. Thus the vacuum remains indeed “empty” and one expects that physics of spontaneous symmetry breaking (SSB) is contained in solutions of a complicated operator ZM constraint . If a continuous symmetry is spontaneously broken, a massless Nambu-Goldstone (NG) boson should be present in the spectrum of states. However, as has been emphasized by Yamawaki and collaborators , the Goldstone theorem cannot exist on the light front as long as all charges annihilate the LF vacuum. Instead, a singular behaviour of the NG field and the charge non-conservation in the massless limit of a regularized theory has been identified as the manifestation of the NG phase in the LF scalar theories.
The situation is different however for LF fermions in (3+1) dimensions. A massless fermion field, when quantized in a finite volume with periodic boundary conditions, contains a global ZM which is a dynamical variable. Recently, it has been demonstrated within the massive LF Schwinger model with antiperiodic fermion field that the residual symmetry under large gauge transformations, when realized quantum mechanically, gives rise to a non-trivial vacuum structure in terms of gauge-field zero mode as well as of fermion excitations . It is a purpose of the present work to demonstrate that dynamical fermion ZM provides a similar mechanism for a simple non-gauge field theory with fermions. Charges, which are the generators of global symmetries of the given system, contain a ZM part and consequently transform the trivial vacuum into a continuous set of degenerate vacuum states. This leads to a SSB in the usual sense with non-zero vacuum expectation values of certain operators and a massless NG state in the spectrum of states. Much of what we demonstrate is of a rather general nature.
In the LF field theory, the dynamical symmetry breaking has been studied so far within the usual mean-field approximation and also by means of Schwinger-Dyson equations .
To simplify our discussion of SSB in the LF field theory as much as possible, we will consider a version of the $`O(2)`$-symmetric sigma model with fermions specified by the Lagrangian density
$``$ $`=`$ $`\overline{\psi }\left({\displaystyle \frac{i}{2}}\gamma ^\mu \stackrel{}{_\mu }m\right)\psi +{\displaystyle \frac{1}{2}}(_\mu \sigma ^\mu \sigma +_\mu \pi ^\mu \pi )`$ (1)
$``$ $`{\displaystyle \frac{1}{2}}\mu ^2(\sigma ^2+\pi ^2)g\overline{\psi }(\sigma +i\gamma ^5\pi )\psi ,`$
where the quartic self-interaction term for the scalar fields $`\sigma `$ and $`\pi `$ has been omitted, because it is not relevant for our purpose. The Lagrangian (1) is invariant under the global $`U(1)`$ transformation $`\psi \mathrm{exp}(i\alpha )\psi `$ and for $`m=0`$ also under the axial transformation
$`\psi \mathrm{exp}(i\beta \gamma ^5)\psi ,\psi ^{}\psi ^{}\mathrm{exp}(i\beta \gamma ^5),`$ (2)
$`\sigma \sigma \mathrm{cos}2\beta \pi \mathrm{sin}2\beta ,\pi \sigma \mathrm{sin}2\beta +\pi \mathrm{cos}2\beta .`$ (3)
Rewriting the above Lagrangian in terms of the LF variables, one finds for the LF Hamiltonian
$`P^{}`$ $`=`$ $`{\displaystyle _V}d^3\underset{¯}{x}[(_k\sigma )^2+(_k\pi )^2+\mu ^2(\sigma ^2+\pi ^2)+\psi _+^{}(m\gamma ^0`$ (4)
$``$ $`i\alpha ^k_k)\psi _{}+g\psi _+^{}\gamma ^0(\sigma +i\gamma ^5\pi )\psi _{}+h.c.],`$
where $`d^3\underset{¯}{x}\frac{1}{2}dx^{}d^2x^{}`$. Our convention for LF coordinates is $`x^\pm =x^0\pm x^3`$, $`p^\mu x_\mu =\frac{1}{2}p^{}x^++\underset{¯}{p}\underset{¯}{x},\underset{¯}{p}\underset{¯}{x}=\frac{1}{2}p^+x^{}x^{}p^{},x^{}p^{}x^kp^k,k=1,2`$ and $`x^+,p^{}`$ are the LF time and energy. Correspondingly, we define the Dirac matrices as $`\gamma ^\pm =\gamma ^0\pm \gamma ^3`$, $`\alpha ^k=\gamma ^0\gamma ^k`$, the LF projection operators as $`\mathrm{\Lambda }_\pm =\frac{1}{2}\gamma ^0\gamma ^\pm `$ and $`\gamma ^5=i\gamma ^0\gamma ^1\gamma ^2\gamma ^3`$. $`\mathrm{\Lambda }_\pm `$ separate the fermi field into the independent component $`\psi _+=\mathrm{\Lambda }_+\psi `$ and the dependent one $`\psi _{}=\mathrm{\Lambda }_{}\psi `$.
The infrared-regularized formulation is achieved by enclosing the system into a three-dimensional box $`Lx^{}L,L_{}x^kL_{}`$ with volume $`V=2L(2L_{})^2`$ and by imposing periodic boundary conditions for all fields in $`x^{},x^{}`$. This leads to a decomposition of the fields into the zero-mode (subscript $`0`$) and normal-mode (NM, subscript n) parts. One finds that $`\psi _{},\psi _{}^{},\sigma _0,\pi _0`$ are non-dynamical fields with vanishing conjugate momenta, while $`\psi _+,\psi _+^{},\sigma _n,\pi _n`$ are dynamical. For a consistent quantization, one should apply the Dirac-Bergmann or a similar method suitable for systems with constraints. We will postpone that for a more detailed work , assuming here the standard (anti)commutators at $`x^+=0`$:
$`\{\psi _{+i}(\underset{¯}{x}),\psi _{+j}^{}(\underset{¯}{y})\}={\displaystyle \frac{1}{2}}\delta _{ij}\delta ^3(\underset{¯}{x}\underset{¯}{y}),i,j=1,4,`$ (5)
$`[\varphi _n(\underset{¯}{x}),_{}\varphi _n(\underset{¯}{y})]={\displaystyle \frac{i}{2}}\delta _n^3(\underset{¯}{x}\underset{¯}{y}).`$ (6)
We are working in chiral representation with diagonal $`\gamma ^5`$ and $`\varphi =\sigma `$ or $`\pi `$. The anticommutator (5) can be derived by a direct calculation based on the field expansion
$`\psi _+(\underset{¯}{x})={\displaystyle \underset{\genfrac{}{}{0pt}{}{p^+,p^{}}{s=\pm \frac{1}{2}}}{}}{\displaystyle \frac{u(s)}{\sqrt{V}}}\left(b(\underset{¯}{p},s)e^{i\underset{¯}{p}\underset{¯}{x}}+d^{}(\underset{¯}{p},s)e^{i\underset{¯}{p}\underset{¯}{x}}\right),`$ (7)
$`\{b(\underset{¯}{p},s),b^{}(\underset{¯}{p}^{},s^{})\}=\{d(\underset{¯}{p},s),d^{}(\underset{¯}{p}^{},s^{})\}=\delta _{s,s^{}}\delta _{\underset{¯}{p},\underset{¯}{p}^{}}.`$ (8)
Here and in the Fourier representation of the periodic delta function $`\delta ^3(\underset{¯}{x}\underset{¯}{y})=\delta _0+\delta _n^3(\underset{¯}{x}\underset{¯}{y}),\delta _0=\frac{2}{V}`$, the summations run over discrete momenta $`p^+=2\pi L^1n,n=0,1\mathrm{},N\mathrm{},p^k=\pi L_{}^1n^k,n^k=0,\pm 1,\mathrm{},\pm N_{}\mathrm{}.`$ The spinors are $`u^{}(s=\frac{1}{2})=(1000),u^{}(s=\frac{1}{2})=(0001)`$ with $`s`$ being the LF helicity.
The non-dynamical fields satisfy the constraints
$`2i_{}\psi _{}=\left[m\gamma ^0i\alpha ^k_k+g\gamma ^0\left(\sigma +\gamma ^5\pi \right)\right]\psi _+,`$ (9)
$`(_k_k\mu ^2)\sigma _0=g{\displaystyle \underset{L}{\overset{+L}{}}}{\displaystyle \frac{dx^{}}{2L}}(\psi _+^{}\gamma ^0\psi _{}+h.c.),`$ (10)
$`(_k_k\mu ^2)\pi _0=g{\displaystyle \underset{L}{\overset{+L}{}}}{\displaystyle \frac{dx^{}}{2L}}(i\psi _+^{}\gamma ^0\gamma ^5\psi _{}+h.c.).`$ (11)
The fermion constraint (9) requires the dynamical fermion ZM $`\psi _{+0}`$ to vanish in the free massive theory. For the free massless fermi field, only the $`\underset{¯}{x}`$-independent global ZM is compatible with the constraint. Decomposing $`\sigma _0,\pi _0`$ into the proper zero modes $`\sigma _0(x^{}),\pi _0(x^{})`$ (which will not be needed here) and the global ZM $`\widehat{\sigma }_0,\widehat{\pi }_0`$, the above constraints can be projected into three global-ZM sector relations. In Eqs.(10) and (11), we have assumed the existence of the $`\psi _0`$ zero mode, so the integrands are given by the diagonal combinations $`\psi _{+0}\gamma ^0\psi _0+\psi _{+n}\gamma ^0\psi _n`$, etc. Actually, by combining the global ZM constraints (with $`m=0`$) into one
$`(\psi _{+0}^{}\gamma ^0\psi _0+h.c.)\psi _{+0}(\psi _{+0}^{}\gamma ^0\gamma ^5\psi _0h.c.)\gamma ^5\psi _{+0}`$
$`+{\displaystyle _V}{\displaystyle \frac{d^3\underset{¯}{x}}{V}}[(\psi _{+n}^{}\gamma ^0\psi _n+h.c.)(\psi _{+n}^{}\gamma ^0\gamma ^5\psi _n`$
$`h.c.)\gamma ^5]\psi _{+0}={\displaystyle \frac{\mu ^2}{g}}{\displaystyle }_V{\displaystyle \frac{d^3\underset{¯}{x}}{V}}(\sigma _n+i\pi _n\gamma ^5)\psi _{+n},`$ (12)
we see that non-zero $`\psi _0`$ is required for consistency: setting $`\psi _0=0`$ in Eq.(12) yields an operator relation among independent fields which cannot be satisfied.
$`\psi _n`$ can be determined from the constraint (9):
$`\psi _n(\underset{¯}{x})={\displaystyle \frac{1}{4i}}{\displaystyle \underset{L}{\overset{+L}{}}}{\displaystyle \frac{dy^{}}{2}}ϵ_n(x^{}y^{})\{(m\gamma ^0i\alpha ^k_k)\psi _{+n}(\underset{¯}{y})`$
$`+g\gamma ^0[(\sigma _n(\underset{¯}{y})+i\pi _n(\underset{¯}{y})\gamma ^5)+(\sigma _0+i\pi _0\gamma ^5)]\}\psi _+(\underset{¯}{y}),`$ (13)
where $`ϵ_n(x^{}y^{})`$ is the normal-mode part of the periodic sign function and $`\underset{¯}{y}(y^{},x^{})`$. Due to the presence of $`\sigma _0,\pi _0`$, which in turn are given by their own constraints (10),(11) depending on $`\psi _n`$, it is difficult to solve (13) in a closed form. Iterative solutions are possible and the lowest order one is obtained by setting $`\sigma _0=\pi _0=0`$.
While the free massive fermion Hamiltonian is, unlike the space-like quantization, symmetric under the axial vector transformations (15) below , the mass term in the $`\psi _{}`$-constraint generates interaction terms which are proportional to $`mg`$ and which, due to an extra $`\gamma ^0`$, violate the axial symmetry explicitly. This is the reason why we shall set $`m=0`$ henceforth. Note however that the scalar fields have to be massive to avoid infrared problems.
Inserting the $`\psi _n`$-constraint into (4), we find
$`P_{int}^{}={\displaystyle _V}d^3\underset{¯}{x}\left[\mu ^2(\sigma _0^2+\pi _0^2)+(_k\sigma _0)^2+(_k\pi _0)^2\right]`$
$`+ig{\displaystyle _V}d^3\underset{¯}{x}\psi _+^{}(\underset{¯}{x})\mathrm{\Sigma }^{}(\underset{¯}{x}){\displaystyle \underset{L}{\overset{+L}{}}}{\displaystyle \frac{dy^{}}{2}}{\displaystyle \frac{1}{2}}ϵ_n(x^{}y^{})\times `$
$`\left[i\gamma ^k_k\psi _{+n}(y^{},x^{})+h.c.g\mathrm{\Sigma }(y^{},x^{})\psi _+(y^{},x^{})\right],`$ (14)
where $`\mathrm{\Sigma }(\underset{¯}{x})\sigma (\underset{¯}{x})+i\pi (\underset{¯}{x})\gamma ^5`$. It is not a closed expression due to the presence of $`\widehat{\sigma }_0,\widehat{\pi }_0,\sigma _0(x^{}),\pi _0(x^{})`$. However, this is not an obstacle for determining the symmetry properties of the Hamiltonian, which are of primary importance in the present approach. First, we observe that the LF analogue of the axial vector transformation (2) is
$$\psi _+(\underset{¯}{x})\mathrm{exp}(i\beta \gamma ^5)\psi _+(\underset{¯}{x}),$$
(15)
while the NM fields $`\sigma _n,\pi _n`$ transform according to (3). As for the constrained variables, we shall demand that $`\psi _n`$ has a well defined transformation law, which is unambiguously fixed by the terms with $`\alpha ^k,\sigma _n`$ and $`\pi _n`$ in the solution (13). It follows that $`\sigma _0+i\pi _0\gamma ^5`$ will transform exactly as $`\sigma _n+i\pi _n\gamma ^5`$ and that the whole $`\psi _n`$ will transform for $`m=0`$ in the same way as $`\psi _+`$. As a result, we find that $`P_{int}^{}`$ is invariant under $`U_A(1)`$ transformations in addition to $`U(1)`$.
These symmetries give rise to the conserved (normal-ordered) vector current $`j^\mu =:\psi ^{}\gamma ^0\gamma ^\mu \psi :,_\mu j^\mu =0`$ and the conserved axial-vector current $`j_5^\mu =\psi ^{}\gamma ^0\gamma ^\mu \gamma ^5\psi +2(\sigma ^\mu \pi \pi ^\mu \sigma )`$ ($`\mu =+,,k`$):
$$_\mu j_5^\mu =2m(i\psi _+^{}\gamma ^0\gamma ^5\psi _{}+h.c.)=0\mathrm{for}m=0.$$
(16)
They are implemented by the unitary operators $`U(\alpha )=\mathrm{exp}(i\alpha Q)`$, $`V(\beta )=\mathrm{exp}(i\beta Q^5)`$:
$`\psi _+(\underset{¯}{x})e^{i\alpha }\psi _+(\underset{¯}{x})=U(\alpha )\psi _+(\underset{¯}{x})U^{}(\alpha ),`$
$`\psi _+(\underset{¯}{x})e^{i\beta \gamma ^5}\psi _+(\underset{¯}{x})=V(\beta )\psi _+(\underset{¯}{x})V^{}(\beta ).`$ (17)
While the NM parts of the charge operators $`Q`$ and $`Q^5`$
$`Q={\displaystyle _V}d^3\underset{¯}{x}j^+(\underset{¯}{x})=2{\displaystyle _V}d^3\underset{¯}{x}\psi _+^{}\psi _+,`$ (18)
$`Q^5=2{\displaystyle _V}d^3\underset{¯}{x}\left[\psi _+^{}\gamma ^5\psi _++2\left(\sigma _n_{}\pi _n\pi _n_{}\sigma _n\right)\right]`$ (19)
are diagonal in creation and annihilation operators, the ZM parts, which do not vanish in the free nor the interacting theory, contain also off-diagonal terms
$`Q_0`$ $`=`$ $`{\displaystyle \underset{s}{}}[b_0^{}(s)b_0(s)d_0^{}(s)d_0(s)`$ (20)
$`+`$ $`b_0^{}(s)d_0^{}(s)+d_0(s)b_0(s)],`$
$`Q_0^5`$ $`=`$ $`{\displaystyle \underset{s}{}}2s[b_0^{}(s)b_0(s)+d_0^{}(s)d_0(s)`$ (21)
$`+`$ $`b_0^{}(s)d_0^{}(s)d_0(s)b_0(s)].`$
The commuting ZM charges $`Q_0,Q_0^5`$ do not annihilate the LF vacuum $`|0`$ defined by $`b(\underset{¯}{p},s)|0=d(\underset{¯}{p},s)|0=0`$. However, their vacuum expectation values are zero as they have to be. In this way, the vacuum of the model transforms under $`U(\alpha ),V(\beta )`$ as $`|0|\alpha =\mathrm{exp}(i\alpha Q_0)|0,|0|\beta =\mathrm{exp}(i\beta Q_0^5)|0`$, where
$`|\alpha `$ $`=`$ $`\mathrm{exp}(i\alpha {\displaystyle \underset{s}{}}[b_0^{}(s)d_0^{}(s)+h.c.])|0,`$ (22)
$`|\beta `$ $`=`$ $`\mathrm{exp}(i\beta {\displaystyle \underset{s}{}}2s[b_0^{}(s)d_0^{}(s)+h.c.])|0.`$ (23)
The vacua contain ZM fermion-antifermion pairs with opposite helicities. Due to Fermi-Dirac statistics, the number of such ”Cooper pairs” cannot exceed two.
Thus, the global symmetry of the Hamiltonian (14) leads to an infinite set of translationally invariant states $`|\alpha ,\beta =U(\alpha )V(\beta )|0`$ ($`P^+|\alpha ,\beta =P^{}|\alpha ,\beta =0`$), labeled by two real parameters. Since $`U(\alpha ),V(\beta )`$ commute with $`P^{}`$, the vacua are degenerate in the LF energy. The Fock space can be built from any of them since they are unitarily equivalent.
We are in a position now to demonstrate the existence of the Goldstone theorem in the considered model. We have all the ingredients for the usual proof of the theorem : the existence of the conserved current $`j_5^\mu `$, the operators $`A`$, namely $`\overline{\psi }\psi =\psi _+^{}\gamma ^0\psi _{}+\psi _{}^{}\gamma ^0\psi _+`$ and $`\overline{\psi }\gamma ^5\psi =\psi _+^{}\gamma ^0\gamma ^5\psi _{}+\psi _{}^{}\gamma ^0\gamma ^5\psi _+`$, which are non-invariant under the axial transformation
$$AV(\beta )AV^{}(\beta )A\delta A=i\beta [Q^5,A]0,$$
(24)
and the property $`Q^5|\alpha ,\beta =Q_0^5|\alpha ,\beta 0`$. Of course, the above fermi bilinears are symmetric under $`U(1)`$, so the commutator $`[Q,A]`$ vanishes and there is no symmetry breaking associated with this symmetry.
In a little more detail, from the axial current conservation and the periodicity in $`x^{},x^{}`$ we get
$$_+vac|[Q^5(x^+),A]|vac=0,|vac|\alpha ,\beta $$
(25)
in addition to
$$vac|[Q^5(x^+),A]|vac0.$$
(26)
These expressions imply that the the vacuum expectation value of the above commutator is a time-independent quantity. Note that the relation (26) is only possible due to the fact that $`Q^5`$ does not annihilate the vacuum and this crucially depends on the existence of the ZM part of $`Q^5`$. Inserting now a complete set of four-momentum eigenstates into the Eqs.(25) and (26) and using the translational invariance
$$e^{iP_\mu x^\mu }|vac=|vac,j_5^+(x)=e^{iP_\mu x^\mu }j_5^+(0)e^{iP_\mu x^\mu }$$
(27)
we arrive in the usual way to the conclusion that there must exist a state $`|n=|G`$ such, that
$$vac|A|GG|j_5^+(0)|vac0$$
(28)
with $`P_\text{G}^{}=0\mathrm{for}P_\text{G}^+=P_\text{G}^{}=0.`$ Thus, $`M_\text{G}^2=P_\text{G}^+P_\text{G}^{}(P_\text{G}^{})^2=0`$. From the infinitesimal rotation of the Fock vacuum we have explicitly
$$Q_0^5|0=\underset{s}{}2sb_0^{}(s)d_0^{}(s)|0|G.$$
(29)
Using the transformation law of the $`\psi _\pm `$ fields and the anticommutator (5), one can show that the relation (26) implies non-zero vacuum expectation values of the operators $`A`$ . They will depend on the coupling constant through $`\psi _n`$. To obtain quantitative results, one has to solve approximately the constraint (9) .
To summarize, we have demonstrated that spontaneous symmetry breaking can occur in the finite-volume formulation of the fermionic LF field theory. While in contrast with the usual expectation within the space-like field theory (see , e.g.), this is related to the explicit presence of a dynamical fermion zero mode in the finite-volume LF quantization. One of the advantages of this infrared-regularized formulation is that one does not need to introduce test functions and complicated definitions of operators to obtain a mathematically rigorous framework . For example, contrary to the standard infinite-volume formulation, the norm of the state $`Q^5|vac=Q_0^5|vac`$ is finite and volume-independent. However, the issue of continuum limit and volume independence of the physical picture obtained in a finite volume requires a further study.
In the usual treatment of fermionic theories , the considered vacua, related by a canonical transformation, are the free-field vacua corresponding to fermion fields with different masses. In the LF picture, such vacua are unitarily equivalent . Our approach relates the vacuum degeneracy to the unitary operators implementing the symmetries, making use of the “triviality” of the LF vacuum in the sector of normal Fourier modes.
Nevertheless, there are still a few aspects of the present approach that have to be understood better. First, one has to perform a full constrained quantization of the model to derive the (anti)commutation relations for all relevant (ZM) degrees of freedom. Also, the connection of our picture with the standard one, based on the mean-field approximation and the new vacuum with lower energy above the critical coupling, has to be clarified.
This work has been supported by the grants VEGA 2/5085/98, NSF No. INT-9515511 and by the U.S. Department of Energy, Grant No. DE-FG02-87ER40371.
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# Untitled Document
Brown Het-1226
A remark on T-duality and quantum volumes of zero-brane moduli spaces.
Sanjaye Ramgoolam
Brown University
Providence, RI 02912
ramgosk@het.brown.edu
T-duality ( Fourier-Mukai duality ) and properties of classical instanton moduli spaces can be used to deduce some properties of $`\alpha ^{}`$-corrected moduli spaces of branes for Type IIA string theory compactified on $`K3`$ or $`T^4`$. Some interesting differences between the two compactifications are exhibited.
June 2000
1. Introduction
The properties of space-time in string theory are very mysterious, since space-time often arises as a derived object from more primitive concepts, e.g worldsheet string theory, or the moduli space of vacua of a gauge theory. As such it manifests properties quite different from expectations based on ordinary classical geometry. Such properties include T-duality where a theory defined on a large circle has the same physics as a theory defined on a small circle, and space-time non-commutativity where the theory shows evidence of non-commuting coordinates. In this note, we explore some aspects of large-small dualities and observe their consequences for moduli spaces of zero branes on $`K3`$ and $`T^4`$. We work with units where $`4\pi ^2\alpha ^{}=1`$, so that T-duality takes $`V1/V`$.
2. Fourier-Mukai and Quantum volumes of brane moduli spaces
There is a T-duality symmetry in the $`O(4,4;Z)`$ T-duality group of Type IIA on $`T4`$ which inverts the volume of the 4-torus, in the absence of B-fields. There is also such a symmetry in $`O(4,20;Z)`$, the duality group of a $`K3`$. Let us recall the set-up which is used to describe such a duality.
The moduli space of positive 4-planes in a Lorentzian space $`H^{}(K3,R)=R^{(4,20)}`$ describes the moduli space of compactifications of type IIA on $`K3`$ . Let us label basis vectors spanning the 4-plane as $`E^1`$ to $`E^4`$. They can be expressed in terms of the moduli as
$$\begin{array}{cc}& E^1=(V\frac{1}{2}B.B,1;0)\hfill \\ & E^i=(0,B.\omega ^i;\omega ^i)\hfill \end{array}$$
The vectors $`\omega ^i`$ are self-dual 2-forms living in the lattice $`H^2(K3,R)=R^{3,19}`$, and describe the moduli space of Einstein metrics of unit volume. The space of inequivalent compactifications is a discrete quotient of the Grassmannian $`O(4,20)/O(4)\times O(20)`$ :
$$O(4,20;Z)\backslash O(4,20)/O(4)\times O(20),$$
since physical quantities depend on a choice of $`(0,2,\text{or}4)`$-brane charge in the lattice $`\mathrm{\Gamma }^{(4,20)}R^{(4,20)}`$ and a choice of background. The discrete quotient is by symmetries of the lattice. In the absence of B-fields we can invert the volume of the $`K3`$ by a transformation which involves permuting the first two entries of the vectors . The usual T-duality inverting the volume of the torus can also be described in a similar language with $`\mathrm{\Gamma }^{(4,4)}R^{(4,4)}`$ replacing $`\mathrm{\Gamma }^{(4,20)}R^{(4,20)}`$. These dualities are called Fourier-Mukai dualities in view of their action on the gauge theory describing the dual brane systems. A different element of the T-duality group inverts the volume of $`K3`$ in the presence of special B-fields present in the perturbative orbifold limit of $`K3`$ . The case $`B=0`$ will be of interest here.
2.1. Zero brane on $`T^4`$
We will consider the consequences of this duality on a system of zero-brane on $`T^4`$ with $`B=0`$. The moduli space of a zero-brane on $`T^4`$ in the large volume limit can safely be said to be identical to the $`T^4`$ itself. All the Kähler and complex structure parameters of the moduli space of the zero-brane are identical to those of the base space itself.
Let us denote by $`M_{(Q_4,Q_0)}(X)`$ the moduli space of $`Q_0`$ zero-branes and $`Q_4`$ 4-branes on $`X`$, where $`X`$ is $`T4`$, a four-torus, or $`K3`$. The system $`(Q_4,Q_0)`$ is associated with the Mukai vector $`(Q_4,Q_0Q_4)`$ in the case of $`K3`$ , and $`(Q_4,Q_0)`$ in the case of $`T^4`$ .
The quantity of immediate interest will be the volume of the moduli space of a zero-brane on $`T^4`$, which we will denote as $`Vol(M_{0,1}(T(V)))`$. In the large volume limit, by the above reasoning $`Vol(M_{0,1}(T(V)))=V`$.
Now consider varying the geometry of the torus, reducing its volume while keeping all other Kähler and complex structure parameters fixed. Once we reach the small volume region, we can use T-duality to map to the large volume region, and at the same time map the 0-brane to 4-brane. By considering the moduli space of the 4-brane in the large volume limit we can learn about the moduli space of the zero-brane in the small volume limit.
The 4-brane in the large volume limit is described by $`U(1)`$ gauge theory. The moduli space is the space of flat connections on the torus. Since the moduli space of flat connections on the large torus is the dual torus which has small volume, we deduce that the moduli space of the zero brane as a function of $`V`$ behaves as $`Vol(M_{1,0}(T(1/V)))=V`$ in the region of small $`V`$,
fig. 1
To summarize:
$$\begin{array}{cc}& Vol(M_{0,1}(T(V)))=V\text{ for large V }\hfill \\ & Vol(M_{0,1}(T(V)))=V\text{ for small V }\hfill \end{array}$$
The simplest way to interpolate between these two limits is to take $`Vol(M_{0,1}(T(V)))=V`$ for all $`V`$. According to this guess the volume is equal to $`1`$ at the self-dual point. This is illustrated in the figure. Also note that the T-duality implies that the Kähler parameters obey :
$$\omega ^i(M_{0,1}(T(V,\omega ^i))=\omega ^i$$
in both the small and large volume limits.
2.2. Zero-brane on $`K3`$
Now apply the same considerations to a zero-brane on $`K3`$ with $`B=0`$. We certainly have $`Vol(M_{0,1}(K(V)))=V`$ in the large volume limit. Now consider the small volume limit. The T-duality gives us a $`K3`$ of large volume, and maps the zero-brane to a system of 4-brane and zero-brane. This is because Fourier-Mukai duality acts simply on the Mukai vector which includes the contribution from the curvature of the $`K3`$. $`U(1)`$ gauge theory with an instanton describes one 4-brane with no total zero-brane charge, because the charge of the $`U(1)`$ instanton cancels the charge induced from the curvature due to the term $`C^{(1)}RR`$ in the $`4`$-brane action.
Now the moduli space of $`U(1)`$ gauge theory with a single instanton on $`K3`$ is just $`K3`$ with geometry identical to the base space : $`Mod_{1,0}(K3)=K3`$. We can see this by the Polchinski D-brane construction of such a system. We can start with the zero-brane and 4-brane being separated by a short distance in directions transverse to the $`K3`$, and take a limit as the zero-brane approaches the 4-brane. An open string end-point can end on a zero-brane or a 4-brane. The worldsheet CFT description remains valid, and if $`g_s`$ is taken to be small, tree level CFT gives the correct description. From this description a string end-point with Dirichlet boundary conditions along the $`K3`$ directions can end at any position on the $`K3`$, which is the location of the zero-brane. An open string connecting zero-brane and 4-brane will have a family of supersymmetric configurations parametrized by the $`K3`$. The moduli space of such boundary CFTs will clearly the contain the $`K3`$ itself. There will be boundary marginal operators in this CFT which change the location of the zero-brane, and their two-point functions are determined by the metric on the base space. These two-point functions in turn define the metric on the moduli space of the boundary CFTs. After we T-dualize a small volume $`K3`$ of volume $`V`$ to a $`K3`$ of large volume $`1/V`$ we can use the above argument to show that $`Vol(M_{1,0}(K(1/V)))=1/V`$ in the large volume limit. This implies that $`Vol(M_{0,1}(K(V)))=1/V`$.
fig. 2
To summarize,
$$\begin{array}{cc}& Vol(M_{0,1}(K(V)))=V\text{ for large V }\hfill \\ & Vol(M_{0,1}(K(V)))=1/V\text{ for small V }\hfill \end{array}$$
This is illustrated in the figure. We are further inclined to guess that the volume has one minimum at $`V=1`$, where $`Vol(M_{0,1}(K(V)))=1`$. We also deduce from the T-duality that the complex structure and Kähler parameters of $`M_{0,1}(K(V))`$ are the same in the small volume limit as in the large volume limit.
2.3. Extension to $`N`$ zero branes
One obvious extension is to discuss $`N`$ zero branes. We have $`S^N(X)`$ as the moduli space in the large volume limit for $`N`$ zero branes. In the limit of small $`K3`$ we use the duality to map to a system described by $`U(N)`$ gauge theory with $`N`$ instantons on a large dual $`K3`$. The instantons are certainly not ordinary stable sheaves in this case since the Mukai dimension formula gives zero. Presumably it can be proved that they are necessarily point-like. So we have a symmetric product of the dual $`K3`$, which is a $`K3`$ of large volume. So the moduli space of $`N`$ zero branes interpolates between being a symmetric product of $`N`$ $`K3`$’s of volume $`V`$ in the large volume limit and being a symmetric product of $`N`$ $`K3`$’s of volume $`1/V`$ in the small volume limit.
2.4. Note on boundary state definition of the quantum volumes.
We emphasize that the above arguments have used duality to deduce the properties of the quantum volume of the moduli space, a quantity which is independently defined in terms of boundary states in the CFTs describing the compactifications. We are not using the T-duality to define the quantum volumes.
We can take the coordinates on the end-point of the string ending on the zero-brane and consider two-point functions
$$<x^i(\tau )x^j(\tau ^{}>=\alpha ^{}g^{ij}log(\tau \tau ^{})^2$$
We can express this correlation function alternatively as :
$$\frac{}{\varphi ^i}\frac{}{\varphi ^j}𝑑g𝑑Xe^{{\scriptscriptstyle S}+{\scriptscriptstyle \varphi _i_nX^i}}$$
By differentiating we bring down boundary operators. We can express this in terms of boundary states
$$<0|B(\varphi )>$$
by taking two derivatives. Defined in this way we can extend the definition of the metric to abstract CFT’s and obtain a definition of the quantum volume. The relevant two-point functions analogous to (2.1) will have to be computed from more explicit knowledge about the CFT and its boundary marginal operators. The T-duality argument gives a prediction for this quantum volume.
3. Discussion
We showed how some elementary facts about simple degenerate instanton moduli spaces gives concrete information about quantum volumes. These degenerate instanton moduli spaces appear as sub-strata of larger instanton moduli spaces. A lot of information about such stratifications and their symmetries (acting on the instanton numbers and magnetic fluxes characterizing the strata ) are present in BPS mass formulae and associated BPS splittings of the kind studied in detail in for the case of $`T^4`$. The interpretation of such symmetries in the case of $`K3`$ has to take into account the $`\alpha ^{}`$ corrections to instanton moduli spaces of the kind discussed here. Information about less degenerate smooth strata, e.g of the kind in could also be used in conjunction with duality to obtain information about quantum corrected geometries.
The emergence of a classical geometry from string-corrected moduli spaces exhibited in Fig. 2. apears somewhat remarkable. It is tempting to speculate that some simple rules in string theory dictate the appearance of the large volume $`K3`$. For example one might suspect that there is a bound on the volume seen by any probe as one moves in moduli space. Alternatively there might be some constraints on the products of the volumes seen by different probes. To make these speculations more precise would require integrating different candidate definitions of quantum volumes of cycles, e.g those considered in and refs. therein. Subtleties of the kind discussed in may have to be dealt with.
Acknowledgements: It is a pleasure to acknowledge discussions with M. Douglas, J. Harvey, A. Jevicki, S. Kachru, A. Lawrence, D. Lowe, M. Mihailescu, G. Moore, E. Silverstein and R. Tatar on issues related to this note. This work was supported by DOE grant DE-FG02/19ER40688-(Task A).
References
relax P. Aspinwall, “K3 surfaces and string duality,” hep-th/9611137 relax S. Ramgoolam and D. Waldram, “Zero branes on a compact orbifold,” JHEP-9807; 009,1998; hepth/9805191. relax W. Nahm and K. Wendland, “A hiker’s guide to K3: Aspects of $`N=(4,4)`$ CFT with central charge $`c=6`$ ,” hep-th/9912067. relax E. Kiritsis, N. Obers and B. Pioline, “Heterotic/Type II Triality and Instantons on $`K_3`$,” hep-th/0001083, JHEP 0001 (2000) 029 relax I. Brunner, R. Entin and C. Romelsberger, “ D-branes on $`T^4/Z_2`$ and T-duality,” JHEP 9906 (1999) 16, hep-th/9905078 relax J. Harvey and G. Moore, “On the algebras of BPS states,” Commun.Math.Phys.197:489-519,1998; hep-th/9609017. relax M. Mihailescu and S. Ramgoolam, “Duality and the combinatorics of long strings in ADS3,” hep-th/0002002 relax K. Yoshioka, “Irreducibility of moduli spaces of vector bundles on $`K3`$ surfaces, math.AG/9907001. relax B. R. Greene and Y. Kanter, “Small volumes in Compactified String theory,”hep-th/9612181, NPB497 (1997) 127-145. relax M. Douglas and H. Ooguri, “Why Matrix theory is hard,” hep-th/9710178, Phys. Lett. B425(1998) 71-76.
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# Field Correlators in Abelian-Projected Theories and Stochastic Vacuum Model
## 1 Introduction
Stochastic Vacuum Model (SVM) is nowadays commonly recognized to be one of the most promising nonperturbative approaches to QCD (see Ref. for recent reviews). Within the so-called bilocal or Gaussian approximation, well confirmed by the existing lattice data , this model is fully described by the irreducible bilocal gauge-invariant field strength correlator (cumulant), $`F_{\mu \nu }(x)\mathrm{\Phi }(x,x^{})F_{\lambda \rho }(x^{})\mathrm{\Phi }(x^{},x)`$. Here, $`F_{\mu \nu }=_\mu A_\nu _\nu A_\mu ig[A_\mu ,A_\nu ]`$ stands for the Yang-Mills field strength tensor, $`\mathrm{\Phi }(x,y)\frac{1}{N_c}𝒫\mathrm{exp}\left(ig\underset{y}{\overset{x}{}}A_\mu (u)𝑑u_\mu \right)`$ is a parallel transporter factor along the straight-line path, and $`𝒪𝒪^{}𝒪𝒪^{}𝒪𝒪^{}`$ with the average defined w.r.t. the Euclidean Yang-Mills action. It is further convenient to parametrize the bilocal cumulant by the two coefficient functions as follows:
$$\frac{g^2}{2}F_{\mu \nu }(x)\mathrm{\Phi }(x,x^{})F_{\lambda \rho }(x^{})\mathrm{\Phi }(x^{},x)=\widehat{1}_{N_c\times N_c}\{(\delta _{\mu \lambda }\delta _{\nu \rho }\delta _{\mu \rho }\delta _{\nu \lambda })D\left((xx^{})^2\right)+$$
$$+\frac{1}{2}[_\mu ^x((xx^{})_\lambda \delta _{\nu \rho }(xx^{})_\rho \delta _{\nu \lambda })+_\nu ^x((xx^{})_\rho \delta _{\mu \lambda }(xx^{})_\lambda \delta _{\mu \rho })]D_1\left((xx^{})^2\right)\}.$$
(1)
After that, setting for the nonperturbative parts of the $`D`$\- and $`D_1`$-function various Ansätze, one can employ SVM for precise calculations of the processes of high-energy scattering or test these Ansätze in the lattice experiments . However from the pure field-theoretical point of view, it remains a great challenge to derive the coefficient functions analytically. Unfortunately, in this way no big progress has up to now been achieved in the QCD itself. There have rather been derived some relations between cumulants of various orders , which might be useful only in testing the IR asymptotic behaviours of the coefficient functions.
Contrary to that, more progress has recently been achieved in a derivation of the bilocal cumulant in some models allowing for an analytical description of confinement. Those include Abelian-projected (AP) $`SU(2)`$ and $`SU(3)`$ theories, as well as compact QED . The bilocal field strength cumulant in these theories has been studied in Refs. , respectively (see Ref. for a review). The present paper also follows this line of investigations and is devoted to the improvement of calculations of the bilocal cumulant in AP theories. This improvement is based on the well known fact that in the case of zero temperature under study, Abrikosov vortices in the Ginzburg-Landau theory (dual Nielsen-Olesen strings in our 4D-case) form bound states, built out of a vortex and an antivortex, which are usually referred to as vortex dipoles (vortex loops in 4D). Such vortex loops are short living (virtual) objects, whose typical sizes are much smaller than the typical distances between them. This means that similarly to monopoles in 3D compact QED, vortex loops form a dilute gas. The summation over the grand canonical ensemble of vortex loops in such a dilute gas approximation was performed in Ref. for the case of the usual Abelian Higgs model (dual AP $`SU(2)`$-gluodynamics) in 3D and 4D and then extended to the case of the 4D AP $`SU(3)`$-gluodynamics in Ref. <sup>1</sup><sup>1</sup>1Note that in the case of the 2D Abelian Higgs model, such a summation has for the first time been performed in Ref. .. On the other hand, in all the investigations of the bilocal field strength cumulants in AP theories, performed in Refs. , the contribution of vortex loops to the partition function, and consequently to the cumulants themselves, was disregarded. As it will be demonstrated in the next Section, this approximation is really valid, since it is equivalent to another one, which states that the typical sizes of vortex loops are negligibly small. However, such a neglection of the contribution of vortex loops makes the calculations of the field strength correlators, performed in the above mentioned papers, essentially classical. The improvement of these calculations, presented in this paper, is just based on accounting for the correlations in the gas of vortex loops. Clearly, such correlations are of the quantum origin, as well as the grand canonical ensemble of virtual vortex loops itself. Besides that, we shall also evaluate the contributions of vortex loops to the propagators of the dual vector bosons and discuss the so-emerging modifications of the respective classical expressions.
The paper is organized as follows. In the next Section, we shall firstly review the main aspects of a derivation of AP theories, necessary for the future purposes. Secondly, we shall review the main results of a calculation of electric field strength correlators in the approximation when the contribution of vortex loops to these quantities is disregarded. In Section 3, after a brief review of the properties of the grand canonical ensemble of vortex loops, we shall evaluate the contribution of these objects to the field strength correlators. In Section 4, the same will be done for the propagators of the dual vector bosons. The main results of the paper are summarized in Conclusion. In the Appendix, some technical details of the calculation of a certain typical integral from the main text are outlined.
## 2 Electric Field Strength Correlators in the Absence of Vortex Loops Revisited
### 2.1 The Models
To derive from the gluodynamics Lagrangian the IR effective $`SU(2)`$\- and $`SU(3)`$ AP theories, based on the assumption of condensation of Cooper pairs of AP monopoles, one usually employs the so-called Abelian dominance hypothesis . It states that the off-diagonal (in the sense of the Cartan decomposition) fields can be disregarded, since after the Abelian projection those can be shown to become very massive and therefore irrelevant to the IR region, where confinement holds. Let us start our analysis with the $`SU(2)`$-theory. Then, the action describing the rest, diagonal, fields and AP monopoles reads
$$S_{\mathrm{eff}.}[a_\mu ,f_{\mu \nu }^\mathrm{m}]=\frac{1}{4}d^4x\left(f_{\mu \nu }+f_{\mu \nu }^\mathrm{m}\right)^2.$$
(2)
Here, $`a_\mu A_\mu ^3`$, $`f_{\mu \nu }=_\mu a_\nu _\nu a_\mu `$, and the monopole field strength tensor $`f_{\mu \nu }^\mathrm{m}`$ obeys Bianchi identities modified by monopoles, $`_\mu \stackrel{~}{f}_{\mu \nu }^\mathrm{m}\frac{1}{2}\epsilon _{\mu \nu \lambda \rho }_\mu f_{\lambda \rho }^\mathrm{m}=j_\nu ^\mathrm{m}`$. The monopole currents $`j_\mu ^\mathrm{m}`$’s should eventually be averaged over in the sense, which will be specified below.
To proceed with the investigation of the monopole ensemble, it is reasonable to cast the theory under study to the dual form. This yields the following expression for the partition function:
$$𝒵=𝒟B_\mu \mathrm{exp}\left[d^4x\left(\frac{1}{4}F_{\mu \nu }^2iB_\mu j_\mu ^\mathrm{m}\right)\right]_{j_\mu ^\mathrm{m}},$$
(3)
where $`B_\mu `$ is the magnetic vector-potential dual to the electric one, $`a_\mu `$, and $`F_{\mu \nu }=_\mu B_\nu _\nu B_\mu `$. Once the $`j_\mu ^\mathrm{m}`$-dependence of the action became explicit, it is now possible to set up the properties of the monopole ensemble. To describe the condensation of monopole Cooper pairs, it is first necessary to specify $`j_\mu ^\mathrm{m}`$ as the collective current of $`N`$ of those:
$$j_\mu ^{\mathrm{m}(N)}(x)=2g_m\underset{n=1}{\overset{N}{}}𝑑x_\mu ^n(s)\delta (xx^n(s)).$$
Here, the world line of the $`n`$-th Cooper pair is parametrized by the vector $`x_\mu ^n(s)`$, and $`g_m`$ is the magnetic coupling constant, related to the QCD coupling constant $`g`$ via the topological quantization condition $`gg_m=4\pi n`$ with $`n`$ being an integer. In what follows, we shall for concreteness restrict ourselves to the monopoles possessing the minimal charge, i.e. set $`n=1`$, although the generalization to an arbitrary $`n`$ is straightforward. Secondly, it is necessary to set for the measure $`\mathrm{}_{j_\mu ^\mathrm{m}}`$ the following expression :
$$\mathrm{exp}(id^4xB_\mu j_\mu ^\mathrm{m})_{j_\mu ^\mathrm{m}}=1+\underset{N=1}{\overset{\mathrm{}}{}}\frac{1}{N!}\left[\underset{n=1}{\overset{N}{}}\underset{0}{\overset{+\mathrm{}}{}}\frac{ds_n}{s_n}\mathrm{e}^{4\lambda \eta ^2s_n}\underset{u(0)=u(s_n)}{}𝒟u(s_n^{})\right]\times $$
$$\times \mathrm{exp}\left\{\underset{l=1}{\overset{N}{}}\underset{0}{\overset{s_l}{}}𝑑s_l^{}\left[\frac{1}{4}\dot{u}^2(s_l^{})+2ig_m\dot{u}_\mu (s_l^{})B_\mu (u(s_l^{}))\right]4\lambda \underset{l,k=1}{\overset{N}{}}\underset{0}{\overset{s_l}{}}𝑑s_l^{}\underset{0}{\overset{s_k}{}}𝑑s_k^{\prime \prime }\delta \left[u(s_l^{})u(s_k^{\prime \prime })\right]\right\}.$$
(4)
Here, the vector $`u_\mu (s_n^{})`$ parametrizes the same contour as the vector $`x_\mu ^n(s)`$. Clearly, the world-line action standing in the exponent on the R.H.S. of Eq. (4) contains besides the usual free part also the term responsible for the short-range repulsion of the trajectories of Cooper pairs. Equation (4) can further be rewritten as an integral over the dual Higgs field, describing magnetic Cooper pairs, as follows:
$$\mathrm{exp}\left(id^4xB_\mu j_\mu ^\mathrm{m}\right)_{j_\mu ^\mathrm{m}}=𝒟\mathrm{\Phi }𝒟\mathrm{\Phi }^{}\mathrm{exp}\left\{d^4x\left[\frac{1}{2}\left|D_\mu \mathrm{\Phi }\right|^2+\lambda \left(|\mathrm{\Phi }|^2\eta ^2\right)^2\right]\right\},$$
(5)
where $`D_\mu =_\mu 2ig_mB_\mu `$ is the covariant derivative <sup>2</sup><sup>2</sup>2A seeming divergency at large proper times produced in Eq. (4) by the factor $`\mathrm{e}^{4\lambda \eta ^2s_n}`$ is actually apparent, since the last term in the exponent on the R.H.S. of this equation yields the desired damping.. Finally, substituting Eq. (5) into Eq. (3), we arrive at the following IR effective AP theory of the $`SU(2)`$-gluodynamics:
$$𝒵=\left|\mathrm{\Phi }\right|𝒟\left|\mathrm{\Phi }\right|𝒟\theta 𝒟B_\mu \mathrm{exp}\left\{d^4x\left[\frac{1}{4}F_{\mu \nu }+\frac{1}{2}\left|D_\mu \mathrm{\Phi }\right|^2+\lambda \left(|\mathrm{\Phi }|^2\eta ^2\right)^2\right]\right\},$$
(6)
where $`\mathrm{\Phi }(x)=\left|\mathrm{\Phi }(x)\right|\mathrm{e}^{i\theta (x)}`$. Clearly, as soon as we have disregarded the off-diagonal degrees of freedom and demanded the condensation of monopole Cooper pairs, this theory is nothing else, but just the dual Abelian Higgs model.
Analogous considerations can be applied to the $`SU(3)`$-gluodynamics. The only difference is that since the $`SU(3)`$-group has two diagonal generators, the resulting AP theory will also be $`[U(1)]^2`$ magnetically gauge-invariant. Within the Abelian dominance hypothesis, the initial action reads
$$S_{\mathrm{eff}.}[𝐚_\mu ,𝐟_{\mu \nu }^\mathrm{m}]=\frac{1}{4}d^4x\left(𝐟_{\mu \nu }+𝐟_{\mu \nu }^\mathrm{m}\right)^2,$$
(7)
and after the dualization we have for the partition function (cf. Eq. (3)):
$$𝒵=𝒟𝐁_\mu \mathrm{exp}\left\{d^4x\left[\frac{1}{4}𝐅_{\mu \nu }^2i𝐁_\mu 𝐣_\mu ^\mathrm{m}\right]\right\}_{𝐣_\mu ^\mathrm{m}}.$$
(8)
Here, $`𝐅_{\mu \nu }=_\mu 𝐁_\nu _\nu 𝐁_\mu `$ is the field strength tensor of magnetic field $`𝐁_\mu `$, which is dual to the field $`𝐚_\mu (A_\mu ^3,A_\mu ^8)`$, and $`𝐣_\nu ^\mathrm{m}=_\mu \stackrel{~}{𝐟}_{\mu \nu }^\mathrm{m}`$. A minor nontriviality, one meets further w.r.t. the simplest $`SU(2)`$-case, is the necessity to take into account the fact that monopole charges are distributed over the lattice defined by the root vectors, which have the form
$$𝐞_1=(1,0),𝐞_2=(\frac{1}{2},\frac{\sqrt{3}}{2}),𝐞_3=(\frac{1}{2},\frac{\sqrt{3}}{2}).$$
These vectors naturally appear within the Cartan decomposition of the original set of gluonic fields as the structural constants in the commutation relations between the diagonal and so-called step (raising and lowering) operators. The collective current of $`N`$ monopole Cooper pairs then reads
$$𝐣_\mu ^{\mathrm{m}(N)}(x)=2g_m\underset{n=1}{\overset{N}{}}\underset{a=1}{\overset{3}{}}𝐞_a𝑑x_\mu ^{(a)n}(s)\delta \left(xx^{(a)n}(s)\right).$$
(9)
As far as the average over the currents is concerned, it has the form
$$\mathrm{exp}(id^4x𝐁_\mu 𝐣_\mu ^\mathrm{m})_{𝐣_\mu ^\mathrm{m}}=\underset{a=1}{\overset{3}{}}\{1+\underset{N=1}{\overset{\mathrm{}}{}}\frac{1}{N!}\left[\underset{n=1}{\overset{N}{}}\underset{0}{\overset{+\mathrm{}}{}}\frac{ds_n}{s_n}\mathrm{e}^{4\lambda \eta ^2s_n}\underset{u^{(a)}(0)=u^{(a)}(s_n)}{}Du^{(a)}(s_n^{})\right]\times $$
$$\times \mathrm{exp}[\underset{l=1}{\overset{N}{}}\underset{0}{\overset{s_l}{}}ds_l^{}(\frac{1}{4}\left(\dot{u}^{(a)}(s_l^{})\right)^2+2ig_m\dot{u}_\mu ^{(a)}(s_l^{})𝐞_a𝐁_\mu \left(u^{(a)}(s_l^{})\right))$$
$$4\lambda \underset{l,k=1}{\overset{N}{}}\underset{0}{\overset{s_l}{}}ds_l^{}\underset{0}{\overset{s_k}{}}ds_k^{\prime \prime }\delta [u^{(a)}(s_l^{})u^{(a)}(s_k^{\prime \prime })]]\}=$$
$$=𝒟\mathrm{\Phi }_a𝒟\mathrm{\Phi }_a^{}\mathrm{exp}\left\{d^4x\underset{a=1}{\overset{3}{}}\left[\frac{1}{2}\left|\left(_\mu 2ig_m𝐞_a𝐁_\mu \right)\mathrm{\Phi }_a\right|^2+\lambda \left(|\mathrm{\Phi }_a|^2\eta ^2\right)^2\right]\right\},$$
(10)
where the vector $`u_\mu ^{(a)}(s_n^{})`$ parametrizes the same contour as the vector $`x_\mu ^{(a)n}(s)`$. Finally, it is worth noting that since monopoles are distributed over the root lattice, whose vectors are related to each other by the condition $`\underset{a=1}{\overset{3}{}}𝐞_a=0`$, the dual Higgs fields $`\mathrm{\Phi }_a`$’s are also not completely independent of each other. In Ref. , it was argued that the relevant constraint for these fields reads $`\underset{a=1}{\overset{3}{}}\theta _a=0`$. Taking this into account we arrive at the following partition function describing an effective $`[U(1)]^2`$ magnetically gauge-invariant AP theory of the $`SU(3)`$-gluodynamics :
$$𝒵=\left|\mathrm{\Phi }_a\right|𝒟\left|\mathrm{\Phi }_a\right|𝒟\theta _a𝒟𝐁_\mu \delta \left(\underset{a=1}{\overset{3}{}}\theta _a\right)\times $$
$$\times \mathrm{exp}\left\{d^4x\left[\frac{1}{4}𝐅_{\mu \nu }^2+\underset{a=1}{\overset{3}{}}\left[\frac{1}{2}\left|\left(_\mu 2ig_m𝐞_a𝐁_\mu \right)\mathrm{\Phi }_a\right|^2+\lambda \left(|\mathrm{\Phi }_a|^2\eta ^2\right)^2\right]\right]\right\},$$
(11)
where $`\mathrm{\Phi }_a=\left|\mathrm{\Phi }_a\right|\mathrm{e}^{i\theta _a}`$.
### 2.2 Bilocal Electric Field Strength Correlators
#### 2.2.1 $`SU(2)`$-case
In order to investigate bilocal cumulants of electric field strengths in the models (6) and (11), it is necessary to extend them by external electrically charged test particles (i.e. particles, charged w.r.t. the Cartan subgroup of the original $`SU(2)`$\- or $`SU(3)`$-group). For brevity, we shall call these particles simply “quarks”. In the $`SU(2)`$-case, such an extension can be performed by adding to the action (2) the term $`id^4xa_\mu j_\mu ^\mathrm{e}`$ with $`j_\mu ^\mathrm{e}(x)g\underset{C}{}𝑑x_\mu (s)\delta (xx(s))`$ standing for the conserved electric current of a quark, which moves along a certain closed contour $`C`$. Then, performing the dualization of the so-extended action and summing up over monopole currents according to Eq. (4), we arrive at Eq. (6) with $`F_{\mu \nu }`$ replaced by $`F_{\mu \nu }+F_{\mu \nu }^\mathrm{e}`$. Here, $`F_{\mu \nu }^\mathrm{e}`$ stands for the field strength tensor generated by quarks according to the equation $`_\mu \stackrel{~}{F}_{\mu \nu }^\mathrm{e}=j_\nu ^\mathrm{e}`$. A solution to this equation reads $`F_{\mu \nu }^\mathrm{e}=g\stackrel{~}{\mathrm{\Sigma }}_{\mu \nu }^\mathrm{e}`$, where $`\mathrm{\Sigma }_{\mu \nu }^\mathrm{e}(x)\underset{\mathrm{\Sigma }^\mathrm{e}}{}𝑑\sigma _{\mu \nu }(\overline{x}(\xi ))\delta (x\overline{x}(\xi ))`$ is the so-called vorticity tensor current defined at an arbitrary surface $`\mathrm{\Sigma }^\mathrm{e}`$ (which is just the world sheet of an open dual Nielsen-Olesen string), bounded by the contour $`C`$.
From now on, we shall be interested in the London limit, $`\lambda \mathrm{}`$, of the theories (6) and (11), where they admit an exact string representation. In that limit, the partition function of the theory (6) with external quarks reads
$$𝒵=𝒟B_\mu 𝒟\theta ^{\mathrm{sing}.}𝒟\theta ^{\mathrm{reg}.}\mathrm{exp}\left\{d^4x\left[\frac{1}{4}\left(F_{\mu \nu }+F_{\mu \nu }^\mathrm{e}\right)^2+\frac{\eta ^2}{2}\left(_\mu \theta 2g_mB_\mu \right)^2\right]\right\}.$$
(12)
In Eq. (12), we have performed a decomposition of the phase of the dual Higgs field $`\theta =\theta ^{\mathrm{sing}.}+\theta ^{\mathrm{reg}.}`$, where the multivalued field $`\theta ^{\mathrm{sing}.}(x)`$ describes a certain configuration of the dual strings and obeys the equation
$$\epsilon _{\mu \nu \lambda \rho }_\lambda _\rho \theta ^{\mathrm{sing}.}(x)=2\pi \mathrm{\Sigma }_{\mu \nu }(x).$$
(13)
Here, $`\mathrm{\Sigma }_{\mu \nu }`$ stands for the vorticity tensor current, defined at the world sheet $`\mathrm{\Sigma }`$ of a closed dual string, parametrized by the vector $`x_\mu (\xi )`$. On the other hand, the field $`\theta ^{\mathrm{reg}.}(x)`$ describes simply a singlevalued fluctuation around the above mentioned string configuration.
The string representation of the theory (12) can be derived similarly to Ref. , where this has been done for a model with a global $`U(1)`$-symmetry. One gets
$$𝒵=𝒟x_\mu (\xi )𝒟h_{\mu \nu }\mathrm{exp}\left\{d^4x\left[\frac{1}{12\eta ^2}H_{\mu \nu \lambda }^2+g_m^2h_{\mu \nu }^2+i\pi h_{\mu \nu }\widehat{\mathrm{\Sigma }}_{\mu \nu }\right]\right\},$$
(14)
where $`\widehat{\mathrm{\Sigma }}_{\mu \nu }4\mathrm{\Sigma }_{\mu \nu }^\mathrm{e}\mathrm{\Sigma }_{\mu \nu }`$, and $`H_{\mu \nu \lambda }_\mu h_{\nu \lambda }+_\lambda h_{\mu \nu }+_\nu h_{\lambda \mu }`$ is the field strength tensor of a massive antisymmetric tensor field $`h_{\mu \nu }`$ (the so-called Kalb-Ramond field ). This antisymmetric spin-1 tensor field emerged via some constraints from the integration over $`\theta ^{\mathrm{reg}.}`$ and represents the massive dual vector boson. As far as the integration over the world sheets of closed strings, $`𝒟x_\mu (\xi )`$, is concerned, it appeared from the integration over $`\theta ^{\mathrm{sing}.}`$ by virtue of Eq. (13), owing to which there exists a one-to-one correspondence between $`\theta ^{\mathrm{sing}.}`$ and $`x_\mu (\xi )`$. Physically this correspondence stems from the fact that the singularity of the phase of the dual Higgs field just takes place at the string world sheets. (Notice that since in what follows we shall be interested in effective actions rather than the integration measures, the Jacobian emerging during the change of the integration variables $`\theta ^{\mathrm{sing}.}x_\mu (\xi )`$, which has been evaluated in Ref. , will not be discussed below and is assumed to be included into the measure $`𝒟x_\mu (\xi )`$.)
Finally, the Gaussian integration over the field $`h_{\mu \nu }`$ in Eq. (14) leads to the following expression for the partition function (12):
$$𝒵=\mathrm{exp}[\frac{g^2}{2}\underset{C}{}dx_\mu \underset{C}{}dy_\mu D_m^{(4)}(xy)]\times $$
$$\times 𝒟x_\mu (\xi )\mathrm{exp}[(\pi \eta )^2d^4xd^4y\widehat{\mathrm{\Sigma }}_{\mu \nu }(x)D_m^{(4)}(xy)\widehat{\mathrm{\Sigma }}_{\mu \nu }(y)].$$
(15)
Here, $`D_m^{(4)}(x)\frac{m}{4\pi ^2|x|}K_1(m|x|)`$ is the propagator of the dual vector boson, whose mass $`m`$, generated by the Higgs mechanism, is equal to $`2g_m\eta `$, and $`K_\nu `$’s henceforth stand for the modified Bessel functions. The details of derivation of Eqs. (14) and (15) can be found e.g. in Ref. . Besides that review, the obtained string representation (15) has been discussed in various contexts in Refs. . Clearly, the first exponential factor on the R.H.S. of Eq. (15) is the standard result, which can be obtained without accounting for the dual Nielsen-Olesen strings. Contrary to that, the integral over string world sheets on the R.H.S. of this equation stems just from the contribution of strings to the partition function and is the essence of the string representation. The respective string effective action describes both the interaction of the closed world sheets $`\mathrm{\Sigma }`$’s with the open world sheets $`\mathrm{\Sigma }^\mathrm{e}`$’s and self-interactions of these objects.
We are now in the position to discuss the bilocal correlator of electric field strengths in the model (12). Indeed, owing to the Stokes theorem, such an extended partition function (which is actually nothing else, but the Wilson loop of a test quark) can be written as $`\mathrm{exp}\left(\frac{ig}{2}d^4x\mathrm{\Sigma }_{\mu \nu }^\mathrm{e}f_{\mu \nu }\right)_{a_\mu ,j_\mu ^\mathrm{m}}`$, where $`\mathrm{}_{a_\mu ,j_\mu ^\mathrm{m}}𝒟a_\mu \mathrm{exp}\left(S_{\mathrm{eff}.}[a_\mu ,f_{\mu \nu }^\mathrm{m}]\right)\left(\mathrm{}\right)_{j_\mu ^\mathrm{m}}`$ with $`S_{\mathrm{eff}.}`$ and $`\mathrm{}_{j_\mu ^\mathrm{m}}`$ given by Eqs. (2) and (4), respectively. Applying to this expression the cumulant expansion, we have in the bilocal approximation:
$$𝒵\mathrm{exp}\left[\frac{g^2}{8}d^4xd^4y\mathrm{\Sigma }_{\mu \nu }^\mathrm{e}(x)\mathrm{\Sigma }_{\lambda \rho }^\mathrm{e}(y)f_{\mu \nu }(x)f_{\lambda \rho }(y)_{a_\mu ,j_\mu ^\mathrm{m}}\right].$$
(16)
Following the SVM, let us parametrize the bilocal cumulant by the two Lorentz structures similarly to Eq. (1):
$$f_{\mu \nu }(x)f_{\lambda \rho }(0)_{a_\mu ,j_\mu ^\mathrm{m}}=\left(\delta _{\mu \lambda }\delta _{\nu \rho }\delta _{\mu \rho }\delta _{\nu \lambda }\right)𝒟\left(x^2\right)+$$
$$+\frac{1}{2}\left[_\mu \left(x_\lambda \delta _{\nu \rho }x_\rho \delta _{\nu \lambda }\right)+_\nu \left(x_\rho \delta _{\mu \lambda }x_\lambda \delta _{\mu \rho }\right)\right]𝒟_1\left(x^2\right).$$
(17)
Owing to the Stokes theorem, Eq. (17) yields
$$𝒵\mathrm{exp}\left\{\frac{1}{8}d^4xd^4y\left[2g^2\mathrm{\Sigma }_{\mu \nu }^\mathrm{e}(x)\mathrm{\Sigma }_{\mu \nu }^\mathrm{e}(y)𝒟\left((xy)^2\right)+j_\mu ^\mathrm{e}(x)j_\mu ^\mathrm{e}(y)G\left((xy)^2\right)\right]\right\},$$
(18)
where
$$G\left(x^2\right)\underset{x^2}{\overset{+\mathrm{}}{}}𝑑\lambda 𝒟_1(\lambda ).$$
(19)
On the other hand, Eq. (18) should coincide with Eq. (15) divided by $`𝒵\left[\mathrm{\Sigma }_{\mu \nu }^\mathrm{e}=0\right]`$ (which is just the standard normalization condition, encoded in the integration measures), i.e. it reads
$$𝒵=\mathrm{exp}\{d^4xd^4yD_m^{(4)}(xy)[(4\pi \eta )^2\mathrm{\Sigma }_{\mu \nu }^\mathrm{e}(x)\mathrm{\Sigma }_{\mu \nu }^\mathrm{e}(y)+\frac{1}{2}j_\mu ^\mathrm{e}(x)j_\mu ^\mathrm{e}(y)]\}\times $$
$$\times \mathrm{exp}\left[8(\pi \eta )^2d^4xd^4yD_m^{(4)}(xy)\mathrm{\Sigma }_{\mu \nu }^\mathrm{e}(x)\mathrm{\Sigma }_{\mu \nu }(y)\right]_{x_\mu (\xi )},$$
(20)
where
$$\mathrm{}_{x_\mu (\xi )}\frac{𝒟x_\mu (\xi )\left(\mathrm{}\right)\mathrm{exp}\left[(\pi \eta )^2d^4xd^4y\mathrm{\Sigma }_{\mu \nu }(x)D_m^{(4)}(xy)\mathrm{\Sigma }_{\mu \nu }(y)\right]}{𝒟x_\mu (\xi )\mathrm{exp}\left[(\pi \eta )^2d^4xd^4y\mathrm{\Sigma }_{\mu \nu }(x)D_m^{(4)}(xy)\mathrm{\Sigma }_{\mu \nu }(y)\right]}.$$
(21)
As it has already been discussed in the Introduction, in the case of zero temperature under study, dual Nielsen-Olesen strings, one should average over in Eq. (21), form virtual bound states of vortex loops. The typical areas $`|\mathrm{\Sigma }|`$’s of those are very small, and in the leading approximation can be disregarded w.r.t. the area $`|\mathrm{\Sigma }^\mathrm{e}|`$ of the world sheet of the long open string, which confines a test quark. Owing to this, the exponential factor, which should be averaged over vortex loops on the R.H.S. of Eq. (20), can be disregarded w.r.t. the first exponential factor in this equation, as well. Then, the comparison of the latter one with Eq. (18) straightforwardly yields for the function $`𝒟`$ the following expression
$$𝒟\left(x^2\right)=\frac{m^3}{4\pi ^2}\frac{K_1(m|x|)}{\left|x\right|},$$
(22)
whereas for the function $`𝒟_1`$ we get the equation $`G\left(x^2\right)=4D_m^{(4)}(x)`$, which leads to:
$$𝒟_1\left(x^2\right)=\frac{m}{2\pi ^2x^2}\left[\frac{K_1(m|x|)}{\left|x\right|}+\frac{m}{2}\left(K_0(m|x|)+K_2(m|x|)\right)\right].$$
(23)
We see that in the IR limit $`\left|x\right|\frac{1}{m}`$, the asymptotic behaviours of the coefficient functions (22) and (23) are given by
$$𝒟\frac{m^4}{4\sqrt{2}\pi ^{\frac{3}{2}}}\frac{\mathrm{e}^{m\left|x\right|}}{\left(m\left|x\right|\right)^{\frac{3}{2}}}$$
(24)
and
$$𝒟_1\frac{m^4}{2\sqrt{2}\pi ^{\frac{3}{2}}}\frac{\mathrm{e}^{m\left|x\right|}}{\left(m\left|x\right|\right)^{\frac{5}{2}}}.$$
(25)
For bookkeeping purposes, let us also present the asymptotic behaviours of these functions in the opposite case, $`\left|x\right|\frac{1}{m}`$. Those read
$$𝒟\frac{m^2}{4\pi ^2x^2}$$
(26)
and
$$𝒟_1\frac{1}{\pi ^2\left|x\right|^4}.$$
(27)
One can now see that according to the lattice data , the asymptotic behaviours (24) and (25) are very similar to the IR ones of the nonperturbative parts of the functions $`D`$ and $`D_1`$, which parametrize the bilocal cumulant (1) in the case of QCD. In particular, both functions decrease exponentially, and the function $`𝒟`$ is much larger than the function $`𝒟_1`$ due to the preexponential power-like behaviour. We also see that the rôle of the correlation length of the vacuum, $`T_g`$, is the SVM, i.e. the distance at which the functions $`D`$ and $`D_1`$ decrease, is played in the model (12) by the inverse mass of the dual vector boson, $`\frac{1}{m}`$. Moreover, the UV asymptotic behaviours (26) and (27) also parallel the results of the SVM in QCD to the lowest order of perturbation theory. Namely, at such distances the function $`D_1`$ also behaves as $`\frac{1}{\left|x\right|^4}`$ due to the one-gluon-exchange contribution. As far as the function $`D`$ is concerned, it vanishes to the leading order of perturbation theory. Although this is not the case in our model (whose UV features are far from those of the asymptotically free QCD), the $`𝒟_1`$-asymptotics (27) is nevertheless really much larger than that of the $`𝒟`$-function, given by Eq. (26).
Hence we see that within the approximation when the contribution of vortex loops to the partition function (20) is disregarded completely, the bilocal approximation to the SVM is an exact result in the theory (12), i.e. all the cumulants of the orders higher than the second one vanish. Higher cumulants naturally appear upon performing in Eq. (20) the average (21) over vortex loops. However, this average yields important modifications already on the level of the bilocal cumulant. Namely, as we shall see in the next Section, it modifies the classical expressions (22) and (23).
#### 2.2.2 $`SU(3)`$-case
Let us now turn ourselves to the bilocal cumulant of electric field strength tensors in the London limit of AP $`SU(3)`$-gluodynamics, where the partition function (11) of this theory takes the form
$$𝒵=𝒟𝐁_\mu 𝒟\theta _a^{\mathrm{sing}.}𝒟\theta _a^{\mathrm{reg}.}\delta \left(\underset{a=1}{\overset{3}{}}\theta _a\right)\mathrm{exp}\left\{d^4x\left[\frac{1}{4}𝐅_{\mu \nu }^2+\frac{\eta ^2}{2}\underset{a=1}{\overset{3}{}}\left(_\mu \theta _a2g_m𝐞_a𝐁_\mu \right)^2\right]\right\}.$$
(28)
Similarly to the $`SU(2)`$-case, in the model under study there exist dual Nielsen-Olesen-type strings. Due to that, in Eq. (28) we have again decomposed the total phases of the dual Higgs fields into the multivalued and singlevalued parts, $`\theta _a=\theta _a^{\mathrm{sing}.}+\theta _a^{\mathrm{reg}.}`$. Here, the multivalued parts $`\theta _a^{\mathrm{sing}.}`$’s describe a given configuration of the dual strings of three types. They are related to the world sheets $`\mathrm{\Sigma }_a`$’s of these strings via the equations
$$\epsilon _{\mu \nu \lambda \rho }_\lambda _\rho \theta _a^{\mathrm{sing}.}(x)=2\pi \mathrm{\Sigma }_{\mu \nu }^a(x)2\pi \underset{\mathrm{\Sigma }_a}{}𝑑\sigma _{\mu \nu }(x_a(\xi ))\delta (xx_a(\xi )),$$
(29)
where $`x_ax_\mu ^a(\xi )`$ is a four-vector parametrizing the world sheet $`\mathrm{\Sigma }_a`$.
An external quark of a certain colour $`c=R,B,G`$ (red, blue, green, respectively) can be introduced into the theory under study by adding to the initial action (7) the interaction term $`i𝐐^{(c)}d^4x𝐚_\mu j_\mu ^\mathrm{e}`$, where the vectors of colour charges read
$$𝐐^{(R)}=(\frac{1}{2},\frac{1}{2\sqrt{3}}),𝐐^{(B)}=(\frac{1}{2},\frac{1}{2\sqrt{3}}),𝐐^{(G)}=(0,\frac{1}{\sqrt{3}}).$$
These vectors are just the weights of the representation $`\mathrm{𝟑}`$ of $`{}_{}{}^{}SU(3)`$. In another words, those are nothing else, but the charges of quarks w.r.t. the Cartan subgroup $`[U(1)]^2`$, i.e. for every $`c`$, the components of $`𝐐^{(c)}`$ are just the charges of a quark of the colour $`c`$ w.r.t. the diagonal gluons $`A_\mu ^3`$ and $`A_\mu ^8`$.
Applying further the Stokes theorem and the cumulant expansion in the bilocal approximation, we get for the partition function of the theory (28) with an external quark of the colour $`c`$ the following expression:
$$𝒵_c\mathrm{exp}\left[\frac{g^2}{8}Q^{(c)i}Q^{(c)j}d^4xd^4y\mathrm{\Sigma }_{\mu \nu }^\mathrm{e}(x)\mathrm{\Sigma }_{\lambda \rho }^\mathrm{e}(y)f_{\mu \nu }^i(x)f_{\lambda \rho }^j(y)_{𝐚_\mu ,𝐣_\mu ^\mathrm{m}}\right].$$
(30)
Here, $`i,j=1,2`$ denote the $`[U(1)]^2`$-indices, referring to the Cartan generators $`(T^3,T^8)`$, and the average is defined as $`\mathrm{}_{𝐚_\mu ,𝐣_\mu ^\mathrm{m}}𝒟𝐚_\mu \mathrm{exp}\left(S_{\mathrm{eff}.}[𝐚_\mu ,𝐟_{\mu \nu }^\mathrm{m}]\right)\left(\mathrm{}\right)_{𝐣_\mu ^\mathrm{m}}`$, where $`S_{\mathrm{eff}.}`$ and $`\mathrm{}_{𝐣_\mu ^\mathrm{m}}`$ are given by Eqs. (7) and (10), respectively. Upon the SVM-inspired parametrization of the bilocal cumulant,
$$f_{\mu \nu }^i(x)f_{\lambda \rho }^j(0)_{𝐚_\mu ,𝐣_\mu ^\mathrm{m}}=\delta ^{ij}\{(\delta _{\mu \lambda }\delta _{\nu \rho }\delta _{\mu \rho }\delta _{\nu \lambda })\widehat{D}\left(x^2\right)+$$
$$+\frac{1}{2}[_\mu (x_\lambda \delta _{\nu \rho }x_\rho \delta _{\nu \lambda })+_\nu (x_\rho \delta _{\mu \lambda }x_\lambda \delta _{\mu \rho })]\widehat{D}_1\left(x^2\right)\},$$
(31)
we can write for Eq. (30) the following expression:
$$𝒵_c\mathrm{exp}\left\{\frac{1}{24}d^4xd^4y\left[2g^2\mathrm{\Sigma }_{\mu \nu }^\mathrm{e}(x)\mathrm{\Sigma }_{\mu \nu }^\mathrm{e}(y)\widehat{D}\left((xy)^2\right)+j_\mu ^\mathrm{e}(x)j_\mu ^\mathrm{e}(y)\widehat{G}\left((xy)^2\right)\right]\right\}.$$
(32)
Here, we have denoted by $`\widehat{G}`$ the same function as (19), but with the replacement $`𝒟_1\widehat{D}_1`$, and used the fact that for every $`c`$, $`(𝐐^{(c)})^2=\frac{1}{3}`$.
On the other hand, one can derive the string representation for the partition function $`𝒵_c`$. Indeed, the dualization of the action (7) with the term $`i𝐐^{(c)}d^4x𝐚_\mu j_\mu ^\mathrm{e}`$ added, leads to Eq. (8) with $`𝐅_{\mu \nu }`$ replaced by $`𝐅_{\mu \nu }+𝐅_{\mu \nu }^{(c)}`$. Here, $`𝐅_{\mu \nu }^{(c)}`$ stands for the field strength tensor of a test quark of the colour $`c`$, which obeys the equation $`_\mu \stackrel{~}{𝐅}_{\mu \nu }^{(c)}=𝐐^{(c)}j_\nu ^\mathrm{e}`$ and thus can be written as $`𝐅_{\mu \nu }^{(c)}=g𝐐^{(c)}\stackrel{~}{\mathrm{\Sigma }}_{\mu \nu }^\mathrm{e}`$. Next, the summation over the currents of monopole Cooper pairs in the sense of Eq. (10) yields Eq. (11) with the same extension of $`𝐅_{\mu \nu }`$. In the London limit under study, the string representation of this theory (see Refs. for details) reads
$$𝒵_c=𝒟x_\mu ^a(\xi )\delta \left(\underset{a=1}{\overset{3}{}}\mathrm{\Sigma }_{\mu \nu }^a\right)\times $$
$$\times \mathrm{exp}\left\{\pi ^2d^4xd^4yD_{m_B}^{(4)}(xy)\left[\eta ^2\overline{\mathrm{\Sigma }}_{\mu \nu }^a(x)\overline{\mathrm{\Sigma }}_{\mu \nu }^a(y)+\frac{1}{6\pi ^2}j_\mu ^\mathrm{e}(x)j_\mu ^\mathrm{e}(y)\right]\right\}.$$
(33)
Here, $`m_B=\sqrt{6}g_m\eta `$ is the mass of the dual vector bosons, which they acquire due to the Higgs mechanism. We have also introduced the notation $`\overline{\mathrm{\Sigma }}_{\mu \nu }^a\mathrm{\Sigma }_{\mu \nu }^a2s_a^{(c)}\mathrm{\Sigma }_{\mu \nu }^\mathrm{e}`$ with the following numbers $`s_a^{(c)}`$’s: $`s_3^{(R)}=s_2^{(B)}=s_1^{(G)}=0`$, $`s_1^{(R)}=s_3^{(B)}=s_2^{(G)}=s_2^{(R)}=s_1^{(B)}=s_3^{(G)}=1`$, which obey the relation $`𝐐^{(c)}=\frac{1}{3}𝐞_as_a^{(c)}`$. Taking into account that for every $`c`$, $`\left(s_a^{(c)}\right)^2=2`$, we eventually arrive at the following expression for the partition function (cf. Eq. (20)):
$$𝒵_c=\mathrm{exp}\{8\pi ^2d^4xd^4yD_{m_B}^{(4)}(xy)[\eta ^2\mathrm{\Sigma }_{\mu \nu }^\mathrm{e}(x)\mathrm{\Sigma }_{\mu \nu }^\mathrm{e}(y)+\frac{1}{48\pi ^2}j_\mu ^\mathrm{e}(x)j_\mu ^\mathrm{e}(y)]\}\times $$
$$\times \mathrm{exp}\left[(2\pi \eta )^2s_a^{(c)}d^4xd^4y\mathrm{\Sigma }_{\mu \nu }^a(x)D_{m_B}^{(4)}(xy)\mathrm{\Sigma }_{\mu \nu }^\mathrm{e}(y)\right]_{x_\mu ^a(\xi )}$$
(34)
with the average over vortex loops having the form
$$\mathrm{}_{x_\mu ^a(\xi )}\frac{𝒟x_\mu ^a(\xi )\delta \left(\underset{a=1}{\overset{3}{}}\mathrm{\Sigma }_{\mu \nu }^a\right)\left(\mathrm{}\right)\mathrm{exp}\left[(\pi \eta )^2d^4xd^4y\mathrm{\Sigma }_{\mu \nu }^a(x)D_{m_B}^{(4)}(xy)\mathrm{\Sigma }_{\mu \nu }^a(y)\right]}{𝒟x_\mu ^a(\xi )\delta \left(\underset{a=1}{\overset{3}{}}\mathrm{\Sigma }_{\mu \nu }^a\right)\mathrm{exp}\left[(\pi \eta )^2d^4xd^4y\mathrm{\Sigma }_{\mu \nu }^a(x)D_{m_B}^{(4)}(xy)\mathrm{\Sigma }_{\mu \nu }^a(y)\right]}.$$
Comparing now Eq. (32) with Eq. (34), we see that in the approximation of very small vortex loops, $`|\mathrm{\Sigma }^a||\mathrm{\Sigma }^\mathrm{e}|`$, the functions $`\widehat{D}`$ and $`\widehat{D}_1`$ are given by Eqs. (22) and (23) with the replacement $`mm_B`$. Besides that, it is obvious that the bilocal cumulant (31) is nonvanishing only for the gluonic field strength tensors of the same kind, i.e. for $`i=j=1`$ or $`i=j=2`$. Hence, for these diagonal cumulants, the vacuum of the AP $`SU(3)`$-gluodynamics in the London limit does exhibit a nontrivial correlation length $`T_g=\frac{1}{m_B}`$.
## 3 Electric Field Strength Correlators in the Gas of Vortex Loops
### 3.1 $`SU(2)`$-case
To study the properties of vortex loops in the above considered theories, there is clearly no necessity to introduce external quarks. The field strength correlators can be studied afterwards, i.e. already after the summation over the grand canonical ensemble of vortex loops. Thus, let us first consider the theory (12) with $`F_{\mu \nu }^\mathrm{e}=0`$. Upon the derivation of the string representation of such a theory, we are then left with Eq. (14), where $`\mathrm{\Sigma }_{\mu \nu }^\mathrm{e}=0`$. To study the grand canonical ensemble of vortex loops, it is necessary to replace $`\mathrm{\Sigma }_{\mu \nu }`$ in Eq. (14) by the following expression:
$$\mathrm{\Sigma }_{\mu \nu }^{\mathrm{gas}}(x)=\underset{i=1}{\overset{N}{}}n_i𝑑\sigma _{\mu \nu }(x_i(\xi ))\delta (xx_i(\xi )).$$
(35)
Here, $`\xi [0,1]\times [0,1]`$ is a 2D-coordinate, and $`n_i`$’s stand for winding numbers. In what follows, we shall restrict ourselves to the vortex loops possessing the minimal winding numbers, $`n_i=\pm 1`$. That is because, analogously to the 3D-case , the energy of a single vortex loop is known to be a quadratic function of its flux, owing to which the existence of two vortex loops of a unit flux is more energetically favourable than the existence of one vortex loop of the double flux.
Then, taking into account that the gas of vortex loops is dilute, one can perform the summation over the grand canonical ensemble of these objects, which yields the following expression for the partition function :
$$𝒵=𝒟h_{\mu \nu }\mathrm{exp}\left\{d^4x\left[\frac{1}{12\eta ^2}H_{\mu \nu \lambda }^2+g_m^2h_{\mu \nu }^22\zeta \mathrm{cos}\left(\frac{\left|h_{\mu \nu }\right|}{\mathrm{\Lambda }^2}\right)\right]\right\}.$$
(36)
Here $`\left|h_{\mu \nu }\right|\sqrt{h_{\mu \nu }^2}`$, and $`\mathrm{\Lambda }\sqrt{\frac{L}{\pi a^3}}`$ is an UV momentum cutoff with $`L`$ and $`a`$ denoting the characteristic distances between vortex loops and their typical sizes, respectively. Clearly in the dilute gas approximation under study, $`aL`$ and $`\mathrm{\Lambda }a^1`$. Also in Eq. (36), $`\zeta \mathrm{e}^{S_0}`$ stands for the fugacity (Boltzmann factor) of a single vortex loop, which has the dimension $`(\mathrm{mass})^4`$, with $`S_0`$ denoting the action of a single loop.
Note that the value of $`S_0`$ is approximately equal to $`\sigma a^2`$, where we have estimated the area of the vortex loop as $`a^2`$, and $`\sigma `$ stands for the string tension of the loop, i.e. its energy per unit area. This energy can be evaluated from the action standing in the arguments of the exponents on the R.H.S. of Eq. (21) by virtue of the results of Ref. and reads
$$\sigma =\frac{\eta ^2}{2}d^2t\frac{K_1(|t|)}{|t|}\frac{\pi \eta ^2}{2}\mathrm{ln}\left(\frac{\lambda }{g_m^2}\right).$$
(37)
Here we have in the standard way set for a characteristic small dimensionless quantity in the model under study the value $`\frac{g_m}{\sqrt{\lambda }}`$, which is of the order of the ratio of $`m`$ to the mass of the dual Higgs field. Moreover, it has been assumed that not only $`\frac{\sqrt{\lambda }}{g_m}1`$, but also $`\mathrm{ln}\left(\frac{\sqrt{\lambda }}{g_m}\right)1`$, i.e. the last equality on the R.H.S. of Eq. (37) is valid with the logarithmic accuracy. The physical origin of this logarithmic divergency is analogous to that, which takes place in 3D and is based on the fact that at the world sheet of a vortex loop the condensate of the dual Higgs field is destroyed, and the dual vector boson remains massless.
The square of the full mass of the field $`h_{\mu \nu }`$ following from Eq. (36) reads $`M^2=m^2+m_D^2Q^2\eta ^2`$. Here, $`m_D=\frac{2\eta \sqrt{\zeta }}{\mathrm{\Lambda }^2}`$ is the additional contribution, emerging due to the screening of magnetic charge of the dual vector boson in the gas of electric vortex loops, and $`Q=2\sqrt{g_m^2+\frac{\zeta }{\mathrm{\Lambda }^4}}`$ is the full magnetic charge of the dual vector boson.
To study the correlation functions of vortex loops, it is convenient to represent the partition function (36) directly as an integral over these objects. This can be done by virtue of the following equality,
$$\mathrm{exp}\left\{d^4x\left[\frac{1}{12\eta ^2}H_{\mu \nu \lambda }^2+g_m^2h_{\mu \nu }^2\right]\right\}=$$
$$=𝒟S_{\mu \nu }\mathrm{exp}\left\{\left[(\pi \eta )^2d^4xd^4yS_{\mu \nu }(x)D_m^{(4)}(xy)S_{\mu \nu }(y)+i\pi d^4xh_{\mu \nu }S_{\mu \nu }\right]\right\},$$
(38)
in whose derivation it has been taken into account that $`_\mu h_{\mu \nu }=0`$. Indeed, owing to the Hodge decomposition theorem, the Kalb-Ramond field can always be represented as follows: $`h_{\mu \nu }=_\mu \phi _\nu _\nu \phi _\mu +\epsilon _{\mu \nu \lambda \rho }_\lambda \psi _\rho `$. Clearly, in the original expression for the partition function,
$$𝒵=𝒟h_{\mu \nu }\mathrm{exp}\left\{d^4x\left[\frac{1}{12\eta ^2}H_{\mu \nu \lambda }^2+g_m^2h_{\mu \nu }^2i\pi h_{\mu \nu }\mathrm{\Sigma }_{\mu \nu }^{\mathrm{gas}}\right]\right\}_{\mathrm{gas}},$$
(39)
the field $`\phi _\mu `$ decouples not only from $`\mathrm{\Sigma }_{\mu \nu }^{\mathrm{gas}}`$ (due to the conservation of the latter one), but also from $`\psi _\mu `$. The $`\phi _\mu `$-field thus yields only an inessential determinant factor, which is not of our interest. Therefore this field can be disregarded, which proves the above statement.
Substituting now Eq. (38) into Eq. (36), we can integrate the field $`h_{\mu \nu }`$ out. This yields the desired representation for the partition function:
$$𝒵=𝒟S_{\mu \nu }\mathrm{exp}\left\{\left[(\pi \eta )^2d^4xd^4yS_{\mu \nu }(x)D_m^{(4)}(xy)S_{\mu \nu }(y)+V[S_{\mu \nu }]\right]\right\},$$
(40)
where the effective potential of vortex loops, $`V`$, reads
$$V[S_{\mu \nu }]=d^4x\left\{\pi \mathrm{\Lambda }^2\right|S_{\mu \nu }|\mathrm{ln}[\frac{\pi \mathrm{\Lambda }^2}{2\zeta }S_{\mu \nu }+\sqrt{1+\left(\frac{\pi \mathrm{\Lambda }^2}{2\zeta }|S_{\mu \nu }|\right)^2}]2\zeta \sqrt{1+\left(\frac{\pi \mathrm{\Lambda }^2}{2\zeta }|S_{\mu \nu }|\right)^2}\}.$$
(41)
It is straightforward to prove that the correlation functions of $`S_{\mu \nu }`$’s, calculated by virtue of the representation (40), are nothing else, but the correlation functions of vortex loops in the gas. This can be seen in the following way. Let us integrate the $`h_{\mu \nu }`$-field out of the initial expression (39) for the partition function of the gas of vortex loops. This yields (cf. Eq. (21)):
$$𝒵=\mathrm{exp}\left[(\pi \eta )^2d^4xd^4y\mathrm{\Sigma }_{\mu \nu }^{\mathrm{gas}}(x)D_m^{(4)}(xy)\mathrm{\Sigma }_{\mu \nu }^{\mathrm{gas}}(y)\right]_{\mathrm{gas}}.$$
(42)
This equation is now perfect to involve $`S_{\mu \nu }`$’s and demonstrate that their correlation functions are indeed equal to those of vortex loops. After that, the $`h_{\mu \nu }`$-dependence can be restored back, so that we shall eventually again arrive at Eq. (36) with the substitution (38). In order to involve $`S_{\mu \nu }`$’s, let us rewrite Eq. (42) as follows:
$$𝒵=1+\underset{N=1}{\overset{\mathrm{}}{}}\frac{\zeta ^N}{N!}\times $$
$$\times 𝒟S_{\mu \nu }\delta \left(S_{\mu \nu }\mathrm{\Sigma }_{\mu \nu }^{\mathrm{gas}}\right)\mathrm{exp}\left[(\pi \eta )^2d^4xd^4yS_{\mu \nu }(x)D_m^{(4)}(xy)S_{\mu \nu }(y)\right]_{\{x_i(\xi )\}_{i=1}^N}.$$
(43)
The average here reads
$$𝒪_{\{x_i(\xi )\}_{i=1}^N}\underset{i=1}{\overset{N}{}}d^4y_i𝒟z_i(\xi )\mu \left[z_i\right]\underset{n_i=\pm 1}{}𝒪.$$
(44)
In this formula, the vector $`y_i`$ describes the position of the world sheet of the $`i`$-th vortex loop <sup>3</sup><sup>3</sup>3For brevity, we omit the Lorentz index., whereas the vector $`z_i(\xi )`$ describes its shape, i.e. $`x_i(\xi )=y_i+z_i(\xi )`$, $`y_i=d^2\xi x_i(\xi )`$. We have also denoted by $`\mu `$ a certain rotation- and translation invariant measure of integration over shapes of the world sheets of vortex loops. Note that it was just this average, which in the dilute gas approximation led from Eq. (39) to Eq. (36) (see Ref. for details).
From the $`\delta `$-function in Eq. (43) it is now clearly seen that the correlation functions of $`S_{\mu \nu }`$’s are indeed equal to those of vortex loops. One can further represent this $`\delta `$-function as an integral over the Lagrange multiplier, whose rôle, as we shall see immediately below, is just played by the Kalb-Ramond field:
$$\delta \left(S_{\mu \nu }\mathrm{\Sigma }_{\mu \nu }^{\mathrm{gas}}\right)=𝒟h_{\mu \nu }\mathrm{exp}\left[i\pi d^4xh_{\mu \nu }\left(S_{\mu \nu }\mathrm{\Sigma }_{\mu \nu }^{\mathrm{gas}}\right)\right].$$
(45)
Indeed, normalizing the measure $`𝒟h_{\mu \nu }`$ by the condition <sup>4</sup><sup>4</sup>4Owing to Eq. (38), this condition can be rewritten simply as $`𝒟h_{\mu \nu }\mathrm{exp}\left\{d^4x\left[\frac{1}{12\eta ^2}H_{\mu \nu \lambda }^2+g_m^2h_{\mu \nu }^2\right]\right\}=1`$.
$$𝒟h_{\mu \nu }𝒟S_{\mu \nu }\mathrm{exp}\left[(\pi \eta )^2d^4xd^4yS_{\mu \nu }(x)D_m^{(4)}(xy)S_{\mu \nu }(y)i\pi d^4xh_{\mu \nu }S_{\mu \nu }\right]=1,$$
we get
$$𝒵=𝒟S_{\mu \nu }𝒟h_{\mu \nu }\mathrm{exp}\mathrm{exp}\{[(\pi \eta )^2d^4xd^4yS_{\mu \nu }(x)D_m^{(4)}(xy)S_{\mu \nu }(y)+$$
$$+i\pi d^4xh_{\mu \nu }S_{\mu \nu }2\zeta \mathrm{cos}\left(\frac{\left|h_{\mu \nu }\right|}{\mathrm{\Lambda }^2}\right)]\}.$$
This is just Eq. (36) with the substitution (38), which completes our proof.
The correlation functions of vortex loops can now be calculated in the approximation when the loop gas is sufficiently dilute, namely its density obeys the inequality $`\left|S_{\mu \nu }\right|\frac{\zeta }{\mathrm{\Lambda }^2}`$. Within this approximation, the potential (41) becomes a simple quadratic functional of $`S_{\mu \nu }`$’s, and the generating functional for the correlators of vortex loops takes a simple Gaussian form. It reads
$$𝒵[J_{\mu \nu }]=\frac{1}{𝒵[0]}𝒟S_{\mu \nu }\mathrm{exp}\{[(\pi \eta )^2d^4xd^4yS_{\mu \nu }(x)D_m^{(4)}(xy)S_{\mu \nu }(y)+$$
$$+d^4x(2\zeta +\frac{\pi ^2\mathrm{\Lambda }^4}{4\zeta }S_{\mu \nu }^2+J_{\mu \nu }S_{\mu \nu })]\}=\mathrm{exp}[d^4xd^4yJ_{\mu \nu }(x)𝒢(xy)J_{\mu \nu }(y)],$$
(46)
where
$$𝒢(x)\frac{\zeta }{\pi ^2\mathrm{\Lambda }^4}(^2m^2)D_M^{(4)}(x).$$
(47)
Next, since $`_\mu \mathrm{\Sigma }_{\mu \nu }^{\mathrm{gas}}=0`$, the $`\delta `$-function in Eq. (43) requires that $`_\mu S_{\mu \nu }=0`$ as well. The Hodge decomposition theorem then leads to the following representation for $`S_{\mu \nu }`$: $`S_{\mu \nu }=\epsilon _{\mu \nu \lambda \rho }_\lambda \phi _\rho `$. Owing to this fact and the same theorem, the coupling $`d^4xJ_{\mu \nu }S_{\mu \nu }`$ will be nonvanishing only provided that $`J_{\mu \nu }=\epsilon _{\mu \nu \lambda \rho }_\lambda I_\rho `$. This coupling then reads $`2d^4xI_\mu T_{\mu \nu }\phi _\nu `$, where $`T_{\mu \nu }(x)_\mu ^x_\nu ^x\delta _{\mu \nu }^{x\mathrm{\hspace{0.17em}2}}`$. On the other hand, substituting the above representation for $`J_{\mu \nu }`$ into the R.H.S. of Eq. (46), we have
$$𝒵[J_{\mu \nu }]=\mathrm{exp}\left[2d^4xd^4yI_\mu (x)I_\nu (y)T_{\mu \nu }(x)𝒢(xy)\right].$$
Thus, varying $`𝒵[J_{\mu \nu }]`$ twice w.r.t. $`I_\mu `$ and setting then $`I_\mu =0`$, we get
$$T_{\mu \nu }(x)T_{\lambda \rho }(y)\phi _\nu (x)\phi _\rho (y)=T_{\mu \lambda }(x)𝒢(xy).$$
Due to the rotation- and translation invariance of space-time, it is natural to seek for $`\phi _\nu (x)\phi _\rho (y)`$ in the form of the following Ansatz: $`\delta _{\nu \rho }g(xy)`$. This yields the equation $`^2g=𝒢`$, whose solution reads
$$g(x)=\frac{\zeta }{\pi ^2\mathrm{\Lambda }^4}(^{x\mathrm{\hspace{0.17em}2}}m^2)d^4yD_0^{(4)}(xy)D_M^{(4)}(y),$$
where $`D_0^{(4)}(x)D_m^{(4)}(x)|_{m=0}=\frac{1}{4\pi ^2x^2}`$. The last integral can obviously be rewritten as
$$d^4zD_0^{(4)}(z)D_M^{(4)}(zx).$$
(48)
As we shall see below, it will be necessary to know the more general expression, namely that for the integral
$$d^4zD_m^{(4)}(z)D_M^{(4)}(zx).$$
(49)
Its calculation is outlined in the Appendix, and the result reads
$$\frac{1}{m_D^2}\left(D_m^{(4)}(x)D_M^{(4)}(x)\right).$$
(50)
Note that according to Eq. (49), Eq. (50) should be invariant w.r.t. the interchange $`mM`$. By noting that during this interchange $`m_D^2`$ changes its sign, one can see that this invariance really holds.
Setting now in Eq. (50) $`m=0`$, we get <sup>5</sup><sup>5</sup>5 Clearly, this result can also be obtained directly by making use of the method presented in the Appendix, which was done in Ref. . $`\frac{1}{m_D^2}\left(D_0^{(4)}(x)D_{m_D}^{(4)}(x)\right)`$, which yields for the desired integral (48) the same result with the substitution $`m_DM`$. Thus, the final expression for the function $`g`$ reads
$$g(x)=\frac{\zeta }{(\pi M\mathrm{\Lambda }^2)^2}(^2m^2)\left(D_M^{(4)}(x)D_0^{(4)}(x)\right).$$
(51)
The desired correlator of $`S_{\mu \nu }`$’s has the form
$$S_{\mu \nu }(x)S_{\lambda \rho }(y)=\epsilon _{\mu \nu \alpha \beta }\epsilon _{\lambda \rho \gamma \sigma }_\alpha ^x_\gamma ^y\phi _\beta (x)\phi _\sigma (y)$$
and therefore
$$S_{\mu \nu }(x)S_{\lambda \rho }(0)=\epsilon _{\mu \nu \alpha \beta }\epsilon _{\lambda \rho \gamma \beta }_\alpha ^x_\gamma ^xg(x)=$$
$$=\left(\delta _{\lambda \nu }\delta _{\mu \rho }\delta _{\nu \rho }\delta _{\mu \lambda }\right)𝒢(x)+\left(\delta _{\mu \lambda }_\rho _\nu +\delta _{\nu \rho }_\mu _\lambda \delta _{\mu \rho }_\lambda _\nu \delta _{\lambda \nu }_\mu _\rho \right)g(x),$$
(52)
where it has been used that $`^2g(x)=𝒢(x)`$.
This result can now straightforwardly be used for the calculation of the contribution of vortex loops to the bilocal cumulant (17). Indeed, applying to the average on the R.H.S. of Eq. (20) the cumulant expansion in the bilocal approximation, we get:
$$𝒵\mathrm{exp}\{d^4xd^4yD_m^{(4)}(xy)[(4\pi \eta )^2\mathrm{\Sigma }_{\mu \nu }^\mathrm{e}(x)\mathrm{\Sigma }_{\mu \nu }^\mathrm{e}(y)+\frac{1}{2}j_\mu ^\mathrm{e}(x)j_\mu ^\mathrm{e}(y)]+$$
$$+32(\pi \eta )^4d^4xd^4yd^4zd^4uD_m^{(4)}(xz)D_m^{(4)}(yu)\mathrm{\Sigma }_{\mu \nu }^\mathrm{e}(x)\mathrm{\Sigma }_{\lambda \rho }^\mathrm{e}(y)\mathrm{\Sigma }_{\mu \nu }(z)\mathrm{\Sigma }_{\lambda \rho }(u)_{x_\mu (\xi )}\}.$$
Comparing this expression with Eq. (16), we see that owing to Eq. (52), the additional contribution of vortex loops to the cumulant (17) has the form
$$\mathrm{\Delta }f_{\mu \nu }(x)f_{\lambda \rho }(y)_{a_\mu ,j_\mu ^\mathrm{m}}=\left(4\pi g_m\eta ^2\right)^2d^4zd^4uD_m^{(4)}(xz)D_m^{(4)}(yu)\times $$
$$\times \left\{\left(\delta _{\mu \lambda }\delta _{\nu \rho }\delta _{\mu \rho }\delta _{\nu \lambda }\right)𝒢(zu)+\left[\delta _{\mu \rho }_\lambda ^z_\nu ^z+\delta _{\nu \lambda }_\mu ^z_\rho ^z\delta _{\mu \lambda }_\rho ^z_\nu ^z\delta _{\nu \rho }_\mu ^z_\lambda ^z\right]g(zu)\right\}.$$
Let us further compare this intermediate result with Eq. (17) and take into account that
$$(xy)_\mu 𝒟_1\left((xy)^2\right)=\frac{1}{2}_\mu ^xG\left((xy)^2\right),$$
where the function $`G`$ is defined by Eq. (19). This leads to the following system of equations, which determine the contributions of vortex loops to the functions $`𝒟`$ and $`G`$:
$$\mathrm{\Delta }𝒟\left((xy)^2\right)=\left(4\pi g_m\eta ^2\right)^2d^4zd^4uD_m^{(4)}(xz)D_m^{(4)}(yu)𝒢(zu),$$
(53)
$$\mathrm{\Delta }G\left((xy)^2\right)=\left(8\pi g_m\eta ^2\right)^2d^4zd^4uD_m^{(4)}(xz)D_m^{(4)}(yu)g(zu).$$
(54)
Inserting now Eq. (47) into Eq. (53), we get
$$\mathrm{\Delta }𝒟\left((xy)^2\right)=\frac{\left(4g_m\eta ^2\right)^2\zeta }{\mathrm{\Lambda }^4}d^4uD_m^{(4)}(yu)D_M^{(4)}(xu).$$
By virtue of the Appendix, this yields
$$\mathrm{\Delta }𝒟\left(x^2\right)=\frac{m^2}{4\pi ^2}\left[\frac{M}{|x|}K_1(M|x|)\frac{m}{|x|}K_1(m|x|)\right].$$
Adding this result to Eq. (22), we finally obtain for the finction $`𝒟`$ the following full result:
$$𝒟^{\mathrm{full}}\left(x^2\right)=\frac{m^2M}{4\pi ^2}\frac{K_1(M|x|)}{|x|}.$$
(55)
Analogously, inserting Eq. (51) into Eq. (54), we have
$$\mathrm{\Delta }G\left((xy)^2\right)=\zeta \left(\frac{8g_m\eta ^2}{\mathrm{\Lambda }^2M}\right)^2d^4uD_m^{(4)}(yu)\left[D_0^{(4)}(xu)D_M^{(4)}(xu)\right],$$
or further by virtue of the Appendix,
$$\mathrm{\Delta }G\left(x^2\right)=\left(\frac{m_D}{\pi M|x|}\right)^2+\left(\frac{2m}{M}\right)^2D_M^{(4)}(x)4D_m^{(4)}(x).$$
Together with Eq. (23), this yields the following full result for the function $`𝒟_1`$:
$$𝒟_1^{\mathrm{full}}\left(x^2\right)=\frac{m_D^2}{\pi ^2M^2|x|^4}+\frac{m^2}{2\pi ^2Mx^2}\left[\frac{K_1(M|x|)}{|x|}+\frac{M}{2}\left(K_0(M|x|)+K_2(M|x|)\right)\right].$$
(56)
It is worth noting that the functions $`\mathrm{\Delta }𝒟`$ and $`\mathrm{\Delta }𝒟_1`$ contain the terms exactly equal to Eqs. (22) and (23), respectively, but with the opposite sign, which just cancel out in the full functions (55) and (56). We also see that, as it should be, the functions (55) and (56) go over into Eqs. (22) and (23), respectively, when $`m_D0`$, i.e. when one neglects the effect of screening in the ensemble of vortex loops. An obvious important consequence of the obtained Eqs. (55) and (56) is that the correlation length of the vacuum, $`T_g`$, becomes modified from $`\frac{1}{m}`$ (according to Eqs. (22) and (23)) to $`\frac{1}{M}`$. (It is worth emphasizing once more that this effect is just due to the Debye screening of magnetic charge of the dual vector boson in the ensemble of electrically charged vortex loops, which makes this particle more heavy, namely enlarges its mass from $`m`$ to $`M`$.) Indeed, it is straightforward to see that at $`|x|\frac{1}{M}`$,
$$𝒟^{\mathrm{full}}\frac{(mM)^2}{4\sqrt{2}\pi ^{\frac{3}{2}}}\frac{\mathrm{e}^{M|x|}}{(M|x|)^{\frac{3}{2}}}$$
and
$$𝒟_1^{\mathrm{full}}\frac{m_D^2}{\pi ^2M^2|x|^4}+\frac{(mM)^2}{2\sqrt{2}\pi ^{\frac{3}{2}}}\frac{\mathrm{e}^{M|x|}}{(M|x|)^{\frac{5}{2}}}.$$
It is also remarkable that the leading term of the IR asymptotics of the function $`𝒟_1^{\mathrm{full}}`$ is a pure power-like one, rather than that of the function $`𝒟_1`$, given by Eq. (25). Another nontrivial result is that the screening does not change the UV asymptotic behaviours of the functions (22) and (23), i.e. the UV asymptotics of the functions (55) and (56) are given by Eqs. (26) and (27), respectively.
Finally, it is worth remarking that due to the modification of the $`𝒟`$-function, one could expect the appearance of some change in the string tension of the open dual string world sheet $`\mathrm{\Sigma }^\mathrm{e}`$. However, by virtue of the general formula expressing the string tension via the $`𝒟`$-function , $`\sigma =4T_g^2d^2z𝒟\left(z^2\right)`$, one can check that this is not the case, i.e. the string tension of $`\mathrm{\Sigma }^\mathrm{e}`$ is independent of whether we account for screening in the gas of vortex loops or not. The reason for that becomes clear from the resulting expression for $`\sigma `$. It reads $`16\pi \eta ^2\mathrm{ln}\frac{1}{c}`$ with $`c`$ standing for a characteristic small dimensionless quantity, and thus depends only on $`\eta `$, which is not affected by screening. Similarly to Eq. (37), setting for $`c`$ the value $`\frac{g_m}{\sqrt{\lambda }}`$, we see that the string tension of $`\mathrm{\Sigma }^\mathrm{e}`$ is in the factor 16 larger than the string tension of a vortex loop. Clearly, that is due to the factor 4 standing in the linear combination of $`\mathrm{\Sigma }_{\mu \nu }`$ and $`\mathrm{\Sigma }_{\mu \nu }^\mathrm{e}`$ in $`\widehat{\mathrm{\Sigma }}_{\mu \nu }`$ (cf. Eq. (15)). However, the coupling constant of the next-to-leading term in the gradient expansion of the nonlocal string effective action standing in the second exponential factor on the R.H.S. of Eq. (15) (the so-called rigidity term) does depend explicitly on the magnetic coupling constant and therefore changes due to the screening. Indeed, by virtue of the results of Refs. , one can see that for the same world sheet $`\mathrm{\Sigma }^\mathrm{e}`$, this coupling constant without taking screening into account reads $`\frac{2\pi }{(2g_m)^2}`$, whereas in the presence of screening it goes over to $`\frac{2\pi }{Q^2}`$, as it could be intuitively expected.
### 3.2 $`SU(3)`$-case
In the present Subsection, we shall extend the above results concerning the electric field strength correlators in the gas of vortex loops to the case of AP $`SU(3)`$-gluodynamics (28). When the dual Nielsen-Olesen strings in this theory are considered as noninteracting objects, the string representation of its partition function is given by Eq. (33), where one should set $`\mathrm{\Sigma }_{\mu \nu }^\mathrm{e}=0`$. Integrating out the coordinates of one of the three world sheets (for concreteness, $`x_\mu ^3(\xi )`$), we can write the so-obtained expression for the partition function as
$$𝒵=𝒟x_\mu ^1(\xi )𝒟x_\mu ^2(\xi )\times $$
$$\times \mathrm{exp}\left\{2(\pi \eta )^2d^4xd^4y\left[\mathrm{\Sigma }_{\mu \nu }^1(x)\mathrm{\Sigma }_{\mu \nu }^1(y)+\mathrm{\Sigma }_{\mu \nu }^1(x)\mathrm{\Sigma }_{\mu \nu }^2(y)+\mathrm{\Sigma }_{\mu \nu }^2(x)\mathrm{\Sigma }_{\mu \nu }^2(y)\right]D_{m_B}^{(4)}(xy)\right\}.$$
(57)
In order to proceed from the individual strings to the grand canonical ensemble of vortex loops, one should replace $`\mathrm{\Sigma }_{\mu \nu }^a(x)`$, $`a=1,2`$, in Eq. (57) by
$$\mathrm{\Sigma }_{\mu \nu }^{a\mathrm{gas}}(x)=\underset{i=1}{\overset{N}{}}n_i^a𝑑\sigma _{\mu \nu }\left(x_i^a(\xi )\right)\delta \left(xx_i^a(\xi )\right).$$
Here, $`n_i^a`$’s stand for winding numbers, which we shall again set to be equal $`\pm 1`$. Performing such a replacement, one can see the crucial difference of the grand canonical ensemble of vortex loops in the model under study from that in the AP $`SU(2)`$-gluodynamics, studied in the previous Subsection. Namely, the system has now the form of two interacting gases consisting of the vortex loops of two kinds, whereas in the $`SU(2)`$-case the gas was built out of vortex loops of the only one kind.
Analogously to that case, we shall treat such a grand canonical ensemble of vortex loops in the dilute gas approximation. According to it, characteristic sizes of loops are much smaller than characteristic distances between them, which in particular means that the vortex loops are short living (virtual) objects. Then the summation over this grand canonical ensemble can be most easily performed by inserting the unity
$$1=𝒟S_{\mu \nu }^a\delta \left(S_{\mu \nu }^a\mathrm{\Sigma }_{\mu \nu }^{a\mathrm{gas}}\right)$$
(58)
into the R.H.S. of Eq. (57) (where $`\mathrm{\Sigma }_{\mu \nu }^a`$ is replaced by $`\mathrm{\Sigma }_{\mu \nu }^{a\mathrm{gas}}`$) and representing the $`\delta `$-function as an integral over the Lagrange multiplier (cf. Eqs. (43) and (45)). Then, the contribution of $`N`$ vortex loops of each kind to the grand canonical ensemble takes the following form:
$$𝒵\left[\mathrm{\Sigma }_{\mu \nu }^{a\mathrm{gas}}\right]=𝒟S_{\mu \nu }^a𝒟\lambda _{\mu \nu }^a\times $$
$$\times \mathrm{exp}\{2(\pi \eta )^2d^4xd^4y[S_{\mu \nu }^1(x)S_{\mu \nu }^1(y)+S_{\mu \nu }^1(x)S_{\mu \nu }^2(y)+S_{\mu \nu }^2(x)S_{\mu \nu }^2(y)]D_{m_B}^{(4)}(xy)$$
$$id^4x\lambda _{\mu \nu }^a(S_{\mu \nu }^a\mathrm{\Sigma }_{\mu \nu }^{a\mathrm{gas}})\}.$$
(59)
After that, the desired summation over the ensemble of loops is straightforward, since it technically parallels the one of AP $`SU(2)`$-gluodynamics. We have
$$\underset{a=1}{\overset{2}{}}\left[1+\underset{N=1}{\overset{\mathrm{}}{}}\frac{\zeta ^N}{N!}\mathrm{exp}\left(id^4x\lambda _{\mu \nu }^a\mathrm{\Sigma }_{\mu \nu }^{a\mathrm{gas}}\right)_{\{x_i^a(\xi )\}_{i=1}^N}\right]=$$
$$=\mathrm{exp}\left\{2\zeta d^4y\left[\mathrm{cos}\left(\frac{\left|\lambda _{\mu \nu }^1(y)\right|}{\mathrm{\Lambda }^2}\right)+\mathrm{cos}\left(\frac{\left|\lambda _{\mu \nu }^2(y)\right|}{\mathrm{\Lambda }^2}\right)\right]\right\},$$
(60)
where for every $`a`$, the average $`\mathrm{}_{\{x_i^a(\xi )\}_{i=1}^N}`$ is given by Eq. (44). Here, it has been naturally assumed that the vortex loops of different kinds have the same fugacity $`\zeta \mathrm{e}^{S_0}`$, since different $`\theta _a^{\mathrm{sing}.}`$’s enter the initial partition function (28) in the symmetric way. Clearly, the action $`S_0`$ of a single loop can be estimated analogously to how it has been done in the previous Subsection for the $`SU(2)`$-case. In Eq. (60), we have also introduced a new UV momentum cutoff $`\mathrm{\Lambda }\sqrt{\frac{L}{a^3}}`$ $`\left(a^1\right)`$, where $`a`$ again denotes a typical size of the vortex loop, whereas $`L`$ stands for a typical distance between loops, so that in the dilute gas approximation under study $`aL`$. Finally in Eq. (60), we have denoted $`\left|\lambda _{\mu \nu }^a\right|\sqrt{\left(\lambda _{\mu \nu }^a\right)^2}`$.
Next, it is possible to integrate out the Lagrange multipliers by solving the saddle-point equation following from Eqs. (59) and (60),
$$\frac{\lambda _{\mu \nu }^a}{\left|\lambda _{\mu \nu }^a\right|}\mathrm{sin}\left(\frac{\left|\lambda _{\mu \nu }^a\right|}{\mathrm{\Lambda }^2}\right)=\frac{i\mathrm{\Lambda }^2}{2\zeta }S_{\mu \nu }^a.$$
After that, we arrive at the following representation for the partition function of the grand canonical ensemble of vortex loops:
$$𝒵=𝒟S_{\mu \nu }^a\mathrm{exp}\{[2(\pi \eta )^2d^4xd^4y[S_{\mu \nu }^1(x)S_{\mu \nu }^1(y)+S_{\mu \nu }^1(x)S_{\mu \nu }^2(y)+S_{\mu \nu }^2(x)S_{\mu \nu }^2(y)]\times $$
$$\times D_{m_B}^{(4)}(xy)+V\left[\frac{S_{\mu \nu }^1}{\pi }\right]+V\left[\frac{S_{\mu \nu }^2}{\pi }\right]]\},$$
(61)
which owing to Eq. (58) is natural to be referred to as the representation in terms of the vortex loops. In Eq. (61), the effective potential of vortex loops is given by Eq. (41).
Next, to get the Debye masses, corresponding to the two interacting gases of vortex loops, it is necessary to get the respective sine-Gordon theory of the two Kalb-Ramond fields. In order to derive it, let us first diagonalize the quadratic form in square brackets on the R.H.S. of Eq. (59), which can be done upon the introduction of the new integration variables $`𝒮_{\mu \nu }^1=\frac{\sqrt{3}}{2}\left(S_{\mu \nu }^1+S_{\mu \nu }^2\right)`$ and $`𝒮_{\mu \nu }^2=\frac{1}{2}\left(S_{\mu \nu }^1S_{\mu \nu }^2\right)`$. After that, Eqs. (59) and (60) yield
$$𝒵=𝒟𝒮_{\mu \nu }^a𝒟\lambda _{\mu \nu }^a\mathrm{exp}\{2(\pi \eta )^2d^4xd^4y𝒮_{\mu \nu }^a(x)D_{m_B}^{(4)}(xy)𝒮_{\mu \nu }^a(y)+$$
$$+2\zeta d^4x[\mathrm{cos}\left(\frac{\left|\lambda _{\mu \nu }^1(x)\right|}{\mathrm{\Lambda }^2}\right)+\mathrm{cos}\left(\frac{\left|\lambda _{\mu \nu }^2(x)\right|}{\mathrm{\Lambda }^2}\right)]id^4xh_{\mu \nu }^a𝒮_{\mu \nu }^a\}.$$
(62)
Here, we have introduced the two Kalb-Ramond fields as the following linear combinations of the Lagrange multipliers: $`h_{\mu \nu }^1=\frac{1}{\sqrt{3}}\left(\lambda _{\mu \nu }^1+\lambda _{\mu \nu }^2\right)`$ and $`h_{\mu \nu }^2=\lambda _{\mu \nu }^1\lambda _{\mu \nu }^2`$. The partition function of the desired sine-Gordon theory can then be obtained from Eq. (62) by making use of the following equality:
$$𝒟𝒮_{\mu \nu }^a\mathrm{exp}\left\{\left[2(\pi \eta )^2d^4xd^4y𝒮_{\mu \nu }^a(x)D_{m_B}^{(4)}(xy)𝒮_{\mu \nu }^a(y)+id^4xh_{\mu \nu }^a𝒮_{\mu \nu }^a\right]\right\}=$$
$$=\mathrm{exp}\left\{\frac{1}{2\pi ^2}d^4x\left[\frac{1}{12\eta ^2}\left(H_{\mu \nu \lambda }^a\right)^2+\frac{3}{2}g_m^2\left(h_{\mu \nu }^a\right)^2\right]\right\}.$$
(63)
Similarly to the analogous equality (38), the equality (63) can easily be proved by noting that due to the Hodge decomposition theorem and the equation $`_\mu 𝒮_{\mu \nu }^a=0`$ (which follows from Eq. (58) and conservation of $`\mathrm{\Sigma }_{\mu \nu }^{a\mathrm{gas}}`$), $`_\mu h_{\mu \nu }^a=0`$. Substituting further Eq. (63) into Eq. (62) and performing the rescaling $`\frac{h_{\mu \nu }^a}{\pi \sqrt{2}}h_{\mu \nu }^a`$, we arrive at the following representation for the partition function of the grand canonical ensemble of vortex loops in terms of the local sine-Gordon theory, equivalent to the nonlocal theory (61):
$$𝒵=𝒟h_{\mu \nu }^a\mathrm{exp}\{d^4x[\frac{1}{12\eta ^2}\left(H_{\mu \nu \lambda }^a\right)^2+\frac{3}{2}g_m^2\left(h_{\mu \nu }^a\right)^2$$
$$2\zeta [\mathrm{cos}\left(\frac{\pi }{\mathrm{\Lambda }^2\sqrt{2}}\right|\sqrt{3}h_{\mu \nu }^1+h_{\mu \nu }^2\left|\right)+\mathrm{cos}\left(\frac{\pi }{\mathrm{\Lambda }^2\sqrt{2}}\right|\sqrt{3}h_{\mu \nu }^1h_{\mu \nu }^2\left|\right)]]\}.$$
(64)
The full masses of the Kalb-Ramond fields can now be read off from Eq. (64) by expanding the cosines up to the quadratic terms. The result reads $`M_a^2=m_B^2+m_a^2Q_a^2\eta ^2`$, where $`m_1=\frac{2\pi \eta }{\mathrm{\Lambda }^2}\sqrt{3\zeta }`$, $`m_2=\frac{2\pi \eta }{\mathrm{\Lambda }^2}\sqrt{\zeta }`$ are the Debye masses, and we have introduced the full magnetic charges $`Q_1=\sqrt{6g_m^2+\frac{12\pi ^2\zeta }{\mathrm{\Lambda }^4}}`$, $`Q_2=\sqrt{6g_m^2+\frac{4\pi ^2\zeta }{\mathrm{\Lambda }^4}}`$.
Next, Eq. (61) can be used for the evaluation of correlators of vortex loops, which due to Eq. (58) are nothing else but the correlators of $`S_{\mu \nu }^a`$’s. Those are again calculable in the approximation of a dilute gas of vortex loops, $`\left|S_{\mu \nu }^a\right|\frac{\zeta }{\mathrm{\Lambda }^2}`$. Within this approximation, the generating functional for correlators of $`S_{\mu \nu }^a`$’s reads
$$𝒵\left[J_{\mu \nu }^a\right]=𝒟𝒮_{\mu \nu }^a\mathrm{exp}\{[2(\pi \eta )^2d^4xd^4y𝒮_{\mu \nu }^a(x)D_{m_B}^{(4)}(xy)𝒮_{\mu \nu }^a(y)+$$
$$+d^4x[4\zeta +\frac{\mathrm{\Lambda }^4}{2\zeta }(\frac{1}{3}\left(𝒮_{\mu \nu }^1\right)^2+\left(𝒮_{\mu \nu }^2\right)^2)+𝒮_{\mu \nu }^1\frac{J_{\mu \nu }^+}{\sqrt{3}}+𝒮_{\mu \nu }^2J_{\mu \nu }^{}]]\},$$
where $`J_{\mu \nu }^a`$ is a source of $`S_{\mu \nu }^a`$, and $`J_{\mu \nu }^\pm J_{\mu \nu }^1\pm J_{\mu \nu }^2`$. Apart from an inessential constant factor (which can as usual be referred to the integration measure and eventually drops out during the calculation of the correlation functions), we thus get for the generating functional the following expression:
$$𝒵\left[J_{\mu \nu }^a\right]=\mathrm{exp}\left\{d^4xd^4y\left[J_{\mu \nu }^+(x)J_{\mu \nu }^+(y)𝒢_1(xy)+J_{\mu \nu }^{}(x)J_{\mu \nu }^{}(y)𝒢_2(xy)\right]\right\},$$
where $`𝒢_a(x)\frac{\zeta }{2\mathrm{\Lambda }^4}\left(^2m_B^2\right)D_{M_a}^{(4)}(x)`$. Owing to the conservation of $`S_{\mu \nu }^a`$’s and the Hodge decomposition theorem, we again have the following representation for $`S_{\mu \nu }^a`$: $`S_{\mu \nu }^a=\epsilon _{\mu \nu \lambda \rho }_\lambda \phi _\rho ^a`$. Therefore, due to the same theorem, $`J_{\mu \nu }^a=\epsilon _{\mu \nu \lambda \rho }_\lambda I_\rho ^a`$, which yields
$$𝒵\left[J_{\mu \nu }^a\right]=\mathrm{exp}\{2d^4xd^4y[I_\mu ^a(x)I_\nu ^a(y)T_{\mu \nu }(x)(𝒢_1(xy)+𝒢_2(xy))+$$
$$+2I_\mu ^1(x)I_\nu ^2(y)T_{\mu \nu }(x)(𝒢_1(xy)𝒢_2(xy))]\}.$$
On the other hand, the coupling $`d^4xJ_{\mu \nu }^aS_{\mu \nu }^a`$ can be written as $`2d^4xI_\mu ^aT_{\mu \nu }\phi _\nu ^a`$. Thus, varying $`𝒵\left[J_{\mu \nu }^a\right]`$ twice w.r.t. $`I_\mu ^a`$’s and setting then $`I_\mu ^a=0`$, we arrive at the following system of equations:
$$T_{\mu \nu }(x)T_{\lambda \rho }(y)\phi _\nu ^1(x)\phi _\rho ^1(y)=T_{\mu \nu }(x)T_{\lambda \rho }(y)\phi _\nu ^2(x)\phi _\rho ^2(y)=T_{\mu \lambda }(x)\left(𝒢_1(xy)+𝒢_2(xy)\right),$$
$$T_{\mu \nu }(x)T_{\lambda \rho }(y)\phi _\nu ^1(x)\phi _\rho ^2(y)=T_{\mu \lambda }(x)\left(𝒢_1(xy)𝒢_2(xy)\right).$$
Adopting for the correlators of $`\phi _\mu ^a`$’s the following Ansätze,
$$\phi _\nu ^1(x)\phi _\rho ^1(0)=\phi _\nu ^2(x)\phi _\rho ^2(0)=\delta _{\nu \rho }f_+(x),\phi _\nu ^1(x)\phi _\rho ^2(0)=\delta _{\nu \rho }f_{}(x),$$
we get:
$$f_\pm (x)=\frac{\zeta }{2\mathrm{\Lambda }^4}\left(^2m_B^2\right)\left[\frac{1}{M_1^2}\left(D_{M_1}^{(4)}(x)D_0^{(4)}(x)\right)\pm \frac{1}{M_2^2}\left(D_{M_2}^{(4)}(x)D_0^{(4)}(x)\right)\right].$$
This result makes the choice of notations “$`f_\pm (x)`$” quite natural. Finally, the desired correlators of vortex loops read
$$S_{\mu \nu }^1(x)S_{\lambda \rho }^1(0)=S_{\mu \nu }^2(x)S_{\lambda \rho }^2(0)=\left(\delta _{\nu \lambda }\delta _{\mu \rho }\delta _{\nu \rho }\delta _{\mu \lambda }\right)\left(𝒢_1(x)+𝒢_2(x)\right)+$$
$$+\left(\delta _{\mu \lambda }_\rho _\nu +\delta _{\nu \rho }_\mu _\lambda \delta _{\mu \rho }_\lambda _\nu \delta _{\nu \lambda }_\mu _\rho \right)f_+(x),$$
(65)
$$S_{\mu \nu }^1(x)S_{\lambda \rho }^2(0)=\left(\delta _{\nu \lambda }\delta _{\mu \rho }\delta _{\nu \rho }\delta _{\mu \lambda }\right)\left(𝒢_1(x)𝒢_2(x)\right)+$$
$$+\left(\delta _{\mu \lambda }_\rho _\nu +\delta _{\nu \rho }_\mu _\lambda \delta _{\mu \rho }_\lambda _\nu \delta _{\nu \lambda }_\mu _\rho \right)f_{}(x).$$
(66)
This result can now be applied to the calculation of the contribution to the correlator (31), brought about by the vortex loops. Indeed, applying to the average over vortex loops, standing on the R.H.S. of Eq. (34) the cumulant expansion in the bilocal approximation, we have due to Eq. (30):
$$\mathrm{\Delta }f_{\mu \nu }^i(x)f_{\lambda \rho }^i(y)_{𝐚_\mu ,𝐣_\mu ^M}=$$
$$=24\pi ^2g_m^2\eta ^4s_a^{(c)}s_b^{(c)}d^4zd^4uD_{m_B}^{(4)}(xz)D_{m_B}^{(4)}(yu)S_{\mu \nu }^a(z)S_{\lambda \rho }^b(u).$$
Taking further into account the equalities
$$S_{\mu \nu }^1(x)S_{\lambda \rho }^3(y)=S_{\mu \nu }^2(x)S_{\lambda \rho }^3(y)=S_{\mu \nu }^1(x)S_{\lambda \rho }^2(y)$$
and the facts that for every $`c`$, $`\left(s_a^{(c)}\right)^2=2`$, $`s_1^{(c)}s_2^{(c)}+s_1^{(c)}s_3^{(c)}+s_2^{(c)}s_3^{(c)}=1`$, we can write
$$s_a^{(c)}s_b^{(c)}S_{\mu \nu }^a(z)S_{\lambda \rho }^b(u)=2\left(S_{\mu \nu }^1(z)S_{\lambda \rho }^1(u)S_{\mu \nu }^1(z)S_{\lambda \rho }^2(u)\right).$$
This leads to the following system of equations:
$$\mathrm{\Delta }\widehat{D}\left((xy)^2\right)=48\pi ^2g_m^2\eta ^4d^4zd^4uD_{m_B}^{(4)}(xz)D_{m_B}^{(4)}(yu)𝒢_2(zu),$$
$$\mathrm{\Delta }\widehat{G}\left((xy)^2\right)=96\pi ^2g_m^2\eta ^4d^4zd^4uD_{m_B}^{(4)}(xz)D_{m_B}^{(4)}(yu)\left(f_+(zu)f_{}(zu)\right),$$
where $`\widehat{G}`$ is given by Eq. (19) with the replacement $`𝒟_1\widehat{D}_1`$. Carrying now the integrals out analogously to how it was done in the previous Subsection for the $`SU(2)`$-case, we get
$$\mathrm{\Delta }\widehat{D}\left(x^2\right)=m_B^2\left(D_{M_2}^{(4)}(x)D_{m_B}^{(4)}(x)\right),$$
$$\mathrm{\Delta }\widehat{G}\left(x^2\right)=4\left[\left(\frac{m_2}{M_2}\right)^2D_0^{(4)}(x)D_{m_B}^{(4)}(x)+\left(\frac{m}{M_2}\right)^2D_{M_2}^{(4)}(x)\right].$$
Together with the old expressions for the functions $`\widehat{D}`$ and $`\widehat{D}_1`$ (given by Eqs. (22) and (23), respectively, with $`mm_B`$), which did not account for the screening effect in the gas of vortex loops <sup>6</sup><sup>6</sup>6 It is remarkable that these expressions again become exactly cancelled by the corresponding terms in $`\mathrm{\Delta }\widehat{D}`$ and $`\mathrm{\Delta }\widehat{D}_1`$., we finally obtain that $`\widehat{D}^{\mathrm{full}}`$ and $`\widehat{D}_1^{\mathrm{full}}`$ are given by Eqs. (55) and (56), respectively, with the replacements $`mm_B`$, $`m_Dm_2`$, and $`MM_2`$. Therefore the whole discussion, following after Eq. (56), remains the same modulo these replacements. In particular, when $`m_2`$ vanishes, i.e. one disregards the effect of screening, the old expressions for the functions $`\widehat{D}`$ and $`\widehat{D}_1`$ are recovered.
## 4 Modifications of the Propagators of the Dual Vector Bosons due to the Screening in the Gas of Vortex Loops
In the present Section, we shall investigate the influence of screening of the dual vector bosons in the gas of vortex loops to the propagators of these bosons themselves. Let us start with the $`SU(2)`$-case (12) by studying the Wilson loop of a test magnetic particle, whose charge is in the factor $`n`$ larger than that of the dual Higgs field. Such a Wilson loop has the form
$$W(C)=\mathrm{exp}\left(2ig_mnd^4xB_\mu j_\mu \right)\mathrm{exp}\left[2g_m^2n^2d^4xd^4yj_\mu (x)B_\mu (x)B_\nu (y)j_\nu (y)\right],$$
(67)
where $`j_\mu (x)=\underset{C}{}𝑑x_\mu (s)\delta (xx(s))`$, and the average is defined by the partition function (12) with $`F_{\mu \nu }^\mathrm{e}=0`$. Clearly, in the derivation of the last equality on the R.H.S. of Eq. (67) we have used the cumulant expansion in the bilocal approximation. On the other hand, one can derive the string representation for this Wilson loop, and the result reads :
$$W(C)=\mathrm{exp}[2g_m^2n^2d^4xd^4yj_\mu (x)D_m^{(4)}(xy)j_\mu (y)]\times $$
$$\times \frac{1}{𝒵}𝒟x_\mu (\xi )\mathrm{exp}\left[(\pi \eta )^2d^4xd^4y\mathrm{\Sigma }_{\mu \nu }(x)D_m^{(4)}(xy)\mathrm{\Sigma }_{\mu \nu }(y)+id^4xJ_{\mu \nu }\mathrm{\Sigma }_{\mu \nu }\right],$$
where
$$J_{\mu \nu }(x)\pi n\epsilon _{\mu \nu \lambda \rho }d^4yj_\lambda (y)_\rho ^x\left[D_m^{(4)}(xy)D_0^{(4)}(xy)\right].$$
(68)
Using again the bilocal approximation for the average over vortex loops, we have
$$W(C)=\mathrm{exp}[2g_m^2n^2d^4xd^4yj_\mu (x)D_m^{(4)}(xy)j_\mu (y)$$
$$\frac{1}{2}d^4xd^4yJ_{\mu \nu }(x)S_{\mu \nu }(x)S_{\lambda \rho }(y)J_{\lambda \rho }(y)],$$
(69)
where the correlation function of the vortex loops, $`S_{\mu \nu }(x)S_{\lambda \rho }(y)`$, is given by Eq. (52). Inserting now Eqs. (52) and (68) into Eq. (69), comparing the latter one with Eq. (67), using the conservation of $`j_\mu `$ and the fact that $`^2g=𝒢`$, we get after straightforward calculations:
$$B_\mu (x)B_\nu (0)=\delta _{\mu \nu }[D_m^{(4)}(x)+$$
$$+\frac{g^2}{16}d^4zd^4u(D_m^{(4)}(xz)D_0^{(4)}(xz))𝒢(zu)^2(D_m^{(4)}(u)D_0^{(4)}(u))].$$
(70)
Substituting now here the explicit expression (47) for the function $`𝒢`$ and using the Appendix for the calculation of the resulting integrals, we eventually arrive at the following simple expression for the propagator of the dual vector boson:
$$B_\mu (x)B_\nu (0)=\delta _{\mu \nu }\frac{1}{M^2}\left(m_D^2D_0^{(4)}(x)+m^2D_M^{(4)}(x)\right).$$
(71)
This equation replaces the classical expression $`\delta _{\mu \nu }D_m^{(4)}(x)`$, one has without taking screening into account. Clearly, as it should be, this old expression is reproduced upon taking the limit $`m_D0`$ in Eq. (71).
Let us now consider the $`SU(3)`$-case (28), where the magnetic Wilson loop has the form
$$W(C_1,C_2,C_3)=\mathrm{exp}\left(2ig_mnd^4x𝐁_\mu 𝐣_\mu \right)$$
$$\mathrm{exp}\left[2g_m^2n^2d^4xd^4yj_\mu ^a(x)B_\mu ^a(x)B_\nu ^b(y)j_\nu ^b(y)\right].$$
(72)
Similarly to Eq. (9), we have used here the fact that the monopole charges are distributed over the root lattice. Therefore, we have set $`𝐣_\mu =𝐞_aj_\mu ^a`$, where $`j_\mu ^a(x)\underset{C_a}{}𝑑x_\mu ^{(a)}(s)\delta \left(xx^{(a)}(s)\right)`$ with the contour $`C_a`$ parametrized by the vector $`x_\mu ^{(a)}(s)`$. We have also introduced the notation $`B_\mu ^a𝐁_\mu 𝐞_a`$ and used the cumulant expansion in the bilocal approximation. In what follows, we shall be interested in the expression for the propagator $`B_\mu ^a(x)B_\nu ^b(0)`$. To derive it, let us again consider the string representation for the Wilson loop under study. It turns out to be analogous to the one we had in the $`SU(2)`$-case and reads:
$$W(C_1,C_2,C_3)=\mathrm{exp}[3g_m^2n^2d^4xd^4yj_\mu ^a(x)D_{m_B}^{(4)}(xy)j_\mu ^a(y)]\times $$
$$\times \frac{1}{𝒵}𝒟x_\mu ^a(\xi )\delta \left(\underset{a=1}{\overset{3}{}}\mathrm{\Sigma }_{\mu \nu }^a\right)\mathrm{exp}\left[(\pi \eta )^2d^4xd^4y\mathrm{\Sigma }_{\mu \nu }^a(x)D_{m_B}^{(4)}(xy)\mathrm{\Sigma }_{\mu \nu }^a(y)+id^4xJ_{\mu \nu }^a\mathrm{\Sigma }_{\mu \nu }^a\right],$$
where
$$J_{\mu \nu }^a(x)\pi n\epsilon _{\mu \nu \lambda \rho }d^4yj_\lambda ^a(y)_\rho ^x\left[D_{m_B}^{(4)}(xy)D_0^{(4)}(xy)\right].$$
(73)
Applying the cumulant expansion, we have in the bilocal approximation:
$$W(C_1,C_2,C_3)=\mathrm{exp}[3g_m^2n^2d^4xd^4yj_\mu ^a(x)D_{m_B}^{(4)}(xy)j_\mu ^a(y)$$
$$\frac{1}{2}d^4xd^4yJ_{\mu \nu }^a(x)S_{\mu \nu }^a(x)S_{\lambda \rho }^b(y)J_{\lambda \rho }^b(y)],$$
(74)
where the correlation functions of vortex loops, $`S_{\mu \nu }^a(x)S_{\lambda \rho }^b(y)`$, are defined by Eqs. (65) and (66). These equations, once being inserted into Eq. (74) together with Eq. (73), yield upon some calculations and comparison of the result with Eq. (72):
$$B_\mu ^1(x)B_\nu ^1(0)=B_\mu ^2(x)B_\nu ^2(0)=$$
$$=\frac{1}{3}\delta _{\mu \nu }\left\{\frac{5}{3}D_{m_B}^{(4)}(x)+m_2^2\left[\left(\frac{m_B}{m_1M_1}\right)^2D_{M_1}^{(4)}(x)+\left(\frac{m_B}{m_2M_2}\right)^2D_{M_2}^{(4)}(x)+\frac{M_1^2+M_2^2}{M_1^2M_2^2}D_0^{(4)}(x)\right]\right\},$$
(75)
$$B_\mu ^1(x)B_\nu ^2(0)=$$
$$=\frac{1}{3}\delta _{\mu \nu }\left\{\frac{2}{3}D_{m_B}^{(4)}(x)+m_2^2\left[\left(\frac{m_B}{m_1M_1}\right)^2D_{M_1}^{(4)}(x)\left(\frac{m_B}{m_2M_2}\right)^2D_{M_2}^{(4)}(x)\frac{2m_2^2}{M_1^2M_2^2}D_0^{(4)}(x)\right]\right\}.$$
(76)
These equations represent the desired modifications of the propagators of the dual vector bosons in the model (28) due to the Debye screening of the magnetic charges of these bosons in the gas of electric vortex loops. As one can see, in the limit when this effect is disregarded, i.e. $`m_1,m_2m_B`$, the diagonal propagators (75) go over to the classical expression $`\delta _{\mu \nu }D_{m_B}^{(4)}(x)`$, whereas the off-diagonal one, (76), vanishes. This means that the (quantum) effect of screening leads in particular to the appearance of the nontrivial correlations between dual vector bosons of different types.
## 5 Conclusion
In the present paper, we have investigated field correlators in the AP $`SU(2)`$\- and $`SU(3)`$-theories. These correlators are of the two types. First of them are the correlators of electric field strengths, which are the most important ones. That is because they correspond to the gauge-invariant correlators in the real non-Abelian theories, which play the major rôle in the SVM and owing to that are widely used in the phenomenological applications. In AP theories, such correlators have up to now been evaluated only classically. In the present paper, we have improved on these calculations by evaluating the contributions to the correlators, brought about by the screening of the dual vector bosons in the gas of virtual vortex loops. This effect is essentially quantum as well as such a gas itself. In this way, it has been found that the correlation length of the vacuum in the models under study becomes modified from the inverse mass of the dual vector bosons, those acquire by virtue of the Higgs mechanism, to their inverse full mass, which takes also into account the effect of Debye screening. Besides that, in one of the two coefficient functions, which parametrize the bilocal correlator of electric field strengths within the SVM, there appears also a nontrivial power-like IR part, which was absent on the classical level. It has also been checked that in the limit when the effect of screening is disregarded, the obtained novel expressions for the bilocal correlators in the AP theories go over to the classical ones, as it should be. It has also been discussed that the found modifications of the bilocal correlators do not affect the string tension, since this quantity depends only on the v.e.v. of the dual Higgs field and not on the mass of the dual vector bosons. Contrary to that, the coupling constant of the so-called rigidity term changes due to the screening.
The correlators of the second kind, we have discussed in this paper, were the propagators of the dual vector bosons themselves. It turned out that (contrary to what happened to the correlation length of the vacuum in electric correlators) in the magnetic propagators the effect of screening does not lead simply to the change of the mass from the pure Higgs to the full one. There rather appear the expressions quite of a novel form, which, however, also go over to the classical ones when the effect of screening is disregarded. Besides that it has been found that in the $`SU(3)`$-case, screening leads also to the appearance of the nonvanishing correlations between the fields of the dual vector bosons of different kinds. This effect is a purely quantum one and disappears in the classical limit, when the screening is disregarded.
In conclusion, the obtained results shed some light to the vacuum structure of the AP theories and give a new field-theoretical status to the SVM of QCD.
## 6 Acknowledgments
The author is indebted to Prof. A. Di Giacomo for useful discussions and cordial hospitality. He has also benefitted from valuable discussions with Dr. N. Brambilla and Profs. H.G. Dosch and M.G. Schmidt. Besides that, the author is greatful to the whole staff of the Quantum Field Theory Division of the University of Pisa for kind hospitality and INFN for financial support.
## 7 Appendix. Calculation of the Integral (49)
In this Appendix, we shall present some details of calculation of the integral (49). Firstly, owing to the definition of the functions $`D_m^{(4)}`$ and $`D_M^{(4)}`$, we have:
$$d^4zD_m^{(4)}(z)D_M^{(4)}(zx)=\frac{d^4p}{(2\pi )^4}\frac{d^4q}{(2\pi )^4}d^4z\frac{\mathrm{e}^{ipz}}{p^2+m^2}\frac{\mathrm{e}^{iq(zx)}}{q^2+M^2}=$$
$$=\frac{d^4p}{(2\pi )^4}\frac{\mathrm{e}^{ipx}}{(p^2+m^2)(p^2+M^2)}.$$
Next, this expression can be rewritten as
$$\frac{d^4p}{(2\pi )^4}\underset{0}{\overset{+\mathrm{}}{}}𝑑\alpha \underset{0}{\overset{+\mathrm{}}{}}𝑑\beta \mathrm{e}^{ipx\alpha (p^2+m^2)\beta (p^2+M^2)}=\frac{1}{(4\pi )^2}\underset{0}{\overset{+\mathrm{}}{}}𝑑\alpha \underset{0}{\overset{+\mathrm{}}{}}𝑑\beta \frac{\mathrm{e}^{\alpha m^2\beta M^2\frac{x^2}{4(\alpha +\beta )}}}{(\alpha +\beta )^2}.$$
$`(A.1)`$
It is further convenient to introduce new integration variables $`a[0,+\mathrm{})`$ and $`t[0,1]`$ according to the formulae $`\alpha =at`$ and $`\beta =a(1t)`$. Then, the integration over $`t`$ yields for Eq. (A.1) the following expression:
$$\frac{1}{(4\pi m_D)^2}\underset{0}{\overset{+\mathrm{}}{}}\frac{da}{a^2}\mathrm{e}^{\frac{x^2}{4a}}\left(\mathrm{e}^{am^2}\mathrm{e}^{aM^2}\right).$$
Such an integral can be carried out by virtue of the formula
$$\underset{0}{\overset{+\mathrm{}}{}}x^{\nu 1}\mathrm{e}^{\frac{\beta }{x}\gamma x}𝑑x=2\left(\frac{\beta }{\gamma }\right)^{\frac{\nu }{2}}K_\nu \left(2\sqrt{\beta \gamma }\right),\mathrm{}\beta >0,\mathrm{}\gamma >0,$$
and the result has the form of Eq. (50) from the main text.
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# The Single State Dominance Hypothesis and the Two-Neutrino Double Beta Decay of ¹⁰⁰𝑀𝑜
## I Introduction
The two-neutrino double beta decay ($`2\nu \beta \beta `$-decay) , which is allowed by the Standard model, has been observed in direct counter experiments for a couple of isotopes during the last 15 years (see e.g. the recent review articles ). As the decay rate of this process is free of unknown parameters from the particle physics side this very rare process with a typical half-life above $`10^{18}`$ years can be used to test the nuclear structure.
The $`2\nu \beta \beta `$-decay is a second order process in perturbation theory. Thus the calculation of the $`2\nu \beta \beta `$-decay matrix element is a complex task mainly due to the fact that it involves a summation over a full set of virtual intermediate nuclear states of the double–odd nucleus. Essentially there exist two different approaches to evaluate the $`2\nu \beta \beta `$-decay rate including an explicit summation over these states : The shell model approach has been found successful in describing satisfactory the lowest excited states, however, it can not reliably describe the states in the giant Gamow-Teller resonance region for open shell medium heavy nuclei. The proton-neutron QRPA (pn-QRPA) and its extensions avoid this drawback but on other hand their predictions are very dependent upon model assumptions.
The crucial problem of the theoretical $`2\nu \beta \beta `$-decay studies is the question whether the contribution of the higher-lying states to the $`2\nu \beta \beta `$-decay amplitude, which is apparently disfavored by the large energy denominator, plays an important role. In Ref. it was suggested that $`2\nu \beta \beta `$-decay transitions, where the first $`1_1^+`$ state of the intermediate nucleus ($`A,Z\pm 1`$) is the ground state, are governed only by the following two beta transitions: i) The first one connecting the ground state of the initial nucleus ($`A,Z`$) with $`1_1^+`$ intermediate state of $`(A,Z\pm 1)`$ nucleus. ii) The second one proceeding from the $`1_1^+`$ state to the final ground state ($`A,Z\pm 2`$). This assumption is known as the single state dominance(SSD) hypothesis. We note that the dominance of the ground state of intermediate nucleus in particular case of $`2\nu \beta \beta `$-decay of $`{}_{}{}^{100}Mo`$ was pointed out by A. Griffiths and P. Vogel, who analysed this decay in details .
The SSD hypothesis has been studied both experimentally and theoretically . The required beta transition amplitudes to the $`1_1^+`$ state have been deduced from the measured $`logft`$ values, i.e., in the model independent way, or have been calculated e.g. within the pn-QRPA . The obtained results indicate that the SSD hypothesis can be realized in the case of several $`2\nu \beta \beta `$-decay emitters through a true dominance of the $`1_1^+`$ state or by cancelations among the higher lying $`1^+`$ state of the intermediate nucleus. Till now the study has been concentrated mostly on the determination of the $`2\nu \beta \beta `$-decay half-life for the transition to the ground state. Recently the $`2\nu \beta \beta `$-decay transitions to excited $`0^+`$ states of the final nucleus has gained much attention . It is worthwhile to notice that there is now a first positive evidence for such nuclear $`2\nu \beta \beta `$-decay transition .
In previous SSD hypothesis studies, calculations have been performed with approximated energy denominators of the perturbation theory by ignoring their dependence on lepton energies . However, this approximation can lead to significant overestimation of the $`2\nu \beta \beta `$-decay half-life as it was shown in Ref. . Therefore, it is necessary to reconsider the SSD predictions without the above approximation. It is also supposed that exact calculations of the SSD hypothesis with unfactorized nuclear part and integration over the phase space of the outgoing leptons can strongly influence the behavior of some of the differential decay rates. Previously, they have not been analyzed in the framework of the SSD hypothesis. However, they are of current interest due to the prepared NEMO III experiment, which will allow to perform a precise measurement of the energy and angular distributions of the outgoing electrons .
In this paper we perform exact calculations of the SSD hypothesis of $`2\nu \beta \beta `$-decay of $`{}_{}{}^{100}Mo`$ for the transitions to the $`0^+`$ ground state as well as to excited $`0^+`$ and $`2^+`$ states of the final nucleus $`{}_{}{}^{100}Ru`$. In addition, we will discuss a possible signal in favor of the SSD hypothesis from the differential decay rates.
## II Theory
The inverse half-life of the $`2\nu \beta \beta `$-decay transition to the $`0^+`$ and $`2^+`$ states of the final nucleus is usually presented in the following form :
$$[T_{1/2}^{2\nu }(0^+J^+)]^1=G^{2\nu }(J^+)|M_{GT}(J^+)|^2,$$
(1)
where $`G^{2\nu }(J^+)`$ is the kinematical factor. The nuclear matrix element $`M_{GT}^{2\nu }(J^+)`$ can be written as sum of two matrix elements $`M_{GT}^{SS}(J^+)`$ and $`M_{GT}^{HS}(J^+)`$ including the transitions through the lowest and higher lying states of the intermediate nucleus, respectively. We have
$$M_{GT}(J^+)=M_{GT}^{SS}(J^+)+M_{GT}^{HS}(J^+),$$
(2)
where
$`M_{GT}^{SS}(J^+)`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{s}}}{\displaystyle \frac{M_1^f(J^+)M_1^i(0^+)}{[E_1E_i+\mathrm{\Delta }]^s}},`$ (3)
$`M_{GT}^{HS}(J^+)`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{s}}}{\displaystyle \underset{n=2}{}}{\displaystyle \frac{M_n^f(J^+)M_n^i(0^+)}{[E_nE_i+\mathrm{\Delta }]^s}}`$ (4)
with
$`M_n^f(J^+)`$ $`=`$ $`<J_f^+{\displaystyle \underset{m}{}}\tau _m^+\sigma _m1_n^+>,`$ (5)
$`M_n^i(0^+)`$ $`=`$ $`<1_n^+{\displaystyle \underset{m}{}}\tau _m^+\sigma _m0_i^+>.`$ (6)
Here, s=1 for J=0 and s=3 for J=2. $`|0_i^+>`$, $`|0_f^+>`$ and $`|1_n^+>`$ are respectively the wave functions of the initial, final and intermediate nuclei with corresponding energies $`E_i`$, $`E_f`$ and $`E_n`$. $`\mathrm{\Delta }`$ denotes the average energy $`\mathrm{\Delta }=(E_iE_f)/2`$.
The SSD hypothesis assumes that the nuclear matrix element $`M_{GT}^{HS}(J^+)`$ is negligible in comparison with $`M_{GT}^{SS}(J^+)`$, which can be determined in phenomenological (with help of $`logft`$ values) or nuclear model dependent way. Knowing the value of $`M_{GT}^{SS}(J^+)`$ one can predict the $`2\nu \beta \beta `$-decay half-life with help of Eq. (1) and compare it with the measured one. Henceforth we shall denote this approach as SSD1.
The SSD1 $`2\nu \beta \beta `$-decay half-life is derived in the approximation in which the sum of two lepton energies in the denominator of the $`2\nu \beta \beta `$-decay nuclear matrix element is replaced with their average value $`\mathrm{\Delta }`$:
$$D(\epsilon _i,\omega _j)E_1E_i+\epsilon _i+\nu _j,E_1E_i+\mathrm{\Delta },$$
(7)
$`(i,j=1,2)`$. Here, $`\epsilon _i=\sqrt{k_i^2+m_e^2}`$ ($`m_e`$ is the mass of electron) and $`\nu _j`$ are energies of electrons and antineutrinos, respectively. The main purpose of this approximation is to factorize the lepton and nuclear parts in the calculation of $`[T_{1/2}^{2\nu }(0^+J^+)`$. However, it is not necessary to do it within the SSD hypothesis. We note that in the particular case of $`2\nu \beta \beta `$-decay of $`{}_{}{}^{100}Mo`$ the value $`E_1E_i`$ is negative (-0.343 MeV) and that there is large difference between the minimal (0.168 MeV) and maximal (3.202 MeV) values of $`D(\epsilon _i,\omega _k)`$. It indicates that one has to go beyond the above approximation. The SSD hypothesis approach with exact consideration of the energy denominators will be denoted hereafter SSD2.
From the theoretical point of view one can discuss also an alternative assumption, which is the dominance of the contribution from higher order states of the intermediate nucleus to $`2\nu \beta \beta `$-decay rate. We shall denote it as higher order state dominance (HSD) hypothesis. We note that within this assumption one can factorize safely the nuclear part and the integration over the phase space. Thus it is expected that the behavior of the HSD hypothesis differential decay rates will differ considerably from those obtained within SSD2, if the value of the expression $`E_1E_i+m_e`$ is rather small. For such comparison of the SSD2 and HSD approaches we shall assume
$$M_{GT}^{HS}M_{GT}^{exp}=[T_{1/2}^{2\nu exp}(0^+J^+)G^{2\nu }(J^+)]^{1/2}.$$
(8)
Here, $`T_{1/2}^{2\nu exp}(0^+J^+)`$ is the measured $`2\nu \beta \beta `$-decay half-life.
The $`2\nu \beta \beta `$-decay half-life, the single electron and angular distribution differential decay rates within the SSD1, SSD2 and HSD approaches are given as follows:
$`[T_{1/2}^{2\nu I}(0^+J^\pi )]^1={\displaystyle \frac{\omega ^I}{ln(2)}}={\displaystyle \frac{c_{2\nu }}{ln(2)}}{\displaystyle \underset{m_e}{\overset{E_iE_fm_e}{}}}k_1\epsilon _1F(Z_f,\epsilon _1)d\epsilon _1\times `$ (9)
$`{\displaystyle \underset{m_e}{\overset{E_iE_f\epsilon _1}{}}}k_2\epsilon _2F(Z_f,\epsilon _2)𝑑\epsilon _2{\displaystyle \underset{0}{\overset{E_iE_f\epsilon _1\epsilon _2}{}}}\nu _1^2\nu _2^2𝒜_{J^\pi }^I𝑑\nu _1,`$ (10)
$`{\displaystyle \frac{d\omega ^I(0^+J^\pi )}{d\epsilon _1}}=c_{2\nu }k_1\epsilon _1F(Z_f,\epsilon _1)\times `$ (11)
$`{\displaystyle \underset{m_e}{\overset{E_iE_f\epsilon _1}{}}}k_2\epsilon _2F(Z_f,\epsilon _2)𝑑\epsilon _2`$ $`{\displaystyle \underset{0}{\overset{E_iE_f\epsilon _1\epsilon _2}{}}}\nu _1^2\nu _2^2𝒜_{J^\pi }^I𝑑\nu _1,`$ (12)
$`{\displaystyle \frac{d\omega ^I(0^+J^\pi )}{d\mathrm{cos}\theta }}`$ $`=`$ $`{\displaystyle \frac{c_{2\nu }}{2}}{\displaystyle \underset{m_e}{\overset{E_iE_fm_e}{}}}k_1\epsilon _1F(Z_f,\epsilon _1)d\epsilon _1{\displaystyle \underset{m_e}{\overset{E_iE_f\epsilon _1}{}}}k_2\epsilon _2F(Z_f,\epsilon _2)d\epsilon _2\times `$ (14)
$`{\displaystyle \underset{0}{\overset{E_iE_f\epsilon _1\epsilon _2}{}}}\nu _1^2\nu _2^2\left(𝒜_{J^\pi }^I+_{J^\pi }^I{\displaystyle \frac{k_1k_2}{\epsilon _1\epsilon _2}}\mathrm{cos}\theta \right)𝑑\nu _1.`$
Here, $`c_{2\nu }=G_\beta ^4g_A^4/8\pi ^7`$ and $`F(Z_f,\epsilon )`$ is the relativistic Coulomb factor . The expressions for the factors $`𝒜_{J^\pi }^I`$ and $`_{J^\pi }^I`$ ($`I=SSD1`$, $`SSD2`$, $`HSD`$ and $`J^\pi =0^+,2^+`$) are presented in Table I.
In order to determine the $`2\nu \beta \beta `$-decay half-life within the SSD hypothesis the matrix elements $`M_1^f(J^+)`$ and $`M_1^i(0^+)`$ have to be specified. They can be deduced from the $`logft`$ values of electron capture and the single $`\beta `$ decays as follows:
$$M_1^i(0^+)=\frac{1}{g_A}\sqrt{\frac{3D}{ft_{EC}}},M_1^f(J^+)=\frac{1}{g_A}\sqrt{\frac{3D}{ft_\beta ^{}}}.$$
(15)
Here, $`D=(2\pi ^3\mathrm{ln}2)/(G_\beta ^2m_e^5)`$ ($`G_\beta =1.149\times 10^5GeV^2`$) and $`g_A`$ is the vector-axial coupling constant. The advantage of this phenomenological determination of the beta transition amplitudes $`M_1^i(0^+)`$ and $`M_1^f(J^+)`$ consists in their nuclear model independence and in the fact that the associated $`2\nu \beta \beta `$-decay rate does not depend explicitly on $`g_A`$ ($`g_A`$ factors from beta amplitudes in Eq. (15) are canceled with $`g_A^4`$ from $`c_{2\nu }`$ factor).
## III Calculation and Discussion
In this paper we study the SSD hypothesis for $`2\nu \beta \beta `$-decay of $`{}_{}{}^{100}Mo`$ to the ground state as well as to the $`0^+`$ and $`2^+`$ excited states of the final nucleus $`{}_{}{}^{100}Ru`$. The calculated $`2\nu \beta \beta `$-decay half-lifes are presented in Table II and compared with the available experimental data. By comparing the results of the SSD1 and SSD2 approaches we see that the exact consideration of the energy denominators leads to a significant reduction of the half-lifes for all studied transitions and that this effect is especially large for transitions to the $`2^+`$ states of the final nucleus. The obtained SSD2 values are close to the experimental ones both for the transition to the ground and excited $`0_1^+`$ states of 100Ru. However, it is not possible to draw a general conclusion with respect to the SSD approach as there is some disagreement between different experimental measurements (see Table II). We note also that the phenomenological predictions for the 2vbb-decay half-lives (SSD1 and SSD2) have a big uncertainty too ($`50`$ %) due to inaccurate experimental determination of the $`logft_{EC}`$ value for the electron capture . It is expected that the above drawbacks will be eliminated by the future experimental measurements .
Till now the $`2\nu \beta \beta `$-decay transition to the $`2^+`$ state of the final nucleus has been not observed. The SSD2 results given in Table II suggest that this transition for the A=100 system can be detected on the level of $`10^{23}`$ years. In spite of the advantage of $`2\nu \beta \beta `$-decay measurement to $`2^+`$ excited state in coincidence with gamma transition to the $`0^+`$ ground state the detection of this $`2\nu \beta \beta `$-decay transition seems to be unreachable in near future. We note that our calculation has been performed by considering that all outgoing leptons are emitted in the S-wave state. This case is favored from the viewpoint of lepton wave but suppressed due to the small factor $`(𝒦)`$. However, there are other possibilities from the higher partial waves of leptons with favored additive combination $`(𝒦+)`$ of denominators. In Ref. it was estimated that the suppression factor due to a P-wave to S-wave ratio is about $`10^3`$ for the of $`2\nu \beta \beta `$-decay amplitude. We have found that the contribution from higher lepton partial wave can be comparable with the pure S-wave contribution only in the case in which the above ratio is about 50, something unexpected. Thus within the SSD hypothesis the $`2\nu \beta \beta `$-decay transition to the $`2^+`$ state is governed by the pure lepton S-wave contribution.
Further, we have found that it is possible experimentally decide whether one low-lying state dominates or not by precise measuring the single electron spectra and/or angular distributions. The single electron spectrum of the emitted electrons calculated within SSD (i.e., SSD2) and HSD approaches is shown in Fig. 1. The SSD and HSD distributions associated with the transitions to the $`0^+`$ ground (Fig. 1a) and excited (Fig. 1b) states of the final nucleus were normalized to the experimental half-lifes of Ref. and Ref. (see Table II), respectively. As there are no available $`2\nu \beta \beta `$-decay data for the transition to the $`2_1^+`$ excited state of the final nucleus, the distributions in Fig. 1c were normalized to the half-life predicted by the SSD2 approach (see Table II). By glancing Figs. 1 we see that there is different behavior of the single electron differential decay rate calculated within SSD (i.e., SSD2) and HSD approaches especially for small electron energy. It is supposed that this SSD versus HSD effect is enough large to be studied by the NEMO III experiment, which is currently in preparation .
The NEMO III experiment is supposed to achieve precise measurement of the angular correlation of outgoing electrons as well. The curves representing the SSD (i.e., SSD2) and HSD approaches for this observable characteristic are just lines with different asymptotic behavior \[see Eq. 14\]. We have
$$\frac{d\omega ^I(0^+J^\pi )}{d\mathrm{cos}\theta }=\frac{1}{2}\omega ^I(0^+J^\pi )[1+\kappa ^I(0^+J^\pi )\mathrm{cos}\theta ].$$
(16)
In the case of $`2\nu \beta \beta `$-decay of $`100Mo`$ one obtains
$`\kappa ^I(0^+0_{g.s.}^+)`$ $`=`$ $`0.627(I=SSD),0.646(I=HSD)`$ (17)
$`\kappa ^I(0^+0_1^+)`$ $`=`$ $`0.487(I=SSD),0.450(I=HSD)`$ (18)
$`\kappa ^I(0^+2_1^+)`$ $`=`$ $`0.153(I=SSD),0.149(I=HSD)`$ (19)
We see that there is only a small difference between the SSD and HSD values of $`\kappa ^I`$. Nevertheless, it is expected that this effect can be tested by the NEMO III experiment too .
We maintain that the study of $`2\nu \beta \beta `$-decay differential characteristics offers a new possibility to decide whether one low-lying state dominates or not. It is more reliable way as a simple comparison of calculated and measured half–lifes.
## IV Summary and Conclusions
We have studied the $`2\nu \beta \beta `$-decay of $`{}_{}{}^{100}Mo`$ in the context of the SSD hypothesis. To our knowledge, the validity of the separation of the lepton and nuclear parts has been discussed for the first time. The transitions to the ground ($`0^+`$) and excited ($`0^+`$ and $`2^+`$) states of the final nucleus has been considered. We have shown that by exact treatment of the lowest state of the intermediate nucleus the $`2\nu \beta \beta `$-decay half–life is reduced by factor of $`20`$ percent for transitions to $`0^+`$ states. However, much larger reduction appears for $`2\nu \beta \beta `$-decay transitions to $`2^+`$ states amounting to $`300`$ percent (see Table II). In addition, we have found that the emitted electrons in these $`2\nu \beta \beta `$-decay transitions are predominantly in the S-wave states in the case the SSD dominance is realized.
Further, we have shown that one can learn more about details of the $`2\nu \beta \beta `$-decay nuclear transition by measuring the single electron spectra and/or angular distributions of the emitted electrons. We have found that the SSD and the HSD differential decay–rates exhibit different behaviour (see Fig. 1). It is expected that this SSD versus HSD effect can be studied experimentally, e.g. by the NEMO III collaboration , which has the chance to confirm or rule out the SSD hypothesis in the near future. This kind of information is expected to be very helpful in understanding the details of nuclear structure.
Acknowledgments. The authors are grateful to A.S. Barabash, Yu.V. Gaponov and G. Pantis for useful discussions. We acknowledge a support by Slovak VEGA grant $`V2F31_G`$ and the Grant Agency of the Czech Republic grant No. 202/98/1216.
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# Can We See a Rotating Gravitational Lens?
## 1 Introduction
The gravitational lens is an important phenomenon in astrophysics for probing mass distributions. Most studies of gravitational lensing have assumed that the lens object is non-rotating. However, celestial objects such as stars and galaxies are usually rotating. Hence, it is important to consider the prospect of probing the rotation through the gravitational lensing. In particular, recent rapid advances in observations enable us to see the light passing in the vicinity of neutron stars, black holes, and so on. For this reason, we may obtain a great deal of useful information regarding lens objects.
As for the sun, Epstein and Shapiro estimated the deflection angle due to its spin in the context of the parameterized post-Newtonian (PPN) approximation of gravitational theories. For more general lens models, observable effects due to the rotation have been discussed by several authors. On the other hand, in the study of the lensing of gravitational waves, Baraldo et al. have found that an interference pattern is shifted translationally in proportional to the Kerr parameter without any change in the shape of the pattern. We consider an inverse problem: If the lens is dark, can we infer its rotation from the observed images?
The conventional derivation of the lens equation is based on the non-rotating assumption. Hence, in order to clarify the effect due to rotation, we first summarize the general formalism of the gravitational lens in Section 2. We also obtain the lens equation for a rotating extended object that produces a weak gravitational field along the line of sight. In Section 3, we use the multipole expansion in order to take account of the effect due to the extended nature of lens. In particular, the quadrupole contribution, which does not appear in the linearized Kerr metric, is also studied. Section 4 is devoted to a summary and conclusion.
## 2 General formulation of the gravitational lens
First, we summarize the notation and give the equations for gravitational lensing. We basically employ the notation of Ref. , but the signature is $`(,+,+,+)`$.
### 2.1 The $`3+1`$ splitting of stationary spacetime
The metric of stationary spacetime can be written in the form
$$ds^2=g_{\mu \nu }dx^\mu dx^\nu =h\left(cdtw_idx^i\right)^2+h^1\gamma _{ij}dx^idx^j,$$
(1)
where
$$hg_{00},w_i\frac{g_{0i}}{g_{00}},$$
(2)
and
$$\gamma _{ij}dx^idx^jg_{00}\left(g_{ij}\frac{g_{0i}g_{0j}}{g_{00}}\right)dx^idx^jd\mathrm{}^2.$$
(3)
This is essentially the same as the Landau-Lifshitz $`3+1`$ decomposition of stationary spacetime. The only difference here is in the definition of the spatial metric. In the Landau-Lifshitz case, this is
$$\stackrel{~}{\gamma }_{ij}\left(g_{ij}\frac{g_{0i}g_{0j}}{g_{00}}\right)=h^1\gamma _{ij}.$$
(4)
We will hereafter use a conformally rescaled $`\gamma _{ij}`$ for the following reason: The spatial distance $`d\mathrm{}`$ defined by Eq. (3) behaves as the affine parameter of the null geodesics in this spacetime, as shown in the Appendix. Therefore, it is convenient to use $`\gamma _{ij}`$ when investigating light ray propagation. The conformal factor $`h`$ corresponds to the gravitational redshift factor.
### 2.2 Fermat’s principle in stationary spacetime
For a future-directed light ray, the null condition $`ds^2=0`$ gives
$$cdt=\frac{1}{h}\sqrt{\gamma _{ij}dx^idx^j}+w_idx^i.$$
(5)
Since the spacetime is stationary, $`h,\gamma _{ij}`$ and $`w_i`$ are functions of the spatial coordinates $`x_i`$ only. Then, the arrival time of a light ray is given by the integral of Eq. (5) from the source to the observer (denoted by the subscripts $`S`$ and $`O`$, respectively):
$$t_{t_S}^{t_O}𝑑t=\frac{1}{c}_S^O\left(\frac{1}{h}\sqrt{\gamma _{ij}e^ie^j}+w_ie^i\right)𝑑\mathrm{}.$$
(6)
Here $`e^i=dx^i/d\mathrm{}`$ is the unit tangent vector, which represents the direction of the light ray. Hereafter, lowering and raising the indices of the spatial vectors are accomplished by $`\gamma _{ij}`$ and its inverse $`\gamma ^{ij}`$. We note here that the quantity
$$n\frac{1}{h}\sqrt{\gamma _{ij}e^ie^j}+w_ie^i$$
(7)
acts as an effective refraction index.
Now Fermat’s principle states that $`\delta t=0`$. From the Euler-Lagrange equation, we obtain the equation for the light rays as follows:
$$\frac{de^i}{d\mathrm{}}=\left(\gamma ^{ij}e^ie^j\right)_j\mathrm{ln}h\gamma ^{il}\left(\gamma _{lj,k}\frac{1}{2}\gamma _{jk,l}\right)e^je^k+h\gamma ^{ij}\left(w_{k,j}w_{j,k}\right)e^k.$$
(8)
This “equation of motion” for light rays is valid in any stationary spacetime.
### 2.3 Post-Minkowskian metric
To this point, the treatment is fully exact. Hereafter, we use an approximate metric to represent the mildly inhomogeneous spacetime in which the gravitational lensing events take place. We assume that the perturbed spacetime is approximately described by the following post-Minkowskian metric:
$$ds^2=\left(1+\frac{2\varphi }{c^2}\right)c^2dt^2+2cdt\frac{\psi _idx^i}{c^3}+\left(1\frac{2\varphi }{c^2}\right)\delta _{ij}dx^idx^j.$$
(9)
The energy-momentum tensor for a slowly moving, perfect fluid source is
$$T^{00}\rho c^2,T^{0i}\rho cv^i,T^{ij}\rho v^iv^j+p\delta ^{ij}.$$
(10)
In the near zone of a slowly moving, extended body, the metric is obtained up to the first-order in the gravitational constant $`G`$ from the integrals
$`\varphi `$ $`=`$ $`G{\displaystyle \frac{\rho (𝒓^{})}{|𝒓𝒓^{}|}d^3x^{}},`$ (11)
$`\psi _i`$ $`=`$ $`4G{\displaystyle \frac{\rho v_i(𝒓^{})}{|𝒓𝒓^{}|}d^3x^{}}.`$ (12)
Then, in the usual vector notation, the propagation equation (8) becomes
$$\frac{d𝒆}{d\mathrm{}}=\frac{2}{c^2}\left(𝒆\left(𝒆\right)\right)\varphi +\frac{1}{c^3}𝒆\times (\times 𝝍).$$
(13)
### 2.4 The deflection angle
The deflection angle $`𝜶`$ is defined as the difference in the ray directions at the source and the observer, $`𝜶𝒆_S𝒆_O`$. Using Eq. (13), we obtain
$$𝜶=_S^O𝑑𝒆=_S^O\left(\frac{2}{c^2}\left(𝒆\left(𝒆\right)\right)\varphi \frac{1}{c^3}𝒆\times (\times 𝝍)\right)𝑑\mathrm{}.$$
(14)
### 2.5 The lens equation
The lens equation relates the image position $`𝝃`$ to the source position $`𝜼`$ as
$$𝜼=\frac{D_{OS}}{D_{OL}}𝝃D_{LS}𝜶(𝝃),$$
(15)
where $`D_{OS}`$ is the distance from the observer to the source, $`D_{OL}`$ is that from the observer to the lens, and $`D_{LS}`$ is that from the lens to the source. The vectors $`𝝃`$, $`𝜼`$ and $`𝜶`$ are 2-dimensional vector in the sense that they are orthogonal to the ray direction $`𝒆`$ within our approximation. Alternatively, the lens equation is often written in terms of the angular position vectors as
$$𝜷=𝜽\frac{D_{LS}}{D_{OS}}𝜶(D_{OL}𝜽),$$
(16)
where $`𝜷=𝜼/D_{OS}`$ is the unlensed position angle of the source and $`𝜽=𝝃/D_{OL}`$ is the angular position of the image. In a cosmological situation, the unlensed position $`𝜷`$ (hence $`𝜼`$) is not an observable, because we cannot remove the lens from the observed position.
## 3 Multipole expansion analysis
The zeroth-order solution of the propagation equation (13) is $`𝒆\overline{𝒆}=\text{const}`$. Therefore, within our approximation, the integration in Eq. (14) is taken over the unperturbed ray, $`𝒙(\mathrm{})=𝝃+\mathrm{}\overline{𝒆}`$. Then Eq. (14) can also be written as
$$𝜶=\frac{2}{c^2}_S^O\left(\varphi \frac{1}{2c}\overline{𝒆}𝝍\right)d\mathrm{}_S^O(\overline{𝒆})\left(\frac{2}{c^2}\overline{𝒆}\varphi \frac{1}{c^3}𝝍\right)𝑑\mathrm{}.$$
(17)
The second part of the right-hand side of Eq. (17) is simply written in terms of the boundary values. Its contribution is negligible in asymptotically flat regions. Consequently, the frame-dragging effect of a rotating lens can be expressed as the change of the Newton potential term in the following way:
$$\varphi \stackrel{~}{\varphi }=\varphi \frac{1}{2c}\overline{𝒆}𝝍.$$
(18)
From Eqs. (11) and (12), we also have
$$\stackrel{~}{\varphi }=G\frac{\stackrel{~}{\rho }(𝒓^{})}{|𝒓𝒓^{}|}d^3x^{},$$
(19)
where
$$\stackrel{~}{\rho }\rho \frac{2\rho 𝒗\overline{𝒆}}{c}$$
(20)
is the “effective” density for a rotating lens. Therefore, a rotating gravitational lens with density $`\rho `$ is equivalent to a non-rotating one with effective density $`\stackrel{~}{\rho }`$.
Under the assumption $`|𝒓|>|𝒓^{}|`$, the integral representation of the potential Eq. (11) is expanded as follows:
$$\varphi =\frac{GM}{r}\frac{GM𝒓𝑹}{r^3}\frac{G}{2}\left(3\frac{x^ix^j}{r^5}\frac{\delta ^{ij}}{r^3}\right)I_{ij}+\mathrm{},$$
(21)
where
$`M={\displaystyle \rho d^3x},𝑹={\displaystyle \frac{1}{M}}{\displaystyle \rho 𝒓d^3x},I_{ij}={\displaystyle \rho x_ix_jd^3x}.`$ (22)
The stationarity of the spacetime now requires that $`M,𝑹,I_{ij},\mathrm{}`$ are all independent of $`t`$. With the help of the continuity equation, $`\rho /t+(\rho v^i)_{,i}=0`$, we obtain
$`{\displaystyle \rho v_id^3x}=0,{\displaystyle \rho v_{(i}x_{j)}d^3x}=0,\mathrm{}.`$ (23)
Therefore, Eq. (12) is expanded as
$`\psi _i={\displaystyle \frac{4Gx^j}{r^3}}{\displaystyle \rho x_{[i}v_{j]}d^3x}2G\left(3{\displaystyle \frac{x^jx^k}{r^5}}{\displaystyle \frac{\delta ^{jk}}{r^3}}\right){\displaystyle \rho v_kx_ix_jd^3x}+\mathrm{}.`$ (24)
In the above equations, the round brackets denote symmetrization and the square brackets denote skew-symmetrization. Finally, $`\stackrel{~}{\varphi }`$ is expanded as
$$\stackrel{~}{\varphi }=\stackrel{~}{\varphi }_0+\stackrel{~}{\varphi }_1+\stackrel{~}{\varphi }_2+\mathrm{},$$
(25)
where $`\stackrel{~}{\varphi }_0,\stackrel{~}{\varphi }_1`$ and $`\stackrel{~}{\varphi }_2`$ represent the monopole, dipole and quadrupole components, respectively.
### 3.1 Monopole and dipole contributions
In the case of a compact rotating lens, calculation up to order $`1/r^2`$ is sufficient. Then, we find
$$\stackrel{~}{\varphi }_0+\stackrel{~}{\varphi }_1=\frac{GM}{r}\frac{GM𝒓}{r^3}\left(𝑹\frac{\overline{𝒆}\times 𝑳}{Mc}\right),$$
(26)
where $`𝑳\rho 𝒓\times 𝒗d^3x`$ is the angular momentum of the lens object. The dipole term can always be removed with a constant translation of the coordinate system:
$$𝒓=𝒓(𝑹\frac{\overline{𝒆}\times 𝑳}{Mc})𝒓\stackrel{~}{𝑹}.$$
(27)
Therefore, we have an important conclusion: A rotating lens with center of mass position $`𝑹`$ is equivalent to a non-rotating lens with center of mass position $`\stackrel{~}{𝑹}`$. The frame-dragging term due to the rotation of the lens object produces no additional observable effects, such as image deformation, increase of the separation angle, or magnification of the images. It simply results in a constant shift of the coordinate system. It should be noted that this result is independent of the assumption of a perfect fluid, since the expansion of potentials can always be written as Eq. (26) with a suitable definition of the mass and the angular momentum.
As an alternative statement of our conclusion, we find that the frame-dragging effect is separable only when the “true” position of the center of mass $`𝑹`$ is independently known. In the following, we choose the origin of the coordinates such that the dipole contribution vanishes: $`\stackrel{~}{\varphi }_1=0`$.
### 3.2 Quadrupole contributions
For extended lenses, quadrupole contributions should also be considered. Equations (21) and (24) give
$`\overline{\varphi }_2`$ $`=`$ $`{\displaystyle \frac{G}{2}}\left(3{\displaystyle \frac{x^ix^j}{r^5}}{\displaystyle \frac{\delta ^{ij}}{r^3}}\right)\left(I_{ij}{\displaystyle \frac{2}{c}}{\displaystyle \rho \overline{𝒆}𝒗x_ix_jd^3x}\right)`$ (28)
$``$ $`{\displaystyle \frac{G}{2}}\left(3{\displaystyle \frac{x^ix^j}{r^5}}{\displaystyle \frac{\delta ^{ij}}{r^3}}\right)\stackrel{~}{I}_{ij}.`$
Therefore, even if the “true” quadrupole moment of the mass distribution vanishes, $`I_{ij}=0`$, it is possible to have quadrupole contributions due to the effect of the dragging of inertia. It should be noted that to the first order in $`G`$, the quadrupole moments of the Kerr lens vanish.
### 3.3 Multipole expansion of the deflection angle
The deflection angle is given by
$$𝜶=\frac{2}{c^2}_{\mathrm{}}^+\mathrm{}\left(\stackrel{~}{\varphi }_0+\stackrel{~}{\varphi }_2+\mathrm{}\right)d\mathrm{},$$
(29)
where the integration is taken along the path $`𝒙=𝝃+\mathrm{}\overline{𝒆}`$. For convenience, we take the direction of $`\overline{𝒆}`$ as the $`z`$-axis, $`\overline{𝒆}=(0,0,1)`$ and $`𝝃=(\xi ^1,\xi ^2,0)`$. Then, straightforward calculations show that $`𝜶=\{\alpha ^i\}=(\alpha ^1,\alpha ^2,0)`$ is
$$\alpha ^i=\frac{4GM}{c^2}\frac{\xi ^i}{|𝝃|^2}\frac{4G}{c^2}\underset{j,k=1}{\overset{2}{}}\stackrel{~}{I}_{jk}\left(\delta ^{jk}4\frac{\xi ^j\xi ^k}{|𝝃|^2}\right)\frac{\xi ^i}{|𝝃|^4}\frac{8G}{c^2}\underset{j=1}{\overset{2}{}}\stackrel{~}{I}_{ij}\frac{\xi ^j}{|𝝃|^4}.$$
(30)
Note that the $`z`$ components of the quadrupole moment $`\stackrel{~}{I}_{3i}`$ do not appear in the above equations.
## 4 Summary and discussion
We have studied the following inverse problem: If a lens is dark, can we infer its rotation from the observed images? We have found that a rotating lens cannot be distinguished from a non-rotating one unless the true mass density is known independently.
In order to consider explicitly the effect due to the extended nature of the lens, we have used a multipole expansion analysis. At the dipole order, we have found that the frame-dragging term due to the rotation of the lens object produces no additional observable effects. It simply results in a constant shift of the coordinate system. Alternatively, the frame-dragging effect is separable only when the “true” position of the center of mass is independently known. The quadrupole order, which does not appear in the linearized Kerr metric, has also been studied. We have shown that the rotation of the lens induces a quadrupole effect in the gravitational lensing which results in an increase in the number of images. Even if the “true” quadrupole moment of the mass distribution vanishes, quadrupole contributions appear owing to the effect of dragging of inertia. However, we cannot recognize these additional phenomena as products of the rotation unless we know the true mass distribution through observational methods other than gravitational lensing.
The sun is an exceptional case for which we do know the true mass distribution. In this case, the light deflection caused by the rotation, quadrupole moment and the second order of the mass are, respectively, about 0.7, 0.2 and 11 $`\mu `$ arcsec.
In this paper, we have not considered the polarization of the light. In Kerr spacetime, the direction of polarization rotates due to the frame-dragging effect. In order to make the effect of the rotation separable, we need additional information such as the position of the lens or the direction of polarization. Our conclusion is valid only to linear order in the gravitational constant. Therefore, it would be interesting to study effects at higher orders, though they are negligible in the astronomical situation.
## Acknowledgements
We would like to thank H. Ishihara, A. Hosoya, C. Baraldo, Y. Kojima and K. Konno for useful discussions. H. A. would like to thank Bernard F. Schutz for his hospitality at the Albert-Einstein-Institut, where a part of this work was done. This work was supported in part by a Japanese Grant-in-Aid for Scientific Research from the Ministry of Education, Science and Culture, No. 11740130 (H. A.), and in part by the Sumitomo Foundation.
## Appendix A
Here we prove that the spatial length $`\mathrm{}`$ defined by Eq. (3) is an affine parameter of the null geodesics in the stationary spacetime given by Eq. (1).
Let us introduce the null geodesic parameterized by the affine parameter $`\lambda `$. The tangent vector of the null ray is
$$k^\mu =\frac{dx^\mu }{d\lambda }.$$
(31)
The geodesic equation for $`k_\mu `$ is
$$\frac{dk_\mu }{d\lambda }=\frac{1}{2}g_{\alpha \beta ,\mu }k^\alpha k^\beta .$$
(32)
Since the spacetime is stationary, the metric does not depend on the time coordinate $`x^0`$. Therefore, $`k_0`$ is constant along the geodesic: $`dk_0/d\lambda =0`$. The null condition $`k^\mu k_\mu =0`$ reads
$$\left(k_0\right)^2=\gamma _{ij}\frac{dx^i}{d\lambda }\frac{dx^j}{d\lambda }=\left(\frac{d\mathrm{}}{d\lambda }\right)^2.$$
(33)
Hence,
$$\frac{d}{d\lambda }\left(\frac{d\mathrm{}}{d\lambda }\right)=0,$$
(34)
which implies that $`\mathrm{}`$ is another affine parameter.
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# Dynamical Quasi-Stationary States in a system with long-range forces
## I Introduction
The Hamiltonian Mean Field (HMF) model describes N classical particles moving on the unit circle and interacting through an infinite range potential . HMF has been recently studied both analitycally and numerically . The model has the advantage of having an exact solution in the canonical ensemble and therefore allows to study microscopic dynamics in connection to thermodynamic macroscopic features. The analytical calculation in the canonical ensemble predicts a second-order phase transition from a clustered phase to a “gaseous” one, where the particles are homogeneously distributed on the circle. A microcanonical solution, recently obtained, has been discussed by S.Ruffo at this conference . The numerical simulations show that the dynamics is chaotic and the Lyapunov exponents are maximal at the critical point. In the energy range close to the critical point the relaxation to equilibrium is very slow, though the dynamics is strongly chaotic. In particular when the system is started in out-of-equilibrium initial conditions it shows the presence of Quasi-Stationary States (QSS) whose relaxation time increases with the size of the system. The particle motion is superdiffusive in the transient quasi-stationary regime preceeding equilibration.
In the following sections we remind the reader the details of the model and then we focus on the quasi-stationary states discussing superdiffusion, velocity distributions and lifetimes. As a main result we show that close to the critical point, if the continuum ($`N\mathrm{}`$) limit is performed before the $`t\mathrm{}`$ limit, canonical equilibrium is never reached and quasi-stationary superdiffusive states live forever.
## II The model
The Hamiltonian of our system is :
$$H(\theta ,p)=K+V,$$
(1)
where
$$K=\underset{i=1}{\overset{N}{}}\frac{p_{i}^{}{}_{}{}^{2}}{2},V=\frac{1}{2N}\underset{i,j=1}{\overset{N}{}}[1cos(\theta _i\theta _j)]$$
(2)
are the kinetic and potential energy. The system consists of $`N`$ classical particles moving on the unit circle: each particle is characterized by the angles $`\theta _i`$ and the conjugate momenta $`p_i`$, and interacts with all the others. One can also see the model in a different way: if we consider a spin vector associated to each particle $`𝐦_i=[cos(\theta _i),sin(\theta _i)]`$, the Hamiltonian then describes a linear chain of $`N`$ classical fully-coupled spins, similarly to the XY model. With this interpretation we can define a total magnetization $`𝐌=\frac{1}{N}_{i=1}^N𝐦_i`$. Thus the system is a ferromagnet at low energy and shows a second-order phase transition at the critical energy density $`U_c=0.75`$ $`(U=E/N)`$, corresponding to the critical temperature $`T_c=0.5`$ in the canonical ensemble . On the other hand, one gets an antiferromagnetic behavior by changing the sign of the interaction. This case has been studied in detail too .
Considering the components of the magnetization vector $`𝐌=(M_x,M_y)`$ and expressing the potential in the following way
$$V=\frac{N}{2}(1M_x^2+M_y^2)=\frac{N}{2}(1M^2),$$
(3)
the equations of motion for the $`N`$ particles are
$$\dot{\theta _i}=p_i,\dot{p_i}=sin(\theta _i)M_x+cos(\theta _i)M_y,i=1,\mathrm{},N.$$
(4)
The latter equations can be also recast in the form
$$\dot{\theta _i}=p_i,\dot{p_i}=Msin(\theta _i\varphi ),i=1,\mathrm{},N,$$
(5)
where $`(M,\varphi )`$ are respectively the modulus and the phase of the total magnetization vector $`𝐌`$. These equations are formally equivalent to those of a perturbed pendulum. The equations of motion were integrated numerically by means of a 4th order simplectic algorithm which allowed, using a time step $`\delta t=0.2`$, very long integration times (the average number of steps was of the order of $`10^7`$) with a relative error in the total conserved energy smaller than $`\mathrm{\Delta }E/E=10^5`$ (the details can be found in Refs ). Such long integration time is necessary in order to reach equilibration when out-of-equilibrium initial conditions are used. In the following we present numerical simulations for systems with different $`N`$ values and energies $`U=E/N`$. In particular we focus on the region below the critical point.
## III Lévy walks, Superdiffusion and Quasi-Stationary States
In this section we discuss the transport properties of single particles in the transient out-of-equilibrium regime for $`0.6U<U_c`$ and we study the characteristics of the quasi-stationary macroscopic states. Diffusion and transport of a particle in a medium or in a fluid flow are characterized by the mean square displacement $`\sigma ^2(t)`$, which in the long-time limit, is given by the equation
$$\sigma ^2(t)t^\alpha ,$$
(6)
with $`\alpha =1`$ for normal diffusion. When $`\alpha 1`$ one has anomalous diffusion , and in particular subdiffusion if $`0<\alpha <1`$ and superdiffusion if $`1<\alpha <2`$. Anomalous diffusion has been mainly studied in chaotic systems with only a few degrees of freedom , and only recently in high-dimensional systems . In order to study the non-equilibrium properties of HMF model, we start our system in a “water bag”, i.e. an initial condition obtained by putting all the particles at $`\theta _i=0`$ and giving them a uniform distribution of momenta with a finite width centered around zero. By following the dynamics of each particle, we compute the variance in the angle $`\theta `$ according to the expression
$$\sigma ^2(t)=<(\theta <\theta >)^2>,$$
(7)
where $`<.>`$ indicates the average over the $`N`$ particles, and we fit the value of the exponent $`\alpha `$ in Eq. (6). In fig. 1 we show the typical motion of a particle as a function of time for a system with $`N=1000`$ and $`U=0.69`$. In (a) we report the time evolution of the angle and in (b) the respective momentum time evolution. It is clearly visible that the particle is sometimes trapped by the main cluster (formed by all the other particles) and oscillates around it with zero average momentum. But the particle can also frequently experience free walks in angle, with an average momentum rather constant and greater than that of the cluster. This dynamics, typical in this range of energy and timescale, gives rise to a variance which is not linear in time. In the inset (c) we plot the time evolution of the mean square displacement (averaged over all the particles). We have checked, by fitting the numerical data in different time intervals, that the slope is $`\alpha =1.45\pm 0.1`$ and we report in the figure a straight dotted line with this slope for comparison. Superdiffusion becomes normal only after a cross-over time and one recovers the slope $`\alpha =1`$ only at equilibrium (see ref. for details).
This erratic non-brownian behavior can be better characterized by calculating the trapping times and walking times probability distributions. This study has been discussed in detail in ref. , where it has been shown that, using the model by Klafter and collaborators , one gets a consistent scenario of Lévy walks and superdiffusion . In fact one obtains trapping times and walking times probability distributions which are power laws, i.e.
$$P_{walk}(t)t^\mu ,P_{trap}(t)t^\nu ,$$
(8)
with fitted numerical values for U=0.69 equal to $`\mu =2.14,\nu =1.58`$. These exponents, according to the Klafter and Zumofen model, obey to the formula
$$\alpha =2+\nu \mu ,$$
(9)
which gives a value $`\alpha =1.44`$, consistent with the one extracted from the fit of the numerical time evolution for the mean square displacement, shown in the inset of fig.1. It has also been checked that in a region close to the critical point, from U=0.6 to U=0.75, these values do not to depend in a sensitive way on the system size and only slightly on the energy density U. One has therefore Lévy walks and superdiffusive behavior, which however turns again into normal transport after a cross-over time. In Ref. we have shown that this cross-over time coincides with the equilibration one.
In order to better study the non-equilibrium properties of our model, we show, in fig. 2, the time evolution of the temperature calculated through the average kinetic energy ($`T=2<K>/N`$). We report in particular the case U=0.69 for different $`N`$ values. The curves are the result of the averaging over ten different runs. The figure shows that the microcanonical temperature converges to a well defined plateau, before relaxing to the canonical (greater) value, also indicated. The complete relaxation is shown only for N=1000, while the simulation was truncated for the other cases. This persistent and constant non-equilibrium value of the temperature, shown in the figure, indicates the presence of a dynamical Quasi-Stationary State (QSS). The simulations clearly show that the lifetime of this QSS (length of the plateaus) increases with N, and that the value of the saturation temperature converges in the continuum limit, to a particular value $`T_{QSS}`$. The latter lies on the continuation of the homogeneous canonical phase, which represents an unstable branch in the microcanonical ensemble . We show in the inset of the figure the comparison between the canonical caloric curve (full curve) and the plateau temperature for N=20000 (open circles). In fig. 3 we compare the behavior of the QSS temperature as a function of N (open circles) with the canonical value of the temperature (dashed line). The difference between the two temperatures increases with the size of the system and reaches a saturation value around N=20000. The maximal size adopted in the numerical simulations was N=25000. The results shown in figures 2 and 3 indicate a divergence of the QSS lifetime in the limit $`N\mathrm{}`$ limit and a convergence of the microcanonical temperature to a value lower than the canonical one . In other words, in the continuum limit the system does not relax to the standard canonical equilibrium and remains forever in the QSS with a temperature $`T_{QSS}`$. The nature of these states seems to be purely dynamical and connected to a particular initialization. Further numerical investigation is in progress in this respect. From the analytical point of view, it has been shown by Ruffo at this conference, that these states correspond to a local minimum of the free energy .
Finally, we show in fig.4 the time evolution of the Probability Distribution Function (PDF) for the momentum (histogram) at four different timescales. The case shown refers to $`U=0.69`$ and $`N=1000`$. Though the numerical distribution fuction is constructed by means of only one event and therefore is not a perfectly smooth curve, the transient regime (see in particular panel (b) at time $`t=4000`$ and compare also with fig.2) shows results clearly different from the gausssian function (reported as a full curve)
$$F(p)=\frac{1}{\sqrt{2\pi T}}e^{p^2/T}$$
(10)
predicted by the Vlasov solution and by the canonical ensemble . The logarithmic scale shows that the tails of the numerical histograms are missing in the transient regime, fig.4(b), producing a microcanonical temperature $`T_\mu `$ (reported in the figures for each time) smaller than the canonical one $`T_{can}=0.4757`$. The latter is finally reached only after a very long integration time, i.e. $`t=500000`$. Preliminary and more refined results (not reported here) show a power-law decay in the tails of the QSS velocity distributions, at variance with the exponential behavior predicted by the canonical equilibrium. Summarizing, it seems that by performing the limit $`N\mathrm{}`$ before that one $`t\mathrm{}`$ the system, initialized in a water bag, will stay indefinitely out of equilibrium and the momentum distribution will never develop a Maxwellian curve. This fact seems to support the idea of C. Tsallis who suggested his generalized thermostatistics as the appropriate formalism to describe such dynamical Quasi-Stationary States .
## IV Discussion and Conclusions
We have presented new numerical studies on the metastable Quasi-Stationary States recently found in the dynamics of the Hamiltonian Mean Field model. HMF is an useful model to study the links between dynamics and thermodynamics in a system with long-range forces. In fact the model can be solved exactly in the canonical ensemble and this solution can be compared with microcanonical dynamical simulations for different sizes of the system.
When the microcanonical simulations are started in a out-of-equilibrium initial state, for example the so-called “water bag”, the results show a clear indication of the presence of QSS, in a transient temporal regime before relaxation. We have shown that the temperature of QSS reaches a well defined value in the continuum limit and that the lifetime of these states increases with N. Moreover the velocity distributions of QSS do not show Maxwellian tails. The corresponding caloric curve lies below the canonical one, showing a well defined backbending. The latter simulates a first order phase transition, at variance with the second order one obtained at equilibrium. Superdiffusion and Lévy walks are present in this transient out-of-equilibrium regime, for energies close to the critical one, implying a coexistence of a liquid (clustered particles) and a gas (free particles) phase. It has also been found that the cross-over time from anomalous to normal diffusion coincides with the relaxation time. The fact that the ralaxation time diverges with N, though the dynamics is strongly chaotic in this region, independently on the size, is rather counter-intuitive and still not fully understood. This behavior is probably due to the fact that the greater the number of particles considered in the system, the stronger are the correlations in the dynamics. Close to the critical point, when the initial big cluster (in a water bag, all the particles are on top of each other at initial time) tries to fragment into smaller clusters, relaxation is probably hindered by these smaller fragments, which try to capture the free particles and form dynamical barriers. This effect of course increases with N.
Finally we would like to stress the similarity of the scenario indicated by our simulations with the conjecture by C.Tsallis of a different equilibrium for non-extensive systems. In fact, the HMF model, due to the long-range nature of the interaction, has a non-extensive character and shows strong correlations in space and time: the phase space is probably a multifractal in the transient regime. It is a fascinating challenge left for future investigations to study in detail the eventual connection between the out-of-equilibrium dynamics in HMF (and other similar models ) and the generalized nonextensive statistics discussed at this conference. It would be also important to study the link to real experimental systems .
This paper is part of a work in progress in collaboration with S. Ruffo and C. Tsallis.
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# Fourth Order Algorithms for Solving the Multivariable Langevin Equation and the Kramers Equation.
## I Introduction
A stochastic differential equation of the form
$$\dot{x}_i=G_i(𝐱)+D_{ij}\xi _j(t),$$
(1)
or its equivalent Fokker-Planck equation
$$\frac{}{t}P(𝐱,t)=LP(𝐱,t)\left[\frac{1}{2}D_{ij}_i_j_iG_i(𝐱)\right]P(𝐱,t),$$
(2)
is used to describe a variety of physical and chemical processes. Even in the Langevin case, where the diffusion matrix $`D_{ij}`$ is position independent, it is difficult to derive numerical algorithms for solving it beyond second order. A direct Taylor expansion approach is laborious, giving no insight into the overall structure of the algorithm and requires an eight term expansion to achieve 4th order accuracy. Heretofore, no fourth order Langevin algorithm has been derived and applied to systems of more than one particle.
The Fokker-Planck equation (2) can be formally integrated to give
$$P(𝐱,t)=\mathrm{e}^{tL}P(𝐱,0)=\left[\mathrm{e}^{ϵL}\right]^NP(𝐱,0).$$
(3)
This equation can be solved by factorizing the short time Fokker-Planck evolution operator $`\mathrm{e}^{ϵL}=\mathrm{e}^{ϵ(T+D)}`$ into exactly solvable parts. In this work, we will take $`D_{ij}=\delta _{ij}`$ and define operators
$$T=\frac{1}{2}_i_i\mathrm{and}D=_iG_i(𝐱),$$
(4)
with implied summations. This idea of operator factorization is not new, and has been used to derive a number of second order Langevin algorithms. We will briefly review the basic idea in Section II. However, it is only recently that one learns how to factorize operators of the form $`\mathrm{e}^{ϵ(T+D)}`$ to fourth order with positive coefficients. All such fourth order factorizations require the evaluation of the double commutator $`[D,[T,D]]`$, which is rather formidable at first sight. We will show in Section III, how this commutator can be implemented judiciously to yield a fourth order Langevin algorithm. To demonstrate the high order convergence of this algorithm, we use it to simulate the Brownian dynamics of 121 Yukawa particles in two dimensions, a system that has been studied extensively by Branka and Heyes using second order algorithms.
To further demonstrate the utility of the factorization method for solving stochastic equations, we derive systematically a number of fourth order algorithms for solving the Kramers equation in Section IV. Drozdov and Brey have used a similar factorization method to solve this equation in one dimension using grid points. Hershkovitz has also derived a fourth order algorithm by Taylor expansion. In both cases, it is not obvious how their respective approaches can be generalized to the multivariable case. We give a detail comparison of all algorithms using Monte Carlo simulation, which can be easily generalized to any dimension. Finally, we summarize our findings and present some conclusions in Section V.
## II Operator Factorization
When the operator $`\mathrm{e}^{ϵT}`$ acts on $`P(𝐱,t)`$, it evolves the latter forward in time according to the diffusion equation
$$\frac{}{t}P(𝐱,t)=\frac{1}{2}_i_iP(𝐱,t).$$
(5)
If $`\{x_i\}`$ is a set of points distributed according to $`P(𝐱,t)`$, then the distribution $`ϵ`$ time later can be exactly simulated by updating each point according to
$$x_i^{}=x_i+\sqrt{ϵ}\xi _i,$$
(6)
where $`\{\xi _i\}`$ is a set of Gaussian distributed random numbers with zero mean and unit variance. When the operator $`\mathrm{e}^{ϵD}`$ acts on $`P(𝐱,t)`$, it evolves the latter forward in time according to the continuity equation
$$\frac{}{t}P(𝐱,t)=_i[G_i(𝐱)P(𝐱,t)],$$
(7)
where $`G_i(𝐱)P(𝐱,t)=J_i(𝐱)`$ is the probability current density with velocity field $`G_i(𝐱)`$. The continuity equation can also be exactly simulated by setting
$$x_i^{}=x_i(ϵ),$$
(8)
where $`x_i(ϵ)`$ is the exact trajectory determined by
$$\frac{d𝐱}{dt}=𝐆(𝐱),$$
(9)
with initial condition $`x_i(0)=x_i`$.
Thus, if $`\mathrm{e}^{ϵ(T+D)}`$ can be factorized into products of operators $`\mathrm{e}^{ϵT}`$ and $`\mathrm{e}^{ϵD}`$, then each such factorization will give rise to an algorithm for evolving the system forward for time $`ϵ`$. For example, the second order factorization,
$$\mathrm{e}^{\frac{1}{2}ϵT}\mathrm{e}^{ϵD}\mathrm{e}^{\frac{1}{2}ϵT}=\mathrm{exp}[ϵ(T+D)+O(ϵ^3)\mathrm{}],$$
(10)
leads to a second order Langevin algorithm
$`y_i=`$ $`x_i+\xi _i\sqrt{ϵ/2},`$ (11)
$`x_i^{}=`$ $`y_i(ϵ)+\xi _i^{}\sqrt{ϵ/2},`$ (12)
where $`\xi _i`$ and $`\xi _i^{}`$ are independent sets of zero mean, unit variance Gaussian random numbers. For a second order algorithm, it is sufficient to solve for the trajectory $`y_i(ϵ)`$ correctly to second order in $`ϵ`$, e.g. via a second order Runge-Kutta algorithm:
$$y_i(ϵ)=y_i+ϵG_i\left(𝐲+\frac{1}{2}ϵ𝐆(𝐲)\right).$$
(13)
Alternatively, one has the factorization,
$$\mathrm{e}^{\frac{1}{2}ϵD}\mathrm{e}^{ϵT}\mathrm{e}^{\frac{1}{2}ϵD}=\mathrm{exp}[ϵ(T+D)+O(ϵ^3)\mathrm{}],$$
(14)
which yields the second order algorithm
$`y_i=`$ $`x_i(ϵ/2)+\xi _i\sqrt{ϵ},`$ (15)
$`x_i^{}=`$ $`y_i(ϵ/2).`$ (16)
Again, it is sufficient to solve the trajectory equations $`x_i(ϵ/2)`$ and $`y_i(ϵ/2)`$ correctly to second order via the Runge-Kutta algorithm. Despite the appearance that this algorithm requires solving the trajectory equation (9) twice, it can be shown that by expanding the two trajectories to second order and recollecting terms, one arrives at the second order Runge-Kutta Langevin algorithm. However, the canonical form of (16), with two evaluations of the trajectory, usually has a much smaller second order error coefficient.
The method of operator factorization thus appears to provide a systematical way of generating higher order algorithms. Unfortunately, Suzuki proved in 1991 that, beyond second order, for any two operators, $`T`$ and $`D`$, it is impossible to factorize the evolution operator as
$$\mathrm{exp}[ϵ(T+D)]=\underset{i=1}{\overset{N}{}}\mathrm{exp}[a_iϵT]\mathrm{exp}[b_iϵD]$$
(17)
for any finite $`N`$, without having some coefficients $`a_i`$ and $`b_i`$ being negative. In the present context, since $`\mathrm{e}^{a_iϵT}`$ is the diffusion kernel, a negative $`a_i`$ would imply that one must simulate the diffusion process backward in time, which is impossible. Thus factorizations of the form (17) cannot be used to derive higher order Langevin algorithms.
## III A Fourth Order Langevin Algorithm
The essence of Suzuki’s proof is to note that in order to obtain a fourth order algorithm, one must eliminate third order error terms involving double commutators $`[T,[D,T]]`$ and $`[D,[T,D]]`$. With purely positive coefficients $`a_i`$ and $`b_i`$, one can eliminate either one or the other, but not both. Thus to obtain a fourth order factorization with all positive coefficients, one must retain one of the two double commutators. Recently, Chin has derived three such factorization schemes, two of which were also found previously by Suzuki.
The form of the operators $`T`$ and $`D`$, as given in (4), dictates that one should keep only the commutator $`[D,[T,D]]`$, which is at most a second order differential operator. Since the velocity (or force) field $`𝐆`$ is usually given in terms of a potential function $`V(𝐱)`$,
$$G_i(𝐱)=_iV(𝐱),$$
(18)
the double commutator has the form
$$[D,[T,D]]=_i_jf_{i,j}+_iv_i,$$
(19)
where
$`f_{i,j}`$ $`V_{i,j,k}V_k2V_{i,k}V_{j,k}`$ (20)
$`v_i`$ $`{\displaystyle \frac{1}{2}}\left(2V_{i,j,k}V_{j,k}+V_{i,j}V_{j,k,k}V_{i,j,k,k}V_j\right).`$ (21)
The indices on $`V`$ indicate corresponding partial derivatives. Since the operator $`D`$ requires solving for the particle’s trajectory, we must minimize its occurrence. This dictates that we use a variant of Chin’s scheme B to factorize
$`\mathrm{exp}\left[ϵ\left(T+D\right)\right]`$ $`=`$ $`\mathrm{exp}\left[{\displaystyle \frac{ϵ}{2}}\left(1{\displaystyle \frac{1}{\sqrt{3}}}\right)T\right]\mathrm{exp}\left({\displaystyle \frac{ϵ}{2}}D\right)\mathrm{exp}\left({\displaystyle \frac{ϵ}{\sqrt{3}}}\stackrel{~}{T}\right)`$ (22)
$`\times `$ $`\mathrm{exp}\left({\displaystyle \frac{ϵ}{2}}D\right)\mathrm{exp}\left[{\displaystyle \frac{ϵ}{2}}\left(1{\displaystyle \frac{1}{\sqrt{3}}}\right)T\right]+O(ϵ^5),`$ (23)
where we have included the double commutator in $`\stackrel{~}{T}`$
$$\stackrel{~}{T}=T+\frac{ϵ^2}{24}(2\sqrt{3}3)[D,[T,D]].$$
(24)
To obtain a fourth order algorithm, we must simulate this new term
$$\mathrm{exp}\left(\frac{ϵ}{\sqrt{3}}\stackrel{~}{T}\right)=\mathrm{exp}\left[\frac{ϵ}{\sqrt{3}}T+\frac{ϵ^3}{24}\left(2\sqrt{3}\right)\left(_i_jf_{i,j}+_iv_i\right)\right]$$
(25)
correctly to 4th order. If we simply took all $`x`$ dependent terms in this operator as fixed, evaluated at the starting point, this operator would describe a non-uniform Gaussian random walk. However, this normal ordering would be correct only to third order. To implement it to fourth order, we first decompose it as
$$\mathrm{exp}\left(\frac{ϵ}{\sqrt{3}}\stackrel{~}{T}\right)=\mathrm{exp}\left(\frac{ϵ}{2\sqrt{3}}T\right)\mathrm{exp}\left[\frac{ϵ^3}{24}\left(2\sqrt{3}\right)\left(_i_jf_{i,j}+_iv_i\right)\right]\mathrm{exp}\left(\frac{ϵ}{2\sqrt{3}}T\right)+O(ϵ^5).$$
(26)
If $`f_{i,j}`$ is positive definite, normal ordering the middle operator above, i.e. interpreting it as a non-uniform Gaussian random walk with $`f_{i,j}`$ evaluated at the starting point, would be correct to 4th order (actually to 5th order). However, if some eigenvalues of $`f_{i,j}`$ were negative, we would not be able to sample the operator as a Gaussian walk. To avoid this possibility, we implement the normal order process as follows:
$`\mathrm{exp}`$ $`\left({\displaystyle \frac{ϵ}{\sqrt{3}}}\stackrel{~}{T}\right)=\mathrm{exp}\left({\displaystyle \frac{ϵ}{2\sqrt{3}}}T\right)𝒩\left\{\mathrm{exp}\left[{\displaystyle \frac{ϵ^3}{24}}\left(2\sqrt{3}\right)\left(_i_jf_{i,j}+_iv_i\right)\right]\right\}\mathrm{exp}\left({\displaystyle \frac{ϵ}{2\sqrt{3}}}T\right)`$ (28)
$`=𝒩\left\{\mathrm{exp}\left[{\displaystyle \frac{ϵ}{2\sqrt{3}}}\left({\displaystyle \frac{1}{2}}_i_j\delta _{i,j}\right)+{\displaystyle \frac{ϵ^3}{24}}\left(2\sqrt{3}\right)\left(_i_jf_{i,j}+_iv_i\right)\right]\right\}\mathrm{exp}\left({\displaystyle \frac{ϵ}{2\sqrt{3}}}T\right),`$
where $`𝒩`$ denotes the normal ordering of all derivative operators to the left. Since the left (and only the left) operator $`\mathrm{exp}(\frac{ϵ}{2\sqrt{3}}T)`$ is already normal ordered with respect to the position-dependent operators in the middle term, the two normal ordered exponentials can be combined to remove the restriction of a positive definite $`f_{i,j}`$. Now, only the full covariance matrix $`C`$ needs to be positive definite, which will always be the case for $`ϵ`$ sufficiently small. The final normal ordered exponential describes a non-uniform Gaussian random walk with mean $`\mu _i`$ and covariance matrix $`C_{i,j}`$ :
$`\mu _i`$ $`=`$ $`{\displaystyle \frac{ϵ^3}{24}}\left(2\sqrt{3}\right)v_i`$ (29)
$`C_{i,j}`$ $`=`$ $`{\displaystyle \frac{ϵ}{2\sqrt{3}}}\left[\delta _{i,j}+\left({\displaystyle \frac{1}{\sqrt{3}}}{\displaystyle \frac{1}{2}}\right)ϵ^2f_{i,j}\right].`$ (30)
To sample this random distribution we need $`\sqrt{C}`$, which we can approximate correctly to fourth order as
$$\left(\sqrt{C}\right)_{i,j}=\sqrt{\frac{ϵ}{2\sqrt{3}}}\left[\delta _{i,j}+\frac{1}{2}\left(\frac{1}{\sqrt{3}}\frac{1}{2}\right)ϵ^2f_{i,j}\right].$$
(31)
Thus the entire factorization (23) can be simulated by setting
$`w_i`$ $`=`$ $`x_i+\xi _i\sqrt{{\displaystyle \frac{ϵ}{2}}\left(1{\displaystyle \frac{1}{\sqrt{3}}}\right)},`$ (32)
$`y_i`$ $`=`$ $`w_i(ϵ/2)+\xi _i^{}\sqrt{{\displaystyle \frac{ϵ}{2\sqrt{3}}}},`$ (33)
$`z_i`$ $`=`$ $`y_i{\displaystyle \frac{ϵ^3}{24}}\left(2\sqrt{3}\right)v_i(𝐲)+\sqrt{{\displaystyle \frac{ϵ}{2\sqrt{3}}}}\left[\delta _{i,j}+{\displaystyle \frac{1}{2}}\left({\displaystyle \frac{1}{\sqrt{3}}}{\displaystyle \frac{1}{2}}\right)ϵ^2f_{i,j}(𝐲)\right]\xi _j^{\prime \prime },`$ (34)
$`x_i^{}`$ $`=`$ $`z_i(ϵ/2)+\xi _i^{\prime \prime \prime }\sqrt{{\displaystyle \frac{ϵ}{2}}\left(1{\displaystyle \frac{1}{\sqrt{3}}}\right)},`$ (35)
where $`\xi _i`$ to $`\xi _i^{\prime \prime \prime }`$ are four sets of independent Gaussian random numbers with zero mean and unit variance.
As a severe test of the fourth order convergence of this algorithm, we use it to simulate the Brownian dynamics of 121 colloidal particles in two dimensions, with dimensionless surface density $`N/A=0.5`$, interacting via a pairwise strongly repulsive Yukawa potential
$$V(r)=\frac{V_0}{r}\mathrm{exp}[\lambda (r1)],$$
(36)
with $`\lambda =8`$. This system has been described and simulated extensively via second order algorithms by Branka and Heyes. We will refer readers to this work for a detailed description of the system and their algorithms. In Fig. 1. we show the convergence of the potential energy at one parameter setting as a function of the time step-size used. (Compare this figure to that of Fig. 6 of Branka and Heyes.) The linear and quadratic convergences are clearly evident. The two second order algorithms used are as described by (12) and (16). These are referred to in Ref. as algorithms LGV2b and LGV2a respectively.
When our fourth order Langevin algorithm is implemented by using the standard fourth order Runge-Kutta algorithm to solve the trajectory equation (9) we obtained results as shown by open circles in Fig.1. The variance of the potential energy increases abruptly at around $`ϵ=0.0028`$ and the algorithm becomes unstable at larger $`ϵ`$’s. The problem can be traced to the instability of the Runge-Kutta algorithm itself in solving for the many-body dynamics. While the trajectory evolution $`\mathrm{exp}(ϵD)`$ should always decrease the potential energy,
$$\frac{dV}{dt}=\frac{V}{𝐱}\frac{𝐱}{t}=|V|^2,$$
(37)
this is no longer respected by the Runge-Kutta algorithm at larger time steps. The failure is due to the fact that Gaussian random walks can deposit particles so close together that the velocity field is changing too steeply for the Runge-Kutta algorithm to integrate accurately. Each of these particles then gets placed chaotically somewhere in the periodic box, often again too near others, thus multiplying the number of particles that will be moved erratically in the next iteration. At time steps below but near $`ϵ=0.0028`$, the system can recover the regular behavior after several to hundreds of iterations, but only at the cost of increased variances and larger errors. Thus the inaccuracy in the trajectory determination causes the Langevin algorithm to fail prematurely.
To improve on this situation, we monitor the difference between the results of the standard fourth order Runge-Kutta and the embedded second order algorithm (13). We use the absolute value squared of this difference as a gauge of the fourth order method, even though it is strictly only an error estimate for the embedded second order algorithm. If the value of this difference is larger than some tolerance (0.01 in our case), we reject the result of the Runge-Kutta and recompute the trajectory more accurately by applying our trajectory algorithm twice at half the time step size. At small time steps, this incurs only a very small overhead. Even at a time step of $`0.004`$ only $`3\%`$ of the trajectories have to be re-evaluated. With this improvement, our fourth order Langevin algorithm gives results as shown by solid circles in Fig. 1. (We also applied similar monitoring processes to LGV2a and LGV2b by comparing the results of their first and second order Runge-Kutta algorithms.) The step-size dependence of the fourth order algorithm is remarkably flat, and yielded the converged results of the lower algorithms at step-sizes nearly 50 times as large.
## IV Solving the Kramers Equation
While we are not aware of other multivariable 4th order Langevin algorithms, there are two fourth order algorithms in the literature for solving the Kramers equation in one dimension. Despite its more complicated appearance, the Kramers equation is actually simpler to solve than the Langevin equation. To illustrate the versatility of our operator approach, we will derive systematically a number of fourth order algorithms for solving this equation. Following Hershkovitz, we write the Kramers equations in the form
$$\ddot{q}_i=F_i(𝐪)\gamma \dot{q}_i+\zeta _i,$$
(38)
where the force is derivable from a potential, $`F_i(𝐪)=_iV(𝐪)`$. A key simplification follows from the Hamilton form of the equation
$`\dot{q}_i`$ $`=`$ $`p_i`$ (39)
$`\dot{p}_i`$ $`=`$ $`F_i(𝐪)\gamma p_i+\zeta _i,`$ (40)
where $`\zeta _i`$ is the zero-mean Gaussian random noise vector with variance
$$\zeta _i(t)\zeta _j(t^{})=\frac{2}{\beta }\gamma \delta _{ij}\delta (tt^{}).$$
(41)
The advantage here is that the noise only affects the momentum, and classically, the momentum commutes with the position-dependent force term. We will study the case of the bistable potential
$$V(q)=q^42q^2,$$
(42)
at parameter value $`\gamma =1`$ and $`\beta =5`$. For each algorithm considered below, starting with $`q(0)=0`$ and $`p(0)=0`$, we evolve the system to a finite time of $`t=6`$. For comparison, we note that the total energy approaches the equilibrium limit of $`E=0.8`$ at infinite time.
Hershkovitz has formally derived a 4th order algorithm for solving (40) using Taylor expansion, but he has given an explicit implementation only for one dimension. In one dimension, each update of his algorithm requires one determination of the particle trajectory to 4th order, 4 Gaussian random variables, and one evaluation of the derivative of the force. The results of using his algorithm to evolve the system energy as a function of the time step size $`ϵ`$ is shown as solid squares in Fig.2. The standard 4th order Runge-Kutta algorithm, which requires four evaluations of the force, is used to solve for the particle’s trajectory.
To derive factorization algorithms in any dimension, we note that the probability density function evolves according to
$$\dot{P}(𝐪,𝐩,t)=LP(𝐪,𝐩,t),$$
(43)
where
$$L=\frac{\gamma }{\beta }_𝐩^2+\gamma _𝐩𝐩𝐩_𝐪𝐅(𝐪)_𝐩L_1+L_2+L_3+L_4.$$
(44)
To factorize the evolution operator $`\mathrm{exp}(ϵL)`$ for small $`ϵ`$, we decompose $`L`$ into exactly solvable parts $`T`$ plus $`D`$ and apply known fourth order factorization schemes. Drozdov and Brey have recently initiated such a study of the Kramers equation. In this work, we have done an exhaustive search of all possible choices of solvable $`T`$ and $`D`$ such that $`[D,[T,D]]`$ or $`[T,[D,T]`$ is also solvable. We use the word “solvable” here loosely to denote either analytical result or trajectory determination. For example, the effect of $`\mathrm{exp}[ϵ(L_2+L_3+L_4)]`$ on the distribution function $`P(𝐪,𝐩,t)`$ corresponds to evolving the particle trajectory forward in time with a linear friction. Since this can be computed using any trajectory integration algorithm, we consider $`L_2+L_3+L_4`$ to be solvable. While there are many solvable choices for $`T`$ and $`D`$, such as the sum of any two $`L_i`$, few resulting double commutators are simple. The possible choices for $`T`$ and $`D`$ are dramatically reduced if we insist that one of their double commutators is also structurally similar to the original $`T`$ or $`D`$. There are then only three possibilities.
The first possibility is to take
$`T`$ $`=`$ $`L_1+L_2+L_3,`$ (45)
$`D`$ $`=`$ $`L_4,`$ (46)
which is the choice originally made by Drozdov and Brey. The Green’s function corresponding to $`\mathrm{exp}(ϵT)`$ is known analytically, and can be sampled via
$`p_i^{}`$ $`=`$ $`p_i\mathrm{e}^{\gamma ϵ}+\mu _i,`$ (47)
$`q_i^{}`$ $`=`$ $`q_i+p_i(1\mathrm{e}^{\gamma ϵ})/\gamma +\nu _i,`$ (48)
where corresponding to each pair of $`(p_i,q_i)`$, $`(\mu _i,\nu _i)`$ is a pair of correlated Gaussian random numbers given by
$`\mu _i`$ $`=`$ $`\xi _i\sqrt{{\displaystyle \frac{1}{\beta }}\left(1\mathrm{e}^{2\gamma ϵ}\right)},`$ (49)
$`\nu _i`$ $`=`$ $`{\displaystyle \frac{1}{\gamma }}\left({\displaystyle \frac{1\mathrm{e}^{\gamma ϵ}}{1+\mathrm{e}^{\gamma ϵ}}}\right)\mu _i+\xi _i^{}\sqrt{{\displaystyle \frac{1}{\beta \gamma ^2}}\left(2\gamma ϵ4\left({\displaystyle \frac{1\mathrm{e}^{\gamma ϵ}}{1+\mathrm{e}^{\gamma ϵ}}}\right)\right)}.`$ (50)
Here, $`\xi _i`$ and $`\xi _i^{}`$ are again two independent Gaussian random numbers with zero mean and unit variance. Note that at a given step size $`ϵ`$, all the above functions involving $`\mathrm{e}^{\gamma ϵ}`$, etc., only need to be evaluated once at the beginning of the simulation. The operator $`\mathrm{exp}(ϵD)`$ can be exactly simulated by
$$p_i^{}=p_i+ϵF_i(𝐪).$$
(51)
As we will see, this choice is clever because there is no trajectory equation to solve. The double commutator required for a fourth order factorization is
$$[D,[T,D]]=[L_4,[L_3,L_4]]=_𝐪|𝐅|^2_𝐩$$
(52)
which is just $`D`$ but with a force $`_𝐪|𝐅|^2`$. For each choice of $`T`$ and $`D`$, there are three generic schemes for factorizing the decomposed operator $`\mathrm{exp}[ϵ(T+D)]`$ to fourth order with purely positive coefficients. For this choice of $`T`$ and $`D`$, we found that schemes A and B of Ref. give rather similar results, so we will only present results for schemes A and C. Scheme A and C are respectively,
$$\mathrm{e}^{ϵ(T+D)}=\mathrm{e}^{\frac{1}{6}ϵD}\mathrm{e}^{\frac{1}{2}ϵT}\mathrm{e}^{\frac{2}{3}ϵ\stackrel{~}{D}}\mathrm{e}^{\frac{1}{2}ϵT}\mathrm{e}^{\frac{1}{6}ϵD}+O(ϵ^5),$$
(53)
and
$$\mathrm{e}^{ϵ(T+D)}=\mathrm{e}^{\frac{1}{6}ϵT}\mathrm{e}^{\frac{3}{8}ϵD}\mathrm{e}^{\frac{1}{3}ϵT}\mathrm{e}^{\frac{1}{4}ϵ\stackrel{~}{D}}\mathrm{e}^{\frac{1}{3}ϵT}\mathrm{e}^{\frac{3}{8}ϵD}\mathrm{e}^{\frac{1}{6}ϵT}+O(ϵ^5),$$
(54)
where
$$\stackrel{~}{D}=D+\frac{ϵ^2}{48}[D,[T,D]].$$
(55)
The results of these two algorithms are shown as solid and open circles in Fig.2. We will refer to these two as algorithms DB (Drozdov and Brey) and K4a respectively. Each algorithm evaluates the force three times and the derivative of the force once. Drozdov and Brey’s algorithm uses 4 Gaussian random numbers and K4a uses eight. For the extra effort, algorithm K4a has a much flatter convergence curve. Drozdov and Brey solved their one dimensional problem on a grid. We used Monte Carlo simulation, which can be generalized to any dimension.
The second possibility is to take
$`T`$ $`=`$ $`L_1+L_2,`$ (56)
$`D`$ $`=`$ $`L_3+L_4.`$ (57)
The operator $`\mathrm{exp}(ϵT)`$ now corresponds to an Ornstein-Uhlenbeck process in $`p_i`$ ,
$$p_i^{}=p_i\mathrm{e}^{\gamma ϵ}+\xi _i\sqrt{\frac{1}{\beta }\left(1\mathrm{e}^{2\gamma ϵ}\right)},$$
(58)
and $`\mathrm{exp}(ϵD)`$ evolves the particle trajectory forward in time without friction,
$`p_i^{}`$ $`=`$ $`p_i(ϵ),`$ (59)
$`q_i^{}`$ $`=`$ $`q_i(ϵ).`$ (60)
In this case, the simpler double commutator is
$$[T,[D,T]]=[L_2,[D,L_2]]=\gamma ^2D,$$
(61)
which does not require the derivative of the force. For this choice, we need to switch $`TD`$ in scheme A and slightly modify it as follows:
$$\mathrm{e}^{ϵ(T+D)}=\mathrm{e}^{\frac{1}{6}ϵT}\mathrm{e}^{\frac{1}{2}ϵ[1ϵ^2\gamma ^2/72]D}\mathrm{e}^{\frac{2}{3}ϵT}\mathrm{e}^{\frac{1}{2}ϵ[1ϵ^2\gamma ^2/72]D}\mathrm{e}^{\frac{1}{6}ϵT}+O(ϵ^5).$$
(62)
The effect of the double commutator simply reduces the time of the trajectory evolution. This algorithm, which will be referred to as K4b, requires two trajectory determinations but no derivative of the force and only three Gaussian random numbers. The trajectory can be computed using the standard 4th order Runge-Kutta algorithm with four force evaluations, or the 4th order Forest-Ruth symplectic algorithm with three force evaluations. The results from these two cases are plotted as solid and open diamonds respectively in Fig.2. For this choice of $`D`$, we did not bother with factorization schemes B or C, since either would have required more than two trajectory determinations.
The third possibility is to take
$`T`$ $`=`$ $`L_1,`$ (63)
$`D`$ $`=`$ $`L_2+L_3+L_4,`$ (64)
where now $`\mathrm{exp}(ϵT)`$ is just a Gaussian process in $`p_i`$,
$$p_i^{}=p_i+\zeta _i\sqrt{ϵ},$$
(65)
and $`\mathrm{exp}(ϵD)`$ evolves the particle trajectory forward in time with friction. For this case, we have the simplest result,
$$[T,[D,T]]=0,$$
(66)
and a simplified fourth order factorization
$$\mathrm{e}^{ϵ(T+D)}=\mathrm{e}^{\frac{1}{6}ϵT}\mathrm{e}^{\frac{1}{2}ϵD}\mathrm{e}^{\frac{2}{3}ϵT}\mathrm{e}^{\frac{1}{2}ϵD}\mathrm{e}^{\frac{1}{6}ϵT}+O(ϵ^5).$$
(67)
We shall refer to this as algorithm K4c. This algorithm is similar to K4b, with no force derivative necessary. If we solve the trajectory equation by the 4th order Runge-Kutta algorithm, we obtain results as shown by solid triangles in Fig.2. Note that in contrast to previous algorithms, this algorithm does not converge monotonically. It overshoots and converges from the top.
In the course of our calculations, we find that for each algorithm, a more accurately determined particle trajectory will yield a flatter convergence curve. If we now further decompose $`D=D_1+D_2`$ in algorithm K4c, with
$`D_1`$ $`=`$ $`L_2,`$ (68)
$`D_2`$ $`=`$ $`L_3+L_4,`$ (69)
the double commutator $`[D_1,[D_2,D_1]]=\gamma ^2D_2`$ is just a restatement of (61). We can again factorize,
$$\mathrm{e}^{ϵD}=\mathrm{e}^{\frac{1}{6}ϵD_1}\mathrm{e}^{\frac{1}{2}ϵ[1ϵ^2\gamma ^2/72]D_2}\mathrm{e}^{\frac{2}{3}ϵD_1}\mathrm{e}^{\frac{1}{2}ϵ[1ϵ^2\gamma ^2/72]D_2}\mathrm{e}^{\frac{1}{6}ϵD_1}+O(ϵ^5).$$
(70)
The friction evolution $`\mathrm{e}^{ϵD_1}`$ rescales the momentum,
$$p_i^{}=p_i\mathrm{e}^{\gamma ϵ},$$
(71)
and $`\mathrm{e}^{ϵD_2}`$ again evolves the trajectory forward for time $`ϵ`$. This way of solving the trajectory with friction doubles the number of trajectory calculations, but also further flattens the convergence curve. To minimize the number of force evaluations, we use the Forest-Ruth symplectic algorithm to calculate the trajectory. The results are shown as open triangles in Fig.2.
Of the algorithms studied, Drozdov and Brey’s algorithm makes maximum use of analytical knowledge and is very efficient. The improvement we suggested, algorithm K4a, with twice the number of Gaussian random numbers, seemed to double the range of the convergence. Our new algorithms K4b and K4c, while requiring two trajectory determinations, have no need of evaluating the force derivative. All these algorithms serve to illustrate the power of the factorization method. While the diligence of Hershkovitz is rewarded with just a single fourth order algorithm, we can survey the form of the evolution operator and derive many fourth order algorithms.
## V Summary and Conclusions
In this work, we have shown how the method of operator factorization can be applied to the Langevin equation to derive a practical fourth order algorithm. This method of factorizing an evolution operator of the form $`\mathrm{e}^{ϵ(A+B)}`$ leads to unitary algorithms for solving the Schr$`\ddot{\mathrm{o}}`$dinger equation in quantum mechanics, symplectic algorithms for solving Hamilton’s equations in classical mechanics, and norm preserving algorithms for solving the Langevin equation in stochastical mechanics. A key step in deriving a fourth order Langevin algorithm is our treatment of the double commutator term through successive use of normal ordering. The resulting algorithm (35) is computationally demanding, but one is rewarded by a very flat convergence curve, virtually eliminating the step-size dependent error. Future use of this algorithm in other applications may lead to further simplifications and enhancements of its utility.
We also derived a number of 4th order algorithms for solving the Kramers equation. The freedom in decomposing the kernel operator and choosing a particular factorization scheme illustrates the power of this approach. It is difficult to see these global structures from just doing Taylor expansions. One advantage of our simulation approach is that we are not restricted to solving the Kramers equation in one dimension. We can solve it in any dimension. Our use of the Kramers equation is also only illustrative, one can apply this method of operator factorization to other stochastic equations of one’s own interest.
It is observed in solving both equations that the step-size error is reduced by solving the trajectory more exactly. Different fourth order algorithms for solving the trajectory equation can yield different convergence curves. One should therefore explore the effect of using fourth order algorithms other than Runge-Kutta in implementing any of the above stochastic algorithms.
###### Acknowledgements.
This research was funded, in part, by the U. S. National Science Foundation grants PHY-9512428, PHY-9870054 and DMR-9509743.
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# Superconformal vertex algebras in differential geometry. I.
## 1. Introduction
The goal of this paper is to associate superconformal vertex algebras to smooth manifolds, especially when the manifolds are equipped with various structures as indicated in the abstract. Such results are important in the author’s program of studying mirror symmetry in terms of Quillen’s closed model category theory .
It has been known for some time in the physics literature that the sigma model has an $`N=1`$ supersymmetric extension when the target manifold is Riemannian, an $`N=2`$ supersymmetric extension if the target manifold is Kähler, and an $`N=4`$ supersymmetric extension if the target manifold is hyperkähler. See e.g. Zumino , Alvarez-Gaumé and Freedman . In the Riemannian case, when the holonomy group of the target manifold is $`G_2`$ or $`Spin(7)`$, the supersymmetry can be extended (see e.g. Shatashvilli and Vafa ); in the Kähler case, when the target manifold $`M`$ has holonomy group $`SU(n)`$ (i.e. $`M`$ is Calabi-Yau), the extended supersymmetry was considered earlier by Odake . Recall that the sigma model involves the maps from a two-dimensional Riemannian manifold to another Riemannian manifold $`M`$ (the target manifold). Since the type of supersymmetric extension depends on the target manifold, it is reasonable that the target manifold alone is the source of the supersymmetry. If that is the case, one should be able to obtain supersymmetry just from the target manifold, and deduce from it the supersymmetry of the sigma model. In this paper, we construct various bundles of superconformal vertex algebras from smooth manifolds, depending on whether they admit Riemannian metrics with various holonomy groups, or complex structures. We show that the spaces of sections of these bundles are superconformal vertex algebras of the same types as their fibers. In the cases of complex, Kähler, and hyperkähler manifolds, we also show that these bundles can be regarded as holomorphic vector bundles hence one can consider the $`\overline{}`$ operators on them. The corresponding Dolbeault cohomologies are shown to be superconformal vertex algebras, again of the same types as the fibers of the relevant bundles. Our constructions should lead to rigorous explanation of the supersymmetric extensions of sigma models with Riemannian manifolds (having special holonomy groups) as target manifolds. Notice that sigma models are not explicitly involved in . Our constructions might be implicitly known to the physicists. But to the author’s best knowledge, they have not been explicitly formulated in the present form.
Part of the motivations of this paper is to provide mathematical formulations of the $`A`$ theory and the $`B`$ theory without using the sigma model. A very important notion in string theory is that of an $`N=2`$ superconformal field theory (SCFT). We understand such a theory as the assignment of $`N=2`$ SCVA’s to suitable physical situations. Physicists showed that the primary chiral states of an $`N=2`$ SCVA form an algebra. Similarly for the primary anti-chiral states. See e.g. Lerche-Vafa-Warner . See also Warner for an exposition. A closely related notion is that of a topological vertex algebra of which one can consider the BRST cohomologies. Given an $`N=2`$ SCVA, there are two ways to twist it (called the $`A`$ twist and the $`B`$ twist respectively) to obtain a topological vertex algebra (Eguchi and Yang ). The BRST cohomology groups of these two topological vertex algebras correspond to the algebras of the primary chiral and anti-chiral states of the original $`N=2`$ SCVA respectively. Given a Calabi-Yau manifold $`M`$, it has been widely discussed in physics literature for many years that there is an $`N=2`$ SCFT associated to it, with the two twists giving the $`A`$ theory and the $`B`$ theory respectively. Witten discuss such a theory starting with sigma models with a Calabi-Yau manifold as the target manifold. However, he did not explicitly give the construction of an $`N=2`$ SCVA. The primary chiral algebra (i.e. the BRST cohomology in the $`A`$ theory) is argued to be isomorphic to the cohomology of the manifold as vector spaces, but not as algebras, hence leading to the notion of quantum cohomology (, ). Since the fundamental work by Ruan and Tian , the mathematical theory of quantum cohomology motivated by the sigma model has reached maturity through the efforts of mathematicians too many to list here. However, since such developments do not require the $`N=2`$ superconformal vertex algebras in the discussions, the problem of associating $`N=2`$ SCVA to Calabi-Yau manifolds has not been fully addressed in the mathematical literature. We will fill this gap in this paper, using constructions not involving sigma models.
It is a good time to compare with earlier work by Malikov, Schechtman, and Vaintrob . They constructed for any Calabi-Yau manifold a sheaf of topological vertex algebras. Their theory corresponds to the $`A`$ theory. It is not clear how to extend their construction to encompass the $`B`$ theory. The first essential difference between their theory and ours is that we construct an $`N=2`$ SCVA from any complex manifold $`M`$, whose twists give $`H^,(M)`$ and $`H^,(M)`$ when taking the BRST cohomologies. The $`A`$ twist and the $`B`$ twist correspond to the $`A`$ theory and the $`B`$ theory in the case of Calabi-Yau manifolds, but our construction is more general. As mentioned above, we give a unified treatment for Riemannian manifolds with holonomy groups of all possible kinds, and for complex manifolds. The second difference is that we use bundles of vertex algebras while they use sheaves of vertex algebras that do not come from vector bundles. Our constructions have the advantage of being easy and admitting treatments by usual techniques in differential geometry, while their construction involves complicated localization argument.
The connection with elliptic genera is manifest in our approach. As a byproduct, we introduce the $`K`$-theory of vertex algebra bundles and its conformal and superconformal cousins. Such theories seem to deserve further investigation because of possible links with the theory of elliptic cohomology. Note that the $`K`$-theories of infinite dimensional vector bundles was first introduced by Liu in the search of a geometric description of elliptic cohomology. The bundles of vertex algebras have been used by Tamanoi .
We remark that we have only used the construction of vertex algebras from a vector space with an inner product in this paper. Other constructions of vertex algebras can be applied in the same fashion. In particular, we will apply the constructions of vertex algebras from a symplectic vector space to symplectic geometry is a sequel . For example, we will associate $`N=2`$ SCVA’s to a symplectic manifold with a Lagrangian fibration, hence establish some relationship between our work and the Strominger-Yau-Zaslow program .
The rest of the paper is arranged as follows. In Section 2 we recall some basic definitions and facts about vertex algebras, including the definitions of $`N=2`$ superconformal vertex algebras and their primary (anti-)chiral algebras, and their relationship with topological vertex algebras and BRST cohomology. We define vertex algebra bundles and their $`K`$-theories in Section 3. In Sectio 4 we apply the construction of an $`N=1`$ SCVA from a vector space with an inner product to the tengent bundle of Riemnnian manifold. We explain extended supersymmetry discovered by physicists when the Riemanian manifold has special holonomy group in our framework. Section 5 applies the construction of an $`N=2`$ SCVA from a vector space with an inner product and a polarization to the tangent bundle of a complex or Kähler manifold. Our main result is Theorem 5.2 and Theorem 5.3. We apply in Section 6 the construction of an $`N=4`$ SCVA from a quternionic vector space to the tangentbundle of a hyperkähler manifold. Finally, we explain our choice of the vector bundles in terms of loop spaces in Section 7.
## 2. Preliminaries on vertex algebras
### 2.1. Definition of a conformal vertex algebra
A field acting on a vector space $`V`$ is a formal power series
$$a(z)=\underset{n}{}a_{(n)}z^{n1}\mathrm{End}(V)[[z,z^1]]$$
such that such that for any $`vV`$, $`a_{(n)}v=0`$ for $`n0`$. A vertex algebra consists of the following data:
* a $``$-graded vector space $`V`$ (the space of states),
* a vector $`|0V_0`$ (the vacuum vector),
* a degree zero linear map $`Y:V\mathrm{End}V[[z,z^1]]`$ (the state-field correspondence) whose image lies in the space of fields, denoted by $`Y(a,z)=_na_{(n)}z^{n1}`$,
satisfying the following axioms:
* (translation covariance): $`[T,Y(a,z)]=_zY(a,z)`$, where $`T\mathrm{End}V`$ is defined by $`T(a)=a_2|0`$ for $`aV`$,
* (vacuum): $`Y(|0,z)=\mathrm{id}_V`$, $`Y(a,z)|0|_{z=0}=a`$,
* (locality): for any $`a,bV`$, $`Y(a,z)`$ and $`Y(b,w)`$ are mutually local.
###### Example 2.1.
A vertex algebra $`V`$ is called holomorphic if $`a_{(n)}=0`$ for $`n0`$. Holomorphic vertex algebras correspond to graded commutative associative algebras with unit and with a derivation $`T`$ of even degree:
$$Y(a,z)b=e^{zT}(a)b.$$
A conformal vertex algebra of rank $`c`$ is a vertex algebra $`V`$ with a conformal vector $`\nu `$ of degree $`0`$ such that the corresponding field $`Y(\nu ,z)=_nL_nz^{n2}`$ satisfies:
(1) $`[L_m,L_n]=(mn)L_{m+n}+{\displaystyle \frac{(m^3m)c}{12}}\delta _{m+n,0};`$
furthermore, $`L_1=T`$, and $`L_0`$ is diagonizable. Some authors have used the term vertex operator algebras.
### 2.2. $`N=1`$ superconformal vertex algebras
An $`N=1`$ superconformal vertex algebra a vertex algebra $`V`$ of order $`c`$ with an odd vector $`\tau `$ (called $`N=1`$ superconformal vector), such that the field $`G(z)=Y(\tau ,z)=_{n\frac{1}{2}+}G_mz^{n\frac{3}{2}}`$ satisfies
$`[G_m,G_n]=2L_{m+n}+{\displaystyle \frac{1}{3}}(m^2{\displaystyle \frac{1}{4}})\delta _{m+n}c,`$
$`[G_m,L_n]=(m{\displaystyle \frac{n}{2}})G_{m+n}`$
### 2.3. $`N=2`$ superconformal vertex algebras
An $`N=2`$ superconformal vertex algebra (SCVA) is a conformal vertex algebra $`V`$ with two odd vectors $`\tau ^\pm `$ and an even vector $`j`$ such that the fields $`G^\pm (z)=Y(\tau ^\pm ,z)=_{r\frac{1}{2}+}G_r^\pm z^{r\frac{3}{2}}`$ and $`J(z)=Y(j,z)=_nJ_nz^{n1}`$ satisfy
(2) $`[G_r^{},G_s^+]=2L_{r+s}(rs)J_{r+s}+{\displaystyle \frac{c}{3}}(r^2{\displaystyle \frac{1}{4}})\delta _{r+s,0},`$
(3) $`[G_r^+,G_s^+]=[G_r^{},G_s^{}]=0,`$
(4) $`[L_m,L_n]=(mn)L_{m+n}+{\displaystyle \frac{c}{12}}m(m^21)\delta _{m+n,0},`$
(5) $`[L_n,G_r^\pm ]=({\displaystyle \frac{n}{2}}r)G_{n+r}^\pm ,`$
(6) $`[L_n,J_m]=mJ_{m+n},`$
(7) $`[J_m,J_n]={\displaystyle \frac{c}{3}}m\delta _{m+n,0},`$
(8) $`[J_n,G_r^\pm ]=\pm G_{n+r}^\pm .`$
It is easy to see that for any nonzero $`a`$, $`a\tau ^++\frac{1}{a}\tau ^{}`$ is an $`N=1`$ superconformal vector.
### 2.4. Primary chiral algebra of an $`N=2`$ SCVA
A state $`a`$ in an $`N=2`$ superconformal vertex algebra is called primary of conformal weight $`h`$ and $`U(1)`$ charge $`q`$ if
$`L_na=J_na=0,n1,`$
$`L_0a=ha,J_0a=qa,`$
$`G_r^\pm a=0,r{\displaystyle \frac{1}{2}}.`$
An $`N=2`$ SCVA $`V`$ is said to be unitary if there a positive definite Hermitian metric $`|`$ on $`V`$ such that $`(G_r^+)^{}=G_r^{}`$. It is easy to see that if $`(V,|)`$ is a unitary $`N=2`$ SCVA, then we have
$`L_n^{}`$ $`=L_n,`$ $`J_n^{}=J_n.`$
An $`N=2`$ SCVA is said to be nondegenerate if the eignevalues of $`L_0`$ are discrete, bounded from below, and with finite dimensional eigenspaces.
In an $`N=2`$ SCVA, a state $`a`$ is called chiral if it satisfies:
$$G_{\frac{1}{2}}^+a=0.$$
Similarly, a field $`a(z)`$ is called chiral if it satisfies:
$$[G_{\frac{1}{2}}^+,a(z)]=0.$$
Anti-chiral states and fields are defined with $`+`$ replaced by $``$. We now recall some important results from Lerche-Vafa-Warner .
###### Lemma 2.1.
In a unitary $`N=2`$ SCVA $`V`$, if $`a`$ is a vector of conformal weight $`h`$ and $`U(1)`$ charge $`q`$, then
$$h|q|/2,$$
with $`h=q/2`$ (resp. $`h=q/2`$) iff $`a`$ is a primary chiral (resp. anti-chiral) state.
###### Corollary 2.1.
In a unitary $`N=2`$ SCVA $`V`$, the primary chiral states form an graded commutative associative algebra induced by the normally ordered product: the product between states $`a`$ and $`b`$ is given by $`a_{(1)}b`$. Similarly for the primary anti-chiral states. (These algebras will be referred to as the primary chiral algebra and primary anti-chiral algebra of $`V`$ respectively.)
###### Lemma 2.2.
Let $`V`$ be a unitary $`N=2`$ SCVA of central charge $`c`$. if $`aV`$ is of conformal weight $`h`$ and $`U(1)`$ charge $`q`$, then one has
$$hc/6.$$
###### Corollary 2.2.
The space of primary chiral states in a nondegenerate unitary $`N=2`$ SCVA is finite dimensional.
### 2.5. Topological vertex algebras and BRST cohomology
Closely related to $`N=2`$ SCVA are the topological vertex algebras. Recall that a topological vertex algebra of rank $`d`$ is a conformal vertex algebra of central charge $`0`$, equipped with an even element $`J`$ of conformal weight $`1`$, an odd element $`Q`$ of conformal weight $`1`$, and an odd element $`G`$ of conformal weight $`2`$, such that their fields satisfy the following OPE’s:
(9) $`T(z)T(w){\displaystyle \frac{2T(w)}{(zw)^2}}+{\displaystyle \frac{_WT(w)}{zw}},`$
(10) $`J(z)J(w){\displaystyle \frac{d}{(zw)^2}},`$
(11) $`T(z)J(w){\displaystyle \frac{d}{(zw)^3}}+{\displaystyle \frac{J(w)}{(zw)^2}}+{\displaystyle \frac{_wJ(w)}{zw}},`$
(12) $`G(z)G(w)0,`$
(13) $`T(z)G(w){\displaystyle \frac{2G(w)}{(zw)^2}}+{\displaystyle \frac{_wG(w)}{zw}},`$
(14) $`J(z)G(w){\displaystyle \frac{G(w)}{zw}},`$
(15) $`Q(z)Q(w)0,`$
(16) $`T(z)Q(w){\displaystyle \frac{Q(w)}{(zw)^2}}+{\displaystyle \frac{_wQ(w)}{zw}},`$
(17) $`J(z)Q(w){\displaystyle \frac{Q(w)}{zw}},`$
(18) $`Q(z)G(w){\displaystyle \frac{d}{(zw)^3}}+{\displaystyle \frac{J(w)}{(zw)^2}}+{\displaystyle \frac{T(w)}{zw}}.`$
Here we have written the Virasoro field associated with the conformal vector as $`T(z)=_nT_nz^{n2}`$. As a consequence of (15),
$$Q_0^2=\frac{1}{2}[Q_0,Q_0]=0.$$
The operator $`Q_0`$ is called the BRST operator, and the cohomology
$$H^{}(V,Q_0)=\mathrm{Ker}Q_0/\mathrm{Im}Q_0$$
is called the BRST cohomology. From (15), one gets
$$T(z)=[Q_0,G(z)].$$
Hence for any $`v\mathrm{Ker}Q_0`$, we have
$$T_nv=[Q_0,G_n]v=Q_0G_nv\mathrm{Im}Q_0.$$
In other words, the map $`[v][T_nv]`$ induces a trivial representation of the Virasoro algebra on the BRST cohomology.
Inspired by Witten , Eguchi and Yang discovered the following important twisting construction:
###### Proposition 2.1.
Given an $`N=2`$ SCVA $`V`$ with Virasoro field $`L(z)`$, supercurrents $`G^\pm (z)`$ and $`U(1)`$ current $`J(z)`$, one obtains a topological vertex algebra by taking:
$`T(z)=L(z)+{\displaystyle \frac{1}{2}}_zJ(z),`$ $`J_{top}(z)=J(z),`$
$`Q(z)=G^+(z),`$ $`G(z)=G^{}(z),`$
or
$`T(z)=L(z){\displaystyle \frac{1}{2}}_zJ(z),`$ $`J_{top}(z)=J(z),`$
$`Q(z)=G^{}(z),`$ $`G(z)=G^+(z).`$
Conversely, given a topological vertex algebra, one can obtain an $`N=2`$ SCVA structure on it by
$`L(z)=T(z){\displaystyle \frac{1}{2}}_zJ_{top}(z),`$ $`J(z)=J_{top}(z),`$
$`G^+(z)=Q(z),`$ $`G^{}(z)=G(z),`$
or
$`L(z)=T(z)+{\displaystyle \frac{1}{2}}_zJ_{top}(z),`$ $`J(z)=J_{top}(z),`$
$`G^+(z)=G(z),`$ $`G^{}(z)=Q(z).`$
In the above, we have used $`J_{top}`$ to denote the $`U(1)`$ charge for the topological vertex algebra.
###### Definition 2.1.
The two twists in Proposition 2.1 will be referred to as the $`A`$ twist and the $`B`$ twist respectively.
As remarked in Lian-Zuckerman , §3.9.4, the BRST cohomology of a topological vertex algebra is graded commutative and associative. The following results from Lerche-Vafa-Warner provide an alternative explanation.
###### Lemma 2.3.
(Hodge decomposition) In a unitary $`N=2`$ SCVA $`V`$ of central charge $`c`$, any state of conformal weight $`h`$ and $`U(1)`$ charge $`q`$ can be uniquely written as
$$a=a_0+G_{\frac{1}{2}}^+a_++G_{\frac{1}{2}}^{}a_{},$$
for some primary chiral state $`a_0`$ and some states $`a_+`$ and $`a_{}`$. Furthermore, when $`a`$ is chiral, then one can take $`a_{}=0`$.
###### Proposition 2.2.
For a nondegenerate unitary $`N=2`$ SCVA, the primary chiral (resp. anti-chiral) algebra is isomorphic to the BRST cohomology of the $`A`$ twist (resp. the $`B`$ twist).
## 3. Vertex algebra bundles and the related $`K`$-theories
### 3.1. The category of vertex algebras
We recall some categorical notions which will be used later. A homomorphism from a vertex algebra $`V`$ to a vertex algebra $`V^{}`$ is a linear map $`f:VV^{}`$ of degree $`0`$ such that
$$f(a_{(n)}b)=f(a)_{(n)}f(b)$$
for all $`a,bV`$, $`n`$. One can define a category $`𝒱𝒜`$ which has objects the vertex algebras and as morphisms the vertex algebra homomorphisms. Isomorphisms and automorphisms in this category are defined as usual. Given two vertex algebras $`U`$ and $`V`$, $`UV`$ is a vertex algebra with
$`|0_{Uv}=|0_U|0_V,`$
$`Y(uv,z)=Y(u,z)Y(v,z)={\displaystyle \underset{n}{}}(u_{(n)}v_{(n)})z^{n1}.`$
The direct sum gives the (categorical) product in the category $`𝒱𝒜`$. Similarly, $`UV`$ is a vertex algebra with
$`|0_{UV}=|0_U|0_V,`$
$`Y(uv,z)=Y(u,z)Y(v,z)={\displaystyle \underset{m,n}{}}u_{(m)}v_{(n)}z^{mn2}.`$
This tensor product and the natural isomorphism $`UVVU`$ give $`𝒱𝒜`$ the structure of a symmetric monoidal category (see e.g. Mac Lane for definition).
Other categorical notions such as subobjects and quotient objects can also be easily defined. A subalgebra of a vertex algebra $`V`$ is a subspace $`U`$ containing $`|0`$ such that $`a_{(n)}UU`$ for all $`aU`$. It is clear that $`U`$ is a vertex algebra with $`Y(a,z)=_na_{(n)}|_Uz^{n1}`$. An ideal of a vertex algebra $`V`$ is a $`T`$-invariant subspace $`I`$ not containing $`|0`$ such that $`a_{(n)}II`$ for all $`aV`$. By skew symmetry, one sees that
$$a_{(n)}VI$$
for all $`aI`$. Hence the quotient space $`V/I`$ has a structure of a vertex algebra such that the quotient map is a homomorphism of vertex algebras.
The above definitions can be easily extended to the case of charged vertex algebras, conformal vertex algebras and $`N=n`$ superconformal vertex algebras. We remark on the case of tensor product. Let $`U`$ be a vertex algebra and $`V`$ be a conformal vertex algebra with conformal vector $`\nu _V`$. Then $`UV`$ is a conformal vertex algebra with conformal vector $`|0_U\nu _V`$. This makes the category of conformal vertex algebras a module over the category of vertex algebra. Of course when $`U`$ is also conformal with conformal vector $`\nu _U`$, then we can take $`\nu _U|0_V+|0_U\nu _V`$ to be the conformal vector of $`UV`$. Similarly for $`N=n`$ superconformal vertex algebras.
### 3.2. Vertex algebras bundles
Let $`V`$ be a vertex algebra, denote by $`\mathrm{Aut}(V)`$ the automorphism group of $`V`$. Let $`M`$ be a smooth topological space, a vertex algebra bundle with fiber $`V`$ over $`M`$ is a vector bundle $`\pi :EM`$ with fiber $`V`$ such that the transition functions lie in $`\mathrm{Aut}(V)`$. Similarly define conformal vertex algebra bundles and superconformal vertex algebra bundles. When $`M`$ is a smooth manifold or a complex manifold, one can also define smooth or holomorphic vertex algebra bundles.
###### Remark 3.1.
Given a vertex algebra $`V`$, it is interesting to construct a universal vertex algebra bundle $`𝒱B_V`$ with fiber $`V`$ such that every other vertex algebra bundle $`EM`$ with fiber $`V`$ can be obtained by pulling back along a continuous map $`f:MB_V`$.
###### Lemma 3.1.
Given a vertex algebra bundle $`EM`$, the space $`E(M)`$ of sections has an induced structure of a vertex algebra. Similarly for (charged) conformal vertex algebra bundles and superconformal vertex algebra bundles.
###### Proof.
Since the vacuum $`|0`$ is preserved by the automorphisms, it defines a section which we denote by $`|0_M`$. Given two sections $`A`$ and $`B`$, the assignment
$$xMA(x)_{(n)}B(x)$$
defines a section denoted by $`A_{(n)}B`$. It is straightforward to check that
$$Y(A,z)B=\underset{n}{}A_{(n)}Bz^{n1}$$
then defines a structure of a vertex algebra on $`E(M)`$. ∎
### 3.3. Differential vertex algebras and their cohomology algebras
A derivation of degree $`k`$ on a vertex algebra $`V`$ is a linear map $`S:VV`$ of degree $`k`$ such that
$$S(a_{(n)}b)=(Sa)_{(n)}b+(1)^{k|a|}a_{(n)}(Sb)$$
for all $`aV`$, $`n`$. A differential is a derivation $`d`$ of degree $`1`$ such that $`d^2=0`$. One can easily extend the above definitions to conformal vertex algebras and $`N=n`$ SCVA’s. For example, in the case of conformal vertex algebras, a derivation is required to annihilate the conformal vector $`\nu `$.
We omit the routine proof of the following:
###### Lemma 3.2.
Given a differential $`d`$ on a vertex algebra $`V`$, $`\mathrm{Ker}d`$ is a vertex subalgebra of $`V`$, $`\mathrm{Im}d`$ is an ideal of $`\mathrm{Ker}d`$. Hence the cohomology $`H(V,d)=\mathrm{Ker}d/\mathrm{Im}d`$ is a vertex algebra. We have similar results for (charged) conformal vertex algebras and $`N=n`$ SCVA’s.
### 3.4. $`K`$-theories of vertex algebra bundles
The isomorphism classes of vertex algebra bundles on a topological space $`X`$ form an abelian monoid under the direct sum. Denote by $`K^{va}(X)`$ the Grothendieck group of this monoid. The tensor product induces a structure of a ring on this group. We can similarly define $`K`$ theory of conformal vertex algebra bundles, charged conformal vertex algebra bundles, and $`N=n`$ superconformal vertex algebra bundles. We denote them by $`K^{cva}(X)`$, $`K^{ccva}(X)`$, and $`K^{nscva}(X)`$ respectively.
###### Remark 3.2.
The $`K`$ theories of infinite dimensional vector bundles were introduced by Liu in the search of geometric constructions of elliptic cohomology. The bundles of vertex algebras have been used by Tamanoi . Our construction is partly inspired by their work.
We restrict our attentions to conformal vertex algebra bundles such that in each fiber $`L_0`$ is diagonalizable with finite dimensional eigenspaces. For such bundles, we consider
$$G_q(E)=\underset{n}{}E_{c_n,h_n}q^{h_n\frac{c_n}{24}},$$
where $`E_{c_n,h_n}`$ is the subbundle of elements of central charge $`c_n`$ and conformal weight $`h_n`$. This extends to a homomorphism of the corresponding $`K`$-theories. For an $`N=2`$ SCVA bundle $`E`$, we also define
$$G_{q,y}(E)=\underset{n}{}E_{c_n,h_n,j_n}q^{h_n\frac{c_n}{24}}y^{j_n},$$
where $`E_{c_n,h_n,j_n}`$ is the subbundle of elements of central charge $`c_n`$, conformal weight $`h_n`$, and $`U(1)`$ charge $`j_n`$. This extends to a homomorphism of the corresponding $`K`$-theories.
## 4. $`N=1`$ SCVA bundle from a Riemannian manifold
### 4.1. $`N=1`$ SCVA from a vector space with an inner product
Let $`T`$ be a finite dimensional complex vector space with an inner product $`g:TT`$. The space
$$B(T,g)=S(_{n<0}t^nT)=_{n>0}S(t^nT)$$
is spanned by elements of the form
$$a_{j_11}^1\mathrm{}a_{j_m1}^m,$$
where $`a^1,\mathrm{},a^mT`$, and for any $`aT`$, $`n`$, $`a_n=t^na`$. For any $`aV`$, define a field on $`B(T,g)`$ by
$$a(z)=\underset{n}{}a_{(n)}z^{n1},$$
where for $`n<0`$, $`a_{(n)}`$ is symmetric product by $`a_n`$; for $`n0`$, $`a_{(n)}`$ is $`n`$ times the contraction by $`a_n`$. Similarly, the space
$$F(T,g)_{NS}=\mathrm{\Lambda }(_{n>0}t^{n+\frac{1}{2}}T)=_{n>0}\mathrm{\Lambda }(t^{n+\frac{1}{2}}T)$$
is spanned by elements of the form
$$\varphi _{j_1\frac{1}{2}}^1\mathrm{}\varphi _{j_m\frac{1}{2}}^m,$$
where $`\varphi ^1,\mathrm{},\varphi ^mT`$, $`j_1,\mathrm{},j_m0`$. For $`\varphi T`$, $`\varphi _{n+\frac{1}{2}}`$ stands for $`t^{n+\frac{1}{2}}\varphi `$. Define a field
$$\varphi (z)=\underset{r\frac{1}{2}+}{}\varphi _{(r)}z^{r\frac{1}{2}},$$
where for $`r<0`$, $`\varphi _{(r)}`$ is the exterior product by $`\varphi _r`$; for $`r>0`$, $`\varphi _{(r)}`$ is the contraction by $`\varphi _r`$.
###### Proposition 4.1.
(a) There is a structure of conformal vertex algebra on $`B(T,g)`$ defined by
$$Y(a_{j_11}^1\mathrm{}a_{j_m1}^m,z)=:^{(j_1)}a^1(z)\mathrm{}^{(j_m)}a^m(z):$$
for $`a^1,\mathrm{},a^mT`$ and $`j_1,\mathrm{},j_m0`$, with conformal vector
$$\nu _B=\frac{1}{2}\underset{i}{}a_1^ia_1^i$$
of central charge $`c=dimT`$, where $`\{a^i\}`$ is an orthonormal basis of $`T`$.
(b) There is a structure of a conformal vertex algebra on $`F(T,g)_{NS}`$ defined by
$$Y(\varphi _{j_1\frac{1}{2}}^1\mathrm{}\varphi _{j_m\frac{1}{2}}^m,z)=:^{(j_1)}\varphi ^1(z)\mathrm{}^{(j_n)}\varphi ^m(z):$$
for $`\varphi ^1,\mathrm{},\varphi ^mT`$ and integers $`j_1,\mathrm{},j_m0`$, with conformal vector
$$\nu _F=\frac{1}{2}\underset{i}{}\varphi _{\frac{3}{2}}^i\varphi _{\frac{1}{2}}^i$$
of central charge $`c=\frac{1}{2}dimT`$, where $`\{\varphi ^i\}`$ is an orthonormal bases of $`T`$.
(c) The tensor product $`V(T,g)=B(T,g)F(T,g)_{NS}`$ is an $`N=1`$ SCVA of central charge $`\frac{3}{2}dimT`$ with
$`\tau `$ $`={\displaystyle \underset{i}{}}a_1^i\varphi _{\frac{1}{2}}^i,`$ $`\nu `$ $`={\displaystyle \frac{1}{2}}{\displaystyle \underset{i}{}}a_1^ia_1^i+{\displaystyle \frac{1}{2}}{\displaystyle \underset{i}{}}\varphi _{\frac{3}{2}}^i\varphi _{\frac{1}{2}}^i,`$
where $`\{e^i\}`$ is an orthonormal basis of $`T`$, and we write it as $`\{a^i\}`$ for the copy of $`T`$ in $`B(T,g)`$, and as $`\{\varphi ^i\}`$ for the copy of $`T`$ in $`F(T,g)_{NS}`$.
###### Remark 4.1.
It is clear that $`\nu _B`$, $`\nu _F`$ and $`\nu `$ are independent of the choice of the basis. Furthermore, $`O(T,g)`$ acts on $`B(T,g)`$, $`F(T,g)`$ and $`V(T,g)`$ as automorphisms.
### 4.2. $`N=1`$ SCVA bundles from Riemannian manifolds
For any Riemannian manifold $`(M,g)`$, we consider the principal bundle $`O(M,g)`$ of orthonormal frames. Pick a point $`xM`$. The structure group of $`O(T,g)`$ is $`O(T_xM,g_x)`$, which acts on $`V(T_xM,g)`$ by automorphisms. Applying Proposition 4.1, Remark 4.1 and Lemma 3.1, we get the following:
###### Theorem 4.1.
Let $`(M,g)`$ be a Riemannian manifold. Then
$$V(TM,g)_{NS}=_{n>0}\mathrm{\Lambda }(t^{n+\frac{1}{2}}TM)_{n>0}S(t^nTM)$$
is an $`N=1`$ SCVA bundle, hence $`\mathrm{\Gamma }(M,V(TM,g)_{NS})`$ is an $`N=1`$ SCVA.
The bundle $`V(TM,g)_{NS}`$ has appeared in the theory of elliptic genera. It is easy to see that
$$G_q(V(TM,g)_{NS}=q^{\frac{dimT}{16}}_{n>0}S_{q^n}(TM)_{n>0}\mathrm{\Lambda }_{q^{n\frac{1}{2}}}(TM)$$
(cf. Witten , (27)). A related formal power series
$$q^{\frac{dimT}{16}}_{n>0}S_{q^n}(TM)_{n>0}\mathrm{\Lambda }_{q^{n\frac{1}{2}}}(TM)$$
(cf. Liu ) can be obtained by introducing an operator $`(1)^F`$.
### 4.3. Riemannian manifolds of special holonomy groups and extended supersymmetries
By a theorem of Berger (see also Simons ), the local holonomy groups of a nonsymmetric Riemannian manifold can only be $`O(n)`$, $`SO(n)`$, $`U(n/2)`$, $`SU(n/2)`$, $`Sp(n)`$, $`Sp(n)Sp(1)`$, $`G_2`$ and $`Spin(7)`$. As is known to the physicists, the $`N=1`$ SCVA in Theorem 4.1 can be extended for Riemannian manifolds of special holonomy groups. We will briefly indicate how this is done in the case of $`G=G_2`$ and $`Spin(7)`$ in this section (cf. Shatashvilli-Vafa ).
Denote by $`\rho :G_2O(^7)`$ the holonomy representation of $`G_2`$, and let $`\{e^i:i=1,\mathrm{},7\}`$ be an oriented orthonormal basis of $`^7`$ with standard Euclidean metric $`g_0`$. Then the $`G_2`$ preserves the following exterior form:
$$\mathrm{\Phi }=e^1e^2e^5+e^1e^3e^6+e^1e^4e^7e^2e^3e^7+e^2e^4e^6e^3e^4e^5+e^3e^6e^7.$$
Now regard $`\mathrm{\Phi }`$ as an element of $`\mathrm{\Lambda }(t^{\frac{1}{2}}^7)`$ in $`V(^7,g_0)`$ and consider the field $`\mathrm{\Phi }(z)`$. More fields can be found by computing the OPE’s. For examples,
$$\mathrm{\Phi }(z)\mathrm{\Phi }(w)\frac{7}{(zw)^3}+\frac{6X(w)}{zw},$$
where
$`X`$ $`=`$ $`\varphi _{\frac{1}{2}}^1\varphi _{\frac{1}{2}}^2\varphi _{\frac{1}{2}}^3\varphi _{\frac{1}{2}}^4+\varphi _{\frac{1}{2}}^1\varphi _{\frac{1}{2}}^2\varphi _{\frac{1}{2}}^6\varphi _{\frac{1}{2}}^7`$
$`\varphi _{\frac{1}{2}}^1\varphi _{\frac{1}{2}}^3\varphi _{\frac{1}{2}}^5\varphi _{\frac{1}{2}}^7+\varphi _{\frac{1}{2}}^1\varphi _{\frac{1}{2}}^4\varphi _{\frac{1}{2}}^5\varphi _{\frac{1}{2}}^6`$
$`\varphi _{\frac{1}{2}}^2\varphi _{\frac{1}{2}}^3\varphi _{\frac{1}{2}}^5\varphi _{\frac{1}{2}}^6\varphi _{\frac{1}{2}}^2\varphi _{\frac{1}{2}}^4\varphi _{\frac{1}{2}}^5\varphi _{\frac{1}{2}}^7`$
$`\varphi _{\frac{1}{2}}^3\varphi _{\frac{1}{2}}^4\varphi _{\frac{1}{2}}^6\varphi _{\frac{1}{2}}^7{\displaystyle \frac{1}{2}}\varphi _{\frac{3}{2}}\varphi _{\frac{1}{2}}.`$
Except for the last term, $`X`$ corresponds to $`\mathrm{\Phi }`$. Two more states, $`K`$ and $`M`$, can be found by taking the OPE’s of $`\mathrm{\Phi }(z)`$ and $`X(z)`$ with $`G(z)`$ respectively. A remarkable fact is that the six states $`\nu `$, $`\tau `$, $`\mathrm{\Phi }`$, $`X`$, $`K`$, and $`M`$ generates a vertex algebra $`V_{G_2}`$ which is an extension of the $`N=1`$ Neveu-Schwarz algebra (cf. Shatashvilli-Vafa , Appendix 1). Furthermore, it is easy to see that all these vectors are preserved by the $`G_2`$-action induced by the holonomy representation. Let $`(M^7,g)`$ be a Riemaniann manifold with holonomy group $`G_2`$. Then there is a local trivialization of $`TM`$ such that the transition functions lie in $`G_2`$. As a consequence, each of these states induces a section in the bundle $`V(TM,g)_{NS}`$, hence $`V_{G_2}`$ also acts on $`\mathrm{\Gamma }(M,V(TM,g)_{NS})`$. The case of $`Spin(7)`$ is similar.
### 4.4. The case of quaternionic Kähler manifolds
A quaternionic Kähler manifold of dimension $`>4`$ is Riemannian manifold with holonomy group $`Sp(n)Sp(1)`$ (cf. Salamon ). Let $`(M,g)`$ be quaternionic Kähler manifold, then there is a three dimensional subbundle $`E\mathrm{\Lambda }^2(T^{}M)`$ preserved by the Levi-Civita connections, such that locally one can find a basis $`\{\omega _1,\omega _2,\omega _3\}`$ corresponding to three local almost complex structures $`K_1`$, $`K_2`$, $`K_3`$ with $`K_1K_2=K_2K_1=K_3`$. The $`4`$-form
$$\mathrm{\Omega }=\frac{1}{2}(\omega _1\omega _1+\omega _2\omega _2+\omega _3\omega _3)$$
is globally well-defined and parallel. Conversely a Riemannian manifold admiting a parallel $`4`$-form locally of this form is a quaternionic Kähler manifold. Regard $`\mathrm{\Omega }`$ as an element in $`\mathrm{\Gamma }(M,\mathrm{\Lambda }^4(t^{\frac{1}{2}}TM))\mathrm{\Gamma }(M,V(TM,g)_{NS})`$. It can also be regarded as an element $`\widehat{\mathrm{\Omega }}`$ of $`\mathrm{\Gamma }(M,S^1(t^{\frac{1}{2}}TM)\mathrm{\Lambda }^3(t^1TM))`$. Calculations by Wick’s theorem in each fiber show that we have
$`L(z)\mathrm{\Omega }(w)`$ $``$ $`{\displaystyle \frac{2\mathrm{\Omega }(w)}{(zw)^2}}+{\displaystyle \frac{_w\mathrm{\Omega }(w)}{zw}},`$
$`\mathrm{\Omega }(z)\mathrm{\Omega }(w)`$ $``$ $`{\displaystyle \frac{3n(2n+1)}{(zw)^4}}+{\displaystyle \frac{4\mathrm{\Omega }(w)+3n(2n+1)L_F(w)}{(zw)^2}}`$
$`+{\displaystyle \frac{_w(4\mathrm{\Omega }(w)+3n(2n+1)L_F(w))}{2(zw)}},`$
$`G(z)\mathrm{\Omega }(w)`$ $``$ $`{\displaystyle \frac{\widehat{\mathrm{\Omega }}(w)}{zw}},`$
$`L(z)\widehat{\mathrm{\Omega }}(w)`$ $``$ $`{\displaystyle \frac{\frac{5}{2}\widehat{\mathrm{\Omega }}(w)}{(zw)^2}}+{\displaystyle \frac{_w\widehat{\mathrm{\Omega }}(w)}{zw}},`$
$`G(z)\widehat{\mathrm{\Omega }}(w)`$ $``$ $`{\displaystyle \frac{4\mathrm{\Omega }(w)}{(zw)^2}}+{\displaystyle \frac{_w\mathrm{\Omega }(w)}{zw}},`$
where $`L_F(w)=Y(\nu _F,w)`$. The OPE’s $`\mathrm{\Omega }(z)\widehat{\mathrm{\Omega }}(w)`$ and $`\widehat{\mathrm{\Omega }}(z)\widehat{\mathrm{\Omega }}(w)`$ are very complicated. We will not pursue it here.
## 5. $`N=2`$ SCVA bundles from complex manifolds
### 5.1. $`N=2`$ SCVA’s from a space with an inner product and a polarization
A polarization of a vector space $`T`$ with an inner product $`g`$ is a decomposition $`T=T^{}T^{\prime \prime }`$, such that $`g(a_1,a_2)=g(b_1,b_2)=0`$, for $`a_1,a_2T^{}`$, $`b_1,b_2T^{\prime \prime }`$. Given a polarization $`T=T^{}T^{\prime \prime }`$ of $`(T,g)`$, it is easy to see that $`g`$ induces an isomorphism $`T^{\prime \prime }(T^{})^{}`$. In particular, this implies that a vector space with an inner product is even dimensional if it admits a polarization.
From now on we assume that $`(T,g)`$ admits a polarization $`T=T^{}T^{\prime \prime }`$. Then
$$F(T,g)_{NS}=_{n>0}\mathrm{\Lambda }(t^{n+\frac{1}{2}}T^{})_{n>0}\mathrm{\Lambda }(t^{n+\frac{1}{2}}T^{\prime \prime }).$$
Consider also the space
$`F(T,g)_R=\mathrm{\Lambda }(_{n0}t^nT^{})\mathrm{\Lambda }(_{n>0}t^nT^{\prime \prime })`$
$`=`$ $`\mathrm{\Lambda }(T^{})_{n>0}\mathrm{\Lambda }(t^nT^{})_{n>0}\mathrm{\Lambda }(t^nT^{\prime \prime })`$
Notice that $`\mathrm{\Lambda }(T^{})`$ is isomorphic to the space $`\mathrm{\Delta }(T)`$ of spinors of $`(T,g)`$. So we can also write
$$F(T,g)_R=\mathrm{\Delta }(T)_{n>0}\mathrm{\Lambda }(t^nT).$$
Let $`\{\phi ^i\}`$ be a basis of $`T^{}`$, $`\{\psi ^i\}`$ a basis of $`T^{\prime \prime }`$, such that $`\omega (\phi ^i,\psi ^j)=\delta _{ij}`$. Then $`F(T,g)_R`$ has a basis consists of elements of the form:
$$\phi _{k_1}^{i_1}\mathrm{}\phi _{k_m}^{i_m}\psi _{l_11}^{j_1}\mathrm{}\psi _{l_n1}^{j_n},$$
where $`k_1,\mathrm{},k_m,l_1,\mathrm{},l_n0`$. In the NS case, set
$`\phi ^i(z)`$ $`={\displaystyle \underset{r\frac{1}{2}+}{}}\phi _{(r)}^iz^{r\frac{1}{2}},`$ $`\psi ^i(z)`$ $`={\displaystyle \underset{r\frac{1}{2}+}{}}\psi _{(r)}^iz^{r\frac{1}{2}},`$
where for $`r<0`$, $`\phi _{(r)}^i`$ and $`\psi _{(r)}^i`$ are exterior products by $`\phi _r^i`$ and $`\psi _r^i`$ respectively, for $`r>0`$, $`\phi _{(r)}^i`$ and $`\psi _{(r)}^i`$ are contractions by $`\phi _r^i`$ and $`\psi _r^i`$ respectively; in the R case, set
$`\phi ^i(z)`$ $`={\displaystyle \underset{n}{}}\phi _n^iz^n,`$ $`\psi ^i(z)`$ $`={\displaystyle \underset{n}{}}\psi _n^iz^{n1},`$
where for $`n<0`$,
Similar to Proposition 4.1, we have the following the following:
###### Proposition 5.1.
Let $`(T,g)`$ be a finite dimensional complex vector space with a polarization $`T=T^{}T^{\prime \prime }`$. Also let $`\{e^i\}`$ and $`\{f^j\}`$ be bases of $`T^{}`$ and $`T^{\prime \prime }`$ such that $`g(e^i,f^j)=\delta _{ij}`$. Write these bases as $`\{b^i\}`$ and $`\{c^j\}`$ respective for the copies of $`T`$ in the bosonic sector, and as $`\{\phi ^i\}`$ and $`\{\psi ^i\}`$ for the copies of $`T`$ in the fermionic sector.
(a) There is a structure of a vertex algebra on $`F(T,g)_{NS}`$ defined by
$`Y(\phi _{k_1\frac{1}{2}}^{i_1}\mathrm{}\phi _{k_m\frac{1}{2}}^{i_m}\psi _{l_1\frac{1}{2}}^{j_1}\mathrm{}\psi _{l_n\frac{1}{2}}^{j_n})`$
$`=`$ $`:_z^{(k_1)}\phi ^{i_1}(z)\mathrm{}_z^{(k_m)}\phi ^{i_m}(z)_z^{(l_1)}\psi ^{j_1}(z)\mathrm{}_z^{(l_m)}\psi ^{j_m}(z):.`$
Furthermore, for any $`\lambda `$,
$$\nu _\lambda =(1\lambda )\underset{i}{}\phi _{\frac{3}{2}}^i\psi _{\frac{1}{2}}^i+\lambda \underset{i}{}\psi _{\frac{3}{2}}^i\phi _{\frac{1}{2}}^i$$
is a conformal vector of central charge
$$(6\lambda ^26\lambda +1)dimT.$$
Simlarly for $`F(T,g)_R`$.
(b) There is a structure of is an $`N=2`$ SCVA of conformal weight $`\frac{3}{2}dimT`$ on $`V(T,g)_{NS}=F(T,g)_{NS}B(T,g)`$ with superconformal structures given by the following vectors:
$`\tau ^+`$ $`={\displaystyle \underset{i}{}}b_1^i\psi _{\frac{1}{2}}^i,`$ $`\tau ^{}`$ $`={\displaystyle \underset{i}{}}c_1^i\phi _{\frac{1}{2}}^i,`$
$`j`$ $`={\displaystyle \underset{i}{}}\psi _{\frac{1}{2}}^i\phi _{\frac{1}{2}}^i,`$ $`\nu `$ $`={\displaystyle \underset{i}{}}(b_1^ic_1^i+{\displaystyle \frac{1}{2}}\phi _{\frac{3}{2}}^i\psi _{\frac{1}{2}}^i+{\displaystyle \frac{1}{2}}\psi _{\frac{3}{2}}^i\phi _{\frac{1}{2}}^i).`$
Similarly for $`V(T,g)_R=F(T,g)_RB(T,g)`$ with $`\phi _{\frac{1}{2}}^j`$ and $`\phi _{\frac{3}{2}}^j`$ replaced by $`\phi _0^j`$ and $`\phi _1^j`$ respectively, and $`\psi _{\frac{1}{2}}^j`$ and $`\psi _{\frac{3}{2}}^j`$ replaced by $`\psi _1^j`$ and $`\psi _2^j`$ respectively.
###### Remark 5.1.
It is clear that all the vectors in Proposition 5.1 are independent of the choice of the bases. Denote by $`GL(T^{})`$ the group of linear transformation on $`T^{}`$. Since $`T^{\prime \prime }(T^{})^{}`$, there is an induced action of $`GL(T^{})`$ on $`T^{\prime \prime }`$, hence $`GL(T^{})`$ acts on $`T`$, preserving $`g`$. This action extends to actions on $`F(T,g)_{NS}`$ and $`F(T,g)_R`$ as automorphisms of vertex algebras, and to actions on $`V(T,g)_{NS}`$ and $`V(T,g)_R`$ as automorphisms of $`N=2`$ SCVA’s.
For later use, we remark that in $`V(T^{}T^{\prime \prime },g)_R`$,
$`L_0b_n^i=nb_1^i,`$ $`L_0c_1^i`$ $`=nc_n^i,`$ $`L_0\phi _{n+1}^i=(n{\displaystyle \frac{1}{2}})\phi _0^i,`$ $`L_0\psi _n^i=(n{\displaystyle \frac{1}{2}})\psi _1^i,`$
$`J_0b_1^i=0,`$ $`J_0c_1^i`$ $`=0,`$ $`J_0\phi _{n+1}^i=\phi _0^i,`$ $`J_0\psi _n^i=\psi _1^i,`$
hence
$`G_{q,y}(V(T,g)_R)`$
$`=`$ $`q^{\frac{dimT}{16}}_{n>0}\mathrm{\Lambda }_{y^1q^{n\frac{1}{2}}}(T^{})_{n>0}\mathrm{\Lambda }_{yq^{n\frac{1}{2}}}(T^{\prime \prime })_{n>0}S_{q^n}(T^{})_{n>0}S_{q^n}(T^{\prime \prime }).`$
In the $`A`$ twist we have
$`T_0b_n^i=nb_1^i,`$ $`T_0c_1^i`$ $`=nc_n^i,`$ $`T_0\phi _{n+1}^i=n\phi _0^i,`$ $`T_0\psi _n^i=(n1)\psi _1^i,`$
$`J_0^{top}b_1^i=0,`$ $`J_0^{top}c_1^i`$ $`=0,`$ $`J_0^{top}\phi _{n+1}^i=\phi _0^i,`$ $`J_0^{top}\psi _n^i=\psi _1^i,`$
hence
$`G_{q,y}(V(T,g)_R)`$
$`=`$ $`q^{\frac{dimT}{16}}_{n>0}\mathrm{\Lambda }_{y^1q^n}(T^{})_{n>0}\mathrm{\Lambda }_{yq^{n1}}(T^{\prime \prime })_{n>0}S_{q^n}(T^{})_{n>0}S_{q^n}(T^{\prime \prime }).`$
Similarly, in the $`B`$ twist we have
$`T_0b_n^i=nb_1^i,`$ $`T_0c_1^i`$ $`=nc_n^i,`$ $`T_0\phi _{n+1}^i=(n1)\phi _0^i,`$ $`T_0\psi _n^i=n\psi _1^i,`$
$`J_0^{top}b_1^i=0,`$ $`J_0^{top}c_1^i`$ $`=0,`$ $`J_0^{top}\phi _{n+1}^i=\phi _0^i,`$ $`J_0^{top}\psi _n^i=\psi _1^i,`$
hence
$`G_{q,y}(V(T,g)_R)`$
$`=`$ $`q^{\frac{dimT}{16}}_{n>0}\mathrm{\Lambda }_{yq^{n1}}(T^{})_{n>0}\mathrm{\Lambda }_{y^1q^n}(T^{\prime \prime })_{n>0}S_{q^n}(T^{})_{n>0}S_{q^n}(T^{\prime \prime }).`$
Similar to Theorem 2.4 in Malikov-Schechtman-Vaintrob , we have the following:
###### Theorem 5.1.
(a) For the $`N=2`$ SCVA $`V(T^{}T^{\prime \prime },g)_{NS}`$ in Proposition 5.1, the topological vertex algebras obtained by $`A`$ twist and $`B`$ twist (cf. Proposition 2.1) both have trivial BRST cohomology.
(b) For the $`N=2`$ SCVA $`V(T^{}T^{\prime \prime },g)_R`$ in Proposition 5.1, the BRST cohomology of the topological vertex algebras obtained by $`A`$ twist and $`B`$ twist (cf. Proposition 2.1) are isomorphic to $`\mathrm{\Lambda }(T^{\prime \prime })`$ and $`\mathrm{\Lambda }(T^{})`$ as graded commutative algebras respectively.
###### Proof.
(a) Let $`Q_0`$ be the zero mode of $`Q(z)=G^+(z)`$. We have
$$Q=\underset{n<0}{}\underset{i}{}b_n^i\psi _{n\frac{1}{2}}^i+\underset{n0}{}\underset{i}{}\psi _{n\frac{1}{2}}^ib_n^i.$$
Since $`b_0^i`$ acts as $`0`$, we actually have $`Q_0=Q_{}+Q_+`$, where
$`Q_{}`$ $`={\displaystyle \underset{n<0}{}}{\displaystyle \underset{i}{}}b_n^i\psi _{n\frac{1}{2}}^i,`$ $`Q_+`$ $`={\displaystyle \underset{n>0}{}}{\displaystyle \underset{i}{}}\psi _{n\frac{1}{2}}^ib_n^i.`$
It is easy to see that $`Q_{}^2=[Q_{},Q_+]=Q_+^2=0`$, hence we get a double complex and two spectral sequences with $`E_1`$ term the $`Q_+`$-cohomology and the $`Q_{}`$-cohomology respectively (cf. Bott-Tu ). Now
$`V_{NS}(T,g)`$
$`=`$ $`{\displaystyle \underset{n>0}{}}\left(\mathrm{\Lambda }(t^{n+\frac{1}{2}}T^{})S(t^nT^{\prime \prime })\right){\displaystyle \underset{n>0}{}}\left(\mathrm{\Lambda }(t^{n+\frac{1}{2}}T^{\prime \prime })S(t^nT^{})\right).`$
On the first factor, $`Q_{}`$ acts as the differential in the tensor product of infinitely many copies of Koszul complexes, while $`Q_+`$ acts trivially; on the second factor, $`Q_{}`$ acts trivially, while $`Q_+`$ acts as the differential in the tensor product of infinitely many copies of algebraic de Rham complexes of $`V`$. The proof is completed by taking cohomology in $`Q_{}`$ then in $`Q_+`$. The case of $`Q(z)=G^{}(z)`$ is similar.
(b) Similarly in the case of $`Q(z)=G^+(z)`$, we have $`Q_0=Q_{}+Q_+`$, where
$`Q_{}`$ $`={\displaystyle \underset{n<0}{}}{\displaystyle \underset{i}{}}b_n^i\psi _{n1}^i,`$ $`Q_+`$ $`={\displaystyle \underset{n>0}{}}{\displaystyle \underset{i}{}}\psi _{n1}^ib_n^i.`$
Again we have $`Q_{}^2=[Q_{},Q_+]=Q_+^2=0`$. Now
$`V_R(T,g)`$ $`=`$ $`{\displaystyle \underset{n>0}{}}\left(\mathrm{\Lambda }(t^{n+1}T^{})S(t^nT^{\prime \prime })\right)`$
$`{\displaystyle \underset{n>0}{}}(\mathrm{\Lambda }(t^{n1}T^{\prime \prime })S(t^nT^{}))\mathrm{\Lambda }(t^1T^{\prime \prime }).`$
Similar to (a), one sees that cohomology in $`Q`$ is $`\mathrm{\Lambda }(t^1T^{\prime \prime })`$. Now any element of $`\mathrm{\Lambda }(t^1T^{\prime \prime })`$ is of the form
$$\psi _1^{j_1}\mathrm{}\psi _1^{j_n}$$
for some $`j_1,\mathrm{},j_n`$. It corresponds to the field
$$:\psi ^{j_1}(z)\mathrm{}\psi ^{j_n}(z):.$$
Given two elements $`\psi _1^{j_1}\mathrm{}\psi _1^{j_n}`$ and $`\psi _1^{k_1}\mathrm{}\psi _1^{k_m}`$, by Wick’s theorem, we have
$`:(:\psi ^{j_1}(z)\mathrm{}\psi ^{j_n}(z):)(:\psi ^{k_1}(z)\mathrm{}\psi ^{k_n}(z):):`$
$`=`$ $`:\psi ^{j_1}(z)\mathrm{}\psi ^{j_n}(z)\psi ^{k_1}(z)\mathrm{}\psi ^{k_n}(z):.`$
Hence on the $`Q_0`$-cohomology, the product induced from the normally ordered product is isomorphic to the ordinary exterior product on $`\mathrm{\Lambda }(t^1T^{\prime \prime })`$. The case of $`Q(z)=G^{}(Z)`$ is similar. ∎
### 5.2. $`N=2`$ SCVA bundles from complex manifolds
Let $`(M,J)`$ be a complex manifold. Denote by $`T_cM`$ the holomorphic tangent bundle. The fiberwise pairing between $`T_cM`$ and $`T_c^{}M`$ induces a canonical complex inner product $`\eta `$ on the holomorphic vector bundle $`T_cMT_c^{}M`$ with a manifest polarization $`T^{}=T_cM`$, $`T^{\prime \prime }=T_c^{}M`$. By construction of Proposition 5.1 and Remark 5.1, we obtain an $`N=2`$ SCVA bundle $`V(T_cMT_c^{}M,\eta )_R`$. Since this bundle is holomorphic, one can consider the $`\overline{}`$ operator on it:
$$\overline{}:\mathrm{\Omega }^{0,}(V(T_cMT_c^{}M,\eta )_R)\mathrm{\Omega }^{0,+1}(V(T_cMT_c^{}M,\eta )_R).$$
###### Theorem 5.2.
For any complex manifold $`M`$, $`\mathrm{\Omega }^{0,}(V(T_cMT_c^{}M,\eta )_R)`$ has a natural structure of an $`N=2`$ SCVA such that $`\overline{}`$ is a differential. Consequently, the Dolbeault cohomology
$$H^{}(M,V(T_cMT_c^{}M,\eta )_R)$$
is an $`N=2`$ SCVA; furthermore, the BRST cohomology of its associated topological vertex algebras (cf. Proposition 2.1) is isomorphic to $`H^{}(M,\mathrm{\Lambda }(T_cM)`$ or $`H^{}(M,\mathrm{\Lambda }(T_c^{}M))`$ depending on whether we take $`Q(z)=G^+(z)`$ or $`G^{}(z)`$. Similar results can be obtained for $`V(T_cMT_c^{}M,\eta )_{NS}`$. However the BRST cohomologies are trivial for the corresponding Dolbeault cohomology.
###### Proof.
We regard $`\mathrm{\Lambda }(\overline{T_c}^{}M)`$ as a bundle of holomorphic vertex algebra, therefore, $`V(T_cMT_c^{}M,\eta )_R\mathrm{\Lambda }(\overline{T_c}^{}M)`$ has a natural structure of an $`N=2`$ SCVA. By Lemma 3.1, the section space
$$\mathrm{\Gamma }(M,V(T_cMT_c^{}M,\eta )_R\mathrm{\Lambda }(\overline{T_c}^{}M))$$
is an $`N=2`$ SCVA. One can easily verify that $`\overline{}`$ is a differential by choosing a local holomorphic frame of $`T_cM`$. It follows from Lemma 3.2 that $`H^{}(M,V(T_cMT_c^{}M,\eta )_R)`$ is an $`N=2`$ SCVA. Notice that on $`\mathrm{\Gamma }(M,V(T_cMT_c^{}M,\eta )_R\mathrm{\Lambda }(\overline{T_c}^{}M))`$ two operators $`\overline{}`$ and $`Q_0`$ act such that
$$\overline{}^2=[\overline{},Q_0]=Q_0^2=0.$$
In the above we have taken the $`\overline{}`$-cohomology first, then take the $`Q_0`$-cohomology. We can also do it in a different order. By Theorem 5.1, the $`Q_0`$-cohomology is $`\mathrm{\Lambda }(T_cM)`$ or $`\mathrm{\Lambda }(T_c^{}M)`$, its $`\overline{}`$-cohomology is the Dolbeault cohomology. This completes the proof. ∎
As in $`N=1`$ vertex algebra bundle in the Riemannian case (cf. §4.2), $`V(T_cMT_c^{}M,\eta )_R`$ is related to the elliptic genera. By (5.1) we have
$`G_{q,y}(V(T_cMT_c^{}M,\eta )_R)`$
$`=`$ $`_{n>0}\mathrm{\Lambda }_{y^1q^{n\frac{1}{2}}}(T_cM)_{n>0}\mathrm{\Lambda }_{yq^{n\frac{1}{2}}}(T_c^{}M)_{n>0}S_{q^n}(T_cM)_{n>0}S_{q^n}(T_c^{}M).`$
By (5.1) we see that in the $`A`$ twist we have
$`G_{q,y}(V(T_cMT_c^{}M,\eta )_R)`$
$`=`$ $`_{n>0}\mathrm{\Lambda }_{y^1q^n}(T_cM)_{n>0}\mathrm{\Lambda }_{yq^{n1}}(T_c^{}M)_{n>0}S_{q^n}(T_cM)_{n>0}S_{q^n}(T_c^{}M)`$
(cf. Hirzebruch , (16)), while in the $`B`$ twist we have
$`G_{q,y}(V(T_cMT_c^{}M,\eta )_R)`$
$`=`$ $`_{n>0}\mathrm{\Lambda }_{yq^{n1}}(T_cM)_{n>0}\mathrm{\Lambda }_{y^1q^n}(T_c^{}M)_{n>0}S_{q^n}(T_cM)_{n>0}S_{q^n}(T_c^{}M)`$
(cf. Dijkgraaf et. al. , (A.8)).
### 5.3. $`N=2`$ SCVA bundles from Kähler manifolds
Assume that $`(M,J,g,\omega )`$ is a Kähler manifold. In the decomposition $`TM=T^{}MT^{\prime \prime }M`$, where $`T^{}MT_cM`$, $`T^{\prime \prime }M\overline{T^{}}M\overline{T_c}M`$. The Kähler metric induces an isomorphism of complex vector bundles: $`T^{\prime \prime }MT_c^{}M`$. Under this isomorphism, the complexified metric $`g_{}`$ can be naturally identified with the complex canonical inner product $`\eta `$ on $`T_cMT_c^{}M`$ used above. Hence we have
$$V(TM,g)_RV(T_cMT_c^{}M,\eta )_R.$$
Using the $`(0,1)`$-part of the Levi-Civita connection, a $`\overline{}`$ operator can be defined on
$$\mathrm{\Omega }^{0,}(V(TM,g)).$$
It is naturally identified with the $`\overline{}`$ operator on $`\mathrm{\Omega }^{0,}(V(T_cMT_c^{}M,\eta )_R)`$. Hence we have the following analogue of Theorem 5.2 for $`V(TM,g)_R`$ in the case of Kähler manifolds:
###### Theorem 5.3.
For any Kähler manifold $`M`$, $`\mathrm{\Omega }^{0,}(V(TM,g)_R)`$ has a natural structure of an $`N=2`$ SCVA and a differential $`\overline{}`$. Consequently, the cohomology
$$H^{}(\mathrm{\Gamma }(M,V(TM,g)_R),\overline{})$$
is an $`N=2`$ SCVA; furthermore, the BRST cohomology of its associated topological vertex algebras (cf. Proposition 2.1) is isomorphic to $`H^{}(M,\mathrm{\Lambda }(T_cM)`$ or $`H^{}(M,\mathrm{\Lambda }(T_c^{}M))`$ depending on whether we take $`Q(z)=G^+(z)`$ or $`G^{}(z)`$. Similar results can be obtained for $`V(TM,g)_{NS}`$. However the BRST cohomologies are trivial for the corresponding Dolbeault cohomology.
### 5.4. Extended $`N=2`$ SCVA’s from Calabi-Yau manifolds
When the Kähler manifold $`(M^n,g,J)`$ is Calabi-Yau and has holonomy group $`SU(n)`$, then the $`N=2`$ supersymmetry of the $`N=2`$ SCVA’s constructed in §5.3 can be extended to algebras described in Odake (see also Figueroa-O’Farill ). When $`n=2`$, this manifold is also a hyperkähler manifold for which we will discuss the $`N=4`$ supersymmetry below. Recall that there is a nonzero parallel holomorphic $`n`$-form $`\mathrm{\Omega }`$ on $`M`$. Without loss of generality, we can take local parallel orthonormal frame $`\{e^i\}`$ of $`(T^{}M)^{}`$, such that
$`\omega `$ $`={\displaystyle \underset{i}{}}e^i\overline{e}^i,`$ $`\mathrm{\Omega }`$ $`=e^1\mathrm{}e^n.`$
Let
$`X^+(z)`$ $`=:\psi ^1(z)\mathrm{}\psi ^n(z):,`$ $`Y^+(z)`$ $`={\displaystyle \underset{j=1}{\overset{n}{}}}(1)^{j1}:c^j(z)\psi ^1(z)\mathrm{}\widehat{\psi ^j(z)}\mathrm{}\psi ^n(z):,`$
$`X^{}(z)`$ $`=:\phi ^1(z)\mathrm{}\phi ^n(z):,`$ $`Y^{}(z)`$ $`={\displaystyle \underset{j=1}{\overset{n}{}}}(1)^{j1}:b^j(z)\phi ^1(z)\mathrm{}\widehat{\phi ^j(z)}\mathrm{}\phi ^n(z):.`$
Then $`X^\pm (z)`$ and $`Y^\pm (z)`$ are globally well-defined sections of $`V(TM,g)_{NS}`$ or $`V(TM,g)_R`$. By fiberwise calculations by Wick’s theorem, we get
$`L(z)X^\pm (w){\displaystyle \frac{nX^\pm (w)}{2(zw)^2}},J(z)X^\pm (w)\pm {\displaystyle \frac{nX(w)}{zw}},`$
$`L(z)Y^\pm (w){\displaystyle \frac{(n+1)Y^\pm (w)}{2(zw)^2}},J(z)Y^\pm (w)\pm {\displaystyle \frac{(n1)Y(w)}{zw}},`$
$`G^+(z)X^+(w)0,G^{}(z)X^+(w){\displaystyle \frac{Y^+(w)}{zw}},`$
$`G^+(z)Y^+(w){\displaystyle \frac{nX^+(w)}{(zw)^2}}+{\displaystyle \frac{_wX^+(w)}{zw}},G^{}(z)Y^+(w)0,`$
$`G^+(z)X^{}(w)Y^{}(w),G^{}(z)X^+(w)0,`$
$`G^+(z)Y^{}(w)0,G^{}(z)Y^+(w){\displaystyle \frac{nX^+(w)}{(zw)^2}}+{\displaystyle \frac{_wX^{}(w)}{zw}},`$
$`X^\pm (z)X^\pm (w)X^\pm (z)Y^\pm (w)Y^\pm (z)Y^\pm (w)0.`$
Hence $`\{L(z),J(z),G^\pm (z),X^+(z),Y^+(z)\}`$ generate a vertex subalgebra. Similarly for $`\{L(z),J(z),G^\pm (z),X^{}(z),Y^{}(z)\}`$. When When $`n=2`$, we also have
$`X^+(z)X^{}(w){\displaystyle \frac{1}{(zw)^2}}{\displaystyle \frac{J(w)}{zw}},`$
$`X^+(z)Y^{}(w){\displaystyle \frac{G^+(w)}{zw}},X^{}(z)Y^+(w){\displaystyle \frac{G^{}(w)}{zw}},`$
$`Y^+(z)Y^{}(w){\displaystyle \frac{2}{(zw)^3}}+{\displaystyle \frac{J(w)}{(zw)^2}}+{\displaystyle \frac{L(w)+\frac{1}{2}_wJ(w)}{zw}}.`$
Hence $`\{L(z),J(z),G^\pm (z),X^\pm (z),Y^\pm (z)\}`$ generate a vertex subalgebra. When $`n=3`$, we have
$`X^+(z)X^{}(w)`$ $``$ $`{\displaystyle \frac{1}{(zw)^3}}{\displaystyle \frac{J(w)}{(zw)^2}}{\displaystyle \frac{:J(w)J(w):_wJ(w)}{2(zw)}},`$
$`X^+(z)Y^{}(w)`$ $``$ $`{\displaystyle \frac{G^+(w)}{(zw)^2}}{\displaystyle \frac{:J(w)G^+(w):}{zw}},`$
$`X^{}(z)Y^+(w)`$ $``$ $`{\displaystyle \frac{G^{}(w)}{(zw)^2}}+{\displaystyle \frac{:J(w)G^{}(w):}{zw}},`$
$`Y^+(z)Y^{}(w)`$ $``$ $`{\displaystyle \frac{3}{(zw)^4}}{\displaystyle \frac{2J(w)}{(zw)^3}}{\displaystyle \frac{\frac{1}{2}:J(w)J(w):+L(w)_wJ(w)}{(zw)^2}}.`$
The calculations for bigger $`n`$ is similar but more complicated. (See for results when $`n=4`$.)
## 6. $`N=4`$ SCVA’s from hyperkähler manifolds
### 6.1. Definition of an $`N=4`$ SCVA
The “small” $`N=4`$ superconformal algebra was introduced by Ademollo et. al. . Here we adapt the notations in Berkovits and Vafa . Recall that the small $`N=4`$ superconformal algebra is the $`N=2`$ superconformal algebra $`(L,G^\pm ,J)`$ with two additional currents $`J^{++}`$ and $`J^{}`$ of charge $`\pm 2`$, and two supercurrents $`\stackrel{~}{G}^+`$ and $`\stackrel{~}{G}^{}`$. Besides the OPE’s of the $`N=2`$ superconformal algebra, the following additional OPE’s are required:
$`L(z)\stackrel{~}{G}^\pm (w){\displaystyle \frac{3}{2}}{\displaystyle \frac{\stackrel{~}{G}^\pm (w)}{(zw)^2}}+{\displaystyle \frac{_w\stackrel{~}{G}^\pm (w)}{zw}},J(z)\stackrel{~}{G}^\pm (w){\displaystyle \frac{\pm \stackrel{~}{G}(w)}{zw}},`$
$`L(z)J^{\pm \pm }(w){\displaystyle \frac{J^{\pm \pm }(w)}{(zw)^2}}+{\displaystyle \frac{_wJ^\pm (w)}{zw}},J(z)J^\pm (w){\displaystyle \frac{\pm 2J^\pm (w)}{zw}},`$
$`J^{}(z)J^{++}(w){\displaystyle \frac{c}{3(zw)^2}}+{\displaystyle \frac{J(w)}{zw}},J^\pm (z)J^\pm (w)0,`$
$`J^{}(z)G^+(w){\displaystyle \frac{\stackrel{~}{G}^{}(w)}{zw}},J^{++}(z)\stackrel{~}{G}^{}(w){\displaystyle \frac{G^+(w)}{zw}},`$
$`J^{++}(z)G^{}(w){\displaystyle \frac{\stackrel{~}{G}^+(w)}{zw}},J^{}(z)\stackrel{~}{G}^+(w){\displaystyle \frac{G^{}(w)}{zw}},`$
$`J^{}(z)G^{}(w)J^{++}(z)G^+(w)J^{++}(z)\stackrel{~}{G}^+(w)J^{}(z)\stackrel{~}{G}^{}(w)0,`$
$`G^+(z)\stackrel{~}{G}^{}(w)G^{}(z)\stackrel{~}{G}^+(w)0,`$
$`\stackrel{~}{G}^+(z)\stackrel{~}{G}^{}(w){\displaystyle \frac{2c}{3(zw)^3}}+{\displaystyle \frac{J(w)}{(zw)^2}}+{\displaystyle \frac{L(w)+\frac{1}{2}_wJ(w)}{zw}},`$
$`G^+(z)\stackrel{~}{G}^+(w){\displaystyle \frac{2J^{++}(w)}{(zw)^2}}{\displaystyle \frac{_wJ^{++}(w)}{zw}},`$
$`G^{}(z)\stackrel{~}{G}^{}(w){\displaystyle \frac{2J^{}(w)}{(zw)^2}}{\displaystyle \frac{_wJ^{}(w)}{zw}},`$
An $`N=4`$ superconformal vertex algebra is a vertex algebra $`V`$ with vectors $`\nu `$, $`\tau ^\pm `$, $`\stackrel{~}{\tau }^\pm `$, $`j`$, $`j^{++}`$ and $`j^{}`$ such that $`L(z)=Y(\nu ,z)`$, $`G^\pm (z)=Y(\tau ^\pm ,z)`$, $`\stackrel{~}{G}^\pm (z)=Y(\stackrel{~}{\tau }^\pm ,z)`$, $`J(z)=Y(j,z)`$, $`J^{++}(z)=Y(j^{++},z)`$, and $`J^{}(z)=Y(j^{},z)`$ generates an $`N=4`$ superconformal algebra.
### 6.2. $`N=4`$ SCVA from a quternionic vector space
Let $`(T,g)`$ be a $`4n`$-dimensional real vector space with three almost complex structures $`K_1`$, $`K_2`$ and $`K_3`$ which are compatible with metric and such that $`K_1K_2=K_2K_1=K_3`$. Such a space will be referred to as a quaternionic vector space. Consider the polarization $`T=T^{}T^{\prime \prime }`$, where $`K_1|_T^{}=\sqrt{1}`$, $`K_1|_{T^{\prime \prime }}=\sqrt{1}`$. Choose an orthonormal basis of $`T`$ of the form $`\{a^i,b^i,c^i,d^i\}`$, where $`b^i=K_1a^i`$, $`c^i=K_2a^i`$, $`d^i=K_3a^i`$. Let
$`e^{2i1}`$ $`={\displaystyle \frac{1}{\sqrt{2}}}(a^i\sqrt{1}b^i),`$ $`e^{2i}`$ $`={\displaystyle \frac{1}{\sqrt{2}}}(c^i\sqrt{1}d^i),`$
$`\overline{e}^{2i1}`$ $`={\displaystyle \frac{1}{\sqrt{2}}}(a^i+\sqrt{1}b^i),`$ $`\overline{e}^{2i}`$ $`={\displaystyle \frac{1}{\sqrt{2}}}(c^i+\sqrt{1}d^i).`$
Then $`\{e^i\}`$ is a basis of $`T^{}`$, and $`\{\overline{e}^i\}`$ is a basis of $`T^{\prime \prime }`$, such that $`g(e^i,e^j)=g(\overline{e}^i,\overline{e}^j)=0`$, $`g(e^i,\overline{e}^j)=\delta _{ij}`$. As usual, these bases will be written as $`\{b^i\}`$ and $`\{c^i\}`$ for the copies in the bosonic sector, as $`\{\phi ^i\}`$ and $`\{\psi ^i\}`$ for the copies in the fermionic sector.
###### Proposition 6.1.
Let $`(T,g,K_1,K_2,K_3)`$ be as above. Then $`V(T,g)_{NS}`$ has a structure of an $`N=4`$ SCVA of central charge $`\frac{3}{2}dimT`$ given by the following vectors:
$`\nu ={\displaystyle \underset{i=1}{\overset{dimT/2}{}}}(b_1^ic_1^i+{\displaystyle \frac{1}{2}}\phi _{\frac{3}{2}}^i\psi _{\frac{1}{2}}^i+{\displaystyle \frac{1}{2}}\psi _{\frac{3}{2}}^i\phi _{\frac{1}{2}}^i),`$
$`\tau ^+={\displaystyle \underset{i=1}{\overset{dimT/2}{}}}b_1^i\psi _{\frac{1}{2}}^i,\tau ^{}={\displaystyle \underset{i=1}{\overset{dimT/4}{}}}c_1^i\phi _{\frac{1}{2}}^i,`$
$`\stackrel{~}{\tau }^+={\displaystyle \underset{i=1}{\overset{dimT/4}{}}}(c_1^{2i1}\psi _{\frac{1}{2}}^{2i}c_1^{2i}\psi _{\frac{1}{2}}^{2i1}),\stackrel{~}{\tau }^{}{\displaystyle \underset{i=1}{\overset{dimT/4}{}}}(b_1^{2i1}\phi _{\frac{1}{2}}^{2i}b_1^{2i}\phi _{\frac{1}{2}}^{2i1}),`$
$`j={\displaystyle \underset{i=1}{\overset{dimT/2}{}}}\psi _{\frac{1}{2}}^i\varphi _{\frac{1}{2}}^i,j^{++}={\displaystyle \underset{i=1}{\overset{dimT/4}{}}}\psi _{\frac{1}{2}}^{2i}\psi _{\frac{1}{2}}^{2i1},j^{}={\displaystyle \underset{i=1}{\overset{dimT/4}{}}}\phi _{\frac{1}{2}}^{2i}\phi _{\frac{1}{2}}^{2i1}.`$
Similar result holds for $`V(T,g)_R`$ with $`\phi _{\frac{1}{2}}^j`$ and $`\phi _{\frac{3}{2}}^j`$ replaced by $`\phi _0^j`$ and $`\phi _1^j`$ respectively, and $`\psi _{\frac{1}{2}}^j`$ and $`\psi _{\frac{3}{2}}^j`$ replaced by $`\psi _1^j`$ and $`\psi _2^j`$ respectively.
###### Remark 6.1.
It is easy to see that the vectors in Proposition 6.1 are independent of the choice of the basis. Furthermore, $`Sp(n)`$ acts by auotmorphisms of $`N=4`$ SCVA.
### 6.3. $`N=4`$ SCVA bundles from hyperkähler manifolds
We now generalize the results in §5.3. Let $`(M^{4n},g,K_1,K_2,K_3)`$ be a hyperKähler manifold. Then it is possible to find trivializations of $`TM`$ such that all the transition functions lie in $`Sp(n)`$. By construction of Proposition 6.1 and Remark 6.1, we obtain an $`N=4`$ SCVA bundle $`V(TM,g)_R`$. Similar to the argument in §5.3, one can consider the $`\overline{}_{K_1}`$ operator on it:
$$\overline{}_{K_1}:\mathrm{\Omega }^{0,}(V(TM,g)_R)\mathrm{\Omega }^{0,+1}(V(TM,g)_R).$$
###### Theorem 6.1.
For any hyperkähler manifold $`M`$, $`\mathrm{\Omega }^{0,}(V(TM,g)_R)`$ has a natural structure of an $`N=4`$ SCVA such that $`\overline{}_{K_1}`$ is a differential. Consequently, the Dolbeault cohomology
$$H^{}(M,V(TM,g)_R)$$
is an $`N=4`$ SCVA; furthermore, the BRST cohomology of its associated topological vertex algebras (cf. Proposition 2.1) is isomorphic to $`H^{}(M,\mathrm{\Lambda }(T_cM))`$ or $`H^{}(M,\mathrm{\Lambda }(T_c^{}M))`$ depending on whether we take $`Q(z)=G^+(z)`$ or $`G^{}(z)`$. Similar results can be obtained for $`V(TM,g)_{NS}`$. However the BRST cohomologies are trivial for the corresponding Dolbeault cohomology.
## 7. Relationship with loop spaces
Our work is inspired by Vafa’s suggestion of an approach to quantum cohomology based on vertex algebra constructed via semi-infinite forms on loop space. Recall that a closed string in a manifold $`M`$ is a smooth map from $`S^1`$ to $`M`$. The space of all closed string is just the free loop space $`LM`$. Though extensively studied in algebraic topology, earlier researches mostly dealt with the ordinary cohomology of the loop spaces. Experience with infinite dimensional algebra and geometry (cf. Feigen-Frenkel and Atiyah ) tells us that we should look at the cohomology theory related to semi-infinite forms on the loop space instead. The space of such forms has a natural structure of a vertex algebra being the Fock space of a natural infinite dimensional Clifford algebra. Vafa suggested to look at the multiplication in this vertex algebra. We regard this multiplication as an infinite generalization of the Clifford multiplication and recall that in the finite dimensional case the Clifford multiplication is a deformation of the exterior multiplication on the exterior algebra. Therefore such considerations give rise to the possibility of deforming the cohomology group. Vafa suggested to proceed as follows. The constant maps give an embedding $`MLM`$. The idea then is to relate the space of differential forms on $`M`$ to a subset of those on $`LM`$, take the multiplication there and return to the setting on $`M`$.
We now give a heuristic justification based on localization in equivariant theory, following the beautiful ideas of Witten in his approach to index theory and elliptic genera . Recall that there is a natural action of $`S^1`$ on $`LM`$ given by rotations on $`S^1`$ the fixed point set is exactly the set $`M`$ of constant loops. Using Fourier series expansion, one sees that the complexified tangent space of $`LM`$ restricted to $`M`$ has the following decomposition;
$$TLM|_M\underset{n}{}t^nTM.$$
The bundle of semi-infinite form on $`LM`$ restricted to $`M`$ is
$$\mathrm{\Lambda }^{\frac{\mathrm{}}{2}+}(LM)|_M\mathrm{\Lambda }(_{n0}t^nT^{}M).$$
When $`M`$ is endowed with a Riemannian metric, $`\mathrm{\Lambda }^{\frac{\mathrm{}}{2}+}(LM)|_M`$ is a bundle of conformal vertex algebras that contains $`\mathrm{\Lambda }(T^{}M)`$ as a subbundle. This construction can be extended to $`LM`$. Now pretend that the exterior differential $`d`$ has been defined on $`LM`$, we want to consider its localization to $`M`$. Witten’s work on Morse theory and its generalization by Bismut suggest that $`d`$ on $`LM`$ should localize to $`d`$ on $`M`$ tensored by an algebraic operator on the part that comes from the normal bundle. So on the space of semi-infinite forms restricted to $`M`$, we should consider the coupling of $`d`$ on $`M`$ with the BRST operator on the fiber. Unfortunately the author does not know how to do this. Nevertheless, we can couple the Dolbeault operator with the BRST operator when $`M`$ is complex as in §5.2, §5.3, and §6.3.
So far we have only talked about the fermionic part of the Hilbert space mentioned in §2 of . To get the bosonic part hence the supersymmetry, we use the language of supermanifolds (Kostant ). Recall that a supermanifold is an ordinary manifold $`M`$ together with a $`_2`$-graded structure sheaf. The even part of the structure sheaf is the sheaf of $`C^{\mathrm{}}`$ function on $`M`$, while the odd part is the sheaf of sections to the exterior bundle $`\mathrm{\Lambda }(E)`$ of some vector bundle $`E`$ on $`M`$. The super tangent bundle of $`(M,E)`$ is a upper vector bundle
$$T(M,E)=TME^{},$$
where $`TM`$ is the even part, $`E^{}`$ is the odd part. And the differential forms on $`(M,E)`$ are just sections to $`\mathrm{\Lambda }(T^{}M)S(E)`$. A canonical choice for $`E`$ is the cotangent bundle $`T^{}M`$, then we get a supermanifold which corresponds to $`\mathrm{\Lambda }(T^{}M)`$. The supertangent bundle of $`(M,T^{}M)`$ is just
$$T(M,T^{}M)=TM\mathrm{\Pi }TM,$$
where $`\mathrm{\Pi }TM`$ means a copy of $`TM`$ regarded as an odd vector bundle. We now consider the super loop space $`L^sM=Map(S^1,(M,T^{}M))`$ and regard $`(M,T^{}M)`$ as the fixed point set of the natural circle action. We have
$$TL^sM|_{(M,T^{}M)}\underset{n}{}t^nTM\underset{n}{}t^n\mathrm{\Pi }TM.$$
The bundle of semi-infinite form on $`L^sM`$ restricted to $`(M,T^{}M)`$ is
$$\mathrm{\Lambda }^{\frac{\mathrm{}}{2}+}(L^sM)|_{(M,T^{}M)}\mathrm{\Lambda }(_{n0}t^nT^{}M)S(_{n<0}t^nT^{}M).$$
This explains the choice of the vector bundles on $`M`$ for which we construct structures of superconformal vertex algebra bundles.
Acknowledgment. The work in this paper is done during the author’s visit at Texas A$`\&`$M University. He appeciates the hospitality and the financial support of the Department of Mathematics. He thanks Catherine Yan for helps on vertex algebras. Special thanks are due to Huai-Dong Cao and Weiqiang Wang for their useful comments on an earlier version.
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# 1 Introduction
## 1 Introduction
String theory in the presence of D$`p`$-branes with a magnetic NSNS $`B`$-field flux gives a $`p+1`$ dimensional Yang-Mills theory on a non-commutative space (NCYM) in a certain decoupling limit . Specifically, the coordinates of NCYM has the commutator
$$[x^i,x^j]=i\theta ^{ij}$$
(1)
Recently, it has been shown that one also can obtain a theory with space and time non-commuting from string theory <sup>2</sup><sup>2</sup>2See for other recent work on space-time non-commutativity in string theory.. Thus, it has the commutator
$$[x^0,x^i]=i\theta ^{0i}$$
(2)
The new $`p+1`$ dimensional theory with this commutator is obtained from the decoupling limit of D$`p`$-branes in the presence of a near-critical electrical NSNS $`B`$-field . The theory thus obtained is not a field theory but a $`p+1`$ dimensional space-time non-commutative open string (NCOS) theory <sup>3</sup><sup>3</sup>3That the theory with space and time non-commuting is not a field theory could seem surprising since (2) could be viewed as the Lorentz-invariant completion of (1). But this is explained by the fact that field theories with space and time being non-commutative are not unitary and thus cannot be a consistent truncation of string theory.. NCOS theory is a new non-critical supersymmetric string theory which is believed to be non-gravitational and not to have a closed string sector <sup>4</sup><sup>4</sup>4See for other recent work on NCOS theory..
In this paper we study NCOS theory from supergravity. Our starting point is the conjecture that $`p+1`$ dimensional NCOS theory is dual to string theory on the background given by a certain near-horizon limit of the F1-D$`p`$ bound state <sup>5</sup><sup>5</sup>5This is in the spirit of the near-horizon-D$`p`$-brane/QFT correspondence . In the near-horizon limit of the F1-D3 bound state was constructed, and we generalize this to non-extremal F1-D$`p`$ bound states. This adds to the list of correspondences between string theory in the presence of D$`p`$-branes with a non-zero NSNS $`B`$-field and dual non-gravitational theories, which has been studied for magnetic NSNS $`B`$-field backgrounds in .
We use the near-horizon background to find the thermodynamics of NCOS theory and we show that it is equivalent to the thermodynamics of ordinary Yang-Mills (OYM) theory, that is, Yang-Mills theory on a commutative space-time. The main goal of this paper is thus to understand how this thermodynamics can be consistent with the expectation that NCOS theory is a string theory and therefore should have Hagedorn behaviour.
We find that the thermodynamics obtained from supergravity can be consistent with Hagedorn behaviour of NCOS theory. We find a region where the NCOS string coupling is very weak and where the temperature is of the same order as the NCOS Hagedorn temperature, and by analyzing the phases of the supergravity description we find that this region cannot be described by supergravity. In other words, we find that one cannot both be near the Hagedorn temperature and have arbitrarily weak coupling in the supergravity description of NCOS theory.
By analyzing the high energy behaviour of the NCOS supergravity description we find that it can be described by delocalized F-strings. This we use to approach the region mentioned above by doing tree-level string corrections to the thermodynamics, and we find that in this region NCOS theory has thermodynamics different from that of OYM. This supports our conclusions that the supergravity thermodynamics is consistent with NCOS Hagedorn behaviour.
We also consider 6 dimensional NCOS theory and the relation to space-time non-commutative Little String Theory. This is interesting since this gives us two non-critical string theories which should be related to each other.
This paper is organized as follows. We give the non-extremal F1-D$`p`$ bound state in Section 2. We then take the near-horizon limit in Section 3 and thereby obtain the background solution that corresponds to finite temperature NCOS theory. The phase structure of the supergravity description is studied in Section 4 and the NCOS thermodynamics is found and discussed in Section 5. We then show explicitly that the near-horizon background dual to NCOS theory reduces to delocalized F-strings in Section 6. This is used in Section 7 to search for a region with new thermodynamics of the 4 dimensional NCOS theory. We end by discussing the 6 dimensional NCOS theory and its relation to Little String Theory in Section 8.
## 2 The non-extremal F1-D$`p`$ bound state
In this section we present the non-extremal F1-D$`p`$ bound state along with its thermodynamics<sup>6</sup><sup>6</sup>6Non-extremal generalizations of non-threshold brane solutions were first considered in .. In the extremal limit it reduces to the extremal F1-D$`p`$ bound state given in .
The non-extremal F1-D3 bound state can be obtained by S-duality from the non-extremal D1-D3 bound state<sup>7</sup><sup>7</sup>7The non-extremal D1-D3 bound state can be found in in a similar notation as this paper. One can then do the S-duality transformation $`g_{\mu \nu }^Eg_{\mu \nu }^E`$, $`e^\varphi e^\varphi `$, $`B_{\mu \nu }A_{\mu \nu }`$, $`A_{\mu \nu }B_{\mu \nu }`$, $`A_{\mu \nu \rho \sigma }A_{\mu \nu \rho \sigma }`$ on the D1-D3 bound state where $`g_{\mu \nu }^E`$ refers to the Einstein-frame metric.. By use of T-duality on the non-extremal F1-D3 bound state we obtain the non-extremal F1-D$`p`$ bound state with the string frame metric
$`ds^2`$ $`=`$ $`\widehat{D}^{1/2}\widehat{H}^{1/2}\left[fdt^2+(dx^1)^2\right]+\widehat{D}^{1/2}\widehat{H}^{1/2}\left[(dx^2)^2+\mathrm{}+(dx^p)^2\right]`$ (3)
$`+\widehat{D}^{1/2}\widehat{H}^{1/2}\left[f^1dr^2+r^2d\mathrm{\Omega }_{8p}^2\right]`$
the dilaton
$$e^{2\varphi }=\widehat{D}^{\frac{p5}{2}}\widehat{H}^{\frac{3p}{2}}$$
(4)
and the potentials
$`B_{t1}`$ $`=`$ $`\mathrm{sin}\widehat{\theta }(\widehat{H}^11)\mathrm{coth}\widehat{\alpha }`$ (5)
$`A_{2\mathrm{}p}`$ $`=`$ $`(1)^p\mathrm{tan}\widehat{\theta }(\widehat{H}^1\widehat{D}1)`$ (6)
$`A_{t1\mathrm{}p}`$ $`=`$ $`(1)^p\mathrm{cos}\widehat{\theta }\widehat{D}(\widehat{H}^11)\mathrm{coth}\widehat{\alpha }`$ (7)
where $`B_{\mu \nu }`$ is the NSNS two-form, and $`A_{\mu _1\mathrm{}\mu _{p1}}`$ and $`A_{\mu _1\mathrm{}\mu _{p+1}}`$ are the RR $`(p1)`$-form and $`(p+1)`$-form potentials<sup>8</sup><sup>8</sup>8The RR five-form field strength obtained from the RR four-form potential should be made self-dual.. We have also
$$\widehat{H}=1+\frac{r_0^{7p}\mathrm{sinh}^2\widehat{\alpha }}{r^{7p}},f=1\frac{r_0^{7p}}{r^{7p}}$$
(8)
$$\widehat{D}^1=\mathrm{cos}^2\widehat{\theta }+\mathrm{sin}^2\widehat{\theta }\widehat{H}^1$$
(9)
The thermodynamics is given by
$$M=\frac{V_pV(S^{8p})}{16\pi G}r_0^{7p}\left[8p+(7p)\mathrm{sinh}^2\widehat{\alpha }\right]$$
(10)
$$T=\frac{7p}{4\pi r_0\mathrm{cosh}\widehat{\alpha }},S=\frac{V_pV(S^{8p})}{4G}r_0^{8p}\mathrm{cosh}\widehat{\alpha }$$
(11)
$$\mu _{\mathrm{F1}}=\mathrm{sin}\widehat{\theta }\mathrm{tanh}\widehat{\alpha },Q_{\mathrm{F1}}=\mathrm{sin}\widehat{\theta }\frac{V_pV(S^{8p})}{16\pi G}(7p)r_0^{7p}\mathrm{cosh}\widehat{\alpha }\mathrm{sinh}\widehat{\alpha }$$
(12)
$$\mu _{\mathrm{D}p}=\mathrm{cos}\widehat{\theta }\mathrm{tanh}\widehat{\alpha },Q_{\mathrm{D}p}=\mathrm{cos}\widehat{\theta }\frac{V_pV(S^{8p})}{16\pi G}(7p)r_0^{7p}\mathrm{cosh}\widehat{\alpha }\mathrm{sinh}\widehat{\alpha }$$
(13)
We note that just as for the D-brane bound state solutions the thermodynamics only depends on the angle $`\widehat{\theta }`$ in the the charges and chemical potentials<sup>9</sup><sup>9</sup>9See for an explicit account of this.. We also note that for the F1-D3 bound state we have the same thermodynamics as the D1-D3 bound state which reflects the fact that these two bound states are S-dual to each other.
Using charge quantization of the D$`p`$-brane we get
$$r_0^{7p}\mathrm{cosh}\widehat{\alpha }\mathrm{sinh}\widehat{\alpha }=\frac{(2\pi )^{7p}g_sNl_s^{7p}}{(7p)V(S^{8p})\mathrm{cos}\widehat{\theta }}$$
(14)
where $`N`$ is the number of coincident D$`p`$-branes. The angle $`\widehat{\theta }`$ is related to the number $`M`$ of F-strings in the bound state as
$$\mathrm{tan}\widehat{\theta }=\frac{Q_{\mathrm{F1}}}{Q_{\mathrm{D}p}}=\frac{V_1T_{\mathrm{F1}}M}{V_pT_{\mathrm{D}p}N}=g_s\frac{(2\pi l_s)^{p1}}{V_{p1}}\frac{M}{N}$$
(15)
Here $`V_p=𝑑x^1\mathrm{}𝑑x^p`$, $`V_1=𝑑x^1`$ and $`V_{p1}=𝑑x^2\mathrm{}𝑑x^p`$. We now go to another choice of variables for the solution (3)-(7) which for our purposes are more natural. We introduce the variables $`\alpha `$ and $`\theta `$ as
$$\mathrm{sinh}^2\alpha =\mathrm{cos}^2\widehat{\theta }\mathrm{sinh}^2\widehat{\alpha },\mathrm{cosh}^2\theta =\frac{1}{\mathrm{cos}^2\widehat{\theta }}$$
(16)
In terms of the variables (16) we can write the metric, dilaton and NSNS $`B`$-field as
$`ds^2`$ $`=`$ $`H^{1/2}\left[D\left(fdt^2+(dx^1)^2\right)+(dx^2)^2+\mathrm{}+(dx^p)^2\right]`$ (17)
$`+H^{1/2}\left[f^1dr^2+r^2d\mathrm{\Omega }_{8p}^2\right]`$
$$e^{2\varphi }=H^{\frac{3p}{2}}D$$
(18)
$$B_{t1}=\mathrm{tanh}\theta \sqrt{1+\mathrm{cosh}^2\theta \mathrm{sinh}^2\alpha }(DH^11)$$
(19)
with
$$H=1+\frac{r_0^{7p}\mathrm{sinh}^2\alpha }{r^{7p}},D^1=\mathrm{cosh}^2\theta \mathrm{sinh}^2\theta H^1$$
(20)
We see that the solution (17)-(20) are similar in form to that of the D$`(p2)`$-D$`p`$ bound state with a NSNS $`B`$ field flux turned on, only here the $`B`$ field is turned on in an electrical component rather than a magnetic component. For the extremal F1-D$`p`$ bound state one can in fact obtain the solution by Wick-rotating the Lorentzian D$`p`$-brane solution into an Euclidean solution and then use T-duality and rotations in the same manner as for magnetic $`B`$ fields, in order to turn an electrical $`B`$-field component on. After Wick rotating back to a Lorentzian solution one then has the F1-D$`p`$ bound state. This, however, does not work in the more general case of a non-extremal F1-D$`p`$ bound state. Here one cannot obtain the F1-D$`p`$ bound state from the D$`p`$-brane by T-duality and rotations. This is due to subtleties occuring when doing T-duality in an Euclidean time-direction.
In the new variables (16) the thermodynamics (10)-(13) is given by
$`M`$ $`=`$ $`{\displaystyle \frac{V_pV(S^{8p})}{16\pi G}}r_0^{7p}\left[8p+(7p)\mathrm{cosh}^2\theta \mathrm{sinh}^2\alpha \right]`$ (21)
$`T`$ $`=`$ $`{\displaystyle \frac{7p}{4\pi r_0\sqrt{1+\mathrm{cosh}^2\theta \mathrm{sinh}^2\alpha }}}`$ (22)
$`S`$ $`=`$ $`{\displaystyle \frac{V_pV(S^{8p})}{4G}}r_0^{8p}\sqrt{1+\mathrm{cosh}^2\theta \mathrm{sinh}^2\alpha }`$ (23)
$`\mu _{\mathrm{F1}}`$ $`=`$ $`{\displaystyle \frac{\mathrm{sinh}\theta \mathrm{sinh}\alpha }{\sqrt{1+\mathrm{cosh}^2\theta \mathrm{sinh}^2\alpha }}}`$ (24)
$`Q_{\mathrm{F1}}`$ $`=`$ $`{\displaystyle \frac{V_pV(S^{8p})}{16\pi G}}(7p)r_0^{7p}\mathrm{sinh}\theta \mathrm{sinh}\alpha \sqrt{1+\mathrm{cosh}^2\theta \mathrm{sinh}^2\alpha }`$ (25)
$`\mu _{\mathrm{D}p}`$ $`=`$ $`{\displaystyle \frac{\mathrm{sinh}\alpha }{\sqrt{1+\mathrm{cosh}^2\theta \mathrm{sinh}^2\alpha }}}`$ (26)
$`Q_{\mathrm{D}p}`$ $`=`$ $`{\displaystyle \frac{V_pV(S^{8p})}{16\pi G}}(7p)r_0^{7p}\mathrm{sinh}\alpha \sqrt{1+\mathrm{cosh}^2\theta \mathrm{sinh}^2\alpha }`$ (27)
The charge quantization relation (14) becomes
$$r_0^{7p}\mathrm{sinh}\alpha \sqrt{\mathrm{sinh}^2\alpha +\mathrm{cosh}^2\theta }=\frac{(2\pi )^{7p}g_sNl_s^{7p}}{(7p)V(S^{8p})\mathrm{cosh}\theta }$$
(28)
## 3 The NCOS near-horizon limit
In this section we apply the limit found in to the non-extremal F1-D$`p`$ bound state. This gives a dual string theory description of the $`p+1`$ dimensional NCOS theory in terms of string theory on a curved background space-time in the presence of a near-critical electrical NSNS $`B`$ field. As explained in the near-critical electrical NSNS $`B`$ field gives dynamical open string modes in the decoupled theory since the open string tension almost cancels with the $`B`$ field giving a finite effective open string tension.
Following , we take the limit $`l_s0`$ keeping fixed
$$u=\frac{r}{l_s},u_0=\frac{r_0}{l_s},b=l_s^2\mathrm{cosh}\theta ,\alpha =\text{fixed},\stackrel{~}{g}=\frac{g_sl_s^2}{b}$$
(29)
Moreover, we rescale the world-volume coordinates
$$\stackrel{~}{x}^i=\frac{l_s}{b}x^i,i=0,1,\stackrel{~}{x}^j=\frac{1}{l_s}x^j,i=2,\mathrm{},p$$
(30)
with the notation $`t=x^0`$. Notice that we keep $`u=r/l_s`$ finite since the mass of an open string stretched between to D-branes with distance $`r`$ measured in units of $`l_s^1`$ is $`l_sMu`$. Thus, contrary to the usual scaling of the radial coordinate $`u=r/l_s^2`$ we do not let the string modes measured in units of $`l_s^1`$ grow to infinity, but instead keep them finite and thereby dynamical.
We note that the rescaling of coordinates in (29) and (30) makes all coordinates dimensionless. This means that when measuring distance or time on the world-volume with the coordinates $`\stackrel{~}{t},\stackrel{~}{x}^1,\mathrm{},\stackrel{~}{x}^p`$ we are measuring in units of $`\sqrt{b}`$, and similarly we measure energy in units of $`1/\sqrt{b}`$.
Defining
$$R^{7p}\frac{(2\pi )^{7p}}{(7p)V(S^{8p})}\stackrel{~}{g}N$$
(31)
we have from (28) that
$$u_0^{7p}\mathrm{sinh}^2\alpha =R^{7p}$$
(32)
Using the near-horizon limit defined by (29)-(30) on (17) and (18) we get the string-frame metric and dilaton
$`{\displaystyle \frac{ds^2}{l_s^2}}`$ $`=`$ $`H^{1/2}{\displaystyle \frac{u^{7p}}{R^{7p}}}\left[fd\stackrel{~}{t}^2+(d\stackrel{~}{x}^1)^2\right]+H^{1/2}\left[(d\stackrel{~}{x}^2)^2+\mathrm{}+(d\stackrel{~}{x}^p)^2\right]`$ (33)
$`+H^{1/2}\left[f^1du^2+u^2d\mathrm{\Omega }_{8p}^2\right]`$
$$g_s^2e^{2\varphi }=\stackrel{~}{g}^2\left(1+\frac{u^{7p}}{R^{7p}}\right)H^{\frac{3p}{2}}$$
(34)
where
$$H=1+\frac{R^{7p}}{u^{7p}}$$
(35)
From (19) we get the NSNS $`B`$-field
$$B_{t1}=l_s^2\frac{u^{7p}}{R^{7p}}$$
(36)
We note that the constant appearing in the NSNS $`B`$-field in (19) has been gauged away before taking the limit. This gives a non-zero electrical component for the world-volume field strength $`F_{01}`$ on the D$`p`$-branes. The limit $`l_s0`$ keeping fixed (29) and (30) corresponds to approaching the critical value of the electrical field $`F_{01}`$.
## 4 Phases of the supergravity description
We now analyze the phases of the supergravity near-horizon solution (33)-(36).
The F1-D$`p`$ bound state in the limit (29) and (30) is believed to describe the $`p+1`$ dimensional NCOS theory. The open strings of NCOS theory live in a $`p+1`$ dimensional space-time with the time $`\stackrel{~}{t}`$ and the space-direction $`\stackrel{~}{x}^1`$ being non-commutative with commutator $`[\stackrel{~}{t},\stackrel{~}{x}^1]=i`$.
The string length in NCOS theory is $`\sqrt{b}`$ , so since we measure length in units of $`\sqrt{b}`$ the NCOS string length in our supergravity description is 1. Thus, if there is any Hagedorn behaviour of the thermodynamics it should occur at $`T1`$. The open string coupling constant of NCOS theory is $`G_\mathrm{o}`$ which is related to $`\stackrel{~}{g}`$ as $`\stackrel{~}{g}=G_\mathrm{o}^2`$ . The rescaled radial parameter $`u`$ is the energy of the brane probe in units of $`1/\sqrt{b}`$. Thus $`u`$ is the effective energy scale in NCOS theory.
It is easily seen that for $`uR`$ the near-horizon solution reduces to that of the ordinary near-horizon limit of D$`p`$-branes (see for example ). Thus, for these energies the NCOS theory reduces to an ordinary Yang-Mills (OYM) theory in a $`p+1`$ dimensional commutative space-time. One can therefore regard OYM as a low energy effective theory for NCOS theory. $`uR`$ is the energy scale where the non-commutativity start appearing. Since NCOS theory reduces to OYM for $`uR`$ we define the effective coupling constant
$$g_{\mathrm{eff}}^2=(2\pi )^{p2}\stackrel{~}{g}Nu^{p3}$$
(37)
This coupling constant corresponds to the usual effective coupling constant for OYM defined in with $`g_{\mathrm{YM}}^2=(2\pi )^{p2}\stackrel{~}{g}`$ the Yang-Mills coupling constant and $`N`$ the rank of $`U(N)`$. Note that $`g_{\mathrm{eff}}^2R^{7p}u^{p3}`$.
For $`uR`$ the near-horizon solution instead reduces to being the near-horizon limit of delocalized F-strings. This will be further explained and studied in Section 6. Since $`uR`$ is the point where we go from the near-horizon D$`p`$-brane phase to the near-horizon delocalized F-string phase, we expect that this is the point where the non-commutative effects become significant, in analogy with the near-horizon D$`(p2)`$-D$`p`$ description of NCYM.
The curvature of (33) in units of $`l_s`$ is
$$𝒞=\frac{1}{\sqrt{u^4+R^{7p}u^{p3}}}$$
(38)
In order for the near-horizon solution (33)-(36) to accurately describe NCOS theory we need both $`𝒞1`$ and $`g_se^\varphi 1`$. We now analyze these conditions in the two cases $`uR`$ and $`uR`$.
If we consider $`uR`$ where the dual theory is OYM, we see that $`𝒞1`$ is equivalent to having $`g_{\mathrm{eff}}^21`$. Thus, we have the usual demand that the effective coupling should be large. The condition $`g_se^\varphi 1`$ is equivalent to $`g_{\mathrm{eff}}^2N^{\frac{4}{7p}}`$, thus we get
$$1g_{\mathrm{eff}}^2N^{\frac{4}{7p}}$$
(39)
so that $`N1`$ which means we are in the planar limit of OYM. The condition (39) corresponds to the standard supergravity description of OYM given in . Combining the condition $`uR`$ with (39) we get the additional conditions that $`\stackrel{~}{g}1/N`$ for $`p>3`$, $`1/N\stackrel{~}{g}1`$ for $`p=3`$ and $`\stackrel{~}{g}1`$ for $`p<3`$.
Considering instead $`uR`$ we see that $`g_se^\varphi 1`$ if
$$u^{7p}\frac{R^{7p}}{\stackrel{~}{g}^2}\frac{N}{\stackrel{~}{g}}$$
(40)
Combining this with $`uR`$ we get that $`\stackrel{~}{g}1`$ which means that the near-horizon solution describes weakly coupled NCOS theory. The bound $`u^{7p}N/\stackrel{~}{g}`$ means that for larger energies the theory flows to the S-dual near-horizon brane description. For $`p=3`$ we go to NCYM described by the near-horizon D1-D3 solution . We discuss the case $`p=5`$ in Section 8.
Demanding $`𝒞1`$ for $`uR`$ we see from (38) that we need $`u1`$. This we can split in two cases. If $`R1`$, which is equivalent to $`\stackrel{~}{g}1/N`$, we only need to have $`uR`$. If $`R1`$, which is equivalent to $`\stackrel{~}{g}1/N`$, we see that we need to have $`u1`$ instead.
Thus, if we want to consider NCOS theory with $`p3`$ when $`\stackrel{~}{g}1/N`$ we need to have $`u1`$. This means that there is an energy range $`Ru1`$ in which we cannot describe NCOS theory with arbitrarily weak coupling. This will be important for our discussion of thermodynamics in Section 5. For completeness we note that for $`p<3`$ we can also have $`\stackrel{~}{g}1/N`$ if $`u(\stackrel{~}{g}N)^{1/(3p)}`$ which means that we are in the OYM region.
We can also ask if it possible to find a regime with finite $`N`$. From the previous paragraph we immediately get that this is possible if and only if $`u1`$.
## 5 NCOS thermodynamics
Using the limit (29)-(30) we have from (21)-(27) the thermodynamics
$$T=\frac{7p}{4\pi u_0}\left(\frac{u_0}{R}\right)^{\frac{7p}{2}},S=\frac{\stackrel{~}{V}_pV(S^{8p})}{32\pi ^6\stackrel{~}{g}^2}u_0^{8p}\left(\frac{R}{u_0}\right)^{\frac{7p}{2}}$$
(41)
$$E=\frac{\stackrel{~}{V}_pV(S^{8p})}{128\pi ^7\stackrel{~}{g}^2}\frac{9p}{2}u_0^{7p},F=\frac{\stackrel{~}{V}_pV(S^{8p})}{128\pi ^7\stackrel{~}{g}^2}\frac{5p}{2}u_0^{7p}$$
(42)
with
$$\stackrel{~}{V}_p=b^1l_s^{2p}V_p$$
(43)
being the world-volume in the rescaled coordinates given by (30). The energy $`E`$ is the energy above extremality $`E=M\sqrt{Q_{\mathrm{F1}}^2+Q_{\mathrm{D}p}^2}`$. We note that in order to obtain (41) and (42) it is necessary to rescale $`T`$, $`E`$ and $`F`$ as
$$T\frac{b}{l_s}T,E\frac{b}{l_s}E,F\frac{b}{l_s}F$$
(44)
since we have rescaled the time as $`\stackrel{~}{t}=tl_s/b`$.
The curvature in units of $`l_s`$ at the horizon is
$$\epsilon _D=\frac{1}{\sqrt{u_0^4+R^{7p}u_0^{3p}}}$$
(45)
The dilaton squared at the horizon is
$$\epsilon _L=\stackrel{~}{g}^2\left(1+\frac{u_0^{7p}}{R^{7p}}\right)\left(1+\frac{R^{7p}}{u_0^{7p}}\right)^{\frac{3p}{2}}$$
(46)
Thus the thermodynamics (41) and (42) is valid for NCOS theory when $`\epsilon _D1`$ and $`\epsilon _L1`$. This gives the phase structure of Section 4 with the only difference that $`u`$ is replaced with $`u_0`$. We have defined $`\epsilon _D`$ and $`\epsilon _L`$ for later convenience.
The thermodynamics (41) and (42) is clearly equivalent<sup>10</sup><sup>10</sup>10See e.g. Appendix A in . to that of OYM at strong ’t Hooft coupling and with the identification $`g_{\mathrm{YM}}^2=(2\pi )^{p2}\stackrel{~}{g}`$. This is not surprising for energies $`u_0R`$, since here the near-horizon solution (33)-(36) is the usual near-horizon D$`p`$-brane solution. For $`u_0R`$ we get instead a prediction of the thermodynamics of NCOS theory.
If we consider the specific case of $`p=3`$ we know that for $`u_0^{7p}N/\stackrel{~}{g}`$ we go to the NCYM description which also has the thermodynamics (41) and (42) , so the thermodynamics is given by this whenever a supergravity description is available.
The fact that the thermodynamics does not change when raising the energy or temperature naturally raises the question about the stringy nature of NCOS theory. NCOS theory is claimed to be a string theory with a string spectrum and this should give rise to Hagedorn behaviour of the thermodynamics. Hagedorn behaviour occurs in a string theory for large temperatures and energies. When doing statistical mechanics of the string states the partition function can only be defined for temperatures lower than a certain maximal temperature, called the Hagedorn temperature. Near this temperature the thermodynamics behave in a singular manner. Clearly, the fact that (41) and (42) behaves uniformly for all energies means that there is no sign of any Hagedorn behaviour in this thermodynamics. Assuming of course $`p5`$ since for $`p=5`$ the thermodynamics (41) and (42) does exhibit Hagedorn behaviour, as we shall discuss further in Section 8.
The Hagedorn temperature of NCOS theory is of order $`T1`$ since the string scale is equal to 1. Thus, we should first test whether the temperature given in (41) can reach the Hagedorn temperature. That $`T1`$ is equivalent to $`u_0^{5p}R^{7p}`$, or, equivalently,
$$u_0^{5p}\stackrel{~}{g}N$$
(47)
Thus, assuming $`p<5`$, we can see that if $`\stackrel{~}{g}N1`$ we need $`u_01`$, and if $`\stackrel{~}{g}N1`$ we need $`u_01`$. But, we know from Section 4 that if we want $`\stackrel{~}{g}1/N`$ we must have $`u_01`$, so that means that we cannot both be near the Hagedorn temperature and have arbitrarily weak coupling. This is a very important observation, since this can explain why the thermodynamics (41) and (42) does not exhibit Hagedorn behaviour. The explanation being that when $`\stackrel{~}{g}1/N`$ strong coupling effects removes the Hagedorn behaviour of the string theory. This is perfectly possible in that the statistical derivation of Hagedorn behaviour assumes arbitrarily weak coupling. On the other hand, when $`u_01`$ we can have arbitrarily weak coupling $`\stackrel{~}{g}1/N`$ but this means that $`T1`$ so that we are far above the Hagedorn temperature. Thus, the Hagedorn temperature is clearly not limiting and we have a Hagedorn phase transition at $`T1`$.
The fact that we have the thermodynamics (41) and (42) for $`\stackrel{~}{g}1/N`$ and $`u_0R`$ suggests that the NCOS theory reduces to OYM in this region because of strong coupling effects.
In Section 7 we show that when approaching $`u_01`$ for arbitrarily weak coupling new thermodynamics can occur. This supports our explanation of the missing Hagedorn behaviour in the thermodynamics.
## 6 NCOS theory and delocalized F-strings
In this section we elaborate on the fact that for $`uR`$ the NCOS near-horizon solution from Section 3 reduce to that of the near-horizon limit of delocalized F-strings.
The solution for $`M`$ coincident F-strings delocalized in $`p1`$ directions is
$$ds^2=\widehat{H}^1\left[fdt^2+(dx^1)^2\right]+(dx^2)^2+\mathrm{}+(dx^p)^2+f^1dr^2+r^2d\mathrm{\Omega }_{8p}^2$$
(48)
$$e^{2\varphi }=\widehat{H}^1$$
(49)
$$B_{t1}=(\widehat{H}^11)\mathrm{coth}\widehat{\alpha }$$
(50)
where we have used the functions and variables defined in Section 2. This is the supergravity solution that the F1-D$`p`$ bound state reduces to when $`\widehat{\theta }=\pi /2`$. From charge quantization of the F-strings we get
$$r_0^{7p}\mathrm{cosh}\widehat{\alpha }\mathrm{sinh}\widehat{\alpha }=\frac{(2\pi )^6g_s^2l_s^6}{(7p)V(S^{8p})}\frac{M}{V_{p1}}$$
(51)
This can also be gotten by combining (14) and (15).
Taking the near-horizon limit $`l_s0`$ with the variables in (29) and (30) fixed we get the near-horizon solution
$$\frac{ds^2}{l_s^2}=\frac{u^{7p}}{R^{7p}}\left[fd\stackrel{~}{t}^2+(d\stackrel{~}{x}^1)^2\right]+(d\stackrel{~}{x}^2)^2+\mathrm{}+(d\stackrel{~}{x}^p)^2+f^1du^2+u^2d\mathrm{\Omega }_{8p}^2$$
(52)
$$g_s^2e^{2\varphi }=\stackrel{~}{g}^2\frac{u^{7p}}{R^{7p}}$$
(53)
$$B_{t1}=l_s^2\frac{u^{7p}}{R^{7p}}$$
(54)
Thus we clearly see that the solution (33)-(36) reduces to the solution (52)-(54) for $`uR`$.
The curvature of (52) and the dilaton (53) are small if and only we have
$$1u^{7p}\frac{N}{\stackrel{~}{g}}$$
(55)
If $`\stackrel{~}{g}N1`$ we need in addition that $`u^{7p}\stackrel{~}{g}N`$ in order to be describing NCOS theory. Thus, we need that $`\stackrel{~}{g}1`$.
From (15) we get that
$$\stackrel{~}{g}=\frac{\stackrel{~}{V}_{p1}}{(2\pi )^{p1}}\frac{N}{M}$$
(56)
This is the connection between $`M`$ and $`N`$ which makes it possible to describe NCOS theory in terms of $`M`$ delocalized F-strings.
In D$`(p2)`$-branes delocalized in two directions where shown to describe $`p+1`$ dimensional NCYM with a rank 2 non-commutative space at high energies. From this it was conjectured that the world-volume theory of the D$`(p2)`$-brane, which is OYM with $`p2`$ space dimensions, is equivalent to the NCYM theory. It would be interesting to investigate if it is possible to make a similar connection for delocalized F-strings. The world-volume theory of $`N`$ coincident F-strings is the free orbifold CFT which is S-dual to OYM in 1+1 dimensions .
## 7 Approaching new thermodynamics
In this section we go beyond the leading order supergravity solution in order to find evidence that the thermodynamics of NCOS theory can differ from that of OYM. We choose to consider the special case $`p=3`$ only, but a similar analysis can be made for other dimensions.
The leading order type IIB supergravity receives string corrections of two types. Derivative corrections with expansion parameter $`\alpha ^{}=l_s^2`$ and loop corrections with expansion parameter $`g_s`$. These two types of expansions can be translated into two types expansions of the thermodynamics of the near-horizon NCOS supergravity solution. Thus, the derivative expansion has the expansion parameter $`\epsilon _D`$ given in (45), and the loop expansion has expansion parameter $`\epsilon _L`$ given in (46) <sup>11</sup><sup>11</sup>11A general account of how this works for various near-horizon backgrounds can be found in .. But, in order to use scaling arguments we need that the expansion parameters can be expressed as a constant times a power of $`u_0`$. Thus, we need either $`u_0R`$ or $`u_0R`$.
In type IIB string theory the first two corrections to the leading order supergravity action is the $`l_s^6R^4`$ term and the $`g_s^2l_s^6R^4`$ term. These will translate into a correction of order $`\epsilon _D^3`$ and a correction of order $`\epsilon _L\epsilon _D^3`$.
If we consider the case $`u_0R`$ which corresponds to 4 dimensional OYM we have
$$\epsilon _D\frac{1}{\sqrt{\stackrel{~}{g}N}},\epsilon _L=\stackrel{~}{g}^2$$
(57)
Thus, we see that neither of the expansion parameters depends on $`u_0`$. This means for the OYM that the thermodynamics essentially stays the same when approaching $`\epsilon _D1`$ or $`\epsilon _L1`$. Thus, we will keep having the free energy $`FT^4`$ but the coefficient in front will be renormalized<sup>12</sup><sup>12</sup>12For OYM there is a factor $`3/4`$ in difference between the free theory and the strongly coupled theory described by supergravity, as discussed in ..
If we instead consider the case $`u_0R`$ which corresponds to 4 dimensional NCOS theory, we have
$$\epsilon _D=\frac{1}{u_0^2},\epsilon _L\frac{\stackrel{~}{g}}{N}u_0^4$$
(58)
If we consider the transition point $`\epsilon _L1`$, or, equivalently, $`u_0^4N/\stackrel{~}{g}`$ we should not get any new thermodynamics since the theory should flow into 4 dimensional NCYM as described in . Since NCYM also has $`FT^4`$ the thermodynamics should be preserved when approaching this transition point. And, indeed, it can be shown that the $`\epsilon _L1`$ transition is very smooth due to the fact that the leading term that contributes around this point is of order $`\epsilon _D^3\epsilon _L`$ which is highly suppressed since $`\epsilon _D1`$.
On the other hand, if we consider the transition point $`u_01`$, all the tree-level terms in type IIB string theory contribute. They form together a series of terms in the expansion parameter $`\epsilon _D=1/u_0^2`$, with the first term being $`\epsilon _D^3=1/u_0^6`$. Therefore we get new thermodynamics when approaching $`u_01`$. This requires in fact $`\stackrel{~}{g}1/N`$ since we still want $`u_0R`$. This supports our arguments of Section 5 since we here stated that the Hagedorn behaviour should be observed in the region $`u_0<1`$ with very weak coupling $`\stackrel{~}{g}1/N`$. We now see that exactly when we approach this region we get new thermodynamics.
From the arguments above, we note that the corrected free energy of 4 dimensional NCOS theory for $`T`$ approaching $`1/(\sqrt{\stackrel{~}{g}N})`$ becomes
$$F=\frac{\pi ^2}{8}N^2\stackrel{~}{V}_3T^4\left[1+\underset{n=3}{\overset{\mathrm{}}{}}\frac{a_n}{(\stackrel{~}{g}N)^nT^{2n}}\right]$$
(59)
where $`a_n`$ are undetermined coefficients.
## 8 The F1-D5 and D1-NS5 bound states
We conclude this paper with a closer look at the $`p=5`$ case. This should correspond to NCOS theory in 6 dimensions, or, for low energies, 6 dimensional OYM. But, it is well-known that the D5-brane and NS5-brane world-volume theory is the so-called Little String Theory (LST) , which is a non-critical supersymmetric closed string theory in 6 dimensions. This means that NCOS theory in 6 dimensions is related to space-time non-commutative LST, and from this the question arises of how an open string theory can be related to a closed string theory on a non-commutative space-time. This question could be important for future research since we here have two non-critical string theories which are claimed to be descriptions of the same theory.
Our proposal for how NCOS theory and LST are related is that NCOS theory is a low energy limit of space-time non-commutative LST, since when we reach $`u_0^2N/\stackrel{~}{g}`$ the theory flow to the near-horizon limit of the D1-NS5 bound state. Thus, we propose to define space-time non-commutative LST as the decoupling limit of D1-NS5, just as spatially non-commutative LST is defined as the decoupling limit of D2-NS5 or D3-NS5 . And, we moreover propose that for sufficiently low energies this theory reduces to that of 6 dimensional NCOS theory.
From (41) we get the Hagedorn temperature of the space-time non-commuta-tive LST
$$T_{\mathrm{LST}}=\frac{1}{2\pi \sqrt{\stackrel{~}{g}N}}$$
(60)
Thus, the LST Hagedorn temperature is different from that of NCOS theory, which confirms our suspicion that we have two different string scales in the theory.
Moreover, if we have $`\stackrel{~}{g}1/N`$, which we expect is necessary in order to see the NCOS Hagedorn behaviour, we get that $`T_{\mathrm{LST}}1`$ so that any Hagedorn transition in NCOS theory would happen at much lower temperatures than $`T_{\mathrm{LST}}`$. If, on the other hand, $`\stackrel{~}{g}N1`$ we have that $`T_{\mathrm{LST}}1`$ which means that there cannot be any NCOS Hagedorn transition since the LST Hagedorn temperature is limiting and $`T1`$ thus cannot be reached.
The above consideration supports our proposal that NCOS theory is a low energy limit of space-time non-commutative LST since it means that whenever the NCOS Hagedorn temperature $`T_{\mathrm{NCOS}}`$ is defined we have that $`T_{\mathrm{NCOS}}T_{\mathrm{LST}}`$.
Note also that the inverse string tension in LST is $`\alpha _{\mathrm{LST}}^{}=\stackrel{~}{g}`$, while in NCOS theory it is $`\alpha _{\mathrm{NCOS}}^{}=1`$. Thus, the low energy limit of LST is the limit $`\stackrel{~}{g}0`$ which precisely is the limit where NCOS theory should be applicable since it is weakly coupled. Also, for $`\stackrel{~}{g}0`$ we are in the F1-D5 description which corresponds to NCOS theory.
We now examine the LST Hagedorn behaviour of this theory using the arguments given in . If we are at energies so that $`u_0R`$ we have that
$$\epsilon _D^3\epsilon _L\frac{\stackrel{~}{g}}{N}\frac{1}{u_0^2}$$
(61)
which gives
$$S(T)\frac{1}{T_{\mathrm{LST}}T}$$
(62)
This is valid for $`u_0^2N/\stackrel{~}{g}`$. For $`u_0^2N/\stackrel{~}{g}`$ we flow into the near-horizon limit of the D1-NS5 bound state. If we raise the energy sufficiently, we end up with a solution of D-strings delocalized in 4 directions. One can show that for these we get the thermodynamics
$$S(T)\frac{1}{(T_{\mathrm{LST}}T)^{2/3}}$$
(63)
valid for all sufficiently high energies. This is the same critical behaviour as for spatially non-commutative LST . It would be interesting if one could reproduce this from statistical arguments like it was done in for LST on a commutative space-time.
## 9 Discussion
In this paper we have studied NCOS theory using the dual supergravity description. We have presented the non-extremal F1-D$`p`$ bound state and its NCOS near-horizon limit. We have found that the thermodynamics to leading order is equivalent to that of OYM. We have furthermore argued that this does not have to be in contradiction with the expected Hagedorn behaviour of NCOS theory.
By considering string corrections to delocalized F-strings we found that the thermodynamics becomes very different from that of OYM when approaching the region with $`u_0<1`$ and very weak coupling $`\stackrel{~}{g}1/N`$. This supports our conclusion that the supergravity thermodynamics is not in contradiction with the expectations from NCOS theory. The string correction analysis is also important since it is quantitative evidence that the thermodynamics only is equivalent to OYM at leading order in the supergravity. When string corrections are included the S-dual backgrounds of near-horizon D1-D3 and F1-D3 have different thermodynamics.
## Acknowledgments
We thank N. Obers for useful discussions.
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# Interferometric observation of the L483 molecular core
## 1 Introduction
Young stellar objects (YSOs) in the early phase of star formation continuously aggregates material from parent dense molecular cores. This process seems to be followed by the formation of disk and outflows, and protostars come into existence by dispersing debris around them (Kitamura et al. (1997)). This scenario is generally accepted at least for low mass stars. The classification or evolutionary sequence of YSOs from class 0 to III, mainly based on their spectral energy distribution, has been established and became a framework to which subsequent studies should refer (André, Ward-Thompson, & Barsony (1993)).
However, one needs to find direct observational evidence of inward motion leading to a drastic density enhancement of central source which is prerequisite for the star formation. The method of diagnosing the collapse motion had been developed earlier (Leung & Brown (1977); Anglada et al. (1987)), but it was first detected only in the 1990’s (Zhou et al. (1993)). The method is based on the idea that, in the presence of the infall motion of which magnitude is not so large as that of intrinsic (turbulent + thermal) motion, an opaque line has a self-absorption with the blue peak stronger than the red one, while an optically thin line with a single peak is located between the two peaks of the opaque line. Since class 0 and I objects are believed to be in main accretion phase, prompt attention is paid to them in an attempt to understand the earliest phase of star forming process. Many class 0 and I sources have been surveyed initially with single dish telescopes mainly for the detection of infall signatures, resulting in a statistical preference for inward motion rather than outward one for these objects (Gregersen et al. (1997); Mardones et al. (1997)). These surveys also served as a basis for detailed studies of higher angular resolution. Imaging with high spatial resolution is particularly important since the star formation process takes place at a smaller scale. Only interferometric observations enable us to separate envelopes, disks, and outflow lobes and to disentangle motions associated with them. Choi et al. (1999) carried out a survey of 9 class 0 sources using the Berkeley-Illinois-Maryland-Association (BIMA) interferometer, and Hogerheijde et al. (1999) on the YSOs in the Serpens molecular cloud. Detailed investigation has been undertaken for a limited number of YSOs as well (Ohashi et al. (1997); Yang et al. (1997)). Eventually all YSOs will have to be observed with interferometers in a variety of transitions.
As a step toward these high resolution studies, we conducted an interferometric observation of L483. The L483 is one of the so-called Myers’ cores containing an embedded infrared source, IRAS 18148-0440, at a distance of 200 pc. Its size is $`1^{}`$ from the observations of HC<sub>3</sub>N (Fuller & Myers (1993)) and C<sup>18</sup>O (Fuller & Ladd (1997)). A CO outflow with a good collimation was found in the east-west direction, inclined by $`45^{}`$ to the sky plane, and an infrared lobe also lies in the axis of molecular outflow (Parker, Padman, & Scott (1991); Fuller et al. (1995)). Recently, Hatchell, Fuller, & Ladd (1999) and Buckle, Hatchell, & Fuller (1999) examined the temperature variation in the outflow lobe and the shock structure of jet embedded in the lobe, respectively. However, the kinematics of the central condensation remains poorly understood, since the line asymmetry of optically thick transitions, known as a probe of internal motions of cores, differs from molecule to molecule. Mardones et al. (1997) and Mardones (1998) obtained CS 2–1, H<sub>2</sub>CO $`2_{12}`$$`1_{11}`$, and N<sub>2</sub>H<sup>+</sup> 1–0 lines with $`20^{\prime \prime }30^{\prime \prime }`$ beams and mapped their spatial distributions. They found that the CS and H<sub>2</sub>CO lines are self-reversed and the blue peak is slightly brighter than the red. On the other hand, Gregersen et al. (1997) show that the red peak is twice as strong as the blue one in the HCO<sup>+</sup> 3–2 transition in a $`20^{\prime \prime }`$ beam. The three hyperfine components of HCN 1–0 again exhibit the usual blue asymmetry with a $`60^{\prime \prime }`$ beam: a single peak in the blue side with a shoulder in the red of the thinnest component ($`F`$=0–1) changes into a deep self-absorption with a stronger blue peak of the thickest one ($`F`$=2–1) (Park, Kim, & Minh (1999)). A recent VLA observation of NH<sub>3</sub> indicates an inward motion down to $`10^{\prime \prime }`$ scale (Fuller & Wooten (2000)). All these features suggest diverse velocity fields in this source, and this could be understood much better by aperture synthesis imaging.
In section 2, we briefly describe the observation and the data reduction. Results of our interferometric observation are presented in section 3. In section 4, we discuss kinematics of the envelope and outflow as well as molecular abundance. In the final section, we summarize our results.
## 2 Observation and data reduction
Since the HCO<sup>+</sup> molecule is most peculiar in line shape when compared with other molecules in single dish observations, the HCO<sup>+</sup> molecule is the one to be explored with a prime importance in this observational study. The HCO<sup>+</sup> 1–0 transition has a critical density of $`2.5\times 10^5`$ cm<sup>-3</sup>. The HCO<sup>+</sup> molecule may not be depleted in an envelope since there is no chemical reaction route to consume it (Rawlings (1996); van Dishoeck & Blake (1998)). Moreover, it often delineates well outflow lobes (Hogerheijde et al. (1998); Hogerheijde et al. (1999)). Thus it may be a good tracer of the density and motion of the envelope and the outflow. However, since the transition may be opaque, we selected C<sub>3</sub>H<sub>2</sub> 2<sub>12</sub>$`1_{01}`$ as a complementary probe to cold gas in the envelope. The C<sub>3</sub>H<sub>2</sub> molecule has been extensively surveyed toward numerous Galactic objects (Madden et al. (1989); Benson, Caselli, & Myers (1998)). The single-peaked line profile of C<sub>3</sub>H<sub>2</sub> toward L483 obtained from a single dish observation suggests that the transition is not so optically thick (Myers et al. (1995)). Furthermore, in L1157 it is found to trace an envelope mainly and is insensitive to an outflow or shocked region (Bachiller & Pérez Guitérrez (1997)). Thus, if a disk-like envelope is embedded in the core of L483, we may be able to discern, by using C<sub>3</sub>H<sub>2</sub>, rotation and/or radial (inward/outward) motions which are not contaminated by the outflow.
The observation of the L483 was carried out with the 10 elements BIMA interferometer in its C configuration in October and November 1998 in the transitions of HCO<sup>+</sup> 1–0 (89.188523 GHz) and C<sub>3</sub>H<sub>2</sub> 2<sub>12</sub>–1<sub>01</sub> (85.338905 GHz). We configured correlator for HCN 1–0 line (88.631847 GHz) as well, but the HCN data were discarded because of interference in the IF band. System temperatures were typically $`150500`$ K during the observation. Projected baselines range from 1.7 k$`\lambda `$ to 23 k$`\lambda `$, and phase center was the position of IRAS 18148-0440, $`\alpha (2000)=18^h17^m29.^s83`$ and $`\delta (2000)=4^{}39^{}38.^{\prime \prime }33`$. The phase and pass band were calibrated using 1743-038 and 3C273, respectively. We also made observations of Uranus for flux calibration and the flux of 1743-038 was $`1.82.0`$ Jy at the time of observation. The IF window with the band width of 12.5 MHz was fed into the 256 channels of the correlator for each transition, resulting in the velocity resolutions of 0.164 km s<sup>-1</sup> and 0.172 km s<sup>-1</sup> in the HCO<sup>+</sup> and C<sub>3</sub>H<sub>2</sub> transitions, respectively. Continua in both upper and lower side bands were simultaneously observed with a 800 MHz bandwidth in total.
We reduced the data using the MIRIAD package. The data were flagged and Fourier transformed with natural weighting. The resulting dirty map was CLEANed and restored with a Gaussian beam of a FWHM size of $`14^{\prime \prime }\times 10^{\prime \prime }`$ at position angle $`5.^{}5`$ measured from North to East.
In addition, in January 1999, one point observation of HCO<sup>+</sup> 1–0 was undertaken toward the IRAS source using the radome-enclosed 14 meter telescope (beam size = $`60^{\prime \prime }`$) of Taeduk Radio Astronomy Observatory, Korea. The SIS receiver was used for the frontend and the system temperature was 400 K at the time of observation. The backend was an autocorrelation spectrometer with a 20 KHz or 0.067 km s<sup>-1</sup> resolution.
## 3 Results
### 3.1 Continuum emission at $`\lambda =3.4`$ mm
Fig. 1 represents the continuum emission detected around the position of IRAS 18148-0440. There is diffuse emission in the NE–SW direction. The continuum source is barely resolved in the direction of major beam axis, but extended in the E-W direction. By deconvolving the beam, we roughly estimate the size of condensation, 2000 AU and 3000 AU in the N-S and E-W directions, respectively. The estimated total flux is 16 mJy, which is consistent with spectral energy distribution measured from centimeter to near infrared (Fuller et al. (1995)). Using a mass absorption coefficient, $`\kappa =0.01(\frac{1.3\mathrm{mm}}{\lambda })^{1.5}`$ cm<sup>2</sup> g<sup>-1</sup> (Motte, André, & Neri (1998)), we obtain the mass of 0.13 M for the condensation.
### 3.2 C<sub>3</sub>H<sub>2</sub> line emission
We illustrate the distribution of C<sub>3</sub>H<sub>2</sub> in Fig. 2. The line is single-peaked with the FWHM width of 0.32 km s<sup>-1</sup> and centered at the systemic velocity of 5.4 km s<sup>-1</sup>, which is in accordance with the single dish observations of optically thin N<sub>2</sub>H<sup>+</sup> and C<sub>3</sub>H<sub>2</sub> lines (Myers et al. (1995)). The emission peak at $``$ ($`9^{\prime \prime },3^{\prime \prime }`$) is displaced by $`6^{\prime \prime }`$ to the west of the continuum emission. The C<sub>3</sub>H<sub>2</sub> emission is extended from North to South and its half-power contour larger than the synthesized beam is almost circular. From the figure, we note that the C<sub>3</sub>H<sub>2</sub> emission delineates the envelope around the protostar fairly well. The single dish observation at high spatial resolution in the C<sup>18</sup>O 3–2 transition revealed the structure that is similar, but slightly elongated in the N-S direction (Fuller & Ladd (1997)).
In order to examine the kinematics of the envelope, we plot channel maps in Fig. 3, where there are mainly three components. The main component at $``$($`10^{\prime \prime },0^{\prime \prime }`$) with $`v5.4`$ km s<sup>-1</sup> contains most of the mass of the envelope. The remaining ones are at $``$($`5^{\prime \prime },0^{\prime \prime }`$) with $`v5.0`$ km s<sup>-1</sup> and at $``$($`15^{\prime \prime },20^{\prime \prime }`$) with $`v6.0`$ km s<sup>-1</sup>. Extended features in the N–S direction in the figure frame of 5.41 km s<sup>-1</sup> may result from side lobe effect. The 5.0 and 6.0 km s<sup>-1</sup> components are minor fragments of the envelope. The systematic displacement of peak positions of the main component along with the LSR velocity suggests a velocity gradient which is seen more clearly in the position-velocity diagrams of Fig. 4. Along the outflow axis of $`\mathrm{P}.\mathrm{A}.=95^{}`$ (see section 3.3) through the C<sub>3</sub>H<sub>2</sub> emission peak at ($`9^{\prime \prime },3^{\prime \prime }`$), is a uniform velocity gradient of the main component, amounting to $`0.5`$ km s<sup>-1</sup> over $`40^{\prime \prime }`$ or 13 km s<sup>-1</sup> pc<sup>-1</sup>. It is found that line wing is of little importance as expected in section 2 and the line itself is gradually shifted. The figure also shows that the 5.0 km s<sup>-1</sup> feature is isolated indeed. On the other hand, the position-velocity diagram across the outflow axis shows little sign of systematic motion. We are not confident with the current resolution that the component at $`\mathrm{\Delta }\delta 20^{\prime \prime }`$ with 5.6 km s<sup>-1</sup> is a discrete one.
A plausible explanation of those velocity shifts would be that the envelope has a flattened structure and the velocity gradient represents a gas infall motion toward the central source, whereas the existence of rotation is uncertain (Ohashi et al. (1997)). However, one has to be careful since the sense of the velocity shift of infalling flat disk or envelope is always the same as that of outflow motion. For instance, the shift of C<sub>3</sub>H<sub>2</sub> line shown in L1228 results from the fragments of core entrained to an outflow (Tafalla & Myers (1997)). It is difficult to figure out which one is dominant for L483, given the C<sub>3</sub>H<sub>2</sub> data only. However, the velocity shift by outflow is less likely for L483, since the HCO<sup>+</sup> line suggests that there is expanding motion as a part of outflow around the envelope and the velocity field is almost isotropic (see section 4.2). If the C<sub>3</sub>H<sub>2</sub> line is affected by this motion, there will be little velocity gradient. Fuller and Wooten (2000) recently found the inward motion by carrying out the VLA observation using the NH<sub>3</sub> inversion lines.
The infall motion of L483 inferred from the position-velocity map of Fig. 4 is different from a free-fall motion of $`v(r)=\sqrt{2GM_{}/r}`$ toward a central star with a mass of $`M_{}`$ which has usually been invoked for, e.g., L1527, HH111, and other YSOs (Ohashi et al. (1997); Yang et al. (1997); Momose et al. (1998)). The velocity gradient is rather linear, suggestive of a collapse of a (pressure-free) gas sphere with a uniform density. We would argue that it is not an accretion toward the central source, but a global contraction of the envelope. This is consistent with the current understanding of the class 0 objects (Bachiller (1996)). Our interpretation, however, may be subject to the spatial and spectral resolutions of observation. Further observations with higher resolutions are necessary to elucidate the kinematics and structure of the envelope.
### 3.3 HCO<sup>+</sup> emission
In Fig. 5, we plot the distribution of the red and blue HCO<sup>+</sup> 1–0 wing emission. The red wing is integrated from 6.5 to 11.0 km s<sup>-1</sup>, while the blue wing from $`1.5`$ to 4.5 km s<sup>-1</sup>. It is found that the bipolar outflow is well collimated and the peaks of the two outflow lobes are separated each other by $`50^{\prime \prime }`$. The shape of the outflow is similar to those found from CO 2–1 (Parker, Padman, & Scott (1991)), from CO 3–2 (Fuller et al. (1995)), and from CO 4–3 (Hatchell, Fuller, & Ladd (1999)). The outflow lies close to the R.A. axis (P.A.$`95^{}`$). The different amounts of extinction towards the lobes in the IR band suggest an inclination of the outflow of $`45^{}`$ to the sky plane (Fuller et al. (1995)).
In order to see details of the outflow, we display channel maps of HCO<sup>+</sup> in Fig. 6. It is found that there are at least three discrete components in the red shifted outflows: the 5.9 km s<sup>-1</sup> component around $``$($`35^{\prime \prime },10^{\prime \prime }`$), the 6.1 km s<sup>-1</sup> component centered at $``$($`10^{\prime \prime },5^{\prime \prime }`$), and the 7.2 km s<sup>-1</sup> component near $``$($`35^{\prime \prime },0^{\prime \prime }`$). The 7.2 km s<sup>-1</sup> component spans a wide range of velocity from 6.7 to 10 km s<sup>-1</sup>. The 5.9 km s<sup>-1</sup> component is much more widely distributed than the others which are relatively compact. The strong emission around ($`11^{\prime \prime },0^{\prime \prime }`$) in the velocity range of $`5.96.4`$ km s<sup>-1</sup> represents the red side of line core component coming from the envelope. There is little emission in the vicinity of line center ($`v=5.25.7`$ km s<sup>-1</sup>) over the whole field of view, due to heavy self-absorption. The emission on the blue side ($`v=4.55.1`$ km s<sup>-1</sup>) of the systemic component is absent, contrary to the one in the red side (which will be discussed in the next section). Interestingly, the blue outflow lobe also seems to have three discrete components and to share similar kinematics as the red lobe. One can find the 3.3 km s<sup>-1</sup> component farthest from the systemic velocity, located around $``$($`10^{\prime \prime },5^{\prime \prime }`$) whose velocity range is wide from 1.4 to 4.3 km s<sup>-1</sup>. The other two components have velocities of $``$ 4.4 and 5.0 km s<sup>-1</sup> which reside at $``$($`5^{\prime \prime },5^{\prime \prime }`$) and ($`15^{\prime \prime },10^{\prime \prime }`$), respectively. The 5.0 km s<sup>-1</sup> component closest to the rest velocity covers the largest area as the 5.9 km s<sup>-1</sup> one does in the red lobe.
The fact that the individual velocity components can be identified and grouped into three pairs supports the idea of symmetric and episodic mass ejections. It may be claimed from the number of pairs that the mass loss phenomena have taken place at least three times in the past. There must be an ambient cloud or a cavity wall with velocity close to the systemic one which embeds these different velocity components, but this is probably resolved out, since its distribution would be extended. The shortest baseline mentioned in section 2 suggests that we are blind to structures larger than $`100^{\prime \prime }`$. The clumpiness and intermittency of the outflow is rather common in the case of extreme high velocity outflows (Bachiller (1996)). It seems that standard or low velocity outflows exhibit such features as well (cf. Hogerheijde et al. (1998); Gómez et al. (1999)).
Furthermore, we note that the component whose velocity is closer to the systemic one occupies larger area. This can be evidence that an opening angle of the outflow becomes wider as the YSO evolves (Bachiller (1996)), provided that the ejected material is accelerated after the ejection from around zero velocity. If this assumption holds, then the high velocity component will be located far away from the driving source. Actually the velocity roughly proportional to the distance away from the source is a reasonable approximation to the velocity field of the well-collimated flow, as can be seen in HH211, NGC1333-IRAS2, NGC2071, and NGC2264G (Masson & Chernin (1993); Gueth & Guilloteau ; Sandell et al. (1994); Chernin & Masson ; Fich & Lada (1998)). It is approximately true for the L483 as well, which is shown in the position-velocity diagram of Fig. 7. The velocity increase together with the distance from the source could also be made by other mechanisms like the simultaneous outburst of material with a wide range of velocities. However, this may not be applicable to the well-collimated outflows with narrow throats.
On the other hand, one can imagine that the opening angle has been kept wide from the beginning, but the fastest mass ejection has taken place preferentially normal to the flat disk or envelope. Although this is not the case for the general class 0 objects, this possibility can not be ruled out. The slowly moving material with wider opening angle could also be regarded as a remnant of a pre-existing shell which was slowly expanding and is swept up by the fast jet. All these invoke detailed understanding of the outflow and hence should be tested by further observation.
## 4 Discussion
### 4.1 Abundance estimate of HCO<sup>+</sup> in the outflow
The line strength of HCO<sup>+</sup> in the wings indicates that the molecule may be enhanced in the outflow region. We estimate the column density of HCO<sup>+</sup> and CO in the outflow lobe in order to derive the relative abundance of HCO<sup>+</sup> to CO. Since the line wings are as wide as 5 km s<sup>-1</sup> along any line of sights, the condition of the large velocity gradient is applicable. Then we can use an expression by Goldreich & Kwan (1974):
$$\tau =\frac{8\pi ^3\mu ^2}{3h}\frac{R}{V}n_0(1e^{T_0/T_{\mathrm{ex}}}),$$
(1)
where $`\mu (=3.4\mathrm{debye})`$ is the dipole moment of HCO<sup>+</sup>, $`R/V`$ is the velocity gradient, $`n_0`$ is the level population in the level $`J=0`$, $`T_{\mathrm{ex}}`$ is the excitation temperature, and $`T_0(=h\nu _{10}/k`$) is 4.2 K. If we use an approximation, $`(n_0+n_1+n_2+\mathrm{})/n_0n_t/n_02kT_{\mathrm{ex}}/h\nu _{10}`$,
$$\tau =\frac{2\pi ^3\mu ^2\nu _{10}}{3kT_{\mathrm{ex}}V}N(\mathrm{HCO}^+)(1e^{T_0/T_{\mathrm{ex}}}),$$
(2)
where the column density $`N`$(HCO<sup>+</sup>) is equal to $`2Rn_t`$.
The $`\tau `$ is derived from
$$T_\mathrm{b}=(J(T_{\mathrm{ex}})J(2.7K))(1e^\tau ),$$
(3)
where $`J(T)=T_0/(e^{T_0/T}1)`$. Since $`T_\mathrm{b}1`$ K in the wings (see Fig. 8), $`\tau 0.15`$ for an assumed $`T_{\mathrm{ex}}`$ of 10 K. $`N`$(HCO<sup>+</sup>) is then $`1.4\times 10^{13}`$ cm<sup>-2</sup> for $`V=5`$ km s<sup>-1</sup>. In the case that $`T_{\mathrm{ex}}=20`$ K, $`\tau 0.051`$ and $`N(\mathrm{HCO}^+)=1.7\times 10^{13}`$ cm<sup>-2</sup>.
We derive the column density of CO in the outflow lobe in a similar way by using the $`J`$=2–1 transitions of both <sup>12</sup>CO and <sup>13</sup>CO in Hatchell, Fuller, & Ladd (1999). The resulting CO column density is $`N(\mathrm{CO})=4.2\times 10^{17}`$ cm<sup>-2</sup>, where we adopted $`\tau =4.0`$ and $`T_{\mathrm{ex}}=25`$ K. Finally it is found that the abundance of HCO<sup>+</sup> relative to CO is $`(3.34.0)\times 10^5`$. This is comparable to the value of $`10^4`$ inferred either for the Orion extended ridge or for the TMC-1 region (Irvine, Goldsmith, & Hjalmarson (1987)). Thus we find no significant abundance enhancement of HCO<sup>+</sup> in the outflow. The line wings look rather strong simply due to the depression of the line core.
### 4.2 Anti-infall signature of the HCO<sup>+</sup> lines
Line profiles of HCO<sup>+</sup> 1–0 toward the envelope are displayed in Fig. 8, where a spectrum obtained toward the IRAS source with the single dish telescope is shown together. Emission from line core is mildly self-absorbed in the single dish observation, but suffers from severe self-absorption in the array observation, falling off close to zero. The self-absorption of the line core is usually amplified in the interferometric observation, since the rest velocity component is most extended and the lack of visibility data at short spacing filters it out. Here it should be pointed out that the blue peak is weaker than the red one in the single dish observation and even almost missing in the interferometric one. This asymmetry is consistent with those of higher transitions of HCO<sup>+</sup> (Gregersen et al. (1997)). All these observations strongly suggest that the stronger red peak is not an artifact caused by the limited UV coverage of interferometric observation, but an intrinsic property of the envelope of L483. The stronger red peak of optically thick line is generally known as an anti-infall signature, indicative of an outward motion. However, it contradicts the observations of HCN, H<sub>2</sub>CO, and NH<sub>3</sub>, all implying the inward motion (Park, Kim, & Minh (1999); Myers et al. (1995); Fuller & Wooten (2000)).
What gives rise to the anti-infall asymmetry of HCO<sup>+</sup>? In answering this question, however, we should not violate observational facts of HCN, H<sub>2</sub>CO, and NH<sub>3</sub> supporting the collapse motion. First, we can consider the influence of the outflow. In addition to the self-absorption by the surface layer of the envelope, the blue lobe of the outflow in front of the envelope may further obscure the blue part of line core emission. However, since the outflow will have a higher excitation temperature than the envelope (Hatchell, Fuller, & Ladd (1999)), it makes the emission from the envelope brighter irrespective of its optical depth: if the outflow is optically thin, the emission from the outflow should be added to that of envelope, while if the outflow is opaque, then the emission from outflow will replace it. Therefore the outflow can not explain the anti-infall asymmetry of the line core.
The asymmetry seems to arise from the envelope itself or very close to it. The envelope or material in its vicinity may be really in a state of almost isotropic expansion. Here we recall that the material (traced by HCO<sup>+</sup>) whose velocity is close to the systemic one moves outward with a wide opening angle, whereas the envelope (traced by C<sub>3</sub>H<sub>2</sub>) is collapsing. Thus one viable option may be a nearly isotropic outward motion of gas between the disk-like envelope and the collimated outflow, which is actually a part of the outflow. If this motion takes place over a large amount of volume around the flattened envelope, then we will have line profiles with the anti-infall signature. The detail of the line shape depends on the velocity field in this expanding volume, but in any case the line will have the red peak stronger than the blue (Leung (1978)). To summarize, there is a highly collimated jet-like flow far from the central source, while there is a wide angle wind-like mass ejection at the base of the outflow. Therefore the geometry and kinematics of the outflow of L483 seems to be in favor of the X-wind model as a low velocity version (cf. Bachiller (1996); Li & Shu (1996)). The Cep A-HW2 is one of the recent examples showing similar line shapes as L483 (Gómez et al. (1999)).
Then one may have to look for reason why only the HCO<sup>+</sup> reflects the expansion. This could be explained in terms of its abundance and excitation condition. The main route to form HCO<sup>+</sup> is the reaction between H$`{}_{}{}^{+}{}_{3}{}^{}`$ and CO. The HCO<sup>+</sup> is unlikely to be depleted, since both species are abundant in the quiescent and relatively diffuse clouds (van Dishoeck & Blake (1998); Langer, Velusamy, & Xie (1996)). As a consequence, although HCO<sup>+</sup> has a large critical density, it is collisionally excited easily at lower densities due to the line trapping. In this case, the critical density, $`n_c`$, should be modified as $`A_{ji}/(C_{ji}\tau _{ji})`$, where $`\tau _{ji}`$ is an optical depth, as already pointed out by Genzel (1991). It is also shown with a simple LVG analysis that HCO<sup>+</sup> 1–0 transition requires the lowest effective density, $`n_{eff}`$, among CS, H<sub>2</sub>CO, HCN, and HCO<sup>+</sup> to produce the line intensity of 1 K for a given column density per unit velocity interval of $`\mathrm{log}(N/\mathrm{\Delta }V)=13.5`$, where the column density, $`N`$, is given in cm<sup>-2</sup> and the line width, $`\mathrm{\Delta }V`$, in km s<sup>-1</sup> (Evans (1999)). (At T$`{}_{k}{}^{}=10`$ K, $`n_{eff}=2.4\times 10^3`$ cm<sup>-3</sup> for HCO<sup>+</sup> 1–0, while $`n_{eff}=1.8\times 10^4`$, $`6.0\times 10^4`$, and $`2.9\times 10^4`$ cm<sup>-3</sup>, for CS 2–1, H<sub>2</sub>CO 2<sub>12</sub>–1<sub>11</sub>, and HCN 1–0, respectively.) Thus the expanding part of the envelope could be more effectively traced by the HCO<sup>+</sup> 1–0 transition than by other transitions. Park, Kim, and Minh (1999) compared the line profiles of HCO<sup>+</sup> 3–2 & 4–3, H<sub>2</sub>CO 2<sub>12</sub>–1<sub>11</sub>, CS 2–1, and HCN 1–0 of 9 class 0 and I objects, and found that the HCO<sup>+</sup> molecule seems to prefer the anti-infall asymmetry than the HCN and possibly the CS does. The preference is very marginal due to a small number of samples, but this could be indirect evidence supporting the idea mentioned above.
### 4.3 Position of the young stellar object in L483
As shown in Fig. 1, the position of continuum peak coincides with that of IRAS 18148-0440 within $`2^{\prime \prime }3^{\prime \prime }`$, while the peak of C<sub>3</sub>H<sub>2</sub> emission is displaced to the west by $`6^{\prime \prime }`$ from it. Although HCO<sup>+</sup> is severely saturated, the emission peak of the red part of the systemic component at $`v5.9`$ km s<sup>-1</sup> is roughly coincident with that of C<sub>3</sub>H<sub>2</sub>, as represented in Fig. 6.
Are the two sources really different condensations? The error ellipse of the IRAS source position is as large as $`35^{\prime \prime }\times 8^{\prime \prime }`$ with a position angle of $`86^{}`$ (IRAS Point Source Catalogue). However, it is found from the VLA observation that the 3.6 cm and 6 cm continuum source is detected exactly at the IRAS position and there is no emission at the position of the C<sub>3</sub>H<sub>2</sub> emission peak. Although the VLA beam is $`19^{\prime \prime }\times 9^{\prime \prime }`$ and $`10^{\prime \prime }\times 5^{\prime \prime }`$ at 3.6 cm and 6 cm, respectively, the accuracy in determining the peak position should be better than $`1^{\prime \prime }2^{\prime \prime }`$ (Anglada, Sepúlveda, & Gómez (1997); Anglada et al. (2000); Beltrán et al. (2000)). The far-infrared ($`100190\mu `$m) and submillimeter ($`4501100\mu `$m) continuum emission are also detected at the IRAS source position, but the beams are as large as $`50^{\prime \prime }`$ and $`20^{\prime \prime }`$, respectively (Fuller et al. (1995); Ladd et al. (1991)). Recently Fuller and Wooten (2000) mapped the region at $`\lambda =450`$ and $`850\mu m`$ and found an elongated condensation at the IRAS position with $`\mathrm{P}.\mathrm{A}.70^{}`$ whose (beam-convolved) FWHM size is $`30^{\prime \prime }\times 15^{\prime \prime }`$. Thus there may be an object at $``$ ($`9^{\prime \prime },3^{\prime \prime }`$) which is unveiled only in millimeter line emission and possibly in the continuum from sub-millimeter to far-infrared. However, it is more likely that the line emission of C<sub>3</sub>H<sub>2</sub> and HCO<sup>+</sup> and the continuum emission emanate from the same condensation but that the molecular line emission is depressed around the dust condensation by some reasons. One of the reasons may be that the gas is frozen out onto the grain in the cold and dense environment. One can find such examples in VLA 1623 and NGC 2024 (André, Ward-Thompson, & Barsony (1993)).
## 5 Summary
The BIMA array observation has been undertaken toward the IRAS 18148-0440, a YSO embedded in the L483 molecular core. An envelope with a beam-deconvolved size of $`3000`$ AU (R.A.) $`\times `$ 2000 AU (Dec.) and with a mass of $`0.13M_{}`$ is found to collapse towards its center. The collapse motion is different from the Shu type ($`vr^{1/2}`$), but more likely linear with a velocity gradient of $`13`$ km s<sup>-1</sup> pc<sup>-1</sup>. The YSO seems to undergo main accretion phase without any conclusive signature of rotation. The molecular outflow traced by HCO<sup>+</sup> 1–0 suggests that there have been successive (at least three times) mass loss events to date and that the recent ejection might take place with a wide opening angle compared with previous ones. The rest velocity component of the HCO<sup>+</sup> line is found to exhibit the anti-infall signature, while the other transitions of density tracing molecules like CS, H<sub>2</sub>CO, and HCN are not. If the outflow is poorly collimated at its base, the outward motion directed radially would be pervasive in both sides of the flattened envelope and responsible for the HCO<sup>+</sup> 1–0 line biased to the red. Due to the ease of collisional excitation and little chance of depletion, the HCO<sup>+</sup> 1–0 is the most likely transition with which one can sense the outward motion.
We thank the anonymous referee for his careful reading of the manuscript. YSP was partially supported by the BK21 program of Ministry of Education, Korea.
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# 1 Introduction
## 1 Introduction
The basic view-point which underlies the present report is that a change in the ground state (vacuum) as caused by that of the environment may reflect in changes of properties of elementary excitations, hadrons in the case of QCD. The salient features of QCD vacuum are (1) absence of free quarks and colored gluons, (2) dynamical breaking of chiral symmetry, axial anomaly, approximate flavor-$`SU(3)`$ symmetry and so on. In this report, we shall examine how , if any, properties of Nambu-Goldstone bosons ($`\pi ,K,\eta `$) and the scalar meson $`\sigma `$ would change when the chiral symmetry is getting restored. The present report is based on Ref. , done mostly in collaboration with T. Hatsuda.
### 1.1 Significance of Sigma meson in the chiral symmetry breaking in QCD
What is sigma meson? Sigma meson is iso-scalar and scalar meson with a low mass $`600700`$ MeV. More specifically, sigma meson we refer to is the quantum fluctuation of the order parameter $`<<\overline{q}q>>`$ of the chiral transition. Thus in a sense, sigma meson is the Higgs particle in the chiral symmetry of QCD: In the standard electro-weak theory, the expectation value of a scalar field called Higgs field is the order parameter for the spontaneous breaking of the $`SU(2)U(1)`$ symmetry, and the quantum fluctuation of the field in the new vacuum is the so called Higgs particle. So we should seek sigma meson to demonstrate that the real world is realized due to the dynamical breaking of chiral symmetry, as eagerly as high-energy experimentalists search the Higgs particle.
Actually, the expected mass (the real part of the mass) of sigma meson is about $`600700`$ MeV, which could be seen in the phase shift of the $`\pi `$-$`\pi `$ scattering in the $`I=J=0`$ channel. However, the experimental phase shift does not show the expected resonance behaviour for the center-of-mass energy below 900 MeV; this is the main source of a skeptical view about the existence of sigma meson. The resolution of the skepticism is rather simple, though; the strong coupling of sigma with $`2\pi `$ gives rise a large imaginary mass or a large width $`\mathrm{\Gamma }_\sigma 450`$ MeV of $`\sigma `$, because of which the energy where the phase shift cut 90 will be shifted up to about 1 GeV where the experimental phase shift shows a resonance behavior with a so complicated structure that the actual particle content contained in this region are not well understood yet. Thus in the real world at $`T=0`$, an experimental demonstration of sigma meson might be very difficult. Our point is, however, that once one can create a high-temperature and/or high-density system by relativistic heavy-ion collisions, for example, one would have a good chance to see sigma meson as a sharp! resonance.
### 1.2 Effective lagrangian approach
When one approaches these problems, some effective lagrangian or model would be desirable in which the salient features of QCD are embodied. Simulations of lattice QCD bear so strong constraints on the computing ability that it is still awkward to compute various quantities freely, especially the dynamical aspects of the system. One of the merits of the studies based on effective theories lies in the fact that a physical idea or view can be easily put in a calculation and thereby helps us getting physical insight into the problems under consideration: These will be helpful in future simulations on lattice QCD with forthcoming super computers. Of course, it is also desirable if one can obtain a ‘BCS’ theory for chiral symmetry breaking from QCD directly.
Our calculation is based on the generalized Nambu-Jona-Lasinio model which embodies the explicit breaking of $`SU_f(3)`$ symmetry as given by the flavor-dependent current quark masses, and the $`U__A(1)`$ anomaly given by the determinantal six-fermion interaction.
The lagrangian we take is the following:
$`_{NJL}`$ $`=`$ $`\overline{q}(i\gamma 𝐦)q+{\displaystyle \underset{a=0}{\overset{8}{}}}{\displaystyle \frac{g__S}{2}}[(\overline{q}\lambda _aq)^2+(\overline{q}i\lambda _a\gamma _5q)^2]`$ (1)
$`+g__D[\mathrm{det}\overline{q}_i(1\gamma _5)q_j+h.c.],`$
$``$ $`_0+_S+_{SB}+_D,`$
where the quark field $`q_i`$ has three colors ($`N_c=3`$) and three flavors ($`N_f=3`$), $`\lambda _a`$ ($`a`$=0$``$8) are the Gell-Mann matrices with $`\lambda _0`$=$`\sqrt{\frac{2}{3}}\mathrm{𝟏}`$. The second term is the explicit $`SU_f(3)`$-breaking part with $`𝐦=\mathrm{diag}(m_u,m_d,m_s)`$ being the current quark mass matrix. The last term is a reflection of the axial anomaly of QCD, which has the $`SU__L(3)SU__R(3)`$-invariance but breaks the $`U_A(1)`$-symmetry. This term gives rise to mixings of the different flavors both in the scalar and pseudo-scalar channels in the mean field approximation.
It is noteworthy that the NJL model can be cast into a form of a linear sigma model by integrating out the quark fields, and hence a non-linear sigma model with the parameters in the Lagrangian fixed by the few parameters of the underlying NJL model. The relation among QCD, NJL model and sigma models for chiral transition has a good analogy with QED for electrons and ions, BCS theory, and phenomenological Gizburg-Landau model, as shown below:
| QED | $``$ | BCS | $``$ | Ginzburg-Landau model |
| --- | --- | --- | --- | --- |
| $``$ | (effective theory) | $``$ | (integrating out fermions) | $``$ |
| QCD | $``$ | NJL | $``$ | $`\sigma `$ models |
## 2 Static Properties
Recent lattice simulations show that the order and even the existence of the phase transition(s) are largely dependent on the number of the flavors especially when the physical current quark masses are used: For $`m_um_d10\mathrm{M}\mathrm{e}\mathrm{V}<<100\mathrm{M}\mathrm{e}\mathrm{V}\stackrel{<}{}m_s`$, the phase transition may be weak 1st order or 2nd order or not exist.
The gross feature of the $`T`$ dependence and the striking difference between the condensates of u (d) quark and the s quark can be well described by the NJL model. It is noteworthy that at high temperatures, the flavor $`SU(3)_f`$-symmetry gets worse badly, which may reflect in the baryon and the vector meson spectra, because they are well described by the constituent quark models.
The calculations based on the NJL model show that the variation of the non-strange condensate with temperature is very large, while that of the strange quark is moderate. This contrast between the non-strange and the strange sectors is also reflected in the change of the constituent quark masses. Hence one sees that the $`SU_f(3)`$-symmetry is no more a good symmetry even approximately at temperatures larger than 150 MeV because the restoration of the chiral symmetry in the different sectors is achieved quite differently. One may also recognize that the approximate $`SU_f(3)`$-symmetry seen at $`T=\mu _i=0`$ is rather accidentally realized by the spontaneous breaking of the chiral symmetry.<sup>1</sup><sup>1</sup>1In discussing the flavor symmetry in terms of the constituent quark masses, we are clearly taking not only the constituent quark picture of hadrons but also the view that the constituent quark masses may be identified with the masses generated by the spontaneous breaking of the chiral symmetry.
Even away from the problem of the $`SU_f(3)`$-symmetry, the possible change of the spectra of baryons and vector mesons such as $`\rho ,\omega `$ and $`\varphi `$ mesons might provide us with a good signature of the formation of hot hadronic matter: For instance, if one applies the naive quark model to the vector mesons, our results tell us that these mesons would decrease their masses as $`T`$ is raised, and the rate of the change are larger in the non-strange vector mesons than in $`\varphi `$ meson. However the manifestation of the change might be more drastic for $`\varphi `$ meson because with a small change of the mass ($`30`$ MeV), $`m_\varphi `$ gets into the subthreshold to the process of $`\varphi 2K`$.
## 3 Dynamic Properties — Collective Excitations —
Lattice simulations and effective theories predict the existence of $`\sigma `$ meson, the mass of which decreases as $`T`$ is raised till $`T_c`$, a “critical temperature”: $`m_\pi `$ is found to be constant as long as $`T<T_c`$.<sup>2</sup><sup>2</sup>2$`T_c`$ may be defined as the temperature at which $`m_\pi `$ starts to go high. It should be noted here that the lattice simulations only give the screening masses, i.e., the mass-like parameters of the space-correlations of the hadronic composite operators, while the effective theories such as the NJL model can give real masses as well as screening ones.
The calculations with the NJL model show that pion hardly changes its mass but only starts become heavy near $`T200`$ MeV, while sigma meson, which is found to be dominantly composed of the nonstrange sigma meson $`\sigma _{_{NS}}(\overline{u}u+\overline{d}d)/\sqrt{2}`$, decreases the mass $`m_\sigma (T,\rho _B)`$ as the chiral symmetry gets restored and eventually $`m_\sigma (T)`$ becomes smaller than twice of pion mass $`m_\pi `$ at a temperature $`T_\sigma 190`$ MeV. This means that the width $`\mathrm{\Gamma }_\sigma `$ of $`\sigma `$ meson due to the process $`\sigma \pi \pi `$ vanishes at $`T_\sigma `$. It means that $`\sigma `$ meson would appear as a sharp resonance at high temperature, though the large width $`\mathrm{\Gamma }_\sigma 500`$ MeV at $`T=0`$ prevent us from seeing $`\sigma `$ meson clearly at $`T=0`$ . Thus one sees that the results obtained in the two-flavor case are confirmed in the three-flavor case with the axial anomaly incorporated.
The behavior of kaon at finite temperature was examined by the present author with use of the $`SU(3)`$-NJL model including the anomaly term. It was found that as long as the system is in the NG phase, the mass of kaon $`m_K(T)`$ keeps almost a constant, the value at $`T=0`$.
Then how about hadronic excitations at $`T>T_c`$. It is remarkable that there seem exist colorless hadronic excitations even in the high-$`T`$ phase contrary to the naive picture of it. There should exist precursory soft modes in the high temperature phase prior to the phase transition if the chiral transition is of second order or weak first order: The soft modes are actually fluctuations of the order parameter of the phase transition, $`(\overline{q}q)^2`$ and hence $`(\overline{q}i\gamma _5\tau q)^2`$ due to the chiral symmetry. We demonstrated these using an effective theory of QCD.
The lattice simulations showed that the screening masses of pion and sigma meson are both well below $`2\pi T`$, which indicates that the interactions between q-$`\overline{\mathrm{q}}`$ in the pseudo-scalar and the scalar channels are still rather strong even in the high-$`T`$ phase, as suggested in the NJL model.
As for the correlations in the vector channel, see .
## 4 Implication to Experiment
The sigma meson would decrease the mass while $`m_\pi `$ keeps constant at high temperatures. This suggests that at high temperatures the decay $`\sigma 2\pi `$ would get suppressed and finally hindered, and them only the electro-magnetic process $`\sigma 2\gamma `$ is allowable. It means that sigma meson may show up as a sharp resonance with the mass $`m_\sigma \stackrel{>}{}2m_\pi `$. Thus we propose to observe $`\pi ^+\pi ^{},2\pi ^0,2\gamma `$ and construct the invariant mass and examine whether there is a bump in the mass region 300 to 400 MeV.
Recently, Weldon find that in the charged system, the process $`\sigma \gamma 2\mathrm{leptons}`$ is possible, because $`\pi ^+`$ and $`\pi ^{}`$ have different chemical potentials, respectively. The detection of lepton pairs would be hopeful because they interact with the matter only weakly in comparison with hadrons.
## 5 Summary and concluding remarks
We have discussed possible character change of several hadrons especially sigma meson. The change is associated with the chiral restoration. We have seen that sigma meson would appear as a sharp resonance, decaying only by the electromagnetic process $`\sigma \gamma \gamma `$ with an only tiny width and a low mass. Therefore it would be interesting to detect $`2\gamma ^{}`$s with invariant masses of several hundred MeV in relativistic heavy ion collisions .
Recently there are some suggestions that the effects of chiral transition might be more significant at finite baryonic density than at finite T. At finite baryon density, there arises a vector-scalar coupling as is well-known in the $`\sigma `$-$`\omega `$ model. On account of the coupling, it is possible to create sigma meson in a nucleus by electron-nucleus scattering, due to the process $`\gamma ^{}(\mathrm{virtual})\sigma `$. By measuring the decay products from $`\sigma `$ such as $`2\pi (\pi ^\pm ,2\pi ^0)`$ or $`2\mathrm{}^\pm `$, one would be able to see rather sharp resonance of the sigma meson. To make the experiment meaningful, one should examine the processes with a nucleon being emitted simultaneously for momentum matching. Furthermore, to avoid the large decay product from $`\rho `$ meson, the detection of neutral pions would give clearer data for sigma meson. Such experiment should be feasible in CEBAF.
Acknowledgement
The author thanks T. Hatsuda for collaboration for the works on which the present report is based. He is grateful to H. Shimizu for his interest in our work on sigma meson and discussions on experimental aspects of the problem. The author expresses his gratitude to the organizers of this symposium, especially to Professor M. Oka for giving him an opportunity to give a talk there.
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# Strongly reduced gap in the zigzag spin chain with a ferromagnetic interchain coupling
## I Introduction
It is interesting to study the effects of a frustration in a quantum system. The zigzag spin chain is one of the simplest quantum spin models with a frustration. An experiment on the compound $`\mathrm{SrCuO}_2`$ reports a remarkable suppression of the three dimensional ordering temperature due to a strong quantum fluctuation enhanced by the frustration . Here we study the effect of frustration in the zigzag chain with the following Hamiltonian
$$H=\underset{i}{}\left[J_2(𝐒_i𝐒_{i+1}+𝐓_i𝐓_{i+1})+J_1𝐒_i(𝐓_i+𝐓_{i+1})\right].$$
(1)
The operators $`𝐒_i`$ and $`𝐓_i`$ are $`s=1/2`$ spins. Here we treat an interchain coupling $`J_1`$ as a perturbation to the two decoupled antiferromagnetic ($`J_2>0`$) spin chains.
It is well-known that the zigzag chain model with antiferromagnetic region $`J_1>0`$ has a dimer phase and gapless phase . The region of the dimer phase $`(0<J_1<J_c4.15J_2)`$ contains a Majumdar Ghosh point $`J_1=2J_2`$ where the dimerized ground state is obtained exactly . The point $`J_1=0`$ is a critical point of the two decoupled antiferromagnetic chains. There is another critical point $`J_1=4J_2`$, where the level crossing between singlet and fully polarized ferromagnetic ground states occurs. There is an exact solution of a fully polarized ferromagnetic ground state in $`J_1<4J_2`$, and for a doubly degenerated ground state at the critical point $`J_1=4J_2`$. A numerical analysis in a region $`J_1>4J_2`$ indicates a complicated size dependence of the ground state energy .
It has been long believed that this model is gapless for a small ferromagnetic region $`J_1<0`$. In several papers however, one loop renormalization group (RG) shows an instability of the critical point $`J_1=0`$ both in ferromagnetic ($`J_1<0`$) and antiferromagnetic ($`J_1>0`$) region due to a Lorentz symmetry breaking perturbation . This fact is a puzzling because the expected energy gap produced by the unstable flow has never been observed in the ferromagnetic region either numerically or experimentally. If it were gapless, there should be a new stable critical point missed in the one loop approximation. In this paper, we clarify a natural mechanism to solve this problem. We conclude that the actual energy gap is finite but very tiny in an extended region of the coupling constant space. We can understand unstable the RG flow and numerical analysis consistently. The energy gap is too small to observe in any numerical method.
A stable large scale reduction is an important and difficult fundamental problem in theoretical physics. In particle physics, any unified theory has this kind of hierarchy problem. Generally speaking, a unified theory has only one large energy scale, and also should explain the generation of a small energy scale to describe the low energy physics. These two requirements makes unified theories quite unnatural, since we need a fine tuning of the coupling constants for large scale reduction. We believe that nature do not chose special value of the coupling constants. From the view point of hierarchy problem in the theoretical physics, this zigzag chain model can be an interesting example in statistical physics. We conclude that the very tiny gap is always obtained in an extended region of the ferromagnetic interchain coupling unlike the antiferromagnetic coupling.
This paper is organized as follows. In section II we construct an effective field theory for the zigzag chain and calculate the beta functions. In section III, we study the RG flow and discuss an energy gap reduced strongly in the ferromagnetic interchain coupling region. In section IV, we calculate the energy spectrum to describe the results of numerical calculation. In section V, we show our numerical analysis.
## II Effective field theory
The unperturbed theory is two decoupled Heisenberg antiferromagnetic chains whose effective theory is two decoupled $`SU(2)_1`$ WZW models . We introduce two free bosons $`\phi _a(z,\overline{z})=\phi _a(z)+\overline{\phi }_a(\overline{z})`$ $`(a=1,2)`$ with
$$S_0=\frac{1}{2\pi }d^2z\left(\phi _1\overline{}\phi _1+\phi _2\overline{}\phi _2\right).$$
(2)
with two point functions $`\phi _a(z)\phi _b(0)=\delta _{ab}\mathrm{log}z`$, $`\overline{\phi }_a(\overline{z})\overline{\phi }_b(0)=\delta _{ab}\mathrm{log}\overline{z},`$ for two WZW models. The spin operator is written in terms of two bosons
$`2\pi 𝐒_j`$ $`=`$ $`𝐉_1+\overline{𝐉}_1+(1)^jMtr[(g_1+g_1^{}){\displaystyle \frac{{}_{}{}^{t}𝝈}{2}}],`$ (3)
$`2\pi 𝐓_j`$ $`=`$ $`𝐉_2+\overline{𝐉}_2+(1)^jMtr[(g_2+g_2^{}){\displaystyle \frac{{}_{}{}^{t}𝝈}{2}}],`$ (4)
where $`M`$ is a nonuniversal real constant. Here, the SU(2) currents and primaries are written in two bosons and Klein factors
$`J_a^+(z)=\eta _a\eta _ae^{i\sqrt{2}\phi _a(z)},J_a^z(z)={\displaystyle \frac{i}{\sqrt{2}}}\phi _a(z),`$ (5)
$`\overline{J}_a^+(z)=\overline{\eta }_a\overline{\eta }_ae^{i\sqrt{2}\overline{\phi }_a(\overline{z})},\overline{J}_a^z(\overline{z})={\displaystyle \frac{i}{\sqrt{2}}}\overline{}\overline{\phi }_a(\overline{z}),`$ (6)
$`g_a=\eta _a\overline{\eta }_ae^{i(\phi _a+\overline{\phi }_a)/\sqrt{2}},g_a=\eta _a\overline{\eta }_ae^{i(\phi _a\overline{\phi }_a)/\sqrt{2}},`$ (7)
$`g_a=\eta _a\overline{\eta }_ae^{i(\phi _a\overline{\phi }_a)/\sqrt{2}},g_a=\eta _a\overline{\eta }_ae^{i(\phi _a+\overline{\phi }_a)/\sqrt{2}},`$ (8)
with $`a=1,2`$. The Klein factors obey anticommutation relation $`\{\eta _{a\alpha },\eta _{b\beta }\}=2\delta _{ab}\delta _{\alpha \beta },`$ to satisfy the following correct operator product expansion for the SU(2) symmetry
$`J_a^k(z)g_{b\alpha \beta }(w,\overline{w})`$ $``$ $`{\displaystyle \frac{\delta _{ab}/2}{zw}}(^t\sigma ^kg_a)_{\alpha \beta }(w,\overline{w}),`$ (9)
$`\overline{J}_a^k(\overline{z})g_{b\alpha \beta }(w,\overline{w})`$ $``$ $`{\displaystyle \frac{\delta _{ab}/2}{\overline{z}\overline{w}}}(g_a{}_{}{}^{t}\sigma _{}^{k})_{\alpha \beta }(w,\overline{w}).`$ (10)
The interaction operators
$$S_{int}=\frac{d^2z}{2\pi }\underset{i=1}{\overset{5}{}}\lambda _i\varphi _i(z,\overline{z}),$$
(11)
can be represented in terms of two $`SU(2)`$ currents and primary fields of the WZW model
$`\varphi _1(z,\overline{z})=𝐉_1(z)\overline{𝐉}_1(\overline{z})+𝐉_2(z)\overline{𝐉}_2(\overline{z}),`$ (12)
$`\varphi _2(z,\overline{z})=𝐉_1(z)\overline{𝐉}_2(\overline{z})+𝐉_2(z)\overline{𝐉}_1(\overline{z}),`$ (13)
$`\varphi _3(z,\overline{z})=tr[g_1i(\overline{})g_2],`$ (14)
$`\varphi _4(z,\overline{z})=trg_1i(\overline{})trg_2,`$ (15)
$`\varphi _5(z,\overline{z})=𝐉_1(z)𝐉_2(z)+\overline{𝐉}_1(\overline{z})\overline{𝐉}_2(\overline{z}),`$ (16)
where $`\lambda _2=J_1/\pi `$, $`\lambda _3=J_1M^2/\pi `$, $`\lambda _4=J_1M^2/(2\pi )`$, $`\lambda _5=J_1/(2\pi )`$ and $`\lambda _1`$ is a certain negative constant. The initial coupling constant $`\lambda _1`$ is roughly estimated as the order $`1/10`$ in numerical analysis for single linear chain . Note that the the perturbations $`\varphi _3(z,\overline{z})`$ and $`\varphi _4(z,\overline{z})`$ include operators with the conformal dimension $`(\frac{3}{2},\frac{1}{2})`$ and $`(\frac{1}{2},\frac{3}{2})`$, which break the Lorentz and the parity symmetry . The original spin model has SU(2) symmetry, translational symmetry and a permutation with a translation of the one chain
$$𝐒_i𝐓_{i+1},𝐓_i𝐒_i,$$
(17)
which forbids interactions with dimension $`x<2`$. If this symmetry is broken, the symmetry breaking can be measured by the following order parameter
$$𝐒_i(𝐓_i𝐓_{i+1})tr[(g_1+g_1^{})\frac{{}_{}{}^{t}𝝈}{2}]tr[(g_2+g_2^{})\frac{{}_{}{}^{t}𝝈}{2}].$$
(18)
This order parameter also changes sign under a translation of one spin $`𝐓_i𝐓_{i+1}`$. The operator product expansion
$$\varphi _i(z,\overline{z})\varphi _j(0,0)\underset{k}{}\frac{C_{ijk}}{|z|^2}\varphi _k(0,0),$$
gives one loop renormalization group beta function
$$l\frac{d\lambda _k}{dl}=\frac{1}{2}\underset{ij}{}C_{ijk}\lambda _i\lambda _j,$$
which has the following practical form
$`l{\displaystyle \frac{d\lambda _1}{dl}}=\lambda _1^2\lambda _3\lambda _4\lambda _4^2,`$ (19)
$`l{\displaystyle \frac{d\lambda _2}{dl}}=\lambda _2^2+\lambda _3\lambda _4+\lambda _3^2,`$ (20)
$`l{\displaystyle \frac{d\lambda _3}{dl}}={\displaystyle \frac{1}{2}}\lambda _1\lambda _3+{\displaystyle \frac{3}{2}}\lambda _2\lambda _3+\lambda _2\lambda _4,`$ (21)
$`l{\displaystyle \frac{d\lambda _4}{dl}}=\lambda _1\lambda _3+{\displaystyle \frac{3}{2}}\lambda _1\lambda _4{\displaystyle \frac{1}{2}}\lambda _2\lambda _4,`$ (22)
$`l{\displaystyle \frac{d\lambda _5}{dl}}={\displaystyle \frac{1}{2}}\lambda _3\lambda _4.`$ (23)
Note that the beta functions have a symmetry $`\lambda _3\lambda _3`$, $`\lambda _4\lambda _4`$, which corresponds to a translation on one chain $`𝐓_i𝐓_{i+1}`$ in the original spin model.
## III Renormalization group flow
The critical point $`J_1=0`$ divides ferromagnetic and antiferromagnetic dimer phases. Both regions have energy gap. The renormalization flow diverges eventually along a stable direction $`(\lambda _1,\lambda _2,\lambda _3,\lambda _4)=(0,1,\frac{1}{\sqrt{2}},0)`$ for the ferromagnetic coupling $`J_1<0`$, and along another stable direction $`(\lambda _1,\lambda _2,\lambda _3,\lambda _4)=(0,1,\frac{1}{\sqrt{2}},0)`$ for the antiferromagnetic coupling $`J_1>0`$. The current-current coupling $`\lambda _2`$ grows with positive value both in ferromagnetic and antiferromagnetic region. In the effective field theory, the ferromagnetic model does not differ from the antiferromagnetic model transformed by $`𝐓_i𝐓_{i+1},`$ which changes the sign of $`\lambda _3`$ and $`\lambda _4`$. This fact suggests that both ferromagnetic and antiferromagnetic models have the same dimerization pattern. The correlation length $`\xi `$ behaves as
$$\xi a\mathrm{exp}c|J_1|^{\stackrel{~}{\nu }}$$
(24)
with $`\stackrel{~}{\nu }=2/3`$ for $`J_10`$ and the lattice spacing $`a`$. This result is obtained in another RG method for the RG equation . In the antiferromagnetic region, this scaling formula of the correlation length holds for relatively large value in $`0<J_1<J_c4.15J_2`$, even though the formula is obtained merely by one loop approximation. We demonstrate it by numerical results from density matrix renormalization group calculation(DMRG) in Fig. 1. The gap scaling formula can fit the numerical result quite well. This agreement even in relatively strong coupling region is not so surprising. There are many systems with Kosterlitz Thouless type phase transition, where the gap scaling formula calculated in the weak coupling region holds even in the strong coupling region. In the ferromagnetic region, however, this scaling formula does not hold for $`|J_1|J_2`$. The energy gap in this region cannot be found in any numerical analysis. There should be some special reason.
We clarify in the following why the gap scaling formula in ferromagnetic region differs from the antiferromagnetic region. The beta functions for $`\lambda _1`$, $`\lambda _2`$, $`\lambda _3`$, $`\lambda _4`$ have simultaneous zero on a line
$$\lambda _1=\lambda _2=0,\lambda _3+\lambda _4=0.$$
(25)
This line behaves like a fixed line for a four dimensional coupling constant space $`(\lambda _1,\mathrm{},\lambda _4)`$, since $`\lambda _5`$ does not enter their beta functions. Near this line, we define the deviation of the running coupling constants from the line by $`\lambda _3=\lambda +\delta \lambda _3`$, $`\lambda _4=\lambda +\delta \lambda _4`$. The linearized beta functions are
$`l{\displaystyle \frac{d}{dl}}(\delta \lambda _1\delta \lambda _2)0,`$ (26)
$`l{\displaystyle \frac{d}{dl}}(\delta \lambda _1+\delta \lambda _2)2\lambda (\delta \lambda _3+\delta \lambda _4),`$ (27)
$`l{\displaystyle \frac{d}{dl}}(\delta \lambda _3+\delta \lambda _4)\lambda (\delta \lambda _1\delta \lambda _2),`$ (28)
$`l{\displaystyle \frac{d}{dl}}(\delta \lambda _3\delta \lambda _4)0.`$ (29)
The eigenvalues of the scaling matrix all vanish on that line. This marginal property of the fixed line yields a remarkable phenomenon. The linearized flow near the fixed line can be integrated as follows
$`\delta \lambda _1(l)\delta \lambda _2(l)A,`$ (30)
$`\delta \lambda _1(l)+\delta \lambda _2(l)C+2\lambda B\mathrm{ln}l`$ (31)
$`\delta \lambda _3(l)+\delta \lambda _4(l)B\lambda A\mathrm{ln}l`$ (32)
$`\delta \lambda _3(l)\delta \lambda _4(l)D,`$ (33)
where $`A,B,C`$ and $`D`$ are integration constants determined by initial coupling constants which are nonuniversal. If the initial coupling constants lie near this fixed line, $`A+C`$ is negative, $`AC2J_1/\pi `$, $`B+D=J_1M^2/\pi \lambda `$ and $`BD=J_1M^2/(2\pi )\lambda `$. We can study the nature of the RG flow numerically together with an analytic argument based on the behavior of the fixed line. Although the line is unstable except the case $`A=B=0`$, there is an extended region where the running couplings $`\delta \lambda _1(l)+\delta \lambda _2(l)`$ and $`\delta \lambda _3(l)+\delta \lambda _4(l)`$ flow toward $`0`$. In this case other couplings are renormalized logarithmically, and the running coupling constants spend a long time (long length scale) near the fixed line (25).
In the ferromagnetic region with small $`|J_1|`$, we have $`A<0`$, $`B>0`$, $`C<0`$, $`\lambda >0`$. In this case, $`\delta \lambda _3(l)+\delta \lambda _4(l)`$ does not flow toward 0, and then the flow is free from the fixed line as well as in the antiferromagnetic region. In this region, we consider the gap scaling formula (24) holds and the gap is still small enough. At $`J_10.1J_2`$ however, the constant $`A`$ changes sign and the running coupling constants start to flow toward 0. The correlation length grows again by the effect of the fixed line (25). The correlation length can be estimated approximately from the length scale $`l`$ where the running coupling constant $`\lambda _i(l)`$ diverges. The numerical solution of the RG equation shows a dependence of the correlation length on the non-universal constant $`M`$. Typically, the minimal correlation length in the ferromagnetic region becomes an astronomical length scale more than $`10^{36}a`$ for $`J_10.2J_2`$ and $`M=1`$. The interaction between two chains may change the non-universal quantities $`\lambda _1`$ and $`M^2`$. However, the qualitative nature of the flow is unchanged for $`M^2<2`$ and $`J_1<0`$. If $`M^2>2.5`$, the gap may be observed by numerical analysis. We estimate the gap of the zigzag chain by numerically evaluating the renormalization group equations. The data $`\mathrm{ln}\mathrm{\Delta }`$ vs. $`J_1`$ is plotted in Fig. 2 setting the nonuniversal quantities $`M=1`$ and $`\lambda _1=0.24/\pi `$ as typical values. Also in this case we could observe asymmetric property between the ferromagnetic and antiferromagnetic coupling $`J_1`$. The theoretical fitting function with $`\stackrel{~}{\nu }=2/3`$ can fit the data in the antiferromagnetic side $`J_1>0`$ better than those in the ferromagnetic side $`J_1<0`$.
This fact implies a quite unusual phenomenon. The infinite system differs essentially from a macroscopic system with the finite size. A system with a macroscopic finite size is described in a massless theory on the fixed line, while an infinite system is described in a massive theory. We can employ the massless field theory for a macroscopic system available in an ordinary condensed matter experiment, since the correlation length becomes an astronomical length scale. We can understand the quite slow convergence in numerical methods in this region. Although the beta functions depend on the renormalization scheme , the existence of the marginally relevant fixed line is scheme independent and the strong gap reduction in an extended region occurs universally. On the other hand, in the antiferromagnetic interchain coupling, the flow is free from the fixed line and the correlation length becomes $`\xi 7a`$ for $`J_1J_2`$. This result is consistent with the numerical analysis in Ref.\[\] as depicted in Fig. 1.
## IV Low energy levels
Next we consider the effect of the chiral operators $`\varphi _5(z)=𝐉_1(z)𝐉_2(z)`$ and $`\overline{\varphi }_5(\overline{z})=\overline{𝐉}_1(\overline{z})\overline{𝐉}_2(\overline{z})`$ with conformal dimension $`(2,0)`$ and $`(0,2)`$ respectively. In an ordinary macroscopic system size, we can employ the massless theory as a good effective theory. A real fermion representation is useful to see the effect of the chiral operator
$`\xi _1(z)+i\xi _2(z)=\sqrt{{\displaystyle \frac{2}{a}}}\eta _+\mathrm{exp}\left[i{\displaystyle \frac{\phi _1(z)+\phi _2(z)}{\sqrt{2}}}\right]`$ (34)
$`\xi _3(z)+i\xi _4(z)=\sqrt{{\displaystyle \frac{2}{a}}}\eta _{}\mathrm{exp}\left[i{\displaystyle \frac{\phi _1(z)\phi _2(z)}{\sqrt{2}}}\right].`$ (35)
Here $`\eta _\pm `$ are written in a bilinear of $`\eta _{a\alpha }`$ such that the total current for the SO(3) generator becomes $`𝐉_1+𝐉_2=\frac{i}{2}𝝃\times 𝝃,`$ where $`𝝃=(\xi _1,\xi _2,\xi _3)`$. Then the fields $`𝝃`$ and $`\xi _4`$ correspond to a triplet and singlet excitation, respectively. In this mapping, the chiral perturbation operator has a free field representation
$`\varphi _5(z)`$ $`=`$ $`{\displaystyle \frac{1}{2}}\phi _1\phi _2+\eta _1\eta _1\eta _2\eta _2\mathrm{cos}[\sqrt{2}(\phi _1(z)\phi _2(z))]`$ (36)
$`=`$ $`{\displaystyle \frac{1}{4}}𝝃𝝃{\displaystyle \frac{3}{4}}\xi _4\xi _4.`$ (37)
The chiral perturbation operator (37) makes the shift of the spin wave velocities of triplet and singlet fields
$$v_t=v+\frac{J_1}{4\pi },v_s=v\frac{3J_1}{4\pi }.$$
(38)
These shifts are found in the finite size correction to the low energy levels of two triplet boundary operators $`\xi _j\xi _k,\xi _i\xi _4`$ with $`j,k=1,2,3`$ in open boundary condition(OBC) and two triplet operators $`\sigma _i\sigma _j\mu _k\mu _4`$, $`\sigma _i\mu _j\mu _k\sigma _4`$ for periodic boundary condition (PBC) . Each gap in the leading finite size correction in OBC depends on $`J_1`$
$`\mathrm{\Delta }E_{jk}{\displaystyle \frac{\pi v_t}{L}}={\displaystyle \frac{\pi (v+J_1/4\pi )}{L}},`$ (39)
$`\mathrm{\Delta }E_j{\displaystyle \frac{\pi (v_t+v_s)}{2L}}={\displaystyle \frac{\pi (vJ_1/4\pi )}{L}}.`$ (40)
In PBC, all belong to the same energy independent of $`J_1`$
$$\mathrm{\Delta }E\frac{2\pi (3v_t+v_s)}{4L}=\frac{2\pi v}{L}.$$
(41)
There are some logarithmic corrections for a short chain mainly through $`\lambda _1(L)+\lambda _2(L)2/\mathrm{ln}L`$ much larger than the effect of renormalization $`\delta \lambda _5(L)6\times 10^4\mathrm{ln}L`$. We can expect the flat band instability at $`J_1=4\pi v`$ in the fermionization. This instability is a sign of a level crossing between the singlet and the ferromagnetic states.
## V Numerical analysis
These arguments are consistent with DMRG analysis on the OBC zigzag chain. Here we chose $`J_2=1`$ and calculate the low energy levels numerically by DMRG method. The gap is too small and the correlation length is too large to check the energy gap directly for $`J_1<0`$ in numerical analysis. However, the results obtained in previous sections can be supported by the lowest three energy levels of the system. The ground state and first excited state for each chain at $`J_1=0`$ are unique and of total spin zero and one respectively for even length chains. We label the ground state for the zigzag chain as $`(0,0)`$ which is the product of the ground states of the two chains. The two degenerate first excited states of total spin one, $`(0,1)^t`$ and $`(0,1)^s`$, are the parity odd and even states as the product of the ground state and the first excited state from different chains. The parity is for the symmetry of $`S`$ chain and $`T`$ chain permutation.
When $`J_1`$ decreases from zero, the excitation energy behaves as gapless for the infinite system in our finite size scaling fitting. The energy of $`(0,1)^t`$, $`\pi v_t/L`$ decreases, and the one $`\pi (v_s+v_t)/2L`$ of $`(0,1)^s`$ increases for small $`|J_1|`$. In Fig. 3, we demonstrate the two different spin velocities obtained by scaling for an arbitrary point $`J_1=0.5`$ in the phase with small and negative $`J_1`$. We have kept $`m=500`$ states in DMRG calculation for OBC chains, and the biggest truncation error in DMRG is $`10^7`$.
The linear increasing of $`v_t`$ and decreasing of $`v_s`$ predicted in Eq.(38) for $`J_10`$ can be observed in Fig. 4 by the low energy levels for OBC $`L=8`$ chains. In Fig. 4, DMRG result is exact for such a short length $`L=8`$. We have plotted the lowest five energy levels for each $`S_z^{total}`$ in the figure vs. the interchain coupling $`J_1`$.
In Fig. 5, the low energy levels obtained by exact diagonalization for a PBC $`L=6`$ chain is shown. We can check in the figure that the two lowest excitation energies are independent of $`J_1`$, as we expected in Eq.(41). The two lowest excitation energies are of total spin 1. In the figure, eight lowest energy levels for each total momentum and $`S_z^{total}`$ of $`L=6`$ (12 sites) PBC chains has been plotted vs. interchain coupling $`J_1`$.
The low energy excitations are described in the critical theory near $`J_1=0`$ with the shifted spin wave velocities, therefore we can naturally exclude a different critical theory at a new fixed point away from $`J_1=0`$ which describes this system.
In Fig. 4 flat band instability is demonstrated. It occurs at $`J_1=4`$ and the system enters the ferromagnetic phase with the maximum spin $`S^{tot}=L`$ ground state, which is consistent with previously obtained results . A non singlet ground state seems to occur near $`J_1=2`$ as pointed by Cabra et al . It is difficult to judge whether this partially polarized ground state can survive in the infinite length limit. In a macroscopic system size, it seems alive in $`J_1>4`$.
## VI discussions
In conclusion, the divergent RG flow by the Lorentz symmetry breaking perturbation certainly produces an energy gap in the zigzag chain with the ferromagnetic interchain coupling as well as in the antiferromagnetic model. In an extended region of the ferromagnetic interchain coupling with order 1, the correlation length can be extremely large due to the effect of the marginally relevant fixed line. If there is a finite energy gap, it becomes too tiny to observe. The quantum fluctuation enhanced by the frustration yields the extraordinary reduction of the energy gap, which cannot be checked in ordinary macroscopic physics. The slow convergence in numerical analysis can be understood for this reason. The DMRG analysis shows that the massless theory near the two decoupled chains describes well the low energy levels in a macroscopic system.
Here, we comment on an experimental result on the zigzag chain compound $`\mathrm{SrCuO}_2`$ and the linear chain compound $`\mathrm{Sr}_2\mathrm{CuO}_3`$. Motoyama, Eisaki and Uchida show that the temperature dependence of the spin susceptibility of the zigzag chain $`\mathrm{SrCuO}_2`$ differs from that in the linear chain $`\mathrm{Sr}_2\mathrm{CuO}_3`$ . The drastic decreasing of the susceptibility is observed in the linear chain $`\mathrm{Sr}_2\mathrm{CuO}_3`$ in low temperature. This phenomenon is not observed in the zigzag chain $`\mathrm{SrCuO}_2`$, even though the three dimensional ordering temperature $`2`$ K of the zigzag chain $`\mathrm{SrCuO}_2`$ is less than the temperature $`5`$ K of the linear chain $`\mathrm{Sr}_2\mathrm{CuO}_3`$. We would like to point out the fact that the renormalization group flow (23) has a certain parameter region of the ferromagnetic interchain coupling in which
$$\chi (T)\frac{1}{\pi v}\left(1\lambda _1(1/T)/4\lambda _2(1/T)/4\right)$$
(42)
does not decrease so drastically in the low temperature region. It might be possible to understand the difference of the low temperature behavior of the susceptibility between the linear chain and the zigzag chain in terms of RG flow.
The universal scale reduction in the zigzag chain is interesting as a rare example from the view point of the hierarchy problem in the theoretical physics. A string theory as an ultimate unified theory of every thing in particle physics needs a natural explanation of the strong suppression of the energy scale. Such a unified theory should explain the hierarchy of masses of the elementary excitations as well as the hierarchy of all interactions. We should obtain the mass of the light particle as a reduction from the Planck mass $``$ $`10^{28}`$ eV, for example, the neutrino mass $``$ 1 eV, the electron mass $`10^6`$ eV, the muon mass $`10^8`$ eV, the Z boson mass $`10^{11}`$ eV. To understand this mass hierarchy problem in a unified theory, we have to answer the following two questions. First, why do several energy scales appear depending on the species of the fundamental excitations ? Second, how is the energy scale reduced with very large rate? Normally, the small mass of fermionic excitations is considered as the result of a small chiral symmetry breaking. For the small mass of bosonic excitations, the super symmetry or composite approaches may work. For the too large reduction rate, however, we have to tune the coupling constants to the corresponding small region. This is possible, but unnatural. These two questions seem too difficult to resolve. In condensed matter physics, however, we have interesting examples to consider these problems. For the first question, we can refer the charge-spin separation in the Tomonaga-Luttinger liquid. Even though this model has the explicit symmetry breaking, the two fundamental excitations have different energy scales in the long distance physics. For the second question, a stable large scale reduction occurs in the ferromagnetic zigzag chain model without any fine-tuning of the coupling constant $`J_1`$. In the almost models, as in the antiferromagnetic zigzag chain model, however, the fine tuning of the coupling constant to the small region realizes the large scale reduction, even if the spontaneous chiral symmetry breaking works there. The experience on these examples may be useful to find a solution of the mass hierarchy problem.
This model should be studied still in more accurate approaches than the one loop renormalization group.
The authors would like to thank I. Affleck for helpful discussions and informing the consistent result obtained by F. D. M. Haldane using a different approach. They thank J. Pond for reading the manuscript and correcting the presentation. They are grateful to D. Allen for correcting a mistake in the first version of this article. Qin is partially supported by NSFC.
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# 1 Introduction
## 1 Introduction
In the present paper we continue numerical experiments with the Khalatnikov - Kroyter model developed for a qualitative description of the wave turbulence of second sound in helium.
The model is specified by an effective non–Hermitian Hamiltonian:
$$H(a_1,a_2)=(\omega _1i\gamma _1)|a_1|^2+(\omega _2i\gamma _2)|a_2|^2+(\mu a_1^2a_2^{}+fa_1^{}+\mathrm{c}.\mathrm{c}.)$$
$`(1.1)`$
where we slightly changed the notations in Ref.. This Hamiltonian describes the two linear oscillators via complex phase–space variables $`a_j(j=1,2)`$ and the frequencies $`\omega _ji\gamma _j`$ with phenomenological dissipation parameters $`\gamma _j`$. Two other parameters of the model represent a nonlinear coupling $`\mu `$ of the two oscillators, and the driving force $`f`$.
The motion equations
$$\begin{array}{ccc}i\dot{a}_1\hfill & =\hfill & (\omega _1i\gamma _1)a_1+2\mu a_1^{}a_2+f\hfill \\ i\dot{a}_2\hfill & =\hfill & (\omega _2i\gamma _2)a_2+\mu a_1^2\hfill \end{array}$$
$`(1.2)`$
were numerically integrated together with the corresponding linearized equations (for details see Ref.). Particularly, all four Lyapunov exponents ($`\lambda _1\lambda _2\lambda _3\lambda _4`$) were computed. One of them, whose eigenvector goes along the trajectory, is always zero while the sum of all
$$\lambda _\mathrm{\Gamma }=\underset{n=1}{\overset{4}{}}\lambda _n=2(\gamma _1+\gamma _2)=\mathrm{const}$$
$`(1.3)`$
is the constant rate of the phase space volume contraction.
Surprisingly, at a relatively weak force $`f`$ this most simple model does describe the birth of turbulence (dynamical chaos) in a physical system. This was the main subject of studies in Ref..
As the force grows the two–freedom model is losing any relation to the real physical turbulence which is a multi(infinitely)–freedom phenomenon. Nevertheless, it seems of some interest, for the general theory of dynamical systems, to compare the structure and properties of a chaotic attractor in such an opposite limit represented by a sample model under consideration. It was the main motivation for us to continue general studies of the model on unrestricted range of its parameters.
## 2 Scaling
In the spirit of the theory of turbulence we introduce, first, a unique dimensionless parameter, similar to the Reynolds number, which determines all the dimensionless characteristics of the motion. To this end, we choose $`f,\mu ,\gamma `$ as the three basic parameters, and form the desired combination
$$F=\frac{f\mu }{\gamma ^2}$$
$`(2.1)`$
which has the meaning of a dimensionless force. For this basic characteristic of the model were unique we need to fix all other dimensionless parameters:
$$\frac{\omega _1}{\omega _2}=\mathrm{\hspace{0.17em}0},\frac{\gamma _1}{\gamma _2}=\mathrm{\hspace{0.17em}0.25},\mathrm{and}\frac{\omega _2}{\gamma _2}=12.5$$
$`(2.2)`$
The values of all three ratios are chosen as in the previous studies . Particularly, we keep $`\omega _1=0`$, as well as the motion initial conditions
$$a_1(0)=a_2(0)=\mathrm{\hspace{0.17em}0}$$
$`(2.3)`$
This allows us to directly compare our new results with the former ones. In what follows we set $`\gamma =\gamma _2`$ in the basic relation (2.1).
Invariance of $`F`$ with respect to variation of the three basic parameters gives us an extra freedom for choosing the latter in such a way to minimize the computation errors, and thus to reach higher values of $`F`$.
In the present studies we were primarily interested in the properties of chaotic attractor. One of its principal characteristic is the metric ($`M`$) that is the set of signs of the Lyapunov exponents. As in the previous studies we did observe only one metric of the three possible, namely
$$M=(+,\mathrm{\hspace{0.17em}0},,)$$
$`(2.4)`$
with a single zero exponent $`\lambda _2=0`$. The next, more interesting, characteristic of attractor is the fractal (noninteger) dimension. By now, there is a dozen of various definitions for such a dimension (see, e.g., Ref.). From physical point of view those all are meaningful and acceptable in principle. However, in numerical experiments the two of them are much more preferable. These make use of the Lyapunov exponents only which greatly simplifies the computation. We have chosen one, due to Kaplan and Yorke, because it is more close to other definitions . It is given by the relation
$$d=m+\frac{_{n=1}^m\lambda _n}{|\lambda _{m+1}|}$$
$`(2.5a)`$
where $`m`$ is the largest integer for which the sum $`_{n=1}^m\lambda _n0`$. This is the simplest and widely used method for calculating dimension. In the model under consideration the dimension of a chaotic attractor is always within the interval $`(2<d<4)`$. The upper bound corresponds to the dimension of the whole phase space, while the lower is the condition for chaos ($`\lambda _1>0`$, see Eq.(2.4)).
The second characteristic of a chaotic attractor, closely related to (but different from) the former is the maximal Lyapunov exponent $`\lambda _1`$. In dimensionless form it is
$$\mathrm{\Lambda }_1=\frac{\lambda _1}{\gamma }$$
$`(2.5b)`$
Accordingly, the dimensionless sum of all the exponents $`\mathrm{\Lambda }_\mathrm{\Gamma }=\lambda _\mathrm{\Gamma }/\gamma =2.5`$ (see Eq.(1.3)).
Besides, we computed two other, geometrical, characteristics of attractor: the average size and shape. The former is represented by attractor’s rms radius in phase space
$$R=\sqrt{R_1^2+R_2^2},R_j^2=<A_j^2><A_j>^2<A_j^2>$$
$`(2.5c)`$
where $`A_j=a_j\sqrt{\mu /f}(j=1,2)`$ are dimensionless variables, and the brackets $`<>`$ denote the time average along a trajectory. In all cases the average shift of attractors $`<A_j>`$ was relatively small. The attractor shape is characterized by the ratio
$$S=\frac{R_2}{R_1}$$
$`(2.5d)`$
The results are presented and discussed in the next Section.
## 3 Results and discussion
In Fig.1 the attractor dimension $`d`$, Eq.(2.5a), is plotted in dependence on the principal parameter $`F`$, Eq.(2.1). The huge range of $`F`$ comprises almost five orders of magnitude, from the first chaos border at $`F=F_{cr}=173`$ up to $`F10^7`$ limitted by the computation time (about one full day). Five separated groups of points are clearly seen followed by a number of scattered points. Each group corresponds to a chaos window in $`F`$ separated from the neighbours by the limit–cycle windows. Apparently, the latter also exist in the region of scattered points which all belong to chaotic attractors. However, these points are too few, because of computation difficulties, for the reliable location of any windows beyond $`F10^4`$.
The first two groups, studied already in our previous work , certainly belong to different attractors with different chaos borders $`F_{cr}173\mathrm{and}190`$, respectively. It is natural, again in the spirit of the theory of turbulence, to introduce the principal argument of all dependences in the form:
$$\delta F=FF_{cr}$$
$`(3.1)`$
where $`F_{cr}`$ is the corresponding chaos border which is characteristic, and different, for a particular attractor.
The result of such a rescaling is shown in Fig.2: both groups have overlapped following some joint dependence $`d(\delta F)`$.
The first surprise was in that one of the Lyapunov exponents proved to be nearly constant in the whole range of the empirical data: $`\mathrm{\Lambda }_31.25\mathrm{\Lambda }_\mathrm{\Gamma }/2`$. Even though the origin of this peculiarity is not known it allows for a simple relation of both empirical dependences in Fig.2. Besides, we did use this result as an additional check of the computation accuracy.
Indeed, using Eqs.(1.3), (2.4), and (2.5a) we obtain a simple relation
$$\mathrm{\Lambda }_1=\{\begin{array}{cc}\mathrm{\Lambda }_3(d\mathrm{\hspace{0.17em}2}),\hfill & d\mathrm{\hspace{0.17em}3}\hfill \\ \mathrm{\Lambda }_3\mathrm{\Lambda }_\mathrm{\Gamma }\frac{d\mathrm{\hspace{0.17em}3}}{4d},\hfill & d\mathrm{\hspace{0.17em}3}\hfill \end{array}$$
$`(3.2)`$
with constant parameters $`\mathrm{\Lambda }_31.25`$ and $`\mathrm{\Lambda }_\mathrm{\Gamma }=2.52\mathrm{\Lambda }_3`$ whatever the dependence $`d(\delta F)`$.
The next, and the main, result was a very slow dependence on $`F`$ of all the dimensionless characteristics of chaotic attractors (see Figs.1 and 2). This is why we make use of a logarithmic argument $`F_L=\mathrm{ln}(1+\delta F)`$ rather than of $`\delta F`$ itself. That slow dependence prevents us from reaching a close vicinity of the upper bound $`d=4`$, and thus from clarifying an interesting question in Ref.: if the dimension does asymptotically approach this bound or, instead, saturates at some lower value of $`d`$ (for farther discussion see next Section). The maximal value actually reached in our numerical experiments was approximately $`d3.73`$ only due to a rapid increase of the computation time as $`d4`$.
The empirical dependence $`d(F_L)`$ (and hence $`\mathrm{\Lambda }_1(F_L)`$ as well) has been constructed using the data for the two first groups in Fig.1 with known $`F_{cr}`$ values. To this end, let us assume, first, that $`d(F_L)`$ does reach the upper bound as $`F_L\mathrm{}`$. Further, Fig.2 suggests that this dependence is close to linear near $`F_L=0`$, hence we added the unity under logarithm in $`F_L`$. Finally, we use a simple relation:
$$d(F_L)=\mathrm{\hspace{0.17em}2}+\frac{4F_L}{F_0+\mathrm{\hspace{0.17em}2}F_L},F_L=\mathrm{ln}(1+\delta F)$$
$`(3.3)`$
with a single fitting parameter $`F_0`$.
Surprisingly, the simple empirical relation (3.3) fits, with a particular value of the fitting parameter $`F_0=8.5`$, not only the points of the first two groups but also, with a reasonable accuracy (especially for $`d`$), the rest of points with unknown $`F_{cr}`$ values set to zero in Fig.2. Notice that deviations of empirical points from a smooth dependence are not due to computation errors, which were carefully checked, but apparently represent some fine structure of chaotic attractors we did not study in the present work (cf. Ref.).
Still, the agreement between empirical data and analytical relation is not yet satisfactory especially for the three rightmost points with the biggest $`F`$.
For improving the agreement we used two methods. First, we tried to fit the unknown $`F_{cr}`$ values for the three groups of points around $`F_L=7`$ (see Fig.1 and the Table). Interestingly, the two groups seem to belong to the same attractor even though they are separated by a wide gap with limit cycles only. Apparently, this is because of the fixed initial conditions (2.3) which may or may not find themselves within the attractor basin for a particular value of $`F_L`$ (see also Ref.). For this reason we cannot directly see the vicinity of chaos border for these three groups of points. Hence, the two new values of $`F_{cr}`$ are the fitting parameters unlike the first two.
| Table. Characteristics of few–freedom chaotic attractors | | | | |
| --- | --- | --- | --- | --- |
| attractor’s | $`F_{cr}`$ | $`F_{cr}/F`$ | $`R\left(F\right)`$ | $`S\left(F\right)`$ |
| number | chaos border | | size | shape |
| 1 | $`173`$ | $`1`$ | $`1.41`$ | $`0.74`$ |
| 2 | $`190`$ | $`1`$ | $`1.43`$ | $`0.75`$ |
| 2 | $`190`$ | $`0.32`$ | $`1.7`$ | $`0.9`$ |
| 3 | $`1913`$ | $`0.83`$ | $`1.9`$ | $`1.0`$ |
| 4 | $`3038`$ | $`0.93`$ | $`2.0`$ | $`1.1`$ |
| $`F>4000`$ | $`0.8F`$ | $`0.8`$ | $`26.5`$ | $`11.6`$ |
Beyond the five groups we managed to compute just a few scattered points which prevented the location of other attractors. In this region we used another method based on a simple assumption that each point belongs to a separate attractor whose chaos border is directly related to the position of this point
$$F_{cr}(F)=F_sF$$
$`(3.4)`$
where $`F_s`$ is a new fitting parameter. This method of a statistical nature is, in a sense, opposite to the first one. The assumption (3.4) is very crude, of course, but it allows us to farther improve the agreement with empirical relations (3.2) and (3.3) including two points at $`F_L13.5`$ but not the last one at the biggest $`F_L14.5`$.
Certainly, a couple of these ’abnormal’ points is too few for any definite conclusions. Yet, they may, and apparently do as we shall see below, indicate a different asymptotic behavior, as $`F\mathrm{}`$, compared to the simple relations (3.2) and (3.3). To clarify this important question we turned to the very limit $`F=\mathrm{}`$. To reach this limit we may fix parameters $`f`$ and $`\mu `$, and set $`\gamma =\omega _2=0`$ (see scaling (2.1) and (2.2)). In this way we arrive at a conservative system with the simple Hermitian Hamiltonian:
$$H_0(a_1,a_2)=\mu a_1^2a_2^{}+fa_1^{}+\mathrm{c}.\mathrm{c}.=\mathrm{\hspace{0.17em}0}$$
$`(3.5)`$
where the latter equality is due to the initial conditions (2.3).
A few sample runs of this limit system revealed that all characteristics (2.5) but the dimension $`d`$ of an energy surface now, which is the limit of a chaotic attractor for a finite $`\gamma `$, kept growing with time. This suggests an unbounded motion along some non–compact energy surface, and moreover with the ever increasing dimensional Lyapunov exponent $`\lambda _1\mathrm{}`$ for $`t\mathrm{}`$.
As to the dimension of the energy surface itself it quickly converges to the maximal value $`d=4`$. At the first glance, it appears strange as one would expect this surface to be three–dimensional. The explanation of the apparent paradox is the following. The metric of the motion $`M=(+,0,0,)`$ has now two zero Lyapunov exponents: one corresponds to the eigenvector along a trajectoty, as usual, while the other one is associated with the eigenvector across the energy surface (the so–called marginal instability, see, e.g., Ref.). It means that this metric characterizes an infinitely narrow four–dimentional layer around the energy surface rather than the surface itself. Notice that the invariant measure of ergodic motion (the so–called microcanonical distribution) on energy surface is determined by the phase–space volume in that layer, and not by area on the surface.
Increasing $`\lambda _1`$ in the limit (3.5) is at variance with the asymptotics of Eq.(3.2) for $`\gamma 0`$. Indeed
$$\lambda _1=\mathrm{\Lambda }_1\gamma \frac{|\mathrm{\Lambda }_\mathrm{\Gamma }|}{F_0}\gamma \mathrm{ln}\left(\frac{F_s\mu f}{\gamma ^2}\right)0,\gamma 0$$
$`(3.6)`$
To cope with this difficulty we need a power–law argument in the right–hand side of Eq.(3.3) rather than a logarithmic one, $`F_L`$. To this end, we simply added to the latter a power–law term in the form
$$F_LF_L+\mathrm{exp}(\beta (F_LF_1))$$
$`(3.7)`$
with two parameters, $`\beta `$ and $`F_1`$. The latter characterizes the crossover to the asymptotic behavior where the Lyapunov exponent is described by the relation
$$\lambda _1\frac{|\mathrm{\Lambda }_\mathrm{\Gamma }|}{F_0}\mathrm{e}^{\beta F_1}\frac{(F_s\mu f)^\beta }{\gamma ^{2\beta 1}}$$
$`(3.8)`$
The limit behavior in system (3.5) ($`\lambda _1`$ growth) implies $`\beta >1/2`$.
There is an interesting possibility to calculate more accurate value of $`\beta `$ using our preliminary empirical data for the limit (3.5). The point is that conservative system (3.5) possesses only one quantity of the frequency dimension, the inverse time. So, one may conjecture that the variable $`1/t`$ plays in conservative system (3.5) a role similar to that of $`\gamma `$ in our main dissipative model (1.1). According to our preliminary data all the motion characteristics (2.5) but $`d`$ in the former case are growing with time as a power law. Particularly, $`\lambda _1t^{1/3}`$. By comparison with Eq.(3.8) we obtain $`\beta =2/3`$ to be used below.
With all these improvements we show in Fig.3 our final fitting the empirical data for the attractor dimension and Lyapunov exponents.
The most interesting result of our studies is finding eventually the two quite different chaotic structures with respect to their dependence on the principal parameter $`F`$. The most of our empirical data belong to the structure with the slow, logarithmic, dependence. It comprises the region from $`\delta F=(\delta F)_11`$ up to the crossover
$$(\delta F)_2\mathrm{e}^{F_1}10^5$$
$`(3.9)`$
Beyond $`(\delta F)_2`$ the chaotic structure becomes ’turbulent’ with a relatively fast, power–law, dependence on $`F`$. The crossover between the two regions is clearly seen in Fig.3 from the $`\mathrm{\Lambda }_1(F_L)`$ dependence, and can be noticed in $`d(F_L)`$ variation as well. So far, we have no explanation as to a large value of this crossover. However, notice that in the logarithmic scale $`F_L`$ the crossover $`(F_L)_2F_110`$ is not that big.
Since the logarithmic dependence in Eq.(3.3) becomes linear for small $`\delta F`$ there is actually the third region bounded from above by one more crossover $`(\delta F)_11`$. This region of threshold chaos is most clearly seen in Fig.1.
All the regions can be descibed by unified and relatively simple empirical relations (3.2), (3.3), and (3.7) to a reasonable accuracy. An interesting peculiarity of these relations is the discontinuity of the first derivative $`s=d\mathrm{\Lambda }_1(F_L)/dF_L`$ at $`d=3`$. The ratio of the slopes above to below this point
$$\frac{s^+}{s_{}}=\frac{\mathrm{\Lambda }_\mathrm{\Gamma }}{\mathrm{\Lambda }_3}\mathrm{\hspace{0.17em}2}$$
$`(3.10)`$
is independent of the function itself, similar to Eq.(3.2).
Finally, we display in Fig.4 the behavior of two geometrical characteristics of chaotic attractor, the size $`R`$ (2.5c) and shape $`S`$ (2.5d). We did not attempt to construct the empirical relations for these characteristics. However, a clear qualitative behavior of those is also interesting and important. First, both $`R`$ and $`S`$ grow with $`F_L`$ which is also in agreement with the limit behavior in system (3.5). In other words, the attractor becomes more and more large and elongated. Another interesting point is in that the geometrical characteristics are multivalued that is specific, at the same value of $`F_L`$, for a particular attractor. This confirms that we, indeed, have found some different attractors as summarized in the Table.
## 4 Conclusion
In the present work, which continues our previous studies , we investigate the structure of chaotic atractors in the Khalatnikov - Kroyter model of two freedoms (1.1). As was shown in Ref. this simple model describes the birth of the wave turbulence (dynamical chaos) in a real very complicated physical phenomenon - the dynamics of the second sound in helium II driven by an external force $`f`$. The model is applicable for weak force only which proved to be sufficient for producing chaos. It means that under particular conditions such a few–freedom model can represent some features of the many–freedom turbulent structure. The main goal of the present studies was to find out what would be peculiarities of the few–freedom ’turbulence’ in a wide range of the parameters, particularly of the driving force. To put it other way, we were interested in the structure of the few–freedom chaos as compared to that of the multi–freedom one.
To this end, we have chosen a number of dimensionless characteristics of the chaotic structure (2.5), und studied their dependence on a single dimensionless parameter $`F`$ (2.1) in a series of numerical experiments. We had expected some qualitative differences between the few– and multi–freedom chaos, yet the surprise was in the nature of the difference which proved to be the dependence of chaos characteristics on the principal parameter $`F`$. While in the multi–freedom chaos this dependence is fast (a power law) in a few–freedom chaos it is very slow (logarithmic). Even though our studies were restricted to a particular model we conjecture that this principal difference is of a generic nature. Apparently, it is related to the strict limitation of the attractor dimension in a few–freedom system (to the interval $`2<d<4`$ in our model).
In spite of satisfaction with this finding we went on in numerical experiments trying to reach as large $`F`$ as possible in a reasonable computation time (days), and it was not in vain! First, we tried to find some indication, if any, of deviations from the original empirical relations which could be interpreted as a lower asymptotic dimension ($`d<4`$) than assumed above ($`d=4`$). Eventually, we have found the deviation but of the opposite sign (see Fig.1 and 3)! Even though this is just three points we put forward a different explanation - the transition to a new, power law, dependence of the attractor characteristics which is similar to that in a multi–freedom system (Section 3).
Currently, we distinguish, altogether, the three regions in the principal parameter $`F`$. In terms of $`\mathrm{\Lambda }_1`$ they are as follows (see Figs.1 and 3, and Eqs.(3.2),(3.3),(3.7), and(3.9)):
(i) the threshold domain
$$\mathrm{\Lambda }_1=\mathrm{\Lambda }_3(d\mathrm{\hspace{0.17em}2})\frac{4|\mathrm{\Lambda }_3|}{F_0}(FF_{cr}),F_{cr}<F\stackrel{<}{}\text{ }F_{cr}+\mathrm{\hspace{0.17em}1}$$
$`(4.1a)`$
with a ’turbulent’ behavior (cf. Ref.);
(ii) the logarithmic region
$$F_{cr}+\mathrm{\hspace{0.17em}1}\stackrel{<}{}\text{ }F\stackrel{<}{}\text{ }(\delta F)_210^5$$
$`(4.1b)`$
this is our main result revealing a qualitative difference between the few– and multi–freedom chaos, and
(iii) the asymptotics
$$\mathrm{\Lambda }_1\frac{|\mathrm{\Lambda }_\mathrm{\Gamma }|}{F_0}\mathrm{e}^{2F_1/3}F^{2/3},F\delta F\stackrel{>}{}(\delta F)_2$$
$`(4.1c)`$
where the dynamics is similar again to a multi–freedom chaos (’turbulence’, cf. the first region (4.1a)) provided unbounded motion in the conservative limit (3.5).
Remarkably, all the three regions can be described by a unified empirical relation which is rather simple and reasonably accurate. Particularly, this confirms the assumption that (rather than answer to the question if) the dimension of chaotic attractor in the model considered does reach the upper bound $`d=4`$ (see Eq.(3.3) and above).
At the time of publication Ref., some preliminary numerical experiments at very large $`F10^7(f3\times 10^7)`$ have presented the first evidence for the transition to a power–law dependence in our few–freedom model. It was just three points for $`\mathrm{\Lambda }_1`$ near the crossover (3.9) marked in Fig.3 by squares. By now, we have collected much more empirical data at the crossover and beyond, up to $`F7\times 10^7`$. These are also shown in Fig.3 (circles), and perfectly fit, to a less accuracy though, the previously found empirical dependence $`\mathrm{\Lambda }_1(FF_{cr})`$. Each point in the new region costed about a full day of work for one processor on the ALPHA supercomputer.
Unlike this surprising agreement in extrapolation of $`\mathrm{\Lambda }_1`$, the new data for $`\mathrm{\Lambda }_3`$ show a systematic deviation down to $`<\mathrm{\Lambda }_3>0.75`$ above crossover (3.9). At the moment it is not clear if this decrease is caused by insufficient computation accuracy, we had to permit in order to cope with the enormous computation time, or a real transition for $`\mathrm{\Lambda }_3`$ is observed, indeed. In any case, the corresponding change in $`\mathrm{\Lambda }_1`$ is negligible in this region (see Eq.(3.2)).
There is an interesting possibility to compare the unexpected and unexplained invariance of $`\mathrm{\Lambda }_3(F)`$ in our model with the data in Ref. for a close model of two freedoms also. In the latter work the fractal geometry of a chaotic attractor was studied in detail. For the main set of model’s parameters the Lyapunov exponents are
$$\lambda _n=\mathrm{\hspace{0.17em}3.34},0,1.79,5.55$$
with the same metric $`M`$ (2.4) as in our model, the dissipativity $`\lambda _\mathrm{\Gamma }=4`$, and the attractor dimension $`d=3.28`$ which is well within the logarithmic region (see Fig.3). Even more interesting is the ratio
$$\frac{\lambda _\mathrm{\Gamma }}{\lambda _3}=\mathrm{\hspace{0.17em}2.23}$$
which differs from our result by 10% only.
In the very conclusion, we would like to mention that an important question how univeral the described structure of the few–freedom chaos might be, remains open and certainly deserves further studies. In particular, the above condition for a power–law asymptotics (unbounded motion in conservative limit (3.5)) is hardly generic. Rather, it is characteristic for a more narrow class of nonlinear models as compared to those with the wide logarithmic region.
Acknowledgments. We are grateful to M. Kroyter and V.V. Parkhomchuk for interesting discussions on, and stimulating interest to, this work.
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# Noise-Activated Escape from a Sloshing Potential Well
## Abstract
We treat the noise-activated escape from a one-dimensional potential well of an overdamped particle, to which a periodic force of fixed frequency is applied. We determine the boundary layer behavior, and the physically relevant length scales, near the oscillating well top. We show how stochastic behavior near the well top generalizes the behavior first determined by Kramers, in the case without forcing. Both the case when the forcing dies away in the weak noise limit, and the case when it does not, are examined. We also discuss the relevance of various scaling regimes to recent optical trap experiments.
The phenomenon of weak white noise inducing escape from a one-dimensional potential well was studied by Kramers . If $`ϵ`$ denotes the noise strength (e.g., $`ϵk_BT`$ in thermal systems), and $`\mathrm{\Delta }E`$ measures the depth of the well, then the escape rate $`\lambda `$ falls off like $`\mathrm{exp}(\mathrm{\Delta }E/ϵ)`$ as $`ϵ0`$. The case when the trapped particle is overdamped is easiest to analyse. If the particle, after each escape, is reinjected at the bottom of the well, and a steady state has been set up, then in the interior of the well its position will have a Maxwell–Boltzmann distribution. Kramers determined that this distribution must be modified near the well top, by being multiplied by a ‘boundary layer function’ that incorporates outgoing boundary conditions. From this modified distribution, he was able to determine the weak-noise limit of the escape rate, including the all-important pre-exponential factor, by computing the probability flux over the well top.
The Kramers formula and its multidimensional generalization have been extended in many ways . There have been extensions to non-overdamped particles and to colored noise. There have also been extensions to the case when even though the particle is overdamped and the noise is white, the noise-perturbed dynamics of the particle fail to satisfy detailed balance. This may be due to localized ‘hot spots’ or, in multidimensional systems, to nonconservative deterministic dynamics .
However, there is one experimentally important case that has not been exhaustively studied. That is when the system parameters are periodically modulated. A full analysis of escape driven by weak noise, in such systems, would shed light on the Kramers limit of stochastic resonance. It would also clarify the effects of barrier modulation on phase-transition phenomena.
It is now possible to construct a physical system (a mesoscopic dielectric particle that moves, in an overdamped way, within a dual optical trap ) that provides a clean experimental test of the three-dimensional Kramers formula. The rate at which thermal noise induces escape agrees well with the predictions of the formula. Adding an external force, of fixed period $`\tau _F`$, would yield a periodically modulated system , of the sort that has not yet been fully analysed. A complete treatment of escape from a well of a periodically driven overdamped particle, or equivalently the escape of an overdamped particle from a ‘sloshing potential well’, would be desirable.
Smelyanskiy, Dykman, and Golding treated this phenomenon perturbatively, in one dimension . They derived a Kramers prefactor incorporating $`f`$, the strength of the periodic forcing. It applies if the ratio $`f/ϵ`$ is set to a constant as $`ϵ0`$. That is, the forcing is taken to die away in the weak-noise limit. Lehmann, Reimann, and Hänggi treated nonperturbatively the case when $`f`$ is independent of $`ϵ`$, using path integral techniques, and worked out a numerical scheme for computing the $`f`$-dependent prefactor. They also examined the ‘instantaneous escape rate’, which in the steady state is a $`\tau _F`$-periodic function of time. In a simulation of a special case (a well with a perfectly harmonic top), they noted that in the weak-noise limit, the maximum of the instantaneous escape rate cycles slowly around the interval $`[0,\tau _F)`$.
In this Letter, we go beyond and . By treating the case $`fϵ^\alpha `$, where $`\alpha `$ is an arbitrary nonnegative power of $`ϵ`$, we determine the relation between their respective scaling regimes. In the weak-noise, weak-forcing limit, there are three physically important length scales near the oscillating well top, of sizes proportional to $`ϵ^{1/2}`$, $`f`$, and $`f^{1/2}`$. Crossover behavior will result if $`fϵ^{1/2}`$, and the case $`fϵ`$ can itself be viewed as a crossover regime.
When $`f`$ is independent of $`ϵ`$, we use facts on noise-induced transport through unstable limit cycles to illuminate the ‘cycling’ phenomenon . At any $`t`$ in $`[0,\tau _F)`$, the normalized instantaneous escape rate oscillates periodically in $`\mathrm{log}ϵ`$ as $`ϵ0`$. We supply a formula for the period, and give a physical explanation for the logarithmic slowness.
More importantly, we place the case of $`ϵ`$-independent periodic forcing firmly in the Kramers framework, by determining how the Maxwell–Boltzmann distribution is modified, in the boundary layer of width $`𝒪(ϵ^{1/2})`$ near the oscillating well top. As $`f0`$, it approaches the modified distribution of Kramers . The case when $`fϵ`$ in the weak-noise limit is intermediate between the case of $`ϵ`$-independent forcing and the case of zero forcing, and its boundary layer behavior is intermediate too.
Scaling Regimes.—Initially, we work in terms of dimensional quantities. The Langevin equation for a driven Brownian particle in a potential well $`U=U(x)`$ is
$$m\ddot{x}+\gamma m\dot{x}=U^{}(x)+F\nu (t)+\sqrt{2m\gamma k_BT}\eta (t).$$
(1)
Here $`\gamma `$ is the damping, $`F`$ a dimensional measure of the driving, $`\nu `$ a dimensionless periodic function of unit amplitude, and $`\eta `$ a standard white noise. In the overdamped (large-$`\gamma `$) limit, the inertial term can be dropped, leaving
$$\dot{x}=V^{}(x)+f\nu (t)+\sqrt{ϵ}\eta (t).$$
(2)
Here $`V=U/\gamma m`$, $`f=F/\gamma m`$, and $`ϵ=2k_BT/\gamma m`$.
The Kramers formula for the $`f=0`$ escape rate is
$`\lambda `$ $``$ $`{\displaystyle \frac{\omega _s\omega _u}{2\pi \gamma }}\mathrm{exp}(\mathrm{\Delta }U/k_BT)`$ (3)
$`=`$ $`{\displaystyle \frac{\sqrt{V^{\prime \prime }(x_s)\left|V^{\prime \prime }(x_u)\right|}}{2\pi }}\mathrm{exp}(\mathrm{\Delta }E/ϵ),`$ (4)
where $`\omega _s=\sqrt{U^{\prime \prime }(x_s)/m}`$ and $`\omega _u=\sqrt{\left|U^{\prime \prime }(x_u)\right|/m}`$ are the oscillation frequencies about the bottom $`x_s`$ and top $`x_u`$ of the well, and $`\mathrm{\Delta }E=2\mathrm{\Delta }V`$. Eq. (4) follows from Kramers’s modification of the steady-state Maxwell–Boltzmann weighting $`\mathrm{exp}\left[U(x)/k_BT\right]`$, i.e., $`\mathrm{exp}\left[2V(x)/ϵ\right]`$. If $`n`$ denotes the inward offset from $`x_u`$, his modifying factor is $`\mathrm{erfc}\left[n/\sqrt{ϵ/|V^{\prime \prime }(x_u)|}\right]`$.
If $`f0`$, there are two regimes, depending on the size of $`f`$ as $`ϵ0`$. Since $`[ϵ]=[\mathrm{\Delta }E]=L^2/t`$ and $`[f]=L/t`$, where $`L`$ denotes length and $`t`$ denotes time, comparing $`f`$ with $`ϵ`$ must be done with care. $`f`$ will be ‘small’ or ‘large’ in the Kramers limit if it is small or large compared to a quantity with dimensions $`L/t`$, namely $`\sqrt{\left|V^{\prime \prime }(x_u)\right|ϵ}`$.
In physical terms, there are two regimes because there are two length scales at the well top, and one or the other is larger. The first is the length scale in Kramers’s modification. There is a boundary layer of width $`\sqrt{2k_BT/\left|U^{\prime \prime }(x_u)\right|}`$, i.e., $`\sqrt{ϵ/|V^{\prime \prime }(x_u)|}`$, within which ‘physics occurs’. This $`𝒪(ϵ^{1/2})`$ quantity is the diffusion length: the distance from the top to which the particle must approach, to acquire a substantial chance of leaving the well rather than falling back.
If a periodic force is applied, a second length scale becomes important. The top of the well will oscillate periodically around the unperturbed top $`x_u`$ by an amount roughly equal to $`F/\left|U^{\prime \prime }(x_u)\right|`$. If this length scale is substantially smaller than the first, to a first approximation the boundary layer will not oscillate. But if the opposite is true, escape dynamics should be strongly affected by boundary layer oscillations. The crossover occurs when $`F\sqrt{2\left|U^{\prime \prime }(x_u)\right|k_BT}`$, i.e., when $`F\sqrt{2m\omega _u^2k_BT}`$. In normalized units, this criterion is $`f\sqrt{\left|V^{\prime \prime }(x_u)\right|ϵ}`$.
So if $`fϵ^\alpha `$ in the Kramers limit ($`ϵ0`$), $`\alpha >1/2`$ and $`0\alpha <1/2`$ belong to different regimes. The $`\alpha =1`$ results of Ref. presumably extend to the entire $`\alpha >1/2`$ regime. Similarly, our treatment of $`\alpha =0`$ below could be extended to cover the $`0\alpha <1/2`$ regime. These two regimes should be kept in mind when conducting experiments on noise-driven escape in periodically driven systems. In the Kramers limit, only when the forcing $`F`$ is much less than $`\sqrt{2m\omega _u^2k_BT}`$ is a simple perturbative modification of the Kramers formula likely to apply.
An illustration would be the room-temperature dual optical trap experiment of McCann, Dykman, and Golding , in which $`m3\times 10^{16}\mathrm{kg}`$ and $`\omega _u=(7\pm 2)\times 10^4\mathrm{sec}^1`$. The corresponding force magnitude $`\sqrt{2m\omega _u^2k_BT}`$ is approximately $`10^{13}`$ Newtons. Any repetition of their experiment, with the addition of periodic driving, should take this dividing line into account.
Another scaling-related issue has to do with the effects of choosing a period $`\tau _F`$ for the forcing that is very small or large. In the Kramers limit, it is possible to take $`\tau _Fϵ^\beta `$, where $`\beta `$ may be positive or negative. We make the natural choice $`\beta =0`$, so that $`\tau _F`$ is independent of $`ϵ`$.
Preliminaries.—Our analysis of the $`\alpha =0`$ case uses optimal trajectories. The $`ϵ0`$ limit is governed by the action functional
$$𝒲\left[tx(t)\right]=\frac{1}{2}\left|\dot{x}+V^{}(x)f\nu (t)\right|^2𝑑t.$$
(5)
First, suppose that $`f=0`$. Then the most probable trajectory from $`x_s`$ to any specified point $`x^{}`$ is the one that minimizes $`𝒲\left[tx(t)\right]`$. The minimum is taken over all trajectories from $`x_s`$ to $`x^{}`$, and all transit times (infinite as well as finite). There is a single minimizer $`tx_{}(t)`$ to each side of $`x_s`$, which we term an optimal trajectory. The value $`𝒲\left[tx_{}(t)\right]`$, which depends on the endpoint $`x^{}`$ and may be denoted $`W(x^{})`$, is the rate at which fluctuations to $`x^{}`$ are exponentially suppressed as $`ϵ0`$. In the steady state, the probability density $`\rho =\rho (x)`$ of the particle will have the asymptotic form
$$\rho (x)K(x)\mathrm{exp}\left(W(x)/ϵ\right),ϵ0.$$
(6)
The prefactor $`K(x)`$ must be computed by other means.
Any such $`f=0`$ optimal trajectory must satisfy $`\dot{x}=+V^{}(x)`$, i.e., be a time-reversed relaxational trajectory. This is due to detailed balance, which holds in the absence of ‘hot spots’. The optimal trajectory from $`x_s`$ to $`x_u`$ is instanton-like: it emerges from $`x_s`$ at $`t=\mathrm{}`$ and approaches $`x_u`$ as $`t+\mathrm{}`$. Within the well, $`W(x)`$ equals $`2[V(x)V(x_s)]`$, so $`\mathrm{\Delta }EW(x_u)`$ equals $`2\left[V(x_u)V(x_s)\right]`$. Also, $`K`$ is independent of $`x`$.
If $`f=0`$, the model defined by the Langevin equation (2) is invariant under time translations. So the optimal trajectory from $`x_s`$ to $`x_u`$ is not unique. If $`x=x_{}(t)`$ is a reference optimal trajectory, consider the family
$$tx_{}^{(\varphi )}(t)x_{}(t+\frac{\varphi }{2\pi }\tau _F),$$
(7)
where the phase shift $`\varphi `$ satisfies $`0\varphi <2\pi `$, and $`\tau _F`$ is the period of the forcing function $`\nu =\nu (t)`$. In the Kramers limit of any model with $`f`$ nonzero but small, the most probable escape trajectory should resemble some trajectory of the form (7). That is, some $`\varphi _m`$ will be singled out as maximizing the chance of a particle being ‘sloshed out’. A study of the $`f0`$ limit should yield $`\varphi _m`$.
This was the approach of . Suppose that $`f0`$. If $`\mathrm{\Delta }E`$ is computed by applying (5) to the unperturbed ($`f=0`$) optimal trajectory $`x=x_{}^{(\varphi )}(t)`$, the first-order (i.e., $`𝒪(f)`$) correction to $`\mathrm{\Delta }E`$ will be $`fw_1(\varphi )`$, where
$$w_1(\varphi )_{\mathrm{}}^{\mathrm{}}\dot{x}_{}^{(\varphi )}(t)\nu (t)𝑑t.$$
(8)
It is reasonable to average the Arrhenius factor $`\mathrm{exp}\left(\mathrm{\Delta }E/ϵ\right)`$ in the Kramers formula over $`\varphi `$, from $`0`$ to $`2\pi `$. If $`_\varphi `$ denotes this averaging, then the escape rate will be modified by the driving, to leading order, by a factor $`e^{fw_1(\varphi )/ϵ}_\varphi `$. If $`\alpha =1`$, i.e., $`f=f_1ϵ`$ for some $`f_1`$, then the Kramers formula (4) will be altered to
$$\lambda e^{f_1w_1(\varphi )}_\varphi \frac{\sqrt{V^{\prime \prime }(x_s)\left|V^{\prime \prime }(x_u)\right|}}{2\pi }\mathrm{exp}(\mathrm{\Delta }E/ϵ).$$
(9)
Clearly, $`\varphi _m`$ should be the phase that minimizes $`w_1(\varphi )`$.
Eq. (9) is essentially the formula of Smelyanskiy et al. . But our derivation makes it clear that their perturbative approach requires that $`f0`$ rapidly as $`ϵ0`$, i.e., that $`\alpha `$ be sufficiently large. Estimating the minimum of $`𝒲[]`$ by applying it to unperturbed optimal trajectories yields a correction to $`\mathrm{\Delta }E`$ which is valid only to $`𝒪(f^1)`$.
If $`f`$ is independent of $`ϵ`$, then by Laplace’s method
$$e^{fw_1(\varphi )/ϵ}_\varphi \frac{1}{\sqrt{2\pi w_1^{\prime \prime }(\varphi _m)f}}ϵ^{1/2}e^{fw_1(\varphi _m)/ϵ}$$
(10)
as $`ϵ0`$. This would seemingly suggest that
$$\lambda \frac{\sqrt{V^{\prime \prime }(x_s)\left|V^{\prime \prime }(x_u)\right|}}{2\pi }\frac{1}{\sqrt{2\pi w_1^{\prime \prime }(\varphi _m)f}}ϵ^{1/2}\mathrm{exp}(\mathrm{\Delta }E/ϵ),$$
(11)
where $`\mathrm{\Delta }E`$ is shifted by $`fw_1(\varphi _m)`$ to leading order, is the $`\alpha =0`$ Kramers formula. But the prefactor in (11) is correct only in the small-$`f`$ limit. If $`fϵ^\alpha `$, the $`𝒪(f^1)`$ correction to $`\mathrm{\Delta }E`$ will be of magnitude $`ϵ^\alpha `$. If $`\alpha =1`$, it will induce, as in (9), a correction to the prefactor. But when $`\alpha 1/2`$, $`𝒪(f^2)`$ corrections will also affect the prefactor. The most difficult case is $`\alpha =0`$, when computing the prefactor would require working to all orders in $`f`$. A nonperturbative treatment, like the analysis of Lehmann et al. or the following analysis, is needed.
Analysis.—We first remove explicit time-dependence, when $`f0`$ and $`\tau _F`$ are fixed, by replacing (2) by
$`\dot{x}`$ $`=`$ $`V^{}(x)+f\nu (y)+\sqrt{ϵ}\eta (t),`$ (12)
$`\dot{y}`$ $`=`$ $`1.`$ (13)
Here $`0y<\tau _F`$, and $`y`$ is periodic: $`y=\tau _F`$ is identified with $`y=0`$. The state space with coordinates $`𝐗(x,y)`$ is effectively a cylinder. On this cylinder, the oscillating well bottom $`x=\stackrel{~}{x}_s^{(f)}(t)`$ is a stable limit cycle, and the oscillating well top $`x=\stackrel{~}{x}_u^{(f)}(t)`$ is an unstable limit cycle. To stress $`f`$-dependence, we denote them $`𝐗_s^{(f)}`$ and $`𝐗_u^{(f)}`$.
To study escape through $`𝐗_u^{(f)}`$ when $`ϵ0`$, we can employ results of Graham and Tél . The limit is governed by an instanton-like optimal trajectory $`𝐗=𝐗_{}^{(f)}(t)`$ that spirals out of $`𝐗_s^{(f)}`$ and into $`𝐗_u^{(f)}`$. It is the most probable escape trajectory in the steady state. The exponent $`\mathrm{\Delta }E`$ equals $`𝒲\left[t𝐗_{}^{(f)}(t)\right]`$, which in general must be computed numerically. The trajectory $`𝐗_{}^{(f)}`$ would be computed nonperturbatively, by integrating Euler–Lagrange or Hamilton equations.
$`𝐗_{}^{(f)}`$ increasingly resembles a time-reversed relaxational trajectory, as it nears the oscillating well top. So at any specified $`y`$, the $`l`$th winding of $`𝐗_{}^{(f)}`$, as it spirals into $`𝐗_u^{(f)}`$, has an inward offset $`n`$ that shrinks geometrically, like $`ac^l`$, as $`l\mathrm{}`$. Here $`a=a(y)`$ and $`c`$ are $`f`$-dependent, and $`c=\mathrm{exp}[\left|V^{\prime \prime }(\stackrel{~}{x}_u^{(f)}(t))\right|dt]`$.
The form (6) for the steady-state probability density generalizes to $`K(𝐗)\mathrm{exp}\left(W(𝐗)/ϵ\right)`$. To compute $`W`$ and $`K`$ at any specified $`𝐗^{}`$, an optimal trajectory ending at $`𝐗^{}`$ is needed; in general, one different from $`𝐗_{}^{(f)}`$. An asymptotic analysis of the Smoluchowski equation for the probability density shows that $`W`$ satisfies the Hamilton–Jacobi equation
$$(\mathbf{}W)𝐃(\mathbf{}W)/2+𝐮\mathbf{}W=0,$$
(14)
and along any optimal trajectory, $`K`$ satisfies
$$\dot{K}=(\mathbf{}𝐮+D_{ij}_i_jW/2)K.$$
(15)
Here $`𝐮(x,y)(V^{}(x)+f\nu (y),1)`$ is the drift on the cylinder, and $`(D_{ij})=\mathrm{diag}(1,0)`$ is the diffusion tensor. It follows from (14) that the Hessian matrix $`(_i_jW)`$ obeys a Riccati equation along any optimal trajectory . This gives a numerical scheme for computing $`K(𝐗^{})`$. By convention, $`K`$ is chosen to be $`𝒪(1)`$ on $`𝐗_s^{(f)}`$.
In principle, the steady-state escape rate $`\lambda `$ can be computed by the Kramers method : evaluating the probability flux through $`𝐗_u^{(f)}`$. But this is intricate, due to a subtle problem discovered by Graham and Tél . Optimal trajectories that are perturbations of the escape trajectory $`t𝐗_{}^{(f)}(t)`$ intersect one another wildly near $`𝐗_u^{(f)}`$. This is because $`t𝐗_{}^{(f)}(t)`$ is a delicate object: a ‘saddle connection’ in the Hamiltonian dynamics sense. In consequence, any $`𝐗^{}`$ near $`𝐗_u^{(f)}`$ is reached by an infinite discrete set of optimal trajectories, indexed by $`l`$, the number of times a trajectory winds around the cylinder before reaching $`𝐗^{}`$. The density asymptotics are
$$\rho (𝐗)\underset{l}{}K^{(l)}(𝐗)\mathrm{exp}\left(W^{(l)}(𝐗)/ϵ\right),ϵ0,$$
(16)
since $`W`$ and $`K`$ are infinite-valued, not single-valued.
It is known that at any fixed $`y`$, any $`W^{(l)}`$ is not quadratic but linear in the offset $`n`$ from $`𝐗_u^{(f)}`$:
$$W^{(l)}(n)\mathrm{\Delta }E\left|W_{,nn}\right|\left(ac^ln(ac^l)^2/2\right).$$
(17)
$`W_{,nn}<0`$ is what, in the absence of multivaluedness, the Hessian matrix element $`^2W/n^2`$ would equal at $`n=0`$. Along $`𝐗_u^{(f)}`$, it obeys the scalar Riccati equation
$$W_{,nn}/y=W_{,nn}^{}{}_{}{}^{2}+2V^{\prime \prime }\left(\stackrel{~}{x}_u^{(f)}(y)\right)W_{,nn}.$$
(18)
$`W_{,nn}=W_{,nn}(y)`$ is the $`\tau _F`$-periodic solution of this equation, which is easy to solve numerically. At any $`y`$, $`W_{,nn}`$ equals $`2V^{\prime \prime }(x_u)`$ to leading order in $`f`$. Deviations from this value are due to anharmonicity of $`V`$ at the well top.
It is also known that the second term on the right-hand side of (15) tends rapidly to zero along $`𝐗_{}^{(f)}`$, as it spirals into $`𝐗_u^{(f)}`$. So with each turn, $`K`$ is multiplied by $`\mathrm{exp}\left[(𝐮)𝑑t\right]`$, i.e., by $`\mathrm{exp}\left[V^{\prime \prime }(\stackrel{~}{x}_u^{(f)}(t))𝑑t\right]`$. This factor equals $`c^1`$. So $`K^{(l)}Ac^l`$ for some $`A=A(y)`$. Since $`nac^l`$, it follows that along $`𝐗_{}^{(f)}`$, $`Kk_1n`$ as $`n0`$. Here $`k_1A/a`$, like $`W_{,nn}`$, is a $`\tau _F`$-periodic function of $`y`$, which quantifies the linear falloff of $`K`$ near $`𝐗_u^{(f)}`$. The linear falloff of $`K`$ is a nonperturbative effect.
As a function on $`[0,\tau _F)`$, $`k_1`$ turns out to be proportional to $`W_{,nn}`$ . It can be obtained numerically by integrating (15) along the trajectory $`𝐗_{}^{(f)}`$, as it spirals into $`𝐗_u^{(f)}`$. It is the $`t\mathrm{}`$ limit of the quotient $`K/n`$. Deviations from constancy are due to anharmonicity of $`V`$.
Substituting (17) and $`K^{(l)}k_1ac^l`$ into (16) yields
$$e^{\mathrm{\Delta }E/ϵ}\underset{l=\mathrm{}}{\overset{\mathrm{}}{}}k_1ac^l\mathrm{exp}\left\{\left|W_{,nn}\right|\left[ac^ln(ac^l)^2/2\right]/ϵ\right\}$$
(19)
as the $`ϵ0`$ steady-state probability density $`\rho `$, at an inward offset $`n`$ from the oscillating well top. Summing from $`\mathrm{}`$ to $`\mathrm{}`$ is acceptable since the errors it introduces are exponentially small, and can be ignored. The dependence here on $`t`$, i.e., on $`y`$, is due to $`W_{,nn}`$, $`k_1`$, and $`a`$.
Discussion.—The cycling phenomenon, and much else, follow from the infinite sum (19). To determine its behavior on the $`𝒪(ϵ^{1/2})`$ diffusive length scale near the oscillating well top, set $`n=Nϵ^{1/2}`$ with $`N`$ fixed, and also multiply by $`ϵ^{1/2}`$. (As in the case of no periodic driving, a steady-state density $`\stackrel{~}{\rho }`$ that is normalized to total probability $`1`$ within the well must include an $`ϵ^{1/2}`$ factor.) The resulting expression is invariant under $`ϵc^2ϵ`$. So
$$\stackrel{~}{\rho }(n=Nϵ^{1/2},t)h_ϵ^{(f)}(N,t)\mathrm{exp}(\mathrm{\Delta }E/ϵ),ϵ0,$$
(20)
where the quantity $`h_ϵ^{(f)}(N,t)`$, for any $`N`$ and any $`t`$ in $`[0,\tau _F)`$, is periodic in $`\mathrm{log}ϵ`$ with period $`2\mathrm{log}c`$.
In the steady state, the instantaneous escape rate $`\lambda (t)`$ through the oscillating well top, which equals $`(ϵ/2)(/n)\stackrel{~}{\rho }|_{n=0}`$, satisfies
$$\lambda (t)(1/2)ϵ^{1/2}h_ϵ^{(f)}(0,t)\mathrm{exp}(\mathrm{\Delta }E/ϵ),ϵ0.$$
(21)
So at any $`t`$ in $`[0,\tau _F)`$, the instantaneous escape rate, divided by $`ϵ^{1/2}`$, ultimately oscillates periodically in $`\mathrm{log}ϵ`$ with period $`2\mathrm{log}c`$, i.e., with period $`2[\left|V^{\prime \prime }(\stackrel{~}{x}_u^{(f)}(t))\right|dt]`$.
Lehmann et al. noticed that on $`[0,\tau _F)`$, the peak of the function $`\lambda ()`$ may shift when $`ϵ`$ is decreased. Our results indicate that slow oscillations in the instantaneous escape rate are a widespread phenomenon. They have a simple physical cause. In the $`ϵ0`$ limit, the most probable trajectory taken by an escaping particle is the helix $`t𝐗_{}^{(f)}(t)`$, along which it moves in a ballistic, noise-driven way. However, once it gets within an $`𝒪(ϵ^{1/2})`$ distance of the oscillating well top, it moves diffusively rather than ballistically. It is easily checked that the changeover to diffusive behavior takes place at a location that cycles slowly around $`[0,\tau _F)`$, as $`ϵ0`$. If $`ϵc^2ϵ`$, the changeover returns to its original location.
If the well top is perfectly harmonic, so that $`W_{,nn}`$ and $`k_1`$ do not depend on $`t`$, and the bottom is too, it is straightforward to integrate $`\lambda (t)`$ over $`[0,\tau _F)`$. We find
$$\lambda \frac{k_1\sqrt{V^{\prime \prime }(x_s)}}{\sqrt{2\pi }\tau _F\left|V^{\prime \prime }(x_u)\right|}ϵ^{1/2}\mathrm{exp}(\mathrm{\Delta }E/ϵ).$$
(22)
It is useful to compare (22) with the perturbative formula (11). They can be reconciled if $`k_1`$ diverges like $`f^{1/2}`$ as $`f0`$. An $`f^{1/2}`$ divergence was seen in this special case by Lehmann et al. , and it occurs more widely . It has major consequences. $`k_1`$ is the normal derivative of the density prefactor $`K`$. But $`K`$ is $`𝒪(1)`$ on $`𝐗_s^{(f)}`$, and is well-behaved in the well interior as $`f0`$. So there must be a layer near the well top, of width $`𝒪(f^{1/2})`$, within which $`K`$ slopes off to zero. The presence of this layer has been numerically confirmed .
We can now compare the steady-state probability density (20), which is valid on the $`𝒪(ϵ^{1/2})`$ length scale near the oscillating well top, to the density when $`f=0`$ on the same length scale. The analog of $`h_ϵ^{(f)}(N,t)`$, if $`f=0`$, is
$$\mathrm{erfc}\left[\sqrt{|V^{\prime \prime }(x_u)|}N\right]\times ϵ^{1/2}\mathrm{exp}\left(\left|V^{\prime \prime }(x_u)\right|N^2\right),$$
up to a constant. The first factor is the Kramers boundary layer function , and the second is from the Maxwell–Boltzmann distribution.
It may seem odd that $`h_ϵ^{(f)}(N,t)`$, which is defined by a complicated infinite sum, should degenerate into such a classical (and $`t`$-independent) form in the $`f0`$ limit. The details remain to be worked out, but the mechanism is clear: the $`f0`$ limit passes through an intermediate scaling regime, namely $`\alpha =1`$, where (19) does not apply. The dominant terms in the sum (19) are those for which $`ac^l`$ is comparable to $`ϵ^{1/2}`$. But in deriving (19), we used the linear falloff approximation: $`K^{(l)}k_1ac^l`$. As we saw, this is justified only if $`n=ac^lf^{1/2}`$. This will be the case for the dominant terms in the sum, provided that $`ϵ^{1/2}f^{1/2}`$. So if $`\alpha <1`$, the formula (19) is valid in the Kramers limit. But if $`\alpha 1`$, it does not apply.
In fact, the $`\alpha =1`$ case is a crossover regime, in which the $`𝒪(f^{1/2})`$ length scale is comparable to the $`𝒪(ϵ^{1/2})`$ length scale. When $`f=f_1ϵ`$ for fixed $`f_1`$, the behavior of the $`𝒪(ϵ^{1/2})`$ boundary layer in the Kramers limit was determined by Smelyanskiy et al. . Presumably, their perturbatively derived expression interpolates between the boundary layer $`h_ϵ^{(f)}(,)`$ (as $`f_1\mathrm{}`$) and the $`f=0`$ boundary layer of Kramers (as $`f_10`$).
In closing, we wish to emphasize the experimental importance of the scaling regimes with $`\alpha >0`$. Any system with periodic forcing $`f`$ and noise strength $`ϵ`$ lies on an infinity of curves of the form $`fϵ^\alpha `$, indexed by $`\alpha `$. It is the task of the experimenter to determine which of the corresponding Kramers limit behaviors, if any, applies.
This research was supported in part by NSF grant PHY-9800979.
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# A Measurement of Gamow-Teller Strength for 176Yb→176Lu and the Efficiency of a Solar Neutrino Detector
## I Motivation
The existing solar neutrino detectors are sensitive to different but overlapping regions of the solar neutrino spectrum. Combined data from these detectors have been used to estimate the individual contributions from the $`pp`$, <sup>7</sup>Be and <sup>8</sup>B neutrinos to the total solar neutrino flux. According to the present data the low energy $`pp`$ neutrinos seem to be present in full strength compared to the solar model prediction. The intermediate energy <sup>7</sup>Be neutrinos seem to be missing entirely, while only about half of the high energy <sup>8</sup>B neutrinos are observed. This energy dependent suppression of the solar neutrino spectrum is known as the modern solar neutrino problem. There is a general consensus in the community that this energy dependent deficit of solar neutrinos cannot be explained by any reasonable modification of the solar model . The most plausible solution appears to be an energy dependent conversion of solar $`\nu _e`$’s to other flavors inside the Sun, aka, the MSW effect . This idea can be fully tested only if the individual fluxes of at least $`pp`$ and <sup>7</sup>Be neutrinos can be measured.
The Low Energy Neutrino Spectroscopy (LENS) detector proposed recently by Raghavan will use a low-threshold, real-time, flavor-specific (using charged current neutrino capture) detection scheme based on Gamow-Teller (GT) transitions from <sup>176</sup>Yb$``$<sup>176</sup>Lu for directly measuring the <sup>7</sup>Be and the $`pp`$ neutrino flux. The <sup>7</sup>Be $`\nu _e`$ flux measured by LENS along with the results from the BOREXINO detector (sensitive to all flavors of <sup>7</sup>Be neutrinos) will provide direct evidence of Solar Neutrino Flavor Oscillation. In addition LENS also promises to be the first detector capable of directly measuring the pp neutrino flux.
In order to estimate the neutrino capture event rates for this detector one needs an accurate knowledge of the weak interaction matrix elements for the transitions from the ground state of <sup>176</sup>Yb to the two low-lying levels in <sup>176</sup>Lu. We report here a charge exchange reaction \[0 ($`p,n`$)\] measurement of these matrix elements.
## II Experiment
At IUCF we measured <sup>176</sup>Yb$`(p,n)`$<sup>176</sup>Lu at 0 using the IUCF neutron time-of-flight (NTOF) system in spectroscopy mode, with 120 and 160 MeV protons. We used a procedure, described in Refs. , in which the incident proton energy dependence of the ratio of the specific GT to the specific Fermi cross section is exploited to determine from the spectra the GT matrix elements relative to the model independent Fermi matrix element. It is a well known fact that all of the Fermi strength resides in the isobaric analog state transition, which is clearly seen as a sharp peak in ($`p,n`$) spectra. The use of the energy dependence method allows us to avoid the large uncertainties (as pointed out in Ref. ) involved in using globally averaged reaction cross section on a single spectrum. Fig. 1(a) and (b) show the low energy part of the missing mass spectrum for 120 MeV and 160 MeV protons respectively. The data show that there is an isolated concentration of GT strength in the low-lying 1<sup>+</sup> states.
The level scheme of <sup>176</sup>Yb indicates that there are two 1<sup>+</sup> levels, not resolved in $`(p,n)`$ but resolved in a complementary (<sup>3</sup>He,t) experiment at Osaka , in this region of concentrated GT strength. For LENS to be able to detect the pp neutrinos it is essential that the lower excitation energy state contain a significant portion of this GT strength. Although the two low lying states were not physically resolved in our measurement, it is possible to separate the GT strengths to the two states by fixing the peak shape parameters to their accurately determined values from an auxiliary spectrum (described below) and by fixing the excitation energies of the two states to their well known values. Accurate peak shape knowledge is also needed to determine precisely the number of counts in the Fermi peak used in normalizing the spectra to B(GT).
### A Peak shape Analysis
Neutron time of flight peak shapes are determined by the response of the detection system and the convoluted energy-time profile of the proton beam bunch. An additional effect that contributes to the peak shape is the scattering of the neutrons by the ground below and near the detectors. Our empirical peak shape consists of a Gaussian (accounting for the detector response, the beam energy profile, and the primary time structure of the beam bunch) convoluted with a fast exponential on either side of the Gaussian to fully take into account the time structure of the beam bunch. To take into account the contribution to the peak shape by the neutrons scattered from the ground below the detectors a long (slow) exponential was also convoluted to the low neutron energy (high excitation energy) side of the Gaussian, as these neutrons traverse a longer path than the direct neutrons. As described in more detail in Ref. , the counts in this tail are not from the solid angle of the detector and should ideally be removed from the analysis.
In this experiment, however, we make use only of the relative areas of the peaks corresponding to the low-lying final states and the IAS. Using only relative peak areas eliminates systematic uncertainties involved in determining absolute cross sections. The uncertainty in a peak ratio resulting from an imperfect separation of direct peak from the tail is only second order due to a possible change in the direct to scattered ratio between the unknown GT transition and the IAS peak.
As we simply ascribe a functional form to the observed peak shapes rather than modeling them from first principles, it is extremely important to test our empirical peak shape and to obtain the best values for its free parameters from an auxiliary spectrum using the same experimental setup. We chose the <sup>13</sup>C$`(p,n)`$<sup>13</sup>N reaction because of its well resolved level structure for this purpose. Our fit to the <sup>13</sup>N ground state using this peak shape and the Levenberg-Marquardt method is shown in Fig. 2. The fit shows that our peak shape describes the data very well. We used the peak shape parameters obtained from this peak to fit the <sup>176</sup>Lu spectrum shown in Fig. 1(a) and (b).
### B Transition Strengths
As described in detail in Refs. and , the specific Fermi and GT cross sections have a strong mass number dependence that can not be accurately predicted by reaction dynamics theory. Hence the best way to normalize spectra to GT strengths is to normalize them to the Fermi transition. This procedure requires obtaining the number of counts in the Fermi peak which is usually not isolated or resolved from nearby and underlying GT transitions. We use the strong incident proton energy dependence of the ratio of the Fermi to GT specific cross sections to extract the number of counts in the Fermi peak. In this procedure we match spectra taken at two proton energies at a GT transition close to the Fermi peak and iteratively subtract a peak of appropriate shape from the Fermi peak in each spectrum, while minimizing a figure of merit defined to be the sum of squared differences between the two spectra. The only assumptions that go into this procedure are that the nearby peak corresponds to a pure GT transition and that the energy dependence of the ratio of specific cross sections is universal (i.e. no mass dependence).
In this case (see Fig. 3) the Fermi peak rides on top a smooth Gamow Teller Giant Resonance (GTGR). Although the GTGR does not have a smooth structure in lighter nuclei, one expects it to be so in heavier nuclei as in our case. As a result, in this case one can fit the entire region containing the Fermi peak and the GTGR using our empirical peak shape for the Fermi peak and approximating the GTGR shape by a Lorentzian function. Fig. 3(a) and (b) show our best fit ($`\chi _{\mathrm{m}\mathrm{i}\mathrm{n}}^2/\nu `$=1.2) to this region for the 120 and 160 MeV spectrum respectively and we can see that this model describes the data very well.
We separated the GT strengths to the two states in <sup>176</sup>Lu by fixing in our fit the parameters of our empirical peak shape to their values obtained from the <sup>13</sup>N spectrum. We also fix the well known excitation energies of the two low lying states in <sup>176</sup>Lu. The resulting fit ($`\chi ^2/\nu `$=1.1) is shown in Fig. 1. The GT strengths to the two states using the areas obtained from this fit and the area for the Fermi peak obtained from Fig. 3 is given in Table I.
## III Neutrino absorption cross section on <sup>176</sup>Yb
In the allowed approximation, the neutrino absorption cross section on <sup>176</sup>Yb is given by:
$$\sigma (E_\nu )=\frac{g_V^2}{\pi \mathrm{}^4c^3}\underset{i}{}p_iW_iF(Z,W_i)\left(\frac{g_A}{g_V}\right)^2B_i(GT).$$
(1)
The sum runs over all <sup>176</sup>Lu daughter levels, $`g_V`$ and $`g_A`$ are the $`\beta `$-decay vector and axial vector coupling constants respectively, $`p_i`$ and $`W_i`$ refer to the momentum and total energy of the outgoing electron, and $`F(Z,W)`$ accounts for the Coulomb distortion of the outgoing electron wave function. We computed $`\sigma (E_\nu )`$ for the neutrino-capture reactions using the $`B_i`$-values from our measurement. We calculated $`F(Z,W)`$ using our codes for $`F_0`$ and screening corrections and by interpolating Behrens and Jänecke’s $`L_0`$ value (their Table II) for finite-size corrections. Fig. 4 shows the <sup>176</sup>Yb $`\nu `$-absorption cross section as a function of the neutrino energy.
Our integrated $`{}_{}{}^{176}\mathrm{Yb}(\nu _e,e)^{176}\mathrm{Yb}^{}`$ cross section over the standard (no neutrino oscillations) pp and <sup>7</sup>Be neutrino spectra is shown in Table I. LENS will also be a real time detector of supernova neutrinos and we obtain a total absorption cross section of $`(5.57\pm 0.83)\times 10^{42}\mathrm{cm}^2`$ for $`\nu _e`$’s from a Fermi-Dirac energy distribution with T $`=3.2`$ MeV (corresponding to $`E_{\nu _e}`$ = 10 MeV).
## IV Conclusions
We measured the transition strengths of <sup>176</sup>Yb$``$<sup>176</sup>Lu using 0 $`(p,n)`$ reactions. Our measurement indicates that this proposed detector will be sensitive to <sup>7</sup>Be and $`pp`$ neutrinos making LENS a promising detector to help resolve the solar neutrino problem. The lowest state is sensitive to all solar neutrino sources including $`pp`$ neutrinos while the next excited state is sensitive to all sources except $`pp`$ neutrinos.
## ACKNOWLEDGMENTS
We thank Bill Lozowski for preparing the rolled foil Yb target. The IUCF and OU researchers were supported by the US National Science Foundation, (NSF). The Notre Dame researchers were supported by the NSF and the Warren Foundation.
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# ILL-(TH)-00-07 EFI-2000-21 hep-th/0006168 Non-Commutative Moduli Spaces, Dielectric Tori and T-duality
## 1 Introduction
The $`N=4`$ super Yang-Mills theories in four dimensions possess exactly marginal deformations
$$W=\mathrm{tr}\left(\varphi _1\varphi _2\varphi _3q\varphi _2\varphi _1\varphi _3\right)+\lambda \mathrm{tr}\left(\varphi _1^3+\varphi _2^3+\varphi _3^3\right)$$
(1)
The $`q`$-deformation is of particular interest. In its presence, we find $`F`$-term constraints
$$[\varphi _1,\varphi _2]_q=0,[\varphi _2,\varphi _3]_q=0,[\varphi _3,\varphi _1]_q=0$$
(2)
The solutions of these equations determine the moduli space of supersymmetric vacua of the theory. Eqs. (2) give relations in the algebra of $`N\times N`$ matrices. This algebra is non-commutative, and thus the moduli space has a non-commutative geometric interpretation. Points in this non-commutative geometry are defined to be irreducible representations of the algebra (2), up to equivalences (amounting to gauge transformations on the brane worldvolume). This definition is in accord<sup>1</sup><sup>1</sup>1In particular, each irreducible representation $`𝒜\stackrel{\mu }{}M_N()0`$ provides a maximal ideal, $`ker\mu `$. Maximal ideals, as in algebraic geometry, correspond to points. with the usual definitions in non-commutative geometry. This structure persists in general, for the superpotential (1), but also for arbitrary relevant single-trace perturbations as well.
In Ref. , we presented a discussion of non-commutative moduli space for a variety of deformations. Moduli space is built of direct sums of irreducible representations of the algebra, and given a complete classification of the irreducible representations, it is possible to describe the moduli space as a non-commutative version of the symmetric product.
As well, we noted that these theories may be obtained from two distinct classes of string geometries. First, one may obtain these models via $`_m\times _m`$ orbifolds with discrete torsion, which is related to $`q`$, for $`q^m=1`$. Second, the models are obtained through deformations of the near-horizon geometry, $`AdS_5\times S^5`$, dual to the $`N=4`$ field theory. These two models are related by mirror symmetry, which may be traced to a T-duality on torus fibrations of the 5-sphere of the near-horizon geometry. The significance of this torus manifests itself when one considers $`D3`$-branes in background $`NS`$ and $`RR`$ fields. We will describe these phenomena in detail below.
The principal effect here is that $`D3`$-branes in these backgrounds become $`D5`$-branes of non-trivial topology. This phenomenon has appeared in several guises over the past few years. First, it appeared in Ref. wherein membranes of Matrix theory were understood to be built from $`D0`$-branes. Spherical membranes in Matrix theory were considered in Ref. . More recently, Myers has shown that $`Dp`$-branes in $`RR`$ backgrounds in string theory carry a $`D(p+2)`$-brane dipole moment, and thus may be thought of as $`D(p+2)`$-branes with topology $`^p\times S^2`$. This effect comes into play, for example, for relevant deformations within the $`AdS/CFT`$ correspondence. One of the difficult issues is to understand this phenomenon for a single $`Dp`$-brane, as then the non-commutative geometry that one obtains is trivial, and one can just as well regard the brane as pointlike, as it seems to have no structure. Moreover, in this regime the $`\alpha ^{}`$ corrections are not suppressed by $`1/N`$, and the DBI action is also unreliable.
One purpose of this letter is to try to understand this phenomenon of brane bubbling into spheres for a single $`Dp`$-brane by using worldsheet methods. We begin with a detailed account of the non-commutative moduli space of vacua. We then consider the AdS/CFT realization of these field theories. Here we are interested in a probe calculation, and so small deformations in the geometry can be taken into account systematically using worldsheet methods. This fills gaps in the discussion of Ref. : the existence of certain massless modes can be proven and is important for the realization of the non-commutative moduli space. $`Dp`$-branes may be thought of as $`D(p+2)`$-branes of various topologies. There is a T-dual orbifold description; singularities in the latter description, such as the fractionation of branes, corresponds directly to the degenerations of these topologies.
## 2 General Features of the Moduli Space
Let us begin with a description of the moduli space for the $`q`$-deformed theory, where $`q^n=1`$ for some integer $`n`$. When $`q`$ is such a root of unity, there are branches of moduli space which do not otherwise exist. First, we note that the center of the algebra is generated by the elements $`x=\varphi _1^n`$, $`y=\varphi _2^n`$, $`z=\varphi _3^n`$ and $`w=\varphi _1\varphi _2\varphi _3`$, and that these satisfy the matrix relation
$$(w)^n+xyz=0$$
(3)
Thus the center of the algebra reproduces the commutative moduli space, the orbifold upon which we expect point-like $`D`$-branes to propagate. We will use orbifold language to describe the moduli space here, but there is also a mirror description which we will give details of in the next section. The orbifold space has singularities along complex lines where two of the $`x,y,z`$ vanish.
Next, we look for representations of the algebra (2). In the bulk of the orbifold, where at least two of the $`x,y,z`$ do not vanish, we find an $`n`$-dimensional<sup>2</sup><sup>2</sup>2We assume that $`nN`$. representation<sup>3</sup><sup>3</sup>3This representation has been chosen so that $`\varphi _3`$ is diagonal at the singularity $`x=y=0`$. At other singularities, one may parameterize in a different way. This may be thought of in terms of patches. $`R(a,b,c)`$
$`\varphi _1`$ $`=`$ $`aQ`$ (4)
$`\varphi _2`$ $`=`$ $`bQ^1P^1`$ (5)
$`\varphi _3`$ $`=`$ $`cP`$ (6)
where $`a,b,c`$ are arbitrary complex numbers and $`P,Q`$ satisfy $`[P,Q]_q=0`$. An explicit representation is
$$P=\left(\begin{array}{ccccc}1& 0& 0& \mathrm{}& 0\\ 0& q& 0& \mathrm{}& 0\\ 0& 0& q^2& \mathrm{}& 0\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\\ 0& 0& 0& \mathrm{}& q^{n1}\end{array}\right),Q=\left(\begin{array}{ccccc}0& 0& \mathrm{}& 0& 1\\ 1& 0& \mathrm{}& 0& 0\\ 0& 1& \mathrm{}& 0& 0\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\\ 0& 0& \mathrm{}& 1& 0\end{array}\right)$$
(7)
The individual (diagonal) elements of $`P`$ represent fractional branes, as can be seen by going to the singularities. Indeed, at for example $`x=y=0`$, we find $`n`$ one dimensional representations $`R(0,0,c)`$, $`R(0,0,qc)`$ $`\mathrm{},`$ $`R(0,0,q^{n1}c)`$ which are all distinct. As one approaches the singularity from the bulk, the bulk representation $`R(a,b,c)`$ becomes reducible, and decomposes into the direct sum
$$\underset{a,b0}{lim}R(a,b,c)=R(0,0,c)R(0,0,qc)\mathrm{}R(0,0,q^{n1}c)$$
(8)
For $`n<N`$, we can build representations by composing these $`n`$-dimensional representations, together perhaps with one-dimensional representations associated to the fractional branes. When $`q`$ is not a root of unity, the representations that we have given do not exist, and the moduli space is reduced considerably, so only the fractional branes survive.
The decomposition (8) may be represented graphically as in Fig. 2. Note that this diagram is precisely the quiver diagram for the local singularity. Each node in the quiver represents one of the one-dimensional representations, and the lines connecting them represent the vevs of fields which vanish at the singularity.
### 2.1 Relevant Deformations
It is interesting to see what happens to this moduli space when relevant deformations are added. We consider first the case of a rank one mass term $`W=\frac{1}{2}m\varphi _3^2`$. When $`q=1`$, it is clear what happens: at scales below $`m`$, we integrate out the field $`\varphi _3`$, and the dimension of the moduli space is reduced from $`3N`$ to $`2N`$. This is also true for $`q=1`$. For $`q^n=1,n>2`$, the mass term does not lift the moduli space in this way. Instead, it deforms it to<sup>4</sup><sup>4</sup>4The Casimir $`w`$ is shifted to $`w=\varphi _1\varphi _2\varphi _3+t\varphi _3^2`$.
$$(w)^n+xyz=t^nz^2$$
(9)
where $`t=m/(1q^2)`$. The representation $`R(a,b,c)`$ is also suitably deformed to
$`\varphi _1`$ $`=`$ $`aQ`$ (10)
$`\varphi _2`$ $`=`$ $`bQ^1P^1+dQ^1P`$ (11)
$`\varphi _3`$ $`=`$ $`cP`$ (12)
where $`ad(q^21)=mc`$. Thus, although $`\varphi _3`$ is determined, there is a third independent complex parameter – the moduli space has not decreased in dimension by the addition of the mass term. Note that one can solve for $`\varphi _3`$ by the $`F`$-term equations and thus “integrate” it out of the superpotential. However, this procedure is misleading in this case, because $`\varphi _1,\varphi _2`$ have more degrees of freedom than one naïvely expects.
The mass term does resolve one of the singular complex lines; indeed, the variety (9) is singular at $`x=w=z=0`$ and $`y=w=z=0`$. Along the line $`x=y=0`$, the representation is no longer reducible, as it was for $`m=0`$.
One may also consider higher rank mass terms. One such rank three mass term may be written (when $`q1`$), through a holomorphic field redefinition, as
$$W=\mathrm{tr}\left(\varphi _1\varphi _2\varphi _3q\varphi _2\varphi _1\varphi _3+\frac{m}{2}\varphi _3^2+\zeta _3\varphi _3\right)$$
(13)
This further deforms the Casimir $`w`$, resulting in a deformed commutative geometry
$$xyz+(w)^n=t^nz^2+t_\zeta ^nz$$
(14)
where $`t_\zeta =\frac{\zeta _3}{q1}`$. Again, the irreducible representation has three independent complex parameters
$`\varphi _1`$ $`=`$ $`aQ`$ (15)
$`\varphi _2`$ $`=`$ $`bQ^1P^1+dQ^1P+eQ^1`$ (16)
$`\varphi _3`$ $`=`$ $`cP`$ (17)
where $`ad(q^21)=mc`$ and $`ae(q1)=\zeta _3`$. The two complex lines of singularities that were present for $`\zeta _3=0`$ are smoothed out to the hyperboloid
$$xy=t_\zeta ^n,z=w=0$$
(18)
Along this singularity, one can take the $`n`$th root of eq.(18), and obtain one-dimensional representations (corresponding to fractional branes).
In addition, there are isolated representations that are not covered by the above solution. For example, there are representations for which $`\varphi _1^n=0`$ non-trivially. This can happen for nilpotent $`\varphi _1`$ where $`\varphi _1^k=0`$ for any $`1kn`$. For $`k<n`$, these representations may be thought of as $`q`$-deformed $`SL(2)`$ representations, as we may bring the algebra to the form (for $`q0,1`$).
$`[A_+,A_{}]_q`$ $`=`$ $`2A_0,`$ (19)
$`[A_0,A_+]_q`$ $`=`$ $`A_+,`$ (20)
$`[A_{},A_0]_q`$ $`=`$ $`A_{}`$ (21)
Each of these $`n1`$ special branches occur at a fixed value of $`z`$ along $`x=y=0`$.
The rank three mass deformation that we have considered here is special, in that it is equivalent to mass eigenvalues $`(m,m,m^{})`$. Other rank three mass terms lead to algebras which are different from (19)–(21) as one cannot diagonalize the mass terms without altering the form of the $`q`$-commutator. Nevertheless, the physics is very similar to the case discussed here.
## 3 Spheres and Tori
Next, we consider the moduli space of these field theories by looking at the dual near-horizon string theory. The orbifold field theory has a description in terms of the near-horizon geometry $`AdS_5\times S_5/\mathrm{\Gamma }`$ with discrete torsion encoded in the boundary conditions of massless twisted states. Here we are interested instead with the deformation of the $`N=4`$ theory. In the AdS/CFT correspondence we are instructed to interpret deformations of a superpotential in terms of non-normalizable modes of supergravity states. The $`q`$-deformation is induced by elements of the $`\mathrm{𝟒𝟓}`$ of $`SU(4)_R`$ which appears as the second harmonic of the anti-symmetric tensor modes, $`G_{(3)}=F_{(3)}\tau H_{(3)}`$. As the deformation preserves conformal invariance (indeed, $`G_{(3)}`$ is independent of the $`AdS_5`$ radial coordinate), the geometry is of the form $`AdS_5\times 𝒩`$ for some $`𝒩`$.
As we have reviewed earlier, $`D`$-branes in background $`RR`$ fields attain multipole moments of branes of higher dimension. Fractional $`D3`$-branes should be thought of as $`D5`$-branes of topology $`^4\times S^2`$, oriented in a certain way. There are actually two effects in the present case. First, the 5-brane is electrically charged with respect to $`F_{(7)}_4\stackrel{~}{F}_{(3)}`$, which has support on $`^4\times D^3`$, where $`D^3`$ is bounded by the $`S^2`$. This field is responsible for the di-electric effect. Secondly, there is a background $`H_{(3)}^{NS}`$. This is an $`AdS_5`$ scalar, and so has all three indices along $`𝒩`$. Thus, $`H_{(3)}`$ contributes to the energy of a 5-brane if the $`D^3`$ has components along $`𝒩`$. Taking both fields into account, we then expect that the radius of the disc $`D^3`$ is oriented partially in the $`AdS_5`$ direction, and partially along $`𝒩`$. As shown in Ref. , energy considerations from the DBI action suggest, when the deformation is small, that the 2-sphere is of size
$$r(c_{NS}+g_{str}c_R)(4\pi ^2\alpha ^{})^2$$
(22)
where $`_{D^3}H_{(3)}=c_{NS}r^3`$, $`_{D^3}\stackrel{~}{F}_{(3)}=c_Rr^3`$. Thus the 2-spheres are expected to be of string size, and one should be hesitant in accepting the geometric picture described here. Nevertheless, we will continue with this way of speaking, as it provides useful intuition for the applications studied here.
We are interested in the new branches of moduli space which appear near the singularities. Near such a singularity, when $`q^n=1`$, the background which corresponds to the $`q`$-deformation consists of $`H_{(3)}`$ only. As a result, the di-electric effect vanishes due to the orientation of the background field.
Small $`D5`$-branes with spherical topology correspond to fractional branes in the orbifold dual. If the spheres intersect each other, then semi-classically we expect that there are massless string modes stretching between them. However, the radii of the 2-spheres are small in string units, and thus this intuition may not necessarily be reliable. Moreover, two spheres coming together have locally opposite orientations, and thus correspond to a brane-antibrane system where one expects complicated dynamics. In the following subsection, we will show using a worldsheet computation that massless modes are present if we tune the separation of $`D3`$-branes appropriately. This occurs at finite separation in the presence of a non-zero $`G_{(3)}`$ field. Finally, in Section 4, we will argue that the existence of these massless modes gives full consistency with field theory expectations.
### 3.1 Massless States
We will demonstrate the existence of massless states between 5-brane spheres by returning to the description in terms of $`D3`$-branes in weak backgrounds. In particular, we will show that massless states arise when the $`D3`$-branes are held at fixed non-zero separation. This will be done at lowest order in the background expansion, but it is clear that the massless states persist in stronger backgrounds.
Note that, from the field theory perspective, we expect to see new massless modes when the branes are at special locations. Indeed, from the $`q`$-deformed superpotential, there are off-diagonal masses (for $`\varphi _3=\mathrm{diag}(a_1,a_2)`$) proportional to $`a_1qa_2`$ and $`a_2qa_1`$. Thus, massless states are present for $`|a_1|=|a_2|`$ if we have $`|q|=1`$. It is only when $`q`$ is a root of unity that the new branch in moduli space can open up, but the massless states between two $`D`$-branes persist.
In Ref. , we simply assumed that these massless states are present because of field theory considerations. There are several ways in which this effect may be seen from worldsheet computations. Here, we will consider the equation of motion of an open-string fermion. As is well-known, the Dirac equation is obtained by integrating the BRST current around the vertex operator. In this case, the background makes its presence felt through contact terms with the BRST operator.
At lowest order in the $`RR`$ background, the contact terms have been worked out in Ref. ; the $`NSNS`$ contact terms are standard. We will denote the separation of the branes by a vector $`a^\mu `$, of length $`a`$ and direction orthogonal to the branes. There is of course a linear contribution in $`a^\mu `$ to the mass of the stretched string state. The Dirac equation then takes the form
$$\left(i\mathrm{\Gamma }+\frac{1}{2\pi \alpha ^{}}a\mathrm{\Gamma }+H_{\mu \nu \rho }\mathrm{\Gamma }^{\mu \nu \rho }+gF_{\mu \nu \rho }\mathrm{\Gamma }_{||}\mathrm{\Gamma }^{\mu \nu \rho }\right)\psi =0$$
(23)
The fields $`H_{(3)}`$ and $`F_{(3)}`$ have identical orientations in the background corresponding to the $`q`$-deformation. In an appropriate coordinate system near the singularity $`x=y=0`$, $`G_{(3)}`$ is oriented along $`d\theta (d\overline{x}dxd\overline{y}dy)`$ and $`H_{(3)}/g`$ ($`F_{(3)}`$) is the imaginary (real) part. It is then easy to see that the $`\mathrm{\Gamma }`$-matrix structure in eq. (23) has half of its eigenvalues equal to zero when $`a=0`$. Also, by aligning $`a^\mu `$ appropriately, here along $`z`$, there are zero eigenvalues for a particular value of $`|a|`$ proportional to the field strength. This corresponds to a chiral fermion in four dimensions. The value of $`|a|`$ at which this occurs agrees with the Born-Infeld calculation presented above (up to vertex normalizations that we have not considered carefully).
### 3.2 Bulk branes and Tori
Given the presence of massless modes at the intersections of 2-spheres, it is natural to ask under what conditions one can turn on vevs for these modes. These vevs would have an interpretation in terms of smoothing the singularity of joined spheres. However, by consideration of appropriate string diagrams (or the equivalent field theory superpotential), we see that there is a potential preventing this condensation in general, consistent with supersymmetry. There is however a special configuration, corresponding to a linear combination of blowup modes, which evades this potential. This occurs when we have $`n`$ 2-spheres joined and wrapping around the 5-sphere, as is suggested by Fig. 6.
This should be compared to the quiver diagram of Fig. 2. Turning on the vev referred to above corresponds to smoothing the structure in Fig. 6 out to a 2-torus, and is equivalent, in the orbifold language, to the process of moving a brane off of the singularity into the bulk. Thus a bulk 3-brane should be thought of as a $`D5`$-brane with topology $`^4\times T^2`$. The space $`𝒩`$ (the deformed $`S^5`$) should then be thought of topologically in terms of a torus fibration over $`S^3`$. Large tori are governed by the Born-Infeld action and are extrema of this action. Indeed, one can show that near the degeneration, the Born-Infeld action is independent of the size of the torus; to see this, one needs only the first-order analysis.
This description is related to the orbifold theory by T-duality. The T-duality extends in a natural way to non-commutative geometry. On one hand, we are instructed to think of an irreducible representation of the non-commutative algebra as a point in a non-commutative (moduli) space. On the other hand, we often think of this very same algebra as that of the non-commutative torus, as in . There is no tension between these two concepts; they are just mirror to each other.
### 3.3 Degenerations
To further explore the duality between the two descriptions, let us consider from a geometric standpoint the various degenerations of the toroidal 5-branes, and how these processes are related to singularities in the orbifold moduli space. In the massless case, as we have stated, the degenerations in the moduli space correspond directly to brane fractionation.
With a rank one mass term, one of the singular lines is removed; algebraically, the representation of the algebra is no longer reducible there. Topologically, the torus pinches at those points in the moduli space, but only once, so no moduli are available to separate the surface. On a torus fibration, this fiber is singular and becomes a sphere with two points identified.
With a rank three mass term, the singularity is a hyperboloid, and again, along this locus, the torus degenerates to a collection of spheres. When a brane approaches the locus of the special isolated branches (at fixed $`z`$, $`x=y=0`$), it may be able to split into different localized branes, although we have not been able to check this assertion precisely. In this case, we would get a degeneration into a collection of spheres, but no new moduli.
One can in fact interpret the matrix representations topologically. Diagonal entries, such as in the matrix $`P`$, correspond to spheres, while non-zero off-diagonal elements can be thought of in terms of a tube joining different spheres. The genus of the resulting Riemann surface is encoded in the number of off-diagonal elements of the generators. Degenerations may be understood in this language in terms of the vanishing of matrix elements.
## 4 Final remarks and outlook
In this letter we have seen various features of the interactions between $`D`$-branes and weakly deformed backgrounds. The semi-classical configuration of a $`D(p+2)`$-brane wrapping an $`S^2`$ provides us with useful intuition and is consistent with worldsheet results. In a sense however, the branes are truly pointlike, in that the spheres may pass through each other without deformation.
The effect of the background on the world-sheet is quantum-mechanical, and presumably may be thought of in terms of a shift in the zero point energy and modings of stretched strings.
From a dual perspective, the masslessness of these states arises because the fractional branes are coincident. The relation between these two different points of view, when the geometry can be well understood, corresponds to $`T`$-duality. Such dualities are expected to persist to more general situations.
Acknowledgments: We wish to thank M. Strassler and A. Hashimoto for discussions. RGL thanks the Enrico Fermi Institute at the University of Chicago for hospitality while much of this work was carried out. Work supported in part by U.S. Department of Energy, grant DE-FG02-91ER40677 and an Outstanding Junior Investigator Award.
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