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warning/0006/astro-ph0006417.html	ar5iv	text	# Dynamics of the Galaxy’s Satellites ## 1. Introduction The flat rotation curves of many external galaxies have convinced us that the space around galaxies is filled with dark matter of some sort. Elucidating the nature of this matter is one of the central problems of contemporary astronomy. By learning more about the dynamics of the $`100\mathrm{kpc}`$ around galaxies, we may determine what this matter is. Direct measurement of the Milky Way’s circular-speed curve becomes problematic beyond $`R_0`$ (e.g., Binney & Dehnen, 1997). We can, however, probe the dynamics of the outer Milky Way with observations of objects that are too faint to be studied in much detail around external galaxies, so in some respects we know more about the Galactic dark halo than about the dark halo of any other galaxy. ## 2. Equilibrium Spherical Models In the simplest picture, the dark halo is spherical and phase mixed. Over the last decade and a half many attempts have been made to constrain the mass of such a halo from observations of the line-of-sight velocities of distant globular clusters and dwarf satellite galaxies (Little & Tremaine 1987; Zaritsky et al. 1989; Kulessa & Lynden-Bell 1992; Kochanek 1996). The masses inferred in these studies depend strongly on whether or not the most distant satellite, Leo I, is assumed to be bound to the Milky Way. Wilkinson & Evans (1999) have revisited this problem and shown that when radial velocities are complemented by proper motions, consistent mass estimates are obtained with or without Leo I. Figure 1 illustrates this result. In the top panels the likelihood peaks at models that differ in mass by a factor of 2 depending on whether Leo is included (full contours) or not. This is the case in which only line-of-sight velocities are employed. In the lower panels, which include five proper motions, the likelihood peaks at masses that differ insignificantly whether Leo I is included or not. Quantitatively, the mass required inside $`50\mathrm{kpc}`$ is $`M_{50}=(5.45\pm 0.15)\times 10^{11}\mathrm{M}_{}`$, while that required inside $`100\mathrm{kpc}`$ is $`M_{100}=(10\pm 0.4)\times 10^{11}\mathrm{M}_{}`$. Large though they are, these masses are still less than half the mass of the Local Group, $`M_{\mathrm{LG}}=(6\pm 2)\times 10^{12}\mathrm{M}_{}`$ (Schmoldt & Saha 1998), so most of the mass of the Universe lies outside the halos of galaxies, just as several cosmological arguments predict. It is to be expected that proper motions provide considerable leverage on the problem because the Sun lies close to the centre of the halo, with the consequence that the tangential motions of distant objects are virtually unconstrained by line-of-sight velocities. The upper panels in Figure 1 show that in the absence of proper motions, highly radially anisotropic models are strongly favoured, and with Leo I excluded these models have rather low masses. When proper motions are included, these anisotropic models become less likely, and larger masses are required. What is perhaps remarkable is that such dramatic shifts in likelihood are obtained with the extant proper motions, in which the errors are large – of order $`0.3\mathrm{mas}\mathrm{yr}^1`$ in proper motions that lie in the range $`2.7`$ to $`0.3\mathrm{mas}\mathrm{yr}^1`$. Over the coming decade, as results from the upcoming generation of astrometric satellites (DIVA, FAME, SIM and GAIA) become available, the errors in these proper motions will be dramatically reduced, and many additional proper motions will become available. The data will then determine the mass profile of the Galactic halo to high precision. ## 3. Streams and Infall At $`100\mathrm{kpc}`$ from the Galactic centre, the dynamical time is $`t_{\mathrm{dyn}}=\frac{1}{2}\pi \sqrt{R^3/GM}0.8\mathrm{Gyr}`$, so we cannot expect the outer halo to be dynamically relaxed. In particular, at large radii we should expect material to be falling in to the Milky Way for the first time (Gunn & Gott, 1972). Recently, Blitz et al. (1999) and Braun & Burton (1999, 2000) have powerfully restated the case that compact high-velocity clouds are such infalling material. Indirect evidence for past infall comes from the spread ($`7\mathrm{Gyr}`$) in the ages of globular clusters (Stetson, vandenBergh & Bolte, 1996), the classic G-dwarf problem (van den Bergh, 1962; Binney & Merrifield 1998, §10.7.2), the counter-rotation of the system that is formed by globular clusters with metallicities $`1.7<\text{[Fe/H]}<1.3`$ (Rodgers & Paltoglou 1984), and the existence of satellite streams. Lynden-Bell (1976) pointed out that the Galaxy’s satellites appear to lie along a few great circles in the sky. Lynden-Bell & Lynden-Bell (1995) markedly refined this conjecture by adding kinematic data to the analysis. They identified four high-quality streams with the following members: * Fornax, Pal 14, Pal 15, (Eridanus ?) * Magellanic Clouds, Draco, Ursa Minor, (Sculptor, Carina ?) * NGC 2419, NGC 7006, Rup 106, (Ter 7, Sagittarius Dwarf ?) * Pal 2, Arp 2, Sagittarius Dwarf, (Ter 7 ?) Interest in these streams is currently very high as it has been suggested (Johnston et al., 1999) that the Galactic potential could be accurately determined if the space velocities of a few objects in each stream could be reliably measured. SIM and GAIA will make the measurements, but I am optimistic that the potential will have been precisely mapped before SIM or GAIA data become available through detailed modelling of observations of more numerous classes of halo tracers, such as blue horizontal-branch stars, for which less complete data are available for any individual object (e.g., Dehnen & Binney, 1996). ### 3.1. The Magellanic Stream Far and away the best studied stream is that of the Magellanic Clouds, which includes a stream of HI that reaches nearly half way across the southern sky. Murai & Fujimoto (1980) first gave the currently accepted model of the Magellanic Stream. From the fact that the LMC and SMC form a binary system, they deduced that the Clouds are near pericentre rather than near apocentre, as had been previously thought. It followed that the gaseous stream was trailing the Clouds, and an extensive Galactic halo was required to generate the observed line-of-sight velocities along the stream. Any doubt as to the essential correctness of the Murai & Fujimoto model has been eliminated by the measurement of the LMC’s proper motion (Jones, Klemola & Lin 1994; Kroupa & Bastian 1997), which the model correctly predicted. Most modelling of the Magellanic Stream has used test particles, with the effect of dynamical friction against the Galactic halo (which is dynamically important) added analytically. Gardiner & Noguchi (1996) have usefully extended this kind of analysis by representing the SMC by a self-consistent $`N`$-body model. Their simulations give a convincing picture of the formation of the Magellanic bridge and stream from material that has been tidally torn from the disk of the SMC. This kind of modelling is important because we need more convincing estimates of the amount of gravitational self-lensing to be expected within the Clouds (Sahu, 1994; Kerins & Evans, 2000), and this depends strongly on the vertical structure of the Clouds, which is in turn going to depend on the tidal distortion of one Cloud by the other. The model of Gardiner & Noguchi (1996) does not predict as much self-lensing (Graff & Gardiner 1999) as now seems probable (Kerins & Evans, 2000), but the parameter space to be explored, which includes the orientation of the disk of each cloud and the mutual orbit of the Clouds relative to the orbit of the Clouds’ barycentre around the Milky Way, is large and has yet to be fully explored. ### 3.2. Dynamics of the Sagittarius Dwarf Since its discovery $`16\mathrm{kpc}`$ behind the Galactic centre (Ibata et al. 1994), the Sagittarius dwarf galaxy has attracted a good deal of attention. Like the Clouds, the Dwarf is on a nearly polar orbit, but the plane of its orbit is nearly orthogonal to that of the Clouds’ orbit. The period of the Dwarf’s orbit is remarkably short, $`<1\mathrm{Gyr}`$, and there is general agreement that it is currently being torn apart by the Galaxy’s tidal force. How long has the Dwarf been on this exposed orbit? Several studies have concluded that the Dwarf could not survive for a Hubble time on its current orbit. The exceptions to this rule are Ibata & Lewis (1998) and Helmi & White (2000). Ibata & Lewis showed that a very nearly homogeneous dark-matter halo for the Dwarf of mass $`1.2\times 10^9\mathrm{M}_{}`$ can survive for a Hubble time, although it has by then been tidally stripped of $`60\%`$ of its mass. Helmi & White show that models with initial mass $`0.57\times 10^9\mathrm{M}_{}`$ and $`1.2\times 10^9\mathrm{M}_{}`$ yield reasonable matches to the observations after a Hubble time, although they have by then been stripped of almost 90% of their mass. Whether the stripped mass is associated with light and is optically traceable depends on the assumed radial variation of the mass-to-light ratio within the initial model. Could the Dwarf have formed on its present orbit, along which tidal shredding is such an efficient process? Or has the Dwarf migrated to its current short-period orbit from a longer-period and safer one? Zhao (1998) made the ingenious proposal that the Dwarf was deflected onto its current orbit by the Magellanic Clouds as the systems passed one another near a Galactic pole. The problem with this idea is to understand how the Dwarf could have been deflected by a large angle on encountering an object with a similarly soft potential at a speed of $`300\mathrm{km}\mathrm{s}^1`$. Another mechanism by which the Dwarf could have moved to a short-period orbit is dynamical friction. Its current mass is so small that it will now be suffering negligible frictional drag. But we have seen that it must currently be losing mass rapidly, and will have been more massive in the past. Jiang & Binney (2000) show that there is a one-parameter family of initial configurations of the Dwarf that evolve into something like its present configuration over a Hubble time. At one extreme we have a Dwarf of mass $`10^{11}\mathrm{M}_{}`$ starting from Galactocentric radius $`250\mathrm{kpc}`$. At the other extreme the initial mass is $`1.2\times 10^9\mathrm{M}_{}`$ and the Dwarf starts from $`60\mathrm{kpc}`$, very much as in the models of Ibata & Lewis and Helmi & White. ## 4. Warp of the Milky Way On any model in which the Dwarf has an effectively polar orbit, virtually all the Dwarf’s initial mass is now in a polar annulus. The mass of this annulus can be as little as $`10^9\mathrm{M}_{}`$ or as much as $`10^{11}\mathrm{M}_{}`$, and its angular momentum is uncertain by even more than two orders of magnitude, because the higher-mass rings will have larger mean radii. An angular-momentum detector would seem to be the best way of distinguishing between these possibilities. The Galactic disk is just such a detector in that it becomes warped in response to the addition of off-axis angular momentum (Jiang & Binney, 1999). The way the ring of matter stripped from the Dwarf affects the Galactic disc depends sensitively on how nearly polar the Dwarf’s orbit is: if it were exactly polar, there would be no torque acting between the ring and the Galaxy, and no distortion of the disk. The inclination of the Dwarf’s orbit is not accurately known, but the pole of its orbit is thought to lie near $`(l,b)=(85{}_{}{}^{},25{}_{}{}^{})`$. With this orientation the ring is pulling the northern disk down and the southern disk up, and the vector of the torque on the disk points from the Galactic centre towards the Sun. Because it rotates clockwise, the disk’s angular-momentum vector points to the SGP, and the Dwarf should be rotating it up towards the Sun. Consequently, the line of nodes should lie in the direction $`l=90^{}`$, rather than along $`l=0^{}`$ as observed. This failure of the model to generate the correct orientation for the warp’s line of nodes is frustrating because the magnitude of the predicted effect is about right. To give a concrete example, consider the effect upon the disc of a ring of mass $`2\times 10^9\mathrm{M}_{}`$ and radius $`25\mathrm{kpc}`$ whose polar axis lies at $`(l,b)=(90{}_{}{}^{},25{}_{}{}^{})`$. If we adopt the simplest model of the Galactic potential, $`\mathrm{\Phi }_{\mathrm{MW}}=v_c^2\mathrm{ln}r`$ with $`v_c=220\mathrm{km}\mathrm{s}^1`$, we find that the angular momentum vector of a star on a circular orbit of radius $`16\mathrm{kpc}`$ shifts towards the current solar position at a rate $`0.43{}_{}{}^{}\mathrm{Gyr}_{}^{1}`$, so after $`10\mathrm{Gyr}`$ the star would oscillate $`1.2\mathrm{kpc}`$ around its original orbital plane. The HI data require just such excursions (e.g., Fig. 9.24 of Binney & Merrifield, 1998). Two points should be considered when trying to resolve the problem posed by the observed line of nodes. The first is the Magellanic Clouds: their orbit is almost perpendicular to that of the Dwarf, so do they not generate a warp whose line of nodes agrees nicely with that observed? The answer is ‘no’ for two reasons. First, the orbit of the Clouds is so nearly polar \[its pole lies near $`(l,b)=(190{}_{}{}^{},3{}_{}{}^{})`$\] that a uniform ring with this orientation would apply only a very small torque to the disk. The Clouds are never the less capable of inducing a warp because they have not yet been uniformly smeared around a ring, and the period of their orbit is long enough that, in a useful approximation, they can be considered stationary. At their current location they are pulling the southern disc down and thus applying a torque that acts on the same line as the torque from the Dwarf’s ring, but has opposite sign (Garcia-Ruiz, Kuijken & Dubinski, 2000). Consequently, the associated line of nodes is parallel to that predicted by the Dwarf. Unless the mass of the Dwarf is at the bottom end of expectations, the Dwarf must contribute non-negligibly to the Galactic warp. The problem with the line of nodes just described may be resolved by precession of the Dwarf’s stripped material. Since it is torquing the disk, this material must itself be precessing, and the current position of the Dwarf’s luminous core may not be a good guide to the current location of the mass of dark matter that was stripped some Gyr ago. At present no model is sufficiently sophisticated to enable one to evaluate this idea quantitatively. ## 5. Conclusion The Milky Way’s satellites provide a wealth of information about the extent and history of our very typical $`L^{}`$ galaxy. Natural extensions of existing models of the dynamics of streams promise a rich harvest of insights into some of the most important questions in astronomy. ## References Binney, J., & Dehnen, W., 1997, MNRAS, 287, L5 Binney, J., & Merrifield, M., 1998, “Galactic Astronomy”, Princeton University Press Blitz, L., Spergel, D.N., Teuben, P.J., Hartmann, D., & Burton, W.B., 1999, ApJ, 514, 818 Braun, R., & Burton, W.B., 1999, A&A, 341, 437 Braun, R., & Burton, W.B., 2000, A&A, 354, 853 Dehnen, W., & Binney, J.J., 1996, in ‘Formation of the Galactic Halo … Inside and Out’, eds H. Morrison & A. Sarajedini, ASP Conf. Ser 92, p. 393 Garcia-Ruiz, I., Kuijken, K. & Dubinski, 2000, astro-ph/0002057 Gardiner, L.T. & Noguchi, M., 1996, MNRAS, 278, 191 Graff, D.S. & Gardiner, L.T., 1999, MNRAS, 307, 577 Gunn, J.E., & Gott, J.R., 1972, ApJ, 176, 190 Helmi, A., & White, S.D.M., 2000, astro-ph/0002482 Ibata R.A., Gilmore G., & Irwin M.J., 1994, Nature 370, 194 Ibata, R.A. & Lewis, G.F., 1998, ApJ, 500, 575 Jiang, I.-G., & Binney, 1999, MNRAS, 303, L27 Jiang, I.-G., & Binney, 2000, MNRAS, 314, 468 Johnston, K.V., Zhao, H.-S., Spergel, D.N., & Hernquist, L., 1999, ApJ, 512, L109 Jones, B.F., Klemola, A.R. & Lin, D. N. C., 1994, AJ, 107, 1333 Kerins, E.J., & Evans, N.W., 2000, ApJ, 529, 917 Kochanek, C.S., 1996, ApJ, 457, 228 Kulessa, A.S. & Lynden-Bell, D., 1992, MNRAS, 255, 105 Kroupa, P. & Bastian, U., 1997, New Astronomy, 2, 77 Little, B. & Tremaine, S., 1987, ApJ, 320, 493 Lynden-Bell, D., 1976, MNRAS, 174, 695 Lynden-Bell, D., & Lynden-Bell, R. M., 1995, MNRAS, 275, 429 Murai, T. & Fujimoto, M., 1980, PASJ, 32 581 Rodgers, A., & Paltoglou, 1984, ApJ, 283, L5 Sahu, K.C., 1994, Nature, 370, 275 Schmoldt, I.M., & Saha, P., 1998, AJ, 115, 2231 Stetson, P.B., vandenBergh, D.A., & Bolte, M., 1996, PASP, 108, 560 van den Bergh, S., 1962, AJ, 67, 486 Wilkinson, M.I., & Evans, N.W., 1999, MNRAS, 310, 645 Zaritsky, D., Olszewski, E.W., Schommer, R.A., Peterson, R.C. & Aaronson, M., 1989, ApJ, 345, 759 Zhao, H.-S., 1998, ApJ, 500, L149
warning/0006/physics0006074.html	ar5iv	text	# Charging kinetics of dust particles with a variable mass A kinetic equation for dust particles with a new kinetic variable - the mass of grains - is suggested for the description of processes with changing mass in dusty plasmas and neutral systems. The kinetic theory of dusty plasmas, which takes into account specific processes of charging, has been considered in many papers, but usually not from first principles. In the dust charge was introduced as a new dynamic variable for the kinetic equation, in collision integrals for dusty plasmas with charging have been formulated and used for several applications. The form of the charging collision integrals suggested in has been recently rigorously justified in , where also the stationary velocity and charge distributions for dusty plasmas were established. In this report we consider the generalized kinetic equation in which a new dynamic variable - the mass of dust particles \- is introduced in parallel with the charge variable. We will show that for models of dusty plasmas with absorption of ions and electrons the distribution function of grains and the average kinetic energy are determined not only by momentum transfer from light plasma particles to dust particles, but essentially (on the same time scale) also by mass transfer. This statement also agrees with the preliminary results of MD simulations of the heating of dust particles in plasma . A simplified form of the obtained kinetic equation (the nonstationary variant of the Fokker-Planck equation with changing mass) is also found and the simplest concrete applications are considered. For some more complicated situations with surface chemical reactions between electrons and ions absorbed by dust particles, when atoms appear and can return from the dust to plasma, the processes of mass transfer can also be essential. It is necessary to emphasize that the formulated equation can be important for different applications not only for plasmas, but for other systems with mesoscopic particles, where processes with mass transfer take place. Let us introduce the generalized kinetic equation in which a new dynamic variable $`M`$ \- the mass of dust particles is included in parallel with the charge $`Q`$: $$\frac{df_D(t)}{dt}=J_D(\stackrel{}{p},\stackrel{}{r},t,Q,M)+J_D^c,$$ (1) where the collision integral $`J_D^c`$ describes all collision processes without change of number of small particles (e.g. electrons and ions in plasmas) and without change of mass and charge of grains. The collision integral $`J_D`$ describes the absorption of mass and charge by dust particles. For the simple model of absorption of electrons and ions with masses $`m_\alpha `$ and charges $`e_\alpha `$ by a grain with charge $`Q`$ we can write: $`J_D=`$ $`{\displaystyle \underset{\alpha =(e,i)}{}}{\displaystyle }d\stackrel{}{p}f_\alpha (\stackrel{}{p},\stackrel{}{r},t)(\omega _\alpha (\stackrel{}{p},\stackrel{}{P}\stackrel{}{p},Qe_\alpha ,Mm_\alpha )f_D(\stackrel{}{P}\stackrel{}{p},\stackrel{}{r},t,Qe_\alpha ,Mm_\alpha )`$ (3) $`\omega _\alpha (\stackrel{}{p},\stackrel{}{P},Q,M)f_D(\stackrel{}{P},\stackrel{}{r},t,Q,M)).`$ where $`\omega _\alpha (\stackrel{}{p},\stackrel{}{P},Q,M)=\upsilon \sigma _\alpha (\upsilon ,Q,M)`$ is the probability density of absorption of an electron or ion with momentum $`\stackrel{}{p}`$ and charge $`e_\alpha `$ by a grain with momentum $`\stackrel{}{P}`$ and charge $`Q`$. This collision integral implies that the processes of mass transfer from grains back to the plasma are absent. If there are such type of processes the more complicated equations can be written to take into account the mass balance in plasmas correctly. The simplest approximation for the cross-section of absorption $`\sigma _\alpha `$ can be chosen in the usual form (see e.g. ). In general the cross-section can be some function of the mass of grains (for example due to the dependence of the grain’s radius on mass). In general the necessity to include the mass as a new kinetic variable depends, naturally, on the time scale, under consideration. To simplify the problem we have to expand the collision integrals using the small parameters $`\frac{m_\alpha }{M}`$ and $`\frac{e_\alpha }{Q}`$. We also suggest here that $`Pp`$. Then we can find the generalized Fokker-Planck equation for grains, which will be nonstationary in our case, due in particular to mass absorption. In this paper we will realize this expansion for a neutral system: neutral grains in system of small neutral particles. Simplification of Eq.1 and Eq.2 for plasmas is similar and will be published separately. For neutral homogeneous systems we can rewrite Eq.2 in the form $`J_D(P,M,t)=`$ $`{\displaystyle }d\stackrel{}{p}f_n(\stackrel{}{p},t)(w(\stackrel{}{p},\stackrel{}{P}\stackrel{}{p},Mm)f_D(\stackrel{}{P}\stackrel{}{p},Mm,t)`$ (5) $`w(p,P,M)f_D(P,M,t)).`$ Here $`w(p,P,M)=\sigma (M)\|\frac{\stackrel{}{P}}{M}\frac{\stackrel{}{p}}{m}\|`$. After expansion up to first order in $`\frac{m_\alpha }{M}`$ and up to second order in $`\frac{p}{P}`$ we find the kinetic equation for grains: $`{\displaystyle \frac{f_D}{t}}=`$ $`{\displaystyle \frac{j_ϵ\sigma (M)}{3}}\mathrm{\Delta }_Pf_D(P,M,t)+{\displaystyle \frac{j_0m\sigma (M)}{3M}}{\displaystyle \frac{}{P_\alpha }}[P_\alpha f_D(P,M,t)]`$ (7) $`j_0m{\displaystyle \frac{}{M}}[\sigma (M)f_D(P,M,t)],`$ where: $$j_0=𝑑\stackrel{}{p}\frac{p}{m}f_n(p,t),j_ϵ=𝑑\stackrel{}{p}\frac{p^3}{2m}f_n(p,t).$$ (8) Below we will suggest that $`f_n(p,t)=f_n(p)`$ is stationary Maxwell distribution for small particles with temperature $`T_0`$ and density $`n_0`$. Then we find: $$j_0=\frac{4n_0T_0^{1/2}}{\sqrt{2\pi m}},j_ϵ=2mT_0j_0.$$ (9) Let us consider some average functions: density $`n_D`$, mass of grain $`<M>`$ and $`U_{ab}(\lambda )=<\frac{p^a}{\lambda M^b}>`$, where we define the averaging as $$n_D=\frac{1}{M_0}𝑑\stackrel{}{P}𝑑Mf_D(P,M,t),<A>=\frac{1}{n_DM_0}𝑑\stackrel{}{P}𝑑Mf_D(P,M,t)A.$$ (10) Then we find: $$\frac{dn_D}{dt}=0,\frac{d<M>}{dt}=\frac{j_0}{n_D}𝑑\stackrel{}{P}𝑑M\sigma (M)f_D(P,M,t)>0,$$ (11) $`{\displaystyle \frac{dU_{ab}(\lambda )}{dt}}=`$ $`{\displaystyle \frac{mj_0(a+3b)}{3M_0n_D}}{\displaystyle 𝑑\stackrel{}{P}𝑑M\frac{P^a}{\lambda M^{b+1}}\sigma (M)f_D(P,M,t)}`$ (13) $`+{\displaystyle \frac{j_ϵa(a+1)}{3M_0n_D}}{\displaystyle 𝑑\stackrel{}{P}𝑑M\frac{P^{(a2)}}{\lambda M^b}\sigma (M)f_D(P,M,t)}.`$ The question arises whether stationary averages in the limit $`t\mathrm{}`$ are possible. For example for the average kinetic energy of grains $`E(t)=U_{21}(2)`$ we find, as follows from Eq.9, the stationary solution in the limit $`t\mathrm{}`$ in the case $`\sigma (M)M`$ $`(\sigma \sigma _0^{}M)`$: $$\underset{t\mathrm{}}{lim}<E(t)>=\frac{6}{5}T_0.$$ (14) We emphasize that if we formally omit the last term in Eq.4, describing change of the mass $`M`$, the stationary Maxwell distribution function for grains with the temperature $`T_D=2T_0`$ can be immediately found. This result coincides with the solution obtained in for the limit of uncharged particles. Really the omitted term is of the same order as other terms in Eq.4, as shown above. Nevertheless the physical results and predictions obtained in can be realized if the physical process of transfer of atoms from the surface of dust particles to the plasma take a place and is included in the kinetic theory. In this case the mass of dust particles can be fixed due to this process. A more detailed analysis of the problem of stationary averages in the limit $`t\mathrm{}`$ for neutral systems and dusty plasmas in parallel with the consideration of the nonstationary solutions of Eq.4 for different cases, in particular, of such as (for the case $`\sigma (M)=`$const): $$f_D(P,M,t)=\phi (t\frac{M}{mj_0\sigma })\chi (P,M)$$ (15) and some others, including the solutions of generalized Fokker-Planck equation for dusty plasmas, will be presented separately. The author would like to thank Drs. E.A.Allahyarov, W.Ebeling, A.M.Ignatov, G.M.W.Kroesen, S.A.Maiorov, P.P.J.M.Schram and A.G.Zagorodny for useful discussions on the kinetics of dusty plasmas. $`[1]`$ V.N.Tsytovich, O.Havnes, Comments Plasma Phys. Control Fusion 15 (1995), p.267. $`[2]`$ A.M.Ignatov, J.Physique IV, C4 (1997), p.215. $`[3]`$ S.A.Trigger, P.P.J.M.Schram, J.Phys. D: Applied Phys. 32 (1999), p.234. $`[4]`$ A.G.Zagorodny, P.P.J.M. Schram, S.A.Trigger, Phys.Rev.Lett. 84 (2000), p.3594. $`[5]`$ P.P.J.M. Schram, A.G.Sitenko, S.A.Trigger, A.G. Zagorodny, Phys.Rev.E (to be published). $`[6]`$ A.M.Ignatov, S.A.Maiorov, P.P.J.M.Schram, S.A.Trigger, Short Communications in Physics, in print (Lebedev Physical Institute, in Russian) (2000). S.A.Trigger, email: strig@gmx.net
warning/0006/quant-ph0006112.html	ar5iv	text	# Proposal for measurement of harmonic oscillator Berry phase in ion traps ## Abstract We propose a scheme for measuring the Berry phase in the vibrational degree of freedom of a trapped ion. Starting from the ion in a vibrational coherent state we show how to reverse the sign of the coherent state amplitude by using a purely geometric phase. This can then be detected through the internal degrees of freedom of the ion. Our method can be applied to preparation of Schrödinger cat states. When the Hamiltonian of a quantum system is varied adiabatically in a cyclic fashion, the state of the system acquires a geometrical phase in addition to the usual dynamical phase. This effect, discovered by Berry , (and generalized in various ways ) has been widely tested for $`2`$-state systems and attracted interest from a variety of fields . However, the Berry phase has not been experimentally measured for quantum harmonic oscillators, though some theoretical calculations exist . The reason for this might be the fact that for the simplest case, namely for adiabatic displacement of an oscillator state in phase space, the Berry phase is independent of the state , and thereby undetectable. However, when a squeezing Hamiltonian is switched on, and the squeezing parameter is varied, there would be a detectable Berry phase . For an initial Fock state $`\|n`$ which undergoes squeezing, the Berry phase after a cycle is $`(n+1/2)`$ times the classical Hannay angle . The squeezed states of the electromagnetic field would have been a natural candidate to test this kind of phase, but they are not stable enough for an adiabatic evolution. However, the vibrational mode of a trapped ion has been a fertile ground for the preparation of long lived nonclassical states of a harmonic oscillator . In this letter, we derive a Berry phase formula for a certain adiabatic evolution of a joint state of the internal levels of a trapped ion and its vibrational motion. Despite being the phase gained by a joint state, its value is fundamentally dependent on the harmonic oscillator nature of the vibrational mode. We propose a scheme to detect this phase which is feasible with current technology. It is worthwhile to mention that based on calculations of Ref. (which where tested in systems other than quantum harmonic oscillators ), there has been an earlier attempt to detect the nonadiabatic geometric phase in ion traps by applying a set of four squeezes to the vibrational state . Here we propose a way of detecting the harmonic oscillator version of Berry’s original adiabatic geometric phase. Consider the Hamiltonian $$H=H_a+H_b,$$ (1) where $$H_a=g_ae^{i\varphi }\|eg\|a+h.c.,$$ (2) $$H_b=g_b\|eg\|a^{}+h.c..$$ (3) In the above, $`\|e`$ and $`\|g`$ are two states of a qubit, $`a^{}`$ and $`a`$ are the creation and annihilation operators of a harmonic oscillator, $`g_a`$ and $`g_b`$ are unequal positive interaction strengths (say $`g_a>g_b`$) and $`\varphi `$ is an arbitrary phase factor. The motivation for choosing this Hamiltonian is the possibility of its physical implementation and this will be described later. If the phase $`\varphi `$ is slowly varied over a complete loop (so that the adiabatic approximation holds true), there will be a nontrivial Berry phase acquired by an eigenstate of the Hamiltonian $`H`$. We now proceed to calculate this. We transform the Hamiltonian as $$H^{^{}}=S(ϵ)^{}HS(ϵ)$$ (4) where $`S(ϵ)^{}aS(ϵ)=a\mathrm{cosh}(r)a^{}\mathrm{sinh}(r)e^{i\theta }`$ is a squeezing transformation with squeezing parameter $`ϵ=re^{i\theta }`$. If we chose the squeezing strength $`r=\mathrm{tanh}^1g_b/g_a`$ and the squeezing phase $`\theta =\varphi `$, the transformed Hamiltonian will be $$H^{^{}}=\mathrm{\Omega }(\|eg\|a+a^{}\|ge\|),$$ (5) where $`\mathrm{\Omega }=g_a\mathrm{cosh}(r)g_b\mathrm{sinh}(r)`$. $`H^{^{}}`$ is the well known resonant Jaynes-Cummings Hamiltonian . A similar transformation to arrive at a Jaynes Cummings Hamiltonian has been used in Refs.. The eigenstates of $`H^{^{}}`$ are $$\|\mathrm{\Psi }_n^\pm =\frac{1}{\sqrt{2}}(\|g\|n+1\pm \|e\|n).$$ (6) This implies that the eigenstates of our original Hamiltonian $`H`$ are $$\|\mathrm{\Psi }_n^\pm (ϵ)=\frac{S(ϵ)}{\sqrt{2}}(\|g\|n+1\pm \|e\|n).$$ (7) The states $`S(ϵ)\|n`$ featuring in the above expression are the squeezed number states . Now we can proceed to calculate the Berry phase from the instantaneous eigenstates $`\|\mathrm{\Psi }_n^\pm (ϵ)`$ of $`H`$. The expression for the Berry phase for an adiabatic cyclic evolution of a Hamiltonian $`H(\text{R})`$ in parameter space R is given in terms of the instantaneous eigenstates $`\|n,\text{R}`$ of the Hamiltonian as $$\gamma _n=i_c𝑑\text{R}n,\text{R}\|_R\|n,\text{R}.$$ (8) Using Eq.(7) in the above equation we get $`\gamma _n`$ $`=`$ $`i{\displaystyle _c}𝑑ϵ\mathrm{\Psi }_n^\pm \|S(ϵ)^{}_ϵS(ϵ)\|\mathrm{\Psi }_n^\pm `$ (9) $`=`$ $`{\displaystyle \frac{i}{2}}{\displaystyle _c}𝑑ϵn+1\|S(ϵ)^{}_ϵS(ϵ)\|n+1`$ (10) $`+`$ $`{\displaystyle \frac{i}{2}}{\displaystyle _c}𝑑ϵn\|S(ϵ)^{}_ϵS(ϵ)\|n.`$ (11) If the modulus $`r`$ of the parameter $`ϵ`$ is kept constant throughout the evolution, then using the expression for $`n\|S(ϵ)^{}_ϵS(ϵ)\|n`$ from Ref. we get $$\gamma _n=2\pi (n+1)\mathrm{sinh}^2r.$$ (12) Note that the Berry phase $`\gamma _n`$ is same for both the states $`\|\mathrm{\Psi }_n^+(ϵ)`$ and $`\|\mathrm{\Psi }_n^{}(ϵ)`$. However, the dynamical phase $`\beta _n^\pm `$ is exactly opposite for the eigenstates $`\|\mathrm{\Psi }_n^+(ϵ)`$ and $`\|\mathrm{\Psi }_n^{}(ϵ)`$ and is given by $`\beta _n^\pm `$ $`=`$ $`{\displaystyle _c}𝑑t\mathrm{\Psi }_n^\pm \|S(ϵ)^{}HS(ϵ)\|\mathrm{\Psi }_n^\pm `$ (13) $`=`$ $`\mathrm{\Omega }\sqrt{n+1}T,`$ (14) where $`T`$ is the time period of the cyclic variation of $`ϵ`$. Thus one can make the dynamical phase completely vanish after two cycles by changing the state $`\|\mathrm{\Psi }_n^+(ϵ)`$ to $`\|\mathrm{\Psi }_n^{}(ϵ)`$ or vice versa after one cycle. Under such circumstances, the only contribution to the phase of the system will be geometrical. Let us now describe how the Hamiltonian $`H`$ of Eq.(1) can be physically realized. Recently, ion traps have been a very active field of both experimental and theoretical research. Consider a single $`\mathrm{\Lambda }`$ three-level ion with two hyperfine ground states and an excited state (such as $`{}_{}{}^{9}Be^+`$ ) in a harmonic trap of frequency $`\nu `$ . The two ground states, labelled as $`\|e`$ and $`\|g`$, are separated in frequency by an amount $`\omega _o`$ which is much less than their separation from the excited state. The motion of the ion is modified by its interaction with two pairs of travelling-wave laser beams whose frequencies are detuned from the excited state. The first pair of lasers have frequencies $`\omega _{L1}`$ and $`\omega _{L2}`$ which satisfy $`\omega _{L1}\omega _{L2}=\omega _o+\nu `$ and the second pair of lasers have frequencies $`\omega _{L3}`$ and $`\omega _{L4}`$ which satisfy $`\omega _{L3}\omega _{L4}=\omega _o\nu `$. We require that the pair of lasers $`L1`$ and $`L2`$ differ in frequency from the pair $`L3`$ and $`L4`$ by by an amount much larger than $`\omega _0`$. We also assume that $`L1`$ differs in phase from the rest of the beams by an amount $`\varphi `$ (this phase will need to be slowly varied). The Hamiltonian for this system in the rotating frame with $`U=\mathrm{exp}(i\omega _0\sigma _zt)`$ and after making the optical rotating wave approximation is $`H^{(1)}`$ $`=`$ $`\mathrm{\Omega }_{12}(e^{i(\varphi \nu t+\eta _{12}(a+a^{}))}\sigma _++h.c)`$ (15) $`+`$ $`\mathrm{\Omega }_{34}(e^{i(\nu t+\eta _{34}(a+a^{}))}\sigma _++h.c)`$ (16) where $`a^{}`$ and $`a`$ are the creation and annihilation operators for the vibrational modes, $`\sigma _{}=\|ge\|`$, $`\sigma _+=\|eg\|`$ and $`\sigma _z=\|gg\|\|ee\|`$, $`\mathrm{\Omega }_{ij}`$ are Rabi frequencies of $`\|e\|g`$ transition induced by the $`i`$th and $`j`$th lasers and the factor $`\eta _{ij}=\delta k_{ij}a_o`$ is the Lamb-Dicke parameter (where $`a_o`$ is the amplitude of the ground state of the trap potential and $`\delta k_{ij}`$ is the wave vector difference between the $`i`$th and the $`j`$th beams). Hamiltonians comprising of any one of terms $`\mathrm{\Omega }_{12}(e^{i(\varphi \nu t+\eta _{12}(a+a^{}))}\sigma _++h.c)`$ or $`\mathrm{\Omega }_{34}(e^{i(\nu t+\eta _{34}(a+a^{}))}\sigma _++h.c)`$ have been used in the context of nonclassical state preparation of the vibrational mode and in a recent experiment such terms where switched on simultaneously . These are generally implemented with a single pair of travelling wave laser beams. We require two pairs of laser beams to switch on both the Hamiltonian terms simultaneously. Similar Hamiltonian terms, when used simultaneously and in conjunction with atomic decay, can be used to generate squeezed states of motion of the ion . Here, however, we do not want atomic spontaneous emission, and thus choose the $`\|e`$ and $`\|g`$ to be hyperfine levels so that atomic decay can be neglected. In the Lamb-Dicke limit ($`\eta _{ij}<<1`$) the field can be expanded to the first order in $`\eta _{ij}`$. Expanding thus, and transforming into the rotating frame with $`U=\mathrm{exp}(i\nu a^{}at)`$ we obtain $`H^{(1)}=U^{}HU`$ $`=`$ $`\|eg\|(g_ae^{i\varphi }a+g_ba^{})+h.c.`$ (17) $`=`$ $`H_a+H_b`$ (18) where we have made another rotating wave approximation by omitting all the rapidly oscillating terms. In the above, $`g_a=\eta _{12}\mathrm{\Omega }_{12}/2`$ and $`g_b=\eta _{34}\mathrm{\Omega }_{34}/2`$. Thus we can obtain the Hamiltonian $`H`$ in an ion trap by the above methods in a rotating frame. From an experimental perspective, instead of slowly varying the phase of one of the beams relative to the rest, one can alternatively keep the phase of all lasers same but set $`\omega _{L1}\omega _{L2}=\omega _o+\nu +\delta `$ where $`\delta <<\nu `$. Then $`t\delta `$ which varies very slowly with time $`t`$ will serve as the varying phase $`\varphi `$. There is also an alternative way to implement the required Hamiltonian which decreases the number of laser beams to two. In this case, each laser drives a quadrupole transition such as the narrow $`S_{1/2}D_{5/2}`$ transition in $`{}_{}{}^{40}Ca^+`$ \[na\] and the lasers would have to be oppositely detuned from the transition by $`\nu `$. We now describe our proposal to measure a Harmonic oscillator Berry phase in a vibrational mode of a trapped ion. It is assumed that the atom is cooled to the ground state of motion and in the internal state $`\|g`$. First we prepare a coherent state $`\|\alpha `$ of the vibrational mode. This can be done by shifting the centre of the trap or other methods (our scheme is independent of the method used). Next we want to achieve the evolution $$\|g\|\alpha \|g\|\alpha $$ (19) by purely geometrically. To this end we switch on the Hamiltonian $`H`$ by switching on appropriate lasers and viewing the dynamics from the rotating frame with $`U=\mathrm{exp}[i(\nu a^{}a+\omega _0\sigma _z)t]`$ (we will describe later what happens in the laboratory frame). The initial state can be written as $$\|\alpha \|g=\frac{e^{\|\alpha \|^2/2}}{\sqrt{2}}\underset{n}{}\frac{\alpha ^n}{\sqrt{n!}}(\|\mathrm{\Psi }_n^++\|\mathrm{\Psi }_n^{}).$$ (20) Next, the relative phase $`\varphi `$ of the lasers is varied very slowly and cyclically while the parameter $`r=\mathrm{tanh}^1g_b/g_a`$ is kept constant. If $`\varphi `$ is varied slowly enough so that adiabaticity holds, the state evolves as $`\|\mathrm{\Psi }(\varphi )`$ $`=`$ $`{\displaystyle \frac{e^{\|\alpha \|^2/2}}{\sqrt{2}}}{\displaystyle \underset{n}{}}{\displaystyle \frac{\alpha ^n}{\sqrt{n!}}}e^{i\gamma _n(\varphi )}(e^{i\beta _n^+(\varphi )}\|\mathrm{\Psi }_n^+(ϵ)`$ (21) $`+`$ $`e^{i\beta _n^{}(\varphi )}\|\mathrm{\Psi }_n^{}(ϵ)),`$ (22) where $`\gamma _n(\varphi )`$ and $`\beta _n^\pm (\varphi )`$ are geometric and dynamical phases respectively and $`ϵ=re^{i\varphi }`$. After $`\varphi `$ has completed an entire cycle (i.e. $`\varphi =2\pi `$), we apply a state dependent phase shift $`\|g\|g`$ to the ionic state (by applying a $`2\pi `$ pulse ) and this has to be done much faster than the evolution timescale of the system. This converts $`\|\mathrm{\Psi }_n^+(ϵ)\|\mathrm{\Psi }_n^{}(ϵ)`$ and vice versa. Now we vary the phase difference $`\varphi `$ again from $`2\pi `$ to $`4\pi `$. The resulting state at the end of this second cycle is $`\|\mathrm{\Psi }(4\pi )`$ $`=`$ $`{\displaystyle \frac{e^{\frac{\|\alpha \|^2}{2}}}{\sqrt{2}}}{\displaystyle \underset{n}{}}{\displaystyle \frac{\alpha ^ne^{i(\gamma _n(4\pi )+\beta _n^+(2\pi )+\beta _n^{}(2\pi ))}}{\sqrt{n!}}}(\|\mathrm{\Psi }_n^+(ϵ)`$ (23) $`+`$ $`\|\mathrm{\Psi }_n^{}(ϵ)).`$ (24) As $`\beta _n^+=\beta _n^{}`$, the dynamical phase completely cancels. If we choose $`\mathrm{sinh}^2r=1/4`$, we have $`\gamma _n(4\pi )=n\pi `$. Under such circumstances, the final state would be $`\|\mathrm{\Psi }(4\pi )`$ $`=`$ $`{\displaystyle \frac{e^{\|\alpha \|^2/2}}{\sqrt{2}}}{\displaystyle \underset{n}{}}{\displaystyle \frac{(\alpha ^n)}{\sqrt{n!}}}(\|\mathrm{\Psi }_n^+(ϵ)+\|\mathrm{\Psi }_n^{}(ϵ))`$ (25) $`=`$ $`\|g\|\alpha .`$ (26) So the detection of the Berry phase now amounts to distinguishing between the coherent states $`\|\alpha `$ and $`\|\alpha `$. To this end, after switching off the adiabatic evolution, the entire state is given a negative displacement of $`\alpha `$. This reduces our problem to distinguishing between $`\|0`$ (a vibrational state with no excitation) and $`\|2\alpha `$ . To accomplish this, the ionic internal states are allowed to interact with the vibrational mode by a Jaynes Cummings interaction . In the case of no Berry phase, the probability of finding the ion in an excited state at any time $`t`$ is $`P_{eo}=0`$, while, in the presence of a Berry phase the same probability is given by $$P_{e,2\alpha }=e^{2\|\alpha \|^2}\frac{(2\alpha )^{2n}}{n!}\mathrm{sin}^2\frac{\mathrm{\Omega }_{n+1}}{2}t$$ (27) where $`\mathrm{\Omega }_{n+1}`$ is the Rabi frequency corresponding to an excitation number $`n+1`$. Note that the above method is not a perfect discrimination (it is impossible in principle as $`\|0`$ and $`\|2\alpha `$ are nonorthogonal). Incidentally, the squeezing in our proposal ($`r=0.48`$) is smaller than the value $`r1.5`$ required for the four squeeze nonadiabatic geometric phase proposal . If the original coherent state amplitude is $`\|\alpha \|1`$, we can ensure that this squeezing does not bring in contribution from the higher order terms in the expansion of Eq.(15) (From Ref. one can show that the probability of the state $`\|3`$ in squeezing of $`\|1`$ with $`r0.48`$ is already small enough to make the ratio of higher order terms to the first order term lower than $`10^2\eta ^2`$). One alternative to using a coherent state is to start with the superposition $`\|0+\|1`$ (which should not be too difficult to prepare ) and convert it to the state $`\|0\|1`$ by following an identical procedure to that described above for coherent states. In the laboratory (nonrotating) frame, there will be an extra phase equal to $`_c𝑑ϵ\mathrm{\Psi }_n^\pm \|S(ϵ)^{}(\nu a^{}a+\omega _0\sigma _z)S(ϵ)\|\mathrm{\Psi }_n^\pm `$. For our choice of $`\mathrm{sinh}^2r=1/4`$ this phase turns out to be $`3\nu T`$ where $`T`$ is the time required to complete one cycle of the phase $`\varphi `$. We can choose $`T`$ in such a way that this phase becomes a multiple of $`2\pi `$. This will keep the magnitude of the phase unaltered from that in the rotating frame. Let us now examine the feasibility of our experiment with existing ion trap parameters. For adiabaticity, we require the time scale $`T`$ of variation of the relative phase $`\varphi `$ to be greater than the dynamical timescale of the problem. The dynamical timescale is given by $`g_{a/b}^1=(\mathrm{\Omega }_{ij}\eta _{ij}/2)^1`$. We first consider experiments with $`{}_{}{}^{9}Be^+`$ ion where $`\eta 0.2`$ and $`\mathrm{\Omega }/2\pi 500`$ kHz. The dynamical timescale, required to be smaller than $`T`$, is then about $`0.33\times 10^5`$ s. $`T`$, on the other hand, is required to be lower than both the lifetime of the excited state (which can be up to $`10`$ s ) and the motional decoherence timescale (which is about $`10^4`$ s for $`{}_{}{}^{9}Be^+`$ experiments) so that our assumption of neglecting all types of decoherence holds. If we set $`T10^5`$ s (much less than both the decoherence time scales), then it is about thrice the dynamical timescale and the assumption of adiabaticity should hold (one could even try to ensure an order of magnitude difference between the dynamical timescale and by increasing the laser power a bit more than three folds). On the other hand, motional decoherence, which is an order of magnitude slower than $`T`$, can be neglected. In $`{}_{}{}^{40}Ca^+`$ experiments , the dynamical timescale is $`10^5`$ s whereas the motional decoherence time scale is $`10^3`$ s (internal state decoherence being $`1`$ s). For these traps, we can choose $`T10^4`$ s and perfectly satisfy both adiabaticity and the neglect of decoherence. We also have to set $`3\nu T=m2\pi `$ for the extra phase in the nonrotating frame to vanish, where $`m`$ is an integer. For standard traps, $`\nu 10`$ MHz, and hence $`\nu T10^4`$. We can easily choose a number of such a large order to be a multiple of $`2\pi `$. It is interesting to point out that if our scheme is performed starting with the ion in the excited state, the evolution would be $`\|e\|\alpha \|e\|\alpha `$. Therefore, the initial internal state of the ion makes no difference to our scheme. Using a similar scheme we can also create a Schrödinger cat state of the ion. One initially has to prepare the ion in a superposition of $`\|g`$ and some other state $`\|r`$ which is completely decoupled from the evolution due to our Hamiltonian. Then the evolution proceeds as $$(\|g+\|r)\|\alpha \|g\|\alpha +\|r\|\alpha .$$ (28) The state in the above equation is a Schrödinger cat state of the ion . We have shown how to observe the Berry phase of a simple harmonic oscillator using a trapped ion. We have described how to reverse the amplitude of a coherent state by purely geometric means (i.e. by using only the Berry phase). An important advantage of the experiment is that it needs only a single trapped ion. This is a simple requirement in comparison to the technology that already exists such as the ability to entangle four ions in a trap . Moreover, we have shown that the existing ion trap parameters are well in range of those required for implementing our proposal and for our analysis to remain valid. We have also indicated how to use our scheme to create a Schrödinger cat state of the ion. Further interesting extensions to the geometric approach to multiple modes are also possible and will be investigated in the future. We thank P. L. Knight and B. E. King for a very careful reading of the manuscript and valuable comments. We would also like to thank J. I. Cirac, R. C. Thompson, J. Pachos and A. K. Pati for discussions. This research has been partly supported by the European Union, EPSRC and Hewlett-Packard. I. F.-G. would like to thank Consejo Nacional de Ciencia y Tecnologia (Mexico) Grant no. 115569/135963 for financial support.
warning/0006/hep-ph0006203.html	ar5iv	text	# CURRENT ISSUES IN QUARKONIUM PRODUCTIONaafootnote a Talk presented at the DIS 2000, Liverpool, England, April 25-30, 2000. ## Acknowledgments The author thanks Eric Braaten and Bernd A. Kniehl for their enjoyable collaboration on the subject discussed here, and reading the manuscript. This work was supported in part by the Alexander von Humboldt Foundation. ## References
warning/0006/hep-ph0006193.html	ar5iv	text	# ERROR PROPAGATION IN QCD FITS ## 1 Introduction Standard sets of parton densities $`^{\mathrm{?},\mathrm{?},\mathrm{?}}`$ are widely used to calculate hard scattering cross sections in hadron-hadron and lepton-hadron collisions. However, none of these sets give the errors on the parton densities which tend to dominate the uncertainties on the predicted cross sections. To make a parton distribution set available which includes the full information on errors and correlations<sup>a</sup><sup>a</sup>aAvailable from http://www.nikhef.nl/user/h24/qcdnum we have performed a NLO QCD analysis of HERA and fixed target structure function data. $`^\mathrm{?}`$ In this contribution we describe how the experimental errors were propagated in the QCD fit. ## 2 Error propagation In the fit, the correlated experimental systematic errors were incorporated in the model prediction of the structure functions: $$F_i(p,s)=F_i^{\mathrm{QCD}}(p)\left(1+\underset{\lambda }{}s_\lambda \mathrm{\Delta }_{i\lambda }^{\mathrm{syst}}\right)$$ (1) where $`F_i^{\mathrm{QCD}}(p)`$ is the QCD prediction and $`\mathrm{\Delta }_{i\lambda }^{\mathrm{syst}}`$ is the relative systematic error on data point $`i`$ stemming from source $`\lambda `$. The fitted parameters $`p`$ describe the parton densities at the input scale $`Q_0^2`$ and $`s`$ denotes the set of systematic parameters. Assuming that the $`s_\lambda `$ are uncorrelated and Gaussian distributed with zero mean and unit variance, the $`\chi ^2`$ was defined in the usual way and two Hessian matrices M and C were evaluated at the minimum $`\chi ^2`$: $$M_{\lambda \mu }=\frac{1}{2}\frac{^2\chi ^2}{p_\lambda p_\mu },C_{\lambda \mu }=\frac{1}{2}\frac{^2\chi ^2}{p_\lambda s_\mu }.$$ (2) The statistical and systematic $`^\mathrm{?}`$ covariance matrices were calculated from $$\text{V}^{\mathrm{stat}}=\text{M}^1,\text{V}^{\mathrm{syst}}=\text{M}^1\text{C}\text{C}^T\text{M}^1.$$ (3) The error on any function $`F`$ of the parameters $`p`$ is, to first order, given by $$(\mathrm{\Delta }F)^2=\underset{\lambda }{}\underset{\mu }{}\frac{F}{p_\lambda }V_{\lambda \mu }\frac{F}{p_\mu }$$ (4) where V is the statistical, the systematic, or if the total error is to be calculated, the sum of both covariance matrices. Three additional sources of error were considered in the analysis: (i) Errors due to the uncertainties on the input parameters ($`\alpha _s`$ etc.). The error bands are defined as the envelope of the results from the central fit and two additional fits where each input parameter was lowered or raised by the error; (ii) An ‘analysis’ error band is defined as the envelope of the central fit and 10 alternative fits where, for instance, the cuts on the data were varied; (iii) The renormalization and factorization scale uncertainties, obtained from fits where both scales were independently varied in the range $`Q^2/2<\mu ^2<2Q^2`$. In Fig. 1 we show the parton densities obtained from this analysis (left hand plot). The error bands correspond to the quadratic sum of all errors except the scale uncertainties. The relative error contributions to the gluon density and the singlet quark density are shown in the right hand plot of Fig. 1. It is seen that the analysis error band is small. For the gluon density the remaining contributions to the error are roughly equal in size whereas for the quarks it turns out that the scale uncertainty is the largest source of error. ## 3 Parton distribution set Stored on a computer readable file are the statistical and systematic covariance matrices, the parton densities $`f_i`$, the derivatives $`f_i/p_\lambda `$ (both from the central fit), the results from the systematic fits (where the input parameters or scales were changed) and the analysis error band. The kinematic range covered by the parton densities is $`9\times 10^4<x<1`$ and $`1<Q^2<9\times 10^4`$ GeV<sup>2</sup>. A computer program $`^\mathrm{?}`$ gives fast access to these results and provides tools, which make use of Eq. (4), to propagate the statistical and systematic errors to any function $`F`$ of the parton densities. As an input to the program the user should provide a calculation of the derivatives $`F/p_\lambda `$. Let us take as an example a hadron-hadron cross section which can be written as a convolution of the parton densities and a hard scattering cross section, $$\sigma =\underset{ij}{}f_if_j\widehat{\sigma }_{ij}.$$ (5) To calculate the error on $`\sigma `$ it is sufficient to provide a function which computes the derivatives $$\frac{\sigma }{p_\lambda }=\underset{ij}{}\left[\frac{f_i}{p_\lambda }f_j+f_i\frac{f_j}{p_\lambda }\right]\widehat{\sigma }_{ij}.$$ (6) This calculation is straight forward since the $`f_i`$ and the $`f_i/p_\lambda `$ are available from the input file. Finally, we remark that the errors from a QCD fit are not determined by the experimental errors alone but also depend, and maybe quite strongly, on the assumptions made in the analysis, in particular on the parameterizations chosen for the parton densities at the input scale $`Q_0^2`$. ## References
warning/0006/hep-th0006121.html	ar5iv	text	# Casimir effect for a dilute dielectric ball at finite temperature ## I Introduction The calculation of the vacuum electromagnetic energy of a dielectric ball has a rather long history . Only recently was the final result obtained for a dilute dielectric ball at zero temperature. Remarkably, this Casimir energy was calculated by different methods: (i) by summing up the van der Waals forces between the individual molecules inside the compact ball ; (ii) in the framework of a special perturbation theory, in which the dielectric ball was treated as a perturbation when considering the electromagnetic field in unbounded empty space ; (iii) by making use of the Green’s functions of the quantized Maxwell field with an explicit account of the so called contact terms , on the stage of the numerical calculations the uniform asymptotic expansion for the Bessel functions and the zeta regularization technique being applied; (iv) by the mode summation method with the use of the addition theorem for the Bessel functions . In calculations without using the uniform asymptotic expansions for the Bessel functions the exact (in the $`\mathrm{\Delta }n^2`$ approximation) result for the Casimir energy under consideration was obtained. The general structure of the ultraviolet divergencies in this problem was clarified in Ref. . Undoubtedly, it is interesting to extend these theoretical studies to finite temperature. It is worth noting here that the total number of papers concerned with the calculation of the Casimir effect at finite temperature, and especially for spherical boundaries, is not so large. First Ref. should be mentioned, where the multiple scattering expansion has been developed in order to investigate the vacuum effects for perfectly conducting boundaries. The calculation of the vacuum electromagnetic energy of a compact ball with the same velocity of light inside the ball and in the surrounding medium proves to be not more involved. In papers by Brevik and co-authors this problem has been studied at zero temperature and at finite temperature, as well as with allowance for dispersion (see also Refs. ). However, the Casimir effect at finite temperature for a dielectric ball made of nonmagnetic material has not been considered till now. An essential advantage of the calculation of the Casimir energy of a dilute dielectric ball, carried out in Ref. by the mode summation method, is the possibility for its straightforward generalization to the finite temperature. It is this problem that will be considered in the present paper. The employment of the addition theorem for the Bessel functions enables one to carry out the summation over the angular momentum in a closed form. As a result, the exact (in the $`\mathrm{\Delta }n^2`$ approximation) value for the Casimir internal and free energies of a dilute dielectric ball will be derived for finite temperature also. The divergencies, inevitable in such studies, will be removed by making use of the renormalization procedure developed previously for calculation of the relevant Casimir energy at zero temperature. Both thermodynamic characteristics are presented as the sum of the respective quantity for a compact ball with uniform velocity of light and an additional term which is specific only for a pure dielectric ball. The behavior of the thermodynamic characteristics in the low and high temperature limits is investigated. The low temperature expansions for the internal and free energy involve, except for the constant term, only even powers of the temperature $`T`$ beginning from $`T^4`$. The layout of the paper is as follows. In Sec. II the general formulas are introduced for the internal and free energies of a system of noninteracting oscillators in terms of the sum over the Matsubara frequencies. This enables one to avoid the ambiguities arising when the formal substitution of the integration over the imaginary frequencies by the summation over the discrete Matsubara frequencies is used in the integral representation for the relevant Casimir energy at zero temperature. The renormalization procedure needed for removing the divergencies is also discussed here. In Sec. III first the internal Casimir energy of a dilute dielectric ball is calculated. Next the free energy is obtained by partial integration of the relevant thermodynamic relation. The low and high temperature limits of the thermodynamic characteristics are examined. In the Conclusion (Sec. IV) the obtained results are summarized and future studies in this area are outlined. ## II Transition to the finite temperature in calculations of the Casimir energy Usually the transition to finite temperature in calculations of vacuum energy is accomplished by substituting the integration over imaginary frequencies by summation over the discrete Matsubara frequencies in the integral representation for the Casimir energy at zero temperature . However, following this way one should control how many times the integration by parts in the integral expression at hand has been done . The point is that in this way one may obtain both the internal energy and the free energy at finite temperature of the system under consideration. The corresponding examples can be found in Ref. . Keeping this in mind, we shall proceed from the general formulas determining the internal energy and the free energy of a set of noninteracting oscillators at finite temperature. Here we briefly remind the readers of these formulas and their simple derivation. The natural system of units is used, where $`c=\mathrm{}=k_\text{B}=1`$, $`k_\text{B}`$ being the Boltzman constant. Let us consider an infinite set of noninteracting oscillators with frequencies determined by the equations $$f_{\{p\}}(\omega ,a)=0.$$ (1) Here $`a`$ denotes some parameters specifying the configuration of the system at hand and $`\{p\}`$ is a complete set of quantum numbers characterizing the spectrum. In the case under consideration $`a`$ stands for the radius of the ball, and $`\{p\}`$ incorporates the orbital ($`l`$) and azimuthal ($`m`$) quantum numbers and the type of the solutions of the relevant Maxwell equations \[the transverse electric (TE) and transverse magnetic (TM) modes\]. The free energy of such a set of noninteracting oscillators at finite temperature $`T`$ is determined by the formula $$F(T)=T\underset{\{p\}}{}\underset{n=0}{\overset{\mathrm{}}{}}{}_{}{}^{^{}}\mathrm{ln}f_{\{p\}}(i\omega _n,a),$$ (2) where $`\omega _n`$ are the Matsubara frequencies $$\omega _n=2\pi nT,$$ (3) and the prime on the summation sign means that the $`n=0`$ term is counted with half weight. Derivation of the formula (2) can be found in Ref. , where the free energies of individual oscillators $$F_1(T,\omega )=\frac{\omega }{2}+T\mathrm{ln}\left(1e^{\omega /T}\right)$$ (4) have been summed by the contour integration method. In Eq. (4) $`\omega `$ are the roots of the frequency equations (1). It is assumed that for a given set $`\{p\}`$ Eq. (1) has an infinite countable sequence of the roots. In order to find the sum of the free energies (4) corresponding to this sequence of the roots, in paper the contour integration has been used. Having obtained the free energy (2) one can derive the internal energy $`U(T)`$ of the set of noninteracting oscillators by making use of the thermodynamic relation $$U(T)=\frac{}{\beta }\left[\beta F(T)\right],\beta =T^1.$$ (5) Substitution of Eq. (2) into this relation gives $$U(T)=T\underset{\{p\}}{}\underset{n=0}{\overset{\mathrm{}}{}}{}_{}{}^{^{}}\omega _{n}^{}\frac{d}{d\omega _n}\mathrm{ln}f_{\{p\}}(i\omega _n,a).$$ (6) Formula (6) can be derived directly by summing the internal energies of the individual oscillators $$U_1(T,\omega )=\frac{\omega }{2}\mathrm{coth}\left(\frac{\beta \omega }{2}\right)$$ (7) and applying for this purpose the contour integration . In this case the sum over the Matsubara frequencies (3) in Eq. (6) arises as a result of evaluation of the respective contour integral by the residue theorem, the residues being taken at the poles of the function $`\mathrm{coth}(\beta \omega /2)`$. Certainly, the representations (2) and (6) are formal because they involve the divergencies. Therefore in order to obtain the physical results, an appropriate renormalization should be done. This procedure includes specifically the subtraction of the vacuum energy of unbounded homogeneous space . This can be achieved by the following substitution in Eqs. (2) and (6) $$f_{\{p\}}(i\omega _n,a)\frac{f_{\{p\}}(i\omega _n,a)}{f_{\{p\}}(i\omega _n,\mathrm{})}.$$ (8) In Ref. it was shown that in the case of a dielectric ball an additional renormalization is to be done, namely, the contribution into the vacuum energy, which is proportional to $`\mathrm{\Delta }n`$, should also be subtracted. Here $`\mathrm{\Delta }n=n_1n_2`$, with $`n_1(n_2)`$ being the refractive index inside (outside) the ball. We shall follow this scheme at finite temperature too (see the regarding reasoning in the next section). ## III Internal and free energies of a dilute dielectric ball at finite temperature We shall consider a solid ball of radius $`a`$ placed in an unbounded uniform medium, the temperature $`T`$ of the ball and of the ambient medium being the same. The nonmagnetic materials making up the ball and its surroundings are characterized by permittivity $`\epsilon _1`$ and $`\epsilon _2`$, respectively. It is assumed that the conductivity in both the media is zero. Further we put $$\sqrt{\epsilon _1}=n_1=1+\frac{\mathrm{\Delta }n}{2},\sqrt{\epsilon _2}=n_2=1\frac{\mathrm{\Delta }n}{2}$$ (9) and assume that $`\mathrm{\Delta }n<<1`$. From here it follows, in particular, that $$\epsilon _1\epsilon _2=(n_1+n_2)(n_1n_2)=2\mathrm{\Delta }n.$$ (10) In the problem at hand, as well as in the other ones (see the examples in Ref. ), it is convenient to calculate first the internal energy of a dielectric ball using Eq. (6) and then to get the free energy by integrating the thermodynamic relation (5). Equations, determining the frequencies of the electromagnetic oscillations associated with a dielectric ball, are $$\mathrm{\Delta }_l^{\text{TE}}(a\omega )=0,\mathrm{\Delta }_l^{\text{TM}}(a\omega )=0,l=1,2,\mathrm{}.$$ (11) For pure imaginary frequencies $`\omega =i\omega _n`$, with $`\omega _n`$ being the Matsubara frequencies (3), the left-hand sides of Eqs. (11) are given by $`\mathrm{\Delta }_l^{\text{TE}}(ia\omega _n)`$ $`=`$ $`\sqrt{\epsilon _1}s_l^{}(k_{1n}a)e_l(k_{2n}a)\sqrt{\epsilon _2}s_l(k_{1n}a)e_l^{}(k_{2n}a),`$ (12) $`\mathrm{\Delta }_l^{\text{TM}}(ia\omega _n)`$ $`=`$ $`\sqrt{\epsilon _2}s_l^{}(k_{1n}a)e_l(k_{2n}a)\sqrt{\epsilon _1}s_l(k_{1n}a)e_l^{}(k_{2n}a),`$ (13) where $`k_{\alpha n}=\sqrt{\epsilon _\alpha }\omega _n`$, $`\alpha =1,2`$, and $`s_l(x)`$, $`e_l(x)`$ are the modified Riccati–Bessel functions $$s_l(x)=\sqrt{\frac{\pi x}{2}}I_\nu (x),e_l(x)=\sqrt{\frac{2x}{\pi }}K_\nu (x),\nu =l+\frac{1}{2}.$$ (14) The prime in Eq. (13) stands for the differentiation with respect to the entire argument of the Riccati–Bessel functions. The permittivities $`\epsilon _\alpha ,\alpha =1,2`$ are assumed to be independent of the frequency $`\omega `$ (dispersion is ignored) and of the temperature $`T`$. Following the same way as in calculations of the Casimir energy at zero temperature and making use of Eqs. (6), (8), and (13), we obtain the internal energy of a dielectric ball in the form $$U(T)=T\underset{l=1}{\overset{\mathrm{}}{}}(2l+1)\underset{n=0}{\overset{\mathrm{}}{}}{}_{}{}^{^{}}w_{n}^{}\frac{d}{dw_n}\mathrm{ln}\left[W_l^2(n_1w_n,n_2w_n)\frac{\mathrm{\Delta }n^2}{4}P_l^2(n_1w_n,n_2w_n)\right],$$ (15) where $`W_l(n_1w_n,n_2w_n)`$ $`=`$ $`s_l(n_1w_n)e_l^{}(n_2w_n)s_l^{}(n_1w_n)e_l(n_2w_n),`$ (16) $`P_l(n_1w_n,n_2w_n)`$ $`=`$ $`s_l(n_1w_n)e_l^{}(n_2w_n)+s_l^{}(n_1w_n)e_l(n_2w_n),`$ (17) and we have introduced the dimensionless Matsubara frequencies $$w_n=a\omega _n=2\pi naT,n=0,1,2,\mathrm{}.$$ (18) It is easy to be convinced that Eq. (15) can be derived from Eq. (2.12) in paper by the substitution $$dy2\pi aT\underset{n=0}{\overset{\mathrm{}}{}}{}_{}{}^{^{}}\delta (yw_n)dy.$$ (19) Comparing Eq. (2) and Eq. (2.12) in Ref. one arrives at the following inference. In order to get the free energy at finite temperature by making use of the substitution (19), one integration by parts should preliminary be done in Eq. (2.12) in . Thus proceeding from the well justified equations for the free energy (2) and for the internal energy (6) at finite temperature, one can escape necessity to solve the problem: which energy (free or internal) is obtained on the substitution (19) in the initial integral representation for the Casimir energy at zero temperature . In Eq. (15) we have subtracted the contribution of an unbounded homogeneous medium obtained in the limit $`a\mathrm{}`$. As in the case of zero temperature, it gives, specifically, the term linear in $`\mathrm{\Delta }n`$ \[see Eq. (2.11) in Ref. \]. According to the renormalization procedure developed in Ref. this contribution should be canceled by the corresponding counter term. The necessity to subtract the contributions into the vacuum energy linear in $`\epsilon _1\epsilon _2`$ is justified by the following consideration. The Casimir energy of a dilute dielectric ball can be thought of as the net result of the van der Waals interactions between the molecules making up the ball . These interactions are proportional to the dipole momenta of the molecules, i.e., to the quantity $`(\epsilon _11)^2`$. Thus, when a dilute dielectric ball is placed in the vacuum, then its Casimir energy should be proportional to $`(\epsilon _11)^2`$. It is natural to assume that when such a dielectric ball is surrounded by an infinite dielectric medium with permittivity $`\epsilon _2`$, then its Casimir energy should be proportional to $`(\epsilon _1\epsilon _2)^2`$. The physical content of the contribution into the vacuum energy linear in $`\epsilon _1\epsilon _2`$ has been investigated in the framework of the microscopic model of the dielectric media (see Ref. , and references therein). It has been shown that this term represents the self-energy of the electromagnetic field attached to the polarizable particles or, in more detail, it is just the sum of the individual atomic Lamb shifts. Certainly this term in the vacuum energy should be disregarded when calculating the Casimir energy originated in the electromagnetic interaction between different polarizable particles or atoms . However, there is an opposite point of view on the $`\mathrm{\Delta }n`$ contribution to the vacuum energy of a pure dielectric ball according to which this term has a real physical meaning and when calculating its value an ultraviolet cutoff should be introduced. In this problem there is a natural cutoff. Really, if $`d`$ is a typical distance between the atoms or molecules inside the ball then photons with energy grater than $`d^1`$ do not “feel” the dielectric body and propagate freely. This point of view goes back to the series of papers by Schwinger who has tried to explain in this way the sonoluminescence . Further development of this approach can be found in Refs. . Controversy on this subject is going on (see, for example, Ref. ). In any case the $`\mathrm{\Delta }n^2`$ contribution has, without doubts, real physical meaning and it is this term that is considered below. For arbitrary material media inside and outside of the ball with permittivities $`\epsilon _1,\epsilon _2`$ and permeabilities $`\mu _1\mu _2`$, respectively, the following substitutions should be done in Eq. (15) $$n_i\frac{1}{c_i}=\sqrt{\epsilon _i\mu _i},i=1,2,$$ (20) $$\frac{\mathrm{\Delta }n^2}{4}\left(\frac{\sqrt{\epsilon _1\mu _2}\sqrt{\epsilon _2\mu _1}}{\sqrt{\epsilon _1\mu _2}+\sqrt{\epsilon _2\mu _1}}\right)^2\xi ^2.$$ (21) With account of these substitutions it easy to do the transition to continuous velocity of light on the surface of a compact ball placed in material surroundings $`\epsilon _1\mu _1=\epsilon _2\mu _2=c^2`$. In this case the internal Casimir energy is again determined by Eq. (15) with obvious changes $`W_l({\displaystyle \frac{w_n}{c}},{\displaystyle \frac{w_n}{c}})`$ $`=`$ $`1,`$ (22) $`P_l({\displaystyle \frac{w_n}{c}},{\displaystyle \frac{w_n}{c}})`$ $`=`$ $`\left[s_l\left({\displaystyle \frac{w_n}{c}}\right)e_l\left({\displaystyle \frac{w_n}{c}}\right)\right]^{},`$ (23) $`\xi ^2=\left({\displaystyle \frac{\sqrt{\frac{\epsilon _1}{\epsilon _2}}\sqrt{\frac{\epsilon _2}{\epsilon _1}}}{\sqrt{\frac{\epsilon _1}{\epsilon _2}}+\sqrt{\frac{\epsilon _2}{\epsilon _1}}}}\right)^2`$ $`=`$ $`\left({\displaystyle \frac{\epsilon _1\epsilon _2}{\epsilon _1+\epsilon _2}}\right)^2=\left({\displaystyle \frac{\mu _1\mu _2}{\mu _1+\mu _2}}\right)^2.`$ (24) Now we return to consideration of a dilute dielectric ball and content ourselves with the $`\mathrm{\Delta }n^2`$ approximation. In this case the contributions of $`W_l^2`$ and $`P_l^2`$ into the internal energy (15) are additive $$U(T)=U_P(T)+U_W(T).$$ (25) In the approximation chosen we can put $`P_l(n_1w_n,n_2w_n)P_l(w_n,w_n)`$ with the result $$U_P(T)=\frac{\mathrm{\Delta }n^2}{4}T\underset{l=1}{\overset{\mathrm{}}{}}(2l+1)\underset{n=0}{\overset{\mathrm{}}{}}{}_{}{}^{^{}}w_{n}^{}\frac{d}{dw_n}P_l^2(w_n,w_n).$$ (26) Analysis of divergencies in the problem at hand, carried out in paper , leads to the following recipe for obtaining the contribution into the internal energy of the $`W_l^2`$ term in the argument of the logarithm function in Eq. (15). It is sufficient to calculate the contribution of the $`W_l^2`$ term alone and then to change the sign of this contribution to the opposite one. Hence $$U_W(T)=T\underset{l=1}{\overset{\mathrm{}}{}}(2l+1)\underset{n=0}{\overset{\mathrm{}}{}}{}_{}{}^{^{}}w_{n}^{}\frac{d}{dw_n}W_l^2(n_1w_n,n_2w_n),$$ (27) and only the term proportional to $`\mathrm{\Delta }n^2`$ should be preserved in this expression. By making use of the addition theorem for the Bessel functions the sum over the angular momentum $`l`$ in Eqs. (26) and (27) can be represented in a closed form in the same way as it has been done at zero temperature in papers $`{\displaystyle \underset{l=1}{\overset{\mathrm{}}{}}}(2l+1)P_l^2(w_n,w_n)`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle _0^2}\left[{\displaystyle \frac{d}{dw_n}}\left({\displaystyle \frac{w_n}{R}}e^{2w_nR}\right)\right]^2R𝑑Re^{4w_n},`$ (28) $`{\displaystyle \underset{l=1}{\overset{\mathrm{}}{}}}(2l+1)W_l^2(n_1w_n,n_2w_n)`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Delta }n^2}{8}}{\displaystyle _{\mathrm{\Delta }n}^2}{\displaystyle \frac{e^{2w_nR}}{R^5}}(4+R^2+4w_nRw_nR^3)^2𝑑Re^{2\mathrm{\Delta }nw_n}.`$ (29) Upon substituting the expressions (28) and (29) into Eqs. (26) and (27), respectively, first the differentiation $`d/dw_n`$ should be done, and only after that the integral over $`dR`$ must be evaluated. It gives $`U_P(T)`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Delta }n^2}{4}}{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}{}_{}{}^{^{}}[(2w_n^2+2w_n+{\displaystyle \frac{1}{2}})e^{4w_n}{\displaystyle \frac{1}{2}}],`$ (30) $`U_W(T)`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Delta }n^2}{8}}T{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}{}_{}{}^{^{}}\{(1+4w_n)e^{4w_n}`$ (33) $`\left[12\mathrm{\Delta }n+{\displaystyle \frac{16}{\mathrm{\Delta }n}}+{\displaystyle \frac{w_n^2}{\mathrm{\Delta }n^2}}(168\mathrm{\Delta }n^2+\mathrm{\Delta }n^4)\right]e^{2\mathrm{\Delta }nw_n}`$ $`+16w_n^2{\displaystyle _{\mathrm{\Delta }n}^2}{\displaystyle \frac{e^{2w_nR}}{R}}dR\}.`$ In Eq. (33) only the terms proportional to $`\mathrm{\Delta }n^2`$ should be preserved , the rest of the terms being irrelevant to our consideration. When deriving Eq. (33) we have dropped the last term in Eq. (29), $`e^{2\mathrm{\Delta }nw_n}`$, which gives rise to divergence when calculating the sum over the Matsubara frequencies. First we consider the internal energy (30). Summation over the Matsubara frequencies can be done by making use of the formula $$\underset{n=0}{\overset{\mathrm{}}{}}{}_{}{}^{^{}}e_{}^{4w_n}=\frac{1}{2}\mathrm{coth}(4\pi aT)=\frac{1}{2}+\frac{1}{e^{8\pi aT}1}.$$ (34) It gives $$U_P(T)=\frac{\mathrm{\Delta }n^2}{8}T\left[t^2\frac{\mathrm{coth}(2t)}{\mathrm{sinh}^2(2t)}+\frac{t}{\mathrm{sinh}^2(2t)}+\frac{1}{2}\mathrm{coth}(2t)\right],t=2\pi aT.$$ (35) It is worth noting that the last term under the sum sign in Eq. (30) gives zero contribution, when the zeta regularization technique is applied $$\frac{1}{2}\underset{n=0}{\overset{\mathrm{}}{}}{}_{}{}^{^{}}n_{}^{0}=\frac{1}{2}\left(\frac{1}{2}+\zeta (0)\right)=0,$$ (36) where $`\zeta (z)`$ is the Riemann zeta function, $`\zeta (0)=1/2`$. At zero temperature this term gives rise to a divergence that has been removed by respective subtraction . From Eq. (35) we deduce the following behaviour of the internal energy $`U_P(T)`$ at low temperature $$U_P(T)=\frac{5\mathrm{\Delta }n^2}{128\pi a}+\frac{2}{45}\mathrm{\Delta }n^2(\pi a)^3T^4+\frac{128}{945}\mathrm{\Delta }n^2(\pi a)^5T^6\frac{512}{525}\mathrm{\Delta }n^2(\pi a)^7T^8+𝒪(T^{10}).$$ (37) Integration of the thermodynamic relation (5) enables one to get the free energy $$F(T)=T\frac{U(T)}{T^2}𝑑T+CT,$$ (38) where $`C`$ is a constant. Upon substitution of Eq. (35) into Eq. (38) the first two terms can be integrated explicitly , the last term in Eq. (35) leads to the integral $`{\displaystyle \frac{dx}{x}\mathrm{coth}(x)},`$ which cannot be expressed in terms of the table integrals . Further we shall use Eq. (38) for obtaining the asymptotics of the free energy, keeping in mind that the internal energy $`U_W(T)`$ in Eq. (33) cannot be represented in a simple closed form such as Eq. (35). Substituting the asymptotics (37) into Eq. (38) we obtain the respective free energy in the low temperature region $$F_P(T)=\frac{5\mathrm{\Delta }n^2}{128\pi a}\frac{2}{135}\mathrm{\Delta }n^2(\pi a)^3T^4\frac{128}{4725}\mathrm{\Delta }n^2(\pi a)^2T^6+\frac{512}{3675}\mathrm{\Delta }n^2(\pi a)^7T^8+𝒪(T^{10}).$$ (39) Here the linear in $`T`$ term $`CT`$ has been dropped, because the requirement that the entropy $`S_P(T)`$ should vanish at $`T=0`$ gives $$S_P(0)=\underset{T0}{lim}T^1\left(U_P(T)F_P(T)\right)=C=0.$$ (40) Hence, at low temperature the expansions both for the internal energy (37) and for the free energy (39) involve only even powers of the temperature beginning from $`T^4`$. At zero temperature we have $$U_P(0)=F_P(0)=E_P=\frac{5\mathrm{\Delta }n^2}{128\pi a},$$ (41) where $`E_P`$ is the Casimir energy of a compact ball with the same velocity of light inside and outside the ball . Our calculation of the free energy $`F_P(T)`$ corresponds to the two-scattering approximation in treatment of a perfectly conducting spherical shell in Ref. . The relevant results of that paper should be multiplied by $`\mathrm{\Delta }n^2/4`$ before comparing with ours. However, the free energy of a conducting sphere, calculated in the two-scattering approximation, is presented there only graphically, and Eq. (8.37) in that paper gives the low temperature behavior of an exact result for this quantity. Therefore the coefficients in this equation are a bit different as compared with the two first terms in our Eq. (39). When temperature $`T`$ tends to infinity, Eq. (35) gives $$U_P(T)\frac{\mathrm{\Delta }n^2}{16}T,T\mathrm{}.$$ (42) Substituting this asymptotics into Eq. (38) we arrive at the high temperature limit for the free energy $`F_P(T)`$ $$F_P(T)\frac{\mathrm{\Delta }n^2}{16}T\left[\mathrm{ln}(aT)+\alpha \right],T\mathrm{}.$$ (43) The constant $`\alpha `$ can be find by making use of the complete expression for $`F_P(T)`$ (see Refs. ) $`\alpha =\gamma +\mathrm{ln}4{\displaystyle \frac{5}{4}}.`$ We have explained above how to do the transition to continuous velocity of light on the surface of a material ball \[see Eqs. (20–(22)\]. With allowance for this we immediately conclude that the internal energy $`U_P(T)`$ and free energy $`F_P(T)`$ exactly concern that configuration, certainly upon the substitution (21). Our functions $`U_P(T)`$ and $`F_P(T)`$ completely coincide with calculations in Refs. where the addition theorem for the Bessel functions has been applied also. But in our problem (a pure dielectric ball) there is an additional contribution to the vacuum energy generated by the functions $`W_l^2`$ in Eq. (15). Now we turn to the analysis of this contribution. The summation over the Matsubara frequencies in Eq. (33) gives $`U_W(T)`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Delta }n^2}{8}}T\{{\displaystyle \frac{1}{e^{4t}1}}(1+{\displaystyle \frac{4t}{1e^{4t}}}){\displaystyle \frac{1}{e^{2\mathrm{\Delta }nt}1}}`$ (46) $`{\displaystyle \frac{t}{2\mathrm{sinh}^2(\mathrm{\Delta }nt)}}\left[{\displaystyle \frac{8}{\mathrm{\Delta }n}}\mathrm{\Delta }n2t\left(2{\displaystyle \frac{4}{\mathrm{\Delta }n^2}}{\displaystyle \frac{\mathrm{\Delta }n^2}{4}}\right)\mathrm{coth}(\mathrm{\Delta }nt)\right]`$ $`+t^2{\displaystyle _{\mathrm{\Delta }n}^2}{\displaystyle \frac{dR}{R}}{\displaystyle \frac{\mathrm{coth}(tR)}{\mathrm{sinh}^2(tR)}}\},t=2\pi aT.`$ According to the renormalization procedure employed, only the terms proportional to $`\mathrm{\Delta }n^2`$ should be retained in Eq. (46). Obviously, this can be accomplished explicitly when considering the asymptotics of the internal energy $`U_W(T)`$ for low and high temperatures. For low $`T`$ Eq. (46) gives $`U_W(T)`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Delta }n^2}{48\pi a}}{\displaystyle \frac{16}{45}}\mathrm{\Delta }n^2(\pi a)^2T^4+{\displaystyle \frac{1024}{2835}}\mathrm{\Delta }n^2(\pi a)^5T^6`$ (48) $`{\displaystyle \frac{4096}{7875}}\mathrm{\Delta }n^2(\pi a)^7T^8+𝒪(T^{10}).`$ By making use of Eq. (38) with the constant $`C`$ equal to zero, we obtain the low temperature expansion for the respective free energy $`F_W(T)`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Delta }n^2}{48\pi a}}+{\displaystyle \frac{16}{135}}\mathrm{\Delta }n^2(\pi a)^3T^4{\displaystyle \frac{1024}{14175}}\mathrm{\Delta }n^2(\pi a)^5T^6`$ (50) $`+{\displaystyle \frac{4096}{55125}}\mathrm{\Delta }n^2(\pi a)^7T^8+𝒪(T^{10}).`$ The sum of Eqs. (37) and (48) gives the total internal energy at low temperature $`U(T)`$ $`=`$ $`{\displaystyle \frac{23}{384}}{\displaystyle \frac{\mathrm{\Delta }n^2}{\pi a}}{\displaystyle \frac{14}{45}}\mathrm{\Delta }n^2(\pi a)^3T^4+{\displaystyle \frac{1408}{2835}}\mathrm{\Delta }n^2(\pi a)^5T^6`$ (52) $`{\displaystyle \frac{11776}{7875}}\mathrm{\Delta }n^2(\pi a)^7T^8+𝒪(T^{10}).`$ From Eqs. (39) and (50) we obtain for the total free energy of a dilute dielectric ball $`F(T)`$ $`=`$ $`{\displaystyle \frac{23}{384}}{\displaystyle \frac{\mathrm{\Delta }n^2}{\pi a}}+{\displaystyle \frac{14}{135}}\mathrm{\Delta }n^2(\pi a)^3T^4`$ (54) $`{\displaystyle \frac{1408}{14175}}\mathrm{\Delta }n^2(\pi a)^5T^6+{\displaystyle \frac{11776}{55125}}\mathrm{\Delta }n^2(\pi a)^7T^8+𝒪(T^{10}).`$ The first three terms of the asymptotics (54) has been derived in a recent paper by Barton in the framework of a completely different approach, namely by making use of perturbative theory for quantized electromagnetic field where dielectric ball is considered as a perturbation in unbounded continuous surroundings. When comparing our Eq. (54) with respective formula in the Barton paper one should take into account that our quantity $`\mathrm{\Delta }n^2`$ is equal to the Barton’s $`4\pi ^2(n\alpha )^2`$. In Ref. an additional term proportional to $`T^3`$ has been obtained for the free energy in the low temperature limit. It should be noted that the $`T^3`$ term does not give contribution to the Casimir pressure exerted on the surface of a dielectric ball. In this respect this term is nonobservable. In our approach the $`T^3`$ term is absent because at first we have calculated the total energy $`U(T)`$ and after that we derive the free energy $`F(T)`$ proceeding from $`U(T)`$. At zero temperature we have $$U(0)=F(0)=E=\frac{23}{384}\frac{\mathrm{\Delta }n^2}{\pi a},$$ (55) where $`E`$ is the Casimir energy of a dilute dielectric ball calculated in Ref. . When passing from a compact ball with uniform velocity of light to a pure dielectric ball, the sign of the first temperature correction ($`T^4`$) to the free energy and consequently to the Casimir forces changes to the opposite one (see Eqs. (39) and (54)). Keeping two terms in the expansion (54) we get for the Casimir forces exerted on the unit area of the ball surface $$=\frac{1}{4\pi a^2}\frac{F(T)}{a}=\frac{23}{1636}\frac{\mathrm{\Delta }n^2}{\pi ^2a^4}\left[1\frac{112}{345}(2\pi aT)^4\right].$$ (56) From Eq. (33) one can derive the high temperature behaviour of the internal energy $`U_W(T)`$ in the same way as Eq. (42) has been obtained $$U_W(T)\frac{\mathrm{\Delta }n^2}{8}T\frac{1}{2}=\frac{\mathrm{\Delta }n^2}{16}T,T\mathrm{}.$$ (57) Substitution of this result into Eq. (38) and subsequent integration gives $$F_W\frac{\mathrm{\Delta }n^2}{16}T\left[\mathrm{ln}(aT)+\beta \right],$$ (58) where $`\beta `$ is a constant. By making use Eqs. (42), (43), (57), and (58) we obtain the high temperatute asymptotics of the internal energy and free energy of a dilute dielectric ball $`U(T)`$ $`=`$ $`U_P(T)+U_W(T){\displaystyle \frac{\mathrm{\Delta }n^2}{8}}T,T\mathrm{},`$ (59) $`F(T)`$ $`=`$ $`F_P+F_W(T){\displaystyle \frac{\mathrm{\Delta }n^2}{8}}T\left[\mathrm{ln}(aT)+c\right],T\mathrm{},`$ (60) where $`c=\alpha +\beta `$ is a constant the exact value of wich can be obtained by other methods $$c=\mathrm{ln}4+\gamma \frac{7}{8},\beta =\frac{3}{8}.$$ (61) Exactly the same high temperature behaviour of the thermodynamic functions of electromagnetic field connected with a dilute dielectric ball has been obtained in Ref. . With allowance for the dimension of the respective quantities it is easy to be convinced that Eq. (59) and the last term in Eq. (60) do not contain the Planck constant. Hence, the high temperature limit for the internal and free energies implies the classical limit . At the same time these leading terms do not depend on the radius of the ball $`a`$ too and, as a result, they do not contribute to the Casimir force at high temperature. From the asymptotics (52), (54), (59), and (60) it follows that the thermodynamic characteristics $`U(T)`$ and $`F(T)`$ of a dilute dielectric ball have, respectively, minimum and maximum at nonzero values of the temperature $`T`$. The characteristic temperature scale for the thermodynamic quantities under consideration is determined by the radius $`a`$ of the ball. For $`a10^4`$ cm this scale proves to be large $`1000^{}`$K. ## IV Conclusion In this paper the Casimir internal and free energies are calculated for a dilute dielectric ball at finite temperature. As we are aware, it has been done for the first time. The explicit formulas are derived which allow one to develop the expansions for thermodynamic characteristics of the ball at low and high temperatures. It is found that the first temperature correction $`(T^4)`$ to the free energy in the problem at hand has an opposite sign as compared with a perfectly conducting sphere and a compact ball with constant velocity of light inside the ball and in the surroundings. It implies that the Casimir force, exerted on the surface of a dielectric ball and tending to expand it, diminishes with rising temperature \[see Eq. (56)\]. Usually the temperature dependence of the Casimir forces is opposite . However, for a perfectly conducting wedge in the low temperature region the Casimir forces also decrease when the temperature rises . Without doubt, it is worth considering this problem in the framework of other methods, for example, by making use of the Green’s function techniques. However, before doing this the role of the so-called contact terms in the expression of the vacuum energy employed there should be elucidated. In our global approach these terms do not appear because we are only dealing with the sum of the eigenfrequencies of the electromagnetic field under given boundary conditions. ###### Acknowledgements. V.V.N. thanks Professor Barton for providing his paper and for very fruitful communications. This research has been supported by the fund MURST ex 40% and 60%, art. 65 D.P.R. 382/80. The work was accomplished during the visit of V.V.N. to Salerno University. It is a pleasure for him to thank Professor G. Scarpetta, Drs. G. Lambiase and A. Feoli for warm hospitality. The financial support of IIASS is acknowledged. G.L. thanks the UE, P.O.M. 1994/1999, for financial support. V.V.N. acknowledges the partial financial support of Russian Foundation for Basic Research (Grant No. 00-01-00300). G.L. and V.V.N. are indebted to I. Klich for useful discussions.
warning/0006/hep-th0006102.html	ar5iv	text	# 1 Introduction ## 1 Introduction In the context of the AdS/CFT correspondence , Polchinski and Strassler used brane polarization , to find a string theory dual to a confining four dimensional gauge theory. Their work has been recently extended to three dimensional field theories and to other gauge groups . It was noted in that near the UV fixed point there might exist oblique vacua corresponding to the D2 branes being polarized into an NS5 brane with D4 charge. This might be expected by analogy with the oblique vacua of . Nevertheless, the meaning of this vacua in IIA is more mysterious. Since there is only one kind of 1+1 dimensional object (the F string), an oblique vacuum can not be understood as screening dyons. Moreover, the D4 charge of an NS5 ellipsoid is not quantized; it is a dynamical object. This implies that the oblique vacua either form a moduli space, or that there is only one isolated oblique vacuum. The purpose of this paper is to complete the study of D2 brane polarizations, by investigating the existence of such oblique vacua. We also study the effect D4 charge (which as we said is dynamic) may have on a D2-NS5 brane system. We will find that a class of D2 $``$ NS5 vacua which look metastable if one does not consider D4 flux, are in fact unstable. They decay by acquiring D4 charge, tilting, and shrinking to zero size. Unlike the polarizations of D branes into higher D branes, which can be understood both as a state where the D branes scalars become noncommutative, and as a lower energy configuration with dielectric charge, the D $``$ NS5 polarizations can only be thought of in the second way. Thus, we study the polarization of D2 branes into NS5 branes with D4 flux by investigating whether a wrapped NS5 brane with a very large D2 charge and some D4 charge has a ground state at nonzero radius, in the geometry created by itself. We set three of the fermion masses equal, and we explore several cases. In chapter 4 we set the mass of the fourth fermion to be far less than that of the first three. Our configuration is almost supersymmetric, and we find a large set of polarizations of D2 branes into NS5/D4 branes, with energies approaching 0 as $`m_40`$. We also give the M-theory interpretation to this moduli space. In chapter 5 we explore the case of four equal fermions masses, where no supersymmetry is preserved. The scalar mass term is composed from an $`L=0`$ piece and various $`L=2`$ pieces. In the absence of supersymmetry we are free to change the $`L=2`$ mass terms. Chapter 5.1 deals with the SO(4) invariant case, when all the $`L=2`$ pieces are turned off. We find that the vacuum which appears metastable when D4 charge is ignored, is actually unstable. It decays by tilting, acquiring D4 charge and finally collapsing into a configuration of zero size. We then explore the effect of turning on a particular $`L=2`$ mode. We find a range where polarizations into pure NS5 branes are true vacua (chapter 5.2). We also find a configuration where a metastable vacuum corresponding to an NS5/D4 polarization is possible (chapter 5.3). Finally in chapter 6 we investigate the meaning of the oblique vacuum found in chapter 5.3. ## 2 The setup We perturb the $`𝒩=8`$ theory living on $`N`$ D2 branes by adding fermion mass terms. By the generalized AdS/CFT correspondence the original theory is dual to string theory in the background given by: $`ds_{string}^2`$ $`=`$ $`Z^{1/2}\eta _{\mu \nu }dx^\mu dx^\nu +Z^{1/2}dx^mdx^m,`$ $`e^\varphi `$ $`=`$ $`g_sZ^{1/4},`$ $`C_3^0`$ $`=`$ $`{\displaystyle \frac{1}{g_sZ}}dx^0dx^1dx^2,F_4^0=dC_3^0,`$ (1) where $`\mu ,\nu =0,1,2`$, $`m=3,\mathrm{},9`$, and $`g_s`$ is the string coupling. When the D2 branes are coincident, $$Z=\frac{R^5}{r^5},R^5=6\pi ^2Ng_s\alpha _{}^{}{}_{}{}^{5/2}.$$ (2) In a general configuration of parallel D2 branes $`Z`$ is given by the superposition of the individual $`Z`$’s. In a similar fashion to the AdS/CFT case , a fermion mass term in the boundary theory corresponds to a nonnormalizable bulk modes of the transverse NS-NS 3 form field strength and the R-R 4 form field strength: $`H_3=g_s\alpha /r^5(3T_35V_3)={\displaystyle \frac{Z}{2}}(3T_35V_3),`$ $`F_4^1=\alpha /r^5(4T_45V_4)={\displaystyle \frac{Z}{2g_s}}(4T_45V_4),`$ (3) where the relation between the fermion masses and $`T`$ and $`V`$ are given in the Appendix. ## 3 The NS5 brane action In order to study oblique vacua we have to find the action for NS5 branes with D4 brane flux. The field theory living on the NS5 brane has a one-form field strength, $``$ which comes from the $`X^{11}`$ coordinate of the M5 brane. This field strength couples with the bulk RR $`C_5`$ via a Wess-Zumino term of the form $$S_{WZ}=\mu _5C_5.$$ (4) Thus a nonzero $``$ corresponds to a nonzero D4 brane charge. The general action for an NS5 brane with nontrivial $``$ flux was found in . We expect on general symmetry grounds that the shape of the polarized NS5 brane is a 3-ellipsoid $`\times R^3`$. We first examine the action for an NS5 brane shell probe with large D2 charge ($`n`$) in a background created by an even larger number ($`Nn`$) of D2 branes. As we will find, the potential of the probe does not depend on the configuration of the $`N`$ D2 branes. Therefore, this calculation will give, as in , the full self-interacting potential of one or more NS5/D4/D2 shells. For an SO(3) invariant perturbation ($`m_1=m_2=m_3=m`$, $`0m_4m`$) we expect the NS5/D4/D2 configuration to have SO(3) symmetry. Three of the directions of the NS5 brane are extended along the original directions of the D2 branes. The other 3 directions are wrapped on an SO(3) invariant 3-ellipsoid. The most general SO(3) invariant ellipsoid has its 3 equal axes in the 3-7, 4-8, and 5-9 planes respectively, at an angle $`\gamma `$. The fourth axis is along $`x^6`$. Thus: $`x^6`$ $`=`$ $`\alpha r\mathrm{cos}\theta ,`$ $`x^3^{}`$ $`=`$ $`r\mathrm{sin}\theta \mathrm{cos}\theta _1,`$ $`x^4^{}`$ $`=`$ $`r\mathrm{sin}\theta \mathrm{sin}\theta _1\mathrm{sin}\varphi ,`$ $`x^5^{}`$ $`=`$ $`r\mathrm{sin}\theta \mathrm{sin}\theta _1\mathrm{cos}\varphi ,`$ (5) where $`x^3^{}=x^3\mathrm{cos}\gamma +x^7\mathrm{sin}\gamma `$, $`x^4^{}=x^4\mathrm{cos}\gamma +x^8\mathrm{sin}\gamma `$, and $`x^5^{}=x^5\mathrm{cos}\gamma +x^9\mathrm{sin}\gamma `$. The free parameters are $`\gamma ,\alpha `$ and $`r`$. For no D4 charge, we have found a ground state when $`\gamma `$ was $`0`$, $`\alpha `$ was $`\sqrt{m/m_4}`$, and $$r_0^2=\frac{2Ag_sm}{3\alpha },$$ (6) with $`A=4\pi n(\alpha ^{})^{3/2}`$. A general SO(3) invariant D4 brane charge can be given to the NS5 ellipsoid by turning on a nontrivial $`_\theta (\theta )`$. Since there is no nontrivial one-cycle on the 3-ellipsoid, the D4 brane charge is not quantized. The action contains terms of the form <sup>1</sup><sup>1</sup>1The sign difference from equation 54 of is caused by the different metric signature $`g_{mn}+e^{2\mathrm{\Phi }}_m_n`$. The 4-brane charge contributes to the action through $$G_{\theta \theta }G_{\theta \theta }+e^{2\mathrm{\Phi }}_\theta _\theta =Z^{1/2}r^2[\alpha ^2\mathrm{sin}^2\theta +\mathrm{cos}^2\theta +f(\theta )^2],$$ (7) where we used the metric (1) and defined $`f(\theta )g_s_\theta (\theta )/r`$. In order to give the NS5 brane a D2 charge $`n`$ we turn on a 3 form field strength along $`S^3`$ $$F^3=A\mathrm{sin}^2\theta \mathrm{sin}\theta _1d\theta d\theta _1d\varphi ,$$ (8) where $`A`$ was defined above. After gauge fixing the NS5 brane action can be written as a combination of a Born-Infeld (BI), mixed, and Wess- Zumino actions terms: $`{\displaystyle \frac{S_{BI}}{\mu _5V}}`$ $`=`$ $`{\displaystyle 𝑑\theta 𝑑\theta _1𝑑\varphi \frac{Z^{1/2}}{g_s^2}\sqrt{G_{}G_{}+g_s^2Z^{1/2}G_{}D_{}^2}},`$ $`{\displaystyle \frac{S_{mixed}}{\mu _5V}}`$ $`=`$ $`{\displaystyle 𝑑\theta 𝑑\theta _1𝑑\varphi \frac{G_{}D_{}^2}{2\sqrt{G_{}G_{}+g_s^2Z^{1/2}G_{}D_{}^2}}},`$ (9) $`{\displaystyle \frac{S_{WZ}}{\mu _5V}}`$ $`=`$ $`{\displaystyle 𝑑\theta 𝑑\theta _1𝑑\varphi [B_{012\theta \theta _1\varphi }^6+C_{012\theta _1\varphi }^5_\theta +\frac{1}{2}C_{012}F_{}\frac{1}{2}F_{012}C_{}]}`$ where $`D^3=F^3C^3`$, and $`G_{}`$ is computed using $`G_{\theta \theta }`$ from (7). The background $`C^5`$ corresponding to the perturbation (3) is : $$C^5=\frac{1}{3g_s}dx^0dx^1dx^2S_2,$$ (10) where $`S_2`$ is defined in the Appendix. For the fermion masses considered in this paper $$_{S^2}S_2=4\pi (3m\mathrm{Im}(zz\overline{z})+m_4\mathrm{Im}(zzz)),$$ (11) where $`z=re^{i\gamma }`$. Thus, the second term in the Wess-Zumino action is $$𝑑\theta 𝑑\theta _1𝑑\varphi C_{012\theta _1\varphi }^5_\theta =\frac{4\pi (3m\mathrm{sin}\gamma +m_4\mathrm{sin}3\gamma )}{3g_s}_0^\pi (r\mathrm{sin}\theta )^3(\theta )𝑑\theta ,$$ (12) where we integrated the $`\theta _1`$ and $`\varphi `$ components of $`C^5`$ over a 2-sphere slice of the ellipsoid, of radius $`r\mathrm{sin}\theta `$ . As in the simple NS5 case, the equations of motion for large $`D_{}`$ in the background (1) create an $`F_{012}`$ which gives a negligible Wess-Zumino contribution. Using (1, 3, 7) and the fact that the D2 brane charge of the ellipsoid dominates, we can expand the actions and compute the effective potential. The leading contributions in (9) represent D2-D2 interactions and cancel. The potential is $`{\displaystyle \frac{S}{\mu _5V}}`$ $`=`$ $`{\displaystyle \frac{3\pi ^2r^6}{2Ag_s^3}}{\displaystyle \frac{3\alpha ^2+1}{4}}{\displaystyle \frac{\pi ^2\alpha r^4}{2g_s^2}}(3m\mathrm{cos}\gamma +m_4\mathrm{cos}(3\gamma ))+{\displaystyle \frac{\pi ^2Ar^2}{6g_s}}(3m^2+\alpha ^2m_4^2)`$ $`+`$ $`{\displaystyle \frac{3\pi r^6}{Ag_s^3}}{\displaystyle _0^\pi }\mathrm{sin}^2\theta f(\theta )^2𝑑\theta {\displaystyle \frac{4\pi r^4(3m\mathrm{sin}\gamma +m_4\mathrm{sin}3\gamma )}{3g_s^2}}{\displaystyle _0^\pi }\mathrm{sin}^3\theta f(\theta )𝑑\theta ,`$ where the first line is the action with no D4 brane charge, and the second line contains the extra terms appearing because of the 4-brane flux. We denote the second part of the action by $`S_{D4}`$. The last term in the first line was obtained by supersymmetric completion of the action with no D4 charge. One might worry that this term changes in the presence of D4 charge, and that we should get another term which is the supersymmetric completion of the action which includes $`S_{D4}`$. Nevertheless, we can see from $`S_{D4}`$ that this new term does not contain $`f(\theta )`$ and reduces to zero when $`f=0`$, and thus it is zero. Our unknowns in this potential are $`f(\theta ),\gamma ,\alpha `$ and $`r`$. Our strategy is to first find $`f(\theta )`$ which minimizes $`S_{D4}`$, for given $`\gamma ,\alpha `$, and $`r`$. We then minimize the resulting function of three variables to find the ground state of the NS5/D4/D2 system. The action $`S_{D4}`$ is minimized for $$f(\theta )=\frac{4Ag_s(3m\mathrm{sin}\gamma +m_4\mathrm{sin}3\gamma )}{9r^2}\mathrm{sin}\theta ,$$ (14) which gives $$\frac{S_{D4}}{\mu _5V}=\frac{\pi ^2m^2r^2A}{2g_s}\left(\mathrm{sin}\gamma +\frac{m_4}{3m}\mathrm{sin}3\gamma \right)^2.$$ (15) ## 4 The almost supersymmetric case In the limit $`\chi m_4/m0`$, the potential (LABEL:totalact) has a dominant part and a subleading part. By minimizing the dominant part we find a relation between $`r,\gamma `$ and $`\alpha `$. We then use this relation as a constraint in minimizing the subleading part of potential which disappears as $`\chi 0`$ For $`\chi 1`$ we can ignore the terms in (15) and (LABEL:totalact) which go like $`\mathrm{sin}3\gamma `$ or $`\mathrm{cos}3\gamma `$. Also, in this limit we expect (from the D2/NS5 case) $`\alpha `$ to be very large, of order $`\chi ^{1/2}`$. The dominant part of the potential is: $$\frac{S_{\mathrm{dominant}}}{\mu _5V}=\frac{3\pi ^2r^6}{2Ag_s^3}\frac{3\alpha ^2}{4}\frac{\pi ^2\alpha r^4}{4}(3m\mathrm{cos}\gamma )+\frac{\pi ^2m^2r^2A}{2g_s}\mathrm{cos}^2\gamma .$$ (16) As expected from supersymmetry, this is a perfect square, and has a minimum for $$\mathrm{cos}\gamma =\frac{3\alpha r^2}{2mAg_s}.$$ (17) In the case when $`\gamma =0`$ this formula gives the radius obtained when no $`D4`$ charge is present. This is consistent with (14). The length scale in our problem is set by $`mAg_s`$, and thus for simplicity we define: $$l^2mAg_s$$ (18) The subleading part of the potential is: $$\frac{S_{\mathrm{subleading}}}{\mu _5V}=\frac{3\pi ^2}{8Ag_s^3}\left[r^6\frac{4}{3}r^4l^2\alpha \chi \mathrm{cos}(3\gamma )+\frac{4}{9}l^4r^2(\alpha ^2\chi ^22\chi \mathrm{sin}\gamma \mathrm{sin}3\gamma )\right].$$ (19) Combining (17) with (19) we obtain a potential which gets minimized for $`\gamma =0`$, which means no D4 charge. The radius and $`\alpha `$ are given by (6). As $`\chi 0`$ the potential which fixes $`\gamma `$ to zero gets weaker and weaker, and a moduli space opens up. Thus as $`m_40`$, for any radius $`r`$ smaller than $`r_0`$, we can find $`\alpha ,\gamma `$, and $`f(\theta )`$ which give zero energy. This is an interesting result, we find the theory to have a continuous set of oblique vacua, each corresponding to polarization into an NS5 brane with D4 brane charge given by $`f(\theta )`$, aspect ratio $`\alpha `$, radius $`r`$, and orientation $`\gamma `$ in the 3-7, 4-8, and 5-9 planes. When $`m_4`$ is strictly zero, the long ellipsoids degenerate into lines, so we cannot speak properly about NS5 or D4 charges. Nevertheless, this terminology is helpful in describing the D2 branes configurations. There is a very simple M theory interpretation for these configurations. As can be seen from equation (45) of , if the fermion mass $`m_4`$ (linked by SUSY to the coordinates $`x^9`$ and $`x^{10}`$) goes to zero, the M5 becomes very long in the $`x^9x^{10}`$ plane. Moreover, in this limit, the term which depends on the orientation of the M5 brane: $$\mathrm{Re}(3mz_4zz\overline{z}+m_4\overline{z}_4z^3)$$ (20) is invariant under $`zze^{i\gamma },z_4z_4e^{i\gamma }`$. Thus, we recover a moduli space corresponding to this rotation. When reducing these configurations to type IIA, the tilt in the $`x^{10}`$ direction becomes the D4 flux. Therefore we expect to obtain NS5/D4 configurations at an angle $`\gamma `$ in the 3-7,5-8 and 6-9 planes, with $`D4`$ charge proportional to $`\mathrm{sin}\gamma `$, which is exactly what we have in (14). ## 5 Four equal fermion masses In this chapter we explore the nonsupersymmetric case when all the fermion masses are equal. In it was explained that a general scalar mass term, which gives the third term in (LABEL:totalact), is a combination of an $`L=0`$ and an $`L=2`$ (traceless symmetric) mode: $`{\displaystyle \frac{A}{12g_s}}(3m^2)r^2`$ $`=`$ $`{\displaystyle \frac{A}{12g_s}}(3m^2){\displaystyle \frac{8}{3\pi }}{\displaystyle _0^\pi }𝑑\theta \mathrm{sin}^2\theta (x_3^2+x_4^2+x_5^2+x_7^2+x_8^2+x_9^2)`$ (21) $`=`$ $`{\displaystyle \frac{A}{12g_s}}(3m^2){\displaystyle \frac{8}{3\pi }}{\displaystyle _0^\pi }d\theta \mathrm{sin}^2\theta [{\displaystyle \frac{6}{7}}(x_3^2+x_4^2+x_5^2+x_7^2+x_8^2+x_9^2+x_6^2)`$ $`+`$ $`{\displaystyle \frac{1}{7}}(x_3^2+x_4^2+x_5^2+x_7^2+x_8^2+x_9^26x_6^2)].`$ The coefficient $`(3m^2)`$ in front of the $`L=0`$ mode comes from the square of the fermion masses. When $`m_4=m`$ this is modified to $`(4m^2)`$. Supersymmetry fixed the value of the coefficient of the $`L=2`$ mode in (21), and fixed the coefficients of all other $`L=2`$ components to 0. In the absence of supersymmetry one can consider adding arbitrary $`L=2`$ terms. Since the $`L=2`$ component in (21) spoils SO(4) invariance everywhere, and moreover does not give any nontrivial dependence on $`\gamma `$ (which is what might give us ground state with nonzero D4 brane charge) we set it to 0. We will consider turning on a different $`L=2`$ mode of the form: $$\mathrm{\Delta }S_{L=2}x_3^2+x_4^2+x_5^2+x_6^2\frac{3}{4}(x_7^2+x_8^2+x_9^2).$$ (22) When this mode is absent, all configurations given by (5) are SO(4) invariant. When the mode is present only configurations in the 3456 plane (that is $`\gamma `$=0) are SO(4) invariant. The potential is $$\frac{S_{\mathrm{general}}}{\mu _5V}\frac{Ag_s^2}{\pi ^2}=\frac{3}{2}\frac{3\alpha ^2+1}{4}r^62\alpha l^2r^4\mathrm{cos}^3\gamma +$$ (23) $`+l^4r^2\left[{\displaystyle \frac{4}{7}}\left(1+{\displaystyle \frac{\alpha ^2}{3}}\right){\displaystyle \frac{1}{2}}\left(\mathrm{sin}\gamma +{\displaystyle \frac{1}{3}}\mathrm{sin}3\gamma \right)^2+\lambda (4\mathrm{sin}\gamma 3\mathrm{cos}\gamma \alpha ^2)\right],`$ where $`\lambda `$ is the coefficient of the $`L=2`$ mode in (22). ### 5.1 The SO(4) invariant case - no polarization When the 4 fermion masses are equal and $`\lambda =0`$, all possible test D2 $``$ NS5 configurations have SO(4) invariance. The potential is $$\frac{S}{\mu _5V}\frac{Ag_s^2}{\pi ^2}=\frac{3}{2}r^62l^2r^4\mathrm{cos}^3\gamma +l^4r^2\left[\frac{16}{21}\frac{1}{2}\left(\mathrm{sin}\gamma +\frac{1}{3}\mathrm{sin}3\gamma \right)^2\right].$$ (24) In , we did not take D4 charge into consideration and thus found a local minimum of this potential for $`\gamma =0`$ $`r={\displaystyle \frac{2\sqrt{g_sAm}}{3}}\sqrt{1+{\displaystyle \frac{1}{7}}}.`$ (25) This minimum has positive second derivative only in the $`r`$ direction. It is unstable to sliding off in the $`\gamma `$ plane. Thus a test NS5 brane with D2 charge placed in this configuration acquires D4 charge, bends, and shrinks to zero size. We conclude that the SO(4) invariant theory has no vacuum corresponding to D2 branes polarized into NS5 branes. ### 5.2 Polarizations into NS5 branes with no D4 charge Turning on an $`L=2`$ mode of the form (22) lowers the coefficient of the last term in (24). For the critical value $`\lambda =1/42`$, the energy of the $`\gamma =0`$ configuration is zero. The radius of this 3-sphere ($`\gamma =0`$, so as we discussed we have SO(4) invariance) is $$r_0=\frac{2}{3}l.$$ (26) Thus, this configuration will not shrink to zero size. One might worry that there might be a configuration at some other $`\gamma `$ with a lower energy than this. We plot the potential, and find no other minimum. One can also show that the second derivatives of the potential with respect to $`\gamma `$ and $`\alpha `$ near the $`\gamma =0`$ zero energy minimum are positive. For $`\lambda >1/42`$, the energy of the 3-sphere at $`\gamma =0`$ is less than 0, so the theory has SO(4) invariant vacua corresponding to D2 branes polarized into NS5 branes. ### 5.3 Hunting for a minimum with nonzero D4 charge For $`\lambda =0`$ the lowest energy configuration has zero radius. For $`\lambda >1/42`$ the lowest energy configuration has nonzero radius and $`\gamma =0`$. One might ask the question: Could we have for some intermediate $`\lambda `$ a local minimum with nonzero D4 charge ($`\gamma 0`$) ? To find the minimum of $`S_{rmgeneral}`$ we plot it on the hypersurface given by $$\frac{S_{\mathrm{general}}}{\alpha }=0$$ (27) as a function of $`r`$ and $`\gamma `$. This hypersurface is given by $$\alpha =\frac{168r^2\mathrm{cos}^3\gamma }{32168\lambda +189r^4}$$ (28) Note that this equation defines a smooth function of $`r`$ and $`\gamma `$ for $`\lambda <8/42`$. Since we are exploring the range $`0<\lambda <1/42`$, the hypersurface is given indeed by a smooth function. Combining (28) with (23) we obtain a potential which depends on $`r`$ and $`\gamma `$. As we lower $`\lambda `$ from $`1/42`$, the minimum at $`\gamma =0`$ gets higher energy and at about $`\lambda =.475/42`$ starts moving out to nonzero $`\gamma `$. For a small interval of $`\lambda `$’s there is a local minimum of energy bigger than zero, corresponding to polarization into an NS5 brane with nonzero D4 brane charge. As $`\lambda `$ decreases further this local minimum moves to higher $`\gamma `$, joins with the true vacuum and disappears. Thus we have shown that oblique vacua may exist, for some particular values of the $`L=2`$ scalar masses. In order to understand the confining properties of this vacuum we need to study its near shell metric. All the other vacua we found (corresponding to polarizations into pure NS5 branes) are confining (as discussed in ). ## 6 The near shell metric To obtain a near shell metric for the oblique geometry we start with the NS5 IIB metric $`ds_{string}^2`$ $`=`$ $`{\displaystyle \frac{2r_{0}^{}{}_{c}{}^{}(\rho ^2+\rho _c^2)^{1/2}}{R_c^2}}\eta _{\mu \nu }dx^\mu dx^\nu +{\displaystyle \frac{R_c^2}{2r_{0}^{}{}_{c}{}^{}(\rho ^2+\rho _c^2)^{1/2}}}(dw^idw^i)`$ (29) $`+`$ $`{\displaystyle \frac{R_c^2(\rho ^2+\rho _c^2)^{1/2}}{2r_{0}^{}{}_{c}{}^{}}}(dw^3dw^3+dydy),`$ $`e^{2\varphi }`$ $`=`$ $`g_s^2\alpha ^2{\displaystyle \frac{\sqrt{\rho ^2+\rho _c^2}}{\rho ^2}},r_{0}^{}{}_{c}{}^{}=m_c\pi \alpha ^{}g_sN,`$ $`\rho _c`$ $`=`$ $`{\displaystyle \frac{2r_{0}^{}{}_{c}{}^{}\alpha ^{}}{R_c^2}},R_c^4=4\pi g_sN\alpha ^2,`$ where the $`i`$’s run from 1 to 2 and $`\mu `$ and $`\nu `$ are 0,1,2,3. Performing a rotation in the $`x_3`$-$`x_4`$ plane $`x_3=\mathrm{cos}\gamma x_3^{}\mathrm{sin}\gamma w_1^{}`$ $`w_1=\mathrm{sin}\gamma x_3^{}+\mathrm{cos}\gamma w_1^{}`$ (30) we arrive at the metric for a “tilted” D3 brane. We then apply T duality rules of Bergshoeff et al to get: $`ds_{string}^2`$ $`=`$ $`h\eta _{\mu \nu }dx^\mu dx^\nu +{\displaystyle \frac{dw_2^2}{h}}+{\displaystyle \frac{1}{h\mathrm{cos}^2\gamma +\mathrm{sin}^2\gamma /h}}(dx_3^{}_{}{}^{}2+dw_1^{}_{}{}^{}2)`$ $`+`$ $`\mathrm{sin}2\gamma dx_3^{^{}}dw_1^{^{}}(1/hh){\displaystyle \frac{R_c^2(\rho ^2+\rho _c^2)^{1/2}}{2r_{0}^{}{}_{c}{}^{}}}(dw^3dw^3+dydy),`$ $`h`$ $`=`$ $`{\displaystyle \frac{2r_{0}^{}{}_{c}{}^{}(\rho ^2+\rho _c^2)^{1/2}}{R_c^2}}`$ (31) where $`\mu `$ and $`\nu `$ are 0,1,2. The metric (31) allows confinement of the fundamental string. We could have also obtained this metric by performing a T-duality transformation of the near shell metric of the oblique vacua of . The oblique vacuum there confines fundamental charges, and screens dyons. Since we have no other objects than fundamental charges in our theory, these vacua have no special gauge theory meaning (except being confining), despite their exotic supergravity realization. ## 7 Discussion We have generalized the techniques for exploring D2 brane polarization, by investigating polarization into NS5 branes with D4 charge. We have found that rather than being an esoteric ingredient, the D4 charge of the NS5 ellipsoids is essential in understanding their dynamics, which in its turn gives information about the existence of vacua corresponding to polarized branes. When the mass of one fermion is much smaller than the masses of the other three, we find a moduli space of vacua corresponding to the D2 branes being polarized into NS5 branes with D4 charge. When all the fermion masses are equal and all the $`L=2`$ scalar mass terms are turned off, we have found that the state which looks metastable when the D4 charge of the NS5 brane is not considered, is actually unstable. It decays by acquiring D4 charge, tilting, and shrinking to zero size. Thus, there are no vacua corresponding to polarized D2 branes in this case. Turning on an $`L=2`$ scalar mass terms allowed us to consider other situations. We have found that for a large enough $`L=2`$ term a state corresponding to D2/NS5 polarization is energetically stable. Moreover, we found an intermediate range of strength of the $`L=2`$ mode where a metastable oblique vacuum appears. We investigated the gauge theory properties of this vacuum and found that despite its exotic string theory realization it does not have any fundamentally different gauge theory properties. Acknowledgements. We are very grateful to Joe Polchinski, Alex Buchel and Amanda Peet for numerous discussions. The work of I.B. was supported in part by NSF grant PHY97-22022 and the work of A.N. was supported in part by DOE contract DE-FG-03-91ER40618. ## 8 Appendix - Fermion masses and tensor spherical harmonics If we perturb the Lagrangian with the traceless symmetric (in $`\lambda _i`$) combination $$\mathrm{\Delta }L=\mathrm{Re}(m_1\mathrm{\Lambda }_1^2+m_2\mathrm{\Lambda }_2^2+m_3\mathrm{\Lambda }_3^2+m_4\mathrm{\Lambda }_4^2)$$ (32) the corresponding bulk spherical harmonics transforming in the same way under SO(7) are $`T_4`$ $`=`$ $`\mathrm{Re}(m_1d\overline{z}^1dz^2dz^3dx^6+m_2dz^1d\overline{z}^2dz^3dx^6`$ $`+`$ $`m_3dz^1dz^2d\overline{z}^3dx^6+m_4dz^1dz^2dz^3dx^6),`$ $`T_3`$ $`=`$ $`\mathrm{Im}(m_1d\overline{z}^1dz^2dz^3+m_2dz^1d\overline{z}^2dz^3`$ (33) $`+`$ $`m_3dz^1dz^2d\overline{z}^3+m_4dz^1dz^2dz^3),`$ where $`z^1=x^3+ix^7,z^2=x^4+ix^8,z^3=x^5+ix^9`$. The bulk spherical harmonics corresponding to fermion masses can be decomposed using the tensors: $`T_4`$ $`=`$ $`{\displaystyle \frac{1}{4!}}T_{mnpk}dx^mdx^ndx^pdx^k,`$ $`V_{mnpk}`$ $`=`$ $`{\displaystyle \frac{x^q}{r^2}}(x^mT_{qnpk}+x^nT_{mqpk}+x^pT_{mnqk}+x^kT_{mnpq}),`$ $`V_4`$ $`=`$ $`{\displaystyle \frac{1}{4!}}V_{mnpk}dx^mdx^ndx^pdx^k,`$ $`S_3`$ $`=`$ $`{\displaystyle \frac{1}{3!}}T_{mnpk}x^mdx^ndx^pdx^k,`$ $`T_3`$ $`=`$ $`{\displaystyle \frac{1}{3!}}T_{mnp}dx^mdx^ndx^p,S_2={\displaystyle \frac{1}{2}}T_{mnp}x^mdx^ndx^p,`$ $`V_{mnp}`$ $`=`$ $`{\displaystyle \frac{x^q}{r^2}}(x^mT_{qnp}+x^nT_{mqp}+x^pT_{mnq}),V_3={\displaystyle \frac{1}{3!}}V_{mnp}dx^mdx^ndx^p,`$
warning/0006/hep-th0006150.html	ar5iv	text	# 1 Introduction ## 1 Introduction Symmetry has always played an important role in the theory of dynamical systems. In Hamiltonian mechanics, if a dynamical system admits large enough symmetry characterized by an Abelian group, the system is reduced to a dynamical system defined on a torus and becomes completely integrable . Even when the system has non-Abelian symmetry, it is well-known that the system is reduced to a system with a smaller number of degrees of freedom. In quantum mechanics, needless to say, symmetry plays a decisive role in the spectrum analysis of Hamiltonian operators. The Hilbert space of a quantum system is decomposed into a series of subspaces following decomposition of the unitary representation of the symmetry group and each subspace provides a reduced dynamical system. On the other hand, the path integral is a useful formulation to study global and geometric aspects of quantum mechanical systems, and hence it is natural to examine how symmetry helps the analysis of quantum systems in the scheme of path integral. Our investigation of quantum systems with symmetry is originally motivated by the study of molecular mechanics. A molecular system is a quantum mechanical system which consists of several nuclei and electrons. It has both translational and rotational symmetries. The translational invariance enables us to separate the center-of-mass motion from the relative internal motion of the particles by introducing the center-of-mass coordinate. Thus the relative motion is described by a dynamical system with fewer degrees of freedom. Moreover, we may expect that the rotational invariance enables us to divide the degrees of freedom of the relative motion further into two components; the rigid rotational motion of the whole molecule and the nonrigid vibrational motion. But the separation of rotational and vibrational motions is not so trivial as the separation of center-of-mass and relative motions. Actually it has been proved by Guichardet that there is no coordinate system to separate the rotational motion from the vibrational motion. A more sophisticated method is requested to describe these motions and in fact differential geometry of fiber bundles and connections provides a useful language to describe them as shown by Iwai . He formulated Hamiltonian mechanics and Schrödinger equations of reduced systems by using the theory of principal fiber bundle. In the words of differential geometry, the original system has a Riemannian manifold $`M`$ as a configuration space and the symmetry is characterized by a Lie group $`G`$ of isometric transformations of $`M`$. The reduced system is defined by a quotient space $`Q=M/G`$ and if the action of the group $`G`$ on $`M`$ is free, then the canonical projection map $`p:MQ`$ naturally defines a principal fiber bundle and the Riemannian metric of $`M`$ induces a connection by demanding that the horizontal subspace is orthogonal to the fiber. This kind of geometric setting has been examined in detail by Iwai and Montgomery . In the context of molecular mechanics, $`M`$ is the configuration space of the molecule in the three dimensional space and $`G`$ is the group of rigid rotations and therein it is natural to call the quotient space $`Q=M/G`$ a shape space. In this context, the induced connection represents nonholonomic constraint imposed on the molecule by conservation of angular momentum. Non-separatability of the rotational and vibrational motions of the molecule is a consequence of the nonvanishing curvature of the connection. Thus the system is neatly described in terms of geometry of fiber bundle. However, in most of the interesting models for physical application, the action of the group $`G`$ is not necessarily free but there are some points in $`M`$ which admit nontrivial isotropy groups. For example, in molecular mechanics, the collinear configuration in which all the particles lie on a line is invariant under rotations around the molecule axis. At this point the configuration space $`M`$ fails to become a principal fiber bundle and therefore it brings a singular point to the shape space $`Q=M/G`$, where the ordinary local differential structure is broken. To include such a singular case in consideration, Davis introduced stratification structure and showed that the set of spaces $`(M,Q)`$ can be regarded as a collection of smooth fiber bundles. In our previous paper , by extending the concept of connection to be defined on a stratified manifold, we provided a geometric setting to describe the reduced quantum system on the singular quotient space $`Q`$. Although Wren also showed that quantum systems on singular quotient spaces can be described by the $`C^{}`$ algebra theory, our geometric method is more concrete and intuitive than his algebraic method. The study of path integrals on manifolds has a long expanding history, which is impossible to review in this paper. We quote only a few works here; Schulman studied the path integral of spin, which is the path integral on $`SO(3)=SU(2)/𝒁_2`$, and noticed the existence of inequivalent quantizations. Laidlaw and DeWitt showed that inequivalent quantizations are classified by unitary representations of the homotopy group of the configuration space. Mackey elucidated classification of inequivalent quantizations on homogeneous spaces from the point of view of representation theory. When Ohnuki and Kitakado wrote down representations of quantization algebra of spheres concretely, they noticed existence of inequivalent representations and emergence of the gauge potential in the representation of momentum operators. Although Marinov and Terentyev have been studying path integrals on homogeneous space, they did not pay much attention to inequivalent quantizations. Landsman, Linden and we studied path integrals on a homogeneous space $`Q=G/H`$, where $`H`$ is a subgroup of the Lie group $`G`$. In this case, the projection map $`p:GG/H`$ defines a principal fiber bundle with a structure group $`H`$. They constructed the path integrals on $`Q`$ by reducing the path integral on $`G`$. They also showed that the reduced path integrals are classified by irreducible representations of the group $`H`$ and that the path integral on $`Q`$ naturally contains the holonomy of the induced connection. A recent work on the path integral on sphere by Ikemori et. al. is also noticeable for their fine use of spinor structure of the sphere. The purpose of this paper is to make the reduction method of path integral applicable to more general manifolds, which are not necessarily homogeneous spaces, or principal fiber bundles either. Actually, our method is applicable to any Riemannian manifold $`M`$ which admits the action of a compact Lie group $`G`$ of isometric transformations. In such a general case, the singularities are realized as boundary points of the quotient space $`Q=M/G`$. As a byproduct of our reduction method of path integral, we will obtain a boundary condition of the path integral kernel for a path running through the singularity. This paper is a natural extension of the previous paper by Tanimura and Iwai , in which the Schrödinger formalism for reduced systems was studied. Our formalism is immediately applicable to quantum molecular dynamics, in which methods to compute rotational and vibrational energy spectra and to compute reaction cross sections are desired. We also hope to apply our method to the gauge field theory. The gauge field is a dynamical system which has gauge symmetry and its physical degrees of freedom are described in terms of the quotient space of the gauge field configuration space modulo gauge transformations as discussed by many authors . We postpone these applications for further investigation. This paper is organized as follows. in Sec.II we will give a brief review of the general reduction method to make the paper self-contained and will introduce a time-evolution operator for the reduced system, which is to be expressed in terms of the path integral. In Sec.III we will construct an integral kernel which bridges between the abstract time-evolution operator and the more concrete path integral. In Sec.IV we will introduce stratification geometry, which is needed as a proper language to describe path integrals on inhomogeneous spaces. In Sec.V we will use it to write down the path integral explicitly. In Sec.VI behavior of the kernel at a singular point will be examined. To give a simple but nontrivial example, our formalism will be applied to the quantum system on $`𝑹^2`$ with the $`SO(2)`$ symmetry in Sec.VII. Section VIII will be devoted to conclusion and discussion of the future work. ## 2 Reduction of quantum system In this section we briefly review the method of reduction of quantum dynamical system and make a step toward the definition of path integral of the reduced system. The detailed explanation of the reduction method is given in a previous paper . Suppose that a quantum system $`(,H)`$ admits a symmetry specified by a set $`(G,T)`$. Here $``$ is a Hilbert space with an inner product denoted by $`\varphi ,\psi `$. The Hamiltonian $`H`$ is a self-adjoint operator acting on $``$. Let $`U()`$ denote a group of the unitary operators on the Hilbert space $``$. A compact Lie group $`G`$ is equipped with a homomorphism $`T:GU()`$, which is a unitary representation of $`G`$ on $``$. By symmetry we imply that commutativity $`T(g)H=HT(g)`$ holds for any $`gG`$. The group $`G`$ has a normalized invariant measure $`dg`$ satisfying $`_G𝑑g=1`$. To construct a reduced system we bring an irreducible unitary representation of $`G`$ on another Hilbert space $`^\chi `$, that is a homomorphism $`\rho ^\chi :GU(^\chi )`$. The superscript $`\chi `$ labels all the inequivalent representations. It has finite dimensions, $`d^\chi =dim^\chi `$. Let a set $`\{e_1^\chi ,\mathrm{},e_d^\chi \}`$ be an orthonormal basis of $`^\chi `$. A tensor product of operators $`\rho ^\chi (g)T(g)`$ for $`gG`$, which acts on $`^\chi `$, also provides a unitary representation of $`G`$. The subspace of the invariant vectors of $`^\chi `$, which is defined by $$(^\chi )^G:=\{\psi ^\chi \|(\rho ^\chi (h)T(h))\psi =\psi ,hG\},$$ (2.1) is called the reduced Hilbert space. Let us define a transformation $`S_i^\chi :^\chi `$ by $$S_i^\chi \psi :=\sqrt{d^\chi }_G𝑑g(\rho ^\chi (g)e_i^\chi )(T(g)\psi ),\psi ,$$ (2.2) which then satisfies $$(\rho ^\chi (h)T(h))S_i^\chi =S_i^\chi ,hG,$$ (2.3) and therefore it has an image $`\text{Im}S_i^\chi (^\chi )^G`$. Actually, it can be shown that $`\text{Im}S_i^\chi =(^\chi )^G`$. Using the family of transformations $`\{S_i^\chi \}_{(\chi ,i)}`$ labeled by the inequivalent representations $`\{\rho ^\chi \}`$ and the basis vectors $`\{e_i^\chi \}`$, we obtain an orthogonal decomposition of the Hilbert space $$\underset{\chi ,i}{}\text{Im}S_i^\chi =\underset{\chi ,i}{}(^\chi )^G.$$ (2.4) Since these statements have been already proven in the previous paper , we omit the proof here. Let us introduce another operator $`P^\chi :^\chi ^\chi `$, which is defined by $$P^\chi :=_G𝑑g\rho ^\chi (g)T(g).$$ (2.5) It can be easily seen that $`(P^\chi )^{}=P^\chi ,(P^\chi )^2=P^\chi ,`$ (2.6) $`\text{Im}P^\chi =(^\chi )^G.`$ (2.7) Hence $`P^\chi `$ is a projection operator $`^\chi (^\chi )^G`$. Then an equation $$P^\chi S_i^\chi =S_i^\chi $$ (2.8) holds. The range of the Hamiltonian $`H:`$ is trivially extended to $`(\text{id}H):^\chi ^\chi `$. The symmetry $`T(g)H=HT(g)`$ implies that $`S_i^\chi H`$ $`=`$ $`(\text{id}H)S_i^\chi ,`$ (2.9) $`P^\chi (\text{id}H)`$ $`=`$ $`(\text{id}H)P^\chi .`$ (2.10) The time-evolution operator $`U(t)`$ on $``$ is defined as a unitary operator $`U(t):=e^{iHt}`$ in the usual way. Then $`(\text{id}U(t))`$ becomes a time-evolution operator on $`^\chi `$. As a consequence of the invariance (2.10), $`U^\chi (t):=P^\chi (\text{id}U(t))`$ also provides a unitary time-evolution operator on $`(^\chi )^G`$. We conclude this short section by summarizing the above discussion; the space of the invariant vectors $`(^\chi )^G`$ provides a closed dynamical system governed by the projected Hamiltonian $`H^\chi :=P^\chi (\text{id}H)`$. Thus we obtain decomposition of the original quantum system $`(,H)`$ into a family of quantum systems $`\{((^\chi )^G,H^\chi )\}_\chi `$. The operator $`S_i^\chi `$, which reduces the original Hilbert space to the invariant subspace, is called the reduction operator. The main purpose of this paper is to develop a path integral expression for the reduced time-evolution operator $`U^\chi (t)=P^\chi (\text{id}U(t))`$. ## 3 Reduction of kernel This section is a step toward the definition of the reduced path integral. Let us assume that the Hilbert space $``$ is the space of square integrable functions $`L_2(M)`$ on a measured space $`(M,dx)`$. Assume that the compact Lie group $`G`$ acts on $`M`$ by preserving the measure $`dx`$. The symmetry operation $`T(g)`$ is represented on $`fL_2(M)`$ by $$(T(g)f)(x):=f(g^1x).$$ (3.1) Moreover, the canonical projection map $`p:MQ=M/G`$ induces a measure $`dq`$ of the quotient space $`Q`$ as follows: let $`\varphi (q)`$ is a function on $`Q`$ such that $`\varphi (p(x))`$ is a measurable function on $`M`$. The measure $`dq`$ of $`Q`$ is then defined by $$_Q𝑑q\varphi (q):=_M𝑑x\varphi (p(x)).$$ (3.2) Suppose that the time-evolution operator $`U(t)`$ is expressed in terms of an integral kernel $`K:M\times M\times 𝑹𝑪`$ as $$(U(t)f)(x)=_M𝑑yK(x,y;t)f(y)$$ (3.3) for any $`f(x)L_2(M)`$. The symmetry $`T(g)H=HT(g)`$ implies a symmetry of the kernel $$K(g^1x,y;t)=K(x,gy;t),gG,$$ (3.4) or $$K(gx,gy;t)=K(x,y;t),gG.$$ (3.5) On the other hand, a vector $`\psi ^\chi L_2(M)`$ can be identified with a measurable map $`\psi :M^\chi 𝑪^\chi `$. Then with the representation (3.1) the tensor product operator $`\rho ^\chi (g)T(g)`$ acts on $`\psi `$ as $$((\rho ^\chi (g)T(g))\psi )(x)=\rho ^\chi (g)\psi (g^1x),gG.$$ (3.6) Therefore, following the definition (2.1), an invariant vector $`\psi (^\chi L_2(M))^G`$ satisfies $$((\rho ^\chi (g)T(g))\psi )(x)=\rho ^\chi (g)\psi (g^1x)=\psi (x),$$ (3.7) or equivalently, $$\psi (gx)=\rho ^\chi (g)\psi (x).$$ (3.8) A function $`\psi :M^\chi `$ satisfying the property (3.8) is called an equivariant function. Hence the reduced Hilbert space is identified with the space of the equivariant functions $`L_2(M;^\chi )^G`$. The projection operator $`P^\chi :L_2(M;^\chi )L_2(M;^\chi )^G`$, which was defined at (2.5) in a general form, is now given by $$(P^\chi \psi )(x)=_G𝑑g\rho ^\chi (g)\psi (g^1x).$$ (3.9) Then the time-evolution operator of the reduced system is expressed as $$(P^\chi (\text{id}U(t))\psi )(x)=_G𝑑g_M𝑑y\rho ^\chi (g)K(g^1x,y;t)\psi (y).$$ (3.10) Therefore we define a map $`K^\chi :M\times M\times 𝑹\text{End}^\chi `$ by $$K^\chi (x,y;t):=_G𝑑g\rho ^\chi (g)K(g^1x,y;t),$$ (3.11) which we call an integral kernel of the reduced time-evolution operator $`U^\chi (t)=P^\chi (\text{id}U(t))`$. It is also equivariant; namely, for any $`hG`$, it satisfies $`K^\chi (hx,y;t)`$ $`=`$ $`\rho ^\chi (h)K^\chi (x,y;t),`$ (3.12) $`K^\chi (x,hy;t)`$ $`=`$ $`K^\chi (x,y;t)\rho ^\chi (h^1).`$ (3.13) Now what we want to find is a path integral expression for the reduced kernel $`K^\chi `$. ## 4 Reduction of path integral To obtain a more concrete expression of the reduced kernel $`K^\chi (x,y;t)`$, we assume that $`M`$ is a Riemannian manifold on which the Lie group $`G`$ acts with preserving the metric $`g_M`$. The Hamiltonian is $$H=\frac{1}{2}\mathrm{\Delta }_M+V(x),$$ (4.1) where $`\mathrm{\Delta }_M`$ is the Laplacian of $`M`$ and $`V(x)`$ is an invariant potential function such that $`V(gx)=V(x)`$ for any $`xM`$ and $`gG`$. The projection map $`p:MQ=M/G`$ is equipped with stratification structure as we already discussed in the previous paper . Although the theory of stratification structure may look cumbersome at a first glance, it provides a natural language to describe quantization on the inhomogeneous space $`M`$. Here we review the theory of stratification structure quickly. The group $`G`$ acts on $`M`$ by isometry. Let $`G_x:=\{gG\|gx=x\}`$ denote the isotropy group of $`xM`$. The orbit through $`xM`$, $`𝒪_x=\{gx\|gG\}`$, is diffeomorphic to a homogeneous space $`G/G_x`$. We call the tangent vector space $`V_x=T_x𝒪_x`$ a vertical subspace and the orthogonal complement $`H_x=(V_x)^{}`$ a horizontal subspace at $`xM`$. The vertical and horizontal projections, $`P_V:T_xMV_x`$ and $`P_H:T_xMH_x`$ respectively, are defined immediately. A curve in $`M`$ whose tangent vector is always in the horizontal subspace is called a horizontal curve and a map which transfers the beginning point of the horizontal curve to its end point is called parallel transportation. The dual spaces, $`V_x^{}=\{\varphi T_x^{}M\|\varphi (v)=0,vH_x\}`$ and $`H_x^{}=\{\varphi T_x^{}M\|\varphi (v)=0,vV_x\}`$, are also defined. Then the projection operators in the cotangent space, $`P_V^{}:T_x^{}MV_x^{}`$ and $`P_H^{}:T_x^{}MH_x^{}`$, are defined similarly. Let g denote the Lie algebra of the group $`G`$. Then the subgroup $`G_x`$ is accompanied with the Lie subalgebra $`\text{g}_x`$. The unitary representation $`\rho ^\chi `$ of the group $`G`$ on the Hilbert space $`^\chi `$ induces a representation $`\rho _{}^\chi `$ of the Lie algebra g via differentiation. The group action $`G\times MM`$ also induces an infinitesimal transformation $`\text{g}\times MTM`$. The tangent vectors generated by the Lie algebra define a linear map $`\theta _x:\text{g}T_xM`$ at each point $`xM`$. Thus it is apparent that $`\text{Ker}\theta _x=\text{g}_x`$ and $`\text{Im}\theta _x=V_x`$. Then a quotient map $`\stackrel{~}{\theta }_x:\text{g}/\text{g}_x\stackrel{}{}V_x`$ is an isomorphism. The stratified connection form $`\omega `$ is defined as a linear map $$\omega _x=(\stackrel{~}{\theta }_x)^1P_V:T_xM\text{g}/\text{g}_x.$$ (4.2) We can also explain physical meanings of these geometric objects. In the context of molecular mechanics , the configuration space of the molecule is taken as the space $`M`$ and the group of rotations $`SO(3)`$ is taken as the group $`G`$. The vertical and horizontal spaces are called the rotational and vibrational directions, respectively. In this context the connection form represents the angular velocity of the molecule and the horizontal curve represents a vibrational motion with zero angular velocity. The path integral is usually introduced through the composition property of the kernel $$K(x^{\prime \prime },x;t+t^{})=_M𝑑x^{}K(x^{\prime \prime },x^{};t^{})K(x^{},x;t).$$ (4.3) Repeating insertion of intermediate points, we obtain $$K(x^{},x;t)=_M𝑑x_1\mathrm{}𝑑x_{n1}K(x^{},x_{n1};\frac{t}{n})\mathrm{}K(x_2,x_1;\frac{t}{n})K(x_1,x;\frac{t}{n}).$$ (4.4) For a short distance and a short time interval, the kernel behaves asymptotically as $$K(x_{i+1},x_i;\mathrm{\Delta }t)\mathrm{exp}\left[i\mathrm{\Delta }t\left(\frac{\text{dist}^2(x_{i+1},x_i)}{2(\mathrm{\Delta }t)^2}V(x_i)\right)\right]$$ (4.5) and therefore a formal limit $`n\mathrm{}`$ leads to the path integral expression $$K(x^{},x;t)=_x^x^{}[dx]\mathrm{exp}\left[i_0^t𝑑s\left(\frac{1}{2}\dot{x}(s)^2V(x(s))\right)\right].$$ (4.6) Although it is known that on a curved Riemannian manifold the scalar curvature is added to the potential, here we assume that it has already been included in the potential $`V`$. Let us $`\sigma :UM`$ denote a local section over an open set $`UQ`$. For each path $`x(s)`$ $`(0st)`$ in $`M`$, a projected path $`q(s):=p(x(s))`$ in $`Q`$ is defined. If the path $`q(s)`$ is contained in $`U`$, a path $`g(s)`$ in $`G`$ which satisfies $$x(s)=g(s)\sigma (q(s)),0st,$$ (4.7) also exists. We put $`x(0)=x=g\sigma (q)`$ and $`x(t)=x^{}=g^{}\sigma (q^{})`$. The path integral (4.6) is formally rewritten as $$K(x^{},x;t)=_q^q^{}[dq]_g^g^{}[dg]e^{iI[g()\sigma (q())]},$$ (4.8) where $`I`$ denotes the action integral. For a generic path $`x(s)`$, the projected path $`q(s)=p(x(s))`$ is not contained in the single open set $`UQ`$. Thus we need to introduce a family of open covering sets $`\{U_\alpha \}`$ and a family of transformation functions $`\{\varphi _{\alpha \beta }\}`$ to make the above equation (4.8) meaningful but they bring unnecessary cumbersomeness. Hence we do not use them explicitly in this paper. More careful treatment including the covering has been discussed in another paper . When we insert an arbitrary smooth function $`\varphi (s)`$ taking values in $`G`$ into the expression $$x(s)=g(s)\varphi (s)^1\sigma (q(s)),0st,$$ (4.9) the path integral is left invariant; $$K(x^{},x;t)=_q^q^{}[dq]_{g\varphi (0)}^{g^{}\varphi (t)}[dg]e^{iI[g()\varphi ()^1\sigma (q())]}.$$ (4.10) Then we will choose the function $`\varphi (s)`$ to make a physical meaning of the path integral expression of the reduced kernel $`K^\chi `$ transparent. We choose the function $`\varphi (s)`$ that makes the curve $`\stackrel{~}{x}(s):=\varphi (s)^1\sigma (q(s))`$ a horizontal curve starting from $`\stackrel{~}{x}(0)=x`$. Namely, we demand that a tangent vector $$\frac{d}{ds}\stackrel{~}{x}(s)=\frac{d}{ds}\left(\varphi (s)^1\sigma (q(s))\right)=\varphi ^1(\dot{\varphi }\varphi ^1\sigma +\dot{\sigma })$$ (4.11) has a vanishing vertical component. This requirement is equivalent to a differential equation $$\dot{\varphi }\varphi ^1\sigma +P_V(\dot{\sigma })=(\dot{\varphi }\varphi ^1+\omega (\dot{\sigma }))\sigma =0$$ (4.12) for $`\varphi (s)`$ with an initial condition $`\varphi (0)^1=g`$. Here we have used the stratified connection form $`\omega `$, which was defined in (4.2). Equation (4.12) is rewritten as $$\dot{\varphi }(s)=\omega (\dot{\sigma }(s))\varphi (s)$$ (4.13) and its solution is formally written as $$\varphi (t)=W_\sigma (t)\varphi (0)=W_\sigma (t)g^1,W_\sigma (t)=𝒫e^{_0^t𝑑s\omega (\dot{\sigma })},$$ (4.14) where $`𝒫`$ is a symbol indicating the path-ordered product. In the tangent vector of the curve (4.9) $$\frac{d}{ds}x=\frac{dg}{ds}\stackrel{~}{x}+g\frac{d\stackrel{~}{x}}{ds},$$ (4.15) the first term is a vertical vector and the second term is a horizontal one according to the definition of $`\varphi (s)`$. Then the norm of the tangent vector (4.15) with respect to the metric $`g_M`$ is given as $$\dot{x}^2=P_V(\dot{x})^2+P_H(\dot{x})^2=\dot{g}^2+\dot{q}^2.$$ (4.16) The last line should be understood as the definitions of $`\dot{g}^2`$ and $`\dot{q}^2`$. Putting Eqs. (3.11), (4.6), (4.8) and (4.10) together we obtain $`K^\chi (x^{},x;t)`$ $`=`$ $`{\displaystyle _G}𝑑h\rho ^\chi (h)K(h^1x^{},x;t)`$ (4.17) $`=`$ $`{\displaystyle _G}𝑑h\rho ^\chi (h){\displaystyle _x^{h^1x^{}}}[dx]e^{iI[x()]}`$ $`=`$ $`{\displaystyle _G}𝑑h\rho ^\chi (h){\displaystyle _q^q^{}}[dq]{\displaystyle _g^{h^1g^{}}}[dg]e^{iI[g()\sigma (q())]}`$ $`=`$ $`{\displaystyle _q^q^{}}[dq]{\displaystyle _G}𝑑h\rho ^\chi (h){\displaystyle _{g\varphi (0)}^{h^1g^{}\varphi (t)}}[dg]e^{iI[g()\varphi ()^1\sigma (q())]}.`$ By changing the integral variable $`h`$ to $`g^{}\varphi (t)h`$ and using the decomposition (4.16) of the kinetic energy $`\dot{x}^2`$, and furthermore by substituting the solution (4.14) for $`\varphi (t)`$ with $`\varphi (0)=g^1`$, we obtain $`K^\chi (x^{},x;t)`$ (4.18) $`=`$ $`{\displaystyle _q^q^{}}[dq]{\displaystyle _G}𝑑h\rho ^\chi (g^{}\varphi (t)h){\displaystyle _e^{h^1}}[dg]e^{i{\scriptscriptstyle 𝑑s\{{\scriptscriptstyle \frac{1}{2}}\dot{g}^2+{\scriptscriptstyle \frac{1}{2}}\dot{q}^2V(q)\}}}`$ $`=`$ $`{\displaystyle _q^q^{}}[dq]\rho ^\chi (g^{}W_\sigma (t)g^1)\left\{{\displaystyle _G}𝑑h\rho ^\chi (h){\displaystyle _e^{h^1}}[dg]e^{\frac{i}{2}{\scriptscriptstyle 𝑑s\dot{g}^2}}\right\}e^{i{\scriptscriptstyle 𝑑s\{{\scriptscriptstyle \frac{1}{2}}\dot{q}^2V(q)\}}}.`$ We call the element $`\rho ^\chi (g^{}W_\sigma (t)g^1)\text{End}(^\chi )`$ a holonomy factor for the following reason. A geometrical meaning of the holonomy factor $`\rho ^\chi (g^{}W_\sigma (t)g^1)`$ is easy to understand. Two curves $`x(s)`$ and $`\stackrel{~}{x}(s)`$ have the end points $`x(t)=x^{}=g^{}\sigma (q(t)),`$ (4.19) $`\stackrel{~}{x}(t)=\varphi (t)^1\sigma (q(t))=gW_\sigma (t)^1\sigma (q(t)).`$ (4.20) Then they are related as $$x(t)=(g^{}W_\sigma (t)g^1)\stackrel{~}{x}(t).$$ (4.21) Hence the group element $`g^{}W_\sigma (t)g^1`$ indicates how much the end point $`x(t)`$ differs from the parallelly transported point $`\stackrel{~}{x}(t)`$. Even if the projected curve $`q(s)`$ forms a closed loop as $`q(t)=q(0)`$, $$\stackrel{~}{x}(t)=gW_\sigma (t)^1\sigma (q(t))=gW_\sigma (t)^1\sigma (q(0))=(gW_\sigma (t)^1g^1)\stackrel{~}{x}(0),$$ (4.22) thus the horizontal curve does not close in general. The group element $`gW_\sigma (t)^1g^1`$ is called a holonomy associated with the loop $`q(s)`$ in proper words of differential geometry of connection. However we also loosely call the element $`\rho ^\chi (g^{}W_\sigma (t)g^1)`$ the holonomy factor. A physical meaning of the holonomy factor is interesting; if the group $`G`$ is the Abelian group $`U(1)`$, we can write the connection form as $`\omega =iA`$ with a real valued one-form $`A`$. The holonomy factor in (4.14) is then written as $$W_\sigma (t)=\mathrm{exp}\left[iA_j𝑑x^j\right],$$ (4.23) thus it brings the gauge potential $`A`$ to the Lagrangian effectively. For a general non-Abelian group $`G`$ the holonomy factor is to be understood as a coupling of the system with the induced gauge field $`\omega `$. The factor in the brace of (4.18), $$_G𝑑h\rho ^\chi (h)_e^{h^1}[dg]e^{\frac{i}{2}{\scriptscriptstyle 𝑑s\dot{g}^2}},$$ (4.24) is still left less understood. Then we examine it carefully in the subsequent section. ## 5 Rotational energy amplitude To explain the above path integral expression (4.24) we have to prepare more notations. The Riemannian manifold $`M`$ is equipped with a volume form $`v_M`$ associated with the metric $`g_M`$. The metric $`g_M=g_V+g_H`$ is decomposed according to the decomposition of the tangent space $`T_xM=V_xH_x`$. Then the Laplacian $`\mathrm{\Delta }_M`$ is also decomposed in a similar manner; suppose that $`\psi (x)C_c^{\mathrm{}}(M;^\chi )`$ is a $`C^{\mathrm{}}`$ function taking values in $`^\chi `$ with a compact support. Then with the use of projectors $`P_V^{}`$ and $`P_H^{}`$ on $`T_x^{}M`$, we define vertical and horizontal components of the Laplacian through $`{\displaystyle _M}d\psi ^2v_M`$ $`=`$ $`{\displaystyle _M}\psi ,\mathrm{\Delta }_M\psi v_M,`$ (5.1) $`{\displaystyle _M}P_V^{}(d\psi )^2v_M`$ $`=`$ $`{\displaystyle _M}\psi ,\mathrm{\Delta }_V\psi v_M,`$ (5.2) $`{\displaystyle _M}P_H^{}(d\psi )^2v_M`$ $`=`$ $`{\displaystyle _M}\psi ,\mathrm{\Delta }_H\psi v_M.`$ (5.3) Notice that in our convention the Laplacians $`\mathrm{\Delta }_M,\mathrm{\Delta }_V,\mathrm{\Delta }_H,`$ are nonnegative operators. Now we can write the path integral in (4.24) as $$K_V(g\stackrel{~}{x}(t),\stackrel{~}{x}(0);t)=g\stackrel{~}{x}(t)\|e^{\frac{i}{2}t\mathrm{\Delta }_V}\|\stackrel{~}{x}(0)=_e^g[dg]e^{\frac{i}{2}{\scriptscriptstyle 𝑑s\dot{g}^2}},$$ (5.4) which has a subtle meaning. At each point $`qQ`$, a fiber $`F=p^1(q)`$ exists. If any point $`xp^1(q)`$ is chosen as a reference point, a map $$\epsilon (x):G/G_x𝒪_x=F;[g]gx$$ (5.5) is defined and turns out to be a diffeomorphism. Thus we have a family of parametrized fibers $`\{F_s=p^1(q(s))\}_{0st}`$ over the projected curve $`q(s)`$. Now a diffeomorphism between fibers $`F_s`$ and $`F_0`$ is defined by a map $`\epsilon (\stackrel{~}{x}(0))\epsilon (\stackrel{~}{x}(s))^1:F_s\stackrel{}{}F_0`$ using the points $`\stackrel{~}{x}(0)`$ and $`\stackrel{~}{x}(s)`$ as references. Hence the family of fibers $`\{F_s\}_{0st}`$ can be identified with the direct product space $`F_0\times [0,t]`$. Moreover, each fiber $`F_s`$ is equipped with a Riemannian metric $`g_s`$ which is defined by restricting the original metric $`g_M`$ to the fiber. The metric $`g_s`$ coincides also with the vertical metric $`g_V`$ restricted to $`F_s`$. It is to be noted that the different fibers $`(F_s,g_s)`$ and $`(F_s^{},g_s^{})`$ are not necessarily isometric for $`ss^{}`$. The metric $`g_s`$ defines also the Laplacian $`\mathrm{\Delta }_s`$ of each fiber $`F_s`$. Then the kernel $`K_V(,,s):F_s\times F_0𝑪`$ in (5.4) is the fundamental solution of the Schrödinger equation $$\frac{}{s}K_V(x,x_0;s)=\frac{i}{2}\mathrm{\Delta }_s^xK_V(x,x_0;s)$$ (5.6) with the initial condition $`K_V(x,x_0;0)=\delta _F(x,x_0)`$. This argument explains a meaning of the first two terms of Eq.(5.4). Since in the context of molecular mechanics the fiberwise directions represent rotational motions, it seems suitable to call the kernel $`K_V(x,x_0;s)`$ the rotational energy amplitude. Next we turn to the third term of (5.4), $$_e^g[dg]e^{\frac{i}{2}{\scriptscriptstyle 𝑑s\dot{g}^2}}.$$ (5.7) It should be understood as an integration over paths $`g(s)\stackrel{~}{x}(s)`$, which vary by multiplying various $`g(s)`$ on the fixed reference path $`\stackrel{~}{x}(s)`$. By repeating the usual argument which leads to the path integral (4.6), we arrive at the expression (5.7) for the kernel $`K_V(x,x_0;s)`$. Moreover, the rotational energy amplitude in (4.24), $`K_V^\chi (\stackrel{~}{x}(t),\stackrel{~}{x}(0);t)`$ $`:=`$ $`{\displaystyle _G}𝑑h\rho ^\chi (h)K_V(h^1\stackrel{~}{x}(t),\stackrel{~}{x}(0);t)`$ (5.8) $`=`$ $`{\displaystyle _G}𝑑h\rho ^\chi (h){\displaystyle _e^{h^1}}[dg]e^{\frac{i}{2}{\scriptscriptstyle 𝑑s\dot{g}^2}}`$ is to be understood as the kernel restricted to equivariant functions as stated in (3.11). Accordingly we will show that the equivariant kernel (5.8) can be reduced to a much simpler expression below. We now examine the action of the vertical Laplacian $`\mathrm{\Delta }_V`$ on an equivariant function $`\psi (x)`$. When $`\psi (x)`$ is equivariant, for any $`X\text{g}`$ we have $$\theta (X)\psi =\rho _{}^\chi (X)\psi ,$$ (5.9) which is derived from (3.8) by differentiation. If we put $`X=\omega (v)`$ for some $`vT_xM`$, we have $`\theta (\omega (v))=P_V(v)`$ according to (4.2). Hence we obtain $$P_V^{}(d\psi )=\rho _{}^\chi (\omega )\psi .$$ (5.10) Therefore, Eq.(5.2) is rewritten as $`{\displaystyle _M}P_V^{}(d\psi )^2v_M`$ $`=`$ $`{\displaystyle _M}\rho _{}^\chi (\omega )\psi ^2v_M`$ (5.11) $`=`$ $`{\displaystyle _M}g_M^1\rho _{}^\chi (\omega )\psi ,\rho _{}^\chi (\omega )\psi v_M`$ $`=`$ $`{\displaystyle _M}g_M^1\psi ,\rho _{}^\chi (\omega )\rho _{}^\chi (\omega )\psi v_M,`$ where $`g_M^1`$ is a metric on the cotangent bundle. Here notice that $`\rho _{}^\chi `$ takes values in anti-hermitian elements of $`\text{End}(^\chi )`$. Combining the metric $`g_M^1(x):T_x^{}MT_x^{}M𝑹`$ with the connection form $`\omega _x(\text{g}/\text{g}_x)T_x^{}M`$, let us define an element of the tensor product of the Lie algebra $$\mathrm{\Lambda }_x:=g_M^1(x)(\omega _x\omega _x)(\text{g}/\text{g}_x)(\text{g}/\text{g}_x),$$ (5.12) which we call the rotational energy operator. The representation of the Lie algebra $`\rho _{}^\chi :\text{g}\text{End}(^\chi )`$ can be extended to a representation of the universal envelop algebra $`\rho _{}^\chi :𝒰(\text{g})\text{End}(^\chi )`$. Thus the value of $`\mathrm{\Lambda }_x\text{g}\text{g}`$ is mapped to $`\rho _{}^\chi (\mathrm{\Lambda }_x)\text{End}(^\chi )`$. It is also apparent that $`\rho _{}^\chi (\mathrm{\Lambda }_x)`$ is a nonnegative operator from the definition. Then from (5.2), (5.11) and (5.12), we conclude that the vertical Laplacian $`\mathrm{\Delta }_V`$ is reduced to an algebraic operator when it acts on equivariant functions as $$\mathrm{\Delta }_V\psi (x)=\rho _{}^\chi (\mathrm{\Lambda }_x)\psi (x).$$ (5.13) Then we can write the equivariant vertical kernel (5.8) as $$_G𝑑h\rho ^\chi (h)h^1\stackrel{~}{x}(t)\|e^{\frac{i}{2}t\mathrm{\Delta }_V}\|\stackrel{~}{x}(0)=𝒫\mathrm{exp}\left[\frac{i}{2}_0^t𝑑s(\rho _{}^\chi \mathrm{\Lambda })(\stackrel{~}{x}(s))\right].$$ (5.14) If we put $$R(t):=𝒫\mathrm{exp}\left[\frac{i}{2}_0^t𝑑s\mathrm{\Lambda }(\stackrel{~}{x}(s))\right],$$ (5.15) which takes values in the universal envelop algebra $`𝒰(\text{g})`$, then the equivariant kernel (5.14) is represented as $`\rho _{}^\chi (R(t))`$. Finally, by substituting this into (4.18), we arrive at the expression of the reduced kernel $`K^\chi (x^{},x;t)`$ $`=`$ $`{\displaystyle _q^q^{}}[dq]\rho ^\chi (g^{}W_\sigma (t)g^1)\rho _{}^\chi (R(t))e^{i{\scriptscriptstyle 𝑑s\{{\scriptscriptstyle \frac{1}{2}}\dot{q}^2V(q)\}}}`$ (5.16) $`=`$ $`{\displaystyle _q^q^{}}[dq]\rho ^\chi \left(g^{}𝒫\mathrm{exp}\left[{\displaystyle _0^t}𝑑s\omega (\dot{\sigma })\right]g^1\right)`$ $`\rho _{}^\chi \left(𝒫\mathrm{exp}\left[{\displaystyle \frac{i}{2}}{\displaystyle _0^t}𝑑s\mathrm{\Lambda }(\stackrel{~}{x}(s))\right]\right)`$ $`\mathrm{exp}\left[i{\displaystyle _0^t}𝑑s\left\{{\displaystyle \frac{1}{2}}\dot{q}^2V(q)\right\}\right],`$ which is a main result of this paper. The remaining phase factor $`\mathrm{exp}[i𝑑s\{\frac{1}{2}\dot{q}^2V(q)\}]`$ is called the vibrational energy amplitude in the context of molecular mechanics. ## 6 Singular points and boundary condition Here let us mention characteristic behavior of the equivariant kernel (3.11) at a singularity. Suppose that a point $`xM`$ admits a nontrivial isotropy group $`G_x\{e\}`$. Then the equivariance of the kernel (3.12) leads to the invariance $$K^\chi (x,y;t)=K^\chi (hx,y;t)=\rho ^\chi (h)K^\chi (x,y;t),hG_x.$$ (6.1) Then the value of $`K^\chi (x,y;t)`$ is restricted to the subspace of invariant vectors $$(^\chi )^{G_x}:=\{v^\chi \|\rho ^\chi (h)v=v,hG_x\}.$$ (6.2) Let $`dh`$ denote an normalized invariant measure of $`G_x`$. Then let us introduce an operator $$B^\chi (x):=_{G_x}𝑑h\rho ^\chi (h),$$ (6.3) which is an element of $`\text{End}(^\chi )`$. It is easily verified that $`B^\chi (x)`$ is a projection operator onto $`(^\chi )^{G_x}`$. Thus the value of the kernel $`K^\chi (x,y;t)`$ automatically satisfies $$B^\chi (x)K^\chi (x,y;t)=K^\chi (x,y;t)$$ (6.4) and in a composition relation similar to (4.3) $$K^\chi (x^{\prime \prime },x;t+t^{})=_M𝑑x^{}K^\chi (x^{\prime \prime },x^{};t^{})K^\chi (x^{},x;t),$$ (6.5) we can freely insert the projection operator as $$K^\chi (x^{\prime \prime },x;t+t^{})=_M𝑑x^{}K^\chi (x^{\prime \prime },x^{};t^{})B^\chi (x^{})K^\chi (x^{},x;t).$$ (6.6) When the path runs through a singular point $`x^{}`$, at which the dimension of $`G_x^{}`$ abruptly increases, the rank of the projection operator $`B^\chi (x^{})`$ decreases. This gives a kind of boundary condition to the kernel when the path hits a singular point. ## 7 Example Let us explore a simple application of the above developed formalism. As an example we take the Euclidean space $`𝑹^2`$ with the standard metric $`g_M=dx^2+dy^2=dr^2+r^2d\theta ^2`$ as $`M`$. The group $`G=SO(2)`$ acts on $`𝑹^2`$ and defines a quotient space $`Q=𝑹^2/SO(2)=𝑹_0`$. The group action $$SO(2)\times 𝑹^2𝑹^2;\left(\begin{array}{cc}\hfill \mathrm{cos}\varphi & \hfill \mathrm{sin}\varphi \\ \hfill \mathrm{sin}\varphi & \hfill \mathrm{cos}\varphi \end{array}\right)\left(\begin{array}{c}x\\ y\end{array}\right)$$ (7.1) induces the action of the Lie algebra $$\text{so}(2)\times 𝑹^2T𝑹^2;\left(\begin{array}{cc}\hfill 0& \hfill \varphi \\ \hfill \varphi & \hfill 0\end{array}\right)\left(\begin{array}{c}x\\ y\end{array}\right),$$ (7.2) which also defines a map $$\theta :\text{so}(2)\times 𝑹^2T𝑹^2;(\left(\begin{array}{cc}\hfill 0& \hfill \varphi \\ \hfill \varphi & \hfill 0\end{array}\right),\left(\begin{array}{c}r\mathrm{cos}\theta \\ r\mathrm{sin}\theta \end{array}\right))\varphi \frac{}{\theta }.$$ (7.3) Then the stratified connection (4.2) now becomes a one-form taking values in $`\text{so}(2)`$, $$\omega =\left(\begin{array}{cc}\hfill 0& \hfill 1\\ \hfill 1& \hfill 0\end{array}\right)d\theta .$$ (7.4) The vertical and horizontal components of the metric are given as $`g_V=r^2d\theta ^2`$ and $`g_H=dr^2`$, respectively. In the dual space the metric is given as $$(g_M)^1=\frac{}{r}\frac{}{r}+\frac{1}{r^2}\frac{}{\theta }\frac{}{\theta }.$$ (7.5) The rotational energy operator (5.12) is now calculated as $$\mathrm{\Lambda }=(g_M)^1(\omega \omega )=\frac{1}{r^2}\left(\begin{array}{cc}\hfill 0& \hfill 1\\ \hfill 1& \hfill 0\end{array}\right)\left(\begin{array}{cc}\hfill 0& \hfill 1\\ \hfill 1& \hfill 0\end{array}\right).$$ (7.6) Any irreducible unitary representation of $`SO(2)`$ is one-dimensional. It is labeled by an integer $`n𝒁`$ and defined by $$\rho _n:SO(2)U(1);\left(\begin{array}{cc}\hfill \mathrm{cos}\varphi & \hfill \mathrm{sin}\varphi \\ \hfill \mathrm{sin}\varphi & \hfill \mathrm{cos}\varphi \end{array}\right)e^{in\varphi }.$$ (7.7) Thus the differential representation of the Lie algebra of $`SO(2)`$ is defined by $$(\rho _n)_{}:\text{so}(2)\text{u}(1);\left(\begin{array}{cc}\hfill 0& \hfill \varphi \\ \hfill \varphi & \hfill 0\end{array}\right)in\varphi .$$ (7.8) The rotational energy operator is then represented as $$(\rho _n)_{}(\mathrm{\Lambda })=\frac{1}{r^2}(in)^2=\frac{n^2}{r^2}.$$ (7.9) The origin $`r=0`$ admits a nontrivial isotropy group $`G_0=SO(2)`$. The boundary projection operator (6.3) becomes $$B_n(0)=_0^{2\pi }\frac{d\varphi }{2\pi }e^{in\varphi }=\delta _{n0}.$$ (7.10) If we take the map $`r(r,0)`$ as a section $`\sigma :𝑹_0𝑹^2`$ then the pullback of the connection identically vanishes, $`\sigma ^{}\omega =0`$, and the reduced path integral (5.16) is now given by $$K_n(r^{},r;t)=_r^r^{}[rdr]B_n[r]\mathrm{exp}\left[i_0^t𝑑s\left\{\frac{1}{2}\dot{r}^2\frac{n^2}{2r^2}V(r)\right\}\right],$$ (7.11) where the factor $`B_n[r]`$ represents the boundary condition at $`r=0`$. If $`n0`$ and $`r(s)=0`$ at some time $`s`$ between $`0st`$, then $`B_n[r]=0`$. Otherwise, $`B_n[r]=1`$. We can compare this result (7.11) with a reduced kernel obtained from an exact kernel for the specific case of a free particle with the Hamiltonian $$H=\frac{1}{2}\mathrm{\Delta }=\frac{1}{2}\left(\frac{^2}{x^2}+\frac{^2}{y^2}\right).$$ (7.12) The exact kernel on $`𝑹^2`$ is $$K((x_2,y_2),(x_1,y_1);t)=\frac{1}{2\pi it}\mathrm{exp}\left[\frac{i}{2t}\left\{(x_2x_1)^2+(y_2y_1)^2\right\}\right].$$ (7.13) If we put $`z_j=x_j+iy_j=r_je^{i\theta _j}`$ $`(j=1,2)`$, it is rewritten as $`K(z_2,z_1;t)`$ $`=`$ $`{\displaystyle \frac{1}{2\pi it}}\mathrm{exp}\left[{\displaystyle \frac{i}{2t}}\|z_2z_1\|^2\right]`$ (7.14) $`=`$ $`{\displaystyle \frac{1}{2\pi it}}\mathrm{exp}\left[{\displaystyle \frac{i}{2t}}\left\{r_2^2+r_1^22r_1r_2\mathrm{cos}(\theta _2\theta _1)\right\}\right].`$ Then the reduced kernel is explicitly calculated as $`K_n(z_2,z_1;t)`$ $`=`$ $`{\displaystyle _0^{2\pi }}{\displaystyle \frac{d\varphi }{2\pi }}\rho _n(e^{i\varphi })K(e^{i\varphi }z_2,z_1;t)`$ (7.15) $`=`$ $`{\displaystyle \frac{1}{2\pi it}}{\displaystyle _0^{2\pi }}{\displaystyle \frac{d\varphi }{2\pi }}e^{in\varphi }\mathrm{exp}\left[{\displaystyle \frac{i}{2t}}\left\{r_2^2+r_1^22r_1r_2\mathrm{cos}(\theta _2\theta _1\varphi )\right\}\right]`$ $`=`$ $`{\displaystyle \frac{1}{2\pi it}}e^{i(r_2^2+r_1^2)/(2t)}e^{in(\theta _2\theta _1)}{\displaystyle _0^{2\pi }}{\displaystyle \frac{d\varphi }{2\pi }}e^{in\varphi }\mathrm{exp}\left[{\displaystyle \frac{i}{t}}r_1r_2\mathrm{cos}\varphi \right]`$ $`=`$ $`{\displaystyle \frac{1}{2\pi it}}e^{i(r_2^2+r_1^2)/(2t)}e^{in(\theta _2\theta _1\pi /2)}J_n\left({\displaystyle \frac{1}{t}}r_1r_2\right),`$ where $`J_n(x)`$ denotes the $`n`$-th Bessel function. Asymptotic behavior of the Bessel function for a short time interval $`t`$ such that $`t/r_1r_2<<1`$ is given by $$J_n\left(\frac{r_1r_2}{t}\right)\sqrt{\frac{2t}{\pi r_1r_2}}\mathrm{exp}\left[i\left(\frac{r_1r_2}{t}+\frac{n^2t}{2r_1r_2}\frac{n\pi }{2}\right)\right].$$ (7.16) The derivation of this formula is shown in the appendix. Thus for the short interval the reduced kernel behaves as $$K_n(z_2,z_1;t)\frac{1}{\pi i\sqrt{2\pi tr_1r_2}}e^{in(\theta _2\theta _1)}\mathrm{exp}\left[it\left\{\frac{(r_2r_1)^2}{2t^2}\frac{n^2}{2r_1r_2}\right\}\right],$$ (7.17) which reproduces the integrand of the path integral (7.11). ## 8 Conclusion Now let us summarize our discussion. We began with a review of the method of reduction of quantum systems. We assumed that the original system was defined in terms of the Riemannian manifold $`M`$ and that the isometric transformations of $`M`$ formed the compact Lie group $`G`$. Then the projection map $`p:MQ=M/G`$ was equipped with stratification structure, which is a generalization of principal fiber bundle structure. Our main purpose was to give a path integral expression on the quotient space $`Q`$ to the time-evolution operator of the reduced system. The reduced path integral (5.16) was factorized into three parts; the rotational energy amplitude, the vibrational energy amplitude, and the holonomy factor. The rotational energy amplitude represented the integration over the fiber directions, while the vibrational energy amplitude represented the integration over the directions perpendicular to the fiber. These perpendicular directions defined the connection, and when they were non-integrable, the holonomy factor arose. At the singular point which was characterized by larger symmetry than the neighboring points, the amplitude was restricted to values invariant under the symmetry operations, and therefore the boundary value projection operator was automatically introduced. As a simple example, we applied our formalism to the quantum system on $`𝑹^2`$ with symmetry specified by $`SO(2)`$. For the case of a free particle, our result was compared with the exact result, and then we confirmed their agreement. Finally, we would like to mention remaining problems. For further application, the quantum system on the sphere $`SU(2)/U(1)`$ and the one on the meridian line $`U(1)\backslash SU(2)/U(1)`$ are also interesting to study the role of the boundary conditions. The quantum system on the adjoint orbit space $`G/\text{Ad}G`$ of a Lie group $`G`$ is also interesting for physical application since it has a role as a toy model of the gauge field theory as other authors discussed. Hence it is expected that our method of reduction of quantum systems is useful for gauge invariant analysis of the field theory, which is a subject attracting attention recently in high energy physics . Although the path integral formalism presented here is a method to treat quantum systems, it is naturally applicable to stochastic processes, too. Statistical problems concerning the shape space $`Q=M/G`$ have been studied by Kendall and other people. The Schrödinger equation is replaced by the diffusion equation in the context of stochastic problems, and the Wiener integral could be also reduced in a similar way if it admits symmetry. For a strong attractive potential, for example, the inverse-square potential $`V=kr^2`$, the particle falls into the origin within a finite time in the context of classical mechanics. It is an interesting question to ask what kind of phenomenon in quantum mechanics is corresponding to the finite-falling particle. Facing such a problem, it is expected that we need to modify the boundary reflection condition but we do not have a definite answer yet. ## Acknowledgments The author wishes to thank Professor Iwai for valuable comments and criticisms. He gratefully acknowledges also encouraging discussions with Tsutsui. This work was supported by a Grant-in-Aid for Scientific Research from the Ministry of Education, Science and Culture of Japan. ## Appendix A. Asymptotic formula of Hankel The asymptotic behavior of the Bessel function $`J_n(x)`$ is given by the following equations: if two functions $`A_N(x)`$ $`=`$ $`1+{\displaystyle \underset{r=1}{\overset{[N/2]}{}}}(1)^r{\displaystyle \frac{(4n^21^2)(4n^23^2)\mathrm{}[4n^2(4r1)^2]}{(2r)!(8x)^{2r}}},`$ (A.1) $`B_N(x)`$ $`=`$ $`{\displaystyle \underset{r=0}{\overset{[(N1)/2]}{}}}(1)^r{\displaystyle \frac{(4n^21^2)(4n^23^2)\mathrm{}[4n^2(4r+1)^2]}{(2r+1)!(8x)^{2r+1}}},`$ (A.2) are introduced, for $`\|x\|>>n,1`$ the Bessel function is expanded as $$J_n(x)\sqrt{\frac{2}{\pi x}}\left\{A_N(x)\mathrm{cos}\left(x\frac{(2n+1)\pi }{4}\right)B_N(x)\mathrm{sin}\left(x\frac{(2n+1)\pi }{4}\right)\right\},$$ (A.3) which is called Hankel’s asymptotic expansion formula of the Bessel function. Now we put $$\omega :=x\frac{(2n+1)\pi }{4},\epsilon :=B_0(x)=\frac{4n^21^2}{8x}\frac{n^2}{2x},$$ (A.4) then the Bessel function is approximated as $`J_n(x)`$ $``$ $`\sqrt{{\displaystyle \frac{2}{\pi x}}}\left\{A_0(x)\mathrm{cos}\omega B_0(x)\mathrm{sin}\omega \right\}`$ (A.5) $`=`$ $`\sqrt{{\displaystyle \frac{2}{\pi x}}}\left\{\mathrm{cos}\omega \epsilon \mathrm{sin}\omega \right\}`$ $``$ $`\sqrt{{\displaystyle \frac{2}{\pi x}}}\mathrm{cos}(\omega +\epsilon ).`$ Thus the Bessel function that we encountered in this paper is approximated as $$J_n\left(\frac{r_1r_2}{t}\right)\sqrt{\frac{2t}{\pi r_1r_2}}\mathrm{}\mathrm{exp}\left[i\left(\frac{r_1r_2}{t}+\frac{n^2t}{2r_1r_2}\frac{(2n+1)\pi }{4}\right)\right],$$ (A.6) which justifies Eq. (7.16) in the body of this paper.
warning/0006/nucl-th0006026.html	ar5iv	text	# Electro-weak Capture Reactions for Astrophysics ## 1 Introduction In the present talk I will review the progress made in the last couple of years in ab initio microscopic calculations of the <sup>2</sup>H($`p,\gamma `$)<sup>3</sup>He and <sup>3</sup>He($`p,e^+\nu _e`$)<sup>4</sup>He capture reactions. These reactions provide a sensitive testing ground for models of nuclear interactions and currents. The outline of the talk is as follows. I will first describe the correlated-hyperspherical-harmonics method used to obtain accurate wave functions for the $`A`$=3 and 4 bound and scattering states. Next, I will discuss the model for the nuclear electromagnetic current, and will review our current understanding of the radiative capture reaction <sup>2</sup>H($`p`$,$`\gamma `$)<sup>3</sup>He. In the third part, I will discuss the model for the nuclear weak current, and present results for the proton weak capture on <sup>3</sup>He. This process has lately received considerable attention, due to the Super-Kamiokande collaboration measurements of the energy spectrum of electrons recoiling from scattering with solar neutrinos . The theoretical description of few-nucleon capture reactions constitutes a challenging problem from the standpoint of nuclear few-body theory. For example, since the $`A`$=3 and 4 bound states are approximate eigenstates of the magnetic moment operator, the corresponding transition matrix elements between these and the initial $`d`$$`p`$ (or $`d`$$`n`$) and $`n^3`$He states, occurring in the radiative captures, vanish due to orthogonality. As a result, these capture processes are extremely sensitive to: (i) small components in the wave functions, particularly the D-state admixtures generated by tensor interactions, (ii) many-body terms in the electro-weak current operator, and (iii) P-wave capture contributions. ## 2 Wave Functions The nuclear Hamiltonian used in the calculations reported here has the form $$H=\underset{i}{}\frac{𝐩_i^2}{2m}+\underset{i<j}{}v_{ij}+\underset{i<j<k}{}V_{ijk},$$ (1) where the two-nucleon interaction is the Argonne $`v_{18}`$ (AV18) model , and the three-nucleon interaction is the Urbana-IX (UIX) model . This Hamiltonian predicts reasonably well the low-lying energy spectra of systems with $`A8`$ nucleons in “exact”Green’s function Monte Carlo calculations . The experimental binding energies of the trinucleons and $`\alpha `$ particle are exactly reproduced, while those of the $`A`$=6–8 systems are underpredicted by a few percent. This underbinding becomes (relatively) more and more severe as the neutron-proton asymmetry increases. An additional failure of the AV18/UIX model is the underprediction of spin-orbit splittings in the excitation spectra of these light systems. These failures have in fact led to the development of new three-nucleon interaction models. These developments as well as a discussion of a number of issues regarding two-nucleon interactions, such as non-localities, unitary equivalence, etc., can be found in Friar’s and Pandharipande’s contributions to these proceedings. While the nuclear interaction models above are simple to write down, bound- and scattering-state solutions for light nuclei have proven to be rather difficult to obtain. Intense work in this area and the continuing increase in computational capabilities have led, by now, to the development of a number of methods, each with different strengths and domains of applicability (for a review and an assessment of them, see Ref. ). The Faddeev-Yakubovsky and quantum Monte Carlo methods are reviewed, respectively, by Glöckle and Pandharipande in these proceedings. Here, I will briefly discuss the correlated-hyperspherical-harmonics (CHH) technique, as implemented by the Pisa group for the $`A`$=3 and $`A`$=4 nuclei, and summarize a number of results obtained for the bound-state properties and low-energy scattering parameters. In essence, the CHH method consists in expanding the wave functions on a suitable basis, and in determining the expansion coefficients variationally. As an example, the trinucleon bound-state wave function is written as $$\mathrm{\Psi }=\underset{\alpha }{}\frac{u_\alpha (\rho )}{\rho ^{5/2}}\underset{\mathrm{cyclic}ijk}{}Z_\alpha (i;jk),$$ (2) where the hyperradius $`\rho =\sqrt{x_i^2+y_i^2}`$ ($`𝐱_i`$ and $`𝐲_i`$ are the Jacobi variables), and the known functions $`Z_\alpha (i;jk)`$ are antisymmetric under the exchange $`jk`$ and account for the angle ($`\widehat{𝐱}_i`$ and $`\widehat{𝐲}_i`$), spin ($`s_i`$ and $`s_{jk}`$), isospin ($`t_i`$ and $`t_{jk}`$), and hyperangle ($`\varphi _i=\mathrm{cos}^1x_i/\rho `$) dependence of channel $`\alpha `$. Correlation factors, which account for the strong state-dependent correlations induced by the nucleon-nucleon interaction, are included in the functions $`Z_\alpha (i;jk)`$. The Rayleigh-Ritz variational principle, $`\delta _u\mathrm{\Psi }\|HE_0\|\mathrm{\Psi }=0`$, is used to determine the ground-state energy $`E_0`$ and the functions $`u_\alpha (\rho )`$. Carrying out the variations with respect to the $`u_\alpha `$’s leads to a set of coupled second-order differential equations, which are then solved by standard numerical techniques. The $`N`$$`d`$ cluster wave function $`\mathrm{\Psi }^{LSJJ_z}`$ (again, as an example), having incoming orbital angular momentum $`L`$ and channel spin $`S`$ coupled to total $`JJ_z`$, is expressed as $$\mathrm{\Psi }^{LSJJ_z}=\mathrm{\Psi }_C^{JJ_z}+\mathrm{\Psi }_A^{LSJJ_z},$$ (3) where the term $`\mathrm{\Psi }_C`$ vanishes in the limit of large intercluster separation, and hence describes the system in the region where the particles are close to each other and their mutual interactions are large. The term $`\mathrm{\Psi }_A^{LSJJ_z}`$, instead, describes the system in the asymptotic region, and contains the dependence upon the $`R`$-matrix elements, from which phase-shifts and mixing angles are obtained. The “core” wave function $`\mathrm{\Psi }_C`$ is expanded in the same basis as the bound-state wave function $`\mathrm{\Psi }`$, and both the $`R`$-matrix elements and functions $`u_\alpha (\rho )`$ occurring in the expansion of $`\mathrm{\Psi }_C`$ are determined by making use of the Kohn variational principle. Results for the <sup>3</sup>He and <sup>4</sup>He binding energies, and $`p^3`$He scattering lengths, obtained with the CHH method, are listed in Table 1. ## 3 The Nuclear Electromagnetic Current The nuclear current operator consists of one- and many-body terms that operate on the nucleon degrees of freedom: $$𝐣(𝐪)=\underset{i}{}𝐣_i^{(1)}(𝐪)+\underset{i<j}{}𝐣_{ij}^{(2)}(𝐪)+\underset{i<j<k}{}𝐣_{ijk}^{(3)}(𝐪),$$ (4) where $`𝐪`$ is the momentum transfer, and the one-body operator $`𝐣_i^{(1)}`$ has the standard expression in terms of single-nucleon convection and magnetization currents. The two-body current operator has “model-independent”and “model-dependent”components (for a review, see Ref. ). The model-independent terms are obtained from the charge-independent part of the AV18, and by construction satisfy current conservation with this interaction. The leading operator is the isovector “$`\pi `$-like”current obtained from the isospin-dependent spin-spin and tensor interactions. The latter also generate an isovector “$`\rho `$-like ”current, while additional model-independent isoscalar and isovector currents arise from the central and momentum-dependent interactions. These currents are short-ranged and numerically far less important than the $`\pi `$-like current. Finally, models for three-body currents have been derived in Ref. , however the associated contributions have been found to be very small in studies of the magnetic structure of the trinucleons . The model-dependent currents are purely transverse and therefore cannot be directly linked to the underlying two-nucleon interaction. Among them, those associated with the $`\mathrm{\Delta }`$-isobar are the most important ones in the momentum-transfer regime being discussed here. These currents are treated within the transition-correlation-operator (TCO) scheme , a scaled-down approach to a full $`N`$+$`\mathrm{\Delta }`$ coupled-channel treatment. In the TCO scheme, the $`\mathrm{\Delta }`$ degrees of freedom are explicitly included in the nuclear wave functions by writing $$\mathrm{\Psi }_{N+\mathrm{\Delta }}=\left[𝒮\underset{i<j}{}\left(1+U_{ij}^{TR}\right)\right]\mathrm{\Psi },$$ (5) where $`\mathrm{\Psi }`$ is the purely nucleonic component, $`𝒮`$ is the symmetrizer and the transition correlations $`U_{ij}^{TR}`$ are short-range operators, that convert $`NN`$ pairs into $`N\mathrm{\Delta }`$ and $`\mathrm{\Delta }\mathrm{\Delta }`$ pairs. In the results reported here, the $`\mathrm{\Psi }`$ is taken from CHH solutions of the AV18/UIX Hamiltonian with nucleons only interactions, while the $`U_{ij}^{TR}`$ is obtained from two-body bound and low-energy scattering state solutions of the full $`N`$-$`\mathrm{\Delta }`$ coupled-channel problem. Both $`\gamma N\mathrm{\Delta }`$ and $`\gamma \mathrm{\Delta }\mathrm{\Delta }`$ $`M_1`$ couplings are considered with their values, $`\mu _{\gamma N\mathrm{\Delta }}=3`$ n.m. and $`\mu _{\gamma \mathrm{\Delta }\mathrm{\Delta }}=4.35`$ n.m., obtained from data . ## 4 The $`p`$$`d`$ Radiative Capture There are now available many high-quality data, including differential cross sections, vector and tensor analyzing powers, and photon polarization coefficients, on the $`pd`$ radiative capture at c.m. energies ranging from 0 to 2 MeV . These data indicate that the reaction proceeds predominantly through S- and P-wave capture. The aim here is to verify the extent to which they can be described satisfactorily by a calculation based on a realistic Hamiltonian (the AV18/UIX model) and a current operator constructed consistently with the two- and three-nucleon interactions . The calculated $`S`$-factor in the c.m. energy range 0–2 MeV is compared with data in Fig. 1, while the predicted angular distributions of the differential cross section $`\sigma (\theta )`$, vector and tensor analyzing powers $`A_y(\theta )`$ and $`T_{20}(\theta )`$, and photon linear polarization coefficient $`P_\gamma (\theta )`$ are compared with the TUNL data below 50 keV from Refs. in Fig 2. The agreement between the full theory, including many-body current contributions, and experiment is generally good. However, a closer inspection of the figures reveals the presence of significative discrepancies between theory and experiment in the $`S`$-factor below 40 keV, and in the small angle behavior of $`\sigma (\theta )`$ and $`T_{20}(\theta )`$. The S-wave capture proceeds mostly through the $`M_1`$ transitions connecting the doublet and quartet $`pd`$ states to <sup>3</sup>He–the associated reduced matrix elements (RMEs) are denoted by $`m_2`$ and $`m_4`$, respectively. The situation for P-wave capture is more complex, although at energies below 50 keV it is dominated by the $`E_1`$ transitions from the doublet and quartet $`pd`$ states having channel spin $`S`$=1/2, whose RMEs we denote as $`p_2`$ and $`p_4`$. The $`E_1`$ transitions involving the channel spin $`S=3/2`$ states, while smaller, do play an important role in $`T_{20}(\theta )`$. The TUNL and Wisconsin groups have determined the leading $`M_1`$ and $`E_1`$ RMEs via fits to the measured observables. The results of this fitting procedure are compared with the calculated RMEs in Table 2. The phase of each RME is simply related to the elastic $`pd`$ phase shift , which at these low energies is essentially the Coulomb phase shift. As can be seen from Table 2, the most significant differences between theoretical and experimental RMEs are found for $`\|p_4\|`$. The theoretical overprediction of $`p_4`$ is the cause of the discrepancies mentioned above in the low-energy ($`50`$ keV) $`S`$-factor and small angle $`\sigma (\theta )`$. It is interesting to analyze the ratio $`r_{E1}\|p_4/p_2\|^2`$. Theory gives $`r_{E1}1`$, while from the fit it results that $`r_{E1}0.74\pm 0.04`$. It is important to stress that the calculation of these RMEs is not influenced by uncertainties in the two-body currents, since their values are entirely given by the long-wavelength form of the $`E_1`$ operator (Siegert’s theorem), which has no spin-dependence (for a thorough discussion of the validity of the long-wavelength approximation in $`E_1`$ transitions, particularly suppressed ones, see Ref. ). It is therefore of interest to examine more closely the origin of the above discrepancy. If the interactions between the $`p`$ and $`d`$ clusters are switched off, the relation $`r_{E1}1`$ then simply follows from angular momentum algebra. Deviations of this ratio from one are therefore to be ascribed to differences induced by the interactions in the $`S`$=1/2 doublet and quartet wave functions. The AV18/UIX interactions in these channels do not change the ratio above significantly. It should be emphasized that the studies carried out up until now ignore, in the continuum states, the effects arising from electromagnetic interactions beyond the static Coulomb interaction between protons. It is not clear whether the inclusion of these long-range interactions, in particular their spin-orbit component, could explain the splitting between the $`p_2`$ and $`p_4`$ RMEs observed at very low energy. Note that this discrepancy seems to disappear at 2 MeV . Finally, the doublet $`m_2`$ RME is underpredicted by theory at the 5 % level. On the other hand, the cross section for $`n`$$`d`$ capture at thermal neutron energy is calculated to be 578 $`\mu `$b with the AV18/UIX model, which is 15 % larger than the experimental value (508$`\pm `$15) $`\mu `$. Of course, $`M_1`$ transitions, particularly doublet ones, are significantly influenced by many-body current contributions. Indeed, an analysis of the isoscalar ($`\mu _S`$) and isovector ($`\mu _V`$) magnetic moments of the trinucleons suggests that the present model for the isoscalar two-body currents, constructed from the AV18 spin-orbit and quadratic-momentum dependent interactions, tends to overestimate $`\mu _S`$ by about 5 %. The experimental value for $`\mu _V`$, however, is almost perfectly reproduced. The present model for two-body isoscalar currents needs to be improved. ## 5 The Nuclear Weak Current The nuclear weak current and charge operators consist of vector and axial-vector parts, with corresponding one- and many-body components. The weak vector current and charge are constructed from the corresponding (isovector) electromagnetic terms, in accordance with the conserved-vector-current hypothesis, and thus have “model-independent”and “model-dependent”components. The former are determined by the interactions, the latter include the transverse currents associated with $`\mathrm{\Delta }`$ excitation. The leading many-body terms in the axial current, in contrast to the case of the weak vector (or electromagnetic) current, are those due to $`\mathrm{\Delta }`$ excitation, which are treated within the TCO scheme, discussed above. The axial charge operator includes the long-range pion-exchange term , required by low-energy theorems and the partially-conserved-axial-current relation, as well as the (expected) leading short-range terms constructed from the central and spin-orbit components of the nucleon-nucleon interaction, following a prescription due to Riska and collaborators . The largest model dependence is in the weak axial current. The $`N`$$`\mathrm{\Delta }`$ axial coupling constant $`g_A^{}`$ is not well known. In the quark-model, it is related to the axial coupling constant of the nucleon by the relations $`g_A^{}=(6\sqrt{2}/5)g_A`$. This value has 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. It is well established by now that one-body axial current lead to a $``$ 4 % underprediction of the measured Gamow-Teller matrix element in tritium $`\beta `$-decay. This small 4 % discrepancy can then be used to determine $`g_A^{}`$ . While this procedure is inherently model dependent, its actual model dependence is in fact very weak, as has been shown in Ref. . ## 6 The $`p^3\mathrm{He}`$ Weak Capture The $`hep`$ capture process is induced by the weak interaction Hamiltonian $`H_W`$. After partial-wave expansion of the $`p^3`$He scattering state, the transition amplitude is written as $$^4\mathrm{He}\|H_W\|p^3\mathrm{He};s_1,s_3=G_V\underset{LSJJ_z}{}C_{s_1s_3J_z}^{LSJ}\mathrm{\Psi }_4\|l^\sigma j_\sigma ^{}(𝐪)\|\mathrm{\Psi }_{1+3}^{LSJJ_z},$$ (6) where $`l^\sigma `$ and $`j_\sigma (𝐪)`$ are the lepton and nuclear weak currents, respectively, and $`C_{s_1s_3J_z}^{LSJ}`$ denotes products of Clebsch-Gordan coefficients. The study reported in Ref. includes all transitions connecting the $`p^3`$He S- and P-wave channels to the <sup>4</sup>He bound state. The corresponding wave functions are obtained from realistic Hamiltonians consisting of the AV18/UIX and older AV14/UVIII interaction models. The calculated values for the astrophysical $`S`$-factor in the energy range 0–10 keV are listed in Table 3. Inspection of the table shows 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, as explicitly verified 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, obtained in Ref. , is confirmed in the study of Ref. , 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. The chief conclusion of Ref. is that the $`hep`$ $`S`$-factor is predicted to be $``$ 4.5 times larger than the value adopted in the standard solar model (SSM) . This enhancement, while very significant, is smaller than that first suggested in Ref. . Even though this 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. The implications of these predictions for the SuperKamiokande (SK) solar neutrino spectrum are summarized Fig. 3. 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 are shown by the points in Fig. 3 (the error bars denote the combined statistical and systematic error). In the figure, the ratio of the $`hep`$ flux to its value in the SSM (based on the $`hep`$ S-factor prediction of Ref. ) is denoted by $`\alpha `$, defined as $`\alpha (S_{\mathrm{new}}/S_{\mathrm{SSM}})\times P_{\mathrm{osc}}`$, where $`P_{\mathrm{osc}}`$ is the $`hep`$-neutrino suppression constant. Presently, $`\alpha =(10.1\times 10^{20}\mathrm{keV}\mathrm{b})/(2.3\times 10^{20}\mathrm{keV}\mathrm{b})=4.4`$, if $`hep`$ neutrino oscillations are ignored. The lines in Fig. 3 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). 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. It appears that the prediction of Ref. is unable to explain the distortion observed in the spectrum at the highest energies. ## 7 Outlook Improvements in the modeling of two- and three-nucleon interactions and nuclear electro-weak currents, and the significant progress made in the last few years in the description of bound and continuum wave functions, make it now possible to perform first-principle calculations of interesting low-energy reactions involving light nuclei. While the extension of the CHH technique to treat systems with $`A6`$ may prove difficult, variational and Green’s function Monte Carlo methods should be able to deal with them effectively, in particular their pre-capture continuum states. Experimentally known electromagnetic and weak transitions of systems in the mass range $`4A9`$ will provide powerful constraints on models of nuclear currents. Work along these lines is being vigorously pursued. ## 8 Acknowledgments I wish to thank L.E. Marcucci, M. Viviani, A. Kievsky, and S. Rosati for their many important contributions to the work reported here. I also like to gratefully acknowledge the support of the U.S. Department of Energy under contract number DE-AC05-84ER40150.
warning/0006/hep-th0006215.html	ar5iv	text	# Bulk Supersymmetry and Brane Cosmological Constant ## Abstract We consider a recent proposal to solve the cosmological constant problem within the context of brane world scenarios with infinite volume extra dimensions. In such theories bulk can be supersymmetric even if brane supersymmetry is completely broken. We propose a setup where unbroken bulk supersymmetry appears to protect the brane cosmological constant. This is due to a non-trivial scalar potential in the bulk which implies a non-trivial profile for a bulk scalar field. In the presence of the latter bulk supersymmetry appears to be incompatible with non-vanishing brane cosmological constant. Moreover, in this setup the corresponding domain wall interpolates between an AdS and the Minkowski vacua, so that the weak energy condition is not violated. preprint: YITP-00-32 In the Brane World scenario the Standard Model gauge and matter fields are assumed to be localized on branes (or an intersection thereof), while gravity lives in a larger dimensional bulk of space-time . The volume of dimensions transverse to the branes is automatically finite if these dimensions are compact. On the other hand, the volume of the transverse dimensions can be finite even if the latter are non-compact. In particular, this can be achieved by using warped compactifications which localize gravity on the brane. A concrete realization of this idea was given in . Recently it was pointed out in that, in theories where extra dimensions transverse to a brane have infinite volume, the cosmological constant on the brane might be under control even if brane supersymmetry is completely broken. The key point here is that even if supersymmetry breaking on the brane does take place, it will not be transmitted to the bulk as the volume of the extra dimensions is infinite . Thus, at least in principle, one should be able to control some of the properties of the bulk with the unbroken bulk supersymmetry. In particular, vanishing of the bulk cosmological constant need not be unnaturalNote that a priori we could have negative cosmological constant consistent with bulk supersymmetry. However, in the presence of supersymmetry various ways are known for ensuring vanishing of the bulk cosmological constant without any fine-tuning.. Then the “zeroth-order” argument goes as follows . Let us for definiteness focus on the case of the codimension one brane embedded in $`D`$-dimensional space-time. At least naively, at large (enough) distances, which are precisely relevant for the discussion of the cosmological constant, the theory is expected to become $`D`$-dimensional. In particular, the laws of gravity, such as Newton’s law, are expected to become $`D`$-dimensional at such distances. If so, a brane world observer would then really be measuring the $`D`$-dimensional (and not $`(D1)`$-dimensional) cosmological constant, which vanishes by bulk supersymmetry. One therefore might expect that the cosmological constant on the brane might somehow also vanish regardless of brane supersymmetry. However, as was recently pointed out in , this argument need not always apply. In particular, it was pointed out in that in a concrete model of , which we will refer to as the Dvali-Gabadadze-Porrati model, bulk supersymmetry is perfectly compatible with positive brane cosmological constant, that is, the former does not control the latter in this model. This, in turn, appears to be related to the fact that, in the presence of positive cosmological constant on the brane, the bulk graviton spectrum has a mass gap in this model, so that below the corresponding energy scale, which is set precisely by the brane cosmological constant, the theory becomes effectively $`(D1)`$-dimensional. Here we would like to mention another potential difficulty with the infinite volume brane world scenarios. Thus, as was pointed out in , if the bulk asymptotically approaches the Minkowski space on both sides of a (codimension one) brane, then the weak energy condition is necessarily violated if the brane cosmological constant vanishes. In particular, such a scenario would involve a negative tension brane which suffers from the presence of world-volume ghosts (as long as the brane cosmological constant vanishes). This problem can be avoided if the bulk is completely flat, that is, the bulk cosmological constant vanishes identically. We then essentially arrive at the Dvali-Gabadadze-Porrati model, but, as we have already mentioned, in the latter bulk supersymmetry does not protect the brane cosmological constant. In this paper we would like to propose a setup which appears to circumvent both of the aforementioned difficulties. In particular, unbroken bulk supersymmetry does seem to protect the brane cosmological constant in this setup. Moreover, weak energy condition is preserved as on one side of the brane the bulk approaches an AdS space, while on the other side it approaches the Minkowski space. Note that in this case the volume of the transverse dimension is still infinite, and bulk supersymmetry is still unbroken even if brane supersymmetry is. (A more detailed discussion of this setup, including properties of brane world gravity in this context, will be presented elsewhere .) In fact, in this paper we will consider a concrete model with the aforementioned properties. The (relevant part of the) action for this model is given by: $$S=\widehat{M}_P^{D3}_\mathrm{\Sigma }d^{D1}x\sqrt{\widehat{G}}\left[\widehat{R}\widehat{\mathrm{\Lambda }}\right]+M_P^{D2}d^Dx\sqrt{G}\left[R\frac{4}{D2}(\varphi )^2V(\varphi )\right].$$ (1) For calculational convenience we will keep the number of space-time dimensions $`D`$ unspecified. In (1) $`\widehat{M}_P`$ is (up to a normalization factor - see below) the $`(D1)`$-dimensional (reduced) Planck scale, while $`M_P`$ is the $`D`$-dimensional one. The $`(D1)`$-dimensional hypersurface $`\mathrm{\Sigma }`$, which we will refer to as the brane, is the $`y=y_0`$ slice of the $`D`$-dimensional space-time, where $`yx^D`$, and $`y_0`$ is a constant. Next, $$\widehat{G}_{\mu \nu }\delta _{\mu }^{}{}_{}{}^{M}\delta _{\nu }^{}{}_{}{}^{N}G_{MN}\|_{y=y_0},$$ (2) where the capital Latin indices $`M,N,\mathrm{}=1,\mathrm{},D`$, while the Greek indices $`\mu ,\nu ,\mathrm{}=1,\mathrm{},(D1)`$. The quantity $`\widehat{\mathrm{\Lambda }}`$ is the brane tension. More precisely, there might be various (massless and/or massive) fields (such as scalars, fermions, gauge vector bosons, etc.), which we will collectively denote via $`\mathrm{\Phi }^i`$, localized on the brane. Then $`\widehat{\mathrm{\Lambda }}=\widehat{\mathrm{\Lambda }}(\mathrm{\Phi }^i,_\mu \mathrm{\Phi }^i,\mathrm{})`$ generally depends on the vacuum expectation values of these fields as well as their derivatives. In the following we will assume that the expectation values of the $`\mathrm{\Phi }^i`$ fields are dynamically determined, independent of the coordinates $`x^\mu `$, and consistent with $`(D1)`$-dimensional general covariance. The quantity $`\widehat{\mathrm{\Lambda }}`$ is then a constant which we identify as the brane tension. The bulk fields are given by the metric $`G_{MN}`$, a single real scalar field $`\varphi `$, as well as other fields (whose expectation values we assume to be vanishing) which would appear in a concrete supergravity model (for the standard values of $`D`$). Finally, let us note that in the action (1) we assume $`\widehat{\mathrm{\Lambda }}`$ to be independent of $`\varphi `$, that is, the bulk scalar $`\varphi `$ does not couple to the brane. The model defined in (1) is a generalization of the Dvali-Gabadadze-Porrati model recently proposed in . In fact, the difference between the two models (on top of the straightforward generalization that we do not a priori assume that the brane is tensionless) is the presence of the bulk scalar field which we will assume to have a non-trivial scalar potential $`V(\varphi )`$ (further assumptions on $`V(\varphi )`$ will be discussed below). In fact, the latter will play the key role in what follows. Before we turn to our main point, let us briefly comment on the $`\sqrt{\widehat{G}}\widehat{R}`$ term in the brane world-volume action. Typically such a term is not included in discussions of various brane world scenarios (albeit usually the $`\sqrt{\widehat{G}}\widehat{\mathrm{\Lambda }}`$ term is). However, as was pointed out in , even if such a term is absent at the tree level, as long as the brane world-volume theory is not conformal, it will typically be generated by quantum loops of other fields localized on the brane (albeit not necessarily with the desired sign, which, nonetheless, appears to be as generic as the opposite one). This is an important observation, which allows to reproduce the $`(D1)`$-dimensional Newton’s law on the brane in the setup we discuss in this paper. To proceed further, we will need equations of motion following from the action (1). Here we are interested in studying possible solutions to these equations which are consistent with $`(D1)`$-dimensional general covariance. That is, we will be looking for solutions with the warped metric of the following form: $$ds_D^2=\mathrm{exp}(2A)ds_{D1}^2+dy^2,$$ (3) where the warp factor $`A`$, which is a function of $`y`$, is independent of the coordinates $`x^\mu `$, and the $`(D1)`$-dimensional interval is given by $$ds_{D1}^2=\stackrel{~}{g}_{\mu \nu }dx^\mu dx^\nu ,$$ (4) with the $`(D1)`$-dimensional metric $`\stackrel{~}{g}_{\mu \nu }`$ independent of $`y`$. With this ansätz, we have the following equations of motion for $`\varphi `$ and $`A`$: $`{\displaystyle \frac{8}{D2}}\left[\varphi ^{\prime \prime }+(D1)A^{}\varphi ^{}\right]V_\varphi =0,`$ (5) $`(D1)(D2)(A^{})^2{\displaystyle \frac{4}{D2}}(\varphi ^{})^2+V{\displaystyle \frac{D1}{D3}}\stackrel{~}{\mathrm{\Lambda }}\mathrm{exp}(2A)=0,`$ (6) $`(D2)A^{\prime \prime }+{\displaystyle \frac{4}{D2}}(\varphi ^{})^2+{\displaystyle \frac{1}{D3}}\stackrel{~}{\mathrm{\Lambda }}\mathrm{exp}(2A)+{\displaystyle \frac{1}{2}}Lf\delta (yy_0)=0.`$ (7) Here $$f\widehat{\mathrm{\Lambda }}\stackrel{~}{\mathrm{\Lambda }}\mathrm{exp}[2A(y_0)].$$ (8) The scale $`L`$, defined as $$L\widehat{M}_P^{D3}/M_P^{D2},$$ (9) plays the role of the crossover distance scale below which gravity is effectively $`(D1)`$-dimensional, while above this scale it becomes $`D`$-dimensionalHere we should note that, as was pointed out in , this need not always be the case.. Next, $`\stackrel{~}{\mathrm{\Lambda }}`$ is independent of $`x^\mu `$ and $`y`$. In fact, it is nothing but the cosmological constant of the $`(D1)`$-dimensional manifold, which is therefore an Einstein manifold, corresponding to the hypersurface $`\mathrm{\Sigma }`$. Our normalization of $`\stackrel{~}{\mathrm{\Lambda }}`$ is such that the $`(D1)`$-dimensional metric $`\stackrel{~}{g}_{\mu \nu }`$ satisfies Einstein’s equations: $$\stackrel{~}{R}_{\mu \nu }\frac{1}{2}\stackrel{~}{g}_{\mu \nu }\stackrel{~}{R}=\frac{1}{2}\stackrel{~}{g}_{\mu \nu }\stackrel{~}{\mathrm{\Lambda }}.$$ (10) Here we note that in the bulk (that is, for $`yy_0`$) one of the second order equations is automatically satisfied once the first order equation (6) as well as the other second order equation are satisfied. As usual, this is a consequence of Bianchi identities. Note that by rescaling the coordinates $`x^\mu `$ on the brane we can always set $`\mathrm{exp}[A(y_0)]=1`$. Then the $`(D1)`$-dimensional Planck scale is simply $`\widehat{M}_P`$. Note that the above system of equations has smooth solutions for $`f=0`$, that is, if the brane cosmological constant and brane tension are equal: $$\stackrel{~}{\mathrm{\Lambda }}=\widehat{\mathrm{\Lambda }}.$$ (11) In particular, in these solutions $`\varphi `$ and $`A`$ as well as their derivatives $`\varphi ^{}`$ and $`A^{}`$ are smooth. Before we discuss these solutions, let us make the following remarks. For $`f0`$ there generically (subject to the appropriately chosen scalar potential) will exist additional solutions with continuous $`\varphi ^{}`$ but discontinuous $`A^{}`$. However, for $`f>0`$ such solutions necessarily have a tachyonic $`\varphi `$ mode localized on the brane . On the other hand, for $`f<0`$ there are no tachyonic $`\varphi `$ modes localized on the brane, in fact, the corresponding modes are massive . However, for, say, $`\stackrel{~}{\mathrm{\Lambda }}=0`$ we then have a negative tension brane as $`\widehat{\mathrm{\Lambda }}<0`$, which suffers from world-volume ghosts. In fact, to possibly avoid world-volume ghosts, we must assume that the brane cosmological constant is positive, and then there is a non-vanishing lower bound on $`\stackrel{~}{\mathrm{\Lambda }}`$ . Finally, let us comment on our assumption that $`\widehat{\mathrm{\Lambda }}`$ is independent of $`\varphi `$. A priori one can relax this assumption, which would only modify (5) as follows: $$\frac{8}{D2}\left[\varphi ^{\prime \prime }+(D1)A^{}\varphi ^{}\right]V_\varphi f_\varphi \delta (yy_0)=0.$$ (12) Now, let $`\varphi _0\varphi (y_0)`$. If $`f_\varphi (\varphi _0)0`$, $`\varphi ^{}`$ is then necessarily discontinuous at $`y=y_0`$. In this case the bulk $`\varphi `$ modes responsible for decoupling the ghost-like trace $`h_\mu ^\mu `$ modes in the bulk cannot be defined, so the latter persist making the bulk theory inconsistent . We, therefore, must assume that $`f_\varphi (\varphi _0)=0`$, albeit $`f(\varphi )`$ could still a priori have non-trivial $`\varphi `$ dependence. Even so, the mass squared of the $`\varphi `$ mode localized on the brane is still given (up to a positive multiplicative constant) by $`f(\varphi _0)`$ (and not by $`f_{\varphi \varphi }(\varphi _0)`$) , which therefore must be non-negative. These as well as other subtleties will be discussed in more detail in . However, they will not be too important for our discussion in this paper. We would, however, like to end this detour with the following remark. If $`\widehat{\mathrm{\Lambda }}`$ does depend non-trivially on $`\varphi `$, even if $`f(\varphi _0)=f_\varphi (\varphi _0)=0`$, then generically we expect that the kinetic term for $`\varphi `$ localized on the brane will be generated just as it happens for the brane graviton mode. This would then imply that we have a massless scalar field localized on the brane, which is generically (unless for some reason it does not have non-derivative couplings to the matter fields localized on the brane) expected to be in conflict with tight experimental bounds on the existence of the “fifth force”. It is precisely to avoid potential complications with this issue why we assumed in the very beginning that the $`\varphi `$ field does not couple to the brane. Here we would like to emphasize that, if the $`\varphi `$ field does not couple to the brane, then there is no $`\varphi `$ zero-mode (which should not be confused with a possible translational zero mode localized on the brane) localized on the brane - the zero mode corresponding to the broken (by the smooth domain wall) translational invariance is eaten by the graviphoton (arising in the reduction of the $`D`$-dimensional graviton in terms of $`(D1)`$-dimensional fields) in the corresponding Higgs mechanism discussed in . Let us now discuss possible solutions of the above system of equations (5), (6) and (7) for $`f=0`$. To obtain an infinite volume solution, let us assume that the scalar potential has one AdS minimum located at $`\varphi =\varphi _{}`$ and one Minkowski minimum located at $`\varphi =\varphi _+`$ (without loss of generality we will assume that $`\varphi _+>\varphi _{}`$). Moreover, let us assume that there are no other extrema except for a dS maximum located at $`\varphi =\varphi _{}`$, where $`\varphi _{}<\varphi _{}<\varphi _+`$, such that $`V(\varphi _{})V(\varphi _+)V(\varphi _{})=\|V(\varphi _{})\|`$. This latter condition is necessary to sufficiently suppress the probability for nucleation of AdS bubbles in the Minkowski vacuum, which could otherwise destabilize the background . Then (subject to certain conditions on the behavior of $`V(\varphi )`$ near the minima $`\varphi _\pm `$ \- see for details) we can have smooth domain walls interpolating between the two vacua. In fact, for $`\stackrel{~}{\mathrm{\Lambda }}=0`$ we have $`\varphi (y)\varphi _\pm `$ as $`y\pm \mathrm{}`$. On the other hand, for $`\stackrel{~}{\mathrm{\Lambda }}>0`$ we have $`\varphi (y)\varphi _+`$ as $`y+\mathrm{}`$, while $`\varphi (y)\varphi _{}`$ as $`yy_{}`$, where $`y_{}<y_0`$ is finite (here for definiteness we have assumed that the domain wall approaches the Minkowski vacuum as $`y+\mathrm{}`$). A more detailed discussion of these domain walls will be given in . However, what is important for us here is that the warp factor $`A`$ goes to $`\mathrm{}`$ as $`\varphi \varphi _{}`$ (if $`\stackrel{~}{\mathrm{\Lambda }}=0`$, then $`A`$ goes to $`\mathrm{}`$ linearly with $`\|y\|`$, while if $`\stackrel{~}{\mathrm{\Lambda }}>0`$, then $`A\mathrm{ln}(yy_{})`$ as $`yy_{}`$). On the other hand, if $`\stackrel{~}{\mathrm{\Lambda }}=0`$, then $`A`$ goes to a constant as $`y+\mathrm{}`$, while if $`\stackrel{~}{\mathrm{\Lambda }}>0`$, then $`A`$ grows logarithmically with $`y`$. In both cases the volume of the extra dimension is infinite as the integral $$𝑑y\mathrm{exp}[(D1)A]$$ (13) diverges. Moreover, there are no quadratically normalizable bulk graviton modes. Rather, for $`\stackrel{~}{\mathrm{\Lambda }}=0`$ we have a continuum of plane-wave normalizable bulk modes (with mass squared $`m^20`$), while for $`\stackrel{~}{\mathrm{\Lambda }}>0`$ we have a mass gap in the bulk graviton spectrum, and the plane-wave normalizable modes are those with $`m^2>m_{}^2`$, where $`m_{}^2\stackrel{~}{\mathrm{\Lambda }}`$ . Thus, without any additional assumptions consistent solutions with vanishing as well as positive brane cosmological constant exist for such potentials. We would now, however, like to point that, as long as the scalar potential $`V(\varphi )`$ is non-trivial, bulk supersymmetry is incompatible with non-zero brane cosmological constant. Indeed, this immediately follows from the bulk Killing spinor equations (which follow from the requirement that variations of the superpartner $`\lambda `$ of $`\varphi `$ and the gravitino $`\psi _M`$ vanish under the corresponding supersymmetry transformations): $`\left[\mathrm{\Gamma }^M_M\varphi \alpha W_\varphi \right]\epsilon =0,`$ (14) $`\left[𝒟_M{\displaystyle \frac{1}{2}}\beta W\mathrm{\Gamma }_M\right]\epsilon =0.`$ (15) Here $`\epsilon `$ is a Killing spinor, $`\mathrm{\Gamma }_M`$ are $`D`$-dimensional Dirac gamma matrices satisfying $$\{\mathrm{\Gamma }_M,\mathrm{\Gamma }_N\}=2G_{MN},$$ (16) and $`𝒟_M`$ is the covariant derivative $$𝒟_M_M+\frac{1}{4}\mathrm{\Gamma }_{AB}\omega _{}^{AB}{}_{M}{}^{}.$$ (17) The spin connection $`\omega _{}^{AB}{}_{M}{}^{}`$ is defined via the vielbeins $`e_{}^{A}{}_{M}{}^{}`$ in the usual way (here the capital Latin indices $`A,B,\mathrm{}=1,\mathrm{},D`$ are lowered and raised with the $`D`$-dimensional Minkowski metric $`\eta _{AB}`$ and its inverse, while the capital Latin indices $`M,N,\mathrm{}=1,\mathrm{},D`$ are lowered and raised with the $`D`$-dimensional metric $`G_{MN}`$ and its inverse). Furthermore, $$\mathrm{\Gamma }_{AB}\frac{1}{2}[\mathrm{\Gamma }_A,\mathrm{\Gamma }_B],$$ (18) where $`\mathrm{\Gamma }_A`$ are the constant Dirac gamma matrices satisfying $$\{\mathrm{\Gamma }_A,\mathrm{\Gamma }_B\}=2\eta _{AB}.$$ (19) Finally, $`W`$ is interpreted as the superpotential in this context. Next, we would like to study the above Killing spinor equations in the warped backgrounds of the form (3): $`\left[\mathrm{\Gamma }_D\varphi ^{}\alpha W_\varphi \right]\epsilon =0,`$ (20) $`\epsilon ^{}{\displaystyle \frac{1}{2}}\beta W\mathrm{\Gamma }_D\epsilon =0,`$ (21) $`\stackrel{~}{𝒟}_\mu \epsilon +{\displaystyle \frac{1}{2}}\mathrm{exp}(A)\stackrel{~}{\mathrm{\Gamma }}_\mu \left[A^{}\mathrm{\Gamma }_D\beta W\right]\epsilon =0.`$ (22) Here $`\stackrel{~}{𝒟}_\mu `$ is the $`(D1)`$-dimensional covariant derivative corresponding to the metric $`\stackrel{~}{g}_{\mu \nu }`$, $`\stackrel{~}{\mathrm{\Gamma }}_\mu `$ are the $`(D1)`$-dimensional Dirac gamma matrices satisfying $$\{\stackrel{~}{\mathrm{\Gamma }}_\mu ,\stackrel{~}{\mathrm{\Gamma }}_\nu \}=2\stackrel{~}{g}_{\mu \nu }.$$ (23) Also, note that $`\mathrm{\Gamma }_D`$, which is the $`D`$-dimensional Dirac gamma matrix $`\mathrm{\Gamma }_M`$ with $`M=D`$ (that is, the Dirac gamma matrix corresponding to the $`x^D=y`$ direction), is constant in this background. Finally, $$\alpha \eta \frac{\sqrt{D2}}{2},\beta \eta \frac{2}{(D2)^{3/2}},$$ (24) where $`\eta =\pm 1`$. From (20), (21) and (22) it is clear that we can only have Killing spinors of one helicity (w.r.t. $`\mathrm{\Gamma }_D`$), which without loss of generality can be chosen to be positive. Then $`\varphi `$ and $`A`$ must satisfy the first order (BPS) equations $`\varphi ^{}=\alpha W_\varphi ,`$ (25) $`A^{}=\beta W,`$ (26) which are compatible with the system of equations (5), (6) and (7) if and only if $`\stackrel{~}{\mathrm{\Lambda }}=0`$, and the scalar potential is given by $$V=W_\varphi ^2\gamma ^2W^2,$$ (27) where $$\gamma \frac{2\sqrt{D1}}{D2}.$$ (28) Thus, bulk supersymmetry (note that the domain wall solution preserves $`1/2`$ of the supersymmetries corresponding to the minima of $`V`$) is preserved if and only if the brane cosmological constant vanishes. Note that the key difference between this setup and the Dvali-Gabadadze-Porrati model (where all bulk supersymmetries are preserved by solutions with any non-negative $`\stackrel{~}{\mathrm{\Lambda }}`$ ) is that in the present context $`\varphi ^{}`$ is not identically zero. In fact, if we take the identically vanishing potential $`V0`$, then we will have solutions with $`\varphi =\mathrm{const}.`$, which have the same properties as those in the Dvali-Gabadadze-Porrati model. We therefore conclude that, even if brane supersymmetry is broken in the above setup, bulk supersymmetry, which remains unbroken as the volume of the transverse dimension is infinite, ensures that the brane cosmological constant still vanishes in the model defined in (1). This, in particular, implies that even with broken brane supersymmetry the brane tension must for consistency remain zero. There seems to be more than one way for achieving this, but we will mention only one. Assume that there is a $`(D2)`$-form antisymmetric gauge field localized on the brane. Its field strength, which is a $`(D1)`$-form, can then acquire a non-zero expectation value without breaking Poincaré invariance on the brane. In fact with the appropriate sign for its kinetic term, it can cancel other contributions to the brane tension such as those due to quantum loops involving the fields localized on the brane. (Note that this does no longer appear to be the usual fine-tuning of the cosmological constant in, say, four dimensions as the brane cosmological constant as well as the brane tension are now forced to vanish due to bulk supersymmetry.) Next, let us assume that the latter contributions to the brane tension add up to a positive number. Then the kinetic term for the three-form potential would have to have a ghost-like sign instead of the usual one. This, however, is not a problem as the three-form has no propagating degrees of freedom. Nonetheless, adding such a three-form might appear a bit ad hoc. However, here we can adapt the idea of (there it was intended to generate negative contributions to the five-dimensional bulk cosmological constant using the four-form gauge field with a ghost-like kinetic term) that such a three-form field is dual to an auxiliary scalar component of an $`𝒩=1`$ chiral superfield in four dimensions (here we are assuming a brane world scenario with a 3-brane embedded in a 5-dimensional bulk). Such a dualization was explicitly shown to be possible in the context of $`𝒩=1`$ supergravity in flat $`3+1`$ dimensions in , and leads to the three-form supergravity where the kinetic term for the three-form has precisely the aforementioned ghost-like sign. Thus, in this context, perhaps somewhat ironically, quantum corrections to the brane tension would be canceled by the dual of (a component of) an auxiliary $`F`$-field. We would like to end our discussion here with some remarks. In particular, we would like to address the question of how the mechanism for vanishing of the brane cosmological constant described above could possibly fail. One possibility is that the above discussion does not at all imply that the brane cosmological constant vanishes even if brane supersymmetry is broken but rather that brane supersymmetry can never be broken in such a scenario<sup>§</sup><sup>§</sup>§This possibility was originally pointed out to me by Gia Dvali and Gregory Gabadadze in a somewhat different context.. It is difficult to argue for or against this possibility at least for the following reason. Suppose on the brane we have a four-dimensional low energy effective field theory which is classically $`𝒩=1`$ supersymmetric but quantum mechanically (non-perturbatively) breaks supersymmetry. In this case the above mechanism would seem to imply that the brane cosmological constant would have to vanish. However, one could ask whether such a brane world model can be consistently constructed (with all possible anomalies canceled and all that) within the context of, say, supergravity or string theory (including an explicit self-consistent realization of the brane itself)Here we would like to emphasize that bulk supersymmetry does not a priori imply that brane must be supersymmetric as the volume of the extra dimension is infinite .. At present it is unclear what the answer to this question should be. Another possibility is related to one of the observations of that if we have warped backgrounds with $`A\mathrm{}`$, then one must be cautious about higher derivative terms in the bulk action. Had we considered singular compactifications where the bulk curvature diverges on the side where we assumed AdS minimum, then higher derivative terms might indeed have made unclear what is happening with the warp factor . However, in this case we have constant curvature at $`y\mathrm{}`$, so as long as $`\|V(\varphi _{})\|M_{}^2`$, where $`M_{}`$ is the cut-off scale for higher derivative terms in the bulk action, then contributions of such terms as far as the domain wall solution is concerned appear to be under control . However, as was also pointed out in , higher curvature terms in such warped compactifications lead to delocalization of gravity. In the above context delocalization of gravity does not a priori appear to be a pressing issue as bulk gravity is not localized to begin with. However, inclusion of higher derivative terms of, say, the form $$\zeta d^Dx\sqrt{G}R^k$$ (29) into the bulk action would produce terms of the form $$\zeta d^{D1}x𝑑y\mathrm{exp}[(D12k)A]\sqrt{\stackrel{~}{g}}\stackrel{~}{R}^k.$$ (30) Assuming that $`A`$ goes to $`\mathrm{}`$ at $`y\mathrm{}`$, for large enough $`k`$ the factor $`\mathrm{exp}[(D12k)A]`$ diverges too fast so that at the end of the day there might no longer be any plane-wave normalizable bulk modes. Such a background, at least naively, could be suspected to be either somewhat inconsistent, or inadequate for solving the cosmological constant problem with bulk supersymmetry. Indeed, for such backgrounds it is not clear what bulk supersymmetry means and how it can possibly protect brane cosmological constant - after all, the entire idea of using bulk supersymmetry in this context is based on the observation that the theory becomes $`D`$-dimensional in the infra-red, and if there are no normalizable bulk modes, then the extra dimension effectively seems to actually disappear. A possible way around this difficulty might be that all the higher curvature terms should come in “topological” combinations (corresponding to Euler invariants such as the Gauss-Bonnet term ) so that their presence does not modify the $`(D1)`$-dimensional propagator for the bulk graviton modes. That is, even though such terms are multiplied by diverging powers of the warp factor, they are still harmless. One could attempt to justify the fact that higher curvature bulk terms must arise only in such combinations by the fact that otherwise the bulk theory would be inconsistent to begin with due to the presence of ghosts. However, it is not completely obvious whether it is necessary to have only such combinations to preserve unitarity. Thus, in a non-local theory such as string theory unitarity might be preserved, even though at each higher derivative order there are non-unitary terms, due to a non-trivial cancellation between an infinite tower of such terms. The third possibility is more prosaic. A priori there is no guarantee that potentials of the aforementioned type, where one has one AdS and one Minkowski vacua, are compatible with supersymmetry in a given dimension $`D`$. Thus, various attempts to construct smooth supersymmetric domain walls interpolating between two AdS vacua in the context of, say, $`D=5`$ $`𝒩=2`$ gauged supergravity have not been successful so far (see, e.g., Note, however, that such domain walls have been constructed within the framework of $`D=4`$ $`𝒩=1`$ supergravity - see for a review.). In fact, as was argued in , on general grounds potentials with more then one AdS minima are not expected to exist in $`D=5`$ $`𝒩=2`$ gauged supergravity<sup>\</sup><sup>\</sup>\**For a recent analysis of general $`D=5`$ $`𝒩=2`$ gauged supergravity models, see .. One argument leading to such a conclusion is based on the observation that to have two adjacent AdS vacua, the superpotential $`W`$ must change sign between the corresponding values of the scalar $`\varphi `$. According to this, however, is inconsistent with supersymmetry. Note that in the case of one AdS and one Minkowski vacua the superpotential does not change sign. An example of such a superpotential is $$W=\xi \left[v^2\varphi \frac{1}{3}\varphi ^3\frac{2}{3}v^3\right],$$ (31) where we will assume that $`\|v\|1`$. Then the condition $`\|V(\varphi _{})\|V(\varphi _{})`$ is satisfied, where $`\varphi _\pm =\pm v`$. The domain wall solution in this case is given by $`\varphi (y)=v\mathrm{tanh}(\alpha \xi v(yy_1)),`$ (32) $`A(y)={\displaystyle \frac{2\beta }{3\alpha }}v^2\left[\mathrm{ln}(\mathrm{cosh}(\alpha \xi v(yy_1))){\displaystyle \frac{1}{4}}{\displaystyle \frac{1}{\mathrm{cosh}^2(\alpha \xi v(yy_1))}}\right]{\displaystyle \frac{2\beta }{3}}\xi v^3(yy_1)+C,`$ (33) where $`y_1`$ and $`C`$ are integration constants. Thus, at least the argument of does not obviously rule out such potentials. Here we would like to point out that even the requirement of having local minima can in principle be relaxed (which might be useful as far as embedding such a scenario in supergravity). Thus, one can consider potentials with, say, no minima at all, but such that they asymptotically approach AdS and Minkowski vacua in a runaway fashion. Thus, consider the superpotential $$W=\xi \left[1\mathrm{tanh}(a\varphi )\right].$$ (34) Note that the corresponding scalar potential has no local minima, but has one maximum. Moreover, at $`\varphi \mathrm{}`$ $`V`$ approaches an AdS vacuum with $`V(\mathrm{})=4\gamma ^2\xi ^2`$, whereas at $`\varphi +\mathrm{}`$ $`V`$ approaches the Minkowski vacuum (for definiteness we are assuming $`a>0`$). The condition $`\|V(\varphi _{})\|V(\varphi _{})`$ is satisfied provided that $`a\gamma `$. The domain wall solution in this case is given by $`\mathrm{sinh}(2a\varphi )+2a\varphi =4\xi \alpha a^2(yy_1),`$ (35) $`A=C+{\displaystyle \frac{\beta }{4\alpha a^2}}\left[\mathrm{exp}(2a\varphi )2a\varphi \right].`$ (36) It is not clear whether such potentials can arise in, say, $`D=5`$ $`𝒩=2`$ supergravity, but this question is beyond the scope of this paper. An interesting feature of runaway type of potentials is that $`A`$ no longer goes to a constant on the Minkowski side of in the corresponding domain wall solutions but increases logarithmically. One of the implications of this fact is that the bulk graviton zero mode is no longer plane-wave normalizable, albeit the massive bulk modes are . The absence of a normalizable bulk zero mode might affect the way gravity is modified at large distances. In particular, it is not completely obvious whether the crossover scale between the $`(D1)`$\- and $`D`$-dimensional laws of gravity is still given by $`L`$. It would be interesting to understand whether this could relax the phenomenological upper bound on the five-dimensional Planck scale $`M_P`$ which in the presence of a normalizable bulk zero mode was argued in to be $`\mathrm{GeV}`$ or so. These and other issues will be discussed in more detail in . I would like to thank Gregory Gabadadze for an extremely valuable discussion. This work was supported in part by the National Science Foundation. I would also like to thank Albert and Ribena Yu for financial support.
warning/0006/hep-ex0006031.html	ar5iv	text	# Status Report on the double-𝛽 decay experiment NEMO-3 ## 1 Introduction Several strong indications in favor of neutrino masses and mixing have been observed in atmospheric and solar neutrinos. However, direct detection of neutrino masses has not been measured. The most stringent upper limit obtained by tritium beta decay is $`m_\nu <2.8`$ eV (95% C.L.) . Another fundamental question of neutrino physics is the nature of massive neutrinos. Are massive neutrinos Dirac particles or neutral Majorana particles having all lepton numbers equal to zero? The neutrinoless double beta decay $`\beta \beta (0\nu )`$ which is a process beyond the electroweak Standard Model, is the only way to prove the existence of Majorana neutrinos. In some phenomenologically viable neutrino scenarios, the effective Majorana neutrino mass $`m_\nu `$ can be 0.1 eV (in a three-neutrino scenario with two mass-degenerate neutrinos) or even as large as 1 eV (in a four-neutrino scenario which accomodates all the oscillation measurements) . To date, the most stringent limit on the $`\beta \beta (0\nu )`$ half-life is obtained in the <sup>76</sup>Ge Heidelberg-Moscow experiment : $$T_{1/2}^{0\nu }>\mathrm{1.6\hspace{0.33em}10}^{25}\text{ yr (90\% C.L.)}$$ (1) From this limit, an upper limit on $`m_\nu `$ can be inferred with the relation: $$(T_{1/2}^{0\nu })^1=\left(\frac{m_\nu }{m_e}\right)^2\times \|M_{0\nu }\|^2\times F_{0\nu }$$ (2) where $`M_{0\nu }`$ is the nuclear matrix element of the relevant isotope and $`F_{0\nu }`$ is the phase-space factor. Calculations of $`M_{0\nu }`$ have unfortunately large theoretical uncertainties. Depending on the calculation of $`M_{0\nu }`$, one obtains limits on $`m_\nu `$ ranging from 0.4 eV to 1 eV . The limit $`m_\nu <`$ 1 eV is obtained by using calculations performed in the framework of the Shell Model . $`F_{0\nu }`$ is analytically calculable and is proportional to $`Q_{\beta \beta }^5`$ ($`Q_{\beta \beta }=2040keV`$ for <sup>76</sup>Ge) . Therefor to improve the sensitivity of a double-$`\beta `$ decay experiment, an isotope with a larger $`Q_{\beta \beta }`$ seems to be preferable in order to get a larger $`F_{0\nu }`$, but also to reduce the background in the search for a $`\beta \beta 0\nu `$ signal. The aim of the NEMO-3 detector, which will operate in the Fréjus Underground Laboratory, referred to as the Laboratoire Souterrain de Modane (LSM), is to search for $`\beta \beta (0\nu )`$ with various isotopes with large Q<sub>ββ</sub> values. The detector is able to accomodate at least 10 kg of double beta decay isotopes. Much attention has been focused on <sup>100</sup>Mo ($`Q_{\beta \beta }`$ = 3034 keV), <sup>82</sup>Se ($`Q_{\beta \beta }`$ = 2995 keV) and <sup>116</sup>Cd ($`Q_{\beta \beta }`$ = 2802 keV). ## 2 The NEMO-3 detector The NEMO-3 experiment is based on the direct detection of the two electrons by a tracking device and on the measurement of their energies by a calorimeter. The NEMO-3 detector, as shown in the Figure 1, is similar in function to the earlier prototype NEMO-2 . The detector is cylindrical in design and divided into 20 equals sectors. Thin ($`50\mu m`$) source foils are fixed vertically between two concentric cylindrical tracking volumes composed of open octagonal drift cells, 270 cm long, operating in Geiger mode. In order to minimize multiple scattering effects, the tracking volume is filled with a mixture of helium gas and 4% ethyl alcohol. The wire chamber provides three-dimensional tracking. The tracking volume is covered with calorimeters made of large blocks of plastic scintillators coupled to very low radioactivity 3” and 5” PMTs. The finished detector contains 6180 drift-Geiger cells and 1940 scintillators. A solenoid surrounding the detector produces a magnetic field of 30 Gauss in order to recognize ($`e^+e^{}`$) pair production events in the source foils. An external shield, in the form of 20 cm thick low radioactivity iron, covers the detector to reduce $`\gamma `$-rays and thermal neutron fluxes. Outside of this shield, an additional shield is added to thermalize fast neutrons. ## 3 Current Status of Construction The construction of the 20 sectors of the NEMO-3 detector has been completed. Currently, 12 sectors are in the Underground Laboratory and 6 of them are equipped with their source foils and mounted on the detector frame. The detector will be completed by the end of the year 2000. The energy resolution of each scintillator block has been measured with a 1 MeV electron spectrometer during the construction of the calorimeter. The energy resolution is $`\sigma (E)/E=5.6\%`$ at 1 MeV which is lower than the energy resolution of 7% at 1 MeV specified in the detector’s proposal. The double-$`\beta `$ decay isotopes which are being mounted in the detector are the following: 7 kg of <sup>100</sup>Mo (corresponding to 12 sectors), 1 kg of <sup>82</sup>Se (2.3 sectors), 0.6 kg of <sup>116</sup>Cd (1 sector), 0.7 kg of <sup>130</sup>Te (1.8 sectors), 50 g of <sup>150</sup>Nd, 16 g of <sup>96</sup>Zr and 8 g of <sup>48</sup>Ca. Also, 2.7 sectors are devoted to external background measurements: 1 sector is equipped with an ultra-pure copper foil and 1.7 sectors with 0.9 kg of <sup>nat</sup>TeO<sub>2</sub>. To date, <sup>82</sup>Se, <sup>116</sup>Cd, <sup>nat</sup>TeO<sub>2</sub> and the copper foils are mounted. The choice of Cu and <sup>nat</sup>TeO<sub>2</sub> is explained below. We are now starting to mount the <sup>100</sup>Mo sources. Three sectors installed on the detector frame have been succesfully running since the end of April 2000 (without a magnetic field and an external shield). The NEMO collaboration has decided to start operating with these 3 sectors in order to test the tracking and calorimeter parts of the detector. The wire chamber and the PMTs coupled to the scintillators are running well and only 0.3% of Geiger cells are out-of-order. Geiger $`\beta `$ tracks obtained with these 3 sectors and with the finalized NEMO-3 trigger and acquisition system, are shown in Figure 2 and 3. ## 4 Expected background There are three origins of expected background which can occur in this search for a $`\beta \beta 0\nu `$ signal around 3 MeV. The first background comes from the beta decays of <sup>214</sup>Bi (Q$`{}_{\beta }{}^{}=`$ 3.2 MeV) and <sup>208</sup>Tl (Q$`{}_{\beta }{}^{}=`$ 5.0 MeV) which are present in the source, from the Uranium and Thorium decay chains. They can mimic $`\beta \beta `$ events by $`\beta `$ emission followed by M$`\ddot{o}`$ller effect or by a $`\beta \gamma `$ cascade followed by a Compton interaction. Thus, the experiment requires ultra-pure enriched $`\beta \beta `$ isotopes. A second origin of $`\beta \beta 0\nu `$ background is due to high energy gamma rays ($`>`$ 2.6 MeV) interacting with the source foil. Their origin is from neutron captures occuring inside the detector. The interactions of these gammas in the foil can lead to 2 electrons by $`e^+e^{}`$ pair creation, double Compton scattering or Compton followed by M$`\ddot{o}`$ller scattering. Finally, given the energy resolution, the ultimate background is the tail of the $`\beta \beta 2\nu `$ decay distribution. It defines the half-life limits to which the $`\beta \beta 0\nu `$ can be studied. ### 4.1 Radiopurity of the sources in <sup>214</sup>Bi and <sup>208</sup>Tl #### 4.1.1 <sup>100</sup>Mo source Maximum levels of <sup>214</sup>Bi and <sup>208</sup>Tl contamination in the source have been calculated to insure that $`\beta \beta 2\nu `$ is the limiting background. These limits are <sup>214</sup>Bi $`<`$ 0.3 mBq/kg and <sup>208</sup>Tl $`<`$ 0.02 mBq/kg. These activities in <sup>214</sup>Bi and <sup>208</sup>Tl correspond to a level of $`\mathrm{2\hspace{0.33em}10}^{11}`$ g/g in <sup>238</sup>U and $`10^{11}`$ g/g in <sup>232</sup>Th respectively when we assume the natural radioactive families of <sup>238</sup>U and <sup>232</sup>Th are in equilibrium. To reach these specifications, two methods have been developed to purify the enriched Molybdenum isotope. The first method developed by ITEP (Moscow, Russia), is a purification by local melting of solid Mo with an electron beam and drawing a monocrystal from the liquid portion. One gets an ultra-pure <sup>100</sup>Mo monocrystal. The crystal is then rolled into a metallic foil for use in the detector. Much attention has been focused on this rolling process. To date 0.5 kg of foil has been produced and no contaminant activity have been measured with HP-Ge in the LSM. The second purification method is a chemical process done at INEEL (Idaho, USA) which leaves the Mo in a powder form that is then used to produce foils with a binding paste and mylar strips which have been etched with an ion beam and a chemical process. To date 3 kg of <sup>100</sup>Mo have been purified and 2 kg more are being processed and will be ready towards the end of September 2000. No activity has been observed in the purified <sup>100</sup>Mo after 1 month of HP-Ge measurements in the LSM and the most stringent limits obtained for radiopurities are <sup>214</sup>Bi $`<`$ 0.2 mBq/kg and <sup>208</sup>Tl $`<`$ 0.05 mBq/kg. The radiopurity in <sup>214</sup>Bi is already better than the design specifications. The task of measuring the required limits for <sup>208</sup>Tl is beyond the practical measuring limits of the HP-Ge detectors in the LSM. However, the chemical extraction factors defined as the ratio of contamination before and after purification were measured with a <sup>nat</sup>Mo sample. Applying the <sup>208</sup>Tl extraction factor to the <sup>208</sup>Tl activity measured in the <sup>100</sup>Mo before purification, one obtains after purification an expected level in <sup>208</sup>Tl of 0.01 mBq/kg which is again lower than the design specifications. #### 4.1.2 <sup>82</sup>Se source Some low activities in <sup>214</sup>Bi and <sup>208</sup>Tl have been measured in the 1 kg <sup>82</sup>Se source foils with HP-Ge studies. The activities are 1.2 $`\pm `$ 0.5 mBq/kg in <sup>214</sup>Bi and 0.4 $`\pm `$ 0.1 mBq/kg in <sup>208</sup>Tl. This corresponds to an expected background of 0.2 events/yr/kg from <sup>214</sup>Bi and 1 event/yr/kg from <sup>208</sup>Tl. The same contamination had been measured with <sup>82</sup>Se foils used in the NEMO-2 prototype and contaminants were found to be concentrated in small “hot-spots” and rejected in the analysis thanks to the tracking device . We believe that the contamination in these <sup>82</sup>Se foils is identical and will be suppressed by software analysis. ### 4.2 External background from neutrons and $`\gamma `$-rays The effect of neutrons and $`\gamma `$-rays on the background in the $`\beta \beta 0\nu `$ energy region was studied for 10,700 hours of live time with the NEMO-2 prototype . Various shields and measuremements with a neutron source were used to identify the different components. This study has shown that there is no contribution from thermal neutrons which are stopped in a few centimeters of the iron shielding but that the dominating background is due to fast neutrons ($`>`$ 1 MeV) from the laboratory. Fast neutrons going through the iron shielding, are thermalized in the plastic scintillators and then captured in copper, iron or hydrogen inside the detector. To compare the data and Monte Carlo calculations, a study required the development of an interface between GEANT/MICAP and a new library for $`\gamma `$-ray emission after capture or inelastic scattering of neutrons. Good agreement was obtained between the experiments and simulations. It was demonstrated with the neutron simulations for NEMO-3 that an appropriate neutron shield (like paraffin) and a 30 Gauss magnetic shield will make the neutron background negligible . ### 4.3 Radiopurity of the detector Additionally, the components of the detector have to be ultra-pure in <sup>214</sup>Bi, <sup>208</sup>Tl and <sup>40</sup>K to have a low background in the $`\beta \beta 2\nu `$ energy spectrum. This is required to not only measure the $`\beta \beta 2\nu `$ period with high accuracy but also to see any distortions in the $`\beta \beta 2\nu `$ spectrum due to Majoron emission. Finally, the high radiopurity is required so that we can measure the $`e\gamma `$ and $`e\gamma \gamma `$ events which identify the Tl activity in the source. The activities of all materials used in the detector were measured with HP-Ge detectors in the LSM or at the CENBG laboratory in Bordeaux (France). This exhausting examination of samples, corresponding to about 1000 measurements, reasulted in the rejection of numerous glues, plastics, and metals. Activities in <sup>214</sup>Bi, <sup>208</sup>Tl and <sup>40</sup>K, of the main components of the detector are listed in Table 1. As expected, the radioactive contamination in the detector is dominated by the low radioactivity glass in the PMTs. The activity of these PMTs are three orders of magnitude below standard PMT levels. With a total activity of 300 Bq for <sup>214</sup>Bi and 18 Bq for <sup>208</sup>Tl in the 600 kg of PMTs, the expected signal-to-background ratio ($`S/B`$) in the integrated $`\beta \beta 2\nu `$ energy spectrum is $`S/B400`$ from <sup>214</sup>Bi and $`S/B900`$ from <sup>208</sup>Tl with 7 kg of <sup>100</sup>Mo (T$`{}_{1/2}{}^{}(\beta \beta 2\nu )=\mathrm{0.95\hspace{0.33em}10}^{19}`$y). This ratio becomes about 10 times smaller with <sup>82</sup>Se since its $`\beta \beta 2\nu `$ half-life is about 10 times larger (T$`{}_{1/2}{}^{}(\beta \beta 2\nu )=\mathrm{0.8\hspace{0.33em}10}^{20}`$y). Activities of all other components are under our measurement sensitivity and negligeable compare to the PMTs. ### 4.4 <sup>nat</sup>TeO<sub>2</sub> and Copper foils to measure external background Foils of <sup>nat</sup>TeO<sub>2</sub> inserted into the NEMO-3 detector allow one to measure the external background for <sup>100</sup>Mo. The effective $`Z`$ of these foils is nearly the same as that of molybdenum foils. This is useful because the external $`\gamma `$-ray background can give rise to pair production, double Compton scattering, or Compton-M$`\ddot{o}`$ller which are all proportional to $`Z^2`$. Thus, the background for <sup>100</sup>Mo and <sup>nat</sup>TeO<sub>2</sub> foils should give rise to similar event rates. However, <sup>nat</sup>TeO<sub>2</sub>, which is 34.5% <sup>130</sup>TeO<sub>2</sub>, produces no $`\beta \beta `$ pairs in the energy region above the $`Q_{\beta \beta }`$-value of <sup>130</sup>TeO<sub>2</sub> (2.53 MeV), so a background subtraction is possible for <sup>100</sup>Mo foils given the spectrum of <sup>nat</sup>TeO<sub>2</sub>. The copper foils provide a similar study for a smaller value of $`Z`$. ### 4.5 Number of background events in the $`\beta \beta 0\nu `$ energy region The expected numbers of background events, in the energy range 2.8 to 3.2 MeV around the $`\beta \beta 0\nu `$ signal peak are summarized in Table 2 for <sup>100</sup>Mo and <sup>82</sup>Se. ## 5 Expected sensitivity of NEMO-3 The sensitivity that the NEMO-3 detector will reached after 5 years of data collection, has been calculated with 7 kg of <sup>100</sup>Mo and 1 kg of <sup>82</sup>Se. After 5 years, in the energy window 2.8 to 3.2 MeV, a total of 6 background events are expected with 7 kg of <sup>100</sup>Mo and no background events are expected with 1 kg of <sup>82</sup>Se. The $`\beta \beta 0\nu `$ detection efficiency in the same energy window, 2.8 to 3.2 MeV, is $`ϵ(\beta \beta 0\nu )=14\%`$. The expected sensitivities are summarized in Table 3.
warning/0006/math0006210.html	ar5iv	text	# The Higher Spin Dirac Operators on 3-Dimensional Manifolds ## 1 Introduction In this paper, we study the higher spin Dirac operator, which is a generalization of the Dirac operator as follows (see , , and ). Let $`M`$ be a $`n`$-dimensional spin manifold and $`\mathrm{𝐒𝐩𝐢𝐧}(M)`$ be the principal spin bundle on $`M`$. The irreducible unitary representation $`(\rho ,V_\rho )`$ of the structure group $`Spin(n)`$ induces the associated (irreducible) bundle $`𝐒_\rho (M)`$, $$𝐒_\rho (M):=\mathrm{𝐒𝐩𝐢𝐧}(M)\times _\rho V_\rho .$$ (1.1) For each bundle, we have the covariant derivative $``$ associated to the Levi-Civita connection or the spin connection, $$:\mathrm{\Gamma }(𝐒_\rho (M))\mathrm{\Gamma }(𝐒_\rho (M)T^{}(M)).$$ (1.2) Here, the cotangent bundle $`T^{}(M)`$ is the bundle corresponding to the adjoint representation $`(\mathrm{Ad},𝐑^n)`$ of $`Spin(n)`$. So we decompose the tensor bundle $`𝐒_\rho (M)T^{}(M)`$ into irreducible bundles with respect to $`Spin(n)`$. Let $`\pi _{\rho ,\nu }`$ be the orthogonal projection to the irreducible bundle $`𝐒_\nu (M)`$ from $`𝐒_\rho (M)T^{}(M)_\nu 𝐒_\nu (M)`$. Then we define the higher spin Dirac operator $`D_{\rho ,\nu }`$ to be the composed mapping $`\pi _{\rho ,\nu }`$, $$D_{\rho ,\nu }:\mathrm{\Gamma }(𝐒_\rho (M))\stackrel{}{}\mathrm{\Gamma }(𝐒_\rho (M)T^{}(M))\stackrel{\pi _{\rho ,\nu }}{}\mathrm{\Gamma }(𝐒_\nu (M)).$$ (1.3) In fact, the Dirac operator is given in this way. To construct the Dirac operator, we take the spinor representation $`(\mathrm{\Delta },V_\mathrm{\Delta })`$ and the associated bundle $`𝐒_\mathrm{\Delta }(M)`$. Then the tensor bundle $`𝐒_\mathrm{\Delta }(M)T^{}(M)`$ decomposes into the direct sum of only two irreducible bundles, $`𝐒_\mathrm{\Delta }(M)`$ and $`𝐒_T(M)`$. Then the differential operator $`D:=D_{\mathrm{\Delta },\mathrm{\Delta }}`$ is the Dirac operator and $`D_{\mathrm{\Delta },T}`$ is the twistor operator (see and ). On the other hand, we know another definition of the Dirac operator by using the Clifford algebra, that is, $$D=\underset{i}{}e_i_{e_i}.$$ (1.4) From the relations $$e_ie_j+e_je_i=2\delta _{ij},$$ (1.5) we show that the Dirac operator satisfies the Bochner type identity $$D^2=^{}+\frac{1}{4}\kappa ,$$ (1.6) where $`\kappa `$ is the scalar curvature of $`M`$. The aim of this paper is to give the Bochner type identities for the higher spin Dirac operators on $`3`$-dimensional spin manifolds. As mentioned above, the relations (1.5) is necessary to give the Bochner type identity for the Dirac operator. But the Clifford action does not exist on the representation spaces of $`Spin(n)`$ in general. So we consider linear mappings among the representation spaces, which are called the Clifford homomorphisms. For a $`3`$-dimensional spin manifold $`M`$, the structure group of $`\mathrm{𝐒𝐩𝐢𝐧}(M)`$ is $`Spin(3)=SU(2)`$. Then we use the Clebsch-Gordan formula to define the Clifford homomorphisms. By using the Clifford homomorphisms, we obtain local formulas of the higher spin Dirac operators such as (1.4) and the Bochner type identities for them. Furthermore, the identities lead us to give lower bound estimations for the first eigenvalues of these operators. In section 2, we explain the Clebsch-Gordan formula for the Lie group $`SU(2)`$. In section 3, we define the Clifford homomorphisms on the representation spaces and obtain some relations among these homomorphisms including the usual Clifford relations (1.5). In section 4, we have formulas of the higher spin Dirac operators by using the Clifford homomorphisms and investigate the properties of these operators (ellipticity, the Bochner type identities, and so on.). The interest thing is that we obtain two Laplace type operators for each associated bundle. In section 5, we have the lower bound estimations for the first eigenvalue of the Laplace type operators. This estimation is a generalization of the one for the Dirac operator given in or the Laplace-Beltrami operator in and . In the section 6, we consider the case of the $`3`$-dimensional manifold of the constant curvature and show that some operators commute. In the last section, as an example, we calculate all the eigenvalues of the higher spin Dirac operators on the symmetric space $`S^3`$. ## 2 The Clebsch-Gordan formula In this section we shall explain the representations of $`SU(2)`$ and the Clebsch-Gordan formula. Let $`V_m`$ be the $`(m+1)`$-dimensional complex vector space of polynomials of degree $`m`$ in $`z_m`$. The inner product on $`V_m`$ is set by $$(v_m^k,v_m^l)=\delta _{kl},$$ (2.1) where $$v_m^k:=\frac{z_m^k}{\sqrt{k!(mk)!}}.$$ (2.2) We define a representation $`\rho _m`$ on $`V_m`$ by $`\rho _m(h)z_m^k=(bz_m+d)^{mk}(az_m+c)^k`$ for $`h=\left(\begin{array}{cc}a& b\\ c& d\end{array}\right)`$ in $`SU(2)`$. Then $`(\rho _m,V_m)`$ is a finite dimensional irreducible unitary representation of $`SU(2)`$ called the spin-$`\frac{m}{2}`$ representation and all such representations are given in this way. We denote the infinitesimal representation of $`(\rho _m,V_m)`$ by the same symbol $`(\rho _m,V_m)`$. The Lie algebra $`𝔰𝔲(2)`$ of $`SU(2)`$ has the following basis, that is, the Pauli matrices: $$\sigma _1:=\left(\begin{array}{cc}i& 0\\ 0& i\end{array}\right),\sigma _2:=\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right),\sigma _3:=\left(\begin{array}{cc}0& i\\ i& 0\end{array}\right).$$ (2.3) Then we show that $`\rho _m({\displaystyle \frac{\sigma _1}{2}})z_m^k`$ $`=i(k{\displaystyle \frac{m}{2}})z_m^k,`$ $`\rho _m({\displaystyle \frac{\sigma _2}{2}}+i{\displaystyle \frac{\sigma _3}{2}})z_m^k`$ $`=kz_m^{k1},`$ (2.4) $`\rho _m({\displaystyle \frac{\sigma _2}{2}}i{\displaystyle \frac{\sigma _3}{2}})z_m^k`$ $`=(mk)z_m^{k+1}.`$ ###### Example 2.1. The spin-$`\frac{1}{2}`$ representation $`(\rho _1,V_1)`$ is the spinor representation on $`𝐂^2`$, where we identify $`Spin(3)`$ with $`SU(2)`$. ###### Example 2.2. The spin-$`1`$ representation $`(\rho _2,V_2)`$ is the adjoint representation on $`𝔰𝔲(2)𝐂`$ of $`SU(2)`$, or the adjoint representation on $`𝐑^3𝐂`$ of $`Spin(3)`$. Here, the correspondence of the bases is given as follows: $$z_2^0\frac{\sigma _2+i\sigma _3}{2}e_2+ie_3,z_2^1\frac{i\sigma _1}{2}ie_1,z_2^2\frac{\sigma _2i\sigma _3}{2}e_2ie_3,$$ (2.5) where $`z_2^i`$ is in $`V_2`$, $`\sigma _i`$ in $`𝔰𝔲(2)`$, and $`e_i`$ in $`𝐑^3`$. Now, we consider the unitary representation $`(\rho _m\rho _n,V_mV_n)`$. Then we can decompose $`\rho _m\rho _n`$ into its irreducible components, $$\rho _m\rho _n\rho _{m+n}\rho _{m+n2}\mathrm{}\rho _{\|mn\|}.$$ (2.6) This formula is called Clebsch-Gordan formula. We need the orthogonal projection to each irreducible component from $`V_mV_n`$ in the next section. ## 3 The Clifford homomorphisms In this section we shall define the Clifford homomorphisms, which is a generalization of the Clifford action. Let $`𝐂l_3`$ be the complex Clifford algebra associated to $`𝐑^3`$ and $`\{e_i\}_{1i3}`$ be the standard basis of $`𝐑^3`$. We realize $`𝐂l_3`$ as matrix algebra $`𝐂(2)𝐂(2)`$ by the mapping $$𝐂l_3e_i(\sigma _i,\sigma _i)𝐂(2)𝐂(2).$$ (3.1) Then the Clifford action of $`e_i`$ on the spinor space $`V_1𝐂^2`$ is given by $`e_iv=\sigma _iv`$. Since we would like to generalize this Clifford action on other representation spaces, we use another definition of the Clifford action as follows: we recall the irreducible decomposition $$(\rho _1,V_1)(\rho _2,V_2)(\rho _3,V_3)(\rho _1,V_1)$$ (3.2) and the isomorphism $$(\rho _2,V_2)(ad,𝔰𝔲(2)𝐂)(ad,𝐑^3𝐂).$$ (3.3) For $`v`$ in $`V_1`$ and $`e_i`$ in $`𝐑^3`$, we project $`ve_i`$ onto $`V_1`$ along $`V_3`$ orthogonally. By calculating the Clebsch-Gordan coefficients, we show that $`\mathrm{pr}(ve_i)=\sigma _iv=e_iv`$. Now, we consider the representation space $`V_m`$. In this case, we use the irreducible decomposition $$(\rho _m,V_m)(\rho _2,V_2)(\rho _{m+2},V_{m+2})(\rho _m,V_m)(\rho _{m2},V_{m2}).$$ (3.4) For $`v`$ in $`V_m`$ and $`X`$ in $`𝐑^3`$, we decompose $`vX`$ as $$vX=(vX)^++(vX)^0+(vX)^{}.$$ (3.5) Here, $`(vX)^0`$ is in $`V_m`$ and $`(vX)^\pm `$ in $`V_{m\pm 2}`$. Thus, we have linear mappings from $`V_m`$ to $`V_m`$ or $`V_{m\pm 2}`$ for any $`X`$ in $`𝐑^3`$: $`\rho _m^0(X)v:=`$ $`{\displaystyle \frac{\sqrt{m(m+2)}}{2}}(vX)^0V_m,`$ $`\rho _m^+(X)v:=`$ $`{\displaystyle \frac{\sqrt{(m+1)(m+2)}}{\sqrt{2}}}(vX)^+V_{m+2},`$ (3.6) $`\rho _m^{}(X)v:=`$ $`{\displaystyle \frac{\sqrt{m(m+1)}}{\sqrt{2}}}(vX)^{}V_{m2},`$ where we multiply each mapping by a constant to let the calculations easier. We call these linear mappings the Clifford homomorphisms. Calculating the Clebsch-Gordan coefficients in the decomposition (3.4)by using Mathematica (see), we deduce explicit formulas of the Clifford homomorphisms. ###### Proposition 3.1. The Clifford homomorphisms associated to $`𝐑^3`$ are given as follows: for the basis $`\{z_m^k\}_{0km}`$ of $`V_m`$ and $`\{e_i\}_{1i3}`$ in $`𝐑^3`$, 1. $`\rho _m^0():V_mV_m`$, $`\rho _m^0({\displaystyle \frac{e_1}{2}})z_m^k`$ $`=i(k{\displaystyle \frac{m}{2}})z_m^k,`$ $`\rho _m^0({\displaystyle \frac{e_2}{2}}+i{\displaystyle \frac{e_3}{2}})z_m^k`$ $`=kz_m^{k1},`$ (3.7) $`\rho _m^0({\displaystyle \frac{e_2}{2}}i{\displaystyle \frac{e_3}{2}})z_m^k`$ $`=(mk)z_m^{k+1}.`$ 2. $`\rho _m^+():V_mV_{m+2}`$, $`\rho _m^+({\displaystyle \frac{e_1}{2}})z_m^k`$ $`=iz_{m+2}^{k+1},`$ $`\rho _m^+({\displaystyle \frac{e_2}{2}}+i{\displaystyle \frac{e_3}{2}})z_m^k`$ $`=z_{m+2}^k,`$ (3.8) $`\rho _m^+({\displaystyle \frac{e_2}{2}}i{\displaystyle \frac{e_3}{2}})z_m^k`$ $`=z_{m+2}^{k+2}.`$ 3. $`\rho _m^{}():V_mV_{m2}`$, $`\rho _m^{}({\displaystyle \frac{e_1}{2}})z_m^k`$ $`=ik(mk)z_{m2}^{k1},`$ $`\rho _m^{}({\displaystyle \frac{e_2}{2}}+i{\displaystyle \frac{e_3}{2}})z_m^k`$ $`=k(k1)z_{m2}^{k2},`$ (3.9) $`\rho _m^{}({\displaystyle \frac{e_2}{2}}i{\displaystyle \frac{e_3}{2}})z_m^k`$ $`=(mk)(mk1)z_{m2}^k.`$ We remark that $`\rho _m^0`$ is the representation $`(\rho _m,V_m)`$ of $`𝔰𝔲(2)`$ under the isomorphism $`𝔰𝔲(2)𝐑^3`$ and $`\rho _1^0`$ is the usual Clifford action on the spinor space $`V_1`$. Now, we shall investigate some properties of the Clifford homomorphisms. ###### Lemma 3.2. For $`X`$ in $`𝐑^3𝔰𝔲(2)`$, we have $`(\rho _m^0(X))^{}`$ $`=\rho _m^0(X),`$ (3.10) $`(\rho _m^\pm (X))^{}`$ $`=\rho _{m\pm 2}^{}(X),`$ (3.11) where $`()^{}`$ is the transposed conjugate with respect to the inner product of each $`V_m`$. ###### Proof. Because $`\rho _m^0`$ is the representation of $`𝔰𝔲(2)`$, the relation (3.10) is trivial. So we shall prove that $`(\rho _m^+(X))^{}=\rho _{m+2}^{}(X)`$. We take the complexification of (3.11) and may prove $`(\rho _m^+(X+iY))^{}=\rho _{m+2}^{}(X)+i\rho _{m+2}^{}(Y)`$. For example, we have $$\begin{array}{cc}\hfill (\rho _m^+(\frac{\sigma _2}{2}i\frac{\sigma _3}{2})z_m^k,z_{m+2}^l)& =(z_{m+2}^{k+2},z_{m+2}^l)\hfill \\ & =(k+2)!(mk)!\delta _{k+2,l},\text{for any }k,l.\hfill \end{array}$$ On the other hands, $$\begin{array}{cc}\hfill (z_m^k,\rho _m^{}(\frac{\sigma _2}{2}+i\frac{\sigma _3}{2})z_{m+2}^l)& =l(l1)(z_m^k,v_m^{l2})\hfill \\ & =l(l1)k!(mk)!\delta _{k,l2}\hfill \\ & =(k+2)!(mk)!\delta _{k+2,l},\text{for any }k,l.\hfill \end{array}$$ So we have $`(\rho _m^+(\sigma _2i\sigma _3))^{}=\rho _m^{}(\sigma _2)+i\rho _m^{}(\sigma _3)`$. Similarly we can prove the other cases. ∎ ###### Lemma 3.3. For $`X`$ in $`𝐑^3𝔰𝔲(2)`$ and $`g`$ in $`SU(2)`$, we have $`\rho _m^0(gXg^1)`$ $`=\rho _m(g)\rho _m^0(X)\rho _m(g^1),`$ (3.12) $`\rho _m^\pm (gXg^1)`$ $`=\rho _{m\pm 2}(g)\rho _m^\pm (X)\rho _m(g^1).`$ (3.13) ###### Proof. The equation (3.12) is trivial. So we shall prove (3.13). For an orthonormal basis $`\{v_{m+2}^k\}`$ of $`V_{m+2}`$, we denote the corresponding one of the irreducible component $`V_{m+2}`$ in $`V_mV_2`$ by $`\{\omega _{m+2}^k\}_k`$. Since $`\rho _m^+`$ is the orthogonal projection from $`V_mV_2`$ to $`V_{m+2}`$, the homomorphism $`\rho _m^+`$ is represented as $$\rho _m^+(X)v=\underset{k}{}(vX,\omega _{m+2}^k)v_{m+2}^k,$$ (3.14) where $`(,)`$ is inner product on $`V_mV_2`$. If we use another orthonormal basis $`\{\rho _{m+2}(g)v_{m+2}^k\}_k`$, then we have $$\rho _m^+(X)v=\underset{k}{}(vX,(\rho _m\rho _2)(g)\omega _{m+2}^k)\rho _{m+2}(g)v_{m+2}^k.$$ It follows that $$\begin{array}{cc}\hfill \rho _m^+(gXg^1)v& =(vgXg^1,\omega _{m+2}^k)v_{m+2}^k\hfill \\ & =(v\rho _2(g)X,\omega _{m+2}^k)v_{m+2}^k\hfill \\ & =((\rho _m\rho _2)(g)(\rho _m(g^1)vX),\omega _{m+2}^k)v_{m+2}^k\hfill \\ & =(\rho _m(g^1)vX,(\rho _m\rho _2)(g^1)\omega _{m+2}^k)v_{m+2}^k\hfill \\ & =(\rho _m(g^1)vX,\omega _{m+2}^k)\rho _{m+2}(g)v_{m+2}^k\hfill \\ & =\rho _{m+2}(g)\rho _m^+(X)\rho _m(g^1)v.\hfill \end{array}$$ Thus we have proved the lemma. ∎ The infinitesimal version of this lemma is given as follows. ###### Lemma 3.4. For $`X,Y`$ in $`𝐑^3𝔰𝔲(2)`$ Cit holds that $`\rho _m^0([X,Y])`$ $`=[\rho _m^0(X),\rho _m^0(Y)],`$ (3.15) $`\rho _m^\pm ([X,Y])`$ $`=\rho _{m\pm 2}^0(X)\rho _m^\pm (Y)\rho _m^\pm (Y)\rho _m^0(X),`$ (3.16) where $`[,]`$ denotes the Lie bracket in $`𝔰𝔲(2)`$. Now, we know that the usual Clifford actions $`\{\sigma _i\}=\{e_i\}`$ satisfy the relations $$\sigma _i\sigma _j+\sigma _i\sigma _j=2\delta _{ij}(0i,j3).$$ (3.17) We should find what relations the Clifford homomorphisms satisfy. ###### Lemma 3.5. The Clifford homomorphisms have the following relations: for $`X`$, $`Y`$ in $`𝐑^3𝔰𝔲(2)`$, $`\rho _{m+2}^0(X)\rho _m^+(Y)\rho _m^+(X)\rho _m^0(Y)`$ $`={\displaystyle \frac{m+2}{2}}\rho _m^+([X,Y]),`$ (3.18) $`\rho _{m2}^0(X)\rho _m^{}(Y)\rho _m^{}(X)\rho _m^0(Y)`$ $`={\displaystyle \frac{m}{2}}\rho _m^{}([X,Y]),`$ (3.19) $`\rho _m^0(X)\rho _m^0(Y)+\rho _{m2}^+(X)\rho _m^{}(Y)`$ $`={\displaystyle \frac{m}{2}}\rho _m^0([X,Y])m^2(X,Y),`$ (3.20) $`\rho _m^0(X)\rho _m^0(Y)+\rho _{m+2}^{}(X)\rho _m^+(Y)`$ $`={\displaystyle \frac{m+2}{2}}\rho _m^0([X,Y])(m+2)^2(X,Y),`$ (3.21) where $`(,)`$ is the inner product on $`𝐑^3`$. ###### Proof. By direct calculations. ∎ We remark that, for $`m=1`$, the relation (3.20) is the usual Clifford relation (3.17). ## 4 The higher spin bundles and the higher spin Dirac operators Let $`M`$ be the $`3`$-dimensional oriented Riemannian manifold. Since such a manifold is automatically a spin manifold, we have a principal spin bundle $`\mathrm{𝐒𝐩𝐢𝐧}(M)`$ on $`M`$, where the structure group is $`Spin(3)=SU(2)`$. Then all the associated complex vector bundles are induced from the representations of $`SU(2)`$. For any $`m0`$, we define the spin-$`\frac{m}{2}`$ bundle $`𝐒_m`$ by $$𝐒_m=𝐒_m(M):=\mathrm{𝐒𝐩𝐢𝐧}(M)\times _{\rho _m}V_m.$$ (4.1) The inner product on $`V_m`$ induces the one on each fiber of $`𝐒_m`$ naturally, which we denote by $`,`$ on $`(𝐒_m)_x`$. For example, the spin-$`0`$ bundle $`𝐒_0`$ is the trivial rank $`1`$ bundle $`M\times 𝐂\mathrm{\Lambda }^0(M)𝐂`$, the spin-$`\frac{1}{2}`$ bundle $`𝐒_1`$ is the spinor bundle, and the spin-$`1`$ bundle $`𝐒_2`$ is $`T(M)𝐂\mathrm{\Lambda }^1(M)𝐂`$. The spinor bundle $`𝐒_1`$ is known as a bundle of modules over the Clifford bundle $`𝐂l(M)`$ and the action of $`T(M)`$ on $`𝐒_1`$ is given by $$T(M)\times 𝐒_1([p,e_i],[p,v])[p,e_iv]𝐒_1,$$ (4.2) where $`p`$ is in $`\mathrm{𝐒𝐩𝐢𝐧}(M)`$, $`e_i`$ in $`𝐑^3`$, and $`v`$ in $`V_1`$. In the same way, we define the Clifford homomorphisms of $`T(M)`$ on the higher spin bundle $`𝐒_m`$ as follows: $`T(M)\times 𝐒_m([p,e_i],[p,v])[p,\rho _m^0(e_i)v]𝐒_m,`$ (4.3) $`T(M)\times 𝐒_m([p,e_i],[p,v])[p,\rho _m^\pm (e_i)v]𝐒_{m\pm 2}.`$ (4.4) We can easily check from lemma 3.3 that these bundle homomorphisms are well-defined. Before considering the higher spin Dirac operators on $`\mathrm{\Gamma }(M,𝐒_m)`$, we recall the definition of the Dirac operator $`D`$ on $`\mathrm{\Gamma }(M,𝐒_1)`$. Let $``$ be the covariant derivative associated to the spin connection. The Dirac operator $`D`$ has the following (local) formula: $$D=\underset{i=1}{\overset{3}{}}e_i_{e_i}.$$ (4.5) On the other hand, we know another description of $`D`$ as follows: the Dirac operator $`D`$ is said to be the composed mapping $`\mathrm{pr}`$, $$\mathrm{\Gamma }(M,𝐒_1)\stackrel{}{}\mathrm{\Gamma }(M,𝐒_1T^{}(M))\mathrm{\Gamma }(M,𝐒_1T(M))\stackrel{pr}{}\mathrm{\Gamma }(M,𝐒_1),$$ (4.6) where we use $`𝐒_1T(M)𝐒_1𝐒_2𝐒_3𝐒_1`$. We generalize this composed mapping to give the higher spin Dirac operator (see , and ). Since the tensor bundle $`𝐒_m𝐒_2`$ is isomorphic to $`𝐒_{m+2}𝐒_m𝐒_{m2}`$, we have three composed mappings for each bundle: $`D_m^0:\mathrm{\Gamma }(M,𝐒_m)\stackrel{}{}\mathrm{\Gamma }(M,𝐒_mT^{}M)`$ $`\stackrel{\mathrm{pr}^0}{}\mathrm{\Gamma }(M,𝐒_m),`$ (4.7) $`D_m^\pm :\mathrm{\Gamma }(M,𝐒_m)\stackrel{}{}\mathrm{\Gamma }(M,𝐒_mT^{}M)`$ $`\stackrel{\mathrm{pr}^\pm }{}\mathrm{\Gamma }(M,𝐒_{m\pm 2}).`$ (4.8) We call these first order differential operators the higher spin Dirac operators. In , Fegan show that these operators are conformally invariant first order differential operators and all such operators are given in this way. The Clifford homomorphisms in section 3 lead us to represent the higher spin Dirac operators by local formulas such as (4.5). ###### Proposition 4.1. Let $`M`$ be the $`3`$-dimensional spin manifold, $`\{e_i\}_{1i3}`$ a local orthonormal frame of $`T(M)`$, and $``$ the covariant derivative associated to the spin connection on $`𝐒_m`$. Then we have the following conformally invariant first order differential operators: $`D_m^0`$ $`={\displaystyle \underset{1i3}{}}\rho _m^0(e_i)_{e_i}:\mathrm{\Gamma }(M,𝐒_m)\mathrm{\Gamma }(M,𝐒_m),`$ (4.9) $`D_m^\pm `$ $`={\displaystyle \underset{1i3}{}}\rho _m^\pm (e_i)_{e_i}:\mathrm{\Gamma }(M,𝐒_m)\mathrm{\Gamma }(M,𝐒_{m\pm 2}).`$ (4.10) ###### Example 4.1. Some higher spin Dirac operators are well-known differential operators. 1. $`D_0^+`$ is $`2d`$ on $`\mathrm{\Gamma }(M,𝐒_0)=\mathrm{\Gamma }(M,\mathrm{\Lambda }^0(M)𝐂)`$ 2. $`D_1^0`$ is the Dirac operator $`D`$ and $`D_1^+`$ is the twistor operator on $`\mathrm{\Gamma }(M,𝐒_1)`$. 3. $`D_2^0`$ is $`2d`$ and $`D_2^{}`$ is $`2d^{}`$ on $`\mathrm{\Gamma }(M,𝐒_2)=\mathrm{\Gamma }(M,\mathrm{\Lambda }^1(M)𝐂)`$, where $``$ is the Hodge star operator from $`\mathrm{\Lambda }^1(M)`$ to $`\mathrm{\Lambda }^2(M)`$. From the discussion in section 3, we can derive some properties of the higher spin Dirac operators. First, we discuss the adjointness of the operators. On $`\mathrm{\Gamma }(M,𝐒_m)`$, we set the inner product by $$(\varphi _1,\varphi _2):=_M\varphi _1(x),\varphi _2(x)𝑑x,$$ (4.11) where $`dx`$ denotes the volume element of $`M`$. ###### Proposition 4.2. We denote the formal adjoint of a differential operator $`A`$ by $`A^{}`$. Then we have $`(D_m^0)^{}`$ $`=D_m^0,`$ (4.12) $`(D_m^\pm )^{}`$ $`=D_{m\pm 2}^{}.`$ (4.13) In particular, $`D_m^0`$ is formally self adjoint. ###### Proof. We can easily show that the Dirac operator is formally self-adjoint (for example, see ). In the same way, we can prove (4.12) and (4.13) by using lemma 3.2,. ∎ Next, we shall discuss the commutativity among the operators. So we have to introduce some curvature homomorphisms. For vector fields $`X`$, $`Y`$, the curvature $`R_m`$ for $`𝐒_m`$ is given by $`R_m(X,Y)`$ $`=_X_Y_Y_X_{[X,Y]}\mathrm{\Gamma }(M,\mathrm{End}(𝐒_m))`$ (4.14) $`={\displaystyle \frac{1}{4}}{\displaystyle \underset{\sigma S_3}{}}\mathrm{sgn}(\sigma )R(X,Y)(e_{\sigma (1)}),e_{\sigma (2)}\rho _m^0(e_{\sigma (3)}),`$ (4.15) where $`R(,)`$ is the curvature transformation for $`T(M)`$ and $`\{e_i\}_{1i3}`$ is a local orthonormal frame on $`T(M)`$. Then we obtain the following curvature homomorphisms from $`𝐒_m`$ to $`𝐒_m`$ or $`𝐒_{m\pm 2}`$: $`R_m^0:`$ $`={\displaystyle \underset{\sigma S_3}{}}\mathrm{sgn}(\sigma )\rho _m^0(e_{\sigma (1)})R_m(e_{\sigma (2)},e_{\sigma (3)})\mathrm{\Gamma }(M,\mathrm{End}(𝐒_m)),`$ (4.16) $`R_m^\pm :`$ $`={\displaystyle \underset{\sigma S_3}{}}\mathrm{sgn}(\sigma )\rho _m^\pm (e_{\sigma (1)})R_m(e_{\sigma (2)},e_{\sigma (3)})\mathrm{\Gamma }(M,\mathrm{Hom}(𝐒_m,𝐒_{m\pm 2})).`$ (4.17) Here, we show that $`(R_m^0)^{}=R_m^0`$ and $`(R_m^\pm )^{}=R_{m\pm 2}^{}`$. In particular, $`(R_m^0)_x`$ has real eigenvalues for each $`x`$ in $`M`$. ###### Example 4.2. Let $`\mathrm{Ric}`$ be the Ricci curvature and $`\kappa `$ the scalar curvature. Then we have $$R_1^0=\frac{1}{2}\kappa ,R_2^0=4\mathrm{R}\mathrm{i}\mathrm{c},R_0^0=R_2^{}=R_0^+=0.$$ (4.18) The commutativity among the higher spin Dirac operators follows from Lemma 3.5. The important fact is that we have two Laplace type operators on $`\mathrm{\Gamma }(M,𝐒_m)`$ for each $`m1`$. ###### Theorem 4.3. Let $`^{}`$ be the connection Laplacian on $`𝐒_m`$. Then the higher spin Dirac operators satisfy the following Bochner type identities: $`D_m^0D_m^0+D_{m2}^+D_m^{}`$ $`=m^2^{}+{\displaystyle \frac{m}{2}}R_m^0,`$ (4.19) $`D_m^0D_m^0+D_{m+2}^{}D_m^+`$ $`=(m+2)^2^{}{\displaystyle \frac{m+2}{2}}R_m^0,`$ (4.20) $`D_{m+2}^0D_m^+D_m^+D_m^0`$ $`={\displaystyle \frac{m+2}{2}}R_m^+,`$ (4.21) $`D_{m2}^0D_m^{}D_m^{}D_m^0`$ $`={\displaystyle \frac{m}{2}}R_m^{},`$ (4.22) ###### Proof. We shall prove (4.19). We fix $`x`$ in $`M`$ and choose an orthonormal frame $`\{e_i\}`$ in a neighborhood of $`x`$ such that $`(_{e_i}e_j)_x=0`$ for all $`i,j`$. Hence, we have $`(_{e_i}\rho _m^0(e_j))_x=0`$ for all $`i,j`$. Then it holds from Lemma 3.5 that $$\begin{array}{cc}\hfill D_m^0D_m^0& +D_{m2}^+D_m^{}\hfill \\ & =\underset{i,j}{}\left(\rho _m^0(e_i)_{e_i}\rho _m^0(e_j)_{e_j}+\rho _{m2}^+(e_i)_{e_i}\rho _m^{}(e_j)_{e_j}\right)\hfill \\ & =\underset{i}{}\left(\rho _m^0(e_i)\rho _m^0(e_i)+\rho _{m2}^+(e_i)\rho _m^{}(e_i)\right)_{e_i}_{e_i}\hfill \\ & \underset{ij}{}\left(\rho _m^0(e_i)\rho _m^0(e_j)+\rho _{m2}^+(e_i)\rho _m^{}(e_j)\right)_{e_i}_{e_j}\hfill \\ & =m^2\underset{i}{}_{e_i}_{e_i}+\frac{m}{2}\underset{i<j}{}\rho _m^0(e_ie_je_je_i)(_{e_i}_{e_j}_{e_j}_{e_i})\hfill \\ & =m^2^{}+\frac{m}{2}R_m^0.\hfill \end{array}$$ ###### Example 4.3. 1. (the case of $`m=0`$) The relation (4.20) means $`d^{}d=^{}`$ and the relation (4.21) does $`dd=0`$. 2. (the case of $`m=1`$) The relation (4.19) means $$D^2=^{}+\frac{1}{4}\kappa .$$ (4.23) 3. (the case of $`m=2`$) The relation (4.19) means $$d^{}d+dd^{}=^{}+\mathrm{Ric}.$$ (4.24) and (4.22) does $`dd=0`$. Now, we denote the Laplace type operators in (4.19) and (4.20) by $`\mathrm{\Delta }_m:`$ $`=D_m^0D_m^0+D_{m2}^+D_m^{},`$ (4.25) $`\stackrel{~}{\mathrm{\Delta }}_m:`$ $`=D_m^0D_m^0+D_{m+2}^{}D_m^+.`$ (4.26) If $`M`$ is compact, these Laplace type operators are non-negative operators and satisfy that $$\mathrm{ker}\mathrm{\Delta }_m=\mathrm{ker}D_m^0\mathrm{ker}D_m^{},$$ (4.27) $$\mathrm{ker}\stackrel{~}{\mathrm{\Delta }}_m=\mathrm{ker}D_m^0\mathrm{ker}D_m^+,$$ (4.28) $$\mathrm{ker}=\mathrm{ker}\mathrm{\Delta }_m\mathrm{ker}\stackrel{~}{\mathrm{\Delta }}_m=\mathrm{ker}D_m^0\mathrm{ker}D_m^{}\mathrm{ker}D_m^+.$$ (4.29) The following corollary is the key to give lower bounds for the first eigenvalues of $`\mathrm{\Delta }_m`$ and $`\stackrel{~}{\mathrm{\Delta }}_m`$. ###### Corollary 4.4. The Laplace type operators $`\mathrm{\Delta }_m`$ and $`\stackrel{~}{\mathrm{\Delta }}_m`$ satisfy that $$(m+2)^2\mathrm{\Delta }_mm^2\stackrel{~}{\mathrm{\Delta }}_m=m(m+1)(m+2)R_m^0$$ (4.30) ###### Proof. We eliminate the connection Laplacian $`^{}`$ from (4.19) and (4.20). ∎ Finally, we discuss the ellipticity of the operators. Of course, it is clear that $`\mathrm{\Delta }_m`$ and $`\stackrel{~}{\mathrm{\Delta }}_m`$ are elliptic. ###### Proposition 4.5. 1. The second order differential operator $`D_{m+2}^{}D_m^+=(D_m^+)^{}D_m^+`$ is elliptic for each $`m`$. 2. If $`m`$ is odd, then the first order differential operator $`D_m^0`$ is elliptic. Hence $`D_m^0`$ is an elliptic self adjoint operator. ###### Proof. We investigate the ellipticity of $`D_m^0`$. The principal symbol of $`D_m^0`$ is $$\sigma _\xi (D_m^0)=\rho _m^0(\xi ),$$ (4.31) where $`\xi =\xi _ie_i`$ is in $`T_x^{}(M)T_x(M)`$. There exists $`g`$ in $`SU(2)`$ such that $$g\xi g^1=(\xi _1^2+\xi _2^2+\xi _3^2)^{\frac{1}{2}}e_1.$$ (4.32) Then we have $$\begin{array}{cc}\hfill det\sigma _\xi (D_m^0)& =det\rho _m(g)\rho _m^0(\xi )\rho _m(g^1)\hfill \\ & =det\rho _m^0(g\xi g^1)\hfill \\ & =det\rho _m^0((\xi _1^2+\xi _2^2+\xi _3^2)^{\frac{1}{2}}e_1)\hfill \\ & =(\xi _1^2+\xi _2^2+\xi _3^2)^{\frac{m+1}{2}}det\rho _m^0(e_1)\hfill \\ & =(\xi _1^2+\xi _2^2+\xi _3^2)^{\frac{m+1}{2}}\underset{k=0}{\overset{m}{}}i(2km).\hfill \end{array}$$ (4.33) It follows that, if $`m`$ is odd, then $`det\sigma _\xi (D_m^0)`$ is not zero for $`\xi 0`$. Hence $`D_m^0`$ is elliptic. In the same way, we verify that $`D_{m+2}^{}D_m^+`$ is elliptic. ∎ ###### Corollary 4.6. We assume that the spin manifold $`M`$ is compact. Then $`\mathrm{ker}D_m^+`$ and $`\mathrm{ker}D_{2p+1}`$ are finite dimensional vector spaces for any $`m`$ and $`p`$. ## 5 lower bounds for the first eigenvalues of the higher spin Dirac operators In this section, we assume that $`M`$ is a $`3`$-dimensional connected compact spin manifold . From corollary 4.4, we have $$(m+2)^2(\mathrm{\Delta }_m\varphi ,\varphi )m^2(\stackrel{~}{\mathrm{\Delta }}_m\varphi ,\varphi )=m(m+1)(m+2)(R_m^0(\varphi ),\varphi ),$$ (5.1) where $`\varphi `$ is a section of $`𝐒_m`$ and $$(R_m^0(\varphi ),\varphi ):=_M(R_m^0)_x\varphi (x),\varphi (x)𝑑x.$$ (5.2) From the above equation (5.1), we can obtain lower bounds estimations for the eigenvalues of $`\mathrm{\Delta }_m`$ and $`\stackrel{~}{\mathrm{\Delta }}_m`$ depending on the curvature transformation $`R_m^0`$. First, we consider a lower bound for the first eigenvalue of the Dirac operator $`D=D_1^0`$. It follows from (5.1) that, for a spinor $`\varphi `$ in $`\mathrm{\Gamma }(M,𝐒_1)`$, $`9D\varphi ^2(D\varphi ^2+D_1^+\varphi ^2)`$ $`=`$ $`8D\varphi ^2D_1^+\varphi ^2`$ (5.3) $`=`$ $`6(R_1^0(\varphi ),\varphi )=3(\kappa \varphi ,\varphi ).`$ Because of $`D_1^+\varphi 0`$, we have $$D\varphi ^2\frac{3}{8}(\kappa \varphi ,\varphi ).$$ (5.4) If $`\varphi _1`$ is an eigenspinor with the first eigenvalue $`\lambda _1`$ of $`D`$, then $`(\lambda _1)^2`$ has a lower bound, $$(\lambda _1)^2\frac{3(\kappa \varphi _1,\varphi _1)}{8\varphi _1^2}\frac{3}{8}\kappa _{}.$$ (5.5) where $$\kappa _{}:=\underset{xM}{\mathrm{min}}\kappa (x).$$ (5.6) If the equality holds in (5.5), then $`\varphi _1`$ is in $`\mathrm{ker}D_1^+`$, that is, $`\varphi _1`$ is a twistor spinor. This inequality coincides with the ones given by Friedrich (see ). Next, we investigate the case of the elliptic operator $`D_3^{}D_1^+=(D_1^+)^{}D_1^+`$. It holds that $$\begin{array}{cc}\hfill (D_3^{}D_1^+\varphi ,\varphi )& =8D\varphi ^23(\kappa \varphi ,\varphi )\hfill \\ & 3(\kappa \varphi ,\varphi ).\hfill \end{array}$$ (5.7) If we denote the first eigenvalue of $`D_3^{}D_1^+`$ by $`\mu _1`$, then we have $$\mu _13\kappa _+,$$ (5.8) where $$\kappa _+=\underset{xM}{\mathrm{max}}\kappa (x).$$ (5.9) In general case ($`m2`$), we have the inequalities $$(\mathrm{\Delta }_m\varphi ,\varphi )=D_m^0\varphi ^2+D_m^{}\varphi ^2\frac{m(m+1)}{m+2}(\mathrm{R}_m^0(\varphi ),\varphi ),$$ (5.10) $$(\stackrel{~}{\mathrm{\Delta }}_m\varphi ,\varphi )=\left(D_m^0\varphi ^2+D_m^+\varphi ^2\right)\frac{(m+2)(m+1)}{m}(\mathrm{R}_m^0(\varphi ),\varphi ).$$ (5.11) Then we give lower bounds for the first eigenvalues of $`\mathrm{\Delta }_m`$ and $`\stackrel{~}{\mathrm{\Delta }}_m`$. ###### Theorem 5.1. We assume that there exist constants $`r_m`$ and $`r_{m+}`$ such that $$r_m\varphi ^2(R_m^0(\varphi ),\varphi )r_{m+}\varphi ^2$$ (5.12) for any $`\varphi `$ in $`\mathrm{\Gamma }(M,𝐒_m)`$. 1. Let $`\lambda _1`$ be the first eigenvalue of $`\mathrm{\Delta }_m`$. Then we have the inequality $$\lambda _1\frac{m(m+1)}{m+2}r_m.$$ (5.13) If the equality holds in (5.13), the eigenvectors with the eigenvalue $`\lambda _1`$ is in $`\mathrm{ker}\stackrel{~}{\mathrm{\Delta }}_m`$. 2. Let $`\mu _1`$ be the first eigenvalue of $`\stackrel{~}{\mathrm{\Delta }}_m`$. Then we have the inequality $$\mu _1\frac{(m+2)(m+1)}{m}r_{m+}.$$ (5.14) If the equality holds in (5.14), then the eigenvectors with the eigenvalue $`\mu _1`$ is in $`\mathrm{ker}\mathrm{\Delta }_m`$. ###### Corollary 5.2 (). We assume that there exists a constant $`\mathrm{ric}_{}`$ such that $$(\mathrm{Ric}(\varphi ),\varphi )\mathrm{ric}_{}\varphi ^2$$ (5.15) for any $`\varphi `$ in $`\mathrm{\Gamma }(M,\mathrm{\Lambda }^1(M))`$. Let $`\lambda _1`$ be the first eigenvalue of the Laplace-Beltrami operator $`dd^{}+d^{}d`$ on $`\mathrm{\Gamma }(M,\mathrm{\Lambda }^1(M))`$. Then we have $$\lambda _1\frac{3}{2}\mathrm{ric}_{}.$$ (5.16) If the equality holds in (5.16), the eigenforms with the eigenvalue $`\lambda _1`$ is in $`\mathrm{ker}\stackrel{~}{\mathrm{\Delta }}_2=\mathrm{ker}d\mathrm{ker}D_2^+`$. ## 6 On the $`3`$-dimensional manifold of constant curvature In this section, we shall discuss the higher spin Dirac operators on $`3`$-dimensional manifold of constant curvature. ###### Lemma 6.1. On the $`3`$-dimensional spin manifold $`M`$ of constant curvature $`c`$, the curvature homomorphism $`R_m^0`$ is $`m(m+2)c`$ and $`R_m^\pm `$ is zero. ###### Proof. Since $`M`$ has constant curvature, it holds that, for vector fields $`X`$, $`Y`$, and $`Z`$, $$R(X,Y)Z=c\{(Y,Z)X(X,Z)Y\}.$$ Then we have $`(R(e_i,e_j)e_k,e_l)=c(\delta _{jk}\delta _{il}\delta _{ik}\delta _{jl})`$. Hence, $$R_m^0=c\rho _m^0(e_i)\rho _m^0(e_i)=m(m+2)c,R_m^\pm =0.$$ Here, we use that $`\rho _m^0(\sigma _i)\rho _m^0(\sigma _i)`$ is the Casimir operator on $`V_m`$. ∎ ###### Proposition 6.2. On the $`3`$-dimensional spin manifold of constant curvature $`c`$, it hold that $`D_m^0D_m^0+D_{m2}^+D_m^{}`$ $`=m^2^{}+{\displaystyle \frac{m^2(m+2)}{2}}c,`$ (6.1) $`D_m^0D_m^0+D_{m+2}^{}D_m^+`$ $`=(m+2)^2^{}{\displaystyle \frac{m(m+2)^2}{2}}c,`$ (6.2) $`D_{m+2}^0D_m^+D_m^+D_m^0`$ $`=0,`$ (6.3) $`D_{m2}^0D_m^{}D_m^{}D_m^0`$ $`=0.`$ (6.4) In particular, we have $$\mathrm{\Delta }_mD_m^0=D_m^0\mathrm{\Delta }_m,\stackrel{~}{\mathrm{\Delta }}_mD_m^0=D_m^0\stackrel{~}{\mathrm{\Delta }}_m,$$ (6.5) $$\mathrm{\Delta }_m(D_{m2}^+D_m^{})=(D_{m2}^+D_m^{})\mathrm{\Delta }_m,\stackrel{~}{\mathrm{\Delta }}_m(D_{m+2}^{}D_m^+)=(D_{m+2}^{}D_m^+)\stackrel{~}{\mathrm{\Delta }}_m.$$ (6.6) We conclude from this proposition that $`\mathrm{\Delta }_m`$, $`D_m^0`$, and $`D_{m2}^+D_m^{}`$ have the simultaneous eigenspaces. As an example, we will calculate the eigenvalues of these operators on $`S^3`$ in the next section. ## 7 The spectra of the higher spin Dirac operators on $`S^3`$ In this section, we calculate all the eigenvalues of the higher spin Dirac operators on the symmetric space $`S^3`$ with constant curvature $`1`$. In , the author gives a method for calculating of the eigenvalues and the eigenspinors for the Dirac operator on $`S^3`$. We can use the method in our situation and calculate the eigenvalues. So we refer to the paper for details. First, we shall explain the $`3`$-dimensional sphere $`S^3`$ as the symmetric space $`Spin(4)/Spin(3)`$. It is well-known that $`Spin(4)`$ and $`Spin(3)`$ are isomorphic to $`SU(2)\times SU(2)`$ and $`SU(2)`$, respectively. We realize $`S^3`$ as $`SU(2)`$, $$S^3x=(x_1,x_2,x_3,x_4)h=\left(\begin{array}{cc}x_4+ix_1& x_2+ix_3\\ x_2+ix_3& x_4ix_1\end{array}\right)SU(2).$$ (7.1) Therefore, the action of $`SU(2)\times SU(2)`$ on $`S^3`$ is represented by $$(SU(2)\times SU(2))\times S^3(g,h)phq^1S^3,$$ (7.2) where $`g=(p,q)`$ is in $`SU(2)\times SU(2)`$. Since the isotropy subgroup of $`e=(0,0,0,1)`$ is the subgroup $`SU(2)`$ in $`SU(2)\times SU(2)`$, we have the symmetric space $`S^3`$, $$S^3=Spin(4)/Spin(3)=SU(2)\times SU(2)/\mathrm{diag}SU(2).$$ (7.3) Here, the map ‘$`\mathrm{diag}`$’ is given by $$\mathrm{diag}:SU(2)h(h,h)SU(2)\times SU(2).$$ (7.4) Besides, the principal spin bundle $`\mathrm{𝐒𝐩𝐢𝐧}(S^3)`$ is the Lie group $`Spin(4)`$, whose projection from the total space to the base space is $$\mathrm{𝐒𝐩𝐢𝐧}(S^3)=Spin(4)gpq^1S^3.$$ (7.5) This principal spin bundle induces the spin $`\frac{m}{2}`$ bundle $`𝐒_m`$ as a homogeneous vector bundle: $$𝐒_m:=Spin(4)\times _{\rho _m}V_m.$$ (7.6) Hence the space of sections $`L^2(S^3,𝐒_m)`$ is a representation space of $`Spin(4)`$. Now, we trivialize the vector bundle $`𝐒_m`$ as follows: $$𝐒_m=Spin(4)\times _{\rho _m}V_m[g,v](pq^1,\rho _m(p)v)S^3\times V_m.$$ (7.7) So the sections of $`𝐒_m`$ are represented as the $`𝐂^{m+1}`$-valued or the $`V_m`$-valued functions on $`S^3`$. In this situation, we can present explicit formulas of the higher spin Dirac operators on $`S^3`$, where the operators acts on the $`V_m`$-valued functions. ###### Proposition 7.1. For the trivialization (7.7), the higher spin Dirac operators on $`S^3`$ are the following: $`D_m^0`$ $`={\displaystyle \frac{m(m+2)}{2}}+{\displaystyle \rho _m^0(e_i)Z_i},`$ (7.8) $`D_m^\pm `$ $`={\displaystyle \rho _m^\pm (e_i)Z_i}.`$ (7.9) Here $`Z_i`$ is the right invariant vector field on $`S^3=SU(2)`$ corresponding to $`\sigma _i`$ in $`𝔰𝔲(2)`$, which is given by $$Z_1=x_1\frac{}{x_4}+x_4\frac{}{x_1}x_3\frac{}{x_2}+x_2\frac{}{x_3},$$ $$Z_2=x_2\frac{}{x_4}+x_3\frac{}{x_1}+x_4\frac{}{x_2}x_1\frac{}{x_3},$$ (7.10) $$Z_3=x_3\frac{}{x_4}x_2\frac{}{x_1}+x_1\frac{}{x_2}+x_4\frac{}{x_3}.$$ ###### Corollary 7.2. The Laplace type operators $`\mathrm{\Delta }_m`$ and $`\stackrel{~}{\mathrm{\Delta }}_m`$ are represented by $`\mathrm{\Delta }_m`$ $`=m^2{\displaystyle Z_i^2}+m^2D_m^0{\displaystyle \frac{m^2(m+2)(m2)}{4}},`$ (7.11) $`\stackrel{~}{\mathrm{\Delta }}_m`$ $`=(m+2)^2{\displaystyle Z_i^2}+(m+2)^2D_m^0{\displaystyle \frac{m(m+2)^2(m+4)}{4}}.`$ (7.12) Since the higher spin Dirac operators on $`S^3`$ are homogeneous differential operators, the eigenspaces are representation spaces of $`Spin(4)`$. So we have to decompose $`L^2(S^3,𝐒_m)`$ into its irreducible components. By the Frobenius reciprocity, we have the following lemma. ###### Lemma 7.3. The representation space $`L^2(S^3,𝐒_m)`$ decomposes into its irreducible components as follows: 1. (the case of $`m=2p+1`$) $$L^2(S^3,𝐒_{2p+1})\underset{\genfrac{}{}{0pt}{}{0sp}{kps}}{}E_{k,k+2s+1}E_{k+2s+1,k}.$$ (7.13) 2. (the case of $`m=2p`$) $$L^2(S^3,𝐒_{2p})\underset{\genfrac{}{}{0pt}{}{1sp}{kps}}{}E_{k,k+2s}E_{k+2s,k}\underset{kp}{}E_{k,k}.$$ (7.14) Here $`E_{k,l}`$ is the representation space for the exterior tensor product representation $`\rho _k\widehat{}\rho _l`$ of $`Spin(4)=SU(2)\times SU(2)`$ and $`dimE_{k,l}=(k+1)(l+1)`$. We calculate the action of the higher spin Dirac operators on $`E_{k,l}`$ by the method given in . Then we have the following propositions. ###### Proposition 7.4. 1. The eigenvalues of the self adjoint operator $`D_m^0`$ on $`S^3`$ are given as follows: 1. (the case of $`m=2p+1`$) $$\{\begin{array}{cc}(2s+1)(k+\frac{2s+3}{2})\hfill & \text{on }E_{k+2s+1,k},\hfill \\ (2s+1)(k+\frac{2s+3}{2})\hfill & \text{on }E_{k,k+2s+1}.\hfill \end{array}$$ (7.15) In particular, $`\mathrm{ker}D_{2p+1}^0`$ is zero for each $`p`$. 2. (the case of $`m=2p`$) $$\{\begin{array}{cc}2s(k+s+1)\hfill & \text{on }E_{k+2s,k},\hfill \\ 2s(k+s+1)\hfill & \text{on }E_{k,k+2s},\hfill \\ 0\hfill & \text{on }E_{k,k}.\hfill \end{array}$$ (7.16) 2. The eigenvalues of the second order operator $`D_{m2}^+D_m^{}`$ on $`S^3`$ are given as follows: 1. (the case of $`m=2p+1`$) $$\begin{array}{c}4(ps)(k+1(ps))(p+s+1)(k+p+s+2)\hfill \\ \hfill \text{on }E_{k+2s+1,k}\text{ or }E_{k,k+2s+1}.\end{array}$$ (7.17) 2. (the case of $`m=2p`$) $$\begin{array}{c}4(ps)(k+1(ps))(p+s)(k+p+s+1)\hfill \\ \hfill \text{on }E_{k+2s,k}\text{ or }E_{k,k+2s}.\end{array}$$ (7.18) 3. The eigenvalues of the second order elliptic operator $`D_{m+2}^{}D_m^+`$ on $`S^3`$ are given as follows: 1. (the case of $`m=2p+1`$) $$\begin{array}{c}4(ps+1)(k(ps))(p+s+2)(k+p+s+3)\hfill \\ \hfill \text{on }E_{k+2s+1,k}\text{ or }E_{k,k+2s+1}.\end{array}$$ (7.19) 2. (the case of $`m=2p`$) $$\begin{array}{c}4(ps+1)(k(ps))(p+s+1)(k+p+s+2)\hfill \\ \hfill \text{on }E_{k+2s,k}\text{ or }E_{k,k+2s}.\end{array}$$ (7.20) In particular, $$dim\mathrm{ker}D_m^+=\frac{1}{6}(m+1)(m+2)(m+3).$$ (7.21) ###### Proposition 7.5. 1. The eigenvalues of the Laplace type operator $`\mathrm{\Delta }_m`$ are as follows: 1. (the case of $`m=2p+1`$) $$\begin{array}{c}(2s+1)^2(k+\frac{2s+3}{2})^2\hfill \\ \hfill +4(ps)(k+1(ps))(p+s+1)(k+p+s+2)\\ \hfill \text{on }E_{k+2s+1,k}\text{ or }E_{k,k+2s+1}.\end{array}$$ (7.22) 2. (the case of $`m=2p`$) $$\begin{array}{c}(2s)^2(k+s+1)^2\hfill \\ \hfill +4(ps)(k+1(ps))(p+s)(k+p+s+1)\\ \hfill \text{on }E_{k+2s,k}\text{ or }E_{k,k+2s}.\end{array}$$ (7.23) In particular, $`\mathrm{ker}\mathrm{\Delta }_m`$ is zero. 2. The eigenvalues of the Laplace type operator $`\stackrel{~}{\mathrm{\Delta }}_m`$ are given as follows: 1. (the case of $`m=2p+1`$) $$\begin{array}{c}(2s+1)^2(k+\frac{2s+3}{2})^2\hfill \\ \hfill +4(ps+1)(k(ps))(p+s+2)(k+p+s+3)\\ \hfill \text{on }E_{k+2s+1,k}\text{ or }E_{k,k+2s+1}.\end{array}$$ (7.24) In particular, $`\mathrm{ker}\stackrel{~}{\mathrm{\Delta }}_{2p+1}`$ is zero. 2. (the case of $`m=2p`$) $$\begin{array}{c}(2s)^2(k+s+1)^2\hfill \\ \hfill +4(ps+1)(k(ps))(p+s+1)(k+p+s+2)\\ \hfill \text{on }E_{k+2s,k}\text{ or }E_{k,k+2s}.\end{array}$$ (7.25) In particular, $`dim\mathrm{ker}\stackrel{~}{\mathrm{\Delta }}_{2p}=(p+1)^2`$. ###### Remark 7.1. For the $`3`$-dimensional flat manifold, that is, $`T^3=S^1\times S^1\times S^1`$, we can easily calculate the dimensions of the kernels for the higher spin Dirac operators: $$dim\mathrm{ker}D_m^+=dim\mathrm{ker}\mathrm{\Delta }_m=dim\mathrm{ker}\stackrel{~}{\mathrm{\Delta }}_m=m+1,$$ (7.26) $$dim\mathrm{ker}D_{2p+1}^0=2p+2.$$ (7.27) ## Acknowledgements The author would like to thank T. Kori for his encouragement.
warning/0006/gr-qc0006030.html	ar5iv	text	# Non - linear gravitational wave interactions with plasmas ## I Introduction There have been numerous investigations on the scattering of electromagnetic waves off gravitational fields (see Refs. ). Previous research has mostly directed its interest towards the effects on vacuum electromagnetic fields (although there are exceptions, see e.g. Refs. , where the effects of plasmas have been taken into account). Similarly, much work concerning gravitational waves have considered the linearized theory, which is obviously the relevant regime for gravitational wave detectors, or, in general, for distances far away from the gravitational wave source. Alternatively, there has been an interest in exact solutions, and thus a number of exact gravitational wave solutions (see e.g. Ref. and references therein) have been found. In the present paper we will choose an intermediate approach, starting with an exact gravitational wave solution, but focusing on a weak amplitude (but still non - linear) approximation, and studying the effects induced in a plasma. The question under study in this paper is whether non - linear gravitational wave effects – that may be of significance close to the gravitational wave source – can give rise to qualitatively new phenomena in plasmas that are absent in linearized theory. Close to the source, additional effects apart from non - linearities – due to for example the three dimensional geometry and/or the non - radiative part of the gravitational field – are likely to be important for astrophysical applications. However, in order to focus on the processes directly induced by non - linearities, a somewhat simpler model problem with a unidirectional gravitational wave will be studied: To facilitate the analysis of the non - linear interaction between a plasma and a gravitational wave, we make use of the pp - wave solution of Einstein’s field equations. Furthermore, we introduce a Lorentz tetrad in order to define physical variables in a straightforward manner. With this setup, the governing plasma equations can be written in a simple 3 - dimensional form. In Maxwell’s equations, the gravitational effects are given by effective charge- and current densities. Moreover, the fluid equations are given for a cold plasma. Previously, parametric excitation of a Langmuir wave and an electromagnetic wave by a linearized gravitational wave has been considered . Here we address the question whether higher order terms in the gravitational wave amplitude can result in new effects, using the above mentioned equations for a cold plasma. In order to demonstrate the usefulness of our set of equations, we study the stability properties of a plasma in the presence of a pp - wave. We show that including $`2^{\mathrm{nd}}`$ order gravitational wave effects may give rise to new phenomena. In particular it is found that electrostatic waves can be excited at a resonant surface where the gravitational wave frequency is equal to the local plasma frequency. Our results are summarized and discussed in the last section of the paper. ## II Preliminaries ### A Equations for a general space-time We follow the approach presented in for handling gravitational effects in Maxwell’s equations. Suppose an observer moves with 4-velocity $`u^a`$ ($`a=0,\mathrm{},3`$). This observer will measure the electric and magnetic fields $$E_aF_{ab}u^b,B_a\frac{1}{2}ϵ_{abc}F^{bc},$$ (1) respectively, where $`F_{ab}`$ is the EM field tensor. Here $`ϵ_{abc}`$ is the volume element on hyper - surfaces orthogonal to $`u^a`$. We denote the fluid velocity $`V^a(\gamma ,\gamma 𝒗)`$, where $`\gamma (1𝒗^2)^{1/2}`$. Let $`q`$ be the particle charge and $`n`$ the proper number density. Furthermore, we introduce the orthonormal frame (ONF) $`\{𝒆_a,a=0,\mathrm{},4\}`$, each of which is a linear combination of the coordinate derivatives $`_i/x^i`$, i.e., $`𝒆_a=e_a^i_i`$. Using the split (1) together with $`j^a=qnV^a`$, Maxwell’s equations $`_bF^{ab}=j^a`$, $`_{[a}F_{bc]}=0`$ read $`\mathbf{}\mathbf{}𝑬`$ $`=`$ $`\rho __E+\rho ,`$ (3) $`\mathbf{}\mathbf{}𝑩`$ $`=`$ $`\rho __B,`$ (4) $`\dot{𝑬}\mathbf{}\mathbf{\times }𝑩`$ $`=`$ $`𝒋__E𝒋,`$ (5) $`\dot{𝑩}+\mathbf{}\mathbf{\times }𝑬`$ $`=`$ $`𝒋__B,`$ (6) where the “effective” (gravity induced) charge densities and current densities are $`\rho __E`$ $``$ $`\mathrm{\Gamma }_{\beta \alpha }^\alpha E^\beta ϵ^{\alpha \beta \gamma }\mathrm{\Gamma }_{\alpha \beta }^0B_\gamma ,`$ (8) $`\rho __B`$ $``$ $`\mathrm{\Gamma }_{\beta \alpha }^\alpha B^\beta +ϵ^{\alpha \beta \gamma }\mathrm{\Gamma }_{\alpha \beta }^0E_\gamma ,`$ (9) $`j__E^\alpha `$ $``$ $`(\mathrm{\Gamma }_{0\beta }^\alpha \mathrm{\Gamma }_{\beta 0}^\alpha )E^\beta +\mathrm{\Gamma }_{0\beta }^\beta E^\alpha ϵ^{\alpha \beta \gamma }\left(\mathrm{\Gamma }_{\beta 0}^0B_\gamma +\mathrm{\Gamma }_{\beta \gamma }^\delta B_\delta \right),`$ (10) $`j__B^\alpha `$ $``$ $`(\mathrm{\Gamma }_{0\beta }^\alpha \mathrm{\Gamma }_{\beta 0}^\alpha )B^\beta +\mathrm{\Gamma }_{0\beta }^\beta B^\alpha +ϵ^{\alpha \beta \gamma }\left(\mathrm{\Gamma }_{\beta 0}^0E_\gamma +\mathrm{\Gamma }_{\beta \gamma }^\delta E_\delta \right),`$ (11) while $`\rho _{\mathrm{p}.\mathrm{s}.}q\gamma n`$ and $`𝒋_{\mathrm{p}.\mathrm{s}.}q\gamma n𝒗`$ are the matter charge and current densities, respectively (the sums are over all particle species). Here $`\mathrm{\Gamma }_{bc}^a`$ are the Ricci rotation coefficients with respect to the ONF $`\{𝒆_a\}`$. We have introduced the notation $`𝑬(E^\alpha )=(E^1,E^2,E^3)`$ etc., $`\mathbf{}(𝒆_1,𝒆_2,𝒆_3)`$, and the overdot stands for derivative in the direction of the time-like vector $`𝒆_0`$. The dot- and cross - products are defined in the usual Euclidean way. The energy - momentum tensor for each particle species is assumed to take the form of pressure free matter (dust), $`T^{ab}=mnV^aV^b`$, where $`m`$ is the rest mass of the particles. Then the conservation equations $`_bT^{ab}=qnF^{ab}V_b`$ give $`𝒆_0(\gamma n)+\mathbf{}\mathbf{}(\gamma n𝒗)`$ $`=`$ $`\gamma n\left(\mathrm{\Gamma }_{0\alpha }^\alpha +\mathrm{\Gamma }_{00}^\alpha v_\alpha +\mathrm{\Gamma }_{\beta \alpha }^\alpha v^\beta \right),`$ (13) $`\left(𝒆_0+𝒗\mathbf{}\mathbf{}\right)\gamma 𝒗`$ $`=`$ $`{\displaystyle \frac{q}{m}}(𝑬+𝒗\mathbf{\times }𝑩)\gamma \left[\mathrm{\Gamma }_{00}^\alpha +\left(\mathrm{\Gamma }_{0\beta }^\alpha +\mathrm{\Gamma }_{\beta 0}^\alpha \right)v^\beta +\mathrm{\Gamma }_{\beta \gamma }^\alpha v^\beta v^\gamma \right]𝒆_\alpha .`$ (14) ### B Basic relations in the field of a pp - wave Previous examinations of interactions between gravitational radiation and EM waves have focused on linearized gravitation. On the other hand, one may suspect that there will be interesting effects in the non - linear regime, not present to linear order. Below we will show that this is indeed the case. In order to address the issue of how strong gravitational radiation may be involved in generation of EM waves, we look at the plane fronted parallel (pp) waves (for a discussion, see Refs. ), in the special case of a linearly polarized plane wave $$\mathrm{d}s^2=\mathrm{d}t^2+a(u)^2\mathrm{d}x^2+b(u)^2\mathrm{d}y^2+\mathrm{d}z^2,$$ (15) where $`u=zt`$, and $`a`$ and $`b`$ satisfy $`ab_{uu}+a_{uu}b=0`$, and the subscript $`u`$ denotes a derivative with respect to retarded time. Note that we have chosen a vacuum geometry, i.e. we have omitted the influence of the plasma on the metric. In order to make interpretations simple, we introduce the canonical Lorentz frame $$𝒆_0=_t,𝒆_1=a^1_x,𝒆_2=b^1_y,𝒆_3=_z.$$ (16) With this frame, the effective charge and current densities (II A) read $`\rho __E`$ $`=`$ $`(\mathrm{ln}ab)_uE^3,`$ (18) $`\rho __B`$ $`=`$ $`(\mathrm{ln}ab)_uB^3,`$ (19) $`𝒋__E`$ $`=`$ $`(\mathrm{ln}b)_u(E^1B^2)𝒆_1(\mathrm{ln}a)_u(E^2+B^1)𝒆_2(\mathrm{ln}ab)_uE^3𝒆_3,`$ (20) $`𝒋__B`$ $`=`$ $`(\mathrm{ln}b)_u(E^2+B^1)𝒆_1+(\mathrm{ln}a)_u(E^1B^2)𝒆_2(\mathrm{ln}ab)_uB^3𝒆_3.`$ (21) Apart from Maxwell’s equations (3)–(6) \[together with the effective charge and current densities (18)–(21)\] we also need the fluid equations. From the conservation equations (II A) we obtain, the fluid equations using the frame (16): $`{\displaystyle \frac{}{t}}(\gamma n)+\mathbf{}\mathbf{}(\gamma n𝒗)`$ $`=`$ $`\gamma n(\mathrm{ln}ab)_u(1v_{}),`$ (23) $`\left({\displaystyle \frac{}{t}}+𝒗\mathbf{}\mathbf{}\right)\gamma 𝒗`$ $`=`$ $`{\displaystyle \frac{q}{m}}(𝑬+𝒗\mathbf{\times }𝑩)+\gamma \left[(\mathrm{ln}a)_uv_1𝒆_1+(\mathrm{ln}b)_uv_2𝒆_2\right](1v_{})+\gamma \left[(\mathrm{ln}a)_uv_1^2+(\mathrm{ln}b)_uv_2^2\right]𝒆_3,`$ (24) where $`v_{}v_3`$ is the velocity parallel to the gravitational wave propagation direction. These equations should be satisfied for each particle species. In the limit of small gravitational wave amplitudes and non - relativistic velocities, Eqs. (16)–(II B), together with Maxwell’s equations, were given in Ref. . All terms with factors $`(\mathrm{ln}ab)_u`$ are however new, and – as we will demonstrate in the remainder of this article – they may induce new phenomena, compared to the linear regime. ## III An example: Parametric excitation of plasma oscillations The longitudinal “currents” and “charges” are second order in the gravitational wave amplitude (see Appendix for further details). These second order terms can give rise to qualitatively new phenomena compared to the linear regime, and we demonstrate this by considering a simple, but illustrative, example. In what follows, we will investigate longitudinal perturbations, i.e., $`𝑬=(0,0,E)`$, $`𝒗=(0,0,v)`$ etc., around a cold one-component equilibrium plasma. Compared to the case of weak gravitational waves , we now have $`\rho _{_{E,B}}`$ different from zero, and we also have a longitudinal contribution to the effective currents. This means that longitudinal EM- and plasma waves can be excited. In the unperturbed plasma, $`n_0/t=0`$, $`𝑬_0=\mathrm{𝟎}`$, and $`𝑩_0=\mathrm{𝟎}`$ . We denote the number density perturbation by $`\overline{n}`$, i.e., $`n(z,t)=n_0(z)+\overline{n}(z,t)`$ and assume that all perturbed quantities only depend on $`t`$ and $`z`$. To first order, Maxwell’s equation (5) becomes $`{\displaystyle \frac{E}{t}}`$ $`=`$ $`(\mathrm{ln}ab)_uE\mu _0qn_0v,`$ (25) where we have used $`j_m=qn_0v`$. Furthermore, the momentum equation (24) becomes $$\frac{v}{t}=\frac{q}{m}E.$$ (26) Taking the time derivative of Eq. (25) and using Eq. (26), we obtain $$\frac{^2E}{t^2}+\omega _\mathrm{p}^2(z)E=\frac{}{t}\left[(\mathrm{ln}ab)_uE\right],$$ (27) where $`\omega _\mathrm{p}(z)=[n_0(z)q^2\mu _0/m]^{1/2}`$ is the local plasma frequency. Thus the left hand side is the usual equation for plasma oscillations in a cold inhomogeneous plasma, and the right hand side is the modification induced by the the pp - wave. We next focus ourselves on weak periodic deviations from flat space-time (see the Appendix), where the periodicity is $`2\pi /\omega `$. At the resonant surface where $`\omega _\mathrm{p}(z_{\mathrm{res}})=\omega `$, we can then have parametric excitation of plasma oscillations. We let $`E(z_{\mathrm{res}},t)=\widehat{E}(t)\mathrm{exp}\left[\mathrm{i}\omega t\right]+\mathrm{c}.\mathrm{c}.`$, where $`\mathrm{c}.\mathrm{c}.`$ denotes the complex conjugate, and assume that $`\|\widehat{E}(t)/t\|\omega \|\widehat{E}(t)\|`$. At the resonant surface Eq. (27) then reduces to $$\frac{d\widehat{E}}{dt}=\frac{1}{2}\mathrm{i}\mathrm{exp}\left(2\mathrm{i}\omega z_{\mathrm{res}}\right)\omega \widehat{h}^2\widehat{E}^{},$$ (28) where the star denotes complex conjugate (see the Appendix). Taking the time-derivative of Eq. (28) and using the complex conjugate of the same equation, we find $`\widehat{E}\mathrm{exp}(\mathrm{\Gamma }t)`$ where the growth rate is $$\mathrm{\Gamma }=\frac{1}{2}\omega \|\widehat{h}^2\|.$$ (29) Note that the threshold value for excitation is zero, since we have not included any dissipation mechanism of the plasma oscillations. Adding electron–ion collision in Eq. (24), the threshold value $`\widehat{h}_{\mathrm{thr}}`$ of this instability is of the order $`(\nu _{\mathrm{e}\mathrm{i}}/\omega _\mathrm{p})^{1/2}`$, where $`\nu _{\mathrm{e}\mathrm{i}}`$ is the electron–ion collision frequency. Clearly, our instability does not occur unless higher order gravitational perturbations are included, in contrast to the results in Ref. . Thus the corresponding growth rate is smaller in our case for a given source of gravitational radiation. There are still two interesting properties of the above instability as compared to the process in Ref. , where parametric excitation of a Langmuir wave and an electromagnetic wave was considered: (i) The frequency matching condition in our case is $`\omega =\omega _\mathrm{p}`$, which requires a rather high gravitational frequency , but is less severe than the condition in Ref. , where $`\omega 2\omega _\mathrm{p}`$. (ii) In contrast to most parametric instabilities in plasmas we have no wave vector matching condition, but instead the process takes place at a localized resonance surface $`z=z_{\mathrm{res}}`$ where $`\omega =\omega _\mathrm{p}(z_{\mathrm{res}})`$. This means that there is no threshold value for the instability introduced by plasma inhomogeneities. Normally the threshold value is inversely proportional to the inhomogeneity scale length , and close to a binary system, where the effects of gravitational radiation are likely to be most important, such a condition for parametric excitation may thus be rather severe. Unfortunately, the result of the “no inhomogeneity threshold” depends on the cold plasma approximation, and a finite temperature is likely to change the picture. ## IV Summary and discussion In the present paper we have investigated a higher order effect of gravitational waves on a plasma. For this purpose we have developed a Lorentz tetrad formalism for a cold plasma in the presence of a strong gravitational wave. The Lorentz tetrad approach has of course been widely used before, perhaps most notably in the membrane paradigm approach to black hole spacetimes . The obvious advantage of using a Lorentz tetrad is its direct connection to measurements. It is possible to formulate Maxwell’s equations such that the gravitational contributions takes the form of “charge”- and “current” densities. Similarly, the fluid equations are modified by effective particle sources and gravitational forces. Of course, this is not the physical picture behind the equations, but it still provides a useful tool for predicting the consequences of the gravitational influence. The main purposes of this study has been to (i) provide a framework for investigating strong gravitational pulse effects in cold multi - component plasmas, and (ii) to show that higher order gravitational wave effects may be of importance, since they introduce effective charges and longitudinal currents, as well as effective “particle sources” and gravitational forces. As demonstrated, this in turn makes new processes – such as parametric generation of electrostatic waves – possible. Since the effect under discussion is of order $`\widehat{h}^2`$, we do not believe that it will be of significance concerning direct earth based observations of gravitational waves. It is possible however that there exists favorable circumstances, e.g. close to a binary merger, for which the higher order gravitational effective charge- and current densities can play an important role. Close to such sources, the gravitational wave amplitudes can reach considerable strength, implying observational possibilities for the induced phenomena. ## Acknowledgments M. M. was supported by the Royal Swedish Academy of Sciences. P. K. S. D. was supported by the NRC (South Africa). ## Perturbative expansion of the pp - wave In many situations of interest the gravitational wave amplitude is small, i.e. $`\left\|a1\right\|1`$, $`\left\|b1\right\|1`$ and it is appropriate to make approximations for the factors $`(\mathrm{ln}a)_u`$, $`(\mathrm{ln}b)_u`$ and $`(\mathrm{ln}ab)_u`$ that appears in the gravitational source terms in Eqs. (16) and (II B). We will concentrate on approximately periodic gravitational waves, such as those generated by binary systems, in order to get definite results. Let $`a(u)=_{n=\mathrm{}}^{\mathrm{}}\widehat{a}_n\mathrm{exp}(\mathrm{i}n\omega u)`$, $`b(u)=_{n=\mathrm{}}^{\mathrm{}}\widehat{b}_n\mathrm{exp}(\mathrm{i}n\omega u)`$, where $`\widehat{a}_n,\widehat{b}_n1`$, $`\|\widehat{a}_n\|\|\widehat{b}_n\|\|\widehat{a}_1\|^{\|n\|}`$, $`n`$. Furthermore $`\widehat{a}_n^{}=\widehat{a}_n`$ and similarly for $`b`$. Then $`a_{uu}b+ab_{uu}=0`$ becomes $$\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}\underset{m=\mathrm{}}{\overset{\mathrm{}}{}}(n^2+m^2)\widehat{a}_n\widehat{b}_m\mathrm{exp}[\mathrm{i}\omega (n+m)]=0.$$ (30) To $`0^{\mathrm{th}}`$ order, we assume that $`\widehat{a}_0=1=\widehat{b}_0`$. To first order, the solution to Eq. (30) is $`\widehat{a}_1=\widehat{b}_1\widehat{h}`$. Clearly, quadratic non - linear terms will generate second harmonic terms proportional to $`\mathrm{exp}(2\mathrm{i}\omega u)`$. Separating the frequencies in Eq. (30), and concentrating on the second harmonic part we obtain $$2\widehat{b}_2+2\widehat{a}_2\widehat{h}^2=0.$$ (31) The canonical choice is $`\widehat{a}_2=\widehat{b}_2=(1/4)\widehat{h}^2`$. Physically this means that we minimize the (pseudo) energy density at the second harmonic frequency. Thus – for this choice – all the oscillations at $`2\omega `$ are strictly due to the non - linearity of Einstein’s equations, and no harmonics are assumed to be initially present, i.e. generated by a varying octopole moment of the binary source. For astrophysical applications this is not necessarily the most accurate choice (since binary systems may indeed have finite octopole moments), but it has the advantage of clearly isolating the effects due to non - linearities. Furthermore, it turns out that including the effect of higher moments of the gravitational source (i.e. octupole moments and higher) do not influence our calculations in Sec. III. The reason is that an alternative solution to Eq. (31) – $`\widehat{a}_2=(1/4)\widehat{h}^2+\delta \widehat{a}_2`$, $`\widehat{b}_2=(1/4)\widehat{h}^2\delta \widehat{a}_2`$, instead of $`\widehat{b}_2=\widehat{a}_2=(1/4)\widehat{h}^2`$ – does not significantly affect the factor $`\mathrm{ln}(ab)_u`$, since it is independent of $`\delta \widehat{a}_2`$ to second order in the gravitational amplitude, provided $`\delta \widehat{a}_2\widehat{h}^2`$. Continuing to $`3^{\mathrm{rd}}`$ order, a similar calculation shows that we can make the natural choice $`\widehat{a}_3=\widehat{b}_3=0`$. For the $`4^{\mathrm{th}}`$ order terms, Eq. (30) gives $$32(\widehat{a}_4+\widehat{b}_4)\widehat{h}^4=0.$$ (32) where the canonical choice $`\widehat{a}_4=\widehat{b}_4=(1/64)\widehat{h}^4`$ is made. Continuing this procedure, it turns out that all terms odd in $`n1`$ disappear, while the terms even in $`n`$ satisfy $`\widehat{a}_n=\widehat{b}_n`$ $`n`$. Using the above results, the logarithmic factors in Eqs. (16) and (II B) become $`(\mathrm{ln}a)_u`$ $`=`$ $`\mathrm{i}\omega \widehat{h}\mathrm{exp}(\mathrm{i}\omega u)\frac{1}{2}\mathrm{i}\omega \widehat{h}^2\mathrm{exp}(2\mathrm{i}\omega u)+\frac{1}{4}\mathrm{i}\omega \widehat{h}^3\mathrm{exp}(3\mathrm{i}\omega u)\frac{1}{16}\omega \widehat{h}^4\mathrm{exp}(4\mathrm{i}\omega u)+\mathrm{c}.\mathrm{c}`$ (34) $`(\mathrm{ln}b)_u`$ $`=`$ $`\mathrm{i}\omega \widehat{h}\mathrm{exp}(\mathrm{i}\omega u)\frac{1}{2}\mathrm{i}\omega \widehat{h}^2\mathrm{exp}(2\mathrm{i}\omega u)\frac{1}{4}\mathrm{i}\omega \widehat{h}^3\mathrm{exp}(3\mathrm{i}\omega u)\frac{1}{16}\omega \widehat{h}^4\mathrm{exp}(4\mathrm{i}\omega u)+\mathrm{c}.\mathrm{c}`$ (35) $`(\mathrm{ln}ab)_u`$ $`=`$ $`\mathrm{i}\omega \widehat{h}^2\mathrm{exp}(2\mathrm{i}\omega u)\frac{1}{8}\omega \widehat{h}^4\mathrm{exp}(4\mathrm{i}\omega u)+\mathrm{c}.\mathrm{c}`$ (36) to $`4^{\mathrm{th}}`$ order in the gravitational amplitude. This procedure may of course be continued to arbitrary order, noting that this in general will result in an asymptotic series, i.e., it does not necessarily converge towards a solution of $`a_{uu}b+ab_{uu}=0`$.
warning/0006/hep-th0006012.html	ar5iv	text	# Lecture 1 ## Lecture 1 We are going to devote the first lecture to present some general remarks on Noncommutative geometry. We will approach it as a tool to deal with quotient spaces - possibly very pathological and requiring very little beyond the topological space structures. ## 1 Introduction Something new is taking place in mathematics, allowing, almost for the first time, to study mathematical objects whose birth is not artificial but which used to have pathological behavior if handled with traditional mathematical techniques. Moreover, it is possible now to mimic in such context the usual tools, thus making not useless in the new situation all the effort related to the math classes. A striking feature of the new approach is the contrast between the simplicity and almost naivety of the questions asked and the qualities involved, and the extreme technicality of the tools needed, which has prevented potentially interested students from entering the subject. The ambition of the writer is to provide a (needless to say, very partial) introduction to noncommutative geometry without mathematical prerequisites, that is, aimed to be readable by an undergraduate student with enough patience and interest in the subject, and to give motivation for a serious study of modern mathematical techniques to the reader who wishes to enter the field as a professional. The second one will not lack bibliography within the existing literature. For the first one we feel that the revolution is silent, since is going on in a language different from his; we will try to provide a flavor of the subject, without hiding the necessity of mastering technical tools for a true comprehension. Intellectual honesty also obliges us to remark that the new ideas and techniques have very important elements of continuity with preexisting geometric and algebraic approaches, but we will neglect this aspect, which the reader is presumably not familiar with. Before proceeding further, let us summarize shortly our plans. First of all, we try to say something about the general philosophy underlying the noncommutative geometry approach. We realize, moreover, that the new tool, which gives interesting results also in old situations (such as smooth manifolds) is especially tailored to handle quotient spaces. We will give an example of the method in a case which has the advantages of being reasonably simple and reasonably typical. This will also give us the opportunity of discussing some rather technical mathematical tools and, if not follow the details, at least see some reason of why the subject is so linked with heavy mathematics. Hopefully the reader will then be able to follow discussion of physical applications, in particular those related to Matrix theory, some of which will be presented in the second part, and to the recent results in this direction. ## 2 What is geometry? Since its very beginning, when it was almost a surveyor’s work, geometry has always involved the study of spaces. What became more and more abstract and refined is the concept of (admissible) spaces, as well as the tools for investigating them. The quest toward abstraction and axiomatization emerged very early and was rather advanced already at Euclid’s times. More recent, and achieved only in modern age, were two ideas which are going to be crucial in the following. First of all, emphasis was moved from the nature of objects involved (e. g. points or lines in Euclidean geometry) to the relations between them; this allowed splitting between the abstract mathematical object, unchained from any contextual constraint, and the model, which can be handled, studied and worked on with ease. Moreover, it was realized that it is very convenient to define geometrical objects as the characteristics which are left invariant by some suitably defined class of transformations of the space. Let’s give the reader an example, by giving the definition of a topological space. Our intention is to define a framework in which it is sensible to speak of the notion of “being close to” (without the help of a notion of distance); we would like to require the very naive property that “if I take a close neighbor of mine, and choose a close enough neighbor of his, the last one is still my neighbor”. To this aim, we require first of all the space to be a set (a demand much less obvious of how we have been trained to assume), so that it makes sense to take subsets of the space and to operate on them by arbitrary union and finite intersection. Over this space $`X`$ we assign a family of subsets $`𝒰`$, called topology, which has to satisfy the following: 1. $`\mathrm{}𝒰`$ 2. $`X𝒰`$ 3. $`V_\alpha 𝒰,\alpha I{\displaystyle \underset{\alpha I}{}}V_\alpha 𝒰`$ 4. $`V_i𝒰,i=1,\mathrm{}n{\displaystyle \underset{i=1}{\overset{n}{}}}V_i𝒰`$ A topological space is assigned by choosing the pair $`(X,𝒰)`$; the subsets $`u𝒰`$ are also called open sets (for the topology $`𝒰`$). The axioms above can also be stated as requiring the empty set and the whole space to be open, and forcing arbitrary union and finite intersection of open sets to remain open. It is clear at once that studying the topological space by handling the family $`𝒰`$, as the axioms above might suggest, is extremely inconvenient, since it involves not only heavy operations over sets, to which we are not used, but also handling, in general, of an enormous number of subsets (in principle, they might be as many as $`𝒫(X)`$). This approach can be followed, in practice, only if we find a way of drastically truncating the number of open sets which are necessary for a complete characterization of the topology. Otherwise, it is evidently doomed to failure and we need tools of different nature. The first observation is that a topological space is the natural framework for defining a continuous function. Let’s then consider functions $`f:X`$ or $`f:X`$ (the best way of probing $`X`$ is, of course, to make computations over the real or complex numbers we know so well). The numerical fields $``$ or $``$ have, of course, a “natural” topology inherited by more refined structures. We will say that $`f`$ is continuous if the counterimage of an open set of $``$ or $``$ is still an open set for the topology $`𝒰`$ chosen on $`X`$. (This, of course, depends crucially on both the elements $`(X,𝒰)`$ of the topological space pair.) Let us recall, at this point, some standard definitions. A monoid is a set $`M`$ endowed with an associative operation, which we denote, for example, as $``$, $`:M\times MM`$, and containing a so-called neutral element, which we denote, for example, $`\mathrm{𝟏}`$, such that $`\mathrm{𝟏}m=m1=mmM`$. The standard example of a monoid is $``$ endowed with addition. A group is a set $`G`$ again endowed with an associative operation $`:G\times GG`$ and a neutral element such that $`\mathrm{𝟏}g=g1=mgG`$, but also such that to any $`gG`$ we may associate another $`g^{}G`$ (called inverse of $`g`$) such that $`gg^{}=g^{}g=\mathrm{𝟏}`$. The standard example is $``$ endowed again with addition. A ring (with unity) is a set $`R`$ endowed with two associative operations, which we denote respectively as $`+`$ and $``$, such that $`R`$ is a commutative group with respect to $`+`$, a monoid with respect to $``$, and enjoys distributive properties. If $`R`$ is a commutative monoid for the product, it is called a commutative ring. A field $`k`$ isa commutative ring with the property that $`k\{0\}`$ is a multiplicative group (that is, we require any nonzero element to be invertible). A module over a ring $`R`$ is an abelian group endowed with a multiplication by the elements of the ring. (It is built in the same spirit as a vector space, with a ring replacing $``$ or $``$). An algebra over a field $`k`$ is a ring $`A`$ which is also a module over $`k`$ and enjoys a property of compatibility of the algebra product with the multiplication for a number (an element of the field). (Example: the continuous functions $`f:`$ (resp. $`f:`$) are an algebra over $``$ (resp. $``$), as we are about to discuss in the next few lines). It is now clear that, if we define sum and product of real (or complex) valued functions in the obvious way $`(f+g)(x):=f(x)+g(x)`$, $`(fg)(x):=f(x)g(x)`$, we find out that the real (or complex) valued continuous functions form a commutative algebra. Since this is obtained from the addition and multiplication of $``$ or $``$ only, we remark that the same construction can be carried out for, as an example, matrix valued continuous functions, the only difference being the loss of commutativity. The idea of studying a topological space through the algebra of its continuous functions is the central idea of algebraic topology. Likewise, algebraic geometry studies characteristics of spaces by means, for example, of their algebra of rational functions. In this framework it is very natural to ask what happens if we replace the algebra of ordinary functions with some noncommutative analogue, both to extend the tools to new and previously intractable contexts (we will see soon how sometimes this replacement is unavoidable) and to study with more refined probes the “classical spaces” (which leads sometimes to new and surprising results). ## 3 Quotient spaces A class of typically intractable (and typically very interesting) objects is reached by means of a quotient space construction, that is, by considering a set endowed with an equivalence relation fulfilling reflexivity, symmetry and transitivity axioms and identifying the elements which are equivalent with respect to the above relation. In the following we will find particularly useful the “graph” picture of an equivalence relation: if we consider the Cartesian product of two copies of the set, we can assign the equivalence relation as a subset of the Cartesian product (the one formed by the couples satisfying the relation). The construction gives interesting results already if we consider a set (possibly with an operation), but of course is much richer if we act over a set with structure. Let’s give some examples. First of all, let’s remind the reader of the construction of integer number starting with the naturals. We have $`(,+,,<)`$, that is, a set with two binary operations (by the way, both associative and commutative) and a relation of order. We would like to introduce the idea of subtraction, in spite of the notorious fact that it is not always defined. We would like, to be more precise, to extend $``$ so that a subset of the new object is isomorphic to $``$ and the isomorphism respects the operations and the order relation, but which is a group with respect to addition. We would like, in other words, to taste the forbidden fruit $`mn`$ (3.1) and, to do so, we label it by the two integers $`m`$, $`n`$, silently meaning that $`mn=m^{}n^{}(m,n)\mathrm{and}(m^{},n^{})\mathrm{are}\mathrm{the}\mathrm{same}`$ (3.2) Here arises the suggestion for an equivalence relation. Since, though, writing the above equality is forbidden in $``$, we define the equivalence relation as $`(m,n)(m^{},n^{})m+n^{}=m^{}+n`$ (3.3) and the set of integer numbers as $`={\displaystyle \frac{\times }{}}`$ (3.4) where the above notation $`/`$ means identification with respect to $``$. This construction fulfils all requirements. We beg pardon from the reader for being so pedantic; we just would like to have a trivial example as a guide for more abstract contexts. Let’s see instead which dangers may occur if we have to do with a more refined space, say, a compact topological space. We say that a topological space with a given topology is compact if any open covering of the space (i. e. any family of open sets whose union is the space itself) admits a finite subcovering (i. e. a finite subfamily of the above which is still a covering). We say thet a topological space $`(X,𝒰)`$ is locally compact if for all $`xX`$ and for all $`U𝒰`$, $`xU`$, there exist a compact set $`W`$ such that $`WU`$. It is, of course, useful to refer to a compactness notion also when we have more structures than just the one of a topological space (for example, differentiability). Let’s now consider the flat square torus, that is, $`[0,1]\times [0,1]`$ with the opposite sides ordinately glued. This is clearly a well-behaved space and, undoubtedly, a compact one. Let’s introduce an equivalence relation which identifies the points of the lines parallel to $`y=\sqrt{2}x`$, that is, we “foliate” the space into leaves parametrized by the intercept. Since $`\sqrt{2}`$ is irrational, though, any such leaf fills the torus in a dense way (that is, given a leaf and a point of the torus, the leaf is found to be arbitrarily close to the point). If we try to study the quotient space and to introduce in it a topology, we will find that “anything is close to anything”, that is, the only possible topology contains as open sets only the whole space and the empty set. It is hopeless to try to give the quotient space an interesting topology based on our notion of “neighborhood” of the parent space. It is, in particular, hopeless for all practical purposes to give the space the standard notion of topology inherited by the quotient operation, which we shortly describe. If we have a space $`AB/`$, there is a natural projection map $`\begin{array}{c}p:BA\\ p:x[x]\end{array}`$ (3.7) which sends $`xB`$ in its equivalence class. The inherited topology on $`A`$ would be the one whose open sets are the sets whose counterimages are open sets in $`B`$. We want an interesting topology, richer than $`\{\mathrm{},X\}`$ , and, moreover, we would like the topological space so obtained to enjoy local compactness. The reason why we make the effort is that the dull topology $`\{\mathrm{},X\}`$ treats the space, from the point of view of continuous functions which will be our probe, as the space consisting of only one point; all the possible subtleties of our environment will be lost. Local compactness is a slightly more technical tool, but we can imagine, both from the physical and the mathematical point of view, why it is so useful. Each time we have a nontrivial bundle (and we will have plenty of them in the following) we usually define them not globally, but on neighbourhoods. Since these “patches” will in general intersect, we need a machinery to enforce agreement of alternative descriptions. Local compactness (and similar tools) ensure us that “the number of possible alternative descriptions will never get out of control”. We shall see how to achieve the notable result of introducing in “weird” spaces a rich enough and even locally compact topology. An example of the process is presented in the next section. ## 4 A typical example: the space of Penrose tilings We are going to discuss a situation which embodies most of the characteristic features both of the problems which noncommutative geometry makes tractable and of the procedure which allows their handling. Notably enough, such a space has recently been given hints of physical relevance: see \[daniela\]. Penrose was able to build tilings of the plane having a 5-fold symmetry axis; this is not possible by means of periodic tilings with all equal tiles, as it is known since a long time. They are composed (see figure 1) of two types of tiles: “darts” and “kites”, with the condition that every vertex has matching colors. A striking characteristic of the Penrose tilings is that any finite pattern occurs (infinitely many times, by the way) in any other Penrose tiling. So, if we call identical two tilings which are carried into each other by an isometry of the plane (this is a sensible definition since none of the tilings is periodic), it is never possible to decide locally which tiling is which. We will give, first of all, arguments in favour of the existence of really different tilings and, second, methods to actually discriminate among them. In order to gain some mental picture, we anticipate that it turns out that the notion of average number of darts (resp. kites) per unit area is meaningful, and the ratio of these two averages is the golden ratio; moreover, the distinct Penrose tilings are an uncountable infinity. There is a very important result which allows us to parametrize such tilings with the set $`K`$ of infinite sequence of zeros and ones satisfying a consistency condition: $`K\{(z_n),n,z_n\{0,1\},(z_n=1)(z_{n+1}=0)\}`$ (4.8) This point is crucial, but we feel unnecessary to write down the proof, which the reader can find, for example, in , cap. 2 appendix D. The reader is advised to go through the graphical details of the construction, in order to become convinced of how two different sequences $`z`$, $`z^{}`$ lead to the same tiling if and only if they are definitely identical<sup>1</sup><sup>1</sup>1A warning for the English speaking readers: “definitely identical” is the expression we are about to define, it does not mean “really equal”.: $`zz^{}n\mathrm{s}.\mathrm{t}.z_j=z_j^{}jn`$ (4.9) The space $`K`$ is compact and is actually isomorphic to a Cantor set. (Actually this story should be told properly, paying due attention to the topology we put over $`K`$, but we are not going to do it here). To the reader who is not familiar with this construction, we remind that a Cantor set is built by taking the interval $`[0,1]`$, dividing it in three parts and throwing away the inner one; then we iterate the procedure, throwing away in the second step the intervals $`(\frac{1}{9},\frac{2}{9})`$ and $`(\frac{7}{9},\frac{8}{9})`$, and so on (see figure 2), till we are left with a “dust of dots”, a compact set totally disconnected (this means that none of its points has a connected neighborhood; in its turn, a connected neighborhood is one which cannot be written as union of two open disjoint empty sets; it is apparent in our example that any neighborhood of any point of $`K`$ can be written as union of two disjoint open sets), but without isolated points (any neighborhood of a point of $`K`$ contains other points of $`K`$). (It is, by the way, proved that, up to homeomorphisms, any set with the above characteristics is a Cantor set.) To realize that our space of numerical sequences has something to do with a Cantor set, we suggest another construction for $`K`$, the so-called Smale horseshoe construction. Let’s consider a transformation $`g`$ acting over $`𝒮=[0,1]\times [0,1]`$ and transforming the square in a horseshoe (see figure 3): $`{\displaystyle \underset{n}{}}g^n(𝒮)=[0,1]\times \mathrm{Cantor}\mathrm{set}`$ (4.10) The Smale construction allows to construct a biunivocal mapping between the points of the Cantor set and the infinite sequences of zeros and ones. This is achieved by proving, thanks to the “baking” properties of the transformation, which “stretches”, “squeezes” and “folds” simultaneously, that $`𝒮g(𝒮)`$ contains two connected components, $`I_0`$ and $`I_1`$, s. t. $`g(𝒮)𝒮=I_0I_1`$. It is thus very easy to define the mapping between $`xK`$ and $`(\zeta _n)_n`$ with values in $`\{0,1\}`$: we have only to define $`\zeta _n=0`$ (resp. $`=1`$) if $`g^n(x)I_0`$ (resp. $`I_1`$). Moreover, we point out that substituting $`xK`$ with $`g(x)K`$ corresponds to a left shift of the sequence $`(\zeta _n)`$. We can imagine a particular horseshoe transformation satisfying, in addition, the consistency condition of (4.8). <sup>2</sup><sup>2</sup>2The readers skilled in advanced mechanics may have some doubts that it is possible to satisfy the consistency condition of (4.8) and at the same time not to spoil the interpretation of $`I_0`$ and $`I_1`$ and their properties (connectedness in the first place). The paragraph just meant to give the reader an idea of how to relate the manipulation on $`[0,1]`$ which lead to construction of $`K`$ and the parallel building of a space of binary sequences. This does not imply we are literaly mimicking the Smale construction. Summarizing, we have a compact space $`K`$, homeomorphic to a Cantor set: $`K\{(z_n),n,z_n\{0,1\},(z_n=1)(z_{n+1}=0)\}`$ (4.11) and a relation of equivalence $``$ $`zz^{}n\mathrm{s}.t.z_j=z_j^{}jn`$ (4.12) The space $`X`$ of Penrose tilings is the space $`X=K/`$ (4.13) We have already pointed out how, at first sight, there exist only one Penrose tiling<sup>3</sup><sup>3</sup>3The careful reader might be confused by this remark: obviously there is more than one (and actually an awful lot), since the equivalence classes contain a denumerable infinity of elements, while $`K`$ has the cardinality of continuum. What we want to do is not a counting, but to make sure that the tilings are different in an interesting sense. Let’s explain a little more this slippery issue. The “intuitive” approach to discrimination would be to give properties (such as relative frequency of appearance for darts and kites) over “regions of bigger and bigger radius”. We already know it won’t work, and this is a typical feature of noncommutative sets: a denumerable set of comparisons is not enough to make sure that two tilings are different. In such a situation, with no concrete possibility of operationally distinguishing the elements of $`X`$, we may be tempted to give up and treat noncommutative spaces in the same way as non measurable functions: we know they exist and are actually the majority, but we will never write one of such, and so we leave the axiom of choice to be studied by set theorists. Our case is a bit different and cannot be ignored light-heartily exactly because of the existence of abelian groups labeling with different numerical answers the “subtle” differences asking for such attentive mathematical description. It should anyhow be stressed that we have to be really careful while using concepts like cardinality in a non commutative space (cfr. )., and the idea of discriminating among them by means of the algebra of continuous functions is hopeless. The path we will follow is to show (1) that the attempt of distinguishing the tilings by means of an algebra of operator-valued functions is successful, and (2) that it is actually sensible to say that there are different Penrose tilings, since topological invariants can be built and used to label the tilings. The process requires, of course, some mathematical work, which we postpone to the next two sections. For point (1) the mathematical prerequisites are completely standard: essentially knowledge of Hilbert spaces and of the classical spaces of functional analysis (such as $`l^2`$). For (2) we need some K-theory notions, which we will try to summarize in the next section. ## 5 What is K-theory? This section is going to be rather technical and not really necessary in order to follow the sequence of steps leading to a treatment of the diseases of the previous section. The reasons for including it in this elementary review are to explain what the K-groups used in the construction of “labels” for Penrose tilings and similar ill-behaved spaces are, and to satisfy the curiosity of the reader of who is wondering about the surprise of even K-theory groups instead of odd ones and about the relation between K-theory and cyclic cohomology. Since the procedure is going to be very technical, we feel the need to summarize both the succession of steps and the purposes. We are going to build a new cohomology theory which enjoys some technical advantages and a remarkable property called Bott periodicity: the relevant K-cohomology groups are only two, $`K^0`$ and $`K^1`$, since all the odd order groups are isomorphic to $`K^1`$ and all the even order ones to $`K^0`$. There is actually a big question: these K-theory groups are very appealing, but it’s not obvious that they are computable. The answer is fully beyond the size of this review, anyway sometimes they are, and other times one can compute cyclic cohomology group, which give “similar” information. There is, besides, a very non trivial extension of these tools to the noncommutative context. Anyway, let’s try, as promised, to summarize the (steep) steps of the construction. First of all, the appropriate language is the one of category theory, that is, a mathematical monster consisting of “objects” (for example vector spaces, topological spaces, groups, etc.), of “morphisms”, that is, maps between the above objects (for example, linear maps, continuous maps, group morphisms, etc.), and some appropriate rule about compositions. We need this language since we want to explain the meaning of some expressions (for example, the difference between topological and algebraic K-theory) which the reader might be curious about (since has not quit reading up to now); as we will point out, though, it is indispensable only in some respect and it is useful, but not necessary, for the rest. Let us take a so-called additive category, that is, one in which “summing two objects” is meaningful (for example the one of finite dimensional vector spaces: we can define $`VU`$). If we take an object of such, say $`V`$, and consider $`(V)`$, the class of isomorphisms of $`V`$, we see that we can define a sum for such class of isomorphisms: $`(U)+(V):=(UV)`$. Neglecting all technical details, we just point out that this sum induces a monoid structure, but not a group. We would like a group instead, since we don’t like cohomology monoids. We will have to discuss how to build a group (in some sense, the “most similar” group) out of a monoid; we will see shortly that this operation is identical in spirit to building $``$ out of $``$. What is born is a group, called the Groethendieck group of the category $`𝒞`$, which is the starting point of the construction. This group will become the order zero cohomology group. For our purposes, we are going to choose as $`𝒞`$ the category of fiber bundles over a compact topological space. (Beware: the reader who is interested in understanding the treatment of the foliation of the torus when the leaf is non compact must remember that the tools are not yet being extended to the noncommutative case). The next step will be to define an extension of the above group, which will be defined not for a category, but for a so-called functor between two categories: $`\phi :𝒞𝒞^{}`$. (Slogan: a functor is more or less like a function, but acts between categories.) This allows to build the $`K^1`$ group, which leads to all the $`K^n`$ groups with $`n>0`$. To build the $`K^n`$ groups is much more difficult, and actually one proceeds by proving the Bott periodicity theorem, so that we are guaranteed that explicit construction is not necessary. We are not at all trying to provide the reader with a description of the procedure, but we are trying to give an explanation of what algebraic K-theory and topological K-theory are, and to sketch what is going on in the case of fiber bundles, which will be relevant in the following. We will find out that topological K-theory is a tool for studying topological spaces, that algebraic K-theory is instead a tool for studying rings, and that there is a relation between the two when the algebra is, say, an algebra of functions over the topological space. The link is given by the Serre-Swan theorem, which gives a canonical correspondence between the vector bundles over the topological space and the projective modules of finite type over the algebra of continuous functions over it (a module is like a vector space, but instead of having a field over it, it has got a ring (commutative and with unit); typically, a vector space is a vector space over $``$ or $``$, that is, we can multiply a vector by a number and things like that; a module can be thought of, instead, as something similar, but with linearity over a ring of function). See also note 4. At this point, we also want to tell the reader that the abstract (categorial) construction we have chosen to present is motivated by the need of discussing algebraic K-theory; if we study only algebraic K-theory for the algebra of continuous functions over a topological space, this is unnecessary, but in a general framework we have an abstract algebra, not connected with a concrete topological space, and it is necessary to construct a “mimicked” one by means of a tool which needs to be able to transfer information from the world of topological spaces and continuous functions to the world of algebras. In this framework, by the way, topological K-theory is just going to be a very particular case; namely, a case in which the, let’s say, topological space has actually a meaning. Let’s first of all see how to invent a group out of a monoid. Be given an abelian monoid $`M`$, we want to construct $`S(M)`$, an abelian group, and $`s`$, a map $`MS(M)`$ respecting the monoidal structures, such to enforce the following request: given another abelian group $`G`$ and given $`f:MG`$, homomorphism respecting the monoidal structures, we can find a unique $`\stackrel{~}{f}:S(M)G`$, homomorphism respecting the group structures, such that $`f(m)=\stackrel{~}{f}(s(m))mM`$, that is, $`f`$ can be reconstructed by acting with $`\stackrel{~}{f}(s())`$. To say it graphically $`\begin{array}{c}M\stackrel{s}{}S(M)\\ f\stackrel{~}{f}\\ G\end{array}`$ (5.17) it is the same to take the “short” or the “long” path to go from $`M`$ to any abelian group $`G`$, where we intend the arrows to preserve “as much structure as they can”. Let’s give the reader a couple of examples of how one builds actually $`s`$ and $`S(M)`$ out of $`M`$. Obviously, since the solution of the problem is unique up to isomorphisms, all such constructions are equivalent up to isomorphisms too. Let’s take the cartesian product $`M\times M`$ and quotient it by means of the following equivalence relation: $`(m,n)(m^{},n^{})\stackrel{def}{}p,q\mathrm{such}\mathrm{that}m+n^{}+p=n+m^{}+q`$ (5.18) The quotient monoid turns out actually to be a group ; to the element $`m`$ of the monoid one associates the element of the group $`s(m)=[(m,0)]`$ (where the square brackets denote the equivalence class). An equivalent construction is to consider $`M\times M`$ quotiented by the equivalence relation $`(m,n)(m^{},n^{})\stackrel{def}{}p,q\mathrm{such}\mathrm{that}(m,n)+(p,p)=(m^{},n^{})+(q,q)`$ (5.19) in which case $`s(m)=[(m,0)]`$ again. (A remark for the careful reader: not necessarily the $`s`$ transformation is injective.) Let’s show some examples of the construction. One of these has already be worked out, and the reader can translate step by step between the two languages: * $`M=S(M)`$ Another example will be comprehensible if we recall the construction of rational numbers by means of equivalence classes of fractions: * $`M=\{0\}S(M)\{0\}`$ And now a little surprise: * Let $`M`$ be an abelian monoid with $`+`$ operation, with an element denoted $`\mathrm{}`$ such that $`m+\mathrm{}=\mathrm{}`$ (or, which is the same, an abelian monoid with a $``$ operation and an element $`\mathrm{𝟎}`$ such that $`𝐦0=\mathrm{𝟎}mM`$). Then $`S(M)0`$. This happens, for example, to $``$ endowed with multiplication or to $`\{\mathrm{}\}`$ endowed with addition. Maybe the reader would like to know how it is so. Let’s give an argument for, as an example, $`\{\mathrm{}\}`$ endowed with addition. The equivalence classes of finite numbers are the usual “diagonal set of points” (see figure 4), while $`[(\mathrm{},0)]=\{(\mathrm{},p),p\}`$. Since “all the lines will intersect in $`(\mathrm{},\mathrm{})`$”, there is only one element of the group, namely $`[(0,0)]`$. We are now going to discuss the example of symmetrization of a monoid which interests us most. We will take a category $`𝒞`$ where summing two objects is meaningful (such as the one of vector spaces, $`VU`$ is meaningful). We aim to the category of vector bundles, as we have already suggested, since this is the heart of the interplay between topological spaces and rings of functions. As we already said, if we consider $`(E)`$, the class of isomorphisms of $`E`$ (where $`E`$ is an object of the additive category), we can define a sum: $`(E)+(F):=(EF)`$, and thus induce a structure of abelian monoid. There are nice properties: $`(EF)`$ only depends on $`(E)`$ and $`(F)`$ and $`E(FG)(EF)G`$, $`EFFE`$, $`E0E`$. Let’s denote $`I`$ the set of the isomorphism classes $`(E)`$. The abelian group $`S(I)K(𝒞)`$ is called the Groethendieck group of the category $`𝒞`$. Let’s give the reader some example of such groups. The first two will be very simple ones, which are somehow already known to the reader; the other two, instead, will be relevant in the following. * Let $`𝒞`$ be the category whose objects are the finite dimensional vector spaces and whose morphisms are linear maps. We know the notion of dimension of a vector space (“a vector space is not much more than $`^n`$ or $`^n`$”), and this allows us to say that $`I`$. Then, the first example of symmetrization of a monoid tells us that $`K(𝒞)`$. * If we consider, instead, the category of all vector spaces (regardless of the finite dimensionality) it turns out $`K(𝒞)0`$. This is because we are in the situation of the third example: if we choose $`\tau :EEEE\mathrm{}`$, we have $`s(\tau (E))+s(E)=s(\tau (E))`$. * Let $`R`$ be a ring with an unit. As we construct a vector space of finite dimension over a field $`k`$ (typically $``$ or $``$) by requiring that there is a commutative sum for the elements of the vector space, which gives a commutative group structure, and there is another operation $`k\times VV`$, that is, multiplying a vector by a scalar, with a certain number of properties, in the same way we can build a projective module of finite type<sup>4</sup><sup>4</sup>4The definition of finite type projective module is not irrelevant, since vector bundles over a compact space $`X`$ can be identified with projective modules of finite type over $`C(X)`$, the algebra of complex valued continuous functions over $`X`$; since this statement is almost the starting point of noncommutative geometry, we would like to exploit this footnote to give more precisely this notion. Let $`S`$ be a set; the $`R`$-module $`F`$ is said to be free generated by $`S`$ if, given an injective map $`i:SF`$ which defines a family $`f_i`$ of elements of $`F`$ indexed by $`iS`$ (the $`f_i`$ are called generators), and, given another $`R`$-module $`A`$, where another map $`h:SA`$ defines $`a_iA`$, $`iS`$, $`!k:FA`$ such that $`k(f_i)=a_i`$. (Vector space analogy: $`S=\{1,\mathrm{},\mathrm{dim}V\}`$; a linear mapping is uniquely reconstructed if we know where the generators of the domain space are landed). A module is said to be generated by a set $`S`$ if all its elements can be written as $`{\displaystyle \underset{sS}{}}r_ssr_sR`$ where only a finite number of $`r_s`$ is nonzero. It is said to be finitely generated or of finite type if it is generated by a finite set. An $`R`$-module is said to be projective if and only if it is a direct summand of free $`R`$-modules. over a ring $``$ (possibly a ring of functions); notice that if $``$ is a ring of functions the notion of linearity ($``$-linearity) is much more problematic, since it involves “taking inside and outside of brackets” not numbers but functions. Let’s consider, then, the category which has as objects the finite type projective $`R`$-modules (see again footnote 4) and as morphisms the $`R`$-linear maps. The Groethendieck group of such is usually denoted $`K(R)`$. The aim of algebraic K-theory is to compute $`K(R)`$ for (interesting) rings $`R`$. * Let $`𝒞`$ be the category of the vector bundles over a compact topological space $`X`$. Its Groethendieck group is usually denoted $`K(X)`$. The aim of topological K-theory is to compute $`K(X)`$ for (interesting) topological spaces $`X`$. The relation between topological and algebraic K-theory is given by the observation that the respective K-theory groups are isomorphic provided one proves the equivalence of the related categories (theorem of Serre-Swan). This can be done and the crucial ingredient in the proof is the so-called section functor, which states the fact that the set of the continuous sections of a vector bundle is a $`R`$-module and some further “good behavior” properties. To proceed along the path outlined, we want to make some further observations. First of all, we did not really need to own a notion of additivity inside the category; it would be enough to have a composition law $``$ satisfying the same “nice properties”: $`E(FG)(EF)G`$, $`EFFE`$, $`E0E`$. This allows us to study in this framework a very significant example: the real finite dimensional fiber bundles over a compact topological space $`X`$ endowed with a positive definite quadratic form. It turns out $`[E][F]`$ if and only if $`G`$ such that $`EGFG`$ (actually, $`G`$ may be chosen to be a trivial vector bundle of suitable rank $`n`$ over X); in this case one says $`E`$ and $`F`$ to be stably isomorphic. One finds that to any $`E`$ one can associate $`[E]K^0(X)`$, which depends only on the class of stable isomorphisms of $`E`$. Such classes $`[E]`$ generate the group $`K^0(X)`$. The group $`K^1`$ is more interesting, since $`K^1(X)=\pi _0(GL^{\mathrm{}})`$; it is the group of connected components of $`GL^{\mathrm{}}_{n1}GL^n(A)`$, where $`GL^n`$ are $`n\times n`$ invertible matrices whose elements take values in $`A=C(X)`$. Going back to the general context, another thing to be noticed is that $`K`$ is a contravariant functor (that is, speaking very loosely, “the analogous of a map between categories, but reversed; it would be the generalization of a map from the “target” category to the “domain” one”) from the category $`\{`$compact topological spaces and continuous applications$`\}`$ to the one $`\{/2`$-graded abelian groups$`\}`$ (the gradation comes from $`K=K^0K^1`$). Contravariancy is very important: if one “squeezes” the topological space, either to a point or a subset of his, by means of an equivalence relation, one obtains a well-defined map between abelian groups (notice how the arrows should be oriented for this to work). The steps which follow are very technical and we don’t want even to outline them; let’s only say that contravariancy is crucial and that one needs to build a product structure which is able to multiply elements of K-groups associated to (different) topological spaces. One thus proves the Bott periodicity theorem and “builds” in a very abstract way all the K-theory groups. Let’s say something (addressing the reader wishing a textbook to ) about the very important questions of computability of K-theory groups and of extension of the tools to the non commutative case. Let’s take $`A=C(X)`$, $`X`$ compact space. In this (commutative) case, we have a relation between the K-theory of $`X`$ and its usual (de Rham) cohomology. This tool (the Chern character) can be explicitly computed when $`X`$ is a smooth manifold. The columns on which this results stands are: * there is an isomorphism $`K_0(𝒜)K_0(A)`$, where $`𝒜=C^{\mathrm{}}(X)`$ is dense in $`A`$; * given $`E`$, a smooth vector bundle over $`X`$, we associate to it an element of the cohomology, $`ch(E)`$, which can be represented as the differential form $`ch(E)=trace(exp(\mathrm{\Delta }^2/2\pi i))`$ for any connection $`\mathrm{\Delta }`$ over $`E`$; * if we take a continuous linear form $`C`$ over the vector space of the smooth differential forms over the manifold $`X`$, one can “couple” it with the differential form above: $`C,ch(E)\phi _C(E)`$; thus $`\phi _C`$ is a map $`\phi _C:K^{}(X)`$. The procedure has thus managed to give us numerical invariants in K-theory, whose knowledge may replace the actual study of $`ch(E)`$. To allow extension to the noncommutative case, we need two big steps. * We need to define the non commutative analogue of the de Rham cohomology, which will be called cyclic cohomology; this step is algebraic and needs figuring out an algebra $`𝒜`$ which will play the role of $`C^{\mathrm{}}(X)`$. * The second crucial step is analytic: given $`𝒜`$, non commutative algebra which is a dense subalgebra of a $`C^{}`$-algebra<sup>5</sup><sup>5</sup>5 The general proofs of K-theory are based on Banach algebra conditions, but there are crucial differences between the K-theory of $`C^{}`$-algebras and the one of generic involutory Banach algebras. Here we do need $`C^{}`$-algebras. $`A`$, let’s have a cyclic cocycle over $`𝒜`$ (with suitable conditions). We need to extend the numerical invariants of K-theory; at this stage, we have actually $`\phi _C^{}:K_0(𝒜)`$ and we need $`\phi _C^{}:K_0(A)`$. We have thus outlined the path towards the construction of a very powerful tool, which has been able to handle many hard problems in mathematics. To the non mathematical audience, we now would like to remark that it allowed comprehension of (algebraic) relation between differential geometry and measure theory. For example, in the context of a foliate manifold (when usual measure theory may be helpless), it was possible to recover the naive interpretation of a bundle of leaves over the ill-behaved space of leaves, provided everything is correctly reformulated in the noncommutative framework. ## 6 The enigma of Penrose tilings and its solution We have discussed in section 4 an ill-behaved space, obtained by a compact one by means of a quotient operation, and have seen how it was hopeless to resolve its structure by means of the algebra of continuous functions. As promised, now we move on towards showing that there are actually different Penrose tilings, since there are topological invariants labeled by integers: the actual picture will be that it is true that any finite patch will appear (infinitely many times) in any Penrose tilings, but the limit, for bigger and bigger regions of the tiling, of the relative frequency of appearance of patterns can be different. Moreover, the job is done by studying operator-valued functions over the ill-behaved space $`X`$. The section will require some (standard) knowledge of Hilbert spaces and linear operators over them. Let us show, first of all, what the $`C^{}`$-algebra of the space $`X=K/`$ of Penrose tilings looks like. A generic element $`a`$ of the $`C^{}`$-algebra $`A`$ is given by a matrix $`(a)_{z,z^{}}`$ indexed by pairs $`(z,z^{})K\times K`$. The product of the algebra is the matrix product: $`(ab)_{z,z^{}}={\displaystyle \underset{z^{\prime \prime }}{}}a_{z,z^{\prime \prime }}b_{z^{\prime \prime },z^{}}`$. To each $`xX`$ one can associate a denumerable subset of $`K`$ (the sequences of numbers which are definitely equal), and, thus, a Hilbert space $`l_x^2`$ (of which the above sequences give an orthonormal basis). Any $`aA`$ defines an operator of this Hilbert space $`l_x^2`$: $`((a(x)\xi )_z={\displaystyle \underset{z^{}}{}}a_{z,z^{}}\xi _z^{}\xi l_x^2`$ (6.20) that is, $`a(x)L(l_x^2)xX`$. This, by the way, defines a $`C^{}`$-algebra, since $`a(x)`$ is finite and independent of $`x`$. Notice that $``$ can be endowed with a locally compact topology. We can, actually, see $``$ as $`{\displaystyle \underset{n}{}}_n`$, where the relations $`_n`$ are defined as $`_n=\{(z,z^{}):z_j=z_j^{}jn\}`$ (6.21) that is, we consider the pairs whose sequences match since the first, second, … $`n`$-th figure. It is clear how to extract from any covering a finite subcovering (for example, if we deal with neighborhoods of a point, “take the smaller $`n`$, that is, the coarser cell”). It is also clear that this topology is not equal to the topology which $``$ would inherit as a subset of $`K\times K`$ (that is, the topology which says “two couples are near if the first elements and the second elements of the couples are respectively near”). We don’t want here to give an explicit construction of the $`C^{}`$-algebra $`A`$ (which the reader can found discussed in detail in , II.3), but only to stress again the two important points: 1. the $`C^{}`$-algebra $`A`$ is rich and interesting; 2. it has invariants labeled by integers. Let’s just summarize the results obtained in this direction. $`A`$ turns out to be the inductive limit (this term should not frighten the reader: it just mean a limit of bigger and bigger matrices, boxed one into the previous) of the finite dimensional algebras $`A_n=M_{k_n}()M_{k_n^{}}()`$. That is, the $`A_n`$ are direct sums of two matrix algebras of respective dimension $`k_n`$ and $`k_n^{}`$; in their turn, $`k_n`$ and $`k_n^{}`$ are natural numbers obtained by the following steps: (1) truncate the binary sequence representation of the Cantor set $`K`$ to the sets $`K_n`$ of finite sequences of length $`n+1`$ satisfying the consistency rule, and (2) set equal to $`k_n`$ (resp. $`k_n^{}`$) the number of finite sequences of $`K_n`$ which end with zero (resp. one). It is known how to calculate invariants for such an algebra $`A`$, which are, by the way, the $`K_0`$ group and its symmetrization (this remark is aimed to the readers who read the previous section or who are familiar with K-theory). The result is $`K_0(A)=^2`$ (6.22) $`K_0^+(A)=\{(a,b)^2:\left({\displaystyle \frac{1+\sqrt{5}}{2}}a+b0\right)\}`$ (6.23) One can thus achieve the construction of numerical invariants (which can be interpreted as relative frequency of appearing for finite patterns); this justifies all the effort put in the direction of resolving the structure, at first sight trivial, of the non-pointlike set $`X`$. Part 2: Some applications to Matrix theory ## Lecture 2 The noncommutative torus: a very simple example of a non commutative geometry, which also allow us to figure out relations between the deformation viewpoint and the quotient space viewpoint. ## Introduction In this lecture I will present a very simple example of noncommutative geometry, the noncommutative torus, which moreover we will study mainly in the case of rational foliation (that is, a geometrically trivial framework). This example will allow us to clarify the relation between the “deformation” aspect which is intrinsic to noncommutativity and the insurgence of a magnetic field (or charge) which on the other hand is a reason of interest from a more “physical” viewpoint. We will start by discussing a little the sentences that one often encounters about “non commutative manifolds” that are endowed with non commuting coordinates and show how they actually say no more and no less that the algebra of “functions” which describes the space is actually an algebra of (non commuting) operators. We will then go through the construction of the paper hep-th/9804120 which links an abelian gauge theory over a noncommutative torus with a nonabelian gauge theory in presence of magnetic monopoles over an ordinary torus, and relates as well the original parameters for the noncommutative torus with parameters describing the gauge group and the magnetic field in the rephrased theory. This means that in such a framework the operation of deforming a commutative theory into a noncommutative one just means acting over the magnetic boundary conditions of the theory and the rank of the gauge group - the noncommutative description is more convenient in some sense and as we will see clarifies for us a relation between different SYM which is not at all evident from the traditional point of view, but it is actually a rephrasing. So we should discuss in further detail how far we expect NCG in M theory to be just a rephrasing of known physics, and we will talk again of this aspect in the next lecture. ## 7 The NC torus Let us consider the noncommutative torus whose characterization has been given in the previous lecture $`U_iU_j=e^{2\pi i\theta _{ij}}U_jU_i`$ (7.24) $`U^ie^{ix_i}`$ (7.25) Notice that $`[x_i,x_j]=2\pi _i\theta _i`$; and in this sense one sometimes says that the coordinates of the manifold do not commute. Of course there is no structure of product which is available for the coordinates, what the sentence means is that, in fact, the space is not characterised any more by an algebra of functions and instead requires an algebra of operators: out of such an algebra one may extract a convenient “basis” which can be regarded as noncommuting coordinates over an auxiliary object which keeps memory of the product structure carried by the algebra. Let us try to relate the above algebraic description with the quotient space viewpoint. We can for simplicity think of a $`T^2`$. So the idea is to have a foliation with angular coefficient $`\theta `$ and identify the points which lie on the same leaf. As already remarked last lecture this operation is quite tricky for $`\theta \text{}`$ and for example will force us to review our concept of measurable functions (and consequently many tools we use all the time, including Lebesgue integration) but we will not discuss these complicated problems since anyway we will stick to a trivial geometrical setting, that is, $`\theta \text{}`$. So let us consider the forms $$T^2=\text{I}\text{R}^2/\text{ }\text{}^2$$ Let us consider the line bundle in $`\text{I}\text{R}^2`$ $$y=\theta x+b$$ $`\theta `$ fixed, $`b`$ identifying a leaf in a non univocal way Identify the points which lie on the same leaf and then quotient by $`\text{ }\text{}^2`$ thus wrapping the torus. When two values of $`b,b^{}`$ identify the same leaf ? When there exist $`n\text{ }\text{}`$ such that $$b^{}=b+\theta n$$ The quotient space viewpoint tells us: if you wish to see a $`C^{}`$-algebra that is rich enough to characterise the quotient space, you must not take the structures of the parent space and have them inherited; instead take the graph of the equivalent relation, $`𝒦\times 𝒦`$ ($`𝒦`$ = parent space), $`\{(Z,Z^{}),Z,Z^{}𝒦,ZZ^{}\}`$ and work on that. An element of the $`C^{}`$-algebra is going to be a matrix $$(a)_{Z,Z^{}}\text{indexed by points }(Z,Z^{})$$ The product of the algebra will of course be the matrix product $$(ab)_{ZZ^{}}=\underset{\genfrac{}{}{0pt}{}{Z^{\prime \prime }}{ZZ^{}Z^{\prime \prime }}}{}(a)_{ZZ^{\prime \prime }}(b)_{Z^{\prime \prime }Z^{}}$$ Notice that such matrices may be infinite but will any way be with discrete entries, because we are arranging (for various purposed beyond this discussion) that the set of representatives for a given equivalence class is denumerable. And this is why we define functions over the leaf $`F(b,b^{})`$ or, if we prefer, $`F(b,n)`$ where it is implied $`b^{}b+\theta n`$. The matrix product will give rise to rewriting $$FG=\underset{n}{}f(b,n)G(b+\theta n,mn)$$ which is the $``$ operation first studied by CDS with the noncommutative algebra already written. ## 8 M theory on the rationally foliated torus Now let us move to a $`M`$ theory setting. We will build an example which embodies our equivalence relation: here is how. II A theory on a torus; compactification is along space like circle of vanishing radius (Seiberg). CDS considers a background 2-form potential $`\theta `$. We will study a similar setting with a square torus; however we will have a $`D0`$-brane embedded in the torus and do a $`T`$-duality. $$\begin{array}{cc}\tau =i\hfill & \\ P=\theta +ia\text{(}a\text{ = area)}\hfill & \end{array})\text{original torus}\stackrel{T}{}\begin{array}{cc}P^{}=i\hfill & \\ \tau ^{}=\theta +ia\hfill & \end{array}\text{(that is }a^{}=1,\theta ^{}=0\text{)}$$ Dual torus with the $`D1`$ brane embedded. We may have fundamental strings as well. And notice that if the length is minimized this induces an equivalence relation $`b^{}b+n\theta `$. Consider a field operator which creates or annihilates such strings; its arguments are two points which are equivalent in the sense of the foliation Natural to interpret such operators as belonging to the noncommutative algebra of the foliated torus. Let us start with $`\theta =1/N`$ For the dual torus $`\sigma [0,\mathrm{\Sigma }]`$ $`\tau ^{}=\theta +i\mathrm{\Sigma }h`$ $`p^{}=i`$ The fundamental strings just described dynamically connect points $`\sigma `$ and $`\sigma +W(\mathrm{\Sigma }/N)`$ $`(W\text{ }\text{})`$. (From now on the vertical direction will play very little role and we will just forget it). We can thus define nonlocal fields $`\varphi =\varphi (\sigma ,W)`$ or if we prefer $`\varphi =\varphi (K,)`$ by means of a Fourier transform), $`K,W\text{ }\text{}`$. The energy of the corresponding modes is $$E(K,W)=\left(\frac{1}{\mathrm{\Sigma }^2}[K^2+𝒲^2]\right)^{1/2}$$ Now notice that the very definition of the dual torus $`(T^2)`$ allows us to identify, along the $`\sigma `$ direction which is the interesting one (that is, on $`T^1=S`$) the points $`\sigma `$ and $`\sigma +\mathrm{\Sigma }n`$, $`n\text{ }\text{}`$. On the other hand we have just seen the dynamical connection induced by fundamental strings between points $`\sigma `$ and $`\sigma +W`$ can suggest us to think of an auxiliary torus $`T^1`$, of length $`\mathrm{\Sigma }/N`$. original torus These connections arise from the dynamic, that is, the background $`1/N`$ $`N`$ copies of a new torus whose coordinate $`x`$ takes value $`x[0,\mathrm{\Sigma }/N]`$ Each of the “arches” is folded and becomes a smaller torus of its own. One further comment can be made with relation to a choice of generic $`\theta \text{}`$, that is $`\theta =P/N`$, $`P,N\text{ }\text{}`$ and relatively prime. Then the equivalent relation coming from the background just induces a relabeling of the order in which the smaller tori are attached: the sequence 0th, 1st, 2nd…$`N`$th is replaced by 0th, $`((P)_{modN})`$th, $`((2P)_{modN})`$th,…$`((P(N1))_{modN})`$th. Passing from the original $`T^1`$ to the smaller torus has the effect of changing the notion of integer and fractional momentum/winding quantum numbers. In particular we can rewrite $`K`$ $``$ $`KN+qq=0,1,\mathrm{}N1`$ $`W`$ $`=`$ $`WN+(ab)a,b=0,1,\mathrm{}N1`$ ($`ab`$: this index says in which of the $`N`$ arches the string begins, resp. ends) At the same time, the fields $`\varphi (\sigma ,W)`$ can be rephrased in terms of the new variables, but we need to introduce indices to keep memory of which arch we deal with: $$\varphi (\sigma ,W)\varphi _{ab}(x,W)a,b=1,\mathrm{}N$$ We can rewrite that as $`\varphi _{ab}(x,y)`$ if we interpret the winding mode as $`KK`$ momentum in an additional direction. Energy of course becomes $$E^2=\frac{1}{\epsilon ^2}\left((NK+q)^2+(NW+(ab))^2\right)$$ Now our aim is to reproduce such spectrum, using the fields $`\varphi _{ab}`$, by putting appropriate boundary conditions over the fields $`\varphi `$ themselves. For our convenience let’s present an explicit representation of the algebra of operators on the $`NC`$ torus in the case where $`\theta =1/N`$. $$U=\left(\begin{array}{ccccccc}0& & 1& 0& 0& 0& \mathrm{}\\ & & 0& 1& 0& \mathrm{}& \\ & & & 0& 1& \mathrm{}& \\ & \varphi & & & 0& 1& _{\mathrm{}}\\ & & & & & 0& _{\mathrm{}}\\ 1& & & & & & \end{array}\right)\text{shift matrix}$$ $$V=\left(\begin{array}{ccccc}1& & & \varphi & \\ & e^{2i\pi /N}& & & \\ & & e^{4i\pi /N}& & \\ & \varphi & & e^{6i\pi /N}& _{\mathrm{}}\end{array}\right)\text{phases matrix}$$ What happens after a turn to the fields $`\varphi `$ ? $`\varphi _{ab}(x+{\displaystyle \frac{\mathrm{\Sigma }}{N}},y)=\varphi _{a+1,b+1}(x,y)`$ $`\varphi _{ab}(x,y+{\displaystyle \frac{\mathrm{\Sigma }}{N}})=\varphi _{ab}(x,y)`$ In matrix notation $`\varphi (x+{\displaystyle \frac{\mathrm{\Sigma }}{N}},y)=U^+\varphi (x,y)U`$ $`\varphi (x,y+{\displaystyle \frac{\mathrm{\Sigma }}{N}})=\varphi (x,y)`$ This is not the end of the story, the energy contains fractional contribution for the momentum (they of course used to be integer on the big torus). To mimick these, we introduce Wilson loops $$W(x)=\mathrm{exp}\left(iA_y(x,y)𝑑y\right)$$ with $`A_x=0`$ and $`A_y`$ independent of $`y`$: $$W(x)=\mathrm{exp}\left(i\frac{\mathrm{\Sigma }}{N}A_y(x)\right)$$ The background vector potential we choose is $$W(x)=\mathrm{exp}\left(i\frac{x}{\mathrm{\Sigma }}\right)\left(\begin{array}{cccccc}^{\mathrm{}}& e^{2\pi i/N}& & & \varphi & \\ & & 1& e^{2\pi i/N}& & \\ & \varphi & & & e^{4\pi i/N}& _{\mathrm{}}\end{array}\right)$$ Notice that $$W\left(x+\frac{\mathrm{\Sigma }}{N}\right)=U^+W(x)U$$ that is, the behaviour of the background for a complete turn on the small circle is identical to the one of $`\varphi `$. Explicitating the vector potential $$A_y=\underset{\text{ABELIAN PART}}{\underset{}{\frac{x}{\mathrm{\Sigma }^2}NId}}+\frac{1}{\mathrm{\Sigma }}\left(\begin{array}{cccccc}^{\mathrm{}}& & & \varphi & & \\ & 2& & & & \\ & & 1& & & \\ & & & 0& & \\ & \varphi & & & 1& _{\mathrm{}}\end{array}\right)$$ $``$ A unit of abelian magnetic flux through the torus. What would happen if $`\theta =p/N`$ ? $$W(x)=\mathrm{exp}\left(ip\frac{x}{\mathrm{\Sigma }}\right)\left(\begin{array}{cccccc}^{\mathrm{}}& e^{2\pi i/N}& & & \varphi & \\ & & 1& & & \\ & & & e^{2\pi i/N}& & \\ & \varphi & & & e^{4\pi i/N}& _{\mathrm{}}\end{array}\right)$$ The abelian part of the magnetic flux is multiplied by $`p`$ and so happens to the magnetic flux through the torus. Now let’s see what happens to the action when we pass from the variables on the original torus to the ones on the small torus. The part of the lagrangian which may encounter problems is the free one, because we did an operation of “cut” over the torus. The free dynamical evolution “does not recognize” that we have reasons to identify points of a distance of, let’s say, $`\mathrm{\Sigma }/N`$; she just states that after the first arch there comes the second one (not that the first arch will close on itself to form a torus !). On the other hand the interaction terms will understand that fact very well, since it is the interaction which gave us reasons for the whole operation…In other terms, the polinomial terms in the action, as soon as they are appropriately put on the deformed $`NC`$ torus, will have to be correctly translated in terms of the deformed product $``$. so we actually don’t even need to check the interaction terms. As for the free term it is understandable that the reformulation on the small torus, which involves a “cut and glue” procedure, will create fictitious magnetic monopoles, whose role is exactly to mimick the “jump” thus induced. Anyway let’s see directly what happens. $$_{\text{free}}=𝑑x𝑑yTr\left(\dot{\varphi }^2(D\varphi )^2\right)\ddot{\varphi }=D^2\varphi $$ with $`D\varphi =\varphi +i[A,\varphi ]`$. $$D^2=D_x^2+D_y^2=(_x)^2+\left(_y+i[A_y,]\right)^2$$ $`_x`$ this part of the spectrum should be evaluated on the small torus of length $`\mathrm{\Sigma }/N`$. But we imposed conditions on $`\varphi `$ such that it comes back to its original value only after $`N`$ turns, so it’s like the torus had size $`\mathrm{\Sigma }`$. (Obvious, the $`x`$ direction is the original one…) Spectrum contribution: $`i/\mathrm{\Sigma }[KN+p]`$ ($`p=1,\mathrm{}N1`$) $`_y`$ $`i(NW/\mathrm{\Sigma })`$ $`A_y,`$ Let’s see what the commutator is like $$A_y,\varphi ]_{a,b}=\frac{1}{\mathrm{\Sigma }}(ab)\varphi _{ab}$$ That is $$E^2=\left[\left(\frac{kN+p}{\mathrm{\Sigma }}\right)^2+\left(\frac{NW}{\mathrm{\Sigma }}+\frac{ab}{\mathrm{\Sigma }}\right)^2\right]$$ as required. To summarize, we have now a prescription for rewriting a theory over a noncom. torus of characteristic parameter $`\theta `$ into another $`SYM`$ theory with appropriate size of the gauge group and number of magnetic changes. Abelian $`SYM`$ theory over a $`NC`$ torus of size $`\mathrm{\Sigma }`$ with parameter $`\theta p/N`$ $``$ $`U(N)SYM`$ on a torus of size $`\mathrm{\Sigma }/N`$ with $`p`$ units of magnetic flux. The $`SYM`$ content of this statement is non trivial and allows us, for example, to relate theories with very different values of $`N`$ (interesting, especially in view of large $`N`$ limit conjectures). The $`NC`$ content is instead quite trivial. It leaves us with the opinion that switching on the noncommutativity corresponds to introducing a few magnetic monopoles (and of course we knew about that). In the next lecture we will see another situation in which a $`NCG`$ system can be again completely described in terms of a magnetic field mechanism. So we will be aware that in many cases of interest in brane physics the $`NC`$ deformation does not go much beyond the good old $`B`$ field. Of course we do not believe this to be the end of the story and we expect to find many examples of different characteristics, we will comment further on that. ## Lectures 3-4 The noncommutative torus in string theory: how to relate noncommutativity and magnetic field background. A situation in which “deforming the geometry” barely means “switching on a $`B`$ field”. Mimicking a “noncommutative geometry” by appropriate $`B`$ fields. Regularization properties of deformation into noncommutative structure of the Feynman diagrams. ## Introduction We will now proceed to discuss another example in which the noncommutativity again appears as a rephrasing of well known physics, namely the physics of the magnetic field, by means of a convenient mathematical formulation. The reference is a joint work D.B. and L. Susskind hep-th/9908056. Our aim will be to study the perturbative structure of noncommutative YM theories. We will then discuss the vertex structure for light cone string theory in presence of a $`D3`$-brane and a background $`B`$ field; we will find that it has Moyal phrases typical of NCG systems. We will moreover show how such a vertex structure is mimicked by a model of a pair of opposite electric charges in a magnetic field. As in the previous lecture, we will find interesting results from the viewpoint of string theory, and in particular about the regularization properties of the noncommutative deformation over the Feynman diagrams. Namely we will be able to prove that for planar diagrams the Feynman amplitudes are the same as for the corresponding commutative YM theory; instead generic non planar diagrams are regulated by switching on the noncommutativity. We can also argue that the large $`N`$ limit is the same for both ordinary and $`NC`$ theory, accounting for thermodynamical properties of the theory not to be changed, and this is a result of some interest for string theory (and in particular in connection with the proposed AdS/CPT correspondence). What should be stressed here is that we are confronted once more with a result which is negative from the point of view of noncommutative geometry: we have another example in which the deformation induced by noncommutativity (at least most NCG can be thought of as deformation of ordinary geometrical spaces; not the space of inequivalent Penrose tilings, but anyway a bunch of interesting examples) can be rephrased as some variant of background $`B`$ field. Our spirit is of course to explore how far we can go along this vocabulary with the ultimate intention of builiding examples of NCG which are not reducible to $`B`$ fields and hopefully will talk about some new and interesting “physical” phenomenon, we will go back to this point. ## 9 String theory setup Let’s start with our setup, this time we have bosonic string theory, we have a brane $`D3`$ oriented along $`X^0`$, $`X^1`$, $`X^2`$, $`X^3`$ and also we have a background $`B^{\mu \nu }`$ along direction 1,2 in light cone frame. $$X^\pm =X^0\pm X^3X^{}\tau $$ $$=\frac{1}{2}_L^L𝑑\tau 𝑑\sigma \left[\left(\frac{x^i}{\tau }\right)^2\left(\frac{x^i}{\sigma }\right)^2+\underset{B_{ij}}{\underset{}{Bϵ_{ij}}}\left(\frac{x^i}{\tau }\right)\left(\frac{x^j}{\sigma }\right)\right]$$ This is the lagrangian for the open string sector (of strings with extremal points as the $`D3`$ brane). Do rescaling: $`x^i`$ $`=`$ $`y^i/\sqrt{B}`$ $`\tau `$ $`=`$ $`tB`$ $$=\frac{1}{2}B_L^L𝑑t𝑑B\left[\left(\frac{1}{B^2}\left(\frac{y^i}{t}\right)^2\left(\frac{y^i}{\sigma }\right)^2+ϵ_{ij}\left(\frac{y^i}{t}\right)\left(\frac{y^j}{\sigma }\right)\right)\right]$$ This is a more convenient form because we are interested in a regime with very large $`B`$, so we will drop the first term. Now we manipulate the lagrangian and solve the classical eq. of motion, this gives $$y(\sigma )=y+\frac{\mathrm{\Delta }\sigma }{L}$$ That is $`={\displaystyle \frac{1}{2}}\left[2{\displaystyle \frac{\mathrm{\Delta }^2}{L}}+\dot{y}^iϵ_{ij}\mathrm{\Delta }^j\right]`$ $`2\mathrm{\Delta }^2/L`$ = “harmonic oscillator term” $`\dot{y}^iϵ_{ij}\mathrm{\Delta }^j`$ = “Landau level term” What original form for a lagrangian. Shall we see if we can mimick that by means of a system containing harmonic oscillators and charges inside a strong magnetic field ? We are just going to see that this is, indeed, possible. ## 10 A mechanical model The model consists of a spring with elastic constant $`K`$ at whose ends we have two particles of mass $`m`$ and electric charge $`e`$, embedded in a magnetic field. $`\|\stackrel{}{B}\|`$ high; $`\|\stackrel{}{B}\|`$, $`e`$, $`m`$ such that Coulomb and radiation terms are negligible. The system is essentially confined to a plane. $$=\frac{m}{2}\left((\dot{x}_1)^2+(\dot{x}_2)^2\right)+\frac{Be}{2}ϵ_{ij}\left(\dot{x}_1^ix_1^j\dot{x}_2^ix_2^j\right)\frac{K}{2}(x_1x_2)^2$$ $`((\dot{x}_1)^2+(\dot{x}_2)^2)`$: this term we neglect because we assume to always be in the lowest Landau level. Define C.M. and relative coordinates. $`\stackrel{}{X}`$ $`=`$ $`(\stackrel{}{X}_1+\stackrel{}{X}_2)/2`$ $`\stackrel{}{\mathrm{\Delta }}`$ $`=`$ $`(\stackrel{}{x}_1\stackrel{}{x}_2)/2`$ $$=2Bet_{ij}\dot{X}^i\mathrm{\Delta }^j2K(\mathrm{\Delta })^2$$ Same form than the original lagrangian provided we choose appropriately the parameters. This is already interesting: the message is that a quantum of NCYM can be described as an unexcited string stretched between two opposite charges inside a strong magnetic field. There are more remarkable things. $`=2K(\mathrm{\Delta })^2\text{(no contrib. as we know from magnetic term)}`$ $`p_i{\displaystyle \frac{}{\dot{X}^i}}=2Beϵ_{ij}\mathrm{\Delta }_j`$ $`=2K\left({\displaystyle \frac{p^2}{2eB}}\right)^2=\left({\displaystyle \frac{K}{e^2B^2}}\right){\displaystyle \frac{p^2}{2}}`$ $`\text{Looks like a nonrelativistic particle of mass}M={\displaystyle \frac{B^2e^2}{K}}`$ However the relation $`p_i=2Bϵ_{ij}\mathrm{\Delta }_j`$ tells us that $`\|\stackrel{}{\mathrm{\Delta }}\|`$, the spatial extension of the system, is proportional to $`\|\stackrel{}{p}\|`$, the momentum in the orthogonal direction. That is, you boost the system along a direction and it will spread in the orthogonal one. This means that the particle is not pointlike any more: how will the interactions reflect this ? Suppose the charge 1 interacts locally with some potential for which the charge 2 is transparent. $$V(\stackrel{}{x}_1)=V(\stackrel{}{X}+\stackrel{}{\mathrm{\Delta }})=V\left(\stackrel{}{X}\frac{1}{2B}ϵ^{ij}p_j\right)$$ Notice this shift of a momentum dependent amount. Actually it’s not obvious that such expression is well defined, $`V`$ is a quantum operator and quantum ordering is important, since a priori the two addends of the argument do not commute. However it works. $`V(x)={\displaystyle 𝑑q\stackrel{~}{V}(q)e^{iqx}}\text{if }V\text{ admits Fourier transform }\stackrel{~}{V}`$ $`V\left(x{\displaystyle \frac{ϵp}{2B}}\right)={\displaystyle 𝑑q\stackrel{~}{V}(q)e^{iq(xϵp/2B)}}`$ this is meaningful because $`[qX,qp]=0`$ Now take $`\|K`$ and $`\|\mathrm{}`$ eigenstates for momentum: $`K\left\|e^{iq(Xϵp/2B)}\right\|\mathrm{}=K\left\|e^{iqx}e^{iq(ϵp/2B)}\right\|\mathrm{}`$ $`=e^{iq(ϵp/2B)}K\left\|e^{iqx}\right\|\mathrm{}=e^{iqϵp/2B}\delta (Kq\mathrm{})`$ This piece of the vertex is the novelty of noncommutativity. And it is also something familiar: these are the momentum-dependent Moyal phases. That is, we have reproduced the Moyal phases characteristic of NCG by means of this mechanical system which surely has no further content than the Landau levels. This is quite remarkable, the model didn’t look particularly illuminating or deep. Next lecture we will work further on this example: we will study the perturbative expansion of the theory in terms of Feynman diagrams and discuss the regularization properties carried by the Moyal phases discussed above. We will find out as already anticipated that the planar diagrams (which we expect to dominate in the large $`N`$ limit) are not changed while the non planar diagrams are regularized (for a generic diagram). ## 11 The interaction vertex As we have seen the basic quantum can be represented as a nonrelativistic object which is however not pointlike. So The basic interaction will be like a joining and splitting of strings, but always straight strings: We just saw that this interaction mimicks the Moyal phases of NCG. The propagator will be represented in double line notation: This should not be taken too literally as a double line like the quarks… This is not LQFT. It is always to be remembered that interactions are nonlocal (we are mimicking string theory which is of course nonlocal). $`Vertex=commutativevertexe^{ip\theta \epsilon ^{ij}q^j}`$ (11.26) $`e^{ip_1p_2}=e^{ip_2p_3}=e^{ip_3p_1}`$ (11.27) where $`p_ap_b`$ indicates an antisymmetric product. Notice: * cyclic order matters. * only cyclic order matters. Notice also channel exchange invariance. $`e^{i(p_1p_2)}e^{i(p_1+p_2)p_3}=e^{i(p_1p_2+p_2p_3+p_1p_3)}`$ (11.28) Moreover any planar diagram can be rewritten as shown in the figure after appropriate sequence of duality moves. So it’s enough to check Moyal phases contribution of the tadpole diagram $`phase=e^{ikk}=\mathrm{\hspace{0.25em}1}`$ (11.29) No contribution of Moyal phases. In particular, structure of divergences is identical to the commutative case. Nonplanar diagram divergences are usually improved. An example is the diagram of the last figure. The commutative analogue has a logaritmic divergence. The improved diagram converges in this case. Typically, the diagrams undergo divergences improvement: this is indeed the case unless they contain a divergent planar subdiagram or unless the Moyal phases vanish because momentum in the 1,2 plane is vanishing. ## Conclusions * For planar diagrams NC YM theory has the same divergences as the corresponding SYM. In large $`N`$ limit NC YM = YM. In fact, it is claimed by AdS/CFT arguments that introduction of noncommutativity does not charnge thermodynamics of the theory in such correspondence. (Actually here NCG is magnetic field ! But this is anyway interesting – it was noticed before, that switching on $`B`$ does not change planar Feynman diagrams. So at least it is useful as a rewriting.) * Generic non planar diagrams are regulated. That is, as high momenta it looks that planar diagrams are in control of the overall behaviour. Beware: high momenta $``$ short distances !!! The system “opens up” in the orthogonal direction when it acquires a momentum. * On a torus we should be much more cautious. Usually QFT on open space looks like QFT on a torus, provided we study modes of high enough momentum. Switching on NC crucially changes this. For example, if the background on the torus is rational, other processes are allowed: endpoints of strings do not need to coincide, I have showed you processes in which they are shifted, let’s say, $`n(\mathrm{\Sigma }/N)`$ if the size of torus is $`\mathrm{\Sigma }`$. In fact, it was found by Krajewski and Wulkenhaar that non planar diagrams diverge on a torus with rational background $`\theta `$. To finish with, I propose a question: How general is the description of a quantum of NC YM as a couple of opposite charges elastically tied together in a strong magnetic field ? Can we find examples of NCG which describe a physics beyond the Landau levels ? New examples are needed. ## Acknowledgements It is a pleasure to thank the organizers of the TMR school who provided a wonderful opportunity to present and learn new subjects according to a format which is turning into a successful tradition. It is a pleasure as well to thank all the particpants who have brought in a good deal of interest and enthusiasm. The author is grateful to Anita Raets for typing part of the manuscript. ## Figures Figure 1. Figure 2. Figure 3. Figure 4.
warning/0006/astro-ph0006248.html	ar5iv	text	# Time-scales of Radio Emission in PSR J0437-4715 at 327 MHz ## 1 Introduction While it is becoming clear that the radio emission properties of normal and milli second (ms) pulsars are broadly similar (Gil & Krawczyk 1997; Jenet et al 1998; Kramer et al 1999), it is not yet clear exactly how similar they are. This is an important issue because of the three to four orders of magnitude difference in their periods and period derivatives. That a similar radio emission mechanism operates over such a wide range of the two most fundamental parameters of pulsars, is probably an important clue to the as yet unsolved problem of pulsar radio emission mechanism. This issue has been difficult to resolve since the radio emission from ms pulsars is very weak in comparison to that from normal pulsars, which are themselves considered weak radio emitters among cosmic sources. While several normal pulsars have been well studied for the details of their radio emission (see Manchester & Taylor 1977), among ms pulsars PSR J0437-4715 is one of the few that are bright enough for such detailed studies (McConnell et al 1996; Ables et al 1997 (paper I); Navarro et al 1997; Jenet et al 1998; Vivekanand et al 1998 (paper II)). This is the third paper in the series which discusses radio observations of PSR J0437-4715 at 327 MHz using Ooty Radio Telescope (ORT), which has only a single polarization. This pulsar has a rotation period of $``$ 5.757 ms and is in a binary system of orbital period $``$ 5.74 days. It is known to have radio emission in two modes – one over times scales of $``$ 0.01 periods, and the other over $``$ 0.1 to 0.5 periods. Paper I discussed one particular aspect of the former emission (spiky), while paper II discussed the overall properties of PSR J0437-4715. Jenet et al 1998 study this pulsar in detail at $``$ 1400 MHz. This paper studies the time scales of radio emission in PSR J0437-4715 at 327 MHz, using the auto-correlation function (ACF). Attempts have been made to model the integrated profile of PSR J0437-4715 into independent components of emission (Gil & Krawczyk 1997). In this paper the time-scales of radio emission are studied in the entire period, as well as in three major components of emission in the integrated profile; they are modeled as the Gaussian shown in Figure 1. The analysis was repeated for each of the three components by multiplying the flux density in each period by the Gaussian of the corresponding component. The ACF is independent of the amplitudes of the components. ## 2 Auto-Correlation Function (ACF) The details of data acquisition and pre-analysis are described in papers I and II. Briefly, ORT was used to obtain 436,500 periods of high quality data on PSR J0437-4715, sampled at 0.1024 ms. The data were collected in 36 files each containing 12,125 useful periods of continuous data (paper II analyzed 34 of these files). Since the pulsar’s rotation period is continuously Doppler shifted, the data was re-sampled at $``$ 0.1028 ms, depending upon the average period of the pulsar in each file, so that there are exactly 56 time samples in each period. The data in each file were shifted so that all 36 integrated profiles were aligned, correct to half a sample. Thus the radio emission properties can be studied as a function of “phase” or “longitude” within each period, across all files (Vivekanand et al 1998). Figures 2 and 3 describe the method of obtaining the time scales of radio emission in PSR J0437-4715. First, the data of each period were centered in an array of length 64 samples (top frame of Figure 2). Then they were auto-correlated after weighting by a Hamming function. The resulting ACF is shown in the bottom frame of Figure 2, as a function of the time delay $`t`$. Since the ACF is an even function of $`t`$, it was fit to a curve of the form $$\mathrm{𝖠𝖢𝖥}=k_0+k_1t^2+\underset{i=1}{\overset{N_g}{}}a_i\mathrm{exp}\left[\frac{t}{b_i}\right]^2.$$ (1) The analysis used routines from Numerical Recipes (Press et al 1989), after modifying and debugging them for double precision arithmetic. The ACF for each of the 436,500 periods was fit to four variations of equation 1: $`N_g=2`$ and $`N_g=3`$, each of which without and with the quadratic term $`k_1`$. This was found sufficient to model more than 75% of the data. For each of the four variations, the parameters of the fit were constrained as follows (provided that the basic non-linear fit converged): (1) The root mean square (rms) error $`\sigma _f`$ on any parameter $`f`$ in equation 1 should be less than 1.0 fractionally, i.e., $`\sigma _f/f<1.0`$; (2) The amplitudes $`a`$ of the Gaussian should be positive, otherwise the derived time-scale will not make sense, and should be less than 1.0 + $`\sigma _a`$ (since the peak of the ACF is normalized to 1.0 by definition); (3) For the same reason, the estimated value of the ACF at $`t`$ = 0.0, which is $`k_0+_{i=1}^{N_g}a_i`$, must be equal to 1.0, consistent with its rms error; (4) The absolute value of the coefficient $`k_0`$ must be less than 0.1; and (5) The term $`\left\|k_1t^2\right\|`$ must not contribute more than 0.1 (in magnitude) to the ACF at the extreme values of the abscissa ($`t=\pm 0.5174`$ periods) in the bottom frame of Figure 2. For each value of $`N_g`$, the results of the corresponding two variations (without and with $`k_1`$) were combined in the following manner: (1) When neither variation was able to fit the ACF, that period was set aside for later fitting, or given up altogether; (2) When only one variation fit the ACF, that solution was adopted; (3) When both variations fit the ACF, the following was done: * The Gaussian were sorted in the increasing order of width ($`b`$) for proper comparison between the two variations. * All parameters except $`k_1`$ in equation 1 were checked for consistency between the two variations, by the formula $$\left\|\frac{f_1f_2}{\sqrt{\sigma _{f_1}^2+\sigma _{f_2}^2}}\right\|<3.0.$$ (2) where the subscripts $`1`$ and $`2`$ refer to the above two variations, respectively. * If all above parameters were consistent in the two variations, then the results with $`k_1`$ fitted were chosen if $`k_1`$ was significant ($`\sigma _{k_1}/k_1<1.0`$); otherwise the results without $`k_1`$ fitted were chosen. * If even one of the above parameters was inconsistent in the two variations, then the results with the lower $`\chi ^2`$ were chosen, by using equation 2 with $`f`$ replaced by $`\chi ^2`$, and with 3.0 replaced by 2.0. A minimum $`\chi ^2`$ criterion should be applied with caution in this problem, because of fits such as that in Figure 3, which are considered good for obtaining the time-scale of emission, although the $`\chi ^2`$ is high. The results with $`N_g=3`$ were utilized for only those periods that could not be fit with $`N_g=2`$. Finally, only those results were retained whose $`\chi ^2`$ deviated from the mean value in each file by less than three standard deviations. ### 2.1 Discussion of the Model Fits The best fit parameters for the ACF in Figure 2 are: $`N_g=2`$, $`a_1=0.2541\pm 0.0031`$, $`b_1=0.0297\pm 0.0005`$, $`a_2=0.8190\pm 0.0037`$, $`b_2=0.2049\pm 0.0010`$, $`k_0=0.0728\pm 0.0041`$, $`k_1=0.2509\pm 0.0314`$, the rms deviation of the ACF about the fitted curve being $`0.0138`$. The rms errors were obtained in the usual manner using the covariance matrix, the rms deviation of the ACF, and the number of degrees of freedom. The best fit parameters in Figure 3 are: $`N_g=2`$, $`a_1=0.5117\pm 0.0109`$, $`b_1=0.0159\pm 0.0005`$, $`a_2=0.5068\pm 0.0054`$, $`b_2=0.2366\pm 0.0035`$, $`k_0=0.0171\pm 0.0037`$, $`k_1`$ not being fit, the rms deviation of the ACF being $`0.0504`$. The latter rms deviation is significantly higher due to the double pulsed structure in the top frame of Figure 3, which creates the symmetric peaks in the ACF at around $`t=\pm 0.1`$ periods in the bottom frame, which are fit only in a mean sense. This will slightly over estimate the width $`b_2`$ for the wider component of the ACF. The above analysis fitted 81.54% of the periods without any component weighting, and 76.69%, 84.66% and 76.00% of the periods in the three components of the integrated profile in Figure 1, respectively. This was considered sufficient because of the extremely large number of periods available (436,500) to begin with. The majority of the periods required only two time-scales of emission for proper representation; the fraction of the fitted periods that required $`N_g=3`$ was 0.24%, 10.91%, 1.25% and 1.67% in the above four cases, respectively. It is not possible to visually compare the curve fits with the computed ACF for all periods. This was done for 4800 randomly chosen periods, or $``$ 1.1% of the total periods. In addition, 20 periods having the lowest $`\chi ^2`$ and 20 periods having the highest $`\chi ^2`$ were also examined visually in four of the 36 data files (that were also chosen randomly). Only one or two fits were found to be unsatisfactory. Assuming that this number is 3, the maximum fraction of misfit periods one expects is $`3/48000.0063`$%. However fluctuations in this fraction will lead to a maximum fraction of misfit periods of $`\left(3+5\times \sqrt{3}\right)/48000.24`$%, at the five standard deviation confidence level; this takes into account the fact that only $`1.1`$% of the total number of periods were tested. This is unlikely to influence the results of this paper. This random checking was repeated for each of the three components of the integrated profile in Figure 1, with similar results. ## 3 Duration of Time-Scales Figure 4 shows the normalized probability density $`p(a,b)`$ of occurrence of $`a`$ and $`b`$ for the entire integrated profile and for the three components of the integrated profile in Figure 1. The estimated values of $`a`$ (or $`b`$) were assumed to be Gaussian random variables with standard deviation $`\sigma _a`$ (or $`\sigma _b`$), which are the rms errors obtained by curve fitting the ACF. Assuming that the errors $`\sigma _a`$ and $`\sigma _b`$ are uncorrelated, $`p(a,b)`$ can be defined as $`p(a,b)`$ $`={\displaystyle \frac{1}{2\pi N_P}}{\displaystyle \underset{i=1}{\overset{N_P}{}}}`$ (3) $`\left[{\displaystyle \frac{1}{\sigma _{a_s}\sigma _{b_s}}}\mathrm{exp}\left\{\left({\displaystyle \frac{aa_s}{\sigma _{a_s}}}\right)^2+\left({\displaystyle \frac{bb_s}{\sigma _{b_s}}}\right)^2\right\}\right]_i`$ $`+\left[{\displaystyle \frac{1}{\sigma _{a_l}\sigma _{b_l}}}\mathrm{exp}\left\{\left({\displaystyle \frac{aa_l}{\sigma _{a_l}}}\right)^2+\left({\displaystyle \frac{bb_l}{\sigma _{b_l}}}\right)^2\right\}\right]_i`$ where the subscripts $`s`$ and $`l`$ refer to small and large time-scales, respectively, and the sum is taken over all valid periods $`N_P`$. The distribution of the third time-scale is similar to that of $`l`$, and they are insignificant in number anyway; so they have not been plotted in Figure 4. Note that any correlation observed in the function $`p(a,b)`$ refers to that between the mean values of $`a_s`$ and $`b_s`$, or $`a_l`$ and $`b_l`$. Table 1 shows the mean values of the widths $`b`$ of the above three time-scales, estimated in the four plots of Figure 4. The rms errors for the third time-scale are significantly higher than the rest because of the much smaller numbers. It is easy to verify that the longer time-scales ($`l`$ and $`3`$) scale roughly as the width of the corresponding component of the integrated profile, while the shorter time-scale ($`s`$) is almost constant in the three components. The amplitudes $`a`$ of the $`s`$ and $`l`$ time-scales are anti-correlated with each other; this is expected since the peak ACF is normalized to 1.0, and the third time-scale contributes insignificantly to the ACF. The amplitudes $`a`$ are a rough measure of the relative energy in those time-scales. It is difficult to obtain from them the exact energy in each time-scale of emission in PSR J0437-4715, due to the behavior of the ACF as in Figure 3. Further, the amplitudes $`a`$ and widths $`b`$ are correlated for the short time-scale ($`s`$) emission, while they are not correlated for the long time-scale ($`l`$) emission. This is evident in all four plots of Figure 4. To study this quantitatively, horizontal cuts were taken in plots (a) and (c) of Figure 4, the former for the mean effect, and the latter for the maximum effect. The $`p(a,b)`$ cut at each $`a`$ was modeled as two Gaussian, to represent the two time-scales. The positions $`<b>`$ of these Gaussian were fit to a straight line as a function of $`a`$ (these are shown in Figures 4a and 4c): $$<b>=\alpha +\beta a.$$ (4) In Figure 4a, $`\alpha =0.0175\pm 0.0002`$ and $`\beta =0.0135\pm 0.0005`$ for the $`s`$ emission, while $`\alpha =0.2129\pm 0.0027`$ and $`\beta =0.0060\pm 0.0040`$ for the $`l`$ emission. The corresponding numbers in Figure 4c are $`\alpha =0.0189\pm 0.0004`$ and $`\beta =0.0159\pm 0.0008`$ for the $`s`$ emission, and $`\alpha =0.0621\pm 0.0005`$ and $`\beta =0.0023\pm 0.0009`$ for the $`l`$ emission. In both plots $`\beta `$ is much larger for the $`s`$ emission than for the $`l`$ emission, for which it is almost negligible; it is also much more significant relative to its rms error. This verifies the above claim. An alternate fit was also tried by incorporating a quadratic term $`\gamma a^2`$ into equation 4. For the $`s`$ emission the earlier trend was verified, while for the $`l`$ emission it gave a curvature in the opposite sense, which is also obvious by visual inspection of Figure 4. It may be tempting to claim here that the $`a`$ and $`b`$ for the $`l`$ emission are actually anti-correlated. However, this could also be due to the fact that our curve fitting to the ACF gave biased (higher) values of $`b`$ in data such as that shown in Figure 3; and this effect appears to be larger for lower $`a`$ (i.e., for weaker $`l`$ emission). Therefore the possible anti-correlation of $`a`$ and $`b`$ in the $`l`$ emission has to be justified with better data or with more sophisticated analysis. Note that such a problem does not occur for the $`s`$ emission. The trend seen in Figure 4 was noticed in all 36 individual files of data. It was verified visually for some of the strongest “spikes” of radio emission. It is also consistent with the claim of Jenet et al 1998 that they “observe a significant inverse correlation between pulse peak and width” for the spiky emission (see below). Therefore this appears to be a genuine feature of radio emission in PSR J0437-4715. This result is also independent of the type A and type B integrated profiles discussed in Figure 8 of Vivekanand et al 1998. ## 4 Distribution of Spikes Ables et al 1997 studied the distribution of the spiky emission from PSR J0437-4715 in the “phase” or “longitude” space. They claim that “The spikes are observed almost exclusively in a 10 phase window centered on the main pulse. Within that window the phase distribution has a periodic variation”. The latter claim has been found invalid by Jenet et al 1998. Ables et al 1997 claimed a very high resolution in the phase space; this section attempts a more modest (and probably what should have been the more preliminary) study of the problem. The method of analysis is similar to that described earlier, except that (1) only those periods were chosen which had flux density peaks higher than a threshold value of 10.0 (in arbitrary units) in the data file with the highest average energy per time sample $`<E>_m=0.6622`$; for any other file the threshold was determined by $`10.0\times <E>/<E>_m`$; (2) the curve fitting was done to the flux density of the highest peak and not to the ACF (i.e., to the top frame in Figures 2 and 3); and (3) the position of the peak was also fit. This was done for components 1 and 2 of the integrated profile, with the following threshold values for the most luminous data file: 7.5, 10.0, 12.5 and 15.0 (at this level of threshold, no spikes were found in component 3). About 90% of the spikes occurred in component 2, in which the number of periods with spikes above the four thresholds were 10,853, 2735, 800 and 222, respectively. This implies that the probability of occurrence of spikes decreases $``$ exponentially with their peak flux density. This result also holds for component 1. Figure 5 shows the probability distribution of the peak flux densities and positions of the spikes in component 2; the technique is similar to that used in obtaining Figure 4, where one assumed the abscissa and the ordinate to be distributed as Gaussian random variables. Integrating this plot vertically one obtains the probability distribution of the positions of the spikes within component 2. Comparing this with the component 2 profile in Figure 1, it is clear that the probability of occurrence of the spikes in pulsar rotation “phase” is not simply related to the shape of the integrated profile in that range of phase. It is also not simply related to the integrated profile formed by the spikes alone, which is only marginally different from Figure 1. By visual inspection it appears that this distribution can be modeled in several ways, including possibly as a Gaussian like peak on top of a plateau that is tapering down towards increasing abscissa. It is probably wise to await more or better data before doing rigorous curve fitting to this probability distribution. Figure 6 shows the same information for spikes occurring in component 1 of the integrated profile; the probability distribution looks similar to that in Figure 5, except that it is much more noisy, since it contains 303 periods only. These results are independent of the type A and type B integrated profiles discussed in Figure 8 of Vivekanand et al 1998. This section can not comment on the veracity of the Ables et al 1998 result that has been contested, since the technique used here can not achieve the phase resolution claimed by them. The phase resolution here is determined by the rms errors obtained by the curve fitting procedure. Figure 7 shows the probability of occurrence of the peak fluxes and widths of the spikes in component 2 of the integrated profile; it verifies the inverse correlation seen in Figure 8 of Jenet et al 1998 (which, the reader is reminded, was observed at $``$ 1400 MHz). However, Figure 7 also shows that the average energy in a spike is an increasing function of the width, consistent with the results of Figure 4. This implies that the inverse correlation between peak fluxes and widths is such that their product shows a positive correlation. ## 5 Discussion First, one will compare the results on PSR J0437-4715 obtained by Jenet et al 1998 at 1380 MHz, and by Vivekanand et al 1998 (paper II) and this work at 327 MHz. The former use coherent dedispersion to obtain a typical time resolution of 2.56 $`\mu `$ sec, with dispersion smearing of 3.26 $`\mu `$ sec, while the latter have a time resolution of 102.8 $`\mu `$ sec, which is several times worse. The former conclude that PSR J0437-4715 shows neither systematic drifting sub-pulses nor the nulling phenomenon at 1380 MHz, and note the broad spectral feature in the fluctuation spectrum. The latter confirm these results at 327 MHz, and study them in much greater detail. The former do not test for long time scale (of the order of several tens or hundreds of periods or more) flux variations, while the latter show that PSR J0437-4715 has such flux variations at 327 MHz, although this must be verified with full polarization data. The pulse energy distributions are similar at both radio frequencies, with the conclusion that there are no giant pulses in PSR J0437-4715. Both works conclude that there is no emission in PSR J0437-4715 at very short time scales, which is canonically known as “micro-structure” in pulsars; in this regard the current work is limited by the relatively large sampling interval. The former show that the quasi periodic phase modulation of the spiky emission in PSR J0437-4715, that was claimed by Ables et al 1997 (paper I), does not exist at 1380 MHz; the latter do not have the time resolution to verify this. The former show that the peak fluxes of the spikes are anti-correlated with their widths; the latter confirm this. Based on this the former claim that the pulse energies are more or less constant, while the latter show that they are positively correlated with the pulse widths. The spiky emission of PSR J0437-4715 must be studied keeping in mind the giant pulse phenomenon observed in the ms pulsar PSR B1937 +21 (Sallmen & Backer 1995), and the normal Crab pulsar. Until all radio pulsars within a period range are studied systematically for spiky emission, which has probably not occurred so far, it is not possible to claim whether the rotation period is the main parameter that determines the spiky emission from radio pulsars. Such an exercise will also throw light on whether the low period (0.253 s) but normal pulsar PSR B0950+08, that is known to have impulsive emission (Manchester & Taylor 1977), falls roughly in the same category as PSR J0437-4715. The time-scale of the $`l`$ emission is expected to roughly scale as the width of the component of the integrated profile that it occurs in, due to the multiplication by the corresponding Gaussian before the ACF is computed, if it is a genuinely long time-scale emission, much longer than the widths of the components. Conversely, the width of the $`s`$ emission is expected to be independent of the component widths if it is much smaller than them. The actual time-scale of the $`s`$ emission is unlikely to be be shorter than that mentioned in Table 1 because of the sampling interval (0.1024 ms) of this data (Jenet et al 1998). The result that the $`s`$ time-scale is an increasing function of its relative contribution to the integrated flux density, should be contrasted with the behavior reported in normal pulsars (Manchester & Taylor 1977), as well as in PSR J0437-4715 itself, where the peaks of the sub-pulses are anti-correlated with their widths. At first glance the latter result might imply that the integrated fluxes of sub-pulses are roughly independent of their widths, which is not true at least in PSR J0437-4715. So it is important not to conclude one from the other. To the best of this author’s knowledge Figure 4 has not been estimated for sub-pulses of normal pulsars. Two points need to be clarified here. First, the spikes reported here have widths (in “phase” space) comparable to those of sub-pulses in normal pulsars, and not those of micro-structure (also see Jenet et al 1998). Second, the above comparison is justified only if the “relative contribution to the integrated flux” also implies the “integrated flux” in the average sense, which is expected from a statistical viewpoint unless correlations are observed to the contrary. Further, the visual inspection mentioned earlier, as well as Figure 7, confirms such conjecture. It will be interesting to verify Figure 4 of this paper in the data of Jenet et al 1998. If verified, the positive correlation between the energies and widths of the spikes would be a broad band phenomenon, which behaves more like micro-structure, rather than sub-pulses in normal pulsars! The above might have important implications for the details of the discharge of the vacuum gap above pulsar polar caps (Ruderman & Sutherland 1975). Let us assume that the basic pulsar radio emission occurs in terms of sparks, and several contiguous sparks make a sub-pulse. If the energy in a sub-pulse is independent of its width, it could imply that the discharge process is operating at a maximum threshold level; in other words, once a series of sparks is initiated they probably extract a fixed (maximum) amount of energy from the vacuum gap. On the other hand, if the energy in a sub-pulse increases with increasing width, it might imply that the discharge process is operating at a level much lower than the maximum threshold; in other words, there is much more energy available than is usually extracted by the sparks, and more contiguous sparks imply more energy. Finally, if the energy in a sub-pulse decreases with increasing width, it might imply a high level of electric conductivity on the polar cap (transverse), which is not expected in normal pulsars due to the very huge magnetic fields, but may be plausible in ms pulsars. A further implication might be that the transverse development of the series of sparks on the polar cap (which is what the width essentially refers to) may or may not impede the vertical development of the sparks above the polar cap (which is what the energy essentially refers to). This may also be related to the competition of sub-pulse energies noticed in the drifting pulsar PSR B0031 -07 by Vivekanand & Joshi 1999. Such might be the kind of implications which might provide tight constraints on the details of the discharge of the vacuum gap. That the spiky emission is almost absent from the third component of the integrated profile of PSR J0437-4715 further supports the special behavior of this component reported in Vivekanand et al 1998. In principle, the shape of the integrated profiles of radio pulsars should be determined by the convolution of the distribution of sub-pulse positions with the distribution of sub-pulse energies, taking into account the shapes of sub-pulses, the random variations in them, etc. While mathematically there may be no further constraints on these two distributions, physically one would expect them to be simply related to the relevant component of the integrated profile. This is certainly not the case for the spiky emission in PSR J0437-4715. This raises questions such as, what exactly are the components of integrated profiles? Are they really individual beams of emission (Gil & Krawczyk 1997)? Is this picture justified in PSR J0437-4715 where the $`l`$ emission is much wider than the components of the integrated profile? Clearly polarization data is an important independent input for this problem. Another independent method of resolving the integrated profile into independent regions of emission on the polar cap is proposed here. It assumes that the pulsar flux varies independently in each of these regions of emission. Then the cross-correlation of pulsar data at all pairs of phases (longitudes) within the integrated profile can be modeled, and optimized in terms of the minimum number of independent regions required for the model. To implement this, the pulsar data must show significant cross-correlation, which PSR J0437-4715 does. This is a difficult work and is currently in progress. The main results of this paper are: 1. PSR J0437-4715 emits radio waves at 327 MHz on two time-scales: the ($`s`$) time-scale of $`0.026\pm 0.001`$ periods, that is much smaller than the widths of the components of the integrated profile, and the ($`l`$) time-scale that is much longer than the component widths (Table 1). The $`s`$ emission occasionally takes place in the form of intense spikes. 2. The time-scale of the $`s`$ emission is positively correlated with its relative contribution to the total radio emission in a given period. It is necessary to find out if the same occurs in normal pulsars also. This might constrain the details of discharge of vacuum gaps above pulsar polar caps. 3. The spiky emission in PSR J0437-4715 is confined to the main component of the integrated profile (component 2 in Figure 1) for 90% of the time, and to component 1 for the rest 10% of the time; it rarely occurs in component 3, which supports earlier claims of this component’s special behavior (Vivekanand et al 1998). 4. The distribution of the positions of the spikes within a component of the integrated profile has no simple relation to the shape of that component. This raises questions concerning the meaning of the integrated profiles components in terms of independent regions of emission on the polar cap. References 1. Ables, J. G., McConnell, D., Deshpande, A. A. & Vivekanand, M. 1997, ApJ, 475, L33 2. Gil, J. & Krawczyk, A. 1997, MNRAS, 285, 561 3. Jenet, F. A., Anderson, S. B., Kaspi, V. M., Prince, T. A. & Unwin, S. C. 1998, ApJ, 498, 365 4. Kramer, M., Lange, C., Lorimer, D. R., Backer, D. C., Xilouris, K. M., Jessner, A. & Wielebinski, R. 1999, ApJ, 526, 957 5. Manchester, R. N. & Taylor, J. H. 1977, Pulsars, W. H. Freeman & Co. 6. McConnell, D., Ables, J. G., Bailes, M. & Erickson, W. C. 1996, MNRAS, 280 331 7. Navarro, J., Manchester, R. N., Sandhu, J. S., Kulkarni, S. R. & Bailes, M. 1997, ApJ, 486, 1019 8. Press, W. H. Flannery, B. P., Teukolsky, S. A. & Vetterling, W. T. 1989, Numerical Recipes (Cambridge: Cambridge Univ. Press) 9. Ruderman, M. A. & Sutherland, P. G. 1975, ApJ, 196, 51 10. Sallmen, S. & Backer , D. C. 1995, Astron. Soc. Pac. Conference Series, 72, 340 11. Vivekanand, M., Ables, J. G. & McConnell, D. 1998, ApJ, 501, 823 12. Vivekanand, M. & Joshi, B. 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warning/0006/physics0006068.html	ar5iv	text	# Enhanced Pitch Angle Diffusion due to Electron-Whistler Interactions during Disturbed Times ## 1 Introduction Electron whistler interactions have long been considered as a mechanism for pitch angle scattering. Gyroresonance processes with near-parallel propagating waves (e.g. Kennel and Petschek (1966), Lyons and Williams (1984)) have been shown to produce pitch angle diffusion for electrons that are at resonance with a series of whistler waves (see Gendrin (1981)). We generalize resonant diffusion to include all phase space dynamics, i.e. as well as considering the resonant diffusion of trapped electrons we consider diffusion of untrapped electrons (we refer to this process as ‘off-resonance’ diffusion). Therefore we maximize the area in phase space contributing to pitch angle diffusion. The underlying dynamics of the interaction between electrons and a single whistler are inherently simple, as demonstrated by Laird (1972) who derived the Hamiltonian for relativistic electrons interacting with a whistler with a single wave number. However, for a single monochromatic whistler the process is not stochastic. We introduce stochasticity by including an identical, oppositely directed whistler mode wave. We initially consider a simplified system consisting of monochromatic whistlers in order to understand the underlying behaviour. This treatment is then extended to consider whistler wave packets, i.e. a group of waves with a range of frequencies. We derive approximate equations in the limit of low whistler wave amplitudes and consider the degree of pitch angle diffusion for waves of different frequencies and bandwidths and for electrons of different energies. ## 2 Equations of Motion We derive full relativistic equations of motion and approximate them in the limit of low wave amplitudes, for the case of monochromatic whistlers and wave packets. We normalize time to the electron gyrofrequency $`\mathrm{\Omega }_e=eB_0/m_e`$, (where $`B_0`$ is the background magnetic field), the wave amplitude is normalized to the background magnetic field, wave frequency is normalized to the gyrofrequency and we normalize the electron velocity to the phase velocity of the waves, given by the electron dispersion relation (ignoring ion effects): $`{\displaystyle \frac{k^2c^2}{\omega ^2}}=1{\displaystyle \frac{\omega _{pe}^2}{\omega (\omega \mathrm{\Omega }_e)}}`$ (1) where $`\omega _{pe}`$ is the plasma oscillation frequency. Electrons can become trapped by either of the two whistlers if they are traveling close to the resonance velocity, given by: $`\omega 𝐤𝐯_𝐫=n\mathrm{\Omega }_e/\gamma `$ (2) where $`n`$ is an integer and $`\gamma =(1v^2/c^2)^{1/2}`$ is the relativistic factor. ### 2.1 Monochromatic Whistlers In the limit of low wave amplitudes the full equations of motion can be reduced to: $`{\displaystyle \frac{d^2x}{dt^2}}`$ $`=`$ $`{\displaystyle \frac{2bv_{}^{}{}_{0}{}^{}}{\gamma _0}}\mathrm{sin}\left[(1/\gamma _0\omega )t\right]\mathrm{cos}\left[kx\right]`$ (3) where $`x`$ is the distance along the background magnetic field, $`b`$ is the normalized wave amplitude, $`v_{}^{}{}_{0}{}^{}`$ is the initial perpendicular velocity and $`\gamma _0=1/\sqrt{(1v_{}^{}{}_{0}{}^{2}/c^2)}`$. ### 2.2 Wave Packet Approximation Instead of a pair of waves it is more realistic to consider the interaction of a wave packet, ie a small group of waves with a range of wave frequencies and wave numbers. We assume the wave amplitude is non-zero over wave frequency range $`\mathrm{\Delta }\omega `$: $`b(\omega )=\{\begin{array}{cc}\hfill 0:& \omega <\omega _0\mathrm{\Delta }\omega /2\hfill \\ \hfill b:& \omega _0\mathrm{\Delta }\omega /2<\omega <\omega _0+\mathrm{\Delta }\omega /2\hfill \\ \hfill 0:& \omega >\omega _0+\mathrm{\Delta }\omega \hfill \end{array}`$ (7) where $`\omega _0`$ is the central wave frequency of the wave packet. Integrating the monochromatic ehistler equation (3) over the frequency range $`\mathrm{\Delta }\omega `$ gives the following wave packet equation: $`{\displaystyle \frac{d^2x}{dt^2}}`$ $`=`$ $`\mathrm{\Omega }_e{\displaystyle \frac{2bv_0}{\gamma _0}}\mathrm{sin}[({\displaystyle \frac{1}{\gamma _0}}\omega )t+k_0x]{\displaystyle \frac{\mathrm{sin}[(t\beta x)\mathrm{\Delta }\omega /2]}{(t\beta x)}}`$ (8) $`+`$ $`\mathrm{\Omega }_e{\displaystyle \frac{2bv_0}{\gamma _0}}\mathrm{sin}[({\displaystyle \frac{1}{\gamma _0}}\omega )tk_0x]{\displaystyle \frac{\mathrm{sin}[(t+\beta x)\mathrm{\Delta }\omega /2]}{(t+\beta x)}}`$ where $`1/\beta =d\omega /dk`$ is the group velocity of the waves. The wave packet equation (8) yields the monochromatic whistler equation (3) in the limit $`\mathrm{\Delta }\omega 0`$, with amplitude $`b^{}=b\mathrm{\Omega }_e\mathrm{\Delta }\omega `$. ## 3 Numerical Results The monochromatic and wave packet equations were solved numerically using a variable order, variable stepsize differential equation integrator. We consider physical parameters for the terrestrial magnetosphere at $`L=6`$: gyrofrequency, $`\mathrm{\Omega }_e=25.3kHz`$, plasma frequency, $`\omega _{pe}=184kHz`$, background magnetic field, $`B_0=144nT`$ and wave amplitude $`B_\omega =0.5pT`$, giving a normalized wave amplitude, consistent with quiet times in the terrestrial magnetosphere, $`b=10^5`$ (see for example Nagano et al. (1996), Parrot (1994) and Summers and Ma (2000)). The phase plots in Figure 1 are comprised of stroboscopic surfaces of section (Benettin et al., 1976) to sample the full electron phase space. The initial parallel velocity was varied over the range $`[v_r,v_r]`$, where $`v_r`$ is the resonance velocity, given by the resonance condition, (2), for $`n=1`$. All electrons were given a constant initial perpendicular velocity, with $`v_{}20v_r`$ as it was found that a high velocity anisotropy was required for stochasticity. In Figure 1 we plot parallel velocity $`v_{}=dx/dt`$ against phase angle $`\psi `$, where $`\psi `$ is the angle between whistler propagating in a positive direction along the background field and the perpendicular velocity, $`v_{}`$. In panel a) we consider a whistler wave amplitude consistent with quiet times $`(b=10^5)`$ all trajectoriesin phase space are regular. There is little change in $`v_{}`$ and hence only weak pitch angle diffusion. As the wave amplitude is increased, stochastic trajectories are introduced, as the regular trajectories between the two resonances are progressively broken down. In panel b) we consider the case of intense whistler wave activity during substorms ($`b=10^3`$, see for example Parrot (1994) and Nagano et al. (1996)). The stochastic region grows to encompass the resonances as the wave amplitude is increased. Regular trajectories are confined to KAM surfaces (near-integrable trajectories with an approximate constant of the motion (Tabor, 1989)). The stochastic region is bounded by the first untrapped (regular) trajectories away from the resonances, thus there is a limit on diffusion in phase space. As well as resonant diffusion of trapped electrons, there is diffusion of untrapped electrons throughout the stochastic region of phase space. Since, for sufficient wave amplitudes, the stochastic region can encompass the resonances, the diffusion of untrapped electrons, which we refer to as ‘off-resonance’ diffusion, may be enhanced over resonant diffusion. In addition we achieve pitch angle diffusion from a larger area of phase space. Due to the time dependent nature of the wave packet equation (8) it is not possible to construct phase diagrams as in Figure 1 for the monochromatic whistler case. Instead we can consider the dynamics of single electrons. In Figure 2 we show a single trajectory solution of the wave packet equation (8), for quiet time wave amplitudes and wide ($`\mathrm{\Delta }\omega =\mathrm{\Omega }_e/50=500Hz`$) and narrow ($`\mathrm{\Delta }\omega =\mathrm{\Omega }_e/500=50Hz`$) whistler wave packets (see for example Carpenter and Sulic (1988)). We consider the change in pitch angle from an initial pitch angle of $`90^{}`$. For narrow wave packets there is little change in pitch angle and the trajectory is regular. For wide wave packets the trajectory is stochastic with a large change in pitch angle ($`\mathrm{\Delta }\alpha 25^{}`$) occuring within a few tens of electron gyroperiods ($`10ms`$). We can now achieve strong pitch angle diffusion for wave amplitudes consistent with the quiet time magnetosphere. ## 4 Pitch Angle Scattering Using the wave packet equation (8) with quiet time whistlers ($`b=10^5`$) and a relatively wide band whistler ($`\mathrm{\Delta }\omega =\mathrm{\Omega }_e/50=500Hz`$, (Carpenter and Sulic, 1988)), we can estimate the degree of pitch angle scattering. In Figures 3 and 4 we estimate the log change in pitch angle, $`(\mathrm{log}_{10}\|1+\mathrm{\Delta }\alpha \|)`$, as a function of wave frequency, $`\omega `$, and initial pitch angle, $`\alpha _0`$. We consider the interaction between $`10keV`$ electrons in Figure 3 ($`100keV`$ electrons in Figure 4) and wide band whistlers ($`\mathrm{\Delta }\omega =\omega _e/50`$). For high to moderate initial pitch angles ($`\alpha _0=50^{}90^{}`$) there is a change in pitch angle of up to $`40^{}`$. For low pitch angles ($`\alpha _0=5^{}10^{}`$) the change in pitch angle is of the order of a few degrees. In Figure 4 we see a similar degree of diffusion except that lower frequency whistler wave packets are required. ## 5 Discussion We have considered electron-whistler wave particle interactions to investigate diffusion over all phase space, to include both resonant and ‘off-resonance’ diffusion. We have considered a simplified interaction with monochromatic whistler wave to understand the underlying behaviour and have shown that the presence of the second whistler wave introduces stochastic effects into the system. For wave amplitudes consistent with disturbed times we have shown that ‘off-resonance’ diffusion occurs and that resonant diffusion is unchanged. We have considered a more realistic case of whistler wave packets and have shown that for relatively wide band whistler wave packets strong pitch angle diffusion occurs for wave amplitudes consistent with quiet, undisturbed, times. For high initial pitch angles we estimate a change in pitch angle of up to $`40^{}`$, while for low pitch angles a change of a few degrees is estimated. The effectiveness in scattering electrons of different energies is dependent on the wave frequency. Electrons with low energies ($`10keV`$) are readily scattered by waves of around half the electron gyrofrequency, while electrons at higher energies ($`100keV`$) are scattered by lower frequency wave ($`\omega \mathrm{\Omega }_e/10`$). $`MeV`$ electrons would require extremely low frequency waves for efficient scattering, hence our mechanism is most efficient for electrons in the $`10100keV`$ range. ## Acknowledgements The authors would like to acknowledge PPARC for the funding of this work.
warning/0006/hep-ph0006245.html	ar5iv	text	# The chiral symmetry restoration phase transition in baryon spectrum ## Abstract It is shown that in the large $`N_c`$ limit the light baryon spectrum exhibits the chiral restoration phase transition at high enough excitation energy. Such a phase transition is evidenced by the systematical parity doublets observed in the upper part of $`N`$ and $`\mathrm{\Delta }`$ spectra. At low temperature and density the almost perfect $`SU(2)_L\times SU(2)_R`$ global chiral symmetry of the QCD Lagrangian in the $`u,d`$ sector is realized in the hidden Nambu-Goldstone mode. At higher temperatures or/and nuclear densities the chiral symmetry restoration occures, the phenomenon which is well established in the former case on the lattice (there are little doubts that it also will happen at high density). Much efforts are being made to study the chiral restoration phase transition both theoretically and experimentally in heavy ion collisions. It has been recently speculated that actually the upper part of $`N`$ and $`\mathrm{\Delta }`$ spectra exhibits the chiral restoration phase transition which is evidenced by the systematical parity doublets there. The aim of the present note is to give a general proof that indeed there must happen the chiral symmetry restoration at some baryon excitation energy. The $`SU(2)_L\times SU(2)_R`$ global chiral symmetry is equivalent to the independent vector and axial rotations in the isospin space. The axial transformation mixes states with different spatial parities. Hence, if this symmetry of the QCD Lagrangian were intact in the vacuum, one would observe parity degeneracy of all hadron states with otherwise the same quantum numbers. This is however not so and it was a reason for suggestion in the early days of QCD that the chiral symmetry of the QCD Lagrangian is broken down to the vectorial subgroup $`SU(2)_V`$ by the QCD vacuum, which reflects a conservation of the vector current (baryon number). That this is so is directly evidenced by the nonzero value of the quark condensate $$<\overline{\psi }\psi >(240250MeV)^3,$$ (1) which represents the order parameter associated with the chiral symmetry breaking. The nonzero value of the quark condensate directly shows that the vacuum state is not chiral-invariant. Physically the nonzero value of the quark condensate implies that the energy of the state which contains an admixture of “particle-hole” excitations (real vacuum of QCD) is below the energy of the vacuum for a free Dirac field, in which case all the negative-energy levels are filled in and all the positive-energy levels are free. This can happen only due to some nonperturbative attractive Lorentz scalar gluonic interactions between quarks which pairs the left quarks and the right antiquarks (and vice versa) in the vacuum. In perturbation theory to any order the structure of the trivial Dirac vacuum persists. Such a situation is typical in many-fermion systems (compare, e.g., with the theory of superconductivity) and implies that there must appear quasiparticles with dynamical masses. The physical mechanism for the chiral symmetry restoration at high temperatures and/or nuclear densities is rather simple. In the former case it happens because the thermal excitations of quarks and antiquarks from the vacuum lead to the Pauli blocking of the levels which are necessary for the formation of the condensate. In the latter case these levels are occupied by the valence quarks of the high density quark (nuclear) matter. For the illustration of these phenomena we will use the Nambu and Jona-Lasinio model, that adequately reflects the underlying chiral symmetry of QCD and exhibits the chiral symmetry breaking (restoration) phase transition . Any scalar gluonic interaction between current quarks, which is responsible for the chiral symmetry breaking in QCD (which is generally nonlocal), in the local approximation is given by the 4-fermion operator $`(\overline{\psi }\psi )^2`$. Because of the underlying chiral invariance in QCD this interaction should be necessarily accompanied by the interaction $`(\overline{\psi }i\gamma _5\stackrel{}{\tau }\psi )^2`$ with the same strength. Thus any generic Hamiltonian density in the local approximation is given by (contains as a part) the NJL interaction model (for simplicity we restrict discussion to the u,d flavour sector and to the chiral limit): $$H=G\left[(\overline{\psi }\psi )^2+(\overline{\psi }i\gamma _5\stackrel{}{\tau }\psi )^2\right].$$ (2) If the strength of the effective interaction $`G`$ exceeds some critical level (which happens when the strong coupling constant $`\alpha _s(q)`$ is big enough) , then the nonlinear gap equation $$M=2G<\overline{\psi }\psi >,$$ (3) $$<\overline{\psi }\psi >=\frac{N_c}{\pi ^2}_0^{\mathrm{\Lambda }_\chi }d\|𝐩\|𝐩^2\frac{M}{\sqrt{(}𝐩^2+M^2)}$$ (4) admits a nontrivial solution $`<\overline{\psi }\psi >0`$, which means that the initial vacuum becomes rearranged and instead of the Wigner-Weyl mode of chiral symmetry one obtains the Nambu-Goldstone one. Thus the appearance of the quark condensate is equivalent to the appearance of the gap in the spectrum of elementary excitations in QCD (i.e. of the constituent mass $`M`$). Hence the constituent quark is a quasiparticle in the Bogoliubov sense, i.e. is a coherent superposition of the bare particle-hole excitations. In terms of the noninteracting constituent quarks the vacuum is again trivial, but contains a gap 2M. The treatment of the scalar interaction between bare quarks in the vacuum in the Hartree-Fock (mean field) approximation, from which the gap equation (3)-(4) is obtained, is equivalent to the vacuum of noninteracting constituent quarks. In the vacuum state the second term of (2) does not contribute to the constituent quark self-energy in the mean field approximation. Contributions beyond the mean field approximation (i.e. constituent quark self energy due to pion and sigma loops, which are higher order effects in the $`1/N_c`$ expansion, see, e.g., ) do not violate significantly the qualitative picture of the vacuum in the mean field approximation. Consider the chiral symmetry restoration in the vacuum at high temperatures. At zero temperature the vacuum condensate is given by (4). At finite temperature it is affected and given by $$<\overline{\psi }\psi >=\frac{N_c}{\pi ^2}_0^{\mathrm{\Lambda }_\chi }d\|𝐩\|𝐩^2\frac{M}{E_p}[1n_+(p)n_{}(p)],$$ (5) where $`E_p=\sqrt{(}𝐩^2+M^2)`$ and $`n_+(p)`$ is the Fermi-Dirac distribution function for quarks and antiquarks at vanishing chemical potential, $$n_+(p)=\frac{1}{1+e^{\frac{E_p}{T}}}.$$ (6) In the latter equation $`T`$ is the temperature. At some critical temperature, $`T_c`$, the nontrivial gap solution disappears and the chiral symmetry becomes restored. Physically this is because the thermal excitations of quarks and antiquarks lead to the Pauli blocking of the levels which are necessary for the formation of the condensate. The formal (mathematical) reason is that the quark distribution function $`n(p)`$ is pushed out from the $`p=0`$ point and becomes broad and thus affects the gap equation so that the self-consistent (gap) solution vanishes. Consider baryons, i.e. the systems that contain valence quarks on the top of the vacuum. The valence quarks interact to each other and also to the quarks and antiquarks of the vacuum. In this case the eq. (5) should be modified and the distribution function of valence quarks should be incorporated (we still assume that the chemical potential is small so that we can neglect it): $$<\overline{\psi }\psi >=\frac{N_c}{\pi ^2}_0^{\mathrm{\Lambda }_\chi }d\|𝐩\|𝐩^2\frac{M}{E_p}[1n_v(p)n_+(p)n_{}(p)].$$ (7) If the number of colors $`N_c`$ increases, the valence quarks in baryons become denser and denser because the size of baryons is governed by $`\mathrm{\Lambda }_{QCD}`$ which remains fixed. In this case the Hartree-Fock picture becomes exact and the system of large $`N_c`$ valence quarks can be described by the sum of identical quarks moving in the self-consistent field of other $`N_c1`$ quarks . In the large $`N_c`$ limit the strong decay of baryons vanishes , which means that the system of a large amount of valence quarks is in thermal equilibrium. This system can obviously be ascribed some temperature $`T`$. The valence quarks interact not only to each other but also to quarks and antiquarks of the vacuum, which is due to fluctuations of valence quark into other one plus quark-antiquark pair (Fig. 1). The diagram of Fig. 1 is not supressed in the large $`N_c`$ limit and represents an effective meson exchange between valence quarks in baryons Note that while these graphs contribute to baryon mass at the order $`N_c`$, their contribution to $`N`$-$`\mathrm{\Delta }`$ mass splitting appears only at the order $`N_c^1`$.. Because of intensive interaction of the valence quarks with the quarks and antiquarks of the vacuum, the valence quarks in baryons are in thermal equilibrium with the vacuum (the vacuum plays a role of a thermostat or vice versa). This means that the same temperature must be ascribed to both the valence quarks and the vacuum. In particular, the same temperature persists in all distribution functions in eq. (7). The large $`N_c`$ system of valence quarks is an open system. Only together with the quarks and antiquarks (and gluons) of the vacuum it becomes a closed one. Hence the state of the system of valence quarks is necessarily a mixed one and the apparatus of quantum statistics should be used. A measurable physical baryon with its complete set of quantum numbers, represents a pure (coherent) state of a closed system (valence quarks plus vacuum). The mixed state of a system of valence quarks can be obviously presented as a superposition of all possible pure states with the same energy. Consider now the ground state baryons. In this case all valence quarks occupy the same ground state orbital $`0s`$, which means that the temperature of both valence quarks and vacuum is $`T=0`$. Since only one level is partially blocked by the valence quarks, the quark condensate in the present state is practically the same as the one of the true vacuum (the true vacuum is the vacuum with no valence quarks on the top of it). This is equivalent to the obvious statement that the small chemical potential does not perturb much the true vacuum at zero temperature.One should not mix it with the chiral restoration at high nuclear (quark) densities at $`N_c=3`$. In the latter case all the low levels are occupied by valence quarks. In the excited baryon there is a coherent superposition of one, two, three,… valence quarks that are in the excited states. Such a pure state of valence quarks plus vacuum is described by a set of quantum numbers, in particular by its spin. If one considers a system of valence quarks only (which is an open one), such a system in the excited state contains an incoherent superposition of one, two, three,… valence quarks that are in the excited states and the temperature of this system is above zero. This system is described by the corresponding distribution function $`n_v`$. Such a system, with the fixed temperature and energy, can be expanded into the set of baryons with the same energy and all allowed spins 1/2, 3/2, 5/2,… . Since the excited system of valence quarks lives in the thermal equilibrium with its vacuum, the temperature of the vacuum is also above zero. Physically this means that the true vacuum becomes strongly perturbed by the excitation of the baryon. At some critical excitation energy of the baryon (i.e. at some critical temperature) its vacuum undergoes the chiral restoration phase transition. In the example considered above it follows from the fact that at some temperature the self-consistent nontrivial solution of eqs. (3) and (7) vanishes. Around this excitation energy (temperature) there must appear systematical approximate parity doublets with all possible spins. The argument above is robust and general and does not rely on NJL model, which is used only for illustration. The only important element is that when the number of colors increases, the valence quarks in baryons can be ascribed a temperature and this system lives in thermal equilibrium with its vacuum. How close to reality is the large $`N_c`$ picture of baryons? It has been shown that in the large $`N_c`$ limit the $`SU(6)`$ symmetry of baryons becomes exact (to be precise, the low-energy observables such as baryon masses, magnetic moments and axial coupling constants are described by the corresponding $`SU(6)`$ symmetrical wave functions). As it is well known the $`SU(6)`$ symmetry works reasonably well for all these observables. For instance, the $`SU(6)`$ predictions for baryon magnetic moments are satisfied at the level 15-20%. The $`N`$-$`\mathrm{\Delta }`$ splitting is of the order 25-30% of the baryon mass. This implies that one can expect predictions of the large $`N_c`$ limit to be correct at the level 20-30%. This confidence level is enough to anticipate that the arguments above for the chiral symmetry restoration at large $`N_c`$ will survive in the real world with $`N_c=3`$. How about mesons? In the latter case even in the large $`N_c`$ limit the meson still consists of one valence quark and antiquark, so the thermodynamical description cannot be used here for valence degrees of freedom. In addition in the present case there are no diagrams in the large $`N_c`$ limit, similar to that one of Fig. 1. This implies that there is no mutual impact of the valence degrees of freedom and of the quarks and antiquarks of the vacuum. Hence the meson spectra should not show the chiral symmetry restoration and parity doublets. The still poorly mapped upper part of the light baryon spectrum exhibits remarkable parity doublet patterns. To these belong $`N(2220),\frac{9}{2}^+N(2250),\frac{9}{2}^{}`$, $`N(1990),\frac{7}{2}^+N(2190),\frac{7}{2}^{}`$, $`N(2000),\frac{5}{2}^+N(2200),\frac{5}{2}^{}`$, $`N(1900),\frac{3}{2}^+N(2080),\frac{3}{2}^{}`$, $`N(2100),\frac{1}{2}^+N(2090),\frac{1}{2}^{}`$, $`\mathrm{\Delta }(2300),\frac{9}{2}^+\mathrm{\Delta }(2400),\frac{9}{2}^{}`$, $`\mathrm{\Delta }(1950),\frac{7}{2}^+\mathrm{\Delta }(2200),\frac{7}{2}^{}`$, $`\mathrm{\Delta }(1905),\frac{5}{2}^+\mathrm{\Delta }(1930),\frac{5}{2}^{}`$, $`\mathrm{\Delta }(1920),\frac{3}{2}^+\mathrm{\Delta }(1940),\frac{3}{2}^{}`$, $`\mathrm{\Delta }(1910),\frac{1}{2}^+\mathrm{\Delta }(1900),\frac{1}{2}^{}`$. The splittings within the parity partners are typically within the 5% of the baryon mass. This value should be given a large uncertainty range because of the experimental uncertainties for the baryon masses of the order 100 MeV. Only a couple of states in this part of the spectrum do not have their parity partners so far observed. The low energy part of the spectrum, on the other hand, does not show this property of the parity doubling. The increasing amount of the near parity doublets in the high energy sector is an evidence of the chiral symmetry resoration. If chiral and deconfinement phase transitions coinside, the conclusion should be that the highly excited baryons with masses above some critical value (where the phase transition is completed) should not exist because deconfinement phase transition should be dual to a very extensive string breaking at big separations of colour sources (colour screening). Whether this point corresponds to approximately 2.5 GeV or higher should be answered by future experiments on high baryon excitations. The phase transition can be rather broad because of the explicit chiral symmetry breaking by the nonzero value of current quark masses. There is a couple of the well confirmed states $`N(2600),\frac{11}{2}^{}`$ and $`\mathrm{\Delta }(2420),\frac{11}{2}^{}`$, in which case the parity partners are absent . Thus it will be rather important to try to find them experimentally. Figure captions Fig.1 An effective meson exchange diagram which represents a thermodynamical exchange between valence quarks in baryons and the quarks and antiquarks of the vacuum.
warning/0006/math0006187.html	ar5iv	text	# The Hard Lefschetz Theorem and the topology of semismall maps ## 1 Introduction Let $`X`$ be a complex projective $`n`$-fold endowed with a line bundle $`L`$. The classical statement of the Hard Lefschetz Theorem is that if $`L`$ is ample then, for every $`r0`$, cupping with $`c_1(L)^r`$ gives an isomorphism of $`H^{nr}(X,Q)`$ onto $`H^{n+r}(X,Q)`$. In this paper we introduce the notion of lef line bundles on projective manifolds. They are precisely the line bundles with the property that $`L^t=f^{}A`$, where $`f:XY`$ is a projective semismall morphism, $`t`$ is some positive integer and $`A`$ is an ample line bundle. Recall that $`f`$ is semismall when the set of points in $`Y`$, whose fiber has dimension $`k`$, has codimension at least $`2k`$. One has the following strict implications: ample $``$ lef $``$ semiample$`+`$big; the results we prove for lef line bundles fail for the last class. Our first result is Theorem 2.3.1: if $`L`$ is a line bundle such that a positive power is generated by its global sections, then the Hard Lefschetz Theorem holds for $`L`$ if and only if $`L`$ is lef. See also Proposition 2.2.7. A Lefschetz-type decomposition for $`H^{}(X,Q)`$ ensues and we prove the Hodge-Riemann Bilinear relations, i.e. the signature of the intersection form on the associated primitive spaces has properties completely analogous to the ample case. We offer two proofs. One is by induction on hyperlane sections; see $`\mathrm{\S }`$2.3.1. Another one is by the use of pencils; see $`\mathrm{\S }`$2.3.3. While the first is simpler, the second one characterizes monodromy invariants. A second result is Theorem 2.4.1 where we prove a higher dimensional generalization of the Grauert criterion for the contractibility of a finite set of curves on a surface: if $`f:XY`$ is a semismall map between $`2m`$-dimensional projective varieties, $`X`$ is nonsingular, $`yY`$ is a point and $`dimf^1(y)=m`$, then the intersection form associated with the irreducible components of maximal dimension of $`f^1(y)`$ is $`(1)^m`$-definite. We call this property the Hodge Index Theorem for semismall maps. It is proved using Theorem 2.3.1, the characterization of monodromy invariants and Goresky-MacPherson version of the Weak Lefschetz Theorem. This result has a surprising consequence when applied to study the topology of semismall maps. Beilinson-Bernstein-Deligne, , proved the following fundamental result, called the Decomposition Theorem: if $`g:UV`$ is a proper morphism of algebraic varieties, then the direct image complex of an intersection cohomology complex of geometric origin on $`U`$, e.g. the intersection cohomology complex of $`U`$, is isomorphic, in the derived category, to a direct sum of shifted intersection cohomology complexes. An analogous result holds over any field. Even over the complex numbers, finite fields are necessary to their proof. Saito, , proved and extended these results in a Kähler setting using mixed Hodge modules. Borho-MacPherson, , have observed that, in the statement of the Decomposition Theorem, the shifts disappear when $`g`$ is semismall, $`U`$ is smooth and constant coefficients are taken. Let $`f:XY`$ be a proper semismall holomorphic map from a complex manifold. We propose a new approach to the Decomposition Theorem for such maps and for constant coefficients. Note that if $`f`$ is not Kähler, see , then it is not known whether the theorem holds or not. The counterexamples to the Decomposition Theorem we are aware of are not for semismall maps. We prove Theorem 3.3.3: the Decomposition Theorem is equivalent to the non-degeneracy of a collection of intersection forms that arise by studying a Mather-Thom-Whitney stratification of $`f`$. This result holds also for more general (i.e. non complex analytic) maps admitting stratifications with properties analogous to the complex analytic ones. Using our Hodge Index Theorem for semismall maps we give a new proof of the Decomposition Theorem for constant coefficients and for $`X`$ and $`Y`$ projective, Theorem 3.4.1. This was actually our starting point and our main motivation to investigate lef bundles (l.e.f.= Lefschetz effettivamente funziona). A remarkable new feature we prove is that the intersection forms in questions are not only non-degenerate, but also definite. We believe that the relation between the Decomposition Theorem and the intersection forms associated with the strata is illuminating. Furthermore, the direct proof of the non-degeneracy of these forms, with the new additional information on the signatures, neither relying on reduction to positive characteristic nor on Saito’s theory of mixed Hodge modules, sheds light on the geometry underlying the decomposition theorem and gives some indications on its possible extensions beyond the algebraic category. Acknowledgments. Parts of this work have been done while the first author was visiting Hong Kong University in January 2000 and the Max-Planck Institut für Mathematik in June 2000 and while the second author was visiting Harvard University in April 1999 and SUNY at Stony Brook in May 2000. We would like to thank D. Massey, A.J. Sommese and J.A. Wisniewski for useful correspondences. ## 2 The Hard Lefschetz Theorem for lef line bundles In this section we introduce the notion of lef line bundle on a projective variety. It is a positivity notion weaker than ampleness but stronger than semiampleness and bigness combined. Lef line bundles satisfy many of the cohomological properties of ampleness. Our main result is that they also satisfy the Hard Lefschetz Theorem, the Lefschetz Decomposition and the Hodge Riemann Bilinear relations on the primitive spaces. These results are all false, in general, for line bundles which are simultaneously generated by their global sections and big. We also study pencils of sections and obtain more precise statements and a second proof of the Hard Lefschetz Theorem. This extra information is then used to prove our Hodge Index Theorem for semismall maps. ### 2.1 Semismall maps and lef line bundles Let $`f:XY`$ be a proper holomorphic map. For every integer $`k`$ define $`Y^k:=\{yY\|dimf^1(y)=k\}`$. The spaces $`Y^k`$ are locally closed analytic subvarieties of $`Y`$ whose disjoint union is $`Y`$. If a fiber is reducible, then it is understood that its dimension is the highest among the dimensions of its components. ###### Definition 2.1.1 We say that a proper holomorphic map $`f:XY`$ of irreducible varieties is semismall if $`dimY^k+2kdimX`$ for every $`k`$. Equivalently, $`f`$ is semismall if and only if there is no irreducible subvariety $`TX`$ such that $`2dimTdimf(T)>dimX`$. ###### Remark 2.1.2 A semismall map is necessarily generically finite. From now on we shall assume that semismall maps are proper and surjective. ###### Definition 2.1.3 We say that a line bundle $`M`$ on a complex projective variety $`X`$ is lef if a positive multiple of $`M`$ is generated by its global sections and the corresponding morphism onto the image is semismall. ###### Remark 2.1.4 If the map associated to a multiple of $`M`$ generated by its global sections is semismall, then the map associated with any other multiple of $`M`$ generated by its global sections is semismall as well. A lef line bundle is nef and big, but not conversely. ###### Proposition 2.1.5 (Weak Lefschetz theorem for lef line bundles) Let $`M`$ be a lef line bundle on a smooth complex projective variety $`X`$. Assume that $`M`$ admits a section $`sH^0(X,M)`$ whose reduced zero locus is a smooth divisor $`Y`$. Denote by $`i:YX`$ the inclusion. The restriction map $`i^{}:H^r(X)H^r(Y)`$ is an isomorphism for $`r<dimX1`$ and it is injective for $`r=dimX1`$. Proof. The proof can be obtained by a use of the Leray spectral sequence coupled with the theorem on the cohomological dimension of constructible sheaves on affine varieties. See, for example, . See also , Lemma 1.2 and Proposition 2.1.6. $`\mathrm{}`$ We shall employ the following strenghtening of the Weak Lefschetz Theorem due to Goresky-MacPherson, , II.1.1. In fact their statement is even stronger. ###### Proposition 2.1.6 Let $`f:XY`$ be a semismall holomorphic map from a complex connected manifold onto a quasi-projective variety $`Y`$, and $`HY`$ be a general hyperplane section. The restriction map $`i^{}:H^r(X)H^r(f^1(H))`$ is an isomorphism for $`r<dimX1`$ and it is injective for $`r=dimX1`$. ###### Proposition 2.1.7 (Bertini theorem for lef line bundles) Let $`M`$ be a lef line bundle on a nonsingular complex projective variety $`X`$. Assume that $`M`$ is generated by its global sections. Let $`W^{}\|M\|`$ be the set of divisors $`Y`$ in the linear system of $`M`$ such that $`Y`$ is smooth and $`M_{\|Y}`$ is lef. Then the set $`W^{}`$ contains a nonempty and Zariski open subset $`W\|M\|`$. Proof. By virtue of the standard Bertini Theorem, a generic divisor $`D\|M\|`$ is nonsingular. Let $`f:XY`$ be the semismall map associated with $`\|M\|`$ and $`Y^k`$ be the locally closed subvarieties mentioned above. The set of divisors containing at least one among the closed subvarieties $`f^1(\overline{Y^k})`$ is a finite union of linear proper subspaces of $`\|M\|`$. The conclusion follows. $`\mathrm{}`$ ###### Remark 2.1.8 The Kodaira-Akizuki-Nakano Vanishing Theorem holds for lef line bundles. See , Theorem 2.4. See also . ###### Remark 2.1.9 The Kodaira-Akizuki-Nakano Vanishing Theorem for lef line bundles coupled with Serre Vanishing Theorem implies that if $`f:XY`$ is a semismall holomorphic map from a complex projective manifold of dimension $`n`$ onto a projective variety then $`R^qf_{}\mathrm{\Omega }_X^p=0`$ for every $`p+q>n`$. This fact generalizes Grauert-Riemannschneider Vanishing Theorem and is false for semiample big line bundles. ###### Remark 2.1.10 One can define lef vector bundles in terms of the lefness of the tautological line bundle and prove that many of the standard properties for ample vector bundles hold for lef ones. ### 2.2 The property HL Let $`X`$ be a smooth, compact, oriented manifold of even real dimension $`2n`$. We will use the notation $`H^r(X)`$ for $`H^r(X,Q)`$. The bilinear form on $`H^{}(X):=H^r(X)`$ defined by $`(\alpha ,\beta )=_X\alpha \beta `$ is non-degenerate by Poincaré duality. Let $`\omega H^2(X)`$. We define a bilinear form on $`H^{nr}(X)`$ by setting $$\mathrm{\Psi }(\alpha ,\beta )=(1)^{\frac{(nr)(nr1)}{2}}_X\omega ^r\alpha \beta ,$$ for every $`0rn`$. The form $`\mathrm{\Psi }`$ is non-degenerate precisely when the linear map $`L^r=L_\omega ^r:H^{nr}(X)H^{n+r}(X)`$, sending $`\alpha `$ to $`\omega ^r\alpha `$, is an isomorphism. ###### Definition 2.2.1 We say that $`(X,\omega )`$ has property $`HL_r`$ if the map $`L_\omega ^r:H^{nr}(X)H^{n+r}(X)`$ given by the cup product with $`\omega ^r`$ is an isomorphism. We say that $`(X,\omega )`$ has property $`HL`$ if it has property $`HL_r`$ for every $`0rn`$. Note that property $`HL_0`$ is automatic and that property $`HL_n`$ is equivalent to $`_X\omega ^n0`$. Define $`H^{nr}(X)P^{nr}=P_\omega ^{nr}:=KerL_\omega ^{r+1}`$ and call its elements primitive (with respect to $`\omega `$). The following Lefschetz-type decomposition is immediate. ###### Proposition 2.2.2 Assume that $`(X,\omega )`$ has property HL. For every $`0rn`$, we have the following “primitive” decomposition $$H^{nr}(X)=P^{nr}L_\omega (H^{nr2}(X)).$$ There is a direct sum decomposition $$H^{nr}(X)=L_\omega ^iP^{nr2i}.$$ The subspaces $`L_\omega ^iP^{nr2i}`$ are pairwise orthogonal in $`H^{nr}(X)`$. ###### Remark 2.2.3 The projection of $`H^{nr}(X)`$ onto $`P^{nr}`$ is given by $`\alpha \alpha L_\omega (L_\omega ^{r+2})^1L_\omega ^{r+1}\alpha `$, where $`(L_\omega ^{r+2})^1`$ denotes the inverse to $`(L_\omega ^{r+2}):H^{nr2}(X)H^{n+r+2}(X)`$. ###### Definition 2.2.4 A rational Hodge structure of pure weight $`r`$ is a rational vector space $`H`$ with a bigraduation of $`H_C=HC=H^{p,q}`$ for $`p+q=r`$ such that $`H^{p,q}=\overline{H^{q,p}}`$. ###### Definition 2.2.5 A polarization of the weight $`r`$ Hodge structure $`H`$ is a bilinear form $`\mathrm{\Psi }`$ on $`H`$, symmetric for $`r`$ even, anti-symmetric for $`r`$ odd, such that its $`C`$-bilinear extension, to $`H_C`$, still denoted by $`\mathrm{\Psi }`$, satisfies : a) the spaces $`H^{p,q}`$ and $`H^{s,t}`$ are $`\mathrm{\Psi }`$-orthogonal whenever either $`pt`$, or $`qs`$; b) $`i^{pq}\mathrm{\Psi }(\alpha ,\overline{\alpha })>0`$, for every non-zero $`\alpha H^{p,q}`$. Let $`X`$ be a nonsingular complex projective variety. For any ample line bundle $`M`$ define $`L_M:=L_{c_1(M)}:H^{nr}(X)H^{nr+2}(X)`$. Classical Hodge theory gives that $`\mathrm{\Psi }_M(\alpha ,\beta )=(1)^{\frac{(nr)(nr1)}{2}}_XL_M^r(\alpha )\beta `$ is a polarization of the weight $`(nr)`$ Hodge structure $`P_M^{nr}=KerL_M^{r+1}H^{nr}(X)`$. We say that $`(X,M)`$ has property $`HL_r`$ ($`HL`$, resp.) if $`(X,c_1(M))`$ has property $`HL_r`$ ($`HL`$, resp.). The $`HL`$ property for a pair $`(X,M)`$ with $`X`$ projective and $`M`$ nef implies that $`\mathrm{\Psi }_M`$ is a polarization. In fact such a line bundle can be written as a limit of rational Kähler classes and the following proposition applies. ###### Proposition 2.2.6 Let $`X`$ be a compact connected complex Kähler manifold of dimension $`n`$ and $`M`$ be a line bundle such that $`(X,M)`$ has property HL and $`c_1(M)=lim_i\mathrm{}\omega _i`$, $`\omega _i`$ Kähler. The bilinear form $`\mathrm{\Psi }_M(\alpha ,\beta )=(1)^{\frac{(nr)(nr1)}{2}}_XL_M^r(\alpha )\beta `$ is a polarization of the weight $`(nr)`$ Hodge structure $`P_M^{nr}=KerL_M^{r+1}H^{nr}(X)`$, for every $`0rn`$. Proof. Since $`M`$ is nef we can find rational Kähler classes $`\omega _iH^2(X)`$ such that $`lim_i\mathrm{}\omega _i=c_1(M)`$. The only thing that needs to be proved is the statement $`i^{pq}\mathrm{\Psi }_M(\alpha ,\overline{\alpha })>0`$ for every non-zero $`\alpha P_M^{nr}H^{p,q}(X)`$. Since the classes $`\omega _i`$ are Kähler, we have the decomposition $`H^{nr}(X)=P_{\omega _i}^{nr}L_{\omega _i}(H^{nr2}(X))`$. Let $`\pi _i`$ denote the projection onto $`P_{\omega _i}^{nr}`$, $$\pi _i(\alpha )=\alpha L_{\omega _i}(L_{\omega _i}^{r+2})^1L_{\omega _i}^{r+1}\alpha .$$ Since $`M`$ satisfies the HL condition, the map $`L_M^{r+2}:H^{nr2}(X)H^{n+r+2}(X)`$ is invertible so that $`lim_i\mathrm{}(L_{\omega _i}^{r+2})^1=(L_M^{r+2})^1`$. Identical considerations hold for the $`(p,q)`$-parts of these invertible maps. It follows that, if $`\alpha P_M^{nr}H^{p,q}(X)`$, then $`lim_i\mathrm{}\pi _i(\alpha )=\alpha `$. Since the operators $`\pi _i`$ are of type $`(0,0)`$, $`\pi _i(\alpha )P_{\omega _i}^{nr}H^{p,q}(X)`$. Therefore, $`i^{pq}\mathrm{\Psi }_{\omega _i}(\pi _i(\alpha ),\overline{\pi _i(\alpha )})>0`$. It follows that $`i^{pq}\mathrm{\Psi }_M(\alpha ,\overline{\alpha })0`$. The HL property for $`M`$ implies that $`\mathrm{\Psi }_M`$ is non-degenerate, therefore $`\mathrm{\Psi }_M`$ is a polarization of $`P_M^{nr}`$. $`\mathrm{}`$ The following elementary fact highlights the connection between the $`HL`$ property and lef line bundles. ###### Proposition 2.2.7 Let $`f:XY`$ be a surjective projective morphism from a nonsingular projective variety $`X`$, $`A`$ be a line bundle on $`Y`$ and $`M:=f^{}A`$. If $`M`$ has property $`HL`$, then $`f`$ is semismall. Proof. If $`f`$ is not semismall, then there exists an irreducible subvariety $`TX`$ such that $`2dimTn>dimf(T)`$. Let $`[T]H^{2(ndimT)}(X)=H^{n(2dimTn)}(X)`$ be the fundamental class of $`T`$. The class $`c_1(M)^{2dimTn}`$ can be represented by a $`Q`$-algebraic cycle that does not intersect $`T`$. It follows that $`c_1(M)^{(2dimTn)}[T]=0`$, i.e. $`M`$ does not satisfy $`HL_{2dimTn}`$. $`\mathrm{}`$ ###### Remark 2.2.8 A related fact, dealing with extremal ray contractions, can be found in . ### 2.3 The Hard Lefschetz Theorem and the signature of intersection forms Our goal is to prove the following extension of the classical Hard Lefschetz Theorem which also constitutes a converse to Proposition 2.2.7. At the same time we prove that the Hodge-Riemann Bilinear Relations hold on the corresponding primitive spaces. ###### Theorem 2.3.1 Let $`X`$ be a nonsingular complex projective variety and $`M`$ be a lef line bundle on $`X`$. The pair $`(X,M)`$ has property $`HL`$. In addition, $`\mathrm{\Psi }_M`$ is a polarization of $`P_M^{nr}=KerL_M^{r+1}`$. ###### Remark 2.3.2 Proposition 2.2.2 implies the decomposition of the singular cohomology of $`X`$ into subspaces which are primitive with respect to $`M`$. It is immediate to check that $`dim_CP_M^l=b_lb_{l2}`$ and $`dim_CP_M^{p+q}H^{p,q}(X)=h^{p,q}(X)h^{p1,q1}(X).`$ The proof of Theorem 2.3.1 can be found in $`\mathrm{\S }`$2.3.1. A second proof, based on a variation of Deligne’s proof of the Hard Lefschetz Theorem, see , can be found in $`\mathrm{\S }`$2.3.3. #### 2.3.1 Proof of Theorem 2.3.1 We use induction on the dimension of $`X`$. Note that the case $`n=1`$ is classical, for $`M`$ is then necessarily ample. The statement is invariant under taking non-zero positive powers of the line bundle $`M`$ so that we shall assume from now on that $`M`$ is generated by its global sections. In this section $`X`$ denotes a nonsingular complex projective variety of dimension $`n2`$, and $`M`$ a lef line bundle on $`X`$ generated by its global sections. Let $`sH^0(X,M)`$ be a section with smooth zero locus $`Y`$ such that $`M_{\|Y}`$ is lef. Such a section exists by Proposition 2.1.7. Note that $`Y`$ is necessarily connected by Bertini Theorem. Denote by $`i:YX`$ the inclusion. Let $`\widehat{L}_M^r:=(L_{M_{\|Y}})^r:H^{n1r}(Y)H^{n1+r}(Y)`$. We record, for future use, the following elementary fact that follows at once from the projection formula and Poincaré Duality. ###### Lemma 2.3.3 $`L_M^r=i_{}\widehat{L}_M^{r1}i^{}`$. ###### Lemma 2.3.4 If $`(Y,M_{\|Y})`$ has property HL, then $`(X,M)`$ has properties $`HL_r`$ for $`r=0`$ and $`2rn`$. The pair $`(X,M)`$ has property $`HL_1`$ if and only if the restriction of the intersection form on $`H^{n1}(Y)`$ to the subspace $`i^{}H^{n1}(X)`$ is non degenerate. If $`(Y,M_{\|Y})`$ has property HL, then $`(X,M)`$ has property $`HL`$ if and only if the restriction of the intersection form on $`H^{n1}(Y)`$ to the subspace $`i^{}H^{n1}(X)`$ is non degenerate. Proof. The case $`r=0`$ is trivially true. Let $`2rn`$. The first assertion follows from Proposition 2.1.5, the assumption that property $`HL`$ holds for $`(Y,M_{\|Y})`$ and Lemma 2.3.3. Let us prove the second statement. The map $`L_M:H^{n1}(X)H^{n+1}(X)`$ is the composition of the injective map $`i^{}:H^{n1}(X)H^{n1}(Y)`$ and its surjective transpose $`i_{}:H^{n1}(Y)H^{n+1}(X)`$. It is an isomorphism iff $`i^{}H^{n1}(X)Keri_{}=\{\mathrm{\hspace{0.17em}0}\}`$, i.e. iff $`i^{}H^{n1}(X)(i^{}H^{n1}(X))^{}=\{\mathrm{\hspace{0.17em}0}\}`$. This latter statement is equivalent to the non-degeneracy of the restriction of the intersection form. The third assertion follows. $`\mathrm{}`$ We now prove Theorem 2.3.1. By Lemma 2.3.4 it is enough to show the statement of non-degeneracy on $`i^{}H^{n1}(X)`$. Conisder $`i_{}:H^{n1}(Y)H^{n+1}(X)`$. We have $`(i^{}H^{n1}(X))^{}=Keri_{}P_{M_{\|Y}}^{n1}(Y)`$. By induction this last space is polarized by the intersection form. In particular, the intersection form in non-degenerate on $`(i^{}H^{n1}(X))^{}=Keri_{}`$ so that it is non-degenerate on $`i^{}H^{n1}(X)`$. It follows that $`(X,M)`$ has property HL. We conclude by Proposition 2.2.6. $`\mathrm{}`$ #### 2.3.2 The use of pencils In this section we place ourselves in the same situation as in $`\mathrm{\S }`$2.3.1. The goal is to prove Theorem 2.3.10. Choose a pencil $`l\|M\|`$ which meets the set $`W`$ of Proposition 2.1.7. There are two elements $`u_0`$ and $`u_{\mathrm{}}lW`$ such that the corresponding nonsingular divisors meet transversally along a nonsingular subvariety $`A`$. By blowing up $`X`$ along $`A`$ we obtain a nonsingular variety $`X^{}`$ together with a proper and flat morphism $`f:X^{}lP^1`$. Denote by $`U`$ the Zariski open and dense subset $`lW`$. The morphism $`f`$ is smooth over $`U`$. For every $`uU`$, the fiber $`f^1(u)`$ is naturally isomorphic to the divisor $`Y_u`$ corresponding to $`uUl`$ and, in particular, $`M_{\|Y_u}`$ is lef for every $`uU`$. We denote $`Y_{u_0}`$ simply by $`Y`$ and we denote the strict transform of $`Y`$ on $`X^{}`$ by $`Y^{}`$. Clearly, $`Y`$ and $`Y^{}`$ are naturally isomorphic. Let $`j:UP^1`$ denote the open imbedding. The sheaves $`j^{}R^qf_{}Q_X^{}`$ are local systems on $`U`$, for every $`q0`$, corresponding to the $`\pi _1(U,u_0)`$-module $`H^q(Y^{})`$. By abuse of notation, we drop the base point $`u_0`$. The following is well-known, e.g. , Lemma 5.3: ###### Lemma 2.3.5 Let $`𝒱`$ be local system on $`U`$ associated with a finite dimensional $`\pi _1(U)`$-module $`V`$. We have that $`H^0(P^1,j_{}𝒱)=H^0(U,𝒱)=V^{\pi _1(U)}`$, the submodule of invariants. We now invoke the following well-known result of Deligne’s ###### Proposition 2.3.6 Let $`i^{}:Y^{}f^1(U)`$ and $`j^{}:f^1(U)X^{}`$ be the corresponding closed and open imbeddings. For every $`q`$ we have $$i^{}H^q(f^1(U))=(j^{}i^{})^{}H^q(X^{})H^q(Y^{}).$$ Proof. See , Corollaire 3.2.18. $`\mathrm{}`$ In what follows we do not want to use Theorem 2.3.1, so that our study will also yield a second proof of that result. ###### Proposition 2.3.7 Assume that Theorem 2.3.1 holds in dimension $`n1`$. The Leray spectral sequence for the restriction of $`f`$ to $`f^1(U)`$ degenerates at $`E_2`$. In particular, the morphism $$H^q(f^1(U))H^0(U,R^qf_{}Q_X^{})=H^q(Y)^{\pi _1(U)}$$ is surjective for every $`q`$. Proof. By virtue of the assumptions and of the choice of $`U`$, we can apply the degeneration criterion in . $`\mathrm{}`$ ###### Corollary 2.3.8 Assume that Theorem 2.3.1 holds in dimension $`n1`$. The image of $`H^q(X^{})`$ in $`H^q(Y^{})`$ by the restriction map is $`H^q(Y^{})^{\pi _1(U)}`$ for every $`q`$. Proof. The restriction map $$i^{}:H^q(X^{})H^q(Y^{})$$ factors as follows $$H^q(X^{})H^q(f^1(U))H^0(U,R^qf_{}Q)H^q(Y^{})^{\pi _1(U)}H^q(Y^{}).$$ The statement follows from Proposition 2.3.6 and Proposition 2.3.7. $`\mathrm{}`$ We now compare $`H^q(X)H^q(Y)`$ with $`H^q(X^{})H^q(Y^{})`$. ###### Proposition 2.3.9 Let $`i^{}:Y^{}X^{}`$ and $`Bl_A:X^{}X`$ the blowing up map. We have that $`i^{}Bl_A^{}`$ is injective. In addition, if $`qn1`$, then $`i_{}^{}{}_{}{}^{}H^q(X^{})=i_{}^{}{}_{}{}^{}Bl_A^{}H^q(X)H^q(Y^{})`$. Proof. See Éxposé XVIII Corollaire 5.1.6 in SGA VII,2. $`\mathrm{}`$ Again, we do not want to use Theorem 2.3.1. Recall that $`Y`$ and $`Y^{}`$ are naturally identified. ###### Theorem 2.3.10 Assume that Theorem 2.3.1 holds in dimension $`n1`$. For $`qdimX1`$ the map $`i^{}Bl_A^{}:H^q(X)H^q(Y^{})`$ is injective and its image is precisely the subspace $`H^q(Y^{})^{\pi _1(U)}`$ of monodromy invariants. In addition, the $`\pi _1(U)`$-representation on $`H^{n1}(Y^{})`$ is semisimple. Proof. We only need to prove the last statement. The restriction of $`Bl_A^{}M`$ to $`f^1(u)`$ is lef for every $`uU`$. By virtue of the assumptions and of Theorem 2.2.6, this defines a polarization on all the primitive subspaces $`P_M^q(u)H^q(f^1(u))`$. It follows that $`H^{n1}(f^1(u))=L_M^iP_M^{n12i}(u)`$. The local systems $`P_M^{n12i}(u)`$ define a variation of polarized Hodge structures. We conclude by the semisimplicity theorem of Deligne , Theorem 4.2.6 and footnote 1. $`\mathrm{}`$ #### 2.3.3 A second proof of Theorem 2.3.1 We prove the theorem by induction on $`dimX=n`$. The statement is true when $`dimX=1`$, for then $`M`$ is necessarily ample. Let us assume that the statement is true in dimension $`n1`$. We replace, without loss of generality, $`M`$ by a positive power which is generated by its global sections. We fix a pencil $`l`$ as in $`\mathrm{\S }`$2.3.2. By virtue of Theorem 2.3.10, we can find a $`\pi _1(U)`$-invariant complement $`V`$ to $`H^{n1}(Y^{})^{\pi _1(U)}`$ in $`H^{n1}(Y^{})`$. The Poincaré duality pairing on $`H^{n1}(Y^{})`$ is $`\pi _1(U)`$-invariant, therefore it restricts to a non-degenerate pairing on $`H^{n1}(Y^{})^{\pi _1(U)}`$. We conclude that $`(X,M)`$ has the property HL by virtue of the third part of Proposition 2.3.4. Finally, we conclude by Proposition 2.2.6. $`\mathrm{}`$ ### 2.4 The Hodge Index Theorem for semismall maps Let us record the following consequence of Theorem 2.3.10 and of Proposition 2.1.6. Together with Remark 2.4.4, they are a higher dimensional analogue of Grauert contractibility test for curves on surfaces. ###### Theorem 2.4.1 (Hodge Index Theorem for semismall maps) Let $`f:XY`$ be a semismall map from a nonsingular complex projective variety of even dimension $`n`$ onto a projective variety $`Y`$ and $`yY`$ be a point such that $`dimf^1(y)=\frac{n}{2}`$. Denote by $`Z_l`$, $`1lr`$, the irreducible components of maximal dimension of $`f^1(y)`$. Then the cohomology classes $`[Z_l]H^n(X)`$ are linearly independent and the symmetric matrix $`(1)^{\frac{n}{2}}Z_lZ_m`$ is positive definite. Proof. Choose a general pencil $`l`$ of divisors on $`X`$ as in $`\mathrm{\S }`$2.3.2 with the additional property that its general members satisfy the conclusion of Proposition 2.1.6 for $`Xf^1(y)`$. Let $`Vl`$ be the Zariski dense open subset such that the members $`X_v`$ are nonsingular, $`X_vf^1(v)=\mathrm{}`$ and Proposition 2.1.6 holds for $`Xf^1(y)`$ and $`X_v`$. We have that the restriction map $`H^{n1}(Xf^1(y))H^{n1}(X_v)`$ is injective for $`vV`$. By virtue of Theorem 2.3.10, we have the isomorphism $`H^{n1}(X)H^{n1}(X_v)^{\pi _1(V)}`$, for every $`vV`$. This isomorphism factors as follows $$H^{n1}(X)H^{n1}(Xf^1(y))\stackrel{a}{}H^{n1}(X_v)^{\pi _1(V)}H^{n1}(X_v).$$ Hence the injective map $`a`$ is surjective. It follows that the natural cycle class map $`H_n^{BM}(f^1(y))H^n(X,Xf^1(y))H^n(X)`$ is injective. Its image is contained in the primitive space associated with any line bundle on $`X`$ pull-back of an ample line bundle on $`Y`$. The statement follows from Theorem 2.3.1. $`\mathrm{}`$ ###### Corollary 2.4.2 Let $`f:XY`$ and $`y`$ be as above. The mixed Hodge Structure on $`H^{n1}(Xf^1(y))`$ is pure of weight $`n1`$. Proof. It follows from the surjectivity of the natural map $`H^{n1}(X)H^{n1}(Xf^1(y))`$. $`\mathrm{}`$ ###### Corollary 2.4.3 Let $`f:XY`$ be a birational semismall map from a nonsingular quasi projective complex variety of even dimension $`n`$ onto a quasi projective complex variety with an isolated singularity $`yY`$ such that $`f`$ is an isomorphism outside $`y`$ and $`dimf^1(y)=\frac{n}{2}`$. Then the conclusions of Theorem 2.4.1 hold. Proof. One finds a semismall projective completion $`f^{\prime \prime }:X^{\prime \prime }Y^{\prime \prime }`$ of $`f`$ to which we apply Theorem 2.4.1. Since the bilinear form on the fibers in non-degenerate, the cycle classes of the fundamental classes of the fibers stay independent in $`H^n(X)`$. $`\mathrm{}`$ ###### Remark 2.4.4 The same proof shows that the statements of Theorem 2.4.1 and Corollary 2.4.3 holds unchanged if we consider any finite number of fibers over points as $`y`$ above. ###### Remark 2.4.5 If $`(Y,y)`$ is a germ of a normal complex space of dimension two, and $`f:XY`$ is a resolution of singularities, then Grauert Contractibility Criterion, see Theorem 4.4, implies that the form in question is negative definite and, in particular, it is non-degenerate. The following is a natural question. A positive answer would yield a proof of the Decomposition Theorem for semismall holomorphic maps from complex manifolds and for constant coefficients; see Theorem 3.3.3. ###### Question 2.4.6 Let $`f:VW`$ be a proper holomorphic semismall map from a complex manifold of even dimension $`n`$ onto an analytic space $`Y`$. Assume that the fiber $`f^1(w)`$ over a point $`wW`$ has dimension $`\frac{n}{2}`$. Is the intersection form on $`H_n^{BM}(f^1(w))`$ non-degenerate? Is it $`(1)^{\frac{n}{2}}`$-positive definite? ## 3 The topology of semismall maps We now proceed to a study of holomorphic semismall maps from a complex manifold. First we need to prove Proposition 3.1.2, a simple splitting criterion in derived categories for which we could not find a reference. We study the topology of these maps by attaching one stratum at the time. In doing so a symmetric bilinear form emerges naturally; see Proposition 3.2.4 and Lemma 3.2.5. We then prove that the Decomposition Theorem for these maps and for constant coefficients is equivalent to the non-degeneration of these forms; Theorem 3.3.3. Finally, we give a proof of the Decomposition Theorem when the domain and target are projective, Theorem 3.4.1. A new feature that we discover is that the forms are definite by virtue of our Hodge Index Theorem for semismall maps. ### 3.1 Homological algebra Let $`𝒜`$ be an abelian category with enough injectives, e.g. sheaves of abelian groups on a topological space, and $`C(𝒜)`$ be the associated category of complexes. Complexes and morphisms can be truncated. Given an integer $`t`$, we have two types of truncations: $`\tau _tA`$ and $`\tau _tA`$. The former is defined as follows $`(\tau _tA)^i:=A^i`$ for $`it1`$, $`(\tau _tA)^t:=Ker(A^tA^{t+1})`$, $`(\tau _tA)^i:=\{0\}`$ for $`i>t`$. The latter is defined as follows $`(\tau _tA)^i:=\{0\}`$ for $`it1`$, $`(\tau _tA)^t:=Coker(A^{t1}A^t)`$, $`(\tau _tA)^i:=A^i`$ for $`i>t`$. Let $`h:AB`$ be a morphism of complexes. The truncations $`\tau _t(h):\tau _tA\tau _tB`$ and $`\tau _t(h):\tau _tA\tau _tB`$ are defined in the natural way. The operations of truncating complexes and morphisms of complexes induce functors in the derived category $`D(𝒜)`$. If $`A`$ is a complex acyclic in degrees $`lt`$ for some integer $`t`$, i.e. if $`\tau _tA\tau _tA`$, then $`A^t(A)[t]`$. The cone construction for a morphism of complexes $`h:AB`$ gives rise, in a non-unique way, to a diagram of morphism of complexes $`A\stackrel{h}{}BM(h)\stackrel{[1]}{}A[1]`$. A diagram of morphisms $`XYZ\stackrel{[1]}{}X[1]`$ in $`D(𝒜)`$ is called a distinguished triangle if it is isomorphic to a diagram arising from a cone. A morphism $`h:AB`$ in $`D(𝒜)`$ gives rise to a distinguished triangle $`A\stackrel{h}{}BCA[1]`$. If $`h=0`$, then $`CA[1]B`$ and the induced morphism $`A[1]A[1]`$ is an isomorphism. A morphism $`h:AB`$ in the derived category gives a collection of morphisms in cohomology $`^l(h):^l(A)^l(B)`$. A distinguished triangle $`ABC\stackrel{[1]}{}A[1]`$ gives rise to a cohomology long exact sequence: $$\mathrm{}^l(A)^l(B)^l(C)^{l+1}(A)\mathrm{}$$ A non-zero morphism $`h:AB`$ in the derived category may nonetheless induce the zero morphisms between all cohomology groups. However, we have the following simple and standard ###### Lemma 3.1.1 Let $`t`$ be an integer and $`A`$ and $`B`$ be two complexes such that $`A\tau _tA`$ and $`B\tau _tB`$. Then the natural map $`Hom_{D(𝒜)}(A,B)Hom_𝒜(^t(A),^t(B))`$ is an isomorphism of abelian groups. Proof. It is enough to replace $`B`$ by an injective resolution placed in degrees no less than $`t`$. $`\mathrm{}`$ We shall need the following elementary splitting criterion. ###### Proposition 3.1.2 Let $`C\stackrel{u}{}A\stackrel{v}{}B\stackrel{[1]}{}C[1]`$ be a distinguished triangle and $`t`$ be an integer such that $`A\tau _tA`$ and $`C\tau _tC`$. Then $`^t(u):^t(C)^t(A)`$ is an isomorphism iff $$A\tau _{t1}B^t(A)[t]$$ and the map $`v`$ is the direct sum of the natural map $`\tau _{t1}BB`$ and the zero map. Proof. Assume that $`^t(u)`$ is an isomorphism. Apply the functor $`Hom(A,)`$ to the distinguished triangle $`\tau _{t1}B\stackrel{\nu _{t1}}{}\tau _tB\stackrel{\pi }{}^t(B)[t]\stackrel{[1]}{}\tau _{t1}B[1]`$ and we get the following exact sequence: $$\mathrm{}Hom^1(\tau _tA,^t(B)[t])Hom^0(\tau _tA,\tau _{t1}B)$$ $$Hom^0(\tau _tA,\tau _{}B)Hom^0(\tau _tA,^t(B)[t]))\mathrm{}$$ Since $`^t(B)[t]`$ is concentrated in degree $`t`$, $`Hom^1(\tau _tA,^t(B)[t])=\{0\}`$. The morphism $`^t(v)=0`$, for $`^t(u)`$ is surjective. It follows that there exist a unique lifting $`v^{}`$ of $`\tau _t(v)`$, i.e. there exists a unique $`v^{}:A\tau _{t1}B`$ such that $`\tau _t(v)=\nu _{t1}v^{}`$. We complete $`v^{}`$ to a distinguished triangle: $$\tau _tA\stackrel{v^{}}{}\tau _{t1}B\stackrel{v^{\prime \prime }}{}M(v^{})\stackrel{[1]}{}\tau _tA[1].$$ By degree considerations, the morphism $`^l(v^{})=0`$ for $`lt`$. Since $`v^{}`$ is a lifting of $`\tau _t(v)`$, the morphism $`^l(v^{})`$ is an isomorphism for $`lt1`$ and it is the zero map for $`lt`$. This implies that $`M(v^{})^t(A)[t+1]`$ and that $`^{t1}(v^{\prime \prime })=0`$. By virtue of Lemma 3.1.1, we get that $`v^{\prime \prime }=0`$. The desired splitting follows. The converse can be read off the long exact cohomology sequence. $`\mathrm{}`$ ### 3.2 The bilinear forms associated with relevant strata Let $`f:XY`$ be a proper holomorphic semismall map with $`X`$ nonsingular connected of dimension $`n`$. Let us summarize the results from stratification theory (cf. , Ch. 1) that we shall need in the sequel. They are based essentially on Thom First Isotopy Lemma. There exists a collection of disjoint locally closed and connected analytic subvarieties $`Y_iY`$ such that: a) $`Y=_iY_i`$ is a Whitney stratification of $`Y`$. b) $`Y_i\overline{Y_j}\mathrm{}`$ iff $`Y_i\overline{Y_j}`$. c) the induced maps $`f_i:f^1(Y_i)Y_i`$ are stratified submersions; in particular they are topologically locally trivial fibrations. We call such data a stratification of the map $`f`$. ###### Definition 3.2.1 A stratum $`Y_i`$ is said to be relevant if $`2dimf^1(Y_i)dimY_i=n`$. Let $`I^{}I`$ be the set of indices labeling relevant strata. Let $`iI`$ be any index and $`d_i:=dimY_i`$. Define $`_i:=(R^{nd_i}f_{}Q_X)_{\|Y_i}`$. It is a local system on $`Y_i`$. ###### Remark 3.2.2 If $`Y_i`$ is not relevant, then $`_i`$ is the zero sheaf. If $`Y_i`$ is relevant, then the stalks $`(_i^{})_{y_i}H_{nd_i}^{BM}(f^1(y_i))`$ of the dual local system are generated exactly by the fundamental classes of the irreducible and reduced components of maximal dimension of the fiber over $`y_i`$. The following is elementary and holds also when the stratum is not relevant when we consider the local system dual to the one generated by the components of maximal dimension of the fibers. ###### Lemma 3.2.3 The local system $`_i`$ splits as a direct sum $`_i_{j=1}^{m_i}_{ij}`$ of irreducible local sub-systems. Proof. It is enough to show the statement for $`_i^{}`$, $`iI^{}.`$ Going around a loop in $`Y_i`$ has the effect of permuting the elements of the basis of Remark 3.2.2. The associated monodromy representation factors through a finite symmetric group so that it splits into a sum of irreducibles. $`\mathrm{}`$ Let $`S:=Y_i`$, $`d:=dimS`$ and $`_S:=_i`$. We now proceed to associating with $`S`$ a symmetric bilinear form on the local system $`_S^{}`$. Let $`sS`$ and choose a small-enough euclidean neighborhood $`U`$ of $`s`$ in $`Y`$ such that a) $`S^{}:=SU`$ is contractible and b) the restriction $`i^{}:H^{nd}(f^1(U))H^{nd}(f^1(s))`$ is an isomorphism. Let $`F_1,\mathrm{},F_r`$ be the irreducible and reduced components of maximal dimension of $`f^1(S^{})`$. By virtue of a) above and of the topological triviality over $`S^{}`$, the intersections $`f_j:=f^1(s)F_j`$ are exactly the irreducible and reduced components of maximal dimension of $`f^1(s)`$. The analogous statement is true for every point $`s^{}S^{}`$ and the components for the point $`s`$ can be canonically identified with the ones of $`s^{}`$. The specialization morphism $`i_s^!:H_{n+d}^{BM}(f^1(S^{}))H_{nd}^{BM}(f^1(s))`$, associated with the regular imbedding $`i_s:\{s\}S^{}`$, sends the fundamental class of a component $`F_l`$ to the fundamental class of the corresponding $`f_l`$ and it is an isomorphism; see , Ch. 10. We have the following sequence of maps: $$H_{nd}^{BM}(f^1(s))\stackrel{(i_s^!)^1}{}H_{n+d}^{BM}(f^1(S^{}))\stackrel{(\mu _{f^1(U)})^1}{}H^{nd}(f^1(U),f^1(US^{}))$$ $$\stackrel{nat}{}H^{nd}(f^1(U))\stackrel{i^{}}{}H^{nd}(f^1(s))\stackrel{\kappa }{}H_{nd}^{BM}(f^1(s))^{}.$$ The second map is the inverse to the isomorphism given by capping with the fundamental class $`\mu _{f^1(U)}`$ (cf. , IX.4). The third map is the natural map in relative cohomology. The fourth map is an isomorphism by virtue of condition b) above. The map $`\kappa `$ is an isomorphism by the compactness of $`f^1(s)`$. We denote the composition, which is independent of the choice of $`U`$: $$\rho _{S,s}:H_{nd}^{BM}(f^1(s))H_{nd}^{BM}(f^1(s))^{}.$$ We have that $$\rho _{S,s}(f_h)(f_k)=\mathrm{deg}F_hf_k,$$ where the refined intersection product takes place in $`f^1(U)`$ and has values in $`H_0^{BM}(f^1(s))`$. Since the map $`f`$ is locally topologically trivial along $`S`$, the maps $`\rho _{S,s}`$ define a map of local systems $$\rho _S=\rho :_S^{}_S.$$ We record the following fact for future use. ###### Proposition 3.2.4 If $`S`$ is not relevant, then $`\rho _S`$ is the zero map between trivial local systems. Let $`sS`$ be a point. The map $`\rho _{S,s}`$ is an isomorphism iff the natural map $`r_k:H^k(f^1(U))H^k(f^1(US^{}))`$ is an isomorphism for every $`knd1`$, iff the natural map $`s_k:H^k(f^1(US^{}))H^{k+1}(f^1(U),f^1(US^{}))`$ is an isomorphism for every $`knd`$. Proof. The domain and the range of $`\rho _{S,s}`$ are dual to each other. The statement follows from the relative cohomology sequence for the pair $`(f^1(U),f^1(US^{}))`$, the isomorphisms $`H^k(f^1(U))H^k(f^1(s))`$, $`H^k(f^1(U),f^1(US^{}))H_{2nk}^{BM}(f^1(S^{}))`$ and the fact that $`dimf^1(s)\frac{nd}{2}`$, $`dimf^1(S)\frac{n+d}{2}`$. $`\mathrm{}`$ Since $`f_i:f^1(S)S`$ is a stratified submersion, given any point $`sS`$, we can choose an analytic normal slice $`N(s)`$ to $`S`$ at $`s`$ such that $`f^1(N(s))`$ is a locally closed complex submanifold of $`X`$ of dimension $`nd`$. We now use this fact to express the map $`\rho _{S,s}`$ in terms of the refined intersection pairing on $`f^1(N(s))`$. ###### Lemma 3.2.5 If $`sS`$, then $`\rho _{S,s}(f_h)(f_k)=\mathrm{deg}f_hf_k`$, where the refined intersection product on the r.h.s. takes place in $`f^1(N(s))`$ and has values in $`H_0^{BM}(f^1(s))`$. In particular, the map $`\rho _S:_S^{}_S`$ is symmetric. Proof. Since $`f_i:f^1(S)S`$ is a stratified submersion and $`N(s)`$ is a normal slice to $`S`$ at $`s`$, $`F_j`$ meets $`f^1(N(s))`$ transversally at the general point of $`f_j`$. It follows that the refined intersection product $`f^1(N(s))F_j`$ is the fundamental class of $`f_j`$ in $`H_{nd}^{BM}(f^1(s))`$. The result follows by applying , 8.1.1.a) to the maps $`f^1(s)f^1(N(s))f^1(U)`$. $`\mathrm{}`$ ### 3.3 Inductive study of semismall analytic maps Let $`f:XY`$ and $`\{Y_j\}`$, $`iI`$, $`S`$ be as in section 3.2. We assume, for simplicity, the $`Y_i`$ to be connected and $`I`$ to be finite. There is no loss of generality, for strata of the same dimension do not interfere with each other from the point of view of the analysis that follows and could be treated simultaneously. As usual, we define a partial order on the index set $`I`$ by setting $`ij`$ iff $`Y_i\overline{Y_j}`$. We fix a total order $`I=\{i_1<\mathrm{}<i_\iota \}`$ which is compatible with the aforementioned partial order and define the open sets $`U_i:=_{ji}Y_j`$. Similarly, $`U_{>i}:=_{j>i}Y_j`$. Let $`\alpha _i:U_{>i}U_i`$ be the open imbedding. We can define the intermediate extension of a complex of sheaves $`K^{}`$ on $`U_{>i}`$ to a complex of sheaves on $`U_i`$ by setting $$\alpha _{i}^{}{}_{!}{}^{}K^{}=\tau _{dimY_i1}R\alpha _{i}^{}{}_{}{}^{}K^{}.$$ See . The construction is general and can be iterated so that one can form the intermediate extension of a complex of sheaves on any $`Y_i`$ to a complex on $`\overline{Y_i}U_{>j}`$ for $`j<i`$. In particular, let $``$ be a local system on $`Y_i`$. The intermediate extension of $`[dimY_i]`$ to $`\overline{Y}_iU_{>j}`$ for $`j<i`$ is called the intersection cohomology complex associated with $``$ and is denoted by $`IC_{\overline{Y}_iU_{>j}}()`$. ###### Definition 3.3.1 Let $`f:XY`$ be a proper holomorphic semismall map from a nonsingular connected complex manifold $`X`$ of dimension $`n`$. We say that the Decomposition Theorem holds for $`f`$ if there is an isomorphism $$Rf_{}Q_X[n]\underset{kI^{}}{}IC_{\overline{Y_k}}(_k)\underset{kI^{}}{}\underset{m=1}{\overset{m_k}{}}IC_{\overline{Y_k}}(_{km}),$$ where the $`_{km}`$ are as in Lemma 3.2.3. ###### Remark 3.3.2 The Decomposition Theorem holds, in the sense defined above, for $`X`$, $`Y`$ and $`f`$ algebraic (cf. ) and for $`f`$ a Kähler morphism (cf. ). In both cases, a far more general statement holds. As observed in , $`\mathrm{\S }`$1.7, in the case of semismall maps these results can be expressed in the convenient form of Definition 3.3.1. We now proceed to show that the non-degeneracy of the forms $`\rho _S`$ associated with the strata $`Y_i`$ implies the Decomposition Theorem. Recall that $`I^{}I`$ is the subset labeling relevant strata. For ease of notation set $$V:=U_{>i},V^{}:=U_i,S:=Y_i$$ and let $$V\stackrel{\alpha }{}V^{}\stackrel{\beta }{}S$$ be the corresponding open and closed imbeddings. ###### Theorem 3.3.3 Assume that the Decomposition Theorem holds over $`V`$. The map $`\rho _S`$ is an isomorphism iff the Decomposition Theorem holds over $`V^{}`$ and the corresponding isomorphism restricts to the given one over $`V`$. Proof. Denote by $`g`$ the map $`f_\|:f^1(V)V`$. By cohomology and base change, $`(Rf_{}Q_X[n])_{\|V}Rg_{}Q_{f^1(V)}[n]`$. Similarly for $`V^{}`$. Clearly, we have $`(Rf_{}Q_X[n])_{\|V}\alpha ^{}[(Rf_{}Q_X[n])_{\|V^{}}]`$. There is a distinguished “attaching” triangle, see , 5.14: $$\beta _{}\beta ^!(Rf_{}Q_X[n]_{\|V^{}})\stackrel{u}{}(Rf_{}Q_X[n])_{\|V^{}}\stackrel{v}{}R\alpha _{}(Rf_{}Q_X[n]_{\|V})\stackrel{w[1]}{}\beta _{}\beta ^!(Rf_{}Q_X[n]_{\|V^{}})[1].$$ On the open set $`V`$ the complex $`\beta _{}\beta ^!(Rf_{}Q_X[n])_{\|V^{}}`$ is isomorphic to zero and the map $`v`$ restricts to an isomorphism. Recalling the notation in $`\mathrm{\S }`$3.2, the long exact sequence of cohomology sheaves is, stal-kwise along the points of $`S`$, the long exact sequence for the cohomology of the pair $`(f^1(U),f^1(US^{})`$. In addition the map $`^d(u)`$ is identified, stalk-wise along the points of $`S`$, with the map $`\rho _{S,s}`$. The statement follows from Proposition 3.2.4 which allows us to apply proposition 3.1.2. $`\mathrm{}`$ ###### Remark 3.3.4 In the algebraic and Kähler case, the results and , coupled with Theorem 3.3.3, imply that the forms $`\rho _S`$ are non-degenerate for every $`iI`$; see also , Theorem 8.9.14. To our knowledge these results have no implications as to the sign of the intersection forms. Surprisingly, in the projective case we can determine that these forms are definite; see $`\mathrm{\S }`$3.4. The following statement is known as a consequence of the characterizing properties of intersection cohomology sheaves; see , $`\mathrm{\S }`$6.2 and , $`\mathrm{\S }`$1.8. Recall that a map is small if all the inequalities in the definition of semismall are strict. Note that in this case there is only one relevant stratum. ###### Corollary 3.3.5 Let $`f:XY`$ be a proper holomorphic small map from a connected complex manifold. Then the Decomposition Theorem holds for $`f`$. Proof. All the maps $`\rho _S`$ are identically zero and are isomorphisms. $`\mathrm{}`$ ### 3.4 Signature and Decomposition Theorem in the projective case In this section we use Theorem 2.4.1, the previous inductive analysis and a Bertini-type argument to give a proof of the following theorem ###### Theorem 3.4.1 Let $`f:XY`$ be a semismall map from a nonsingular complex projective variety of dimension $`n`$ onto a complex projective variety. The Decomposition Theorem holds for $`f`$, i.e. there is a canonical isomorphism $$Rf_{}Q_X[n]\underset{kI^{}}{}IC_{\overline{Y_k}}(_k)\underset{kI^{}}{}\underset{m=1}{\overset{m_k}{}}IC_{\overline{Y_k}}(_{km}).$$ For every relevant stratum $`S`$ of dimension $`d`$ the associated intersection form is non-degenerate and $`(1)^{\frac{nd}{2}}`$-definite. Proof. By virtue of Proposition 3.3.3 we are reduced to checking that the intersection form associated with a relevant d-dimensional stratum $`S`$ is non-degenerate and $`(1)^{\frac{nd}{2}}`$-definite. If $`d=0`$, then the conclusion follows from Proposition 2.4.1. Let $`d>0`$. Let $`A`$ be a very ample divisor on $`Y`$. The line bundle $`M:=f^{}A`$ is lef and generated by its global sections. By virtue of Proposition 2.1.7, we can choose $`d`$ general sections $`H_1,\mathrm{},H_d`$ in the linear system $`\|A\|`$ such that their common zero locus $`H`$ has the property that $`f^1(H)`$ is nonsingular of dimension $`nd`$, $`f^1(H)H`$ is semismall, $`H`$ meets $`S`$ at a non-empty finite set of points $`s_1,\mathrm{},s_r`$ so that, for at least one index $`1lr`$, a small neighborhood of a point $`s_l`$ in $`H`$ is a normal slice to $`S`$ at $`s_l`$. By virtue of Theorem 2.4.1 the intersection form of $`f^1(s_l)f^1(H)`$ has the required properties at the point $`s_l`$, and therefore at every point $`sS`$. We conclude by applying Lemma 3.2.5. $`\mathrm{}`$ ###### Remark 3.4.2 Theorem 3.4.1 can be applied even when the spaces are not complete, in the presence of a suitable completion of the morphism: one for which the domain is completed to a projective manifold, the target to a projective variety and the map to a semismall one. In general this may not be possible, but it can be done in several instances, e.g. the Springer resolution of the nilpotent cone of a complex semisimple Lie algebra, the Hilbert scheme of points on an algebraic surface mapping on the corresponding symmetric product, isolated singularities (see below), certain contraction of holomorphic symplectic varieties $`\mathrm{}`$ ###### Corollary 3.4.3 Let $`f:XY`$ be a birational semismall map from a nonsingular quasi projective complex variety of dimension $`n`$ onto a quasi projective complex variety $`Y`$ with isolated singularities. Assume that $`f`$ is an isomorphism outside the isolated singularities. The Decomposition Theorem holds for $`f`$. Proof. We can reduce the statement to the complete projective case: see Corollary 2.4.3 and Remark 2.4.4. $`\mathrm{}`$ Authors’ addresses: Mark Andrea A. de Cataldo, Department of Mathematics, SUNY at Stony Brook, Stony Brook, NY 11794, USA. e-mail: mde@math.sunysb.edu Luca Migliorini, Dipartimento di Matematica, Università di Trento, Via Sommarive, 14, 38050 Povo (Tn), ITALY. e-mail: luca@alpha.science.unitn.it
warning/0006/math0006134.html	ar5iv	text	# An example of an asymptotically Hilbertian space which fails the approximation property ## 1. Introduction This paper is concerned with the relationship between the approximation property and notions about Banach spaces which are in some sense close to Hilbert space, namely, the notion of asymptotically Hilbertian space and of weak Hilbert space. The spaces we discuss are of the form $`Z=\left(_{n=0}^{\mathrm{}}\mathrm{}_{p_n}^{k_n}\right)_2`$ with $`p_n2`$ and $`k_n\mathrm{}`$. It is easy to check that any space of this form is an asymptotically Hilbertian space (see below for definitions). For particular sequences $`(p_n)`$ and $`(k_n)`$ we show that such a $`Z`$ has a subspace $`E`$ failing the approximation property. Moreover, we can choose a subsequence of $`(p_n)`$, such that if $`N_1=\{j\|p_{n_{2k+1}}j<p_{n_{2(k+1)}},k0\}`$ and $`N_2=N_1`$ then for $`Z_i=\left(_{jN_i}\mathrm{}_{p_j}^{k_j}\right)_2,i=1,2`$, we have that $`Z=Z_1Z_2`$ and that all subspaces of $`Z_1`$ and of $`Z_2`$ have the approximation property (\[J\]). The construction of $`E`$ provides quantitative estimates which show that $`Z`$ and hence also $`E`$ is surprisingly close to being a weak Hilbert space (note that weak Hilbert spaces enjoy the approximation property \[P\]). First we recall the notion of asymptotically Hilbertian space. Given integers $`n0`$, $`m1`$ and a constant $`K`$, say that $`X`$ satisfies $`H(n,m,K)`$ provided there is an $`n`$-codimensional subspace $`X_m`$ of $`X`$ so that every $`m`$-dimensional subspace of $`X_m`$ is $`K`$-isomorphic to $`\mathrm{}_2^m`$. A Banach space $`X`$ is said to be asymptotically Hilbertian provided there is a constant $`K`$ so that for every $`m`$ there exists $`n`$ so that $`X`$ satisfies $`H(n,m,K)`$. Since here we are interested in good estimates, we denote by $`H_X(m,K)`$ the smallest $`n`$ for which $`X`$ has $`H(n,m,K)`$. Thus if $`X`$ is $`K`$-isomorphic to a Hilbert space, then $`H_X(m,K)=0`$ for all $`m`$. The growth rate of $`H_X(m,K)`$ for a fixed $`K`$ as $`m\mathrm{}`$ is one measurement of the closeness of $`X`$ to a Hilbert space. A Banach space is called a weak Hilbert space provided that there are positive constants $`\delta `$ and $`K`$ so that for every $`n`$, every $`n`$ dimensional subspace of $`X`$ contains a further subspace $`E`$ of dimension at least $`\delta n`$ so that $`E`$ is $`K`$-isomorphic to a Hilbert space and $`E`$ is $`K`$-complemented in $`X`$ (that is, there is a projection having norm at most $`K`$ from $`X`$ onto $`E`$). The definition of the property $`H(n,m,K)`$ was made in \[J\], although the nomenclature “asymptotically Hilbertian” was coined by Pisier \[P\]. Weak Hilbert spaces were introduced by Pisier \[P\], who gave many equivalences to the property of being weak Hilbert; we chose the one most relevant for this paper as the definition of weak Hilbert. Relations between the weak Hilbert property and the asymptotically Hilbertian property are given in \[J\] and \[P\]. First, a weak Hilbert space must be asymptotically Hilbertian (\[P, Section 4\]). It seems likely that if $`X`$ is weak Hilbert then for some $`K`$, $`H_X(m,K)Km`$, but in fact no reasonable estimates are known for $`H_X(m,K)`$ when $`X`$ is a weak Hilbert space. It is known (see \[CJT\], \[NT-J\]) that if $`X`$ is a weak Hilbert space which has an unconditional basis and there is a $`K`$ so that $`H_X(m,K)`$ is dominated by $`f(m)`$ for some iterate $`f`$ of $`\mathrm{exp}`$, then for any iterate $`g`$ of $`\mathrm{log}`$ there is another constant $`K^{}`$ so that $`H_X(m,K^{})K^{}g(m)`$. In the other direction, it follows from \[J\] that if for some $`K`$ the sequence $`H_X(m,K)`$ grows sufficiently slowly as $`m\mathrm{}`$ (say, like $`\mathrm{log}\mathrm{log}m`$), then $`X`$ is a weak Hilbert space. In this paper we are interested in examples of spaces which are of type $`2`$. We refer to Chapter 11 of \[DJT\] or Section 1.4 of \[T-J\] for the definitions and basic theory of type $`p`$ and cotype $`p`$ as well and the type $`p`$ and cotype $`p`$ constants $`T_p(X)`$, $`C_p(X)`$ of a Banach space $`X`$. Relevant for us is that if $`X`$ is a type $`2`$ space and $`E`$ is a subspace of $`X`$ which is $`K`$-isomorphic to a Hilbert space then, by Maurey’s extension theorem, $`E`$ is $`T_2(X)K`$\- complemented in $`X`$ (\[DJT, Corollary 12.24\]). Thus it is clear that if $`X`$ is of type $`2`$ and for some $`K`$, $`H_X(m,K)Km`$, then $`X`$ is weak Hilbert. Here we should mention that by \[FLM\], polynomial growth of $`H_X(m,K)`$ (as $`m\mathrm{}`$) implies linear growth of $`H_X(m,K^{})`$ for some $`K^{}`$. Our main interest here is the linkage among the weak Hilbert property, the asymptotically Hilbertian property, and the approximation property. The arguments in \[J\] show that if $`X`$ has type $`2`$ and for some $`K`$, $`H_X(m,K)K\mathrm{log}m`$ for infinitely many $`m`$, then all subspaces of $`X`$ (even all subspaces of every quotient of $`X`$) have the approximation property. In \[P\] it is shown that all weak Hilbert spaces have the approximation property. Thus if $`X`$ is of type $`2`$ and for some $`K`$, $`H_X(m,K)Km`$ for all $`m`$, then all subspaces of every quotient of $`X`$ have the approximation property. It is easy to build examples of a type $`2`$ space $`X`$ for which there is a constant $`K`$ so that for any iterate $`f`$ of the $`\mathrm{log}`$ function, $`H_X(m,K)Kf(m)`$ for infinitely many $`m`$ and yet $`X`$ is not a weak Hilbert space. Now such a space $`X`$ is in some sense close to Hilbert space and, in particular, every subspace of $`X`$ has the approximation property. In this paper we show that there are two such spaces; call them $`Z_1`$ and $`Z_2`$; so that $`Z:=Z_1Z_2`$ has a subspace which fails the approximation property. Moreover, $`Z`$ has an unconditional basis ($`Z=_{n=0}^{\mathrm{}}\mathrm{}_{p_n}^{k_n}`$ for appropriate $`p_n2`$ and $`k_n\mathrm{}`$) and is nearly a weak Hilbert space in the sense that for some $`K`$, the growth rate of $`H_Z(m,K)`$ as $`m\mathrm{}`$ is close to being polynomial in $`m`$ ($`H_Z(m,K)m^{\mathrm{log}\mathrm{log}m}`$ is what we get; recall that polynomial growth of $`H_X(m,K)`$ gives linear growth of $`H_X(m,K^{})`$ for some $`K^{}`$.). ## 2. the example We follow closely A. M. Davie’s construction of a Banach space failing the approximation property \[D\]. Davie constructed for $`p>2`$ a subspace of $`\mathrm{}_p=\left(\mathrm{}_p^{k_n}\right)_p`$ which fails the approximation property. He could as well have used $`\left(\mathrm{}_p^{k_n}\right)_r`$ for any $`1r\mathrm{}`$. Here we use instead $`Z:=\left(_{n=0}^{\mathrm{}}\mathrm{}_{p_n}^{k_n}\right)_2`$ where $`p_n2`$ appropriately and $`k_n`$ as in \[D\]. Basically we compute how fast $`p_n`$ can go to $`2`$ so that Davie’s argument yields a subspace of $`Z`$ which fails the a.p.. The obvious condition is that $`k_n^{1/21/p_n}`$ cannot be bounded, for if $`k_n^{1/21/p_n}`$ is bounded then $`\left(_{n=0}^{\mathrm{}}\mathrm{}_{p_n}^{k_n}\right)_2`$ is isomorphic to $`\mathrm{}_2`$. For any integer $`n0`$ consider an Abelian group $`G_n`$ of order $`k_n=32^n`$, and let $`\sigma _1^n,\mathrm{},\sigma _{2^n}^n,\tau _1^n,\mathrm{},\tau _{2^{n+1}}^n`$ be the characters of $`G_n`$. Lemma $`(b)`$ in \[D\] shows that this enumeration of the characters of $`G_n`$ can be chosen so that there exists an absolute constant $`A>0`$ such that for all $`gG_n`$, (2.1) $$\|2\underset{j=1}{\overset{2^n}{}}\sigma _j^n(g)\underset{j=1}{\overset{2^{n+1}}{}}\tau _j^n(g)\|A(n+1)^{1/2}2^{n/2}.$$ Let $`G`$ be the disjoint union of the sets $`G_n`$ and for each $`n0`$ and $`1j2^n`$ define $`e_j^n:G`$ via: $$e_j^n(g)=\{\begin{array}{ccc}\tau _j^{n1}(g),& \text{if }gG_{n1},n1& \\ \epsilon _j^n\sigma _j^n(g),& \text{if }gG_n& \\ 0,& \text{otherwise}& \end{array}$$ where $`\epsilon _j^n=\pm 1`$ is a choice of signs for which the inequality (2.5) below is satisfied. To define $`E`$ let, as above, $`k_n=32^n`$ and let $`(p_n)_{n=0}^{\mathrm{}}`$, $`2<p_n3`$, be a decreasing sequence converging to $`2`$. The appropriate rate of decrease of the sequence $`(p_n)_{n=0}^{\mathrm{}}`$ will be chosen later. Let $`Z=\left(_{n=0}^{\mathrm{}}\mathrm{}_{p_n}^{k_n}\right)_2`$ which in our setting is: $$Z=\{f:G\|\underset{n=0}{\overset{\mathrm{}}{}}\left(\underset{gG_n}{}\|f(g)\|^{p_n}\right)^{2/p_n}<\mathrm{}\}.$$ Define $`E`$ to be the closed linear span in $`Z`$ of $`\{e_j^n\|n0,\mathrm{\hspace{0.17em}1}j2^n\}`$. To show that $`E`$ fails the approximation property one proceeds as follows: For $`n0`$ and $`1j2^n`$ define $`\alpha _j^nE^{}`$ by (2.2) $$\alpha _j^n(f)=3^12^n\underset{gG_n}{}\epsilon _j^n\sigma _j^n(g^1)f(g).$$ When $`n1`$ the expression above equals (2.3) $$\alpha _j^n(f)=3^12^{1n}\underset{gG_{n1}}{}\tau _j^{n1}(g^1)f(g).$$ This follows from the fact that $`\alpha _j^n(e_i^k)=\delta _{ij}\delta _{kn}`$ (because of the orthogonality of the characters of a group) and then a linearity and continuity argument shows that (2.2) and (2.3) agree on $`E`$. Now let $`B(E)`$ be the space of bounded, linear operators on $`E`$, and for each $`n0`$ define $`\beta ^n`$ in the dual space $`B(E)^{}`$ as: $$\beta ^n(T)=2^n\underset{n=1}{\overset{2^n}{}}\alpha _j^n(T(e_j^n)),TB(E)$$ Using $`(2.2)`$ we can rewrite $`\beta ^n`$ as: $$\beta ^n(T)=3^14^n\underset{gG_n}{}T\left(\underset{j=1}{\overset{2^n}{}}\epsilon _j^n\sigma _j^n(g^1)e_j^n\right)(g)$$ and from $`(2.3)`$ we get: $$\beta ^{n+1}(T)=6^14^n\underset{gG_n}{}T\left(\underset{j=1}{\overset{2^{n+1}}{}}\tau _j^n(g^1)e_j^{n+1}\right)(g)$$ hence, (2.4) $$\beta ^{n+1}(T)\beta ^n(T)=3^12^n\underset{gG_n}{}T(\mathrm{\Phi }_g^n)(g)$$ where, $$\mathrm{\Phi }_g^n=2^{n1}\underset{j=1}{\overset{2^{n+1}}{}}\tau _j^n(g^1)e_j^{n+1}2^n\underset{j=1}{\overset{2^n}{}}\epsilon _j^n\sigma _j^n(g^1)e_j^n,gG_n$$ Note that $`\mathrm{\Phi }_g^nE`$ for every $`gG_n`$ and $`n1`$. Now we estimate the right hand side of $`(2.4)`$. If $`n1`$ and $`gG_n`$ then, $$3^12^n\underset{gG_n}{}\|T(\mathrm{\Phi }_g^n)(g)\|\underset{gG_n}{sup}\{T(\mathrm{\Phi }_g^n)_{\mathrm{}}\}\underset{gG_n}{sup}\{T(\mathrm{\Phi }_g^n)_Z\}.$$ Therefore, $$\|\beta ^{n+1}(T)\beta ^n(T)\|\underset{gG_n}{sup}\{T(\mathrm{\Phi }_g^n)_Z\}\text{ for every }TB(E)\text{.}$$ Note that from (2.1) we have that $`\|\mathrm{\Phi }_g^n(h)\|A(n+1)^{1/2}2^{n/2}`$ for $`g,hG_n`$. By applying lemma $`(a)`$ in \[D\], the signs $`\epsilon _j^n`$, $`1j2^n`$, can be chosen so that (2.5) $$\|\mathrm{\Phi }_g^n(h)\|A_2(n+1)^{1/2}2^{n/2}\text{for }gG_n,hG_{n1}(n1)$$ where $`A_2`$ is some absolute constant. An algebraic argument shows that a similar estimate can be obtained for $`gG_n`$ and $`hG_{n+1}`$. In brief, we have that there is an absolute constant, say $`A`$, such that, (2.6) $$\|\mathrm{\Phi }_g^n(h)\|A(n+1)^{1/2}2^{n/2}\text{ for }gG_n\text{ and }hG_{n1}G_nG_{n+1}.$$ Now, if $`n1`$ and $`gG_n`$ then, $`\mathrm{\Phi }_g^n_Z^2`$ $`=`$ $`{\displaystyle \underset{j=n1}{\overset{n+1}{}}}\left({\displaystyle \underset{hG_j}{}}\|\mathrm{\Phi }_g^n(h)\|^{p_j}\right)^{2/p_j}`$ $``$ $`A^2(n+1)2^n\left((32^{n1})^{2/p_{n1}}+(32^n)^{2/p_n}+(32^{n+1})^{2/p_{n+1}}\right)`$ $``$ $`3A^2(n+1)2^n\left(2^{2(n1)/p_{n1}}+\mathrm{\hspace{0.17em}2}^{2n/p_n}+\mathrm{\hspace{0.17em}2}^{2(n+1)/p_{n+1}}\right)`$ $``$ $`18A^2(n+1)2^{2n(1/p_{n+1}1/2)}`$ thus, (2.7) $$\mathrm{\Phi }_g^n_Z3\sqrt{2}A(n+1)^{1/2}2^{n(1/p_{n+1}1/2)}$$ Consider the set $$𝒞=\{e_1^0\}\{(n+1)^2\mathrm{\Phi }_g^n\|gG_n,n1\}$$ The estimate in (2.7) clearly shows that when (2.8) $$(n+1)^{5/2}2^{n(1/p_{n+1}1/2)}0$$ the set $`𝒞`$ becomes a relatively compact subset of $`E`$. Obviously there are many choices for $`(p_n)_{n=0}^{\mathrm{}}`$, $`p_n2`$, that satisfy $`(2.8)`$; in particular, $`1/p_n=1/21/(n+1)^\alpha `$ for any $`\alpha <1`$ gives a sequence satisfying $`(2.8)`$. When $`n(1/p_{n+1}1/2)=3\mathrm{log}_2(n+1)`$, the sequence $`(p_n)`$ is the one with the slowest (up to a constant) possible rate of decrease for this construction. This makes the space $`Z`$ “almost” a weak Hilbert space in the sense that for some $`K`$, $`H_Z(m,K)m^{\mathrm{log}\mathrm{log}m}`$ for large $`m`$. Indeed, consider $`F`$, a subspace of $`\left(_{j=n+1}^{\mathrm{}}\mathrm{}_{p_j}^{k_j}\right)_2`$ of dimension $`m=m(k_1+\mathrm{}+k_n)`$, where $`m`$ is the largest integer such that $`0<1/21/p_{n+1}<1/\mathrm{log}_2(m)`$. Then, $`d(F,\mathrm{}_2^m)T_2(F)C_2(F)`$. The type 2 constant of $`F`$ is bounded by an absolute constant independent of $`m`$, say $`c_1`$. The cotype 2 constant of $`F`$ can be estimated, using Tomczak’s lemma, by the cotype 2 constant $`C_{2,m}()`$ on $`m`$ vectors (see Section 5.25 in \[T-J\]): $`C_2(F)\sqrt{2}C_{2,m}(F)`$ $``$ $`\sqrt{2}C_{p_{n+1}}(F)m^{1/21/p_{n+1}}`$ $``$ $`\sqrt{2}c_2m^{1/21/p_{n+1}}`$ $``$ $`2\sqrt{2}c_2\text{ (by the choice of }m\text{)}.`$ Hence, for $`K:=2\sqrt{2}c_1c_2`$ we obtain that $`d(F,\mathrm{}_2^m)K`$. Finally, to show that $`E`$ fails the approximation property the argument in \[D\] finishes as follows: for every $`TB(E)`$, $$\|\beta ^{n+1}(T)\beta ^n(T)\|\underset{gG_n}{sup}\{T(\mathrm{\Phi }_g^n)_Z\}(n+1)^2\underset{x𝒞}{sup}Tx_Z$$ Also, $$\|\beta ^0(T)\|Te_0^1\underset{x𝒞}{sup}Tx_Z$$ Hence $`\beta (T)=lim_n\mathrm{}\beta ^n(T)`$ exists for all $`TB(E)`$ and satisfies $$\|\beta (T)\|3\underset{x𝒞}{sup}Tx_Z$$ In particular, when $`𝒞`$ is compact, $`\beta `$ is a continuous linear functional on $`B(E)`$ when $`B(E)`$ is given the topology of uniform convergence on compact sets. If $`I_E`$ is the identity map on $`E`$, it follows from the definition of $`\beta ^n`$ that $`\beta ^n(I_E)=1`$ for all $`n`$, so $`\beta (I_E)=1`$. On the other hand it is easy to see that $`\beta `$ vanishes on the set of finite rank operators on $`E`$, thus $`E`$ cannot have the approximation property. ###### Remark 2.1. For $`(p_n,k_n)_{n=0}^{\mathrm{}}`$ as above, we obtained an asymptotically Hilbertian space $`Z`$ which has a subspace failing the approximation property. The space $`Z`$ can be decomposed as the direct sum of two subspaces, say $`Z_1`$ and $`Z_2`$, all of whose subspaces have the approximation property. Indeed, as in example 1.g.7 in \[LT\], it is enough to construct a subsequence $`(p_{n_j})`$ of $`(p_n)`$ as follows: set $`p_{n_1}=p_0`$ and $`k_{n_1}=k_0`$. Having chosen $`p_{n_1}\mathrm{}p_{n_j}`$ (and their respective $`k_{n_1}\mathrm{}k_{n_j}`$), choose $`p_{n_{j+1}}`$ such that if $`F\mathrm{}_p`$ $`(2<p<p_{n_{j+1}})`$, has dimension $`m25^{_{i=1}^jk_{n_i}}`$ then $`m^{1/21/p_{n_{j+1}}}2`$ (in particular $`d(F,\mathrm{}_2^m)2)`$. Now set $`N_1=\{j\|p_{n_{2k+1}}j<p_{n_{2(k+1)}},k0\}`$ and $`N_2=N_1`$. Let $`Z_i=\left(_{jN_i}\mathrm{}_{p_j}^{k_j}\right)_2,i=1,2`$. Our example is best possible in light of current theory and the current wisdom in the field. First, it follows from the arguments in \[J\] that the spaces $`Z_1,Z_2`$ have the property that every subspace of every quotient space of $`Z_i`$, $`i=1,2`$ has a decomposition of the form $`Z_i=\left(_{k=1}^{\mathrm{}}E_k\right)_\mathrm{}_2`$, where dim $`E_k<\mathrm{}`$ for each $`k=1,2,3,\mathrm{}`$. Also, the argument of Szarek \[S\] shows that the spaces $`Z_i`$ have subspaces without bases. One might try to refine this example to produce $`Z_i`$’s for which every subspace has a basis. However, this may not be possible since it is an open question whether Banach spaces for which every subspace has a basis must be weak Hilbert. Since the direct sum of weak Hilbert spaces is weak Hilbert, and every subspace of a weak Hilbert space has the approximation property, a positive answer to this question would show that our construction cannot be improved to produce $`Z_i`$’s for which every subspace has a basis. It was shown by Maurey and Pisier (see \[M\]) that every separable weak Hilbert space $`X`$ has a finite dimensional decomposition. That is, there is a sequence of finite dimensional subspaces $`E_i`$ of $`X`$ so that for every $`xX`$ there is a unique sequence $`x_iE_i`$ so that $`x=_ix_i`$. However, it is an open question whether a separable weak Hilbert space must have a basis.
warning/0006/hep-ph0006174.html	ar5iv	text	# Low-Energy Limits of Theories With Two Supersymmetries ## I Introduction Supersymmetry and its boson-fermion symmetry provide an attractive framework for embedding the standard model of electroweak and strong interactions (SM) . The electroweak scale is understood in this framework as roughly the scale of supersymmetry breaking in the global theory and is protected, in general, from destabilization at the quantum level. In particular, softly broken $`N=1`$ supersymmetry provides a phenomenologically successful extension of the SM . The particle content is the minimal one required by the boson-fermion symmetry and, regardless of the exact details of the soft supersymmetry breaking (SSB) spectrum parameters, the corresponding $`\beta `$-functions predict gauge coupling unification at a scale of $`𝒪(10^{16})`$ GeV . The theory tends to decouple from most electroweak observables (for sparticles of $`𝒪(300)`$ GeV) while the absence of flavor changing neutral currents is a source of information about the high-energy origins of the low-energy effective theory. At high energies, the rigid supersymmetry can be extended to supergravity : The first step towards gravity-gauge unification and further embedding of the SM in a theory of quantum gravity of which supergravity is the sub-Planckian limit, for example, superstring theory. However, there exists a tension between a “bottom-up” approach, which beginning with the SM motivates its $`N=1`$ supersymmetry extension, and a “top-down” approach, which beginning with a superstring theory often suggests that an extended $`N=2`$ supersymmetry is broken at some energy directly to $`N=0`$ . If supersymmetry is to stabilize the weak scale and resolve the hierarchy problem associated with its instability in the SM, then the extended supersymmetry can be broken in this case only near that scale. Indeed, current knowledge of string theory is far from sufficient for understanding its electroweak-scale limit or how the SM would be embedded in such a theory, and therefore it is premature to draw conclusions from string theory regarding the nature of the weak-scale supersymmetry. Nevertheless, it is an intriguing and highly interesting question to ask whether an $`N=2`$ supersymmetry extension of the SM at weak-scale energies is phenomenologically viable, what constraints the infra-red SM limit imposes on ultra-violet realizations of such a theory, and what would be its signatures. Here, as a first step towards addressing these questions, we will investigate some of their more fundamental aspects, laying the foundation for, and hopefully intriguing, further discussion. The phenomenology of $`N=2`$ supersymmetry and its extended spectrum were studied over the years by only a couple of groups . Its “ultra-violet” elegance stemming from its constrained structure (for example, there is only one coupling in the theory, the gauge coupling, and the theory is not renormalized beyond one loop) does not translate to an equivalent elegance in the infra-red. On the contrary, the $`N=2`$ intrinsic constraints make it difficult to reconcile the framework with the SM and with observations. Most notably, the theory does not contain chiral Yukawa couplings or any other source of chiral mass generation. Once supersymmetry is broken the fermion mass issue can be resolved. However, one then finds that the $`N=2`$ theory does not decouple from electroweak observables (nor does it suggest gauge unification). These issues place strong constraints on the properties of the extended spectrum that $`N=2`$ supersymmetry predicts. Theories with two supersymmetries contain a rich spectrum: While each SM fermion (boson) is accompanied by a boson (fermion) superpartner to form a chiral or a vector superfield in the $`N=1`$ extension, each chiral $`N=1`$ superfield is further accompanied by an anti-chiral superfield to form a vector-like hypermultiplet in the $`N=2`$ extension. An $`N=1`$ vector superfield is accompanied in the $`N=2`$ extension by an $`N=1`$ chiral superfield in the appropriate representation, the mirror gauge superfield. For example, a SM quark is partnered, in addition to the squark, also with a mirror quark and a mirror squark. The gauge boson is partnered not only with the gaugino but also with a complex scalar and additional Majorana fermion in the adjoint representation (or singlets in the Abelian case). The number of particles is increased four times with respect to the SM! In describing the extended spectrum we used the $`N=1`$ superfield language. Indeed, it is possible (and we will do so) to formulate the $`N=2`$ framework in this language. In order to impose the additional $`N=2`$ constraints one has to specify a set of global $`R`$ symmetries. It includes a vectorial $`SU(2)_R`$ exchange $`R`$-symmetry which forbids, as mentioned above, any chiral fermion Yukawa or mass terms. Once the vectorial symmetry is broken, all chiral and anti-chiral fermion masses are proportional to the Higgs vacuum expectation values (VEVs) which spontaneously break the SM $`SU(2)_L`$. One expects that the new particles are entangled with the ordinary SM fields, as the gauge symmetries do not forbid their mixing. This again provides an important set of constraints on the theory and on the dynamics that breaks it. It also provides clear tests of the framework. Most importantly, unlike a $`N=1`$ theory that must be discovered via its somewhat arbitrary predictions for the spectrum of new bosons and Majorana fermions, an $`N=2`$ theory would be readily discovered or excluded in the next generation of hadron collider via its strongly constrained predictions of the mirror (anti-chiral) fermion spectrum, which is not expected to be much heavier than the top quark. Henceforth, a study of the $`N=2`$ framework is timely and well motivated. The knowledgeable reader may be questioning the validity of any such an extension which contains contributions of three anti-chiral families to the oblique $`S`$ parameter (which measures quantum corrections from new physics to $`Z\gamma `$ mixing). Usually, one assumes that mass-dependent terms are negligible, as is appropriate in the decoupling limit $`m_{f_{\mathrm{new}}}m_Z`$. In that case, the mass-independent contribution of each chiral or anti-chiral generation to $`S`$ is positive, contrary to current measurements which imply $`S0`$ . Therefore, one may argue that $`S`$ excludes extra (anti-)chiral families. However, the $`N=2`$ spectrum is far too rich and complicated to allow for such arguments. Current data does not exclude (though it does not suggest) three anti-chiral families if the spectrum of the $`N=2`$ mirror fermions breaks the custodial $`SU(2)`$ symmetry of the electroweak interactions and is (at least partially) “light” . The situation is even more arbitrary if the Majorana fermion spectrum, which also contains custodial $`SU(2)`$ breaking mass terms, is considered . We therefore proceed and investigate $`N=2`$ models, further discussing this and other phenomenological issues in a dedicated section. Our main focus, however, is establishing tools for the construction of the chiral fermion spectrum below the $`N=2`$ breaking scale. The fermion mass problems in these models has many facets. First and foremost, the generation of any chiral spectrum must be a result of supersymmetry breaking. Secondly, the two sectors have to be distinguished with sufficiently heavy mirror fermions and (relatively) light ordinary fermions, with any mixing between the two sectors suppressed, at least in the case of the first two families. In addition there are the issues of the heavy third family and of the very light neutrinos in the ordinary sector, and subsequently, of flavor symmetries and their relation to supersymmtry breaking. In order to address these issues we choose to formulate a global $`N=2`$ theory as an $`N=1`$ theory with a second supersymmetry manifest only through global $`R`$-symmetries which are imposed on the $`N=1`$ description. (For example, the $`SU(2)_R`$ mentioned above.) This is a standard procedure that allows, in our case, the usage of the $`N=1`$ spurion formalism in the construction of the fermion spectrum. Specifically, we assume below that * The matter content is that of the minimally extended $`N=2`$ supersymmetric SM (MN2SSM) (and that of a flavor sector, if exists) given in terms of $`N=1`$ chiral and vector superfields. * The $`N=2`$ imposed global symmetries (or a subset thereof) are explicitly broken by non-renormalizable terms in the Kahler potential. These terms are characterized by a scale $`M`$. In the limit $`M\mathrm{}`$ the full supersymmetry is restored. * The only VEVs are ($`N=1`$ breaking) $`F`$-type VEVs which generate all dimensionful and dimensionless couplings in the electroweak theory (aside from the gauge coupling). Electroweak symmetry breaking VEVs (and flavor symmetry breaking VEVs) are then induced in the resulting effective theory. * To the most part we will also assume that some flavor and “mirror” symmetries, which do not commute with the $`N=2`$ $`R`$-symmetries, are conserved in the resulting effective theory. We will explore the chiral fermion spectrum within this framework and establish phenomenologically viable low-energy limits of the $`N=2`$ framework which could be probed, given the fermion spectrum, in the near future. We briefly review $`N=2`$ supersymmetry in Section II. Though we do not focus on the boson spectrum and the dimensionful SSB parameters, they are straightforward to write in the $`N=1`$ formalism. This will be done as a warm-up exercise in Section III (and again, using the spurion formalism, in Section VI). The softly broken $`N=2`$ model will be compared to its $`N=1`$ equivalent. In Section IV we consider the possibility of breaking the chiral symmetries primarily in the SSB scalar potential, generating the fermion spectrum only radiatively . While this option is viable in some cases for the SM spectrum, it cannot provide a consistent mirror fermion spectrum. In Section V we exploit the $`N=1`$ spurion formalism to classify the most general supersymmetry breaking framework, and in Section VI we use it to discuss a general $`N=2`$ framework and the possible tree-level origins of the chiral fermion spectrum. We find that certain Kahler operators can generate such a spectrum as long as the supersymmtries are broken at relatively low-energies, which we will assume. (Note that large parts of our discussion are applicable to low-energy $`N=1`$ supersymmetry breaking as well.) The special issue of the heavy SM third family fermions is addressed in Section VII. In Section VIII we comment on neutrino physics within the context of $`N=2`$ supersymmetry. Direct and indirect signatures and other phenomenological issues are discussed in Section IX. Unlike $`N=1`$ supersymmetry, $`N=2`$ cannot escape detection in the next generation of hadron colliders! We conclude with a summary, an outlook, and a comparison to previous constructions, in Section X. ## II The MN2SSM Framework The N=2 supersymmetry algebra has two spinorial generators $`Q_\alpha ^i`$, $`i=1,2`$, satisfying $$\{Q_\alpha ^i,\overline{Q}_{\dot{\alpha }}^j\}=\sigma _{\alpha \dot{\alpha }}^\mu P_\mu \delta ^{ij},$$ (1) where $`\sigma ^\mu `$ are, as usual, the Pauli matrices and $`P_\mu `$ is the momentum. The supercharges $`Q_\alpha ^i`$ form a doublet of the (exchange) $`SU(2)_R`$ $`R`$-symmetry, which must be imposed when using the $`N=1`$ formulation to describe a $`N=2`$ theory. The lowest $`N=2`$ spin representations, which are the relevant ones for embedding the SM, are the hypermultiplet and vector multiplet. Written in the familiar $`N=1`$ language, the hypermultiplet is composed of two $`N=1`$ chiral multiplets $`X=(x,\psi _x)`$ and $`Y=(y,\psi _y)`$, with $`Y`$ occupying representations $``$ of the gauge groups which are conjugate to that of $`X`$, $`(X)=(Y^{})`$. Schematically, the hypermultiplet is described by a “diamond” plot \| \| \| $`\psi _x`$ \| \| \| \| \| $`+\frac{1}{2}`$ \| \| --- \| --- \| --- \| --- \| --- \| --- \| --- \| --- \| \| \| $``$ \| \| \| \| \| \| \| \| $`x`$ \| \| \| \| $`y^{}`$ \| \| \| $`0`$ \| \| \| \| \| $``$ \| \| \| \| \| \| \| \| $`\overline{\psi }_y`$ \| \| \| \| \| $`\frac{1}{2}`$ \| where the first, second and third rows correspond to helicity $`1/2`$, $`0`$, and $`+1/2`$ states. The vector multiplet contains a $`N=1`$ vector multiplet $`V=(V^\mu ,\lambda )`$, where $`\lambda `$ is a gaugino, and a $`N=1`$ chiral multiplet $`\mathrm{\Phi }_V=(\varphi _V,\psi _V)`$ in the adjoint representation of the gauge group (or a singlet in the Abelian case). Schematically, it is described by \| \| \| $`V^\mu `$ \| \| \| \| \| $`1`$ \| \| --- \| --- \| --- \| --- \| --- \| --- \| --- \| --- \| \| \| $``$ \| \| \| \| \| \| \| \| $`\lambda `$ \| \| \| \| $`\psi _V`$ \| \| \| $`\frac{1}{2}`$ \| \| \| \| \| $``$ \| \| \| \| \| \| \| \| $`\varphi _V`$ \| \| \| \| \| $`0`$ \| where the first, second and third rows correspond to helicity $`0`$, $`1/2`$, and $`1`$ states. The $`N=1`$ superfields are given by the two $`45^{}`$ sides of each diamond (indicated by arrows), with the gauge field arranging itself in its chiral representation $`W_\alpha \lambda _\alpha +\theta _\alpha V`$. The particle content doubles in comparison to the $`N=1`$ supersymmetry case and it is four times that of the SM. For each of the usual chiral fermions $`\psi _x`$ and its complex-scalar partner $`x`$, there are a conjugate mirror fermion $`\psi _y`$ and complex scalar $`y`$ (so that the theory is vectorial). For each gauge boson and gaugino, there is a mirror gauge boson $`\varphi _V`$ and a mirror gaugino $`\psi _V`$. The $`N=0`$ boson and fermion components of the hyper and vector-multiplet form $`SU(2)_R`$ representations. States with equal helicity form a $`SU(2)_R`$ doublet $`(x,y^{})`$ and an anti-doublet $`(\psi _V,\lambda )`$, while all other states are $`SU(2)_R`$ singlets. In fact, the full $`R`$-symmetry is $`U(2)_R`$ of which the exchange $`SU(2)_R`$ is a subgroup. There are additional $`U(1)_R^{N=2}`$, $`U(1)_J^{N=2}`$ subgroups such that the $`R`$-symmetry is either $`SU(2)_R\times U(1)_R^{N=2}`$, or in some cases only a reduced $`U(1)_J^{N=2}\times U(1)_R^{N=2}`$. The different superfields $`Xx+\theta \psi _x`$, etc. transform under the $`U(1)`$ symmetries with charges $`R`$ and $`J`$ given by $$R(X)=r=R(Y),R(\mathrm{\Phi }_V)=2,$$ (2) $$J(X)=1=J(Y),J(\mathrm{\Phi }_V)=0,$$ (3) and $`R(W_\alpha )=J(W_\alpha )=1`$. The (manifest) supercoordinate $`\theta `$ (which carries a chiral index, denoted explicitly in some cases) has, as usual, charge $`R(\theta )=J(\theta )=1`$. The $`SU(2)_R\times U(1)_R^{N=2}`$ invariant $`N=2`$ Lagrangian can be written in the $`N=1`$ language as $`L`$ $`=`$ $`{\displaystyle \frac{1}{8g^2}}[W^\alpha W_\alpha ]_F+[\sqrt{2}igY\mathrm{\Phi }_VX]_F+\text{H.c.}`$ (5) $`+[2\text{Tr}(\mathrm{\Phi }_V^{}\text{e}^{2gV}\mathrm{\Phi }_V\text{e}^{2gV}+X^{}\text{e}^{2gV}X+Y^{}\text{e}^{2gV^T}Y)]_D,`$ where $`\mathrm{\Phi }_V=\mathrm{\Phi }_V^aT^a`$ and $`V=V^aT^a`$, $`T^a`$ being the respective generators. The second $`F`$-term is the superpotential. The only free coupling is the gauge coupling constant $`g`$: The coupling constant of the Yukawa term in the superpotential is fixed by the gauge coupling due to a global $`SU(2)_R`$. In particular, the $`SU(2)_R`$ symmetry forbids any chiral Yukawa terms so that fermion mass generation is linked to supersymmetry breaking, as will be discussed in the following sections. Note that the $`U(1)_R^{N=2}`$ forbids any mass terms $`W\mu ^{}XY`$ (and the full $`R`$-symmetry forbids the usual $`N=1`$ $`\mu `$-term $`W\mu H_1H_2`$ to be discussed later). Unlike the $`SU(2)_R`$, $`U(1)_R^{N=2}`$ can survive supersymmetry breaking. The $`N=2`$ Lagrangian (5) contains several discrete symmetries, which may or may not be broken in the broken supersymmetry regime. There is a trivial extension of the usual $`N=1`$ $`R`$-parity ($`R_P`$) $`Z_2`$ symmetry which does not distinguish the ordinary fields from their mirror partners: $$\theta \theta ,X_MX_M,Y_MY_M,$$ (6) where all other supermultiplets are $`R_P`$-even and where the hypermultiplets have been divided into the odd matter multiplets $`(X_M,Y_M)`$ and the even Higgs multiplets $`(X_H,Y_H)`$. (Note that $`V`$ is even but $`W_\alpha `$ is odd.) As in the $`N=1`$ case, all the ordinary and mirror quarks, leptons and Higgs bosons are $`R_P`$-even, while the ordinary and mirror gauginos are $`R_P`$-odd. $`R_P`$ is conveniently used to define the superpartners (or sparticles) as the $`R_P`$-odd particles . The lightest superparticle (LSP) is stable if $`R_P`$ remains unbroken. A second parity, called mirror parity ($`M_P`$), distinguishes the mirror particles from their partners: $$\theta \theta ,Y_MY_M,Y_HY_H,\mathrm{\Phi }_V\mathrm{\Phi }_V,$$ (7) and all other superfields (including $`W_\alpha `$) are $`M_P`$-even. It is convenient to use mirror parity to define the mirror particles as the $`M_P`$-odd particles. (This definition should not be confused with other definitions of mirror particles used in the literature and which are based on a left-right group $`SU(2)_L\times SU(2)_R`$ or a mirror world which interacts only gravitationally with the SM world.) The lightest mirror parity odd particle (LMP) is also stable in a theory with unbroken mirror parity. However, if supersymmetry breaking does not preserve mirror parity, mixing between the ordinary matter and the mirror fields is allowed. There is also a reflection (exchange) symmetry (which must be broken at low energies), the mirror exchange symmetry: $$XY,\mathrm{\Phi }_V\mathrm{\Phi }_V^\text{T},VV^\text{T}.$$ (8) Like in the case of this continuous $`SU(2)_R`$, if the reflection symmetry remains exact after supersymmetry breaking then for each left-handed fermion there would be a degenerate right handed mirror fermion in the conjugate gauge representation, which is phenomenologically not acceptable. For easy reference, we list in Table I the minimal particle content of the MN2SSM, where a mirror partner $`Y`$ ($`\mathrm{\Phi }_V`$) exists for every ordinary superfield $`X`$ ($`V`$) of the Minimal $`N=1`$ Supersymmetric extension of the Standard Model (MSSM). We could eliminate one Higgs hypermultiplet and treat $`H_1`$ and $`H_2`$ as mirror partners. However, this could lead to the spontaneous breaking of mirror parity when the Higgs bosons acquire VEVs, and as a result, to a more complicated radiative structure than the theory with two Higgs hypermultiplets. (We note, however, that it is possible in these theories that only one Higgs doublet acquires a VEV as the chiral Yukawa coupling are related to supersymmetry breaking and, unlike in the $`N=1`$ case with high-energy supersymmetry breaking, are not necessarily constrained by holomorphicity.) For the above particle content, and imposing the full $`U(2)_R`$ on the superpotential, the theory is scale invariant and is given by the superpotential (after phase redefinitions) $`W/\sqrt{2}`$ $`=`$ $`g_3(Q^{}\mathrm{\Phi }_gQ+U^{}\mathrm{\Phi }_gU+D^{}\mathrm{\Phi }_gD)`$ (9) $`+`$ $`g_2(Q^{}\mathrm{\Phi }_WQ+L^{}\mathrm{\Phi }_WL+H_{}^{}{}_{1}{}^{}\mathrm{\Phi }_WH_1+H_{}^{}{}_{2}{}^{}\mathrm{\Phi }_WH_2)`$ (10) $`+`$ $`g_1({\displaystyle \frac{1}{6}}Q^{}\mathrm{\Phi }_BQ{\displaystyle \frac{2}{3}}U^{}\mathrm{\Phi }_BU+{\displaystyle \frac{1}{3}}D^{}\mathrm{\Phi }_BD{\displaystyle \frac{1}{2}}L^{}\mathrm{\Phi }_BL+\stackrel{~}{E^{}}\mathrm{\Phi }_BE`$ (11) $``$ $`{\displaystyle \frac{1}{2}}H_{}^{}{}_{1}{}^{}\mathrm{\Phi }_BH_1+{\displaystyle \frac{1}{2}}H_{}^{}{}_{2}{}^{}\mathrm{\Phi }_BH_2).`$ (12) After substitution in the Lagrangian (5), the superpotential (12) gives rise in the usual manner to gauge-quartic and gauge-Yukawa interactions. All interactions are gauge interactions! Table I and the superpotential (12) define the MN2SSM (in the supersymmetric limit). ## III Softly broken $`N=2`$ Once the MN2SSM is written as an $`N=1`$ theory with appropriate spectrum and global symmetries, as explained above, supersymmetry breaking translates to the introduction of $`(a)`$ SSB dimensionful parameters, which lift the boson-fermion degeneracy and could also break the continuous $`R`$-symmetries, and of $`(b)`$ dimensionless parameters which spoil the constrained $`N=2`$ relations between gauge, Yukawa and quartic couplings. We postpone discussion of the latter to Section V, where we also write all parameters as polynomials in the supersymmetry breaking VEVs. The theory studied in this section is the (global) $`N=2`$ SM, the MN2SSM, with explicitly and softly broken supersymmetries. The breaking is parameterized by the familiar SSB terms (which also parameterize supersymmetry breaking in $`N=1`$ theories). These terms are soft in the sense that the theory is at most logarithmically divergent even after their introduction. The SSB terms can be chosen to preserve or to break the global symmetries of the $`N=2`$ theory. However, we leave this issue aside, imposing none of the continuous $`R`$-symmetries on the SSB terms, i.e., we assume for now maximal breaking. We concentrate instead on $`(i)`$ those SSB terms that are unique to $`N=2`$ theories and on $`(ii)`$ those that break the chiral symmetries (in the SSB scalar potential). In order to control radiative mixing between the sectors as well as lepton and baryon number violation we assume that the $`Z_2`$ mirror and $`R`$ parities are conserved, unless otherwise specified. In accordance with mirror parity conservation, the MN2SSM contains in each sector (i.e., the $`M_P`$-even ordinary and $`M_P`$-odd mirror sectors) Gaugino mass terms ($`M_\lambda `$), scalar mass terms ($`m_\varphi ^2`$), gauge invariant scalar and fermion bilinear terms ($`b`$, often denoted as $`B\mu `$, and $`\stackrel{~}{\mu }`$, respectively) and trilinear ($`A`$) terms. These terms are the the SSB terms familiar from the $`N=1`$ MSSM, only in two “copies”. In addition, trilinear terms can couple an ordinary particle to two mirror particles. The $`A^Vy_i\varphi _Vx_i`$ and $`𝒜^Vy_i\varphi _Vx_j^{}`$ terms in the scalar potential are an example of such inter-sector couplings. In addition, a dimensionful mirror parity conserving effective superpotential $`W=\mu H_1H_2\mu ^{\prime \prime }H_{}^{}{}_{1}{}^{}H_{}^{}{}_{2}{}^{}`$ may also arise, providing the usual MSSM $`\mu `$-term and its mirror. The SSB that may be familiar to the reader from the $`N=1`$ MSSM case are listed in Table II. Along side, are listed their “mirrored versions”, where in accordance with mirror parity conservation two of the fields in the operators are substituted by their mirror partners. If $`SU(2)_R`$ is conserved then the different SSB (and $`\mu `$-) parameters are related to each other with a significantly smaller number of free parameters. Note that we included also the non-standard non-holomorphic trilinear $`𝒜`$-terms and the SSB Higgsino-mass $`\stackrel{~}{\mu }`$-term. (The SSB Higgsino mass can be absorbed into a redefinition of $`\mu `$ in the superpotential and $`𝒜`$ in the SSB scalar potential.) The next group of SSB operators are those $`M_P`$-even terms which are new to the $`N=2`$ models due to its unique spectrum. These are listed listed in Table III. If mirror parity and $`U(1)_R^{N=2}`$ are not conserved (see Section VII) the effective superpotential could contain $`W=\mu ^{}XY`$ terms with $`\mu ^{}`$ being an arbitrary mass parameter. In addition, mirror parity violating (MPV) SSB terms can also mix the two sectors. For completeness, we list the MPV SSB operators in Table IV. The mixing terms $`qq^{}`$, $`uu^{}`$ for the third family can play an important role in generating the heavy top mass. Similarly, $`ll^{}`$ mixing can play a role in the generation of light neutrino masses. This will be discussed in detail in sections VII and VIII, respectively. Otherwise, such terms are assumed to be absent. This completes the listing of (dimensionful) SSB terms in the MN2SSM. The softly broken MN2SSM resembles, not surprisingly, an extended MSSM. For example, consider electroweak symmetry breaking (EWSB). In the $`N=1`$ MSSM EWSB is triggered by the SSB-terms in the Higgs potential. EWSB in the MN2SSM can be induced, in general, by any combination of the four Higgs doublets and the triplet $`\varphi _W`$. However, mirror parity conservation allows only the ordinary MSSM Higgs doublets $`H_1`$ and $`H_2`$ to acquire VEVs. (Independently of the parity considerations, a triplet VEV is strongly constrained by electroweak data and has to practically vanish .) From the discussion of the effective Yukawa couplings it will become evident that in fact it is sufficient that only one Higgs doublet acquires a VEV, which can then be truly identified with the SM Higgs boson. However, here we assume, for simplicity, that the MSSM realization of EWSB with two Higgs doublets is reproduced with the usual Higgs doublets $`H_1`$ and $`H_2`$ receiving non-zero VEVs $`v_1`$ and $`v_2`$, respectively. This is achieved by adjusting the soft parameters which enter the Higgs potential such that $`(m_{H_1}^2+\mu ^2)(m_{H_2}^2+\mu ^2)<\|b\|^2`$. Though introduced here by hand, this relation could be satisfied via a generalization of the MSSM radiative symmetry breaking mechanism . However, since we do not discuss any specific pattern of the boundary conditions to the SSB parameters, we postpone discussion of their renormalization for future works. Defining, as usual, $`\mathrm{tan}\beta =v_2/v_1`$, the $`Z`$ boson mass $`m_Z`$ is then given by $$\frac{1+\mathrm{\Delta }_{\mathrm{hard}}}{2}m_Z^2=\frac{m_{H_1}^2m_{H_2}^2\mathrm{tan}^2\beta }{\mathrm{tan}^2\beta 1}\mu ^2,$$ (13) where $`\mathrm{\Delta }_{\mathrm{hard}}`$ contains the effects of hard-supersymmetry corrections to the quartic terms in Higgs potential, which are discussed in Section V. In the softly broken MN2SSM $`\mathrm{\Delta }_{\mathrm{hard}}0`$. There is, however, an important difference between the MSSM and the MN2SSM. While the gauge bosons get masses via the usual Higgs mechanism and (13) reduces to its MSSM form, the softly broken MN2SSM contain no mass terms for the usual and mirror fermions. This is due to the absence of tree-level Higgs Yukawa couplings. Is this naive MSSM-like softly broken MN2SSM in which supersymmetry is broken only by dimensionful parameters then viable? The key to the answer lies with the trilinear terms, which are the only terms that break the chiral symmetries in the scalar potential and can therefore induce fermion masses at the quantum level, $`m_fAm_\lambda ,A^{\prime \prime }m_{\psi _V}`$ (where the gaugino and mirror gaugino masses are responsible for the breaking of fermion number), and similarly for the mirror fermions. The viability of this mechanism is discussed in the next section. ## IV Radiative fermion masses We begin the discussion of fermion mass generation with the discussion of radiative fermion masses. (More general mechanisms will be discussed in Section VI, following the generalization of the softly broken MN2SSM in Section V.) The observation that chiral symmetries could be primarily broken in the scalar potential and that the fermion spectrum in supersymmetry could arise radiatively was first made in the context of $`N=2`$ supersymmetry , though it was studied most extensively in the case of $`N=1`$ supersymmetry. It provides an avenue for the generation of fermion masses in the softly broken MN2SSM which was discussed in the previous section. Such a mass generation mechanism has the advantage that it could be accommodated in any scenario of SSB which includes the generation of trilinear terms. On the other hand, it is highly constrained. At one loop, the extended supersymmetry gauge interactions lead to loops such as in Fig. 1, with external ordinary fermions where the sfermion $`\stackrel{~}{f}`$ and gaugino $`\lambda `$ (or mirror sfermion $`\stackrel{~}{f}^{}`$ and mirror gaugino $`\psi _V`$) propagate in the loop. Equivalent loops exist with external mirror fermions. The sfermion left-right mixing terms $`m_{\chi SB}^2`$ proportional to $`AH`$, where $`A`$ here is a chiral symmetry breaking trilinear parameter and $`H`$ is a $`SU(2)_L`$-breaking Higgs (doublet) VEV, generates a finite contribution to a chiral fermion mass, $`m_f`$ $`=`$ $`{\displaystyle \frac{\alpha _s}{2\pi }}C_f\left[m_{\chi SB}^2M_3I(m_{\stackrel{~}{f}_1}^2,m_{\stackrel{~}{f}_2}^2,M_3^2)+m_{\chi SB}^{2\prime \prime }M_3^{\prime \prime }I(m_{\stackrel{~}{f}_1^{}}^2,m_{\stackrel{~}{f}_2^{}}^2,M_{3}^{\prime \prime }{}_{}{}^{2})\right]`$ (15) $`+{\displaystyle \frac{\alpha ^{}}{2\pi }}Y_{f_L}Y_{f_R}\left[m_{\chi SB}^2M_1I(m_{\stackrel{~}{f}_1}^2,m_{\stackrel{~}{f}_2}^2,M_1^2)+m_{\chi SB}^{2\prime \prime }M_1^{\prime \prime }I(m_{\stackrel{~}{f}_1}^2,m_{\stackrel{~}{f}_2}^2,M_{1}^{\prime \prime }{}_{}{}^{2})\right],`$ which generalizes the expressions given in Ref. . ($`m_{\stackrel{~}{f}_i}^2`$, $`m_{\stackrel{~}{f}_i^{}}^2`$ are the sfermion and mirror sfermion mass eigenvalues and $`m_{\chi SB}^{2\prime \prime }=A^{\prime \prime }H`$.) The first and second terms in Eq. (15) correspond to the strong (gluino and mirror gluino) and hypercharge (the Bino neutralino and its mirror) contributions, respectively, where $`\alpha _s`$ and $`\alpha ^{}`$ are the strong and hypercharge couplings, $`C_f=4/3,0`$ for quarks and leptons, respectively, and $`Y_f`$ is the fermion hypercharge. We assume, for simplicity, no neutralino mixing. The function $`I`$ is the loop function $$I(m_1^2,m_2^2,m_\psi ^2)=\frac{m_1^2m_2^2\mathrm{ln}(m_1^2/m_2^2)+m_2^2m_\psi ^2\mathrm{ln}(m_2^2/m_\psi ^2)+m_\psi ^2m_1^2\mathrm{ln}(m_\psi ^2/m_1^2)}{(m_1^2m_2^2)(m_2^2m_\psi ^2)(m_\psi ^2m_1^2)}.$$ (16) which typically behaves as $`𝒪(1/\mathrm{max}(m_1^2,m_2^2,m_\psi ^2))`$. The dependence on the left–right squark or slepton mixing, $`m_{\chi SB}^2=AH_\alpha `$ and its mirror $`m_{\chi SB}^{2\prime \prime }=A^{\prime \prime }H_\alpha `$, and on the chiral violation arising from the gaugino and mirror-gaugino Majorana masses, $`M_3,M_3^{\prime \prime }`$, and/or $`M_1,M_1^{\prime \prime }`$, is explicitly displayed in Eq. (15). By observation, the natural size of the resulting fermion mass is $$m_f\{\begin{array}{cc}\frac{\alpha ^{}}{4\pi }H𝒪(100\mathrm{MeV})& \mathrm{Lepton}\\ & \\ & \\ \frac{2\alpha _s}{3\pi }H𝒪(1\text{GeV})& \mathrm{Quark}\end{array},$$ (17) and similarly for the mirror fermions. This is the appropriate mass range for most of the ordinary fermions, but not for the mirror fermions (and $`t`$-quark), whose masses are given by a similar expression. In the approximation Eq. (17) it was implicitly assumed that all of the SSB parameters are of the same order of magnitude, e.g., $`m_{\chi SB}^2m_\lambda I(m_{\stackrel{~}{f}_1}^2,m_{\stackrel{~}{f}_2}^2,m_\lambda ^2)H\times 𝒪(1)`$, and therefore cannot change the order of magnitude of the resulting fermion mass. More generally, however, the fermion mass can grow as $`\|A/\mathrm{max}(m_{\stackrel{~}{f}},m_\lambda )\|`$ or $`\|A/\mathrm{max}(m_{\stackrel{~}{f}^{}},m_{\psi _V})\|`$. Thus, it may appear that the fermion mass could in fact be as large as $`𝒪(H)`$, which is the correct mass range for the mirror fermions, provided that the size of the trilinear coupling roughly equals in size to the inverse of a loop factor. Unfortunately, this cannot be the case. As already noted in Ref. , in the relevant limit of no tree-level Yukawa couplings the trilinear parameters destabilize the scalar potential (along the equal field direction) leading to color and charge breaking. In particular, the trilinear couplings cannot be too large. It was recently noted that the scalar potential may be stabilized if effective quartic coupling are generated by the decoupling of chiral superfields with masses of the order of the SSB parameters or in the presence of non-holomorphic trilinear terms $`𝒜H_1^{}\stackrel{~}{Q}\stackrel{~}{U}`$ etc. (which do not correspond to flat directions of the scalar potential). Even though the potential is stable in this case, requiring color and charge conservation in the global (or meta-stable) minimum still constrains $`A/m_{\stackrel{~}{f}}`$ from above. (See Fig. 7 of Ref. .) In the next section we will show that in theories with low-energy supersymmetry breaking there could also appear arbitrary and hard supersymmetry breaking quartic couplings $`\kappa `$, which could further stabilize the potential. Nevertheless, given the stability constraints $`\kappa \sqrt{3}A/m_{\stackrel{~}{f}}`$ , then $`A`$ cannot not be sufficiently large to accommodate the heavy mirror fermions (for perturbative values of the quartic couplings). We conclude that radiative fermion mass generation leads to a viable scenario only in the case of (most of) the ordinary fermions. In particular, even though the gauge loop can break the ordinary-mirror mass degeneracy, provided that it is already broken by the SSB parameters, it cannot provide the required two or more orders of magnitude separation between the ordinary and mirror fermion spectra. As for the SM fermions, in the limit that the gaugino-sfermion loop dominates (or equivalently only its mirror loop dominates) this reduces to the case studied in Ref. , with distinctive phenomenology and signatures. If both loop classes contribute, the flavor structure becomes more complicated, but the model still maintains the same essential features and signatures. We refer the interested reader to Ref. for an extensive discussion. We note in passing that even if right-handed neutrinos are introduced, the SM neutrinos would remain massless if the fermion spectrum is indeed generated via such (supersymmetric) gauge loops, since the right-handed neutrino is a gauge singlet in the SM. (We return to the neutrinos in Section VIII.) The lightness of the neutrinos could be explained in this context by extending the SM by an extremely weakly coupled Abelian factor under which the right-handed neutrinos are not singlets. Radiative mass generation for the SM fermions must go hand in hand with a mechanism to lift the ordinary-mirror matter mass degeneracy (and with a mechanism to lift the $`t`$-quark mass). Such mechanisms will be studied in the following sections, and require one to consider a more general parameterization of supersymmetry breaking. We turn to a general classification of supersymmetry breaking operators in the next section. ## V Classification of supersymmetry-breaking operators In Section IV, the possibility of radiatively induced Yukawa couplings in the effective low-energy theory was shown to lead, regardless of its details, to a typical mass range of $`m_q,m_q^{}(\alpha _s/\pi )H`$ for the ordinary and mirror quarks, and $`m_l,m_l^{}(\alpha ^{}/\pi )H`$ for the ordinary and mirror leptons. This is a natural and sufficient solution in the case of most of the ordinary fermions (we postpone that discussion of the third family fermions to Section VII) but not in the case their mirrors. The mirror fermion spectrum is constrained by experiment, $`m_f^{}H`$, which implies tree-level effective Yukawa couplings. (The constraints, however, are model dependent.) Typically, a Kahler function $`K`$ describing the effective low-energy theory includes tree-level non-renormalizable Yukawa operators, either supersymmetry conserving, soft, or hard supersymmetry breaking. In order to consider such operators one must step out of the softly broken MN2SSB framework of Section III and systematically include all relevant supersymmetry breaking operators. This will be done in this section. Concrete realizations of tree-level Yukawa couplings in the MN2SSM will be considered in the next section. Our classification applies to any theory which can effectively be described by $`N=1`$ superfields, and will be adopted to the $`N=2`$ case only in the next section. In typical $`N=1`$ (high-energy) supergravity model building with supersymmetry breaking scale $`FM_{\text{Weak}}M_{\text{Planck}}`$, the Yukawa (and quartic) operators listed below are proportional to $`(M_{\text{Weak}}/M_{\text{Planck}})^n`$, $`n=1,\mathrm{\hspace{0.17em}2}`$, and hence are often omitted. (Nevertheless, even in that case such terms can shift any boundary conditions for the SSB by $`𝒪(100\%)`$ .) This proportionality, however, cannot hold in the $`N=2`$ case if it is to be phenomenologically viable. Requiring a viable phenomenology constrains the size and symmetries of the effective Yukawa couplings, and hence the scales and symmetries of the $`N=2`$ theory and of the theory below the supersymmetry breaking scale. Indeed, since the gravitino masses are somewhat arbitrary in the $`N=2`$ case , there is no reason to impose any relation analogous to the above $`N=1`$ supergravity relation, even when gravity is introduced. After considerations of all operators we will set the supersymmetry breaking scale simply by requiring sizeable tree-level Yukawa couplings and stability of the theory against hard operators, and compare it to the requirement that $`N=2`$ supersymmetry plays a role in the resolution of the hierarchy problem. (We will find the two requirements to be consistent.) In Secs. III and IV we adopted the description of supersymmetry breaking in terms of an explicitly but softly broken global $`N=1`$ theory with a second supersymmetry only implicitly manifest in the symmetries of the (super)potential, and its breaking corresponding to explicit breaking of the relevant symmetries in the SSB potential. Though we are about to extend and generalize this description to include dimensionless $`N=2`$ and $`N=1`$ breaking couplings, the same modular description of supersymmetry breaking will prove to be a powerful classification tool here as well. Its generalization corresponds to the replacement of explicit soft breaking terms with the spurion formalism . A spurion field $`X=\theta ^2F_X`$ parameterizes the manifest $`N=1`$ breaking, and non-renormalizable operators which couple $`X`$ to the MN2SSM fields parameterize the explicit $`N=2`$ (exchange symmetry) breaking. The non-renormalizable operators scale as inverse powers of the $`N=2`$ breaking scale $`M`$. The convenient spurion formalism is available only in this $`N=1`$ formulation. (Note that the spurion $`X`$ is not to be confused with the generic $`X`$ superfield component of a hypermultiplet in Section II.) Indeed, one could arbitrarily write down in the infra-red theory Yukawa and quartic couplings whose presence leads to quadratically divergent quantum correction to various two-point functions, and which are therefore said to be hard supersymmetry breaking. However, if one requires that in certain $`M\mathrm{}`$ the full (global) $`N=2`$ supersymmetry is recovered, then these couplings must fall into certain categories of non-renormalizable operators. It is further reasonable to assume that the Kahler potential (which is not protected by non-renormalization theorems) rather than the superpotential accommodates these operators.<sup></sup><sup></sup>* These operators are induced, in principle, by the dynamics at the scale $`M`$. The resulting low-energy effective Kahler potential is not derived, in general, from a holomorphic prepotential function $`P`$, $`K(\mathrm{\Phi })\mathrm{Im}\left[\mathrm{\Phi }^{}(P/\mathrm{\Phi })\right]`$. (As we shall see below, both possibilities of Kahler or superpotential operators lead in practice to couplings of the same size.) The non-renormalizable Kahler potential operators which link the spurion and the MN2SSM fields do not preserve the global symmetries of the full $`N=2`$ theory, which is equivalent to the symmetry violations by the SSB potential in the previous sections. In addition, non-vanishing values of $`X=\theta ^2F_X`$ parameterize the breaking of the manifest $`N=1`$ supersymmetry as well as replace the non-renormalizable operators with explicit ($`N=2`$ and $`N=1`$) supersymmetry breaking terms in the low-energy potential. Note that the spurion and its mirror $`(X,X^{})`$ transform as a doublet under the $`SU(2)_R`$ exchange $`R`$-symmetry, which implies that a non-vanishing VEV $`F_X`$ automatically breaks it. (The $`SU(2)_R`$ of $`N=2`$ allows one to rotate the supersymmetry breaking VEV such that the mirror $`F_X^{}=0`$.) This parameterization has two breaking parameters, $`F_X`$ and $`M`$, corresponding to the spurion VEV and (inverse) couplings, respectively. It corresponds to an one-step breaking scenario, $`N=2N=0`$, for $`F_XM^2`$, which we will assume. We now turn to a general classification of $`K`$ operators. We do not impose any of the global symmetries which parameterize the second supersymmetry, a subset of which can survive its breaking. (This will be done in the next section.) The effective low-energy Kahler potential of a rigid $`N=1`$ supersymmetry theory is given by $`K`$ $`=`$ $`K_0(X,X^{})+K_0(\mathrm{\Phi },\mathrm{\Phi }^{})`$ (18) $`+`$ $`{\displaystyle \frac{1}{M}}K_1(X,X^{},\mathrm{\Phi },\mathrm{\Phi }^{})+{\displaystyle \frac{1}{M^2}}K_2(X,X^{},\mathrm{\Phi },\mathrm{\Phi }^{})`$ (19) $`+`$ $`{\displaystyle \frac{1}{M^3}}K_3(X,X^{},\mathrm{\Phi },\mathrm{\Phi }^{},D_\alpha ,W_\alpha )+{\displaystyle \frac{1}{M^4}}K_4(X,X^{},\mathrm{\Phi },\mathrm{\Phi }^{},D_\alpha ,W_\alpha )+\mathrm{}`$ (20) where $`X`$ is the spurion and $`\mathrm{\Phi }`$ are the (ordinary and mirror) chiral superfields of the low-energy MN2SSM theory. $`D_\alpha `$ is the covariant derivative with respect to the (explicit) superspace chiral coordinate $`\theta _\alpha `$, and $`W_\alpha `$ is the $`N=1`$ gauge supermultiplet in its chiral representation, $`W_\alpha \lambda _\alpha +\theta _\alpha V`$. Once a separation between supersymmetry breaking field $`X`$ and low-energy $`\mathrm{\Phi }`$ fields is imposed, there is no tree-level renormalizable interaction between the two sets of fields, and their mixing can arise only at the non-renormalizable level $`K_{l1}`$. (This separation is quite natural in the context of $`N=2`$ if $`X`$ and $`\mathrm{\Phi }`$ transform under different gauge groups, in particular if $`X`$ is a gauge singlet field.) The superspace integration $`_D=d^2\theta d^2\overline{\theta }K`$ reduces $`K_1`$ and $`K_2`$ to the usual SSB terms, as well as the superpotential $`\mu `$-parameter $`W\mu \mathrm{\Phi }^2`$, which were discussed in the previous section. It also contains Yukawa operators $`Wy\mathrm{\Phi }^3`$ which can appear in the effective low-energy superpotential. These are summarized in Tables V and VI. (We did not include linear terms that may appear in the case of a singlet superfield.) Finally, The last term in Table V contains correlated but unusual quartic and Yukawa couplings. They are soft as they involve at most logarithmic divergences. Integration over $`K_3`$ produces the non-standard soft terms, also discussed in the previous section. These are summarized in Table VII. It also generates contributions to the (“standard”) $`A`$ and gaugino-mass terms. These terms could arise at lower orders in $`\sqrt{F}/M`$ from integration over holomorphic functions (and in the case of $`A`$, also from $`K_1`$). However, this is equivalent to integration over $`K`$ if $`d^2\overline{\theta }(X^{}/M^2)1`$. Note that in the presence of superpotential Yukawa couplings, a Higgsino $`\stackrel{~}{\mu }`$ term can be rotated to a combination of $`\mu `$ and $`𝒜`$ terms and vice versa. The two terms, however, are not necessarily equivalent in our case since $`N=2`$ forbids chiral superpotential Yukawa couplings. In the case of the mirror gaugino $`\psi _V`$, our MN2SSM notation replaces $`\stackrel{~}{\mu }`$ with $`M^{\prime \prime }/2`$. Lastly, superspace integration over $`K_4`$ leads to dimensionless hard operators. These are summarized in Table VIII. (Hard operators were also summarized recently in Ref. .) Higher orders in $`(1/M)`$ can be safely neglected as supersymmetry and the superspace integration allow only a finite expansion in $`\sqrt{F_X}/M`$, that is $`=f[F_X^n/M^l]`$ with $`n2`$ and $`l`$ is the index $`K_l`$ in expansion Eq. (20). Hence, terms with $`l>4`$ are suppressed by at least $`(X/M)^{l4}`$. We will assume the limit $`XM`$ for the $`N=1`$ supersymmetry preserving VEV $`X`$, i.e., $`X\theta ^2F_X`$, so that all such operators can indeed be neglected and the expansion is rendered finite. It is useful for our purposes to identify those terms in $`K`$ which can break the chiral symmetries and generate the desired Yukawa terms in the low-energy effective theory. Clearly, the relevant terms in tables V and VII can be identified with the chiral symmetry breaking $`A`$\- and $`𝒜`$-terms (with any number of primes) which couple the matter sfermions to the Higgs fields of electroweak symmetry breaking and which were discussed in the previous section. Note that since in $`N=2`$ there are no chiral terms in the superpotential then chiral-symmetry breaking $`A`$-terms can only arise from $`K_3`$. More importantly, and as advertised above, a generic Kahler potential is also found to contain tree-level chiral Yukawa couplings. These include $`𝒪(F_X/M^2)`$ supersymmetry conserving and soft couplings and $`𝒪(F_X^2/M^4)`$ hard chiral symmetry breaking couplings. The relative importance and the potentially destabilizing properties of the different operators must be addressed before any symmetry-derived selection rules are applied. Both issues point to the more fundamental questions that one needs to address: What are the scales $`\sqrt{F_X}`$ and $`M`$ and what is their relation to the cut-off scale $`\mathrm{\Lambda }`$. We have $`\sqrt{F_X}M𝒪(\mathrm{TeV})`$ from the requirement that $`N=2`$ supersymmetry plays a role in the solution of the SM hierarchy problem. In addition, the cut-off scale for any such calculation is the scale of $`N=2`$ restoration above which $`F_X=0`$, i.e., $`\mathrm{\Lambda }M`$. In this case, all of the dimensionful couplings could be in principle $`𝒪(1)`$, regardless of their softness or order in $`F_X/M^2`$. This is desired for the Yukawa couplings of the mirror fermions. It is important to note, however, that quartic couplings are also large. (We mentioned the latter effect in the previous section.) One has to confirm that this choice is not destabilized when the hard operators, which are large, are included. In order to do so, consider the implication of the hardness of the operators contained in $`K_4`$. Yukawa and quartic couplings can destabilize the scalar potential by corrections to the mass terms $`\mathrm{\Delta }m^2`$ of the order of $$\mathrm{\Delta }m^2\{\begin{array}{c}\frac{\kappa }{16\pi ^2}\mathrm{\Lambda }^2\frac{1}{16\pi ^2}\frac{F_X^2}{M^4}\mathrm{\Lambda }^2\frac{1}{16\pi ^2}\frac{F_X^2}{M^2}\frac{1}{16\pi ^2c_m}m^2\\ \\ \frac{y^2}{16\pi ^2}\mathrm{\Lambda }^2\frac{1}{16\pi ^2}\frac{F_X^4}{M^8}\mathrm{\Lambda }^2\frac{1}{16\pi ^2}\frac{F_X^4}{M^6}\frac{1}{16\pi ^2c_m}m^2\frac{m^2}{M^2},\end{array}$$ (21) where we identified $`\mathrm{\Lambda }M`$ and $`c_m`$ is a dimensionless coefficient omitted in Table V, $`m^2/2=c_mF_X^2/M^2`$. The hard operators were substituted by the appropriate powers of $`F_X/M^2`$ (and are $`𝒪(1)`$). Once $`M`$ is identified as the cut-off scale above which the the full supersymmetry is restored, then these terms are harmless as the contributions are bound from above by the tree-level scalar squared-mass parameters. This observation is valid for the $`N=1`$ case whether it is constrained by the $`N=2`$ symmetries or not (and extends to the case of non-standard soft operators in the presence of a singlet). In fact, such hard divergent corrections are well known in $`N=1`$ supergravity with $`\mathrm{\Lambda }=M=M_{\text{Planck}}`$, where they perturb any given set of tree-level boundary conditions for the SSB parameters . In theories with low-energy supersymmetry breaking $`\sqrt{F_X}M\mathrm{\Lambda }𝒪(\mathrm{TeV})`$, however, it seems particularly difficult to reliably calculate the SSB parameters. Furthermore, if there are no tree-level scalar squared masses, then they may arise from such loops and be given, roughly, by $`M^2/16\pi ^2`$ (avoiding a potential need to introduce a small coefficient $`c_m`$ in front of the squared mass operators in Table V). We conclude that, in general, chiral Yukawa couplings appear once supersymmetry is broken, and if it is broken at low energy $`\sqrt{F_X}M\mathrm{\Lambda }𝒪(\mathrm{TeV})`$ then these couplings could be sizable $`y𝒪(1)`$ yet harmless. ## VI Tree-level Yukawa couplings from the Kahler potential In the previous section we classified all supersymmetry breaking operators and set the supersymmetry breaking scale parameters to $`\sqrt{F_X}M𝒪(\mathrm{TeV})`$. Large tree-level Yukawa (and trilinear mass parameters) appear in that case in the effective theory. Though their parent operators as well as their order in $`F_X/M^2`$ may be different, they are all a priori of similar magnitude. The issue at hand is therefore not finding possible operators. Rather, one must avoid excessive mixing between quarks (leptons) and their mirrors, which could lead to disastrous contributions to flavor changing neutral currents. For example, one obvious path one could take is to allow tree-level Yukawa couplings of the same origin (i.e., which are derived from the same operator class) for all matter fields. This, however, could exactly lead to such mixing, and furthermore, does not offer any new insight into the ordinary-mirror fermion mass hierarchy. We therefore pursue a more motivated path in which the two sectors are distinguished by the global symmetries of the effective theory, and the symmetries induce selection rules which allow/forbid certain types of Yukawa and soft operators in the different sectors.The heaviness of the ordinary third family fermions may seem to challenge some of the resulting frameworks. We postpone this discussion to the next section. This can be done by either exploiting the global $`R`$ symmetries which parameterize the hidden supersymmetry or by symmetries which do not commute with the former symmetries and therefore characterize the supersymmetry breaking mechanism. One could also take a linear combination of these choices, both of which correspond to anomalous symmetries. In addition, a specific choice of a symmetry is better motivated if it can provide a hint as for the origin of the ordinary-mirror fermion mass hierarchy. The model and our parameterizations already direct one toward the possible paths: * Recalling that the hard chiral symmetry breaking operators are already distinguished by the presence of covariant superspace derivatives, which transform under any continuous or discrete $`R`$-symmetry, suggests choosing an $`R`$-symmetry (though this choice is not unique). * While the $`SU(2)_R`$ symmetry must be broken (or the fermion and mirror fermion remain degenerate in mass), the $`U(1)_R`$ of $`N=2`$ may be preserved and provide the desired selection rules. In fact, a $`U(1)^2`$ subgroup of the complete $`U(2)_R`$ can survive, where the other $`U(1)`$ is $`U(1)_J`$. * Mirror parity is a useful tool which enables one to distinguish matter from mirror matter, and may provide an alternate set of selection rules. In order to illustrate the richness of the possible frameworks we use two distinct sets of selection rules, corresponding to the symmetry classes mentioned above: The first group of symmetries is based on the $`N=2`$ preserving $`(A)U(1)_R^{N=2}\times Z_2^{MP}`$; the second one is based on an Abelian $`R`$-symmetry extension of mirror parity $`(B)U(1)_R^{MP}`$ which explicitly breaks $`N=2`$. The latter example could be an “accidental” symmetry related to the supersymmetry breaking mechanism. We note that it can be mapped to a discrete $`Z_3\times Z_2`$ $`R`$-symmetry where the $`Z_2`$ is the usual mirror parity and the chiral coordinate $`\theta `$ and the mirror matter fields all transform as $`(1/3)^{}`$. (Note that once the transformation properties of one matter field and its mirror are fixed, the $`N=2`$ superpotential fixes the charge of $`\mathrm{\Phi }_V`$, and as a result, of all other ordinary-mirror bilinears.) The symmetry assignments and the corresponding selection rules appear in tables IX and X. For illustration, the quark (super)fields $`u_L`$ and $`u_R`$ ($`Q`$ and $`U`$) and their mirrors are substituted in the operators. However, we assume identical transformation properties for all quark and lepton fields so that any other (gauge invariant) combination of fields could be substituted instead. (It is possible to choose slightly more complicated examples with (SM-)charge and flavor dependent symmetry assignments.) Finally, for completeness we list both operators which are holomorphic (Table XI) or non-holomorphic (Table XII) in the Higgs fields, though the latter do not add any intrinsically new possibilities. Note that it is assumed that only the ordinary Higgs doublets, but not their mirrors or any other fields, participate in electroweak symmetry breaking. (In particular, mirror parity or its extensions are not broken spontaneously by electroweak Higgs VEVs.) A clear tree of possibilities emerges: 1. Assume that tree-level mirror-fermion masses arising from the hard supersymmetry breaking operators, which occurs naturally in the examples given here. 2. The chiral symmetries of the ordinary matter fields may then be broken in the scalar potential, leading to radiative (ordinary) fermion masses. Alternatively, an effective $`N=1`$ Yukawa tree-level superpotential is generated for the ordinary fields. 3. The symmetry properties of both SSB and supersymmetry conserving operators imply that either both possibilities for the ordinary fermion mass generation are allowed or that both are forbidden, as long as the spurion is not charged under the global $`R`$-symmetries. 1. If both are allowed, a charge assignment for a spurion field could forbid the supersymmetry conserving operators and as a result, forbid tree-level masses for the ordinary fermions. This provides a simple explanation of the matter-mirror mass hierarchy as a loop factor. 2. If both are forbidden, a charge assignment for a spurion field could allow the supersymmetry conserving operators and as a result, for tree-level masses for the ordinary fermions. The ordinary-mirror mass hierarchy can now be explained by the hierarchy between the charged and neutral spurion supersymmetry breaking VEVs $`F_{X_1}/F_{X_2}`$. (Note that $`F_{X_2}`$ itself breaks the $`R`$-symmetry if $`X_2`$ is neutral, while $`F_{X_1}`$ may or may not break it.) Alternatively, it could always be that one class of operators (the hard operators, in this case) appears at tree level while the other class (the superpotential operators) appears only radiatively so that the hierarchy is imprinted in the coefficients of the different operators in $`K`$. Many other examples can be constructed along these lines. The symmetry principles nicely arrange the different fermion mass operators. They also carry implications to most of the other operators. The scalar squared masses are generically insensitive and may arise from tree-level operator with relatively small coefficients $`c_m`$, from quadratically divergent loop corrections, or from gauge(ino) renormalization. On the other hand (and similarly to $`N=1`$ supergravity) gaugino mass terms break any Abelian $`R`$-symmetry, so that there must be a spurion combination such that $`R(X_1X_2^{})=+2`$, consistent with our proposals above. Our speculation that the $`F`$ of the charged spurion corresponds to a lower scale could lead to suppression of gaugino masses. Another group of operator of phenomenological relevance is the operators corresponding to Higgs mixing at the electroweak scale, $`W\mu H_2H_1`$ and $`V_{SSB}bH_2H_1+\stackrel{~}{\mu }\stackrel{~}{H}_2\stackrel{~}{H}_1`$. Assigning $`R(X)=R(H_2H_1)`$ always allows for the superpotential $`\mu `$-term. (See Table VI.) If there is only one spurion, The SSB Higgs (Table V) and Higgsino (Table VII) mixing operators are independent of the (single) spurion charge and cannot be allowed simultaneously. In the case of a multi-spurion scenario, if the spurions carry different $`R`$-charges then both could co-exist. (Phenomenologically, both Higgsino mass and Higgs mixing in the scalar potential are required in order to avoid very light Higgs/ino particles in the spectrum.) ## VII A heavy generation In our discussion so far we distinguished ordinary from mirror matter, but did not distinguish, for example, light and heavy SM (ordinary) fermions. That is, if one of the mechanisms to render ordinary fermions light relative to the mirror fermion is realized, then all of the ordinary fermions will be light with masses of roughly the same order of magnitude. However, the SM fermion spectrum contains two special cases: The first case is that of the top quark (or for that matter, of all of the third family) whose mass is of the order of the mirror fermion masses. The second case is that of the nearly massless neutrinos. We postpone the discussion of the neutrinos to the next section and focus here on the case of heavy SM fermions. While in some cases internal hierarchy within the SM sector can be put in by hand, it is not always sufficient. For example, if the SM fermion mass is generated radiatively, vacuum stability constraints make it very unlikely that the top ($`\tau `$) in the quark (lepton) sector receives its mass radiatively (with a large trilinear parameter put in by hand). This would require hard quartic couplings of order $`\kappa 4\pi `$. An alternative tree-level mechanism may exist, particularly in the latter case. One obvious candidate for such a mechanism is mirror-symmetry breaking in the third family and consequently, mass mixing between ordinary and mirror third family fermions. As long as such mixing is constrained to only the third family, the implications to flavor changing neutral currents are generically within experimental constraints. Mirror parity breaking in such a scenario is intimately linked to the flavor symmetry structure. We first discuss the phenomenology of such a mechanism, and then speculate on its possible origin from a spontaneously broken Abelian flavor (gauge) symmetry. If one allows MPV in the third family, then there could be tree-level mixing between the fermions and their mirrors. For explicitness, let us concentrate on the case of the top quark and its mirror with mixing terms: $`\stackrel{~}{\mu }_L^{}t_Lt_L^{}`$ and $`\stackrel{~}{\mu }_R^{}t_Rt_R^{}`$. For simplicity, let us further assume that the usual quark mass term $`t_Lt_R`$ is small and can be taken to be zero. The mirror top quark, on the other hand, has a mass term $`Mt_L^{}t_R^{}`$, which is assumed to arise at tree level and $`MM_{\text{Weak}}`$. ($`M`$ here is not the supersymmetry breaking scale but simply the large mass parameter in the fermion mass matrix, $`MM_{f_L^{}f_R^{}}`$.) A similar structure holds for the bottom sector, with identical $`\stackrel{~}{\mu }_L^{}`$ (from the SM $`SU(2)_L`$ symmetry) for the left-handed bottoms but with independent $`\stackrel{~}{\mu }_R^{}`$ and $`M`$ parameters. Defining $$\psi _j^+=\left(\begin{array}{c}t_L\\ t_R^{}\end{array}\right),\psi _j^{}=\left(\begin{array}{c}t_L^{}\\ t_R\end{array}\right),j=1,2,$$ (22) the mass matrix can be written as $$(\psi ^+\psi ^{})\left(\begin{array}{cc}0& X^\mathrm{T}\\ X& 0\end{array}\right)\left(\begin{array}{c}\psi ^+\\ \psi ^{}\end{array}\right)+\mathrm{H}.\mathrm{c}.,$$ (23) where $$X=\left(\begin{array}{cc}\stackrel{~}{\mu }_L^{}& M\\ 0& \stackrel{~}{\mu }_R^{}\end{array}\right),$$ (24) and we neglected a pure SM top mass. (The MPV mixing may be SSB or $`N=1`$ supersymmetric, though here we use the SSB notation.) The mass eigenstates $`\chi ^\pm `$ are readily found, $$\chi _i^+=V_{ij}\psi _j^+=\left(\begin{array}{cc}\mathrm{cos}\varphi _+& \mathrm{sin}\varphi _+\\ \mathrm{sin}\varphi _+& \mathrm{cos}\varphi _+\end{array}\right)\left(\begin{array}{c}t_L\\ t_R^{}\end{array}\right),\chi _i^{}=U_{ij}\psi _j^{}=\left(\begin{array}{cc}\mathrm{cos}\varphi _{}& \mathrm{sin}\varphi _{}\\ \mathrm{sin}\varphi _{}& \mathrm{cos}\varphi _{}\end{array}\right)\left(\begin{array}{c}t_L^{}\\ t_R\end{array}\right).$$ (25) Here $`U`$ and $`V`$ are the unitary matrices chosen to diagonalize the mass matrix: $$U^{}XV^+=M_{\mathrm{Dirac}}.$$ (26) The mass eigenvalues $`M_{\mathrm{Dirac}_{1,2}}^2`$ are $$M_{\mathrm{Dirac}_{1,2}}^2=\frac{M^2+\stackrel{~}{\mu }_L^2+\stackrel{~}{\mu }_R^2\sqrt{(M^2+\stackrel{~}{\mu }_L^2+\stackrel{~}{\mu }_R^2)^24\stackrel{~}{\mu }_L^2\stackrel{~}{\mu }_R^2}}{2},$$ (27) while the mixing angles $`\varphi ^+`$ and $`\varphi ^{}`$ can be written as $`\mathrm{tan}\varphi _+`$ $`=`$ $`{\displaystyle \frac{\stackrel{~}{\mu }_R^2+M^2\stackrel{~}{\mu }_L^2\sqrt{(M^2+\stackrel{~}{\mu }_L^2+\stackrel{~}{\mu }_R^2)^24\stackrel{~}{\mu }_L^2\stackrel{~}{\mu }_R^2}}{2\stackrel{~}{\mu }_L^{}M}}`$ (28) $`\mathrm{tan}\varphi _{}`$ $`=`$ $`{\displaystyle \frac{\stackrel{~}{\mu }_R^2M^2\stackrel{~}{\mu }_L^2\sqrt{(M^2+\stackrel{~}{\mu }_L^2+\stackrel{~}{\mu }_R^2)^24\stackrel{~}{\mu }_L^2\stackrel{~}{\mu }_R^2}}{2\stackrel{~}{\mu }_R^{}M}}.`$ (30) The mass splitting between the ordinary and mirror quarks is a function of $`\stackrel{~}{\mu }_L^{}`$, $`\stackrel{~}{\mu }_R^{}`$ and $`M`$. Two limits are of particular interest: $`\stackrel{~}{\mu }_L^{}`$, $`\stackrel{~}{\mu }_R^{}`$ and $`M`$ are all of the same order of magnitude: Assume, as an example, $`\stackrel{~}{\mu }_L^{}=\stackrel{~}{\mu }_R^{}=M`$. In this limit, $`M_{\mathrm{Dirac}_{1,2}}`$ are of the same order of magnitude and there is large mixing between the ordinary SM quarks and their mirror partners: $$M_{\mathrm{Dirac}_{1,2}}=\left(\frac{3\sqrt{5}}{2}\right)^{\frac{1}{2}}M=\{\begin{array}{c}0.62M\\ 1.62M\end{array},\mathrm{tan}\varphi _\pm =\frac{\sqrt{5}\pm 1}{2}.$$ (31) This case is relevant for the top sector. The top quark can get its large mass while the mirror top is sufficiently heavy to evade current experimental limits that may apply. $``$ The MPV mixing between the ordinary quarks and the mirror partners is much smaller than $`M`$: Assume, without loss of generality, $`\stackrel{~}{\mu }_R^{}M`$. One has, to leading order in $`\stackrel{~}{\mu }_R^{}/M`$, $`M_{\mathrm{Dirac}_1}`$ $`=`$ $`{\displaystyle \frac{\stackrel{~}{\mu }_R^{}\stackrel{~}{\mu }_L^{}}{\sqrt{M^2+\stackrel{~}{\mu }_L^2}}}\stackrel{\stackrel{~}{\mu }_L^{}M}{=}{\displaystyle \frac{\stackrel{~}{\mu }_L^{}\stackrel{~}{\mu }_R^{}}{M}},`$ (32) $`M_{\mathrm{Dirac}_2}`$ $`=`$ $`\sqrt{M^2+\stackrel{~}{\mu }_L^2}\left(1+{\displaystyle \frac{\stackrel{~}{\mu }_R^2M^2}{2(M^2+\stackrel{~}{\mu }_L^2)^2}}\right)\stackrel{\stackrel{~}{\mu }_L^{}M}{=}M\left(1+{\displaystyle \frac{\stackrel{~}{\mu }_L^2+\stackrel{~}{\mu }_R^2}{2M^2}}\right)`$ (33) The mixing angles in this limit can be similarly obtained and read $`\mathrm{tan}\varphi _+`$ $`=`$ $`{\displaystyle \frac{\stackrel{~}{\mu }_L^{}}{M}}(1{\displaystyle \frac{\stackrel{~}{\mu }_R^2}{M^2+\stackrel{~}{\mu }_L^2}})\stackrel{\stackrel{~}{\mu }_L^{}M}{=}{\displaystyle \frac{\stackrel{~}{\mu }_L^{}}{M}}(1{\displaystyle \frac{\stackrel{~}{\mu }_R^2}{M^2}})`$ (34) $`\mathrm{tan}\varphi _{}`$ $`=`$ $`{\displaystyle \frac{(M^2+\stackrel{~}{\mu }_L^2)}{M\stackrel{~}{\mu }_R^{}}}(1{\displaystyle \frac{\stackrel{~}{\mu }_L^2\stackrel{~}{\mu }_R^2}{(M^2+\stackrel{~}{\mu }_L^2)^2}})\stackrel{\stackrel{~}{\mu }_L^{}M}{=}{\displaystyle \frac{M}{\stackrel{~}{\mu }_R^{}}}(1+{\displaystyle \frac{\stackrel{~}{\mu }_L^2}{M^2}}).`$ (35) As one expects, one of the eigenstates becomes light when one of the mass mixing is small, while the heavy mass eigenvalues is still $`𝒪(M)`$. The fraction of the usual right-handed quark in the light eigenstate, $`\mathrm{sin}\varphi _{}`$, is always large since $`\mathrm{tan}\varphi _{}`$ is much larger than 1. However, the fraction of the usual left-handed quark, $`\mathrm{cos}\varphi _+`$, depends on the ratio of $`\stackrel{~}{\mu }_L^{}/M`$. It is large when $`\stackrel{~}{\mu }_L^{}`$ is much smaller than $`M`$. Alternatively, one can have large mixing between the ordinary and mirror quarks when $`\stackrel{~}{\mu }_L^{}`$ and $`M`$ are of the same order. A similar situation happens when $`\stackrel{~}{\mu }_R^{}`$ is of the same order of magnitude as $`M`$ while $`\stackrel{~}{\mu }_L^{}`$ is much smaller. The latter limit enables one to realize simultaneously a heavy top quark mass and a few GeV bottom quark mass. The parameter $`\stackrel{~}{\mu }_L^{}`$ is the same for both top and bottom sector and should be of the order of $`M_{t_L^{}t_R^{}}`$ so that the top is sufficiently heavy. However, $`\stackrel{~}{\mu }_R^{}`$ and $`M`$ could be different for the two sectors. As long as $`(\stackrel{~}{\mu }_R^{}/M)_b`$ is “small”, the contribution to the bottom quark mass is “small”. The most attractive choice is to have $`M_{b_L^{}b_R^{}}M_{t_L^{}t_R^{}}\stackrel{~}{\mu }_L^{}(\stackrel{~}{\mu }_R^{})_b`$. Another possibility is to take $`M_{b_L^{}b_R^{}}M_{t_L^{}t_R^{}}\stackrel{~}{\mu }_L^{}(\stackrel{~}{\mu }_R^{})_b`$. This is, however, more difficult to realize since it is difficult to obtain such a large value for $`M_{b_L^{}b_R^{}}`$ which is proportional to the Higgs VEV. We conclude that once MPV mixing is allowed, it is possible to realize heavy and highly mixed ordinary and mirror top quarks simultaneously with a relatively light (and relatively non-mixed) SM bottom quark. The question we would like to consider next is with regard to the possible mechanisms that give rise to such a mixing. Various possibilities exist, for example, a “flavored spurion” such that $`X^{}Q_iQ_j^{}`$ terms are allowed in the Kahler potential for $`i=j=3`$. Mirror symmetry could be viewed in this case an accidental symmetry of the first two generations or as a flavor symmetry. (Note that only vector-like mixing terms are allowed by the SM gauge symmetries.) Here, however, we will present a different toy model in which mirror symmetry breaking is a result of a spontaneous breaking of a gauged flavor symmetry. Assume an additional (horizontal) $`U(1)_H`$ gauge factor. The superpotential contains, for example, the term $`g_Hh_QQ_3\mathrm{\Phi }_HQ_{}^{}{}_{3}{}^{}`$, assuming that $`Q_3`$ and $`Q_{}^{}{}_{3}{}^{}`$ are charged under the horizontal gauge symmetry with charge $`\pm h_Q`$, and $`g_H`$ is the horizontal gauge coupling. $`\mathrm{\Phi }_H`$ is a gauge singlet contained in the $`U(1)_H`$ $`N=2`$ vector multiplet. If it develops a VEV $`\mathrm{\Phi }_H`$, it would create a mixing parameter $`\mu _Q^{}=g_Hh_Q\mathrm{\Phi }_H`$. In this example, the Kahler potential can still preserve the mirror symmetry, which is broken spontaneously by $`\mathrm{\Phi }_H`$. (Note that the flavor symmetry itself is not broken by the $`\mathrm{\Phi }_H`$ VEV.) This proposal provides a simple framework for the generation of the mixing terms employing generation-dependent $`U(1)`$ symmetries. However, one must overcome certain difficulties before such a proposal can be realized. We outline those difficulties and the possible cures below. First, the relative size of the mixing parameter is proportional to the hypermultiplet horizontal charge. It may not be straightforward to find an anomaly-free combination that naturally produces the desired hierarchy. Certain fields, however, could be singlets (for example, $`D_3`$). Also, a combination of different $`M`$ parameters could also contribute to the hierarchy. Secondly, there is the issue of the mixing of the third generation quarks with the two light generation quarks. If the third family quarks are charged under any symmetry while the light quarks and the Higgs bosons are neutral, then any inter-family mixing is forbidden. This can be resolved, for example, by the introduction of a SM singlet hypermultiplet $`S`$ which is also charged under $`U(1)_H`$ so that an appropriate chiral symmetry breaking term is allowed in Kahler potential, e.g., $`X^{}SH_1Q_3D_2`$, which could lead to an $`A`$-term or a Yukawa coupling proportional to $`F_S`$ and $`S`$, respectively. In the case that only $`A`$-terms arise then the intergenerational mixing is naturally suppressed as the square of the loop factor. The $`S`$-VEVs are induced by the dynamics below the supersymmetry breaking scale, e.g., the SSB potential, and are therefore suppressed. A $`S`$-VEV breaks the horizontal symmetry spontaneously and its size is constrained by the usual considerations related to the presence of an extra neutral $`Z^{}`$ gauge boson . Lastly, consider the operators $`X^{}\mathrm{\Phi }_HQ_2Q_2^{}`$, $`XX^{}\mathrm{\Phi }_HD^\alpha Q_2D_\alpha Q_2^{}`$ etc. While the former operator can be forbidden by the $`R`$-symmetry, the latter is allowed by the symmetries. If such operators arise they could lead to ordinary-mirror matter mixing in all three generations. The supersymmetry dynamics must therefore be constrained not to generate such vector-hypermultiplet mixed operators. The proposed toy model serves to illustrate that the flavor symmetry may be intimately linked to the details of the breaking of supersymmetry and of the global symmetries it induces. In particular, the heaviness of the third family may stem from the heaviness of the mirror fermions, in which case either mirror symmetry plays the role of a flavor symmetry or the flavor symmetry breaks the mirror symmetry. ## VIII Neutrino masses Recent results from the atmospheric and solar neutrino oscillation experiments indicates non-zero neutrino masses, although extremely small with respect to the charged leptons . The mass squared difference between two neutrino mass eigenstates is of the order of $`10^3\mathrm{eV}^2`$ from atmospheric neutrino oscillation data (and $`10^5\mathrm{eV}^2`$ for solar neutrinos). The smallness of neutrino masses can be explained most simply by the see-saw mechanism, where a right-handed sterile neutrino $`N_R`$ with a Majorana mass $`M`$ is introduced. (Again, $`M`$ here is the large mass parameter in the fermion mass matrix, $`MM_N`$.) Assuming a Dirac mass $`m_DN_R\nu _L`$, and that there is no Majorana mass for the left-handed neutrinos, the light mass eigenvalue is $`mm_D^2/M`$. For $`m_D`$ of the order of the electroweak scale, the tiny neutrino masses can be obtained if $`M10^{15}`$ GeV is of the order of the unification scale. The extended neutrino sector in the MN2SSM is strongly constrained by experiment. There are six active neutrinos, the three ordinary neutrinos $`\nu `$ and their mirror partners $`\nu ^{}`$, all of which couple to the electroweak gauge bosons. Given the constraints from the invisible $`Z`$-boson width on the number of active neutrinos in $`Z`$ decays, $`N_\nu =2.994\pm 0.012`$ , the mirror neutrinos cannot be light: Any additional active neutrinos such as $`\nu ^{}`$ must be heavier than $`m_Z/2`$. (If there are additional sterile neutrinos, there could be more than three light active neutrinos as the coupling $`Z\overline{\nu }_i\nu _i`$, $`\nu _i`$ being the mass eigenstate, is suppressed by mixing angles. Nevertheless, we assume only three light active neutrinos.) As an obvious consequence from the last statement, the observed neutrino oscillations cannot be explained by $`\nu \nu ^{}`$ and must occur among the ordinary neutrinos. In the following, we will only address the question of obtaining the small ordinary neutrino masses while keeping the mirror neutrinos heavy. The mixing between the light neutrino mass eigenstates and an explanation of the oscillation data require a more careful model building (for example, the generational structure of the matrices discussed below needs to be addressed), which is left to future studies. We therefore discuss only one generation of neutrinos. Clearly, the see-saw mechanism described above does not generalize to $`N=2`$ supersymmetry: If the small neutrino mass is generated by the usual seesaw mechanism, the sterile neutrino must be heavy, with its mass above the $`N=2`$ breaking scale. The mirror sterile neutrino must have the same mass because the exchange symmetry is a good symmetry above the $`N=2`$ breaking scale. The mirror neutrino masses are then also suppressed by the see-saw mechanism, $`m_\nu ^{}H^2/Mm_Z/2`$, which is below experimental bounds. Therefore, the Majorana mass for the sterile neutrino cannot be much larger than the $`N=2`$ breaking scale, which in the framework of $`2\times 2`$ see-saw leads to heavy neutrinos (unless the Yukawa couplings are fine-tuned). (We note in passing, that if the three right-handed neutrinos remain as light as the the left-handed neutrinos, one can explore an explanation of the oscillation data involving also $`\nu _{L_i}N_{R_j}`$ transitions.) If mirror parity is conserved, there is no mixing between the usual and mirror neutrinos. The mass matrix is reduced to two diagonal blocks for the usual and mirror sectors. Once sterile neutrinos are introduced the mirror neutrino mass can be generated via effective tree level Yukawa coupling as for the other mirror fermions. The ordinary neutrino mass, on the other hand, cannot be generated radiatively since the right-handed neutrino is a gauge singlet. Common techniques like the radiative generation of neutrino masses via the introduction of a charged $`SU(2)`$-singlet and a second Higgs doublet, or tree-level neutrino mass by a Higgs triplet may be exploited to give the small neutrino masses, particularly since such fields are available in the spectrum. (One could also introduce by hand tiny tree-level effective Yukawa couplings for the neutrinos or extend the SM group as discussed in Section IV.) Here, we will explore a different source of neutrino masses in $`N=2`$ scenarios, a $`3\times 3`$ see-saw mechanism which is induced by a small breaking of the mirror parity. With only the minimal spectrum (no sterile neutrinos) but with MPV mixing between the usual and mirror neutrinos $`\stackrel{~}{\mu }_\nu ^{}\nu \nu ^{}`$, the neutrino mass matrix is given by $$\left(\begin{array}{cc}0& \stackrel{~}{\mu }_\nu ^{}\\ \stackrel{~}{\mu }_\nu ^{}& 0\end{array}\right)$$ (36) in the basis of $`(\nu ,\nu ^{})`$. In this simplest framework one has two degenerate mass eigenstates and no mass hierarchy between the mass eigenstates can be generated. Let us then consider a more general $`N=2`$ neutrino sector. (For simplicity, we only consider one generation.) Consider * Two sterile neutrino superfields, $`N`$ and its mirror partner $`N^{}`$, with masses $`M_N`$ and $`M_N^{}`$, respectively. (We omit hereafter the $`R`$ index.) * Dirac masses for the usual and mirror sector $`m_DN\nu `$, $`m_D^{}N^{}\nu ^{}`$. * Mirror parity violating terms $`\stackrel{~}{\mu }_\nu ^{}\nu \nu ^{}`$, $`\stackrel{~}{\mu }_N^{}NN^{}`$. * Dirac-type mixing $`\stackrel{~}{\mu }_{N\nu ^{}}^{}N\nu ^{}`$, $`\stackrel{~}{\mu }_{N^{}\nu }^{}N^{}\nu `$. Under these assumptions the $`4\times 4`$ neutrino mass matrix reads $$(\nu ,N,\nu ^{},N^{})\left(\begin{array}{cccc}0& m_D& \stackrel{~}{\mu }_\nu ^{}& \stackrel{~}{\mu }_{N^{}\nu }^{}\\ m_D& M_N& \stackrel{~}{\mu }_{N\nu ^{}}^{}& \stackrel{~}{\mu }_N^{}\\ \stackrel{~}{\mu }_\nu ^{}& \stackrel{~}{\mu }_{N\nu ^{}}^{}& 0& m_D^{}\\ \stackrel{~}{\mu }_{N^{}\nu }^{}& \stackrel{~}{\mu }_N^{}& m_D^{}& M_N^{}\end{array}\right)\left(\begin{array}{c}\nu \\ N\\ \nu ^{}\\ N^{}\end{array}\right).$$ (37) However, it is simplified under a well-motivated set of assumptions which we consider for the purpose of illustration: * There is no Dirac mass in the usual neutrino sector, $`m_D=0`$. This is true, for example, if the ordinary sector fermion masses originate from radiative corrections. * There is no mixing between the sterile neutrinos $`N`$ and $`N^{}`$, $`\stackrel{~}{\mu }_N^{}=0`$. This is the case if the mixing arises from the VEV of some mirror $`U(1)`$ gauge boson singlet $`\mathrm{\Phi }_{U(1)_\nu }`$, while $`N`$ and $`N^{}`$ are singlets under $`U(1)_\nu `$. * There is no Dirac-type mixing, $`\stackrel{~}{\mu }_{N\nu ^{}}^{}=\stackrel{~}{\mu }_{N^{}\nu }^{}=0`$. Assuming that Higgs couplings preserve mirror parity, those terms could only arise from Yukawa terms in the Kahler potential involving the superfield combinations $`H_1^{}LN^{}`$, $`H_2^{}LN^{}`$ and $`H_2^{}L^{}N`$, $`H_1^{}L^{}N`$, once the mirror Higgs bosons acquire VEVs. However, we assume that EWSB is induced only by the ordinary MSSM Higgs doublets, so $`H_1^{}=H_2^{}=0`$ and such Yukawa terms do not generate mixing. The usual sterile neutrino now decouples, and one is left with a $`3\times 3`$ mass matrix with only three parameters: $$\left(\begin{array}{ccc}0& \stackrel{~}{\mu }_\nu ^{}& 0\\ \stackrel{~}{\mu }_\nu ^{}& 0& m_D^{}\\ 0& m_D^{}& M_N^{}\end{array}\right).$$ (38) In the relevant limit one has $`\stackrel{~}{\mu }_\nu ^{}m_D^{}M_N^{}`$, i.e., the MPV parameter $`\stackrel{~}{\mu }_\nu ^{}`$ is small and the Dirac mass for the mirror neutrinos, $`m_D^{}H`$, is small with respect to sterile neutrino mass $`M_N^{}`$ which is of the order of the $`N=2`$ breaking scale. The mass eigenvalues in this limit are approximately $$m_1\frac{\stackrel{~}{\mu }_\nu ^2}{m_2},m_2\frac{m_{D}^{}{}_{}{}^{2}}{M_N^{}},m_3M_N^{}.$$ (39) The smallness of the lightest neutrino masses can be controlled by the small MPV parameter $`\stackrel{~}{\mu }_\nu ^{}`$, while the second lightest neutrino remains heavy as long as $`m_{D}^{}{}_{}{}^{}/M_N^{}`$ is not too small. It is, however, in the mass range implied by electroweak data (see the next section) and a candidate for the LMP. Notice that $`M_N^{}`$ cannot be too large or the mirror neutrino mass would be suppressed below the experimental lower limit. As an example, taking $`M_N^{}=1000`$ GeV, $`m_{D}^{}{}_{}{}^{}=300`$ GeV and $`\stackrel{~}{\mu }_\nu ^{}10^610^4`$ GeV, the neutrino masses read: $$m_110^510^1\mathrm{eV},m_290\mathrm{GeV},m_31000\mathrm{GeV}.$$ (40) This model is a variation of the see-saw mechanism where the small mirror parity violating parameter $`\stackrel{~}{\mu }_\nu ^{}`$ plays the role of the usual Dirac masses. In conclusion, The neutrino sector in $`N=2`$ supersymmetry is strongly constrained as one needs to not only generate the small neutrino masses to fit the neutrino oscillation data, but also to maintain a large mass hierarchy between the ordinary and mirror sectors. Here, we presented a simple model for the $`N=2`$ neutrino sector which relies on small MPV. The model is successful though it is far from unique and other possibilities need to be explored. ## IX Phenomenology of $`N=2`$ Supersymmetry Given its extended spectrum, the phenomenology of the MN2SSM is particularly rich. Its effects are both indirect (electroweak physics) and direct (collider phenomenology and new particle searches). Although many predictions depend on the details of the model, important conclusions can be drawn based only on the general structure of the $`N=2`$ framework. While some of the MN2SSM characteristics only provide a variation on the phenomenology of the $`N=1`$ MSSM, many other features are unique to $`N=2`$, and provide the smoking gun signals for the discovery of $`N=2`$ supersymmetry. In this section we review some of the more interesting aspects, both indirect and direct, of $`N=2`$ supersymmetry. ### A Electroweak and Higgs Physics As mentioned in the introduction, additional chiral quarks and leptons can lead to large positive contribution to the oblique parameter $`S`$ , which is phenomenologically unfavorable, if not excluded . However, the well known result that each new fermion generation leads to $`+2/3\pi `$ contribution to $`S`$ holds only if the extra generation is degenerate in mass with $`m_{f_{\mathrm{new}}}m_Z`$. In the case of $`N=2`$ and the MN2SSM, the masses of the mirror matter fermions are related to the EWSB Higgs VEVs, and so $`m_f^{}m_Z`$. Furthermore, the origin of its mass is similar to that of the ordinary fermions (supersymmetry breaking operators in the Kahler potential) and there is no reason to assume degeneracy. As shown in Ref. , electroweak precision data can accommodate extra generations if there exist heavy (active) neutrinos with masses close to 50 GeV (while their charged $`SU(2)_L`$ partners are with masses slightly above $`100`$ GeV). This is because mass dependent terms become important once the fermions are relatively light and their non-degenerate spectrum breaks the custodial $`SU(2)`$ symmetry of the electroweak interactions. This scenario can be naturally fulfilled in the MN2SSM: An example of a mirror neutrino in this mass range was given in the previous section. In addition, Ref. has also found that extra generations may be accommodated if charginos and neutralinos have masses close to 60 GeV. This is an example of negative contributions to $`S`$ from custodial $`SU(2)`$ breaking Majorana masses . In $`N=2`$ such Majorana masses arise naturally, for example, there are mixing terms between the mirror Higgsino doublets and $`\psi _W`$. This again can lead to a negative or vanishing value of $`S`$. Additional gauged (flavor) $`U(1)`$, as suggested in Section VII, can also contribute negatively to $`S`$, depending on the mixing between the extra gauge boson $`Z^{}`$ and the ordinary $`Z`$ . We conclude that while consistent, the $`S`$ parameter places probably the strongest constraints on the MN2SSM. It requires some relatively light mirror particles, for example, some combination of relatively light mirror neutrinos and mirror Higgsinos. A dedicated electroweak analysis including all mirror particles is well motivated. Another issue of importance to electroweak physics is the mass of the Higgs boson. The MN2SSM Higgs sector is not as constrained as in the MSSM or other $`N=1`$ frameworks. The number of Higgs doublets participating in EWSB could vary, in principle, between one to four.<sup>§</sup><sup>§</sup>§ Note that the $`N=1`$ anomaly cancellation requirement of an even number of Higgs superfields is automatically satisfied in $`N=2`$ for any number of Higgs hypermultiplets. The $`N=1`$ requirement of at least two Higgs superfields with opposite hypercharge acquiring VEVs (from fermion mass generation) is relaxed in the framework of low-energy supersymmetry breaking and the MN2SSM due to the appearance of non-holomorphic Yukawa terms. Therefore, there could be, in principle, only one Higgs hypermultiplet with only the Higgs, not its mirror, acquiring a VEV. Here we assume two, $`H_1`$ and $`H_2`$, as in the MSSM. Even within this MSSM-like framework of two Higgs doublets participating in EWSB, there is no upper bound on the mass of lightest Higgs boson. This is because tree-level Higgs quartic couplings $`\lambda `$ arise not only from supersymmetric terms $`\lambda g^2`$ as in $`N=1`$, but also from hard supersymmetry breaking operators in the Kahler potential $`\lambda g^2+\kappa `$. (See Section V.) Consequently, the minimization of the Higgs potential leads to a modified formula for relating $`m_Z`$, $`m_{H_{1,2}}^2`$, $`\mathrm{tan}\beta `$, and $`\mu `$, as in Eq. (13). More importantly, because of its dependence on the arbitrary hard couplings $`\kappa `$, the tree-level light Higgs mass $`m_h^2\lambda (\nu _1^2+\nu _2^2)`$ is not bound from above by $`m_Z`$ (or by $`130`$ GeV at loop order) as in the MSSM. This observation is not unique to $`N=2`$ but rather to theories with low-energy supersymmetry breaking where $`\kappa 𝒪(1)`$ is possible. It carries important implications for defining theoretically motivated mass range for future Higgs searches. Another indirect implications arise from the fact that the ordinary quark and lepton masses (except the third generation) may arise radiatively, which by itself has interesting consequences . A general feature in theories with radiative fermion masses is that the anomalous magnetic moments are not suppressed by a loop factor relative to the respective fermion mass: $`a_fm_f^2/\stackrel{~}{m}^2`$, where $`\stackrel{~}{m}`$ is the mass of the heavy particles running in the loop. This has particular relevance in the case of the muon whose magnetic moment is well measured and further improvement in its measurement is expected in the near future , allowing for such effects to be observed . The light mirror fermions, the possibility of hard Yukawa and quartic couplings as well as of radiative Yukawa couplings, and the large number of new degrees of freedom, all imply that the MN2SSM interacts with the SM and electroweak physics more strongly than the MSSM and leads to quite different predictions for various observables. ### B Collider Phenomenology The experimental limits on the extra heavy quarks and leptons are based on searches for the fourth generation at $`e^+e^{}`$ and $`p\overline{p}`$ colliders: $`m_\nu ^{}40`$ GeV, $`m_l^{}80`$ GeV, and $`m_b^{}128`$ GeV . These lower mass bounds may or may not apply to the $`N=2`$ mirror quarks and leptons, as they depend on the decay modes of the heavy fermions. Nevertheless, such limits are easily satisfied for $`\sqrt{F_X}M`$, corresponding to effective tree level Yukawa couplings for the mirror fermions of the order of unity. On the other hand, the mirror fermion masses are proportional to the EWSB Higgs VEV and therefore cannot be much larger than the electroweak scale $`m_f^{}H=174`$ GeV. (In addition, the oblique $`S`$ parameter also constraints some of the masses from above.) This upper bound ensures that mirror fermions can be copiously produced at any machine that produces a large number of top pairs: The Tevatron, CERN’s Large Hadron Collider (LHC) and future lepton colliders. The MN2SSM and the $`N=2`$ framework can be confirmed or excluded shortly after the next energy frontier is reached. The experimental signals largely depend on whether the mirror parity $`M_P`$ and/or the usual $`R`$-parity $`R_P`$ are broken below the $`N=2`$ breaking scale. Given both parities, there are three special particles that play an important role in determining the phenomenology: the lightest $`R_P`$-odd (supersymmetric) particle (LSP), the lightest $`M_P`$-odd (mirror) particle (LMP), and the lightest mirror supersymmetric particle (LMSP), which is odd under both parities. The LMSP could be the LSP, the LMP, both or neither one. If both parities are preserved, the LSP and LMP are stable. In addition, there could also be a third stable particle whose decay into the LSP and LMP is kinematically forbidden. (For example, this could be the LMSP if it is not the LMP or the LSP and it is not heavy enough to decay into them.) A stable charged (electromagnetic or color) particle is excluded up to $`𝒪(20\mathrm{TeV})`$ cosmologically from failure of terrestrial searches for anomalously-heavy isotopes of various elements . The only possible massive stable particles are therefore the mirror neutrinos; sneutrinos and mirror sneutrinos; the Higgsinos, mirror Higgsinos and mirror Higgs; $`\varphi _\gamma `$ and $`\psi _\gamma `$; and $`\varphi _Z`$ and $`\psi _Z`$ (where we rotated the electroweak group to its SM basis). Note that even if the LSP is not stable due to the broken $`R_P`$ (RPV), there could still exist a stable neutral LMP, which could be the candidate for dark matter. Particle decays in the MN2SSM can be classified as follows. Define * $`(+,+)`$ to denote SM particles (quarks $`q`$, leptons $`l`$, Higgs bosons $`H`$, and gauge bosons $`g,W,B`$), * $`(,+)`$ to denote ordinary supersymmetric particles (squarks $`\stackrel{~}{q}`$, sleptons $`\stackrel{~}{l}`$, Higgsinos $`\stackrel{~}{H}`$, and gauginos $`\stackrel{~}{g},\stackrel{~}{W},\stackrel{~}{B}`$), * $`(+,)`$ to denote SM mirror particles (mirror squarks $`q^{}`$, mirror sleptons $`l^{}`$, mirror Higgs bosons $`H^{}`$, and mirror gauge bosons $`\varphi _V`$), * $`(,)`$ to denote mirror sparticles (mirror squarks $`\stackrel{~}{q}^{}`$, mirror sleptons $`\stackrel{~}{l}^{}`$, mirror Higgsinos $`\stackrel{~}{H}^{}`$, and mirror gauginos $`\psi _V`$), where the first sign in the parenthesis is the particle’s $`R_P`$ charge, while the second sign is its $`M_P`$ charge. The allowed two-body decays are then $`(+,+)`$ $``$ $`(+,)(+,),(,+)(,+),`$ (42) $`(,)(,),(+,+)(+,+),`$ $`(,+)`$ $``$ $`(,)(+,),(,+)(+,+),`$ (43) $`(+,)`$ $``$ $`(,)(,+),(+,)(+,+),`$ (44) $`(,)`$ $``$ $`(,+)(+,),(,)(+,+).`$ (45) Three-body and many-body decays can be classified by applying the two-body channels to off-shell processes. (Quartic couplings need also to be considered it some cases.) As a concrete example, consider a case with a stop $`\stackrel{~}{t}`$ as the lightest ordinary sparticle, which is heavier than the LSP (taken to be the mirror sneutrino which is also the LMSP, as an example) and LMP (taken to be mirror neutrino). A possible decay chain of stop is: $`\stackrel{~}{t}b\stackrel{~}{W}bl^{}\stackrel{~}{\nu }^{}bl\varphi _Z\stackrel{~}{\nu }^{}bl\nu \nu ^{}\stackrel{~}{\nu }^{}`$, if it is kinematically allowed. (Intermediate steps could be on- or off-shell.) The final state contains in this case a $`b`$-jet, a charged lepton, and missing energy. Alternatively, it could decay via a trilinear coupling: $`\stackrel{~}{t}\stackrel{~}{b}^{}H_{}^{}{}_{}{}^{+}`$ leading to a similar final state $`bl(3\nu )\nu ^{}\stackrel{~}{\nu }^{}`$. The neutrinos and the neutral LMPs and LSPs all lead in this case to a missing energy signal, as in the usual $`N=1`$ MSSM case. Since the masses of the mirror (matter) fermions are related to the electroweak symmetry breaking scale and would be at most a couple hundred GeV, they are most likely to be the first mirror particles to be produced at the colliders and are candidates for the LMP. The mirror quarks particularly deserve attention. They can be copiously pair produced at the LHC and the Tevatron via gluon fusion. If a mirror neutrino is the LMP and all the superparticles are heavier, each mirror quark can either decay through an on-shell electroweak mirror gauge boson: $`q_i^{}q_i\varphi _Z,q_i\varphi _\gamma ,q_j\varphi _W`$, where $`\varphi _{Z,\gamma }\nu \nu ^{},\varphi _Wl\nu ^{},`$ if kinematically allowed; or it directly decays into $`q_i\nu \nu ^{},q_jl\nu ^{}`$ through an off-shell process. A typical event has to two energetic jets (two charged leptons, in some cases) and a missing energy. If the superparticles are not too heavy, mirror quarks can alternatively decay through supersymmetric channels. In addition to the jets and leptons, the final state could have in this case at least two LSPs. (The event reconstruction is more difficult in this case.) If one of the parities is violated, there is only one stable particle, and if both are violated, all the particles will eventually decay into SM jets and leptons. The LSP and LMP lifetimes depend in this case on the extent of the respective parity violation. If the LMP decays outside the detector, it appears in the detector as a stable particle. Consider a mirror fermion as the (meta-stable) LMP. A neutrino (or any other neutral) LMP leads in this case as well to a missing energy signal. Mirror charged lepton LMPs leave a track in the central tracking chamber and hit the muon chamber, with less activity in the calorimeters. A muon and a mirror charged lepton can be distinguished by the ionization rate $`dE/dx`$ since the mirror particle is much heavier. If a mirror quark is the LMP and stable inside the detector, it will form a quarkonium or combine with the ordinary quarks to form a mirror hadron. Such states will lead to hadron showers in the hadron calorimeters, and can be distinguish from a regular hadron shower by the wider shower opening angle . If a mirror gauge boson is the LMP (and stable in the detector) the signals will be similar to those mentioned above, depending on whether it is neutral, charged and/or carrying color. If the LMP decays inside the detector, the heavy mirror particle can decay into jets, leptons, or lighter supersymmetric particles. A missing energy signal is still possible if the usual $`R`$-parity is exact. Otherwise, the signal mimics those of the SM heavy fourth family quarks and leptons and of the RPV MSSM. We conclude that once the center of mass energy of the future colliders is sufficient to produce the mirror fermions, they can hardly escape detection. Since future colliders will effectively provide top factories, sufficient energies will be reached, providing an ideal environment for searching for the $`N=2`$ mirror quarks (which cannot be much heavier than the top quark). Higgs production is also affected by the MN2SSM spectrum. The existence of extra heavy mirror quarks can greatly enhance the single-Higgs production rate in hadron colliders through gluon and quark fusions, since the effective Yukawa coupling is of the order of unity. Neutral Higgs bosons can be produced radiatively via $`ggH^0`$ through heavy quark loop . Higgs-strahlung associate production rates for both neutral and charged Higgs bosons through $`23`$ processes $`gg,qqq^{}q^{}H`$ (and in the case of MPV also $`22`$ processes $`qgq^{}H`$) can also increase greatly. For example, Ref. argued that one generation of mirror heavy quarks can increase the Higgs production cross section for $`ggH^0`$ by a factor of six to nine. In Ref. the contributions of large Yukawa couplings to associate Higgs production was shown for the case of large $`\mathrm{tan}\beta `$ and of RPV. In addition, decay channels of (a sufficiently heavy) Higgs to mirror fermions are also expected to be important. Lastly, if there are radiative Yukawa couplings, they also affect Higgs phenomenology and create misalignment between on-shell and mass ($`m_f/H`$) Yukawa couplings of the Higgs . The sparticle phenomenology is also richer than in the MSSM. For example, consider the (eight Majorana) neutralinos and (four Dirac) charginos. If the mirror parity is unbroken, there are two diagonal blocks in the neutralino/chargino mass matrices, each of which is an analogue of the usual $`N=1`$ case. The $`M_P`$-even neutralino block could provide the LSP while that odd block could provide the LMSP (that may or may not be the LMP and/or LSP). Each sector could decay, however, to particles in the other sector via $`M_P`$ conserving couplings such as $`\stackrel{~}{H}_i^{}\varphi _Z\stackrel{~}{H}_i`$. If mirror parity is violated then there are off-diagonal mixing terms between the ordinary and the mirror Higgsinos and gauginos, which lead to complicated mixing patterns. Similarly, the mixing patterns of squarks and sleptons are also complicated in the presence of MPV terms, while new production and decay channels (and complicated cascades) are open whether $`M_P`$ is conserved or violated. ## X Conclusions In this paper we have formulated a low-energy $`N=2`$ supersymmetric framework in which $`N=2`$ supersymmetry is preserved down to TeV energies. The minimal $`N=2`$ realization of the SM, the MN2SSM, was presented and its properties studied. While from the low-energy point of view the models do not have a clear added benefit in comparison to the $`N=1`$ MSSM to justify the extended spectrum, it is ultra-violet constructions that suggest the possibility of $`N=2N=0`$ supersymmetry breaking . Therefore, it is important to examine the viability of such a scenario, address the issues it raises (particularly its non-chiral nature), and investigate its signatures. The next generation of hadron collider, in which top pairs will be produced in abundance, is ideal to test the $`N=2`$ framework via its mirror quark sector, adding urgency to such an investigation. To conclude, we review the main issues studied in this paper, comment on some other issues such as unification and cosmology, compare our framework to previous proposals, and propose further avenues for investigation of the $`N=2`$ framework. ### A The Framework $`N=2`$ supersymmetry was assumed in this work to break to $`N=0`$ at low-energies. We chose, however, to formulate it as an $`N=1`$ theory, constrained by a set of global $`R`$ symmetries which preserve the $`N=2`$ structure. The spectrum is that given by embedding the SM in $`N=2`$ hyper and vector multiplets, but it was written in terms of their $`N=1`$ superfield components. The minimal embedding corresponds to the MN2SSM: Each MSSM superfield is accompanied by a mirror superfield in the conjugate gauge representation. The $`N=2`$ symmetries, in turn, constrain the superpotential describing these superfield component interactions. In particular, an exchange symmetry between a particle and its mirror and an Abelian $`R`$ symmetry imply that the superpotential does not contain chiral Yukawa terms and mass terms, respectively. (Note that theory considered is a global $`N=2`$ described in the $`N=1`$ language, i.e., gravity was not introduced.) The $`N=1`$ language allows one to use the spurion formalism and supersymmetry breaking is parameterized by two independent parameters, the spurion auxiliary $`F`$-VEV and a mass parameter $`M`$ which suppresses explicit breaking of the global symmetries in the Kahler potential, with $`FM^2`$. If supersymmetry is to play a role in resolution of the SM hierarchy problem then $`M𝒪(\mathrm{TeV})`$. Hence, supersymmetry is broken at low energy and one has to consider all operators to order $`F^2/M^4`$ in the Kahler potential. The effective theory below the supersymmetry breaking scale contains various quartic and Yukawa terms and the $`N=2`$ and $`N=1`$ relations between couplings are broken. Even though such breaking is hard, it does not destabilize the theory but only affects the calculability of dimensionful parameters. Below the supersymmetry breaking scale, some of the $`N=2`$ global symmetries may be preserved and could distinguish the SM matter from its mirror. In addition, parity symmetries, which do not commute with supersymmetry, may be admitted by the supersymmetry breaking mechanism. $`R`$-parity and mirror parity were used to define sparticles (as in the MSSM) and mirror particles, respectively. If preserved, each parity corresponds to a stable neutral particle, the LSP and LMP, respectively. ### B Fermion Mass Generation The explicit supersymmetry breaking terms in the Kahler potential must also break the vectorial symmetries imposed by the $`N=2`$ global $`R`$-symmetries so that chiral Yukawa couplings can be generated. This can be done by $`N=1`$ preserving, softly breaking, or hard breaking tree-level operators $`(F/M^2)^n`$, $`n=1,\mathrm{\hspace{0.17em}2}.`$ It can also be achieved by first breaking the symmetries by trilinear terms in the scalar potential and generating the Yukawa terms at one loop. The latter leads to $`𝒪`$(GeV) quark masses while the former, in principle, could lead to dangerous mixing between the SM fermions and their mirrors. However, by invoking the global ($`R`$) symmetries, one can distinguish between operators which generate the SM fermion masses from those generating the mirror spectrum so that the former is proportional to suppressed Yukawa couplings or given by loop corrections while the latter is given by $`𝒪(1)`$ Yukawa couplings. In particular, a large mass hierarchy between the SM fermions and the mirror fermions can be achieved and the mixing between the sectors can be suppressed or (if mirror parity is exact) even forbidden. The SM fermion spectrum is controlled, as usual, by small Yukawa couplings while the mirror fermion spectrum is constrained from above by the electroweak scale $`m_f^{}H`$. The heavy SM third family (especially the top quark) is an exception as its mass range is closer to that of the mirror fermions than to that of the lighter SM generations. Though such an hierarchy can be imposed by hand, here we considered the possibility that a mirror symmetry also plays the role of a SM flavor symmetry, allowing for mirror parity violating mixing in the third family. The heavy top quark is then explained by the heaviness of the third generation mirror top. A toy model with an Abelian flavor symmetry was given along these lines. A very small violation of mirror parity may also play a role in the smallness of neutrino masses. We suggested that the small neutrino masses can arise from a variation on the see-saw mechanism where the SM neutrino mass which is controlled by the small mixing parameter between the ordinary and mirror neutrinos. The mirror neutrinos must be heavier than $`m_Z/2`$, as required by the invisible $`Z`$-width, but could explain the smallness of the oblique parameter $`S`$ if they are not much heavier than that. This in fact occurs in the same framework as the second eigenvalue is given by $`H^2/M`$. ### C Signals and Constraints The contributions to the oblique $`S`$-parameter from the extra three chiral generations provides a strong constraint on the MN2SSM. In particular, it implies that the mirror fermions cannot be degenerate in mass and cannot (all) be too heavy, for example, the mirror neutrino may be relatively light. In addition, it also suggests light neutralinos and mirror neutralinos (with significant custodial symmetry breaking mixing). A dedicated fit to electroweak data in the MN2SSM framework is necessary, but is beyond the scope of this work. On the other hand, due to the low-energy supersymmetry breaking, the Higgs mass is not constrained from above as in the MSSM since its mass could be proportional to an arbitrary quartic couplings. The Higgs sector could contain two or four doublets, any number of which could participate in supersymmetry breaking. Choosing the MSSM limit of two ordinary Higgs doublets acquiring VEVs, we find a Higgs potential which is more similar to that of a generic two-Higgs doublet model than to the MSSM. The spectrum of new particles is very rich, and contain three new sectors (sparticles, mirror matter, mirror sparticles) which do not mix with each other, and two (in some cases even three) stable particles. If either $`R`$ or mirror parity is broken, mixing is introduced and the number of stable neutral particles is reduced respectively. The most obvious candidates for discovery are the relatively light $`𝒪(100300)`$ GeV mirror quarks, while any stable particles are likely to correspond to missing energy. The extra generations of mirror quarks and leptons at the electroweak scale provide the smoking gun for testing the $`N=2`$ framework at the LHC and the Tevatron. Typical events consist of jets $`+`$ leptons $`+`$ missing (transverse) energy. The missing energy is generally greater than in the $`N=1`$ supersymmetry “events”, as the final states could includes two or more neutral heavy stable particles. (If mirror parity is slightly violated, there still is a stable particle as in the usual $`N=1`$ case, as long as $`R`$-parity is preserved, and vice versa.) Detail studies of the collider phenomenology of low energy $`N=2`$ theories is also called upon, but clearly, it would be difficult for $`N=2`$ to escape discovery if realized at TeV energies. We note that aside from direct searches for mirror particles, extra generations of heavy quarks could greatly increase the Higgs production at hadron colliders via gluon fusion, both single production and production in association with quarks are, in principle, enhanced. Therefore, an enhanced Higgs production cross section in hadron colliders could be a hint for the existence of extra mirror matters. In addition, if the SM Yukawa couplings are radiative, it carries strong implications to Higgs physics, such as misalignment of mass and on-shell Yukawa couplings, as well as to low-energy observables such as an enhancement by an inverse loop factor of the anomalous muon magnetic moment. The phenomenological implications of $`N=2`$ supersymmetry are rich. Here we focused on those which could be studied in a relatively model-independent fashion. However, the details of the model, for example, the extent of mirror parity violation (if any) and the flavor theory, can determine many aspects of the model phenomenology such as the stable particles, the cascade chains, and indirect effects in low-energy and electroweak SM observables. ### D Other Issues of Interest The high precision in which the SM gauge couplings are currently measured strengthens the successful gauge coupling unification picture in $`N=1`$ theories. (See, for example, Ref. .) Unfortunately, MSSM-like Planckian unification of the gauge couplings seems inconsistent with the framework of low-energy $`N=2`$. Since there are no higher-loop corrections in $`N=2`$ it is sufficient to examine unification at one-loop order. The one-loop beta function coefficients of the SM gauge couplings in the MN2SSM are large and positive: $$b_1^{N=2}=\frac{66}{5},b_2^{N=2}=10,b_3^{N=2}=6.$$ (46) Taking $`M`$ as before to be the $`N=2`$ breaking scale, above which one has the $`N=2`$ MN2SSM spectrum while between $`m_Z`$ and $`M`$ resides either the $`N=1`$ MSSM or $`N=0`$ SM spectrum, we find that $`M`$ has to be of the order of $`10^{14}`$ GeV (for $`N=1`$ below $`M`$ ) or $`10^{11}`$ GeV (for $`N=2`$ breaking directly to $`N=0`$) for MSSM-like unification to hold. This is inconsistent with the assumption that the $`N=2`$ breaking scale is near the electroweak scale. (The situation does not improve if there is only one Higgs doublet hypermultiplet.) Alternatively, the MN2SSM implies unification $`24`$ orders of magnitude above its scale $`M`$, i.e., at intermediate energies. Indeed, given the non-asymptotically free behavior of the gauge couplings it is hard to imagine that there is a true desert between a low-energy $`N=2`$ breaking scale and the sub-Planckian MSSM unification scale of $`10^{16}`$ GeV. New physics may manifest itself as an extended gauge group, new thresholds, or even an extended $`N=4`$ supersymmetry (which is finite), and could play a role in resolving the unification issue. Note that the embedding in $`N=4`$ must involve also extending the gauge group as all of the SM representations must be embedded in that case in the adjoint representation (of an extended gauge group), which is an interesting possibility. Another issue of interest that we did not pursue here is the cosmological and astrophysical implications of such scenarios. It is interesting to revisit issues such as electroweak scale inflation and electroweak scale baryogenesis which can be sensitive to the new rich electroweak structure. In particular, we expect baryogenesis constraints to be affected by the presence of large Yukawa couplings and the large number of Majorana fermions and of singlet fields . A detailed study of neutrino mass and mixing patterns is also of great interest. (Here we only addressed the question of the overall scale of neutrino masses.) We also note in passing that the cosmological constant is zero in the $`N=2`$ limit. If the leading contribution from supersymmetry breaking is then of the order of $`M^8/M_{\text{Planck}}^4`$ (in particular, the $`M^4`$ terms is canceled), where gravitational corrections assumed to be suppressed by inverse powers of $`M_{\text{Planck}}`$, it leads to values of the cosmological constant consistent to the currently preferred value of $`(10^3\mathrm{eV})^4`$ . The MN2SSM can provide a natural realization of the general arguments for such a framework . ### E Previous Works Previous attempts to construct $`N=2`$ models were based on either quantum correction or $`N=2`$ gauge-Yukawa couplings . The former was described in detail in section IV. Although the masses for the usual quarks and leptons (except the third generation) can be generated at the right order of magnitude, the mirror quarks and leptons are typically too light. Realizing that the radiatively generated mass is not sufficient for the mirror fermions, it was proposed that the mirror fermion mass may be generated at tree level via the only Yukawa term $`[Y\mathrm{\Phi }_VX]_F`$ in the superpotential if the SM $`SU(2)_L`$ is extended to $`SU(4)_{LR}`$. The gauge group is $`SU(3)_c\times SU(4)_{LR}\times U(1)_Y`$ (3-4-1) and the ordinary and mirror matter representations are $$X=\left(\begin{array}{c}X_L\\ \overline{Y}_R\end{array}\right)(\mathrm{𝟏}\mathrm{or}\mathbf{\hspace{0.17em}\hspace{0.17em}3},\mathrm{𝟒},Q_Y),Y=\left(\begin{array}{c}Y_L\\ \overline{X}_R\end{array}\right)(\mathrm{𝟏}\mathrm{or}\overline{\mathrm{𝟑}},\overline{\mathrm{𝟒}},Q_Y),$$ (47) where $`X_L`$, $`Y_L`$ are the ordinary and mirror $`SU(2)_L`$ doublets, while $`\overline{X}_R`$, $`\overline{Y}_R`$ are $`SU(2)_R`$ doublets and their mirrors. Here $`Q_Y`$, $`Q_Y`$ is the $`U(1)_Y`$ hypercharge of the superfields $`X_L`$ and $`Y_L`$, respectively. Note that conventional ordinary and mirror particles mix in $`X`$ and $`Y`$. By appropriately arranging of the parameter in the scalar potential, the $`SU(4)`$ mirror gauge boson $`\mathrm{\Phi }_4`$ acquires off-diagonal VEVs, which gives masses to the mirror quarks and leptons, while the usual matter fields are kept massless, μXY=2Y( 0 0 ν 0 0 0 0 ν00000000)X.subscriptsuperscript𝜇𝑋𝑌2𝑌fragments 0 0 ν 0fragments 0 0 0 ν00000000𝑋\mu^{\prime}_{XY}=\sqrt{2}Y\left(\begin{tabular}[]{cccc}0&0&$\nu$&0\\ 0&0&0&$\nu$\\ 0&0&0&0\\ 0&0&0&0\end{tabular}\right)X. (48) One shortcoming of this approach is that the mirror fermion masses are constrained by the EWSB scale, $$\mu _{U}^{}{}_{}{}^{2}+\mu _{D}^{}{}_{}{}^{2}=2M_W^2,$$ (49) which is not consistent with experiment (based on fourth family searches). Another crucial drawback is that all of the SM fermions have only loop masses, which is unacceptable in the case of the top (and the $`\tau `$-lepton). A realization of the 3-4-1 scenario was derived more recently from a spontaneously broken $`N=2`$ supergravity . Our approach relies instead on low-energy supersymmetry and on the tree-level operators it induces. It is more accommodating for embedding the SM than either the pure loop approach or the 3-4-1 approach and it retains a sufficient predictive power. ### F Outlook In this paper we addressed some of the more fundamental issues such as the scale of supersymmetry breaking, fermion mass generation, constraints and discovery prospects. In each of this area there is clearly room for further study and explorations, as indicated in the discussions above. In particular, a consistent analysis of all constraints on the one hand, and of collider signals (including the Higgs sector) on the other. While we focused on mirror symmetries and on distinguishing matter from mirror matter, we only briefly touched upon the issue of flavor symmetries. In fact, flavor symmetries may be entangled with the mirror symmetries, rendering the heavy SM fermions “more similar to” the mirror fermions. This is a new paradigm for flavor symmetries which offers new avenues for construction of theories of flavor which were not yet explored. Here we subscribed to an effective approach, allowing the most general Kahler potential, which is constrained only by the symmetries. Ultimately, one would like to derive a suitable Kahler potential (and find the necessary terms) from a spontaneously broken $`N=2`$ supergravity theory, and perhaps from a more fundamental theory. (This was done in Ref. for the 3-4-1 framework of Ref. .) The scale of the more fundamental theory need also to be explored and it is suggestive that some new physics exists only a few orders of magnitude above the supersymmetry breaking scale. The embedding of $`N=2`$ extensions of the SM in theories with extra large spatial dimensions (where $`N=2`$ naturally appears) and/or strongly interacting string theories is also worth exploring. All in all, the viability and richness of $`N=2`$ extensions of the SM introduce many questions worth pursuing, from mirror quark searches to Kahler potential construction in the case of low-energy supersymmetry breaking. These are integral parts of the MN2SSM construction, but their implications extend beyond it: Search algorithms in models with two stable particles and limits on the Higgs mass in $`N=1`$ models with low-energy supersymmetry breaking are examples of issues that are both central to the MN2SSM phenomenology and extend beyond the $`N=2`$ framework and should be explored both within and independently of the MN2SSM. ###### Acknowledgements. We thank Jon Bagger, Francesca Borzumati, Paul Langacker, Erich Poppitz, and Lisa Randall for discussions and comments. We also thank Jens Erler for private communications regarding the oblique parameters in the MN2SSM. This Work is supported by the US Department of Energy under cooperative research agreement No. DF–FC02–94ER40818.
warning/0006/quant-ph0006110.html	ar5iv	text	# Low-energy relativistic effects and nonlocality in time-dependent tunneling \[ ## Abstract We consider exact time-dependent analytic solutions to the Schrödinger equation for tunneling in one dimension with cut off wave initial conditions at $`t=0`$. We obtain that as soon as $`t0`$ the transmitted probability density at any arbitrary distance rises instantaneously with time in a linear manner. Using a simple model we find that the above nonlocal effect of the time-dependent solution is suppressed by consideration of low-energy relativistic effects. Hence at a distance $`x_0`$ from the potential the probability density rises after a time $`t_0=x_0/c`$ restoring Einstein causality. This implies that the tunneling time of a particle can never be zero. \] Recent technological achievements as the possibility of constructing artificial quantum structures at nanometric scales or manipulating individual atoms have stimulated a great deal of work at both an applied and fundamental level. In particular, studies on tunneling have addressed, among others, the controversial question of the traversal time of a particle through a classically forbidden region. The above considerations have motivated a renewed attention to the time-dependent treatments of quantum tunneling. From the theoretical side, most of these works are based on the numerical analysis of the time-dependent Schrödinger equation with the initial condition of a Gaussian wave packet. A common feature in most of these approaches is that the initial wave packet extends through all space. As a consequence the initial state, although it is manipulated to reduce as much as possible its value along the tunneling and transmitted regions, contaminates from the beginning the tunneling process. In the literature, however, one also finds a number of approaches to time-dependent tunneling, pionnered by Stevens, that in fact circumvent the above situation using a cut off wave as initial state. Our approach is a generalization to an arbitrary potential of the Moshinsky shutter. Moshinsky considered the solution of the time-dependent free Schrödinger equation with the initial condition, at $`t=0`$, of a plane wave of momentum $`k`$ confined in the half-space region $`x<0`$ to the left of a perfectly absorbing shutter located at $`x=0`$. The sudden opening of the shutter at time $`t=0`$, allows the plane wave solution to propagate freely along the region $`x>0`$ . Moshinsky showed that as the time $`t`$ goes to infinity, the solution to the problem tends to the stationary solution. He also found that both the current and the probability density for a fixed value of the distance $`x_0`$ as a function of $`t`$, present oscillations near the wavefront, situated at $`t_0=x_0/v`$. He named this phenomenon diffraction in time, in analogy to the well known phenomenon of optical diffraction. Recently an observation of diffraction in time has been reported. If we put a potential barrier in the region $`0xL`$ with the same initial condition as above, then we may have a convenient model to analyze tunneling times by measuring at what time the probability density rises from zero. However, as pointed out by Holland for the free case, and by García-Calderón and Rubio, for the case of a potential, the solution of the time-dependent Schrödinger equation for a cut off initial plane wave has a nonlocal character. This means that if initially there is a zero probability for the particle to be at $`x>0`$, as soon as $`t0`$, there is instantaneously a finite, though very small, probability to find it at any point $`x>0`$. This implies a zero tunneling time for some particles. In this work we address the issue of the behaviour of the time-dependent solution to the Schrödinger equation for tunneling through a potential barrier using a cut off wave as initial condition. Our aim is to analyze the nonlocal behaviour of the time-dependent transmitted solution at early times. We also study low-energy relativistic effects by solving the Klein-Gordon equation for a model potential. The implication of our findings for the tunneling time problem is briefly discussed. For the sake of simplicity in our approach we consider the instantaneous removal of the shutter. This may be seen as a kind of ‘sudden approximation’ to a shutter opening with finite velocity, where the treatment is more involved even for the free case. In a recent paper we have shown that the transmitted solution for the Schrödinger case for tunneling through an arbitrary potential barrier may be written as a free term solution plus a infinite sum resonance transient terms associated with the S-matrix poles of the problem. This corresponds to solve the time-dependent Schrödinger equation for a potential $`V(x)`$ that vanishes outside the region $`0xL`$, with the initial condition, $$\psi _s(x,k,t=0)=\{\begin{array}{cc}e^{ikx},& x<0\\ 0,& x>0.\end{array}$$ (1) The transmitted solution for the region $`xL`$ reads, $$\psi _s(x,k,t)=T(k)M(x,k,t)i\underset{n}{\overset{\mathrm{}}{}}T_nM(x,k_n,t),$$ (2) where $`T(k)`$ stands for the transmission amplitude of the problem, $`T_n=u_n(0)u_n(L)\mathrm{exp}(ik_nL)/(kk_n)`$, is given in terms of the resonant eigenfunctions $`u_n(x)`$ and complex S-matrix poles $`k_n`$; and the Moshinsky functions $`M(x,k,t)`$ and $`M(x,k_n,t)`$ are defined as, $$M(x,q,t)=\frac{1}{2}\mathrm{e}^{(imx^2/2\mathrm{}t)}\mathrm{e}^{y^2}\mathrm{erfc}(y),$$ (3) where the argument $`y`$ is given by $$y\mathrm{e}^{i\pi /4}\left(\frac{m}{2\mathrm{}t}\right)^{1/2}\left[x\frac{\mathrm{}q}{m}t\right].$$ (4) In the above two equations $`q`$ stands either for $`k`$ or $`k_n`$. In the absence of a potential the solution given by Eq. (2) becomes the solution for the free case obtained by Moshinsky, $$\psi _s^0(x,k,t)=M(x,k,t).$$ (5) As discussed by Moshinsky, the initial condition given by Eq. (1) refers to a shutter that acts as a perfect absorber (no reflected wave). One can also envisage a shutter that acts as a perfect reflector. In such a case the initial wave may be written as, $$\psi _s(x,k,t=0)=\{\begin{array}{cc}e^{ikx}e^{ikx},& x<0\\ 0,& x>0.\end{array}$$ (6) The transmitted solution for the region $`xL`$ now reads, $`\psi _s(x,k,t)=`$ $`T(k)M(x,k,t)T(k)M(x,k,t)`$ (8) $`2ik{\displaystyle \underset{n}{\overset{\mathrm{}}{}}}T_nM(x,k_n,t),`$ where $`T_n=u_n(0)u_n(L)\mathrm{exp}(ik_nL)/(k^2k_n^2)`$. The solution for the free case with the reflecting initial condition is $$\psi _s^0(x,k,t)=M(x,k,t)M(x,k,t).$$ (9) The exact solutions given by Eqs. (2) and (8), corresponding, respectively, to absorbing and reflecting initial cut off waves, involve each a contribution proportional to the free case solution and then an infinite sum involving the S-matrix poles, $`\{k_n\}`$, and resonant states, $`\{u_n(x)\}`$, of the system. As shown in ref. , at very long times, the terms $`M(x,k_n,t)`$ that appear in the above equations vanish. The same occurs for $`M(x,k,t)`$ while, as shown firstly in ref. , $`M(x,k,t)`$ tends to the stationary solution. Hence, at long times, each of the above exact solutions go into the stationary solution $`T(k)\mathrm{exp}[i(kxEt/\mathrm{})]`$. At very short times, for a given $`xL`$, the argument of $`M(x,k,t)`$, given by Eq. (4) with $`q=k`$, becomes very large and in fact becomes independent of the value of $`k`$, $`y\mathrm{exp}(i\pi /4)[m/2\mathrm{}t]^{1/2}x`$. Since for very large $`y`$, $`M(y)1/y`$ , it follows that $`M(x,k,t)`$ goes like $`t^{1/2}`$. As discussed also in ref. , the functions dependent on the poles, $`M(x,k_n,t)`$, behave in a similar fashion provided the value of $`t=t_0`$ is sufficiently small to guarantee, for a fixed $`x=L`$, that $`L\mathrm{}\|k_n\|t/m`$. Since the distribution of the complex S-matrix poles on the k-plane fulfills $`[\|k_1\|<\|k_2\|\mathrm{}<\|k_n\|\mathrm{},`$ one sees that as $`t`$ becomes smaller and smaller there will be more and more values of $`n`$ for which the corresponding $`M`$ functions goe like $`t^{1/2}`$ as do all the rest of $`M`$ functions associated with smaller values of $`n`$. In the appropriate limit as $`t0`$ and $`n\mathrm{}`$, the corresponding $`M`$ function then vanishes as $`t^{1/2}`$. Consequently for $`xL`$, the solutions given by Eqs. (2) and (8) are proportional to $`t^{1/2}`$, namely, $$\psi _s(x,k,t)\frac{A}{x}t^{1/2},(xL)$$ (10) where $`A`$ a constant. Note that at $`t=0`$ the solution vanishes in accordance with the initial condition. It is not difficult to see that Eq. (10) will hold also for a cut off initial condition that is something between the initial conditions considered above, and more generally, for a wave packet formed by a linear combination of cut off waves. Eq. (10) tell us that the probability density at any distance $`x`$ from the potential will rise instantaneously with time. This intriguing nonlocal behaviour implies that an ideal detector will measure a zero tunneling time. The existence of action-at-a-distance effects in the time-dependent Schrödinger equation should not in principle pose any conceptual difficulties since the treatment is non-relativistic. However one could ask whether the above nonlocal behaviour arises because the initial condition is a cut off wave. In order to answer the above question we consider low-energy relativistic effects by solving the Klein-Gordon equation with a cut off wave as initial condition for a simple potential model. Moshinsky solved the Klein-Gordon equation for the free shutter problem with the initial condition of a cut off plane wave in the region $`x<0`$ and showed that the probability density at a point $`x>0`$ is nonzero only after a time $`t_0>x_0/c`$, with $`c`$ the velocity of light. To our knowledge a numerical analysis of this solution has not yet been performed. We would like to learn also how the relativistic solution is affected at early times by tunneling through a potential. A potential that has been widely used in studies on time-dependent tunneling is the square barrier, characterized by a height $`V_0`$ and a width $`L`$. This potential has an infinite set of S-matrix poles situated at increasing energies on top of the barrier. There is, however, a simpler potential model that is more amenable for a relativistic treatment. This is the delta potential $`V(x)=b_s\delta (x)`$. The solution corresponding to the time-dependent Schrödinger equation has been obtained by Elberfeld and Kleber using a delta-function propagator. One can also follow a derivation by Laplace transforming directly the time-dependent Schrödinger equation of the problem using the initial condition given by Eq. (1). Defining $`p^2=2ims/\mathrm{}`$ the Laplace transformed solution $`\overline{\psi }_s(x,s)`$ for the region $`x>0`$ reads, $$\overline{\psi }_s(x,k,s)=\frac{im}{\mathrm{}}\frac{e^{ipx}}{\left(p+ib\right)\left(pk\right)},$$ (11) where $`b=mb_s/\mathrm{}^2`$. After a simple partial fractions decomposition the inverse Laplace transform yields for $`x>0`$, $$\psi _s^\delta (x,k,t)=T(k)M(x,k,t)+R(k)M(x,ib;t).$$ (12) where T(k) and R(k) stand for the transmission and reflection amplitudes for the stationary situation, $`T(k)=k/(k+ib)`$ and $`R(k)=ib/(k+ib)`$. Note that here instead of an infinite number of S-matrix poles the only S-matrix pole corresponds to an antibound state located at $`k_a=ib`$. At a very short times one can easily see that $`\psi _s^\delta (x,k,t)`$ goes like $`t^{1/2}`$ fulfilling also, as the square barrier, Eq. (10). The shutter problem for the Klein-Gordon equation with the delta potential $`V(x)=b_r\delta (x)`$ requires the solution of $`{\displaystyle \frac{^2}{x^2}}\psi _r^\delta (x,k_r,t)=`$ $`{\displaystyle \frac{1}{c^2}}{\displaystyle \frac{^2}{t^2}}\psi _r^\delta (x,k_r,t)`$ (13) $`+`$ $`[b_r\delta (x)+\mu ^2]\psi _r^\delta (x,k_r,t)`$ (14) where $`\mu =mc/\mathrm{}`$. with the initial condition given by, $$\psi _r^\delta (x,k_r,t=0)=\{\begin{array}{cc}e^{ik_rx},& x<0\\ 0,& x>0\end{array}$$ (15) where we define $`E_r^2=k_r^2+\mu ^2`$ and $`k_r=k(1(k/\mu )^2)^{1/2}`$. Note that $`E_r`$ is given in units of the reciprocal length, i.e., $`E_rE/\mathrm{}c`$. The condition given by Eq. (15) follows from the fact that for $`t<0`$, when the shutter was closed, we had on the left side of the shutter, $`\psi ^\delta (x,k_r,t)=\mathrm{exp}[i(k_rxE_rct)]`$, for $`x<0`$ and a vanishing value for $`x>0`$. By direct application of the Laplace transform method one gets a set of differential equations corresponding to the regions $`x>0`$ and $`x<0`$. In order to derive an expression for the transmitted wave function, we have to consider the matching conditions to take into account the discontinuity of the wave function derivatives at $`x=0`$, obtaining the Laplace-transformed solution, $$\overline{\psi }_r(x,s)=\frac{1}{2}\frac{(sicE_r)}{\left(q+b_0c\right)\left(q+ik_rc\right)}e^{qx/c}.$$ (16) where $`q=[s^2+\mu ^2c^2]^{1/2}`$ and $`b_0=b_r/2`$. Using the Bromwich contour to evaluate the inverse Laplace transform of Eq. (16) it is convenient to make the change of variable $`iu=(q+s)/(\mu c)`$. In this form $`q=i\mu c(u^1u)/2`$ and as a consequence the branch points at $`s=\pm i\mu c`$ go into an essential singularity at $`u=0`$ and two simple poles located on the lower half of the complex $`u`$-plane. After separating into partial fractions one then may evaluate the resulting integrals by standard complex variable techniques to obtain the wave function, $$\psi _r^\delta (x,k_r,t)=\{\begin{array}{cc}& A\psi _r^0(x,k_r,t)+BC\psi _r^0(x,ib_0,t)+\\ & BD[\psi _r^0(x,ib_0,t)]^{},t>x/c\\ & 0,t<x/c\end{array}$$ (17) where $`A=k_r/(k_r+ib_0)`$, $`B=ib_0/(k_r+ib_0)`$, $`C=(ϵ+E_r)/(2ϵ)`$, and $`D=(ϵE_r)/(2ϵ)`$, and also $`ϵ=(\mu ^2b_0^2)^{1/2}`$. In Eq. (17), the function $`\psi _r^0(x,k_r,t)`$ is the solution of the free Klein-Gordon case, namely, $$\psi _r^0(x,k_r,t)=\{\begin{array}{cc}& e^{i(k_rxE_rct)}+\frac{1}{2}J_0(\eta )\\ & \underset{n=0}{\overset{\mathrm{}}{}}\left[\xi /iz\right]^nJ_n(\eta ),t>x/c\\ & 0,t<x/c\end{array}$$ (18) where $`J_n(\eta )`$ stands for the Bessel function of order $`n`$ and, $$\xi =\left[\frac{ct+x}{ctx}\right]^{1/2},\eta =\mu (c^2t^2x^2)^{1/2},z=\frac{1}{\mu }(k_r+E_r).$$ (19) The expressions, $`\psi _r^0(x,ib_0,t)`$ and $`(\psi _r^0(x,ib_0,t))^{}`$ in Eq. (17) have the same form as the free solution in Eq. (18) with $`k_r`$ replaced by $`ib_0`$. Asymptotically for very long times in the solution $`\psi _r^\delta (x,k_r,t)`$, given by Eq. (17), the terms $`\psi _r^0(x,ib_0,t)`$ and $`(\psi _r^0(x,ib_0,t))^{}`$ vanish, while the term $`\psi _r^0(x,k_r,t)`$ goes into the stationary solution $`\mathrm{exp}[i(k_rxE_rct)]`$. To exemplify the above results Fig. 1 exhibits the very short time behaviour of the probability density for the delta potential at a fixed distance $`x=L=0.3\AA `$ . One sees that the Schrödinger description (broken line), obtained from Eq. (12) with parameters $`b_s=2.0`$ $`\mathrm{e}V\AA `$ and $`E=0.01`$ $`\mathrm{e}V`$, yields an instantaneous response with time while the relativistic solution, calculated using Eq. (17), starts after $`t_0=L/c`$. This tell us something relevant: The nonlocal behaviour of the Schrödinger description is due to its non-relativistic nature. The nonlocal behavior of the Schrödinger solution would result from the fact that in a non-relativistic description there is no restriction on the velocity of some components of the initially confined wave function. The sharp relativistic wavefront of height $`0.25`$ in Fig. 1 follows as a consequence of the initial condition given by Eq. (15). This jump occurs also in the free case and may be obtained analytically. For an initial function of the type $`\mathrm{exp}(ik_rx)+\mathrm{exp}(i\alpha )\mathrm{exp}(ik_rx)`$, $`(x<0)`$, with $`\alpha `$ an arbitrary phase, the peak height will be a function of $`\alpha `$. In particular for a reflecting initial condition, $`(\alpha =\pi )`$, the solution starts smoothly from zero at $`t_0=L/c`$. It might be of interest to mention that in fully relativistic quantum field theories Hegerfeldt has pointed out that the sudden opening of a shutter may lead to violation of Einstein causality, i.e., no propagation faster than light. This author has argued that the difficulty is of a theoretical nature and has discussed some ways to solve it. Our relativistic model satisfies Einstein causality. The inset to Fig. 1 shows that at longer times the above two solutions approach each other, both presenting the characteristic transient behaviour near the ‘classical’ wavefront at $`x=vt`$, which in our example occurs at a very short time. Our analysis has a consequence of interest for the tunneling time problem. Since the probability density rises with time after a time $`t_0=x_0/c`$, it implies that the tunneling time of a particle can never be zero, contrary to some claims in the literature. Thus we can see that a proper description of the quantum mechanical propagation for the transmitted solution, even at low energies, strictly requires a relativistic treatment. However, since the corresponding solutions are practically identical up to the relativistic cut off, at $`t=L/c`$, suggests that the Schrödinger description is quite accurate provided the velocity components larger than $`c`$ are omitted. G.G-C. thanks M. Moshinsky for useful discussions and acknowledges partial financial supports of SEP-ConacyT, México, under grant 940085-R97 and DGAPA-UNAM, under grant IN106496.
warning/0006/cond-mat0006293.html	ar5iv	text	# Classification of phase transitions of finite Bose-Einstein condensates in power law traps by Fisher zeros ## I Introduction In 1924 S. Bose and A. Einstein predicted that in a system of bosons at temperatures below a certain critical temperature $`T_C`$ the single-particle ground state is macroscopically occupied Bose1924a . This effect is commonly referred as Bose-Einstein condensation and a large number of phenomena, among others the condensation phenomena in alkali atoms, the superfluidity of <sup>4</sup>He and the superconductivity, are identified as signatures of this effect. However, the physical situation is very intricate in most experiments. Recent experiments with dilute gases of alkali atoms in magnetic Anderson1995a and optical Stamper-Kurn traps are in some sense the up to now best experimental approximation of the ideal non-interacting Bose-Einstein system in an external power law potential. The achievement of ultra-low temperatures by laser cooling and evaporative cooling opens the opportunity to study the Bose-Einstein condensation under systematic variation of adjustable external parameters, e.g the trap geometry, the number of trapped atoms, the temperature, and by the choice of the alkali atoms the effective interparticle interactions. Even in the approximation of non-interacting particles the explanation of these experiments requires some care, because the number of bosons in these novel traps is finite and fixed and the standard grand-canonical treatment is not appropriate. The effect of the finite particle numbers on the second moments of the distribution function, e.g. the specific heat and the fluctuation of the ground state occupation number has been addressed in a number of publications recurnew ; Grossmann1997a . In recurnew ; recurold we have presented a recursion method to calculate the canonical partition function for non-interacting bosons and investigated the dependency of the thermodynamic properties of the condensate on the trap geometry. The order of the phase transition in small systems sensitively depends on finite size effects. Compared to the macroscopic system even for as simple systems as the 3-dimensional ideal gas the order of the phase transition might change for mesoscopic systems where the number of particles is finite or for trapped gases with different trap geometries. In this paper we address the classification of the phase transition of a finite number of non-interacting bosons in a power law trap with an effective one-particle density of states $`\mathrm{\Omega }(E)=E^{d1}`$ being formally equivalent to a $`d`$-dimensional harmonic oscillator or a $`2d`$-dimensional ideal gas. We use a classification scheme based on the distribution of zeros of the canonical partition function initially developed by Grossman et al. Gross1967 , and Fisher et al. Fisher , which has been extended by us borrmann99 as a classification scheme for finite systems. On the basis of this classification scheme we are able to extract a qualitative difference between the order of the phase transition occuring in Bose-Einstein condensates in 3-dimensional traps Bagnato1991 ; Rojas and in 2-dimensional traps which was recently discovered by Safonov et al. in a gas of hydrogen atoms absorbed on the surface of liquid helium safonov98 . Since we do not consider particle interactions this difference is only due to the difference in the confining potential. We give a detailed review of the classification scheme in Sec. II. In Sec. III we present the method for the calculation of the canonical partition function in the complex plane and describe details of the numerical implementation. Our results for $`d=16`$ and particle numbers varying from 10 to 300 are presented in Sec. III as well as calculations for a 3-dimensional parabolically confined Bose-gas. ## II Classification scheme In 1952 Yang and Lee have shown that the grand canonical partition function can be written as a function of its zeros in the complex fugacity plane, which lie for systems with hard-core interactions and for the Ising model on a unit circle Yang1952a . Grossmann et al. Gross1967 and Fisher Fisher have extended this approach to the canonical ensemble by analytic continuation of the inverse temperature to the complex plane $`\beta =\beta +i\tau `$. Within this treatment all phenomenologically known types of phase transitions in macroscopic systems can be identified from the properties of the distribution of zeros of the canonical partition function. In borrmann99 we have presented a classification scheme for finite systems which has its macroscopic equivalent in the scheme given by Grossmann. As usual the canonical partition function reads $$Z()=dE\mathrm{\Omega }(E)\mathrm{exp}(E),$$ (1) which we write as a product $`Z()=Z_{\mathrm{lim}}()Z_{\mathrm{int}}()`$, where $`Z_{\mathrm{lim}}()`$ describes the limiting behavior of $`Z()`$ for $`T\mathrm{}`$ imposing that $`lim_T\mathrm{}Z_{\mathrm{int}}()=1`$. This limiting partition function will only depend on the external potential applied to the system, whereas $`Z_{\mathrm{int}}()`$ will depend on the specific interaction between the system particles. E.g. for a $`N`$-particle system in a $`d`$-dimensional harmonic trap $`Z_{\mathrm{lim}}()=^{dN}`$ and thus the zeros of $`Z()`$ are the same as the zeros of $`Z_{\mathrm{int}}()`$. Since the partition function is an integral function, the zeros $`_k=_k^{}=\beta _k+i\tau _k(k)`$ are complex conjugated and the partition function reads $`Z()`$ $`=`$ $`Z_{\mathrm{lim}}()Z_{\mathrm{int}}(0)\mathrm{exp}(_{}\mathrm{ln}Z_{\mathrm{int}}(0))`$ (2) $`\times `$ $`{\displaystyle \underset{k}{}}\left(1{\displaystyle \frac{}{_k}}\right)\left(1{\displaystyle \frac{}{_k^{}}}\right)\mathrm{exp}\left({\displaystyle \frac{}{_k}}+{\displaystyle \frac{}{_k^{}}}\right).`$ The zeros of $`Z()`$ are the poles of the Helmholtz free energy $`F()=\frac{1}{}\mathrm{ln}Z()`$, i.e. the free energy is analytic everywhere in the complex temperature plane except at the zeros of $`Z()`$. Different phases are represented by regions of holomorphy which are separated by zeros lying dense on lines in the complex temperature plane. In finite systems the zeros do not squeeze on lines which leads to a more blurred separation of different phases. We interpret the zeros as boundary posts between two phases. The distribution of zeros contains the complete thermodynamic information about the system and all thermodynamic properties are derivable from it. Within this picture the interaction part of the specific heat is given by $$C_{V,\mathrm{int}}()=k_\mathrm{B}^2\underset{k}{}\left[\frac{1}{(_k)^2}+\frac{1}{(_k^{})^2}\right].$$ (3) The zeros of the partition function are poles of $`C_V()`$. As can be seen from Eq. (3) a zero approaching the real axis infinitely close causes a divergence at real temperature. The contribution of a zero $`_k`$ to the specific heat decreases with increasing imaginary part $`\tau _k`$. Thus, the thermodynamic properties of a system are governed by the zeros of $`Z`$ close to the real axis. The basic idea of the classification scheme for phase transitions in small systems presented in borrmann99 is that the distribution of zeros close to the real axis can approximately be described by three parameters, where two of them reflect the order of the phase transition and the third merely the size of the system. We assume that the zeros lie on straight lines (see Fig. 1) with a discrete density of zeros given by $$\varphi (\tau _k)=\frac{1}{2}\left(\frac{1}{\|_k_{k1}\|}+\frac{1}{\|_{k+1}_k\|}\right),$$ (4) with $`k=2,3,4,\mathrm{}`$, and approximate for small $`\tau `$ the density of zeros by a simple power law $`\varphi (\tau )\tau ^\alpha `$. Considering only the first three zeros the exponent $`\alpha `$ can be estimated as $$\alpha =\frac{\mathrm{ln}\varphi (\tau _3)\mathrm{ln}\varphi (\tau _2)}{\mathrm{ln}\tau _3\mathrm{ln}\tau _2}.$$ (5) The second parameter to describe the distribution of zeros is given by $`\gamma =\mathrm{tan}\nu (\beta _2\beta _1)/(\tau _2\tau _1)`$ where $`\nu `$ is the crossing angle of the line of zeros with the real axis (see Fig. 1). The discreteness of the system is reflected in the imaginary part $`\tau _1`$ of the zero closest to the real axis. In the thermodynamic limit we have always $`\tau _10`$. In this case the parameters $`\alpha `$ and $`\gamma `$ coincide with those defined by Grossmann et al Gross1967 , who have shown how different types of phase transitions can be attributed to certain values of $`\alpha `$ and $`\gamma `$. They claimed that $`\alpha =0`$ and $`\gamma =0`$ corresponds to a first order phase transition, second order transitions correspond to $`0<\alpha <1`$ with $`\gamma =0`$ or $`\gamma 0`$, third order transitions to $`1\alpha <2`$ with arbitrary values of $`\gamma `$, and that all higher order phase transition correspond to $`\alpha >1`$. For macroscopic systems (with $`\tau _10`$) $`\alpha `$ cannot be smaller than zero, because this would cause a divergence of the internal energy. However in small systems with a finite $`\tau _1`$ this is possible. In our classification scheme we therefore define phase transitions in small systems to be of first order for $`\alpha 0`$, while second and higher order transitions are defined in complete analogy to the Grossmann scheme augmented by the third parameter $`\tau _1`$. The definition of a critical temperature $`\beta _C`$ in small systems is crucial and ambiguous since no thermodynamic properties diverge. Thus, different definitions are possible. We define the critical temperature as $`\beta _{\mathrm{cut}}=\beta _1\gamma \tau _1`$, i.e. the crossing point of the approximated line of zeros with the real temperature axis. An alternative definition is the real part of the first complex zero $`\beta _1`$. In the thermodynamic limit both definitions coincide. Comparing the specific heats calculated for different discrete distributions of zeros shows the advantages of this classification scheme. Fig. 2 shows (a) three distributions of zeros lying on straight lines corresponding to a first order transition ($`\alpha =0`$ and $`\gamma =0`$), a second order transition ($`\alpha =0.5`$ and $`\gamma =0.5`$), and a third order phase transition ($`\alpha =1.5`$ and $`\gamma =1`$) and (b) the pertinent specific heats. In all cases the specific heat exhibit a hump extending over a finite temperature region and cannot be used to classify the phase transition. In contrast, even for very small systems (large $`\tau _1`$) the order of the phase transition is extractable from the distribution of zeros. The zeros of the canonical partition function have a distinct geometrical interpretation which explains the smoothed curves of the specific heat and other thermodynamic properties in finite systems. Fig. 3 shows (a) the ground state occupation number $`\|\eta _0()\|/N`$ in the complex temperature plane and (b) the ground state occupation number at real temperatures for a finite ideal Bose gas of $`N=120`$ particles, where $`\eta _0()`$ is given by the derivative of the logarithm of the canonical partition function $`Z()`$ with respect to the ground state energy $`ϵ_0`$, i.e. $`\eta _0()=\frac{1}{}_{ϵ_0}Z()/Z()`$. Zeros of the partition function are poles of $`\eta _0()`$ and are indicated by dark spots, which influence the value of the ground state occupation number at real temperatures impressively. Every pole seems to radiate onto the real axis and therefore determines the occupation number at real temperatures. This radiation extends over a broad temperature range so that the occupation number for real temperatures does not show a discontinuity but a smoothed curve. A closer look at Eq. (3) gives the mathematical explanation for this effect. The discrete distribution of zeros, i.e. $`\tau _1>0`$, inhibits the specific heat and all other thermodynamic properties to show a divergency at some critical temperature because the denominators of the arguments of the sum remain finite. Without going into a detailed analysis we note that in the thermodynamic limit the parameter $`\alpha `$ is connected to the critical index for the specific heat by $$C_V(\beta \beta _c)^{\alpha 1}.$$ (6) However, since critical indices are used to describe the shape of a divergency at the critical point an extension to small systems seems to be more or less academical. The introduction of complex temperatures might seem artificial at first sight but, in fact, the imaginary parts $`\tau _k`$ of the complex zeros $`_k`$ have an obvious quantum mechanical interpretation. We write the quantum mechanical partition function as $`Z(\beta +i\tau /\mathrm{})`$ $`=`$ $`\mathrm{Tr}(\mathrm{exp}(i\tau \widehat{H}/\mathrm{})\mathrm{exp}(\beta \widehat{H}))`$ (7) $`=`$ $`\mathrm{\Psi }_{\mathrm{can}}\|\mathrm{exp}(i\tau \widehat{H}/\mathrm{})\|\mathrm{\Psi }_{\mathrm{can}}`$ (8) $`=`$ $`\mathrm{\Psi }_{\mathrm{can}}(t=0)\|\mathrm{\Psi }_{\mathrm{can}}(t=\tau ),`$ (9) introducing a canonical state as a sum over Boltzmann-weighted eigenstates $`\|\mathrm{\Psi }_{\mathrm{can}}=_k\mathrm{exp}(\beta ϵ_k/2)\|\varphi _k`$. We explicitly write the imaginary part as $`\tau /\mathrm{}`$ since the dimension is $`1/\left[\mathrm{energy}\right]`$ and the imaginary part therefore can be interpreted as time. Then the imaginary parts $`\tau _k`$ of the zeros resemble those times for which the overlap of the initial canonical state with the time evoluted state vanishes. However, they are not connected to a single system but to a whole ensemble of identical systems in a heat bath with an initial Boltzmann distribution. ## III BEC in power law traps In this section we assume a continuous single particle density of states $`\mathrm{\Omega }(E)=E^{d1}`$ as an approximation for a $`d`$-dimensional harmonic oscillator or a $`2d`$-dimensional ideal gas. E.g. for the harmonic oscillator this corresponds to the limit of $`\mathrm{}\omega 0`$ and taking only the leading term of the degeneracy of the single particle energy levels. The one-particle partition function is given by the Laplace transformation $$Z_1()=dEE^{d1}\mathrm{exp}(E)=(d1)!^d.$$ (10) The canonical partition function for $`N`$ non-interacting bosons can be calculated by the following recursion recurold $$Z_N()=\frac{1}{N}\underset{k=1}{\overset{N}{}}Z_1(k)Z_{Nk}(),$$ (11) where $`Z_1(k)=_i\mathrm{exp}(kϵ_i)`$ is the one-particle partition function at temperature $`k`$ and $`Z_0()=1`$. For small particle numbers this recursion works fine, even though its numerical effort grows proportional to $`N^2`$. With (10) as $`Z_1`$ Eq. (11) leads to a polynomial of order N in $`(1/)^d`$ for $`Z_N`$ which can be easily generated using Maple or Mathematica. The zeros of this polynomial can be found by standard numerical methods. Fig. 4 displays the zeros of the $`N`$-particle partition function for $`d=16`$ in the complex temperature plane for particle numbers $`N=25,50`$ and $`100`$. For $`d=26`$ the zeros approach the positive real axis with increasing particle number and are shifted to higher temperatures which is already at first sight an indicator of phase transitions. For $`d=1`$ the zeros approach the real axis only at negative temperature. This behavior is consistent with the usual prediction that there is no Bose-Einstein condensation for the one-dimensional harmonic oscillator and the two-dimensional ideal Bose gas Bagnato1991 . The symmetry of the distributions of zeros is due to the fact that $`Z_N`$ is a polynomial in $`^d`$. For this reason it can be inferred that for $`d\mathrm{}`$ the zeros lie on a perfect circle. Fig. 5 shows the corresponding specific heats calculated using equation (3). As expected, for $`d=1`$ the specific heat has no hump and approaches with increasing temperature the classical value. We therefore expel the analysis of $`d=1`$ from the discussions below. For $`d=26`$ the specific heats show humps or peaks, which get sharper with increasing $`d`$ and increasing particle number. However, from these smooth curves the orders of the phase transition cannot be deduced. In Fig. 6 the classification parameters $`\alpha ,\gamma ,\tau _1`$ defined above are plotted for two to six dimensions and particle numbers up to $`N=100`$. For all values of $`d`$ the parameter $`\alpha `$ is only a slightly varying function of $`N`$ and approaches very fast an almost constant value. Since $`\alpha `$ is the primary classification parameter from Fig. 6(a) we can directly infer that the $`d=2`$ system exhibits a third order phase transition ($`\alpha >1)`$ while the transition for all higher dimensions is of second order ($`0\alpha 1`$). For $`N=50`$ the dependence of $`\alpha `$ on $`d`$ is plotted in Fig. 7(a). Since $`\alpha `$ decreases rather rapidly with increasing $`d`$ it can be speculated that systems corresponding to a large $`d`$ exhibit a phase transition which is almost of first order. As mentioned above for finite systems even values $`\alpha 0`$ cannot be excluded by mathematical reasons. We note that two-dimensional Bose-gases are an interesting and growing field of research. As it is well known, the ideal free Bose-gas in two dimensions ($`d=1`$) does not show a phase transition due to thermal fluctuations which destabilize the condensate Mullin97a . Switching on a confining potential greatly influences the properties of the gas, the thermal fluctuations are suppressed and the gas will show Bose-Einstein condensation. Recent experiments safonov98 have shown that Bose-Einstein condensation is possible even though it is called a quasi-condensate. In our notion the quasi-condensate is just a third order phase transition. Thus, our results are in complete agreement with recent experiments and earlier theoretical work. An interesting question in this respect is whether the order of the transition changes for $`d=2`$ in the limit $`N\mathrm{}`$. Additional calculation for larger $`N`$, which are not printed in Fig. 6 indicate that $`\alpha `$ approaches 1 or might even get smaller. Note that $`d=2`$ is equivalent to a hypothetical 4-dimensional ideal Bose gas or Bosons confined in a 2-dimensional parabolic trap. Our results indicate that the order of the phase transition sensitively depends on $`d`$ for values around 2. This might be the reason why phase transitions in three space dimensions are sometimes classified as second and sometimes as third order phase transitions. The parameter $`\tau _1`$ is a measure of the finite size of the system, i.e. the scaling behavior of $`\tau _1`$ as a function of $`N`$ is a measure of how fast a system approaches a true n-th order phase transition in the Ehrenfest sense. The $`N`$ dependence of $`\tau _1`$ is displayed in Fig. 6(c). The scaling behavior can be approximated by $`\tau _1N^\delta `$ with $`\delta `$ ranging between 1.06 and 1.12 for $`d=26`$. The $`d`$ dependence of the classification parameter is visualized in Fig. 7 for 50 particles. For this system size we found $`\alpha d^{4/3}`$ and $`\tau _1d^{4/3}`$. The results presented above for continuous single particle densities of states $`\mathrm{\Omega }(E)=E^{d1}`$ are obtained within semi-analytical calculations. In order to compare these results to systems with a discrete level density we adopt as a reference system the 3-dimensional harmonic oscillator with the partition function given by $$Z()=\underset{n=0}{}\frac{(n+2)(n+1)}{2}\mathrm{exp}((n+3/2)),$$ (12) with $`\mathrm{}=\omega =k_\mathrm{B}=1`$. Fig. 8(a) displays the zeros of the partition function (10) for $`d=2`$ and $`d=3`$. Fig. 8(b) displays a contour plot of the absolute value of the ground state occupation number $`\eta _0()=\frac{1}{}_{ϵ_0}Z()/Z()`$ with $`Z`$ given by (12) calculated using an alternative recursion formula recurnew . The zeros of $`Z`$ are poles of $`\eta _0`$ and are indicated by dark spots in this figure. Analyzing the distribution of zeros consolidates our speculation that the order of the phase transition sensitively depends on $`d`$. The distribution of zeros behaves like the above calculated values for $`d=2`$ but quantitatively like $`d=3`$. Since the degeneracy of the three-dimensional harmonically confined ideal Bose-gas is a second-order polynomial not only the quadratic term has to be taken into account. The linear term becomes dominant for lower temperatures, so for very low temperatures the best approximation of a continuous one-particle density of states is $`\mathrm{\Omega }(E)=E`$. The parameter $`\alpha `$ supports this statement borrmann99 , i.e. $`\alpha `$ resides in a region above 1. Whereas the parameter $`\gamma `$ behaves like the $`d=3`$ case. Finally the parameter $`\tau _1`$ which is a measure for the discreteness of the system shows a $`\tau _1N^{0.96}`$ dependence which is comparable to the one for $`d=2`$. Thus, for small systems the phase transition is of third order, it can be speculated if it becomes a second order transition in the thermodynamic limit. Not only qualitatively but also quantitatively our calculations are in very good agreement with recent theoretical works balazs98 ; Grossmann1995 . Comparing the critical temperature which we defined in Sec. II with the usually utilized ones like the temperature of the peak of the specific heat $`\beta (\mathrm{C}_{\mathrm{V},\mathrm{max}})`$ or the grand-canonically calculated $`T_CN^{1/3}`$ confirms our approach. In Fig. 9 three possible definitions of the critical temperature are given which all coincide in the thermodynamic limit. All definitions show a $`\beta N^\rho `$ dependence with $`\rho `$ ranging between $`2/5`$ and $`1/3`$. ## IV conclusion Starting with the old ideas of Yang and Lee, and Grossmann et al. we have developed a classification scheme for phase transitions in finite systems. Based on the analytic continuation of the inverse temperature $`\beta `$ into the complex plane we have shown the advantages of this approach. The distribution of the so-called Fisher-zeros $`_k`$ draws enlightening pictures even for small systems whereas the usually referred thermodynamic properties like the specific heat fail to classify the phase transitions properly. The classification scheme presented in this paper enables us to name the order of the transition in a non-ambiguous way. The complex parts $`\tau _k`$ of the zeros $`_k`$ resemble times for which a whole ensemble of identical systems under consideration in a heat bath with an initial Boltzmann-distribution looses its memory. We have applied this to ideal non-interacting Bose-gases confined in power-law traps. We have found that the order of the phase transition sensitively depends on the single particle density of states generated by the confining potential. The distribution of zeros exactly reveals the order of the phase transition in finite systems.
warning/0006/cond-mat0006467.html	ar5iv	text	# Quiet and Noisy Metastable Voltage States in High-Tc Superconductors ## I Introduction Voltage noise in the thermodynamically superconducting state is associated with dissipation induced by motion of magnetic flux structures and/or action of intrinsic Josephson junctions. In good quality high-T<sub>c</sub> superconducting (HTSC) samples the dissipation caused by the flow of transport currents along the superconducting planes is dominated by dissipative flux processes. Flux noise due to randomness in vortex matter dynamics converts into observable voltage fluctuations by means of an intrinsic flux-to-voltage conversion mechanism . Low frequency flux and voltage noise in HTSC systems typically appears as wide band Gaussian fluctuations with a $`1/f`$-like power spectral density (PSD). $`1/f`$-like noise is frequently accompanied by characteristic non-Gaussian random telegraph noise (RTN) components. Telegraph signals in HTSC systems were detected in magnetic flux noise at low and high magnetic fields , magnetically modulated microwave absorption and in voltages appearing across dc current biased thin films . In the simplest case of a two-level random telegraph signal (dichotomous noise) the observable switches randomly between two fixed levels, referred to as ”up” and ”down” level. Generation of dichotomous noise can generally be traced to an action of a two-level fluctuator (TLF) consisting of two energy wells separated by a barrier. The system undergoes thermally activated or tunnel transitions between the wells corresponding to random switching of the measured observable, for a review see ref. 4. In reality, random telegraph signals deviate from the ideal two-level fluctuator picture. First of all, experimentally observed RTN always appears on the background of noise contributed by other random processes in the sample and by instruments in the electronics chain. Waveforms of experimentally observed HTSC random telegraph signals frequently exhibit exotic features, such as multi–level switching and modulation of telegraph amplitude and/or switching frequency by yet another telegraph signal . Among many exotic manifestations of RTN signals in HTSC systems, events demonstrating different traces of background noise at different RTN levels, or in other words, background noise which changes synchronously with the telegraph signal, deserves particular attention. This phenomenon was first observed in flux noise experiments performed at zero field cooled HTSC samples and since then is referred to as ”noisy and quiet metastable states” . Pronounced asymmetry in the background noise variance at distinct telegraph levels has subsequently been observed by us in the voltage noise of current biased HTSC thin films . The appearance of quiet and noisy telegraph states was tentatively interpreted as a signature of vortex hopping from a site where it is relatively mobile to a site where it is much more restricted spatially . This assumption imposes strong conditions on the model of an active two-level fluctuator by requiring the TLF energy wells to have different curvature. Consequently, the attempt frequencies for two distinct wells must also be assumed to be different. Thus a TLF responsible for the appearance of quiet and noisy metastable states deviates markedly from the classical TLF scenario of two symmetric wells separated by an asymmetric barrier . It is worth remembering here that similar exotic random telegraph waveforms have been observed in non-superconducting solid state systems . The non-superconducting quiet and noisy RTN events were generally ascribed to interactions between localized structural defects and active two-level fluctuators in small size systems. Nevertheless, mechanisms responsible for synchronous switching of RTN level and background noise intensity as well as modulation of the telegraph waveforms in HTSC samples cannot be consistently explained by evoking similar defect-fluctuator interactions . This paper is devoted to the experimental investigation of the nature of quiet and noisy metastable states appearing in random telegraph voltage noise in zero field cooled BiSrCaCuO thin film strips which are driven into a dissipative state by bias current flow. ## II Experimental The experiments were performed with 300 nm thick, c-axis oriented high quality thin BiSrCaCuO 2212 films fabricated by means of molecular beam epitaxy. The details of sample preparation and characterization are reported elsewhere . The films had a very high residual resistance ratio, R$`{}_{300/100}{}^{}3.3`$, T$`{}_{c}{}^{}(R=0)`$ above 86 K, and critical current density $`J_c(4.2K)10^5A/cm^2`$. X–ray diffraction spectra of the films showed only peaks of the pure 2212 phase and strong preferential orientation with c–axis perpendicular to the substrate plane. The films were patterned into 50 $`\mu `$m wide strips with large silver covered contacts pads on both ends of the strip and voltage pick–up leads separated by 50 $`\mu `$m. In the experiments the voltage signal developed under $`dc`$ current flow in the strip was delivered to the top of cryostat, amplified by a low noise preamplifier, and processed by a signal analyzer. Several random telegraph events were detected in many, relatively narrow, noisy window ranges of temperature, current flow and associated magnetic fields. In this paper we concentrate however only on RTN events observed in the current induced dissipative state at zero applied magnetic field. An example of a RTN waveform appearing in one of our strips at 77 K is shown in Fig. 1. Even a brief examination of the experimental record convinces one that the apparent background noise intensities at distinct telegraph levels are markedly different. This is a clear manifestation of the quiet and noisy metastable states seen in the form of voltage fluctuations. It should be emphasized that the appearance of quiet and noisy metastable states in current biased HTSC samples is not restricted to a particular type of a sample or deposition technique. We have previously reported similar events in BSCCO films obtained by liquid phase epitaxy on NdGaO<sub>3</sub> substrates . The switching in the intensity of the background noise synchronous with the RTN signal suggests that some form of statistical correlations between RTN and background fluctuations may exist. To get a deeper insight into this puzzling phenomenon we have performed a detailed statistical analysis of the RTN waveforms and background fluctuations. The experimentally observed background noise has been investigated by analyzing Gaussian distributions of voltage fluctuations around mean voltages of the RTN levels. For each current flow the analysis was performed by averaging the results of at least 5 time records sampled in 40960 points. The RTN components of the experimental record have been initially analyzed by annotating the time instances at which the system undergoes transitions between RTN states, determining the time lengths of individual pulses and heights of individual RTN amplitudes, building their histograms, and finding the statistical average values. This procedure is straightforward for clean RTS signals, well above the background noise intensities. However, this approach fails completely in the case of ”noisy” records, for which it becomes difficult to determine the precise moment at which transitions occur. To enable analysis of the experimental records strongly perturbed by the background noise we have developed a new procedure of RTN analysis in the time domain which is based on differences between statistical properties of the Gaussian background noise and Marcovian RTN fluctuations (Section III. Statistical analysis confirmed that variances of background fluctuations around up and down telegraph levels are indeed different. Moreover, we have found that the ratio between variances $`\sigma _{up}/\sigma _{dn}`$ changes markedly with changing current flow, as shown in Fig. 2. The dependence of the variance ratio on bias current should not be surprising, since all statistical average parameters of the RTN fluctuations in HTSC systems are known to change with changing current flow . The evolution of RTN lifetimes with changing bias current as determined from experimental records is illustrated in Fig. 3, while the current dependence of RTN amplitude is plotted in Fig. 2 together with the variance ratio. Fig. 2 shows that current induced changes of the variance ratio follow closely the RTN amplitude evolution. This feature may be evoked as an argument in the favor of possible statistical correlation between RTN and background fluctuations. However, a careful examination of the variance ratio behaviour reveals that at a certain current flow, the variances of the background noise at RTN levels become equal, $`\sigma _{up}=\sigma _{dn}`$. Moreover, one finds that with further current increase the noisy and quiet metastable states are interchanged. The current flow at which the variances become equal corresponds to the symmetrizing current $`I_s`$ at which $`\tau _{up}=\tau _{dn}`$ and the RTN waveform is symmetric: compare Figs. 3 and 2. The disappearance of differences between the background fluctuations around RTN levels at the symmetrizing current strongly suggests that the apparent differences in RTN background noise variances are associated with differences in RTN lifetimes at distinct metastable levels. This translates directly into differences in the effective bandwidth in which the background noise at each level is observed in the experiment. In the time domain the mean square noise around each RTN level is $$<\sigma _{up(dn)}^2>=\frac{1}{T}_0^T[U(t)\overline{U}_{up(dn)}]^2𝑑t,$$ (1) where $`U(t)`$ is the departure from the mean value $`\overline{U}_{up(dn)}`$ of the signal, and $`T`$ is a time interval. On the other hand, in the frequency domain, the variance of a signal with a zero mean can be expressed as $$<\sigma ^2>=_{f_{min}}^{f_{max}}S(f)𝑑f,$$ (2) where the bracket denotes ensemble averaging, $`S(f)`$ is the spectral density function (PSD). The maximum frequency in the record and the upper limit for the integral (2) is set by the data sampling frequency, $`f_{max}=1/\mathrm{\Delta }t`$, where $`\mathrm{\Delta }t`$ is the time interval between data points. The lower frequency limit of the experimental bandwidth is set by the inverse of the average RTN lifetime, $`f_{min}=1/\tau `$ . To compare the real intensities of the background noise at distinct RTN level and to establish whether quiet and noisy metastable states exist in physical reality one should calculate the variance ratio directly from (2). This requires the functional form of $`S(f_{bckgnd})`$ for the background noise. One can determine $`S(f)_{bckgnd}`$, assuming the RTN and background fluctuations are uncorrelated, by subtracting $`S(f)_{rtn}`$ from $`S(f)_{exp}`$. For a pure two-level RTN signal , $$S(f)_{rtn}=4\mathrm{\Delta }V^2\frac{(\tau _{up}\tau _{dn})^2}{(\tau _{up}+\tau _{dn})^3}\frac{1}{1+4\pi ^2f^2/f_c^2}$$ (3) where $`f_c=\tau _{up}^1+\tau _{dn}^1`$. The spectrum of a pure RTN contribution can be calculated from (3), by inserting the amplitude $`\mathrm{\Delta }V`$, and average lifetimes $`\tau _{up}`$, and $`\tau _{dn}`$ obtained from statistical analysis of the experimental time records. However, this approach cannot be applied to signals in which RTN and background fluctuations are correlated. In this case the spectrum $`S(f)_{exp}`$ also contains unknown cross-correlation term, $`S(f)_{exp}=S(f)_{rtn}+S(f)_{bckgnd}+S(f)_{rtn,bckgnd}`$. In our experiments we find strong indications that RTN and background noise fluctuations may be correlated. Moreover, if quiet and noisy metastable states really exist it is quite plausible that the background noise at distinct RTN levels may be characterized by spectral densities not only with different intensities but also with different functional forms of $`S(f)`$. Thus to investigate RTN background noise problem one should create artificial time records representing background fluctuations at each RTN level and find their Fourier transforms. Noise records of the separate RTN levels can be obtained by redistributing the experimental record into two subsets, each containing only data points belonging to two given RTN state, as described in the next section. ## III RTN analysis in time domain The proposed analysis procedures are based on the assumption that the telegraph noise constitutes a discrete Marcovian dichotomous signal with Poisson statistics of the lifetime distribution and a single amplitude $`\mathrm{\Delta }V`$, while the fluctuations within telegraph levels are due only to the background noise which is assumed to be Gaussian. In the experiment, the continuous signal $`U(t)`$ is sampled with a frequency $`f_c=1/\mathrm{\Delta }t`$ into a digital record $`\{U_n\}`$ of the length $`N\mathrm{\Delta }t`$, containing $`N`$ data points equally spaced in chronological order, $`n=(1,2,\mathrm{}N)`$. First, we fit amplitude histogram $`\{U_n\}`$ to the two-Gaussian distribution $`G(U_n)`$ corresponding to the sum of background noise distributions around up and down RTN levels: $$G(U_n)=G_{dn}(U_n)+G_{up}(U_n)=\frac{A_{dn}}{\sigma _{dn}\sqrt{2\pi }}e^{\frac{(U_n\overline{U}_{dn})^2}{2\sigma _{dn}^2}}+\frac{A_{up}}{\sigma _{up}\sqrt{2\pi }}e^{\frac{(U_n\overline{U}_{up})^2}{2\sigma _{up}^2}},$$ (4) where $`\sigma _{dn}`$ and $`\sigma _{up}`$ are the variances of the background noise around the mean values $`\overline{U}_{dn}`$ and $`\overline{U}_{up}`$, respectively, $`A_{up}=N_{up}\mathrm{\Delta }U`$ and $`A_{dn}=N_{dn}\mathrm{\Delta }U`$ are the areas under the Gaussian curves, $`\mathrm{\Delta }U`$ is the size of the amplitude histogram bin, and $`N_{up}`$ and $`N_{dn}`$ stand for the total number of data points in the record belonging to the respective $`\{up\}`$ and $`\{dn\}`$ telegraph state. The probability that a data point from $`\{up(dn)\}`$ takes a value $`[U_n\frac{\mathrm{\Delta }U}{2},U_n+\frac{\mathrm{\Delta }U}{2}]`$ is $`G_{up(dn)}(U_n)\frac{\mathrm{\Delta }U}{A_{up(dn)}}`$ . We start from a point $`n1`$ that with the probability $`𝒫=1`$ belongs to $`\{dn\}`$, i.e., $`U_{n1}U_{min}^{up}`$ (see Fig. 4). The probability that the next data point $`n`$, takes a value $`Uϵ[U_n\frac{\mathrm{\Delta }U}{2},U_n+\frac{\mathrm{\Delta }U}{2}]`$ is given by a sum of the probabilities of two alternative events, $`𝒫_{n_{\{dn\}}}^{up}+𝒫_{n_{\{dn\}}}^{dn}`$, in which point $`n`$ belongs to the state $`\{dn\}`$ or $`\{up\}`$. The first term is the product of the probabilities that the point $`n`$ takes a value from the range $`[U_n\frac{\mathrm{\Delta }U}{2},U_n+\frac{\mathrm{\Delta }U}{2}]`$ and that a transition from $`\{dn\}`$ to $`\{up\}`$ has occurred in the time between acquisition of the data points $`n1`$ and $`n`$, $$𝒫_{n_{\{dn\}}}^{up}=G_{up}(U_n)\frac{\mathrm{\Delta }U}{A_{up}}\frac{\mathrm{\Delta }t}{\tau _{dn}}.$$ (5) The second term describes the joint probability of an event in which point $`n`$ takes the same value and no transition occurs between data points $`n1`$ and $`n`$, $$𝒫_{n_{\{dn\}}}^{dn}=G_{dn}(U_n)\frac{\mathrm{\Delta }U}{A_{dn}}(1\frac{\mathrm{\Delta }t}{\tau _{dn}}).$$ (6) A criterion for ascribing the data point $`n`$ either to the state $`\{up\}`$ or to the state $`\{dn\}`$ can be based on comparing the probabilities (5) and (6). We define $$_{dn}(U_n)=\frac{𝒫_{n_{\{dn\}}}^{up}}{𝒫_{n_{\{dn\}}}^{dn}}=\frac{G_{up}(U_n)}{G_{dn}(U_n)}\frac{A_{dn}\mathrm{\Delta }t}{A_{up}(\tau _{dn}\mathrm{\Delta }t)}.$$ (7) Clearly, when $`_{dn}>1`$ then $`nϵ\{up\}`$, whereas for $`_{dn}<1`$ $`nϵ\{dn\}`$. In an analogous way, assuming that point $`n1`$ belongs to the state $`\{up\}`$, we can formulate the probability of ascribing the data point $`n`$ to either $`\{up\}`$ or $`\{dn\}`$, $$_{up}(U_n)=\frac{𝒫_{n_{\{up\}}}^{dn}}{𝒫_{n_{\{up\}}}^{up}}=\frac{G_{dn}(U_n)}{G_{up}(U_n)}\frac{A_{up}\mathrm{\Delta }t}{A_{dn}(\tau _{up}\mathrm{\Delta }t)}.$$ (8) For $`_{up}>1`$ point $`nϵ\{dn\}`$, whereas for $`_{up}<1`$ we have $`nϵ\{up\}`$. For practical convenience one may convert the probability criterion into the voltage criterion by solving equations $`_{dn}=1`$ and $`_{up}=1`$. The solutions, $`U_{dn}^{}`$ and $`U_{up}^{}`$, respectively, determine the threshold voltages (see Fig. 4) which can be employed for fast redistribution of the acquired data points between the RTN states. If the previously analyzed point has been attributed to the state $`\{dn\}`$ then the next data point will be ascribed to the same state if $`U_nU_{dn}^{}`$, and to the opposite state otherwise. If a data point $`n1`$ was ascribed to the state $`\{up\}`$ then the point $`n`$ will belong to the same state when $`U_nU_{up}^{}`$. To determine the threshold voltages one needs to know $`A_{up}`$ and $`A_{dn}`$, $`\overline{U}_{up}`$ and $`\overline{U}_{dn}`$, $`\sigma _{up}`$ and $`\sigma _{dn}`$, and the average lifetimes $`\tau _{up}`$ and $`\tau _{dn}`$. All but $`\tau _{up}`$ and $`\tau _{dn}`$ are already known from the initial fit of the experimental amplitude histograms to a two-Gaussian distribution (4). The missing average RTN lifetimes can be determined through a conventional statistical analysis of lifetime distributions or, alternatively, evaluated from the areas under the relevant Gaussian curve, provided that the total number of transition in the record, $`k`$, is known. In a large $`k`$ approximation, $`k1`$, the average RTN lifetimes can be approximated by $$\tau _{up(dn)}=\frac{2}{k}\frac{A_{up(dn)}}{\mathrm{\Delta }U}\mathrm{\Delta }t.$$ (9) The total number of transitions in the experimental record is usually large and the approximation $`k1`$ is generally well justified, nevertheless, the total number of transitions in the record is still not known. The missing $`k`$ value can be determined by tentatively redistributing data points according to a simplified rough criterion, which does not require the knowledge of average lifetimes, and subsequently performing iterative fitting procedures of thus re-distributed records to the original experimental Gaussian distributions. In the approximation $`\sigma _{up}=\sigma _{dn}=\sigma `$. Eqs (8) and (7) have the following solutions: $$U_{dn}^{}=\frac{\overline{U}_{dn}+\overline{U}_{up}}{2}+\frac{\sigma ^2}{\mathrm{\Delta }U}\mathrm{ln}(\frac{\tau _{dn}}{\mathrm{\Delta }t}1)=\overline{U}_{dn}+\delta _{dn},$$ (10) $$U_{up}^{}=\frac{\overline{U}_{dn}+\overline{U}_{up}}{2}\frac{\sigma ^2}{\mathrm{\Delta }V}\mathrm{ln}(\frac{\tau _{up}}{\mathrm{\Delta }t}1)=\overline{U}_{up}\delta _{up}.$$ (11) A rough criterion for the zero-order redistribution of data points can be established by setting the logarithmic terms to unity. The resulting approximate, overestimated voltage criteria read $$\stackrel{~}{U}_{dn}^{}=\overline{U}_{dn}+\frac{\mathrm{\Delta }V}{2}+\frac{\sigma ^2}{\mathrm{\Delta }U},$$ (12) $$\stackrel{~}{U}_{up}^{}=\overline{U}_{up}+\frac{\mathrm{\Delta }V}{2}\frac{\sigma ^2}{\mathrm{\Delta }U}.$$ (13) After an initial tentative redistribution of data points from the experimental record one can build an artificial time record of a pure RTN and easily count the number of telegraph transitions $`k_0`$. Using $`k_0`$ as a zero order approximation of the real $`k`$ one calculates $`\tau _{up}`$ and $`\tau _{dn}`$ using (9). Next, the separation procedure is again performed, this time with the help of the exact criteria (8) and (7), whichever is appropriate. Subsequently, the new, corrected pure RTN record is created and the new number of transitions, $`k_1`$, is counted. The iterations are repeated $`i`$ times, until the final number of transitions $`k_i=k`$ is obtained. The final $`k_i`$ is the value for which Gaussian distributions around each RTN state, as obtained through the separation procedures, fit to the original experimental distributions $`G_{up}(U)`$ and $`G_{dn}(U)`$. The described procedure converges rapidly and typically $`i<5`$ iterations are needed to obtain a stable $`k`$ and calculate the values of $`\tau _{up}`$ and $`\tau _{dn}`$. The proposed procedure works well even for relatively noisy RTN signals, as illustrated in Fig. 5 showing a ”noisy” RTN signal together with a record of clean telegraph contribution revealed by means of the above described procedure. Note that all telegraph jumps, even those strongly perturbed by the background noise, can be seen in the pure RTN record. The pure RTN record can be also employed as a guide to extract artificial separate records of background noise at each RTN level from the data. ## IV Results and discussion The knowledge of the RTN average lifetimes, see Fig. 3, determined by statistical analysis of the time record, and the acquisition rate allowed us to determine the effective bandwidth for the background noise. Now, we have to determine the functional form of the background noise spectra. For that purpose, using the procedures described above, we created an artificial time record of a pure RTN contribution and a record containing only the background noise components. The background noise record was obtained by subtracting, in the time domain, the pure telegraph contribution from the total experimental record. Subsequently, for each current, we calculated the spectral densities of background noise records. An example of such analysis for a current close to $`I_s`$ is shown in Fig. 6. The pure RTN contribution has a Lorentzian shape described by Eq. (3), while the background noise power spectrum follows a $`1/f^{0.5}`$ power law within the experimental frequency range. We have verified by further separation of the background noise time record into two separate contributions corresponding to the $`\{up\}`$ and $`\{down\}`$ RTN states that all the background noise components are characterized by the same $`1/f^{0.5}`$ PSD. Moreover, this functional form of the PSD does not change with changing current within the entire noisy window range. By inserting $`S(f,I)=C(I)/f^{0.5}`$ into Eq. (2) we obtain the background noise variance at a given RTN level, $$<\sigma ^2>=_{\frac{1}{\tau (I)}}^{\frac{1}{\mathrm{\Delta }t}}S(f,I)𝑑f=_{\frac{1}{\tau (I)}}^{\frac{1}{\mathrm{\Delta }t}}\frac{C(I)}{f^{0.5}}𝑑f=C(I)\left[1\left(\frac{2\mathrm{\Delta }t}{\tau (I)}\right)^{0.5}\right],$$ (14) where $`C(I)`$ is a current dependent constant characterizing the noise intensity at a unit frequency and $`\tau `$ is the average lifetime at the considered RTN level. We proceed by calculating, for each current, the ratio between variances at two RTN levels using Eq. (14) with $`\tau (I)`$ values determined from the statistical analysis of the pure RTN waveform: $$\frac{<\sigma _{dn}^2>}{<\sigma _{up}^2>}=\frac{C_{dn}(I)}{C_{up}(I)}\frac{\left[1\left(\frac{2\mathrm{\Delta }t}{\tau _{dn}(I)}\right)^{0.5}\right]}{\left[1\left(\frac{2\mathrm{\Delta }t}{\tau _{up}(I)}\right)^{0.5}\right]}.$$ (15) At this point we arrive at the crucial question about the real intensities of the background noise around RTN levels, $`C_{up}`$ and $`C_{dn}`$. Let us, for a moment, assume that the noise intensities on both levels are equal $`C_{up}/C_{dn}=1`$. The variance ratio calculated from Eq. (15) under the assumption of identical background noise intensities on both RTN levels, is compared with the experimental variance ratio determined from the width of the Gaussian background noise distributions in Fig. 7. The agreement between the calculated and experimental results is excellent, indicating that the background noise intensities on both RTN levels are indeed identical. Therefore, we conclude that the difference in the background noise traces, appearing as quiet and noisy metastable states, is not due to the exotic structure of a two-level fluctuator but results from the bandwidth limits imposed on the observable background noise by the telegraph fluctuations. It is worth emphasizing that it is the RTN mean lifetime that determines the experimental bandwidth, and consequently noise variance at a given level, and not the individual pulse duration. This feature is clearly seen in Fig. 8 showing a fragment of a time record demonstrating the effect of quiet and noisy RTN states. For this record $`\tau _{up}>\tau _{dn}`$, and voltage fluctuations around the up level appear to be much stronger than those around the down level. Our claim that the difference in background noise at two RTN levels is due to a different bandwidth in which we observe fluctuations around a given state translates into the length of the time window in which a given state is observed. One may then ask why are the fluctuations within the pulse labeled as ”1” in Fig. 8 smaller then the fluctuations of the pulse labeled ”2”, if the length of the pulse ”1” $`t_{dn}^1`$ is clearly longer then the lifetime $`t_{up}^2`$ of the pulse ”2”. Since the time during which we observe pulse ”1” is longer, therefore also the bandwidth should be wider and the fluctuations around ”1” should be stronger then those around ”2”. This does not happen because RTN noise constitutes a Markovian process without a memory. When the RTN switches to another level, the only information available to the system is the probability of switching back to the previous state given by the inverse of the statistically average RTN lifetime. As our system does not know how long it will stay in a given state, the variance at a given level cannot adjusts itself to the actual pulse length but only to the statistically significant variable, i.e., to the average lifetime. Remember that RTN lifetimes (pulse lengths) are exponentially distributed. Therefore one may well encounter a long pulse belonging to the distribution with a short average lifetime as well as a short pulse from the distribution characterized by a long average lifetime. Consequently, fluctuations around a shorter pulse with a longer average lifetime will appear stronger than those around a longer pulse with a short average lifetime, as is the case illustrated in Fig. 8. ## V Conclusions We conclude that, at least in our experimental case, quiet and noisy metastable states do not exist. The difference between fluctuations around distinct RTN levels, so clearly visible in the experimental time records, is due only to the differences in the effective bandwidth in which one the background noise is seen in the experiments. The bandwidth limits are imposed by the signal sampling rate and the average lifetimes of the random telegraph signal. The observed changes of the variance ratio with changing current result from the current dependence of the RTN lifetimes. We emphasize that to claim that quiet and noisy metastable states really exist in the reality it is not enough to detect different noise variances around different RTN levels. The proper conclusion can be drawn only after different background fluctuations appear in a symmetric RTN waveform, for which the background noise bandwidth at both RTN levels is the same. In the pioneering experiments on flux noise this was clearly not the case in the entire temperature range investigated as it follows from the evaluations of the average RTN lifetimes . Nevertheless, in these zero field and zero current experiments it was not possible to change the pristine symmetry of the observed RTN signal and to establish if the quiet and noisy metastable states are due to bandwidth differences or reflect a real exotic structure of the involved two-level fluctuator. In our early communique concerning amplitude modulated RTN voltages in thin HTSC films we suggested the possible existence of statistical correlations between the RTN and background noise components based on appearances of quiet and noisy metastable states. Unfortunately, we completely disregarded the fact that noise variances around RTN levels were actually equal for a symmetric RTN signal. The quiet and noisy metastable states as reported in are therefore most likely also due to the noise bandwidth limits that change with changing bias current. Finally, we consider why different RTN background noise levels are so rarely observed experimentally. If the bandwidth limiting mechanism is correct, one would expect to see quiet and noisy metastable states in all asymmetric RTN manifestations. The answer lies in the particular functional form of the background noise. Note that the bandwidth differences have little influence on the variance ratio when the background noise is white. It follows from Eq. (2) that for white background noise with spectral density $`C(I)`$ $$\frac{<\sigma _{dn}^2>}{<\sigma _{up}^2>}=\frac{C_{dn}(I)}{C_{up}(I)}\frac{\frac{1}{\mathrm{\Delta }t}\frac{1}{\tau _{dn}}}{\frac{1}{\mathrm{\Delta }t}\frac{1}{\tau _{up}}}.$$ (16) Since the sampling rate $`1/\mathrm{\Delta }t`$ has to satisfy $`\mathrm{\Delta }t\tau _{up},\tau _{dn}`$, for the white background noise $`<\sigma ^2>_{dn}/<\sigma ^2>_{up}1`$. Background noise with $`1/f^\alpha `$-like spectrum clearly exercises a much stronger influence on the variance ratio. In fact, only this type of background noise can give rise to experimentally observable quiet and noisy metastable states. ###### Acknowledgements. This work was supported by THE ISRAEL SCIENCE FOUNDATION founded by The Academy of Sciences and Humanities, and by the Israeli Ministry of Science and by a Polish Goverment KBN grant. The authors thank the group of Prof. Maritato at the University of Salerno for providing the thin film samples. Stimulating discussions with Georges Waysand and Ilan Bloom are greatly appreciated.
warning/0006/cond-mat0006204.html	ar5iv	text	# 1 Introduction ## 1 Introduction One of the simplest and more studied models of statistical mechanics is the $`q`$state Potts model , which is the basic system symmetric under the permutation group of $`q`$ elements. It can be defined on any connected graph $`G`$ associating with each vertex $`i=1,2,\mathrm{},v(G)`$ the spin variable $`\sigma _i=1,2,\mathrm{},q`$ . Its partition function at temperature $`T=1/\beta `$ is taken to be $$Z_G=\underset{\{\sigma \}}{}e^\beta $$ (1) where $`=_{ij}\delta _{\sigma _i\sigma _j}`$ with $`ij`$ ranging over pairs of adjacent vertices in $`G`$. A long-standing problem is how to characterise geometrically in this kind of models the fluctuations near a critical point. Contrary to the naive expectation, the clusters made of adjacent sites with aligned spins do not play an important role in this respect. A different definition of cluster was proposed for the Ising model and generalised to the $`q`$state Potts model . These clusters are defined as adjacent sites with the same spin connected by bonds with probability $`p=1e^\beta `$. Within such a definition, these clusters behave correctly at the critical point, in the sense that their radius and the density of the percolating cluster scale with the correct critical exponents. The partition function (1) can be rewritten in terms of these clusters using the Fortuin Kasteleyn representation: $$Z_G(q,v)=\underset{G^{}G}{}v^{e(G^{})}q^{k(G^{})},$$ (2) where $`v=\frac{p}{1p}=e^\beta 1`$; the summation is over all spanning subgraphs of $`G`$, namely the subgraphs made with all the vertices of $`G`$ i.e. with $`v(G^{})=v(G)`$; $`e(G^{})`$ is the number of edges of $`G^{}`$, called active bonds, and $`k(G^{})`$ the number of connected components or Fortuin-Kasteleyn (FK) clusters. This formulation of the partition function, sometimes called a di-chromatic polynomial, enables one to generalise $`q`$ from positive integers to real and complex values. In particular $`q=0`$ corresponds to the tree percolation problem and $`q=1`$ is the random percolation problem. In the present work we establish some new exact topological properties of these clusters. They arise from a class of identities between correlation functions which are valid for any graph $`G`$ and come from the invariance of the partition function (1) with respect to a local $`\text{Z}\text{Z}_2`$ transformation. Their origin suggests to call them Ward identities (see Sect. 2). Their common feature is to relate the thermal operators of the Potts model to some linking properties of the FK clusters and generalise a class of analogous relations recently found in the Ising model . It turns out that any even correlation function can be expressed in terms of a new kind of observables, which depend only on the closed circuits of these clusters (see Sect. 3). This suggests new, powerful methods to evaluate even correlators which can be easily implemented in numerical experiments: let $`G_1^{},G_2^{},\mathrm{},G_i^{},\mathrm{}`$ be a sequence of spanning subgraphs in statistical equilibrium with the partition function (2), generated by any updating algorithm. Deleting all the edges which do not belong to any circuit of $`G_i^{}`$ produces a dramatic simplification of the configuration with no information loss on thermal properties of the system. In the simplified configurations the evaluation of the new kind of observables is a much easier task. This leads to improved estimators of the thermal operators of this model. ## 2 Ward Identities An elementary derivation of the simplest of these identities is the following. Let $`\mathrm{}`$ be any edge of $`G`$. Denote by $`G_{\mathrm{}}^+`$ the spanning subgraphs containing $`\mathrm{}`$ and by $`G_{\mathrm{}}^{}`$ the others. Clearly the set $`\{G^{}\}`$ of all the spanning subgraphs may be written as the sum of two disjoint subsets $`\{G^{}\}=\{G_{\mathrm{}}^+\}\{G_{\mathrm{}}^{}\}`$. Denote by $`\delta _{\mathrm{}}`$ the $`\text{Z}\text{Z}_2`$ transformation on $`Z_G(q,v)`$ which deletes the edge $`\mathrm{}`$ from any subgraph of type $`G_{\mathrm{}}^+`$ and adds it to any subgraph of type $`G_{\mathrm{}}^{}`$. This is a symmetry of the partition function, namely, $$\delta _{\mathrm{}}\left[Z_G(q,v)\right]=Z_G(q,v),$$ (3) since $`_{G^{}G}=_{G_{\mathrm{}}^+G}+_{G_{\mathrm{}}^{}G}`$ and $`\delta _{\mathrm{}}`$ exchanges the two subsets $`\{G_{\mathrm{}}^+\}\{G_{\mathrm{}}^{}\}`$. On the contrary the two partial sums are not invariant, but their way of transforming under $`\delta _{\mathrm{}}`$ can be explicitly evaluated. We have, of course, $$\delta _{\mathrm{}}\left[e(G_{\mathrm{}}^\pm )\right]=e(G_{\mathrm{}}^\pm )1.$$ (4) The action of $`\delta _{\mathrm{}}`$ on the number of clusters $`k(G_{\mathrm{}}^+)`$ depends on a topological property of $`\mathrm{}`$: if it belongs to a circuit of $`G_{\mathrm{}}^+`$, $`k`$ is kept invariant $$\delta _{\mathrm{}}\left[k(G_{\mathrm{}}^+)\right]=k(G_{\mathrm{}}^+);$$ (5) we call black bonds the edges with this property . If $`\mathrm{}`$ do not belongs to any closed circuit of $`G_{\mathrm{}}^+`$ we have $$\delta _{\mathrm{}}\left[k(G_{\mathrm{}}^+)\right]=k(G_{\mathrm{}}^+)+1,$$ (6) and call it grey bond or bridge. Using (4), (5) and (6) we obtain <sup>1</sup><sup>1</sup>1This way of reasoning is very similar to the one used to describe the basic properties of the Tutte polynomial of a graph , which is a simple variant of the partition function (2); see also . $$\delta _{\mathrm{}}\left[\underset{G_{\mathrm{}}^+G}{}v^{e(G_{\mathrm{}}^+)}q^{k(G_{\mathrm{}}^+)}\right]=\underset{G_{\mathrm{}}^+G}{}[\frac{1}{v}\pi _{G_{\mathrm{}}^+}(\mathrm{})+\frac{q}{v}(1\pi _{G_{\mathrm{}}^+}(\mathrm{}))]v^{e(G_{\mathrm{}}^+)}q^{k(G_{\mathrm{}}^+)},$$ (7) where $`\pi _G^{}(\mathrm{})`$ denotes a projector on the black bonds defined as follows $$\pi _G^{}(\mathrm{})=\{\begin{array}{cc}1\hfill & \text{if }\mathrm{}\text{ is a black bond}\hfill \\ 0\hfill & \text{otherwise}\hfill \end{array}$$ (8) For the other partial sum we can write, more simply, $$\delta _{\mathrm{}}\left[\underset{G_{\mathrm{}}^{}G}{}v^{e(G_{\mathrm{}}^{})}q^{k(G_{\mathrm{}}^{})}\right]=\underset{G_{\mathrm{}}^+G}{}v^{e(G_{\mathrm{}}^+)}q^{k(G_{\mathrm{}}^+)}.$$ (9) From (3), (7) and (9) one obtains immediately $$1=\frac{v+q}{v}\rho (\mathrm{})\frac{q1}{v}\pi (\mathrm{}),$$ (10) where $`\rho (\mathrm{})=_{G_{\mathrm{}}^+}P(G_{\mathrm{}}^+)`$, with $`P(G^{})=v^{e(G^{})}q^{k(G^{})}/Z_G(q,v)`$. Summing over all the edges $`\mathrm{}=1,2\mathrm{}ne(G)`$ yields $$n=\frac{v+q}{v}e\frac{q1}{v}b,$$ (11) where $`e=_G^{}e(G^{})P(G^{})`$ is the mean number of edges of $`G^{}`$, called active bonds and similarly $`b=_G^{}b(G^{})P(G^{})`$, where $`b(G^{})`$ is the number of black bonds in the subgraph $`G^{}`$. This is the first Ward identity. Since $`e`$ is related to the internal energy $`E`$ according to $$E\frac{\mathrm{log}Z_G}{\beta }=\frac{v+1}{v}e,$$ (12) we can rewrite the above identity in the form $$E=\frac{v+1}{v+q}e(G)+\frac{(q1)(v+1)}{v(v+q)}b,$$ (13) which gives the internal energy $`E`$ in terms of black bonds. This illustrates a common feature of this kind of Ward identities: all the thermal properties of the model are encoded in the black bond configurations, as we shall see shortly. The fact that the energy counts this special kind of bonds has been already observed some time ago . As a little diversion, let us remark that if $`G`$ were a tree $`T`$, then $`b(T)b(G^{})0`$. This leads to $`E=\frac{v+1}{v+q}e(T)`$, which is a well known result of the $`q`$state Potts model on any tree with sub-exponential growth ; it also holds in the symmetric phase of any Bethe lattice . It is also interesting to study Eq. (11) in the pure percolation limit $`q1`$. Taking this limit together with the Taylor expansion of $`e`$ $$e=\frac{ve(G)}{v+1}+(q1)\left[ekek\right]_{q=1}+\mathrm{},$$ (14) yields the curious identity $$\frac{eb_{q=1}}{v+1}=\left[ekek\right]_{q=1},$$ (15) relating the mean number of bridges to the connected correlator between edges and clusters. Other Ward identities can be simply obtained by applying the above $`\text{Z}\text{Z}_2`$ transformation to more than one edge. In particular, the two-edge transformation leads to the following expression of the specific heat $`C=\frac{E}{T}`$ in terms of black bonds $`{\displaystyle \frac{C}{\beta ^2}}+E+{\displaystyle \frac{E^2}{e(G)}}`$ $`=`$ $`{\displaystyle \frac{(q1)(v+1)^2}{v(v+q)}}\{2h+`$ (16) $`+`$ $`(q1)[b^2b^2{\displaystyle \frac{b}{n}}(nb)]\}`$ with $`h=_G^{}h(G^{})P(G^{})`$, where $`h(G^{})`$ denotes the number of the cutting pairs of the spanning subgraph $`G^{}`$, i.e. the pairs of black bonds such that their deletion increases the number of clusters. ## 3 Cutting the bridges We come now to the other purpose of this paper, namely to show that not only the internal energy or the specific heat, but also any correlation function involving an even number of sites my be evaluated in terms of black bond configurations $`B(G^{})`$, i.e. the graphs generated by deletion of all the bridges in the spanning subgraphs. To this end it is convenient to slightly generalise the model in the following way: we assign to any oriented edge $`ij`$ of $`G`$ a twist, namely an integer $`\tau _{ij}=0,\pm 1,\mathrm{},\pm (q1)`$ and define a modified Hamiltonian $$_\tau =\underset{ij}{}\delta _{\sigma _i,\sigma _j+\tau _{ij}},$$ (17) where the sum $`\sigma _i+\tau _{ij}`$ is taken modulo $`q`$. An edge $`ij`$ with $`\tau _{ij}0`$ is said to be twisted. In order to get the Fortuin Kasteleyn representation of the twisted partition function $`Z_{G,\tau }=_{\{\sigma \}}\mathrm{e}^{\beta _\tau }`$, we can rewrite it as $$Z_{G,\tau }=\underset{\{\sigma \}}{}\underset{ij}{}(1+v\delta _{\sigma _i,\sigma _j+\tau _{ij}}),(v=\mathrm{e}^\beta 1),$$ (18) and expand the product as a sum of terms corresponding to the possible choices of summand from each factor. Each edge of the graph $`G`$ can appear with a factor 1 or $`v\delta _{\sigma _i,\sigma _j+\tau _{ij}}`$; in the latter case the edge is said to be an active bond. In a term with $`e(G^{})`$ active bonds we have a factor $`v^{e(G^{})}`$ together with a product of delta functions which forces to zero every configuration $`G^{}`$ in which all the spins connected by the active bonds do not satisfy the constraint $`\delta =1`$. If there are no twists in $`G^{}`$ this constraint implies that all the spins of each cluster are aligned and the total number of spin configurations in a situation in which $`G^{}`$ is formed by $`k(G^{})`$ clusters is $`q^{k(G^{})}`$. If, on the contrary, there are twisted edges on $`G^{}`$, we get a non-vanishing contribution only if there are no frustrations, namely if and only if the algebraic sum of the twists along any circuit of $`G^{}`$ is zero modulo $`q`$. In order to select these subgraphs let us introduce a projector $`\varpi _\tau (G^{})`$ defined as $$\varpi _\tau (G^{})=\{\begin{array}{cc}1\hfill & \text{if }G^{}\text{ has no frustrations}\hfill \\ 0\hfill & \text{otherwise.}\hfill \end{array}$$ (19) Note that this projector picks out a subgraph $`G^{}`$ regardless the location of its bridges, thus it can only be a function of the black bond configurations $`B(G^{})`$: $$\varpi _\tau (G^{})=\varpi _\tau (B(G^{})).$$ (20) In terms of this projector we have $$Z_{G,\tau }\underset{\{\sigma \}}{}e^{\beta _\tau }=\underset{G^{}G}{}\varpi _\tau v^{e(G^{})}q^{k(G^{})};$$ (21) this leads to the fundamental identity $$\frac{Z_{G,\tau }}{Z_G}=\varpi _\tau ,$$ (22) where the expectation value is taken with respect to the standard, untwisted Hamiltonian. This defines a (complete) set of physical observables, one for each choice of $`\tau `$, which depend only on the black bond configurations and probe the linking properties of the FK clusters. Thus the problem reduces to show that any even correlation function can be expressed in terms of suitable combinations of $`\varpi _\tau `$’s. This can be done, at least in principle, by writing the expectation value (22) in terms of spin variables $$\varpi _\tau =\frac{_{\{\sigma \}}\mathrm{e}^{\beta _\tau }}{_{\{\sigma \}}\mathrm{e}^\beta }=\mathrm{e}^{\beta _{ij}(\delta _{\sigma _i,\sigma _j+\tau _{ij}}\delta _{\sigma _i\sigma _j})}$$ (23) and then expanding the exponential. As examples, it is easily verified that a single twisted edge generates the first Ward identity (11) and the two-edge twist yields eq.(16). Note that eq. (23) has the typical form of the expectation value of correlators of disorder observables . Measuring disorder observables is not an easy task: one needs expectation values of operators which are exponentially suppressed on dominant configurations of the statistical ensemble. In particular, the numerical evaluation of operators involving a large number of twisted links represents a very hard sampling problem. Actually Eq. (20) yields a simple, effective way out. Indeed $`\varpi _\tau (B(G^{}))`$ is an improved estimator of the same observable. The evaluation of $`\varpi _\tau `$ on the black bond configurations is much less noisy than in the spin configurations, because in the former case $`\varpi _\tau `$ can only take the values 0 and 1, while in the latter case the exponential of spin variables has a much larger variance, especially for large distance correlators. As a matter of fact, powerful algorithms to evaluate these new estimators have been constructed for the surface tension in 3D Ising model and for the Wilson loops Polyakov correlators in 3D $`\text{Z}\text{Z}_2`$ gauge model -. Their extension to a general $`q`$ state Potts model is now straightforward. This work has been supported in part by the Ministero italiano dell’Università e della Ricerca Scientifica e Tecnologica.
warning/0006/physics0006039.html	ar5iv	text	# Twin Paradox and Space Topology ## I Introduction The twin paradox is the best known thought experiment of special relativity, whose resolution provides interesting insights on the structure of spacetime and on the applicability of the Lorentz transformations. In its seminal paper on special relativity, Einstein pointed out the problem of clocks synchronization between two inertial frames with relative velocity $`v`$. Later on, Langevin picturesquely formulated the problem by taking the example of twins aging differently according to their respective worldlines. The keypoint for understanding the paradox is the asymmetry between the spacetime trajectories of the “sedentary twin” and of the “traveller twin”. The subject has been widely studied for pedagogical purpose , the role of acceleration was examined in details and a full general relativistic treatment was given . Although counter-intuitive, the twin paradox is clearly not a logical contradiction, it merely illustrates the elasticity of time in relativistic mechanics. The experiment was actually performed in 1971 with twin atomic clocks initially synchronized, one of them being kept at rest on Earth and the other one being embarked on a commercial flight: the time shifts perfectly agreed with the fully relativistic calculations An interesting “revisited” paradox was formulated in the framework of a closed space (due to curvature or to topology). In such a case, the twins can meet again without none of them being accelerated, yet they aged differently. Both an algebraic and a geometric solution were given . Our present goal is to extend such explanations by adding a topological characterization of reference frames, which allows us to solve the twin paradox whatever the global shape of space may be. We first briefly recall, in § II, the classical twin paradox and its standard resolution, in § III we investigate the case of a spacetime with compact spatial sections and in § IV, we show that the root explanation of the twin paradox lies in the global breakdown of the spacetime symmetry group by a non–trivial topology. ## II The standard twin paradox Let observers $`1`$ and $`2`$ be attached to inertial frames with relative velocity $`v`$. $`1`$ is supposed to be at rest and to experience no acceleration. At time $`t=0`$, the observers synchronise their clock (thus they can be called “twins”). Then twin $`2`$ travels away at velocity $`+v`$ with respect to $`1`$ and comes back with velocity $`v`$. According to special relativity, the travel time, $`\mathrm{\Delta }\tau _2`$, measured by $`2`$ (its proper time) is related to the proper time measured by $`1`$, $`\mathrm{\Delta }\tau _1`$, by $$\mathrm{\Delta }\tau _2=\sqrt{1v^2}\mathrm{\Delta }\tau _1.$$ (1) A paradox arises if one considers that the situation is perfectly symmetrical about $`1`$ and $`2`$, since $`2`$ sees $`1`$ travelling away with velocity $`v`$ and coming back with velocity $`+v`$. If this was correct, one could reverse the reasoning to deduce that $`1`$ should be younger than $`2`$, with $$\mathrm{\Delta }\tau _1=\sqrt{1v^2}\mathrm{\Delta }\tau _2,$$ (2) and an obvious contradiction would arise. Indeed, the previous argument holds whenever $`2`$ is not accelerating. As first explained by Paul Langevin , among all the worldlines that connect two spacetime events (such as the departure and return of $`2`$), the one which has the longest proper time is the unaccelerated one, i.e. the reference frame $`𝐊`$ of $`1`$. The traveller twin $`2`$ cannot avoid accelerating and decelerating to make its return journey; then he had to jump from an inertial frame $`𝐊^{}`$ moving relatively to $`𝐊`$ with velocity $`v`$ to another inertial frame $`𝐊^{\prime \prime }`$ moving with velocity $`v`$ with respect to $`𝐊`$. Hence the situation is not symmetrical about the twins: a kink (infinite acceleration) in the middle of the path of twin $`2`$ explains the difference, and there is no contradiction in the fact that the sedentary twin $`1`$ will definitely be older than the traveller twin $`2`$. The same result holds in the framework of general relativity, dealing with a more realistic situation including accelerations, gravitational fields and curved spacetime (so that the kink is smoothed out): in order to achieve its journey, the traveller $`2`$ necessarily experiences a finite and variable acceleration; thus her reference frame is not equivalent to that of $`1`$. Such explanations, as rephrased by Bondi , are equivalent to say that there is only one way of getting from the first meeting point to the second without acceleration. However, acceleration is not the only and essential point of the twin paradox, as shown by the example of non–accelerated twins in a closed space, in which there are several ways to go from the first meeting point to the second one without accelerating . The key explanation of the twin paradox is now “some kind” of asymmetry between the spacetime paths joining two events. We investigate below the nature of such an asymmetry when space topology is not trivial (i.e. simply–connected) ## III Twins in a compact space In a spacetime which has at least one compact space dimension, one can actually start from one point, travel along several straight geodesics and come back to the same spatial position without accelerating nor decelerating. Einstein’s relativity theory determines the local properties of the spacetime $``$ (its metrics), but gives little information about its global properties (its topology) , so that special relativity (in the absence of gravitational fields) or general relativity (involving gravitational fields in curved spacetimes) well describe the local physics. For instance, the Minkowski spacetime ($`,\eta `$) used in special relativity is a manifold $`𝐑^4`$ with a flat Lorentzian metric $`\eta `$ = diag(-1,1,1,1) and Euclidean space sections $`\mathrm{\Sigma }`$. One can obain spacetimes locally identical to ($`,\eta `$) but with different large scale properties by identifying points in $``$ under a group of transformations, called holonomies, which preserve the metric (thus holonomies are isometries). For instance, identifying ($`x_0,x_1,x_2,x_4`$) with ($`x_0+L,x_1,x_2,x_3`$) changes the topology from $`𝐑^4`$ to a cylinder $`𝐒^1\times 𝐑^3`$ and introduces closed timelike lines. However, if causality is believed to hold in the sense that no effect can preceed its cause, such an identification is prohibited, and the study of spacetime topology is restricted so as to exclude closed timelike curves . This is achieved if spacetime can be decomposed as the direct product $$=𝐑\times \mathrm{\Sigma }$$ (3) where the real axis $`𝐑`$ refers to the time direction and $`\mathrm{\Sigma }`$ to the three dimensional spatial sections. Now the topology of spacetime amounts to the study of the various shapes of the spatial sections $`\mathrm{\Sigma }`$. The topology of a three–dimensional Riemannian space $`\mathrm{\Sigma }`$ can be described in full generality by a fundamental polyhedron $`𝒫`$ and a holonomy group $`\mathrm{\Gamma }`$ whose elements $`g`$ identify the faces of the polyhedron by pairs (see e.g. for a general discussion of the topological properties of spacetimes). It follows that $`\mathrm{\Sigma }`$ can be written as $$\mathrm{\Sigma }=X/\mathrm{\Gamma }$$ (4) where $`X`$ is the universal covering space (simply–connected and three dimensional) and the quotient refers to the equivalence relation ‘$``$’ defined as $$𝐱,𝐲X𝐱𝐲(g\mathrm{\Gamma }\|𝐱=g𝐲).$$ (5) If $`\mathrm{\Gamma }`$ reduces to the identity, space is simply–connected, in the sense that two points of space are connected by only one geodesic. As soon as there are non–trivial holonomies which identify points, space is multi–connected and several geodesics connect two any distinct points. In a cosmological context, multi–connected universe models lead to the existence of ghost images in the observable universe when one topological length is shorter than the horizon size. Many methods aimed to detect the cosmic topology have been proposed , so far with no definite answer coming from observational data. Returning to Minkowski space for the sake of clarity, the holonomies of $`\mathrm{\Gamma }`$ that preserve the flatness of the space sections $`\mathrm{\Sigma }`$ are the identity, the translations, the reflexions and the helicoidal displacements. The group classification leads to 18 Euclidean spaceforms with different topologies, all of them having as universal covering space $`X`$ the simply–connected, infinite Euclidean space $`𝐑^3`$. Six of them are compact (i.e. of finite volume) and orientable. Their fundamental polyhedron can be a parallelepiped or a hexagonal prism. For the sake of visualization, in the following we shall develop our reasoning in flat spacetimes with $`1+2`$ dimensions only, i.e. whose spatial sections $`\mathrm{\Sigma }`$ are just surfaces. In such a case there are 5 Euclidean topologies: the cylinder, the Möbius strip, the flat torus, the Klein bottle and the Euclidean plane . For a pedagogical purpose, we select the case where space has a torus–like topology (see figure 1). However we emphasize that our conclusions will remain valid in (1+3) dimensions, whatever the topology and the (constant) space curvature may be. Since a characteristics of multi–connected spaces is to provide several geodesics between two any points, we shall extend the concept of “twins” to more than two and consider an ensemble of “twins” (strictly speaking, initially synchronized clocks) labeled as 1,2,3 and 4 (see figure 2 \[left\]). The twin $`1`$ stays at home at point $`O`$ and her worldline can be identified with the time axis. The twin 2 leaves $`O`$ at $`t=0`$, travels away and then turns back to meet twin 1 in $`P`$. The twins $`3`$ and $`4`$ leave $`O`$ in two different directions along non–accelerated worldlines and travel away from $`1`$; they respectively reach $`P^{}`$ and $`P^{\prime \prime }`$, where they meet twin $`1`$<sup></sup><sup></sup>*Under very special circumstances, twins $`3`$ and $`4`$ could also meet altogether with twins $`1`$ and $`2`$ at the same point of spacetime!. Due to warped space, twins $`3`$ and $`4`$ managed to come back without changing their direction and inertial frame. Now, one wants to compare the ages within the various pairs of twins when they meet again. Whereas twin $`2`$ undergone the standard paradox, there seems to be a real paradox with twins $`1`$, $`3`$ and $`4`$, who all followed strictly inertial frames. In it was shown that, in the case of a cylinder, the sedentary twin $`1`$ is always older than any traveller because their states of motions, although non–accelerated, are not symmetrical. Which kind of asymmetry is to be considered? As we emphasize below, acceleration is a local concept, and the only explanation lies in a global breakdown of symmetry due to a non–trivial topology. Let us consider the projection of the worldlines onto a constant time hypersurface $`\mathrm{\Sigma }`$, assumed to be a 2D flat torus (see figure 2 \[right\]). Each projection is a loop $`\gamma (u,𝐱_0)`$ at $`𝐱_0`$ which can be parametrised by $`u[0,1[`$ if $`\gamma (0)=\gamma (1)=𝐱_0`$, where $`𝐱_0`$ is a point of $`\mathrm{\Sigma }`$. Two loops at $`𝐱_0`$, $`\gamma `$ and $`\delta `$, are said to be homotopic ($`\gamma \delta `$) if they can be continuously deformed into one another, i.e. if there exists a continuous map (called homotopy) $`F:[0,1[\times [0,1[X`$ such that $$u[0,1[,F(s,0)=\gamma (u),F(u,1)=\delta (u)$$ $$v[0,1[,F(0,v)=F(1,v)=𝐱_0.$$ The equivalence class of homotopic loops is denoted by $`[\gamma ]`$. We denote $`\gamma _i`$ the loop corresponding to the projection of the trajectory of twin $`i`$ in $`\mathrm{\Sigma }`$. In our example (see figure 2), the twins $`1`$ and $`2`$ have homotopic trajectories: since $`2`$ does not “go around” the universe, the loop $`\gamma _2`$ can be continuously contracted into the null loop $`\gamma _1=\{0\}`$, so $$\gamma _1\gamma _2\{0\}.$$ However, among these two homotopic loops, only one corresponds to an inertial observer going from $`O`$ to $`P`$: that of twin $`1`$, which is thus older than twin $`2`$, as expected in the standard paradox. Now, the twins $`3`$ and $`4`$ respectively go once around the hole and around the handle of the torus. From a topological point of view, their paths can be characterized by a so–called winding index. In a cylinder, the winding index is just an integer which counts the number of times a loop rolls around the surface. In the case of a 2–torus, the winding index is a couple $`(m,n)`$ of integers where $`m`$ and $`n`$ respectively count the numbers of times the loop goes around the hole and the handle. In our example, twins $`1`$ and $`2`$ have the same winding index (0,0), whereas twins $`3`$ and $`4`$ have winding indexes respectively equal to $`(1,0)`$ and $`(0,1)`$. The winding index is a topological invariant for each traveller: neither change of coordinates or reference frame (which ought to be continuous) can change its value. To summarize, we have the two situations: 1. Two twins have the same winding index (twins $`1`$ and $`2`$ in our example), because their loops belong to the same homotopy class. Nevertheless only one (twin $`1`$) can go from the first meeting point to the second one without changing inertial frame. The situation is not symmetrical about $`1`$ and $`2`$ due to local acceleration, and $`1`$ is older than $`2`$. 2. Several twins ($`1`$, $`3`$ and $`4`$ in our example) can go from the first meeting point to a second one at a constant speed, but travel along paths with different winding indexes. Their situations are not symmetrical because their loops belong to different homotopy classes: $$\gamma _1\sim ̸\gamma _3\sim ̸\gamma _4.$$ Twin $`1`$ is older than twins $`3`$ and $`4`$ because her path has a zero winding index. In order to solve exhaustively the twin paradox in a multi–connected space, one would like not only to compare separately the ages of the travellers with the age of the sedentary twin, but also to compare the ages of the various travellers when they respectively meet each other. It is clear that the only knowledge of the winding index of their loops does not allow us, in general, to compare their various proper time lapses. The only exception is that of the cylinder, where a larger winding number always corresponds to a shorter proper time lapse. But for a torus of unequal lengths, for instance when the diameter of the hole is much larger than the diameter of the handle, a traveller may go straight around the handle many times with a winding index $`(0,n)`$, and yet be older than the traveller which goes straight only once around the hole with a winding index (1,0). The situation is still more striking with a double torus, indeed a hyperbolic surface instead of an Euclidean one (see e.g. ). The winding indexes become quadruplets of integers and, as for the simple torus, they cannot be compared to answer the question on the ages of the travellers. As we shall see below, this problem can be solved only by using an additional metric information. ## IV Langevin and Poincaré We have found a topological invariant attached to each twin’s worldline which accounts for the asymmetry between their various inertial reference frames. Why is it so? In special relativity theory, two reference frames are equivalent if there is a Lorentz transformation from one frame of space-time coordinates to another system. The set of all Lorentz transformations is called the Poincaré group – a ten dimensional group which combines translations and homogeneous Lorentz transformations called “boosts”. The non equivalence between the inertial frames is due to the fact that space topology breaks globally the Poincaré group. Indeed, cutting and pasting to compactify the spatial sections defines (i) particular directions, so that space, even if locally isotropic, is no more invariant under rotations, and (ii) a particular time: the one measured by an observer whose 4–velocity is perpendicular to $`\mathrm{\Sigma }`$ (the twin 1 in our example). Let us call $`t`$ the proper time of such an observer; then the spacetime coordinates $`p`$ of any point $`P`$ can be decomposed in the inertial frame $`𝐊`$ as $`p=(t,𝐱)`$, and the choice of a topology reduces to the choice of the identifications $$p=(t,𝐱)(t,g𝐱)=g(p),g\mathrm{\Gamma }.$$ (6) In the inertial frame $`𝐊^{}`$ of the traveller, the coordinates of $`P`$ are given by a Lorentz transformation $`(p)=(t^{},𝐱^{})`$ with $$t^{}=\gamma (t𝐯.𝐱),𝐱^{}=\gamma (𝐱𝐯t)$$ (7) where $`\gamma (1v^2)^{1/2}`$. It is clear from (6) and (7) that $$g\sim ̸I_d,p,g(p)g(p).$$ (8) The identification (6) particularises a given foliation and spatial sections, leading to the existence of an absolute rest frame (the one of zero homotopy class). For any other observers, these identifications are relations between events at different times (and thus in different spatial sections) and not a relation between points in a given spatial section. As pointed in , the observers 3 and 4 will find that their constant time hypersurfaces do not match in the universal covering space and that there are points on these surfaces of simultaneity which are connected by timelike curves. Moreover, the only holonomy $`g`$ such that $`g(p)=g(p)`$ for all $`p`$ is the identity $`g=I_d`$, thus the holonomy group reduces to $`\mathrm{\Gamma }=\{I_d\}`$ and $`\mathrm{\Sigma }`$ reduces to $`X`$. We deduce that the only topology compatible with the Poincaré group is the trivial topology. In other words, the only flat spaceform invariant under the full Poincaré group is the original simply–connected Minkowski spacetime, and any additional discrete identification group is incompatible with the Lorentz transformations. In conclusion, the oldest twin will always be the one of homotopy class $`\{0\}`$, and between two twins of same homotopy class, the oldest one will be the one who does not undergo any acceleration. We can rephrase Bondi’s formulation of the solution by saying that “there is only one way of a given homotopy class of getting from the first meeting point to the second without acceleration”. This generalises the previous works by adding topological considerations which are more general and hold whatever the shape of space is. As concluded in , “it is not sufficient that \[the\] motion \[of the twin\] is symmetrical in terms of acceleration felt and so on; it must also be symmetrical in terms of the way that their worldlines are embedded into the spacetime”; this latter symmetry is the one we have exhibited and which is encoded in the homotopy class. As mentioned in the previous section, the homotopy classes only tell us which twin is aging the fastest: the one who follows a straight loop homotopic to $`\{0\}`$. It does not provide a classification of the ages (i.e. proper time lengths) along all the straight loops. To do this, some additional information is necessary, such as the various identification lengths. Indeed there exists a simple criterion which works in all cases: a shorter spatial length in the universal covering space will always correspond to a longest proper time. To fully solve the question, it is therefore sufficient to draw the universal covering space as tessellated by the fundamental domains, and to measure the lengths of the various straight paths joining the twin $`1`$ position in the fundamental domain to its ghost positions in the adjacent domains (see figure 3). As usual in topology, all reasonings involving metrical measurements can be solved in the simply–connected universal covering space. In the framework of general relativity, general solutions of Einstein’s field equations are curved spacetimes admitting no particular symmetry. However, all the exact known solutions admit symmetry groups (although less rich than the Poincaré group). For instance, the usual “big bang” cosmological models – described by the Friedmann–Lemaître solutions – are assumed to be globally homogeneous and isotropic. From a geometrical point of view, this means that spacelike slices have constant curvature and that space is spherically symmetric about each point. In the language of group theory, the spacetime is invariant under a six-dimensional isometry group. The universal covering spaces of constant curvature are $`𝐑^3`$, $`𝐒^3`$ or $`𝐇^3`$ according to the zero, positive or negative value of the curvature. Any identification of points in these simply-connected spaces via a holonomy group lowers the dimension of their isometry groupThere is one exception: the projective space, obtained by identifying the antipodal points of $`𝐒^3`$; it preserves the three–dimensional homogeneity group (spacelike slices have still constant curvature), but it breaks down globally the isotropy group (at a given point there are a discrete set of preferred directions along which the universe does not look the same). Thus in Friedmann–Lemaître universes, (i) the expansion of the universe and (ii) the existence of a non–trivial topology for the constant time hypersurfaces both break the Poincaré invariance and single out the same “privileged” inertial observer who will age more quickly than any other twin: the one comoving with the cosmic fluid – although aging more quickly than all her travelling sisters may be not a real privilege!
warning/0006/hep-ph0006025.html	ar5iv	text	# Parton Distributions in the Virtual Photon Target and Factorization Scheme DependenceTalk given by K. Sasaki at the Workshop “Loops and Legs in Quantum Field Theory”, Germany, April 2000 ## 1 INTRODUCTION In $`e^+e^{}`$ collision experiments, we can measure the spin-independent and spin-dependent structure functions, $`F_2^\gamma (x,Q^2,P^2)`$ and $`g_1^\gamma (x,Q^2,P^2)`$, of the virtual photon (Fig.1). The advantage in studying the virtual photon target is that, in the case $$\mathrm{\Lambda }^2P^2Q^2$$ (1) where $`Q^2`$ ($`P^2`$) is the mass squared of the probe (target) photon, and $`\mathrm{\Lambda }`$ is the QCD scale parameter, we can calculate the whole structure function up to the next-to-leading order (NLO) by the perturbative method, in contrast to the case of the real photon target where in NLO there exist non-perturbative pieces. The NLO analyses of the virtual photon structure functions, $`F_2^\gamma `$ and $`g_1^\gamma `$, have been made by Uematsu and Walsh and the present authors , respectively. In this talk we will report the result of our investigation of the parton distribution functions (pdf’s) in the virtual photon target. The behaviors of the pdf’s can be predicted entirely up to NLO, but they are factorization-scheme-dependent. We carry out our analysis for the pdf’s of polarized and unpolarized virtual photon in several different factorization schemes, and see how the pdf’s change in each scheme. ## 2 PARTON DISTRIBUTIONS IN VIRTUAL PHOTON We write down below the expressions for the polarized case. The expressions for the unpolarized case are easily obtained from the corresponding ones in the polarized case by removing the symble $`\mathrm{\Delta }`$ and replacing $`g_1^\gamma `$ with $`F_2^\gamma /x`$. Let $`\mathrm{\Delta }q_S^\gamma `$($`\mathrm{\Delta }q_{NS}^\gamma `$), $`\mathrm{\Delta }G^\gamma `$, $`\mathrm{\Delta }\mathrm{\Gamma }^\gamma `$ be the flavor singlet (non-singlet)-quark, gluon, and photon distribution functions, respectively, in the longitudinally polarized virtual photon with mass $`P^2`$. In the leading order of the electromagnetic coupling constant, $`\alpha =e^2/4\pi `$, $`\mathrm{\Delta }\mathrm{\Gamma }^\gamma `$ does not evolve with $`Q^2`$ and is set to be $`\mathrm{\Delta }\mathrm{\Gamma }^\gamma =\delta (1x)`$. In terms of the Mellin moments of these pdf’s, the moment of the polarized virtual photon structure function $`g_1^\gamma (x,Q^2,P^2)`$ is expressed in the QCD improved parton model as $$g_1^\gamma (n,Q^2,P^2)=\mathrm{\Delta }𝑪^\gamma (n,Q^2)\mathrm{\Delta }𝒒^\gamma (n,Q^2,P^2)$$ (2) where $`\mathrm{\Delta }𝑪^\gamma (n,Q^2)=(\mathrm{\Delta }C_S^\gamma ,\mathrm{\Delta }C_G^\gamma ,\mathrm{\Delta }C_{NS}^\gamma ,\mathrm{\Delta }C_\gamma ^\gamma )`$ $`\mathrm{\Delta }𝒒^\gamma (n,Q^2,P^2)=(\mathrm{\Delta }q_S^\gamma ,\mathrm{\Delta }G^\gamma ,\mathrm{\Delta }q_{NS}^\gamma ,\mathrm{\Delta }\mathrm{\Gamma }^\gamma )`$ and $`\mathrm{\Delta }C_S^\gamma `$($`\mathrm{\Delta }C_{NS}^\gamma `$), $`\mathrm{\Delta }C_G^\gamma `$, and $`\mathrm{\Delta }C_\gamma ^\gamma `$ are the moments of the coefficient functions corresponding to singlet(non-singlet)-quark, gluon, and photon, respectively, and they are independent of $`P^2`$. The pdf’s $`\mathrm{\Delta }𝒒^\gamma `$ satisfy inhomogeneous evolution equations. The explicit expressions of $`\mathrm{\Delta }q_S^\gamma `$, $`\mathrm{\Delta }G^\gamma `$, and $`\mathrm{\Delta }q_{NS}^\gamma `$ up to the NLO are derived from Eq.(4.46) of Ref.. They are given in terms of one-(two-) loop hadronic anomalous dimensions $`\mathrm{\Delta }\gamma _{ij}^{(0),n}`$ ($`\mathrm{\Delta }\gamma _{ij}^{(1),n}`$) ($`i,j=\psi ,G`$) and $`\mathrm{\Delta }\gamma _{NS}^{(0),n}`$ ($`\mathrm{\Delta }\gamma _{NS}^{(1),n}`$), one-(two-) loop anomalous dimensions $`\mathrm{\Delta }K_i^{(0),n}`$ ($`\mathrm{\Delta }K_i^{(1),n}`$) ($`i=\psi ,G,NS`$) which represent the mixing between photon and three hadronic operators $`R_i^n`$ ($`i=\psi ,G,NS`$), and finally $`\mathrm{\Delta }A_i^n`$, the one-loop photon matrix elements of these hadronic operators renormalized at $`\mu ^2=P^2(=p^2)`$, $$\gamma (p)R_i^n(\mu )\gamma (p)\|_{\mu ^2=P^2}=\frac{\alpha }{4\pi }\mathrm{\Delta }A_i^n.$$ (3) ## 3 FACTORIZATION SCHEMES Although $`g_1^\gamma `$ is a physical quantity and thus unique, there remains a freedom in the factorization of $`g_1^\gamma `$ into $`\mathrm{\Delta }𝑪^\gamma `$ and $`\mathrm{\Delta }𝒒^\gamma `$. Given the formula Eq.(2), we can always redefine $`\mathrm{\Delta }𝑪^\gamma `$ and $`\mathrm{\Delta }𝒒^\gamma `$ as follows : $`\mathrm{\Delta }𝑪^\gamma (n,Q^2)`$ $``$ $`\mathrm{\Delta }𝑪^\gamma (n,Q^2)\|_a`$ $`\mathrm{\Delta }𝑪^\gamma (n,Q^2)Z_a^1(n,Q^2)`$ $`\mathrm{\Delta }𝒒^\gamma (n,Q^2,P^2)`$ $``$ $`\mathrm{\Delta }𝒒(n,Q^2,P^2)\|_a`$ $`Z_a(n,Q^2)\mathrm{\Delta }𝒒^\gamma (n,Q^2,P^2)`$ where $`\mathrm{\Delta }𝑪^\gamma \|_a`$ and $`\mathrm{\Delta }𝒒\|_a`$ correspond to the quantities in a new factorization scheme-$`a`$. The most general form of a transformation for the coefficient functions in one-loop order, from $`\overline{\mathrm{MS}}`$ scheme to a new factorization scheme-$`a`$, is given by $`\mathrm{\Delta }C_{S,a}^{\gamma ,n}`$ $`=`$ $`\mathrm{\Delta }C_{S,\overline{\mathrm{MS}}}^{\gamma ,n}e^2{\displaystyle \frac{\alpha _s}{2\pi }}\mathrm{\Delta }w_a(n)`$ $`\mathrm{\Delta }C_{G,a}^{\gamma ,n}`$ $`=`$ $`\mathrm{\Delta }C_{G,\overline{\mathrm{MS}}}^{\gamma ,n}e^2{\displaystyle \frac{\alpha _s}{2\pi }}\mathrm{\Delta }z_a(n)`$ $`\mathrm{\Delta }C_{NS,a}^{\gamma ,n}`$ $`=`$ $`\mathrm{\Delta }C_{NS,\overline{\mathrm{MS}}}^{\gamma ,n}{\displaystyle \frac{\alpha _s}{2\pi }}\mathrm{\Delta }w_a(n)`$ (4) $`\mathrm{\Delta }C_{\gamma ,a}^{\gamma ,n}`$ $`=`$ $`\mathrm{\Delta }C_{\gamma ,\overline{\mathrm{MS}}}^{\gamma ,n}{\displaystyle \frac{\alpha }{\pi }}3e^4\mathrm{\Delta }\widehat{z}_a(n)`$ where $`e^2=_ie_i^2/N_f`$, $`e^4=_ie_i^4/N_f`$, with $`N_f`$ being the number of flavors of active quarks and $`e_i`$ being the electric charge of $`i`$-flavor-quark. Once the relations (4) between the coefficient functions in the $`a`$-scheme and $`\overline{\mathrm{MS}}`$ scheme are given, we can derive corresponding transformation rules from $`\overline{\mathrm{MS}}`$ scheme to $`a`$-scheme for the relevant two-loop anomalous dimensions and also for the one-loop photon matrix elements, $`\mathrm{\Delta }A_\psi ^n`$ and $`\mathrm{\Delta }A_{NS}^n`$, of the quark operators. Note that, in one-loop order, the photon matrix elements of gluonic operators $`R_G^n`$ vanish in any scheme, $`\mathrm{\Delta }A_G^n=0`$. We consider three different factorization schemes both in the polarized and unpolarized cases. ### 3.1 The polarized case (i) \[The $`\overline{\mathrm{MS}}`$ scheme\] This is the only scheme in which both relevant one-loop coefficient functions and two-loop anomalous dimensions were actually calculated. In the $`\overline{\mathrm{MS}}`$ scheme, the QCD (QED) axial anomaly resides in the quark distributions and not in the gluon (photon) coefficient function. In fact we observe $`\mathrm{\Delta }\gamma _{\psi \psi ,\overline{\mathrm{MS}}}^{(1),n=1}`$ $`=`$ $`24C_FT_f0,`$ $`\mathrm{\Delta }B_{G,\overline{\mathrm{MS}}}^{n=1}`$ $`=`$ $`\mathrm{\Delta }B_{\gamma ,\overline{\mathrm{MS}}}^{n=1}=0.`$ (5) Also the first moment of the one-loop photon matrix element of quark operators gains the non-zero values, i.e., $`\mathrm{\Delta }A_{\psi ,\overline{\mathrm{MS}}}^{n=1}`$ $`=`$ $`{\displaystyle \frac{e^2}{e^4e^2^2}}\mathrm{\Delta }A_{NS,\overline{\mathrm{MS}}}^{n=1}`$ (6) $`=`$ $`12e^2N_f`$ which is due to the QED axial anomaly. (ii) \[The chirally invariant (CI) scheme\] In this scheme the factorization of the photon-gluon (photon-photon) cross section into the hard and soft parts is made so that chiral symmetry is respected and all the anomaly effects are absorbed into the gluon (photon) coefficient function. Thus the spin-dependent quark distributions in the CI scheme are anomaly-free. In particular, we have $`\mathrm{\Delta }B_{G,\mathrm{CI}}^{n=1}`$ $`=`$ $`2N_f,\mathrm{\Delta }B_{\gamma ,\mathrm{CI}}^{n=1}=4`$ (7) $`\mathrm{\Delta }\gamma _{\psi \psi ,\mathrm{CI}}^{(1),n=1}`$ $`=`$ $`0,\mathrm{\Delta }A_{\psi ,\mathrm{CI}}^{n=1}=\mathrm{\Delta }A_{NS,\mathrm{CI}}^{n=1}=0.`$ The transformation from the $`\overline{\mathrm{MS}}`$ scheme to the CI scheme is achieved by $`\mathrm{\Delta }w_{\mathrm{CI}}(n)`$ $`=`$ $`0,`$ $`\mathrm{\Delta }z_{\mathrm{CI}}(n)`$ $`=`$ $`\mathrm{\Delta }\widehat{z}_{\mathrm{CI}}(n)=2N_f{\displaystyle \frac{1}{n(n+1)}}.`$ (8) (iii) \[The off-shell (OS) scheme\] In this scheme we renormalize operators while keeping the incoming particle off-shell, $`p^20`$, so that at renormalization (factorization) point $`\mu ^2=p^2`$, the finite terms vanish. This is exactly the same as “the momentum subtraction scheme” which was used some time ago to calculate, for instance, the polarized quark and gluon coefficient functions . The CI-relations in Eq.(7) also hold in the OS scheme. The transformation from $`\overline{\mathrm{MS}}`$ to the OS scheme is made by choosing $`\mathrm{\Delta }w_{\mathrm{OS}}(n)`$ $`=C_F\{\left[S_1(n)\right]^2+3S_2(n)S_1(n)({\displaystyle \frac{1}{n}}{\displaystyle \frac{1}{(n+1)}})`$ $`{\displaystyle \frac{7}{2}}+{\displaystyle \frac{2}{n}}{\displaystyle \frac{3}{n+1}}{\displaystyle \frac{1}{n^2}}+{\displaystyle \frac{2}{(n+1)^2}}\}`$ (9) $`\mathrm{\Delta }z_{\mathrm{OS}}(n)=\mathrm{\Delta }\widehat{z}_{\mathrm{OS}}(n)`$ $`=N_f\left\{{\displaystyle \frac{n1}{n(n+1)}}S_1(n)+{\displaystyle \frac{1}{n}}+{\displaystyle \frac{1}{n^2}}{\displaystyle \frac{4}{(n+1)^2}}\right\}.`$ It is noted that in the OS scheme we have $`\mathrm{\Delta }A_{\psi ,\mathrm{OS}}^n=\mathrm{\Delta }A_{NS,\mathrm{OS}}^n=0`$ for all $`n`$. ### 3.2 The unpolarized case To study the pdf’s inside unpolarized virtual photon, we consider three factorization schemes: (i) The $`\overline{\mathrm{MS}}`$ scheme; (ii) The off-shell (OS) scheme; and (iii) The $`\mathrm{DIS}_\gamma `$ scheme. The transformation from $`\overline{\mathrm{MS}}`$ to the OS scheme is achieved by $`w_{\mathrm{OS}}(n)=\mathrm{\Delta }w_{\mathrm{OS}}(n)`$ $`z_{\mathrm{OS}}(n)=\widehat{z}_{\mathrm{OS}}(n)=N_f\{{\displaystyle \frac{n^2+n+2}{n(n+1)(n+2)}}S_1(n)`$ $`+{\displaystyle \frac{1}{n}}{\displaystyle \frac{1}{n^2}}+{\displaystyle \frac{4}{(n+1)^2}}{\displaystyle \frac{4}{(n+2)^2}}\}.`$ (10) The $`\mathrm{DIS}_\gamma `$ was introduced some time ago for the analysis of the unpolarized real photon structure function $`F_2^\gamma (x,Q^2)`$ in NLO. In this scheme the direct-photon contribution to $`F_2^\gamma `$ is absorbed into the photonic quark distributions, so that we take $`w_{\mathrm{DIS}_\gamma }(n)=z_{\mathrm{DIS}_\gamma }(n)=0`$ $`\widehat{z}_{\mathrm{DIS}_\gamma }(n)={\displaystyle \frac{N_f}{4}}B_{\gamma ,\overline{\mathrm{MS}}}^n`$ (11) $`=N_f\{{\displaystyle \frac{n^2+n+2}{n(n+1)(n+2)}}S_1(n)`$ $`{\displaystyle \frac{1}{n}}+{\displaystyle \frac{1}{n^2}}+{\displaystyle \frac{6}{n+1}}{\displaystyle \frac{6}{n+2}}\}`$ With these preparations, we now examine the factorization scheme dependence of the pdf’s in virtual photon. ## 4 THE $`n=1`$ MOMENTS OF POLARIZED PDF’S The first moments of polarized pdf’s are particularly interesting due to their relevance to the axial anomaly . ¿From now on we omit to write the explicit $`Q^2`$\- and $`P^2`$-dependeces in $`\mathrm{\Delta }q_S^\gamma `$, $`\mathrm{\Delta }q_{NS}^\gamma `$, $`\mathrm{\Delta }G^\gamma `$ and in their unpolarized counterparts. For the CI and OS factorization schemes, we have $`\mathrm{\Delta }w_a(n=1)`$ $`=`$ $`0,`$ $`\mathrm{\Delta }z_a(n=1)`$ $`=`$ $`\mathrm{\Delta }\widehat{z}_a(n=1)=N_f`$ (12) where $`a=\mathrm{CI},\mathrm{OS}`$. These schemes, therefore, give the same first moments for the pdf’s. In fact, we find $`\mathrm{\Delta }A_{\psi ,a}^{n=1}=\mathrm{\Delta }A_{NS,a}^{n=1}=0`$ and this leads to $`\mathrm{\Delta }q_S^\gamma (n=1)\|_a=\mathrm{\Delta }q_{NS}^\gamma (n=1)\|_a=0`$ (13) up to NLO. In these schemes, the axial anomaly effects are transfered to the gluon and photon coefficient functions. On the other hand, in the $`\overline{\mathrm{MS}}`$ scheme the axial anomaly effects are retained in the quark distributions. In fact we obtain for singlet quark pdf, for example, $`\mathrm{\Delta }q_S^\gamma (n=1)\|_{\overline{\mathrm{MS}}}`$ $`=\left[{\displaystyle \frac{\alpha }{\pi }}3e^2N_f\right]`$ $`\times \left\{1{\displaystyle \frac{2}{\beta _0}}{\displaystyle \frac{\alpha _s(P^2)\alpha _s(Q^2)}{\pi }}N_f\right\}.`$ (14) The factor $`\left[\frac{\alpha }{\pi }3e^2N_f\right]`$ is related to the QED axial anomaly and the term $`\frac{2}{\beta _0}\frac{\alpha _s(P^2)\alpha _s(Q^2)}{\pi }N_f`$ is coming from the QCD axial anomaly . For gluon distribution, we obtain in NLO $`\mathrm{\Delta }G^\gamma (n=1)`$ $`={\displaystyle \frac{12\alpha }{\pi \beta _0}}e^2N_f{\displaystyle \frac{\alpha _s(Q^2)\alpha _s(P^2)}{\alpha _s(Q^2)}},`$ (15) the same result for $`\overline{\mathrm{MS}}`$, CI and OS schemes. ## 5 The PDF’S NEAR $`x=1`$ The behaviors of pdf’s near $`x=1`$ are governed by the large-$`n`$ limit of those moments. ### 5.1 The polarized case The pdf’s in LO are factorization-scheme independent. For large $`n`$$`\mathrm{\Delta }q_S^\gamma (n)\|_{\mathrm{LO}}`$ and $`\mathrm{\Delta }q_{NS}^\gamma (n)\|_{\mathrm{LO}}`$ behave as $`1/(n\mathrm{ln}n)`$, while $`\mathrm{\Delta }G^\gamma (n)\|_{\mathrm{LO}}1/(n\mathrm{ln}n)^2`$. Thus in $`x`$ space, the pdf’s vanish for $`x1`$. In fact we find $`\mathrm{\Delta }q_S^\gamma (x)\|_{\mathrm{LO}}`$ $`{\displaystyle \frac{\alpha }{4\pi }}{\displaystyle \frac{4\pi }{\alpha _s(Q^2)}}N_fe^2{\displaystyle \frac{9}{4}}{\displaystyle \frac{1}{\mathrm{ln}(1x)}}`$ (16) $`\mathrm{\Delta }G^\gamma (x)\|_{\mathrm{LO}}`$ $`{\displaystyle \frac{\alpha }{4\pi }}{\displaystyle \frac{4\pi }{\alpha _s(Q^2)}}N_fe^2{\displaystyle \frac{1}{2}}{\displaystyle \frac{\mathrm{ln}x}{\mathrm{ln}^2(1x)}}.`$ The behaviors of $`\mathrm{\Delta }q_{NS}^\gamma (x)`$ for $`x1`$, both in LO and NLO, are always given by the corresponding expressions for $`\mathrm{\Delta }q_S^\gamma (x)`$ with replacement of the charge factor $`e^2`$ with $`(e^4e^2^2)`$. From analysis of the large $`n`$ behaviors for the moments of the NLO pdf’s in the $`\overline{\mathrm{MS}}`$ scheme, we find near $`x=1`$, $`\mathrm{\Delta }q_S^\gamma (x)\|_{\mathrm{NLO},\overline{\mathrm{MS}}}`$ $``$ $`{\displaystyle \frac{\alpha }{4\pi }}N_fe^26[\mathrm{ln}(1x)],`$ $`\mathrm{\Delta }G^\gamma (x)\|_{\mathrm{NLO},\overline{\mathrm{MS}}}`$ $``$ $`{\displaystyle \frac{\alpha }{4\pi }}N_fe^23[\mathrm{ln}x].`$ (17) It is remarkable that in the $`\overline{\mathrm{MS}}`$ scheme quark pdf’s, $`\mathrm{\Delta }q_S^\gamma (x)\|_{\mathrm{NLO},\overline{\mathrm{MS}}}`$ and $`\mathrm{\Delta }q_{NS}^\gamma (x)\|_{\mathrm{NLO},\overline{\mathrm{MS}}}`$, diverge as $`[\mathrm{ln}(1x)]`$ for $`x1`$. The NLO quark pdf’s in the CI scheme also diverge as $`x1`$. In fact we observe that $`\mathrm{\Delta }q_S^\gamma (x)\|_{\mathrm{NLO},\mathrm{CI}}`$ approaches $`\mathrm{\Delta }q_S^\gamma (x)\|_{\mathrm{NLO},\overline{\mathrm{MS}}}`$ for large $`x`$. On the other hand, the OS scheme gives quite different behaviors near $`x=1`$ for the quark pdf’s. We find that, in $`x`$ space, $`\mathrm{\Delta }q_S^\gamma (x)\|_{\mathrm{NLO},\mathrm{OS}}`$ does not diverge for $`x1`$ but approaches a constant value: $`\mathrm{\Delta }q_S^\gamma (x)\|_{\mathrm{NLO},\mathrm{OS}}`$ $``$ $`{\displaystyle \frac{\alpha }{4\pi }}N_fe^2\left[{\displaystyle \frac{69}{8}}+{\displaystyle \frac{3}{4}}N_f\right].`$ (18) ### 5.2 The unpolarized case In LO the pdf’s of unpolarized virtual photon target have the same behaviors as the polarized case for $`x1`$. We obtain $`q_S^\gamma (x)\|_{\mathrm{LO}}`$ $``$ $`\mathrm{\Delta }q_S^\gamma (x)\|_{\mathrm{LO}}`$ (19) $`G^\gamma (x)\|_{\mathrm{LO}}`$ $``$ $`\mathrm{\Delta }G^\gamma (x)\|_{\mathrm{LO}}`$ Furthermore, we have found that the NLO behaviors of the pdf’s, which are predicted by each factorization scheme for $`x1`$, are the same both in the unpolarized and polarized cases. More specifically $`q_S^\gamma (x)\|_{\mathrm{NLO},a}`$ $``$ $`\mathrm{\Delta }q_S^\gamma (x)\|_{\mathrm{NLO},a}`$ (20) $`G^\gamma (x)\|_{\mathrm{NLO},a}`$ $``$ $`\mathrm{\Delta }G^\gamma (x)\|_{\mathrm{NLO},a}`$ where $`a=\overline{\mathrm{MS}},\mathrm{OS}`$. In $`\mathrm{DIS}_\gamma `$ scheme, quark pdf’s becomes negative and divergent for $`x1`$. In fact, we find $`q_S^\gamma (x)\|_{\mathrm{NLO},\mathrm{DIS}_\gamma }{\displaystyle \frac{\alpha }{4\pi }}6N_fe^2[\mathrm{ln}(1x)]`$ (21) This is due to the fact that the photonic coefficient function $`C_\gamma ^\gamma (x)`$, which becomes negative and divergent for $`x1`$ in $`\overline{\mathrm{MS}}`$, is absorbed into the quark pdf’s in the $`\mathrm{DIS}_\gamma `$ scheme. ## 6 NUMERICAL ANALYSIS The pdf’s are recovered from the moments by the inverse Mellin transformation. In Fig.2 we plot the singlet quark pdf $`\mathrm{\Delta }q_S^\gamma (x,Q^2,P^2)`$ of polarized virtual photon both in LO and NLO in units of $`(3N_fe^2\alpha /\pi )\mathrm{ln}(Q^2/P^2)`$. We have taken $`N_f=3`$, $`Q^2=30\mathrm{GeV}^2`$, $`P^2=1\mathrm{GeV}^2`$, and the QCD scale parameter $`\mathrm{\Lambda }=0.2\mathrm{GeV}`$. We present the NLO results in three different factorization schemes, i.e., $`\overline{\mathrm{MS}}`$, CI and OS. The CI and OS lines cross the $`x`$-axis nearly at the same point, just below $`x=0.5`$, while the $`\overline{\mathrm{MS}}`$ line crosses at above $`x=0.5`$. This is understandable since we saw from Eq.(13) that the first moment of $`\mathrm{\Delta }q_S^\gamma `$ vanishes in the CI and OS schemes, while it is negative in the $`\overline{\mathrm{MS}}`$ scheme. As $`x1`$, we observe that the $`\overline{\mathrm{MS}}`$ and CI lines continue to increase and actually tend to merge, while the OS line starts to drop. These behaviors are inferred from Eqs.(5.1-18). It is noted that the $`\overline{\mathrm{MS}}`$ line is much different from the LO one. We see that OS scheme predicts a better behavour for $`\mathrm{\Delta }q_S^\gamma `$ than other schemes in the sence that the OS line is closer to the LO one and does not diverge as $`x1`$. Concerning the non-singlet quark distribution $`\mathrm{\Delta }q_{NS}^\gamma (x,Q^2,P^2)`$, we find that when we take into account the charge factors, it falls on the singlet quark distribution in almost all $`x`$ region; namely two “normalized” distributions $`\mathrm{\Delta }\stackrel{~}{q}_S^\gamma \mathrm{\Delta }q_S^\gamma /e^2`$ and $`\mathrm{\Delta }\stackrel{~}{q}_{NS}^\gamma \mathrm{\Delta }q_{NS}^\gamma /(e^4e^2^2)`$ mostly overlap except at very small $`x`$ region. Finally, compared with quark pdf’s, the gluon distribution $`\mathrm{\Delta }G^\gamma (x,Q^2,P^2)`$ is very much small in absolute value except at the small $`x`$ region. In Fig.3 we plot the singlet quark pdf $`xq_S^\gamma (x,Q^2,P^2)`$ inside unpolarized virtual photon target both in LO and NLO in units of $`(3N_fe^2\alpha /\pi )\mathrm{ln}(Q^2/P^2)`$. Again we have taken $`N_f=3`$, $`Q^2=30\mathrm{GeV}^2`$, $`P^2=1\mathrm{GeV}^2`$, and the QCD scale parameter $`\mathrm{\Lambda }=0.2\mathrm{GeV}`$. We present the NLO results in three different factorization schemes, i.e., $`\overline{\mathrm{MS}}`$, OS and $`\mathrm{DIS}_\gamma `$. As in the polarized case, the $`\overline{\mathrm{MS}}`$ line deviates from the LO one, and diverges as $`x1`$. The $`\mathrm{DIS}_\gamma `$ line is close to the LO line below $`x<0.7`$, but negatively diverges as $`x1`$. Again, in the unpolarized case, the OS scheme gives a better behavior for $`xq_S^\gamma `$. Actually, the OS line is closer to the LO one and starts to drop to reach the finite value for $`x1`$. ## 7 SUMMARY The behaviors of the pdf’s inside the virtual photon target, polarized and unpolarized, can be predicted entirely up to NLO, but they are factorization-scheme-dependent. We have studied the scheme dependence of the pdf’s in the virtual photon. In the case of polarized pdf’s, the scheme dependence is clearly seen in the first moments and the large-$`x`$ behaviors of quark distributions. In the umpolarized case, the scheme dependence is also observed in the large-$`x`$ behaviors of quark distributions. The NLO quark pdf’s predicted by the $`\overline{\mathrm{MS}}`$ scheme deviate substantially from the LO results and diverge as $`x1`$, for both polarized and unpolarized cases. On the other hand, the OS scheme gives better behaviors for the quark pdf’s in the sence that they are close to the LO pdf’s and remain finite as $`x1`$.
warning/0006/hep-ph0006183.html	ar5iv	text	# Velocity distributions and annual-modulation signatures of weakly-interacting massive particles ## 1 Introduction Weakly interacting massive particles (WIMPs) are among the leading candidates for dark matter in galactic halos. Such particles arise naturally in extensions to the standard model (SM) of particle physics; an example is the neutralino, plausibly the lightest superpartner in supersymmetric versions of the SM. Massive particles whose coupling with lighter SM particles have interactions of electroweak strength have a cosmological abundance of order the critical density of the Universe. Hence, WIMPs appear naturally as dark-matter candidates. The possibility to link these two apparently separate problems (electroweak symmetry breaking and dark matter) was realized a couple of decades ago, and since then the search for WIMPs in the Milky Way halo has been a major endeavor both theoretically and experimentally (for a comprehensive review see Ref. ). Numerous complementary techniques have been developed in order to detect relic WIMPs. Currently, the most promising method is probably direct detection through observation, in a low-background laboratory detector, of nuclear recoils due to WIMP-nucleus elastic scattering . The chance for a given WIMP to interact in the detector is very low and the energy released in case of interaction is expected to be tiny (in the keV range). Nevertheless, this detection method has already had a few successes. It has been exploited to exclude as the main component of the dark Galactic halo WIMP candidates such as a fourth-generation heavy neutrino and the sneutrino . Detectors have now reached the sensitivity to start probing the region of parameter space of interest if a neutralino is the dark matter (see e.g. Ref. ). Recently, the Dama and Cdms collaborations, while probing roughly the same region of parameter space, have presented apparently contradictory results, a possible WIMP signal in the first case and a null result in the second. It is probably premature to derive any conclusion from these results, but, with further data and even more sensitive detectors being developed, the next years promise to be very exciting for the field. To claim a positive detection, an experiment must be able to discriminate the signal from backgrounds. In principle, the shape of the recoil spectrum can be used, since the recoil spectra from WIMPs and background should generally differ. However, the shape of the recoil-energy spectrum for WIMP-nucleus scattering cannot be predicted with enough precision to separate it from the background, the spectrum of which is generally not understood in detail. A possible way out is to look for a slight annual modulation in the event rate (see Refs. ; among more recent works see, e.g., Refs. ). Such an effect is expected for the WIMP signal, but not for the background. This is the signature exploited in the data analysis by the Dama collaboration to claim detection of WIMPs. The underlying idea is quite simple. Like all other stars in the rotationally-supported disk, the Sun is moving around the Galactic center on a roughly circular orbit, passing through the dark halo which is believed on the other hand to be static and not rotationally supported. The Earth, and detectors on it, contain this velocity component plus an additional component due to the orbital motion around the Sun. The azimuthal velocity of the Sun and the projection of the velocity of the Earth on the galactic plane are most closely aligned near June 2 and most anti-aligned six months later. The WIMP-nucleus interaction rate in a detector depends on the velocities of the incident WIMPs. Hence, a yearly modulation of the signal is expected. In prior analyses of the modulation effect, the local dark-matter velocity distribution was assumed to be a Maxwell-Boltzmann distribution (which is, of course, isotropic), as would arise if the Galactic halo is isothermal. Velocity distributions for halos with some bulk rotation have also been considered . Although these velocity distributions are consistent with current data on the Milky Way, there are other plausible, consistent, and possibly even better-motivated alternatives. For example, results from N-body simulations of hierarchical clustering favor density profiles which are steeper at large galactocentric distances than the $`r^2`$ decline in the isothermal sphere and which are cuspy in the Galactic center, rather than cored, and the velocity distribution corresponding to a cuspy halo should differ from the Maxwell-Boltzmann distribution that corresponds to an isothermal halo. Moreover, it is plausible that the velocity distribution may be anisotropic rather than isotropic as usually assumed. In fact, most of the visible populations in the Galactic halo show some degree of anisotropy (e.g., the stars in the local neighborhood and globular clusters). Furthermore, the inefficiency of phase mixing that results in a cuspy profile (rather than an isothermal sphere) should leave some degree of anisotropy in the velocity-dispersion tensor. Some evidence for a global preference for predominantly radial velocities is already seen in the simulations , as well as in globular clusters . Even if the global velocity distribution is isotropic, clumping in velocity space, which may also arise if phase mixing is not perfectly efficient during gravitational collapse, may yield a locally anisotropic velocity dispersion. Prior work has shown that the direct-detection rate should not depend sensitively on the details of the velocity distribution . However, this work considered only the total detection rate, integrated over all nuclear-recoil energies. The modulation signal in Dama depends on details of the differential energy distribution. The purpose of this paper will be to show that the amplitude of the modulation can thus depend quite sensitively on the precise form of the velocity distribution. The inferred WIMP cross sections and masses could thus be altered. The outline of the paper is the following. In the next Section we discuss a procedure to relate the velocity distribution to the Galactic density distribution. In Section 3 we review WIMP direct detection rates and the annual modulation effect. The main results are given in Section 4. In Section 5 we summarize and make some concluding remarks. ## 2 Dark-matter distribution functions We suppose that the dark-matter halo of the Milky Way is roughly spherical, and among the general family of profiles, $$\rho _{\mathrm{dm}}(r)=\rho _0\left(\frac{R_0}{r}\right)^\gamma \left[\frac{1+(R_0/a)^\alpha }{1+(r/a)^\alpha }\right]^{(\beta \gamma )/\alpha },$$ (1) we focus on functional forms suggested by N-body simulations (in the equation above $`\rho _0`$ and $`R_0`$ are respectively the local dark-matter density and the Sun galactocentric distance). We restrict ourselves mainly to the Navarro, Frenk, and White profile , which has $`(\alpha ,\beta ,\gamma )=(1,3,1)`$ (hereafter the NFW profile). We will show also that the behavior of the profile towards the Galactic center is not critical in our analysis by considering the more cuspy Moore et al. profile , $`(\alpha ,\beta ,\gamma )=(1.5,3,1.5)`$, and the less singular profile of Kravtsov et al. , $`(\alpha ,\beta ,\gamma )=(2,3,0.4)`$. The value of the scale radius $`a`$ which appears in Eq. (1) is determined in the N-body simulations as well, depending on the mass of the simulated halo. We infer its approximate value for the NFW and Moore et al. profiles in case of an $`\mathrm{\Omega }_M=0.3`$ cosmology from Refs. . The approach we follow to fix the remaining unknown parameters, both in the dark-halo profile and in the functions that describe the luminous components of the Milky Way, is to perform a combined best fit of available observational data, taking into account the kinematics of local stars, the rotation curve of the Galaxy, the dynamics of the satellites, and more (details are given in Ref. ). Sample values for the subset of parameters relevant in the present analysis are specified in Table 1 (mass decompositions for the Milky Way are highly degenerate, so slightly different values are compatible as well). Thus, we have a family of spherically-symmetric radial profiles that are all theoretically plausible and consistent with all known observational constraints. We will now find the velocity distributions that correspond to these halo profiles. The density distribution does not determine the velocity distribution uniquely. To sample the possibilities, we will therefore first find velocity distributions that have isotropic velocity distributions, and then find some distributions that have preferentially radial velocities. If we assume an isotropic velocity distribution, then there is a one-to-one correspondence between the spherically symmetric density profile $`\rho (r)`$ and its distribution function given by Eddington’s formula , $$F()=\frac{1}{\sqrt{8}\pi ^2}\left[_0^{}\frac{d^2\rho }{d\mathrm{\Psi }^2}\frac{d\mathrm{\Psi }}{\sqrt{\mathrm{\Psi }}}+\frac{1}{\sqrt{}}\left(\frac{d\rho }{d\mathrm{\Psi }}\right)_{\mathrm{\Psi }=0}\right]$$ (2) where $`\mathrm{\Psi }(r)=\mathrm{\Phi }(r)+\mathrm{\Phi }(r=\mathrm{})`$, with $`\mathrm{\Phi }`$ the potential of the system, $`=E+\mathrm{\Phi }(r=\mathrm{})=E_{\mathrm{kin}}+\mathrm{\Psi }(r)`$, and $`E`$ and $`E_{\mathrm{kin}}`$, respectively, the total and kinetic energy. Eq. (2) works for a single isolated self-gravitating system. However, the Milky Way has a complex structure containing a bulge elongated into a bar, a flattened disk, and maybe a triaxial dark halo. For the present purpose, however, it is sufficient to consider a toy model in which all components are assumed to be spherical. Even the awkward approximation of a “spherical” disk will have little influence on our conclusions. In such a toy model, we can alter Eq. (2) to provide the dark-matter distribution function by replacing $`\mathrm{\Psi }`$ and $`\rho `$ (appropriate for an isolated system) by $`\mathrm{\Psi }_{\mathrm{tot}}`$ and $`\rho _{\mathrm{dm}}`$, respectively, the gravitational potential due to all components and the dark matter density profile. Actually, it is easier from the numerical point of view to implement Eq. (2) by changing the integration variable from $`\mathrm{\Psi }_{\mathrm{tot}}`$ to the radius of the spherical system $`r`$. Then Eq. (2), in case of the dark-matter halo distribution function, becomes, $`F_{\mathrm{dm}}()`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{8}\pi ^2}}{\displaystyle _{\mathrm{\Psi }_{\mathrm{tot}}^1()}^{\mathrm{}}}{\displaystyle \frac{dr}{\sqrt{\mathrm{\Psi }_{\mathrm{tot}}(r)}}}[{\displaystyle \frac{d\rho _{\mathrm{dm}}}{dr}}{\displaystyle \frac{d^2\mathrm{\Psi }_{\mathrm{tot}}}{dr^2}}\left({\displaystyle \frac{d\mathrm{\Psi }_{\mathrm{tot}}}{dr}}\right)^2`$ (3) $`{\displaystyle \frac{d^2\rho _{\mathrm{dm}}}{dr^2}}\left({\displaystyle \frac{d\mathrm{\Psi }_{\mathrm{tot}}}{dr}}\right)^1].`$ If we relax the hypothesis of isotropy of the velocity dispersion tensor, the most general distribution function corresponding to a spherical density profile is a function of $``$ and $`L`$, the magnitude of the angular-momentum vector. In such systems the velocity dispersion in the radial direction is different from that in the azimuthal direction (which is equal to the one in the other tangential direction) . For a given radial density profile, the distribution function is not unique. We investigate a special class of models, the Osipkov-Merritt models , in which $`F`$ is a function of $``$ and $`L`$ only through the variable $`𝒬`$: $$𝒬\frac{L^2}{2r_a^2}.$$ (4) Here $`r_a`$ is called the anisotropy radius, as in the Osipkov-Merritt models the anisotropy parameter is : $$\beta (r)1\frac{\overline{v_\varphi ^2}}{\overline{v_r^2}}=\frac{r^2}{r^2+r_a^2}.$$ (5) Therefore, $`r_a`$ is the radius within which the dispersion velocity is nearly isotropic. As already mentioned, in analogy with other observed populations, we will entertain the possibility that for the dark-matter halo $`\overline{v_r^2}>\overline{v_\varphi ^2}`$ and thus that $`\beta >0`$. The distribution function for this class of models is again easy to derive. It is sufficient to replace in Eq. (3) $``$ with $`𝒬`$ and $`\rho _{\mathrm{dm}}(r)`$ with $`\rho _{\mathrm{dm}}^𝒬(r)=(1+r^2/r_a^2)\rho _{\mathrm{dm}}(r)`$. ## 3 Direct-detection rates and annual-modulation effect The differential direct-detection rate for dark-matter WIMPs in a given material (per unit detector mass) is , $$\frac{dR}{dQ}=\frac{\rho _0}{M_\chi }_{\|\stackrel{}{v^{}}\|v_{\mathrm{min}}}d^3\stackrel{}{v^{}}f(\stackrel{}{v^{}})\|\stackrel{}{v^{}}\|\frac{d\sigma }{dQ},$$ (6) where $`Q`$ is the energy deposited in the detector and $`d\sigma /dQ`$ is the differential cross section for WIMP elastic scattering with the target nucleus. We assumed here that WIMPs of mass $`M_\chi `$ account for the local dark matter density $`\rho _0`$ and have a local distribution in velocity space (in the rest frame of the detector) $`f=F_{\mathrm{dm}}(r=R_0)/\rho _0`$. The lower limit of integration $`v_{\mathrm{min}}`$ is the minimum velocity required for a WIMP to deposit the energy $`Q`$. Assuming that scalar interactions dominate (as is probably the case for neutralino elastic scattering with Ge and NaI, the materials used respectively by the Cdms and Dama experiments) and that the couplings with protons and neutrons are roughly the same, Eq. (6) can be rewritten as, $$\frac{dR}{dQ}=\left(\frac{\rho _0\sigma _p^{\mathrm{scalar}}}{2}\right)\left[A_N^2\frac{M_N}{M_{\chi }^{}{}_{}{}^{3}}\left(1+\frac{M_\chi }{M_p}\right)^2^2(Q)\right]_{\|\stackrel{}{v^{}}\|v_{\mathrm{min}}}d^3\stackrel{}{v^{}}\frac{f(\stackrel{}{v^{}})}{\|\stackrel{}{v^{}}\|},$$ (7) where $`\sigma _p^{\mathrm{scalar}}`$ is the WIMP-proton cross section at zero momentum transfer, $`A_N`$ and $`M_N`$ are the detector nucleus atomic number and mass, while $`(Q)`$ is the nuclear form factor. In the equation above, the terms in the round bracket are energy and detector independent; we will not consider them in what follows. The terms in the square brackets depend on the nucleus chosen for the detector, as well as on the energy and WIMP mass. When considering annual modulation, they play a weighting effect for those detectors, like NaI, which are not monatomic (the generalization of Eq. (7) to this case is straightforward). The last term, $`T(Q,M_N,M_\chi ,t)`$ $`=`$ $`{\displaystyle _{\|\stackrel{}{v^{}}\|v_{\mathrm{min}}}}d^3\stackrel{}{v^{}}{\displaystyle \frac{f(\stackrel{}{v^{}})}{\|\stackrel{}{v^{}}\|}}={\displaystyle _{v_{\mathrm{min}}}^{\mathrm{}}}𝑑v^{}v^{}{\displaystyle 𝑑\mathrm{\Omega }^{}f(v^{},\mathrm{\Omega }^{})}`$ (8) $``$ $`{\displaystyle _{v_{\mathrm{min}}}^{\mathrm{}}}𝑑v^{}g(v^{}),`$ depends on $`Q`$, $`M_N`$, and $`M_\chi `$ through $`v_{\mathrm{min}}=[(QM_N)/(2M_r^2)]^{1/2}`$, where $`M_r`$ is the WIMP-nucleus reduced mass. It is time dependent and gives rise to the annual-modulation effect. This might not be clear at first sight, as we wrote implicitly the temporal dependence in the change of variables between the detector rest frame and the galactic frame. In polar coordinates, the change of variable to the detector frame (primed system in our notation) is simply: $`v_r=v_r^{}`$, $`v_\theta =v_\theta ^{}`$, and $`v_\varphi =v_\varphi ^{}+v_{}`$. The azimuthal shift $`v_{}`$ varies during the year; in June it is roughly $`v_{}=\mathrm{\Theta }_0+v_E`$, while in December it is $`v_{}=\mathrm{\Theta }_0v_E`$, where $`v_E15\mathrm{km}\mathrm{s}^1`$ is the projection of the earth orbital velocity on the galactic plane, while $`\mathrm{\Theta }_0`$ is the galactic circular velocity at the Sun’s position. The latter is given in terms of Oort’s constants and the galactocentric distance by: $$\mathrm{\Theta }_0=(AB)R_0=(27.2\pm 0.9)R_0\mathrm{km}\mathrm{s}^1\mathrm{kpc}^1,$$ (9) where the numerical value of $`AB`$ comes from the determination from Cepheid proper motions measured by the Hipparcos satellite . The amplitude of the annual modulation (keeping track of whether the signal is greater in June or December) for a monatomic detector is then, $$𝒜(Q,M_N,M_\chi )=\frac{T(Q,M_N,M_\chi ,\mathrm{June})T(Q,M_N,M_\chi ,\mathrm{December})}{T(Q,M_N,M_\chi ,\mathrm{June})+T(Q,M_N,M_\chi ,\mathrm{December})}.$$ (10) As mentioned, the formula for NaI has instead a weighting factor for each of the two nuclei. For a given detector and distribution function the value of $`𝒜`$ follows. To compute $`g`$ as defined in Eq. (8) the appropriate choice of integration variable are, in the isotropic case, $`g(v^{})`$ $`=`$ $`2\pi v^{}{\displaystyle _0^\pi }𝑑\alpha \mathrm{sin}\alpha {\displaystyle \frac{F_{\mathrm{dm}}()}{\rho _0}}`$ $``$ $`=`$ $`\mathrm{\Psi }(R_0){\displaystyle \frac{1}{2}}\left(v_{}^{}{}_{}{}^{2}+2\mathrm{cos}\alpha v^{}v_{}+v_{}^2\right),`$ (11) while in the anisotropic case, $`g(v^{})`$ $`=`$ $`2v^{}{\displaystyle _0^{2\pi }}𝑑\psi {\displaystyle _0^\pi }𝑑\eta \mathrm{sin}\eta {\displaystyle \frac{F_{\mathrm{dm}}(𝒬)}{\rho _0}}`$ $`𝒬`$ $`=`$ $`\mathrm{\Psi }(R_0){\displaystyle \frac{1}{2}}\left(v_{}^{}{}_{}{}^{2}+2\mathrm{sin}\psi \mathrm{sin}\eta v^{}v_{}+v_{}^2\right)`$ (12) $`{\displaystyle \frac{R_0^2}{2r_a^2}}\left(v_{}^{}{}_{}{}^{2}\mathrm{sin}^2\eta +2\mathrm{sin}\psi \mathrm{sin}\eta v^{}v_{}+v_{}^2\right).`$ ## 4 Results ### 4.1 Isotropic Velocity Distributions We first consider distribution functions with isotropic velocity dispersions. In Fig. 1 we plot with a solid line the function $`g(v^{})`$ defined above in case of a NFW profile, assuming the galactocentric distance to be $`R_0=8\mathrm{kpc}`$ and $`\mathrm{\Theta }_0`$ as derived from Eq. (9). There are two solid lines in the figure; the one which is higher at the peak refers to the function $`g`$ in December, while the second one is appropriate for June. As shown in the previous Section, the amplitude $`𝒜`$ of the annual modulation is proportional to the difference between June and December of the integral of $`g`$ above the value $`v_{\mathrm{min}}`$, which in turn depends on the energy deposited in the detector and WIMP and nucleus masses. As a visual aid to identify which are the relevant portions of the curves in each case, we plot in the figure the value of $`v_{\mathrm{min}}`$ for a Germanium detector and a few values of $`Q`$ and $`M_\chi `$ (e.g. $`v_{\mathrm{min}}(Q=30\mathrm{keV},M_\chi =60\mathrm{GeV})`$ is given by the abscissa of the point at the intersection between the horizontal dotted line labeled $`Q=30\mathrm{keV}`$ and the vertical dotted line labeled $`M_\chi =60\mathrm{GeV}`$). Analogous plots for Na and I are given in Figs. 3 and 4. In Fig. 2 we plot the predicted annual-modulation amplitude as a function of $`Q`$, for this NFW profile, for a Germanium detector and for four sample values for the WIMP mass. As known from previous analyses, the modulation amplitude changes sign going to higher values of the deposited energy. At least for low-mass WIMPs, the largest values of $`𝒜`$ correspond to the largest displayed value of $`Q`$. Note however that at such large $`Q`$s the differential rate is almost negligible (being suppressed by the form factor $``$). To compare with the case previous analyses focussed on, we display in Fig. 1 the functions $`g`$ expected for an isothermal distribution function. The value for the velocity dispersion $`\sigma `$ is assumed accordingly to the naive (in the sense that it does not correspond to a self-consistent solution) prescription $`\sigma =\sqrt{3/2}\mathrm{\Theta }(R=\mathrm{})`$ and $`\mathrm{\Theta }(R=\mathrm{})=\mathrm{\Theta }_0`$. We find a fairly good agreement with the NFW case and hence a consistency as well in the values of the modulation amplitude in Fig. 2. We have checked that the effect we are trying to address does not depend sensitively on the steepness of the profile towards the Galactic center. The Moore et al. profile in Table 1 gives curves for $`g`$ barely distinguishable from the NFW curves in Fig. 1. This is because these two profiles have similar amounts of dark matter inside $`R_0`$ and analogous ratios of dark to luminous matter. The Kravtsov et al. profile in Table 1 has best-fit values for the local halo density $`\rho _0`$ and for length scale $`a`$ respectively higher and lower than in the previous cases; the dark matter happens then to be appreciably more concentrated toward the inner part of the Galaxy. In this case the velocity dispersion gets larger and hence values for the modulation amplitudes are reduced. We go in the direction of a slightly larger velocity dispersion also by dropping the hypothesis of having a “spherical disk”. We claim this in analogy to the isothermal case where it is relatively easy to construct a self-consistent solution for a thin disk and a flattened dark halo; this system has a velocity dispersion somewhat larger than in the purely spherical case. ### 4.2 Anisotropic Velocity Distributions We sketch now what happens in case of anisotropy in the velocity dispersion tensor. As mentioned in Section 2, different approaches are possible; we consider the Osipkov-Merritt models applied to the NFW density profile introduced above. This will turn out to be sufficient to address the main qualitative effects. We suppose that the distribution function favors radial velocities. To illustrate the effects of anisotropy in the velocity distribution, we consider values for the anisotropy parameter $`\beta (R_0)`$ in the range (0, 0.48). The upper value is close to the value of $`\beta (R_0)`$ above which, with our particular choice of potential and dark-matter-density profile, the Osipkov-Merritt scheme breaks down. In Fig. 3 we plot the forms for the function $`g`$ corresponding to $`\beta (R_0)=0.2`$ and 0.4, as well as $`\beta (R_0)=0`$. In Fig. 4 we plot instead the $`\beta (R_0)=0.3`$ and 0.48 cases. It is evident that detector rest-frame values of the WIMP kinetic energy are, in anisotropic models, significantly redistributed (even though the spherically symmetric density profile remains unaltered). The enhancement at large $`v^{}`$ is due to the fact that in these models there is a higher probability to have a contribution to the signal from particles on very elongated and nearly radial orbits (i.e. particles with $`𝒬`$ close to zero; distribution functions analogous to the case considered here are given in Fig. 5 of Ref. ). Obviously this implies that the recoil energy spectra changes to some extent. However, without knowing the WIMP mass it may be hard, in case of a detection, to tell one spectrum induced by an anisotropic distribution from another due to an isotropic population for a different WIMP mass. Regarding instead the annual-modulation signature, the effect can be quite dramatic. In Fig 5 we show the modulation amplitude for a NaI detector, plotting on the horizontal axis the electron equivalent energy $`Q_{ee}`$, rather than $`Q`$, in the range interesting for the Dama experiment (to derive this plot we assumed quenching factors and Woods-Saxon form factors as suggested by the Dama Collaboration ). As can be seen, for $`\beta (R_0)=0.4`$, which corresponds to a local velocity ellipsoid for dark-matter particles that is still relatively close to spherical (the axis ratio is equal to 0.7), the modulation amplitudes in a NaI detector are severely damped. For intermediate neutralino masses and values of the recoil energy, the amplitude even changes sign. The $`\beta (R_0)=0.2`$ case lies between the isotropic and 0.4 models. Still, the influence on the annual modulation is still rather large. Results for a Ge detector and in case of $`\beta (R_0)=0.48`$ and 0.3 are shown in Fig 6 and are analogous to the NaI case. ## 5 Conclusions We have investigated the possible effects on an annual-modulation signal of additional structure in the WIMP velocity distribution beyond the canonical Maxwell-Boltzmann distribution. To do so, we have considered isotropic distribution functions that correspond to density profiles other than the isothermal profile that goes with a Maxwell-Boltzmann velocity distribution, as well as some simple but plausible anisotropic velocity distribution functions. The measured local rotation curve of the Milky Way fixes the velocity dispersion of any consistent dark-matter phase-space distribution. Thus, the total detection rate, integrated over all recoil energies, is expected to be independent of the detailed form of the velocity distribution. However, uncertainties in the velocity distribution can lead to larger uncertainties in the predicted detection rate if a signal is dominated primarily by events in a small recoil-energy bin, as occurs, for example, in the Dama annual-modulation signal. Moreover, the sign, as well as the magnitude, of the annual modulation can be changed. Thus, the constraints to the WIMP mass that are inferred from the sign of the modulation in Dama may be loosened if we allow for some structure in the phase-space distribution. The anisotropic velocity distributions we used were chosen as they provide simple deviations from a Maxwell-Boltzmann distribution that illustrate our point. There are other possibilities for the phase-space distribution that are more complicated, although perhaps better motivated. For example, the existence of an NFW profile—rather than an isothermal profile—in numerical simulations suggests that phase mixing via violent relaxation is not fully efficient in gravitational collapse. If so, then some of the pre-collapse phase-space structure (recall that the pre-collapse phase-space structure of cold dark matter is very highly peaked around zero velocity) should be preserved. It is thus reasonable to expect some clumping in velocity space, even if the halo is smooth in physical space. Thus, for example, the local velocity distribution might be highly anisotropic even if the velocity distribution averaged over a larger volume of the Galaxy is isotropic. Although numerical simulations will be required to quantify this further, it is important to note the possible implications for WIMP-detection rates with the simple models we have considered. ###### Acknowledgments. We would like to thank George Lake for discussions. This work was supported in part by NSF AST-0096023, NASA NAG5-8506, and DoE DE-FG03-92-ER40701.
warning/0006/math-ph0006002.html	ar5iv	text	# On the maximal ionization of atoms in strong magnetic fields ## 1 Introduction and main result Let $`H_{N,Z,𝐀}`$ be the Hamiltonian for $`N`$ identical particles with spin $`\frac{1}{2}`$ in the Coulomb field of a nucleus of charge $`Z`$ and in a magnetic field $`𝐁=\mathrm{curl}𝐀`$, $$H_{N,Z,𝐀}=\underset{i=1}{\overset{N}{}}\left(H_𝐀^{(i)}\frac{Z}{\|𝐱_i\|}\right)+\underset{i<j}{}\frac{1}{\|𝐱_i𝐱_j\|},$$ (1) with $$H_𝐀^{(j)}=\left[𝝈_j\left(i_j+𝐀(𝐱_j)\right)\right]^2=\left(i_j+𝐀(𝐱_j)\right)^2+𝐁𝝈_j.$$ (2) Here $`𝐀_{\mathrm{loc}}^2(^3;^3)`$ is the magnetic potential and $`𝝈=(\sigma _x,\sigma _y,\sigma _z)`$ are the usual Pauli matrices. The Hamiltonian (1) acts on the fermionic (respectively bosonic) subspace of $`^N^2(^3,d𝐱;^2)`$. We will assume that the ground state energy $$E(N,Z,𝐁)=\mathrm{inf}\mathrm{spec}H_{N,Z,𝐀}$$ (3) is finite. (Note that the energy depends only on $`𝐁`$ because of gauge invariance.) A sufficient condition for this is $`𝐁^{3/2}+^{\mathrm{}}`$, because is this case $`\|𝐁\|+Z/\|𝐱\|`$ is relatively bounded with respect to $`\mathrm{\Delta }`$, and $`\mathrm{inf}\mathrm{spec}H_{N,Z,𝐀}\mathrm{inf}\mathrm{spec}_{i=1}^N\left(\mathrm{\Delta }_i\|𝐁(𝐱_i)\|Z/\|𝐱_i\|\right)`$ by the diamagnetic inequality. Moreover, we will only consider magnetic potentials $`𝐀`$ such that the energy $`E(N,Z,𝐁)`$ is monotonously decreasing in $`N`$ for fixed $`Z`$. This is in particular the case for a homogeneous magnetic field. We are interested in the maximal number of particles that can be bound, i.e. the largest $`N`$ such that $`E(N,Z,𝐁)`$ is an eigenvalue. We will denote this “critical” $`N`$ by $`N_c`$, suppressing the dependence on $`Z`$ and $`𝐁`$. For simplicity we will restrict ourselves to considering identical particles. Alternatively, one could define the critical particle number by $$\stackrel{~}{N}_c=\mathrm{max}\left\{N\|E(N,Z,𝐁)<E(N1,Z,𝐁)\right\}.$$ (4) With this definition $`E(N,Z,𝐁)`$ is certainly an eigenvalue if $`N\stackrel{~}{N}_c`$, so $`\stackrel{~}{N}_cN_c`$. Hence any upper bound to $`N_c`$ is also an upper bound to $`\stackrel{~}{N}_c`$. It is well known that magnetic fields, at least homogeneous ones, enhance binding. In it is shown that every once negatively charged ion (i.e. $`N=Z+1`$) has an infinite number of bound states in the presence of a homogeneous magnetic field of arbitrary field strength $`B`$. And in the lower bound $`lim\; inf_Z\mathrm{}(\stackrel{~}{N}_c/Z)2`$ as long as $`B/Z^3\mathrm{}`$ is given, which is in contrast to asymptotic neutrality in the absence of magnetic fields . We will use Lieb’s strategy to derive an upper bound on $`N_c`$. The difference between our considerations and is the coupling of the spin to the magnetic field, i.e. the term $`𝐁𝝈`$ in the Hamiltonian. Without this term, Lieb derived the bound $`N_c<2Z+1`$ for any bounded $`𝐀`$ that goes to zero at infinity. Our result is as follows: ###### THEOREM 1 (Upper bound on $`N_c`$). Under the conditions stated above, $$N_c<2Z+1+\frac{1}{2}\frac{E(N_c,Z,𝐁)E(N_c,kZ,𝐁)}{N_cZ(k1)}$$ (5) for all values of $`k>1`$. Note that since the ground state energy is superadditive in $`N`$, $`E(N,Z,𝐁)/N`$ is bounded by some some function independent of $`N`$. Moreover, the best bound in (5) is achieved in the limit $`k1`$, which exists by concavity of $`E(N,Z,𝐁)`$ in $`Z`$. To apply Theorem 1 to the case of fermionic electrons in a homogeneous magnetic field $`𝐁=(0,0,B)`$, one needs upper and lower bounds to the ground state energy. These were derived in and and are given in section 4.1. The result is the following: ###### THEOREM 2 (Maximal ionization for fermions). Let $`H_{N,Z,𝐀}`$ be the restriction of (1) to the fermionic subspace, and let $`𝐁=(0,0,B)`$. Then, for some constants $`C_1`$ and $`C_2`$, and for all values of $`B0`$ and $`Z>0`$, $$N_c<2Z+1+C_1Z^{1/3}+C_2Z\mathrm{min}\{(B/Z^3)^{2/5},1+\|\mathrm{ln}(B/Z^3)\|^2\}.$$ (6) Of course we do not believe that these bounds are optimal. One might assume that Lieb’s bound $`N_c<2Z+1`$ holds also in this case, at least for large $`Z`$ (compare with the lower bound in stated above), but it remains an open problem to show this. However, Theorem 2 improves a result obtained in , which states that $`N_c<2Z+1+cB^{1/2}`$ for the Hamiltonian (1) restricted to some special wave functions in the lowest Landau band, which reduces the problem to an essentially one-dimensional one. One might ask how the Pauli principle affects the result in Theorem 2. It turns out that the analogue for bosonic particles is the following: ###### THEOREM 3 (Maximal ionization for bosons). Let $`H_{N,Z,𝐀}`$ be the restriction of (1) to the bosonic subspace, and let $`𝐁=(0,0,B)`$. Then for some constant $`C_3`$ and for all $`B0`$ and $`Z>0`$ $$N_c<2Z+1+\frac{Z}{2}\mathrm{min}\{\left(1+\frac{B}{Z^2}\right),C_3\left(1+\left[\mathrm{ln}\left(\frac{B}{Z^2}\right)\right]^2\right)\}.$$ (7) In the next section we will give the proof of Theorem 1. In section 3 several possible generalizations are stated, and in section 4 the necessary energy bounds for the case of a homogeneous magnetic field are given, which will prove Theorems 2 and 3. ## 2 Proof of Theorem 1 Let $`\mathrm{\Psi }`$ be a normalized ground state for $`H_{N,Z,𝐀}`$. Assume, for the moment, that $`\mathrm{\Psi }\|\|𝐱_N\|\mathrm{\Psi }`$ is finite. Then $`E(N,Z,𝐁)\|𝐱_N\|\mathrm{\Psi }\|\mathrm{\Psi }=\|𝐱_N\|\mathrm{\Psi }\|H_{N,Z,𝐀}\mathrm{\Psi }`$ $`=\|𝐱_N\|\mathrm{\Psi }\|\left(H_{N1,Z,𝐀}+H_𝐀^{(N)}{\displaystyle \frac{Z}{\|𝐱_N\|}}+{\displaystyle \underset{i=1}{\overset{N1}{}}}{\displaystyle \frac{1}{\|𝐱_i𝐱_N\|}}\right)\mathrm{\Psi }.`$ (8) Because $`\mathrm{\Gamma }=\mathrm{\Psi }^{}\mathrm{\Psi }\|𝐱_N\|𝑑𝐱_N`$ is an acceptable trial density matrix, we can use the variational principle to conclude that $$\|𝐱_N\|\mathrm{\Psi }\|H_{N1,Z,𝐀}\|\mathrm{\Psi }E(N1,Z,𝐁)\|𝐱_N\|\mathrm{\Psi }\|\mathrm{\Psi }.$$ (9) By assumption the energy is monotonously decreasing in $`N`$, so $`\|𝐱_N\|\mathrm{\Psi }\|\left(H_𝐀^{(N)}{\displaystyle \frac{Z}{\|𝐱_N\|}}+{\displaystyle \underset{i=1}{\overset{N1}{}}}{\displaystyle \frac{1}{\|𝐱_i𝐱_N\|}}\right)\mathrm{\Psi }`$ $`\left(E(N,Z,𝐁)E(N1,Z,𝐁)\right)\|𝐱_N\|\mathrm{\Psi }\|\mathrm{\Psi }0.`$ (10) Now using the demanded symmetry of $`\mathrm{\Psi }`$, we get $$\mathrm{\Psi }\|\frac{\|𝐱_N\|}{\|𝐱_i𝐱_N\|}\mathrm{\Psi }=\frac{1}{2}\mathrm{\Psi }\|\frac{\|𝐱_N\|+\|𝐱_i\|}{\|𝐱_i𝐱_N\|}\mathrm{\Psi }>\frac{1}{2}$$ (11) (the strict inequality follows from the fact that $`\left\{(𝐱,𝐲),\|𝐱𝐲\|=\|𝐱\|+\|𝐲\|\right\}`$ has measure zero), so (10) gives $$Z>\frac{1}{2}(N1)+\|𝐱_N\|\mathrm{\Psi }\|H_𝐀^{(N)}\|\mathrm{\Psi }.$$ (12) As in we have for any positive function $`\phi (𝐱_N)`$ $`\phi \mathrm{\Psi }\|H_𝐀^{(N)}\|\mathrm{\Psi }`$ $`=`$ $`\phi ^{1/2}\mathrm{\Psi }\|(H_𝐀^{(N)}\|{\displaystyle \frac{\phi }{2\phi }}\|^2)\phi ^{1/2}\mathrm{\Psi }`$ (13) $`i\mathrm{Re}\phi ^{1/2}\mathrm{\Psi }\|{\displaystyle \frac{\phi }{\phi }}(i+𝐀)\phi ^{1/2}\mathrm{\Psi }.`$ Now $`\|𝐱_N\|\mathrm{\Psi }\|H_𝐀^{(N)}\mathrm{\Psi }`$ is certainly real, because all the other quantities in equation (8) are real. So choosing $`\phi (𝐱_N)=\|𝐱_N\|`$ in equation (13) we get $$\|𝐱_N\|\mathrm{\Psi }\|H_𝐀^{(N)}\mathrm{\Psi }=\|𝐱_N\|^{1/2}\mathrm{\Psi }\|(H_𝐀^{(N)}\frac{1}{4\|𝐱_N\|^2})\|𝐱_N\|^{1/2}\mathrm{\Psi }.$$ (14) Using that $`H_𝐀^{(N)}0`$ equation (12) reads $$N<2Z+1+\frac{1}{2}\mathrm{\Psi }\|\|𝐱_N\|^1\mathrm{\Psi }.$$ (15) Moreover, $`\mathrm{\Psi }\|\|𝐱_N\|^1\mathrm{\Psi }(k1)`$ $`=`$ $`{\displaystyle \frac{1}{NZ}}\mathrm{\Psi }\|(H_{N,Z,𝐀}H_{N,kZ,𝐀})\mathrm{\Psi }`$ (16) $``$ $`{\displaystyle \frac{1}{NZ}}\left(E(N,Z,𝐁)E(N,kZ,𝐁)\right),`$ so we arrive at the desired bound for $`N_c`$. Throughout, we have assumed that $`\|𝐱_N\|\mathrm{\Psi }\|\mathrm{\Psi }`$ is finite. A priori, this need not be the case. However, one could arrive at the same conclusions using the bounded function $`\phi _\epsilon (𝐱_N)=\|𝐱_N\|(1+\epsilon \|𝐱_N\|)^1`$ instead of $`\|𝐱_N\|`$ in (8), and letting $`\epsilon 0`$ at the end (see ). Note that $$\left\|\frac{\phi _\epsilon }{\phi _\epsilon }\right\|^2=\frac{1}{\|𝐱\|^2(1+\epsilon \|𝐱\|)^2}\frac{1}{\|𝐱\|\phi _\epsilon (𝐱)},$$ (17) so our conclusions remain valid. ###### Remark 1. Instead of ignoring the kinetic energy in (14) one could use the operator inequality $$(i+𝐀)^2\frac{1}{4\|𝐱\|^2}0$$ (18) to conclude that $$N_c<2Z+12\mathrm{\Psi }\|\|𝐱_N\|𝐁(𝐱_N)𝝈_N\mathrm{\Psi }.$$ (19) This may especially be of interest if $`\|𝐁(𝐱)\|b\|𝐱\|^1`$ for some constant $`b`$. And for $`𝐁=\mathrm{𝟎}`$ Lieb’s bound $`N_c<2Z+1`$ is reproduced. ## 3 Generalizations of Theorem 1 As in several generalizations of Theorem 1 are possible: * One can allow different statistics than the bosonic or fermionic one, or even consider independent particles. Moreover, the particles could have different masses and charges. * Hartree- and Hartree-Fock theories can be treated in the same manner. * One can replace the Coulomb interaction (everywhere) by some positive $`v(𝐱)=1/w(𝐱)`$, with $`w`$ satisfying $$w(𝐱𝐲)w(𝐱)+w(𝐲),$$ (20) and for some constant $`C`$ $$\left\|w\right\|^2C.$$ (21) Looking at the proof of Theorem 1 we see that these two properties are really what we needed. ## 4 Application to homogeneous fields We will now apply Theorem 1 to the case of a homogeneous magnetic field $`𝐁=(0,0,B)`$, and prove Theorems 2 and 3. The magnetic potential, in the symmetric gauge, is given by $`𝐀=\frac{1}{2}𝐁\times 𝐱`$. The energy in this case will be denoted by $`E(N,Z,B)E(N,Z,𝐁)`$. To derive explicit bounds on $`N_c`$, we need upper and lower bounds to the ground state energy of (1). However, since we are not trying to give the optimal constants, the upper bound $`E(N,Z,B)0`$ will suffice for our purposes. So we will concentrate on the lower bounds. We will distinguish between the fermionic and the bosonic case. Throughout, every fixed constant will be denoted by $`C`$, although the various constants may be different. ### 4.1 The fermionic case In and the following lower bounds on the ground state energy of (1) were derived: ###### LEMMA 1 (Lower bounds on the fermionic energy). Let $`\lambda =N/Z`$. The ground state energy of (1) restricted to the fermionic subspace satisfies: 1. If $`BCZ^{4/3}`$ then $$E(N,Z,B)CZ^{7/3}\lambda ^{1/3}\left(1+C\lambda ^{2/3}\right).$$ (22) 2. If $`BCZ^{4/3}`$ then $$E(N,Z,B)CZ^{9/5}\lambda ^{3/5}B^{2/5}\left(1+C\lambda ^{2/5}\right).$$ (23) 3. If $`BCZ^2`$ then $$E(N,Z,B)CNZ^2\left(1+\left[\mathrm{ln}\left(\frac{C}{\lambda ^{1/2}}\left(\frac{B}{Z^3}\right)^{1/2}+1\right)\right]^2\right).$$ (24) ###### Remark 2. Part (c) of Theorem 2 follows from omitting the repulsion terms in Theorem 1.2 (“Confinement to the lowest Landau band”) in and then using the bound (4.11) there. Although this theorem is applicable for $`BCZ^{4/3}`$, with an additional error term, the result is simpler for $`BCZ^2`$. However, the bound (24) is only of interest for $`BCZ^3`$, because for smaller $`B`$ (23) is more useful. Using (5) and the bounds in the preceding Lemma we find that $`\lambda _cN_c/Z`$ satisfies $`\lambda _c`$ $`<`$ $`2+Z^1+C\lambda _c^{2/3}Z^{2/3}\left(1+C\lambda _c^{2/3}\right)\mathrm{if}BCZ^{4/3},`$ $`\lambda _c`$ $`<`$ $`2+Z^1+C\lambda _c^{2/5}\left({\displaystyle \frac{B}{Z^3}}\right)^{2/5}\left(1+C\lambda _c^{2/5}\right)\mathrm{if}BCZ^{4/3},`$ $`\lambda _c`$ $`<`$ $`2+Z^1+C\left(1+\left[\mathrm{ln}\left({\displaystyle \frac{C}{\lambda _c^{1/2}}}\left({\displaystyle \frac{B}{Z^3}}\right)^{1/2}+1\right)\right]^2\right)\mathrm{if}BCZ^2.`$ Putting together these three bounds, we obtain the result stated in Theorem 2. Note that these bounds imply in particular $$\underset{Z\mathrm{}}{lim\; sup}\frac{N_c}{Z}2\mathrm{if}B/Z^30.$$ (26) ### 4.2 The bosonic case To get a lower bound the bosonic energy we will first omit the positive repulsion terms in (1). By scaling the variables $`𝐱_iZ^1𝐱_i`$ we see that $$E(N,Z,B)NZ^2e(B/Z^2),$$ (27) where $`e(b)`$ is the ground state energy of hydrogen in a homogeneous magnetic field of strength $`b`$. For small $`b`$, we will use the diamagnetic inequality, which implies $$e(b)\frac{1}{4}b.$$ (28) A large $`b`$ expansion of $`e(b)`$ is given in . From there we get the following lower bound: ###### LEMMA 2 (Lower bound for the hydrogen energy). For large enough $`b`$ the ground state energy of hydrogen, $`e(b)`$, satisfies $$e(b)\frac{1}{4}\left(\mathrm{ln}b\right)^2\left(1+\frac{C}{\mathrm{ln}b}\right).$$ (29) Note that the bosonic energy is at least of order $`NZ^2`$, even for small $`B`$. Therefore the contribution to (5) is always at least $`O(Z)`$, in contrast to fermions, where the energy is of order $`N^{1/3}Z^2`$ for small $`B`$ (this is the reason for the additional factor $`Z^{1/3}`$ in (6)). Setting $`k=2`$ we arrive at the bound given in Theorem 3. We remark that since the bosonic energy is always less than the fermionic energy, Theorem 3 holds also for fermions; but the bound stated there is certainly worse than the one given in Theorem 2.
warning/0006/cond-mat0006505.html	ar5iv	text	# Energy spectra of fractional quantum Hall systems in the presence of a valence hole ## I Introduction A number of experimental and theoretical studies of the optical properties of quasi-two-dimensional (2D) electron systems in high magnetic fields have been carried out in the recent years. In structures where both conduction electrons and valence holes are confined in the same 2D layer, such as symmetrically doped quantum wells (QW’s), the photoluminescence (PL) spectrum of an electron gas (2DEG) involves neutral and charged exciton complexes (bound states of one or two electrons and a hole, $`X=e`$$`h`$ and $`X^{}=2e`$$`h`$). The $`X^{}`$ can exist in the form of a number of different bound states. In zero or low magnetic field ($`B2`$ T in GaAs), only the optically active spin–singlet $`X_s^{}`$ occurs. Although it is predicted to unbind in the $`B\mathrm{}`$ limit as a consequence of the “hidden symmetry” of an $`e`$$`h`$ system in the lowest LL, the $`X_s^{}`$ is observed in the PL spectra even in the highest fields available experimentally ($`50`$ T in GaAs). A different $`X^{}`$ bound state is formed in a finite magnetic field: a non-radiative (“dark”) spin-triplet $`X_{td}^{}`$. In contrast with an earlier prediction, the $`X_{td}^{}`$ remains bound in the $`B\mathrm{}`$ limit, and the transition from the $`X_s^{}`$ to the $`X_{td}^{}`$ ground state is expected at $`B30`$ T (in GaAs). At even higher fields, Laughlin incompressible fluid states of strongly bound and long-lived $`X_{td}^{}`$ fermionic quasiparticles were predicted. Very recently, yet another bound $`X^{}`$ state has been discovered in a strong (but finite) magnetic field: a radiative (“bright”) excited spin-triplet $`X_{tb}^{}`$. The $`X_{tb}^{}`$ has the smallest binding energy but the largest oscillator strength of all $`X^{}`$ states, and dominates the PL spectrum at very high magnetic fields. The PL spectra of symmetric QW’s are not very useful for studying the $`e`$$`e`$ correlations in the 2DEG. In such systems, the 2DEG responds so strongly to the perturbation created by an optically injected hole that the original correlations are locally (in the vicinity of the hole) completely replaced by the $`e`$$`h`$ correlations describing an $`X`$ or $`X^{}`$ bound state. The PL spectra containing more information about the properties of the 2DEG itself are obtained in bi-layer systems, where the spatial separation of electrons and holes reduces the effects of $`e`$$`h`$ correlations. The bi-layer systems are realized experimentally in heterojunctions and asymmetrically doped wide QW’s, in which a perpendicular electric field causes separation of electron and hole 2D layers by a finite distance $`d`$. Unless $`d`$ is smaller than the magnetic length $`\lambda `$, the PL spectra of bi-layer systems show no recombination from $`X^{}`$ states. Instead, they show anomalies at the filling factors $`\nu =\frac{1}{3}`$ and $`\frac{2}{3}`$, at which Laughlin incompressible fluid states are formed in the 2DEG, and the fractional quantum Hall (FQH) effect is observed in transport experiments. The bi-layer $`e`$$`h`$ system can be viewed as an example of a more general one in which the 2DEG with well defined correlations (e.g., Laughlin correlations at $`\nu =\frac{1}{3}`$) is perturbed by a potential $`V_{UD}`$ of an additional charge (mobile, in case of a valence hole), with controlled characteristic strength (energy scale) $`U`$ and range (length scale) $`D`$. Although the layer separation $`d`$ is the only adjustable parameter in an $`e`$$`h`$ system, larger control over both $`U`$ and $`D`$ is possible by replacing the hole with a sharp electrode whose potential and distance from the 2DEG can be tuned independently, as in a scanning tunneling microscope (STM). In another similar system, a charged impurity can be located at a controlled distance from the 2DEG. The 2DEG has its own characteristic lengths and energies, such as the average distance ($`\varrho ^{1/2}=\lambda \sqrt{2\pi /\nu }`$) and Coulomb energy of a pair of nearest electrons, or the energy gap $`\epsilon _{\mathrm{QE}}+\epsilon _{\mathrm{QH}}`$ to create Laughlin quasiparticle excitations and the average separation between them. Therefore, different types of response of the 2DEG to a perturbation $`V_{UD}`$ are expected depending on the relation between $`U`$ and $`D`$, and the characteristic lengths and energies of the 2DEG. Although the properties of bi-layer $`e`$$`h`$ systems in the FQH regime have been extensively studied in the past, the existing theory is by no means satisfactory. For example, we argue that the suggestive concept of a “dressed exciton” at small $`d`$ is not valid, and that the “anyon exciton” is not the relevant quasiparticle for description of the PL spectra at large $`d`$. In the present work, the elementary (“true”) quasiparticles (TQP’s) of the $`e`$$`h`$ system are identified at an arbitrary layer separation $`d`$. A unified description of the response of the 2DEG to the perturbing potential of an optically injected hole is proposed, and a transition from an $`e`$$`h`$ correlated (excitonic) to an $`e`$$`e`$ correlated (Laughlin) phase at $`d1.5\lambda `$ is confirmed. This transition has a pronounced effect on the optical spectra: at larger $`d`$, the discontinuities occur at $`\nu =\frac{1}{3}`$ and $`\frac{2}{3}`$ which allow for the optical probing of the Laughlin correlations in the 2DEG. At small layer separations ($`d<\lambda `$), we show that the lowest energy band of $`e`$$`h`$ states does not describe a magnetoexciton dispersion, and that the “dressed exciton” model proposed by Wang et al. and by Apalkov and Rashba is not valid. Instead, the formation of (two-component) incompressible fluid $`e`$$`X^{}`$ states in an $`e`$$`h`$ plasma is demonstrated. The states previously misinterpreted as the dispersion of a “dressed exciton” with an enhanced mass are shown to contain an $`X^{}`$ interacting with a quasihole (QH) of such incompressible fluid. The list of possible bound states (TQP’s) of the system at $`d<\lambda `$ includes the $`X`$ state, different $`X^{}`$ states, and the $`X^{}`$QH<sub>n</sub> states in which one or two QH’s of the $`e`$$`X^{}`$ fluid are bound to an $`X^{}`$. Which of the TQP’s occur at the lowest energy depends critically on $`d`$ and $`\nu `$. The dependence of the excitation energy gap of the incompressible $`e`$$`X^{}`$ states on $`d`$ is also studied. The enhancement of the gap at small $`d>0`$ is predicted for some states. Combining the present result with Ref. we find that Laughlin $`e`$$`X^{}`$ correlations, which isolate the $`X^{}`$’s from the surrounding 2DEG, survive (or are enhanced) at small $`d`$ for all of $`X_s^{}`$, $`X_{td}^{}`$, and $`X_{tb}^{}`$ states. Hence, the understanding of the PL spectra in terms of weakly perturbed $`X^{}`$ states remains valid at $`d<\lambda `$. At large layer separations ($`d>2\lambda `$), following the work of Chen and Quinn, we study the formation and properties of fractionally charged excitons (FCX’s), or “anyonic ions,” $`h`$QE<sub>n</sub> consisting of $`n`$ Laughlin quasielectrons (QE) of the 2DEG bound to a distant hole. We give a detailed analysis of all FCX complexes in terms of their angular momenta and binding energies. The pseudopotentials (pair energy as a function of pair angular momentum) describing interactions between the hole, electrons, and the Laughlin quasiparticles are calculated. Using the knowledge of the involved interactions we predict the stability of $`h`$QE and $`h`$QE<sub>2</sub> complexes and explain the behavior of their binding energy on the layer separation $`d`$. Somewhat surprisingly, the $`h`$QE<sub>3</sub> complex is found unstable at any value of $`d`$. The general analysis sketched above is illustrated with the energy spectra obtained in large-scale numerical diagonalization of finite systems on a Haldane sphere. Using Lanczos-based algorithms we were able to calculate the exact spectra of up to nine electrons and a hole at the filling factors $`\nu \frac{1}{3}`$. Since our numerical results obtained for fairly large systems can serve as raw “experimental” input for further theories, we discuss them in some detail the last section. They agree with all our predictions made throughout the paper. Although in the present work we study a very ideal $`e`$$`h`$ system in the lowest LL, our most important conclusions are qualitative and thus apply without change to realistic systems. To obtain a better quantitative agreement with particular experiments, the effects due to the LL mixing (less important at $`d2\lambda `$) and finite QW widths must be included in a standard way (see, e.g., Ref. for $`d=0`$). Some of our conclusions should also shed light on the physics of other related systems, such as the STM. In particular, the screening of a potential of a sharp electrode by a 2DEG is expected to involve “real” electrons when $`U`$ is large and $`D`$ is small, and Laughlin quasiparticles in the opposite case. An asymmetry between the response of a 2DEG to a positively and negatively charged electrode is expected in the latter case, because of very different QE–QE and QH–QH interactions at short range. Let us also add that the problem at $`\nu =\frac{2}{3}`$ is equivalent to that at $`\nu =\frac{1}{3}`$ because of the charge-conjugation symmetry in the lowest LL. The presented identification of bound states ($`X`$, $`X^{}`$, $`X^{}`$QH<sub>n</sub>, and $`h`$QE<sub>n</sub>) in $`e`$$`h`$ systems at an arbitrary $`d`$ and the study of their mutual interactions is necessary for the correct description of the PL from the 2DEG in the FQH regime. While the complete discussion of the optical properties of all bound $`e`$$`h`$ states will be presented in a following publication, let us mention that the translational invariance of a 2DEG results in strict optical selection rules for bound states (analogous to those forbidding emission from an isolated $`X_{td}^{}`$ ). As a result, $`h`$ (the “uncorrelated hole” state), $`h`$QE\* (an excited state of an $`h`$–QE pair), and $`h`$QE<sub>2</sub> are the only stable radiative states at large $`d`$, while the recombination of $`h`$QE (the ground state of an $`h`$–QE pair) or of (unstable) $`h`$QE<sub>3</sub> is forbidden. Different optical properties of different $`h`$QE<sub>n</sub> complexes and the critical dependence of their stability on the presence of QE’s in the 2DEG explain the discontinuities observed in the PL at $`\nu =\frac{1}{3}`$ or $`\frac{2}{3}`$. ## II Model We consider a system in which a 2DEG in a strong magnetic field $`B`$ fills a fraction $`\nu <1`$ of the lowest LL of a narrow QW. A dilute 2D gas of valence-band holes ($`\nu _h\nu `$) is confined to a parallel layer, separated from the electron one by a distance $`d`$. The widths of electron and hole layers are set to zero (finite widths can be included through appropriate form-factors reducing the effective 2D interaction matrix elements), and the mixing with excited electron and hole LL’s is neglected. The single-particle states $`\|m`$ in the lowest LL are labeled by orbital angular momentum, $`m=0`$, $`1`$, $`2`$, … for the electrons and $`m_h=m=0`$, 1, 2, … for the holes. Since $`\nu _h\nu `$ and no bound complexes involving more than one hole (such as biexcitons $`X_2=2e`$$`2h`$) occur at large $`B`$, the $`h`$$`h`$ correlations can be neglected and it is enough to study the interaction of the 2DEG with only one hole. The many-electron–one-hole Hamiltonian can be written as $$H=\underset{ijkl}{}\left(c_i^{}c_j^{}c_kc_lV_{ijkl}^{ee}+c_i^{}h_j^{}h_kc_lV_{ijkl}^{eh}\right),$$ (1) where $`c_m^{}`$ ($`h_m^{}`$) and $`c_m`$ ($`h_m`$) create and annihilate an electron (hole) in state $`\|m`$. Because of the lowest LL degeneracy, $`H`$ includes only the $`e`$$`e`$ and $`e`$$`h`$ interactions whose two-body matrix elements $`V^{ee}`$ and $`V^{eh}`$ are defined by the intra- and inter-layer Coulomb potentials, $`V_{ee}(r)=e^2/r`$ and $`V_{eh}(r)=e^2/\sqrt{r^2+d^2}`$. The convenient units for length and energy are the magnetic length $`\lambda `$ and the energy $`e^2/\lambda `$, respectively. At $`d=0`$, the $`e`$$`h`$ matrix elements are equal to the $`e`$$`e`$ exchange ones, $`V_{ijkl}^{eh}=V_{ikjl}^{ee}`$, due to the particle–hole symmetry, and at $`d>0`$ the $`e`$$`h`$ attraction is weaker than the $`e`$$`e`$ repulsion (at short range). The 2D translational invariance of $`H`$ results in conservation of two orbital quantum numbers: the projection of total angular momentum $`=_m(c_m^{}c_mh_m^{}h_m)m`$ and an additional angular momentum quantum number $`𝒦`$ associated with partial decoupling of the center-of-mass motion of an $`e`$$`h`$ system in a homogeneous magnetic field. For a system with a finite total charge, $`𝒬=_m(h_m^{}h_mc_m^{}c_m)e0`$, the partial decoupling of the center-of-mass motion means that the energy spectrum consists of degenerate LL’s. The states within each LL are labeled by $`𝒦=0`$, 1, 2, … and all have the same value of $`=+𝒦`$. Since both $``$ and $`𝒦`$ (and hence also $``$) commute with the PL operator $`𝒫`$, which annihilates an optically active (zero-momentum, $`k=0`$) $`e`$$`h`$ pair (exciton), $``$, $`𝒦`$, and $``$ are all simultaneously conserved in the PL process. The effects associated with finite (short) range correlations (such as formation and properties of bound states) can be studied in finite systems by exact numerical diagonalization, provided that the system size $`R`$ can be made larger than the characteristic correlation length $`\delta `$ (i.e. the size of the bound state). Numerical diagonalization of $`H`$ for finite numbers of electrons ($`N=_mc_m^{}c_m`$) and holes ($`N_h=_mh_m^{}h_m`$) in a finite physical space (area) requires restriction of single-particle electron and hole Hilbert spaces to a finite size. In the planar geometry, inclusion of only a finite number of electron and hole states in the calculation (states with $`m`$ only up to certain value $`m_{\mathrm{max}}`$) breaks the translational symmetry and the conservation of $`𝒦`$. A finite dispersion of calculated LL’s, which disappears only in the $`m_{\mathrm{max}}\mathrm{}`$ limit, hides the underlying symmetry of the modeled (infinite) system. Also, the calculated PL oscillator strengths do not obey the exact $`\mathrm{\Delta }𝒦=0`$ optical selection rule that holds in an infinite system. More informative finite-size spectra are obtained here using Haldane’s geometry, where electrons and holes are confined to a spherical surface of radius $`R`$ and the radial magnetic field is produced by a Dirac monopole. The reason for choosing the spherical geometry for the calculations is strictly technical and of no physical consequence for the results. Finite area (and thus finite LL degeneracy) of a closed surface results in finite size of the many-body Hilbert spaces obtained without breaking the 2D translational symmetry of a plane (which is preserved in the form of the 2D group of rotations). The exact mapping between quantum numbers $``$ and $`𝒦`$ on a plane and the 2D algebra of the total angular momentum $`𝐋`$ on a sphere allows investigation of effects caused by those symmetries (such as LL degeneracies and optical selection rules) and conversion of the numerical results back to the planar geometry. The price paid for closing the Hilbert space without breaking the symmetries is the surface curvature which modifies the interaction matrix elements $`V_{ijkl}^{ee}`$ and $`V_{ijkl}^{eh}`$. However, if the correlation length $`\delta `$ can be made smaller than $`R`$ (as happens for both Laughlin correlations in FQH systems and for bound states), the effects of curvature are scaled by a small parameter $`\delta /R`$ and can be eliminated by extrapolation of the results to $`R\mathrm{}`$ (in a similar way as the results obtained in the planar geometry can be extrapolated to $`m_{\mathrm{max}}\mathrm{}`$). The detailed description of the Haldane sphere model can be found for example in Refs. (see also Refs. for application to $`e`$$`h`$ systems) and will not be repeated here. The strength $`2S`$ of the magnetic monopole is defined in the units of flux quantum $`\varphi _0=hc/e`$, so that $`4\pi R^2B=2S\varphi _0`$ and the magnetic length is $`\lambda =R/\sqrt{S}`$. The single-particle states are the eigenstates of angular momentum $`lS`$ and its projection $`m`$, and are called monopole harmonics. The single-particle energies fall into $`(2l+1)`$-fold degenerate angular momentum shells (LL’s). The lowest shell has $`l=S`$ and thus $`2S`$ is a measure of the system size through the LL degeneracy. The charged many-body $`e`$$`h`$ states form degenerate total angular momentum ($`L`$) multiplets (LL’s) of their own. The total angular momentum projection $`L_z`$ labels different states of the same multiplet just as $`𝒦`$ or $``$ did for different states of the same LL on a plane. Different multiplets are labeled by $`L`$ just as different LL’s on a plane were labeled by $``$. The pair of optical selection rules, $`\mathrm{\Delta }L_z=\mathrm{\Delta }L=0`$ (equivalent to $`\mathrm{\Delta }=\mathrm{\Delta }𝒦=0`$ on a plane) results from the fact that an optically active exciton carries no angular momentum, $`l_X=0`$. It is clear that certain properties of a “strictly” spherical system do not describe the infinite planar system that we intend to model. For example, if understood literally, finite separation $`d`$ between the electron and hole spheres would lead to different values of the magnetic length in the two layers, and thus introduce an asymmetry between electron and hole orbitals (even in the lowest LL). While this effect disappears in the $`R\mathrm{}`$ limit, it is eliminated by formally calculating the matrix elements of the interaction potential $`V_{eh}(r)`$ at any value of $`d`$ for electrons and holes confined to a sphere of the same radius $`R`$. This procedure justifies the use of spherical geometry at arbitrarily large layer separation (not only at $`dR`$). ## III Bound Electron–Hole States in a Dilute 2DEG In order to understand PL from a 2DEG at arbitrary filling factor $`\nu `$ and layer separation $`d`$, one must first identify the bound complexes in which the holes (minority charges) can occur. After these bound complexes are found and understood in terms of such single-particle quantities as total charge $`𝒬`$, binding energy $`\mathrm{\Delta }`$, angular momentum $`l`$, or PL oscillator strength (inverse optical lifetime) $`\tau ^1`$, a perturbation-type analysis can be used to determine if those complexes are the relevant (or “true”) quasiparticles (TQP’s) of a particular $`e`$$`h`$ system, weakly perturbed by interaction with one another and the surrounding 2DEG. If it is so, the low energy states can be understood in terms of these TQP’s and their interactions. The PL (emission) probes the electron system in the vicinity of the annihilated hole and therefore the optical properties of TQP’s determine the (low temperature) PL spectra of the system. This type of analysis has been recently applied to the $`e`$$`h`$ systems at $`d=0`$ in the lowest LL, and it showed that the low lying states contained all possible combinations of bound $`e`$$`h`$ complexes (excitons $`X=e`$$`h`$ and excitonic ions $`X_n^{}=nX`$$`e`$) and excess electrons, interacting through effective pseudopotentials. The short range of these pseudopotentials yields Laughlin correlations between electrons and excitonic ions, which isolate the latter from the 2DEG and make them act like well defined TQP’s without internal dynamics. When applied to realistic symmetrically doped ($`d=0`$) QW’s at large $`B`$ and low density ($`\nu <\frac{1}{3}`$), a similar analysis showed that the observed PL spectra contain transitions only from radiative bound states (in that case, spin-singlet and excited spin-triplet $`X^{}`$ states) and explained why the expected singlet-triplet $`X^{}`$ crossing was not observed in some experiments. ### A Hidden Symmetry at Zero Layer Separation The exact particle–hole symmetry between electrons and valence holes in the lowest LL at $`d=0`$ results from (i) the identical electron and hole single-particle orbitals, scaled by the same characteristic length $`\lambda `$, which yields equal strength of $`e`$$`e`$ and $`e`$$`h`$ interaction matrix elements, $`V_{ijkl}^{eh}=V_{ikjl}^{ee}`$, and (ii) no effects of different effective masses on scattering because of the infinite cyclotron gap. This “hidden symmetry” results in the following commutation relation between the Hamiltonian (1) and the PL operator $`𝒫^{}`$ which creates a $`k=0`$ exciton, $$[H,𝒫^{}]=E_X𝒫^{},$$ (2) where $`E_X=\sqrt{\pi /2}e^2/\lambda `$ is the exciton energy in the lowest LL and $`𝒫^{}=_m(1)^mc_m^{}h_m^{}`$ (on the Haldane’s sphere). Because of Eq. (2), a “multiplicative” (MP) eigenstate of $`H`$ (a state containing $`N_X`$ neutral excitons with momentum zero) can be constructed by application of $`𝒫^{}`$ $`N_X`$ times to any eigenstate of the interacting electrons. The excitons created or annihilated with operators $`𝒫^{}`$ and $`𝒫`$ (i.e. by absorption or emission of a photon) have the same energy $`E_X`$ which is independent of other electrons or holes present. The number $`N_X`$ of such “decoupled” excitons is conserved by $`H`$, only the states with $`N_X>0`$ are radiative, and the emission (absorption) governed by the selection rule $`\mathrm{\Delta }N_X=1`$ ($`+1`$) occurs at the bare exciton energy $`E_X`$. Somewhat surprisingly, it turns out that the “totally multiplicative” eigenstate $$\|\mathrm{\Psi }_{N_h}=(𝒫^{})^{N_h}\|\mathrm{\Psi },$$ (3) obtained by adding the Bose-condensed ground state of $`N_X=N_h`$ excitons each with $`k=0`$ to the ground state $`\|\mathrm{\Psi }`$ of excess $`NN_h`$ electrons, is not always the ground state of the combined $`e`$$`h`$ system. This results because the interaction of an excited excitonic state (i.e. one with $`k0`$) of the Bose condensate with the fluid of excess electrons can lower the total energy by more than the cost of creating the excited excitonic state. Typically, a MP state $`𝒫^{}\|\mathrm{\Phi }`$ created by optical injection of a $`k=0`$ exciton into a state $`\|\mathrm{\Phi }`$ is an excited state, and the absorption is followed by relaxation to a different (non-MP, i.e. non-radiative) ground state. The condition under which the totally MP state in Eq. (3) is the $`e`$$`h`$ ground state follows from the mapping onto the $``$$``$ (spin-unpolarized electron) system, in which $`\|\mathrm{\Psi }_{N_h}`$ corresponds to the $``$$``$ state with the maximum spin. Since $`\nu _{}=1\nu `$ and $`\nu _{}=\nu _h`$, and the 2DEG is spin-polarized (in the absence of the Zeeman splitting) only at the Laughlin fillings, the condition for the totally MP $`e`$$`h`$ ground state $`\|\mathrm{\Psi }_{N_h}`$ is $$\nu \nu _h=1(2p+1)^1,$$ (4) with $`p=1`$, 2, …. At all other fillings (e.g., $`\nu \nu _h=\frac{1}{3}`$), the ground state has $`N_X<N_h`$, i.e. contains a number of holes that are bound in other (non-radiative) complexes than $`k=0`$ excitons. ### B Charged Exciton States An example of a non-MP $`e`$$`h`$ ground state is the “dark” spin-triplet charge exciton ($`X_{td}^{}`$). The $`X_{td}^{}`$ is the only bound $`2e`$$`h`$ state in the lowest LL at $`d=0`$. It is the most stable $`e`$$`h`$ complex at $`\nu _h2\nu `$, but its binding energy decreases at $`d>0`$ when the $`e`$$`h`$ attraction (at short range) becomes smaller than the $`e`$$`e`$ repulsion. The dependence of the $`2e`$$`h`$ energy spectrum on $`d`$ is shown in Fig. 1. The spectra are calculated in the spherical geometry for the LL degeneracy of $`2S+1=41`$. The energy is measured from the exciton energy $`E_X`$, so that for the bound states (the states below the dashed lines) it is the negative of the $`X^{}`$ binding energy, $`\mathrm{\Delta }_X^{}=E_XE`$. Open and full symbols distinguish singlet and triplet electron spin configurations, and each state with $`L>0`$ represents a degenerate multiplet with $`\|L_z\|L`$. The Zeeman energy of the singlet states is not included. The angular momentum $`L`$ calculated on a sphere translates into the angular momentum quantum numbers on a plane in such way that each LL at $`=0`$, $`1`$, $`2`$, … (containing states with $`𝒦=0`$, 1, 2, …, i.e. with $`=𝒦=`$, $`1`$, $`2`$, …) is represented by a multiplet at $`L=S+`$. Thus, the low energy multiplets in Fig. 1 at $`L=20`$, 19, and 18 represent the planar LL’s at $`=0`$, $`=1`$, and $`=2`$, respectively. It is important to realize that the recombination of an isolated $`X_{td}^{}`$ at $`d=0`$ is forbidden because of two independent symmetries. The $`\mathrm{\Delta }N_X=1`$ selection rule resulting from the hidden symmetry, which allows recombination from a pair of MP states at $`L=S`$ and $`E=E_X`$ only, is lifted at $`d>0`$. However, the translational symmetry yielding conservation of $`L`$ and $`L_z`$ (on a plane, $``$ and $`𝒦`$) holds at any value of $`d`$. Because the electron left in the lowest LL after recombination has $`l=S`$ ($`=0`$), only those $`2e`$$`h`$ multiplets at $`L=S`$ ($`=0`$) are radiative. They are marked with shaded rectangles in all frames of Fig. 1. In larger systems containing more than a single $`X^{}`$, the translational symmetry is broken by collisions, and weak $`X_{td}^{}`$ recombination becomes possible. The $`X_{td}^{}`$ binding energy $`\mathrm{\Delta }_{X_{td}^{}}`$, calculated by extrapolation of data obtained for $`2S60`$, is about $`0.052e^2/\lambda `$ at $`d=0`$ (very close to the value obtained earlier by Palacios et al. in the planar geometry). As expected, $`\mathrm{\Delta }_{X_{td}^{}}`$ decreases with increasing separation up to $`d\lambda `$, when $`X_{td}^{}`$ unbinds. Somewhat surprisingly, a new bound multiplet, a singlet $`X_{sd}^{}`$ at $`L=S2`$ ($`=2`$), occurs at finite $`d`$. Its binding $`\mathrm{\Delta }_{X_{sd}^{}}`$ reaches maximum of about $`0.013e^2/\lambda `$ at $`d0.8\lambda `$. The $`X_{sd}^{}`$ is a non-radiative (“dark”) state and should be distinguished from the radiative singlet state $`X_s^{}`$ at $`L=S`$ ($`=0`$), which is the $`X^{}`$ ground state at low magnetic fields (and small $`d`$). The $`X_{sd}^{}`$ is a $`2e`$$`h`$ analog of the singlet $`D^{}`$ state (two electrons bound to a distant donor impurity) with the same $`=2`$. A series of transitions between singlet and triplet $`D^{}`$ states with increasing $`\|\|`$ have been found when the distance between the impurity and the electron layer were increased. Bound states of larger excitonic ions $`X_n^{}=nX+e`$ are also possible at small $`d`$. They all have completely polarized electron and hole spins, and their binding energy, $`\mathrm{\Delta }_{X_n^{}}=E_X+E_{X_{n1}^{}}E`$, decreases with increasing size ($`n`$). The dependence of $`X_{td}^{}`$, $`X_{sd}^{}`$, and $`X_2^{}`$ binding energies (calculated at $`2S=60`$) on separation $`d`$ is shown in Fig. 2(a). As it was discussed in Sec. II, finite-size calculations give good approximation to $`2e`$$`h`$ energies only for the bound (finite-size) states. While the binding energies are correct at the values of $`d`$ for which $`\mathrm{\Delta }>0`$, they should asymptotically approach zero for $`d\mathrm{}`$ instead of crossing it as in Fig. 2(a). The average $`e`$$`e`$ distance $`r_{ee}=\sqrt{𝐫_{ee}^2}`$ within the $`X_{td}^{}`$ and $`X_{sd}^{}`$ complexes is plotted in Fig. 2(b). Both $`X^{}`$ wavefunctions depend rather weakly on $`d`$ in the range where $`\mathrm{\Delta }>0`$ (i.e., $`d0.7\lambda `$ for $`X_{td}^{}`$ and $`0.4\lambda d1.2\lambda `$ for $`X_{sd}^{}`$), but when $`d`$ exceeds the critical value ($`d=0.8\lambda `$ for $`X_{td}^{}`$ and $`d=1.3\lambda `$ for $`X_{sd}^{}`$), $`r_{ee}`$ quickly increases and the $`X^{}`$ unbinds into an exciton and an electron. Similarly as for binding energies in Fig. 2(a), we expect the $`r_{ee}`$ curves in Fig. 2(b) to correctly describe the $`X_{td}^{}`$ and $`X_{sd}^{}`$ states on an infinite plane only when $`r_{ee}`$ is smaller than $`R5\lambda `$. ## IV Electron–Hole States at Small Layer Separation: Electron–Charged-Exciton Fluid ### A Zero Layer Separation In the following the 2DEG is assumed to be completely spin-polarized because of large Zeeman splitting. We do not discuss effects due to $`X_{sd}^{}`$ and omit the spin subscript in the triplet charged-exciton state $`X_{td}^{}`$. It follows from Figs. 1 and 2 that $`X^{}`$ is the only spin-polarized bound $`2e`$$`h`$ state at $`d\lambda `$. Since $`\mathrm{\Delta }_X^{}>\mathrm{\Delta }_{X_2^{}}>\mathrm{\Delta }_{X_3^{}}>\mathrm{}`$ in entire range of $`d`$, the excitonic ions larger than $`X^{}`$ are unstable in the presence of excess electrons (e.g., $`X_2^{}+e2X^{}`$), and the low lying states at $`d<\lambda `$ and $`\nu _h\nu `$ contain only $`X^{}`$’s and electrons interacting with one another through effective pseudopotentials.. The pseudopotential $`V_{eX^{}}(L)`$ (the $`e`$$`X^{}`$ pair interaction energy $`V`$ as a function of pair angular momentum $`L`$) at $`d=0`$ was shown to satisfy the “short range” criterion at those values of $`L`$ which correspond to odd “relative” pair angular momenta $`=l_e+l_X^{}L`$ ($``$ is equal to the usual relative pair angular momentum $`m`$ on a plane). As a result, generalized Laughlin correlations described in the wavefunction by a Jastrow prefactor $`_{ij}(z_e^{(i)}z_X^{}^{(j)})^{m_{eX^{}}}`$ with even exponents $`m_{eX^{}}`$ occur in the two-component $`e`$$`X^{}`$ fluid. At certain values of the electron and hole filling factor, these correlations result in incompressibility. For example, the $`[m_{ee}m_{X^{}X^{}}m_{eX^{}}]=[332]`$ ground state, first suggested by Halperin for the $``$$``$ spin fluid, has been found numerically in the $`8e`$$`2h`$ system. A generalized (multi-component) mean-field composite fermion (CF) model has been proposed to determine the bands of lowest energy states at any $`\nu `$ and $`\nu _h`$. In this model, effective CF magnetic fields of different type (color) result which cannot be understood literally. Rather, the model relies on two simple facts: (i) in the low energy states of Laughlin-correlated many-body systems, a number of strongly repulsive pair states at the smallest $``$ are avoided for each type of pair (here, $`e`$$`e`$ and $`e`$$`X^{}`$); (ii) the states satisfying the above constraint can be found more easily by noticing that the avoiding of pair states with the smallest $``$ is equivalent to the binding of zeros of the many-body wavefunction (vortices), which can be reproduced (for the purpose of multiplet counting) by attachment of magnetic fluxes. Let us apply the CF model to the system containing $`N`$ electrons and only one hole. While the correct picture of this simple system is essential for understanding the nature of low energy states and (low-temperature) PL of a 2DEG in the FQH regime, it has been interpreted incorrectly in a number of previous studies. In Fig. 3 we show the energy spectra for $`N=7`$, 8, and 9 and $`2S`$ corresponding to $`\nu \frac{1}{3}`$. The full dots mark the multiplets obtained in the exact diagonalization of the $`Ne`$$`h`$ system and the open circles mark the MP states (with an $`l_X=0`$ exciton decoupled from the $`N1`$ electron fluid). In Fig. 3(acd), the $`N1`$ electrons in the lowest energy MP state at $`L=0`$ form the Laughlin $`\nu =\frac{1}{3}`$ ground state. In Fig. 3(b), there is one Laughlin quasihole in the lowest MP state at $`L=3`$. The non-MP low energy states in all frames contain an $`X^{}`$ with angular momentum $`l_X^{}=S1`$ and $`N2`$ electrons each with $`l_e=S`$. The CF picture in which two magnetic fluxes are attached to each particle to model the avoiding of the $`_{ee}2`$ and $`_{eX^{}}1`$ pair states yields effective angular momenta of $`l_e^{}=l_e(N2)`$ and $`l_X^{}^{}=l_e^{}1`$. In Fig. 3(acd) the $`N2`$ electrons leave one Laughlin quasihole (QH<sub>e</sub>) with angular momentum $`l_{\mathrm{QH}_e}=l_e^{}`$ in their $`(2l_e^{}+1)`$-fold degenerate CF level, and the $`X^{}`$ becomes a single Laughlin “quasielectron” (QE$`_X^{}`$) with $`l_{\mathrm{QE}_X^{}}=l_X^{}^{}`$. The allowed angular momenta $`L`$ of the QH<sub>e</sub>–QE$`_X^{}`$ pair in the lowest energy states of these $`(N2)e`$$`X^{}`$ systems are obtained by adding $`l_{\mathrm{QE}_e}`$ and $`l_{\mathrm{QE}_X^{}}`$ of two distinguishable particles. The result is: $`L=1`$, 2, …, $`N3`$. Indeed, the multiplets at these values of $`L`$ form the lowest band of non-MP states in Fig. 3(acd), separated from higher states by dashed lines. The dependence of energy on $`L`$ within these bands can be interpreted as the QH<sub>e</sub>–QE$`_X^{}`$ pseudopotential, and its increase with $`L`$ means that it is attractive (for a pair of opposite charges, $`L`$ increases with increasing average separation). The $`L=1`$ ground states in Fig. 3(acd) should be therefore understood as an excitonic bound states of a QH<sub>e</sub>–QE$`_X^{}`$ pair in the Laughlin $`e`$$`X^{}`$ fluid. In this state, a Laughlin QH type excitation of charge $`+\frac{1}{3}e`$ is bound to the $`X^{}`$, and the total charge of the $`X^{}`$QH state is $`𝒬=\frac{2}{3}`$. A similar analysis for Fig. 3(b) gives $`l_e^{}=3`$ and $`l_X^{}^{}=2`$, yielding two QH<sub>e</sub>’s each with $`l_{\mathrm{QH}_e}=3`$ and one QE$`_X^{}`$ with $`l_{\mathrm{QE}_X^{}}=2`$. The allowed values of $`L`$ for such three particles are: $`1^2`$, $`2^2`$, $`3^3`$, $`4^2`$, $`5^2`$, 6, and 7, exactly as found for the lowest non-MP states in Fig. 3(b). The strongest indication that the lowest energy bands of non-MP states in Fig. 3 contain an $`X^{}`$ interacting with excess electrons comes from direct comparison of exact $`Ne`$$`h`$ energies (dots) with the approximate energies of the $`(N2)e`$$`X^{}`$ charge configuration (pluses). The $`(N2)e`$$`X^{}`$ energies are calculated using an effective $`e`$$`X^{}`$ pseudopotential and the $`X^{}`$ binding energy. Since the results depend on unknown details of $`V_{eX^{}}`$ (due to the density-dependent polarization of the $`X^{}`$ in the electric field of electrons), we make a (rough) approximation and instead of $`V_{eX^{}}`$ use the pseudopotential of two distinguishable point charges with angular momenta $`l_e`$ and $`l_X^{}`$. The obtained spectra are quite close to the original ones and all contain the low lying bands as predicted by the CF model. A much better fit is obtained for $`V_{eX^{}}`$ including ($`N`$-dependent) polarization effects. It is apparent that only two types of states exhaust the entire low energy spectra shown in Fig. 3: the MP states containing a decoupled $`l_X=0`$ exciton and the non-MP states containing an $`X^{}`$. None of the low energy states can be understood in terms of an excited ($`l_X0`$) exciton interacting with the excess $`N1`$ electrons. In particular, the bands of lowest energy states at $`L=1`$, 2, …, $`N3`$ in Fig. 3(acd) do not describe dispersion of a so-called “dressed exciton” $`X^{}`$ (charge neutral exciton with an enhanced mass due to the coupling to QE–QH pair excitations of the Laughlin $`\nu =\frac{1}{3}`$ fluid of $`N1`$ excess electrons) as first suggested by Apalkov and Rashba and reviewed in subsequent papers. It is much more informative to interpret these $`e`$$`h`$ states in terms of a well defined $`X^{}`$ particle (with specified $`𝒬=e`$, $`l=S1`$ or $`=1`$, $`\mathrm{\Delta }`$ as plotted in Fig. 2, and $`\tau ^1=0`$) interacting with excess electrons through the well defined pseudopotential $`V_{eX^{}}`$ yielding well defined Laughlin–Jastrow $`e`$$`X^{}`$ correlations and Laughlin quasiparticle excitations of a two-component incompressible “reference” state, than to say that $`k0`$ exciton is coupled in an undefined way to the Laughlin quasiparticles of an electron $`\nu =\frac{1}{3}`$ state. The “dressed exciton” picture is simply wrong in describing the nature of the TQP of the system. For example, the $`X^{}`$ has zero charge and continuous energy spectrum instead of $`𝒬=e`$ and Landau quantized orbits of an $`X^{}`$. The reason why the suggestive idea of an $`X^{}`$ does not work is that the coupling of a $`k0`$ exciton (which has a nonzero in-plane electric dipole moment $`\mu k`$) to electrons is too strong to be treated perturbatively. ### B Small Layer Separation The knowledge of the nature of the TQP’s of any system is essential for understanding its response to an external perturbation. Since an $`X^{}`$ is expected to behave differently than an $`X^{}`$ when electron and hole layers are separated, the incorrect assumption of the “dressed exciton” picture at $`d=0`$ must result in incorrect interpretation of the $`e`$$`h`$ states at $`d>0`$ as well. At a small layer separation $`d<\lambda `$, all bound $`e`$$`h`$ states acquire a small electric dipole moment $`\mu `$, which is proportional to $`d`$ and oriented perpendicular the electron and hole planes. These dipole moments result in a repulsive dipole–dipole interaction between $`e`$$`h`$ complexes, which is proportional to $`d^2/r^3`$ at distance $`rd`$. While the electron–dipole $`e`$$`X`$ repulsion is the reason for the decrease of the binding energy of an isolated $`X^{}`$ at $`0<d\lambda `$, it can slightly extend the stability range of an $`X^{}`$ embedded in a 2DEG (compared to Fig. 2). In the range of $`d`$ values for which the $`X^{}`$ is bound, the $`X^{}`$ dipole moment increases its total repulsion with electrons and other $`X^{}`$’s. It is possible that this increased repulsion could enhance the excitation gap of an incompressible fluid $`e`$$`X^{}`$ state. Examples of different behavior of the gap are shown in Fig. 4. In Fig. 4(a), the $`9e`$$`h`$ ground state at $`d=0.5\lambda `$ is the $`7e`$$`X^{}`$ state with \[3\2\] correlations ($`m_{X^{}X^{}}`$ is undefined for only one $`X^{}`$). In the generalized CF picture, this state contains one QE$`_X^{}`$ with $`l_{\mathrm{QE}}=2`$ and a filled shell of electron CF’s. In Fig. 4(b), the $`8e`$$`2h`$ ground state at $`d=0.5\lambda `$ is the $`4e`$$`2X^{}`$ incompressible state . In Fig. 4(c), the $`6e`$$`3h`$ ground state at $`d=0.3\lambda `$ is the Laughlin $`\nu =\frac{1}{5}`$ state of three $`X^{}`$’s (here, pluses mark approximate $`3X^{}`$ energies obtained by diagonalizing a system of three fermions each with energy $`E_X^{}`$ and interacting through $`V_{X^{}X^{}}`$). As shown in Fig. 4(d), the excitation gaps of these three different Laughlin-correlated ground states behave differently as a function of $`d`$. In particular, the gap of the $`\nu =\frac{1}{5}`$ state of $`X^{}`$’s increases significantly up to $`d=0.7\lambda `$. ## V Electron–Hole States at Large Layer Separation: Hole Weakly Coupled to Electron Fluid It was shown by Chen and Quinn that the opposite limit of $`d\lambda `$ is easier to understand than that of $`d<\lambda `$, because of the vanishing $`e`$$`h`$ interaction. In this limit, the low lying states of the combined system are products of the Laughlin-correlated 2DEG and the decoupled hole. The allowed angular momenta $`L`$ of the lowest energy band of the combined $`e`$$`h`$ system result from addition of the angular momenta of the lowest energy electron states (containing a number of Laughlin quasiparticles) $`L_e`$ to the hole angular momentum $`l_h=S`$. A decrease of $`d`$ to a few magnetic lengths $`\lambda `$ does not yet result in exciton binding because the length scale $`D`$ probed by the potential of a distant hole exceeds the average $`e`$$`e`$ separation in the 2DEG. While the $`e`$$`e`$ interactions alone still completely determine the (Laughlin) correlations of the 2DEG, the valence band hole can now correlate with the quasiparticle excitations of the 2DEG due to their much lower density (compared to the electron density). The hole repels positively charged QH’s but can bind one or more negatively charged QE’s (depending on the relative strength of the $`h`$–QE and QE–QE interactions) to form fractionally charged excitons (FCX), or “anyonic ions,” $`h`$QE<sub>n</sub>. When $`d`$ is so large that the number of Laughlin quasiparticles in the 2DEG is conserved by the weak $`e`$$`h`$ interaction, a discontinuity in the behavior of the system as a function of the magnetic field (or electron density) will occur at Laughlin filling factors $`(2p+1)^1`$, because different type of TQP’s can form depending on whether QE’s are or are not present in the 2DEG. The transition should be visible in PL, as the recombination of a free hole at $`\nu <(2p+1)^1`$ can be distinguished from that of a hole bound into an $`h`$QE<sub>n</sub> complex at $`\nu >(2p+1)^1`$. ## VI Electron–Hole States at Intermediate Layer Separation The TQP’s of the $`e`$$`h`$ system at a particular layer separation $`d`$ are by definition the most stable bound complexes (the ones with the largest binding energy) composed of smaller elementary particles or quasiparticles: a valence hole and either electrons or Laughlin excitations of the 2DEG. To determine the most stable complexes at a particular value of $`d`$, the interactions between their sub-components must be studied. Two-body interactions enter the many-body Hamiltonian through their pseudopotentials $`V(L)`$, defined as the pair interaction energy $`V`$ as a function of pair angular momentum $`L`$ (or another pair quantum number). The $`e`$$`e`$, $`e`$$`h`$, QE–QE, QH–QH, and QE–QH pseudopotentials are well-known and (except for $`e`$$`h`$) do not depend on $`d`$ for spatially separated electron and hole layers. The simple form of single-particle wavefunctions in the lowest LL results in very regular form of $`V_{ee}(L)`$ and $`V_{eh}(L)`$. On a sphere, larger $`L`$ corresponds to smaller (larger) average separation of two charges of the same (opposite) sign, and thus $`V_{ee}`$ increases and $`\|V_{eh}\|`$ decreases with increasing $`L`$. The dependence of $`V_{eh}(L)`$ on $`d`$ can be expressed in terms of the effective strength ($`U`$) and range ($`D`$) of the Coulomb potential of the hole (in its lowest-LL single-particle state) seen by an electron. A measure of $`U`$ is the exciton binding energy $`\mathrm{\Delta }_X=V_{eh}(0)`$. As shown in Fig. 5(a), $`\mathrm{\Delta }_X`$ varies with $`d`$ roughly as $`\mathrm{\Delta }_X(d)=(1+d/\lambda )^1\mathrm{\Delta }_X(0)`$, which means that the average $`e`$$`h`$ separation in the exciton ground state is roughly $`r_{eh}(d)=r_{eh}(0)+d`$ rather than $`\sqrt{r_{eh}^2(0)+d^2}`$. A measure of the range $`D`$ is an average $`e`$$`h`$ distance $`r_{eh}`$ in the exciton state whose energy is half of the binding energy. In Fig. 5(b) we plot the normalized exciton pseudopotentials as a function of wavevector $`k=L/R`$. Since $`r_{eh}`$ is proportional to $`k`$, and the value $`k_{1/2}`$ for which $`V_{eh}(k_{1/2})=\frac{1}{2}\mathrm{\Delta }_X`$ in Fig. 5(b) increases roughly linearly with $`d`$, we obtain the pair of relations, $`U`$ $``$ $`(1+d/\lambda )^1,`$ (5) $`D`$ $``$ $`d/\lambda ,`$ (6) describing the perturbing potentials $`V_{UD}`$ which can be achieved in bi-layer $`e`$$`h`$ systems with different $`d`$. Laughlin quasiparticles have more complicated charge density profiles than electrons or holes in the lowest LL. This internal structure is reflected in the oscillations of the QE and QH pseudopotentials at the values of $`L`$ corresponding to small average separation between the QE or QH and the second particle. For example, despite Laughlin quasiparticles being charge excitations, neither QE–QE nor QH–QH interaction is generally repulsive. On the contrary, the QE<sub>2</sub> molecule (the state with maximum $`L`$, i.e. minimum average QE–QE separation) is either the ground state or a very weakly excited state of two QE’s (the numerical results for finite systems are not conclusive). In order to calculate the pseudopotentials $`V_{h\mathrm{QE}}(L)`$ and $`V_{h\mathrm{QH}}(L)`$ associated with the interaction between Laughlin quasiparticles (QE or QH) of a $`\nu =\frac{1}{3}`$ fluid and a hole moving in a parallel plane separated by an arbitrary distance $`d`$, we use the following procedure. A finite $`Ne`$$`h`$ system is diagonalized at the monopole strength $`2S`$ corresponding to a single QE or QH in the 2DEG (in the absence of the interaction with the hole). To assure that the interaction between the hole and the 2DEG is weak compared to the energy $`\epsilon _{\mathrm{QE}}+\epsilon _{\mathrm{QH}}`$ ($`0.1e^2/\lambda `$ for an infinite system) needed to create additional QE–QH pairs in the 2DEG, the charge of the hole is set to $`e/ϵ`$ where $`ϵ1`$. This guarantees that the lowest band of $`Ne`$$`h`$ states contain exactly one QE or QH interacting with the hole. The pseudopotentials $`V_{h\mathrm{QE}}(L)`$ and $`V_{h\mathrm{QH}}(L)`$ are calculated by subtracting from the lowest eigenenergies the constant energy of the 2DEG and the energy of interaction between the hole and the uniform-density $`\nu =\frac{1}{3}`$ fluid, and multiplying the difference by $`ϵ`$. If $`ϵ`$ is sufficiently large, the pseudopotentials calculated in this way (and shown in Fig. 6(ab)) do not depend on $`ϵ`$ and describe the interaction between the hole of full charge $`+e`$ and the Laughlin quasiparticle. A similar procedure has been used to calculate the pseudopotentials $`V_{e\mathrm{QH}}(L)`$ and $`V_{e\mathrm{QE}}(L)`$ of the interaction between quasiparticles and an electron moving in a parallel layer \[Fig. 6(cd)\], and the pseudopotentials $`V_{h\mathrm{QE}_n}(L)`$ and $`V_{e\mathrm{QE}_n}(L)`$ involving the QE<sub>2</sub> and QE<sub>3</sub> molecules (Fig. 7). From such calculation, the binding energies and PL oscillator strengths of all $`h`$QE<sub>n</sub> FCX’s are obtained to determine under what circumstances (layer separation, density, temperature, etc.) various FCX’s can occur and contribute to the PL spectrum. The pseudopotentials of a single QE and QH of a seven-electron fluid ($`N=7`$) interacting with a hole or an electron on a parallel layer are shown in Fig. 6(ab) for a number of different layer separations $`d`$. The allowed pair angular momenta $`L`$ result from addition of individual angular momenta of the quasiparticles, $`l_{\mathrm{QE}}=l_{\mathrm{QH}}=N/2`$, and the particles in the second layer, $`l_e=l_h=S`$. Since the length scale $`D`$ probed by the potential of the hole (electron) decreases when it is brought closer to the 2DEG, structure appears for $`d<\lambda `$ in all pseudopotentials (at $`L`$ corresponding to small average separation). For example, the $`h`$–QE ground state for $`d<\lambda `$ occurs at $`L>l_hl_{\mathrm{QE}}`$, i.e. not at the minimum allowed average $`h`$–QE separation. Similarly as in QE–QE and QH–QH pseudopotentials (see also Fig. 6(ef) for $`N=7`$), the oscillations of particle–quasiparticle pseudopotentials reflects structure in QE and QH charge density. All pseudopotentials in Figs. 6 and 7 have been arbitrarily shifted in energy so that they vanish for the pair state of the largest average separation. The more accurate estimate of the $`h`$–QE pseudopotential parameters at the two smallest values of $`L`$, i.e. the binding energy $`\mathrm{\Delta }`$ of the $`h`$QE and $`h`$QE\ complexes with the smallest and the next smallest average $`h`$–QE separation (the $`h`$QE\* complex is important in discussion of PL) gives the curves plotted in Fig. 8. The interaction of the 2DEG at $`\nu \frac{1}{3}`$ with an additional charge (hole or electron) can be considered weak only at about $`d>1.5\lambda `$. In this regime, the 2DEG responds to the perturbation introduced by a distant charge by screening it with already existing Laughlin quasiparticles to form bound FCX’s, $`h`$QE or $`e`$QH. A discontinuity occurs at $`\nu =\frac{1}{3}`$, because the QE’s that can be bound to a hole exist only at $`\nu >\frac{1}{3}`$, and the QH’s that can be bound to an electron occur only at $`\nu <\frac{1}{3}`$. Fig. 8 shows that at $`d<1.5\lambda `$ the energy of $`h`$–QE (and $`e`$–QH) attraction exceeds $`\epsilon _{\mathrm{QE}}+\epsilon _{\mathrm{QH}}`$ and the QE–QH pairs are spontaneously created in the 2DEG to screen the hole (or electron) charge at any value of $`\nu \frac{1}{3}`$. Whether only one QE–QH pair will be spontaneously created to form $`h`$QE, or if additional QE–QH pairs will be created to form larger FCX’s (e.g., $`h`$QE$`h`$QE$`{}_{2}{}^{}+`$QH) depends on $`V_{h\mathrm{QE}_2}`$ and $`V_{h\mathrm{QE}_3}`$. Since $`V_{\mathrm{QE}\mathrm{QE}}`$ has a minimum at $`L=2l_{\mathrm{QE}}1`$ ($`=1`$) and a maximum at $`L=2l_{\mathrm{QE}}3`$ ($`=3`$), two or three QE’s can form QE<sub>2</sub> or QE<sub>3</sub> molecules. Even if the QE<sub>2</sub> and QE<sub>3</sub> molecules do not turn out to be the absolute two- or three-QE ground states in the absence of an additional attractive potential, they both will be metastable due to the energy barrier at $`=3`$, i.e. a finite energy gap to separate two QE’s. Both QE<sub>2</sub> and QE<sub>3</sub> can bind to a hole, and (because of the barrier in $`V_{\mathrm{QE}\mathrm{QE}}`$) the resulting FCX’s, $`h`$QE<sub>2</sub> and $`h`$QE<sub>3</sub>, could be expected to be quite stable even at $`d\lambda `$. The pseudopotentials describing interaction of the QE<sub>2</sub> and QE<sub>3</sub> molecules with a hole and an electron are shown in Fig. 7. Somewhat unexpectedly, they show that QE<sub>2</sub> is more strongly attracted to the hole than QE<sub>3</sub>, which suggests that the $`h`$QE<sub>3</sub> is not stable ($`h`$QE$`{}_{3}{}^{}h`$QE$`{}_{2}{}^{}+`$QE). Since the $`h`$–QE<sub>2</sub> attraction is also stronger than $`h`$–QE in Fig. 6, both $`h`$QE and $`h`$QE<sub>2</sub> are stable FCX’s. The binding energies $`\mathrm{\Delta }`$ of all $`h`$QE<sub>n</sub> complexes calculated in the $`8e`$$`h`$ system are plotted as a function of $`d`$ in Fig. 8. The binding energy $`\mathrm{\Delta }`$ of an $`h`$QE<sub>n</sub> state is defined as the energy of attraction between the hole and $`n`$ QE’s. For the excitonic state $`he`$ (in which a hole binds a whole “real” electron to form an $`e`$$`h`$ pair weakly coupled to the remaining $`N1`$ electrons at at $`2S=3(N2)`$, i.e. at $`\nu =\frac{1}{3}`$) with energy $`E_{he}`$, $`\mathrm{\Delta }_{he}`$ is defined as a difference between $`E_{he}`$ and the state in which the hole is completely decoupled from all $`N`$ electrons (which at $`2S=3(N2)`$ form a state with three Laughlin QE’s). Note that $`\mathrm{\Delta }_{he}`$ is not equivalent to the binding energy of a free exciton (it is not equal to the $`e`$$`h`$ attraction but also includes the energy needed to remove an electron from the Laughlin state so that it can be bound to the hole). The $`h`$QE<sub>2</sub> is the most strongly bound FCX in entire range of $`d`$ (at least up to $`d=10\lambda `$), and hence it is expected to form in the presence of excess QE’s at $`\nu >\frac{1}{3}`$. It can be seen in Fig. 8 that $`\mathrm{\Delta }_{h\mathrm{QE}_2}>\epsilon _{\mathrm{QE}}+\epsilon _{\mathrm{QH}}`$ at $`d<\lambda `$, and two QE–QH pairs are spontaneously created in the 2DEG to form $`h`$QE<sub>2</sub> even at $`\nu <\frac{1}{3}`$. However, at such small $`d`$, neutral ($`X`$) and charged excitons ($`X^{}`$) composed of a hole and one or two “real” electrons of charge $`e`$ (rather than Laughlin QE’s of charge $`\frac{1}{3}e`$) are more stable complexes than $`h`$QE<sub>2</sub>. The transition from fractional to “normal” exciton phase occurs at $`d1.5\lambda `$, that is at the the crossing of $`\mathrm{\Delta }_{h\mathrm{QE}_2}`$ and $`\mathrm{\Delta }_{he}`$ in Fig. 8 (the shaded rectangle marks the “normal” exciton phase). ## VII Numerical Energy Spectra Using a modified Lanczos algorithm, we have been able to quickly and exactly diagonalize Hamiltonians of dimensions up to $`10^6`$. This allowed calculation of energy and PL spectra of $`Ne`$$`h`$ systems with $`N9`$ and at the values of $`2S`$ up to $`3(N1)`$, corresponding to the hole interacting with the Laughlin $`\nu =\frac{1}{3}`$ state of $`N`$ electrons. The $`9e`$$`h`$ energy spectra (energy $`E`$ as a function of angular momentum $`L`$) obtained for different values of $`2S`$ and $`d`$ have been shown in Figs. 913. In all figures, the open circles at $`d=0`$ mark the MP states, in which a $`k=0`$ exciton is decoupled from remaining electrons. #### $`2S=20`$ (Fig. 9): The spectrum for $`d=0.5\lambda `$ has already been shown in Fig. 4(a). At a low layer separation ($`d\lambda `$), the ground state at $`L=2`$ is the $`7e`$$`X^{}`$ Laughlin-correlated state \[3\2\]. In the CF picture of this state, seven electrons fill completely their CF shell of $`l_e^{}=S(N2)=3`$ and the $`X^{}`$ becomes a “quasielectron” (QE$`_X^{}`$) with $`l_X^{}^{}=l_e^{}1=2`$. At $`d2\lambda `$, the $`X^{}`$ unbinds and the $`7e`$$`X^{}`$ fluid undergoes reconstruction. Since four QE’s of the nine electron Laughlin $`\nu =\frac{1}{3}`$ state cannot all bind to the hole, the ground state at the intermediate separations ($`1.5\lambda d4\lambda `$) does not correspond to a single bound FCX. Instead, the low lying states describe different unbound states of the hole and four QE’s which occur in this particular finite-size system (but have no significance in an infinite system). At very large separations ($`d>4\lambda `$) the spectrum simplifies due to the weakening of $`h`$–QE interactions, and well defined bands develop in the low energy spectrum. In these bands, the hole with angular momentum $`l_h=S=10`$ is weakly coupled to different states of four QE’s in Laughlin fluid of nine electrons. Each QE has $`l_{\mathrm{QE}}=S(N1)+1=3`$, the allowed total angular momenta of four QE’s are $`L_{4\mathrm{Q}\mathrm{E}}=0`$, 2, 3, 4, and 6, and the $`h`$$`4`$QE bands start at $`L=\|l_hL_{4\mathrm{Q}\mathrm{E}}\|=10`$, 8, 7, 6, and 4. All these bands (except for the band with $`L_{4\mathrm{Q}\mathrm{E}}=0`$ and $`L=10`$ which has too high energy at $`d4\lambda `$) are marked in Fig. 9(e) with solid lines. The states within each $`h`$$`4`$QE band become degenerate at $`d/\lambda \mathrm{}`$. #### $`2S=21`$ (Fig. 10): The spectrum for $`d=0`$ has already been shown in Fig. 3(d). As explained in Sec. IV A, the lowest energy state at $`L=0`$ is the MP state, and the band of states connected with solid lines describe excitonic spectrum of an $`X^{}`$ interacting with one QH of the two-component Laughlin \[3\2\] state of the $`7e`$$`X^{}`$ fluid. Clearly, this band survives also in the spectra at $`d>0`$. The $`X^{}`$–QH states at the largest $`E`$ and $`L`$ (in which the $`X^{}`$ is far away from the QH) gain energy and fall into the continuum at $`d\lambda `$, i.e. when the $`X^{}`$ is expected to unbind. In the $`X^{}`$QH state at $`L=1`$, the positively charged QH is closely bound to the $`X^{}`$ which reduces its total charge (the total charge of the $`X^{}`$QH is $`𝒬=\frac{2}{3}`$, compared to $`𝒬=1`$ for a free $`X^{}`$), and stabilizes the $`X^{}`$QH state up to at least $`d=2\lambda `$. The band of states marked with dashed lines contains the $`h`$QE<sub>2</sub> (most stable of all FCX’s) interacting with the third QE (note that here QE denotes quasielectron of the Laughlin $`\nu =\frac{1}{3}`$ state of nine electrons, not of the two-component $`7e`$$`X^{}`$ state \[3\2\]). The allowed angular momenta of the $`h`$QE<sub>2</sub>–QE pair can be obtained by adding two $`l_{\mathrm{QE}}S(N1)+1=\frac{7}{2}`$ to obtain $`l_{\mathrm{QE}_2}2l_{\mathrm{QE}}1=6`$ and then adding to it $`l_h=\frac{21}{2}`$ to obtain $`l_{h\mathrm{QE}_2}\|l_hl_{\mathrm{QE}}\|=\frac{9}{2}`$. Finally, adding $`l_{h\mathrm{QE}_2}`$ to $`l_{\mathrm{QE}}`$ as if they were completely distinguishable particles gives $`\|l_{h\mathrm{QE}_2}l_{\mathrm{QE}}\|Ll_{h\mathrm{QE}_2}+l_{\mathrm{QE}}`$, or $`1L8`$. However, because $`h`$QE<sub>2</sub> contains two QE’s which are fermions indistinguishable from the third QE, the exclusion principle forbids the states with $`L=1`$ and 2 ($`L_{3\mathrm{Q}\mathrm{E}}\frac{15}{2}`$ so that adding it to $`l_h=\frac{21}{2}`$ cannot give $`L<3`$). The resulting band at $`L=3`$, 4, …, 8 indeed appears in the $`9e`$$`h`$ spectrum at $`\lambda d2\lambda `$. The dependence of $`E`$ on $`L`$ within this band is (up to a constant shift in energy) the $`h`$QE<sub>2</sub>–QE pseudopotential, $`V_{h\mathrm{QE}_2\mathrm{QE}}(L)`$. Since $`h`$QE<sub>2</sub> and QE have opposite charge (opposite angular momentum), the decrease of $`V_{h\mathrm{QE}_2\mathrm{QE}}`$ as a function of $`L`$ at $`d1.5\lambda `$ signals the $`h`$QE<sub>2</sub>–QE repulsion, consistent with the result in Fig. 8 that $`h`$QE<sub>3</sub> does not bind. At $`d4\lambda `$, the low energy bands contain low energy three-QE eigenstates weakly coupled (bound) to the hole. At $`d=4\lambda `$, the lowest of those band contains the QE<sub>3</sub> molecule, with $`l_{\mathrm{QE}_3}3l_{\mathrm{QE}}3=\frac{15}{2}`$, and the ground state is $`h`$QE<sub>3</sub> at $`l_{h\mathrm{QE}_3}\|l_hl_{\mathrm{QE}_3}\|=3`$. At even much larger $`d`$, the ground state consist of the three-QE ground state (which for $`N=9`$ at $`2S=21`$ occurs at $`L_{3\mathrm{Q}\mathrm{E}}=\frac{5}{2}`$) virtually decoupled from the hole. Note that the fact that $`h`$QE<sub>3</sub> is the $`9e`$$`h`$ ground state in Fig. 10(ef) does not mean that it is a stable bound complex in an infinite system. The comparison of binding energies in Figs. 8 and 14(b) shows that if only the third QE could move away from the $`h`$QE<sub>2</sub> (which it cannot do in a finite system in Fig. 10), the $`h`$QE<sub>3</sub> would unbind at any $`d`$. #### $`2S=22`$ (Fig. 11): At small $`d`$, the low energy states contain an $`X^{}`$ interacting with two QH’s of the Laughlin \[3\2\] state of the $`7e`$$`X^{}`$ fluid. The angular momenta of an electron ”quasihole” QH<sub>e</sub> (that we will denote here simply by QH) and an $`X^{}`$ “quasielectron” QE$`_X^{}`$ (denoted simply by $`X^{}`$) are obtained from the generalized CF picture: $`l_e^{}S(N2)=4`$ and $`l_X^{}^{}l_e^{}1=3`$. The two-QH states can have $`L_{2\mathrm{Q}\mathrm{H}}=2l_e^{}=1`$, 3, 5, or 7. Adding allowed $`L_{2\mathrm{Q}\mathrm{H}}`$ to $`l_X^{}^{}`$ gives allowed total $`X^{}`$–2QH angular momenta $`L=0`$, 1, $`2^2`$, $`3^2`$, …, 9, and 10. Indeed, these multiplets form the lowest energy band of states at $`d0.5\lambda `$ separated from higher states by solid lines in Fig. 11(ab). The lowest state in this band (the $`9e`$$`h`$ ground state) is the bound $`X^{}`$QH<sub>2</sub> state, at angular momentum $`l_{X^{}\mathrm{QH}_2}\|l_{\mathrm{QH}_2}l_X^{}^{}\|=4`$. The lowest MP state at $`d=0`$ and $`L=4`$ (marked with an open circle) has higher energy than $`X^{}`$QH<sub>2</sub>. It contains a $`k=0`$ exciton decoupled from one Laughlin QH of the eight electron system. At $`d>\lambda `$, the low energy band of states develops at $`L4`$. These states contain an $`h`$QE interacting with the second QE (this interaction is attractive, because $`V_{h\mathrm{QE}\mathrm{QE}}`$ increases as a function of $`L`$, and $`h`$QE and QE have opposite charge). The lowest state is the bound $`h`$QE<sub>2</sub> state, whose angular momentum $`l_{h\mathrm{QE}_2}=4`$ results from addition of two $`l_{\mathrm{QE}}=4`$ to obtain $`l_{\mathrm{QE}_2}=7`$, and then adding to it $`l_h=11`$. Note that because $`h`$QE<sub>2</sub> has the same angular momentum $`L=\frac{1}{2}(N1)`$ as $`X^{}`$QH<sub>2</sub>, the transition from one state to the other is continuous. It is apparent from the dependence of PL intensity on $`d`$ that it occurs about $`d1.66\lambda `$. #### $`2S=23`$ (Fig. 12): At small $`d`$, the low energy states contain an $`X^{}`$ interacting with three QH’s of the Laughlin \[3\2\] state of the $`7e`$$`X^{}`$ fluid. The generalized CF picture uses $`l_e^{}S(N2)=\frac{9}{2}`$ and $`l_X^{}^{}l_e^{}1=\frac{7}{2}`$, and predicts $`L=1`$, $`2^4`$, $`3^6`$, …, 13 for this band. Indeed, at least at small $`L`$, these $`X^{}`$–3QH states can be identified in Fig. 12(ab). The angular momentum of a bound $`X^{}`$QH<sub>3</sub> results from adding three $`l_{\mathrm{QH}_3}=3l_e^{}3`$ to $`l_X^{}^{}`$ to obtain $`l_{h\mathrm{QH}_3}=\|l_{\mathrm{QH}_3}l_X^{}^{}\|=7`$. Although most likely $`X^{}`$QH<sub>3</sub> is the lowest state at $`L=7`$ in Fig. 12(a), it has higher energy than other states and thus it is unstable (due to the short range of QH–QH repulsion; see also Fig. 6(f) for the QH–QH pseudopotential in a seven-electron system). At $`d>\lambda `$, the $`X^{}`$ unbinds and the $`X^{}`$–3QH band undergoes reconstruction. At $`d\lambda `$, two competing low energy bands occur in the spectra in Fig. 12(bcd). One describes the hole with $`l_hS=\frac{23}{2}`$ and the QE with $`l_{\mathrm{QE}}S(N1)+1=\frac{9}{2}`$ interacting through a pseudopotential similar to that in Fig. 6(a). This band has $`L\|l_hl_{\mathrm{QE}}\|=7`$, and the lowest two states (at $`L=7`$ and 8) are $`h`$QE and $`h`$QE\. The second band involves an additional QE–QH pair and describes the $`h`$QE<sub>2</sub> with $`l_{h\mathrm{QE}_2}\|l_hl_{\mathrm{QE}_2}\|=\|l_h(2l_{\mathrm{QE}}1)\|=\frac{7}{2}`$ interacting with the QH with $`l_{\mathrm{QH}}S(N1)=\frac{7}{2}`$. The angular momenta $`L`$ obtained by adding $`l_{h\mathrm{QE}_2}`$ and $`l_{\mathrm{QH}}`$ satisfy $`\|l_{h\mathrm{QE}_2}l_{\mathrm{QH}}\|Ll_{h\mathrm{QE}_2}+l_{\mathrm{QH}}`$, i.e. $`0L7`$. Because of the “hard core” of $`V_{\mathrm{QE}\mathrm{QH}}`$ (the QE–QH state at $`L=1`$ does not occur), the $`h`$QE<sub>2</sub>–QH state at the highest value of $`L`$ is forbidden, and the $`h`$QE<sub>2</sub>–QH band has $`L=0`$, 1, 2, …, 6. We showed in Sec. VI that creation of an additional QE–QH pair to bind the second QE to $`h`$QE and form $`h`$QE<sub>2</sub> is energetically favorable at $`d\lambda `$ (see the crossing of $`\mathrm{\Delta }_{h\mathrm{QE}_2}`$ and $`2(\epsilon _{\mathrm{QE}}+\epsilon _{\mathrm{QH}})`$ in Fig. 8). Indeed, in Fig. 12 the $`h`$QE state crosses the $`h`$QE<sub>2</sub>–QH band and becomes the $`9e`$$`h`$ ground state at $`d\lambda `$. #### $`2S=24`$ (Fig. 13): At small $`d`$, the lowest states contain an $`X^{}`$ interacting with four QH’s of the \[3\*2\] state of the $`7e`$$`X^{}`$ fluid. This band is fairly broad and overlaps with higher ones, containing additional QE–QH pairs. In the $`LS=12`$ ground state at very large $`d`$, the hole is decoupled from the $`\nu =\frac{1}{3}`$ state of $`N=9`$ electrons. The excitation gap in Fig. 13(f) is the Laughlin gap of the 2DEG, and the first excited band describes the interaction of the hole with an additional QE–QH pair \[$`l_{\mathrm{QE}}S(N1)+1=5`$ and $`l_{\mathrm{QH}}S(N1)=4`$\], and it contains $`L=3`$, $`4^2`$, $`5^3`$, $`6^4`$, $`7^5`$, …, resulting from adding $`2L_{\mathrm{QE}\mathrm{QH}}9`$ to $`l_h=12`$. At $`d1.5\lambda `$, the $`h`$–QE attraction exceeds both the magneto-roton energy (QE–QH attraction) and the $`\epsilon _{\mathrm{QE}}+\epsilon _{\mathrm{QH}}`$ gap, and the lowest energy band at $`3L11`$ in Fig. 13(d) contains a bound $`h`$QE state with $`l_{h\mathrm{QE}}\|l_hl_{\mathrm{QE}}\|=7`$ interacting with a QH. At $`d\lambda `$, the $`h`$–QE attraction becomes even stronger and the $`h`$QE<sub>2</sub> state with $`l_{h\mathrm{QE}_2}\|l_hl_{\mathrm{QE}_2}\|=3`$ is formed. The lowest band in Fig. 13(c) describes the interaction of an $`h`$QE<sub>2</sub> state with two QH’s. The addition of $`l_{h\mathrm{QE}_2}`$ and two $`l_{\mathrm{QH}}`$’s gives a band at $`L=0`$, 1, $`2^3`$, …, 10 observed in Fig. 13(c). In Fig. 14 we present the data regarding the stability of different FCX’s, extracted from the $`8e`$$`h`$ spectra, similar those in Figs. 913. We have checked that the curves plotted here for $`N=8`$ are very close to those obtained for $`N=7`$ or 9, so that all important properties of an extended system can be understood from a rather simple $`8e`$$`h`$ computation. In two frames, for each $`h`$QE<sub>n</sub> we plot: (a) the excitation gap $`E^{}E`$ above the $`h`$QE<sub>n</sub> ground state, and (b) the binding energy $`\mathrm{\Delta }`$. The excitation gaps are obtained from the spectra at $`2S=3(N1)n`$ in which isolated $`h`$QE<sub>n</sub> complexes occur. The binding energy $`\mathrm{\Delta }`$ is defined in such way that $`E_{h\mathrm{QE}_n}=E_{\mathrm{QE}_n}+V_{h\mathrm{LS}}\mathrm{\Delta }`$, where $`E_{h\mathrm{QE}_n}`$ is the energy of the $`Ne`$$`h`$ system in state $`h`$QE<sub>n</sub> calculated at $`2S=3(N1)n`$, $`E_{\mathrm{QE}_n}`$ is the energy of the $`Ne`$ system in state QE<sub>n</sub> calculated at the same $`2S=3(N1)n`$, and $`V_{h\mathrm{LS}}`$ is the self-energy of the hole in Laughlin $`\nu =\frac{1}{3}`$ ground state at $`2S=3(N1)`$. As described in Sec. VI, $`V_{h\mathrm{LS}}`$ is calculated by setting the hole charge to a very small fraction of $`+e`$ so that it does not perturb the Laughlin ground state. The lines in Fig. 14 show data obtained from the spectra similar to those in Figs. 913, i.e. including all effects of $`e`$$`h`$ interactions. For comparison, with symbols we have shown the data plotted previously in Fig. 8, where very small hole charge $`e/ϵ`$ was used in the calculation to assure that, at any $`d`$, the obtained low energy eigenstates are given exactly by the $`h`$QE<sub>n</sub> wavefunction. At $`d>\lambda `$, very good agreement between binding energies calculated for $`ϵ=1`$ (lines) and $`ϵ1`$ (symbols) confirms our identification of $`h`$QE<sub>n</sub> states in low energy $`Ne`$$`h`$ spectra. At $`d<\lambda `$ the two calculations give quite different results which confirms that the description of actual $`Ne`$$`h`$ eigenstates in terms of the hole interacting with Laughlin quasiparticles of the 2DEG is inappropriate (the correct picture is that of a two-component $`e`$$`X^{}`$ fluid). The formation of $`h`$QE<sub>n</sub> complexes at $`d`$ larger than about $`1.5\lambda `$ can be seen most clearly in the dependence of their PL intensity on $`d`$. Although $`d`$ is the only tunable parameter in an $`e`$$`h`$ system, the transition from “integrally” to “fractionally” charged exciton phase occurs in the phase space of two parameters, $`D`$ and $`U`$, which define the perturbation potential $`V_{UD}`$. Different combinations of $`U`$ and $`D`$ are possible in systems where the hole is replaced by an electrode (STM) or a charged impurity. The relation between $`U`$ and $`D`$ in realistic $`e`$$`h`$ systems depends somewhat on the magnetic field and electron density (because of the asymmetric inter-LL scattering for electrons and holes), and/or on the widths of electron and hole layers. We have calculated similar dependences to those in Fig. 14 for the $`e`$$`h`$ interaction multiplied by a constant, $`ϵ^1V_{eh}`$, and found that the phase transition occurs in every case. The critical layer separation depends on $`ϵ`$ and equals $`d/\lambda =0.84`$, 1.66, 2.25, 2.61, and 2.95, for $`ϵ^1=0.5`$, 1, 1.5, 2, and 2.5, respectively. The analysis of the characteristics of $`h`$QE<sub>n</sub> complexes plotted in Fig. 14 (and the good agreement of the actual binding energies with those obtained for $`ϵ1`$) confirms that the most important bound complex to understand PL at $`d2\lambda `$ is $`h`$QE<sub>2</sub>, which has the largest binding energy $`\mathrm{\Delta }`$, and significant excitation energy $`E^{}E`$. The $`h`$QE is also a fairly strongly bound complex with large excitation energy, but the charge neutral “anyon exciton” suggested by Rashba et al. is not bound. It will be shown in a subsequent publication, the $`h`$QE<sub>2</sub> complex has a significant PL oscillator strength, while neither $`h`$QE nor $`h`$QE<sub>3</sub> are radiative. Finally, the radiative excitonic state (charge neutral $`e`$$`h`$ pair weakly coupled to the 2DEG) breaks apart at $`d>2\lambda `$. ## VIII Conclusion Using exact numerical diagonalization, we have studied energy spectra of a 2DEG in the FQH regime interacting with an optically injected valence band hole confined to a parallel 2D layer. Depending on the separation $`d`$ between the electron and hole layers, different response of the 2DEG to the hole has been found. At $`d`$ smaller than a magnetic length $`\lambda `$, the hole binds one or two electrons to form neutral ($`X`$) or charged ($`X^{}`$) excitons. The $`X`$’s are weakly coupled to the 2DEG, and the $`X^{}`$’s with the remaining electrons form a two-component fluid with Laughlin correlations. One or two of the QH excitations of this fluid can bind to an $`X^{}`$ to form a $`X^{}`$QH<sub>n</sub> complex. The PL spectrum at small $`d`$ depends on the lifetimes and binding energies of the $`X`$ and $`X^{}`$ states, rather than on the original correlations of the 2DEG. No anomaly occurs in PL at the Laughlin filling factor $`\nu =\frac{1}{3}`$, at which the FQH effect is observed in transport experiments. At $`d`$ larger than about $`2\lambda `$, the Coulomb potential of the distant hole becomes too weak and its range becomes too large to bind individual electrons and form the $`X`$ or $`X^{}`$ states. Instead, fractionally charged excitons $`h`$QE<sub>n</sub> are formed, consisting of one or two Laughlin QE’s bound to the hole. Different $`h`$QE<sub>n</sub> complexes have different optical properties (recombination lifetimes and energies), and which of them occur depends critically on whether QE’s are present in the 2DEG. Hence, discontinuities occur in the PL spectrum at $`\nu =\frac{1}{3}`$. The crossover between the “integrally” and “fractionally” charged exciton phases in an $`e`$$`h`$ system can be viewed as a change in the response of a 2DEG to a more general perturbation potential $`V_{UD}`$ defined in terms of its characteristic energy ($`U`$) and length ($`D`$) scales. An analogous transition will occur in other similar systems, in which the 2DEG is perturbed by a charged impurity or an electrode. However, a difference between the response to negatively and positively charged probes is expected because of very different QE–QE and QH–QH interactions at short range. Our results invalidate two suggestive concepts proposed to understand the numerical $`Ne`$$`h`$ spectra and the observed PL of a 2DEG. First, in contrast with the works of Wang et al., and Apalkov and Rashba, we have shown that the “dressed exciton” states with finite momentum ($`k0`$) do not occur in the low energy spectra of $`e`$$`h`$ systems at small $`d`$. The coupling of $`k0`$ excitons to the 2DEG is too strong to be treated perturbatively, and does more than renormalization of the exciton mass. Rather, it causes instability of $`k0`$ excitons and formation of charged excitons $`X^{}`$. And second, we have shown in contrast with the work of Rashba and Portnoi, that the charge-neutral “anyon excitons” $`h`$QE<sub>3</sub> are not stable at any value of $`d`$ (they are also non-radiative). ## Acknowledgment The authors acknowledge partial support by the Materials Research Program of Basic Energy Sciences, US Department of Energy, and thank K. S. Yi (Pusan National University, Korea) who participated in the early stages of this study, and P. Hawrylak (National Research Council, Canada) and M. Potemski (High Magnetic Field Laboratory, Grenoble, France) for helpful discussions. AW acknowledges partial support from the Polish State Committee for Scientific Research (KBN) grant 2P03B11118.
warning/0006/cs0006010.html	ar5iv	text	# Light Affine Logic (Proof Nets, Programming Notation, P-Time Correctness and Completeness) ## 1. Introduction This paper belongs to the area of polytime computational systems \[GSS92, LM93, Le94, Gi98\]. The purpose of such systems is manifold. On the theoretical side, they provide a better understanding about the logical essence of calculating with time restrictions. On the practical side, via the Curry-Howard correspondence \[GLT89\], they yield sophisticated typing systems that, statically, provide an accurate upper bound on the complexity of the computation. The types give essential information on the strategy to efficiently reduce the terms they type. A cornerstone in the area is Girard’s Light Linear Logic \[Gi98\] (LLL), a deductive system with cut elimination, i.e. a logical system. In \[Asp98\], Light Affine Logic (LAL), a slight variation of LLL, was introduced. In \[Rov99\] there are some basic observations about how P-Time completeness of LAL, and, in fact, of LLL as well, can be proved. This paper is a monolithic reworking of both papers with the hope to make the subject more widely accessible. It must be clear, however, that the paper is addressed to people already acquainted with the basic notions of Linear Logic \[Gi95\]. The main results of this paper are two theorems about Intuitionistic Light Affine Logic (ILAL). Theorem. Every derivation $`\mathrm{\Pi }`$ of ILAL can be transformed into its cut free form in a number of cut elimination steps bound by a polynomial in the dimension of $`\mathrm{\Pi }`$. We shall see that the degree of the polynomial is an exponential function of the depth of $`\mathrm{\Pi }`$. The meaning of “depth” will become clearer later, but we can already say that it is a purely proof-theoretic structural notion. Theorem. Every P-Time Turing machine can be encoded and simulated by a derivation of ILAL. The two theorems together imply that ILAL is a logical system, equivalent to the set of P-Time Turing machines, with respect to the cost and to the expressivity. In more details, LAL is introduced by adding full weakening to LLL. This modification, while not altering the good complexity property, greatly simplifies the logical system. Firstly, the number of rules decreases from 21 to just 11 rules, with respect to LLL. Secondly, LAL is endowed with additives, without adding them explicitly: in presence of weakening, their computational behavior is there for free. This point will become clear later, when encoding the predecessor on Church numerals, and some components of P-Time Turing machines. Rephrasing Girard \[Gi98\], the slogan behind the design of LAL is: the abuse of contraction may have damaging complexity effects, but the abstinence from weakening leads to inessential syntactical complications. ### 1.1. Light Affine Logic As we said, LAL is both a variant, and a simplification of LLL. The main intuitions about the new modalities of LLL are preserved by their counterparts of LAL. We recall them here below. Let $`𝒯`$ be the set of literals in Figure 1. The set $``$ of formulas, is defined in two steps. Firstly, consider the language generated by the grammar in Figure 2. Secondly, partition such a language into equivalence classes by the negation $`()^{}`$, defined in Figure 3. The sequent calculus of (classical) LAL is in Figure 4. Observe that $`B`$ can be absent in rule $`(!)`$, and that the sequence $`B_1,\mathrm{},B_n`$ of rule $`(\mathrm{\S })`$ can be empty. Like in Linear Logic, we may only perform contraction (dually, duplication) on variables of type ?A (dually, data of type !A). However, in LAL, and in LLL, the potential explosion of the computation, essentially due to an explosion of the use of the rule $`(Contr.)`$, also called sharing \[AG98\], is taken under control. This is achieved by constraining the !-boxes to have at most one input (see $`(!)`$-rule). So, the number of sharing structures, i.e., of contraction rules, cannot grow while duplicating a !-box. This limitation enormously decreases the overall expressivity. It is recovered by adopting a self-dual modality $`\mathrm{\S }`$, which corresponds to introducing $`\mathrm{\S }`$-boxes in the derivations of LAL. A $`\mathrm{\S }`$-box may contain several shared (dually, contracted) variables (i.e., multiple occurrences of ?-assumptions). However, in this case, the $`\mathrm{\S }`$-box itself cannot be duplicated to prevent the explosion of sharing. The key point is that, adding unrestricted weakening to LLL, does not violate these complexity intuitions! The basic logical problem with LAL is the elimination of the cut between $`\mathrm{\Gamma },A`$ and $`\mathrm{\Delta },A^{}`$ when both $`A`$, and $`A^{}`$ are immediately introduced by a weakening, which is also the usual problem with interpretations of cut elimination as computation in classical logic. We shall simply avoid this problem by restricting our attention to the intuitionistic fragment ILAL of LAL. Section 2 recalls the sequent calculus of ILAL. Section 3 introduces the graph language of Proof nets for ILAL, with some terminology. Section 4 is about the cut elimination step on Proof nets. Section 5 develops the proof of P-Time correctness. The proof is classical: we supply strictly decreasing measures as the cut elimination proceeds. Section 6 defines the functional language that realizes (a sort of) Curry-Howard isomorphism for ILAL. It is the first step towards the proof of P-Time completeness. Section 7 decorates the sequent calculus derivations of ILAL with the terms of the functional language, so using the sequent calculus as a type assignment. The relation derivation/term is not one-to-one. This is why our instance of Curry-Howard isomorphism is not, in fact, a true isomorphism. This will not constitute any problems, as discussed in Section 9, once introduced the dynamics of the functional language in Section 8. Obviously, the dynamics is, more or less, a restatement of the cut elimination steps in the functional syntax. Section 10 is the first programming example with our functional notation. We develop a numerical system with a predecessor which is syntactically linear, up to weakening, and which obeys a general programming scheme, that we will sometimes exploit to encode the whole class of P-Time Turing machines as well. This is the second step towards P-Time completeness proof. Section 11 contains a second programming example. For the first time, we write all the details to encode the polynomials with positive degree and positive coefficients as derivations of ILAL. Section 12 proves P-Time completeness. The proof is a further programming exercise. It consists of the definition of a translation from P-Time Turing machines to terms of our functional language. For a simpler encoding, we make some simplifying, but not restricting assumptions, on the class of P-Time Turing machine effectively encoded. Section 13 concludes the paper with some observations and hypothesis on future work. ## 2. Intuitionistic Light Affine Logic Intuitionistic LAL (ILAL) is the logical system based on the connectives $``$, $``$, !, $`\mathrm{\S }`$, and $``$ of LAL, where $`AB`$ is a notation for $`A^{}\mathrm{}B`$. The sequent calculus for ILAL is in Figure 5. Like in Classical LAL (Figure 4), the assumption $`B`$ of rule $`(!)`$ may be absent, and one, or both, of the sets of assumptions $`\mathrm{\Delta }`$ and $`\mathrm{\Gamma }`$ of rule $`(\mathrm{\S })`$ may be empty. Our goal is twofold. On one side, we want to prove that the cut elimination of the system here above is correct with respect to the class P-Time. Namely, we want to prove that, given a derivation $`\mathrm{\Pi }`$, it can be reduced to its normal form, through cut elimination, in a number of steps bound by a polynomial in the dimension $`\|\mathrm{\Pi }\|`$ of $`\mathrm{\Pi }`$. On the other side, the system must be complete: every P-Time Turing machine can be encoded, and simulated by means of a derivation. We prove correctness by introducing the proof nets for the sequent calculus in Figure 5. Proof nets are the right syntax for calculating a computational complexity because their computational steps are truly primitive, and close to pointer manipulations, performed by real machines. Every step is a (graphical) re-wiring of links, whose cost can be fairly taken as a unit. The proof of completeness rests on the definition of a concrete syntax for the derivations. This choice is due to the need of readability. The use of the derivations of the sequent calculus are not very comfortable as a programming language. Proof nets would be OK, but very cumbersome in terms of space, and not everybody is akin to use them to program. ## 3. Proof Nets The Proof Nets (PNs) for ILAL are the graphs in Figure 6, 7, and 8. The PNs have a single output, and as many inputs as needed, possibly none. The output, also called root, is the link on top of the graph. The inputs, also called assumptions, are all the other links. Figure 6 introduces the axiom , the cut, the weakening and the unit. The axiom, labeled $`ax`$, is a PN with a single input and a single output. If $`\mathrm{\Pi }`$ and $`\mathrm{\Pi }^{}`$ are two PNs, the first with its output labeled by $`A`$, and the second with an input labeled by $`A`$, then the graph obtained by plugging the output of $`\mathrm{\Pi }`$ into the input of $`\mathrm{\Pi }^{}`$ is a PN. With more traditional terminology, this is cutting the conclusion of $`\mathrm{\Pi }`$ with the assumption of $`\mathrm{\Pi }^{}`$. Take again a PN $`\mathrm{\Pi }`$. By putting a wire with a single input and no conclusions at all aside $`\mathrm{\Pi }`$ yields a new PN: this is traditional weakening. Observe that the new, fake assumption is labeled by any formula $`A`$, namely, unlike traditional Linear logic, ILAL has an unconstrained weakening. Finally, the unit. It has a conclusion, but no inputs, like Linear logic’s unit $`\mathrm{𝟏}`$. However, any formula can label our unit, and not only $`\mathrm{𝟏}`$. Our unit serves to close the set of PNs with respect to the cut elimination, in presence of the unconstrained weakening. Figure 7 defines the PNs for the second order and multiplicative fragment of ILAL. Everything is quite standard. Assume $`\mathrm{\Pi }`$ and $`\mathrm{\Pi }^{}`$ be two PNs. Then, a new PN is obtained by wiring the conclusions/assumptions of $`\mathrm{\Pi }`$/$`\mathrm{\Pi }^{}`$ as depicted. The introduction of a new root in the proof nets stands for an introduction to the right in sequent calculus terminology, while a new input is like an introduction to the left of the sequent calculus. Notice the $``$-introduction to the right (the lower-rightmost PN) in Figure 7. Its dashed links must point to all the wires of $`\mathrm{\Pi }`$ whose labeling formula has $`\alpha `$ among its free variables. Moreover, no input wire of $`\mathrm{\Pi }`$ must be pointed by the dashed links. This is like the usual $``$-introduction to the right: it requires that the variable being universally quantified is not a free variables of the assumptions. Our $``$-introduction to the right is not like in standard PNs of Linear logic. The standard construction, by means of a box, introduces an artificial sequentialization in the construction of the PNs that requires the use of commuting conversions to get the cut elimination. Our construction has not this drawback, simplifying the estimation of the cut elimination complexity. Figure 8 defines the PNs for the polynomial fragment of ILAL. Assume $`\mathrm{\Pi }`$ be a PN. A new PN is obtained either by enclosing $`\mathrm{\Pi }`$ into a box, or by contracting two of its inputs, labeled by a modal formula $`!A`$, into a single input, labeled by $`!A`$ as well. There are two kinds of boxes. Any $`!`$-box has at most one input, labeled by a $`!`$-modal formula. So, in Figure 8, $`m1`$. On the contrary, there are not restrictions on the inputs of the $`\mathrm{\S }`$-box: every $`\mathrm{}_i`$ belongs to $`\{!,\mathrm{\S }\}`$, and $`n`$ is any integer, possibly $`0`$. The big difference between the two boxes will be appreciated when defining the cut elimination: a $`!`$-box can be duplicated, but every $`\mathrm{\S }`$-box cannot. ## 4. Cut Elimination on Proof Nets The main rules for eliminating the cuts are in Figures 9, 10, and 11. Figure 12, 13, 14, and 15 complete the cut elimination with garbage collection steps. The cut elimination rewrites graphs into other graphs which are not necessarily Proof nets of ILAL, but this will not be armuful. Figure 9, introduce the linear steps. Figure 10 introduces the shifting step, and Figure 10 the polynomial step. This terminology is related to the cost of eliminating the corresponding cuts. The garbage collection cost will not be accounted because its steps only destroy existing structure: this means that the cost will never be greater than the dimension of the net being reduced. Figure 9 defines the linear cut elimination $`_l=_\beta _{}_{}`$. The steps $`_\beta `$ and $`_{}`$ describe how a pair of $``$ or $``$-nodes annihilate each other. The step $`_{}`$ annihilates two $``$-nodes and produces $`\mathrm{\Pi }^{}`$ from $`\mathrm{\Pi }`$ by substituting $`B`$ for every free occurrence of $`\alpha `$ in the formulas that label the edges of $`\mathrm{\Pi }`$, pointed to by the dashed links. Figure 10 defines the shifting cut elimination step $`_s`$, which shifts a net $`\mathrm{\Pi }^{}`$, contained in a box, into another box. The $`\mathrm{}`$-box can be either a $`\mathrm{\S }`$-box, or a $`!`$-box. Figure 11 defines the rewriting relation $`_p`$. It only duplicates $`!`$-boxes. Figure 12 the set of steps that compresses a sequence axiom/cut into a single axiom. Figure 13 defines a second set of garbage collecting cut elimination steps. The use of the unconstrained weakening requires to consider all the possible configurations where the conclusion of some (sub-)net is plugged into the fake input of a weakening node. In such a case, the cut elimination proceeds just by erasing structure. In particular, for preserving the structural invariance that a cut link plugs the conclusion of a (sub-)net into the assumption of another (sub-)net, $`_{w\beta }`$ introduces the unit net to erase the nodes of which the left link of the $``$-node is an input. Figure 14 defines the garbage collecting cut elimination steps relative to our unit. Finally, Figure 15 shows what happens when erasing a box, using either a weakening or a unit. In particular, notice that $`_{wu}`$ erases a box from the bottom: so the unit keeps erasing from $`\mathrm{}A`$ upward, while the weakening go downward. We call $`_l`$-normal a net $`\mathrm{\Pi }`$ without $`_l`$-redexes. We shall also use the analogous terminology for $`_s`$ and $`_p`$. If a net does not contain redexes of $`_l_s_p`$ it is simply normal. Of course, a net can also be garbage collected, so it is normal with respect to the rules in Figure 12 through 15. However we shall not pay very much attention to the garbage collection, when concerned to the complexity of the cut elimination. Ideed, the garbage collection can be “runned” at any instant without significant overhead: it strictly decreases the amount of existing structure. ### 4.1. Properties of the cut elimination We observed that $``$ rewrites graphs into graphs and not Proof nets into Proof nets. This is not a problem: ###### Proposition 1. The set of Proof nets for ILAL is closed under $``$. This can be proved in few steps. The Proof nets of ILAL, without units and weakenings, can be embedded into those of functorial ILL, whose characterizing rules are recalled in Figure 16. The only point worth specifying on the embedding is that it maps every occurrence of $`\mathrm{\S }`$ into an occurrence of $`!`$; the rest is a one-one correspondence. The closure extends to the whole language of ILAL Proof nets for some simple reasons. One of the two nets involved in the garbage collecting cut eliminations is always an unconnected component: either a unit or a weakening. Unit does not have inputs, so it does not create any problems concerning the construction order inherent to an inductive definition: given any net $`\mathrm{\Pi }`$, we can always take a unit and cut its conclusion with any assumption of $`\mathrm{\Pi }`$, with compatible type. Weakenings behave almost analogously. A weakening is always associated to some well formed net $`\mathrm{\Pi }`$. Suppose that the elimination of a cut between a weakening and the root of a net $`\mathrm{\Pi }^{}`$ yields new cuts between the roots of the sub-nets of $`\mathrm{\Pi }^{}`$ and some weakenings. Then the newly generated weakenings can be thought of as introduced in association with $`\mathrm{\Pi }`$ itself. The Proof nets of ILAL are also a good computational language: ###### Proposition 2. $``$ is Church-Rosser. Start, again, from the Proof nets of ILAL, without units and weakenings, and embed them into those of functorial ILL. The strong normalizability of functorial ILL implies the same property for the considered fragment of ILAL. As we alrady observed, the garbage collection certainly does not break the strong normalizability, because it strictly decrease the size of the nets. Now, to check that Church-Rosser holds, just verify that the few critical pairs of $``$ are confluent. By the way, the critical pairs are the same as those of the Proof nets for (functorial) ILL. ## 5. P-Time Correctness P-Time correctness means that, for any proof net $`\mathrm{\Pi }`$, the number of cut links that must be eliminated to get to the normal form of $`\mathrm{\Pi }`$ is bound by a polynomial in the dimension of $`\mathrm{\Pi }`$. This is the statement we shall prove by the end of this section. It will turn out that the bound is: $`O(𝑫^3^{\mathbf{}}(\mathrm{\Pi })),`$ where $`𝑫(\mathrm{\Pi })`$ is the dimension of $`\mathrm{\Pi }`$, and $`\mathbf{}`$ is the maximal depth of $`\mathrm{\Pi }`$. The dimension is, essentially, the number of nodes in $`\mathrm{\Pi }`$. The depth of $`\mathrm{\Pi }`$ is a purely structural property of $`\mathrm{\Pi }`$, and will be introduced in a few. The main tool to develop the proof of P-Time correctness is to find a measure that describes how $`𝑫(\mathrm{\Pi })`$ changes, as the cut elimination proceeds. Indeed, the number of nodes in a net always bound the number of the cut links that can be eliminated. ### 5.1. Proving P-Time Correctness Every net can be stratified in levels: ###### Definition 1 (Level of a net). For any net $`\mathrm{\Pi }`$, a node of $`\mathrm{\Pi }`$ is at level $`l`$ if it is enclosed into $`l`$ boxes of kind $`!`$ and/or $`\mathrm{\S }`$. The maximal depth of $`\mathrm{\Pi }`$ is $`\mathbf{}(\mathrm{\Pi })`$, or simply $`\mathbf{}`$, if no ambiguity can exist. ###### Definition 2 (Dimensions of a Net). Let $`\mathrm{\Pi }`$ be a net, and $`l\mathbf{}`$. * The dimension $`d_l(\mathrm{\Pi })`$ of $`\mathrm{\Pi }`$ at level $`l`$ is the number of $``$, contraction nodes, $`!`$-boxes, and $`\mathrm{\S }`$-boxes, plus $``$ and $``$-nodes, introduced either to the left, or to the right, at level $`l`$. * The level-by-level dimension of $`\mathrm{\Pi }`$ is: $`\mu (\mathrm{\Pi })`$ $`=`$ $`d_0(\mathrm{\Pi }),\mathrm{},d_i(\mathrm{\Pi }),\mathrm{},d_{\mathbf{}}(\mathrm{\Pi })`$ * The maximal dimension $`𝑫(\mathrm{\Pi })`$ is simply $`_{l=0}^{\mathbf{}}d_l(\mathrm{\Pi })`$. Of course, when there are not ambiguities, the argument $`\mathrm{\Pi }`$ is omitted. * Remark. + The nodes at the same level $`l`$ can be “spread” in various boxes, each contributing to form the level $`l`$. + The space of tuples which $`\mu `$ belongs to is a well founded order, under the lexicographic relation $``$. In particular, $``$ is the non reflexive part of $``$. Every point of a given net $`\mathrm{\Pi }`$ can be taken as the root of a weighted sub-net: ###### Definition 3 (Weight of a Net). Let $`\mathrm{\Pi }`$ be a net. The weight $`\mathrm{wgt}(\mathrm{\Pi })`$ of $`\mathrm{\Pi }`$ is a partial function from points of $`\mathrm{\Pi }`$ to integers. If $`a`$ is any point on a link of $`\mathrm{\Pi }`$: $`\mathrm{wgt}(\mathrm{\Pi })(a)`$ $`=`$ $`0\text{ with }a\text{ as in Figure }\text{17}\text{, where}`$ $`\mathrm{}\{!,\mathrm{\S }\}`$, and the $`ax`$-link is an input of $`\mathrm{\Pi }`$ $`\mathrm{wgt}(\mathrm{\Pi })(a)`$ $`=`$ $`\mathrm{wgt}(\mathrm{\Pi })(b)\text{ with }a\text{, and }b\text{ as in Figure }\text{18}`$ $`\mathrm{wgt}(\mathrm{\Pi })(a)`$ $`=`$ $`\mathrm{wgt}(\mathrm{\Pi })(b)+1\text{ with }a\text{, and }b\text{ as in Figure }\text{19}`$ $`\mathrm{wgt}(\mathrm{\Pi })(a)`$ $`=`$ $`1\text{ with }c\text{ as in Figure }\text{19}`$ $`\mathrm{wgt}(\mathrm{\Pi })`$ is undefined on any other point. ###### Definition 4 (Weight of a Contraction). The weight $`\mathrm{wgt}()`$ of any instance $``$ of a contraction node in a net $`\mathrm{\Pi }`$ is $`\mathrm{wgt}(\mathrm{\Pi })(a)`$ if $`a`$ labels the input of $``$. * Remark. + $`\mathrm{wgt}()`$ is the number of $`!`$-boxes that can be duplicated by $``$, and that are at the same level as $``$ is at; + the points whose $`\mathrm{wgt}`$ is $`0`$ are those where a contraction node stops moving down, through a net, during the cut elimination; + every contraction node is as “heavy” as the weight of the net rooted at its input; + last, but not at all least, $`\mathrm{wgt}`$ is finite at every level, because the nets are defined inductively, and the cut elimination preserves their inductive structure. ###### Definition 5 (“Refined” Dimension of a Net). Let $`\mathrm{\Pi }`$ be a given net, and $`l`$ any integer of $``$. * $`n_l(\mathrm{\Pi })`$ is the number of nodes $``$ plus the $``$, and the $``$-nodes, introduced either to the left, or to the right, at level $`l`$ in $`\mathrm{\Pi }`$; * $`c_l^w(\mathrm{\Pi })`$ is the number of contraction nodes at $`l`$ in $`\mathrm{\Pi }`$ with weight $`w`$; * $`b_l(\mathrm{\Pi })`$ is the total number of $`!`$-boxes, and $`\mathrm{\S }`$-boxes at $`l`$ in $`\mathrm{\Pi }`$; * $`𝑾_l(\mathrm{\Pi })`$ is the maximal weight of the contraction nodes at $`l`$ in $`\mathrm{\Pi }`$. In particular, each of the quantities here above can assume any value in $``$ if $`0l\mathbf{}(\mathrm{\Pi })`$. Otherwise, their value can only be $`0`$. When clear from the context, we omit $`\mathrm{\Pi }`$, and also the level $`l`$. The complexity bound follows from using a specific reduction strategy. The next definitions, and lemmas will serve to introducing such a strategy. ###### Definition 6 (Normalizing Measure of a Net). For any net $`\mathrm{\Pi }`$, its cut measure at level $`0l\mathbf{}`$ is: $`\gamma _l(\mathrm{\Pi })`$ $`=`$ $`c_{l1}^{𝑾_{l1}},\mathrm{},c_{l1}^1,b_{l1},n_l`$ * Remark. + The measure involves two levels of the net. If $`l=0`$, by Definition 5, the rightmost component can assume any natural value. All the others are $`0`$. + The space of tuples which $`\gamma `$ belongs to is a well founded order, under the lexicographic relation $``$. ###### Definition 7 ($`l`$-normal Net). Let $`\mathrm{\Pi }`$ be a net, and $`l\mathbf{}`$. We say that $`\mathrm{\Pi }`$ is $`l`$-normal when: * $`\mathrm{\Pi }`$ is $`_l`$-normal at every level $`0il`$, and * $`\mathrm{\Pi }`$ is $`_s_p`$-normal at all levels $`0il1`$. ###### Fact 1. If $`\mathrm{\Pi }`$ is $`\mathbf{}`$-normal, then $`\mathrm{\Pi }`$ is, in fact, normal. $`\mathbf{}`$-normality means no $`_l`$-redexes at any level, and no $`_s_p`$-redexes at all levels but $`\mathbf{}`$. Assuming the existence of a $`_s_p`$-redex at $`\mathbf{}`$, means to have some $`!`$ or $`\mathrm{\S }`$-box at $`\mathbf{}`$, against the definition of $`\mathbf{}`$ for $`\mathrm{\Pi }`$. ###### Fact 2. Let $`\mathrm{\Pi }`$ be $`l1`$-normal, with $`l\mathbf{}`$, and such that $`\mathrm{\Pi }_l\mathrm{\Pi }^{}`$ by reducing a redex at $`l`$. Then: (2) $`\gamma _l(\mathrm{\Pi })=\mathrm{},n_l`$ $``$ $`\mathrm{},n_l1=\gamma _l(\mathrm{\Pi }^{})`$ (3) $`\mu (\mathrm{\Pi })=\mathrm{},d_l,\mathrm{}`$ $``$ $`\mathrm{},d_l1,\mathrm{}=\mu (\mathrm{\Pi }^{})`$ (2) holds because the reduction of a $`_l`$-redex at level $`l`$ erases one node among $`,,`$. So, (3) simply follows from (2). ###### Fact 3. Let $`\mathrm{\Pi }`$ be $`l1`$-normal, with $`l\mathbf{}`$, and such that $`\mathrm{\Pi }_s\mathrm{\Pi }^{}`$ by reducing a redex at $`l1`$. Then: $`\gamma _l(\mathrm{\Pi })=\mathrm{},b_{l1}(\mathrm{\Pi }),n_l(\mathrm{\Pi })`$ $`\mathrm{},b_{l1}(\mathrm{\Pi })1,n_l(\mathrm{\Pi })=\gamma _l(\mathrm{\Pi }^{})`$ $`\mu (\mathrm{\Pi })=\mathrm{},d_{l1}(\mathrm{\Pi }),d_l(\mathrm{\Pi }),\mathrm{}`$ $`\mathrm{},d_{l1}(\mathrm{\Pi })1,d_l(\mathrm{\Pi }),\mathrm{}=\mu (\mathrm{\Pi }^{}).`$ Fact 3 is obvious for the reduction merges the border of two boxes, so decreasing their number at $`l1`$. ###### Fact 4. Let $`\mathrm{\Pi }`$ be $`l1`$-normal, with $`l\mathbf{}`$, and such that $`\mathrm{\Pi }_p\mathrm{\Pi }^{}`$ by eliminating a cut at $`l1`$, which involves a contraction node $``$ with weight $`w𝐖_{l1}(\mathrm{\Pi })`$. Then: $`\gamma _l(\mathrm{\Pi })`$ $`=`$ $`\mathrm{},c_{l1}^w(\mathrm{\Pi }),c_{l1}^{w1}(\mathrm{\Pi }),\mathrm{},b_{l1}(\mathrm{\Pi }),n_l(\mathrm{\Pi })`$ $``$ $`\mathrm{},c_{l1}^w(\mathrm{\Pi })1,c_{l1}^{w1}(\mathrm{\Pi }^{}),\mathrm{},b_{l1}(\mathrm{\Pi }^{}),n_l(\mathrm{\Pi }^{})`$ $`=`$ $`\gamma _l(\mathrm{\Pi }^{})`$ $`\mu (\mathrm{\Pi })`$ $`=`$ $`\mathrm{},d_{l1}(\mathrm{\Pi }),d_l(\mathrm{\Pi }),\mathrm{},d_{\mathbf{}}(\mathrm{\Pi }),`$ $``$ $`\mathrm{},d_{l1}(\mathrm{\Pi }^{}),d_l(\mathrm{\Pi }^{}),\mathrm{},d_{\mathbf{}}(\mathrm{\Pi }^{}),`$ $`=`$ $`\mu (\mathrm{\Pi }^{})`$ where: (8) $`c_{l1}^{w1}(\mathrm{\Pi }^{})`$ $``$ $`c_{l1}^{w1}(\mathrm{\Pi })+1`$ (9) $`b_{l1}(\mathrm{\Pi }^{})`$ $`=`$ $`b_{l1}(\mathrm{\Pi })+1`$ (10) $`n_l(\mathrm{\Pi }^{})`$ $``$ $`n_l(\mathrm{\Pi })+n_l(\mathrm{\Pi })`$ (11) $`d_{l1}(\mathrm{\Pi }^{})`$ $`=`$ $`d_{l1}(\mathrm{\Pi })+1`$ (12) $`d_l(\mathrm{\Pi }^{})`$ $``$ $`d_l(\mathrm{\Pi })+d_l(\mathrm{\Pi })`$ where $`li\mathbf{}`$. (8) holds because $``$ may be propagated below the just duplicated bos. In such a case, the weight decreases by one. (9) holds because the duplication introduces a $`!`$-box more than those in $`\mathrm{\Pi }`$ at $`l1`$. From this, it is obvious (11) as well. (10) holds because the introduction of a new $`!`$-box at level $`l1`$ means to make one copy of at most all the nodes $`,`$, and $``$ at level $`l`$ of $`\mathrm{\Pi }`$. This gives meaning also to (12). ###### Proposition 3. Let $`\mathrm{\Pi }`$ be $`l1`$-normal, where $`l\mathbf{}`$. Assume that $`\mathrm{\Pi }`$ rewrites to $`\mathrm{\Pi }^{}`$ by eliminating all $`_p`$-cuts at level at $`l1`$. Then, $`_p`$ is strongly normalizable, and strongly confluent. Strong normalizability trivially follows from Fact 4. Strong confluence follows from the absence of critical pairs in $`_p`$. ###### Proposition 4. Let $`\mathrm{\Pi }`$ be $`l1`$-normal, without $`_p`$-redexes at level $`l1`$, where $`l\mathbf{}`$. Assume that $`\mathrm{\Pi }`$ rewrites to $`\mathrm{\Pi }^{}`$ by eliminating all $`_s`$-cuts at level at $`l1`$, and all $`_l`$-redexes at level $`l`$, without assuming any precedence among the $`_s_l`$-redexes. Then, $`_s_l`$ is strongly normalizable, and strongly confluent. Strong normalizability follows from Fact 2, and 3. Both imply that $`\gamma `$, and $`\mu `$ have a common upper bound as the elimination of $`_s_l`$-redexes proceeds. Strong confluence follows from the absence of critical pairs in $`_s_l`$. The two, just given, properties support the definition of a reduction strategy: ###### Definition 8 (Cut Elimination Strategy). Let $`\mathrm{\Pi }`$ be $`l1`$-normal. The cut elimination strategy $`_\sigma `$ reduces redexes of $`_l_s_p`$ in the following order: * firstly, all the $`_p`$-redexes at $`l1`$, * secondly, all the $`_s`$-redexes at $`l1`$, and the $`_l`$-redexes at $`l`$, in any order. Then, $`_\sigma `$ stops. ###### Proposition 5. Let $`\mathrm{\Pi }`$, and $`\mathrm{\Pi }^{}`$ be such that $`\mathrm{\Pi }`$ is $`l1`$-normal, and $`\mathrm{\Pi }_\sigma \mathrm{\Pi }^{}`$. Then: 1. $`\mathrm{\Pi }^{}`$ is $`l`$-normal; 2. $`\mathrm{\Pi }_\sigma \mathrm{\Pi }^{}`$ takes at most $`6𝑫^3(\mathrm{\Pi })`$ steps. 3. $`d_i(\mathrm{\Pi }^{})6𝑫^3(\mathrm{\Pi })`$, for all $`li\mathbf{}`$. ###### Proof. The first point is true by definition of $`_\sigma `$. Let us focus on the second point. Assume that: $`\gamma _l(\mathrm{\Pi })`$ $`=`$ $`\stackrel{𝑾_{l1}=d_{l1}\text{ times}}{\stackrel{}{d_{l1},0,\mathrm{},0}},d_{l1},d_l.`$ $`\gamma _l(\mathrm{\Pi })`$ here above is the worst possible assumption with respect of the number of cut elimination steps, necessary to normalize $`\mathrm{\Pi }`$ at level $`l`$, because: * we assume that all the contraction nodes at $`l1`$, i.e. as many as $`d_{l1}(\mathrm{\Pi })`$, have maximal weight. We saw that the weight of a contraction node $``$ is the maximal number of $`!`$-boxes at $`l1`$ that $``$ can duplicate. Forcefully, the $`!`$-boxes at $`l1`$ can not be more than $`d_{l1}(\mathrm{\Pi })`$. This defines as many leftmost components of $`\gamma _l(\mathrm{\Pi })`$ as $`d_{l1}(\mathrm{\Pi })`$; * we assume to have as many $`!`$/$`\mathrm{\S }`$-boxes as possible at $`l1`$, namely $`d_{l1}(\mathrm{\Pi })`$, defining the second component of $`\gamma _l(\mathrm{\Pi })`$ from its right; * we assume to have as many nodes as possible at $`l`$ in $`\mathrm{\Pi }`$, namely $`d_l(\mathrm{\Pi })`$, defining the rightmost component of $`\gamma _l(\mathrm{\Pi })`$. Then, we make the hypothesis that every contraction node, $`!`$-box, $`\mathrm{\S }`$-box at $`l1`$, and every node at $`l`$ contributes to form a redex. Finally, we apply $`_\sigma `$, and we observe the behavior of $`\gamma _l(\mathrm{\Pi })`$: $`\gamma _l(\mathrm{\Pi })`$ $``$ $`d_{l1},0,\mathrm{},0,d_{l1},d_l`$ $`\mathrm{}\text{after }1\text{ step of }_p\text{, from }\mathrm{\Pi }\mathrm{}`$ $``$ $`d_{l1}1,1,\mathrm{},0,d_{l1}+1,d_l+d_l`$ $`\mathrm{}\text{after }i\text{ steps of }_p\text{, from }\mathrm{\Pi }\mathrm{}`$ $``$ $`d_{l1}i,i,\mathrm{},0,d_{l1}+i,d_l+id_l`$ $`\mathrm{}\text{after }d_{l1}\text{ steps of }_p\text{, from }\mathrm{\Pi }\mathrm{}`$ $``$ $`0,d_{l1},0,\mathrm{},0,d_{l1}+d_{l1},d_l+d_{l1}d_l`$ $``$ $`\underset{d_{l1}}{\underset{}{0,d_{l1},0,\mathrm{},0}},2d_{l1},(1+d_{l1})d_l`$ $`\mathrm{}\text{after }jd_{l1}\text{ steps of }_p\text{, from }\mathrm{\Pi }\mathrm{}`$ $``$ $`\underset{d_{l1}}{\underset{}{\underset{j}{\underset{}{0,\mathrm{},0}},d_{l1},0,\mathrm{},0}},(j+1)d_{l1},(1+jd_{l1})d_l`$ $`\mathrm{}\text{after }d_{l1}^2\text{ steps of }_p\text{, from }\mathrm{\Pi }\mathrm{}`$ $``$ $`\underset{d_{l1}}{\underset{}{0,\mathrm{},0}},(d_{l1}+1)d_{l1},(1+d_{l1}^2)d_l`$ $`\mathrm{}\text{after }(d_{l1}+1)d_{l1}+(1+d_{l1}^2)d_l\text{ of }_s_l\text{-steps}\mathrm{}`$ $``$ $`0,\mathrm{},0`$ $``$ $`\gamma _l(\mathrm{\Pi }^{}),`$ for some $`\mathrm{\Pi }^{}`$. By all that means that we have just rewritten $`\mathrm{\Pi }`$ to $`\mathrm{\Pi }^{}`$ after, at most, $`d_{l1}^2+(d_{l1}+1)d_{l1}+(1+d_{l1}^2)d_ld_l(\mathrm{\Pi })d_{l1}^2(\mathrm{\Pi })2(𝑫(\mathrm{\Pi })+𝑫^2(\mathrm{\Pi })+𝑫^3(\mathrm{\Pi }))6𝑫^3(\mathrm{\Pi })`$ steps, since $`d_l(\mathrm{\Pi })𝑫(\mathrm{\Pi })`$, for every $`0l\mathbf{}(\mathrm{\Pi })`$. Finally, the third point. If we find $`\mu (\mathrm{\Pi }^{})`$, we get $`𝑫(\mathrm{\Pi }^{})`$ as well, which is the sum of all the components of $`\mu (\mathrm{\Pi }^{})`$. Assume again to start from $`\mathrm{\Pi }`$, and to rewrite it under $`_\sigma `$. We have: $`\mu (\mathrm{\Pi })`$ $``$ $`d_0,\mathrm{},d_{l2},d_{l1},d_l,\mathrm{},d_{\mathbf{}}`$ $`\mathrm{}\text{after }1\text{ step of }_p\text{, from }\mathrm{\Pi }\mathrm{}`$ $``$ $`d_0,\mathrm{},d_{l2},d_{l1}+1,d_l+d_l,\mathrm{},d_{\mathbf{}}+d_{\mathbf{}}`$ $`\mathrm{}\text{after }i\text{ steps of }_p\text{, from }\mathrm{\Pi }\mathrm{}`$ $``$ $`d_0,\mathrm{},d_{l2},d_{l1}+i,d_l+id_l,\mathrm{},d_{\mathbf{}}+id_{\mathbf{}}`$ $`\mathrm{}\text{after }d_{l1}\text{ steps of }_p\text{, from }\mathrm{\Pi }\mathrm{}`$ $``$ $`d_0,\mathrm{},d_{l2},d_{l1}+d_{l1},d_l+d_{l1}d_l,\mathrm{},d_{\mathbf{}}+d_{l1}d_{\mathbf{}}`$ $``$ $`d_0,\mathrm{},d_{l2},2d_{l1},(1+d_{l1})d_l,\mathrm{},(1+d_{l1})d_{\mathbf{}},`$ $`\mathrm{}\text{after }jd_{l1}\text{ steps of }_p\text{, from }\mathrm{\Pi }\mathrm{}`$ $``$ $`d_0,\mathrm{},d_{l2},(j+1)d_{l1},(1+jd_{l1})d_l,\mathrm{},(1+jd_{l1})d_{\mathbf{}}`$ (13) $`\mathrm{}\text{after }d_{l1}^2\text{ steps of }_p\text{, from }\mathrm{\Pi }\mathrm{}`$ $``$ $`d_0,\mathrm{},d_{l2},(d_{l1}+1)d_{l1},(1+d_{l1}^2)d_l,\mathrm{},(1+d_{l1}^2)d_{\mathbf{}}`$ $``$ $`\mu (\overline{\mathrm{\Pi }}),`$ for some $`\overline{\mathrm{\Pi }}`$. At this point, $`\overline{\mathrm{\Pi }}`$ can be normalized at levels $`l1`$, and $`l`$ by reducing all $`_s_l`$-redexes which simply erase structure. We can safely state that, after (at most) $`(d_{l1}+1)d_{l1}+(1+d_{l1}^2)d_l`$ $`_s_p`$-steps, $`\mu (\overline{\mathrm{\Pi }})`$ here above is a bound for $`\mu (\mathrm{\Pi }^{})`$. It implies the third point we want to prove. ∎ In a few we shall get the bound on the cut elimination complexity. Thanks to Proposition 5 we can observe that each step $`_\sigma `$ in: $$\mathrm{\Pi }_0_\sigma \mathrm{}_\sigma \mathrm{\Pi }_i_\sigma \mathrm{\Pi }_{i+1}_\sigma \mathrm{}$$ rewrites $`\mathrm{\Pi }_i`$ in $`\mathrm{\Pi }_{i+1}`$ using at most $`6𝑫^3(\mathrm{\Pi }_i)`$. So, $`\mathrm{\Pi }_i`$ is obtained after at most (14) $`{\displaystyle \underset{k=0}{\overset{i}{}}}6^{\frac{3^k1}{2}}𝑫^{3^k}(\mathrm{\Pi }_0)`$ steps. Fact 1 assures that the reduction sequence here above can not be longer than $`\mathbf{}(\mathrm{\Pi }_0)`$. In particular, it is shorter if some $`_{ws}`$-redexes erase, at some point, all the boxes constituting the $`\mathbf{}`$-level of $`\mathrm{\Pi }_0`$. So, the upper limit of (14) is $`\mathbf{}(\mathrm{\Pi }_0)`$, and we get: $`{\displaystyle \underset{k=0}{\overset{\mathbf{}(\mathrm{\Pi }_0)}{}}}6^{\frac{3^k1}{2}}𝑫^{3^k}(\mathrm{\Pi }_0)`$ $``$ $`6^{\frac{3^{\mathbf{}(\mathrm{\Pi }_0)}1}{2}}{\displaystyle \underset{k=0}{\overset{3^{\mathbf{}(\mathrm{\Pi }_0)}}{}}}𝑫^k(\mathrm{\Pi }_0)`$ $``$ $`6^{\frac{3^{\mathbf{}(\mathrm{\Pi }_0)}1}{2}}{\displaystyle \frac{𝑫^{3^{\mathbf{}(\mathrm{\Pi }_0)}+1}(\mathrm{\Pi }_0)1}{𝑫(\mathrm{\Pi }_0)1}}`$ $``$ $`O(𝑫^3^{\mathbf{}}(\mathrm{\Pi }_0)).`$ ## 6. The Concrete Syntax Figure 20 introduces the patterns of our concrete syntax. The set of patterns is ranged over by $`𝖯`$, while $`𝚃_{\mathrm{𝚟𝚊𝚛𝚒𝚊𝚋𝚕𝚎𝚜}}`$ is ranged over by $`x,y,w,z`$. Figure 21 defines the set $`\mathrm{\Lambda }`$ of the functional terms which we take as concrete syntax. For any pattern $`x_1\mathrm{}x_n`$, the set $`\mathrm{𝙵𝚅}(x_1\mathrm{}x_n)`$ of its free variables is $`\{x_1,\mathrm{},x_n\}`$. As usual, $`\lambda `$ binds the variables of $`M`$ so that $`\mathrm{𝙵𝚅}(\lambda 𝖯.M)`$ is $`\mathrm{𝙵𝚅}(M)\mathrm{𝙵𝚅}(𝖯)`$. The free variable sets of all the remaining terms are obvious as the constructors $`,!,\mathrm{\S },\overline{!}`$, and $`\overline{\mathrm{\S }}`$ do not bind variables. Both $`!`$ and $`\mathrm{\S }`$ build $`!`$-boxes and $`\mathrm{\S }`$-boxes, respectively, being $`M`$ the body. The term constructor $`\overline{!}`$ can mark one of the entry points, namely the inputs, of both $`!`$-boxes, and $`\mathrm{\S }`$-boxes, while $`\overline{\mathrm{\S }}`$ can mark only those of $`\mathrm{\S }`$-boxes. We shall adopt the usual shortening for $`\lambda `$-terms: $`\lambda x_1.\mathrm{}\lambda x_n.M`$ is abbreviated by $`\lambda x_1\mathrm{}x_n.M`$, and $`(M_1\mathrm{}(M_nN)\mathrm{})`$ by $`M_1\mathrm{}M_nN`$, i.e. the application is left-associative by default. The elements of $`\mathrm{\Lambda }`$ are considered up to the usual $`\alpha `$-equivalence. It allows the renaming of the bound variables of a term $`M`$. For example, $`!(\lambda x.(\overline{!}y)x)`$ and $`!(\lambda z.(\overline{!}y)z)`$ are each other $`\alpha `$-equivalent. The substitution of $`M`$ for $`x`$ in $`N`$ is denoted by $`N\{{}_{}{}^{M}{}_{x}{}^{}\}`$. It is the obvious extension to $`\mathrm{\Lambda }`$ of the capture-free substitution of terms for variables, defined for the $`\lambda `$-Calculus. For example, $`y\{{}_{}{}^{x}{}_{y}{}^{}\}`$ yields $`y`$. The substitutions can be generalized to $`\{^{M_1}_{x_1}\mathrm{}^{M_n}_{x_n}\}`$, which means the simultaneous replacement of $`M_i`$ for $`x_i`$, for every $`1in`$. We shall use $``$ as syntactic coincidence. ## 7. The Type Assignment We decorate the sequent calculus of Intuitionistic Light Affine Logic with the terms of the concrete syntax. So, the language of logical formulas and the sequent calculus we refer to are those in Figure 5. Call basic set of assumptions any set of pairs $`\{x_1:A_1,\mathrm{},x_n:A_n\}`$ that can be seen as a function with finite domain $`\{x_1,\mathrm{},x_n\}`$. Namely, if $`ij`$, then $`x_ix_j`$. An extended set of assumptions is a basic set, containing also pairs $`𝖯:A`$, that satisfies some further constraints. A pattern $`𝖯x_1\mathrm{}x_m:A`$ belongs to an extended set of assumptions: 1. if $`A`$ is $`A_1\mathrm{}A_p`$, with $`pm`$, and 2. if $`\{x_1:B_1,\mathrm{},x_m:B_m\}`$ is a basic set of assumptions, where every $`B_i`$ is either a single formula, or tensor of formulas. For example, $`\{x:\gamma ,y:\beta \}`$ is a legal extended set, while $`\{zx:\gamma ,y:\beta \}`$ is not. Talking about “assumptions”, we generally mean “extended set of assumptions”. Meta-variables for ranging over the assumptions are $`\mathrm{\Gamma }`$, and $`\mathrm{\Delta }`$. The substitutions on formulas replace formulas for variables in the obvious way. Figure 22 introduces the sequent calculus of ILAL, decorated with the terms of $`\mathrm{\Lambda }`$. Observe that $`(!)`$-rule can have at most one assumption. Observe also that the two rules for the second order formulas are not encoded by any term. Namely, we introduce a system analogous to Mitchell’s language Pure Typing Theory \[Mit88\]. In this case, the logical system of reference is second order ILAL, in place of System $``$ \[GLT89\]. ## 8. The Dynamics for the Concrete Syntax Figure 23 defines the basic rewriting relations on $`\mathrm{\Lambda }`$. The first relation is the trivial generalization of the $`\beta `$-rule of $`\lambda `$-Calculus to abstractions that bind patterns which represent tuples of variables. The $`\alpha `$-equivalence must be used to avoid variable clashes when rewriting terms. The second rewriting relation merges the borders of two boxes. Define the rewriting system $``$ as the contextual closure on $`\mathrm{\Lambda }`$ of the rewriting relations in Figure 23. Its reflexive, and transitive closure is $`^{}`$. The pair $`(\mathrm{\Lambda },)`$ is the functional language we shall use to prove P-Time completeness of ILAL. We shall generally abuse the notation by referring to such a language only with $`\mathrm{\Lambda }`$. ## 9. Comments on the Concrete Syntax $`\mathrm{\Lambda }`$ gives a very compact representation of the derivations. The contraction is represented by multiple occurrences of the same variable. The pattern matching avoids the use of any $`let`$-like binder that would require to extend $``$ by some commuting conversions. The boxes have not any interface like in the paradigmatic language proposals of \[Asp98, Rov98, Rov00\]. However, we have to pay for this notational economy. The typable sub-set of $`\mathrm{\Lambda }`$ is not at all an isomorphic representation of the derivations. The simplest example to observe how ambiguously $`\mathrm{\Lambda }`$ represents ILAL is in Figures 24, and 25. The same term $`\mathrm{\S }(K\overline{\mathrm{\S }}z\overline{\mathrm{\S }}z)`$ “encodes” two radically different derivations of the sequent calculus, i.e. $`\mathrm{\S }(K\overline{\mathrm{\S }}z\overline{\mathrm{\S }}z)`$ “encodes”, under the same order as in Figure 24, the two nets in Figure 25. Here we want to stress that such an ambiguity is not an issue for us. The concrete syntax is not meant to be a real calculus, but just a compact notation for proofs. What we need is a language where we can observe the type discipline at work, especially in the proof of P-Time completeness. In case we want to evaluate $`M\mathrm{\Lambda }`$ with polynomial cost, the right way to do it is to translate $`M`$ into a proof net, so that $`_\sigma `$ and the good computational properties of the nets can be exploited. We only need to agree about the translation from $`\mathrm{\Lambda }`$ to the nets. We choose the one putting the contractions as deeply as possible. So we would adopt the lower most net in Figure 25 as a translation of $`\mathrm{\S }(K\overline{\mathrm{\S }}z\overline{\mathrm{\S }}z)`$. This choice reduces the computational complexity of the translation. ## 10. Encoding a Numerical System The numerical system adopted on $`\mathrm{\Lambda }`$ is the analogous of Church numerals for $`\lambda `$-Calculus. The type and the terms of the tally integers are in Figure 26. Observe that there is a translation from $`\mathrm{\Lambda }`$ to $`\lambda `$-Calculus that, applied to $`\overline{\mathit{0}}`$ and $`\overline{n}`$, yields $`\lambda `$-Calculus Church numerals: $`\lambda fx.\underset{n0}{\underset{}{f(\mathrm{}(f}}x)\mathrm{})).`$ The translation just erases all the occurrences of $`!,\mathrm{\S },\overline{!}`$, and $`\overline{\mathrm{\S }}`$. Figure 27 introduces some further combinators on the numerals. The numeral next to $`\overline{n}`$ can be calculated as in Figure 28. $`\mathrm{𝑠𝑢𝑚}`$ adds two numerals. $`\mathrm{𝑖𝑡𝑒𝑟}`$ takes as arguments a numeral, a step function, and a base where to start the iteration from. Observe that $`\mathrm{𝑖𝑡𝑒𝑟}\overline{2}!\overline{n}\mathrm{\S }\overline{\mathit{0}}`$ cannot have type, for any numeral $`\overline{n}`$. This because the step function is required to have identical domain and co-domain. This should not surprise. Taking the $`\lambda `$-Calculus Church numeral $`\overline{2}`$, and applying it to itself we get an exponentially costing computation. $`\mathrm{𝑚𝑢𝑙𝑡}`$ is defined as an iterated sum, for multiplying two numerals. Finally, $`\mathrm{𝑐𝑜𝑒𝑟𝑐}(\text{ion})`$ embeds a numeral into a $`\mathrm{\S }`$-box, preserving its value. Look at Figure 29 for an example. ### 10.1. Encoding a Predecessor The predecessor of the numerical system for $`\mathrm{\Lambda }`$ is an instance of a general computation scheme that iterates the template function in Figure 30. $`𝒯`$ takes a pair of functions $`h,g`$ as arguments, and has $`f`$ as its parameter. If $`h:XY,g:YZ`$, and $`f:ZZ`$, for some domains $`X,Y,Z`$, then $`𝒯_f`$ can be iterated. An example of an $`n`$-fold iteration of $`𝒯_f`$ from $`(g,h)`$ is in Figure 31, where it is simple to recognize the predecessor of $`n`$, if we let $`f:`$ be the identity, $`g:`$ be the successor, $`h`$ be $`0`$, and if we assume to erase the first component of the result. Recasting everything in $`\mathrm{\Lambda }`$, we get the definitions in Figure 32. The term $`\mathrm{𝑝𝑟𝑒𝑑}`$ iterates $`w`$ times $`!(\mathrm{𝑠𝑡𝑒𝑝}\overline{!}x)`$ from $`Iy`$, exploiting the correspondence between $`𝒯`$ and $`T`$ in Figure 33. Observe also that our predecessor does not make any explicit use of the encoding of the additive types by means of the second order quantification. In \[Asp98\] the predecessor has a somewhat more intricate form that we recall here: (15) $`\lambda nxy.(n(\lambda p.(UIx(p\mathrm{𝑠𝑛𝑑})))(UIIy)\mathrm{𝑓𝑠𝑡}),`$ where: $`UPQR`$ $`=`$ $`\lambda z.(zPQR)`$ $`\mathrm{𝑓𝑠𝑡}`$ $`=`$ $`\lambda xyz.(xz)`$ $`\mathrm{𝑠𝑛𝑑}`$ $`=`$ $`\lambda xyz.(yz).`$ $`\mathrm{𝑝𝑟𝑒𝑑}`$ is obtained by eliminating the non essential components of (15) here above. Both $`\mathrm{𝑝𝑟𝑒𝑑}`$, and (15) are syntactically linear, so also their complexity is readily linear. On the contrary, the usual encoding of the predecessor, that, using $`\lambda `$-Calculus syntax with pairs $`M,N`$, is: (16) $`\lambda nxy.\mathrm{𝑓𝑠𝑡}(n(\lambda p.\mathrm{𝑠𝑛𝑑}(p),x\mathrm{𝑠𝑛𝑑}(p))y,y),`$ has also an exponential strategy. Such a strategy exists because the term is not syntactically linear. However both $`\mathrm{𝑝𝑟𝑒𝑑}`$, and (15) witness that the non linearity of (16) is inessential. In particular, in \[Gi98\], where Girard embeds (16) in LLL, the sub-term $`\lambda p.\mathrm{𝑠𝑛𝑑}(p),x\mathrm{𝑠𝑛𝑑}(p)`$ here above has the additive type $`(\alpha \&\alpha )(\alpha \&\alpha )`$. This means that, at every step of the iteration $`n(\lambda p.\mathrm{𝑠𝑛𝑑}(p),x\mathrm{𝑠𝑛𝑑}(p))y,y`$, only one of the multiple uses of $`p`$ is effectively useful to produce the result. * Remark. + The procedural iteration scheme in Figure 31, our predecessor is an instance of, was already used in \[Rov98\]. However, only reading \[DJ99\], we saw that the iteration in Figure 31 actually “implements” a general logical iteration scheme, which we adapt to ILAL in Figure 34. There, the term $`M`$ must contain $`gh`$, the argument of $`n𝒯_f`$. The more traditional iteration scheme can be obtained from Figure 34 by letting $`!\mathrm{\Delta },y:\mathrm{\S }(AA)M:B`$ be the conclusion of the derivation in Figure 35. Observe that the instance of $`M`$ we use for our predecessor is not as simple as $`\mathrm{\S }(\overline{\mathrm{\S }}wN)`$. + We want to discuss a little more about the linearity of the additive structures. Not sticking to any particular notation, let $`fxy=\mathrm{𝑓𝑠𝑡}xy,xy`$. The function $`f`$ is just the identity, and it would get a linear type in ILAL. Now, consider an $`n`$-fold iteration of $`f`$ by means of a Church numeral $`\overline{n}`$ . Then, let us apply the result to a pair of identities. We have just defined $`g_fn=((nf)I)I`$. This term is typable in ILAL. So, in ILAL, $`g_fn`$ normalizes in polynomial, actually linear, time. However, try to reduce $`g_fn`$ in most traditional lazy call-by-value implementations of functional languages (SML, CAML, Scheme, etc.), you will discover that the reduction takes exponential time. So, firstly, if a usual $`\lambda `$-term $`M`$ can be embedded in ILAL, then, in general, it is not true that $`M`$ normalizes in polynomial time under any reduction strategy. We only know that there exists an effective way to normalize $`M`$ in polynomial time. The polynomial reduction, in general, is not compatible with the lazy call-by-value reduction. However, consider again $`g_fn=((nf)I)I`$ and evaluate it under the lazy call-by-name strategy: it will cost linear time. We leave the following open question: is it true that, taking a typable term $`M`$ having a polynomial reduction strategy, then that strategy can be the lazy call-by-name? ## 11. Encoding the Polynomials In this section we show how to encode the elements of $`𝒫`$, i.e. the polynomials with positive degrees, and positive coefficients, as terms of $`\mathrm{\Lambda }`$. This encoding is based on the numerical system of Section 10. It will serve to represent and simulate all P-Time Turing machines using the terms of ILAL. We use $`p_x^\vartheta `$ to range over the polynomials $`_{i=0}^\vartheta a_ix^i𝒫`$ with maximal non null degree $`\vartheta `$, and indeterminate $`x`$. The result of this section is: ###### Theorem 1. There is a translation $`\widehat{}:𝒫\mathrm{\Lambda }`$, such that, for any $`p_x^\vartheta 𝒫`$: * $`\widehat{p}_x^\vartheta :𝑰𝒏𝒕\mathrm{\S }^{\vartheta +3}𝑰𝒏𝒕`$, and * $`p_n^\vartheta =m`$, if, and only if, $`\widehat{p}_{\overline{n}}^\vartheta ^{}\mathrm{\S }^{\vartheta +3}\overline{m}`$. In the following we develop the proof of the theorem, and an example about how the encoding works. First of all, some useful notations. Let $`p_x^\vartheta `$ be the polynomial $`_{i=0}^\vartheta a_ix^i`$ describing the computational bound of the Turing machine being encoded. Let $`\kappa =\frac{\vartheta (\vartheta +1)}{2}`$. Abbreviate with $`\stackrel{}{y}_n`$ an $`n`$-long vector of all vectors with length $`1`$ through $`n`$, each containing variables $`y_i^j𝚃_{\mathrm{𝚟𝚊𝚛𝚒𝚊𝚋𝚕𝚎𝚜}}`$, where $`0in1`$, and $`1jn`$. Figure 36 gives $`\stackrel{}{y}_3`$ as an example. As usual, $`\stackrel{}{y}_3[i][j]`$ picks $`y_i^j`$ out of the vector $`\stackrel{}{y}`$. Figure 37, where $`p,q0`$, and $`n1`$, introduces both a type abbreviation, and some generalizations of the operations on Church numerals in Section 10. Figure 38 encodes the polynomial $`p_x^\vartheta `$, on which we can remark some simple facts. $`\mathrm{𝑡𝑢𝑝𝑙𝑒}_n`$ makes $`n`$ copies of the numeral it is applied to. Every “macro” $`a_ix^i_{\stackrel{}{y}_\vartheta [i]}`$ represents the factor $`a_ix^i`$ so that $`x^i`$ is a product of as many variables of $`𝚃_{\mathrm{𝚟𝚊𝚛𝚒𝚊𝚋𝚕𝚎𝚜}}`$ as the degree $`i`$. The coercion applied to each of them just adds as many $`\mathrm{\S }`$-boxes as necessary to have all the arguments of $`\mathrm{𝑠𝑢𝑚}_{\vartheta +1}^{\vartheta +2}`$ at the same depth $`\vartheta +2`$. We conclude this section with an example. Figure 39 fully develops the encoding of the polynomial $`x^2+1`$. Assume we want to evaluate $`\widehat{p}_{\overline{2}}^2`$, from which we expect $`\mathrm{\S }^5\overline{5}`$. Figure 40 gives the main intermediate steps to get to such a result. ## 12. P-Time Completeness We are now in the position to prove P-Time completeness of ILAL, by encoding P-Time Turing machines in $`\mathrm{\Lambda }`$. We shall establish some notations together with some simplifying, but not restricting, assumptions on the class of P-Time Turing machines we want to encode in $`\mathrm{\Lambda }`$. Every machine we are interested to is a tuple $`𝒮,\mathrm{\Sigma }\{,,\},\delta ,𝗌_0,𝗌_a`$, where: * $`𝒮`$ is the set of states with cardinality $`\|𝒮\|`$, * $`\mathrm{\Sigma }`$ is the input alphabet, * $`,,\mathrm{\Sigma }`$ are “blank” symbols, * $`\mathrm{\Sigma }\{,,\}`$ is the tape alphabet, * $`\delta `$ is the transition function, * $`𝗌_0`$ is the starting state, and * $`𝗌_a`$ is the accepting state. In general, we shall use $`𝗌`$ to range over $`𝒮`$. The transition function has type $`\delta :(\mathrm{\Sigma }\{,,\})\times 𝒮(\mathrm{\Sigma }\{,,\})\times 𝒮\times \{L,R\}`$, where $`\{L,R\}`$ is the set of directions the head can move. Both $``$, and $``$ are special “blank” symbols. They delimit the leftmost and the rightmost tape edge. This means that we only consider machines with a finite tape which, however, can be extended at will. For example, suppose the head of the machine is reading $``$, i.e. the rightmost limit of the tape. Assume also the head needs to move rightward, and that, before moving, it needs to write the symbol $`1`$ on the tape. Since the head is on the edge of the tape, the control of the machine firstly writes $`1`$ for $``$, then adds a new $``$ to the right of $`1`$, and, finally, it shifts the head one place to its right, so placing the head on the just added $``$. The same can happen to $``$ when the head is on the leftmost edge of the tape. Obviously, the machines whose finite tape can be extended at will are perfectly equivalent to those that, by assumption, have infinite tape. These latter have a control that does not require to recognize the ends of the tape, in order to extend it, when necessary. Taking only machines with finite tape greatly simplifies our encoding, because $`\mathrm{\Lambda }`$ contain only finite terms. Recall now that we want to encode P-Time Turing machines. For this reason, we require that every machine comes with a polynomial $`p_x^\vartheta `$, with maximal non null degree $`\vartheta `$. The polynomial characterizes the maximal running time. So, every P-Time machine accepts an input of length $`l`$ if, after at most $`p_l^\vartheta `$ steps, it enters state $`𝗌_a`$. Otherwise, it rejects the input. Without loss of generality, we add some further simplifying assumptions. Firstly, whenever the machine is ready to accept the input, before entering $`𝗌_a`$, it shifts its head to the leftmost tape character, different from $``$. We agree that the output is the portion of tape from $``$, excluded, through the first occurrence of $``$ to its right. (Of course, for any P-Time Turing machine there is one behaving like this with a polynomial overhead.) Secondly, we limit ourselves to P-Time Turing machines with $`\mathrm{\Sigma }=\{0,1\}`$. ###### Definition 9. $`𝒯_{\text{P-Time}}^\vartheta `$ is the set of all P-Time Turing machines, described here above. The next subsections introduce the parts of the encoding of a generic P-Time Turing machine, using an instance of $`\mathrm{\Lambda }`$, built from the set of variable names $`𝚃_{\mathrm{𝚟𝚊𝚛𝚒𝚊𝚋𝚕𝚎𝚜}}=\{0,1,,,\}`$. Namely, we use the symbols of the tape alphabet directly as variable names for the term of the encoding. We hope this choice will produce a clearer encoding. We shall try to give as much intuition as possible as the development of the encoding proceeds. However, some details will become clear only at the end, when all the components will be assembled together. ### 12.1. States Recall that the set of states $`𝒮`$ has cardinality $`\|𝒮\|`$. Assume to enumerate $`𝒮`$. The $`i^{\text{th}}`$ state is: $`\mathrm{𝑠𝑡𝑎𝑡𝑒}_i`$ $`=`$ $`\lambda x_0\mathrm{}x_{\|𝒮\|1}v.x_iv\text{ with }0i\|𝒮\|1,`$ which has type: $`\mathrm{𝐬𝐭𝐚𝐭𝐞}=\alpha \beta .(\stackrel{\|𝒮\|\text{ times}}{\stackrel{}{(\alpha \beta )\mathrm{}(\alpha \beta )}}\alpha )\beta .`$ Every $`\mathrm{𝑠𝑡𝑎𝑡𝑒}_i`$ extracts a row from an array that, as we shall see, encodes the translation $`\widehat{\delta }`$ of $`\delta `$. So, every $`x_i`$ stands for the $`i^{\text{th}}`$ row of $`\widehat{\delta }`$ which must be a closed term. The parameter $`v`$ stands for the variables that the rows of $`\widehat{\delta }`$ would share in case they were not closed terms. The point here is that the sharing is additive and not exponential. We can understand the difference by assuming to apply $`\mathrm{𝑠𝑡𝑎𝑡𝑒}_i`$ on a $`\widehat{\delta }`$ with two rows $`R_1`$ and $`R_2`$. Once all the encoding will be complete, we shall see that, as the computation proceeds, for every instance of $`\widehat{\delta }`$ that the computation generates, only one between $`R_1,R_2`$ is used. The other gets discarded. This has some interesting consequences on the form of $`\widehat{\delta }`$ itself, if $`R_1,R_2`$ share some variables. Indeed, assume $`x_1,\mathrm{},x_n`$ be all the free variables, with linear types, common to $`R_1,R_2`$. Then $`R_1R_2`$ can not be typed as it is: every $`x_j`$ would require an exponential type, contrasting with the effective use of every $`x_j`$ we are going to do: since we assume to use either $`R_1`$, or $`R_2`$, every $`x_j`$ is eventually used linearly. For this reason, our instance of $`\widehat{\delta }`$ is represented as the triple: $`(\lambda x_1\mathrm{}x_n.R_1)(\lambda x_1\mathrm{}x_n.R_2)(x_1\mathrm{}x_n).`$ The leftmost component is extracted by means of $`\mathrm{𝑠𝑡𝑎𝑡𝑒}_0`$ that applies $`\lambda x_1\mathrm{}x_n.R_1`$ to $`x_1\mathrm{}x_n`$. The rightmost component is obtained analogously, by applying $`\mathrm{𝑠𝑡𝑎𝑡𝑒}_1`$ to $`\lambda x_1\mathrm{}x_n.R_2`$ to $`x_1\mathrm{}x_n`$. Giving linear types to the free variables of the rows in $`\widehat{\delta }`$, allows their efficient, in fact linear, use. ### 12.2. Configurations Each of them stands for the position of the head on an instance of tape, in some state. We choose the following term scheme to encode the configurations of P-Time Turing machines: $`\mathrm{𝑐𝑜𝑛𝑓𝑖𝑔}`$ $`=`$ $`\lambda 01.`$ $`\mathrm{\S }(\lambda xx^{}.(\overline{!}\chi _1(\mathrm{}(\overline{!}\chi _p(\overline{!}x))\mathrm{}))(\overline{!}\chi _1^{}(\mathrm{}(\overline{!}\chi _q^{}(\overline{!}x^{}))\mathrm{}))\mathrm{𝑠𝑡𝑎𝑡𝑒}_i),`$ where $`\chi _{1ip},\chi _{1jq}^{}\{0,1,\}`$, with $`p,q0`$. Every $`\mathrm{𝑐𝑜𝑛𝑓𝑖𝑔}`$ has type: $`\mathrm{𝐜𝐨𝐧𝐟𝐢𝐠}`$ $`=`$ $`\alpha .!(\alpha \alpha )!(\alpha \alpha )`$ $`!(\alpha \alpha )!(\alpha \alpha )`$ $`!(\alpha \alpha )\mathrm{\S }(\alpha \alpha (\alpha \alpha \mathrm{𝐬𝐭𝐚𝐭𝐞})).`$ As an example, take the following tape: (19) $`1.`$ Assume that the head is reading $``$, and that the actual state is $`𝗌_i`$. Its encoding is: (20) $`\lambda 01.\mathrm{\S }(\lambda xx^{}.x(\overline{!}(\overline{!}(\overline{!}1(\overline{!}x^{}))))\mathrm{𝑠𝑡𝑎𝑡𝑒}_i).`$ The leftmost component of the tensor in the body of the $`\lambda `$-abstraction is the part of the tape to the left of the head, also called left tape. It is encoded in reversed order. The cell read by the head, and the part of the tape to its right, the right tape, is the central component of the tensor. Any starting configuration has form: $`\lambda 01.\mathrm{\S }(\lambda xx^{}.(\overline{!}x)(\overline{!}\chi _1(\mathrm{}(\overline{!}\chi _q(\overline{!}x^{}))\mathrm{}))\mathrm{𝑠𝑡𝑎𝑡𝑒}_0),`$ where every $`\chi _j`$ ranges over $`\{0,1\}`$, and $`\mathrm{𝑠𝑡𝑎𝑡𝑒}_0`$ encodes $`𝗌_0`$. Namely, the tape has only characters of the input alphabet on it, the head is on its leftmost input symbol, the left part of the tape is empty, and the only reasonable state is the initial one. ### 12.3. Transition Function The transition function $`\delta `$ is represented by the term $`\widehat{\delta }`$, which is (almost) the obvious encoding of an array in a functional language. So, $`\widehat{\delta }`$ is (essentially) a tuple of tuples. Every term representing a state can project a row out of $`\widehat{\delta }`$. We have already seen the encoding of the states in Subsection 12.1. Since then, we know that every $`\mathrm{𝑠𝑡𝑎𝑡𝑒}_i`$ needs as argument the set of variables additively shared by the components of the array it is applied to. So, $`\widehat{\delta }`$ contains these variables as $`(\|𝒮\|+1)^{\text{th}}`$ row. A column of a row is extracted thanks to the projections in Figure 41. The name of each projection obviously recalls the tape symbol it is associated to. Every projection has type: $`\mathrm{𝐩𝐫𝐨𝐣}_{\alpha ,\beta }=`$ $`((\alpha \beta )(\alpha \beta )(\alpha \beta )(\alpha \beta )(\alpha \beta )(\alpha \beta )\alpha )\beta .`$ The transition function is in Figure 42. For example, we can extract the element $`Q_{i,}`$ from $`\widehat{\delta }`$, by evaluating: $`\mathrm{\Pi }_{}(\mathrm{𝑠𝑡𝑎𝑡𝑒}_i(\widehat{\delta }(01))).`$ Finally, the terms $`Q_{i,j}`$. As expected, they produce a triple in the codomain of the translation $`\widehat{\delta }`$ of $`\delta `$. Figure 43 defines 15 terms to encode the triples we need. The triples are somewhat hidden in the structure of these terms. However, such terms have the most natural form we came up, once we choose to manipulate the configurations of Subsection 12.2. The first three “left” terms move the head from the top $`h_l`$ of the left tape to the top of the right tape. This move comes after the head writes one of the symbols among $`\{0,1,\}`$ on the tape. For example, if the written symbol is $``$, the new right tape becomes $`h_l(t_r)`$. We recall that $``$ (or $`0`$, or $`1`$) replaces the symbol read before the move. However, if the character on top of the right tape, before the move, was $``$, one of the last three “left” terms must be used, instead. They put under the head the symbol which signals the end of the tape. The “shifting to the right” behave almost, but not perfectly, symmetrically. The main motivation is that the head is assumed to read the top of the right tape. So, when it shifts to the right only the new character that the head writes has to be placed on the left tape. If the head was reading $``$ before the move, another $``$ must be added after it. This is done by the last three “right” shifts. The last three terms are used in two ways. When the actual state of the encoded machine is $`𝗌_a`$ the head cannot move anymore. This is exactly the effect of every “stay” term. For example $`\mathrm{𝑠𝑡𝑎𝑦}_{ij}^1`$ must be used when we have to simulate a head reading $`1`$ in the actual state $`𝗌_a`$: the head must rewrite $`1`$ without shifting. The “stay” are also used as dummy terms in the “$`\mathrm{}`$-column” of $`\widehat{\delta }`$. The elements of that column will never be used because they correspond to the move directions when the head is beyond the tape delimiters $``$, and $``$. But this can never happen. Of course, the choice of which term in Figure 43 we have to use as $`Q_{i,j}`$ in $`\widehat{\delta }`$ must be coherent with the behavior of $`\delta `$ that we want to simulate. We shall see an explicit example about this later. Figure 44 gives useful hints to those who want to check the well typing of $`\widehat{\delta }`$. It may help also saying that, once the whole encoding will be set up, the projections $`\mathrm{\Pi }_0,\mathrm{\Pi }_1,\mathrm{\Pi }_{},\mathrm{\Pi }_{},\mathrm{\Pi }_{}`$, and $`\mathrm{\Pi }_{\mathrm{}}`$ will be used in $`\widehat{\delta }`$ with the type instantiated as $`\mathrm{𝐩𝐫𝐨𝐣}_{_\alpha ,\tau _\alpha }`$. ### 12.4. The Qualitative Part We shall use the definitions in Figure 45, which also recalls some of the already introduced abbreviations. Observe that $`!𝖯^{}`$ is not a term which represents a derivation of ILAL. However, it is perfectly sensible to associate it the logical formula that we denote by $`!_\alpha `$. In particular, $`!𝖯^{}`$ contributes to build a well formed term, once inserted in a suitable context. The key terms to encode a P-Time Turing machine are in Figure 46. $`\mathit{config2config}`$ takes a configuration $`c`$ and yields a new one. Step by step, let us see the evaluation of $`\mathit{config2config}`$ applied to the configuration (20). Substituting (20) for $`c`$, the evaluation of the whole sub-term in the scope of the $`\overline{\mathrm{\S }}`$ operator yields: (22) $`(\mathrm{\Pi }_{\mathrm{}}Ix)(\mathrm{\Pi }_{}\overline{!}(\overline{!}(\overline{!}1(\overline{!}x^{}))))\mathrm{𝑠𝑡𝑎𝑡𝑒}_i.`$ Observe that (22) is obtained because (20) iterates every $`\mathrm{𝑠𝑡𝑒𝑝}`$ from $`\mathrm{𝑏𝑎𝑠𝑒}`$ in order to extract what we call head pairs from the tape. In this example, the two head pairs are $`\mathrm{\Pi }_{\mathrm{}}I`$, and $`\mathrm{\Pi }_{}\overline{!}`$. The head pairs always have the same form: $`\mathrm{\Pi }_0`$ will always be associated to $`\overline{!}0`$, $`\mathrm{\Pi }_1`$ to $`\overline{!}1`$, $`\mathrm{\Pi }_{}`$ to $`\overline{!}`$, $`\mathrm{\Pi }_{}`$ to $`\overline{!}`$, $`\mathrm{\Pi }_{}`$ to $`\overline{!}`$, and $`\mathrm{\Pi }_{\mathrm{}}`$ to $`I`$. Each of $`\mathrm{\Pi }_0,\mathrm{\Pi }_1,\mathrm{}`$, together with $`\mathrm{𝑠𝑡𝑎𝑡𝑒}_i`$, extracts an element in a row of $`\widehat{\delta }`$. This happens in $`\mathrm{𝑛𝑒𝑥𝑡}\mathrm{\_}\mathrm{𝑐𝑜𝑛𝑓𝑖𝑔}`$. In its body, the actual state $`𝗌`$ extracts a row from $`\widehat{\delta }`$, and the tape symbol $`h_r^l`$, read by the head, picks a move out of the row. In our running example, $`s`$ is $`\mathrm{𝑠𝑡𝑎𝑡𝑒}_i`$, and $`h_r^l`$ is $`\mathrm{\Pi }_{}`$. So, if $`\delta (𝗌_i,)=(𝗌_j,1,L)`$, then $`Q_{i,}`$, producing $`(𝗌_j,1,L)`$, must be $`\mathrm{𝑙𝑒𝑓𝑡}_{ij}^1`$. The next computational steps are, internal to $`\mathrm{𝑛𝑒𝑥𝑡}\mathrm{\_}\mathrm{𝑐𝑜𝑛𝑓𝑖𝑔}`$ are: $`\mathrm{\Pi }_{}(\mathrm{𝑠𝑡𝑎𝑡𝑒}_i(\widehat{\delta }!𝖯^{}))Ix(\overline{!}(\overline{!}1(\overline{!}x^{})))`$ $`^{}`$ $`\mathrm{𝑙𝑒𝑓𝑡}_{ij}^1!𝖯^{}Ix(\overline{!}(\overline{!}1(\overline{!}x^{})))`$ $`^{}`$ $`(\lambda h_lt_lt_r.t_l(\overline{!}(\overline{!}1t_r))\mathrm{𝑠𝑡𝑎𝑡𝑒}_j)Ix(\overline{!}(\overline{!}1(\overline{!}x^{})))`$ $`^{}`$ $`x(\overline{!}(\overline{!}1(\overline{!}(\overline{!}1(\overline{!}x^{})))))\mathrm{𝑠𝑡𝑎𝑡𝑒}_j`$ So, under the hypothesis of simulating $`\delta (𝗌_i,)=(𝗌_j,1,L)`$, the term $`\mathrm{𝑐𝑜𝑛𝑓𝑖𝑔}`$ rewrites (23) $`\lambda 01.\mathrm{\S }(\lambda xx^{}.x(\overline{!}(\overline{!}(\overline{!}1(\overline{!}x^{}))))\mathrm{𝑠𝑡𝑎𝑡𝑒}_i)`$ into: (24) $`\lambda 01.\mathrm{\S }(\lambda xx^{}.x(\overline{!}(\overline{!}1(\overline{!}(\overline{!}1(\overline{!}x^{})))))\mathrm{𝑠𝑡𝑎𝑡𝑒}_j)`$ by means of $`\mathit{config2config}`$. For those who want to check that $`\mathit{config2config}`$ is iterable, i.e. that $`\mathit{config2config}:\mathrm{𝐜𝐨𝐧𝐟𝐢𝐠}\mathrm{𝐜𝐨𝐧𝐟𝐢𝐠}`$, Figure 47 gives some useful hints on the typing. ### 12.5. The Whole Encoding We are, finally, in the position to complete our encoding of the machines in $`𝒯_{\text{P-Time}}^\vartheta `$, with a given $`\vartheta `$, as derivations of ILAL. Up to now, we have built the two main parts of the encoding. We call them qualitative, and quantitative. The encoding $`\widehat{\delta }`$ of the transition function, and the iterable term $`\mathit{config2config}`$, which maps configurations to configurations, belong to the first part. The encoding of the polynomials falls into the latter. The whole encoding exploits the quantitative part to iterate the qualitative one, starting from the initial configuration. This is a suitable extension of the actual input. Every actual input of the encoding is a list, standing for a tape with the symbols $`\{0,1\}`$ on it. The iteration is as long as the value of the encoding of the polynomial, applied to the (unary representation) of the length of the actual input. ###### Theorem 2. There is a translation $`\widehat{}:𝒯_{\text{P-Time}}^\vartheta \mathrm{\Lambda }`$ such that, for any $`T𝒯_{\text{P-Time}}^\vartheta `$, and any input stream $`x`$ for $`T`$, if $`Tx`$ evaluates to $`y`$, then $`\widehat{T}\widehat{x}^{}\widehat{y}`$. In particular, $`\widehat{T}:\mathrm{𝐭𝐚𝐩𝐞}\mathrm{\S }^{\vartheta +6}\mathrm{𝐭𝐚𝐩𝐞}`$, where: $`\mathrm{𝐭𝐚𝐩𝐞}`$ $`=`$ $`\alpha .!(\alpha \alpha )!(\alpha \alpha )\mathrm{\S }(\alpha \alpha ).`$ The rest of this subsection develops the details about $`\widehat{}:𝒯_{\text{P-Time}}^\vartheta \mathrm{\Lambda }`$. Figure 48 introduces the general scheme to encode any input for $`T`$ as a term. Figure 49 shows the encoding $`\widehat{T}`$ of $`T𝒯_{\text{P-Time}}^\vartheta `$ which glues the quantitative and the qualitative parts together. Figures 50, 51, 52, 53, and 54 introduce the terms $`\mathrm{𝑑𝑏𝑙}\mathrm{\_}\mathrm{𝑡𝑎𝑝𝑒}`$, $`\mathit{config2tape}`$, $`\mathit{tape2init}\mathrm{\_}\mathrm{𝑐𝑜𝑛𝑓𝑖𝑔}`$, $`\mathit{tape2int}`$, and the generalization $`\mathrm{𝑖𝑡𝑒𝑟}^p`$ of $`\mathrm{𝑖𝑡𝑒𝑟}`$, with $`1p`$, used by $`\widehat{T}`$. The term $`\mathrm{𝑑𝑏𝑙}\mathrm{\_}\mathrm{𝑡𝑎𝑝𝑒}`$, applied to a tape, doubles it. This is possible only by accepting that the result gets embedded into a $`\mathrm{\S }`$-box. For example: $`\mathrm{𝑑𝑏𝑙}\mathrm{\_}\mathrm{𝑡𝑎𝑝𝑒}(\lambda 01.\mathrm{\S }(\lambda x.\overline{!}1(\overline{!}0x)))`$ $`^{}`$ $`\mathrm{\S }((\lambda 01.\mathrm{\S }(\lambda x.\overline{!}1(\overline{!}0x)))(\lambda 01.\mathrm{\S }(\lambda x.\overline{!}1(\overline{!}0x)))).`$ The term $`\mathit{config2tape}`$ is used to erase the garbage, left by $`\widehat{T}`$ on its tape, to produce the result. Recall, indeed, that we made some assumptions on the behavior of the elements of $`𝒯_{\text{P-Time}}^\vartheta `$ when entering $`𝗌_a`$. The hypothesis was that the machines we encode enter $`𝗌_a`$ after their heads read the leftmost element of the tape, different from $``$. A further assumption is that the result is the portion of tape falling between the head position and the first occurrence of $``$ to its right, once the machine is in state $`𝗌_a`$, The term $`\mathit{config2tape}`$ eliminates all the components of the encoding of a tape which is $`p`$ $`\mathrm{\S }`$-boxes deep, but those between $``$, and the leftmost occurrence of $``$. For example, if $`\widehat{T}`$ reaches the configuration: $`C`$ $`=`$ $`\mathrm{\S }^p(\lambda 01.\mathrm{\S }(\lambda xx^{}.\overline{!}x\overline{!}1(\overline{!}(\overline{!}0(\overline{!}x^{})))\mathrm{𝑠𝑡𝑎𝑡𝑒}_a)),`$ then $`\mathit{config2tape}^pC^{}\mathrm{\S }^{p+1}(\lambda 01.\mathrm{\S }(\lambda x.\overline{\mathrm{\S }}1x))`$, i.e. the result of the simulated machine is simply the tape with the single alphabet element $`1`$, and embedded into $`p+1`$ $`\mathrm{\S }`$-boxes. The term $`\mathit{tape2config}`$ goes in the opposite direction than $`\mathit{config2tape}`$. Given the encoding of a tape $`t`$, $`\mathit{tape2config}t`$ gives the initial configuration of the encoded machine, embedded into one $`\mathrm{\S }`$-box. For example: $`\mathit{tape2config}(\lambda 01.\mathrm{\S }(\lambda x.\overline{!}1(\overline{!}0x)))`$ $`^{}`$ $`\mathrm{\S }(\lambda 01.\mathrm{\S }(\lambda xx^{}.\overline{!}x\overline{!}1(\overline{!}0(\overline{!}x))\mathrm{𝑠𝑡𝑎𝑡𝑒}_0)).`$ The term $`\mathit{tape2int}`$, applied to a tape, produces the numeral, which expresses the unary length of the tape itself. For example: $`\mathit{tape2int}(\lambda 01.\mathrm{\S }(\lambda x.\overline{!}1(\overline{!}0x)))`$ $`^{}`$ $`\lambda y.\mathrm{\S }(\lambda x.\overline{!}y(\overline{!}yx)).`$ The term $`\mathrm{𝑖𝑡𝑒𝑟}^p`$ is the obvious generalization of $`\mathrm{𝑖𝑡𝑒𝑟}`$ to a first argument with type $`𝑰𝒏𝒕^p`$. As a summary, we rephrase the intuitive explanation we gave at the beginning of this subsection, to describe the behavior of the encoding. $`\mathrm{𝑖𝑡𝑒𝑟}^{\vartheta +3}`$ iterates $`\widehat{p}_x^\vartheta (\mathit{tape2int}t_1)`$ times the term $`!\mathit{config2config}`$, starting from the initial configuration given by $`\mathit{tape2config}t_2`$. The variables $`t_1,t_2`$ stand for the two copies of the input tape, produced by $`\mathrm{𝑑𝑏𝑙}\mathrm{\_}\mathrm{𝑡𝑎𝑝𝑒}t`$, where $`t`$ represents the input tape itself. Finally, $`\mathit{config2tape}^{\vartheta +6}`$ reads back the result. ## 13. Conclusions Light Linear Logic \[Gi98\] is the first logical system with cut elimination, whose formulas can be used as program annotations to improve the evaluation efficiency of the reduction. In the remark concluding Subsection 10.1, we observed that the relation between the strategy to get such an efficiency and the more traditional strategies is not completely clear; we left an open problem. By drastically simplifying Light Linear Logic sequent calculus, Light Affine Logic helps to understand the main crucial issues of Girard’s technique to control the computational complexity. Roughly, it can be summarized in the motto: stress and take advantage of linearity whenever possible. Technically, the simplification allows to see $`\mathrm{\S }`$ as a weak version of dereliction in Linear Logic \[Gi95\]. It opens $`!`$-boxes while preserving the information on levels. Moreover, P-Time completeness has not a completely trivial proof. In particular, some reader may have noticed that the configurations of the machines are not encoded obviously, like in \[Gi98\], as recalled in Figure 55. \[Rov99\] discusses about why such an encoding can not work. Roughly, it does not allow to write an iterable function $`\mathit{config2config}`$, which is basic to produce the whole encoding. The idea to consider full weakening in Light Linear Logic, to get Light Affine Logic, was suggested by the fact that in Optimal Reduction \[AG98\] we may freely erase any term. For the experts: the garbage nodes do not get any index. Some attempts to extract a programming language with automatic polymorphic type inference, from ILAL are in \[Rov98, Rov00\]. However, they must be improved in terms of expressivity and readability. Finally, it would be interesting tracing some relation between Light Affine Logic and other languages that characterize P-Time, like, just to make an example Bellantoni-Cook system in \[BC92\].
warning/0006/hep-ph0006137.html	ar5iv	text	# The Earth Regeneration Effect of Solar Neutrinos: a Numerical Treatment with Three Active Neutrino Flavors ## I Introduction Neutrinos are produced abundantly from thermonuclear reactions taking place in the stellar core. They carry away most of the energy during the supernova explosion. Due to the extreme weakness of its interaction it escapes its cradle almost intact and provides us with most reliable clues to the internal physical environments of a star. Thus neutrino astronomy has been established as an important research field recently. The Standard Solar model (SSM) predicts the flux of the electron neutrino. The historic Homestake experiment for detecting solar neutrinos revealed that the detected neutrinos fall far short of the SSM prediction. Several mechanisms were proposed for the depletion of solar neutrinos. Pontecorvo proposed the idea of neutrino flavor oscillation earlier than any unification theories . (see ref. for an interesting review). The possibility of solar neutrino flux reduction by vacuum oscillation was investigated earlier . Subsequent experiments revealed that the solar neutrino deficit depends on the energy of the neutrino. Recently the idea of flavor oscillation combined with the Mikheyev-Smirnov-Wolfenstein (MSW) effect has been most popular. The MSW equations have been vigorously studied. For simple matter densities, some authors derived accurate analytic solutions for the two-neutrino MSW evolution equations. These solutions have been used for computing the neutrino survival probabilities with the approximation of the solar matter density by a mosaic of exponential functions. Direct numerical analysis was carried out also . Two-flavor MSW solutions to the solar neutrino puzzle were fully analysed with high accuracy, including both the day/night effect and spectral information . Recent Super-Kamiokande experiment shows an evidence for oscillations of the atmospheric neutrinos . The data are in good agreement with two-flavor $`\nu _\mu \nu _\tau `$ oscillations. These results did establish that neutrinos oscillate and possess non-zero masses. Thus full three-flavor neutrino oscillation analysis is needed for more accurate estimation of neutrino masses and mixing anlges. Even four neutrino solutions with the sterile neutrino have been suggested . It has been argued that under certain conditions the solution of the solar neutrino evolution equation in the two neutrino case can be extended to the three neutrino case with a slight modification. There have been many analytic works on three-flavor MSW solutions of the solar neutrino problem with simple linear and exponential matter densities . Most three-flavor MSW fits to the solar neutrino experiments have been made within the above framework . Recently exact solutions to the three neutrino MSW equations for such simple matter densities were derived . Direct numerical analysis is always desirable but it has been hampered by the huge computational costs. Recently we presented an efficient numerical algorithm for direct computation of the solar neutrino survival probability with all three active neutrinos . According to the PREM model , the earth consists of 10 layers of different matter densities and compositions. The PREM model gives the matter density in each earth layer as a polynomial in radius. It is around $`\rho =1.66.1`$ mol/cm<sup>3</sup>. In such matter densities, the MSW effect can be significant for neutrinos with certain energies. The earth regeneration effect for solar neutrinos was numerically analysed by many people within the two-flavor framework . Since numerical analysis takes a lot of computing time a few attempts to derive analytic formula were made. Approximating the matter density in each of the five simplified earth layers as an even degree quartic polynonimal in radius, Lisi and Montanino derived analytic solutions for the two-neutrino MSW equations. Other attempts were made for three neutrino MSW equations with a periodic step-function density profile and with constant matter densities . However, to the best of our knowledge, there are no direct numerical works on the earth regeneration effect with all three neutrinos to the depth as done in the two flavor case. In this paper we present an integrated algorithm for analyzing the earth regeneration effect of solar neutrinos with all three active neutrinos considered. Integration of neutrino evolution equations can be done with any ordinary differential equation solver such as adaptive Runge-Kutta or Bulirsch-Stoer methods (see, e.g. ). The wavefunction of a neutrino passing through the earth oscillates rapidly with large amplitudes in certain ranges of energy and mixing parameters. The crux of the problem is how to take time averages out of these wildly oscillating wavefunctions. Two methods have been used in the two neutrino case. Baltz and Weneser carefully analyzed the oscillatory behavior of the survival probabilities and derived a formula that uses instantaneous values of the two particular wavefunctions. Exploiting the symmetry of the transition probabilities, Smirnov derived a formula that uses only one transition probability, $`P(\nu _2\nu _e)`$. Due to economy of the Smirnov’s formula it has been widely used. However, we could not extend the formula to the three neutrino case. There is no shortcut in this case and we need to integrate the evolution equation for three different initial conditions, we realized. We introduce a method to obtain time averages of survival probabilities of solar neutrinos after passing through the earth in the three neutrino case. Our method is numerical and thus quite general and can be used with any number of flavors. This paper is organized as follows: In section 2 we review the basic formalism very briefly. In section 3 we introduce our method for taking averages of neutrino fluxes as they pass through the earth core. In section 4 we illustrate the complexity of the earth effect occurring at large mixing angles. We illustrate how it depends on neutrino energies, the mixing parameters, and the nadir angles. In section 5 we present how to make long term averages such as daily averages in different seasons and monthly and yearly averages. In section 6 we present sample contour plots for an interesting set of parameters. ## II Basic formalism The state of a neutrino can be expressed either in the weak eigenstate basis $`\|\nu _\alpha `$ or in the mass eigenstate basis $`\|\nu _i`$. The unitary matrix $`U`$ transforms the mass eigenstates into the weak eigenstates, $$\nu _\alpha =\underset{i=1}{\overset{3}{}}U_{\alpha i}\nu _i,\alpha =e,\mu ,\tau .$$ (1) The Particle Data Group adopts the convention for the mixing matrix, $$U=\left(\begin{array}{ccc}C_1C_3& S_1C_3& S_3\\ S_1C_2C_1S_3S_2& C_1C_2S_1S_3S_2& C_3S_2\\ S_1S_2C_1S_3C_2& C_1S_2S_1S_3C_2& C_3C_2\end{array}\right),$$ (2) where $`C_i\mathrm{cos}\theta _i`$ and $`S_i\mathrm{sin}\theta _i`$ and the three mixing angles $`\theta _1=\theta _{12}`$, $`\theta _2=\theta _{23}`$, and $`\theta _3=\theta _{13}`$ roughly measure mixing between mass eigenstates (1-2), (2-3), and (1-3) respectively. We have neglected the CP violating phase, which is irrelevant in this problem. It is convenient to express the state of a neutrino as a mixture of three active neutrinos in the weak eigenstate basis, $$\mathrm{\Phi }(t)=a_e\|\nu _e+a_\mu (t)\|\nu _\mu +a_\tau (t)\|\nu _\tau .$$ (3) The mass matrix is non-diagonal in the weak eigenstate basis. It is obtained from the diagonal mass matrix, $$M_{ij}=\underset{k}{}U_{ik}^{}m_k^2U_{kj}.$$ (4) The wavefunctions $`a_\alpha (t)`$ of a neutrino in a medium obey the evolution equations, $$i\frac{d}{dt}\left(\begin{array}{c}a_e(t)\hfill \\ a_\mu (t)\hfill \\ a_\tau (t)\hfill \end{array}\right)=\frac{1}{2\beta }\left(\begin{array}{ccc}M_{11}+A_c(t)\hfill & M_{12}\hfill & M_{13}\hfill \\ M_{21}\hfill & M_{22}\hfill & M_{23}\hfill \\ M_{31}\hfill & M_{32}\hfill & M_{33}\hfill \end{array}\right)\left(\begin{array}{c}a_e(t)\hfill \\ a_\mu (t)\hfill \\ a_\tau (t)\hfill \end{array}\right),$$ (5) where $`A_c=2\sqrt{2}G_FEN_e`$ is added due to the interaction with the charged currents via the MSW mechanism and $`\beta =E/R_E`$ (MeV/cm) and $`t=R/R_E`$. In principle we can use the neutrino evolution equations in either of the two basis. In practice the mass eigenstate based equations require diagonalization of the mass matrix at each time step. Diagonalization introduces non-trivial errors and takes extra computing time in addition to the time to solve the ordinary differential equations. Thus we chose the weak eigenstate based evolution equations. Let us make a quick check of the two neutrino resonant condition in the earth core where $`N_e0.466\rho `$, $$\mathrm{cos}(2\theta _{ij})=\sqrt{2}G_FN_e/(\mathrm{\Delta }_{ij}/2E),$$ (6) while holding the other mixing angles equal to zero. One finds that for a small value of the (1-2) mixing angle ($`\mathrm{cos}2\theta _{12}1`$), the (1-2) transition takes place for neutrinos with $`E/\mathrm{\Delta }_{12}10^610^7`$ eV<sup>-1</sup>. For large values of $`\theta _{12}`$, the resonant condition is satisfied for lower energy values. Thus the low energy $`pp`$-neutrinos can be susceptible to the earth matter. ## III Computational methods The electron neutrinos born from various sources within the solar core come out to the solar surface with average probabilities \[$`X_e^2P(\nu _e\nu _e)`$, $`X_\mu ^2P(\nu _e\nu _\mu )`$, $`X_\tau ^2P(\nu _e\nu _\tau )`$\]. In the interesting ranges of mixing parameters, $`\mathrm{\Delta }_{12}`$, $`\theta _{12}`$, $`\theta _{13}`$, we have compiled a large set of solar neutrino survival probabilities born at selected radial positions $`r`$ with selected energies $`E`$ . We used $`\mathrm{\Delta }_{23}=2.2\times 10^3`$ eV<sup>2</sup> and $`\theta _{23}=43.5^{}`$. Integration of the neutrino evolution equations in the earth are carried out using the CERN library routine DDEQBS, which is an implementation of the Bulirsch-Stoer algorithm. We used the PREM model with $`N_e=0.466\rho `$ in the core ($`R<5463`$km) and $`N_e=0.494\rho `$ in the mantle. Our results agree with previous works . We especially checked our results against those of and found good agreements. (see Fig. 1a). It would be extremely time-consuming to trace all these neutrinos individually as they pass through the earth. Instead we trace how three pure neutrinos, $`\mathrm{\Psi }_e(t=0)=(1,0,0,0,0,0)`$, $`\mathrm{\Psi }_\mu (t=0)=(0,0,1,0,0,0)`$ and $`\mathrm{\Psi }_\tau (t=0)=(0,0,0,0,1,0)`$ evolve as they pass through the earth for a given set of parameters, $`\mathrm{\Delta }_{12}`$, $`\mathrm{\Delta }_{23}`$, $`\theta _{12}`$, $`\theta _{13}`$, $`\theta _{23}`$. We compile the wavefunctions for selected values of the energy $`E`$ and the zenith angle $`\eta `$. Then we set up a handy interpolation function to be used for computing the neutrino fluxes arriving at various experiments in any given period of time. Let us denote the states of pure neutrinos after passing through the earth as, $`\mathrm{\Psi }_e(t)`$ $`=`$ $`\alpha _e(t)\|\nu _e+\alpha _\mu (t)\|\nu _\mu +\alpha _\tau (t)\|\nu _\tau ,`$ (7) $`\mathrm{\Psi }_\mu (t)`$ $`=`$ $`\beta _e(t)\|\nu _e+\beta _\mu (t)\|\nu _\mu +\beta _\tau (t)\|\nu _\tau ,`$ (8) $`\mathrm{\Psi }_\tau (t)`$ $`=`$ $`\gamma _e(t)\|\nu _e+\gamma _\mu (t)\|\nu _\mu +\gamma _\tau (t)\|\nu _\tau .`$ (9) Then the state of a solar neutrino in a mixed state with probabilities, $`(X_e^2,X_\mu ^2,X_\tau ^2)`$ can be written as a linear sum of three pure states, $$\mathrm{\Psi }_{SE}(t)=X_e\mathrm{exp}(i\varphi _1)\mathrm{\Psi }_e(t)+X_\mu \mathrm{exp}(i\varphi _2)\mathrm{\Psi }_\mu (t)+X_\tau \mathrm{\Psi }_\tau (t),$$ (10) where we assumed some phases for solar neutrinos while keeping the phase of the $`\tau `$ neutrino zero. Let us denote the state of a solar neutrino arriving at the earth as, $$\mathrm{\Psi }_S(t=0)a_e\|\nu _e+a_\mu \|\nu _\mu +a_\tau \|\nu _\tau .$$ (11) Then the probability of a solar neutrino to emerge as an electron neutrino after passing though the earth is written as $`P_{SE}`$ $`=`$ $`\|\nu _e\|\mathrm{\Psi }_{SE}\|^2=\|a_e\alpha _e+a_\mu \beta _e+a_\tau \gamma _e\|^2`$ (12) $`=`$ $`\|a_e\|^2\|\alpha _e\|^2+\|a_\mu \|^2\|\beta _e\|^2+\|a_\tau \|^2\|\gamma _e\|^2`$ (14) $`+[a_e\alpha _ea_\mu ^{}\beta _e^{}+\mathrm{c}.\mathrm{c}.]+[a_\mu \beta _ea_\tau ^{}\gamma _e^{}+\mathrm{c}.\mathrm{c}.]+[a_\tau \gamma _ea_e^{}\alpha _e^{}+\mathrm{c}.\mathrm{c}.].`$ In order to obtain the time average of $`P_{SE}(t)`$ it is more convenient to use the mass eigenstate basis. Let us denote $`\alpha _e(t)`$ $`=`$ $`s_1e^{i\omega _1t}+s_2e^{i\omega _2t}+s_3e^{i\omega _3t},`$ (15) $`\beta _e(t)`$ $`=`$ $`t_1e^{i\omega _1t}+t_2e^{i\omega _2t}+t_3e^{i\omega _3t},`$ (16) $`\gamma _e(t)`$ $`=`$ $`u_1e^{i\omega _1t}+u_2e^{i\omega _2t}+u_3e^{i\omega _3t},`$ (17) where $`s_i`$, $`t_i`$, $`u_i`$ are independent of time. Then we have $$\alpha _e\alpha _e^{}=s_1s_1^{}+s_2s_2^{}+s_3s_3^{}+\mathrm{cross}\mathrm{terms},$$ (18) $`\alpha _e\beta _e^{}`$ $`=`$ $`s_1t_1^{}+s_2t_2^{}+s_3t_3^{}+\mathrm{cross}\mathrm{terms}`$ (19) $`=`$ $`(s_{1R}t_{1R}+s_{1I}t_{1I})+i(s_{1I}t_{1R}s_{1R}t_{1I})+(s_{2R}t_{2R}+s_{2I}t_{2I})+i(s_{2I}t_{2R}s_{2R}t_{2I})`$ (20) $`+`$ $`(s_{3R}t_{3R}+s_{3I}t_{3I})+i(s_{3I}t_{3R}s_{3R}t_{3I})+\mathrm{cross}\mathrm{terms}`$ (21) $``$ $`R_{\alpha \beta }+iI_{\alpha \beta }+\mathrm{cross}\mathrm{terms},`$ (22) where $`R_{\alpha \beta }`$ $`=`$ $`(s_{1R}t_{1R}+s_{1I}t_{1I})+(s_{2R}t_{2R}+s_{2I}t_{2I})+(s_{3R}t_{3R}+s_{3I}t_{3I}),`$ (23) $`I_{\alpha \beta }`$ $`=`$ $`(s_{1I}t_{1R}s_{1R}t_{1I})+(s_{2I}t_{2R}s_{2R}t_{2I})+(s_{3I}t_{3R}s_{3R}t_{3I}).`$ (24) The cross terms cancel out upon time averaging. It is convenient to express the amplitudes $`(a_e,a_\mu ,a_\tau )`$ in the weak eigenstate basis in terms of those in the mass eigenstate basis, $`(a_1,a_2,a_3)`$, $`a_e(t)`$ $`=`$ $`U_{11}a_1(t)+U_{12}a_2(t)+U_{13}a_3(t),`$ (25) $`a_\mu (t)`$ $`=`$ $`U_{21}a_1(t)+U_{22}a_2(t)+U_{23}a_3(t),`$ (26) $`a_\tau (t)`$ $`=`$ $`U_{31}a_1(t)+U_{32}a_2(t)+U_{33}a_3(t).`$ (27) Averaging over time, we obtain $$X_e^2=a_ea_e^{}=U_{11}^2\|a_1\|^2+U_{12}^2\|a_2\|^2+U_{13}^2\|a_3\|^2,\mathrm{}.$$ (28) We solve this equation for $`\|a_i\|^2`$. Then we can express $`a_ea_\mu ^{}`$ in terms of $`\|a_i\|^2`$. Let us denote $$a_ea_\mu ^{}=U_{11}U_{21}a_1a_1^{}+U_{12}U_{22}a_2a_2^{}+U_{13}U_{23}a_3a_3^{}X_{e\mu }+iY_{e\mu }.$$ (29) We notice that the phases of $`a_i`$ become irrelevant upon time-averaging. Now we get the time average $$[a_e\alpha _ea_\mu ^{}\beta _e^{}+\mathrm{c}.\mathrm{c}.]=[(R_{\alpha \beta }+iI_{\alpha \beta })(X_{e\mu }+iY_{e\mu })+\mathrm{c}.\mathrm{c}.]=2(R_{\alpha \beta }X_{e\mu }I_{\alpha \beta }Y_{e\mu }).$$ (30) Similarly working on other terms and collecting all terms, we obtain the time averaged probability of a solar neutrino to emerge as an electron neutrino after passing the earth, $`P_{SE}`$ $`=`$ $`\|a_e\|^2\|\alpha _e\|^2+\|a_\mu \|^2\|\beta _e\|^2+\|a_\tau \|^2\|\gamma _e\|^2`$ (31) $`+`$ $`2(R_{\alpha \beta }X_{e\mu }I_{\alpha \beta }Y_{e\mu }+R_{\beta \gamma }X_{\mu \tau }I_{\beta \gamma }Y_{\mu \tau }+R_{\gamma \alpha }X_{\tau e}I_{\gamma \alpha }Y_{\tau e}).`$ (32) In order to check our algorithm we reproduced some figures published in the literatures in the limit $`\theta _{13}0`$. (see Fig. 1). Our figures agree with the results as illustrated in Fig. 4 of in the range $`E<10^8`$. Our figures completely agree with the results obtained by using the time averaged $`P_E(\nu _2\nu _e)`$ in Eqn. (1) of . ## IV Survival probabilities of a solar neutrino with non-zero $`\theta _{13}`$ We consider the effects of non-zero $`\theta _{13}`$ on the electron neutrino survival probabilities of an electron neutrino created at the center of the Sun as a function of $`E^{}E/\mathrm{\Delta }_{12}`$ in MeV/eV<sup>2</sup>. We illustrate two cases in Figs. 2. In Fig. 2a we consider the Small Mixing Angle (SMA) case using the set of parameter values, ($`\mathrm{sin}^2(2\theta _{12})=4.40\times 10^3`$, $`\mathrm{\Delta }_{12}=6.31\times 10^6`$ eV<sup>2</sup>). It consists of 3 plots corresponding to $`\theta _{13}=5^{},22.5^{},45^{}`$. Fig. 2b corresponds to the Large Mixing Angle (LMA) case and ($`\mathrm{sin}^2(2\theta _{12})=0.76`$, $`\mathrm{\Delta }_{12}=1.8\times 10^5`$ eV<sup>2</sup>) was used. The upper limit of solar neutrino energy, 20 MeV is indicated by the downward arrow. Each plot contains a curve for raw solar neutrino flux and five curves marked by Sm corresponding to five neutrino paths with nadir angles $`\eta =(m/10)(\pi /2)`$. Neutrinos undergo resonance conspicuously in those regions where the curves oscillate widely away from the raw curve. We notice that for nonzero values of the (1-3) mixing angle $`\theta _{13}`$ double resonances occur, one in the range $`10^6E^{}10^7`$ and the other in $`10^8E^{}10^{10}`$. The resonance in the low range is caused by non-zero $`\theta _{12}`$ and its amplitude grows larger for large $`\theta _{12}`$. The resonance in the high range is due to non-zero $`\theta _{13}`$ and it is enhanced for large $`\theta _{13}`$. The resonances occur for all nadir angles with almost equal strengths. It is noteworthy that for low energy solar neutrinos the earth effect is larger for smaller values of the nadir angle. Fig. 2a reveals that in the SMA case the earth effect for low energy solar neutrinos ($`E<20`$ MeV) is minor for all values of $`\theta _{13}`$. Fig. 2b exhibits that in the LMA case the earth effect is non-trivial for some high energy <sup>8</sup>B and $`hep`$ solar neutrinos. It is most significant for small values of $`\theta _{13}`$ and diminishes for large $`\theta _{13}`$. Since it costs a lot of computation to trace neutrinos for each nadir angle we need to make a strategy for handling the angular effect. We exploit that for a given set of parameters, the neutrino wavefunctions are smooth functions of the nadir angle $`\eta `$. We thus compute at a finite number of angles and then build an interpolation function. For the nadir angle, we choose $`\mathrm{cos}(\eta )`$ as the sampling function. Thus we sample more frequently near $`\eta =0`$ and scarcely near $`\eta =\pi /2`$. We selected 25 nadir angles between 0 and $`\pi /2`$. For low energy solar neutrinos the earth effect diminishes for $`\eta >\eta _c=0.5779`$, the nadir angle grazing the boundary between the core and the mantle. Thus our sampling strategy works fine. An interpolation function made from these 25 $`\eta `$ values will be fairly accurate to use. We can now compute the states of pure neutrinos, $`\mathrm{\Psi }_e(t)`$, $`\mathrm{\Psi }_\mu (t)`$, $`\mathrm{\Psi }_\tau (t)`$ at discrete energies and nadir angles selected according to the importance sampling functions. In our previous works on solar neutrino flux , we selected energy sampling points according to the convolution of the neutrino energy distribution functions as they are created in the solar core and the detector cross sections. In the present work we added 7 more energy sample points in the interval $`0.23E0.737`$ MeV to account for the CNO neutrinos more faithfully. ## V Long term averages: Daily, Monthly and Yearly averages We have compiled a large amount of raw solar neutrino fluxes for a reasonably large area in the parameter space, $`(\mathrm{\Delta }_{12},\mathrm{sin}^2(2\theta _{12}))`$ for selected values of $`\theta _{13}`$, using the method described in . Our results were partially reported without the earth effect in . The results of our computations in the $`\theta _{13}0`$ limit have been carefully checked against the results obtained with the analytic approximation formula such as the Petcov’s improved formula . We agree with their results in the range of creation positions where their results are reliable as they claimed, in the sense that their formula give the flux values averaged over the creation positions whereas ours give the fluxes created at exact positions as illustrated in Fig. 5 of Ref. . We also compared the survival probabilities of a neutrino created at the center of the Sun in the range of $`E^{}`$ for various sets of mixing parameters. The agreement is to one part in 1000 in the worst case. Since our results are computed numerically we have equally accurate fluxes beyond their claimed range. For three neutrino cases, analytic formula for survival probabilities for simple densities have been derived only recently . We have already confirmed that our subroutines reproduce the same results as those given in . Next we compute seasonal variations of daily averages. The nadir angle $`\eta `$ of a neutrino path can be written as a function of the date of year $`\tau _d`$ from the winter solstice, the time of day $`\tau _h`$ from the midnight and the lattitude $`\lambda `$ as follows, $$\mathrm{cos}(\eta )=\mathrm{cos}(\lambda )\mathrm{cos}(\tau _h)\mathrm{cos}(\delta _S)\mathrm{sin}(\lambda )\mathrm{sin}(\delta _S)$$ (33) where the Sun declination is given by $`\mathrm{sin}(\delta _S)=\mathrm{sin}(i_E)\mathrm{cos}(\tau _d)`$ and $`i_E=0.4091`$ is the earth inclination. We illustrate the survival probabilities for two interesting parameter sets in Figs. 3. The average was taken over every 12 minuites for 24 hours on three days, the winter solstice (dotted), the vernal equinox (dash-dotted) and the summer solstice (dashed). The raw solar neutrino flux is plotted with the solid curve. The lattitude of Gran Sasso was used. The downward arrows mark the point of $`E=20`$ MeV, the upper bound of the solar neutrino energy. Each set consists of 4 plots corresponding to $`\theta _{13}=0^{},1.5^{},15^{},22.5^{}`$. As we notice from Fig. 3a, in the small mixing angle case the electron neutrino survival probability is almost unaffected by the earth effect as in the two neutrino case, regardless of $`\theta _{13}`$. Fig. 3b shows that in the large mixing angle case (we used $`\mathrm{sin}^2(2\theta _{12})=0.63`$, $`\mathrm{\Delta }_{12}=1.3\times 10^5`$ eV<sup>2</sup> in Fig. 3b) the earth effect is non-negligible for high energy neutrinos. The effect is maximal for $`\theta _{13}=0`$ and diminishes as $`\theta _{13}`$ is increased. We are now equipped with all the routines that are needed to compute average fluxes in an extended period of time. Since we used the importance sampling method for selecting reasonably large number of creation positions and energies to set up an interpolation function that is particularly good in the important ranges, we can reproduce the fluxes with high accuracy for creation position and energy values within the those ranges. We have computed a large number of states of pure neutrinos, $`\mathrm{\Psi }_e(t)`$, $`\mathrm{\Psi }_\mu (t)`$, $`\mathrm{\Psi }_\tau (t)`$ at 100 discrete energies and 25 nadir angles. We used 40 energy sample points for $`pp`$ neutrinos in the interval $`0.23<E<0.737`$ MeV similarly picked as in and the same 60 points as used in in the interval $`0.737<E<19`$ MeV for boron and CNO neutrinos, for the same set of parameters $`(\mathrm{\Delta }_{12},\mathrm{sin}^2(2\theta _{12}),\theta _{13})`$. We handpicked three important energy points, $`E=0.384,0.862,1.442`$ MeV for Be neutrinos and pep neutrinos repectively. Each integration of the neutrino evolution equations in the earth takes only a modest amount of computing time but the huge number of integrations requires a large amount of total computing time. We again have to resort to a parallel supercomputer. The parallelization can be done using the same method as described in . Using these data we can compute the earth regeneration effect on the survival probability of an incident solar neutrino at any energy and any nadir angle for a selected set of mixing parameters. In this way we can compute the earth regenerated solar neutrino fluxes for a large region of the mixing parameter space with a modest number of energy samplings to yield an accurate estimate of event rates. Some cautions are needed for setting up an interpolation function for creation positions and energies. We illustrate the solar neutrino survival probability as a function of creation position in Fig. 4, where we see a very sharply rising curve. We see a sharply dropping curve in Fig. 2a. Since we are using only a finite number of samples with different spacings we will encounter a sticky situation when the curves happen to turn sharply in the region where the sample spacing is wide. The popular cubic spline interpolation fails badly in this situation. One needs to use the exponential spline . We used the FITPACK subroutines available in the GAMS library . As Fig. 4 shows the interpolated curve is as good as the original one. ## VI Sample Contour plots We illustrate sample iso-SNU(FLUX) contour plots in the plane, ($`\mathrm{sin}^2(2\theta _{12})\mathrm{\Delta }_{12}`$), for a set of mixing parameters, $`\theta _{13}=10^{}`$, $`\mathrm{\Delta }_{23}=2.2\times 10^3`$ eV<sup>2</sup>, and $`\theta _{23}=43.5^{}`$ in Fig. 5. For a given set of ($`\mathrm{sin}^2(2\theta _{12}),\mathrm{\Delta }_{12}`$) we had generated solar neutrinos according to the SSM model . In order to compute the raw solar neutrino fluxes we used 36 creation positions and 60 energy samples for $`pp`$ neutrino and 60 creation positions and 60+7 energy samples for others. For the same set of mixing parameters ($`\mathrm{sin}^2(2\theta _{12}),\mathrm{\Delta }_{12}`$) we had computed the states of three pure neutrinos, $`\mathrm{\Psi }_e(t)`$, $`\mathrm{\Psi }_\mu (t)`$, $`\mathrm{\Psi }_\tau (t)`$ at 100 discrete energies and 25 nadir angles optimally selected as explained in section IV. For each solar neutrino created at position $`r`$ with energy $`E`$ we perform a sequence of time averaging operations leading to Eq. (22). In this way we build an interpolation function for $`P_{SE}(r,E,\eta )`$ as a function of creation position $`r`$, energy $`E`$ and nadir angle $`\eta `$. We integrate the fluxes over the creation positions according to the relevant creation probability distribution functions and then build an interpolation function for $`P_{SE}(E,\eta )`$ as a function of the energy and nadir angle. We can now take seasonal and yearly averages of this flux to get $`P_{SE}(E)`$, which involves integration over $`\eta `$ with a definite lattitude $`\lambda `$. Finally we take a convolution of $`P_{SE}(E)`$ with the absorption cross sections $`\sigma (E)`$ to get the yearly average of event rate for a particular experiment. In order to make iso-SNU(FLUX) contour plots, we used a $`16\times 21`$ logarithmic mesh in the ($`\mathrm{sin}^2(2\theta _{12})\mathrm{\Delta }_{12}`$) plane in the range $`0.001\mathrm{sin}^2(2\theta _{12})1`$ and $`1.58\times 10^6\mathrm{\Delta }_{12}1.58\times 10^4`$ eV<sup>2</sup>. We padded two extra values, (0.85,0.97), for $`\mathrm{sin}^2(2\theta _{12})`$ in order to examine the large $`\theta _{12}`$ region more carefully. We made separate plots for each experiment with appropriate lattitude $`\lambda `$. As expected from previous figures, contours in the SMA region are almost intact but those in the small $`\mathrm{\Delta }_{12}<10^5`$ eV<sup>2</sup> and large $`\mathrm{sin}^2(2\theta _{12})>0.1`$ region are distorted significantly by the earth effect. But for gallium detectors the curves are not distorted visibly in the considered region of parameter space. This is due to the fact that the major signal source for gallium detectors is the $`pp`$ neutrinos with very low energies, for which the earth regeneration effect is minimal. The overall earth effect for solar neutrinos is larger for small $`\theta _{13}`$ than for large $`\theta _{13}`$ as we see from Fig. 6. ## VII Summary and Conclusion We introduced an integrated algorithm to deal with the earth regeneration effect of solar neutrinos with all three active neutrinos considered. Main ingredients of the algorithm are the time averaging algorithm with the use of mass eigenstates, the strategy for sampling energy and nadir angle, and the interpolation algorithm. Our algorithm is useful for full scale investigation of the earth effect. We illustrated that the earth effect on low energy solar neutrinos causes large variations in the survival probabilities for large mixing angles $`\theta _{12}`$ at a given value of $`\theta _{13}`$. But it is maximal for small values of $`\theta _{13}`$ and diminishes for large values ($`45^{}`$) at a given value of $`\theta _{12}`$. The nadir angle dependence is sensitive to the value of $`E^{}`$. As far as low energy solar neutrinos are concerned we notice that the earth effect is more pronounced for smaller nadir angles. We have shown that for large values of $`\theta _{13}`$, the earth effect is significant for high energy accelerator or atmospheric neutrinos ($`E^{}10^9`$) and it can be large at any nadir angle. This work was funded by POSTECH research fund.
warning/0006/hep-ph0006271.html	ar5iv	text	# 1 Introduction ## 1 Introduction Besides an experimental search for an explanation of the phenomenon of electroweak symmetry breaking and new physics beyond the Standard Model, high energies and luminosities of current and future particle accelerators provide a possibility to observe rare processes with heavy quarks. An interesting topic here is a study of physics of doubly heavy baryons. An analysis of dynamics of these baryons can play a fundamental role in an extraction of primary parameters of weak quark interactions. Due to distinctions between the QCD effects inside the doubly and singly heavy hadrons, one may strictly constrain incalculable nonperturbative quantities, entering different schemes of calculations. The real possibility of such experimental measurements was recently confirmed by CDF Collaboration by the first observation of $`B_c`$ meson . As predicted theoretically , this long-lived state of $`\overline{b}`$ and $`c`$ quarks has the production cross sections, mass and decay rates, which are compatible with the characteristic values for the doubly heavy hadrons. Thus, the experimental search for the doubly heavy baryons can also be successful. Of course, such the search would be more strongly motivated if it would be supported by modern theoretical studies and evaluations of basic characteristics for the doubly heavy baryons. Some steps forward this program were already done. First, the production cross sections of doubly heavy baryons in hadron collisions at high energies of colliders and in fixed target experiments were calculated in the framework of perturbative QCD for the hard processes and factorization of soft term related to the nonperturbative binding of heavy quarks . Second, the lifetimes and branching fractions of some inclusive decay modes were evaluated in the Operator Product Expansion combined with the effective theory of heavy quarks, which results in series over the inverse heavy quark masses and relative velocities of heavy quarks inside the doubly heavy diquark . Third, the families of doubly heavy baryons, which contain a set of narrow excited levels in addition to the ground state, were described in the framework of potential models . The picture of spectra, obtained in this analysis, is very similar to that of heavy quarkonia. Fourth, the QCD and NRQCD sum rules were explored for the two-point baryonic currents in order to calculate the masses and couplings of doubly heavy baryons . And fifth, there are papers, where exclusive semileptonic and some nonleptonic decay modes of doubly heavy baryons in the framework of potential models and within the Bethe-Salpeter approach were analyzed . In the present paper we estimate form-factors for the semileptonic decays of doubly heavy baryons together with semileptonic and some nonleptonic decay modes in the framework of three-point NRQCD sum rules for the case of spin $`1/2`$ \- spin $`1/2`$ \- baryon transitions only. The estimates of contributions due to spin $`1/2`$-spin $`3/2`$-baryon transitions are also given the basis of QCD superflavor symmetry, emerging in the limit of very large heavy quark masses. In the limit of zero recoil we derive the spin symmetry relations on the form-factors, governing the semileptonic transitions of doubly heavy baryons. The use of these symmetry relations greatly simplifies further evaluation of form-factors for doubly heavy baryon transitions. A detailed analysis of baryon couplings, needed to model the phenomenological part of three-point sum rules is also provided. Our further exposition of the obtained results is organized as follows. In Section 2 we discuss our choice of interpolating currents between vacuum and corresponding doubly heavy baryon state and give numerical estimates of baryonic couplings in the framework of two-point NRQCD sum rules. Section 3 is devoted to the description of the method used to calculate the form-factors of interest. Here we present a derivation of spin symmetry relations between form-factors in the limit of maximal invariant mass of leptonic pair and give analytical expressions for corresponding double spectral densities. In section 4 we present numerical estimates of the form-factors studied together with predictions for the semileptonic and some nonleptonic decay modes. And finally, section 5 contains our conclusion. ## 2 Two point sum rules In this section we describe steps, required for the evaluation of baryonic constants, as they will be needed later to model the phenomenological part of three-point sum rules. The question, which should be solved first is the choice of the corresponding interpolating currents for the baryons under consideration. So, in the next subsection we discuss their various choices and comment on the merits of the prescription, used in this paper. ### 2.1 Baryonic currents As was mentioned in Introduction, in this work we consider only spin $`1/2`$ \- spin $`1/2`$ transitions of doubly heavy baryons. Hence, the discussion of baryonic currents later in this subsection will be restricted to this case. For baryons, containing two heavy quarks, there are two types of interpolating currents: 1) The prescription with the explicit spin structure of the heavy diquark from the very beginning is given by $`J_{\mathrm{\Xi }_{QQ^{}}^{}}`$ $`=`$ $`[Q^{iT}C\tau \gamma _5Q^j]q^k\epsilon _{ijk},`$ $`J_{\mathrm{\Xi }_{QQ}^{}}`$ $`=`$ $`[Q^{iT}C\tau 𝜸^mQ^j]𝜸_m\gamma _5q^k\epsilon _{ijk},`$ (1) Here $`C`$ is the charge conjugation matrix with the properties $`C\gamma _\mu ^TC^1=\gamma _\mu `$ and $`C\gamma _5^TC^1=\gamma _5`$, $`i,j,k`$ are color indices and $`\tau `$ is a matrix in the flavor space. 2) The currents, which require a further symmetrization of heavy diquark wave function, have the form $`J_{\mathrm{\Xi }_{QQ^{}}^{}}=\epsilon ^{\alpha \beta \gamma }:(Q_\alpha ^TC\gamma _5q_\beta )Q_\gamma ^{^{}}:`$ (2) The currents of the second type can be easily related to those of first type by the Fierz rearrangement of quark fields and the further symmetrization or antisymmetrization of diquark wave-function, depending on the diquark spin state. The first type of these currents was considered in , while the currents of second type were discussed in . The evaluation of form-factors, describing semileptonic decays of doubly heavy baryons, what is the goal of this paper, is much easy if we use the currents of the second type and make the symmetrization or antisymmetrization of diquark wave-function at the end of calculation on the level of form-factors. This procedure will become clear in the section with our numerical results for the exclusive decay modes of doubly heavy baryons. The reasons here are the manifest symmetry relations for form-factors, discussed by us later and rather simple calculations of various spectral densities for three-point correlation functions, which can also be done in full QCD framework without performing complicated angular integrations. However, as was shown by the authors of , for the second type of currents it is difficult, in general, to achieve a stability of sum rules predictions for the both extracted mass and coupling of doubly heavy baryons. To the same time, all these difficulties are absent for the currents of first type. So, the conclusion, which one may do here, is that, the appropriate choice of baryonic currents depends on the problem, which you would like to solve. Thus, in view of the lack of experimental information on the masses of doubly heavy baryons we will use for them the results of two-point NRQCD sum rules for the first type of currents . Taking these mass values as input, we calculate further the baryonic couplings of the second type. Next, let us discuss the couplings of strange heavy baryons, as they are appear in the semileptonic decays of some doubly heavy baryons. The currents, describing these hadrons, also classified according to the symmetry properties of light diquark wave-function. There are two spin $`1/2`$ $`\mathrm{\Lambda }`$-type (antisymmetric in the $`q`$ and $`s`$ \- quarks<sup>1</sup><sup>1</sup>1Here $`q`$ denotes one of the light quarks $`u`$ or $`d`$.) and two $`\mathrm{\Sigma }`$-type (symmetric in the $`q`$ and $`s`$ \- quarks) HQET currents, namely $`J_{\mathrm{\Lambda }1}`$ $`=`$ $`(q^TC\gamma _5s)Q_v,J_{\mathrm{\Lambda }2}=(q^TC\gamma ^0\gamma _5s)Q_v,`$ ($`\mathrm{\Lambda }`$ \- type) $`J_{\mathrm{\Sigma }1}`$ $`=`$ $`(q^TC\gamma ^ks)\gamma ^k\gamma _5Q_v,J_{\mathrm{\Sigma }2}=(q^TC\gamma ^0\gamma ^ks)\gamma ^k\gamma _5Q_v,`$ ($`\mathrm{\Sigma }`$ \- type) where $`Q_v`$ is the HQET heavy quark spinor, moving with velocity $`v`$. The baryons, described by these currents, belong to the same SU(4) multiplet, that have as its lowest level the $`J^P=\frac{1}{2}^+`$ SU(3) octet. As, these hadrons contain only one heavy quark, they belong to the second level of the mentioned SU(4) multiplet. This level splits apart into two SU(3) multiplets, a $`\overline{\mathrm{𝟑}}`$, states of which $`\mathrm{\Xi }_Q`$ are antisymmetric under interchange of two light quarks and thus described by $`\mathrm{\Lambda }`$ \- type currents, and $`\mathrm{𝟔}`$, states of which $`\mathrm{\Xi }_Q^{}`$ are symmetric under interchange of light quark and described by $`\mathrm{\Sigma }`$ \- type currents. Actually, there may be some mixing between the pure $`\overline{\mathrm{𝟑}}`$ and $`\mathrm{𝟔}`$ states to form the physical $`\mathrm{\Xi }_Q`$ and $`\mathrm{\Xi }_Q^{^{}}`$ states<sup>2</sup><sup>2</sup>2They both have the same $`I`$, $`J`$ and $`P`$ quantum numbers.. So, in what follows we will not distinguish between $`\mathrm{\Xi }_Q`$ and $`\mathrm{\Xi }_Q^{^{}}`$ \- baryons and will exploit the fact that both states have non-vanishing overlap with $`\epsilon ^{\alpha \beta \gamma }:(q_\alpha ^TC\gamma _5Q_\beta )s_\gamma :`$ current. In other words, what we suppose to calculate is the semileptonic branching ratio of some of doubly heavy baryons into both $`\mathrm{\Xi }_Q`$ and $`\mathrm{\Xi }_Q^{^{}}`$ \- baryons. Now, let us briefly describe the two-point NRQCD sum rules, used for their evaluation. ### 2.2 Description of the method We start from the correlator of two baryonic currents with the half spin $$\mathrm{\Pi }(p^2)=id^4xe^{ipx}0\|T\{J(x),\overline{J}(0)\}\|0=\text{ / }pF_1(p^2)+F_2(p^2),$$ (5) Performing the OPE expansion of this correlation function, we get a series, different terms of which give us the contributions of operators with various dimensions. So, for $`F_i`$ ($`i,2`$) functions we have the following expressions $$F_i(p^2)=F_i^{pert}(p^2)+F_i^{\overline{q}q}(p^2)\overline{q}q+F_i^{G^2}(p^2)\frac{\alpha _s}{\pi }G^2+F_i^{mix}(p^2)\overline{q}Gq+\mathrm{}$$ (6) To obtain theoretical expressions for the Wilson coefficients, standing in front of different operators, one typically uses the dispersion relation $$F_i^{}(t)=\frac{1}{\pi }_0^{\mathrm{}}\frac{\rho _i^{}(w)dw}{wt},$$ (7) where $`t=kv`$, $`p_\mu =k_\mu +(m_1+m_2)v_\mu `$ and $`\rho _i^{}`$ denotes the imaginary part in the physical region of corresponding Wilson coefficients in NRQCD<sup>3</sup><sup>3</sup>3Here $`m_1`$ and $`m_2`$ are the heavy quark masses and $`v_\mu `$ is four-velocity of the baryon under consideration.. The calculation of spectral densities $`\rho _i^{}`$ proceeds through the use of Cutkosky rules and for the case of $`\epsilon ^{\alpha \beta \gamma }:(Q_\alpha ^TC\gamma _5q_\beta )Q_\gamma ^{^{}}:`$ current and different quark masses was done in the QCD framework in . Here we use the results of this work. The needed NRQCD spectral densities were obtained by simple NRQCD expansion of corresponding QCD expressions and the results of this expansion could be found in Appendix A. To relate the NRQCD correlators to hadrons, we use the dispersion representation for the two-point function with the physical spectral density, given by appropriate resonance and continuum part. The coupling constants of doubly heavy baryons are defined by the following expression $`0\|J_H\|H(p)=iZ_Hu(v,M_H)e^{ipx},`$ (8) where $`p=M_Hv`$ and the spinor field with four-velocity $`v`$ and mass $`M_H`$ satisfies the equation $`\text{ / }vu(v,M_H)=u(v,M_H)`$. We suppose that the continuum part, starting from the threshold value $`w_{cont}`$, is equal to that of calculated in the framework of NRQCD. Then, equalizing the correlators, calculated in NRQCD and given by the physical states, the integrations above $`w_{cont}`$ cancel each other in both sides of sum rules relation. Further, we write down the correlators at the deep under-threshold point $`t_0=(m_1+m_2)+t`$ at $`t0`$. Introducing the following notation for the $`n`$-th moment of two-point correlation function $$_n^i=\frac{1}{\pi }_0^{w_{cont}}\frac{\rho _i(w)dw}{(w+m_1+m_2)^n},$$ (9) and using the approximation of single bound state pole, we can write the following relation $`_n^i=\|Z_H^{[i]}\|^2{\displaystyle \frac{1}{M_H^{n+1i}}}.`$ (10) From which one can read off the corresponding expression for the baryon coupling in the moment scheme $$\|Z_H^{[i]}\|^2=_n^iM_H^{n+1i},$$ (11) where we see the dependence of sum rules on the scheme parameter $`n`$. Therefore, we will tend to find the region of parameter values, where, first, the result is stable under the variation of moment number $`n`$, and, second, the both correlators $`F_1`$ and $`F_2`$ reproduce equal values of coupling constants. In the QCD sum rule analysis of there was a problem, that values of baryon coupling constants, obtained from $`F_1`$ and $`F_2`$ correlation functions significantly differ. To cure this problem, in it was proposed to include in calculations also contributions, coming from the OPE expansion for the correlator of two quark fields $$0\|T\{q_i^a(x)\overline{q}_j^b(0)\}\|0=\frac{1}{12}\delta ^{ab}\delta _{ij}\overline{q}q\left[1+\frac{m_0^2x^2}{16}+\frac{\pi ^2x^4}{288}\frac{\alpha _s}{\pi }G^2+\mathrm{}\right].$$ (12) With an account of these corrections the quark condensate contribution to moments gets modified $$_n^{\overline{q}q}=_n^{\overline{q}q}\frac{(n+2)!}{n!}\frac{m_0^2}{16}_{n+2}^{\overline{q}q}+\frac{(n+4)!}{n!}\frac{\pi ^2}{288}\frac{\alpha _s}{\pi }G^2_{n+4}^{\overline{q}q}.$$ (13) The derivation of two-point HQET sum rules for the heavy baryons with the strangeness follows the same lines as that for baryons with two heavy quarks. Here we only comment on the differences. To obtain the HQET expressions for the spectral densities we again use the QCD result of . However, the transition between the QCD expressions for the doubly heavy baryons and HQET expressions for the heavy baryons with the strangeness is more intricate. First, we should take a limit when one of the heavy quark masses goes to zero and second, we should allow this quark to condense. We have calculated explicitly the $`s`$ -quark condensate contribution to the both $`F_1`$ and $`F_2`$ correlation functions and subtracted $`1/m_s`$ poles from gluon condensate contribution, related to the strange quark condensate due to the following heavy quark expansion $$\overline{s}s\frac{1}{12m_s}\frac{\alpha _s}{\pi }G^2\frac{1}{360m_s^3}\frac{\alpha _s}{\pi }G^3+\mathrm{}$$ (14) The appearing logarithmic singularities can be related to the mixed quark condensate with the help of the same heavy quark expansion $$\overline{s}Gs\frac{m_s}{2}\mathrm{log}m_s^2\frac{\alpha _s}{\pi }G^2\frac{1}{12m_s}\frac{\alpha _s}{\pi }G^3+\mathrm{}$$ (15) And, finally, one must subtract the nonsingular gluon condensate contribution, belonging to the quark condensate, what can be easily done with the calculated explicit expression for quark condensate contribution. The resulted HQET spectral densities for the case of ordinary baryons with strangeness were collected by us in Appendix A. For the strange quark condensate contribution, as in the case of light quark condensate, we also take into account the corrections, coming from the OPE expansion for the correlator of two strange quark fields $`0\|T\{s_i^a(x)\overline{s}_j^b(0)\}`$ $`=`$ $`{\displaystyle \frac{1}{12}}\delta ^{ab}\delta _{ij}\overline{s}s\left[1+{\displaystyle \frac{x^2(m_0^22m_s^2)}{16}}+{\displaystyle \frac{x^4(\pi ^2\frac{\alpha _sG^2}{\pi }\frac{3}{2}m_s^2(m_0^2m_s^2))}{288}}\right]`$ (16) $`+`$ $`im_s\delta ^{ab}x_\mu \gamma _{ij}^\mu \overline{s}s\left[{\displaystyle \frac{1}{48}}+{\displaystyle \frac{x^2}{24^2}}\left({\displaystyle \frac{3m_0^2}{4}}m_s^2\right)\right].`$ With this corrections the $`s`$-quark contribution to the moments for the $`F_1`$ and $`F_2`$ correlation functions has the form $`_1^{\overline{s}s}(n)`$ $`=`$ $`{\displaystyle \frac{1}{4}}m_s{\displaystyle \frac{(n+1)!}{n!}}^{\overline{s}s}(n+1)+{\displaystyle \frac{1}{48}}\left({\displaystyle \frac{3m_0^2}{4}}m_s^2\right)m_s{\displaystyle \frac{(n+3)!}{n!}}^{\overline{s}s}(n+3),`$ (17) $`_2^{\overline{s}s}(n)`$ $`=`$ $`^{\overline{s}s}(n){\displaystyle \frac{m_0^22m_s^2}{16}}{\displaystyle \frac{(n+2)!}{n!}}^{\overline{s}s}(n+2)+`$ (18) $`{\displaystyle \frac{(\pi ^2\frac{\alpha _sG^2}{\pi }\frac{3}{2}m_s^2(m_0^2m_s^2))}{288}}{\displaystyle \frac{(n+4)!}{n!}}^{\overline{s}s}(n+4),`$ where $$^{\overline{s}s}(n)=\frac{1}{\pi }_0^{w_{cont}}\frac{\rho ^{\overline{s}s}(w)dw}{(w+m_Q+m_s)^n},$$ (19) and $$\rho ^{\overline{s}s}(w)=\frac{\overline{s}s(m_s+w)^2(2m_Q+m_s+w)^2}{4\pi (m_Q+m_s+w)}.$$ (20) Now, having all theoretical expressions for baryon coupling constants in the moment scheme, we will proceed in the next subsection with the numerical estimates. ### 2.3 Numerical estimates In this subsection we present the results on the coupling constants of doubly heavy baryons and the heavy baryons with the strangeness. In the scheme of moments, which we employ here to extract the baryonic couplings from the two-point sum rules, the dominant uncertainty in estimates comes from the variation of heavy quark mass values. In the analysis we chose the following region of quark mass values $$m_b=4.64.7\text{ GeV},m_c=1.351.40\text{ GeV},$$ (21) what is the ordinary choice used in sum rules estimates of heavy quarkonia. For the strange quark mass we use the value $`m_s=0.15`$ GeV. Next point, we would like to discuss, is an account of Coulomb corrections inside the doubly heavy diquark. As is well known, these corrections give large contribution to baryon coupling constants and are essential for relative contributions of perturbative and condensate terms to the correlator . With a good accuracy at low or moderate values of moment number, the effect of Coulomb interactions can be written as overall Zommerfeld factor in front of perturbative spectral density of heavy subsystem for the square of baryon coupling. But, as it was shown in , the same Zommerfeld factors should be taken into account in calculations of three-point correlation functions considered later in this paper. It occurs, that for the form-factors for the semileptonic transitions of doubly heavy baryons these corrections cancel each other in average. So, the calculation of desired form-factors for the doubly heavy baryons can be consistently performed without accounting for Coulomb corrections either, provided we neglect them both in the two-point and three-point sum rules. This is the approach, we will follow in the present work for the evaluation of form-factors. The dependence of estimates on the threshold of continuum contribution in the two-point sum rules is not so valuable as on quark masses. We fix the region of $`w_{cont}`$ as $$w_{cont}=1.31.4\text{ GeV},$$ (22) which is in agreement with our previous estimates of doubly heavy baryon coupling of the first type currents in the same framework of two-point NRQCD sum rules. For the condensates of quark and gluons we use the following regions: $$\overline{q}q=(250270\text{ MeV})^3,m_0^2=0.750.85\text{ GeV}^2,\frac{\alpha _s}{\pi }G^2=(1.52)10^2\text{ GeV}^4,$$ (23) and $$\overline{s}s=0.8\pm 0.2\overline{q}q$$ (24) As we already mentioned, for the second type of currents used here, we evaluate the coupling constants only and use the masses of doubly heavy baryons, calculated by us previously , as inputs $$M_{\mathrm{\Xi }_{cc}}=3.47\pm 0.05\text{ GeV},M_{\mathrm{\Xi }_{bc}}=6.80\pm 0.05\text{ GeV},M_{\mathrm{\Xi }_{bb}}=10.07\pm 0.09\text{ GeV},$$ (25) which are in agreement with the values obtained in the framework of potential models. For the masses of heavy baryons with the strangeness, appearing as products of semileptonic decays of some of the doubly heavy baryons, we use the following values: $$M_{\mathrm{\Xi }_b}=5.8\text{ GeV},M_{\mathrm{\Xi }_c}=2.45\text{ GeV}.$$ (26) Figs. 1-6 show the dependence of baryon couplings on the momentum number. We find that the stability regions for $`\|Z_{1(2)}\|^2`$ determined from the $`F_1`$ and $`F_2`$ correlators coincide with those, obtained in the analysis of two-point correlation functions for the first type of currents . However, for some of the couplings, calculated here, we see a sizeable difference in the predictions coming from the $`F_1`$ and $`F_2`$ correlation functions. This problem could not be alleviated by the variation of parameters. So, in order to determine the corresponding coupling values to be used in the phenomenological part of three-point sum rules, we consider an average coupling for these currents, whose square is given by the average of squares for $`Z_1`$ and $`Z_2`$ couplings. The resulted values of baryonic coupling are $`\|Z_{bb}\|^2=1.710^2\text{ GeV}^6,\|Z_{cc}\|^2=2.310^3\text{ GeV}^6,`$ (27) $`\|Z_{bc}^1\|^2=3.510^3\text{ GeV}^6,\|Z_{bc}^2\|^2=1.810^3\text{ GeV}^6,`$ (28) $`(c^TC\gamma _5q)b\text{current}(b^TC\gamma _5q)c\text{current}`$ $`\|Z_{bs}\|^2=1.310^3\text{ GeV}^6,\|Z_{cs}\|^2=4.310^4\text{ GeV}^6.`$ Having estimates for the couplings of initial and final state baryons with respect to semileptonic transitions, we will continue in the next section with the determination of form-factors. ## 3 Three-point sum rules In this section we describe our framework for the calculation of form-factors, governing the semileptonic decays of doubly heavy baryons. Here we derive the spin symmetry relations between various form-factors, arising in the limit of the maximal invariant mass of leptonic pair and give analytical expressions for corresponding spectral densities. Following the standard procedure for the evaluation of form-factors in the framework of QCD sum rules, we consider the three-point function $`\mathrm{\Pi }_\mu =i^2{\displaystyle d^4xd^4y0\|T\{J_{H_F}(x)J_\mu (0)\overline{J}_{H_I}\}\|0e^{ip_Fx}e^{ip_Iy}},`$ (29) where $`J_\mu `$ is the vector or axial transition current, matrix elements of which between baryonic ground states we would like to calculate. Fig.7 shows a diagram, corresponding to the mentioned three-point function. The theoretical expression for the three-point correlation function can be easily calculated with the use of double dispertion relation $`\mathrm{\Pi }_\mu ^{(theor)}(s_1,s_2,q^2)={\displaystyle \frac{1}{(2\pi )^2}}{\displaystyle _{m_I^2}^{\mathrm{}}}𝑑s_1{\displaystyle _{m_F^2}^{\mathrm{}}}𝑑s_2{\displaystyle \frac{\rho _\mu (s_1,s_2,q^2)}{(s_1s_1^0)(s_2s_2^0)}}+\text{subtractions},`$ (30) where the desired spectral density could be obtained with the help of Cutkosky rules . We will continue with the calculation of spectral densities later in this paper after discussing the spin symmetry relations for form-factors. The latter, as will be seen, greatly simplify the calculations to be done. Now, let us discuss the phenomenological part of three point sum rules under consideration. Saturating the channels of initial and final state hadrons by ground states of corresponding baryons, we have the following phenomenological expression for the three-point correlation function: $`\mathrm{\Pi }_\mu ^{(phen)}(s_1,s_2,q^2)`$ $`=`$ $`{\displaystyle \underset{spins}{}}{\displaystyle \frac{0\|J_{H_F}\|H_F(p_F)}{s_2^0M_{H_F}^2}}\times `$ $`H_F(p_F)\|J_\mu \|H_I(p_I){\displaystyle \frac{H_I(p_I)\|\overline{J}_{H_I}\|0}{s_1^0M_{H_I}^2}}`$ The formfactors for the weak spin $`\frac{1}{2}`$ – spin $`\frac{1}{2}`$ baryon transitions are usually modeled as following: $`H_F(p_F)\|J_\mu \|H_I(p_I)`$ $`=`$ $`\overline{u}(p_F)[\gamma _\mu (F_1^V+F_1^A\gamma _5)+i\sigma _{\mu \nu }q^\nu (F_2^V+F_2^A\gamma _5)+q_\mu (F_3^V+F_3^A\gamma _5)]u(p_I)`$ However, in the NRQCD limit it is more convenient to use an alternative parametrization $`H_F(p_F)\|J_\mu \|H_I(p_I)`$ $`=`$ $`\overline{u}(p_F)\left(\gamma _\mu G_1^V+v_\mu ^IG_2^V+v_\mu ^FG_3^V+\gamma _5(\gamma _\mu G_1^A+v_\mu ^IG_2^A+v_\mu ^FG_3^A)\right)u(p_I),`$ where these two parametrizations can be related to each other with the help of the following relations: $`F_1^V(t)`$ $`=`$ $`G_1^V+(m_F+m_I)\left({\displaystyle \frac{1}{2m_I}}G_2^V+{\displaystyle \frac{1}{2m_F}}G_3^V\right),`$ $`F_2^V(t)`$ $`=`$ $`{\displaystyle \frac{1}{2m_I}}G_2^V{\displaystyle \frac{1}{2m_F}}G_3^V,`$ $`F_3^V(t)`$ $`=`$ $`{\displaystyle \frac{1}{2m_I}}G_2^V+{\displaystyle \frac{1}{2m_F}}G_3^V,`$ $`F_1^A(t)`$ $`=`$ $`G_1^A(m_Fm_I)\left({\displaystyle \frac{1}{2m_I}}G_2^A+{\displaystyle \frac{1}{2m_F}}G_3^A\right),`$ $`F_2^A(t)`$ $`=`$ $`{\displaystyle \frac{1}{2m_I}}G_2^A+{\displaystyle \frac{1}{2m_F}}G_3^A,`$ $`F_3^A(t)`$ $`=`$ $`{\displaystyle \frac{1}{2m_I}}G_2^A{\displaystyle \frac{1}{2m_F}}G_3^A.`$ (34) Naively, all these six formfactors in either parametrization are independent, but, as we will show in the next subsection, in the limit of zero recoil the semileptonic decays of doubly heavy baryons can be described by the only universal function, an analogue of Isgur-Wise function. ### 3.1 Symmetry relations Now, let us discuss the spin symmetry relations among the form-factors, arising in the limit of zero recoil for the final state baryon. That is, we consider a limit<sup>4</sup><sup>4</sup>4For the discussion of this limit see ., where $`v_Iv_F`$ and $`\omega =(v_Iv_F)1`$. The theoretical expression for the three-point correlation function for the case of heavy to heavy underlying quark transition in this limit has the following form: $$\mathrm{\Pi }_\mu ^{(theor)}\xi ^{IW}(q^2)(1+\text{ / }\stackrel{~}{v}_F)\gamma _\mu (1\gamma _5)(1+\text{ / }\stackrel{~}{v}_I),$$ (35) where $`\stackrel{~}{v}_I`$ $`=`$ $`v_I+{\displaystyle \frac{m_3}{2m_1}}(v_Iv_F)`$ (36) $`\stackrel{~}{v}_F`$ $`=`$ $`v_F+{\displaystyle \frac{m_3}{2m_2}}(v_Fv_I).`$ (37) So, for this type of transitions we have already, from the very beginning, the only universal function and no further analysis is required. The theoretical expression for the three-point correlation function in the case of heavy to light underlying quark transition has more complicated form $$\mathrm{\Pi }_\mu ^{(theor)}\{\xi _1(q^2)\text{ / }v_I+\xi _2(q^2)\text{ / }v_F+\xi _3(q^2)\}\gamma _\mu (1\gamma _5)(1+\text{ / }\stackrel{~}{v}_I)$$ (38) Considering different convolutions of the theoretical and phenomenological three-point correlation functions with Lorenz structures made of hadron velocities and $`\gamma `$ \- matrices and equating them, we obtain two relations on the semileptonic form-factors in this case $`(G_1^V+G_2^V+G_3^V)`$ $`=`$ $`\xi ^{IW}(q^2)`$ (39) $`G_1^A`$ $`=`$ $`\xi ^{IW}(q^2)`$ (40) and a relation between $`\xi _i(q^2)`$ functions $$\xi _1(q^2)+\xi _2(q^2)=\xi _3(q^2)=\xi ^{IW}(q^2)$$ Recalling also, that in any considered transition we always have heavy baryons in initial and final states and requiring that, the appropriate projections do not change the theoretical expression for the three-point correlation function, we may conclude, that in this limit there are only two form-factors of order unity $`G_1^V=G_1^A=\xi (w)`$, while all others are suppressed by heavy quark masses. Having derived the spin symmetry relations, we came to situation where we should calculate the only universal function in order to obtain estimates on semileptonic or nonleptonic transitions of doubly heavy baryons. ### 3.2 Spectral densities As, we said before, the calculation of spectral densities is straightforward with the use of Cutkosky rules for the quark propagators. However, the resulted expressions for NRQCD spectral densities are different<sup>5</sup><sup>5</sup>5It is simply an artifact of NRQCD approximation. for the cases of heavy to heavy or heavy to light underlying quark transitions, so below we have classified the calculated quantities. For the trace of correlation function with $`v_\mu ^I`$ we have 1) heavy to heavy underlying transition $`\rho ^{pert}`$ $`=`$ $`{\displaystyle \frac{3m_1m_2}{\sqrt{\lambda (s_I,s_F,q^2)}}}(m_1^44m_1^2m_3^2+3m_3^44m_1^3\sqrt{s_I}+8m_1m_3^2\sqrt{s_I}+`$ (41) $`6m_1^2s_I4m_3^2s_I4m_1s_I^{3/2}+s_I^2+4m_3^4\mathrm{log}{\displaystyle \frac{\sqrt{s_I}m_1}{m_3}}),`$ $`\rho ^{\overline{q}q}`$ $`=`$ $`{\displaystyle \frac{4m_1m_2m_3\sqrt{s_I}}{(m_1+m_3)\sqrt{\lambda (s_I,s_F,q^2)}}}\overline{q}q,`$ (42) 2) heavy to light underlying transition $`\rho ^{pert}`$ $`=`$ $`{\displaystyle \frac{1}{4(2\pi )^2}}{\displaystyle \frac{m_1}{\sqrt{s_I\lambda (s_I,s_F,q^2)}}}[2(m_1\sqrt{s_I})^6+3(m_1\sqrt{s_I})^4(m_1^2+2m_3^2`$ $`q^2+2m_2\sqrt{s_I}+s_F)6m_3^2(m_1\sqrt{s_I})^2(2m_1^2+m_3^22q^2+4m_2\sqrt{s_I}+`$ $`2s_F)+m_3^4(9m_1^2+2m_3^29q^2+18m_2\sqrt{s_I}+9s_F)+12m_3^4(m_1^2q^2+`$ $`2m_2\sqrt{s_I}+s_F)\mathrm{log}{\displaystyle \frac{\sqrt{s_I}m_1}{m_3}}],`$ $`\rho ^{\overline{q}q}`$ $`=`$ $`{\displaystyle \frac{m_1m_3}{(m_1+m_3)\sqrt{\lambda (s_I,s_F,q^2)}}}(m_1^2q^2+2m_2\sqrt{s_I}+s_Fm_3^2)\overline{q}q,`$ (44) where $$\lambda (x,y,z)=x^2+y^2+z^22xy2xz2yz.$$ (45) and the integration region in the double dispertion relation is determined by the condition $$1<\frac{1}{\sqrt{\lambda (s_I,s_F,q^2)\lambda (s_I,m_1^2,m_3^2)}}((s_I+s_Fq^2)(s_I+m_3^2m_1^2)2s_I(s_Fm_2^2+m_3^2))<1.$$ The notations in the above expressions should be clear from Fig. 7. Having derived theoretical expressions for the three-point correlation function, we may proceed now with the evaluation of form-factors. In numerical estimates we will use the Borel scheme for the form-factor extraction and so, below we give an expression determining the universal Isgur-Wise function for the semileptonic decays of doubly heavy baryons $`\xi ^{IW}(q^2)`$ $`=`$ $`{\displaystyle \frac{1}{(2\pi )^2}}{\displaystyle \frac{1}{8M_IM_FZ_IZ_F}}{\displaystyle _{(m_1+m_3)^2}^{s_I^{th}}}{\displaystyle _{(m_1+m_2)^2}^{s_F^{th}}}\rho (s_I,s_F,q^2)ds_Ids_F\times `$ (46) $`\mathrm{exp}({\displaystyle \frac{s_IM_I^2}{B_I^2}})\mathrm{exp}({\displaystyle \frac{s_FM_F^2}{B_F^2}}),`$ where $`B_I`$ and $`B_F`$ are the Borel parameters in the initial and final state channels. ## 4 Numerical results In this section we give the results of numerical estimates on the form-factors for the spin $`1/2`$ \- spin $`1/2`$ doubly heavy baryon transitions. Assuming the pole resonance model for the dependence of mentioned form-factors on the square of lepton pair momentum we make predictions on the semileptonic, pion and $`\rho `$ \- meson decay modes. ### 4.1 Form-factors The analysis of NRQCD sum rules in the Borel scheme gives us the estimates of the value of Isgur-Wise (IW) function at zero recoil for different types of transitions between doubly heavy baryons, shown in Table 1. In Figs. 9-11 we have plotted the dependence of the normalization of IW-function on the Borel parameters in the channels of initial and final state baryons. Exploring the stability of NRQCD sum rules upon variation of these parameters just give us the results quoted above. The subtle point in the presented analysis is the choice of the threshold values in the baryon channels. In the present analysis we put the same values as in the analysis of two-point sum rules. The results on the formfactors and later their comparison with the results of potential models convince us, that we made a right choice. However, the latter are in general different from the ones used in two-point sum rule analysis in moment scheme. For the situation, where it is the case we refer the reader to . For the sake of comparison, we also provide here the estimates of the values of IW-function at zero recoil performed by us in the framework of potential models (PM). In this approach the normalization of IW-function is given by the overlap of initial and final state baryon wave-functions. For simplicity we assume the factorization of doubly heavy baryon wave-function in the diquark and light quark - diquark wave-functions. From the HQET-description of heavy mesons we know, that the light quark affects the normalization of IW-function at zero recoil only in $`1/m_Q^2`$ order. Thus, in our case its affect can be neglected and the normalization of IW-function is given by the overlap of diquark wave-functions. Taking the Gaussian anzaz for the diquark wave-function we get $`\xi ^{IW}(1)=\left({\displaystyle \frac{2w_xw_y}{w_x^2+w_y^2}}\right)^{3/2},`$ (47) where $$w_x=2\pi \left(\frac{\|Z_I\|^2}{12}\right)^{1/3},w_y=2\pi \left(\frac{\|Z_F\|^2}{12}\right)^{1/3}$$ (48) and $$\|Z^{PM}\|=2\sqrt{3}\|\mathrm{\Psi }_d(0)\mathrm{\Psi }_l(0)\|.$$ (49) Here we have related the parameters of diquark wavefunctions to the baryon couplings, obtained previously by us in the framework of two-point NRQCD sum rules. In table 1 we have gathered the results of sum rules and PM on the values of IW-functions at zero recoil. We see, that within the errors of sum rules method (15 %) the obtained results are very close to those of PM. Next, to obtain the dependence of formfactors on the square of momentum transfer we exploit the pole resonance model. So, for the IW-function we have the following expression: $$\xi ^{IW}(q^2)=\xi _0\frac{1}{1\frac{q^2}{m_{pole}^2}},$$ (50) with $`m_{pole}`$ $`=`$ $`6.3\text{ GeV for the }bc\text{ transitions}`$ $`m_{pole}`$ $`=`$ $`1.85\text{ GeV for the }cs\text{ transitions}.`$ ### 4.2 Semileptonic decays Now knowing all formfactors, describing semileptonic transitions of doubly heavy baryons we can estimate the semileptonic decay ratios for the transitions under consideration $`Br_{SL}(\mathrm{\Xi }_{QQ^{}}^{}\mathrm{\Xi }_{QQ^{}}^{^{}})=\tau _{\mathrm{\Xi }_{QQ^{}}^{}}{\displaystyle _1^{w_{max}}}𝑑w{\displaystyle \frac{d\mathrm{\Gamma }}{dw}}(\mathrm{\Xi }_{QQ^{}}^{}\mathrm{\Xi }_{QQ^{}}^{^{}}),`$ (51) where $`w_{max}={\displaystyle \frac{M_I^2+M_F^2m_l^2}{2M_IM_F}};q^2=M_I^2+M_F^22M_IM_Fw.`$ (52) For the $`\frac{d\mathrm{\Gamma }}{dw}`$ we have $`{\displaystyle \frac{d\mathrm{\Gamma }}{dw}}={\displaystyle \frac{d\mathrm{\Gamma }_L}{dw}}+{\displaystyle \frac{d\mathrm{\Gamma }_T}{dw}},`$ (53) where $`{\displaystyle \frac{d\mathrm{\Gamma }_L}{dw}}(\mathrm{\Xi }_{QQ^{}}^{}\mathrm{\Xi }_{QQ^{}}^{^{}})`$ $`=`$ $`{\displaystyle \frac{G_F^2}{(2\pi )^3}}\|CKM\|^2{\displaystyle \frac{q^2M_F^2\sqrt{w^21}}{12M_I}}\{\|H_{1/2,0}\|^2+\|H_{1/2,0}\|^2\},`$ (54) $`{\displaystyle \frac{d\mathrm{\Gamma }_T}{dw}}(\mathrm{\Xi }_{QQ^{}}^{}\mathrm{\Xi }_{QQ^{}}^{^{}})`$ $`=`$ $`{\displaystyle \frac{G_F^2}{(2\pi )^3}}\|CKM\|^2{\displaystyle \frac{q^2M_F^2\sqrt{w^21}}{12M_I}}\{\|H_{1/2,1}\|^2+\|H_{1/2,1}\|^2\}.`$ (55) Here $`H_{\lambda _F,\lambda _W}=H_{\lambda _F,\lambda _W}^VH_{\lambda _F,\lambda _W}^A`$, where $`\lambda _F`$ and $`\lambda _W`$ are helicities of final state baryon and $`W`$ \- boson correspondingly and the functions $`H_{\lambda _F,\lambda _W}^{V(A)}`$ obey the following symmetry relations: $$H_{\lambda _F,\lambda _W}^{V(A)}=+()H_{\lambda _F,\lambda _W}^{V(A)}.$$ (56) The functions remained after the application of this relation can be further expressed in terms of calculated in previous subsection IW - functions with the help of the following formulae $`H_{1/2,1}^{V,A}`$ $`=`$ $`2\sqrt{M_IM_F(w1)}\xi ^{IW}(w)`$ (57) $`H_{1/2,0}^{V,A}`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{q^2}}}\sqrt{2M_IM_F(w1)}(M_I\pm M_F)\xi ^{IW}(w)`$ (58) The results of numerical estimates, done with the help of presented formulae can be found in Table 2. To calculate the $`\pi `$ or $`\rho `$ \- meson decays we assume the hypothesis of factorization . The corresponding formulae for the decays of doubly heavy baryons with a pion or $`\rho `$ \- meson in the final state can be easily obtained from those for the semileptonic decays by a simple substitution of leptonic tensor by the $`\pi `$ \- meson current tensor $`f_\pi ^2p_\mu ^\pi p_\nu ^\pi `$ or $`\rho `$ \- meson current tensor $`f_\rho ^2m_\rho ^2(g_{\mu \nu }+p_\mu p_\nu /m_\rho ^2)`$ $`\mathrm{\Gamma }_{H_IH_F\pi }`$ $`=`$ $`6\pi ^2f_\pi ^2a_1^2(\mu ){\displaystyle \frac{((M_I+M_F)^2q^2)}{(M_I+M_F)^2}}{\displaystyle \frac{d\mathrm{\Gamma }}{dq^2}}\|_{q^2=m_\pi ^2},`$ (59) $`\mathrm{\Gamma }_{H_IH_F\rho }`$ $`=`$ $`{\displaystyle \frac{6\pi ^2a_1^2(\mu )f_\rho ^2}{(M_I^2M_F^2)^2}}\{(M_IM_F)^2((M_I+M_F)^2q^2)+`$ (60) $`2m_\rho ^2((M_IM_F)^2q^2)\}{\displaystyle \frac{d\mathrm{\Gamma }}{dq^2}}\|_{q^2=m_\rho ^2},`$ where $`a_1(\mu )=\frac{1}{2N_c}(C_+(\mu )(N_c+1)+C_{}(\mu )(N_c1))`$ and $`N_c=3`$ is the number of colors. In numerical calculations we put $`a_1=1.26`$. The results for these nonleptonic transitions can be also found in Table 2. To calculate the branching ratios for exclusive decay modes we used the values of doubly heavy baryon lifetimes, calculated by us previously . There is some difference in concrete numerical values of lifetimes, obtained in different papers . In we have commented on the uncertainties in the resulting values of lifetimes related to the heavy quark mass values. There is, however, one more uncertainty remained, connected with the value of light quark - diquark wave-function at origin. In present there are two approaches to estimate this value: 1) assuming, that this value is the same as the value of $`D`$-meson wave-function at origin; 2) extracting this value from the comparison of hyper-fine splittings in doubly and singly heavy baryons. Here we used the estimates for the lifetimes made in the second approach, as they are the most complete ones. The values, presented in Table 2 already include the contribution of spin $`1/2`$-spin $`3/2`$ decay channels. To estimate the latter we have used the results of , where the contribution of these channels was calculated for the case of $`\mathrm{\Xi }_{bc}\mathrm{\Xi }_{cc}+l\overline{\nu }`$ baryon transition, and assumed, that, according to superflavor symmetry, it constitutes 30 % from the contribution of corresponding spin $`1/2`$-spin $`1/2`$ transitions for all transitions between doubly heavy baryons. In calculations of $`\mathrm{\Xi }_{bb}^{}`$ and $`\mathrm{\Xi }_{cc}^{}`$ \- baryon decay modes we have taken into account a factor 2 due to Pauli principle for the identical heavy quarks in the initial channel. In the case of $`\mathrm{\Xi }_{bc}^{}\mathrm{\Xi }_{cc}^{^{}}X`$-baryon transition the same factor comes from the positive Pauli interference of the $`c`$-quark, being a product of $`b`$-quark decay, with the $`c`$-quark from the initial baryon. Here, we also would like to mention, that for the $`\mathrm{\Xi }_{bc}`$-baryon decays the mentioned positive Pauli interference contribution is dominant among the other nonspectator contributions<sup>6</sup><sup>6</sup>6Here we use the results of OPE analysis for the inclusive decay modes of doubly heavy baryons , so we do not introduce other corrections here. However, in the case of $`\mathrm{\Xi }_{cc}^{++}\mathrm{\Xi }_{cs}^+X`$\- baryon transition the negative Pauli interference plays the dominant role and thus should be accounted for explicitly. From the previously done OPE analysis for doubly heavy baryon lifetimes we conclude that the corresponding correction factor in this case is $`0.62`$. We would like also give a small comment on our notations. The $`\mathrm{\Xi }_{Qs}^{}`$ in Table 2 stays for the sum of $`\mathrm{\Xi }_Q^{}`$ and $`\mathrm{\Xi }_Q^{^{}}`$ decay channels. The previous studies of exclusive decays of doubly heavy baryons exploited the spin-flavor symmetry of QCD , arising at the very large quark mass limit. The fundamental representation of the SU(6)$``$U(1) spin-flavor symmetry group consists of two-component heavy quark spinor, scalar and axial-vector di-antiquark fields. This representation can be explicitly written in terms of nine-component vector with the four-velocity $`v`$: $$\mathrm{\Psi }_v=\left(\begin{array}{c}h_v\\ S_v\\ A_v^\mu \end{array}\right)$$ where $`A_v^\mu `$ satisfies the constraint $`v_\mu A_v^\mu =0`$ and the effective lagrangian for this field is $$_{eff}=\frac{1}{2}\overline{\mathrm{\Psi }}_viv^^<\overline{D}^>\mathrm{\Psi }_v$$ where $``$ is a 9$`\times `$9 mass matrix<sup>7</sup><sup>7</sup>7Note, that the particular form of the mass matrix depends on the fields normalizations., given by the following expression: $$=\left(\begin{array}{ccc}1& 0& 0\\ 0& 2m_S& 0\\ 0& 0& 2m_A\end{array}\right)$$ and $$\overline{\mathrm{\Psi }}_v=\mathrm{\Psi }_v^{}\left(\begin{array}{ccc}\hfill \gamma ^0\mathrm{0\; 0}& & \\ \hfill \mathrm{0\; 1\; 0}& & \\ \hfill \mathrm{0\; 0}g& & \end{array}\right)$$ Here $`g=\text{diag(1,-1,-1,-1)}`$ is the usual metric tensor. Next, to make connection with the hadronic states, one considers a tensor product of $`\mathrm{\Psi }_v`$ with one light antiquark field. Thus, this hadronic supermultiplet puts together singly heavy mesons and doubly heavy antibaryons. However, such supermultiplet is not completely flavor-independent even in the heavy quark mass limit, as there remains internal mass-dependent heavy di-antiquark dynamics. The singly heavy baryons with the strangeness in the discussed approach belong to the different supermultiplet and this fact should be taken into account, when calculating form-factors for the semileptonic transitions between doubly heavy and singly heavy baryons. Such analysis within the framework of potential models was performed previously by M.A.Sanchis-Lozano for the case of $`\mathrm{\Xi }_{bc}^{}`$-baryon decays. There, to calculate the form-factors, it was assumed that the latter are given by the overlap of Coulomb diquark wave-functions with small non-perturbative corrections, given by the presence of a light quark in the baryons under consideration. It is just the approach we have used in our PM estimates. To reduce the number of independent form-factors, there was performed an analysis of spin-symmetry relations between various form-factors in the limit of zero recoil. The author, using different arguments, had came to the same conclusion as we have did in the present work. That is, all semileptonic transitions of doubly heavy baryons are governed by the only universal function, an analogue of Isgur-Wise function. The numerical results on the normalization of Isgur-Wise function at zero recoil completely agree with our estimates both in the framework of potential models and NRQCD sum rules. The given predictions for the semileptonic decay modes of $`\mathrm{\Xi }_{bb}^{}`$-baryons nicely agree with the ones presented in this paper, taking into account correction factor due to the wrong values of $`\mathrm{\Xi }_{bc}^{}`$-baryon lifetime used in that paper. There is also a paper, where the diquark semileptonic transitions where calculated within the Bethe-Salpeter approach. However, the numerical results presented in this paper are very strange. It is suffice to say, that, for example, according to these results the semileptonic branching ratios of $`\mathrm{\Xi }_{bb}^{}`$-baryon decays should be approximately 50 %, what is very unlikely. To finish the discussion of the obtained results we would like to note, that the latter are also in agreement with the estimates of inclusive decay channels performed by us previously . ## 5 Conclusion In this paper we have presented the analysis of exclusive decays of doubly heavy baryons in the framework of NRQCD sum rules. We have provided complete numerical study of baryonic couplings and semileptonic form-factors. The values of semileptonic and some nonleptonic exclusive modes are also given. To conclude, we would like to discuss what also can be and should be done in the study of exclusive decays of doubly heavy baryons. First, it will be instructive to perform the similar analysis for the baryon currents of the first type. We have check, that these two schemes of calculation give the similar results only in the case of $`\mathrm{\Xi }_{bb}^{}`$-baryon decays. Second, one may perform an analysis of doubly heavy baryon exclusive decays in full QCD and not relay on the pole resonance model for the form-factors. We plan to present the results of such analysis in nearest future. And, third one may try to calculate the lifetimes of doubly heavy baryons in the framework of QCD sum rules. It is a very interesting task, as we will explicitly see the effect of large nonspectator effects, studied previously in the OPE framework, on various exclusive modes. The author is grateful to Prof. V.V.Kiselev and A.E.Kovalsky for reading this manuscript and making valuable remarks. I especially thank my wife for strong moral support and help in doing physics. This work was in part supported by the Russian Foundation for Basic Research, grants 99-02-16558 and 00-15-96645, by International Center of Fundamental Physics in Moscow, International Science Foundation and INTAS-RFBR-95I1300. ## Appendix A In this Appendix we have collected theoretical expressions for spectral densities of Wilson coefficients, standing in front of various operators, obtained as the result of OPE expansion of two-point correlation function. For the case of $`ϵ^{\alpha \beta \lambda }:(Q_\alpha ^{}_{}{}^{}TC\gamma _5q_\beta )Q_\lambda :`$ current we have $`\rho _1^{pert}`$ $`=`$ $`{\displaystyle \frac{2\sqrt{2}\sqrt{m_1m_2(m_1+m_2)}}{105(m_1+m_2)^3\pi ^3}}w^{7/2}(m_1m_2(12m_213w)+5m_2^2w+m_1^2(12m_2+5w))`$ $`\rho _2^{pert}`$ $`=`$ $`{\displaystyle \frac{2\sqrt{2}\sqrt{m_1m_2(m_1+m_2)}}{105(m_1+m_2)^2\pi ^3}}w^{7/2}(m_1m_2(12m_2w)+m_2^2w+m_1^2(12m_2+5w))`$ (62) $`\rho _1^{\overline{q}q}`$ $`=`$ $`{\displaystyle \frac{\sqrt{m_1m_2(m_1+m_2)}}{4\sqrt{2}(m_1+m_2)^3\pi }}\sqrt{w}(m_1m_2(4m_25w)+5m_2^2w+m_1^2(4m_2+w))`$ (63) $`\rho _2^{\overline{q}q}`$ $`=`$ $`{\displaystyle \frac{\sqrt{m_1m_2(m_1+m_2)}}{4\sqrt{2}(m_1+m_2)^2\pi }}\sqrt{w}(m_1m_2(4m_2w)+m_2^2w+m_1^2(4m_2+w))`$ (64) $`\rho _1^{G^2}`$ $`=`$ $`{\displaystyle \frac{1}{1536\sqrt{2}\pi (m_1m_2)^{3/2}(m_1+m_2)^{7/2}}}\sqrt{w}(2m_2^5w^228m_1^4m_2w(4m_2+w)+`$ $`m_1m_2^4w(16m_2+35w)+m_1^5(32m_2^2+8m_2ww^2)`$ $`8m_1^2m_2^3(8m_2^213m_2w+28w^2)+m_1^3(96m_2^4+217m_2^2w^2))`$ $`\rho _2^{G^2}`$ $`=`$ $`{\displaystyle \frac{1}{7680\sqrt{2}\pi (m_1m_2)^{3/2}(m_1+m_2)^{5/2}}}\sqrt{w}(122m_2^5w^2100m_1^4m_2(4m_2+w)+`$ $`m_1m_2^4w(880m_2+327w)40m_1^2m_2^3(8m_2^241m_2w20w^2)+`$ $`5m_1^2(32m_2^2+8m_2ww^2)+5m_1^3m_2^2(96m_2^2+64m_2w+169w^2))`$ $`\rho _1^{mix}`$ $`=`$ $`{\displaystyle \frac{1}{2048\sqrt{2}\pi (m_1m_2)^{1/2}(m_1+m_2)^{7/2}\sqrt{w}}}(m_1^2m_2^2(64m_2397w)+`$ $`30m_1m_2^3(4m_227w)+105m_2^4w+m_1^4(104m_2+17w)+10m_1^3m_2(16m_2+19w))`$ $`\rho _2^{mix}`$ $`=`$ $`{\displaystyle \frac{1}{2048\sqrt{2}\pi (m_1m_2)^{1/2}(m_1+m_2)^{5/2}\sqrt{w}}}(2m_1^3m_2(96m_243w)`$ $`6m_1m_2^3(4m_223w)+15m_2^4w+m_1^4(104m_217w)+m_1^2m_2^2(64m_2+45w))`$ Here $`m_1`$ is the mass of $`Q`$-quark and $`m_2`$ is the mass of $`Q^{}`$-quark. For the case of $`ϵ^{\alpha \beta \lambda }:(Q_\alpha ^TC\gamma _5q_\beta )s_\lambda :`$ current we have $`\rho _1^{pert}`$ $`=`$ $`{\displaystyle \frac{w^3}{80m_Q^2\pi ^3}}(135m_s^2w^212m_Qm_sw(5m_s+3w)+4m_Q^2(5m_s^2+5m_sw+w^2))`$ (69) $`\rho _2^{pert}`$ $`=`$ $`{\displaystyle \frac{m_sw^3}{40m_Q\pi ^3}}(9m_sw^2+5m_Q^2(4m_s+w)m_Qw(5m_s+w))`$ (70) $`\rho _1^{\overline{q}q}`$ $`=`$ $`{\displaystyle \frac{1}{4m_Q^3\pi }}(85m_s^2w^3m_Q^2w(3m_s+2w)^2+m_Qm_sw^2(33m_s+26w)+`$ (71) $`m_Q^3(ms^2+4m_sw+2w^2))`$ $`\rho _2^{\overline{q}q}`$ $`=`$ $`{\displaystyle \frac{m_Qm_s}{4\pi (m_Q+w)^2}}(2m_Q^2(m_s+w)+w^2(m_s+w)+m_Qw(2m_s+3w))`$ (72) $`\rho _1^{G^2}`$ $`=`$ $`{\displaystyle \frac{1}{1536\pi m_Q^4}}(2185m_s^2w^328m_Q^2w(3m_s+2w)^2+2m_Qm_sw^2(437m_s+344w)`$ (73) $`32m_Q^4(m_s+w)+32m_Q^3(m_s^2+4m_sw+2w^2))`$ $`\rho _2^{G^2}`$ $`=`$ $`{\displaystyle \frac{1}{384\pi m_Q^2}}(m_Qm_sw(6m_s13w)+4m_s^2w^2+8m_Q^2m_s(w(\mathrm{log}84)+m_s(\mathrm{log}81))`$ (74) $`8m_Q^3(m_s+4wm_s\mathrm{log}8)+24m_Q^2m_s(m_Q+m_s+w)\mathrm{log}w)`$ $`\rho _1^{\overline{q}Gq}`$ $`=`$ $`{\displaystyle \frac{1}{16m_Q^4\pi }}(m_Q^4+168m_s^2w^25m_Q^3(m_s+w)3m_Qm_sw(18m_s+19w)+`$ (75) $`m_Q^2(10m_s^2+22m_sw+11w^2))`$ $`\rho _2^{\overline{q}Gq}`$ $`=`$ $`{\displaystyle \frac{m_s}{16m_Q^3\pi }}(m_Q^3+3m_sw^2+m_Q^2(m_s+w)m_Qw(2m_s+w))`$ (76) $`\rho _2^{\overline{s}Gs}`$ $`=`$ $`{\displaystyle \frac{m_Q+m_s+w}{16\pi }}`$ (77)
warning/0006/physics0006032.html	ar5iv	text	# Excitations of oscillations in loaded systems with internal degrees of freedom ## Abstract We show that oscillations are excited in a complex system under the influence of the external force, if the parameters of the system experience rapid change due to the changes in its internal structure. This excitation is collision-like and does not require any phase coherence or periodicity. The change of the internal structure may be achieved by other means which may require much lower energy expenses. The mechanism suggests control over switching oscillations on and off and may be of practical use. A complex system subjected to an external load is a quite common phenomenon in nature, laboratory, and industry. Almost all systems experiencing the influence of external force possess internal structure which is not affected by this force directly but may change because of intrinsic dynamics of other external causes. The examples of such systems span all possible scales. A planetary magnetosphere under the influence of the solar wind is in the equilibrium (defined by the stationarity of the magnetopause position) if the time-independent incident plasma pressure is balanced by the magnetic pressure Hughes (1995). Yet the “stiffness” of the compressed magnetosphere is determined, among others,by the magnetosphere-ionosphere-atmosphere-solid earth interaction Yoshikava et al. (1999). A muscle can be heuristically represented as a set of springs connected in parallel and in series, the elasticity of these “springs” being dependent on chemical processes and electrical signals in muscular fibers Metcalf (1980). These systems may oscillate globally (the position of the magnetopause, the length of the muscle) near the equilibrium position (if not overdamped). There is a rapid growth of interest in possible effect of the internal variation on the excitation of global modes. Tanimoto and Um (1999) suggested that interaction with dynamical atmosphere and releases of energy due to weak local earthquakes may cause persisting global earth oscillations. Kepko and Kivelson (1999) find a relation between magnetospheric bursty bulk flows and low frequency Earth magnetic field oscillations. Recently, Chagelishvili et al. (2000) proposed a mechanism of oscillation excitation in a one-dimensional oscillatory system, based on the rapid change of the eigenfrequency. Unfortunately, their analytical consideration was inappropriate which obscured the physics of the phenomenon and lead them to conclusions which are too restricted. In the present paper we investigate the excitation of oscillations in complex systems due to rapid changes in internal parameters under quite general conditions. We show that such excitation (and oscillation amplification) is a quite common phenomenon and calculate its efficiency. This question may be of significant importance in applications. One can easily imagine systems where such excitation is unwanted (like building constructions). On the other hand, the possibility of generating oscillations by not changing external force but applying only weak forces (and energy) to cause local rapid changes of the system parameters is rather attractive. A simple system where both situations are possible is an LC circuit with distributed capacity and connected to a constant emf. Excitation of oscillations at the circuit frequency is unwanted when it is used in a device designed to measure electromagnetic spectra. On the other hand, such excitation would be useful in sustaining certain level of the current when weak damping is present and it is difficult to apply periodic forcing. In what follows we consider the systems described by the following (vector) equation of motion $$M\ddot{𝐗}=\frac{U}{𝐗}+𝐅,$$ (1) where $`𝐗`$ is the vector of external parameters of the system (position) which are subject to the external force (position of the magnetopause under the solar wind pressure, length of the loaded muscle, charge on the effective capacitor when the LC circuit is connected to a constant emf). Let also $`𝐱`$ be the vector of internal parameters which are affected in a different way or vary at a much small time scale for some reasons. The generalized mass matrix $`M`$ and the potential $`U`$ depend both on the external and $`𝐗`$ and internal $`𝐱`$ coordinates, and the external force $`𝐅`$ depends on time. When the equations governing the behavior of the internal coordinates $`𝐱`$ are not known or are too complicated we may phenomenologically describe their influence as temporal dependence of $`M`$ and $`U`$. If the system parameters and external force do not vary with time, the system is in the equilibrium position $`𝐗_{eq}`$ which is determined by the condition $`U/𝐗_{eq}=𝐅`$. Near the equilibrium the potential can be written as $$U=\frac{1}{2}K(𝐗𝐗_m)(𝐗𝐗_m),$$ (2) where $`K`$ is the stiffness matrix, so that one has $$M\ddot{𝐗}=K(𝐗𝐗_m)+𝐅,$$ (3) which looks exactly as a usual oscillator equation except that now mass and stiffness are matrices. Recently it was shown that the process of vortices generation in magnetohydrodynamic and shear flows Chagelishvili et al. (1997) can be described by a special one-dimensional case of Eq. (3). The equilibrium position is $`𝐗_{eq}=𝐗_m+K^1𝐅`$, and the general solution of Eq. (3) near the equilibrium point is $$𝐗=𝐗_{eq}+\underset{i}{}a_i\widehat{e}_i\mathrm{sin}(\omega _it+\varphi _i),$$ (4) where the frequencies $`\omega _i`$ and unity vectors $`\widehat{e}_i`$ are the eigenvalues and eigenvectors of the matrix $`W=M^1K`$, respectively. Since the equilibrium is assumed to be stable, the matrix $`W`$ is positively determined and all frequencies are real. $`a_i`$ and $`\varphi _i`$ are the amplitudes and initial phases of the normal modes. Mostly known channels of the energy input to the oscillating system include adiabatic change of the natural frequency, resonance with the periodically changing external force, or parametric resonance (see, for example, Ref. Arnold (1989)). The last two imply (quasi)periodic behavior of the natural frequency or external force and are not within the scope of the present paper where only nonperiodic changes are considered. The motion of the system is now fully determined by $`M`$, $`K`$, $`𝐗_{eq}`$, and $`𝐅`$. If these parameters change slowly at the typical time scale of oscillations, that is, the typical time of variation is much larger than all $`1/\omega _i`$, the equilibrium adiabatically shifts its position, while the amplitudes follow the well-known adiabatic law $`\omega _ia_i^2\text{const}`$. In particular, the system which was in the equilibrium in the beginning will remain in the equilibrium in the course of the parameter variation, so that no oscillations are excited. In the present paper we consider the case of rapid parameter changes, where the typical time of variation $`T1/\omega _i`$, for all $`i`$. We show that there this, in general, results in the excitation/amplification of oscillations in the system. A numerical example of a special type of excitation in the simplest one-dimensional system was recently considered by Chagelishvili et al. (2000). Here we consider a most general case of nonadiabatic excitation of oscillations in loaded systems near the equilibrium point. To study quantitatively the effect let us assume that all parameters vary only within the time interval $`0<t<T`$, and $`\omega _iT1`$. It is convenient to define $`W=M^1K`$ and $`𝐟=M^1𝐅`$. From Eq. (3) one immediately has $$\dot{𝐗}(T)=_0^T\left[𝐟(t)W(t)\left(𝐗(t)𝐗_m(t)\right)\right],$$ (5) where the time dependence of the system parameters is explicitly shown. In what follows we denote the system parameters and variables at $`t=0`$ and at $`t=T`$ with subscripts 1 and 2, respectively. The solutions at $`t0`$ and $`tT`$ will take the form: $$𝐗_k(t)=𝐗_{keq}+\underset{i}{}a_{ki}\widehat{e}_{ki}\mathrm{sin}(\omega _{ki}t+\varphi _{ki}),$$ (6) where $`k=1`$ for $`t<0`$ and $`k=2`$ for $`t>T`$. Since $`\omega _iT1`$ one can neglect the difference between $`𝐗_1(T)`$ and $`𝐗_2(T)`$, so that one has $$𝐗_{1eq}+\underset{i}{}a_{1i}\widehat{e}_{1i}\mathrm{sin}(\omega _{1i}T+\varphi _{1i})=𝐗_{2eq}+\underset{i}{}a_{2i}\widehat{e}_{2i}\mathrm{sin}(\omega _{2i}T+\varphi _{2i}).$$ (7) The second matching condition is obtained from Eq. (5) in the following form: $$\begin{array}{cc}& \dot{𝐗}_2(T)\dot{𝐗}_1(T)=_0^T(𝐟𝐟_1)𝑑t\hfill \\ & +[_0^T(WW_1)𝑑t]𝐗_1(T)_0^T(W𝐗_mW_1𝐗_{1m})𝑑t.\hfill \end{array}$$ (8) It is convenient to define the instantaneous equilibrium position as $`𝐗_{eq}=𝐗_m+W^1𝐟`$. Taking into account Eq. (6) one has $$\begin{array}{cc}& \underset{i}{}\omega _{2i}a_{2i}\widehat{e}_{2i}\mathrm{cos}(\omega _{2i}T+\varphi _{2i})=\underset{i}{}\omega _{1i}a_{1i}\widehat{e}_{1i}\mathrm{cos}(\omega _{1i}T+\varphi _{1i})\hfill \\ & +[_0^T(WW_1)𝑑t]\underset{i}{}a_{1i}\widehat{e}_{1i}\mathrm{sin}(\omega _{1i}T+\varphi _{1i})+[_0^TW(𝐗_{1eq}𝐗_{eq})𝑑t].\hfill \end{array}$$ (9) Eqs. (7) and (9) allow one to find $`a_{2i}`$ and $`\varphi _{2i}`$ knowing the initial state. It is easily seen that even when $`a_{1i}=0`$ for all $`i`$, the oscillation amplitude in the final state is, in general, nonzero: $$a_{2i}^2=[\widehat{e}_{2i}^{}(𝐗_{2eq}𝐗_{1eq})]^2+\frac{1}{\omega _{2i}^2}[_0^T\widehat{e}_{2i}^{}W(𝐗𝐗_{1eq})]^2.$$ (10) Thus, the oscillation is excited due to the (a) irreversible shift of the equilibrium position (first term in Eq. (10)) and (b) reversible temporal shift of the equilibrium position with subsequent return to the same equilibrium (the second term). The nature of the energy input is different for the two mechanisms (instantaneous change of the potential energy in the first case, and work done by the external force because of the excursion of the system from the equilibrium in the second case) but in both cases the interaction is collision-like: certain amount of momentum and energy is transferred to the system in a short time interval. The physical nature of the excitation is quite different from the proposed earlier Chagelishvili et al. (2000) quasi-parametric resonant interaction with a Fourier-component of the changing eigenfrequency. It is worth noting that although (10) depends on the change of all parameters, $`M`$, $`K`$, and $`𝐗_m`$, the change of the mass $`M`$ along does not affect the instantaneous equilibrium position $`𝐗_{eq}`$ and therefore does not result in the oscillation excitation, as could be expected. Within the chosen approximation Eq. (10) includes all possible internal perturbations of $`M`$, $`K`$, and $`𝐗_m`$, and external perturbations of $`𝐅`$, thus giving the most general description for nonadiabatic excitation of complex systems. It includes the system considered in Ref. Chagelishvili et al., 2000 as a special one-dimensional case where only $`K`$ is changed. It is instructive to rewrite Eq. (10) for this case, where $`X_m=0`$, and $`f_1=f_2`$, $`W=\omega ^2`$, and $`\omega _1=\omega _2`$. Then the excited amplitude takes the following simple form: $$a_2=\left\|_0^T\frac{\omega ^2}{\omega _1}\left(\frac{f_1}{\omega _1^2}\frac{f}{\omega ^2}\right)𝑑t\right\|,$$ (11) from which one can easily see that the excitation occurs always and not only when the eigenfrequency decreases in the perturbation (cf. Ref. Chagelishvili et al., 2000). In what follows for simplicity of presentation we restrict ourselves with the one-dimensional case. Multidimensional generalization is straightforward. In the one-dimensional case Eqs. (7) and (9) immediately give $$\begin{array}{cc}& a_2^2=[(X_{1eq}X_{2eq})+a_1\mathrm{sin}(\omega _1T+\varphi _1)]^2\hfill \\ & +\omega _2^2[a_1\omega _1\mathrm{cos}(\omega _1T+\varphi _1)+(_0^T(\omega ^2\omega _1^2)dt)a_1\mathrm{sin}(\omega _1T+\varphi _1)\hfill \\ & +_0^T\omega ^2(X_{1eq}X_{eq})dt]^2.\hfill \end{array}$$ (12) In most cases the phase $`\varphi _1`$ of the interaction beginning is unknown (unless the perturbation is carefully prepared with some definite purpose in mind). In this case one can consider the phase $`\varphi _1`$ as random and average over random distribution to obtain eventually: $$\begin{array}{cc}& a_2^2=\frac{1}{2}a_1^2\left[1+\frac{\omega _1^2}{\omega _2^2}+\frac{(_0^T(\omega ^2\omega _1^2)𝑑t)^2}{\omega _2^2}\right]\hfill \\ & +(X_{1eq}X_{2eq})^2+\frac{1}{\omega _2^2}\left[_0^T\omega ^2(X_{1eq}X_{eq})𝑑t\right]^2.\hfill \end{array}$$ (13) Eq. (13) describes the amplification (reduction) of oscillations (first term) and excitation of oscillations due to the shift of the of the equilibrium position and to the work of the external force during temporal shift of the equilibrium. In the particular case of perturbation where after time interval $`T`$ the system parameters return to their initial values, one arrives again at $$a_2^2a_1^2=\left[_0^T\frac{\omega ^2}{\omega _1}\left(\frac{f_1}{\omega _1^2}\frac{f}{\omega ^2}\right)𝑑t\right]^2,$$ (14) where we neglected the term containing $`[_0^T(\omega ^2\omega _1^2)𝑑t]^2/\omega _2^21`$. Roughly speaking, during the excursion of the internal parameters from their equilibrium values the energy of oscillations increases by $`\delta E=[_0^T\omega ^2(X_{1eq}X_{eq})𝑑t]^2`$ on average. If the system experiences a series of $`N`$ such rapid variations with randomly distributed phases, the total oscillation energy increase would be about $`N\delta E`$, without any necessity to arrange the phases or periodicity of the variations. Another efficient method of excitation is the rapid shift from the equilibrium position with subsequent return to this position after time $`1/\omega `$. In this case, neglecting the last term in Eq. (14) and after some algebra one obtains $$a_2^2=a_1^2\left(\frac{\omega _1^2+\omega _2^2}{2\omega _1\omega _2}\right)^2+(X_{2eq}X_{1eq})^2\left(\frac{3}{2}+\frac{\omega _1^4+\omega _2^4}{4\omega _1^2\omega _2^2}\right),$$ (15) which shows that this scenario always results in the oscillation amplification. To conclude, we have shown that nonadiabatic changes in the system parameters and/or external force are efficient in excitation or amplification of oscillations in driven oscillatory systems under external load. Randomly distributed in time, short nonadiabatic pulses result in efficient transfer of energy to the system. The energy transfer manifests itself in continuously increasing oscillation amplitude. This amplitude increase is not restricted to the periodically repeated (coherent) perturbations, as was suggested in Chagelishvili et al. (2000), but occurs in quite general conditions. The energy input effect is essentially nonresonant and more collision-like where additional momentum/energy are transferred to the system at the time scale much smaller than the typical timescale of variations in the system. The effect may be important for the systems whose natural frequencies may vary quickly due to the variable internal coupling. It should be emphasized that the importance of the above analysis is well beyond the consideration of simple oscillatory systems, desribed by the simple oscillatory potential in the form (2) (chosen here for convenience and simplicity of presentation), but may be applied to quite general systems. The results (qualitatively) are valid for any system capable of (generally nonlinear) oscillations near the forced equilibrium position (although quantitative calculations would require knowledge of the structure of a particular system and ability to translate it into a low-dimensional description with small number of parameters). There is a wide spectrum of such systems, from large astrophysical scales (gravitationally bound systems, planetary magnetospheres under solar wind influence) to usual human scale (muscles, constructions) and down to small scales (electric circuits). Such generation of oscillations may be unwanted in some systems, like possible excitation of internal currents in spacecraft circuits by cosmic rays. On the other hand, the essentially nonresonant generation of oscillations might be useful in experimental determination of the natural frequencies of the systems where it is difficult to apply periodic external force but where the internal structure can be changed relatively easily and rapidly. Such methods can be also used to re-excite damped oscillations without changing of the main load. Finally, let us use a very simple model to see whether reconnection at the dayside magnetopause may be responsible for excitations of global magnetospheric oscillations. The position of the magnetopause is determined by the balance of the incident plasma pressure $`n_um_pV_u^2`$ (where $`n_u`$ and $`V_u`$ are the solar wind density and velocity, respectively, and $`m_p`$ is the proton mass) and the magnetic pressure $`B^2/8\pi `$. Is the magnetopause is compressed by $`x`$, the magnetohydrodynamic conservation of magnetic flux Cravens (1997) predicts that the magnetic field increases as $`L/(Lx)`$ where $`L`$ is the equilibrium standoff distance of the magnetopause. Thus, there appears the excess force of $`2n_um_pV_u^2xA/L`$, where $`A`$ is the effective area. This force has to accelerate the mass of about $`n_dm_pAD`$, where $`n_d5n_u`$ is the average plasma density, and $`D`$ is the distance between the shock and magnetopause. Using the typical parameters $`V_u400`$ km/s, $`L10R_E`$, and $`DR_E`$, where $`R_E6,000`$ km is the Earth radius Cravens (1997), one finds the typical oscillation periods of the order of $`10`$ min. On the other hand, the typical time of reconnection should be of the order $`d/v_n`$, where $`d800`$ km is the magnetopause width Russell (1995), while the velocity $`v_n`$ may be as high as $`50`$ km/s Berchem et al. (1995). Thus, the typical time of reconnection $`10`$ sec and much smaller than the oscillation period. Reconnection results in the breakdown of magnetohydrodynamics and therefore reduces the “stiffness” of the magnetic field, thus effectively temporarily reducing the global oscillation frequency. Hence, the conditions of Eq. (14) are satisfied and excitation is possible. Of course, quantitative calculations require that we are able to translate the reconnection process into the change of internal parameters, so that at this stage the proposed scenario should be considered as a speculative hypothesis.
warning/0006/cond-mat0006099.html	ar5iv	text	# Probing Bose-Einstein Condensation of Excitons with Electromagnetic Radiation \[ ## Abstract We examine the absorption spectrum of electromagnetic radiation from excitons, where an exciton in the $`1s`$ state absorbs a photon and makes a transition to the $`2p`$ state. We demonstrate that the absorption spectrum depends strongly on the quantum degeneracy of the exciton gas, and that it will generally manifest many-body effects. Based on our results we propose that absorption of infrared radiation could resolve recent contradictory experimental results on excitons in Cu<sub>2</sub>O. PACS numbers: 05.30.Jp, 71.35.Lk, 71.35.-y, 71.35.Cc \] The phenomenon of Bose-Einstein condensation has attracted much attention in the recent years, and many experimental groups have reported the formation of Bose-Einstein condensates in vapors of alkali-metal atoms . Excitons, bound states of electrons and holes in semiconducting materials, are another candidate for undergoing this phase transition . Since excitons are composite particles consisting of two fermions, they are expected to obey Bose-Einstein statistics in the limit where their thermal de Broglie wavelength becomes comparable to their interparticle spacing, provided that this spacing is much larger than the exciton Bohr radius. Excitons in Cu<sub>2</sub>O, which is a dipole forbidden material, have some important advantages in this respect . Their radiative lifetime is long and their binding energy is much larger than the typical thermal energies. In addition the effective electron and hole masses are isotropic, and finally there are no bound states between excitons, i.e., biexcitons, or an electron-hole-liquid phase. A lot of effort has been made in order to create a Bose-Einstein condensate of excitons in Cu<sub>2</sub>O . To determine the density and the temperature in the above experiments, the phonon-assisted recombination spectrum was fitted to a Bose-Einstein distribution, which gave the chemical potential and the temperature – two essentially independent parameters. Given the total exciton mass, the density was then evaluated to be on the order of $`10^{18}`$ cm<sup>-3</sup>, while the temperature was on the order of 20 – 30 K, higher than the lattice temperature which was kept at about 5 K. Therefore, according to this approach, the exciton gas was very close to the phase boundary for Bose-Einstein condensation, and the angular-momentum singlet-state (para)excitons were the species reported to actually cross the phase boundary. More recent experiments have, however, questioned the older method of determining the density and the temperature. In these experiments the number of excitons was determined directly and, with a relatively reliable estimate of the volume of the exciton cloud, the density was found to be two to three orders of magnitude lower, i.e., around $`10^{16}`$ cm<sup>-3</sup>, where the exciton gas should show no sign of quantum degeneracy. One, therefore, needs to find a reliable method of determining the density and in particular the degree of quantum degeneracy of excitons. In this study we propose that measuring the absorption spectrum of infrared radiation which induces transitions of the excitons from the $`1s`$ to the $`2p`$ state can indeed resolve the discrepancy. Our study is also directly applicable to other systems, like excitons in quantum wells, and thus it could help resolve some other experimental observations which are controversial . Öktel and Levitov have examined a similar problem as the one we consider here, in the context of optical excitations of hydrogen atoms and have studied the many-body effects that show up in the absorption spectrum, for an effective contact potential between the atoms. Our approach is equivalent to theirs in the limit of equal masses between the excitons in the $`1s`$ and the $`2p`$ state. In another study Pethick and Stoof have considered a more general form of the interatomic potential. Finally Lewenstein and You have examined the enhancement of scattering of light from a gas of bosonic atoms as they form a Bose-Einstein condensate, and have suggested that this effect could be used for the detection of the condensate. This Letter is organized as follows: We first consider the case of an ideal exciton gas, and examine the relevant energy scales that enter the problem and also derive simple expressions for the absorption spectrum. We then examine the problem of an interacting exciton gas within the Hartree-Fock approximation and find that the interactions can have a very drastic effect on the absorption spectrum. Finally we present our results with the interactions included, and show that infrared absorption can be used in order to determine the degree of quantum degeneracy of excitons, thus proposing an experiment which could resolve this issue. Consider the process in which an exciton in the $`1s`$ state, with momentum $`\mathrm{}𝐤`$, absorbs a photon of momentum $`\mathrm{}𝐪`$, making a transition to the $`2p`$ state with momentum $`\mathrm{}(𝐤+𝐪)`$. The conservation of energy in this process implies that $`ϵ_𝐤^{1s}+\mathrm{}cq=ϵ_{𝐤+𝐪}^{2p},`$ (1) where $`ϵ_𝐤^i=E_i+\mathrm{}^2k^2/2m_i`$ with $`E_i`$ being the binding energy of the $`i`$ state, and $`m_i`$ being the total exciton mass in the state $`i`$. In Cu<sub>2</sub>O $`m_{1s}3m`$, where $`m`$ is the electron mass, is larger than the sum of the effective electron and hole masses as a result of the small Bohr radius of the $`1s`$ excitons, $`a_B^{1s}5.3`$ Å compared to the lattice constant $`a_l4.26`$ Å. On the other hand, the Bohr radius of excitons in the $`2p`$ state $`a_B^{2p}`$ is given by the hydrogenic formula which yields $`44`$ Å . Since $`a_B^{2p}a_l`$, $`m_{2p}`$ is expected to be equal to the sum of the effective electron and hole masses, which is $`1.68m`$. In Eq. (1) there are two distinct energy scales, i.e., the energy separation $`\mathrm{\Delta }E=E_{2p}E_{1s}55`$ meV, and the thermal energy $`\mathrm{}^2k^2/2mk_BT`$, which is of order 1–10 meV. Since $`\mathrm{}qc\mathrm{\Delta }E`$ and $`\mathrm{}^2k^2/2mk_BT`$, we get that $`q/k\mathrm{\Delta }E/\sqrt{mc^2k_BT}10^3`$. Therefore $`\mathrm{}^2qk/2m10^3k_BT`$, and $`\mathrm{}^2q^2/2m10^6k_BT`$, which allows us to neglect the corresponding terms in Eq. (1). Solving in terms of $`k^2(q)`$, we obtain $`k^2(q){\displaystyle \frac{2m_{1s}m_{2p}}{m_{1s}m_{2p}}}{\displaystyle \frac{\mathrm{}cq\mathrm{\Delta }E}{\mathrm{}^2}},`$ (2) which gives the magnitude of the momentum $`\mathrm{}𝐤`$ of the exciton in the $`1s`$ state that absorbs a photon with wavevector $`𝐪`$ and is excited to the $`2p`$ state. In this approximation, for $`\mathrm{}cq=\mathrm{\Delta }E`$ only the excitons with $`k=0`$ can participate in the process; however for a Bose-Einstein condensate there is a macroscopic number of excitons with $`k=0`$, and therefore the absorption spectrum has a pronounced peak, with a strong temperature dependence. To see this more clearly, let us calculate the rate of this dipole-allowed process of absorption of a photon. With the approximate expression for the conservation of energy of Eq. (2), the rate $`\mathrm{\Gamma }_T`$ of non-condensed excitons in the $`1s`$ state absorbing a photon and making the transition to the $`2p`$ state is given by $`\mathrm{\Gamma }_T={\displaystyle \frac{2\pi }{\mathrm{}}}{\displaystyle \underset{𝐤}{}}\|M_𝐪\|^2n_𝐤^{1s}(1+n_{𝐤+𝐪}^{2p})f_𝐪\delta (\mathrm{}qc\mathrm{\Delta }E_𝐤),`$ (3) where $`M_𝐪`$ is the matrix element of this process, $`n_𝐤^i`$ is the distribution function of species $`i`$ ($`1s`$ or $`2p`$ excitons), $`f_𝐪`$ is the distribution function of the incoming photons, and $`\mathrm{\Delta }E_𝐤=ϵ_𝐤^{2p}ϵ_𝐤^{1s}`$. Neglecting the occupation number of excitons in the $`2p`$ state, $`n_{𝐤+𝐪}^{2p}1`$, for monochromatic radiation Eq. (3) implies that $`\mathrm{\Gamma }_T(\mathrm{}cq\mathrm{\Delta }E)^{1/2}n_{𝐤_0}^{1s}\theta (\mathrm{}cq\mathrm{\Delta }E),`$ (4) where $`\theta (x)`$ is the Heaviside step function, and the magnitude of $`𝐤_0`$ is given by Eq. (2). The above result expresses the fact that the absorption spectrum is proportional to the density of states times the distribution function calculated at a wavevector with a magnitude given by Eq. (2). For a Bose-Einstein condensed exciton gas with $`N_C`$ excitons occupying the $`𝐤=0`$ state, the rate $`\mathrm{\Gamma }_C`$ of the same process is simply $`\mathrm{\Gamma }_C={\displaystyle \frac{2\pi }{\mathrm{}}}\|M_𝐪\|^2N_C(1+n_𝐪^{2p})f_𝐪\delta (\mathrm{}qc\mathrm{\Delta }E),`$ (5) or $`\mathrm{\Gamma }_CN_C\delta (\mathrm{}cq\mathrm{\Delta }E)`$. Therefore the absorption spectrum (which is proportional to the decay rate) of an ideal Bose-Einstein condensed gas has a strong peak with a height that scales as $`N_C`$. However, as we show below, the interactions can modify this picture drastically. We thus turn to the more realistic problem of an interacting Bose gas. We start with the Hamiltonian $`H`$ $`H={\displaystyle \underset{𝐤}{}}ϵ_𝐤^{1s}a_𝐤^{}a_𝐤+{\displaystyle \frac{U_{11}}{2V}}{\displaystyle \underset{𝐤,𝐤^{},𝐪}{}}a_{𝐤+𝐪}^{}a_{𝐤^{}𝐪}^{}a_𝐤^{}a_𝐤`$ (6) $`+{\displaystyle \underset{𝐤}{}}ϵ_𝐤^{2p}b_𝐤^{}b_𝐤+{\displaystyle \frac{U_{12}}{V}}{\displaystyle \underset{𝐤,𝐤^{},𝐪}{}}b_{𝐤+𝐪}^{}a_{𝐤^{}𝐪}^{}a_𝐤^{}b_𝐤,`$ (7) where $`V`$ is the volume of the gas. In the above Hamiltonian we assume that the excitons interact with an effective contact potential, with $`U_{ij}=2\pi \mathrm{}^2a_{ij}/\mu _{ij}`$ being the strength of the effective two-body interaction. Here $`a_{ij}`$ is the scattering length for collisions between excitons in the states $`i`$ and $`j`$ (1 for the $`1s`$ state, and 2 for the $`2p`$ state). The reduced mass $`\mu _{ij}`$ entering the above expression is given by $`\mu _{ij}=m_im_j/(m_i+m_j)`$. Also $`a_𝐤(b_𝐤)`$ and $`a_𝐤^{}(b_𝐤^{})`$ are annihilation and creation operators for an exciton with momentum $`𝐤`$ in the $`1s(2p)`$ state. Let us now consider the ground state of the system with $`N`$ excitons, which we denote as $`\|0=\|N_C,N_{𝐤_1},N_{𝐤_2},\mathrm{},N_{𝐤_e},\mathrm{}`$, where $`N_{𝐤_i}`$ is the occupancy of a state with momentum $`𝐤_i`$. Initially we take all the excitons to be in the $`1s`$ state. Since we consider a Bose gas both in the normal, as well as in the condensed regime, we assume that there is one state that can get populated by a macroscopic number of excitons, $`N_C`$, and thus $`N_C`$ can get as high as the total number of excitons, $`N`$, whereas the $`N_{𝐤_i}`$ are of order unity. We now examine such a system when one creates excitations of the excitons from the $`1s`$ to the $`2p`$ state with the action of some laser pulse. If an exciton with momentum $`𝐤_e`$ is excited to the $`2p`$ state with momentum $`𝐤_e^{^{}}=𝐤_e+𝐪`$, where $`𝐪`$ is the wavevector of the laser light, since $`𝐪`$ is very small, we shall assume that we have vertical transitions, i.e., $`𝐪=0`$. We denote the excited states as $`\|\mathrm{\Phi }_{\mathrm{exc},𝐤_e}=\|𝐤_e;N_C,N_{𝐤_1},N_{𝐤_2},\mathrm{},N_{𝐤_e}1,\mathrm{}`$, which are the basis vectors of our problem. The number of such states is $`NN_C+1=N_T+1`$, where $`N_T=NN_C`$ is the number of $`1s`$ excitons in states with $`𝐤0`$. The laser beam that excites the excitons from the $`1s`$ to the $`2p`$ state creates a superposition of the states $`\|\mathrm{\Phi }_{\mathrm{exc},𝐤_e}`$ . Thus, in order to determine the absorption spectrum, we consider the matrix with elements $`H_{i,j}=\mathrm{\Phi }_{\mathrm{exc},𝐤_i}\|H\|\mathrm{\Phi }_{\mathrm{exc},𝐤_j}0\|H\|0`$. One finds that $`H_{i,j}=\delta _{i,j}[\mathrm{\Delta }E_{𝐤_i}+U_{11}(n_{𝐤_i}2n)`$ $`+`$ $`U_{12}(nn_{𝐤_i})]`$ (8) $`+`$ $`U_{12}\sqrt{n_{𝐤_i}n_{𝐤_j}},`$ (9) where $`n=N/V`$ and $`n_{𝐤_i}=n_{𝐤_i}^{1s}=N_{𝐤_i}/V`$ is the Bose-Einstein distribution for the $`1s`$ excitons. Let $`\mathrm{\Psi }_i`$ be the components of an eigenvector with eigenvalue $`E`$. Starting from the eigenvalue equation $`_{j=0}^{N_T}H_{i,j}\mathrm{\Psi }_j=E\mathrm{\Psi }_i`$, we solve in terms of $`\mathrm{\Psi }_i`$, multiply by $`\sqrt{n_{𝐤_i}}`$ and sum over $`i`$. Eliminating the factor $`_{j=0}^{N_T}\mathrm{\Psi }_j\sqrt{n_{𝐤_j}}`$ from the resulting equation, the eigenvalues of $`H_{i,j}`$ are then given by the roots of $`g(E)1=0`$, where $$g(E)=\underset{i=0}{\overset{N_T}{}}\frac{U_{12}n_{𝐤_i}}{E[\mathrm{\Delta }E_{𝐤_i}+U_{11}(n_{𝐤_i}2n)+U_{12}(nn_{𝐤_i})]}.$$ (10) Distinguishing the condensed state $`(i=0)`$ from the other states $`(i0)`$, Eq. (10) takes the following form in the thermodynamic limit $`g(E)={\displaystyle \frac{U_{12}n_c}{E[\mathrm{\Delta }E+U_{11}(n_c2n)+U_{12}(nn_c)]}}`$ (11) $`+{\displaystyle \underset{i0}{\overset{N_T}{}}}{\displaystyle \frac{U_{12}n_{𝐤_i}}{E[\mathrm{\Delta }E_{𝐤_i}+n(U_{12}2U_{11})]}},`$ (12) where $`n_C=N_C/N`$. In the above equation there are in general three limiting cases, depending on the ratio of the interaction energy $`nU_{12}`$, to the typical kinetic energy $`\mathrm{\Delta }E_{𝐤_i}`$, which is on the order of the thermal energy, $`k_BT`$. In the limit $`nU_{12}k_BT`$, one recovers the results we found earlier for the ideal Bose gas. In the opposite limit, $`nU_{12}k_BT`$, the behaviour of the system of excitons is “collective”. A graphical solution of the eigenvalue equation shows that in the condensed phase, where both $`N_C`$ and $`N_T`$ are of order $`N`$, there are two strong modes, which give rise to two peaks in the absorption spectrum. There are also $`N_T1`$ solutions, which form a continuum corresponding to single-particle excitations of the thermal excitons. In the same limit $`nU_{12}k_BT`$ for a fully condensed gas as well as for a gas in the normal state, there is only one mode, since then one has a one-component system. Finally when $`nU_{12}k_BT`$ the system behaves in a “mixed” way. In addition, the limit $`\|m_{1s}/m_{2p}1\|1`$, is equivalent to the case $`nU_{12}k_BT`$ and Eq. (12) reduces to a quadratic algebraic equation, which gives the same result as the one derived by Öktel and Levitov in Ref. . By adding a small imaginary part in $`g(E)`$, i.e., $`g(E+i\eta )`$, where finite $`\eta `$ results in homogeneous broadening of the energy levels, we calculate the corresponding imaginary part of the susceptibility $`[g(E+i\eta )1]^1`$ obtaining the absorption spectra shown in Fig. 1. Broadening can be calculated from first principles – however in the present study we assume small homogeneous broadening, choosing $`\eta =10^2`$ meV to produce the graphs in Fig. 1. The broadening of the energy levels is expected to be small, and this can be seen by examining the three basic mechanisms which contribute to that, i.e., the exciton-exciton elastic collisions, their scattering with the lattice, and their radiative lifetime. The radiative lifetime of the orthoexcitons in the $`1s`$ state $`\tau _o^{1s}`$ is $`10^5`$s and that of the paraexcitons $`\tau _p^{1s}`$ is $`10^3`$s. The radiative lifetime in the $`2p`$ state $`\tau _i^{2p}`$ is smaller by a factor of $`(k_\gamma a_B^{2p})^2`$, since the transition is dipole allowed, where $`k_\gamma `$ is the wavevector of the emitted photon. Since $`k_\gamma =E_g/\mathrm{}c`$, where $`E_g2.17`$ eV is the gap energy, $`k_\gamma 10^3`$ Å<sup>-1</sup>. Therefore $`\tau _o^{2p}10^8`$ s, while $`\tau _p^{2p}10^6`$ s. The exciton-phonon scattering time is on the order of $`10^9`$s . Finally for a density as high as $`10^{18}`$ cm<sup>-3</sup>, the exciton-exciton scattering time is on the order of 10<sup>-11</sup>s , which turns out to be the shortest possible timescale, giving an energy broadening of less than 0.1 meV. We now analyze the results shown in Fig. 1. To produce these graphs, we made use of the results of Ref. , that $`a_{11}=2.1a_B^{1s}`$ for paraexcitons, and assumed that $`a_{11}=10`$ Å. For the value of $`a_{12}`$ very little is known and for this reason we have considered both the case of positive (left column in Fig. 1), as well as negative (right column in Fig. 1) values. The ratio $`\|a_{12}/a_{11}\|`$ is expected to be larger than 1, since $`a_B^{2p}=44`$ Å, which is much larger than $`a_B^{1s}5`$ Å. We made the conservative choice $`\|a_{12}/a_{11}\|=2`$, although this ratio could be larger. We also considered a temperature of 10 K for the exciton gas in all the cases, and we varied the density from $`10^{16}`$ cm<sup>-3</sup> to $`5\times 10^{18}`$ cm<sup>-3</sup>. With these values $`k_BT1`$ meV, while $`\|nU_{12}\|`$ is $`10^2`$ meV for $`n=10^{16}`$ cm<sup>-3</sup>, and $`5`$ meV for $`n=5\times 10^{18}`$ cm<sup>-3</sup>. Figures 1(a+) and (a–) show a completely classical gas, and since $`nU_{12}k_BT`$, the system behaves like an ideal gas. In Figs. 1(b+) and (b–) the excitons are essentially on the phase boundary for condensation and since $`nU_{12}k_BT`$, the system is in the “mixed” state where both collective and single-particle-like behaviours show up. Figure 1(b–) shows these two distinct types of excitation, while Fig. 1(b+) does not, because the collective mode is buried inside the continuum. In Figs. 1(c+) and (c–) the excitons are in the condensed phase with $`N_C/N0.48`$. This is the source of the sudden appearance of the peak in Fig. 1(c+). In Fig. 1(c–) in addition to the two peaks, there is a contribution from the continuum that is hardly visible. Finally in Figs. 1(d+) and (d–) $`N_C/N0.79`$, and since $`nU_{12}`$ is about $`5k_BT`$, the spectrum is dominated by the collective behaviour, as the two peaks indicate. However, we remark that the Hartree-Fock approximation does not capture effects due to condensate fluctuations which may be relevant in the regime $`nU_{12}k_BT`$. Let us now examine the possible experiment which could be performed in order for these effects to be explored. The energy of the absorbed radiation would have to be in the infrared, with an energy of order $`\mathrm{\Delta }E55`$ meV. The corresponding wavelength is about 20 $`\mu `$m, and it is comparable to the size of the cloud. Free-electron lasers provide tunable radiation in this regime. It is important to mention that at such low energies the crystal is transparent and the absorption of radiation due to the process we study should be the dominant mechanism. Our analysis requires that the infrared pulse should be sufficiently long, so that its energy spread is much less than the energy width of the structures shown in Fig. 1. An advantage of the method we suggest is that it provides an independent method of probing the kinetic energy distribution of excitons. The difference between the uppermost graphs in Fig. 1 and the lowest is pronounced, and one should be able to distinguish clearly the degree of degeneracy of the excitons. In addition, this method does not depend on the strength of the phonon-assisted recombination line of paraexcitons, which is very weak, and since it is close to other much stronger lines, observing this line is very hard . In conclusion, we have demonstrated that the absorption spectrum of electromagnetic radiation which induces transitions of the excitons from the $`1s`$ to the $`2p`$ state is strongly affected by the quantum degeneracy of the exciton gas and by many-body effects. We have thus concluded that the absorption spectrum can provide a powerful tool for resolving recent experimental contradictory results on excitons in Cu<sub>2</sub>O, and in quantum wells. We are grateful to Chris Pethick and Andy Jackson for many useful discussions, and for their crucial input. K.J. thanks the hospitality of The Erwing Schrödinger International Institute for Mathematical Physics (Vienna). G.M.K. was supported by the European Commission, TMR program, contract No. ERBFMBICT 983142. G.M.K. would like to thank the Foundation of Research and Technology, Hellas (FORTH) for its hospitality.
warning/0006/hep-th0006139.html	ar5iv	text	# 1 Introduction ## 1 Introduction With the discovery of string dualities it became clear that extended objects (branes) are built into any string theory. In the form of D-branes they first served as tools in addressing conceptual questions of string theory (e.g. dualities, black hole entropy, holography). An interesting property of D-branes is that they provide a natural picture for having some fields (typically gauge fields) being confined to a hypersurface in space whereas others (typically gravitational fields) can propagate in all directions. This property makes contact to an early suggestion that the matter in our universe is confined to live on a 3+1 dimensional hypersurface of a higher dimensional universe. In the simplest case the geometry is such that the higher dimensional space is a direct product of our 3+1 dimensional universe with some additional internal space. This picture was generalized to warped compactifications , where the 3+1 dimensional metric depends on the position of the brane in the higher dimensional space. The authors of constructed a model where this dependence is exponential. They were led to the conjecture that a natural explanation for the large hierarchy between the electroweak scale and the Planck scale was found. But even without solving the hierarchy problem warped compactifications open up interesting possibilities, like localizing gravity on the brane with an infinitely large extra dimension . Apart from the hierarchy problem it has been also tried to solve the cosmological constant problem<sup>1</sup><sup>1</sup>1For reviews of the cosmological constant problem see . within the brane world scenario . The basic new ingredient is that there is a scalar living in the bulk with coupling to the brane. Naively one then hopes that the well-known fine-tuning of the parameters of the theory required in order to ensure a vanishing cosmological constant is replaced by the adjustement of the zero mode of this additional scalar. However, these models typically have singularities being located within a finite distance from the brane. Problems arising due to the singularities have for example been pointed out in (this and other aspects of these models have been also the subject of Refs. ). In our note we observed that the singularities can be given a physical interpretation in the presence of additional source terms. Then the curvature singularity just reflects the fact that we are considering the limit in which the sources (or branes) at the singularities have no finite extension into the transverse direction (this is similar to black hole singularities appearing due to the point like nature of the source). With these additional sources, however, a fine-tuning is needed to obtain a vanishing cosmological constant for the effective four dimensional theory. Irrespective of this problem, it has been stressed in that for a very particular choice of parameters (namely vanishing bulk scalar potential and particular form and value of the scalar-brane coupling) there exist isolated flat solutions, i.e. there seems to be no smooth deformation connecting zero cosmological constant to a non-vanishing value. In the present paper we are going to elaborate on brane world models as a framework to find solutions of the cosmological constant problem. In particular we want to clarify the following points: * the vanishing of the cosmological constant requires a consistency condition for the brane-world setup which is especially crucial in the presence of singularities (this has been sometimes overlooked in the literature); * known mechanisms to fullfill this consitency condition require a fine tuning of parameters of the model, comparable to the usual fine tuning of the cosmological constant. The so-called self tuning solution of the cosmological constant problem is therefore at best a scenario where this problem has been rephrased. The real solution of the problem would have to explain the fine tuning that is necessary for the consistency condition mention above. The paper is organized as follows. In the next section we specify the general setup and recall consistency conditions on warped compactifications. In section three we generalize the points made in . We show in various examples (flat and curved branes) that one can make solutions with singularities consistent by adding additional branes to the model. To achieve a definite value for the cosmological constant (e.g. zero) a fine-tuning is needed. Section four is devoted to a careful investigation of the isolated flat solution mentioned above, for which we find that introducing a non trivial bulk potential for the scalar field necessarily results in a non zero cosmological constant. In the fifth section we discuss the relation of the classical solutions of the brane-bulk system to the physical quantum world. Finally the last section is devoted to a summary and outlook. ## 2 General Setup To study thoroughly the structure of vacuum solutions in the brane worlds it is useful to consider an ansatz corresponding to maximally symmetric 4d foliations, which beyond the Minkowski space include de Sitter and anti-de Sitter 4d space-times. The simplest nontrivial setup corresponds to just a single transverse coordinate. The line element is $$ds^2=e^{2A\left(x^5\right)}\stackrel{~}{g}_{\mu \nu }dx^\mu dx^\nu +\left(dx^5\right)^2$$ (1) with $`\stackrel{~}{g}_{\mu \nu }=\overline{g}_{\mu \nu }+h_{\mu \nu }`$ where the background metric corresponds to one of the 4d maximally symmetric spaces: $`\overline{g}_{\mu \nu }=diag(1,+1,+1,+1)`$ (Minkowski metric); $`diag(1,e^{2\sqrt{\overline{\mathrm{\Lambda }}}t},e^{2\sqrt{\overline{\mathrm{\Lambda }}}t},e^{2\sqrt{\overline{\mathrm{\Lambda }}}t})`$ ($`dS_4`$ background with $`\overline{\mathrm{\Lambda }}>0`$); $`diag(e^{2\sqrt{\overline{\mathrm{\Lambda }}}x^3},e^{2\sqrt{\overline{\mathrm{\Lambda }}}x^3},e^{2\sqrt{\overline{\mathrm{\Lambda }}}x^3},1)`$ ($`AdS_4`$ background, $`\overline{\mathrm{\Lambda }}<0`$). With $`h_{\mu \nu }`$ we denote a small fluctuation around the background metric. The sources for such configurations are assumed to be located on a number of four dimensional branes, one of which represents the observable gauge sector. It is important to note that although the observable gauge interactions are strictly confined to the 3-brane, the gravity and moduli fields permeate the whole space, effectively connecting the walls in a nontrivial way. This implies that every particle localized on the wall feels sources of gravitational forces which are located all over the bulk. In some cases the influence of the remote sources will be suppressed, like in the case of the exponentially falling off graviton wave function in ref. , which would effectively restrict the relevant gravitational sources to the thin layer around the brane, but sometimes the suppression would be so mild, that the influence of the whole bulk contribution will be highly relevant. Thus in any case, even though the gauge forces are restricted to the branes, the gravitational sector has to be completely integrated out when going to the effective four dimensional theory. In particular, this implies that when one computes the effective four dimensional energy density, or four dimensional vacuum pressure, one has to integrate over the whole causally accessible portion of the transverse space. Let us analyze the relation between 4d and 5d physics in some detail. The 5d action we consider is (we follow the conventions of Ref. for the normalization of the Einstein term and of the scalar kinetic term) $$S_5=d^5x\sqrt{G}\left(R\frac{4}{3}\left(\varphi \right)^2V\left(\varphi \right)\right)+_{M_i}d^5x\sqrt{g}\left(f_i\left(\varphi \right)\delta \left(x^5x_i^5\right)\right)$$ (2) where $`V(\varphi )`$ is the bulk scalar potential, $`f_i(\varphi )`$ are brane contributions to the Lagrangian, the index $`i`$ counts the branes, and $`g_{\mu \nu }`$ is the induced metric on the branes. The corresponding Einstein equations are $$\sqrt{G}\left(E_{MN}\frac{1}{2}T_{MN}\right)=0,$$ (3) where $`E_{MN}=R_{MN}\frac{1}{2}G_{MN}R`$ is the Einstein tensor and $$T_{MN}=\frac{8}{3}_M\varphi _N\varphi \frac{4}{3}(\varphi )^2G_{MN}V(\varphi )G_{MN}f_i\delta \left(x^5x_i^5\right)g_{\mu \nu }\delta _M^\mu \delta _N^\nu $$ (4) is the energy-momentum tensor. The dilaton equation of motion is $$\frac{V}{\varphi }\sqrt{G}\sqrt{g}\delta \left(x^5x_i^5\right)\frac{f_i}{\varphi }+\frac{8}{3}_M\left(\sqrt{G}G^{MN}_N\varphi \right)=0,$$ (5) where $`M,N=1,\mathrm{},5`$ and $`\mu ,\nu =1,\mathrm{},4`$. Although we do not consider fluctuations of $`G_{55}`$ that would correspond in four dimensions to the modulus associated with the length of the fifth dimension and put here $`G_{55}=1`$, we shall comment on the stability of the fifth dimension in the case of static solutions at the end of the paper. With the choice $`\overline{g}_{\mu \nu }=\eta _{\mu \nu }`$, the ansatz (1) naively implies that the 4d cosmological constant should vanish. As explained in this is the case if the ansatz solves Einstein equations globally, i.e. everywhere in 5d space-time. If however there happens to be singularities, for instance at points where $`e^{A(x^5)}=0`$, then one needs to ‘repair’ the system at such points in order to achieve truly flat 4d background. This issue shall be discussed later on. In the presence of the general sources the warp factor, hence also the curvature scalar, as well as the bulk scalar $`\varphi `$ do assume some nontrivial and $`y`$-dependent vacuum configuration. To identify 4d gravity and the strenght of its coupling to matter one needs to split the action (2) into vacuum part, and fluctuations around it. The vacuum part is read off from the 5d action upon substituting solutions of the equations of motion for the warp factor and for the scalar. This vacuum Lagrangian is $$L_5=𝑑ye^{4A(x^5)}\left(\frac{2}{3}V\left(\varphi \right)+\frac{1}{3}f_i\delta \left(x^5x_i^5\right)\right),$$ (6) where $`\mathrm{}`$ indicates that the classical background value of the corresponding field is taken. It is immediate to see that the lowest terms in $`h_{\mu \nu }`$ of the expansion of the action (2) around the vacuum are $$S_5=d^5x\sqrt{\stackrel{~}{g}}M^3e^{2A(x^5)}\stackrel{~}{R}+\mathrm{}$$ (7) where $`\stackrel{~}{R}`$ denotes the curvature built out of $`\stackrel{~}{g}_{\mu \nu }`$. From (7) one can identify the 4d Planck scale $`M_{Pl}^2=M^3𝑑ye^{2<A(x^5)>}`$. To obtain the effective four dimensional action $`S_4`$ for gravity one needs to integrate over the fifth coordinate. The model is consistent if $`\stackrel{~}{g}_{\mu \nu }`$ from our ansatz (1) minimizes $`S_4`$. Thus the effective four dimensional action reads $$S_4=M_{Pl}^2d^4x\sqrt{\stackrel{~}{g}}\left(\stackrel{~}{R}\lambda \right),$$ (8) where the cosmological constant $`\lambda =6\overline{\mathrm{\Lambda }}`$. Finally we arrive at a consistency condition by the requirement that the on-shell values of $`S_5`$ and $`S_4`$ should be equal<sup>2</sup><sup>2</sup>2Note that for $`\overline{\mathrm{\Lambda }}=0`$ this is just the condition of vanishing vacuum energy imposed in . $$L_5=M_{Pl}^2\left(\stackrel{~}{R}\lambda \right)=6\overline{\mathrm{\Lambda }}M_{Pl}^2.$$ (9) A breakdown of this condition would signal that Einstein equations are not satisfied everywhere in space-time. It is interesting to note that Eq. (9) can be rewritten $$\frac{1}{3}𝑑x^5e^{4<A>}T_0^0+T_5^5=6\overline{\mathrm{\Lambda }}M_{Pl}^2.$$ (10) In the case of a Poincaré-invariant background, the vanishing of the 4d cosmological constant is therefore equivalent to a constraint on the 5d energy-momentum tensor, namely the integral on the left-hand side of (10) should vanish. This constraint is a variant of the condition $`𝑑x^5e^{<A>}T_0^0\frac{1}{2}T_5^5=0`$ derived in Ref. , and it has the same origin: the combination $`e^{4<A>}T_0^0+T_5^5`$ is constrained by Einstein equations to be a total derivative, therefore its integral over a compact interval should vanish. However, while $`𝑑x^5e^{<A>}T_0^0\frac{1}{2}T_5^5=0`$ also holds for a $`dS_4`$ or $`AdS_4`$ background, the condition $`𝑑x^5e^{4<A>}T_0^0+T_5^5=0`$ is more specific for Poincaré invariance. To see how Eq. (10) (with $`\overline{\mathrm{\Lambda }}=0`$) relates the vanishing of the 4d cosmological constant to the consistency of the 5d Einstein equations, let us note that in the Randall-Sundrum model $`r_c𝑑x^5e^{4<A>}T_0^0+T_5^5=(e^{4\pi kr_c}1)\mathrm{\Lambda }/ke^{4\pi kr_c}V_{obs}V_{hid}`$ ; therefore, the above constraint is automatically satisfied once the fine-tuning needed to achieve a Poincaré-invariant solution in four dimensions (namely $`V_{hid}=V_{obs}=\mathrm{\Lambda }/k`$) is imposed. A similar cancellation is expected to appear in the approach put forward in Ref. . ## 3 Vacuum configurations with singularities and fine-tuning In this section, we consider various vacuum configurations leading to singular warped compactifications, and show that in this case Einstein equations are not globally satisfied (condition (10) is not fulfilled), leading to an inconsistency of the solution. This implies in particular that the recently proposed “self-tuning” mechanism of the cosmological constant does not work as it stands, and hides a fine-tuning at the singularity. Let us first recall what is generally understood under “self-tuning of the cosmological constant” in brane-world models. It is the property that solutions of the five-dimensional Einstein equations preserving Poincaré invariance on the brane can be found for a wide range of values of the brane tension, i.e. independently of the brane contribution to the effective cosmological constant. This behaviour, first identified in Ref. and , has been shown to be generic in models where a single brane is coupled to gravity and a scalar field . Indeed, plugging the ansatz $$ds^2=e^{2A(x^5)}\eta _{\mu \nu }dx^\mu dx^\nu +\left(dx^5\right)^2$$ (11) into the equations of motion (3) and (5) (which are now written for a single brane located at $`x^5=0`$), one generally finds solutions without imposing any relation among the parameters of the Lagrangian. In particular, the brane tension $`f(\varphi )`$ \- which contains the contribution of the fields living on the brane (the SM fields) to the four-dimensional cosmological constant - needs not be fine-tuned and may vary over a wide range of values. However, these solutions either do not localize gravity on the brane (the graviton zero mode is not a normalizable bound state, or equivalently the four-dimensional Planck mass diverges) or they have curvature singularities at finite proper distance<sup>3</sup><sup>3</sup>3The authors of Ref. have shown that in this class of models, the only solutions that localize gravity with an infinitely large extra dimension involve a fine-tuning between bulk and brane parameters, like in the Randall-Sundrum model.. At these singularities, the warp factor vanishes \- implying that the four-dimensional metric degenerates, $`G_{\mu \nu }0`$ \- and the curvature scalar diverges, signaling a breakdown of Einstein gravity. In the absence of any mechanism that would smooth these singularities, one assumes that their effect is simply to cut off the fifth dimension, effectively compactifying it to a finite interval and ensuring localization of gravity on the brane. However, due to the presence of singularities the consistency condition (10) is not satisfied, which indicates that the ansatz (11) does not solve the equations of motion on the whole interval. This can be seen in explicit examples by the fact that the effective four-dimensional cosmological constant, Eq. (9), $$\lambda M_{Pl}^2=\frac{2}{3}dx^5e^{4A}V(\varphi )\frac{1}{3}e^{4A}f(\varphi )\|_{x^5=0}$$ (12) does not vanish, in spite of the Poincaré invariance of the geometry on the brane. Thus, in order for the solution to make sense, the (unknown) microphysics that resolves the singularity has to contribute to $`\lambda `$ in such a way that it exactly cancels the brane and bulk contributions. This non-trivial statement ruins the apparent self-tuning behaviour of the solution: the traditional fine-tuning problem of the cosmological constant has simply been shifted into an unknown sector of the model. Of course one cannot exclude that an adjustement mechanism, possibly involving some new light degrees of freedom , may restore the self-tuning; but a concrete realization of this idea is still missing. In order to make the problem explicit, one can parametrize the contribution of the unknown physics at the singularity by adding delta source terms in the energy-momentum tensor, $`T_{MN}=_sf_s(\varphi )\delta (x^5x_s)g_{\mu \nu }\delta _M^\mu \delta _N^\nu +\mathrm{}`$, where $`x_s`$ denotes the position of a singularity. The necessity of adjusting precisely these terms for each particular solution (for each value of the brane tension) spoils the self-tuning. Indeed, in addition to the boundary conditions at the brane, the solution has to satisfy, at each singularity $`x_s`$, the following two constraints: $`e^{4A(x_s)}\left[\varphi ^{}(x_s+0)\varphi ^{}(x_s0)\right]`$ $`=`$ $`{\displaystyle \frac{3}{8}}e^{4A(x_s)}{\displaystyle \frac{f_s}{\varphi }}[\varphi (x_s)],`$ (13) $`e^{6A(x_s)}\left[A^{}(x_s+0)A^{}(x_s0)\right]`$ $`=`$ $`{\displaystyle \frac{1}{6}}e^{6A(x_s)}f_s[\varphi (x_s)].`$ (14) The fine-tuning implied by Eq. (13) and (14) guarantees that the consistency condition (10) is fulfilled and, as a consequence, that the 4d cosmological constant vanishes. In Ref. , this point was illustrated in the case of a vanishing bulk scalar potential, $`V(\varphi )=0`$, addressed in Ref. and . In this section, we would like to discuss another example and to show that the requirement of having a global solution of the five-dimensional equations of motion in the presence of curvature singularities imposes a fine-tuning for more general ansätze than the (four-dimensional) Poincaré-invariant background (11). Let us first consider the case of a flat brane located at $`x^5=0`$, i.e. we take the Poincaré-invariant ansatz (11). In order to illustrate our point, we choose examples of bulk scalar potentials for which one can obtain a simple analytical expression for the solution of the equations of motion. The simplest case corresponds to a vanishing bulk potential and has been addressed in Ref. . Let us repeat shortly the discussion here. The solution of the bulk equations reads $$\varphi \left(x^5\right)=\{\begin{array}{cc}\frac{3}{4}ϵ_1\mathrm{log}\left\|\frac{4}{3}x^5+c_1\right\|+d_1,\hfill & x^5<0\hfill \\ \frac{3}{4}ϵ_2\mathrm{log}\left\|\frac{4}{3}x^5+c_2\right\|+d_2,\hfill & x^5>0\hfill \end{array},$$ (15) $$A^{}\left(x^5\right)=\{\begin{array}{cc}\frac{1}{3}ϵ_1\varphi ^{}\left(x^5\right),\hfill & x^5<0\hfill \\ \frac{1}{3}ϵ_2\varphi ^{}\left(x^5\right),\hfill & x^5>0\hfill \end{array},$$ (16) where $`ϵ_{1,2}=\pm 1`$ and $`c_1`$, $`c_2`$, $`d_1`$ and $`d_2`$ are integration constants. The boundary conditions on the brane determine three of them in terms of the fourth one and of the parameters in the Lagrangian; this means in particular that there are solutions for a wide range of values of the brane tension and of the scalar coupling to the brane. The $`x^5`$-dependence of the warp factor ($`e^{2A(x^5)}\|\frac{4}{3}x^5+c_i\|^{1/2}`$) does not allow for a localization of gravity on the brane with an infinite extra dimension; therefore, the only phenomenologically acceptable solutions are the ones that have singularities on both axes $`x^5<0`$ and $`x^5>0`$, effectively compactifying the fifth dimension to a finite interval. In practice this means that we must choose $`c_1>0`$ and $`c_2<0`$; the singularities are then located at $`x_{}=\frac{3}{4}c_1`$ and $`x_+=\frac{3}{4}c_2`$. Following Ref. , we truncate the solution at the singularities, i.e. we set $`\|x^5x_{}\|=0`$ for $`x^5<x_{}`$ and $`\|x^5x_+\|=0`$ for $`x^5>x+`$. As explained above, (15) and (16) do not solve the equations of motion on the closed interval $`[x_{},x_+]`$. This is reflected in the fact that, as can be immediately seen from Eq. (12), the effective four-dimensional cosmological constant does not vanish, unless the brane tension itself vanishes. A simple way to cure this inconsistency is to “resolve” the singularities by adding the following source terms to the action (2): $$d^4x\sqrt{g}f_{}(\varphi )\|{}_{x^5=x_{}}{}^{}d^4x\sqrt{g}f_+(\varphi )\|{}_{x^5=x_+}{}^{}.$$ (17) The matching conditions (13) and (14) then amounts to a fine-tuning of the source terms at the singularities. Assuming for example exponential couplings for $`\varphi `$ as in , $`f(\varphi )=e^{b\varphi }T`$, $`f_{}(\varphi )=e^{b_{}\varphi }T_{}`$ and $`f_+(\varphi )=e^{b_+\varphi }T_+`$, one obtains $$\begin{array}{ccc}b_{}=\frac{4}{3},\hfill & & T_{}=2e^{+\frac{4}{3}d_1},\hfill \\ b_+=+\frac{4}{3},\hfill & & T_+=2e^{\frac{4}{3}d_2},\hfill \end{array}$$ (18) and $`ϵ_1=ϵ_2=+1`$ for $`\|b\|<\frac{4}{3}`$ (solution (I) of Ref. ), and $$\begin{array}{ccc}b_{}=b_+=\frac{4}{3},\hfill & & T_{}=T_+=\frac{T}{2},\hfill \end{array}$$ (19) and $`ϵ_1=ϵ_2=+1`$ for $`\|b\|=\frac{4}{3}`$ (case considered in Ref. and solution (II) of Ref. ). Note that since in the case $`\|b\|=\frac{4}{3}`$ the solution is symmetric under $`x^5x^5`$, it is possible to identify the two singularities and to treat $`x^5`$ as a periodic coordinate (this amounts to continue periodically the solution beyond the singularities instead of “truncating” it as we did above). Then one needs to add a single energy source at $`x_sx_{}=x_+`$, $`d^4x\sqrt{g}e^{b_s\varphi }T_s\|_{x^5=x_s}`$ with $`b_s=\frac{4}{3}`$ and $`T_s=T`$. The second explicit example we would like to discuss corresponds to a constant bulk scalar potential, i.e. a nonvanishing bulk cosmological constant, $`V(\varphi )=\mathrm{\Lambda }_B`$. For the sake of simplicity, we focus on the case $`\mathrm{\Lambda }_B<0`$ and consider only $`Z_2`$-symmetric solutions; when convenient we shall work on the half line $`x^50`$. The solution of the bulk equations reads $$e^{4A(x^5)}=e^{4A(0)}\left[\mathrm{cosh}(\omega \|x^5\|)+r\mathrm{sinh}(\omega \|x^5\|)\right],$$ (20) $$\varphi ^{}(x^5)=ce^{4[A(x^5)A(0)]}\varphi (x^5)=c_0^{x^5}𝑑ye^{4[A(y)A(0)]}+d,$$ (21) $$c^2=\frac{9}{16}\omega ^2\left[r^21\right],$$ (22) where $`\omega \sqrt{\frac{4}{3}\mathrm{\Lambda }_B}`$. Note that the last equation requires $`\|r\|1`$. The boundary conditions on the brane give the following two relations $$f[\varphi (0)]=3\omega r,\frac{f}{\varphi }[\varphi (0)]=\frac{16}{3}c.$$ (23) Plugging (23) into (22), one obtains a relation between $`f[\varphi (0)]`$, $`\frac{f}{\varphi }[\varphi (0)]`$ and $`\mathrm{\Lambda }_B`$. Given $`f(\varphi )`$ and $`\mathrm{\Lambda }_B`$, it is generally possible to find a value of $`d\varphi (0)`$ which satisfies this constraint for a wide range of values of the brane tension $`f[\varphi (0)]`$; Eq. (23) then determines the other two integration constants $`r`$ and $`c`$. For instance, if $`\varphi `$ has only exponential couplings, $`f(\varphi )=e^{b\varphi }T`$, $`\varphi (0)`$ is determined to be $`\varphi (0)=\frac{1}{2b}\mathrm{ln}\left[16\omega ^2/T^2(\frac{16}{9}b^2)\right]`$ (note the restriction on the parameter $`b`$, $`\|b\|<\frac{4}{3}`$). Therefore, this solution has a self-tuning behaviour; however, it localizes gravity on the brane only if $`r1`$. In the case $`r<1`$, there is a singularity at finite proper distance, located at $$x_s=\frac{1}{\omega }\text{Arctanh}\left(\frac{1}{r}\right)$$ (24) (together with its twin singularity at $`x^5=x_s`$), and the solution can be rewritten $$e^{4A(x^5)}=e^{4A(0)}\frac{\mathrm{sinh}\left[\omega (x_s\|x^5\|)\right]}{\mathrm{sinh}(\omega x_s)},$$ (25) $$\varphi (x^5)=\frac{3}{4}ϵ\mathrm{log}\left(\frac{\mathrm{tanh}\left[\frac{\omega }{2}(x_s\|x^5\|)\right]}{\mathrm{tanh}\left(\frac{\omega x_s}{2}\right)}\right)+d,$$ (26) where $`ϵ=\text{sign}\left(\frac{f}{\varphi }[\varphi (0)]\right)`$. In the case $`r=1`$, the solution becomes $`e^{4A(x^5)}=e^{4A(0)}e^{\omega \|x^5\|}`$ and the singularity is pushed to infinity. This limit corresponds to a constant $`\varphi `$ background (i.e. $`\varphi (x^5)=\text{cst}`$, as implied by Eq. (22)), and Eq. (23) amounts to a fine-tuning between the bulk cosmological constant $`\mathrm{\Lambda }_B`$ and the brane tension $`V_0f[\varphi (0)]`$, namely $`V_0=3\omega `$. It is interesting to note that this fine-tuning is precisely the one appearing in the Randall-Sundrum model (here the configuration would be the one considered in Ref. , in which the second brane is pushed to infinity; note that our notations correspond to setting $`2M=1`$ in the formula of Randall and Sundrum). This difference of behaviour of the two solutions (fine-tuning versus self-tuning) is already striking, given the fact that the fine-tuned solution can be obtained from the “self-tuning” solution by taking the limit $`x_s\mathrm{}`$. If one now computes the effective four-dimensional cosmological constant, one finds, using (12), $$\lambda M_{Pl}^2=\frac{e^{4A(0)}\omega }{\mathrm{sinh}(\omega x_s)}.$$ (27) Thus, in the case $`r<1`$ (“self-tuning” solution with a singularity at finite proper distance), there is only a partial cancellation between the bulk and the brane contributions to the 4d cosmological constant, while in the case $`r=1`$ (fine-tuned solution with a singularity at infinity) $`\mathrm{sinh}(\omega x_s)=\mathrm{}`$ and therefore $`\lambda =0`$. This resolves the apparent paradox noted above: the “self-tuning” solution is incomplete, i.e. an additional source has to be added at the singularity in order for the equations of motion to be globally satisfied. Specifically, adding $`d^4x\sqrt{g}e^{b_s\varphi }T_s\|_{x^5=x_s}`$ to the action, one finds that a fine-tuning of $`b_s`$ and $`T_s`$ is required, $$b_s=\frac{4}{3}ϵ,T_s=\frac{3}{2}\frac{\omega e^{b_sd}}{\mathrm{tanh}\left(\frac{\omega x_s}{2}\right)}.$$ (28) The contribution of the singularity to the 4d cosmological constant then exactly cancels (27), as expected. In the limit $`x_s\mathrm{}`$, this contribution vanishes. Another way to understand the necessity of adding an energy source at the singularity is to consider a slightly different set-up, in which a second “end of the world” brane is placed at a position $`x^5=L<x_s`$. Then Eq. (23) must be supplemented with a set of new boundary conditions at $`x^5=L`$, $`f_L[\varphi (L)]`$ $`=`$ $`3\omega \mathrm{coth}\left[\omega (x_sL)\right],`$ (29) $`{\displaystyle \frac{f_L}{\varphi }}[\varphi (L)]`$ $`=`$ $`{\displaystyle \frac{16}{3}}c{\displaystyle \frac{\mathrm{sinh}(\omega x_s)}{\mathrm{sinh}\left[\omega (x_sL)\right]}}.`$ (30) Since the integration constants $`d`$, $`r`$ (hence $`x_s`$) and $`c`$ are determined by the boundary conditions at $`x^5=0`$, Eq. (29) and (30) imply a fine-tuning of $`f_L(\varphi )`$, which at the same time fixes the inter-brane distance $`L`$, in the same way as in Ref. . More specifically, for an exponential coupling of the bulk scalar field $`f_L(\varphi )=e^{b_L\varphi }T_L`$, Eq. (29) and (30) yield $$b_L=\frac{4}{3}ϵ\mathrm{cosh}^1\left[\omega (x_sL)\right],$$ (31) $$T_L=3\omega e^{b_Ld}\mathrm{coth}\left[\omega (x_sL)\right]\left(\frac{\mathrm{tanh}\left[\frac{\omega }{2}(x_sL)\right]}{\mathrm{tanh}\left(\frac{\omega x_s}{2}\right)}\right)^{\mathrm{cosh}^1\left[\omega (x_sL)\right]}.$$ (32) Thus, for a given value of $`b_L`$ (resp. $`T_L`$), Eq. (31) (resp. Eq. (32)) determines the inter-brane distance $`L`$, while Eq. (32) (resp. Eq. (31)) tells us that the brane vacuum energy $`T_L`$ (resp. the scalar coupling $`b_L`$) must be fine-tuned. Conversely, for a fixed value of $`L`$, both $`b_L`$ and $`T_L`$ must be fine-tuned. If one now sends the second brane to the singularity, $`Lx_s`$, one finds exactly $`b_Lb_s`$ and $`T_LT_s`$: the “self-tuning” single-brane set-up is nothing but the (singular) limit of a fine-tuned two-brane system, in which the second brane hides at the singularity<sup>4</sup><sup>4</sup>4It is interesting to consider another limit, in which the singularity is pushed to infinity, while the second brane remains at a finite proper distance $`L`$ from the brane at the origin. Then one recovers again the Randall-Sundrum model (in the configuration of Ref. ), with the double fine-tuning $`V_0=V_L=3\omega `$, where $`V_Llim_{x_s\mathrm{}}f_L[\varphi (L)]`$.. Note that we could “screen” the singularities in the same way in the case of a vanishing scalar potential discussed previously, i.e. we could place two branes at $`x^5=L_{}>x_{}`$ and at $`x^5=L_+<x_+`$. Unlike what we have just found for a constant scalar potential, we would then conclude that the brane tensions and scalar couplings do not depend on the positions of the two additional branes, i.e. Eq. (18) (resp. Eq. (19) in the $`Z_2`$ symmetric case) hold for any inter-brane distances, and $`L_{}`$, $`L_+`$ are moduli. The statement that one recovers the “self-tuning” solution in the limit $`L_{}x_{}`$, $`L_+x_+`$ follows then trivially. We could go on discussing other examples with a more general bulk scalar potential; however, while the explicit form of the solutions would become more involved, the conclusions would remain the same. We would now like to show that the necessity of adding energy sources in order to ensure the consistency of a solution of Einstein equations with singularities is not a particularity of the ansatz (11). For this purpose, we come back to the case of a vanishing bulk scalar potential, in which curved solutions with maximal symmetry (de Sitter or anti-de Sitter) in four dimensions can be found . Our ansatz is $$ds^2=e^{2A(x^5)}\overline{g}_{\mu \nu }dx^\mu dx^\nu +\left(dx^5\right)^2$$ (33) where $`\overline{g}_{\mu \nu }`$ is the metric of a maximally symmetric $`3+1`$ dimensional space with a curvature constant $`\overline{\mathrm{\Lambda }}`$ (the explicit form of $`\overline{g}_{\mu \nu }`$ has been given at the beginning of Section 2). With this ansatz, the solution of the bulk equations of motion can be written in terms of a hypergeometric function $`F(z)_2F_1(\frac{1}{2},\frac{2}{3},\frac{5}{3},z)`$ $$\frac{1}{\gamma _i}e^{4A(x^5)}F\left(\frac{9\overline{\mathrm{\Lambda }}}{\gamma _i^2}e^{6A(x^5)}\right)=ϵ_i\left(\frac{4}{3}x^5+c_i\right),$$ (34) $$\varphi ^{}(x^5)=\gamma _ie^{4A(x^5)},$$ (35) where $`i=1,2`$ refer to $`x^5<0`$ and $`x^5>0`$ respectively, $`ϵ_{1,2}=\pm 1`$, $`c_1`$, $`c_2`$ are integration constants and $`\gamma _i=ϵ_iF\|_{x^5=0}/c_i`$ if we choose $`A(0)=0`$. The boundary conditions on the brane give the following two constraints, $$f[\varphi (0)]=2\left(\sqrt{\gamma _1^2+9\overline{\mathrm{\Lambda }}}+\sqrt{\gamma _2^2+9\overline{\mathrm{\Lambda }}}\right),\frac{f}{\varphi }[\varphi (0)]=\frac{8}{3}(\gamma _2\gamma _1).$$ (36) Thus, given $`f(\varphi )`$, one generally finds a continuous set of solutions corresponding to different values of $`\overline{\mathrm{\Lambda }}`$ (including a flat solution $`\overline{\mathrm{\Lambda }}=0`$). The authors of Ref. and have shown that for an exponential coupling of the scalar field to the brane, there is a particular value of the coupling which does not allow for any curved solution. Indeed, pluging $`f(\varphi )=e^{b\varphi }T`$ in the above constraints (36), one sees that only $`\overline{\mathrm{\Lambda }}=0`$ leads to a solution in the case $`b=\pm \frac{4}{3}`$, while any $`\overline{\mathrm{\Lambda }}`$ is allowed for $`\|b\|<\frac{4}{3}`$ (and any $`\overline{\mathrm{\Lambda }}<0`$ is allowed for $`\|b\|>\frac{4}{3}`$). Here we are interested in curved solutions, so we choose $`b\pm \frac{4}{3}`$ and consider $`\overline{\mathrm{\Lambda }}0`$. The solutions have singularities on both axes if we take $`c_1>0`$ and $`c_2<0`$, like in the $`\overline{\mathrm{\Lambda }}=0`$ case. The vacuum energy is given by Eq. (12) with an additional term $`12\overline{\mathrm{\Lambda }}M_{Pl}^2`$ on the RHS; assuming first that the singularities do not contribute, one finds $$\lambda M_{Pl}^2=\frac{2}{3}\left(\sqrt{\gamma _1^2+9\overline{\mathrm{\Lambda }}}+\sqrt{\gamma _2^2+9\overline{\mathrm{\Lambda }}}\right)+12\overline{\mathrm{\Lambda }}M_{Pl}^2,$$ (37) while the Planck mass is computed to be $$M_{Pl}^2=\frac{1}{9\overline{\mathrm{\Lambda }}}\left[\left(\sqrt{\gamma _1^2+9\overline{\mathrm{\Lambda }}}+\sqrt{\gamma _2^2+9\overline{\mathrm{\Lambda }}}\right)\left(\|\gamma _1\|+\|\gamma _2\|\right)\right].$$ (38) Since $`\overline{R}=12\overline{\mathrm{\Lambda }}`$, the four-dimensional Einstein equations require $`\lambda =6\overline{\mathrm{\Lambda }}`$. Clearly this is not the case here, which indicates an inconsistency of the solution. Adding now delta energy sources $`f_\pm (\varphi )`$ at the singularities, one obtains two new sets of two boundary conditions, $`e^{4A}f_\pm (\varphi )\|_{x^5=x_\pm }`$ $`=`$ $`2\|\gamma _{\|_1^2}\|,`$ (39) $`e^{4A}{\displaystyle \frac{f_\pm }{\varphi }}(\varphi )\|_{x^5=x_\pm }`$ $`=`$ $`{\displaystyle \frac{8}{3}}\gamma _{\|_1^2},`$ (40) where $`\gamma _{\|_1^2}=\gamma _1`$ for $`x^5=x_{}`$ and $`\gamma _2`$ for $`x^5=x_+`$. It is now straightforward, using Eq. (39), to check that the singularities give a contribution $`\frac{2}{3}\left(\|\gamma _1\|+\|\gamma _2\|\right)`$ to $`\lambda M_{Pl}^2`$, therefore ensuring $`\lambda =6\overline{\mathrm{\Lambda }}`$, as required by the 4d Einstein equations. Note that, like in the $`\overline{\mathrm{\Lambda }}=0`$ case, the boundary conditions at the singularities introduce a fine-tuning which is naively absent if one does not insist on the validity of Einstein equations at the singularities. Thus even curved solutions require a fine-tuning. ## 4 More on nearby curved solutions In the previous section we have seen that solutions whith singularities are not consistent unless one specifies the physics at the singularity. Our proposal was to interprete the corresponding curvature singularities as arising due to the presence of additional source terms. This proposal passed the consistency condition (9). The lesson we learned is that fine tuning on the parameters of sources at the singularities is needed. Therefore, these setups do not solve the cosmological constant problem. However, irrespective of the fine-tuning problem, they possess an additional property which makes them attractive in view of the cosmological constant problem: for the very specific choice of parameters (namely vanishing bulk potential and particular value of the scalar-brane coupling) discussed in and in solution (II) of , there are no nearby curved solutions . In the present section we are going to rederive that result in a simpler way, and afterwards we will explore what happens when one adds a bulk potential for the scalar field $`\varphi `$. The action considered in reads $$S=d^5x\sqrt{G}\left[R\frac{4}{3}\left(\varphi \right)^2\right]_{x^5=0}d^4x\sqrt{g}Te^{b\varphi }.$$ (41) In our previous notations (2), this corresponds to $`V(\varphi )=0`$ and $`f(\varphi )=Te^{b\varphi }`$. This is some version of five dimensional Jordan-Brans-Dicke (JBD) theory in the Einstein frame where the scalar $`\varphi `$ couples in a universal manner (as a conformal factor of the metric) to matter. However, all matter is confined to live on a 4d hypersurface located at $`x^5=0`$. The metric on this hypersurface is taken as the induced one. We define the JBD frame by performing a Weyl transformation such that $`\varphi `$ decouples from all matter. This is achieved by the field redefinition $`G_{MN}e^{b/2\varphi }G_{MN}`$. In the JBD frame the action reads, $$S=d^5x\sqrt{G}e^{\frac{3}{4}b\varphi }\left[R+\left(\frac{3}{4}b^2\frac{4}{3}\right)\left(\varphi \right)^2\right]_{x^5=0}d^4x\sqrt{g}T.$$ (42) Now, for $`b=\pm \frac{4}{3}`$ we observe that the $`\varphi `$ equation of motion results in the constraint $`R=0`$ and we see that this case is special. It corresponds exactly to the setup where only flat solutions exist . Now, we will re-derive this result in the JBD frame (42) where the calculation turns out to simplify substantially. This will allow us to study how the solution is affected by the presence of a bulk scalar potential. We should remark that in this section we understand that, in the spirit of the previous section, sources at singularities need to be added. However, in order to keep formulas short we do not write down those terms explicitly. Typically we are looking for solutions of the form ($`\mu ,\nu =1,\mathrm{},4`$) $$ds^2=e^{2A\left(x^5\right)}\overline{g}_{\mu \nu }\left(x^\mu \right)dx^\mu dx^\nu +\left(dx^5\right)^2,$$ (43) and $$\varphi =\varphi \left(x^5\right)$$ (44) (a non trivial 55 component of the metric which may appear after the Weyl transformation can be absorbed in a coordinate transformation). Further, we chose $`\overline{g}_{\mu \nu }`$ to be the metric of a maximally symmetric 3+1 dimensional space $$\overline{R}_{\mu \nu \kappa \lambda }=\overline{\mathrm{\Lambda }}\left(\overline{g}_{\mu \kappa }\overline{g}_{\nu \lambda }\overline{g}_{\mu \lambda }\overline{g}_{\nu \kappa }\right),$$ (45) where the bar indicates that the Riemann tensor is computed with respect to the metric $`\overline{g}_{\mu \nu }`$, whose explicit form was given in Section 2. The equations of motion derived from (42) for $`\|b\|=\frac{4}{3}`$ are (as in the previous sections, a prime denotes derivative with respect to $`x^5`$) $$3\overline{\mathrm{\Lambda }}e^{2A}+2A^{\prime \prime }+5A_{}^{}{}_{}{}^{2}=0$$ (46) $$6\overline{\mathrm{\Lambda }}e^{2A}+6A_{}^{}{}_{}{}^{2}\frac{4b}{\|b\|}A^{}\varphi ^{}=0$$ (47) $$3\overline{\mathrm{\Lambda }}e^{2A}+3A^{\prime \prime }+6A_{}^{}{}_{}{}^{2}3\frac{b}{\|b\|}A^{}\varphi ^{}\frac{b}{\|b\|}\varphi ^{\prime \prime }+\varphi _{}^{}{}_{}{}^{2}+\frac{1}{2}Te^{\frac{b}{\|b\|}\varphi }\delta \left(x^5\right)=0,$$ (48) where (46) is the $`\varphi `$ equation of motion, and (47), (48) are the 55, and $`\mu \nu `$ components of the Einstein equations, respectively. We are looking for solutions with continuous functions $`A`$ and $`\varphi `$. The advantage of the JBD frame is that the source term appears only in one of the equations (48). From (46) we see immediately that $`A^{}`$ must be continuous such that $`A^{\prime \prime }`$ is finite. With (47) follows that either $`\varphi ^{}`$ is also continuous or $`A^{}(0)=0`$. If $`\varphi ^{}`$ is continuous then (48) implies that $`T`$ has to vanish - a case in which we are not interested. Therefore we take $`A^{}(0)=0`$ which restricts the value of $`\overline{\mathrm{\Lambda }}`$ to vanish. So, without solving explicitly any differential equation we rederived that for $`\|b\|=\frac{4}{3}`$ there are no nearby curved solutions. Just for completeness we give the solution to the remaining equation (48). Solving in the bulk gives $$A(x^5)=const,\varphi =\frac{b}{\|b\|}\mathrm{log}\left\|\alpha _ix^5+\beta _i\right\|,$$ (49) where the index $`i=1,2`$ labels the case of $`x^5<0`$, $`x^5>0`$, respectively. Using the $`ZZ_2`$ symmetry of the modulus function we can without loss of generality restrict to the case that $`\alpha _i>0`$. Further, we want to have a finite 4d Planck mass, and this forces us to consider a solution with a singularity appearing for some value of $`x^5`$. Then continuity at zero leads to, $$\beta _1=\beta _2=\beta >0.$$ (50) The jump condition on the first derivative of $`\varphi `$ at zero finally restricts $$\alpha _1+\alpha _2=\frac{1}{2}T$$ (51) (for a symmetric solution this implies $`\alpha _1=\alpha _2=\frac{1}{4}T`$). Transforming back to the Einstein frame and performing an appropriate coordinate transformation in the fifth direction one finds easily that this is solution $`II`$ of , or equivalently the solution discussed in (i.e. one recovers Eq. (15) and (16) with $`ϵ_1=ϵ_2=\frac{b}{\|b\|}`$, $`c_1=c_2`$ and $`d_1=d_2`$). As a next step we want to investigate how stable the constraint $`\overline{\mathrm{\Lambda }}=0`$ is against deformations of the bulk Lagrangian. To this end, we will focus on the special case of adding an exponential bulk potential for the dilaton $`\varphi `$, insisting, however, on $`\|b\|=\frac{4}{3}`$ . (To some extent this mimics also the option of screening the singularities by additional branes - the additional bulk potential can be viewed as filling the space with a continuum of three-branes.) To be specific, we modify the action (42) as follows, $$S=d^5x\sqrt{G}\left[e^{\frac{3}{4}b\varphi }R\mathrm{\Lambda }e^{\left(a\frac{5}{4}b\right)\varphi }\right]_{x^5=0}d^4x\sqrt{g}T,$$ (52) which corresponds to adding a bulk potential $`V(\varphi )=\mathrm{\Lambda }e^{a\varphi }`$ in the original Einstein frame. The equations of motion with the ansatz (43) , (44) read $$3\overline{\mathrm{\Lambda }}e^{2A}+2A^{\prime \prime }+5A_{}^{}{}_{}{}^{2}+\frac{5b4a}{12b}\mathrm{\Lambda }e^{\left(a\frac{b}{2}\right)\varphi }=0$$ (53) $$6\overline{\mathrm{\Lambda }}e^{2A}+6A_{}^{}{}_{}{}^{2}\frac{4b}{\|b\|}A^{}\varphi ^{}+\frac{1}{2}\mathrm{\Lambda }e^{\left(a\frac{b}{2}\right)\varphi }=0$$ (54) $$3\overline{\mathrm{\Lambda }}e^{2A}+3A^{\prime \prime }+6A_{}^{}{}_{}{}^{2}3\frac{b}{\|b\|}A^{}\varphi ^{}\frac{b}{\|b\|}\varphi ^{\prime \prime }+\varphi _{}^{}{}_{}{}^{2}+\frac{1}{2}\mathrm{\Lambda }e^{\left(a\frac{b}{2}\right)\varphi }+\frac{1}{2}Te^{\frac{b}{\|b\|}\varphi }\delta \left(x^5\right)=0.$$ (55) Together with the requirement of having continuous functions $`A`$ and $`\varphi `$ the first equation (53) implies that $`A^{}`$ must be continuous as well. In order to allow for a non vanishing $`T`$ in the third equation (55) we need a jump in $`\varphi ^{}`$ at $`x^5=0`$. From the second equation (54) one sees that this is possible only for $$A^{}(0)=0,$$ (56) and that any solution has to satisfy the condition $$6\overline{\mathrm{\Lambda }}e^{2A(0)}=\frac{1}{2}\mathrm{\Lambda }e^{\left(a\frac{b}{2}\right)\varphi (0)}.$$ (57) This is quite a remarkable result. Insisting on $`\|b\|=\frac{4}{3}`$ but allowing for non-zero $`\mathrm{\Lambda }`$ we find that the effective 4d cosmological constant $`\overline{\mathrm{\Lambda }}`$ necessarily differs from zero. The situation is somewhat complementary to the case $`\|b\|<\frac{4}{3}`$. There nearby curved solutions exist even for vanishing $`\mathrm{\Lambda }`$ . On the other hand it is possible to have flat solutions for non-vanishing $`\mathrm{\Lambda }`$ (solution $`III`$ in and generalizations thereof ). To complete the discussion, we now solve the equations in the particular case where the warp factor is constant (which trivially satisfies the constraint $`A^{}(0)=0`$), and show that the corresponding solution gives the flat solution (49) in the limit $`\mathrm{\Lambda }0`$. Plugging $`A^{}(x^5)=0`$ into the equations (53) and (54), one finds that they can be solved only if $$a=\frac{b}{2}$$ (58) (conversely, if we choose the bulk scalar potential to satisfy (58), the equations of motion imply that $`A^{}(x^5)=0`$). Condition (57) then becomes $$\overline{\mathrm{\Lambda }}e^{2A(0)}=\frac{1}{12}\mathrm{\Lambda }.$$ (59) For $`\mathrm{\Lambda }<0`$ we find $$\varphi =\{\begin{array}{c}\frac{b}{\|b\|}\mathrm{log}\left\|\frac{\alpha _1\mathrm{sinh}\rho x^5}{\rho }+\beta \mathrm{cosh}\rho x^5\right\|x^5<0\hfill \\ \frac{b}{\|b\|}\mathrm{log}\left\|\frac{\alpha _2\mathrm{sinh}\rho x^5}{\rho }\beta \mathrm{cosh}\rho x^5\right\|x^5>0,\hfill \end{array}$$ (60) where $`\rho =\sqrt{\frac{\mathrm{\Lambda }}{4}}`$. In order to have singularities we chose $`\alpha _i,\beta >0`$. The function is continuous, and the jump conditions on the first derivatives leads to (51). For $`\mathrm{\Lambda }>0`$ we replace in (60) the hyperbolic functions by their trigonometric counterparts and $`\rho =\sqrt{\frac{\mathrm{\Lambda }}{4}}`$. The limit $`\mathrm{\Lambda }0`$ corresponds to $`\rho 0`$, and one easily rediscovers (49). ## 5 Further constraints on self-tuning models Up to now, we have discussed the self-tuning proposal at the level of an effective classical Lagrangian. We did not specify the relation of these classical models to a realistic quantum field theory. In particular, making such a relation one needs to specify the meaning of the brane tension in terms of the perturbative Lagrangian for matter fields, and any other, nonperturbative in 5d, pieces of the Lagrangian on the brane. Firstly, as we argue later on, there may be some primordial nonzero contribution to the tension on any wall, which is the remnant of the higher dimensional theory, and can be considered as nondynamical and nonperturbative in five dimensions. Such contributions do not even need to be a part of a supersymmetric sigma model on the brane, so they are not protected, or set to zero, by brane supersymmetry. Further, there is the matter Lagrangian which has perturbative couplings and which is modified by quantum corrections on the brane. This Lagrangian may be globally supersymmetric, or may just be the one of the usual Standard Model. There are basically two valid points of view on the place of the quantum corrections in the effective classical brane tension. One approach is based on the observation that there exist (fine-tuned) Poincare invariant solutions for a wide range of couplings of the bulk scalar to the wall. Then, even if each loop contribution on the brane comes with a different dependence on $`\varphi `$, the expectation value of the sum of them up to any arbitrarily choosen order of the perturbation theory can be identified with brane tension in our models and efficiently screened. This point of view is valid in the present paper up to the section 4, and we take in that part the brane tension to be $`e^{b\varphi }_{M_{(4)}}(<V_{eff}^{(0)\mathrm{}(n)}>+T_p)`$, where $`T_p`$ is the primordial brane tension. However, in such a situation the Poincare invariant solution is not the only one, there exist nearby curved solutions which give nonvanishing cosmological constant in 4d. In a more ambitious approach, one would demand, that there should be no nearby curved solutions. This, as shown in , requires a very careful choice of the the brane model and its coupling to the bulk scalar. There one has to assume that the classical brane tension is just the sum of some primordial tension and the vacuum value of the classical Lagrangian for fields living on the brane, and watch explicitly the quantum corrections to see whether the required form of the model does not get disturbed. To be more specific, we saw in the previous section that if we want to achieve certain uniqueness of Poincare invariant solutions, it is important to have a very particular value of $`b`$, like $`\|b\|=4/3`$ of the previous section. It has been argued in that it is possible to write down a model where quantum corrections respect the value of $`b`$ once it is set at tree-level. The associated stability of the Poincare invariant solution with respect to curved deformations is in fact the second part of the original self-tuning proposal. Hence it is instructive to take a closer look at the specific brane model assumed in . The action integral is $`d^5x\sqrt{G}(R\frac{4}{3}(\varphi )^2)+d^5x\sqrt{\overline{g}}\delta (x^5)L_b(H;\overline{g}_{\mu \nu })`$ where $`\overline{g}_{\mu \nu }=g_{\mu \nu }e^{\frac{b}{2}\varphi }`$, $`g_{\mu \nu }`$ is the induced metric on the brane and $`\|b\|=4/3`$. The special feature of this model is the coupling of the scalar field to the brane in its equation of motion $$\frac{8}{3}(\sqrt{G}\varphi ^{})^{}\frac{b}{4}\sqrt{g}\delta (x^5)\theta _\mu ^\mu =0$$ (61) where $`\theta _\mu ^\mu `$ is the trace of the brane energy momentum tensor, defined by $`\delta \left(d^4x\sqrt{g}L_b(H;g_{\mu \nu })\right)=\frac{1}{2}d^4x\sqrt{g}\theta _{\mu \nu }\delta g^{\mu \nu }`$. This includes contributions from the dynamical sector containing the SM fields, and that from any primordial brane tension $`T_p`$, $`(\theta _\mu ^\mu )_p=4T_pe^{b\varphi _0}`$. Let us note that if we were in four dimensions, the equation of motion for the scalar which couples to the trace of the energy-momentum tensor only would automatically imply vanishing of that trace on-shell, hence the vanishing of the cosmological constant. However, in the present case the vacuum value of derivatives of the scalar with respect to the coordinate transverse to the brane can be nonzero without violating the Poincare invariance. Hence, the equation of motion does not demand the vanishing of the trace of the brane energy-momentum tensor. In fact this is the situation we consider in this paper. However, the nonvanishing of $`\theta _\mu ^\mu `$ implies the scale anomaly on the brane which in turn implies that the Weyl rescaling on the brane is anomalous. This means that the conjectured decoupling of the scalar from the brane, hence ‘conservation’ of $`b`$ by brane physics, may be violated in the full quantum brane theory. In this respect, we agree with the argumentation put forward in Ref. . On the other hand, one could imagine choosing the brane sector which is conformally invariant to all orders, like $`N=4`$ Super-Yang-Mills models. This implies $`\theta _\mu ^\mu =0`$ at all orders and the background cosmological constant vanishes as a result of a symmetry. In a realistic model however, such a symmetry has to be broken, and the cosmological constant problem reappears. It is interesting to write down explicitly the 1-loop corrections to the effective potential in an example of a model conformally coupled to the scalar. To this end we recall that the ultimate contribution to the vacuum energy which must be cancelled in order to be consistent with observation, arises in low-energy theory, say around the $`1TeV`$ scale. At that scale in all realistic models 4d brane symmetries which may have something to do with protecting the vacuum energy, like $`N=1`$ supersymmetry or conformal invariance, are broken. This is the place where the mechanism of self-tuning (if not fine-tuned) would be really useful. To see what happens when quantum effects are taken into account, let us specify the representative content of the brane to be given as $$e^{b\varphi }\sqrt{g}(e^{b/2\varphi }g^{\mu \nu }_\mu \overline{\psi }_\nu \psi m^2\overline{\psi }\psi +ie^{b/4\varphi }e_a^\mu \overline{\lambda }\gamma ^a_\mu \lambda M\overline{\lambda }\lambda \frac{1}{4g^2}e^{b\varphi }F^2V_0T_p).$$ (62) To compute one-loop contribution to the effective potential we first perform the redefinition of the fields so that their kinetic terms are canonical with respect to Minkowski background on the brane, and then use the standard formulae with a physical UV cut-off $`\mathrm{\Lambda }`$ which we understand to be close to $`1TeV`$. After going back to the original frame one obtains $`\sqrt{g}(e^{b\varphi }(V_0+T_p)+Str\mathrm{𝟏}𝒪(\mathrm{\Lambda }^4)+\frac{1}{32\pi ^2}e^{b/2\varphi }\mathrm{\Lambda }^2(m^2M^2))+\mathrm{}`$, where one can see terms which are multiplied by different powers of $`e^{b\varphi }`$. Of course, this situation is also manifest in models without conformal coupling of the brane to the scalar field. Hence, in general, even if one carefully adjusts $`\|b\|=4/3`$, at tree level, one departs fom this choice after including quantum corrections. This simply means that the classical selection rules have limited value in the true, quantum, world. We want to mention another troublesome feature of the model with conformal coupling of the scalar to the branes, which is an inconsistency with long range properties of 4d gravity at the classical level. This becomes clear in the Jordan-Brans-Dicke frame introduced in the section 4. In that frame the model of takes the form of a generic Jordan-Brans-Dicke model, and is subject to constraints given by the analysis of 4d Jordan-Brans-Dicke systems performed in . The 4d Jordan-Brans-Dicke action in the JBD frame looks as follows: $`d^4x\sqrt{g}(\frac{\mathrm{\Phi }^2}{2}R2\omega (\mathrm{\Phi })g^{\mu \nu }_\mu \mathrm{\Phi }_\nu \mathrm{\Phi }V(\mathrm{\Phi }))`$ with the assumption that matter fields are coupled only to the metric $`g_{\mu \nu }`$ and not to $`\mathrm{\Phi }`$. This is very similar to the Lagrangian given in (42 ), up to a redefinition of the field $`\varphi `$ and integration over the fifth dimension. It is easy to see, through the integration of the fifth dimension directly in the 5d JBD frame, that in the case of (42 ) $`\omega =0`$. It has been shown in that there exist constraints on the value of the parameter $`\omega `$ of JBD models. This constraint says that $`\frac{1}{2\omega +3}<\mathrm{\hspace{0.33em}10}^3`$, hence in the model which we are discussing here the above bound is violated. The troublesome constraint could be avoided if the 4d JBD scalar would receive a mass of the order of $`1/mm`$. This can be achieved by introducing a very soft potential for the scalar field, so that the experimental bound on the 4d cosmological constant, $`\rho _\mathrm{\Lambda }<(0.002eV)^4`$ is not violated. At this point however, we should recall the result of the preceding section, where we have shown that introducing a simple bulk potential while insisting on $`\|b\|=4/3`$ has led one from a flat to a curved solution. However, one should repeat, that in the context of generic models lacking conformal coupling of branes to a bulk scalar, it is still likely that even for a modified, so pretty generic, dependence on $`\varphi `$ there exists a Poincare invariant vacuum background. The problematic point is, that in response to quantum corrections the tensions on the additional branes located at singularities must get re-finetuned. This would have to be achieved by some mechanism operating at low energies in addition to the bulk scalar mediation. One may speculate that the bulk KK modes could be an agent of such an readjustment, but a separate calculation is needed to decide whether this is the case. The next issue which needs to be addressed is the physics at or near branes located at singularities. One way to conceal this problem is to say that the singularities are resolved in the microscopic higher dimensional, $`D>5`$, model. However, perhaps one can still make some useful observations looking more carefully at the 5d models. A way to test physics near singularities is to perturb the model by a small point-like test mass and to read off the strength of interaction of this test mass with the gravitational field. The action for such a test particle is $`S_p=m𝑑s`$ in 5d coordinates and it gives a contribution to the energy momentum tensor of the form $`T^{MN}=\frac{m}{\sqrt{g}}𝑑\tau \frac{\dot{x}^M\dot{x}^N}{\sqrt{g_{PQ}\dot{x}^P\dot{x}^Q}}\delta (xx(\tau ))`$. The perturbation of the action under a small variation $`\delta h_{\mu \nu }`$ is $`\delta S_p=d^5x\sqrt{g}(e^{2A}\delta h_{\mu \nu })=d^4x\sqrt{\stackrel{~}{g}}\delta h_{\mu \nu }\stackrel{~}{T}^{\mu \nu }`$ where $`\stackrel{~}{T}^{\mu \nu }=𝑑ye^{6A}T^{\mu \nu }`$. One obtains then the 4d energy momentum tensor due to a test mass $`\stackrel{~}{T}^{\mu \nu }=\frac{me^{A(x^5)}}{\sqrt{\stackrel{~}{g}}}𝑑\tau \frac{\dot{x}^\mu \dot{x}^\nu }{\sqrt{\stackrel{~}{g}_{PQ}\dot{x}^P\dot{x}^Q}}\delta (xx(\tau ))`$. This means that the mass which interacts with the gravitational field at the location $`x^5`$ is $`me^{A(x^5)}`$, hence, for instance, it vanishes whenever $`e^A=0`$. Hence, physical matter located at singular branes is effectively massless. Essentially, since $`\sqrt{G}=0`$ at the singular brane, local dynamics there is also suppressed. Then the mechanism which creates correlations between vacuum tensions on physical and singular branes might be the result of some higher dimensional consistency condition, rather than a dynamical one. For instance, one can recall the way the Bianchi identity is fullfilled in the Horava-Witten model. There one needs to switch on vacuum fluxes of the gauge fields along the internal dimensions. The fluxes are different on different walls, but their sum is fixed by the Bianchi identity. These fluxes, together with that of gravitational curvature tensor in six compact dimensions, lead to nonzero but correlated brane tensions in five space-time dimensions. To learn something about dynamics in singular warped universe, it is useful to compute in the nonrelativistic limit the force acting on a test mass $`m`$. From the geodesic equation one easily obtains the acceleration of the freely falling particle $`\frac{d^2X^M}{dt^2}=\mathrm{\Gamma }_{00}^M=\frac{1}{2}g^{MN}\frac{g_{00}}{x^N}`$. This is nonvanishing along the fifth direction and gives $`\frac{d^2X^5}{dt^2}=A^{}(x^5)e^{2A(x^5)}`$. Hence, the force acting on the slowly moving test particle is $`F^5=mA^{}(x^5)e^{2A(x^5)}`$. To see the possible implications let us take an example of the singular background which has been discussed in the third section of this paper, in the vicinity of the naked singularity on the positive side of the $`x^5`$ axis, $`e^A=e^{1/3d}\|4/3yc\|^{1/4}`$. When the particle approaches the singularity from the left, it feels the force $`F^5\|4/3yc\|^{1/2}`$ which repells the test particle away from the singularity. This may be interpreted as a hint at sort of stability of the system, in the sense that one does not expect the flow of physical matter from the positive-tension brane to the singular negative tension branes. Finally, let us comment briefly on the stabilization of the fifth dimension in the static (flat) case. The standard way to formulate this problem is to separate a $`x^5`$-independent part of $`G_{55}`$, let us call it here $`r_c(x)`$, and to require that after integrating out all remaining degrees of freedom and integrating over $`x^5`$ there remains an effective potential for $`r_c`$ such that either it has a minimum (and thus truly stabilizes $`r_c`$) or it is flat, so no effective force moves $`r_c`$ around. This second possibility would correspond for instance to a modulus in a supersymmetric model, but we know that at low energies supersymmetry needs to be completly broken down. Hence, of actual interest is the first one. The examples of that favourable situation are the models (with repaired singularities) presented in this paper which contain a nontrivial bulk potential for the scalar field. In the case of the models with no potential in the bulk, the distance to the singularities was not fixed. Moreover, if one puts the brane screening the singularity between the SM brane and singularity, its position is also undetermined. According to what has been said earlier, we expect quantum corrections to modify the classical solution in these cases. Parenthetically, we would like to notice that in the 5d Einstein frame in which we work in the initial sections of the paper, the substitute of the equation of motion determining $`r_c`$ is simply the Einstein equation $`E_{55}\frac{1}{2}T_{55}=0`$. In addition, for the general class of solutions discussed here, it has been shown in Ref. that they are stable in the sense that there are no tachyonic fluctuations. The remaining constraint on singular warped universes which we want to mention arises when one computes the corrections to Newton’s law due to the exchange of heavy gravitons . When one tries to send the singularities far apart, i.e. when one considers a macroscopic fifth dimension, then the correction to the effective 4d Newton’s law is $`\delta V=\frac{1}{r^2}\mu G_N\frac{\|c_1\|+\|c_2\|}{2\pi }`$. Hence, the correction grows linearly with the size of the fifth dimension, similarly to what would happen in a toroidal compactification. This means that the distance between singularities should be smaller than, say, $`1mm`$. In this regime the correction due to heavy gravitons is exponentially suppressed as $`\delta V=\frac{1}{2r}\mu G_Ne^{\frac{\pi r}{2(\|c_1\|+\|c_2\|)}}(1+\mathrm{sin}(\frac{\pi \|c_1\|}{\|c_1\|+\|c_2\|}))`$. ## 6 Summary and Conclusions In the present paper we have argued that in brane worlds the cosmological constant problem is merely seen from a new perspective. The degree of fine-tuning needed to obtain a value in agreement with observational bounds is not improved. We gave explicit consistency conditions on warped compactifications. These consistency conditions were derived from the requirement of having a globally well defined solution to the equations of motion. If the conditions are violated the metric on the brane is not at a stationary point of the 4d effective action. Various examples with singularities are inconsistent unless the singularities are screened by additional sources. The vacuum energy at these sources needs to be fine-tuned. Another issue appearing in the literature is that for $`\left\|b\right\|=4/3`$ and vanishing bulk potential only solutions with zero cosmological constant exist . We pointed out that this advantage turns into a disadvantage as soon as a bulk potential for the scalar is switched on. Then only solutions with a non-zero cosmological constant exist (the numerical value is given by parameters of the bulk potential). Hence, in addition of fine-tuning $`\left\|b\right\|=4/3`$ one needs to fine-tune parameters in the bulk potential even at the classical level. Finally, we pointed out that quantum corrections due to the theory living on a brane may alter the functional form of the coupling of the scalar to the brane. Other open problems are the stabilization of the scalar and the inter-brane distance. Acknowledgments We thank Christophe Grojean for comments. This work has been supported by TMR programs ERBFMRX–CT96–0045 and CT96–0090. Z.L. is additionaly supported by the Polish Committee for Scientific Research grant 2 P03B 05216(99-2000). S.F. acknowledges the hospitality of the ESI for Mathematical Physics in Vienna.
warning/0006/cond-mat0006472.html	ar5iv	text	# Exactly solvable model with two conductor-insulator transitions driven by impurities \[ ## Abstract We present an exact analysis of two conductor-insulator transitions in the random graph model. The average connectivity is related to the concentration of impurities. The adjacency matrix of a large random graph is used as a hopping Hamiltonian. Its spectrum has a delta peak at zero energy. Our analysis is based on an explicit expression for the height of this peak, and a detailed description of the localized eigenvectors and of their contribution to the peak. Starting from the low connectivity (high impurity density) regime, one encounters an insulator-conductor transition for average connectivity $`1.421529\mathrm{}`$ and a conductor-insulator transition for average connectivity $`3.154985\mathrm{}`$. We explain the spectral singularity at average connectivity $`e=2.718281\mathrm{}`$ and relate it to another enumerative problem in random graph theory, the minimal vertex cover problem. preprint: Preprint Spht 00/087 ; cond-mat/0006472 \] Random graphs have motivated a lot of work both in mathematics and in physics. In the random graph model, $`N`$ points numbered $`1,2,\mathrm{},N`$ are used as vertices. A pair of (distinct) vertices $`\{i,j\}`$ is connected by an edge with probability $`p`$ and the edges are independent. The adjacency matrix of the graph is the symmetric matrix $`H`$ with matrix element $`H_{i,j}=1`$ if vertices $`i`$ and $`j`$ are connected by an edge and zero otherwise. The average connectivity (i.e. average number of neighbors of a given vertex) is $`\alpha =pN`$. An interesting asymptotic regime emerges when $`\alpha `$ is kept fixed as $`N`$ goes to infinity. The connectivity serves as a parameter, and several phase transitions can be observed. According to the seminal papers on the subject , for $`\alpha <1`$ all connected components are finite, and only trees contribute to the extensive (i.e. proportional to $`N`$) quantities but for $`\alpha >1`$, a finite fraction of the points lies in a single connected component, the giant component. So there is a second order (classical) percolation transition at $`\alpha =1`$. The adjacency matrix $`H`$ can be used as a Hamiltonian that describes hopping of electrons from one site to another if the two are connected by an edge. A large average connectivity means small concentration of impurities and vice-versa. The spectrum of $`H`$ is relevant to many problems in physics and has been investigated by many authors. It contains an infinity of delta peaks for any $`\alpha `$ and also a continuous component for large enough $`\alpha `$. It has been argued that for $`\alpha 1.4`$, a quantum percolation transition occurs. This means that the structure of eigenvectors changes : below this value, all eigenvectors are localized, but above, some eigenvectors occupy a finite fraction of the system. It is believed that the continuous component in the spectrum appears at the same threshold. Also an anomaly in the spectrum near the energy $`0`$ for $`\alpha 2.7`$ has been noticed in . The main results presented in this letter are an analytical expression for $`z(\alpha )`$, the average height of the delta peak at zero energy in the spectrum of $`H`$ in the thermodynamic limit, and the identification of the corresponding eigenvectors, leading to precise predictions for two quantum percolation transitions in this model : a delocalization (insulator-conductor) transition at $`\alpha _d=1.421529\mathrm{}`$ and a relocalization (conductor-insulator) transition at $`\alpha _r=3.154985\mathrm{}`$. Surprisingly, $`z(\alpha )`$ is analytic at the classical and quantum percolation transitions and non-analytic only at $`\alpha =e`$. The random graph model displays some mean field $`D=\mathrm{}`$ features because the neighbors of a site are chosen with equal probability among all the other points, with the consequence that loops are large. This is in strong contrast with real materials where some underlying geometry (e.g. a lattice) restricts the possible neighbors of a point, even before impurities destroy bonds. But once the random graph is chosen, each point has $`\alpha `$ neighbors on average so it interacts effectively with only a finite number of points, and this is far from mean field. In the conducting phase, the delocalized states live on the giant component, whose effective average connectivity varies between $`2.092917\mathrm{}`$ and $`3.312453\mathrm{}`$. Values of this order can be achieved in real two or three dimensional disordered systems, and this suggests that analogous insulator-conductor-insulator transitions might be observed in real materials. Indeed, the random graph model gives a rich phase diagram with a single parameter, and some real systems should exhibit at least the same complexity. On the other hand, we do not expect that the precise values of $`\alpha _r`$ and $`\alpha _d`$ will appear in real materials. Whether the critical exponents we obtain (which look very much like mean field exponents) remain valid above some upper critical dimension, and whether this covers some physical situation is still unclear. The explicit formulæ below will involve five functions which are analytic for real positive $`\alpha `$ except maybe at three special values. These functions are generating functions related to the enumeration of various types of trees. In particular, they all have the same small $`\alpha `$ expansion. We start with a short description of these functions. The most basic generating function for tree enumeration is the Lambert function $`W(\alpha )`$, which is analytic on the real positive axis and satisfies a fixed point equation, $$W=\alpha e^W.$$ (1) This implies that $`W=_{n1}(\alpha )^n\frac{n^{n1}}{n!}`$, and $`n^{n1}`$ is the number of labeled rooted trees on $`n`$ vertices. However, as a fixed point, $`W`$ is unstable for $`\alpha >e=\mathrm{exp}(1)`$, and there is a stable periodic orbit of length 2. This leads us to introduce the real functions $`A(\alpha )`$ and $`B(\alpha )`$ solving the symmetric system $$A=\alpha e^B,B=\alpha e^A.$$ (2) and satisfying the condition that $`A<B`$ for $`\alpha >e`$. For $`0\alpha e`$, there is only one solution to the system (so no condition is needed in this range of $`\alpha `$’s), namely $`A(\alpha )=B(\alpha )=W(\alpha )`$. Thus $`e`$ is a special value where a branch point occurs. We shall see later that $`A`$ and $`B`$ can also be viewed as generating functions for certain bicolored trees, with $`\alpha `$ as weight for vertices of one color and $`\alpha e^\alpha `$ for vertices of the other color. This interpretation is relevant at large $`\alpha `$. We shall need one more function, $`A^{}(\alpha )`$ which is the smallest solution of the equation $$A^{}=Ae^{\alpha (e^{A^{}A}1)}.$$ (3) Clearly $`A^{}=A`$ is a solution, but in general not the smallest. The $`\alpha `$’s for which the solutions of (3) exhibit a branch point are such that $`A\alpha =1`$ which leads to $$2\mathrm{log}\alpha =\alpha e^{1/\alpha }.$$ (4) This equation has two solutions, $`\alpha _d=1.421529\mathrm{}`$, and $`\alpha _r=3.154985\mathrm{}`$. In fact, $`\alpha _d`$ is the solution of the simpler equation $`2\alpha \mathrm{log}\alpha =1`$. In the interval $`]\alpha _d,\alpha _r[`$, $`A^{}<A`$, but outside this interval $`A^{}=A`$. The function $`A^{}`$ , which coincides with $`A`$ for large and small $`\alpha `$, and thus shares the same combinatorial interpretations in these regimes, appears in this discussion via the explicit evaluation of the sum (12). Replacing $`A`$’s by $`B`$’s in (3) leads to another function $`B^{}(\alpha )`$. The functions $`W`$, $`A`$, $`B`$, $`A^{}`$ and $`B^{}`$ are plotted in Fig. 1. We now argue that $`z(\alpha )`$, the height of the delta peak at the eigenvalue zero in the spectrum of an infinite random adjacency matrix, is given by the explicit formula $$z(\alpha )=1+\frac{A+B+AB}{\alpha }.$$ (5) What we have proved rigorously is that (5) is true for $`\alpha e`$ and that the r.h.s of (5) is an upper bound for $`z(\alpha )`$ for $`\alpha >e`$. Here is the idea. Let $`Z(G)`$ denote the number of zero eigenvalues of the adjacency matrix of the graph $`G`$. Suppose $`G`$ has a vertex $`v`$ with exactly one neighbor, say $`v^{}`$ (so $`v`$ is a leaf of $`G`$). Leaf removal consist in removing from $`G`$ the vertices $`v`$ and $`v^{}`$ and all edges that meet those two vertices, leading to a new graph $`G^{}`$. In it is shown that $`Z(G)=Z(G^{})`$. Iteration of leaf removal leads to a graph with consists of say $`I`$ isolated points and a subgraph $`C`$ (called the core of $`G`$) without leaves or isolated points. Then $`Z(G)=I+Z(C)`$. In it is proved that if $`G`$ is a random graph of size $`N`$ and average connectivity $`\alpha `$, the size of $`C`$ is $`o(N)`$ if and only if $`\alpha e`$ and that $`I/N=1+\frac{A+B+AB}{\alpha }+o(1)`$ for large $`N`$. But almost by definition, $`Z(G)/N=z(\alpha )+o(1)`$, and this completes the proof. Then $`z(\alpha )`$ is singular at $`\alpha =e`$. It coincides with the analytic function $$z_{an}(\alpha )1+\frac{2W+W^2}{\alpha }$$ (6) for $`\alpha e`$ but $`z(\alpha )>z_{an}(\alpha )`$ for $`\alpha >e`$. We believe that (5) is true as an equality even for $`\alpha >e`$ for two reasons. First, the Monte Carlo simulations in Fig. 2 are in perfect agreement with (5) for all $`\alpha `$’s. Second, from combinatorial arguments , one can show that $`z(\alpha )`$ can be expressed formally as $$z(\alpha )=\underset{T}{}\frac{1}{Aut(T)}(\alpha )^{E(T)},$$ (7) where the sum over $`T`$ is over isomorphism classes of bicolored (say brown and green) trees with at least one green vertex, $`Aut(T)`$ is the size of the automorphism group of $`T`$ and $`E(T)`$ the number of edges of $`T`$. In fact, (7) is an identity of analytic functions for $`\alpha 1/e`$. For larger $`\alpha `$’s, the sum in (7) is divergent, but a natural partial resummation turns it into a convergent expression as follows. Any bicolored tree can be obtained from a bicolored tree with only green leaves by appending brown leaves at the green vertices, so we can explicitly sum over all brown leaves in the sum over bicolored trees. This yields an identity valid at small $`\alpha `$: $$z(\alpha )=\underset{T}{}\frac{1}{Aut(T)}(\alpha )^{V_B(T)}\alpha ^{V_G(T)1}e^{V_G(T)\alpha },$$ (8) where the sum over $`T`$ is over bicolored trees with only green leaves, and where $`V_B(T)`$ and $`V_G(T)`$ are, respectively, the number of brown and green vertices of $`T`$. Regularizing the sum by restricting $`T`$ to have diameter at most $`d`$ leads to a recursive sequence depending on $`d`$ whith limit the r.h.s of (5). Moreover, the sum in (8) can be regrouped as $$z(\alpha )=\underset{n1}{}\frac{\alpha ^{n1}e^{n\alpha }}{n!}\frac{S_{n1}(n\alpha )}{n},$$ (9) where the Stirling polynomials $`S_n`$ are defined by: $$e^{x(e^t1)}=\underset{n0}{}S_n(x)\frac{t^n}{n!}.$$ (10) The sum in (9) converges to the r.h.s. of (5) for all $`\alpha `$’s, giving further evidence for the validity of (5). The appearance of bicolored trees with only green leaves is no hazard. Consider the following pattern : a subgraph of the random graph which is a finite tree $`T`$ and which is such that one of its two bicolorings has only green leaves and the green vertices share no edges with the complement of $`T`$ in the random graph. One can show that the frequency of apparition of a maximal (that is, not contained in a larger tree with the same properties) such tree in the random graph is $$\frac{1}{Aut(T)}B^{V_B(T)}\alpha ^{V_G(T)1}e^{V_G(T)\alpha },$$ (11) and that exactly $`V_G(T)V_B(T)`$ eigenvectors with eigenvalue $`0`$ of the adjacency matrix of the random graph are localized on $`T`$ (in fact, they are even localized on the green vertices of $`T`$). The sum $$z_{loc}(\alpha )\underset{T}{}\frac{V_G(T)V_B(T)}{Aut(T)}B^{V_B(T)}\alpha ^{V_G(T)1}e^{V_G(T)\alpha }$$ (12) of these non-negative contributions gives a lower bound for $`z(\alpha )`$. Note the striking similarity between the sums defining $`z(\alpha )`$ and $`z_{loc}(\alpha )`$. Explicitly, $$z_{loc}(\alpha )=\frac{Be^A^{}}{\alpha }+\frac{A^{}+B+A^{}B}{\alpha },$$ (13) and one checks that $$\begin{array}{cc}z_{loc}(\alpha )=z(\alpha )\hfill & \text{for }0\alpha \alpha _d\text{ and }\alpha \alpha _r,\hfill \\ z_{loc}(\alpha )<z(\alpha )\hfill & \text{for }\alpha _d<\alpha <\alpha _r.\hfill \end{array}$$ (14) This is our second important result : for $`0\alpha \alpha _d`$ and $`\alpha \alpha _r`$, all the (extensive) contributions to the kernel of random adjacency matrices come from vectors localized on finite bicolored trees, with green leaves only, attached to the rest of the random graph only by brown vertices. However, this is not true for $`\alpha _d<\alpha <\alpha _r`$, where $`z_{loc}(\alpha )<z(\alpha )`$. Moreover, at the “critical” values $`\alpha _d`$ and $`\alpha _r`$, the distribution of $`V_B(T)`$, $`V_G(T)`$, or even $`V_G(T)V_B(T)`$ becomes large : the second moment diverges. For example, $$V_G(T)V_B(T)=\frac{1+2\alpha _d\alpha _d^3}{\alpha _d^3\alpha _d^2}=1.139353\mathrm{}$$ (15) at connectivity $`\alpha =\alpha _d`$ but $$(V_G(T)V_B(T))^2\frac{\alpha _d^5\alpha _d^43\alpha _d^3+\alpha _d^2+3\alpha _d+1}{(2\alpha _d^4\alpha _d^3\alpha _d^2)(\alpha _d\alpha )}$$ (16) when $`\alpha `$ approaches $`\alpha _d`$ from below. The presence of unbounded fluctuations indicates that infinitely extended objects are responsible for the difference between $`z_{loc}(\alpha )`$ and $`z(\alpha )`$ in the range $`\alpha _d<\alpha <\alpha _r`$. Thus we infer that at zero energy, the eigenvectors of the hopping Hamiltonian exhibit a delocalization (insulator-conductor) transition at $`\alpha _d`$ and a relocalization (conductor-insulator) transition at $`\alpha _r`$. The prediction of delocalization at $`\alpha _d`$ is in numerical agreement with Monte-Carlo simulations. It turns out that the same delocalization value was already found by Harris in a loopless model of random Bethe trees. This is surprising because at $`\alpha _d`$, the random graph has already (many) loops. Note the analog of (9) for $`z_{loc}(\alpha )`$: $$z_{loc}(\alpha )=\underset{n1}{}\frac{\alpha ^{n1}e^{n\alpha }}{n!}\frac{n(1+B)S_{n1}(nB)S_n(nB)}{n}.$$ (17) Our main results are summarized in Fig. 2. As noticed before, the expressions for $`z(\alpha )`$, $`z_{loc}(\alpha )`$ and their difference show a singularity at $`\alpha =e`$, due to the fact that the frequency of certain patterns is non-analytic. It is tempting to relate this singularity to the flattening of the spectral distribution near the zero eigenvalue for $`\alpha 2.7`$ observed in . In fact, a transition in properties of random graphs at $`\alpha =e`$ has already been observed in a different context, minimal vertex covers . A vertex cover of a graph is a subset of the vertices containing at least one extremity of every edge of the graph. An analogous concept is that of an edge disjoint system, i.e. a subset of the edges such that no two edges in the subset have a vertex in common. Given a graph $`G`$ on $`N`$ vertices, let $`X(G)`$ be the minimal size of a vertex cover and $`Y(G)`$ be the maximal size of an edge disjoint system. It is clear that $`X(G)N`$ and $`2Y(G)N`$. Those quantities share a very important property with $`Z(G)`$, they behave simply under leaf removal : $`X(G^{})=X(G)1`$, $`Y(G^{})=Y(G)1`$ whereas $`Z(G^{})=Z(G)`$. For general graphs, $`X(G)Y(G)`$ and $`Z(G)N2X(G)`$. Examples show that $`Z(G)N+2Y(G)`$ can have any sign. But if $`G`$ is a random graph with $`\alpha e`$, leaf removal leaves a core of size $`o(N)`$ so if $`x(\alpha )`$, $`y(\alpha )`$ and $`z(\alpha )`$ denote the limits of the averages of $`X(G)/N`$, $`Y(G)/N`$ and $`Z(G)/N`$ when $`N\mathrm{}`$ we get $$x(\alpha )=y(\alpha )=\frac{1}{2}(1z(\alpha ))\mathrm{for}\alpha e.$$ (18) This is the formula for $`x(\alpha )`$ when $`\alpha e`$ obtained by Hartmann and Weigt via a replica symmetric ansatz . However, the relation (18) has to break down at some $`\alpha >e`$, because for large $`\alpha `$, $`z(\alpha )`$ is exponentially small in $`\alpha `$, whereas a rigorous result predicts that $$x(\alpha )=1\frac{2}{\alpha }(\mathrm{log}\alpha \mathrm{log}\mathrm{log}\alpha \mathrm{log}2+1)+o(\frac{1}{\alpha }).$$ (19) Simulations seem to indicate that the simple relation between $`x(\alpha )`$ and $`z(\alpha )`$ breaks down at $`e`$, together with replica symmetry stability. Our interpretation is that the remnant after leaf removal is a complicated graph with a size of order $`N`$ which can be described only by a more refined replica asymmetric order parameter. In this paper, we have given an exact description of the size of the kernel of the hopping Hamiltonian associated to a large random graph and of the structure of the corresponding eigenvectors, leading to predictions of a delocalization and relocalization transition at $`\alpha _d`$ and $`\alpha _r`$. We have also explained the singularities affecting all spectral and several combinatorial properties at $`\alpha =e`$. A surprising fact is that all such properties are regular at the (classical) percolation transition at $`\alpha =1`$. Possibilities to extend these results to more realistic models remain to be explored.
warning/0006/hep-th0006198.html	ar5iv	text	# Contents ## General Introduction > Credo di essere semplicemente un uomo medio, > > che ha le sue convinzioni profonde, > > e che non le baratta per niente al mondo”. > > A. Gramsci, Lettera dal carcere del 12.XI.1927 The impact of Noether theorem in physics could be the subject of more than one thesis of philosophy of science. The motivations behind it are at the core of the contemporary approach to theoretical physics based on various versions of the symmetry principle. We suggest here to the reader some historical and philosophical references for those who like these topics as well as hard core physics. This thesis has been devoted to the construction of the Noether supercharges for the Seiberg-Witten (SW) model . One of our most important results is the first complete and direct derivation of the SW version of the mass formula . The astonishing results obtained by Seiberg and Witten in their seminal papers are commented in a variety of review papers since their work was published in 1994. Their most exciting achievement is the exact solution of a quasi-realistic quantum Yang-Mills model in four dimensions which leads to the explanation, within the model, of the confinement of electric charge along the lines of the long suspected dual Meissner effect. The spin-off’s are various and in a wide range of related fields, among others surely there is Supersymmetry (Susy) itself, their model being strongly based on the very special features of N=2 Susy. Although Susy has been extensively developed this is not the case for Susy Noether currents and charges and this is regrettable because many aspects of Susy theories could be clarified by the currents. A case in point is the SW model where the occurrence of a non-trivial central charge $`Z`$ is vital. In a nutshell the important features of $`Z`$ are: * It allows for SSB of the gauge symmetry within the supersymmetric theory. * It produces the complete and exact mass spectrum given by<sup>1</sup><sup>1</sup>1$`n_e`$ and $`n_m`$ are the electric and magnetic charges respectively and $`a`$ and $`a_D`$ are the v.e.v.’s of the scalar field and its dual surviving the Higgs phenomenon in the spontaneously broken phase SU(2) $``$ U(1). $`M=\|Z\|=\sqrt{2}\|n_ea+n_ma_D\|`$. * It exhibits an explicit SL(2, $`𝐙`$) duality symmetry whereas this symmetry is not a symmetry of the theory in the Noether sense. * It is the most important global piece of information at our disposal, therefore it is vital for the exact solution of the model. Susy Noether currents present quite serious difficulties due to the following reasons. First Susy is a space-time symmetry therefore the standard procedure to find Noether currents does not give a unique answer. A term, often called improvement, has to be added to the term one would obtain for an internal symmetry. The additional term is not unique, it can be fixed only by requiring the charge to produce the Susy transformations one starts with, and for non trivial theories it is by no means easy to compute. Second the linear realization of Susy involves Lagrange multipliers called dummy-fields, which of course have no canonical conjugate momenta. On the other hand, if dummy-fields are eliminated to produce a standard Lagrangian, then the variations of the fields are no longer linear and the Noether currents are no longer bilinear. A further problem is that the variations of the fields involve space-time derivatives and this happens in a fermi-boson asymmetric way (the variations of the fermions involve derivatives of the scalars but not conversely). This implies some double-counting solved only by a correct choice of the current. Besides these problems we also had to deal with an effective Lagrangian. In this case the Lagrangians are not constrained by renormalizability requirements, as it is the case for SW effective Lagrangian. For that theory we deal with terms quartic in the fermions and coefficients of the kinetic terms non-polynomial functions of the scalar field. Because of this, the Noether procedure requires a great deal of care. We have solved all those problems by implementing a canonical formalism in the different cases under consideration. Firstly we construct the Noether currents for the classical limit of the U(1) sector of the theory. In this case Susy is linearly realized regardless of the dummy fields, no complications arising in the effective case are present and the fields are non-interacting. When the procedure is clearly stated in this case we move to the next level, the effective U(1) sector and we see what is left from the classical case and what is new. Now the currents are very different and, for instance, we cannot use a formula one finds classically to overcome the above mentioned fermi-bose asymmetry in the transformations of the fields. Nevertheless the constraints imposed by Susy are strong enough to force the effective centre to an identical form as the classical one<sup>2</sup><sup>2</sup>2Of course this does not mean that quantum corrections are not present, as is expected to be the case for N=4, but only that having a dictionary we could replace classical quantities by their quantum correspondents with no other changes. proving the SW conjecture that $`Z=n_ea+n_ma_D`$. The last step is to consider the SU(2) sector. There we find that the canonical procedure implemented in the U(1) sector does not need any further change and our analysis confirms that U(1) is the only sector that contributes to the centre. Naturally the future work will be the generalization of our results to any Susy theory, possibly to obtain a Susy-Noether Theorem. The task is by no means easy due to the above mentioned problems and other difficulties. For instance, as well known, for ordinary space-time symmetries the energy momentum tensor $`T_{\mu \nu }`$ can be obtained by embedding the theory in a curved space-time with metric $`g_{\mu \nu }`$, defining $`T_{\mu \nu }=\frac{\delta S}{\delta g_{\mu \nu }}`$ and then taking the flat-space limit. In Susy the situation is much more complicated because the embedding has to be in a curved superspace which only has a quasi-metrical structure. One may also want to investigate the (non-holomorphic) next-to-leading order term in the superfield expansion of the SW effective Action. The presence of derivatives higher than second spoils the canonical approach and Noether procedure cannot be trivially applied. The interest here is to understand how the lack of canonicity and holomorphy (a crucial ingredient for the solution of SW model) affects the currents and charges, and therefore the whole theory itself. Of course this analysis is somehow more general and it could help to understand how to handle the symmetries of full effective Actions. ## Chapter 1 Noether Theorem and Susy In this Chapter we want to review the difficulties of the Noether standard procedure in relation to Susy. In the first two Sections we shall state Noether theorem and we shall discuss in particular its application to space-time symmetries and Susy. The aim is to clarify some of the points we found either uncovered or obscure or even wrong in literature. We show a recipe we have found to deal with Susy Noether charges, also in the context of an effective field theory. The Chapter ends with the application of this recipe to a supersymmetric toy model, namely the massive Wess-Zumino model. ### 1.1 Noether Theorem Given a theory described by an Action $`𝒜=d^4x(\mathrm{\Phi }_i,\mathrm{\Phi }_i)`$, where $`\mathrm{\Phi }_i`$ are fields of arbitrary spin, we define a symmetry of the theory a transformation of the coordinates and/or of the fields that leaves $`𝒜`$ invariant without the use of the equations of motion for the fields (off-shell). The last requirement is crucial because any transformation leaves $`𝒜`$ invariant when the fields obey the equations of motion (on-shell). Noether theorem for classical fields states that To any continuous symmetry of the Action corresponds a conserved charge”. The invariance of the Action only ensures the invariance of the Lagrangian density up to a total divergence $$\delta 𝒜=0\delta =_\mu V^\mu $$ (1.1) As we shall see $`V^\mu `$ plays a major role in Susy. There are different ways to prove this theorem<sup>1</sup><sup>1</sup>1We leave to Appendix A a detailed discussion of one proof., the simplest one is obtained in Quantum Mechanics in Hamiltonian formalism . It consists in the observation that $`[H,Q]=0`$, where $`H`$ is the Hamiltonian and $`Q`$ the charge, tells us at once that time-conserved charges are symmetries of the theory! The classical derivation of the theorem is based on Lagrangian rather than Hamiltonian formulation. For instance, one could prove the theorem by comparing the variation off-shell to the variation on-shell of the Lagrangian density $``$. On the one hand, by the above given definition of symmetry, one has that off-shell $$\delta =^\mu V_\mu $$ (1.2) On the other hand the same transformation (and any other transformation) on-shell gives $$\delta =^\mu N_\mu $$ (1.3) where $$N_\mu \mathrm{\Pi }_\mu ^i\delta \mathrm{\Phi }_i\mathrm{and}\mathrm{\Pi }_\mu ^i=\frac{}{^\mu \mathrm{\Phi }_i}$$ (1.4) Therefore one can write a current given by $$J_\mu =N_\mu V_\mu $$ (1.5) that obeys $$^\mu J_\mu =(\mathrm{E}.\mathrm{L}.)_i\delta \mathrm{\Phi }^i$$ (1.6) where $`(\mathrm{E}.\mathrm{L}.)_i`$ stands for the Euler-Lagrange constraint for the field $`\mathrm{\Phi }^i`$, given by $`_\mu \mathrm{\Pi }_i^\mu \frac{}{\mathrm{\Phi }^i}`$. Thus the Noether current is conserved on-shell. We shall call $`N_\mu `$ the rigid current as this is the only contribution to the Noether current when rigid internal symmetries are concerned<sup>2</sup><sup>2</sup>2It is a well known fact that local gauge symmetries only fix the form of the interaction but do not introduce new charges. For instance, in Quantum Electrodynamics we have $`_{QED}=\frac{1}{4}v_{\mu \nu }v^{\mu \nu }+i\overline{\psi }\gamma _\mu (^\mu ev^\mu )\psi `$, which is U(1) locally invariant. This means that $`\delta v_\mu =_\mu \theta `$ and $`\delta \psi =i\theta \psi `$, where $`\theta `$ is the $`x`$ dependent gauge parameter. From Noether theorem it follows that on-shell $`J^{\theta \nu }=_\mu (v^{\mu \nu }\theta )`$, therefore $`Q^\theta d^3x\stackrel{}{}(\stackrel{}{E}\theta )0`$ for $`\theta 0`$ at infinity. Therefore the only conserved charge of this theory is $`ed^3x\overline{\psi }\gamma ^0\psi `$. The other part $`V_\mu `$ is never zero for space-time symmetries and in general is not unique. As a matter of fact it is obtained from (1.2) thus an improvement term $`_\nu W^{[\mu \nu ]}`$ could be added to it with no effects on the theorem. For ordinary space-time transformations it could be written as<sup>3</sup><sup>3</sup>3See Appendix A $$V_\mu =\delta x_\mu $$ (1.7) For instance, if one considers the translation symmetry of a scalar field theory, for which $`\delta _\mu \varphi =_\mu \varphi `$ and $`\delta _\mu x_\nu =\eta _{\mu \nu }`$, the Noether current is the canonical energy-momentum tensor given by $$T_{\mu \nu }=\mathrm{\Pi }_\mu _\nu \varphi \eta _{\mu \nu }$$ (1.8) The reader could wonder about the sign of $`V_\mu `$ entering the canonical expression (1.8). The point is that one may also obtain the energy-momentum tensor $`T_{\mu \nu }`$ in a slightly different way, namely by not explicitly making use of the $`V_\mu `$. This is done by considering $`x`$-dependent and $`x`$-independent variations of the fields, and identifying the $`T_{\mu \nu }`$ as the coefficient of $`\delta x_\nu `$. This is explained in some details in Appendix A (see in particular Eq.(A.10)). A different way to produce the $`T_{\mu \nu }`$ is by embedding the Action $`𝒜`$ in a curved space-time, computing its derivative with respect to the metric tensor $$T_{\mu \nu }=\frac{1}{\sqrt{g}}\frac{\delta 𝒜}{\delta g^{\mu \nu }}$$ (1.9) and taking the flat space-time limit. This gives the symmetric (Belinfante) energy-momentum tensor but for instance this $`T_{\mu \nu }`$ is not improved to give $`T_\mu ^\mu =0`$, as required by the scale symmetry. Equation (1.9) may also give the improved energy-momentum tensor provided that a suitable extra coupling of the fields to the Ricci scalar is introduced . Even if we do not require any improvement there is another problem with space-time symmetries, namely how to express $`V_\mu `$ in terms of canonical momenta $`\mathrm{\Pi }_\mu ^i`$ and transformations $`\delta \mathrm{\Phi }_i`$ . From the previous discussion it is clear that many difficulties arise in the computation of the currents when space-time symmetries are involved. Susy is a very special case of space-time symmetry and we shall see in the next Section that extra complications appear. ### 1.2 Susy-Noether Theorem We follow the Weyl notation and the conventions of Wess and Bagger , explained in some details in Appendix B. For what follows let us introduce the $`N`$ extended Susy algebra, given by $`[Q_\alpha ^L,\overline{Q}_{M\dot{\alpha }}]_+`$ $`=`$ $`2\delta _M^L\sigma _{\alpha \dot{\alpha }}^\mu P_\mu `$ (1.10) $`[Q_\alpha ^L,Q_\beta ^M]_+`$ $`=`$ $`ϵ_{\alpha \beta }Z^{[LM]}`$ (1.11) $`[\overline{Q}_{L\dot{\alpha }},\overline{Q}_{M\dot{\beta }}]_+`$ $`=`$ $`ϵ_{\dot{\alpha }\dot{\beta }}Z_{[LM]}^{}`$ (1.12) where $`[,]_+`$ is the anticommutator, $`L,M=1,\mathrm{},N`$, $`\alpha ,\dot{\alpha }=1,2`$, the $`Q_\alpha `$’s are the supersymmetry charges, $`P_\mu `$ is the four-momentum and $`Z^{[LM]}`$ are central terms. It is beyond the scope of this thesis to discuss Susy in all details. A partial list of references on Susy is , , , , , . We shall explain some of its nice features in the following Chapters. In particular Chapter 2 is a pedagogical introduction to some of the more advanced applications. What we want to say here is that Susy is the only known way to non trivially combine space-time (Poincarè) and internal symmetries of the $`S`$ matrix, according to the Haag-Lopuszanski-Sohnius generalization of the Coleman-Mandula theorem . The algebra (1.10)-(1.12) is only the part of the full Susy algebra we shall be interested in. Together with the ordinary Poincarè algebra it is referred to as the Super-Poincarè (SP) algebra<sup>4</sup><sup>4</sup>4The rest of the algebra contains the internal symmetry algebra and the non trivial commutations between the $`Q_\alpha `$’s and the internal symmetry generators.. From (1.10)-(1.12) it is evident that Susy is a (special kind!) of space-time symmetry. This can be seen for instance by looking at the r.h.s. of Eq. (1.10) where we find $`P_\mu `$, the generator of translations<sup>5</sup><sup>5</sup>5The space-time nature of Susy becomes more evident in superspace language. Let us consider N=1 for simplicity. The generic group element of the SP group is given by $$g=\mathrm{exp}\{a_\mu P^\mu +ϵ^\alpha Q_\alpha +\overline{ϵ}_{\dot{\alpha }}\overline{Q}^{\dot{\alpha }}\}\mathrm{exp}\{\omega _{\mu \nu }L^{\mu \nu }\}$$ where $`L^{\mu \nu }`$ are the Lorentz generators, then the coset space of SP/Lorentz is parameterized by the supercoordinates $`z^A(x^\mu ,\theta ^\alpha ,\overline{\theta }^{\dot{\alpha }})`$ corresponding to the group element $$\mathrm{exp}\{x_\mu P^\mu +\theta ^\alpha Q_\alpha +\overline{\theta }_{\dot{\alpha }}\overline{Q}^{\dot{\alpha }}\}$$ thus the left action by a $`g_o\mathrm{SP}`$ is equivalent to a transformation of the supercoodinates given by $`x^\mu `$ $``$ $`x^\mu +iϵ_o\sigma ^\mu \overline{\theta }i\theta \sigma ^\mu \overline{ϵ}_o+\omega _o^{\mu \nu }x_\nu `$ $`\theta ^\alpha `$ $``$ $`\theta ^\alpha +ϵ_o^\alpha +{\displaystyle \frac{1}{4}}(\sigma _{\mu \nu }\theta )^\alpha \omega _o^{\mu \nu }`$ $`\overline{\theta }^{\dot{\alpha }}`$ $``$ $`\overline{\theta }^{\dot{\alpha }}+\overline{ϵ}_o^{\dot{\alpha }}+{\displaystyle \frac{1}{4}}(\overline{\theta }\overline{\sigma }_{\mu \nu })^{\dot{\alpha }}\omega _o^{\mu \nu }`$ . Therefore Susy currents share all the difficulties mentioned in the previous Section with respect to space-time currents. The situation is even more complicated now due to the special nature of this symmetry. Following the same approach described in the last Section, for ordinary space-time symmetries, we shall work with rigid Susy, namely we shall take the parameters $`ϵ_\alpha `$’s to be $`x`$-independent. Thus, in our approach, being $`N_\mu `$ the part of the current with no ambiguities, the problem amounts to find a suitable $`V_\mu `$. Of course, one could also obtain the Susy currents by letting the $`ϵ^\alpha `$’s become local<sup>6</sup><sup>6</sup>6This is in the same spirit of what discussed earlier for standard local internal symmetries. But in that case no ambiguities due to improvements arise and the current is once and for all given by the rigid one $`N^\mu `$. and then identifying the currents as the coefficients of the $`_\mu ϵ_\alpha `$’s after variation of the Action and partial integration $$\delta _{\mathrm{local}}𝒜=d^4xϵ^\alpha (_\mu \widehat{J}_\alpha ^\mu )=d^4x(_\mu ϵ^\alpha )\widehat{J}_\alpha ^\mu +\mathrm{surface}\mathrm{terms}$$ (1.13) (see also the discussion following Eq.(1.8)). The point is that one wants to produce the right (improved) Susy-Noether charges $`Q_\alpha ^L`$ that correctly generate the Susy transformations of the fields, and this is not straightforward. For instance the charges obtained from the currents $`\widehat{J}^\mu `$ in (1.13) need to be improved . Furthermore, although $`V_\mu `$ could be obtained as related to the second-last term in the superfield expansion , , this $`V_\mu `$ in general does not correspond to the one required. If one also demands the supercurrent to enter a supermultiplet with the $`R`$-current and $`T_{\mu \nu }`$ we have a $`V_\mu `$ different from the one obtained from superfield expansion and again we cannot produce the Susy transformations. This problem cannot be cured by a simple analogue of Eq.(1.9), to obtain an improved supercurrent from the Action embedded in a curved superspace because only a quasi-metrical structure is given. Note also that there is no simple analogue of Eq.(1.7). A second point is that the linear realization of Susy involves bosonic Lagrange multipliers called dummy fields to which we cannot associate a conjugate momentum and the standard Noether procedure, based on such conjugates, breaks down. Of course the dummy fields can be eliminated by using their Euler-Lagrange equations but this introduces other ambiguities, unsolved in literature. Namely: when to put the dummy fields on-shell, before or after the computation of $`V_\mu `$? Does that mean that all the fields have to be on-shell? Note that this last point is vital since the definition of symmetry in the first place is based on the variation off-shell of the Action. Finally, the probably best known feature of Susy is that it transforms fermions into bosons and vice versa. It does so by transforming fermions into derivatives of the bosons and bosons into fermions. Therefore the conjugate momenta of the bosons appear in the Susy transformations of the fermions but the contrary is not true in general. This makes even more difficult to express the full current in terms of canonical momenta and transformations. In a nutshell the difficulties of Susy-Noether currents are * Susy is a superspace-time symmetry; * Susy involves dummy-fields; * Susy variations involve space-time derivatives in a way not symmetrical with respect to fields of different spin. For the application in which we shall be more interested in, the SW model , the situation is even more complicated due to the following problem that closes the list of difficulties encountered in the computations illustrated later: * Effective Lagrangians, even non-Susy. Namely, as we shall see, in SW theory we have to deal with effective Lagrangians and renormalization does not constraint the fermionic terms to be bilinear and the coefficients of the kinetic terms to be constant and in general this is not true. As a matter of fact, the SW effective Lagrangian is quartic in the fermionic fields and has coefficients of the kinetic terms that are non-polynomial functions of the scalar field. Because of this, the Noether procedure requires a great deal of care<sup>7</sup><sup>7</sup>7Generally speaking, the Noether procedure has always to be handled with care when applied to quantum theories. On this point see .. For example we shall encounter equal time commutations (Poisson brackets<sup>8</sup><sup>8</sup>8See Appendix C) between fermions and bosons such as $$\{\psi ,\pi _\varphi \}=f(\varphi )\psi \mathrm{from}\{\pi _{\overline{\psi }},\pi _\varphi \}=0$$ (1.14) where $`f(\varphi )`$ is a non-polynomial function of the scalar field related to the coefficient of the kinetic terms. This reflects the difficulty of treating Noether currents in a quantum context . All these problems are solved in our analysis and we give here the recipe we have found: * The Susy-Noether charge that correctly reproduces the Susy transformations is the one obtained from $`J^\mu =N^\mu V^\mu `$ where $`\delta =_\mu V^\mu `$ and $`V^\mu `$ has to be extracted as it is, i.e. no terms like $`_\nu W^{[\nu \mu ]}`$ have to be added. * The variation $`\delta `$ has to be performed off-shell by the definition of symmetry. Nevertheless the dummy fields, and only them, automatically are projected on-shell. * The full current $`J^\mu `$ contains terms of the form $`\pi _\psi \delta \psi `$, that generate the fermionic transformations. The same term can be written as $`\pi _\varphi \delta \varphi +\mathrm{}`$ therefore it also generates the bosonic transformations. The situation is more complicated for effective theories. * The canonical commutation relations are preserved also at the effective level, even if some of the usual assumptions, such as that at equal time all fermions and bosons commute, are incorrect. Noether currents at the effective level do not exhibit the same simple expressions as at the classical level. Of course a recipe is not a final solution and lot of work has to be done to fully understand the issue of Susy-Nother currents or more generally space-time Noether currents. Nevertheless our work surely is a guideline in this direction and successfully solved the problem of the SW Susy currents that we intended to study. ### 1.3 Wess-Zumino model Before starting our journey to the analysis of SW theory, we want to apply the above outlined recipe to the simplest N=1 supersymmetric model where the dummy fields couple to dynamical fields: the Wess-Zumino massive model. The Lagrangian density and supersymmetric transformations of the fields for this model are given by $$=\frac{i}{2}\psi \overline{)}\overline{\psi }\frac{i}{2}\overline{\psi }\overline{)}\overline{}\psi _\mu A^\mu A^{}+FF^{}+mAF+mA^{}F^{}\frac{m}{2}\psi ^2\frac{m}{2}\overline{\psi }^2$$ (1.15) and $`\delta A=\sqrt{2}ϵ\psi `$ $`\delta A^{}=\sqrt{2}\overline{ϵ}\overline{\psi }`$ (1.16) $`\delta \psi _\alpha =i\sqrt{2}(\sigma ^\mu \overline{ϵ})_\alpha _\mu A+\sqrt{2}ϵ_\alpha F`$ $`\delta \overline{\psi }^{\dot{\alpha }}=i\sqrt{2}(\overline{\sigma }^\mu ϵ)^{\dot{\alpha }}_\mu A^{}+\sqrt{2}\overline{ϵ}^{\dot{\alpha }}F^{}`$ (1.17) $`\delta F=i\sqrt{2}\overline{ϵ}\overline{)}\overline{}\psi `$ $`\delta F^{}=i\sqrt{2}ϵ\overline{)}\overline{\psi }`$ (1.18) where $`A`$ is a complex scalar field, $`\psi `$ is its Susy fermionic partner in Weyl notation and $`F`$ is the complex bosonic dummy field. A note on partial integration in the fermionic sector of (1.15) is now in order. We see that $`\psi `$ and $`\overline{\psi }`$ play the double role of fields and momenta at the same time. It is just a matter of taste to choose Dirac brackets for this second class constrained system or to partially integrate to fix a proper phase-space and implement the canonical Poisson brackets. If one chooses the canonical Poisson brackets, as we did, then it is only a matter of convenience when to partially integrate the fermions. In fact, even if $`N^\mu `$ and $`V^\mu `$ both change under partial integration, the total current $`J^\mu `$ is formally invariant, namely its expression in terms of fields and their derivatives is invariant but the interpretation in terms of momenta and variations of the fields is different. Of course both choices give the same results, therefore one could either start by fixing the proper phase space since the beginning or just do it at the end. Let us keep (1.15) as it stands, define the following non canonical momenta $`\pi _{\psi \alpha }^\mu ={\displaystyle \frac{i}{2}}(\sigma ^\mu \overline{\psi })_\alpha `$ $`\pi _{\overline{\psi }}^{\mu \dot{\alpha }}={\displaystyle \frac{i}{2}}(\overline{\sigma }^\mu \psi )^{\dot{\alpha }}`$ (1.19) $`\pi _A^\mu =^\mu A^{}`$ $`\pi _A^{}^\mu =^\mu A`$ (1.20) and use Eq. (1.5) to obtain the supersymmetric current $`J^\mu `$. We use the first two ingredients of the recipe to compute $`V^\mu `$ by varying (1.15) off-shell, under the given transformations, obtaining $`V^\mu `$ $`=`$ $`\delta A\pi _A^\mu +\delta A^{}\pi _A^{}^\mu \delta ^A\psi \pi _\psi ^\mu \delta ^A^{}\overline{\psi }\pi _{\overline{\psi }}^\mu +\delta ^F\psi \pi _\psi ^\mu +\delta ^F^{}\overline{\psi }\pi _{\overline{\psi }}^\mu `$ (1.21) $`2\delta ^{F_{\mathrm{on}}}\psi \pi _\psi ^\mu 2\delta ^{F_{\mathrm{on}}^{}}\overline{\psi }\pi _{\overline{\psi }}^\mu `$ where $`\delta ^XY`$ stands for the part of the variation of $`Y`$ which contains $`X`$ (for instance $`\delta ^F\psi `$ stands for $`\sqrt{2}ϵF`$) and $`F_{\mathrm{on}}`$, $`F_{\mathrm{on}}^{}`$ are the dummy fields given by their expressions on-shell ($`F=mA^{}`$, $`F^{}=mA`$). Note here that we succeeded in finding an expression for $`V^\mu `$ in terms of $`\pi ^\mu `$’s and variations of the fields. Note also that the terms involving $`F_{\mathrm{on}}`$ and $`F_{\mathrm{on}}^{}`$ were obtained without any request but they simply came out like that. Then we write the rigid current $$N^\mu =\delta A\pi _A^\mu +\delta A^{}\pi _A^{}^\mu +\delta \psi \pi _\psi ^\mu +\delta \overline{\psi }\pi _{\overline{\psi }}^\mu $$ (1.22) and the full current is given by $$J^\mu =N^\mu V^\mu =2\left(\delta ^{\mathrm{on}}\psi \pi _\psi ^\mu +\delta ^{\mathrm{on}}\overline{\psi }\pi _{\overline{\psi }}^\mu \right)$$ (1.23) therefore $`J^\mu =2(N^\mu )_{\mathrm{fermi}}^{\mathrm{on}}`$, with obvious notation. In the bosonic sector $`N^\mu `$ completely cancels out against the correspondent part of $`V^\mu `$. In the fermionic sector $`\delta ^F\psi \pi _\psi ^\mu `$ in $`N^\mu `$ cancels out against the term coming from $`V^\mu `$, $`\delta ^A\psi \pi _\psi ^\mu `$ in $`N^\mu `$ and in $`V^\mu `$ add up and combined with the $`2\delta _{\mathrm{on}}^F\psi \pi _\psi ^\mu `$ in $`V^\mu `$ gives $`2\delta _{\mathrm{on}}\psi \pi _\psi ^\mu `$ in the full current $`J^\mu `$. Similarly for $`\overline{\psi }`$. This illustrates the third difficulty. Therefore we conclude that: a the dummy fields are on-shell automatically and, if we keep the fermionic non canonical momenta given in (1.19), b the full current is given by twice the fermionic rigid current $`(N^\mu )_{\mathrm{fermi}}^{\mathrm{on}}`$. The result a is the second ingredient of the recipe given above. We shall see in the highly non trivial case of the SW effective Action that this result still holds and it seems to be a general feature of Susy-Noether currents. The result b instead is only valid for simple Lagrangians and it breaks down for less trivial cases. There are two reasons for that curious result: the fictitious double counting of the fermionic degrees of freedom and the third difficulty explained above. Nevertheless, when applicable, Eq.(1.23) remains a labour saving formula. All we have to do is to rewrite $`J^\mu `$ in terms of fields and their derivatives $$J^\mu =\sqrt{2}(\overline{\psi }\overline{\sigma }^\mu \sigma ^\nu \overline{ϵ}_\nu A+iϵ\sigma ^\mu \overline{\psi }F_{\mathrm{on}}+\mathrm{h}.\mathrm{c}.)$$ (1.24) then choose one partial integration $`J^\mu `$ $`=`$ $`\delta _{\mathrm{on}}\psi \pi _{}^{\mu }{}_{\psi }{}^{I}+\sqrt{2}\psi \sigma ^\mu \overline{\sigma }^\nu ϵ_\nu A^{}+i\sqrt{2}\overline{ϵ}\overline{\sigma }^\mu \psi F_{\mathrm{on}}^{}`$ (1.25) $`\mathrm{or}`$ $`=`$ $`\sqrt{2}\overline{\psi }\overline{\sigma }^\mu \sigma ^\nu \overline{ϵ}_\nu A+i\sqrt{2}ϵ\sigma ^\mu \overline{\psi }F_{\mathrm{on}}+\delta _{\mathrm{on}}\overline{\psi }\pi _{}^{\mu }{}_{\overline{\psi }}{}^{II}`$ (1.26) where $`\pi _{}^{\mu }{}_{\psi }{}^{I}=i\sigma ^\mu \overline{\psi }`$ ($`\pi _{}^{\mu }{}_{\overline{\psi }}{}^{I}=0`$) and $`\pi _{}^{\mu }{}_{\overline{\psi }}{}^{II}=i\overline{\sigma }^\mu \psi `$ ($`\pi _{}^{\mu }{}_{\psi }{}^{II}=0`$) are the canonical momenta obtained by (1.15) conveniently integrated by parts, and perform our computations using canonical Poisson brackets. To integrate by parts in the effective SW theory a greater deal of care is needed due to the fact that the coefficients of the kinetic terms are functions of the scalar field. Choosing the setting $`I`$, for instance, what is left is to check that the charge $$𝒬d^3xJ^0(x)=d^3x\left(\delta _{\mathrm{on}}\psi \pi _\psi ^I+\sqrt{2}\psi \sigma ^0\overline{\sigma }^\nu ϵ_\nu A^{}+i\sqrt{2}\overline{ϵ}\overline{\sigma }^0\psi F_{\mathrm{on}}^{}\right)$$ (1.27) correctly generates the transformations. This is a trivial task in this case since the current and the expression of the dummy fields on-shell are very simple and the transformations can be read off immediately from the charge (1.27). We shall see that this is not always the case. It is worthwhile to notice at this point that to generate the transformations of the scalar field $`A^{}`$ one has to use $$\delta ^A\psi \pi _{}^{\mu }{}_{\psi }{}^{I}=\delta A^{}\pi _A^{}+\sqrt{2}\overline{\psi }\overline{\sigma }^0\sigma ^i\overline{ϵ}_iA$$ (1.28) Notice also that the transformation of $`\overline{\psi }`$ is obtained by acting with the charge on the conjugate momentum of $`\psi `$: $`\{𝒬,\pi _\psi ^I\}_{}`$. ## Chapter 2 SW Theory In this Chapter we want to introduce the model discovered by Seiberg and Witten in , focusing on the aspects we are more interested in. For a complete review we leave the reader to the excellent literature , , , , , and of course to their beautiful seminal paper. The solution of this model essentially consists in the computation of a complex function $``$. This amounts to find singularities and monodromies and to construct the relative differential equation. We intend to describe this strategy here, by stressing on the vital role of the quantum corrected mass formula, descending from the N=2 Susy. In the first Section we introduce the model and make clear the mathematical side of the problem. In the second Section we describe in greater detail the physics, showing how the mass formula allows for a very intuitive interpretation of a singularity. In the third Section we introduce electromagnetic (e.m.) duality, again by analyzing the mass formula, and we show how the monodromies around the above mentioned singularities identify a unique $``$. In the last Section we collect the arguments presented and motivate the interest in the computation of the central charge of the SW model. ### 2.1 Introduction SW model is a N=2 supersymmetric version of a SU(2) Yang-Mills theory in four dimensions. This is the first and only example of exact solution of a non-trivial four dimensional quantum field theory. The task was achieved by cleverly combining together the following ingredients: N=2 Susy: holomorphy of the effective Action, non trivial non-renormalization properties, central charge $`Z`$; Spontaneous Symmetry Breaking (SSB): the space of gauge inequivalent vacua in the quantum theory, $`_q`$, exhibits singularities defined in terms of the Higgs vacuum expectation values (v.e.v.’s); E.M. Duality: electrically charged elementary particles in the asymptotically free sector and magnetically charged topological excitations in the infrared slave sector are exchanged by means of duality. The N=2 supersymmetric, SU(2) gauged, Wilsonian effective Action<sup>1</sup><sup>1</sup>1The Wilsonian effective Action differs from the standard one particle irreducible effective Action when massive and massless modes are both present. The Wilsonian effective Action allows for the description of the strong coupling regimes in terms of massless (or light) modes only. We shall not enter into details here. For a lucid introduction see . in N=2 superfield language is given by $$𝒜=\frac{1}{4\pi }\mathrm{Im}d^4xd^2\theta d^2\stackrel{~}{\theta }(\mathrm{\Psi }^a\mathrm{\Psi }^a)$$ (2.1) where $`\theta `$ and $`\stackrel{~}{\theta }`$ are the grassmanian coordinates of the N=2 superspace<sup>2</sup><sup>2</sup>2See note on superspace in Chapter 1 and $`\mathrm{\Psi }^a\mathrm{\Psi }^a`$, $`a=1,2,3`$, is the SU(2) gauge Casimir. $`\mathrm{\Psi }^a`$ is the N=2 superfield that combines a scalar field $`A^a`$, a vector field $`v_\mu ^a`$, two Weyl fermions $`\psi ^a`$ and $`\lambda ^a`$ (and possibly dummy fields) into a single Susy multiplet. Thus all the fields are in the same representation of the gauge group SU(2) as $`v_\mu ^a`$, i.e. the adjoint representation. $``$ is a holomorphic<sup>3</sup><sup>3</sup>3$``$ is not a function of $`\overline{\mathrm{\Psi }}`$ and this only happens if we stop at the leading order term in the expansion in $`p_\mu `$ of the effective Action. For instance the next-to-leading order term $`(\mathrm{\Psi },\overline{\mathrm{\Psi }})`$ is no longer holomorphic . and analytic<sup>4</sup><sup>4</sup>4By analytic, we mean that it can have branch cuts, poles etc., but no essential singularities. function. The point we want to make here is that the knowledge of the function $``$, sometimes called prepotential, completely determines the theory. The key idea of Seiberg and Witten is to compute $``$ by first posing and then solving what mathematicians call a “Riemann-Hilbert (RH) problem<sup>5</sup><sup>5</sup>5In a paper published in 1900 Hilbert presented a list of 23 problems. The statement we are describing here appears as the $`21^{st}`$ one in the list. The RH problem seems to be very fruitful in physics. Recently it has been applied to renormalization in Quantum Field Theory ., namely: given as initial data singularities and monodromies, does there exist a Fuchsian system having these data? A Fuchsian system is a system of differential equations in the complex domain, given by $$\frac{df^i(z)}{dz}=A^{ij}(z)f^j(z)i,j=1,\mathrm{},p$$ (2.2) where the $`f^i(z)`$’s are in general multi-valued complex functions and the matrix $`A(z)`$ is holomorphic in $`S=𝐂\{z_1,\mathrm{},z_n\}`$ and $`z_1,\mathrm{},z_n`$ are poles of $`A(z)`$ of order at most one. We can naturally associate a group structure to a fundamental system of solutions of (2.2), say<sup>6</sup><sup>6</sup>6This corresponds to the simple request to have $`p`$ linearly independent solutions combined together into an invertible $`p\times p`$ complex matrix, say $`F(z)GL(p,𝐂)`$. $`GL(p,𝐂)`$. We shall see that in SW theory this group turns out to be a subgroup of $`SL(2,𝐙)`$, namely $$\mathrm{\Gamma }_2\{\gamma \mathrm{SL}(2,𝐙):\gamma =\mathrm{𝟏}+\left(\begin{array}{cc}l& m\\ n& p\end{array}\right)l,m,n,p𝐙\}$$ (2.3) If we now consider the universal covering surface<sup>7</sup><sup>7</sup>7This simply means that we are considering all the Riemann sheets obtained by winding around the singularities $`z_1,\mathrm{},z_n`$. For instance, in the case of a logarithmic function of one complex variable, $`\stackrel{~}{S}`$ represents the infinite copies of the complex plane. of $`S`$, say $`\stackrel{~}{S}`$, we can define maps $`\delta :\stackrel{~}{S}S`$. The monodromy representation of $`GL(p,𝐂)`$ is then defined as $`M:\delta M(\delta )GL(p,𝐂)`$. More practically the monodromy constant matrices $`M`$ are obtained by winding around the singularities $`z_i`$’s of $`A(z)`$ with loops $`\alpha _i`$’s in one-to-one correspondence with the $`z_i`$’s. Therefore the RH problem consists in finding a system of the type (2.2) starting from the knowledge of the singularities $`z_1,\mathrm{},z_n`$ and the monodromies around them. If at least one of the matrices $`M(\alpha _1),\mathrm{},M(\alpha _n)`$ is diagonalizable then the RH problem has a positive answer. We want to show in the following how these singularities arise in SW model, their physical meaning and the vital role of the central charge $`Z`$ of the underlying N=2 Susy. ### 2.2 SSB and mass spectrum The Action (2.1) is obtained in component fields in the following Chapters and is given by $`𝒜`$ $`=`$ $`{\displaystyle \frac{1}{4\pi }}\mathrm{Im}{\displaystyle }d^4x[^{ab}({\displaystyle \frac{1}{4}}v^{a\mu \nu }\widehat{v}_{\mu \nu }^b𝒟_\mu A^a𝒟^\mu A^bi\psi ^a\overline{)}𝒟\overline{\psi }^bi\lambda ^a\overline{)}𝒟\overline{\lambda }^b`$ $`{\displaystyle \frac{1}{\sqrt{2}}}ϵ^{adc}(A^c\overline{\psi }^b\overline{\lambda }^d+A^c\psi ^b\lambda ^d)+{\displaystyle \frac{1}{2}}ϵ^{acd}ϵ^{bfg}A^cA^dA^fA^g)]`$ $`+`$ $`𝒜_{\mathrm{quantum}}`$ where $``$ is now a function of the scalar fields only, $`^{a_1\mathrm{}a_n}^n/A^{a_1}\mathrm{}A^{a_n}`$, $`v^{a\mu \nu }`$, $`\widehat{v}_{\mu \nu }^a`$ and $`𝒟_\mu `$ are the vector field strength, its self-dual projection and the covariant derivative respectively<sup>8</sup><sup>8</sup>8These quantities and our SU(2) conventions are all given later in greater detail.. The Action (2.2) is immediately recognized as (an effective version of) a Georgi-Glashow type of Action. It has: self-coupled gauge fields, topological excitations (instantons and monopoles), gauge fields coupled to matter, a Yukawa potential, and a Higgs potential to spontaneously break the gauge symmetry. The purely quantum term contains third and fourth derivatives of $``$, vertices with two fermions coupled to the gauge fields and vertices with four fermions. The SU(2) gauge symmetry can be spontaneously broken down to U(1) preserving the N=2 Susy. This is possible since the Higgs potential $`\mathrm{Tr}([\stackrel{}{A},\stackrel{}{A}^{}])^2`$, where $`\stackrel{}{X}=\frac{1}{2}X^a\sigma ^a`$ and the $`\sigma ^a`$’s are the generators of SU(2)<sup>9</sup><sup>9</sup>9See previous Note., admits flat directions, i.e. directions in the group that cost no energy. This is the first requirement to spontaneously break SU(2) down to U(1), but preserve Susy at the same time, since the Hamiltonian of a supersymmetric theory is always bounded below. In particular the Higgs potential must be zero on the vacuum. By choosing a direction, say $`<0\|A^a\|0>=\delta ^{a3}a`$, the potential is indeed still zero on the vacuum preserving Susy but spontaneously breaking the gauge symmetry. We now want to show that the algebraic structure of N=2 Susy indeed allows for a SSB of the gauge symmetry, but only for non-vanishing central charge. The problem is how to handle the jump in the dimension $`d`$ of the representation of Susy when the Higgs mechanism switches the masses on, but the number of degrees of freedom is left invariant. The irreducible representations of extended Susy are easily found in terms of suitable linear combinations of the supercharges $`Q_\alpha ^L`$, $`L=1,\mathrm{},N`$, to obtain creation and annihilation operators acting on a Clifford vacuum . On general grounds one finds that the dimension of the representation of the Clifford algebra corresponding to massless states is given by $$d=2^N$$ (2.5) while for the massive case this number becomes $$d=2^{2N}$$ (2.6) As well known, the number at the exponent is the number of the anticommuting creation and annihilation operators mentioned above<sup>10</sup><sup>10</sup>10There are N (2N) creation and N (2N) annihilation operators in the massless (massive) case.. Thus we have a problem if we want to keep Susy in both phases, massless and massive. The way out was found in . Let us consider the algebra given in (1.10)-(1.12) for N=2, our case. In the rest frame we can write $`[Q_\alpha ^L,(Q_\beta ^M)^{}]_+`$ $`=`$ $`2M\delta _M^L\delta _\alpha ^\beta `$ (2.7) $`[Q_\alpha ^L,Q_\beta ^M]_+`$ $`=`$ $`ϵ_{\alpha \beta }Z^{[LM]}`$ (2.8) $`[(Q_\alpha ^L)^{},(Q_\beta ^M)^{}]_+`$ $`=`$ $`ϵ^{\alpha \beta }Z_{[LM]}^{}`$ (2.9) where $`L,M=1,2`$. By performing a unitary transformation on the $`Q_\alpha ^L`$ we can introduce new charges $`\stackrel{~}{Q}_\alpha ^L=U_M^LQ_\alpha ^M`$ that obey<sup>11</sup><sup>11</sup>11In this basis $`Z^{[LM]}`$ is mapped to $`ϵ^{LM}2\|Z\|`$, where $`Z=\|Z\|e^{i\zeta }`$ and $`\|Z\|0`$. $`[\stackrel{~}{Q}_\alpha ^L,(\stackrel{~}{Q}_\beta ^M)^{}]_+`$ $`=`$ $`2M\delta _M^L\delta _\alpha ^\beta `$ (2.10) $`[\stackrel{~}{Q}_\alpha ^L,\stackrel{~}{Q}_\beta ^M]_+`$ $`=`$ $`2\|Z\|ϵ_{\alpha \beta }ϵ^{LM}`$ (2.11) $`[(\stackrel{~}{Q}_\alpha ^L)^{},(\stackrel{~}{Q}_\beta ^M)^{}]_+`$ $`=`$ $`2\|Z\|ϵ^{\alpha \beta }ϵ_{LM}`$ (2.12) where $`ϵ^{LM}=ϵ^{ML}`$, $`ϵ^{12}=1=ϵ_{12}`$. We can now define the following annihilation operators $`a_\alpha `$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}\left(\stackrel{~}{Q}_\alpha ^1+ϵ_{\alpha \gamma }(\stackrel{~}{Q}_\gamma ^2)^{}\right)`$ (2.13) $`b_\alpha `$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}\left(\stackrel{~}{Q}_\alpha ^1ϵ_{\alpha \gamma }(\stackrel{~}{Q}_\gamma ^2)^{}\right)`$ (2.14) and their conjugates $`a_\alpha ^{}`$ and $`b_\alpha ^{}`$, in terms of which we can write the algebra as $`[a_\alpha ,a_\beta ]_+`$ $`=`$ $`[b_\alpha ,b_\beta ]_+=[a_\alpha ,b_\beta ]_+=0`$ (2.15) $`[a_\alpha ,a_\beta ^{}]_+`$ $`=`$ $`\delta _{\alpha \beta }2(M+\|Z\|)`$ (2.16) $`[b_\alpha ,b_\beta ^{}]_+`$ $`=`$ $`\delta _{\alpha \beta }2(M\|Z\|)`$ (2.17) For $`\alpha =\beta `$ the anticommutators (2.16) and (2.17) are never less than zero on any states. Therefore from (2.16) follows $`M+\|Z\|0`$ and from (2.17) follows $`M\|Z\|0`$. By multiplying these two inequalities together we obtain $$M\|Z\|$$ (2.18) Thus, for non-vanishing central charge, the saturation of this inequality, $`M=\|Z\|`$, implies that the operators $`b_\alpha `$ must vanish. This reduces the number of creation and annihilation operators of the Clifford algebra from 4 to 2. Therefore the dimension of the massive representation reduces to the dimension of the massless one: from $`2^4=16`$ to $`2^2=4`$. We have a so-called short Susy multiplet. States that saturate (2.18) are called Bogomolnyi-Prasad-Sommerfield (BPS) states. They are the announced way out from the problem posed by the Higgs mechanisms: the fields in the massive phase have to belong to the short Susy multiplet, i.e. they have to be BPS states. It is now matter to give physical meaning to the central charge $`Z`$ arising from the algebra. We shall concentrate first on the classical case. In the authors considered the classical N=2 supersymmetric Georgi-Glashow Action with gauge group O(3) spontaneously broken down to U(1) and its supercharges. In Chapter 4 we shall compute the quantum central charge for the SU(2) Action (2.2), for the moment let us just write down the classical limit of it that gives back the result obtained in $$Z=i\sqrt{2}d^2\stackrel{}{\mathrm{\Sigma }}(\stackrel{}{\mathrm{\Pi }}^aA^a+\frac{1}{4\pi }\stackrel{}{B}^aA_D^a)a=1,2,3$$ (2.19) where $`d^2\stackrel{}{\mathrm{\Sigma }}`$ is the measure on the sphere at spatial infinity $`S_{\mathrm{}}^2`$, the $`A^a`$’s are the scalar fields, the $`\stackrel{}{B}^a`$’s are the magnetic fields, $`\stackrel{}{\mathrm{\Pi }}^a`$ is the conjugate momentum of the vector field $`\stackrel{}{v}^a`$ and $`A_D^a\tau A^a`$ where<sup>12</sup><sup>12</sup>12The $`\theta `$ contribution to the complex coupling $`\tau `$ was discovered by Witten in shortly after. $$\tau =\frac{\theta }{2\pi }+i\frac{4\pi }{g^2}$$ (2.20) is the classical complex coupling constant, $`g`$ is the SU(2) coupling constant and $`\theta `$ the CP violating vacuum angle. In the classical case $`A_D^a`$ is merely a formal quantity with no precise physical meaning. On the contrary, in the low-energy sector of the quantum theory, it becomes the e.m. dual of the scalar field. In the unbroken phase $`Z=0`$, but, as well known, in the broken phase this theory admits ’t Hooft-Polyakov monopole solutions . In this phase the scalar fields (and the vector potentials) tend to their vacuum value $`A^aa\frac{r^a}{r}`$ ($`v^{ai}ϵ^{iab}\frac{r^b}{r^2}`$, $`v^{a0}=0`$), where $`a𝐂`$, as $`r\mathrm{}`$. This behavior gives rise to a magnetic charge. By performing a SU(2) gauge transformation on this radially symmetric (“hedgehog”) solution we can align $`<0\|A^a\|0>`$ along one direction (the Coulomb branch), say $`<0\|A^a\|0>=\delta ^{a3}a`$, and the ’t Hooft-Polyakov monopole becomes a U(1) Dirac-type monopole , , . In this spirit we can define the electric and magnetic charges as $`q_e`$ $``$ $`{\displaystyle \frac{1}{a}}{\displaystyle d^2\stackrel{}{\mathrm{\Sigma }}\stackrel{}{\mathrm{\Pi }}^3A^3}`$ (2.21) $`q_m`$ $``$ $`{\displaystyle \frac{1}{a}}{\displaystyle d^2\stackrel{}{\mathrm{\Sigma }}\frac{1}{4\pi }\stackrel{}{B}^3A^3}={\displaystyle \frac{1}{a_D}}{\displaystyle d^2\stackrel{}{\mathrm{\Sigma }}\frac{1}{4\pi }\stackrel{}{B}^3A_D^3}`$ (2.22) where $`a_D=\tau a`$ and only the U(1) fields remaining massless after SSB appear. These quantities are quantized, since<sup>13</sup><sup>13</sup>13We say that the ’t Hooft-Polyakov magnetic charge is the winding number of the map $`SU(2)S^2S_{\mathrm{}}^2`$, that identifies the homotopy class of the map. By considering the maps $`U(1)S^1S_{\mathrm{}}^1`$, where $`S_{\mathrm{}}^1`$ is the equator of $`S_{\mathrm{}}^2`$, it is clear that a similar comment holds for the U(1) Dirac type magnetic charge. It turns out that the two homotopy groups, $`\pi _2(S^2)`$ and $`\pi _1(S^1)`$, are isomorphic to $`𝐙`$. For an enjoyable and pedagogical introduction to topological objects and their role in physics I recommend . $`q_m\pi _1(U(1))\pi _2(SU(2))𝐙`$ and $`q_e`$ is quantized due to Dirac quantization of the electric charge in presence of a magnetic charge. Thus, after SSB, the central charge becomes $$Z=i\sqrt{2}(n_ea+n_ma_D)$$ (2.23) The mass spectrum of the theory is then given by $$M=\sqrt{2}\|n_ea+n_ma_D\|$$ (2.24) We shall call this formula the Montonen-Olive mass formula<sup>14</sup><sup>14</sup>14 In our short-cut to write down the classical version of the mass formula, we did not follow the chronological order of the various discoveries that led to it. First Bogomolnyi, Prasad and Sommerfield showed that, for a theory admitting monopole solutions, the formula $$M=a(q_e^2+q_m^2)^{1/2}$$ (2.25) holds classically for monopoles and dyons (topological excitations carrying electric and magnetic charge). Then Montonen and Olive showed that it is true classically for all the states, elementary particles included. Finally Witten and Olive obtained it, again classically, from the N=2 Susy. The formula (2.25) can be written in the following form $$M=\|ag(n_e+\tau _0n_m)\|$$ (2.26) where $`q_egn_e`$, $`q_m=(4\pi /g)n_m`$ and $`\tau _0i4\pi /g^2`$. This is the formula we are showing here, provided $`aga`$ and $`\tau _0`$ is improved to $`\tau `$.. It is now crucial to notice that this formula holds for the whole spectrum consisting of elementary particles, two $`W`$ bosons and two fermions<sup>15</sup><sup>15</sup>15We work with Weyl (chiral) components $`\psi ^a`$ and $`\lambda ^a`$, whose masses are generated by the Yukawa potential in (2.2)., and topological excitations, monopoles and dyons. For instance the mass of the $`W`$ bosons and the two fermions can be obtained by setting $`n_e=\pm 1`$ and $`n_m=0`$, which gives $`m_W=m_{\mathrm{fermi}}=\sqrt{2}\|a\|`$, whereas the mass of a monopole ($`n_e=0`$ and $`n_m=\pm 1`$) amounts to $`m_{\mathrm{mon}.}=\sqrt{2}\|a_D\|`$. This establishes a democracy between particles and topological excitations that becomes more clear when e.m. duality is implemented. After this long preparation we are now in the position to introduce the most important tool to reduce the solution of SW model to that of a RH problem in complex analysis: the singularities. Since the Higgs v.e.v. $`a𝐂`$, we can think of $`𝐂`$ as the space of gauge inequivalent vacua, namely to $`a,a^{}`$, with $`aa^{}`$, correspond two vacua not related by a SU(2) gauge transformation (but only by a transformation in the little group U(1)). To be more precise we have to introduce the SU(2) invariant parameter $$u(a)=\mathrm{Tr}<0\|\stackrel{}{A}^2\|0>=\frac{1}{2}a^2$$ (2.27) to get rid of the ambiguity due to the discrete Weyl group of SU(2), which still acts as $`aa`$ within the Cartan subalgebra. This is now a good coordinate on the complex manifold of gauge inequivalent vacua. We shall call this manifold $``$, for moduli space. Eventually we can define a singularity of $``$ as a value of $`u`$ at which some of the particles of the spectrum, either elementary or topological, become massless. Classically there is only one of such values, namely $`u=0`$ where the SU(2) gauge symmetry is fully restored and $``$ looses its meaning. It is worthwhile to notice that the classical moduli space is merely a tool to introduce the idea of a singularity, since the running of the coupling is a purely quantum effect, therefore there is no physical reason to vary $`u`$ classically. Nevertheless the crucial point is to keep the idea of a singularity of $``$ as a point where some particles become massless. The big step is to go to the quantum theory (2.2) where non trivial renormalization leads to a non vanishing beta function. The running of the effective coupling $`g_{\mathrm{eff}}(\mu )`$, where $`\mu `$ is the renormalization scale, presented in Figure 2.1, explains why the physics changes dramatically from the high energy regime to the low energy one. In fact at low energies the coupling is expected to become strong and we cannot make reliable predictions based on perturbative analysis as at high energies where the coupling is weak. The masses of the elementary fields in SU(2)/U(1) become big in the low energy sector and the effective theory can be described all in terms of the massless U(1) fields (the heavy fields can be integrated out form the effective Action). We can replace $`\mu `$ in $`\tau _{\mathrm{eff}}(\mu )=\frac{\theta _{\mathrm{eff}}(\mu )}{2\pi }+i\frac{4\pi }{g_{\mathrm{eff}}^2(\mu )}`$ by the Higgs v.e.v.. Thus now is $`a`$ (therefore $`u`$) that varies and $`\tau _{\mathrm{eff}}(a)`$ becomes a field-dependent coupling as often happens in effective theories. Therefore in the quantum theory we can define a proper moduli space $`_q`$. What happens to the mass formula (2.24)? Seiberg and Witten conjectured that, due to the preservation of the N=2 Susy, the formula is formally unchanged: quantum corrections play a major role since now $$a_D^{\mathrm{class}}=\tau _{\mathrm{class}}aa_D^{\mathrm{eff}}\frac{(a)}{a}$$ (2.28) where $`(a)`$ is the prepotential in the low energy sector, evaluated at $`a`$ (see more on this in the next Section), but no other changes are expected. Therefore the quantum improvement of the Montonen-Olive mass formula (2.24) is simply given by $$M=\sqrt{2}\|n_ea+n_m^{}(a)\|$$ (2.29) This statement is vital for the whole theory. Nevertheless no direct proof from the N=2 Susy algebra was presented. In the following Chapters we shall dedicate most of our attention to this point. The vital importance of the mass formula is immediately seen if one wants to define the singularities of the quantum theory in the spirit outlined above. In fact Seiberg and Witten conjectured that, in the quantum theory, the singularity at $`u=0`$ splits into $`u=\pm \mathrm{\Lambda }^2`$, where monopoles and dyons, and not $`W`$ bosons and fermions (as in the classical case) are supposed to become massless. This makes sense if the $`W`$ bosons in the low energy sector can decay into a monopole + dyon pair. Since all the states are BPS, one can show that the mass formula (2.29) indeed allows for this decay. Thus, if some particles have to become massless in the low energy sector, these cannot be the $`W`$ bosons, whose mass is frozen at low energies, but only the topological excitations. Of course this is only a sufficient but not necessary condition for this to happen. Furthermore one should explain why only two singularities and why at $`\pm \mathrm{\Lambda }^2`$ and there is no rigorous proof of these points. In Figure 2.2 we present a pictorial summary of this Section. We see from the picture that also a third singular point appears at $`u=\mathrm{}`$. We could say that, due to the asymptotic freedom, at that point all the elementary particles become massless. As we shall see in the following Section, this point is somehow on a different footing respect to the other two. In the following we shall remove the suffix “eff” from the effective quantities, since their field dependence clearly identifies them. ### 2.3 Duality and the solution of the model It is now matter to associate these singularities to the function $``$ we are looking for and determine the monodromies around them. For large values of $`a`$ ($`a>>\mathrm{\Lambda }`$) the theory (2.2) is weakly coupled, thus a perturbative computation to evaluate $``$ leads to a reliable result. This computation was performed in and it turns out that $$(a)=\frac{1}{2}\tau a^2+a^2\frac{i\mathrm{}}{2\pi }\mathrm{ln}(\frac{a^2}{\mathrm{\Lambda }^2})+a^2\underset{k=1}{\overset{\mathrm{}}{}}c_k\frac{\mathrm{\Lambda }^{4k}}{a^{4k}}$$ (2.30) where the function is parameterized by the Higgs v.e.v. $`a`$ (i.e. evaluated on the vacuum). The first two terms are the perturbative contributions: tree level and one loop terms respectively<sup>16</sup><sup>16</sup>16For N=2 Susy these are the only two contributions to the perturbative $``$ (non-renormalization) whereas for N=4 the tree level (classical) term is enough (super-renormalization)., and the last term is the non-perturbative instanton contribution. From this expression we see that the classical limit consists in the substitution $`(a)\frac{1}{2}\tau a^2`$. $`(a)`$ is well defined only in the region of $`_q`$ near $`u=\mathrm{}`$ since the instanton sum converges there. If we try to globally extend $`(a)`$ to the whole $`_q`$ this is not longer the case. This can be seen from another perspective. If one requires the mass formula (2.29) to hold on the whole $`_q`$, since at $`u=0`$ there are no singularities, $`Z\|_{u=0}=i\sqrt{2}(a(u)n_e+a_D(u)n_m)\|_{u=0}0`$. If we use the relation (2.27) to write $`a=\sqrt{2u}`$, we expect the elementary particles ($`n_e0`$ and $`n_m=0`$) to become massless, but this implies $`Z\|_{u=0}=i\sqrt{2}a(u)\|_{u=0}=0`$, which contradicts the hypothesis. Therefore $`u=0\overline{)}a=0`$ and $`a`$ is not a good coordinate to evaluate $``$ in the low-energy sector. We learn here that the functions $`a(u)`$ and $`a_D(u)`$ are very different in the three sectors of $`_q`$. All these are clear signals that we need different local descriptions in the weak coupling and strong coupling phases of the quantum theory. There is a peculiar symmetry, well known in physics, that exchanges weak and strong coupling regimes: $`G1/G`$, where $`G`$ indicates a generic coupling. This symmetry is called duality<sup>17</sup><sup>17</sup>17This is referred to as $`S`$ duality. Shortly we shall see that in SW theory this duality is represented by only one of the generators of the whole duality group $`SL(2,𝐙)`$, the other one corresponding to the $`T`$ duality . and is the way out of our dilemma. Well known examples are certain two-dimensional theories, where duality may exchange different phases of the same theory, as for the Ising model , or map solutions of a theory into solutions of a different theory, as for the bosonic Sine-Gordon and fermionic Thirring models . In the latter case duality exchanges the solitonic solutions of the Sine-Gordon model with the elementary particles of the Thirring model. As explained above this is not a symmetry in the Noether sense, but rather a transformation that connects different phases. To see how this applies to our problem let us look again at the central charge $`Z`$ $$Z=i\sqrt{2}(n_ea+n_ma_D)=i\sqrt{2}(n_m,n_e)\left(\begin{array}{c}a_D\\ a\end{array}\right)$$ (2.31) If we act with $`S^1\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)`$ on the row vector $`(n_m,n_e)`$, we exchange electric charge with magnetic charge and vice-versa. This is the e.m. duality transformation: it maps electrically charged elementary particles to magnetically charged collective excitations, giving meaning to the democracy announced above between all the BPS states. In SW theory this is an exact symmetry of the low energy Action, as well explained in and it corresponds to the mapping $$\tau (a)\frac{1}{\tau _D(a_D)}$$ (2.32) where $`\tau (a)`$ is the effective coupling introduced in the last Section, and $`\tau _D`$ its dual. Thus by means of this transformation we map the strong coupling regime to the low coupling one and vice-versa. The mass of all the particles, regardless to which phase of $`_q`$ one considers, has to be given by the mass formula (2.29). Therefore to $`S^1`$ acting on $`(n_m,n_e)`$ it has to correspond $`S`$ acting on the column vector, namely $$\left(\begin{array}{c}a_D\\ a\end{array}\right)S\left(\begin{array}{c}a_D\\ a\end{array}\right)=\left(\begin{array}{c}a\\ a_D\end{array}\right)$$ (2.33) so that $`Z`$ is left invariant. Thus the $`S`$ duality invariance of $`Z`$ suggests that the good parameter for $``$ (or better, its dual $`_D`$) near $`u=0`$ is $`a_D`$ rather than $`a`$. As already noted the functions $`a_D(u)`$ and $`a(u)`$ are now different from the ones obtained near $`u=\mathrm{}`$, and the task is to find them. The mass formula is actually invariant under the full group $`SL(2,𝐙)`$ of $`2\times 2`$ unimodular matrices with integer entries, generated by $$S=\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)\mathrm{and}T=\left(\begin{array}{cc}1& b\\ 0& 1\end{array}\right)$$ (2.34) where $`b𝐙`$. We now have to make this symmetry compatible with the singularities by considering the monodromies of $`a_D(u)`$ and $`a(u)`$ around them. This will restrict the group of dualities to a subgroup of SL(2, $`𝐙`$) containing the monodromies. The monodromy at $`u=\mathrm{}`$ can be easily computed, since here we can trust the perturbative expansion (2.30) and we have $`a=\sqrt{2u}`$ and $`a_D(u)i\frac{\mathrm{}}{\pi }\sqrt{2u}\left(\mathrm{ln}(\frac{2u}{\mathrm{\Lambda }^2})+1\right)`$. By winding around $`u=\mathrm{}`$, the branch point of the logarithm, we obtain $$\left(\begin{array}{c}a_D(u)\\ a(u)\end{array}\right)\left(\begin{array}{c}a_D(e^{i2\pi }u)\\ a(e^{i2\pi }u)\end{array}\right)=\left(\begin{array}{c}a_D(u)+2a(u)\\ a(u)\end{array}\right)$$ (2.35) or $`\left(\begin{array}{c}a_D\\ a\end{array}\right)M_{\mathrm{}}\left(\begin{array}{c}a_D\\ a\end{array}\right)`$ where $$M_{\mathrm{}}=\left(\begin{array}{cc}1& 2\\ 0& 1\end{array}\right)$$ (2.36) This matrix is diagonalizable, therefore the RH problem has a positive solution . We are on the right track! To find the other two monodromies we require the state of vanishing mass responsible for the singularity to be invariant under the monodromy transformation: $$(n_m,n_e)M_{(n_m,n_e)}=(n_m,n_e)$$ (2.37) This simply means that, even if SL(2, $`𝐙`$) maps particles of one phase to particles of another phase, once we arrive at a singularity the monodromy does not change this state into another state. From this it is easy to check that the form of the monodromies around the other two points $`\pm \mathrm{\Lambda }^2`$ has to be $$M_{(n_m,n_e)}=\left(\begin{array}{cc}1+2n_mn_e& 2n_e^2\\ 2n_m^2& 12n_mn_e\end{array}\right)$$ (2.38) Note that $`M_{\mathrm{}}`$ is not of this form. The global consistency conditions on how to patch together the local data is simply given by<sup>18</sup><sup>18</sup>18In the Ising model the gluing of the different local data consists in the identification of a self-dual point $`K=K^{}`$, where $`K=J/k_BT<<1`$ is the coupling at high temperature $`T`$ and $`K^{}>>1`$ is the coupling at low temperature given by $`\mathrm{sinh}(2K^{})=(\mathrm{sinh}(2K))^1`$, $`J`$ is the strength of the interaction between nearest neighbors and $`k_B`$ the Boltzman constant. This determines exactly the critical temperature of the phase transition $`T_c`$ given by $`\mathrm{sinh}(2J/k_BT_c)=1`$ . $$M_{+\mathrm{\Lambda }^2}M_{\mathrm{\Lambda }^2}=M_{\mathrm{}}$$ (2.39) which follows from the fact that the loops around $`\pm \mathrm{\Lambda }^2`$ can be smoothly pull around the Riemann sphere to give the loop at infinity. By using the expression (2.38) we can obtain the solution of this equation given by $$M_{+\mathrm{\Lambda }^2}=M_{(1,0)}=\left(\begin{array}{cc}1& 0\\ 2& 1\end{array}\right)M_{\mathrm{\Lambda }^2}=M_{(1,1)}=\left(\begin{array}{cc}1& 2\\ 2& 3\end{array}\right)$$ (2.40) and we see that the particles becoming massless are indeed monopoles and dyons as conjectured. The monodromy matrices generate the subgroup $`\mathrm{\Gamma }_2`$ of the full duality group $`SL(2,𝐙)`$ given in (2.3). We have now all the ingredients and we can write down the announced Fuchsian equation<sup>19</sup><sup>19</sup>19This is a second order differential equation therefore it is equivalent to a Fuchsian system (2.2) with $`p=2`$. Note also that the poles of $`A(z)`$ become second order. $$\frac{d^2f(z)}{dz^2}=A(z)f(z)$$ (2.41) where $$A(z)=\frac{1}{4}\left[\frac{1\lambda _1^2}{(z+1)^2}+\frac{1\lambda _2^2}{(z1)^2}\frac{1\lambda _1^2\lambda _2^2+\lambda _3^2}{(z+1)(z1)}\right]$$ (2.42) $`zu/\mathrm{\Lambda }^2`$ and $`A(z)`$ exhibits the described singularities at $`z=\pm 1`$ and $`z=\mathrm{}`$. Seiberg and Witten have found that the coefficients are $`\lambda _1=\lambda _2=1`$ and $`\lambda _3=0`$, thus $$A(z)=\frac{1}{4}\frac{1}{(z+1)(z1)}$$ (2.43) The two solutions of (2.41) with $`A(z)`$ in (2.43), are given in terms of hypergeometric functions. By using their integral representation one finally obtains , $`f_1(z)a_D(z)`$ $`=`$ $`{\displaystyle \frac{\sqrt{2}}{\pi }}{\displaystyle _1^z}𝑑x{\displaystyle \frac{\sqrt{xz}}{\sqrt{x^21}}}`$ (2.44) $`f_2(z)a(z)`$ $`=`$ $`{\displaystyle \frac{\sqrt{2}}{\pi }}{\displaystyle _1^1}𝑑x{\displaystyle \frac{\sqrt{xz}}{\sqrt{x^21}}}`$ (2.45) We can invert the second equation to obtain $`z(a)`$ then substitute this into $`a_D(z)`$ to obtain $`a_D(a)=_a(a)`$. Integrating with respect to $`a`$ yields to $`(a)`$. Thus the theory is solved! As noted above this expression of $`(a)`$ is not globally valid on $`_q`$, but only near $`u=\mathrm{}`$. For the other two regions one has $`_D(a_D)`$ near $`u=+\mathrm{\Lambda }^2`$ and $`_D(a2a_D)`$ near $`u=\mathrm{\Lambda }^2`$. The unicity of this solution was proved in . Let us conclude this quick tour de force on SW model by saying that this theory is surely an exciting laboratory to study the behavior of gauge theories at the quantum core. Nevertheless it is strongly based on N=2 Susy and, at the present status of the experiments, Nature does not even show any clear evidence for N=1 Susy<sup>20</sup><sup>20</sup>20There is an intense search for N=1 superparticles in the accelerators. For instance, the next generation of linear colliders will run at ranges of final energy 2 TeV , where signals of N=1 Susy are expected.! ### 2.4 The computation of the effective $`Z`$ As we hope is clear from the previous Sections, the mass formula $$M=\|Z\|=\sqrt{2}\|n_ea+n_ma_D\|$$ (2.46) plays a major role in SW model. Let us stress here again that the knowledge of the central charge $`Z`$ amounts to the knowledge of the mass formula. In a nutshell the important features of $`Z`$ are: * It allows for SSB of the gauge symmetry within the supersymmetric theory. * It gives the complete and exact mass spectrum. Namely it fixes the masses for the elementary particles as well as the collective excitations. * It exhibits an explicit SL(2, $`𝐙`$) duality symmetry whereas this symmetry is not a symmetry of the theory in the Noether sense. * In the quantum theory it is the most important global piece of information at our disposal on $`_q`$. Therefore it is vital for the exact solution of the model. It is then not surprising that, following the paper of Seiberg and Witten, there has been a big interest in the computation of the mass formula in the quantum case. As a matter of fact, in their paper there is no direct proof of this formula but only a check that the bosonic terms of the SU(2) high energy effective Hamiltonian for a magnetic monopole admit a BPS lower bound given by $`\sqrt{2}\|^{}(a)\|`$ . A similar type of BPS computation, only slightly more general, has been performed in . There the authors considered again the SU(2) high energy effective Hamiltonian but this time for a dyon, namely also the electric field contribution was considered. By Legendre transforming the Lagrangian given in (2.2), one sees that the bosonic terms of the Hamiltonian, in the gauge $`𝒟_0A^a=𝒟_0A^a=0`$ and for vanishing Higgs potential, are given by $$H=\frac{1}{8\pi }\mathrm{Im}d^3x^{ab}(E_i^aE_i^b+B_i^aB_i^b+2𝒟_iA^a𝒟_iA_i^b)$$ (2.47) where the electric and magnetic fields are defined as $`E_i^a=v_{0i}^a`$ and $`B_i^a=\frac{1}{2}ϵ_{0ijk}v^{jk}`$, respectively, $`a,b=1,2,3`$ are the SU(2) indices and $`i,j,k=1,2,3`$ are the spatial Minkowski indices, $``$ is a function of the scalar fields only. By using the Bogomolnyi trick to complete the square one can write this part of the Hamiltonian as the sum of two contributions, one dynamical and one topological: $`H=H_0+H_{\mathrm{top}}`$. Explicitly we have $`H_0`$ $`=`$ $`{\displaystyle \frac{1}{8\pi }}\mathrm{Im}{\displaystyle d^3x^{ab}(B_i^a+iE_i^a+\sqrt{2}𝒟_iA^a)(B_i^aiE_i^a+\sqrt{2}𝒟_iA^a)}`$ $`H_{\mathrm{top}}`$ $`=`$ $`{\displaystyle \frac{\sqrt{2}}{8\pi }}\mathrm{Im}{\displaystyle d^3x^{ab}\left((B_i^aiE_i^a)𝒟_iA^a+(B_i^a+iE_i^a)𝒟_iA^a\right)}`$ (2.49) Of course the topological term (2.49) is the lower bound for $`H`$. The inequality $`HH_{\mathrm{top}}`$ is saturated when the configurations of the fields satisfy the BPS equations (BPS configurations) $$B_i^a+iE_i^a+\sqrt{2}𝒟_iA^a=0$$ (2.50) Note that these equations hold in the classical case with no changes. The authors in found that $$H_{\mathrm{top}}=\sqrt{2}\|n_ea+n_m^{}(a)\|$$ (2.51) therefore they identified the r.h.s. of this equation with the modulus of the central charge $`\|Z\|`$. This computation is rather unsatisfactory since it only considers the bosonic contributions to $`\|Z\|`$ and, due to Susy, one has to expect fermionic terms to play a role. Furthermore it is too an indirect computation of the central charge. The complete and direct computation has to involve the Noether supercharges constructed from the Lagrangian (2.2). As discussed earlier, Witten and Olive have done that in the classical case. But for the effective case a direct and complete derivation is in order. We shall dedicate most of our attention to this point in the rest of this thesis. Firstly we shall concentrate on the U(1) low energy sector of the theory, since the U(1) massless fields are supposed to be the only ones contributing to the central charge. As a warming-up we shall re-obtain the classical results of Witten and Olive . Then we shall move to the U(1) effective case to compare this case with the classical one and give the first direct and complete derivation of the mass formula . The SU(2) high energy sector is analyzed in the last Chapter. The main interest there is to check the role of the massive fields in SU(2)/U(1) with respect to the central charge. The other interest, not less important, is the application of the Noether procedure to find effective supercurrents and charges, as explained in some details in the first Chapter. The kind of computation we are considering also seems to follow from a geometric analysis of the N=2 vector multiplet in , where, however, the authors’ aim there is completely different, the fermionic contribution is not present and there is no mention of Noether charges. On the other hand an independent complete computation was performed while we were working on the SU(2) sector. We shall present our independent results for the SU(2) sector referring to this computation as a double-checking of our formulae. ## Chapter 3 SW U(1) Low Energy Sector In this Chapter we shall construct the Noether Susy currents and charges for the SW U(1) low energy Action. The second Section is dedicated to the classical case, where we shall set up a canonical formalism, necessary for the implementation of the Noether procedure for constructing the currents and the charges, as explained in Chapter 1. In this Section the classical central charge of the N=2 Susy is re-obtained. The result is in agreement with . In the third Section we shall deal with the highly non trivial case of the quantum corrected theory. We shall show that the canonical setting still survives, but many delicate issues have to be handled with care. We shall compute the non trivial contributions to the full currents, which we christened $`V_\mu `$ in Chapter 1. Then, after having tested these results by obtaining the Susy transformations from the Susy charges, we shall compute the effective central charge $`Z`$. This computation is the first complete and direct proof of the correctness of SW mass formula and it appears in . ### 3.1 Introduction There exist two massless N=2 Susy multiplets with maximal helicity 1 or less: the vector multiplet and the scalar multiplet , . We are interested in the vector multiplet $`\mathrm{\Psi }`$, also referred to as the N=2 Yang-Mills multiplet, for the moment in its Abelian formulation. Its spin content is $`(1,\frac{1}{2},\frac{1}{2},0,0)`$ and, in terms of physical fields, it can accommodate 1 vector field $`v_\mu `$, 2 Weyl fermions $`\psi `$ and $`\lambda `$, one complex scalar $`A`$. The N=2 vector multiplet can be arranged into two N=1 multiplets, the vector (or Yang-Mills) multiplet $`W`$ and the scalar multiplet $`\mathrm{\Phi }`$, related by $`R`$-symmetry: $`\psi \lambda `$, $`E^{}E`$ and $`v^\mu v^\mu `$ (charge conjugation). In terms of component fields the N=1 multiplets are given by $$W=(\lambda _\alpha ,v_\mu ,D)\mathrm{and}\mathrm{\Phi }=(A,\psi _\alpha ,E)$$ (3.1) where $`E`$ and $`D`$ are the (bosonic) dummy fields<sup>1</sup><sup>1</sup>1We use the same symbol $`E`$ for the electric field and for the dummy field. Its meaning will be clear from the context.. Note that $`W`$ is a real multiplet and $`\mathrm{\Phi }`$ is complex. This means that $`v_\mu `$ and $`D`$ are real, and $`W`$ contains also $`\overline{\lambda }`$, as can be seen by the Susy transformations given below. Of course the complex conjugate of $`\mathrm{\Phi }`$ is given by $`\mathrm{\Phi }^{}=(E^{},\overline{\psi }_{\dot{\alpha }},A^{})`$. The N=2 Susy transformations of these fields are well known , , . In our notation they are given by first supersymmetry, parameter $`ϵ_1`$ $`\delta _1A`$ $`=`$ $`\sqrt{2}ϵ_1\psi `$ $`\delta _1\psi ^\alpha `$ $`=`$ $`\sqrt{2}ϵ_1^\alpha E`$ (3.2) $`\delta _1E`$ $`=`$ $`0`$ $`\delta _1E^{}`$ $`=`$ $`i\sqrt{2}ϵ_1\overline{)}\overline{\psi }`$ $`\delta _1\overline{\psi }_{\dot{\alpha }}`$ $`=`$ $`i\sqrt{2}ϵ_1^\alpha \overline{)}_{\alpha \dot{\alpha }}A^{}`$ (3.3) $`\delta _1A^{}`$ $`=`$ $`0`$ $`\delta _1\lambda ^\alpha `$ $`=`$ $`ϵ_1^\beta (\sigma _\beta ^{\mu \nu \alpha }v_{\mu \nu }i\delta _\beta ^\alpha D)`$ $`\delta _1v^\mu `$ $`=`$ $`iϵ_1\sigma ^\mu \overline{\lambda }\delta _1D=ϵ_1\overline{)}\overline{\lambda }`$ (3.4) $`\delta _1\overline{\lambda }_{\dot{\alpha }}`$ $`=`$ $`0`$ second supersymmetry, parameter $`ϵ_2`$ $`\delta _2A`$ $`=`$ $`\sqrt{2}ϵ_2\lambda `$ $`\delta _2\lambda ^\alpha `$ $`=`$ $`\sqrt{2}ϵ_2^\alpha E^{}`$ (3.5) $`\delta _2E^{}`$ $`=`$ $`0`$ $`\delta _2E`$ $`=`$ $`i\sqrt{2}ϵ_2\overline{)}\overline{\lambda }`$ $`\delta _2\overline{\lambda }_{\dot{\alpha }}`$ $`=`$ $`i\sqrt{2}ϵ_2^\alpha \overline{)}_{\alpha \dot{\alpha }}A^{}`$ (3.6) $`\delta _2A^{}`$ $`=`$ $`0`$ $`\delta _2\psi ^\alpha `$ $`=`$ $`ϵ_2^\beta (\sigma _\beta ^{\mu \nu \alpha }v_{\mu \nu }+i\delta _\beta ^\alpha D)`$ $`\delta _2v^\mu `$ $`=`$ $`iϵ_2\sigma ^\mu \overline{\psi }\delta _2D=ϵ_2\overline{)}\overline{\psi }`$ (3.7) $`\delta _2\overline{\psi }_{\dot{\alpha }}`$ $`=`$ $`0`$ We note here that by $`R`$-symmetry we can obtain the second set of transformations by the first one, by simply replacing $`12`$, $`\psi \lambda `$, $`v^\mu v^\mu `$ and $`E^{}E`$ in the first set. The N=2 Yang-Mills low-energy effective Lagrangian, up to second derivatives of the fields and four fermions is given by $``$ $`=`$ $`{\displaystyle \frac{\mathrm{Im}}{4\pi }}(^{\prime \prime }(A)[_\mu A^{}^\mu A+{\displaystyle \frac{1}{4}}v_{\mu \nu }\widehat{v}^{\mu \nu }+i\psi \overline{)}\overline{\psi }+i\lambda \overline{)}\overline{\lambda }(EE^{}+{\displaystyle \frac{1}{2}}D^2)]`$ $`+`$ $`^{\prime \prime \prime }(A)[{\displaystyle \frac{1}{\sqrt{2}}}\lambda \sigma ^{\mu \nu }\psi v_{\mu \nu }{\displaystyle \frac{1}{2}}(E^{}\psi ^2+E\lambda ^2)+{\displaystyle \frac{i}{\sqrt{2}}}D\psi \lambda ]+^{\prime \prime \prime \prime }(A)[{\displaystyle \frac{1}{4}}\psi ^2\lambda ^2])`$ where $`(A)`$ is the prepotential discussed in the last Chapter, the prime indicates derivative with respect to the scalar field; the fields appearing are the ones remaining massless after SSB, they describe the whole effective dynamics; $`v_{\mu \nu }=_\mu v_\nu _\nu v_\mu `$ is the Abelian vector field strength, $`v_{\mu \nu }^{}=ϵ_{\mu \nu \rho \sigma }v^{\rho \sigma }`$ is its dual, $`\widehat{v}_{\mu \nu }=v_{\mu \nu }+\frac{i}{2}v_{\mu \nu }^{}`$ is its self-dual projection and $`\widehat{v}_{\mu \nu }^{}=v_{\mu \nu }\frac{i}{2}v_{\mu \nu }^{}`$ its anti-self-dual projection. Note that if we define the electric and magnetic fields as usual, $`E^i=v^{0i}`$ and $`B^i=\frac{1}{2}ϵ^{0ijk}v_{jk}`$, respectively, we have $`\widehat{v}^{0i}=E^i+iB^i`$ and $`\widehat{v}^{0i}=E^iiB^i`$. Susy constraints all the fields to be in the same representation of the gauge group as the vector field, namely the adjoint representation. In the U(1) case this representation is trivial, and the derivatives are standard rather than covariant. We notice here that $`v_0`$ plays the role of a Lagrange multiplier, and the associate constraint is the Gauss law. Thus, by taking the derivative of $``$ with respect to $`v_0`$ we obtain the quantum modified Gauss law for this theory, namely $$0=\frac{}{v_0}=_i\mathrm{\Pi }^i$$ (3.9) where $`\mathrm{\Pi }^i=/(_0v_i)`$ is the conjugate momentum of $`v_i`$, given by $$\mathrm{\Pi }^i=(E^iB^i)+\frac{1}{i\sqrt{2}}(^{\prime \prime \prime }\lambda \sigma ^{0i}\psi _{}^{}{}_{}{}^{\prime \prime \prime }\overline{\lambda }\overline{\sigma }^{0i}\overline{\psi })$$ (3.10) and $`=+i`$. ### 3.2 The classical case We shall study, for the moment, the classical limit of this Lagrangian. At this end it is sufficient to recall that in the classical case there is no running of the coupling constant, therefore there is only one global description at any scale of the energy. Thus we can use the expression (2.30) to write the classical limit as $$(A)\frac{1}{2}\tau A^2$$ (3.11) where $`\tau `$ is the complex coupling constant already introduced $$\tau =\tau _R+i\tau _I=\frac{\theta }{2\pi }+i\frac{4\pi }{g^2}$$ (3.12) In this limit the second line of (LABEL:lu1eff) vanishes and the first line becomes $$=\frac{\mathrm{Im}}{4\pi }\left(\tau [_\mu A^{}^\mu A+\frac{1}{4}v_{\mu \nu }\widehat{v}^{\mu \nu }+i\psi \overline{)}\overline{\psi }+i\lambda \overline{)}\overline{\lambda }(EE^{}+\frac{1}{2}D^2)]\right)$$ (3.13) By using $`\mathrm{Im}(zw)=z_Iw_R+z_Rw_I=\frac{1}{2i}(zwz^{}w^{})`$ we can write explicitly this Lagrangian as $``$ $`=`$ $`{\displaystyle \frac{1}{g^2}}\left({\displaystyle \frac{1}{4}}v_{\mu \nu }v^{\mu \nu }+_\mu A^{}^\mu A(EE^{}+{\displaystyle \frac{1}{2}}D^2)\right){\displaystyle \frac{\theta }{64\pi ^2}}v_{\mu \nu }v^{\mu \nu }`$ (3.14) $`{\displaystyle \frac{1}{4\pi }}\left({\displaystyle \frac{\tau }{2}}\psi \overline{)}\overline{\psi }{\displaystyle \frac{\tau ^{}}{2}}\overline{\psi }\overline{)}\overline{}\psi +{\displaystyle \frac{\tau }{2}}\lambda \overline{)}\overline{\lambda }{\displaystyle \frac{\tau ^{}}{2}}\overline{\lambda }\overline{)}\overline{}\lambda \right)`$ The non canonical momenta from the Lagrangian (3.14) are given by $`\pi _A^\mu `$ $``$ $`{\displaystyle \frac{}{_\mu A}}={\displaystyle \frac{1}{g^2}}^\mu A^{}`$ (3.15) $`\pi _A^{}^\mu `$ $``$ $`{\displaystyle \frac{}{_\mu A^{}}}={\displaystyle \frac{1}{g^2}}^\mu A=(\pi _A^\mu )^{}`$ (3.16) $`\mathrm{\Pi }^{\mu \nu }`$ $``$ $`{\displaystyle \frac{}{_\mu v_\nu }}={\displaystyle \frac{1}{g^2}}v^{\mu \nu }{\displaystyle \frac{\theta }{16\pi ^2}}v^{\mu \nu }={\displaystyle \frac{1}{8\pi i}}(\tau \widehat{v}^{\mu \nu }\tau ^{}\widehat{v}^{\mu \nu })`$ (3.17) and $`4\pi (\pi _{\overline{\psi }}^\mu )_{\dot{\alpha }}={\displaystyle \frac{\tau }{2}}\psi ^\alpha \sigma _{\alpha \dot{\alpha }}^\mu 4\pi (\pi _\psi ^\mu )^\alpha ={\displaystyle \frac{\tau ^{}}{2}}\overline{\psi }_{\dot{\alpha }}\overline{\sigma }^{\mu \dot{\alpha }\alpha }`$ (3.18) $`4\pi (\pi _{\overline{\lambda }}^\mu )_{\dot{\alpha }}={\displaystyle \frac{\tau }{2}}\lambda ^\alpha \sigma _{\alpha \dot{\alpha }}^\mu 4\pi (\pi _\lambda ^\mu )^\alpha ={\displaystyle \frac{\tau ^{}}{2}}\overline{\lambda }_{\dot{\alpha }}\overline{\sigma }^{\mu \dot{\alpha }\alpha }`$ (3.19) where $`\pi _\chi ^\mu \frac{}{_\mu \chi }`$, $`\chi =\psi ,\lambda ,\overline{\psi },\overline{\lambda }`$. Now we want to compute the Susy $`\mathrm{}`$ Noether currents for this theory. In fact we have only to compute the first Susy current, since by R-symmetry, charge conjugation and complex conjugation we can obtain the other currents. As explained in the first Chapter, it is matter to compute the $`V_\mu `$ part of the current. In the classical case this is an easy matter. Thus, by taking the variation off-shell of (3.14) under the first Susy transformations in (3.2)-(3.4), $`\delta _1=_\mu V_1^\mu `$, we obtain $`V_1^\mu `$ $`=`$ $`\pi _A^\mu \delta _1A+\mathrm{\Pi }^{\mu \nu }\delta _1v_\nu `$ (3.20) $`+{\displaystyle \frac{\tau ^{}}{\tau }}\delta _1\overline{\psi }\pi _{\overline{\psi }}^\mu +\delta _1\psi \pi _\psi ^\mu +\delta _1^D\lambda \pi _\lambda ^\mu +{\displaystyle \frac{\tau }{\tau ^{}}}\delta _1^v\lambda \pi _\lambda ^\mu `$ where again $`\delta ^XY`$ stands for the term in the variation of $`Y`$ that contains $`X`$, for instance $`\delta _1^D\lambda ^\alpha iϵ_1^\alpha D`$. The total current $`J_1^\mu `$ is then given by<sup>2</sup><sup>2</sup>2We choose to explicitly keep the Susy parameters $`ϵ_L^\alpha `$, $`L=1,2`$. This simplifies some computations involving spinors. Therefore $`J_1^\mu `$ stands for $`ϵ^1J_1^\mu `$ and also for $`ϵ_1J^{1\mu }`$. In the following we shall not keep track of the position of these indices, they will be treated as labels. $`J_1^\mu `$ $`=`$ $`N_1^\mu V_1^\mu `$ (3.21) $`=`$ $`\pi _A^\mu \delta _1A+\mathrm{\Pi }^{\mu \nu }\delta _1v_\nu +\delta _1\psi \pi _\psi ^\mu +\delta _1\lambda \pi _\lambda ^\mu +\delta _1\overline{\psi }\pi _{\overline{\psi }}^\mu V_1^\mu `$ $`=`$ $`{\displaystyle \frac{2i\tau _I}{\tau }}\delta _1\overline{\psi }\pi _{\overline{\psi }}^\mu {\displaystyle \frac{2i\tau _I}{\tau ^{}}}\delta _1^{\mathrm{on}}\lambda \pi _\lambda ^\mu `$ where $`N_1^\mu `$ is the rigid current, $`\delta _1\overline{\lambda }=0`$ and $`\delta _1^{\mathrm{on}}\lambda `$ stand for the variation of $`\lambda `$ with dummy fields on-shell (there are no dummy fields in the variation of $`\overline{\psi }`$). In this case this means $`E=D=0`$ and one could also wonder if they are simply canceled in the total current. But, in agreement with our recipe, we shall see later that indeed the dummy fields, and only them, have been automatically projected on-shell. If we set $`\theta =0`$ in this non-canonical setting, we recover the same type of expression, $`J^\mu =2N_{\mathrm{fermi}}^\mu `$, for the total current obtained in the massive WZ model, namely $$J_1^\mu \|_{\theta =0}=2(\delta _1^{\mathrm{on}}\lambda \pi _\lambda ^\mu +\delta _1\overline{\psi }\pi _{\overline{\psi }}^\mu )$$ (3.22) Once again we see that the double counting of the fermionic degrees of freedom provides a very compact formula for the currents. All the informations are contained in the fermionic sector, since the variations of the fermions contain the bosonic momenta. Unfortunately this does not seem to be the case for the effective theory, as we shall see in the next Section. We have now to integrate by parts in the fermionic sector of the Lagrangian (3.14) to obtain a proper phase space. Everything proceeds along the same lines as for the WZ model. The fermionic sector becomes $$_{\mathrm{fermi}}^I=i\frac{1}{g^2}(\psi \overline{)}\overline{\psi }+\lambda \overline{)}\overline{\lambda })$$ (3.23) where with $`I`$ we indicate one of the two possible choices ($`\overline{\psi }`$ and $`\overline{\lambda }`$ are the fields). Thus the canonical fermionic momenta are $$(\pi _{\overline{\psi }}^{I\mu })_{\dot{\alpha }}=\frac{i}{g^2}\psi ^\alpha \sigma _{\alpha \dot{\alpha }}^\mu (\pi _{\overline{\lambda }}^{I\mu })_{\dot{\alpha }}=\frac{i}{g^2}\lambda ^\alpha \sigma _{\alpha \dot{\alpha }}^\mu $$ (3.24) and $`\pi _\psi ^{I\mu }=\pi _\lambda ^{I\mu }=0`$. In this case there is no effect of the partial integration on the bosonic momenta since $`_\mu \tau =0`$, we shall see that this is not longer the case for the effective theory. Also, the partial integration changes $`V^\mu `$, but, of course, also $`N^\mu `$ changes accordingly and they still combine to give the same total current $`J^\mu `$. Namely $`N_1^{I\mu }`$ $`=`$ $`\pi _A^\mu \delta _1A+\mathrm{\Pi }^{\mu \nu }\delta _1v_\nu +\delta _1\overline{\psi }\pi _{\overline{\psi }}^\mu `$ (3.25) $`V_1^{I\mu }`$ $`=`$ $`\pi _A^\mu \delta _1A+{\displaystyle \frac{1}{8\pi i}}\tau ^{}ϵ_1\sigma _\nu \overline{\lambda }v^{\mu \nu }`$ (3.26) and $`J_1^{I\mu }`$ $`=`$ $`N_1^{I\mu }V_1^{I\mu }`$ (3.27) $`=`$ $`\delta _1\overline{\psi }\pi _{\overline{\psi }}^{I\mu }{\displaystyle \frac{i}{g^2}}ϵ_1\sigma _\nu \overline{\lambda }\widehat{v}^{\mu \nu }`$ $`=`$ $`\sqrt{2}ϵ_1\sigma ^\nu \overline{\sigma }^\mu \pi _{\nu A}+\mathrm{\Pi }^{\mu \nu }\delta _1v_\nu {\displaystyle \frac{1}{8\pi i}}\tau ^{}ϵ_1\sigma _\nu \overline{\lambda }v^{\mu \nu }`$ (3.28) where we used the identities $`\delta _1\overline{\psi }\pi _{\overline{\psi }}^{I\mu }`$ $`=`$ $`\sqrt{2}ϵ_1\sigma ^\nu \overline{\sigma }^\mu \pi _{\nu A}`$ (3.29) $`{\displaystyle \frac{i}{g^2}}ϵ_1\sigma _\nu \overline{\lambda }\widehat{v}^{\mu \nu }`$ $`=`$ $`\mathrm{\Pi }^{\mu \nu }\delta _1v_\nu {\displaystyle \frac{1}{8\pi i}}\tau ^{}ϵ_1\sigma _\nu \overline{\lambda }v^{\mu \nu }`$ (3.30) The point we make here is that the current is once and for all given by $$J_1^\mu =\frac{1}{g^2}(\sqrt{2}ϵ_1\sigma ^\nu \overline{\sigma }^\mu _\nu A^{}iϵ_1\sigma _\nu \overline{\lambda }\widehat{v}^{\mu \nu })$$ (3.31) but its content in terms of canonical variables changes according to partial integration. Furthermore one has to conveniently re-express the current obtained via Noether procedure to obtain the expression (3.27) or (3.28) in terms of bosonic or fermionic momenta and transformations, respectively. Note also that $`\theta `$ does not appear in the explicit formula, as could be expected. The next step is to choose a gauge for the vector field and define the conjugate momenta (remember that the metric is given by $`\eta ^{\mu \nu }=\mathrm{diag}(1,1,1,1)`$). We shall work in the temporal gauge for the vector field $`v^0=0`$, the conjugate momenta are then given by $$\pi _A\pi _A^0=\frac{1}{g^2}^0A^{}\pi _A^{}\pi _A^{}^0=\frac{1}{g^2}^0A$$ (3.32) $$\mathrm{\Pi }^i\mathrm{\Pi }^{0i}=\frac{1}{8\pi i}(\tau \widehat{v}^{0i}\tau ^{}\widehat{v}^{0i})$$ (3.33) and<sup>3</sup><sup>3</sup>3See Appendix C on the conventions for these momenta. $$\pi _{\overline{\psi }}^I\frac{i}{g^2}\psi \sigma ^0\pi _{\overline{\lambda }}^I\frac{i}{g^2}\lambda \sigma ^0$$ (3.34) With this choice the first Susy charge is given by $`ϵ_1Q_1^I`$ $``$ $`{\displaystyle d^3xJ_1^{I0}}={\displaystyle \frac{1}{g^2}}{\displaystyle d^3x(\sqrt{2}ϵ_1\sigma ^\nu \overline{\sigma }^0\psi _\nu A^{}iϵ_1\sigma _i\overline{\lambda }\widehat{v}^{0i})}`$ (3.35) $`=`$ $`{\displaystyle d^3x(\delta _1\overline{\psi }\pi _{\overline{\psi }}^I\frac{i}{g^2}ϵ_1\sigma _i\overline{\lambda }\widehat{v}^{0i})}`$ $`=`$ $`{\displaystyle d^3x(\delta _1A\pi _A+\sqrt{2}ϵ_1\sigma ^i\overline{\sigma }^0\psi _iA^{}+\delta _1v_i\mathrm{\Pi }^i+\frac{i\tau ^{}}{8\pi }ϵ_1\sigma _i\overline{\lambda }v^{0i})}`$ The other charges are obtained by R-symmetry, charge conjugation and complex conjugation. They are given by $`ϵ_2Q_2^I`$ $``$ $`{\displaystyle d^3xJ_2^{I0}}={\displaystyle \frac{1}{g^2}}{\displaystyle d^3x(\sqrt{2}ϵ_2\sigma ^\nu \overline{\sigma }^0\lambda _\nu A^{}iϵ_2\sigma _i\overline{\psi }\widehat{v}^{0i})}`$ (3.38) $`\overline{ϵ}_1\overline{Q}_1^I`$ $``$ $`{\displaystyle d^3xJ_1^{I0}}={\displaystyle \frac{1}{g^2}}{\displaystyle d^3x(\sqrt{2}\overline{ϵ}_1\overline{\sigma }^\nu \sigma ^0\overline{\psi }_\nu Ai\overline{ϵ}_1\overline{\sigma }_i\lambda \widehat{v}^{0i})}`$ (3.39) $`\overline{ϵ}_2\overline{Q}_2^I`$ $``$ $`{\displaystyle d^3xJ_2^{I0}}={\displaystyle \frac{1}{g^2}}{\displaystyle d^3x(\sqrt{2}\overline{ϵ}_2\overline{\sigma }^\nu \sigma ^0\overline{\lambda }_\nu Ai\overline{ϵ}_2\overline{\sigma }_i\psi \widehat{v}^{0i})}`$ (3.40) Of course one needs to rearrange also these expressions in terms of conjugate momenta and fields transformations as we did in (3.2) and (LABEL:q1bclass) for the first Susy charge. #### 3.2.1 Transformations and Hamiltonian from the $`Q_\alpha `$’s We now want to test the correctness of these charges by commuting them to obtain the Susy transformations of the fields and the Hamiltonian. At this end we first introduce the basic non zero equal-time graded Poisson brackets, given by (see also Appendix C) $`\{A(x),\pi _A(y)\}_{}`$ $`=`$ $`\{A^{}(x),\pi _A^{}(y)\}_{}=\delta ^{(3)}(\stackrel{}{x}\stackrel{}{y})`$ (3.41) $`\{v_i(x),\mathrm{\Pi }^j(y)\}_{}`$ $`=`$ $`\delta _i^j\delta ^{(3)}(\stackrel{}{x}\stackrel{}{y})`$ (3.42) and $$\{\overline{\psi }_{\dot{\alpha }}(x),\pi _{\overline{\psi }}^{\dot{\beta }}(y)\}_+=\{\overline{\lambda }_{\dot{\alpha }}(x),\pi _{\overline{\lambda }}^{\dot{\beta }}(y)\}_+=\delta _{\dot{\alpha }}^{\dot{\beta }}\delta ^{(3)}(\stackrel{}{x}\stackrel{}{y})$$ (3.43) Due to the conventions used for the graded Poisson brackets, for the fermions we act with the charge from the left while for the bosons we act from the right. We shall call $`\mathrm{\Delta }_1`$ the transformation induced by our charge $`ϵ_1Q_1^I`$ in (3.35). For the bosonic transformations we use the expression (LABEL:q1bclass), whereas for the fermions we use the expression (3.2). Thus we obtain $`\mathrm{\Delta }_1A(x)`$ $``$ $`\{A(x),ϵ_1Q_1^I\}_{}={\displaystyle }d^3y\{A(x),\sqrt{2}ϵ_1\psi (y)\pi _A(y)+\mathrm{irr}.\}_{}`$ (3.44) $`=`$ $`\sqrt{2}ϵ_1\psi (x)=\delta _1A(x)`$ $`\mathrm{\Delta }_1A^{}(x)`$ $``$ $`\{A^{}(x),ϵ_1Q_1^I\}_{}=0=\delta _1A^{}(x)`$ (3.45) $`\mathrm{\Delta }_1v_i(x)`$ $``$ $`\{v_i(x),ϵ_1Q_1^I\}_{}`$ (3.46) $`=`$ $`{\displaystyle d^3y\{v_i(x),\mathrm{\Pi }^j(y)\}_{}\delta _1v_j(y)}=\delta _1v_i(x)`$ $`\mathrm{\Delta }_1\overline{\psi }_{\dot{\alpha }}(x)`$ $``$ $`\{ϵ_1Q_1^I,\overline{\psi }_{\dot{\alpha }}(x)\}_{}`$ (3.47) $`=`$ $`{\displaystyle d^3y\delta _1\overline{\psi }_{\dot{\beta }}(y)\{\pi _{\overline{\psi }}^{I\dot{\beta }}(y),\overline{\psi }_{\dot{\alpha }}(x)\}_+}=\delta _1\overline{\psi }_{\dot{\alpha }}(x)`$ $`\mathrm{\Delta }_1\overline{\lambda }_{\dot{\alpha }}(x)`$ $``$ $`\{ϵ_1Q_1^I,\overline{\lambda }_{\dot{\alpha }}(x)\}_{}=0=\delta _1\overline{\lambda }_{\dot{\alpha }}(x)`$ (3.48) where “irr.” stands for terms irrelevant for the Poisson brackets. The transformations for $`\psi `$ and $`\lambda `$ have to be obtained by acting with the charge on the conjugate momenta of $`\overline{\psi }`$ and $`\overline{\lambda }`$, respectively $$\mathrm{\Delta }_1\pi _{\overline{\psi }\dot{\alpha }}^I(x)\{ϵ_1Q_1^I,\pi _{\overline{\psi }\dot{\alpha }}^I(x)\}_{}=0$$ (3.49) since $`\pi _{\overline{\psi }\dot{\alpha }}^I=\frac{i}{g^2}\sigma _{\alpha \dot{\alpha }}^0\psi ^\alpha `$ we have $`\mathrm{\Delta }_1\psi ^\alpha =0=\delta _1^{\mathrm{on}}\psi ^\alpha `$. For $`\lambda `$ we have $`\mathrm{\Delta }_1\pi _{\overline{\lambda }\dot{\alpha }}^I(x)`$ $``$ $`\{ϵ_1Q_1^I,\pi _{\overline{\lambda }\dot{\alpha }}^I(x)\}_{}={\displaystyle }d^3y({\displaystyle \frac{i}{g^2}}ϵ_1^\alpha \sigma _{i\alpha \dot{\beta }}\{\overline{\lambda }^{\dot{\beta }}(y),\pi _{\overline{\lambda }\dot{\alpha }}(x)\}_+`$ (3.50) $`=`$ $`{\displaystyle \frac{i}{g^2}}ϵ_1^\alpha \sigma _{i\alpha \dot{\alpha }}\widehat{v}^{0i}(x)`$ by multiplying both sides by $`\overline{\sigma }^{0\dot{\alpha }\beta }`$ and using the identities given in Appendix B we obtain $$\mathrm{\Delta }_1\lambda ^\beta (x)=(ϵ_1\sigma ^{\mu \nu })^\beta v_{\mu \nu }=\delta ^{\mathrm{on}}\lambda ^\beta (x)$$ (3.51) Note that, due to the gauge chosen for the vector field, we only reproduce the transformations up to $`v^0`$. Thus $`\mathrm{\Delta }_1\delta _1^{\mathrm{on}}`$. By a similar computation, that we shall not write down here, we see that the same happens for $`\overline{\mathrm{\Delta }}_1`$, $`\mathrm{\Delta }_2`$ and $`\overline{\mathrm{\Delta }}_2`$. Therefore our charges are the correct ones, in the spirit described in Chapter 1. Note that we did not need to improve the current (therefore the charge) in order to produce the right transformations. One could also check that the Hamiltonian obtained by Legendre transforming the Lagrangian agrees with the one obtained from our charges. The Susy algebra for N=2, introduced in Chapter 2, in terms of Poisson brackets is given by<sup>4</sup><sup>4</sup>4Note that we keep all the indices $`L,M`$ in the lower position. This reflects our choice to work with $`ϵ_LQ_L`$ as explained earlier. $`\{Q_{L\alpha },\overline{Q}_{M\dot{\alpha }}\}_+`$ $`=`$ $`2i\sigma _{\alpha \dot{\alpha }}^\mu P_\mu \delta _{LM}`$ (3.52) $`\{Q_{L\alpha },Q_{M\beta }\}_+`$ $`=`$ $`2iZϵ_{\alpha \beta }ϵ_{LM}`$ (3.53) $`\{\overline{Q}_{L\dot{\alpha }},\overline{Q}_{M\dot{\beta }}\}_+`$ $`=`$ $`2iZ^{}ϵ_{\dot{\alpha }\dot{\beta }}ϵ_{LM}`$ (3.54) where $`L,M=1,2`$. The Hamiltonian is then simply obtained as $$H=\frac{i}{4}\overline{\sigma }^{0\dot{\alpha }\alpha }\{Q_{L\alpha },\overline{Q}_{L\dot{\alpha }}\}_+$$ (3.55) where $`L=1`$ or $`L=2`$, and we define $`H=P^0=P_0`$. We shall not write down the details of this easy computation here, since in the next Chapter we shall spend some time on the effective Hamiltonian of the SU(2) effective theory. The result of the classical computation, performed for $`\theta =0`$, is $$H=d^3x\left[g^2\left(\pi _A\pi _A^{}+\frac{1}{2}\stackrel{}{E}^2\right)+\frac{1}{g^2}\left(\stackrel{}{}A\stackrel{}{}A^{}+\frac{1}{2}\stackrel{}{B}^2i\psi \overline{)}\overline{\psi }i\lambda \overline{)}\overline{\lambda }\right)\right]$$ (3.56) where $`E^i=v^{0i}`$ and $`B^i=\frac{1}{2}ϵ^{0ijk}v_{jk}`$. The same result is obtained by Legendre transforming the Lagrangian (3.14) for $`\theta =0`$. #### 3.2.2 The central charge We can now compute the central charge $`Z`$ for the classical theory from the algebra above given. Let us start by computing the six terms (three pairs) contributing to the centre $`\{ϵ_1Q_1,ϵ_2Q_2\}_{}`$ $`=`$ $`{\displaystyle }d^3xd^3y({\displaystyle \frac{i}{8\pi }}\{\mathrm{\Pi }^i,v^{0j}\}_{}\delta _1v_i\tau ^{}ϵ_2\sigma _j\overline{\psi }`$ $`+`$ $`{\displaystyle \frac{i}{8\pi }}\{v^{0i},\mathrm{\Pi }^j\}_{}\delta _2v_j\tau ^{}ϵ_1\sigma _i\overline{\lambda }`$ $`+`$ $`\mathrm{\Pi }^i\delta _2\overline{\lambda }_{\dot{\alpha }}\{\delta _1v_i,\pi _{\overline{\lambda }}^{\dot{\alpha }}\}_{}`$ $`+`$ $`\mathrm{\Pi }^j\delta _1\overline{\psi }_{\dot{\alpha }}\{\pi _{\overline{\psi }}^{\dot{\alpha }},\delta _2v_j\}_{}`$ $`+`$ $`{\displaystyle \frac{i}{8\pi }}\delta _1\overline{\psi }_{\dot{\alpha }}\{\pi _{\overline{\psi }}^{\dot{\alpha }},ϵ_2\sigma _j\overline{\psi }\}_{}\tau ^{}v^{0j}`$ $`+`$ $`{\displaystyle \frac{i}{8\pi }}\delta _2\overline{\lambda }_{\dot{\alpha }}\{ϵ_1\sigma _i\overline{\lambda },\pi _{\overline{\lambda }}^{\dot{\alpha }}\}_{}\tau ^{}v^{0i})`$ (3.59) On the one hand, terms (3.2.2) give $$\frac{i}{4\pi }\tau ^{}d^3x_i(ϵ_1\sigma ^0\overline{\psi }ϵ_2\sigma ^i\overline{\lambda }ϵ_2\sigma ^0\overline{\lambda }ϵ_1\sigma ^i\overline{\psi })$$ (3.60) On the other hand, terms (3.2.2) and (3.59) give $$\sqrt{2}ϵ_1ϵ_2d^3x\left(_i(2\mathrm{\Pi }^iA^{}+\frac{1}{4\pi }v^{0i}A_D^{})+2(_i\mathrm{\Pi }^i)A^{}+\frac{1}{4\pi }(_iv^{0i})A_D^{}\right)$$ (3.61) where $`A_D^{}=\tau ^{}A^{}`$ is the classical analogue of the dual of the scalar field, as discussed in the previous Chapter. Getting rid of $`ϵ_1`$ and $`ϵ_2`$ and summing over the spinor indices ( $`\{ϵ_1Q_1,ϵ_2Q_2\}_{}=ϵ_1^\alpha ϵ_2^\beta \{Q_{1\alpha },Q_{2\beta }\}_+`$ and $`ϵ_{\alpha \beta }ϵ^{\alpha \beta }=2`$) we can write the centre as $$Z=\frac{i}{4}ϵ^{\alpha \beta }\{Q_{1\alpha },Q_{2\beta }\}_+$$ (3.62) obtaining $`Z`$ $`=`$ $`{\displaystyle }d^3x(_i[i\sqrt{2}(\mathrm{\Pi }^iA^{}+{\displaystyle \frac{1}{4\pi }}B^iA_D^{}){\displaystyle \frac{1}{4\pi }}\tau ^{}\overline{\psi }\overline{\sigma }^{i0}\overline{\lambda }]`$ (3.63) $`+`$ $`i\sqrt{2}[(_i\mathrm{\Pi }^i)A^{}+{\displaystyle \frac{1}{4\pi }}(_iv^{0i})A_D^{}])`$ By using the Bianchi identities, $`_iv^{0i}=0`$, and the classical limit of the Gauss law (3.9), we are left with a total divergence. The final expression for $`Z`$ is then given by $$Z=i\sqrt{2}d^2\stackrel{}{\mathrm{\Sigma }}(\stackrel{}{\mathrm{\Pi }}A^{}+\frac{1}{4\pi }\stackrel{}{B}A_D^{})$$ (3.64) where $`d^2\stackrel{}{\mathrm{\Sigma }}`$ is the measure on the sphere at infinity $`S_{\mathrm{}}^2`$, and we have made the usual assumption that $`\overline{\psi }`$ and $`\overline{\lambda }`$ fall off at least like $`r^{\frac{3}{2}}`$. This is the classical result discussed in the previous Chapter. Note that we ended up with the anti-holomorphic centre. When we define the electric and magnetic charges à la Witten and Olive, we can write $$Z=i\sqrt{2}(n_ea^{}+n_ma_D^{})$$ (3.65) where $`<0\|A^{}\|0>=a^{}`$ and $`n_e`$, $`n_m`$ are the electric and magnetic quantum numbers, respectively. ### 3.3 The effective case We now want to move to the interesting case of the effective theory described by the Lagrangian (LABEL:lu1eff). Let us write down this Lagrangian explicitly $``$ $`=`$ $`{\displaystyle \frac{1}{2i}}[^{\prime \prime }(A)[_\mu A^{}^\mu A+{\displaystyle \frac{1}{4}}v_{\mu \nu }\widehat{v}^{\mu \nu }+i\psi \overline{)}\overline{\psi }+i\lambda \overline{)}\overline{\lambda }(EE^{}+{\displaystyle \frac{1}{2}}D^2)]`$ (3.66) $`+^{\prime \prime \prime }(A)[{\displaystyle \frac{1}{\sqrt{2}}}\lambda \sigma ^{\mu \nu }\psi v_{\mu \nu }{\displaystyle \frac{1}{2}}(E^{}\psi ^2+E\lambda ^2)+{\displaystyle \frac{i}{\sqrt{2}}}D\psi \lambda ]`$ $`+^{\prime \prime \prime \prime }(A)[{\displaystyle \frac{1}{4}}\psi ^2\lambda ^2]`$ $`+`$ $`_{}^{}{}_{}{}^{\prime \prime }(A^{})[_\mu A^{}^\mu A+{\displaystyle \frac{1}{4}}v_{\mu \nu }\widehat{v}^{\mu \nu }+i\overline{\psi }\overline{)}\overline{}\psi +i\overline{\lambda }\overline{)}\overline{}\lambda (EE^{}+{\displaystyle \frac{1}{2}}D^2)]`$ $`+_{}^{}{}_{}{}^{\prime \prime \prime }(A^{})[{\displaystyle \frac{1}{\sqrt{2}}}\overline{\psi }\overline{\sigma }^{\mu \nu }\overline{\lambda }v_{\mu \nu }+{\displaystyle \frac{1}{2}}(E\overline{\psi }^2+E^{}\overline{\lambda }^2)+{\displaystyle \frac{i}{\sqrt{2}}}D\overline{\psi }\overline{\lambda }]`$ $`_{}^{}{}_{}{}^{\prime \prime \prime \prime }(A^{})[{\displaystyle \frac{1}{4}}\overline{\psi }^2\overline{\lambda }^2]]`$ where, for the moment, we scale $``$ by a factor of $`4\pi `$. The non canonical momenta are given by $$\pi _A^\mu =^\mu A^{}\pi _A^{}^\mu =(\pi _A^\mu )^{}$$ (3.67) $$\mathrm{\Pi }^{\mu \nu }=\frac{1}{2i}(^{\prime \prime }\widehat{v}^{\mu \nu }_{}^{}{}_{}{}^{\prime \prime }\widehat{v}^{\mu \nu })+\frac{1}{i\sqrt{2}}(^{\prime \prime \prime }\lambda \sigma ^{\mu \nu }\psi _{}^{}{}_{}{}^{\prime \prime \prime }\overline{\lambda }\overline{\sigma }^{\mu \nu }\overline{\psi })$$ (3.68) and $`(\pi _{\overline{\psi }}^\mu )_{\dot{\alpha }}={\displaystyle \frac{1}{2}}^{\prime \prime }\psi ^\alpha \sigma _{\alpha \dot{\alpha }}^\mu (\pi _\psi ^\mu )^\alpha ={\displaystyle \frac{1}{2}}^{\prime \prime }\overline{\psi }_{\dot{\alpha }}\overline{\sigma }^{\mu \dot{\alpha }\alpha }`$ (3.69) $`(\pi _{\overline{\lambda }}^\mu )_{\dot{\alpha }}={\displaystyle \frac{1}{2}}^{\prime \prime }\lambda ^\alpha \sigma _{\alpha \dot{\alpha }}^\mu (\pi _\lambda ^\mu )^\alpha ={\displaystyle \frac{1}{2}}^{\prime \prime }\overline{\lambda }_{\dot{\alpha }}\overline{\sigma }^{\mu \dot{\alpha }\alpha }`$ (3.70) where $`^{\prime \prime }=+i`$. This time the dummy fields couple non trivially to the fermions. Their expression on-shell is given by $`D`$ $`=`$ $`{\displaystyle \frac{1}{2\sqrt{2}}}(f\psi \lambda +f^{}\overline{\psi }\overline{\lambda })`$ (3.71) $`E^{}`$ $`=`$ $`{\displaystyle \frac{i}{4}}(f\lambda ^2f^{}\overline{\psi }^2)`$ (3.72) $`E`$ $`=`$ $`{\displaystyle \frac{i}{4}}(f^{}\overline{\lambda }^2f\psi ^2)`$ (3.73) where $`f(A,A^{})^{\prime \prime \prime }/`$. As in the classical case we can concentrate on the computation of the first Susy current $`J_1^\mu `$.The task, of course, is to find $`V_1^\mu `$. It turns out that its computation is by no means easy as shown in some details in Appendix D #### 3.3.1 Computation of the effective $`J_1^\mu `$ To compute $`V_1^\mu `$ we first realize that, by varying $``$ off-shell under $`\delta _1`$ given in (3.2)-(3.4), there is no mixing of the $`(A)`$ terms with the $`^{}(A^{})`$ terms. The structure of the Lagrangian (3.66) is $$\frac{1}{2i}[\{^{\prime \prime }[1]+^{\prime \prime \prime }[2]+^{\prime \prime \prime \prime }[3]\}\{h.c.\}]$$ (3.74) The terms $`[1]`$ are bilinear in the fermions and in the bosons ($`[1][2F+2B]`$), the terms $`[2]`$ are products of terms bilinear in the fermions and linear in the bosons ($`[2][2F1B]`$), finally the terms $`[3]`$ are quadrilinear in the fermions ($`[3][4F]`$). When we vary the $``$ terms under $`\delta _1`$ we see that $`(\delta _1^{\prime \prime \prime \prime })[3]=0`$, whereas $`^{\prime \prime \prime \prime }\delta _1[3]^{\prime \prime \prime \prime }(1B3F)`$ $`\mathrm{combines}\mathrm{with}`$ $`(\delta _1^{\prime \prime \prime })[2]^{\prime \prime \prime \prime }(1B3F)`$ $`^{\prime \prime \prime }\delta _1[2]^{\prime \prime \prime }(2B1F+3F)`$ $`\mathrm{combines}\mathrm{with}`$ $`(\delta _1^{\prime \prime })[1]^{\prime \prime \prime }(2B1F+3F)`$ Similarly for the $`^{}`$ terms. The aim is to write these variations as one single total divergence and express it in terms of momenta and variations of the fields. The $`ϵ_1`$ computation, illustrated in Appendix D, gives $`V_1^\mu `$ $`=`$ $`\delta _1A\pi _A^\mu +{\displaystyle \frac{_{}^{}{}_{}{}^{\prime \prime }}{^{\prime \prime }}}\delta _1\overline{\psi }\pi _{\overline{\psi }}^\mu +\delta _1\psi \pi _\psi ^\mu +\delta _1\lambda \pi _\lambda ^\mu `$ (3.75) $`+{\displaystyle \frac{1}{2i}}_{}^{}{}_{}{}^{\prime \prime }ϵ_1\sigma _\nu \overline{\lambda }v^{\mu \nu }+{\displaystyle \frac{1}{2\sqrt{2}}}_{}^{}{}_{}{}^{\prime \prime \prime }ϵ_1\sigma ^\mu \overline{\psi }\overline{\lambda }^2`$ This expression of $`V_1^\mu `$ is far from being a straightforward generalization of the classical one given in (3.20). One could naively try to guess the effective $`V_1^\mu `$ by simply “inverting the arrow” of the classical limit (3.11), $`^{\prime \prime }\tau `$, but this is not the case. In fact, there are many other substantial differences. The main three are: the dummy fields now have the quite complicated expressions in terms of functions of the scalar fields (the factors $`f`$) and fermionic bilinears given in (3.71)-(3.73); $`\mathrm{\Pi }^{\mu \nu }`$ does not appear in $`V_1^\mu `$ and it will not be canceled in the total current, as in the classical case (it is now given by the expression (3.68), again with fermionic bilinears and functions of the scalar fields); the last term is an additional quantum factor which one could not have guessed. Of course the rigid current is formally identical to the classical one, namely $$N_1^\mu =\delta _1A\pi _A^\mu +\delta _1v_\nu \mathrm{\Pi }^{\mu \nu }+\delta _1\overline{\psi }\pi _{\overline{\psi }}^\mu +\delta _1\psi \pi _\psi ^\mu +\delta _1\lambda \pi _\lambda ^\mu $$ (3.76) Thus we can write down our total current as $`J_1^\mu `$ $``$ $`N_1^\mu V_1^\mu `$ $`=`$ $`{\displaystyle \frac{2i}{^{\prime \prime }}}\delta _1\overline{\psi }\pi _{\overline{\psi }}^\mu +\mathrm{\Pi }^{\mu \nu }\delta _1v_\nu {\displaystyle \frac{1}{2i}}_{}^{}{}_{}{}^{\prime \prime }ϵ_1\sigma _\nu \overline{\lambda }v^{\mu \nu }{\displaystyle \frac{1}{2\sqrt{2}}}_{}^{}{}_{}{}^{\prime \prime \prime }ϵ_1\sigma ^\mu \overline{\psi }\overline{\lambda }^2`$ $`=`$ $`\sqrt{2}ϵ_1(\overline{)}A^{})\overline{\sigma }^\mu \psi {\displaystyle \frac{1}{2i}}_{}^{}{}_{}{}^{\prime \prime }ϵ_1\sigma _\nu \overline{\lambda }v^{\mu \nu }{\displaystyle \frac{1}{2\sqrt{2}}}_{}^{}{}_{}{}^{\prime \prime \prime }ϵ_1\sigma ^\mu \overline{\psi }\overline{\lambda }^2`$ $`+[{\displaystyle \frac{1}{2}}(^{\prime \prime }\widehat{v}^{\mu \nu }_{}^{}{}_{}{}^{\prime \prime }\widehat{v}^{\mu \nu })+{\displaystyle \frac{1}{\sqrt{2}}}(^{\prime \prime \prime }\lambda \sigma ^{\mu \nu }\psi _{}^{}{}_{}{}^{\prime \prime \prime }\overline{\lambda }\overline{\sigma }^{\mu \nu }\overline{\psi })]ϵ_1\sigma _\nu \overline{\lambda }`$ The current (LABEL:J1) is not canonically expressed, due to partial integration necessary in the fermionic sector of the kinetic terms in (3.66). Nevertheless if we explicitly write the current in terms of fields and their derivatives as in (LABEL:Jexp) this form will be insensitive to partial integration as we shall show in the next Subsection. We have seen that this is true for simpler cases (the classical theory and the massive WZ toy model of the first Chapter). In the effective case the matter is not trivial. A final remark is in order. If we conveniently rearrange the terms in (LABEL:Jexp) we can write $$J_1^\mu =\frac{2i}{^{\prime \prime }}\delta _1\overline{\psi }\pi _{\overline{\psi }}^\mu \frac{2i}{^{{}_{}{}^{\prime \prime }}}\delta _1^{\mathrm{on}}\lambda \pi _\lambda ^\mu +\frac{1}{2\sqrt{2}}_{}^{}{}_{}{}^{\prime \prime \prime }ϵ_1\sigma ^\mu \overline{\psi }\overline{\lambda }^2+\frac{1}{\sqrt{2}}^{\prime \prime \prime }ϵ_1\psi \lambda \sigma ^\mu \overline{\lambda }$$ (3.79) and we see that the “labour saving” formula $`J_\mu =2N_{\mathrm{fermi}}^\mu `$, no longer holds. #### 3.3.2 Canonicity In this Subsection we digress for a moment to establish the canonicity in the effective context. This is a delicate point since it affects not only the definition of the canonical momenta for the fermionic fields, as in the classical case, but even the definition of the canonical momenta for the scalar fields. Let us extract the fermionic kinetic piece from (3.66) $$_{\mathrm{kin}.\mathrm{fermi}}=\frac{1}{2i}[^{\prime \prime }i\psi \overline{)}\overline{\psi }+_{}^{}{}_{}{}^{\prime \prime }i\overline{\psi }\overline{)}\overline{}\psi +(\psi \lambda )]$$ (3.80) If we call $`^I`$ the Lagrangian with $`\overline{\psi }`$ and $`\overline{\lambda }`$ as fields, it differs from $``$ only in the fermionic kinetic piece and $`_{}^{}{}_{}{}^{\prime \prime \prime }`$ type of terms $$_{\mathrm{kin}.\mathrm{fermi}}^I=\frac{1}{2i}[^{\prime \prime }i\psi \overline{)}\overline{\psi }+_{}^{}{}_{}{}^{\prime \prime }i\psi \overline{)}\overline{\psi }i_{}^{}{}_{}{}^{\prime \prime \prime }(_\mu A^{})\overline{\psi }\overline{\sigma }^\mu \psi +(\psi \lambda )]$$ (3.81) Similarly for $`^{II}`$ ($`\psi `$ and $`\lambda `$ as fields) $$_{\mathrm{kin}.\mathrm{fermi}}^{II}=\frac{1}{2i}[^{\prime \prime }i\overline{\psi }\overline{)}\overline{}\psi +_{}^{}{}_{}{}^{\prime \prime }i\overline{\psi }\overline{)}\overline{}\psi +i^{\prime \prime \prime }(_\mu A)\psi \sigma ^\mu \overline{\psi }+(\psi \lambda )]$$ (3.82) The relation among the three Lagrangians is clearly $``$ $`=`$ $`^I+_\mu ({\displaystyle \frac{1}{2}}_{}^{}{}_{}{}^{\prime \prime }(\overline{\psi }\overline{\sigma }^\mu \psi +\overline{\lambda }\overline{\sigma }^\mu \lambda ))`$ (3.83) $`=`$ $`^{II}+_\mu ({\displaystyle \frac{1}{2}}^{\prime \prime }(\psi \sigma ^\mu \overline{\psi }+\lambda \sigma ^\mu \overline{\lambda }))`$ (3.84) and the momenta change accordingly. From $`^I`$: $$\pi _A^{I\mu }=\pi _A^\mu \pi _A^{}^{I\mu }=^\mu A\frac{1}{2}_{}^{}{}_{}{}^{\prime \prime \prime }(\overline{\psi }\overline{\sigma }^\mu \psi +\overline{\lambda }\overline{\sigma }^\mu \lambda )$$ (3.85) and $`(\pi _{\overline{\psi }}^{I\mu })_{\dot{\alpha }}=i\psi ^\alpha \sigma _{\alpha \dot{\alpha }}^\mu (\pi _\psi ^{I\mu })^\alpha =0`$ $`(\pi _{\overline{\lambda }}^{I\mu })_{\dot{\alpha }}=i\lambda ^\alpha \sigma _{\alpha \dot{\alpha }}^\mu (\pi _\lambda ^{I\mu })^\alpha =0`$ (3.86) From $`^{II}`$: $$\pi _A^{II\mu }=^\mu A^{}+\frac{1}{2}^{\prime \prime \prime }(\psi \sigma ^\mu \overline{\psi }+\lambda \sigma ^\mu \overline{\lambda })\pi _A^{}^{II\mu }=\pi _A^{}^\mu $$ (3.87) and $`(\pi _{\overline{\psi }}^{II\mu })_{\dot{\alpha }}=0(\pi _\psi ^{II\mu })^\alpha =i\overline{\psi }_{\dot{\alpha }}\overline{\sigma }^{\mu \dot{\alpha }\alpha }`$ $`(\pi _{\overline{\lambda }}^{II\mu })_{\dot{\alpha }}=0(\pi _\lambda ^{II\mu })^\alpha =i\overline{\lambda }_{\dot{\alpha }}\overline{\sigma }^{\mu \dot{\alpha }\alpha }`$ (3.88) Note that nothing changes for $`\mathrm{\Pi }^{\mu \nu }`$, since $$\mathrm{\Pi }^{I\mu \nu }=\mathrm{\Pi }^{II\mu \nu }=\mathrm{\Pi }^{\mu \nu }$$ (3.89) whereas in both cases $`(\pi _A)^{}\pi _A^{}`$. From (3.83) follows that $$V_1^{\mu I}=V_1^\mu \frac{1}{2}_{}^{}{}_{}{}^{\prime \prime }\delta _1(\overline{\psi }\overline{\sigma }^\mu \psi +\overline{\lambda }\overline{\sigma }^\mu \lambda )$$ (3.90) where $`\delta _1^I=_\mu V_1^{\mu I}`$ and $`\delta _1^{}=0`$. Explicitly (3.90) reads $`V_1^{\mu I}`$ $`=`$ $`\delta _1A\pi _A^\mu +{\displaystyle \frac{^{{}_{}{}^{\prime \prime }}}{^{\prime \prime }}}\delta _1\overline{\psi }\pi _{\overline{\psi }}^\mu +\delta _1\psi \pi _\psi ^\mu +\delta _1\lambda \pi _\lambda ^\mu `$ (3.91) $`+{\displaystyle \frac{1}{2i}}^{{}_{}{}^{\prime \prime }}ϵ_1\sigma _\nu \overline{\lambda }v^{\mu \nu }+{\displaystyle \frac{1}{2\sqrt{2}}}^{{}_{}{}^{\prime \prime \prime }}ϵ_1\sigma ^\mu \overline{\psi }\overline{\lambda }^2`$ $``$ $`{\displaystyle \frac{1}{2}}_{}^{}{}_{}{}^{\prime \prime }\delta _1\overline{\psi }\overline{\sigma }^\mu \psi {\displaystyle \frac{1}{2}}_{}^{}{}_{}{}^{\prime \prime }\overline{\psi }\overline{\sigma }^\mu \delta _1\psi {\displaystyle \frac{1}{2}}_{}^{}{}_{}{}^{\prime \prime }\overline{\lambda }\overline{\sigma }^\mu \delta _1\lambda `$ the second, third and fourth terms in the first line cancel against the first, second and third terms in the third line respectively, therefore the fermionic momenta are absent from $`V_1^{\mu I}`$. But also the rigid current changes to $$N_1^{\mu I}=\delta _1A\pi _A^\mu +\mathrm{\Pi }^{\mu \nu }\delta _1v_\nu +\delta _1\overline{\psi }\pi _{\overline{\psi }}^{I\mu }$$ (3.92) thus, recalling that $`J_1^{\mu I}=N_1^{\mu I}V_1^{\mu I}`$, we have $$J_1^{\mu I}=\delta _1\overline{\psi }\pi _{\overline{\psi }}^{I\mu }+\mathrm{\Pi }^{\mu \nu }\delta _1v_\nu \frac{1}{2i}^{{}_{}{}^{\prime \prime }}ϵ_1\sigma _\nu \overline{\lambda }v^{\mu \nu }\frac{1}{2\sqrt{2}}^{{}_{}{}^{\prime \prime \prime }}ϵ_1\sigma ^\mu \overline{\psi }\overline{\lambda }^2$$ (3.93) which is identical to the one in (LABEL:Jexp) when we write explicitly the transformations and the new momenta. At this point we have to check that the same thing happens with the other partial integration. Here things are slightly more complicated due to the fact that $`\pi _A^{II\mu }`$ is no longer equal to $`\pi _A^\mu `$ and $`\delta _1^{\prime \prime }0`$. As we shall see these two problems cancel each other. First let us look at $`V_1^{II\mu }`$. From (3.84) follows that $`V_1^{II\mu }`$ $`=`$ $`V_1^\mu +{\displaystyle \frac{1}{2}}^{\prime \prime \prime }\delta _1A(\psi \sigma ^\mu \overline{\psi }+\lambda \sigma ^\mu \overline{\lambda })+{\displaystyle \frac{1}{2}}^{\prime \prime }\delta _1(\psi \sigma ^\mu \overline{\psi }+\lambda \sigma ^\mu \overline{\lambda })`$ $`=`$ $`\delta _1A\pi _A^\mu +{\displaystyle \frac{^{{}_{}{}^{\prime \prime }}}{^{\prime \prime }}}\delta _1\overline{\psi }\pi _{\overline{\psi }}^\mu +\delta _1\psi \pi _\psi ^\mu +\delta _1\lambda \pi _\lambda ^\mu `$ $`+{\displaystyle \frac{1}{2i}}^{{}_{}{}^{\prime \prime }}ϵ_1\sigma _\nu \overline{\lambda }v^{\mu \nu }+{\displaystyle \frac{1}{2\sqrt{2}}}^{{}_{}{}^{\prime \prime \prime }}ϵ_1\sigma ^\mu \overline{\psi }\overline{\lambda }^2`$ $``$ $`{\displaystyle \frac{1}{2}}^{\prime \prime }\delta _1\overline{\psi }\overline{\sigma }^\mu \psi {\displaystyle \frac{1}{2}}^{\prime \prime }\overline{\psi }\overline{\sigma }^\mu \delta _1\psi {\displaystyle \frac{1}{2}}^{\prime \prime }\overline{\lambda }\overline{\sigma }^\mu \delta _1\lambda `$ (3.96) $`+\delta _1A{\displaystyle \frac{1}{2}}^{\prime \prime \prime }(\psi \sigma ^\mu \overline{\psi }+\lambda \sigma ^\mu \overline{\lambda })`$ The first term in (3.3.2) combines with the last term in (3.96) to give $`\delta _1A\pi _A^{II\mu }`$; the second term in (3.3.2) and the the first in (3.96) combine to $`i\delta _1\overline{\psi }\overline{\sigma }^\mu \psi `$; the third and fourth terms in (3.3.2) combine with the second and third terms in (3.96) respectively. The final expression for $`V_1^{II\mu }`$ is then given by $`V_1^{II\mu }`$ $`=`$ $`\delta _1A\pi _A^{II\mu }i\delta _1\overline{\psi }\overline{\sigma }^\mu \psi +\delta _1\psi \pi _\psi ^{II\mu }+\delta _1\lambda \pi _\lambda ^{II\mu }`$ (3.97) $`+{\displaystyle \frac{1}{2i}}_{}^{}{}_{}{}^{\prime \prime }ϵ_1\sigma _\nu \overline{\lambda }v^{\mu \nu }+{\displaystyle \frac{1}{2\sqrt{2}}}_{}^{}{}_{}{}^{\prime \prime \prime }ϵ_1\sigma ^\mu \overline{\psi }\overline{\lambda }^2`$ The rigid current is $$N_1^{II\mu }=\delta _1A\pi _A^{II\mu }+\delta _1v_\nu \mathrm{\Pi }^{\mu \nu }+\delta _1\psi \pi _\psi ^{II\mu }+\delta _1\lambda \pi _\lambda ^{II\mu }$$ (3.98) thus the total current is given by $$J_1^{II\mu }=i\delta _1\overline{\psi }\overline{\sigma }^\mu \psi \frac{1}{2i}^{{}_{}{}^{\prime \prime }}ϵ_1\sigma _\nu \overline{\lambda }v^{\mu \nu }\frac{1}{2\sqrt{2}}^{{}_{}{}^{\prime \prime \prime }}ϵ_1\sigma ^\mu \overline{\psi }\overline{\lambda }^2+\delta _1v_\nu \mathrm{\Pi }^{\mu \nu }$$ (3.99) Again we see that writing explicitly the momenta and the transformations we recover the expression (LABEL:Jexp). We conclude that the current is once and for all given by (LABEL:Jexp), but in order to implement the canonical procedure we have to express that current either as in (3.93) or as in (3.99) and stick to it. We can now impose the temporal gauge for the vector field $`v^0=0`$ and introduce the canonical conjugate momenta of the fields. As in the classical case we define $`\pi _{\mathrm{any}\mathrm{field}}\pi _{\mathrm{any}\mathrm{field}}^0`$. Thus it is simply matter to pick up the time component of (3.85) and (3.86), for the Lagrangian $`^I`$, or (3.87) and (3.88), for the Lagrangian $`^{II}`$. Note that for $`\mathrm{\Pi }^i\mathrm{\Pi }^{0i}`$ there is no difference, it is always given by the time component of (3.68). The basic non zero equal time Poisson brackets are the same as in the classical case, namely $`\{A(x),\pi _A(y)\}_{}`$ $`=`$ $`\{A^{}(x),\pi _A^{}(y)\}_{}=\delta ^{(3)}(\stackrel{}{x}\stackrel{}{y})`$ (3.100) $`\{v_i(x),\mathrm{\Pi }^j(y)\}_{}`$ $`=`$ $`\delta _i^j\delta ^{(3)}(\stackrel{}{x}\stackrel{}{y})`$ (3.101) and<sup>5</sup><sup>5</sup>5See also Appendix B. For instance, there we explain the conventions for $`\{\overline{\psi }^{\dot{\alpha }},(\pi _{\overline{\psi }})^{\dot{\beta }}\}_+=\{(\pi _{\overline{\psi }})^{\dot{\beta }},\overline{\psi }^{\dot{\alpha }}\}_+=ϵ^{\dot{\alpha }\dot{\beta }}\delta ^{(3)}(\stackrel{}{x}\stackrel{}{y})`$. $`\{\overline{\psi }_{\dot{\alpha }}(x),(\pi _{\overline{\psi }}^I)^{\dot{\beta }}(y)\}_+`$ $`=`$ $`\delta _{\dot{\alpha }}^{\dot{\beta }}\delta ^{(3)}(\stackrel{}{x}\stackrel{}{y})`$ $`\{\overline{\lambda }_{\dot{\alpha }}(x),(\pi _{\overline{\lambda }}^I)^{\dot{\beta }}(y)\}_+`$ $`=`$ $`\delta _{\dot{\alpha }}^{\dot{\beta }}\delta ^{(3)}(\stackrel{}{x}\stackrel{}{y})`$ (3.102) or $`\{\psi _\alpha (x),(\pi _\psi ^{II})^\beta (y)\}_+`$ $`=`$ $`\delta _\alpha ^\beta \delta ^{(3)}(\stackrel{}{x}\stackrel{}{y})`$ $`\{\lambda _\alpha (x),(\pi _\lambda ^{II})^\beta (y)\}_+`$ $`=`$ $`\delta _\alpha ^\beta \delta ^{(3)}(\stackrel{}{x}\stackrel{}{y})`$ (3.103) but, many subtleties have to be handled with care. Classically there is no effect of the partial integration on the bosonic momenta. Effectively this is no longer the case, as we have seen, but their Poisson brackets do not depend on which Lagrangian one uses ($`^I`$ or $`^{II}`$), thus we did not write an index $`I`$ or $`II`$ on the momenta. On the other hand, the fermionic brackets, classically and effectively, do depend on the Lagrangian used. Nevertheless we could easily derive a formula which does not depend on the partial integration. At this end we have simply to notice that the expression of the conjugate momenta in the two settings, $`(\pi _{\overline{\psi }}^I)_{\dot{\alpha }}=i\psi ^\alpha \sigma _{\alpha \dot{\alpha }}^0`$ and $`(\pi _\psi ^{II})^\alpha =i\overline{\psi }_{\dot{\alpha }}\overline{\sigma }^{0\dot{\alpha }\alpha }`$ (same for $`\lambda `$) implies that the canonical commutations (3.102) and (3.103) are both equivalent to $$\{\psi _\alpha (x),\overline{\psi }_{\dot{\alpha }}(y)\}_+=\frac{i}{}\sigma _{\alpha \dot{\alpha }}^0\delta ^{(3)}(\stackrel{}{x}\stackrel{}{y})$$ (3.104) (same for $`\lambda `$). Thus we can use either (3.104) or one of the two canonical brackets (3.102) and (3.103). The other Poisson brackets are all zero. Note for instance that $$\{\mathrm{\Pi }^i,\chi \}_{}=0$$ (3.105) where $`\chi \psi ,\lambda ,\overline{\psi },\overline{\lambda }`$, even if the effective $`\mathrm{\Pi }^i`$ has all the fermions. Furthermore, it is crucial to notice that the usual assumption that the Poisson brackets of bosons and fermions are all zero no longer holds. Choosing for instance the first setting, we must have $`\{\pi _A,\overline{\psi }\}_{}=\{\pi _A^{},\overline{\psi }\}_{}=0`$. If we take into account that $$\{\pi _A,\}_{}=\frac{1}{2i}^{\prime \prime \prime }\{\pi _A^{},\}_{}=\frac{1}{2i}_{}^{\prime \prime \prime }{}_{}{}^{}$$ (3.106) and the above mentioned definition of $`\pi _{\overline{\psi }}^I`$ we also have $`\{\pi _A,\pi _{\overline{\psi }}\}_{}=0`$ $``$ $`\{\pi _A,\psi \}_{}={\displaystyle \frac{i}{2}}f\psi `$ (3.107) $`\{\pi _A^{},\pi _{\overline{\psi }}\}_{}=0`$ $``$ $`\{\pi _A^{},\psi \}_{}=+{\displaystyle \frac{i}{2}}f^{}\psi `$ (3.108) where $`f=^{\prime \prime \prime }/`$. Similar formulae hold for $`\lambda `$. #### 3.3.3 Verification that the $`Q_\alpha `$’s generate the Susy transformations At this point really we have to verify that our charges produce the given Susy transformations. As explained in the first Chapter, this is a very delicate point for Susy and, more generally, for any space-time symmetry. In the simple case of the classical theory we succeeded in doing that, but for the highly non trivial effective theory we have to be more careful. For instance the charges $`\widehat{Q}_\alpha `$ obtained by letting the Susy parameters become local (see Eq.(1.13)) do not work in this sense, as can be seen in . In the following Section we shall choose the setting $`I`$ to compute the centre $`Z`$. For the moment we want to show how in both cases our charges produce the Susy transformations. If we choose the current (3.93), the charge is given by $$ϵ_1Q_1^I=d^3x\left[\delta _1\overline{\psi }\pi _{\overline{\psi }}^I+\mathrm{\Pi }^i\delta _1v_i\frac{1}{2i}_{}^{}{}_{}{}^{\prime \prime }ϵ_1\sigma _i\overline{\lambda }v^{0i}\frac{1}{2\sqrt{2}}_{}^{}{}_{}{}^{\prime \prime \prime }ϵ_1\sigma ^0\overline{\psi }\overline{\lambda }^2\right]$$ (3.109) Using the same conventions as for the classical case, we shall call $`\mathrm{\Delta }_1`$ the transformation induced by this charge. Again we have to conveniently express it in terms of fermionic and bosonic variables. We have: $`\mathrm{\Delta }_1A(x)\{A(x),ϵ_1Q_1^I\}_{}`$ $`=`$ $`{\displaystyle d^3y\{A(x),\delta _1\overline{\psi }(y)\pi _{\overline{\psi }}^I(y)\}_{}}`$ (3.110) $`=`$ $`{\displaystyle d^3y\{A(x),\sqrt{2}ϵ_1\sigma ^\nu \overline{\sigma }^0\psi (y)(y)_\nu A^{}(y)\}_{}}`$ $`=`$ $`{\displaystyle }d^3y\{A(x),\sqrt{2}ϵ_1\psi (y)\pi _A^I(y)+\mathrm{irr}.\}_{}`$ $`=`$ $`\sqrt{2}ϵ_1\psi (x)=\delta _1A(x)`$ where “irr.” stands for terms irrelevant for the Poisson bracket. $$\mathrm{\Delta }_1A^{}(x)\{A^{}(x),ϵ_1Q_1^I\}_{}=0=\delta _1A^{}(x)$$ (3.111) $$\mathrm{\Delta }_1v_i(x)\{v_i(x),ϵ_1Q_1^I\}_{}=d^3y\{v_i(x),\mathrm{\Pi }^j(y)\}_{}\delta _1v_j(y)=\delta _1v_i(x)$$ (3.112) $`\mathrm{\Delta }_1\overline{\psi }_{\dot{\alpha }}(x)\{ϵ_1Q_1^I,\overline{\psi }_{\dot{\alpha }}(x)\}_{}`$ $`=`$ $`{\displaystyle d^3y\delta _1\overline{\psi }_{\dot{\beta }}(y)\{\pi _{\overline{\psi }}^{I\dot{\beta }}(y),\overline{\psi }_{\dot{\alpha }}(x)\}_+}`$ (3.113) $`=`$ $`\delta _1\overline{\psi }_{\dot{\alpha }}(x)`$ $$\mathrm{\Delta }_1\overline{\lambda }_{\dot{\alpha }}(x)\{ϵ_1Q_1^I,\overline{\lambda }_{\dot{\alpha }}(x)\}_{}=0=\delta _1\overline{\lambda }_{\dot{\alpha }}(x)$$ (3.114) For $`\mathrm{\Delta }_1\pi _{\overline{\psi }\dot{\alpha }}^I`$ some attention is due to the fact that $`\pi _{\overline{\psi }\dot{\alpha }}^I`$ is a product of a bosonic function $``$ and of a fermion $`\psi `$. On the one hand $`\mathrm{\Delta }_1\pi _{\overline{\psi }\dot{\alpha }}^I(x)\{ϵ_1Q_1^I,\pi _{\overline{\psi }\dot{\alpha }}^I(x)\}_{}`$ $`=`$ $`{\displaystyle d^3y(\frac{1}{2\sqrt{2}}^{{}_{}{}^{\prime \prime \prime }}\{ϵ_1\sigma ^0\overline{\psi },\pi _{\overline{\psi }\dot{\alpha }}^I(x)\}_{}\overline{\lambda }^2)}`$ (3.115) $`=`$ $`{\displaystyle \frac{1}{2\sqrt{2}}}^{{}_{}{}^{\prime \prime \prime }}ϵ_1^\alpha \sigma _{\alpha \dot{\alpha }}^0\overline{\lambda }^2`$ on the other hand, writing explicitly $`\pi _{\overline{\psi }\dot{\alpha }}^I`$ we have $$\mathrm{\Delta }_1\pi _{\overline{\psi }\dot{\alpha }}^I(x)=\frac{1}{\sqrt{2}}^{\prime \prime \prime }ϵ_1\psi \psi ^\alpha \sigma _{\alpha \dot{\alpha }}^0+i\sigma _{\alpha \dot{\alpha }}^0\mathrm{\Delta }_1\psi ^\alpha $$ (3.116) where we have used $`\mathrm{\Delta }_1=\frac{1}{2i}(^{\prime \prime \prime }\mathrm{\Delta }_1A_{}^{}{}_{}{}^{\prime \prime \prime }\mathrm{\Delta }_1A^{})`$. Thus, by comparing the two expressions for $`\mathrm{\Delta }_1\pi _{\overline{\psi }\dot{\alpha }}^I`$ we obtain $$\mathrm{\Delta }_1\psi ^\alpha =\sqrt{2}ϵ_1^\alpha (\frac{i}{4}f\psi ^2+\frac{i}{4}f^{}\overline{\lambda }^2)=\sqrt{2}ϵ_1^\alpha E_{\mathrm{on}}=\delta _1^{\mathrm{on}}\psi ^\alpha $$ (3.117) where we have used the expression (3.73) for $`E`$ on-shell and the Fierz identity $`\psi _\alpha \psi ^\beta =\frac{1}{2}\delta _\alpha ^\beta \psi ^2`$. More labour is needed to compute $`\mathrm{\Delta }_1\lambda `$ from $`\mathrm{\Delta }_1\pi _{\overline{\lambda }\dot{\alpha }}^I`$ and we leave this to Appendix E. The result of that computation is the following $$\mathrm{\Delta }_1\lambda ^\beta =ϵ_1^\alpha (\sigma ^{\mu \nu })_\alpha ^\beta v_{\mu \nu }+iϵ_1^\beta (\frac{1}{2\sqrt{2}}(f\psi \lambda +f^{}\overline{\psi }\overline{\lambda }))=\delta _1^{\mathrm{on}}\lambda ^\beta $$ (3.118) where we have used again the expression of the dummy fields on shell (3.71). We can conclude that in the effective case as well $`\mathrm{\Delta }_1\delta _1^{\mathrm{on}}`$. Thus our effective charge $`ϵ_1Q_1^I`$ correctly generates the first supersymmetry transformations (3.2)-(3.4). The second set of supersymmetry transformations (3.5)-(3.7) is obtained by first replacing the charge in (3.109) by its R-symmetric counterpart<sup>6</sup><sup>6</sup>6Note that under R-symmetry $`\mathrm{\Pi }^i\mathrm{\Pi }^i`$ due to $`v^iv^i`$ and $`\lambda \sigma ^{0i}\psi +\psi \sigma ^{0i}\lambda =\lambda \sigma ^{0i}\psi `$. $$ϵ_2Q_2^I=d^3x\left[\delta _2\overline{\lambda }\pi _{\overline{\lambda }}^I+\mathrm{\Pi }^i\delta _2v_i\frac{1}{2i}_{}^{}{}_{}{}^{\prime \prime }ϵ_2\sigma _i\overline{\psi }v^{0i}+\frac{1}{2\sqrt{2}}_{}^{}{}_{}{}^{\prime \prime \prime }ϵ_2\sigma ^0\overline{\lambda }\overline{\psi }^2\right]$$ (3.119) and then performing for $`\mathrm{\Delta }_2`$ the same kind of computations we have done so far for $`\mathrm{\Delta }_1`$. We immediately see that this charge reproduces the correct transformations for $`A`$ (“R mirror” computation of (3.110)), $`A^{}`$ ($`\pi _A^{}^I`$ is absent), $`v_i`$ (trivial), $`\overline{\lambda }`$ (trivial) and $`\overline{\psi }`$ ($`\pi _{\overline{\psi }}^I`$ absent). By a direct “R mirror” check we also reconstruct the transformations for $`\lambda `$ and $`\psi `$. We give in Appendix E the explicit computation for the tricky one, $`\mathrm{\Delta }_2\psi `$. We also leave to Appendix E the interesting check that $`Q_1^{II}`$ as well generates the transformations (3.2)-(3.4). As we shall show there, in this case the delicate point is to handle the $`^{\prime \prime \prime }`$ term in $`\pi _A^{II}`$. This problem is absent for $`ϵ_1Q_1^I`$ due to the fact that $`\pi _A^I=\pi _A`$ and there is no $`\pi _A^{}^I`$ in the charge, as we expect being $`\delta _1A^{}=0`$. Note that even if we use $`ϵ_1Q_1^I`$ the same problem will appear in handling $`\overline{ϵ}_1\overline{Q}_1^I`$ where we have $`\pi _A^{}^I`$. This means that we have to express the time derivative of the scalar field in terms of the correspondent canonical momentum and commute this expression with the fields and momenta. From this follows that it is simpler to compute the central charge $`Z`$ with the $`Q^I`$’s, whereas for the Hamiltonian there is no such a computational advantage. Thus we shall choose the “$`^I`$ setting” for our computations, being now sure that the results will be the same in the other setting. #### 3.3.4 The central charge Another interesting check is the computation of the Hamiltonian $`H`$. Since we shall perform this computation in the SU(2) sector we do not show it here. The main point is the computation of the central charge. Now it is an easy matter. Let us first write the R-symmetric of (3.109) given by $$ϵ_2Q_2=d^3x\left(\mathrm{\Pi }^j\delta _2v_j+\delta _2\overline{\lambda }\pi _{\overline{\lambda }}+\frac{i}{2}_{}^{}{}_{}{}^{\prime \prime }ϵ_2\sigma _j\overline{\psi }v^{0j}+\frac{1}{2\sqrt{2}}_{}^{}{}_{}{}^{\prime \prime \prime }ϵ_2\sigma ^0\overline{\lambda }\overline{\psi }^2\right)$$ (3.120) We have simply to commute the two charges as we did in the classical case, paying due attention to the subtleties discussed earlier. The eight terms (four pairs) different from zero are $`\{ϵ_1Q_1,ϵ_2Q_2\}_{}`$ $`=`$ $`{\displaystyle }d^3xd^3y(\{\mathrm{\Pi }^i,v^{0j}\}_{}\delta _1v_i{\displaystyle \frac{i}{2}}_{}^{}{}_{}{}^{\prime \prime }ϵ_2\sigma _j\overline{\psi }`$ $`+`$ $`\{v^{0i},\mathrm{\Pi }^j\}_{}\delta _2v_j{\displaystyle \frac{i}{2}}_{}^{}{}_{}{}^{\prime \prime }ϵ_1\sigma _i\overline{\lambda }`$ $`+`$ $`\delta _1\overline{\psi }_{\dot{\alpha }}\{\pi _{\overline{\psi }}^{\dot{\alpha }},\overline{\psi }^2\}_{}{\displaystyle \frac{1}{2\sqrt{2}}}_{}^{}{}_{}{}^{\prime \prime \prime }ϵ_2\sigma ^0\overline{\lambda }`$ $``$ $`\delta _2\overline{\lambda }_{\dot{\alpha }}\{\overline{\lambda }^2,\pi _{\overline{\lambda }}^{\dot{\alpha }}\}_{}{\displaystyle \frac{1}{2\sqrt{2}}}_{}^{}{}_{}{}^{\prime \prime \prime }ϵ_1\sigma ^0\overline{\psi }`$ $`+`$ $`\mathrm{\Pi }^i\delta _2\overline{\lambda }_{\dot{\alpha }}\{\delta _1v_i,\pi _{\overline{\lambda }}^{\dot{\alpha }}\}_{}`$ $`+`$ $`\mathrm{\Pi }^j\delta _1\overline{\psi }_{\dot{\alpha }}\{\pi _{\overline{\psi }}^{\dot{\alpha }},\delta _2v_j\}_{}`$ $`+`$ $`\delta _1\overline{\psi }_{\dot{\alpha }}\{\pi _{\overline{\psi }}^{\dot{\alpha }},ϵ_2\sigma _j\overline{\psi }\}_{}{\displaystyle \frac{i}{2}}_{}^{}{}_{}{}^{\prime \prime }v^{0j}`$ $`+`$ $`\delta _2\overline{\lambda }_{\dot{\alpha }}\{ϵ_1\sigma _i\overline{\lambda },\pi _{\overline{\lambda }}^{\dot{\alpha }}\}_{}{\displaystyle \frac{i}{2}}_{}^{}{}_{}{}^{\prime \prime }v^{0i})`$ (3.124) The terms (3.3.4) combine to a term in any respect similar to the classical counterpart (3.2.2). It is of the form $`_{}^{}{}_{}{}^{\prime \prime }(\overline{\psi }\overline{\lambda })`$. When we write explicitly $`\delta _1\overline{\psi }=i\sqrt{2}ϵ_1\overline{)}A^{}`$ and $`\delta _2\overline{\lambda }=i\sqrt{2}ϵ_2\overline{)}A^{}`$ we see that the terms (3.3.4) combine to a term of the form $`(_{}^{}{}_{}{}^{\prime \prime })\overline{\psi }\overline{\lambda }`$. Thus from these terms we obtain the total divergence given by $$d^3x_i[i_{}^{}{}_{}{}^{\prime \prime }(ϵ_1\sigma ^0\overline{\psi }ϵ_2\sigma ^i\overline{\lambda }ϵ_2\sigma ^0\overline{\lambda }ϵ_1\sigma ^i\overline{\psi })]$$ (3.125) Again by explicitly writing $`\delta _1\overline{\psi }`$ and $`\delta _2\overline{\lambda }`$, we see tha the terms (3.3.4) and (3.124) give a total divergence and two additional terms, as in the classical case $$d^3x\left(_i[2\sqrt{2}\mathrm{\Pi }^iA^{}+\sqrt{2}v^{0i}_{}^{}{}_{}{}^{}]+2\sqrt{2}(_i\mathrm{\Pi }^i)A^{}+\sqrt{2}(_iv^{0i})_{}^{}{}_{}{}^{}\right)ϵ_1ϵ_2$$ (3.126) Imposing the Bianchi identities and the Gauss law, dropping the Susy parameters $`ϵ_1`$ and $`ϵ_2`$, using the formula $`Z=\frac{i}{4}ϵ^{\alpha \beta }\{Q_{1\alpha },Q_{2\beta }\}_+`$, reintroducing the factor $`4\pi `$ and dropping the fermionic term as in the classical case, we can write $$Z=i\sqrt{2}d^2\stackrel{}{\mathrm{\Sigma }}(\stackrel{}{\mathrm{\Pi }}A^{}+\frac{1}{4\pi }\stackrel{}{B}A_D^{})$$ (3.127) where $`d^2\stackrel{}{\mathrm{\Sigma }}`$ is the measure on the sphere at infinity $`S_{\mathrm{}}^2`$, $`B^i=\frac{1}{2}ϵ^{0ijk}v_{jk}`$ as in the classical case, and we introduced the SW dual of the scalar field $`A^{}`$ $$A_D^{}_{}^{}{}_{}{}^{}(A^{})$$ (3.128) Surprisingly enough the expression (3.127) is formally identical to the classical one given in (3.64). We see that the topological nature of $`Z`$ is sufficient to protect its form at the quantum level. All one has to do is to use a little dictionary and replace classical quantities with their quantum counterparts. Thus we can apply exactly the same logic as in the classical case and define the electric and magnetic charges à la Witten and Olive. The final expression is $$Z=i\sqrt{2}(n_ea^{}+n_ma_D^{})$$ (3.129) where $`<0\|A^{}\|0>=a^{}`$, $`<0\|A_D^{}\|0>=a_D^{}`$ and $`n_e`$, $`n_m`$ are the electric and magnetic quantum numbers, respectively. Eventually we proved the SW mass formula. At this end we can simply use the BPS type of argument given in or , noticing that our direct computation includes fermions but they occur as a total divergence which falls off fast enough to give contribution on $`S_{\mathrm{}}^2`$. Thus $$M=\|Z\|=\sqrt{2}\|n_ea+n_m^{}(a)\|$$ (3.130) A last remark is now in order. The U(1) low energy theory is invariant under the linear shift $`(A)(A)+cA`$. This produces an ambiguity in the definition of $`Z`$. For this and other purposes we want also to analyse the SU(2) high energy theory in the next Chapter. ## Chapter 4 SW SU(2) High Energy Sector We want now to generalize the results obtained in the previous Chapter to the high energy sector taking into account all the effective SU(2) fields, massive and massless. We intend to clarify the following points. First, the U(1) Lagrangian is invariant under the linear shift $`(A)(A)+cA`$, where $`c`$ is a c-number. In principle, this induces an ambiguity in the central charge due to the presence of $`^{}(A)`$. This ambiguity can be removed in the full high energy theory, where the prepotential is a function of the SU(2) Casimir $`A^aA^a`$, and such a linear shift is not allowed, since it would break the SU(2) gauge symmetry. Second, we want to see what is the role in the mass formula of the heavy fields. Third, the SU(2) theory has non trivial features, absent in the low energy sector, as for instance, a non trivial Gauss law. We want to test our Susy Noether recipe on this more complicated ground as well, even if we do not expect any change with respect to the U(1) case. In the first Section we shall construct a unique charge $`Q_{1\alpha }`$ for the first Susy starting from its U(1) limit. In the second Section we shall commute this charge with its complex conjugate to obtain the Hamiltonian and, by Legendre transforming it, the Lagrangian. The Chapter ends with the computation of the central charge $`Z`$ by commuting $`Q_{1\alpha }`$ with its R-symmetric counterpart. ### 4.1 The SU(2) Susy charges To construct the SU(2) Susy charges<sup>1</sup><sup>1</sup>1As in the Abelian case we can concentrate on the first Susy charge. we shall write the most natural generalization of the U(1) Susy charges obtained in the last Chapter, impose canonicity and define the SU(2) fields and conjugate momenta and finally fix them by requiring that they generate the given Susy transformations. Before starting our journey let us introduce the SU(2) notation we shall use and make few remarks. A generic SU(2) vector is defined as $`\stackrel{}{X}=\frac{1}{2}\sigma ^aX^a`$ with $`a=1,2,3`$ and we follow the summation convention. The $`\sigma ^a`$’s are the standard Pauli matrices satisfying $`[\sigma ^a,\sigma ^b]=2iϵ^{abc}\sigma ^c`$, where $`ϵ^{abc}`$ are the structure constants of SU(2), and $`\mathrm{Tr}\sigma ^a\sigma ^b=2\delta ^{ab}`$. The covariant derivative and the vector field strength are given by $`𝒟_\mu \stackrel{}{X}=_\mu \stackrel{}{X}i[\stackrel{}{v}_\mu ,\stackrel{}{X}]`$ and $`\stackrel{}{v}_{\mu \nu }=_\mu \stackrel{}{v}_\nu _\nu \stackrel{}{v}_\mu i[\stackrel{}{v}_\mu ,\stackrel{}{v}_\nu ]`$, respectively. We shall work in components thus it is convenient to write down these formulae explicitly $$𝒟_\mu X^a=_\mu X^a+ϵ^{abc}v_\mu ^bX^c$$ (4.1) and $$v_{\mu \nu }^a=_\mu v_\nu ^a_\nu v_\mu ^a+ϵ^{abc}v_\mu ^bv_\nu ^c$$ (4.2) Some authors, , , , keep the renormalizable SU(2) gauge coupling $`g`$ even in the effective theory (for instance their covariant derivatives are defined as $`𝒟_\mu X^a=_\mu X^a+gϵ^{abc}v_\mu ^bX^c`$). This is somehow misleading since, as discussed earlier, in SW theory the effective coupling is once and for all given by $`\tau (a)=^{\prime \prime }(a)`$. Of course the microscopic theory is scale invariant before SSB<sup>2</sup><sup>2</sup>2As a matter of fact, it is invariant under the full superconformal group., and a redefinition of the fields $`gXX`$ does no harm. The matter is less clear in the effective theory, where even the definition of what is a field poses some problems and scale invariance is lost after SSB. Therefore we prefer to follow the conventions of Seiberg and Witten , where already at microscopic level the $`g`$ is absorbed in the definition of the fields and only appears in the overall factor $`1/g^2`$ (see also our expression for the U(1) classical Lagrangian in (3.14)). Nevertheless we can keep track of $`g`$ since by charge conjugation<sup>3</sup><sup>3</sup>3In the Abelian case we implemented the R-symmetry as $`\psi \lambda `$, $`EE^{}`$ and $`v_\mu v_\mu `$ (charge conjugation) when $`ϵ_1ϵ_2`$. Noticing that the doublet $`\left(\begin{array}{c}\psi \\ \lambda \end{array}\right)`$ transforms under $`\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)\mathrm{U}(2)`$ we can say that there is room for the charge conjugation $`v_\mu v_\mu `$ which becomes the $`𝐙_2`$ discrete part of U(2). $`gg`$ (see for instance ), which in our notation becomes $`ϵ^{abc}ϵ^{abc}`$. Finally, as we have seen in Chapter 2, the SU(2) prepotential $``$ is a holomorphic function of the SU(2) gauge Casimir $`A^aA^a`$, $`a=1,2,3`$. Our $``$ corresponds to the function $``$ in Seiberg and Witten conventions . For some properties of this function see also Appendix F. Let us now write down the SU(2) generalization of the U(1) Susy transformations given in (3.2)-(3.7) first supersymmetry, parameter $`ϵ_1`$ $`\delta _1\stackrel{}{A}`$ $`=`$ $`\sqrt{2}ϵ_1\stackrel{}{\psi }`$ $`\delta _1\stackrel{}{\psi }^\alpha `$ $`=`$ $`\sqrt{2}ϵ_1^\alpha \stackrel{}{E}`$ (4.3) $`\delta _1\stackrel{}{E}`$ $`=`$ $`0`$ $`\delta _1\stackrel{}{E}^{}`$ $`=`$ $`i\sqrt{2}ϵ_1\overline{)}𝒟\stackrel{}{\overline{\psi }}+2i[\stackrel{}{A}^{},ϵ_1\stackrel{}{\lambda }]`$ $`\delta _1\stackrel{}{\overline{\psi }}_{\dot{\alpha }}`$ $`=`$ $`i\sqrt{2}ϵ_1^\alpha \overline{)}𝒟_{\alpha \dot{\alpha }}\stackrel{}{A}^{}`$ (4.4) $`\delta _1\stackrel{}{A}^{}`$ $`=`$ $`0`$ $`\delta _1\stackrel{}{\lambda }^\alpha `$ $`=`$ $`ϵ_1^\beta (\sigma _\beta ^{\mu \nu \alpha }\stackrel{}{v}_{\mu \nu }i\delta _\beta ^\alpha \stackrel{}{D})`$ $`\delta _1\stackrel{}{v}^\mu `$ $`=`$ $`iϵ_1\sigma ^\mu \stackrel{}{\overline{\lambda }}\delta _1\stackrel{}{D}=ϵ_1\overline{)}𝒟\stackrel{}{\overline{\lambda }}`$ (4.5) $`\delta _1\stackrel{}{\overline{\lambda }}_{\dot{\alpha }}`$ $`=`$ $`0`$ second supersymmetry, parameter $`ϵ_2`$ $`\delta _2\stackrel{}{A}`$ $`=`$ $`\sqrt{2}ϵ_2\stackrel{}{\lambda }`$ $`\delta _2\stackrel{}{\lambda }^\alpha `$ $`=`$ $`\sqrt{2}ϵ_2^\alpha \stackrel{}{E}^{}`$ (4.6) $`\delta _2\stackrel{}{E}^{}`$ $`=`$ $`0`$ $`\delta _2\stackrel{}{E}`$ $`=`$ $`i\sqrt{2}ϵ_2\overline{)}𝒟\stackrel{}{\overline{\lambda }}+2i[\stackrel{}{A}^{},ϵ_2\stackrel{}{\psi }]`$ $`\delta _2\stackrel{}{\overline{\lambda }}_{\dot{\alpha }}`$ $`=`$ $`i\sqrt{2}ϵ_2^\alpha \overline{)}𝒟_{\alpha \dot{\alpha }}\stackrel{}{A}^{}`$ (4.7) $`\delta _2\stackrel{}{A}^{}`$ $`=`$ $`0`$ $`\delta _2\stackrel{}{\psi }^\alpha `$ $`=`$ $`ϵ_2^\beta (\sigma _\beta ^{\mu \nu \alpha }\stackrel{}{v}_{\mu \nu }+i\delta _\beta ^\alpha \stackrel{}{D})`$ $`\delta _2\stackrel{}{v}^\mu `$ $`=`$ $`iϵ_2\sigma ^\mu \stackrel{}{\overline{\psi }}\delta _2\stackrel{}{D}=ϵ_2\overline{)}𝒟\stackrel{}{\overline{\psi }}`$ (4.8) $`\delta _2\stackrel{}{\overline{\psi }}_{\dot{\alpha }}`$ $`=`$ $`0`$ We want now to construct the SU(2) Susy charges that generate these transformations by generalizing the U(1) Susy charges obtained in the last Chapter. At this end we simply write down the explicit expression of the first U(1) charge as the spatial integral of the time component of the explicit current $`J_1^\mu `$ given in (LABEL:Jexp) $`ϵ_1Q_1^{\mathrm{U}(1)}`$ $`=`$ $`{\displaystyle }d^3x(\sqrt{2}ϵ_1(\overline{)}A^{})\overline{\sigma }^0\psi {\displaystyle \frac{1}{2i}}_{}^{}{}_{}{}^{\prime \prime }ϵ_1\sigma _i\overline{\lambda }v^{0i}{\displaystyle \frac{1}{2\sqrt{2}}}_{}^{}{}_{}{}^{\prime \prime \prime }ϵ_1\sigma ^0\overline{\psi }\overline{\lambda }^2`$ $`+`$ $`[{\displaystyle \frac{1}{2}}(^{\prime \prime }\widehat{v}^{0i}_{}^{}{}_{}{}^{\prime \prime }\widehat{v}^{0i})+{\displaystyle \frac{1}{\sqrt{2}}}(^{\prime \prime \prime }\lambda \sigma ^{0i}\psi _{}^{}{}_{}{}^{\prime \prime \prime }\overline{\lambda }\overline{\sigma }^{0i}\overline{\psi })]ϵ_1\sigma _i\overline{\lambda })`$ where, for the moment, we scale $``$ by a factor of $`4\pi `$. Then we generalize this expression in the most natural way, namely $`ϵ_1Q_1^{\mathrm{SU}(2)}`$ $``$ $`{\displaystyle }d^3x(\sqrt{2}^{ab}ϵ_1(\overline{)}A^a)\overline{\sigma }^0\psi ^b{\displaystyle \frac{1}{2i}}^{ab}ϵ_1\sigma _i\overline{\lambda }^av^{b0i}`$ (4.10) $`{\displaystyle \frac{1}{2\sqrt{2}}}^{abc}ϵ_1\sigma ^0\overline{\psi }^a\overline{\lambda }^b\overline{\lambda }^c+[{\displaystyle \frac{1}{2}}(^{ab}\widehat{v}^{a0i}^{ab}\widehat{v}^{a0i})`$ $`+{\displaystyle \frac{1}{\sqrt{2}}}(^{bcd}\lambda ^c\sigma ^{0i}\psi ^d^{bcd}\overline{\lambda }^c\overline{\sigma }^{0i}\overline{\psi }^d)]ϵ_1\sigma _i\overline{\lambda }^b)`$ where $`^{a_1\mathrm{}a_n}=^n/A^{a_1}\mathrm{}A^{a_n}`$ (see Appendix F) and $`^{ab}=^{ab}+i^{ab}`$. In order to impose a canonical form to this charge we have to define the conjugate momenta of the fields and therefore produce the transformations above given. The SU(2) version of the U(1) conjugate momenta is given by $$\mathrm{\Pi }^{ai}=\frac{1}{2i}(^{ab}\widehat{v}^{0ib}^{ab}\widehat{v}^{0ib})+\frac{1}{i\sqrt{2}}^{abc}\lambda ^b\sigma ^{0i}\psi ^c\frac{1}{i\sqrt{2}}^{abc}\overline{\lambda }^b\overline{\sigma }^{0i}\overline{\psi }^c$$ (4.11) $$\pi _A^a=^{ab}^0A^b\pi _A^{}^a=^{ab}^0A^b\frac{1}{2}_{}^{}{}_{}{}^{abc}(\overline{\psi }^b\overline{\sigma }^0\psi ^c+\overline{\lambda }^b\overline{\sigma }^0\lambda ^c)$$ (4.12) $$\pi _{\overline{\psi }}^a=i^{ab}\psi ^b\sigma ^0\pi _{\overline{\lambda }}^a=i^{ab}\lambda ^b\sigma ^0$$ (4.13) where we chose the setting $`I`$ (see the correspondent U(1) expressions given in the previous Chapter in (3.85), (3.86) and (3.68)) and the temporal gauge for the vector field (thus $`𝒟^0=^0`$). With these definitions the charge (4.10) becomes $$ϵ_1Q_1^{\mathrm{SU}(2)}=d^3x\left(\mathrm{\Pi }^{ai}\delta _1v_i^a+\delta _1\overline{\psi }^a\pi _{\overline{\psi }}^a+\frac{i}{2}^{ab}ϵ_1\sigma _i\overline{\lambda }^av^{0ib}\frac{1}{2\sqrt{2}}^{abc}ϵ_1\sigma ^0\overline{\psi }^a\overline{\lambda }^b\overline{\lambda }^c\right)$$ (4.14) By using the same techniques as in the Abelian case, we see that this charge correctly generates the transformations that do not involve dummy fields, namely $$\delta _1v_i^a\delta _1A^a\delta _1A^a\delta _1\overline{\psi }^a\delta _1\overline{\lambda }^a$$ (4.15) To produce the other transformations one needs the explicit expressions of the dummy fields on shell. At this point we notice that one of the main differences between the U(1) and the SU(2) theories relies on the coupling of the dummy fields $`D^a`$ to the scalar fields to give the Higgs potential, after elimination . This potential (and the Yukawa potential) can never be reproduced in the Hamiltonian by commuting the charge (4.14) with its complex conjugate. Therefore we see that this first generalization needs to be improved. We can obtain the missing terms by considering the classical (microscopic) SU(2) Lagrangian $`_{\mathrm{class}}^{\mathrm{SU}(2)}`$ and solving the Euler-Lagrange equations for $`D^a`$. The result is given by $$(D^a)_{\mathrm{class}}^{\mathrm{on}}=iϵ^{abc}A^bA^c$$ (4.16) where we used the standard expression for $`_{\mathrm{class}}^{\mathrm{SU}(2)}`$ (see, for instance, and ). Note that $`(E^a)_{\mathrm{class}}^{\mathrm{on}}=0`$. From the recipe given in the first Chapter and extensively applied in the U(1) case, we know that the charge has to produce the transformations with the dummy fields on shell. $`D^a`$ appears in the transformation of $`\lambda ^a`$ therefore we want to produce $`\delta _1^D\lambda ^a`$ from $`\{ϵ_1Q_1^{\mathrm{SU}(2)},\pi _{\overline{\lambda }}^a\}`$, where $`\pi _{\overline{\lambda }}^a=i\tau _I\lambda ^a\sigma ^0`$ is the classical limit of the SU(2) effective conjugate momentum of $`\overline{\lambda }^a`$ given in (4.13). Thus we conclude that a missing term in the classical charge is given by $$i\tau _Iϵ_1\sigma ^0\overline{\lambda }^aϵ^{acd}A^cA^d$$ (4.17) Furthermore this term is the only missing term, because once it is added then we obtain all the correct Susy transformations. The term in the effective charge that will produce (4.17) in the classical limit is evidently $$i^{ab}ϵ_1\sigma ^0\overline{\lambda }^bϵ^{acd}A^cA^d$$ (4.18) and it is therefore clear that we must add such a term to the charge in (4.14). We shall see in the next Section that, as in the classical theory, this term is the only new term that is required. It produces the Higgs and Yukawa potential in the Hamiltonian and it is responsible for most of the new terms in the centre. Thus finally, the first Susy SU(2) effective charge is given by $`ϵ_1Q_1`$ $`=`$ $`{\displaystyle }d^3x(\mathrm{\Pi }^{ai}\delta _1v_i^a+\delta _1\overline{\psi }^a\pi _{\overline{\psi }}^a+{\displaystyle \frac{i}{2}}^{ab}ϵ_1\sigma _i\overline{\lambda }^av^{0ib}`$ (4.19) $`{\displaystyle \frac{1}{2\sqrt{2}}}^{abc}ϵ_1\sigma ^0\overline{\psi }^a\overline{\lambda }^b\overline{\lambda }^c+i^{ab}ϵ_1\sigma ^0\overline{\lambda }^bϵ^{acd}A^cA^d)`$ where we have dropped the label “SU(2)”. We conclude this Section by writing the R-symmetric counterpart of (4.19), given by $`ϵ_2Q_2`$ $`=`$ $`{\displaystyle }d^3x(\mathrm{\Pi }^{bj}\delta _2v_j^b+\delta _2\overline{\lambda }^b\pi _{\overline{\lambda }}^b+{\displaystyle \frac{i}{2}}^{cd}ϵ_2\sigma _j\overline{\psi }^cv^{0jd}`$ (4.20) $`+{\displaystyle \frac{1}{2\sqrt{2}}}^{def}ϵ_2\sigma ^0\overline{\lambda }^d\overline{\psi }^e\overline{\psi }^f+i^{ef}ϵ_2\sigma ^0\overline{\psi }^fϵ^{egh}A^gA^h)`$ which generates the second set of Susy transformations above given, and the complex conjugate of (4.19), given by $`\overline{ϵ}_1\overline{Q}_1`$ $`=`$ $`{\displaystyle }d^3x(\mathrm{\Pi }^{ai}\overline{\delta }_1v_i^a+\sqrt{2}^{ab}\overline{ϵ}_1\overline{)}\overline{𝒟}A^a\sigma ^0\overline{\psi }^b+{\displaystyle \frac{i}{2}}^{ab}\overline{ϵ}_1\sigma _i\lambda ^av^{0ib}`$ (4.21) $`+{\displaystyle \frac{1}{2\sqrt{2}}}^{abc}\overline{ϵ}_1\overline{\sigma }^0\psi ^a\lambda ^b\lambda ^c\overline{ϵ}_1\pi _{\overline{\lambda }}^aϵ^{acd}A^cA^d)`$ where we introduced the conjugate momentum $`\pi _{\overline{\lambda }}^a`$. ### 4.2 Hamiltonian and Lagrangian We are now in the position to compute the Hamiltonian $`H`$. The main points here are: first to compare the SU(2) Lagrangian obtained by Legendre transforming $`H`$ with the U(1) Lagrangian and with the Lagrangian obtained by superfield expansion; second to obtain the non trivial Gauss law for the SU(2) theory. The last point is vital for our purpose, since our main interest is the computation of the central charge where the Gauss law is expected to play an important role. We computed $`H`$ by taking the Poisson brackets of $`ϵ_1Q_1`$ given in (4.19) with $`\overline{ϵ}_1\overline{Q}_1`$ given in (4.21), then getting rid of $`ϵ_1`$ and $`\overline{ϵ}_1`$ ($`\{ϵ_1Q_1,\overline{ϵ}_1\overline{Q}_1\}_{}=ϵ_1^\alpha \overline{ϵ}_1^{\dot{\alpha }}\{Q_{1\alpha },\overline{Q}_{1\dot{\alpha }}\}_+`$) and finally taking the trace with $`\overline{\sigma }^{0\dot{\alpha }\alpha }`$. The final formula for $`H`$ is $$H=\frac{i}{4}\overline{\sigma }^{0\dot{\alpha }\alpha }\{Q_{1\alpha },\overline{Q}_{1\dot{\alpha }}\}_+$$ (4.22) where we defined $`H=P^0=P_0`$. This lengthy computation is illustrated in some details in Appendix F. Its final result is given by $`H`$ $`=`$ $`{\displaystyle }d^3x({\displaystyle \frac{1}{2}}(^{ab})^1\mathrm{\Pi }^{ai}\mathrm{\Pi }^{bi}(^{ab})^1^{bc}\mathrm{\Pi }^{ai}B^{ic}{\displaystyle \frac{1}{2}}(^{ab})^1^{ab}^{ef}B^{ib}B^{if}`$ (4.23) $`(^{ab})^1\pi _A^a(\pi _A^b)^{}+^{ab}(𝒟^iA^a)(𝒟^iA^b)`$ $`+i^{ab}\psi ^a\sigma ^i𝒟_i\overline{\psi }^b+i^{ab}\lambda ^a\sigma ^i𝒟_i\overline{\lambda }^b+{\displaystyle \frac{1}{2}}(_i^{ab})\overline{\lambda }^a\sigma ^i\lambda ^b`$ $`{\displaystyle \frac{1}{\sqrt{2}}}^{ad}ϵ^{abc}(A^c\overline{\psi }^d\overline{\lambda }^b+A^c\psi ^d\lambda ^b)+{\displaystyle \frac{1}{2}}^{ab}ϵ^{acd}ϵ^{bfg}A^cA^dA^fA^g`$ $`+{\displaystyle \frac{i}{\sqrt{2}}}(^{af})^1^{feg}\psi ^e\sigma _{i0}\lambda ^g(\mathrm{\Pi }^{ia}+^{ab}B^{ib})`$ $`{\displaystyle \frac{i}{\sqrt{2}}}(^{ec})^1^{abc}\overline{\psi }^a\overline{\sigma }_{i0}\overline{\lambda }^b(\mathrm{\Pi }^{ie}+^{ed}B^{id})`$ $`+{\displaystyle \frac{1}{16}}^{efg}^{cad}(^{gc})^1\overline{\psi }^e\overline{\psi }^f\psi ^a\psi ^c+{\displaystyle \frac{1}{16}}^{abc}^{efg}(^{ae})^1\overline{\lambda }^b\overline{\lambda }^c\lambda ^f\lambda ^g`$ $`+{\displaystyle \frac{3}{16}}^{bec}^{efg}(^{ab})^1\overline{\psi }^a\overline{\psi }^c\overline{\lambda }^f\overline{\lambda }^g+{\displaystyle \frac{3}{16}}^{bec}^{efg}(^{ab})^1\psi ^a\psi ^c\lambda ^f\lambda ^g`$ $`{\displaystyle \frac{1}{2i}}({\displaystyle \frac{1}{4}}^{abcd}\psi ^a\psi ^b\lambda ^c\lambda ^d{\displaystyle \frac{1}{4}}^{abcd}\overline{\psi }^a\overline{\psi }^b\overline{\lambda }^c\overline{\lambda }^d))`$ $`+{\displaystyle d^3x_i(\frac{1}{2}^{ab}\overline{\lambda }^a\overline{\sigma }^i\lambda ^b\frac{i}{2}^{ab}\overline{\psi }^a\overline{\sigma }^i\psi ^b)}`$ where $`E^{ai}=v^{a0i}`$ and $`B^{ai}=\frac{1}{2}ϵ^{0ijk}v_{jk}^a`$ are the SU(2) generalization of the electric and magnetic fields, respectively. If we call “classical” the terms whose factors are at most second derivatives of $``$, we see that the first four lines contain only “classical” terms, modulo the two fermions contribution to $`\mathrm{\Pi }^{ai}`$ (see (4.11)) and the term due to partial integration. The first line are the e.m. terms, and if we write $$\mathrm{\Pi }^{ai}=(^{ab}E^{bi}+^{ab}B^{bi})+\mathrm{\Pi }_\mathrm{F}^{ai}$$ (4.24) where $`\mathrm{\Pi }_\mathrm{F}^{ai}`$ is the purely quantum two fermions piece, it is easy to see that the “classical” terms combine to give $`^{ab}(E^{ai}E^{bi}+B^{ai}B^{bi})`$. The second and third lines are the standard terms one would expect for the complex scalars and the fermions, modulo the last term in the third line on which we shall comment in a moment. As promised we reproduced the Yukawa and Higgs potentials, given by the first and second term in the fourth line, respectively. The other terms are purely quantum terms. There we have the two fermions terms coupled to the e.m. fields and momenta and the four fermions term. To check the correctness of these terms we have to consider the correspondent terms in the Lagrangian and compare them with their U(1) limit. We notice here that, in the last line, we kept a total divergence to explicitly show that we partially integrated the fermionic kinetic terms, in order to fix the phase space $`(\overline{\psi },\overline{\lambda };\pi _{\overline{\psi }},\pi _{\overline{\lambda }})`$ we started with. It turns out that this total divergence is not symmetric with respect to $`\psi `$ and $`\lambda `$ and this is reflected in the last term of the third line where only $`\lambda `$-terms appear. This means that the Lagrangian we shall obtain by Legendre transforming $`H`$ will be slightly different from the one expected. Nevertheless the difference will not affect the conjugate momenta (4.11)-(4.13), therefore the charges (4.19)-(4.21) above constructed are not affected by this asymmetry. Furthermore this problem is entirely due to the non trivial partial integration in the effective case. As explained in the previous Chapter this does not affect the explicit expression of the currents and charges. A last remark on the computation of this Hamiltonian, is that we extensively exploited the SU(2) generalization of the Poisson brackets defined in the last Chapter. In particular we made use of the “setting independent” formula for the fermions $$\{\overline{\psi }_{\dot{\alpha }}^a,\psi _\alpha ^b\}_+=\{\overline{\lambda }_{\dot{\alpha }}^a,\lambda _\alpha ^b\}_+=i(^{ab})^1\sigma _{\alpha \dot{\alpha }}^0$$ (4.25) and the non trivial brackets between bosons and fermions $`\{\pi _A^a,\psi _\alpha ^b\}_{}`$ $`=`$ $`{\displaystyle \frac{i}{2}}(^{bc})^1^{cad}\psi _\alpha ^d`$ (4.26) $`\{\pi _A^{}^a,\psi _\alpha ^b\}_{}`$ $`=`$ $`+{\displaystyle \frac{i}{2}}(^{bc})^1^{cad}\psi _\alpha ^d`$ (4.27) similarly for $`\lambda `$. We want now to Legendre transform the Hamiltonian (4.23) to obtain the correspondent Lagrangian. Recalling that our metric is $`\eta ^{\mu \nu }=\mathrm{diag}(1,1,1,1)`$ we have $$=_0v^{ia}\mathrm{\Pi }^{ia}+_0A^a\pi _A^a+_0A^a\pi _A^{}^a+_0\overline{\psi }^a\pi _{\overline{\psi }}^a+_0\overline{\lambda }^a\pi _{\overline{\lambda }}^a$$ (4.28) where $`H=d^3x`$ and we discarded the total derivative in the last line of (4.23). Since for the potential terms (Yukawa, Higgs and four fermions terms) we have simply to reverse the sign, let us concentrate on the other terms. In the e.m. sector we obtain $`_{\mathrm{e}.\mathrm{m}.}`$ $`=`$ $`{\displaystyle \frac{1}{2}}^{ab}(E^{ia}E^{ib}B^{ia}B^{ib})^{ab}E^{ia}B^{ib}`$ (4.29) $`{\displaystyle \frac{1}{2i}}\left(\mathrm{\Pi }_{i\mathrm{F}}^{a\psi \lambda }(E^{ia}+iB^{ia})+\mathrm{\Pi }_{i\mathrm{F}}^{a\overline{\psi }\overline{\lambda }}(E^{ia}iB^{ia})\right)`$ $`+{\displaystyle \frac{3}{2}}(^{ab})^1\mathrm{\Pi }_\mathrm{F}^{ia}\mathrm{\Pi }_\mathrm{F}^{ib}`$ where the second line corresponds to the fifth and sixth lines of the Hamiltonian (4.23), we used the expression (4.24) with $`\mathrm{\Pi }_{i\mathrm{F}}^a\mathrm{\Pi }_{i\mathrm{F}}^{a\psi \lambda }+\mathrm{\Pi }_{i\mathrm{F}}^{a\overline{\psi }\overline{\lambda }}`$ and the last line is the four fermions term that has to be combined with the other four fermions terms. On the other hand, in the sector with the kinetic terms for the fermions and the scalars we obtain $`_{\mathrm{scalar}\mathrm{fermi}}`$ $`=`$ $`^{ab}(_0A^a^0A^b+𝒟_iA^a𝒟^iA^b)`$ $`i^{ab}(\psi ^a\sigma ^0_0\overline{\psi }^b+\psi ^a\sigma ^i𝒟_i\overline{\psi }^b+\lambda ^a\sigma ^0_0\overline{\lambda }^b+\lambda ^a\sigma ^i𝒟_i\overline{\lambda }^b)`$ $`{\displaystyle \frac{1}{2}}(_\mu ^{ab})\overline{\lambda }^a\overline{\sigma }^\mu \lambda ^b{\displaystyle \frac{1}{2}}(_0^{ab})\overline{\psi }^a\overline{\sigma }^0\psi ^b`$ where we used the $`\pi _A^{}(\pi _A)^{}`$ given in (4.13). Note again here that $`\psi `$ and $`\lambda `$ in the last line, do not have the same factor, as explained above. If we reintroduce $`v^0`$ in these expressions, our Lagrangian density is given by $$_1+_2$$ (4.30) where $`_1`$ $`=`$ $`{\displaystyle \frac{1}{2i}}\left[{\displaystyle \frac{1}{4}}^{ab}v^{a\mu \nu }\widehat{v}_{\mu \nu }^b+{\displaystyle \frac{1}{4}}^{ab}v^{a\mu \nu }\widehat{v}_{\mu \nu }^b\right]`$ (4.31) $`^{ab}[𝒟_\mu A^a𝒟^\mu A^b+i\psi ^a\overline{)}𝒟\overline{\psi }^b+i\lambda ^a\overline{)}𝒟\overline{\lambda }^b`$ $`{\displaystyle \frac{1}{\sqrt{2}}}ϵ^{adc}(A^c\overline{\psi }^b\overline{\lambda }^d+A^c\psi ^b\lambda ^d)+{\displaystyle \frac{1}{2}}ϵ^{acd}ϵ^{bfg}A^cA^dA^fA^g]`$ $`{\displaystyle \frac{1}{2}}(_\mu ^{ab})\overline{\lambda }^a\overline{\sigma }^\mu \lambda ^b{\displaystyle \frac{1}{2}}(_0^{ab})\overline{\psi }^a\overline{\sigma }^0\psi ^b`$ contains the “classical” terms, and $`_2`$ $`=`$ $`{\displaystyle \frac{1}{2i}}\left[{\displaystyle \frac{1}{\sqrt{2}}}^{abc}\lambda ^a\sigma ^{\mu \nu }\psi ^bv_{\mu \nu }^c{\displaystyle \frac{1}{\sqrt{2}}}^{abc}\overline{\lambda }^a\overline{\sigma }^{\mu \nu }\overline{\psi }^bv_{\mu \nu }^c\right]`$ (4.32) $`+{\displaystyle \frac{3}{16}}(^{ab})^1[^{acd}^{bef}(\psi ^d\psi ^f\lambda ^c\lambda ^e\psi ^d\lambda ^e\lambda ^c\psi ^f)^{gbc}^{gef}\psi ^a\psi ^c\lambda ^e\lambda ^f`$ $`+^{acd}^{bef}(\overline{\psi }^d\overline{\psi }^f\overline{\lambda }^c\overline{\lambda }^e\overline{\psi }^d\overline{\lambda }^e\overline{\lambda }^c\overline{\psi }^f)^{gbc}^{gef}\overline{\psi }^a\overline{\psi }^c\overline{\lambda }^e\overline{\lambda }^f`$ $`+^{acd}^{bef}(\lambda ^c\sigma ^0\overline{\psi }^f\psi ^d\sigma ^0\overline{\lambda }^e\lambda ^c\sigma ^0\overline{\lambda }^e\psi ^d\sigma ^0\overline{\psi }^f)]`$ $`{\displaystyle \frac{1}{16}}(^{ab})^1^{acd}^{bef}(\overline{\psi }^c\overline{\psi }^d\psi ^e\psi ^f+\overline{\lambda }^c\overline{\lambda }^d\lambda ^e\lambda ^f)`$ $`+{\displaystyle \frac{1}{2i}}({\displaystyle \frac{1}{4}}^{abcd}\psi ^a\psi ^b\lambda ^c\lambda ^d{\displaystyle \frac{1}{4}}^{abcd}\overline{\psi }^a\overline{\psi }^b\overline{\lambda }^c\overline{\lambda }^d)`$ contains the purely quantum terms. The second and third lines of (4.32) come from the combination of $`\frac{3}{2}\mathrm{\Pi }_\mathrm{F}`$ and the four fermions in the Hamiltonian, whereas the fourth line comes from $`\frac{3}{2}\mathrm{\Pi }_\mathrm{F}`$ alone. In Appendix F we shall show that the factors are in agreement with the U(1) correspondent ones. Note also that the above given expression for the SW SU(2) high-energy effective Lagrangian is in agreement with the one obtained directly by superfield expansion in . What is left is to produce the Gauss law descending from this Lagrangian. At this end we have only to consider the terms in the Lagrangian that contain the Lagrange multiplier $`v^{g0}`$ and define the associated Gauss constraint as we did in the U(1) sector (see (3.9)). We obtain $`0={\displaystyle \frac{}{v^{g0}}}`$ $`=`$ $`{\displaystyle \frac{1}{2i}}[_i(^{gb}\widehat{v}_0^{bi}+\sqrt{2}^{gbc}\lambda ^b\sigma _0^i\psi ^c)`$ (4.33) $`ϵ^{gad}v^{id}^{ab}\widehat{v}_{i0}^b+ϵ^{gcd}\sqrt{2}^{abc}\lambda ^a\sigma _0^i\psi ^bv_i^dh.c.]`$ $`+`$ $`ϵ^{gac}^{ab}(A^c𝒟_0A^b+A^c𝒟_0A^b+i\psi ^b\sigma _0\overline{\psi }^c+i\lambda ^b\sigma _0\overline{\lambda }^c)`$ Recalling the definition of the conjugate momentum $`\mathrm{\Pi }^{gi}`$ of $`v_i^g`$ given in (4.11) and the definition of the covariant derivative, $`𝒟_\mu X^a=_\mu X^a+ϵ^{abc}v_\mu ^bX^c`$, we see that the first two lines give $`𝒟_i\mathrm{\Pi }^{gi}`$. Thus we have $$𝒟_i\mathrm{\Pi }^{ig}=ϵ^{gac}^{ab}(A^c𝒟^0A^b+A^c𝒟^0A^b+i\psi ^b\sigma ^0\overline{\psi }^c+i\lambda ^b\sigma ^0\overline{\lambda }^c)$$ (4.34) which is the required Gauss law. ### 4.3 Computation of the central charge We can now compute the central charge for the SU(2) theory. As we did in the U(1) sector, we first compute the Poisson brackets of $`ϵ_1Q_1`$ and $`ϵ_2Q_2`$ given in (4.19) and (4.20), respectively. The non zero contributions are given by $`\{ϵ_1Q_1,ϵ_2Q_2\}_{}`$ $`=`$ $`{\displaystyle }d^3xd^3y(\{\mathrm{\Pi }^{ai},v^{0jd}\}_{}\delta _1v_i^a{\displaystyle \frac{i}{2}}^{cd}ϵ_2\sigma _j\overline{\psi }^c`$ $`+`$ $`\{v^{0ib},\mathrm{\Pi }^{cj}\}_{}\delta _2v_j^c{\displaystyle \frac{i}{2}}^{ab}ϵ_1\sigma _i\overline{\lambda }^a`$ $`+`$ $`\delta _1\overline{\psi }_{\dot{\alpha }}^a\{\pi _{\overline{\psi }}^{\dot{\alpha }a},\overline{\psi }^e\overline{\psi }^f\}_{}{\displaystyle \frac{1}{2\sqrt{2}}}^{def}ϵ_2\sigma ^0\overline{\lambda }^d`$ $`+`$ $`\delta _2\overline{\lambda }_{\dot{\alpha }}^d\{\pi _{\overline{\lambda }}^{\dot{\alpha }d},\overline{\lambda }^b\overline{\lambda }^c\}_{}{\displaystyle \frac{1}{2\sqrt{2}}}^{abc}ϵ_1\sigma ^0\overline{\psi }^a`$ $`+`$ $`\mathrm{\Pi }^{ai}\delta _2\overline{\lambda }_{\dot{\alpha }}^b\{\delta _1v_i^a,\pi _{\overline{\lambda }}^{\dot{\alpha }b}\}_{}`$ $`+`$ $`\mathrm{\Pi }^{bj}\delta _1\overline{\psi }_{\dot{\alpha }}^b\{\pi _{\overline{\psi }}^{\dot{\alpha }a},\delta _2v_j^b\}_{}`$ $`+`$ $`\delta _1\overline{\psi }_{\dot{\alpha }}^a\{\pi _{\overline{\psi }}^{\dot{\alpha }a},ϵ_2\sigma _j\overline{\psi }^c\}_{}{\displaystyle \frac{i}{2}}^{cd}v^{0jd}`$ $`+`$ $`\delta _2\overline{\lambda }_{\dot{\alpha }}^b\{ϵ_1\sigma _i\overline{\lambda }^a,\pi _{\overline{\lambda }}^{\dot{\alpha }b}\}_{}{\displaystyle \frac{i}{2}}^{ab}v^{0ib}`$ $`+`$ $`\{\mathrm{\Pi }^{ai},\delta _2\overline{\lambda }_{\dot{\alpha }}^b\}_{}\delta _1v_i^a\pi _{\overline{\lambda }}^{\dot{\alpha }b}`$ $`+`$ $`\{\delta _1\overline{\psi }_{\dot{\alpha }}^a,\mathrm{\Pi }^{bj}\}_{}\delta _2v_j^b\pi _{\overline{\psi }}^{\dot{\alpha }a}`$ $`+`$ $`i^{ef}\delta _1\overline{\psi }_{\dot{\alpha }}^a\{\pi _{\overline{\psi }}^{\dot{\alpha }a},ϵ_2\sigma ^0\overline{\psi }^f\}_{}ϵ^{egh}A^gA^h`$ $`+`$ $`i^{ab}\delta _2\overline{\lambda }_{\dot{\alpha }}^c\{ϵ_1\sigma ^0\overline{\lambda }^b,\pi _{\overline{\lambda }}^{\dot{\alpha }c}\}_{}ϵ^{ade}A^dA^e`$ $`+`$ $`\{\pi _A^b,^{ef}\}\delta _1A^biϵ_2\sigma ^0\overline{\psi }^fϵ^{egh}A^gA^h`$ $`+`$ $`\{^{ab},\pi _A^e\}\delta _2A^eiϵ_1\sigma ^0\overline{\lambda }^bϵ^{acd}A^cA^d`$ $`+`$ $`\{\pi _A^b,A^g\}\delta _1A^bi^{ef}ϵ_2\sigma ^0\overline{\psi }^fϵ^{egh}A^h`$ $`+`$ $`\{A^c,\pi _A^e\}\delta _2A^ei^{ab}ϵ_1\sigma ^0\overline{\lambda }^bϵ^{acd}A^d)`$ (4.42) The eight terms (four pairs) (4.3) - (4.3) are simply the SU(2) version of the Abelian computation. On the one hand, terms (4.3) and (4.3) give $$d^3x_i[i^{ab}(ϵ_1\sigma ^0\overline{\psi }^aϵ_2\sigma ^i\overline{\lambda }^bϵ_2\sigma ^0\overline{\lambda }^aϵ_1\sigma ^i\overline{\psi }^b)]$$ (4.43) where the terms (4.3) give $`^{ab}(\overline{\psi }^a\overline{\lambda }^b)`$ type of term and the terms (4.3) give $`(^{ab})\overline{\psi }^a\overline{\lambda }^b`$ type of term. Note that there is no SU(2) contribution coming from the covariant derivative $`𝒟A^{}`$. On the other hand, terms (4.3) and (4.3) give $$d^3x\left(_i[2\sqrt{2}\mathrm{\Pi }^{ai}A^a+\sqrt{2}v^{0ia}A_D^a]+2\sqrt{2}(𝒟_i\mathrm{\Pi }^{ai})A^a+\sqrt{2}(𝒟_iv^{0ia})A_D^a\right)ϵ_1ϵ_2$$ (4.44) where again $`B^{ai}=\frac{1}{2}ϵ^{0ijk}v_{jk}^a`$ and we introduced the SW dual of $`A^a`$, $`A_D^a^a`$. The Bianchi identities $`𝒟_iv^{0ia}=0`$ can be applied in this case as well, thus we expect the eight new terms (four pairs) (4.3)-(4.42) to contribute to the Gauss law only. Let us look at them one by one. The terms (4.3) give $$d^3xi\sqrt{2}^{ae}ϵ^{acd}A^d(ϵ_1\sigma ^i\overline{\sigma }^0\psi ^eϵ_2\sigma _i\overline{\psi }^c+ϵ_2\sigma ^i\overline{\sigma }^0\lambda ^eϵ_1\sigma _i\overline{\lambda }^c)$$ (4.45) the terms (4.3) give $`{\displaystyle d^3x\sqrt{2}^{ab}(𝒟_\mu A^b)ϵ^{ade}A^dA^e(ϵ_1\sigma ^0\overline{\sigma }^\mu ϵ_2+ϵ_1\sigma ^\mu \overline{\sigma }^0ϵ_2)}`$ (4.46) $`=`$ $`{\displaystyle d^3x2\sqrt{2}\pi _A^aϵ^{ade}A^dA^eϵ_1ϵ_2}`$ where we used $`\pi _A^a=^{ab}^0A^b`$ and $`(\sigma ^0\overline{\sigma }^\mu +\sigma ^\mu \overline{\sigma }^0)_\alpha ^\beta =2\eta ^{0\mu }\delta _\alpha ^\beta `$. The terms (4.3) give $$d^3x\frac{1}{\sqrt{2}}^{efb}ϵ^{egh}A^gA^h(ϵ_1\psi ^bϵ_2\sigma ^0\overline{\psi }^f+ϵ_2\lambda ^bϵ_1\sigma ^0\overline{\lambda }^f)$$ (4.47) Finally terms (4.42) give $$d^3xi\sqrt{2}^{ef}ϵ^{egh}A^h(ϵ_1\psi ^gϵ_2\sigma ^0\overline{\psi }^f+ϵ_2\lambda ^gϵ_1\sigma ^0\overline{\lambda }^f)$$ (4.48) As usual we now get rid of $`ϵ_1`$ and $`ϵ_2`$, sum over the spinor indices ($`\{ϵ_1Q_1,ϵ_2Q_2\}_{}=ϵ_1^\alpha ϵ_2^\beta \{Q_{1\alpha },Q_{2\beta }\}_+`$ and $`ϵ_{\alpha \beta }ϵ^{\alpha \beta }=2`$) and write the centre as $`Z=\frac{i}{4}ϵ^{\alpha \beta }\{Q_{1\alpha },Q_{2\beta }\}_+`$. Collecting all the contributions we obtain $`Z`$ $`=`$ $`{\displaystyle }d^3x(_i[i\sqrt{2}(\mathrm{\Pi }^{ai}A^a+B^{ai}A_D^a)^{ab}\overline{\psi }^a\overline{\sigma }^{i0}\overline{\lambda }^b]`$ (4.49) $`+`$ $`i\sqrt{2}(𝒟_i\mathrm{\Pi }^{ai})A^a`$ $``$ $`\sqrt{2}^{be}ϵ^{bcd}A^d(\psi ^e\sigma ^0\overline{\psi }^c+\lambda ^e\sigma ^0\overline{\lambda }^c)`$ $``$ $`{\displaystyle \frac{1}{2\sqrt{2}}}(^{be}ϵ^{bcd}+^{bc}ϵ^{bed})A^d(\psi ^e\sigma ^0\overline{\psi }^c+\lambda ^e\sigma ^0\overline{\lambda }^c)`$ $``$ $`i\sqrt{2}ϵ^{abc}A^bA^c\pi _A^a`$ $`+`$ $`{\displaystyle \frac{i}{4\sqrt{2}}}^{abc}ϵ^{ade}A^dA^e(\psi ^c\sigma ^0\overline{\psi }^b+\lambda ^c\sigma ^0\overline{\lambda }^b))`$ As shown in Appendix F we can recast the terms in the last line into $`^{ab}`$ type of terms and combine them with the similar terms (remember that $`2i^{ab}=(^{ab}^{ab})`$). The result of this recombination is given by $`Z`$ $`=`$ $`{\displaystyle }d^3x(_i[i\sqrt{2}(\mathrm{\Pi }^{ai}A^a+B^{ai}A_D^a)^{ab}\overline{\psi }^a\overline{\sigma }^{i0}\overline{\lambda }^b]`$ (4.50) $`+`$ $`i\sqrt{2}[(D_i\mathrm{\Pi }^{ai})A^a+i^{be}ϵ^{bcd}A^d(\psi ^e\sigma ^0\overline{\psi }^c+\lambda ^e\sigma ^0\overline{\lambda }^c)`$ $`ϵ^{abc}A^bA^c\pi _A^a])`$ We see from here that the terms which are not a total divergence, given in the second and third lines above, simply cancel due to the Gauss law (4.34) obtained in the previous Section $$D_i\mathrm{\Pi }^{ai}=ϵ^{abc}^{bd}(A^c^0A^d+A^c^0A^d+i(\psi ^d\sigma ^0\overline{\psi }^c+\lambda ^d\sigma ^0\overline{\lambda }^c))$$ Eventually we are left with the surface terms that vanish when the SU(2) gauge symmetry is not broken down to U(1). If we break the symmetry along a flat direction of the Higgs potential, say $`a=3`$, we recover the same result we found in the U(1) sector. In other words we see that on the sphere at infinity $`Z`$ $`=`$ $`{\displaystyle }d^2\stackrel{}{\mathrm{\Sigma }}[i\sqrt{2}(\stackrel{}{\mathrm{\Pi }^a}A^a+{\displaystyle \frac{1}{4\pi }}\stackrel{}{B}^aA_D^a){\displaystyle \frac{1}{4\pi }}^{ab}\overline{\psi }^a\stackrel{}{\overline{\sigma }}\overline{\lambda }^b)]`$ (4.51) $``$ $`i\sqrt{2}{\displaystyle d^2\stackrel{}{\mathrm{\Sigma }}(\stackrel{}{\mathrm{\Pi }^3}A^3+\frac{1}{4\pi }\stackrel{}{B}^3A_D^3)}`$ where $`\stackrel{}{\overline{\sigma }}(\overline{\sigma }^{01},\overline{\sigma }^{02},\overline{\sigma }^{03})`$ and we reintroduced the factor $`4\pi `$. We made the usual assumption that the bosonic massive fields in the SU(2)/U(1) sector ($`a=1,2`$) and all the fermionic fields fall off faster than $`r^3`$, whereas the scalar massless field ($`a=3`$) and its dual tend to their Higgs v.e.v.’s $`a^{}`$ and $`a_D^{}`$, respectively. We conclude that the fields in the massive sector, have no effect on the mass formula. ## Appendix A Proof of Noether Theorem The following proof is based on Ref.s and . Let us consider the Action $$𝒜_\mathrm{\Omega }=_\mathrm{\Omega }d^4x(\mathrm{\Phi }_i,\mathrm{\Phi }_i)$$ (A.1) where $`\mathrm{\Omega }`$ is the space-time volume of integration. The infinitesimal transformations of the coordinates, of the fields and of the derivatives of the fields are given respectively by $`x_\mu `$ $``$ $`x_\mu ^{}=x_\mu +\delta x_\mu `$ (A.2) $`\mathrm{\Phi }_i(x)`$ $``$ $`\mathrm{\Phi }_i^{}(x^{})=\mathrm{\Phi }_i(x)+\delta \mathrm{\Phi }_i(x)`$ (A.3) $`_\mu \mathrm{\Phi }_i(x)`$ $``$ $`_\mu ^{}\mathrm{\Phi }_i^{}(x^{})=_\mu \mathrm{\Phi }_i(x)+\delta _\mu \mathrm{\Phi }_i(x)`$ (A.4) note that $`\delta `$ does not commute with the derivatives. When we act with this transformation the Action changes to $$𝒜_\mathrm{\Omega }^{}^{}=_\mathrm{\Omega }^{}d^4x^{}(\mathrm{\Phi }_i^{},^{}\mathrm{\Phi }_i^{})$$ (A.5) If the transformation is a symmetry we have $`𝒜_\mathrm{\Omega }^{}^{}𝒜_\mathrm{\Omega }=0`$, therefore at the first order we obtain $`0`$ $`=`$ $`𝒜_\mathrm{\Omega }^{}^{}𝒜_\mathrm{\Omega }`$ (A.6) $`=`$ $`{\displaystyle _\mathrm{\Omega }}d^4x\left[(1+_\rho \delta x^\rho )\left((\mathrm{\Phi }_i,\mathrm{\Phi }_i)+{\displaystyle \frac{}{\mathrm{\Phi }_i}}\delta \mathrm{\Phi }_i+{\displaystyle \frac{}{(_\mu \mathrm{\Phi }_i)}}\delta _\mu \mathrm{\Phi }_i\right)\right]`$ $`=`$ $`{\displaystyle _\mathrm{\Omega }}d^4x\left({\displaystyle \frac{}{\mathrm{\Phi }_i}}\delta \mathrm{\Phi }_i+{\displaystyle \frac{}{(_\mu \mathrm{\Phi }_i)}}\delta _\mu \mathrm{\Phi }_i+_\rho x^\rho \right)`$ where $`(1+_\rho \delta x^\rho )`$ is the Jacobian of the change of coordinates from $`x^{}`$ to $`x`$ at the first order. Let us now introduce another variation $`\delta ^{}`$ that commutes with the derivatives. If we do so we can write $$\delta \mathrm{\Phi }_i=_\mu \mathrm{\Phi }_i(x)\delta x^\mu +\delta ^{}\mathrm{\Phi }_i\mathrm{and}\delta (_\mu \mathrm{\Phi }_i)=_\mu _\nu \mathrm{\Phi }_i(x)\delta x^\nu +\delta ^{}_\mu \mathrm{\Phi }_i$$ (A.7) Substituting these back in (A.6) we obtain $`{\displaystyle _\mathrm{\Omega }}d^4x\left[_\mu \left({\displaystyle \frac{}{(_\mu \mathrm{\Phi }_i)}}\delta ^{}\mathrm{\Phi }_i\right)+\left({\displaystyle \frac{}{\mathrm{\Phi }_i}}_\mu \mathrm{\Phi }_i+{\displaystyle \frac{}{(_\nu \mathrm{\Phi }_i)}}_\mu _\nu \mathrm{\Phi }_i\right)\delta x^\mu +_\mu \delta x^\mu \right]`$ $`=`$ $`{\displaystyle _\mathrm{\Omega }}d^4x\left[_\mu \left({\displaystyle \frac{}{(_\mu \mathrm{\Phi }_i)}}\delta ^{}\mathrm{\Phi }_i\right)+\left({\displaystyle \frac{}{x^\mu }}\delta x^\mu +_\mu \delta x^\mu \right)\right]`$ $`=`$ $`{\displaystyle _\mathrm{\Omega }}d^4x(\mathrm{E}.\mathrm{L}.)_i\delta ^{}\mathrm{\Phi }^i`$ which finally gives the wanted conservation law on-shell $`_\mu J^\mu =0`$ where $$J^\mu =\mathrm{\Pi }_i^\mu \delta ^{}\mathrm{\Phi }^i+\delta x^\mu $$ (A.9) This leads to the identification $`V^\mu =\delta x^\mu `$ introduced in Section 1.1. If we write back the space-time dependent variations $`\delta \mathrm{\Phi }^i`$ we obtain $`J^\mu `$ $`=`$ $`\mathrm{\Pi }_i^\mu \delta \mathrm{\Phi }^i(\mathrm{\Pi }_i^\mu ^\nu \mathrm{\Phi }_i\eta ^{\mu \nu })\delta x_\nu `$ (A.10) $`=`$ $`\mathrm{\Pi }_i^\mu \delta \mathrm{\Phi }^iT^{\mu \nu }\delta x_\nu `$ that leads to the definition (1.8) of the energy-momentum tensor $`T^{\mu \nu }`$. ## Appendix B Notation and Spinor Algebra Let us say here that in Susy conventions and notations are not a trivial matter at all. We follow the conventions of Wess and Bagger with no changes. Fortunately these conventions are becoming more and more popular and this is one of the reasons why we chose them. Rather than filling pages with well known formulae we refer to the Appendices A and B in . Here we shall comment on some of those conventions and show the formulae more relevant for our computations. ### B.1 Crucial conventions The spinors are Weyl two components in Van der Waerden notation. Spinors with undotted indices transform under the representation $`(\frac{1}{2},0)`$ of $`SL(2,𝐂)`$ and spinors with dotted indices transform under the conjugate representation $`(0,\frac{1}{2})`$. The relations between Dirac, Majorana and Weyl spinors are given by $$\mathrm{\Psi }_{\mathrm{Dirac}}=\left(\begin{array}{c}\psi _\alpha \\ \overline{\lambda }^{\dot{\alpha }}\end{array}\right)\mathrm{\Psi }_{\mathrm{Majorana}}=\left(\begin{array}{c}\psi _\alpha \\ \overline{\psi }^{\dot{\alpha }}\end{array}\right)$$ (B.1) The sigma matrices are standard Pauli matrices $$\sigma ^0=\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right)\sigma ^1=\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)$$ (B.2) $$\sigma ^2=\left(\begin{array}{cc}0& i\\ i& 0\end{array}\right)\sigma ^3=\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right)$$ (B.3) The relation with the gamma matrices is given by $$\gamma ^\mu =\left(\begin{array}{cc}0& \sigma ^\mu \\ \overline{\sigma }^\mu & 0\end{array}\right)$$ (B.4) The metric is $`\eta _{\mu \nu }=\mathrm{diag}(1,1,1,1)`$. To rise and lower the spinor indices we use $`ϵ_{\alpha \beta }`$ and $`ϵ^{\alpha \beta }`$, where $`ϵ_{21}=ϵ^{12}=ϵ_{12}=ϵ^{21}=1`$. Also $`ϵ_{0123}=1`$. The position of the spinor indices is not negotiable and is given once and for all by $$\sigma _{\alpha \dot{\alpha }}^\mu \overline{\sigma }^{\mu \dot{\alpha }\alpha }\sigma _\alpha ^{\mu \nu \beta }\overline{\sigma }_{\dot{\beta }}^{\mu \nu \dot{\alpha }}$$ (B.5) where $`\sigma _\alpha ^{\mu \nu \beta }`$ $`=`$ $`{\displaystyle \frac{1}{4}}(\sigma _{\alpha \dot{\alpha }}^\mu \overline{\sigma }^{\dot{\alpha }\beta \nu }\sigma _{\alpha \dot{\alpha }}^\nu \overline{\sigma }^{\dot{\alpha }\beta \mu })`$ (B.6) $`\overline{\sigma }_{\dot{\beta }}^{\mu \nu \dot{\alpha }}`$ $`=`$ $`{\displaystyle \frac{1}{4}}(\overline{\sigma }^{\dot{\alpha }\alpha \mu }\sigma _{\alpha \dot{\beta }}^\nu \overline{\sigma }^{\dot{\alpha }\alpha \nu }\sigma _{\alpha \dot{\beta }}^\mu )`$ (B.7) From $`\sigma `$ to $`\overline{\sigma }`$ and vice versa: $`\sigma _{\alpha \dot{\alpha }}^\mu =ϵ_{\alpha \beta }ϵ_{\dot{\alpha }\dot{\beta }}\overline{\sigma }^{\mu \dot{\beta }\beta }`$ $`\overline{\sigma }^{\mu \dot{\alpha }\alpha }=ϵ^{\dot{\alpha }\dot{\beta }}ϵ^{\alpha \beta }\sigma _{\beta \dot{\beta }}^\mu `$ (B.8) $`ϵ_{\alpha \beta }\overline{\sigma }_\mu ^{\dot{\alpha }\beta }=ϵ^{\dot{\alpha }\dot{\beta }}\sigma _{\mu \alpha \dot{\beta }}`$ $`ϵ_{\dot{\alpha }\dot{\beta }}\overline{\sigma }_\mu ^{\dot{\alpha }\beta }=ϵ^{\alpha \beta }\sigma _{\mu \alpha \dot{\beta }}`$ (B.9) To raise and lower spinor indices use A(9) in always matching the indices from left to right as follows: $$\psi ^\alpha =ϵ^{\alpha \beta }\psi _\beta \psi _\alpha =ϵ_{\alpha \beta }\psi ^\beta $$ (B.10) of course $$\psi ^\beta ϵ_{\beta \alpha }=ϵ_{\beta \alpha }\psi ^\beta =ϵ_{\alpha \beta }\psi ^\beta =\psi _\alpha $$ (B.11) As explained in Section B.4 momenta are on a different footing and the convention to raise and lower their indices is the opposite to the standard one. Namely $$\pi ^\alpha =ϵ^{\beta \alpha }\pi _\beta \pi _\alpha =ϵ_{\beta \alpha }\pi ^\beta $$ (B.12) Quantities with one spinor index are grassmanian variables thus anti-commute: $$\psi _\alpha \chi _\beta =\chi _\beta \psi _\alpha ,\overline{\psi }_{\dot{\alpha }}\overline{\chi }_{\dot{\beta }}=\overline{\chi }_{\dot{\beta }}\overline{\psi }_{\dot{\alpha }},\overline{\psi }_{\dot{\alpha }}\chi _\beta =\chi _\beta \overline{\psi }_{\dot{\alpha }}$$ (B.13) But some care is needed due to the (subtle) convention $$\psi \chi \psi ^\alpha \chi _\alpha =\psi _\alpha \chi ^\alpha $$ (B.14) and $$\overline{\psi }\overline{\chi }\overline{\psi }_{\dot{\alpha }}\overline{\chi }^{\dot{\alpha }}=\overline{\psi }^{\dot{\alpha }}\overline{\chi }_{\dot{\alpha }}$$ (B.15) that leads to $$(\psi \chi )^{}=\overline{\psi }\overline{\chi }$$ (B.16) with no minus sign. Note that $`\psi \chi =\chi \psi `$ ($`\overline{\psi }\overline{\chi }=\overline{\chi }\overline{\psi }`$) but $`\pi \chi =\chi \pi `$ ($`\overline{\pi }\overline{\chi }=\overline{\chi }\overline{\pi }`$) where $`\pi `$ is a momentum. Explicitly writing the indices that means: $`\pi ^\alpha \chi _\alpha =\pi _\alpha \chi ^\alpha `$ and $`\overline{\pi }_{\dot{\alpha }}\overline{\chi }^{\dot{\alpha }}=\overline{\pi }^{\dot{\alpha }}\overline{\chi }_{\dot{\alpha }}`$. Quantities with two spinor indices are c-number matrices $$ϵ_{\alpha \beta },ϵ_{\dot{\alpha }\dot{\beta }},\sigma _{\alpha \dot{\beta }}^\mu ,\overline{\sigma }^{\mu \dot{\alpha }\beta },(\sigma ^{\mu \nu })_\alpha ^\beta ,(\overline{\sigma }^{\mu \nu })_{\dot{\beta }}^{\dot{\alpha }},$$ (B.17) For instance the (anti)commutator of $`\sigma ^\mu `$ and $`\overline{\sigma }^\nu `$ is with respect to the Minkowski indices $`\mu ,\nu `$. Other formulae: $$\overline{)}_{\alpha \dot{\alpha }}\overline{)}\overline{}^{\dot{\alpha }\beta }=\delta _\alpha ^\beta \mathrm{}\overline{)}\overline{}^{\dot{\alpha }\alpha }\overline{)}_{\alpha \dot{\beta }}=\delta _{\dot{\beta }}^{\dot{\alpha }}\mathrm{}$$ (B.18) where $`\overline{)}_{\alpha \dot{\alpha }}\sigma _{\alpha \dot{\alpha }}^\mu _\mu `$ and $`\overline{)}\overline{}^{\dot{\alpha }\alpha }\overline{\sigma }_\mu ^{\dot{\alpha }\alpha }^\mu `$. Also $`\psi \sigma ^{\mu \nu }\chi =\chi \sigma ^{\mu \nu }\psi `$, $`(\psi \sigma ^{\mu \nu }\chi )^{}=\overline{\chi }\overline{\sigma }^{\mu \nu }\overline{\psi }`$, $`(\psi \overline{)}\overline{\psi })^{}=\overline{\psi }\overline{)}\overline{}\psi `$. ### B.2 Useful algebra Beside the Fierz identities given in (B.13) in we also find $`\psi ^\alpha \lambda ^\beta \psi ^\beta \lambda ^\alpha =ϵ^{\alpha \beta }\psi \lambda `$ $`\psi _\alpha \lambda _\beta \psi _\beta \lambda _\alpha =ϵ_{\alpha \beta }\psi \lambda `$ (B.19) $`\psi _\alpha \lambda ^\beta \psi ^\beta \lambda _\alpha =\delta _\alpha ^\beta \psi \lambda `$ $`\psi ^\alpha \lambda _\beta \psi _\beta \lambda ^\alpha =\delta _\beta ^\alpha \psi \lambda `$ (B.20) $`\overline{\psi }^{\dot{\alpha }}\overline{\lambda }^{\dot{\beta }}\overline{\psi }^{\dot{\beta }}\overline{\lambda }^{\dot{\alpha }}=ϵ^{\dot{\alpha }\dot{\beta }}\overline{\psi }\overline{\lambda }`$ $`\overline{\psi }_{\dot{\alpha }}\overline{\lambda }_{\dot{\beta }}\overline{\psi }_{\dot{\beta }}\overline{\lambda }_{\dot{\alpha }}=ϵ_{\dot{\alpha }\dot{\beta }}\overline{\psi }\overline{\lambda }`$ (B.21) $`\overline{\psi }_{\dot{\alpha }}\overline{\lambda }^{\dot{\beta }}\overline{\psi }^{\dot{\beta }}\overline{\lambda }_{\dot{\alpha }}=\delta _{\dot{\alpha }}^{\dot{\beta }}\overline{\psi }\overline{\lambda }`$ $`\overline{\psi }^{\dot{\alpha }}\overline{\lambda }_{\dot{\beta }}\overline{\psi }_{\dot{\beta }}\overline{\lambda }^{\dot{\alpha }}=\delta _{\dot{\beta }}^{\dot{\alpha }}\overline{\psi }\overline{\lambda }`$ (B.22) Using the definitions and the properties given in (A.11), (A.14) and (A.15) in we find : $`\sigma ^{\mu \nu }\sigma ^\lambda `$ $`=`$ $`{\displaystyle \frac{1}{2}}(\eta ^{\lambda \nu }\sigma ^\mu +\eta ^{\lambda \mu }\sigma ^\nu +iϵ^{\lambda \mu \nu \kappa }\sigma _\kappa )`$ (B.23) $`\sigma ^\mu \overline{\sigma }^{\nu \lambda }`$ $`=`$ $`{\displaystyle \frac{1}{2}}(\eta ^{\mu \lambda }\sigma ^\nu \eta ^{\mu \nu }\sigma ^\lambda +iϵ^{\mu \nu \lambda \kappa }\sigma _\kappa )`$ (B.24) $`\overline{\sigma }^{\mu \nu }\overline{\sigma }^\lambda `$ $`=`$ $`{\displaystyle \frac{1}{2}}(\eta ^{\lambda \nu }\overline{\sigma }^\mu +\eta ^{\lambda \mu }\overline{\sigma }^\nu iϵ^{\lambda \mu \nu \kappa }\overline{\sigma }_\kappa )`$ (B.25) $`\overline{\sigma }^\mu \sigma ^{\nu \lambda }`$ $`=`$ $`{\displaystyle \frac{1}{2}}(\eta ^{\mu \lambda }\overline{\sigma }^\nu \eta ^{\mu \nu }\overline{\sigma }^\lambda iϵ^{\mu \nu \lambda \kappa }\overline{\sigma }_\kappa )`$ (B.26) which imply $$\sigma ^{\mu \nu }\sigma _\nu =\sigma _\nu \overline{\sigma }^{\nu \mu }=\frac{3}{2}\sigma ^\mu \overline{\sigma }^{\mu \nu }\overline{\sigma }_\nu =\overline{\sigma }_\nu \sigma ^{\nu \mu }=\frac{3}{2}\overline{\sigma }^\mu $$ (B.27) Very useful is the version of the previous identities with free spinor indices $`\sigma _\alpha ^{\mu \nu \beta }\sigma _{\nu \gamma \dot{\gamma }}`$ $`=`$ $`{\displaystyle \frac{1}{2}}(\sigma _{\delta \dot{\gamma }}^\mu ϵ_{\gamma \alpha }ϵ^{\beta \delta }\sigma _{\alpha \dot{\gamma }}^\mu \delta _\gamma ^\beta )`$ (B.28) $`\sigma _\alpha ^{\mu \nu \beta }\overline{\sigma }_\nu ^{\dot{\alpha }\gamma }`$ $`=`$ $`{\displaystyle \frac{1}{2}}(\overline{\sigma }^{\mu \dot{\alpha }\delta }ϵ_{\alpha \delta }ϵ^{\beta \gamma }+\overline{\sigma }^{\mu \dot{\alpha }\beta }\delta _\alpha ^\gamma )`$ (B.29) $`\overline{\sigma }_{\dot{\beta }}^{\mu \nu \dot{\alpha }}\overline{\sigma }_\nu ^{\dot{\gamma }\gamma }`$ $`=`$ $`{\displaystyle \frac{1}{2}}(\overline{\sigma }^{\mu \dot{\delta }\gamma }ϵ^{\dot{\alpha }\dot{\gamma }}ϵ_{\dot{\delta }\dot{\beta }}\overline{\sigma }^{\mu \dot{\alpha }\gamma }\delta _{\dot{\beta }}^{\dot{\gamma }})`$ (B.30) $`\overline{\sigma }_{\dot{\beta }}^{\mu \nu \dot{\alpha }}\sigma _{\nu \alpha \dot{\gamma }}`$ $`=`$ $`{\displaystyle \frac{1}{2}}(\sigma _{\alpha \dot{\delta }}^\mu ϵ^{\dot{\alpha }\dot{\delta }}ϵ_{\dot{\beta }\dot{\gamma }}+\sigma _{\alpha \dot{\beta }}^\mu \delta _{\dot{\gamma }}^{\dot{\alpha }})`$ (B.31) We also have $`\sigma _\alpha ^{\mu \nu \beta }\overline{\sigma }_{\mu \nu \dot{\beta }}^{\dot{\alpha }}`$ $`=`$ $`\delta _{\dot{\beta }}^{\dot{\alpha }}\delta _\alpha ^\beta `$ (B.32) $`\sigma _\alpha ^{0\mu \beta }\sigma _{\gamma 0\mu }^\delta `$ $`=`$ $`{\displaystyle \frac{1}{4}}(ϵ_{\alpha \gamma }ϵ^{\beta \delta }+\delta _\alpha ^\delta \delta _\gamma ^\beta )`$ (B.33) $`\overline{\sigma }_{\dot{\beta }}^{0\mu \dot{\alpha }}\overline{\sigma }_{0\mu \dot{\delta }}^{\dot{\gamma }}`$ $`=`$ $`{\displaystyle \frac{1}{4}}(ϵ^{\dot{\alpha }\dot{\gamma }}ϵ_{\dot{\beta }\dot{\delta }}+\delta _{\dot{\delta }}^{\dot{\alpha }}\delta _{\dot{\beta }}^{\dot{\gamma }})`$ (B.34) Also useful are the following identities: $$(\sigma ^{\rho \sigma }\sigma ^{\mu \nu })_\beta ^\alpha v_{\rho \sigma }v_{\mu \nu }=\frac{1}{2}\delta _\beta ^\alpha v_{\mu \nu }\widehat{v}^{\mu \nu }(\overline{\sigma }^{\rho \sigma }\overline{\sigma }^{\mu \nu })_{\dot{\beta }}^{\dot{\alpha }}v_{\rho \sigma }v_{\mu \nu }=\frac{1}{2}\delta _{\dot{\beta }}^{\dot{\alpha }}v_{\mu \nu }\widehat{v}^{\mu \nu }$$ (B.35) $`\sigma ^{\rho \sigma }\sigma ^\mu v_{\rho \sigma }`$ $`=`$ $`\widehat{v}^{\mu \nu }\sigma _\nu `$ $`\overline{\sigma }^\mu \sigma ^{\rho \sigma }v_{\rho \sigma }`$ $`=`$ $`\widehat{v}^{\mu \nu }\overline{\sigma }_\nu `$ (B.36) $`\sigma ^\mu \overline{\sigma }^{\rho \sigma }v_{\rho \sigma }`$ $`=`$ $`\widehat{v}^{\mu \nu }\sigma _\nu `$ $`\overline{\sigma }^{\rho \sigma }\overline{\sigma }^\mu v_{\rho \sigma }`$ $`=`$ $`\widehat{v}^{\mu \nu }\overline{\sigma }_\nu `$ where $$\widehat{v}^{\mu \nu }=v^{\mu \nu }+\frac{i}{2}v^{\mu \nu }\widehat{v}^{\mu \nu }=v^{\mu \nu }\frac{i}{2}v^{\mu \nu }$$ (B.37) and $`v^{\mu \nu }=v^{\nu \mu }`$. ### B.3 A typical calculation We present here an example of a typical calculation encountered during the lengthy computations we dealt with. Often we have to reduce expressions of the form $$\lambda \sigma ^{0i}\psi \chi \sigma _{0i}\phi $$ (B.38) In order to do that first we have to write in the spinor indices, then extract the matrices being careful about the position of the spinors involved. Thus the expression above becomes $$\lambda ^\alpha \psi _\beta \chi ^\gamma \phi _\delta \sigma _\alpha ^{0i\beta }\sigma _{0i\gamma }^\delta $$ (B.39) Then we use the definition (B.6) to write the product of the matrices as $$\frac{1}{4}(\sigma _{\alpha \dot{\alpha }}^0\overline{\sigma }^{i\dot{\alpha }\beta }\sigma _{\alpha \dot{\alpha }}^i\overline{\sigma }^{0\dot{\alpha }\beta })\sigma _{0i\gamma }^\delta $$ (B.40) using the properties (B.28) and (B.29) this becomes $$\frac{1}{8}\left((\sigma ^0\overline{\sigma }_0)_\alpha ^ϵϵ_{\gamma ϵ}ϵ^{\delta \beta }+(\sigma ^0\overline{\sigma }_0)_\alpha ^\delta \delta _\gamma ^\beta (\sigma _0\overline{\sigma }^0)_ϵ^\beta ϵ_{\alpha \gamma }ϵ^{\delta ϵ}+(\sigma _0\overline{\sigma }^0)_\gamma ^\beta \delta _\alpha ^\delta \right)$$ (B.41) using $`(\sigma ^0\overline{\sigma }_0)_\alpha ^\beta =\delta _\alpha ^\beta `$ we obtain $$\frac{1}{8}\left(ϵ_{\gamma \alpha }ϵ^{\delta \beta }\delta _\alpha ^\delta \delta _\gamma ^\beta +ϵ_{\alpha \gamma }ϵ^{\delta \beta }\delta _\gamma ^\beta \delta _\alpha ^\delta \right)=\frac{1}{4}\left(ϵ_{\gamma \alpha }ϵ^{\delta \beta }+\delta _\alpha ^\delta \delta _\gamma ^\beta \right)$$ (B.42) When we substitute this back in (B.39), pay attention to the summation conventions and commute the spinors we end up with $$\frac{1}{4}(\psi \phi \lambda \chi \psi \chi \lambda \phi )$$ (B.43) In the case where $`\phi \lambda `$ we can reduce the expression even more using the Fierz identities given in (B.13) in . In fact we can write $$\psi ^\alpha \lambda _\alpha \lambda ^\beta \chi _\beta =\frac{1}{2}\delta _\alpha ^\beta \psi ^\alpha \chi _\beta \lambda ^2=\frac{1}{2}\psi \chi \lambda ^2$$ (B.44) Thus for $`\phi \lambda `$ the expression (B.39) can be reduced to $$\frac{3}{8}\psi \chi \lambda ^2$$ (B.45) ### B.4 Derivation with respect to a grassmanian variable The derivative $`\frac{\delta }{\delta \psi }`$ is a grassmanian variable therefore anti commutes. From the general rule $`_\mu =\eta _{\nu \mu }^\nu `$ it follows that the indices have to be raised and lowered with the opposite metric tensor with respect to the standard convention $$\frac{\delta }{\delta \psi ^\alpha }=ϵ_{\beta \alpha }\frac{\delta }{\delta \psi _\beta }$$ (B.46) This is crucial to get the signs right, for instance: $$\frac{\delta }{\delta \psi ^\gamma }(\psi \psi )=\frac{\delta }{\delta \psi ^\gamma }(\psi ^\alpha \psi _\alpha )=ϵ_{\alpha \beta }\frac{\delta }{\delta \psi ^\gamma }(\psi ^\alpha \psi ^\beta )=ϵ_{\alpha \beta }(\delta _\gamma ^\alpha \psi ^\beta \psi ^\alpha \delta _\gamma ^\beta )=+2\psi _\gamma $$ (B.47) and $$\frac{\delta }{\delta \psi _\gamma }(\psi \psi )=ϵ^{\beta \gamma }\frac{\delta }{\delta \psi ^\beta }(\psi ^\alpha \psi _\alpha )=ϵ^{\beta \gamma }(2\psi _\beta )=2\psi ^\gamma $$ (B.48) Similarly for dotted indices $$\frac{\delta }{\delta \overline{\psi }_{\dot{\gamma }}}(\overline{\psi }\overline{\psi })=\frac{\delta }{\delta \overline{\psi }_{\dot{\gamma }}}(\overline{\psi }_{\dot{\alpha }}\overline{\psi }^{\dot{\alpha }})=+2\overline{\psi }^{\dot{\gamma }}\frac{\delta }{\delta \overline{\psi }^{\dot{\gamma }}}(\overline{\psi }_{\dot{\alpha }}\overline{\psi }^{\dot{\alpha }})=2\overline{\psi }_{\dot{\gamma }}$$ (B.49) Form here it is clear why the momenta have to be treated with the opposite convention. ## Appendix C Graded Poisson brackets We deal with c-number valued fields, i.e. non operator, in the classical as well as effective case. Therefore the Susy algebra has to be implemented via graded Poisson brackets, namely with Poisson brackets $`\{,\}_{}`$ and anti-brackets $`\{,\}_+`$. We define the following equal time Poisson (anti) brackets<sup>1</sup><sup>1</sup>1Following a nice argument given by Dirac , this definition leads to the quantum anti-commutator for two fermions. The original argument relates classical Poisson brackets to the commutator $`[B_1(x),B_2(y)]_{}i\mathrm{}\{B_1(x),B_2(y)\}_{}`$, where the $`B`$’s stand for bosonic variables. The generalization to fermions is naturally given by $`[F_1(x),F_2(y)]_+i\mathrm{}\{F_1(x),F_2(y)\}_+`$ (we shall use the natural units $`\mathrm{}=c=1`$), where the $`F`$’s are fermionic variables. $`\{B_1(x),B_2(y)\}_{}`$ $``$ $`{\displaystyle d^3z\left(\frac{\delta B_1(x)}{\delta \mathrm{\Phi }(z)}\frac{\delta B_2(y)}{\delta \mathrm{\Pi }(z)}\frac{\delta B_2(y)}{\delta \mathrm{\Phi }(z)}\frac{\delta B_1(x)}{\delta \mathrm{\Pi }(z)}\right)}`$ (C.1) $`\{B(x),F(y)\}_{}`$ $``$ $`{\displaystyle d^3z\left(\frac{\delta B(x)}{\delta \mathrm{\Phi }(z)}\frac{\delta F(y)}{\delta \mathrm{\Pi }(z)}\frac{\delta F(y)}{\delta \mathrm{\Phi }(z)}\frac{\delta B(x)}{\delta \mathrm{\Pi }(z)}\right)}`$ (C.2) $`\{F_1(x),F_2(y)\}_+`$ $``$ $`{\displaystyle d^3z\left(\frac{\delta F_1(x)}{\delta \mathrm{\Phi }(z)}\frac{\delta F_2(y)}{\delta \mathrm{\Pi }(z)}+\frac{\delta F_2(y)}{\delta \mathrm{\Phi }(z)}\frac{\delta F_1(x)}{\delta \mathrm{\Pi }(z)}\right)}`$ (C.3) where the $`B`$’s are bosonic and the $`F`$’s fermionic variables and $`\mathrm{\Phi }`$ and $`\mathrm{\Pi }`$ span the whole phase space. Form this definition it follows that the properties of the graded Poisson brackets are the same as for standard commutators and anti-commutators $$\{B_1,B_2\}_{}=\{B_2,B_1\}_{}\{B,F\}_{}=\{F,B\}_{}\{F_1,F_2\}_+=+\{F_2,F_1\}_+$$ (C.4) Let us notice that only a formal algebraic meaning can be associated to the Poisson anti-bracket of two fermions, since there is no physical meaning for a classical fermion. The Susy algebra (1.10)-(1.12) is modified by a factor $`i`$ due to the relation<sup>2</sup><sup>2</sup>2See previous Note. $`[,]_\pm i\{,\}_\pm `$. The canonical equal-time Poisson brackets for a Lagrangian with $`\varphi `$ and $`\psi `$ as boson and fermionic fields respectively are given by the usual relations $$\{\varphi (\stackrel{}{x},t),\pi _\varphi (\stackrel{}{y},t)\}_{}=\delta ^{(3)}(\stackrel{}{x}\stackrel{}{y})\{\psi ^\alpha (\stackrel{}{x},t),\pi _{\psi \beta }(\stackrel{}{y},t)\}_+=\delta _\beta ^\alpha \delta ^{(3)}(\stackrel{}{x}\stackrel{}{y})$$ (C.5) and $$\{\varphi ,\varphi \}_{}=\{\psi ,\psi \}_+=\{\pi _\varphi ,\pi _\varphi \}_{}=\{\pi _\psi ,\pi _\psi \}_+=\{\varphi ,\pi _\psi \}_{}=\{\psi ,\pi _\varphi \}_{}=0$$ (C.6) The same structure survives at the effective level even if a great deal of care is required. Note that $$\{\psi _\alpha ,\pi _\psi ^\beta \}_+=\delta _\alpha ^\beta \mathrm{and}\{\psi ^\alpha ,\pi _{\psi \beta }\}_+=\delta _\beta ^\alpha $$ (C.7) are compatible iff $`\pi _\alpha =ϵ_{\alpha \beta }\pi ^\beta `$ which is the convention explained in Appendix B. Note also that we impose $$\{\psi _\alpha ,\pi _{\psi \beta }\}_+=ϵ_{\alpha \beta }=\{\pi _{\psi \alpha },\psi _\beta \}_+$$ (C.8) We use the graded Poisson brackets in the same spirit of derivatives, thus even if some of the variables involved are not dynamical we have to commute them. For instance $`\{ϵ\psi ,\pi _\psi \}_{}=ϵ\{\psi ,\pi _\psi \}_+\{ϵ,\pi _\psi \}_+\psi =ϵ\{\psi ,\pi _\psi \}_+`$ where $`\psi `$ , $`\pi _\psi `$ are dynamical and $`ϵ`$ is just a grassmanian parameter. Useful identities: $`\{B_1,B_2B_3\}_{}`$ $`=`$ $`\{B_1,B_2\}_{}B_3+B_2\{B_1,B_3\}_{}`$ (C.9) $`\{B_1B_2,B_3\}_{}`$ $`=`$ $`B_1\{B_2,B_3\}_{}+\{B_1,B_3\}_{}B_2`$ (C.10) $`\{F_1,F_2F_3\}_{}`$ $`=`$ $`\{F_1,F_2\}_+F_3F_2\{F_1,F_3\}_+`$ (C.11) $`\{F_1F_2,F_3\}_{}`$ $`=`$ $`F_1\{F_2,F_3\}_+\{F_1,F_3\}_+F_2`$ (C.12) $`\{F_1F_2,B\}_{}`$ $`=`$ $`F_1\{F_2,B\}_{}+\{F_1,B\}_{}F_2`$ (C.13) $`\{B,F_3F_4\}_{}`$ $`=`$ $`\{B,F_3\}_{}F_4+F_3\{B,F_4\}_{}`$ (C.14) $`\{F_1F_2,F_3F_4\}_{}`$ $`=`$ $`F_1\{F_2,F_3\}_+F_4F_1\{F_2,F_4\}_+F_3`$ (C.16) $`F_2\{F_1,F_3\}_+F_4+F_2\{F_1,F_4\}_+F_3`$ where the $`B`$’s and the $`F`$’s are bosonic and fermionic variables respectively. ## Appendix D Computation of the effective $`V_\mu `$ We first notice that, by varying off-shell the Lagrangian (3.66) (the one not integrated by parts) under the Susy transformations given in (3.2)-(3.7), there is no mixing of the $``$ terms with the $`^{}`$ terms. As explained in Chapter 3, the structure of the Lagrangian is $`2i`$ $`=`$ $`^{\prime \prime }[2B+2F]+^{\prime \prime \prime }[1B2F]+^{\prime \prime \prime \prime }[4F]`$ (D.1) $`+`$ $`_{}^{}{}_{}{}^{\prime \prime }[2B+2F]^{}_{}^{}{}_{}{}^{\prime \prime \prime }[1B2F]^{}_{}^{}{}_{}{}^{\prime \prime \prime \prime }[4F]^{}`$ (D.2) where $`B`$ and $`F`$ stand for bosonic and fermionic variables, respectively. For instance, if we vary the $``$ terms under $`\delta _1`$ we have $`(\delta _1^{\prime \prime \prime \prime })[3]=0`$, whereas the other terms combine as follows $`^{\prime \prime \prime \prime }\delta _1[4F]^{\prime \prime \prime \prime }(1B3F)`$ $`\mathrm{with}`$ $`(\delta _1^{\prime \prime \prime })[1B2F]^{\prime \prime \prime \prime }(1B3F)`$ $`^{\prime \prime \prime }\delta _1[1B2F]^{\prime \prime \prime }(2B1F+3F)`$ $`\mathrm{with}`$ $`(\delta _1^{\prime \prime })[2B+2F]^{\prime \prime \prime }(2B1F+3F)`$ Finally there are terms $`^{\prime \prime }\delta _1[2B+2F]`$, the naive generalization of the classical $`V_1^\mu `$. The aim is to write these quantities as one single total divergence and express it in terms of momenta and variations of the fields, that we write down again here $$\pi _A^\mu =^\mu A^{}\pi _A^{}^\mu =(\pi _A^\mu )^{}$$ (D.3) $$\mathrm{\Pi }^{\mu \nu }=\frac{1}{2i}(^{\prime \prime }\widehat{v}^{\mu \nu }_{}^{}{}_{}{}^{\prime \prime }\widehat{v}^{\mu \nu })+\frac{1}{i\sqrt{2}}(^{\prime \prime \prime }\lambda \sigma ^{\mu \nu }\psi ^{{}_{}{}^{}}\overline{\lambda }\overline{\sigma }^{\mu \nu }\overline{\psi })$$ (D.4) $`(\pi _{\overline{\psi }}^\mu )_{\dot{\alpha }}={\displaystyle \frac{1}{2}}^{\prime \prime }\psi ^\alpha \sigma _{\alpha \dot{\alpha }}^\mu (\pi _\psi ^\mu )^\alpha ={\displaystyle \frac{1}{2}}^{\prime \prime }\overline{\psi }_{\dot{\alpha }}\overline{\sigma }^{\mu \dot{\alpha }\alpha }`$ (D.5) $`(\pi _{\overline{\lambda }}^\mu )_{\dot{\alpha }}={\displaystyle \frac{1}{2}}^{\prime \prime }\lambda ^\alpha \sigma _{\alpha \dot{\alpha }}^\mu (\pi _\lambda ^\mu )^\alpha ={\displaystyle \frac{1}{2}}^{\prime \prime }\overline{\lambda }_{\dot{\alpha }}\overline{\sigma }^{\mu \dot{\alpha }\alpha }`$ (D.6) $`\delta _1A`$ $`=`$ $`\sqrt{2}ϵ_1\psi `$ $`\delta _1\psi ^\alpha `$ $`=`$ $`\sqrt{2}ϵ_1^\alpha E`$ (D.7) $`\delta _1E`$ $`=`$ $`0`$ $`\delta _1E^{}`$ $`=`$ $`i\sqrt{2}ϵ_1\overline{)}\overline{\psi }`$ $`\delta _1\overline{\psi }_{\dot{\alpha }}`$ $`=`$ $`i\sqrt{2}ϵ_1^\alpha \overline{)}_{\alpha \dot{\alpha }}A^{}`$ (D.8) $`\delta _1A^{}`$ $`=`$ $`0`$ $`\delta _1\lambda ^\alpha `$ $`=`$ $`ϵ_1^\beta (\sigma _\beta ^{\mu \nu \alpha }v_{\mu \nu }i\delta _\beta ^\alpha D)`$ $`\delta _1v^\mu `$ $`=`$ $`iϵ_1\sigma ^\mu \overline{\lambda }\delta _1D=ϵ_1\overline{)}\overline{\lambda }`$ (D.9) $`\delta _1\overline{\lambda }_{\dot{\alpha }}`$ $`=`$ $`0`$ This computation is by no means easy. It is matter of * identifying similar terms and compare them * use partial integration cleverly: never throw away surface terms! * use extensively Fierz identities and spinor algebra We have found by direct computation $`V_1^\mu `$ and $`\overline{V}_1^\mu `$. Of course the first one has been the most difficult to find, since if one understands how to proceed in the first case, the other cases become only lengthy checks. We do not have the space here to explicitly show all the details. What we want to show explicitly in this Appendix, is only the simplest part of the computation of $`V_1^\mu `$, namely the contribution coming from the $``$ terms. Let us apply the scheme discussed above. First we consider the $`^{\prime \prime \prime \prime }`$ type of terms. If we find contributions from these terms we know that they cannot be canceled by terms coming from the rigid current $`N_\mu `$ and there is no hope to rearrange them in the form of on-shell dummy fields (they only contain $`^{\prime \prime \prime }`$ type of terms). This would then be a signal that by commuting the charges we could have contributions that would spoil the SW mass formula. What we find is that the terms $`^{\prime \prime \prime \prime }\delta _1[4F]`$ $`=`$ $`^{\prime \prime \prime \prime }{\displaystyle \frac{1}{2}}[(\delta _1\psi )\psi \lambda ^2+\psi ^2(\delta _1\lambda )\lambda ]`$ (D.10) $`=`$ $`^{\prime \prime \prime \prime }{\displaystyle \frac{1}{2}}[\sqrt{2}ϵ_1\psi \lambda ^2Eϵ_1\sigma ^{\mu \nu }\lambda v_{\mu \nu }\psi ^2+iϵ_1\lambda \psi ^2D]`$ summed to the terms $$(\delta _1^{\prime \prime \prime })[1B2F]=^{\prime \prime \prime \prime }[ϵ_1\psi \lambda \sigma ^{\mu \nu }\psi v_{\mu \nu }\frac{1}{\sqrt{2}}Eϵ_1\psi \lambda ^2+iDϵ_1\psi \psi \lambda ]$$ (D.11) fortunately give zero. Let us then move to the next level, the $`^{\prime \prime \prime }`$ terms. In principle these terms can be present, since they appear in the expression of the on-shell dummy fields. We find that the terms $`^{\prime \prime \prime }[(\delta _11B)2F]`$ $`=`$ $`^{\prime \prime \prime }[{\displaystyle \frac{1}{\sqrt{2}}}\lambda \sigma ^{\mu \nu }\psi \delta _1v_{\mu \nu }{\displaystyle \frac{1}{2}}(\delta _1E^{})\psi \psi +{\displaystyle \frac{i}{\sqrt{2}}}(\delta _1D)\psi \lambda ]`$ (D.12) $`=`$ $`^{\prime \prime \prime }[{\displaystyle \frac{1}{\sqrt{2}}}\lambda \sigma ^{\mu \nu }\psi 2iϵ_1\sigma _\nu _\mu \overline{\lambda }{\displaystyle \frac{i}{\sqrt{2}}}ϵ_1\overline{)}\overline{\psi }\psi \psi {\displaystyle \frac{i}{\sqrt{2}}}ϵ_1\overline{)}\overline{\lambda }\psi \lambda ]`$ $`=`$ $`{\displaystyle \frac{i}{\sqrt{2}}}^{\prime \prime \prime }(2\lambda \overline{)}\overline{\lambda }ϵ_1\psi ϵ_1\overline{)}\overline{\psi }\psi \psi )`$ summed to the terms $$(\delta _1^{\prime \prime })[2F]=i\sqrt{2}^{\prime \prime \prime }\lambda \overline{)}\overline{\lambda }ϵ_1\psi i\sqrt{2}^{\prime \prime \prime }\psi \overline{)}\overline{\psi }ϵ_1\psi )$$ (D.13) again give zero. What is left are the other $`^{\prime \prime \prime }`$ terms and the $`^{\prime \prime }`$ terms. There we find $`^{\prime \prime }\delta _1[2B+2F]`$ $`=`$ $`^{\prime \prime }[(_\mu A^{})^\mu (\delta _1A)+{\displaystyle \frac{1}{2}}(\delta _1v_{\mu \nu })v^{\mu \nu }+{\displaystyle \frac{i}{4}}(\delta _1v_{\mu \nu })v^{\mu \nu }`$ (D.14) $`+i(\delta _1\psi )\overline{)}\overline{\psi }+i\psi \overline{)}(\delta _1\overline{\psi })+i(\delta _1\lambda )\overline{)}\overline{\lambda }E\delta _1E^{}D\delta _1D]`$ $`=`$ $`^{\prime \prime }[(_\mu A^{})^\mu (\sqrt{2}ϵ_1\psi )+(iϵ_1\sigma _\nu (_\mu \overline{\lambda }))v^{\mu \nu }`$ $`{\displaystyle \frac{1}{2}}(iϵ_1\sigma _\nu (_\mu \overline{\lambda }))v^{\mu \nu }+i\sqrt{2}ϵ_1\overline{)}\overline{\psi }E\sqrt{2}\psi ^\alpha (\overline{)}_{\alpha \dot{\alpha }}\overline{)}^{\dot{\alpha }\beta }A^{})ϵ_{1\beta }`$ $`iϵ_1^\beta (\sigma _\beta ^{\mu \nu \alpha }v_{\mu \nu }i\delta _\beta ^\alpha D)\overline{)}_{\alpha \dot{\alpha }}\overline{\lambda }^{\dot{\alpha }}`$ $`i\sqrt{2}ϵ_1\overline{)}\overline{\psi }EDϵ_1\overline{)}\overline{\lambda }]`$ $`=`$ $`^{\prime \prime }[\sqrt{2}ϵ_1(^\mu \psi )_\mu A^{}+\sqrt{2}ϵ_1\psi \mathrm{}A^{}]`$ $`=`$ $`^{\prime \prime }^\mu [\sqrt{2}ϵ_1\psi _\mu A^{}]`$ Thus we find the first non zero contribution. Let us note that this term would already be a total divergence if we impose the classical limit $`^{\prime \prime }\tau `$. Thus we can guess that the $`^{\prime \prime \prime }`$ terms have to combine to give the quantum piece missing in order to built up a total divergence when summed to the terms (D.14). We find that $`\delta _1^{\prime \prime }[2B]`$ $`=`$ $`^{\prime \prime \prime }\sqrt{2}ϵ_1\psi [_\mu A^{}^\mu A{\displaystyle \frac{1}{4}}v_{\mu \nu }\widehat{v}^{\mu \nu }+EE^{}+{\displaystyle \frac{1}{2}}D^2]`$ summed to $`^{\prime \prime \prime }[1B(\delta _12F)]`$ $`=`$ $`^{\prime \prime \prime }[{\displaystyle \frac{1}{\sqrt{2}}}(\delta _1\lambda )\sigma ^{\mu \nu }\psi v_{\mu \nu }+{\displaystyle \frac{1}{\sqrt{2}}}\lambda \sigma ^{\mu \nu }(\delta _1\psi )v_{\mu \nu }`$ $`{\displaystyle \frac{1}{2}}(E^{}\psi \delta _1\psi +E\lambda \delta _1\lambda )+{\displaystyle \frac{i}{\sqrt{2}}}D(\delta _1\psi )\lambda +{\displaystyle \frac{i}{\sqrt{2}}}D\psi \delta _1\lambda ]`$ $`=`$ $`^{\prime \prime \prime }[{\displaystyle \frac{1}{\sqrt{2}}}ϵ_1\sigma ^{\mu \nu }\sigma ^{\rho \sigma }\psi v_{\mu \nu }v_{\rho \sigma }+{\displaystyle \frac{i}{\sqrt{2}}}ϵ_1\sigma ^{\mu \nu }\psi v_{\mu \nu }D`$ $`+\lambda \sigma ^{\mu \nu }ϵ_1v_{\mu \nu }EE^{}E\sqrt{2}ϵ_1\psi +Eϵ_1\sigma ^{\mu \nu }\lambda v_{\mu \nu })`$ $`iϵ_1\lambda DE+iDEϵ_1\lambda {\displaystyle \frac{i}{\sqrt{2}}}Dϵ_1\sigma ^{\mu \nu }v_{\mu \nu }\psi {\displaystyle \frac{1}{\sqrt{2}}}D^2ϵ_1\psi ]`$ $`=`$ $`^{\prime \prime \prime }[{\displaystyle \frac{1}{\sqrt{2}}}ϵ_1\sigma ^{\mu \nu }\sigma ^{\rho \sigma }v_{\mu \nu }v_{\rho \sigma }\psi +E^{}E\sqrt{2}ϵ_1\psi +{\displaystyle \frac{1}{\sqrt{2}}}D^2ϵ_1\psi ]`$ give $$(^\mu ^{\prime \prime })[\sqrt{2}ϵ_1\psi _\mu A^{}]$$ (D.15) Collecting the two contributions (D.14) and (D.15) we end up with the wanted total divergence $`^{\prime \prime }^\mu [\sqrt{2}ϵ_1\psi _\mu A^{}]+(^\mu ^{\prime \prime })[\sqrt{2}ϵ_1\psi _\mu A^{}]`$ (D.16) $`=`$ $`^\mu (^{\prime \prime }\sqrt{2}ϵ_1\psi _\mu A^{})`$ $`=`$ $`^\mu ({\displaystyle \frac{^{\prime \prime }}{}}\delta _1A\pi _A^\mu )`$ where the definitions of momenta and the Susy transformations were used. More labour is needed for the $`^{}`$ terms. We only give the result of that computation here. We have $`_\mu [_{}^{\prime \prime }{}_{}{}^{}\sqrt{2}ϵ_1\psi ^\mu A^{}+i_{}^{\prime \prime }{}_{}{}^{}ϵ_1\sigma _\nu \overline{\lambda }\widehat{v}^{\mu \nu }+_{}^{\prime \prime }{}_{}{}^{}ϵ_1\sigma ^\mu \overline{\lambda }D`$ $`+_{}^{\prime \prime }{}_{}{}^{}\sqrt{2}ϵ_1\sigma ^\nu \sigma ^\mu \psi _\nu A^{}+i\sqrt{2}_{}^{\prime \prime }{}_{}{}^{}\overline{\psi }\overline{\sigma }^\mu ϵ_1E+{\displaystyle \frac{i}{\sqrt{2}}}_{}^{\prime \prime \prime }{}_{}{}^{}ϵ_1\sigma ^\mu \overline{\psi }\lambda ^2]`$ Using the definitions of the non canonical momenta and the Susy transformations of the fields, these terms can be recast into the following form $`_\mu [{\displaystyle \frac{_{}^{\prime \prime }{}_{}{}^{}}{}}\delta _1A\pi _A^\mu +2i{\displaystyle \frac{_{}^{\prime \prime }{}_{}{}^{}}{^{\prime \prime }}}\delta _1\overline{\psi }\pi _{\overline{\psi }}^\mu +2i\delta _1\lambda \pi _\lambda ^\mu +_{}^{}{}_{}{}^{\prime \prime }ϵ_1\sigma _\nu \overline{\lambda }v^{\mu \nu }`$ $`+2i\delta _1\psi \pi _\psi ^\mu +{\displaystyle \frac{i}{\sqrt{2}}}_{}^{\prime \prime \prime }{}_{}{}^{}ϵ_1\sigma ^\mu \overline{\psi }\lambda ^2]`$ (D.17) Summing up the terms (D.16) and (D.17) and dividing by $`2i`$ we obtain the final expression $`V_1^\mu `$ $`=`$ $`\delta _1A\pi _A^\mu +{\displaystyle \frac{_{}^{}{}_{}{}^{\prime \prime }}{^{\prime \prime }}}\delta _1\overline{\psi }\pi _{\overline{\psi }}^\mu +\delta _1\psi \pi _\psi ^\mu +\delta _1\lambda \pi _\lambda ^\mu `$ (D.18) $`+{\displaystyle \frac{1}{2i}}_{}^{}{}_{}{}^{\prime \prime }ϵ_1\sigma _\nu \overline{\lambda }v^{\mu \nu }+{\displaystyle \frac{1}{2\sqrt{2}}}_{}^{}{}_{}{}^{\prime \prime \prime }ϵ_1\sigma ^\mu \overline{\psi }\overline{\lambda }^2`$ As explained in Chapter 3 this form is not canonical and has to be modified according to the rules given there. ## Appendix E Transformations from the U(1) effective charges In this Appendix we shall complete the proof given in Chapter 3 that our U(1) effective charges correctly generate the Susy transformations. ### E.1 $`\mathrm{\Delta }_1\lambda `$ from $`Q_1^I`$ On the one hand $`\mathrm{\Delta }_1\pi _{\overline{\lambda }\dot{\alpha }}^I(x)`$ $``$ $`\{ϵ_1Q_1,\pi _{\overline{\lambda }\dot{\alpha }}^I(x)\}_{}`$ (E.1) $`=`$ $`{\displaystyle }d^3y(\mathrm{\Pi }^i(y)\{\delta _1v_i(y),\pi _{\overline{\lambda }\dot{\alpha }}^I(x)\}_{}`$ $`{\displaystyle \frac{1}{2i}}_{}^{}{}_{}{}^{\prime \prime }(y)v^{0i}(y)\{ϵ_1\sigma _i\overline{\lambda }(y),\pi _{\overline{\lambda }\dot{\alpha }}^I(x)\}_{}`$ $`{\displaystyle \frac{1}{2\sqrt{2}}}_{}^{}{}_{}{}^{\prime \prime \prime }(y)ϵ_1\sigma ^0\overline{\psi }(y)\{\overline{\lambda }^2(y),\pi _{\overline{\lambda }\dot{\alpha }}^I(x)\}_{})`$ On the other hand $$\mathrm{\Delta }_1\pi _{\overline{\lambda }\dot{\alpha }}^I=\frac{1}{\sqrt{2}}^{\prime \prime \prime }ϵ_1\psi \lambda ^\alpha \sigma _{\alpha \dot{\alpha }}^0+i\sigma _{\alpha \dot{\alpha }}^0\mathrm{\Delta }_1\lambda ^\alpha $$ (E.2) Equating the two expressions, writing explicitly $`\mathrm{\Pi }^i`$ and collecting the terms according to the order of the derivative of $``$ we have $`i\sigma _{\alpha \dot{\alpha }}^0\mathrm{\Delta }_1\lambda ^\alpha `$ $`=`$ $`{\displaystyle \frac{1}{2}}(^{\prime \prime }\widehat{v}^{0i}_{}^{}{}_{}{}^{\prime \prime }\widehat{v}^{0i})ϵ_1^\alpha \sigma _{i\alpha \dot{\alpha }}+{\displaystyle \frac{i}{2}}_{}^{}{}_{}{}^{\prime \prime }v^{0i}ϵ_1^\alpha \sigma _{i\alpha \dot{\alpha }}`$ (E.3) $`+{\displaystyle \frac{1}{\sqrt{2}}}^{\prime \prime \prime }\lambda \sigma ^{0i}\psi ϵ_1^\alpha \sigma _{i\alpha \dot{\alpha }}{\displaystyle \frac{1}{\sqrt{2}}}^{\prime \prime \prime }ϵ_1\psi \lambda ^\alpha \sigma _{\alpha \dot{\alpha }}^0`$ $`{\displaystyle \frac{1}{\sqrt{2}}}_{}^{}{}_{}{}^{\prime \prime \prime }\overline{\lambda }\overline{\sigma }^{0i}\overline{\psi }ϵ_1^\alpha \sigma _{i\alpha \dot{\alpha }}{\displaystyle \frac{1}{\sqrt{2}}}_{}^{}{}_{}{}^{\prime \prime \prime }ϵ_1\sigma ^0\overline{\psi }\overline{\lambda }_{\dot{\alpha }}`$ The terms are arranged such that in the first column there are terms from $`\mathrm{\Pi }^i`$ and in the second the others. Now we notice that the terms in the first line should combine to give the term proportional to $`v_{\mu \nu }`$ and the other two lines should combine to give the term proportional to $`D^{\mathrm{on}}`$ in $`\delta _1\lambda `$. First line: $$\frac{1}{2}(^{\prime \prime }_{}^{}{}_{}{}^{\prime \prime })\widehat{v}^{0i}ϵ_1^\alpha \sigma _{i\alpha \dot{\alpha }}=i(ϵ_1\sigma ^{\mu \nu }\sigma ^0)_{\dot{\alpha }}v_{\mu \nu }$$ (E.4) where the identity $`\widehat{v}^{0i}\sigma _{i\alpha \dot{\alpha }}=(\sigma ^{\mu \nu }\sigma ^0)_{\alpha \dot{\alpha }}v_{\mu \nu }`$ was used (see relative appendix). Second line: The first term in the second line $$\frac{1}{\sqrt{2}}^{\prime \prime \prime }\lambda ^\beta (\sigma ^{0i})_\beta ^\gamma \psi _\gamma ϵ_1^\alpha \sigma _{i\alpha \dot{\alpha }}=\frac{1}{2\sqrt{2}}^{\prime \prime \prime }(ϵ_1\psi \lambda ^\alpha \sigma _{\alpha \dot{\alpha }}^0ϵ_1\lambda \psi ^\alpha \sigma _{\alpha \dot{\alpha }}^0)$$ where the identity $$\sigma _\beta ^{0i\gamma }\sigma _{i\alpha \dot{\alpha }}=\frac{1}{2}(\sigma _{\delta \dot{\alpha }}^0ϵ_{\alpha \beta }ϵ^{\gamma \delta }\sigma _{\beta \dot{\alpha }}^0\delta _\alpha ^\gamma )$$ was used (see Appendix B). Combined with the second term in the same line we have $$\frac{1}{2\sqrt{2}}^{\prime \prime \prime }(ϵ_1\psi \lambda ^\alpha \sigma _{\alpha \dot{\alpha }}^0+ϵ_1\lambda \psi ^\alpha \sigma _{\alpha \dot{\alpha }}^0)=\frac{1}{2\sqrt{2}}^{\prime \prime \prime }\psi \lambda ϵ_1^\alpha \sigma _{\alpha \dot{\alpha }}^0$$ (E.5) where we used the Fierz identity $`\lambda _\beta \psi ^\alpha =\psi _\beta \lambda ^\alpha \delta _\beta ^\alpha \psi \lambda `$. Third line: Using similar identities (see the appendix) we can write the first term in the third line as follows $$\frac{1}{2\sqrt{2}}_{}^{}{}_{}{}^{\prime \prime \prime }(ϵ_1\sigma ^0\overline{\psi }\overline{\lambda }_{\dot{\alpha }}ϵ_1\sigma ^0\overline{\lambda }\overline{\psi }_{\dot{\alpha }})$$ which combined with the second term in the same line gives $$\frac{1}{2\sqrt{2}}_{}^{}{}_{}{}^{\prime \prime \prime }\overline{\psi }\overline{\lambda }ϵ_1^\alpha \sigma _{\alpha \dot{\alpha }}^0$$ (E.6) Collecting the terms in (E.4), (E.5) and (E.6) we have $$i\sigma _{\alpha \dot{\alpha }}^0\mathrm{\Delta }_1\lambda ^\alpha =i(ϵ_1\sigma ^{\mu \nu }\sigma ^0)_{\dot{\alpha }}v_{\mu \nu }+\frac{1}{2\sqrt{2}}^{\prime \prime \prime }\psi \lambda ϵ_1^\alpha \sigma _{\alpha \dot{\alpha }}^0+\frac{1}{2\sqrt{2}}_{}^{}{}_{}{}^{\prime \prime \prime }\overline{\psi }\overline{\lambda }ϵ_1^\alpha \sigma _{\alpha \dot{\alpha }}^0$$ (E.7) which eventually gives the wanted expression (3.118) ### E.2 $`\mathrm{\Delta }_2\psi `$ from $`Q_2^I`$ On the one hand $`\mathrm{\Delta }_2\pi _{\overline{\psi }\dot{\alpha }}^I(x)`$ $``$ $`\{ϵ_2Q_2,\pi _{\overline{\psi }\dot{\alpha }}^I(x)\}_{}`$ (E.8) $`=`$ $`{\displaystyle }d^3y(\mathrm{\Pi }^i(y)\{\delta _2v_i(y),\pi _{\overline{\psi }\dot{\alpha }}^I(x)\}_{}`$ $`{\displaystyle \frac{1}{2i}}_{}^{}{}_{}{}^{\prime \prime }(y)v^{0i}(y)\{ϵ_2\sigma _i\overline{\psi }(y),\pi _{\overline{\psi }\dot{\alpha }}^I(x)\}_{}`$ $`+{\displaystyle \frac{1}{2\sqrt{2}}}_{}^{}{}_{}{}^{\prime \prime \prime }(y)ϵ_2\sigma ^0\overline{\lambda }(y)\{\overline{\psi }^2(y),\pi _{\overline{\psi }\dot{\alpha }}^I(x)\}_{})`$ On the other hand $$\mathrm{\Delta }_2\pi _{\overline{\psi }\dot{\alpha }}^I=\frac{1}{\sqrt{2}}^{\prime \prime \prime }ϵ_2\lambda \psi ^\alpha \sigma _{\alpha \dot{\alpha }}^0+i\sigma _{\alpha \dot{\alpha }}^0\mathrm{\Delta }_2\psi ^\alpha $$ (E.9) Equating the two expressions, writing explicitly $`\mathrm{\Pi }^i`$ and collecting the terms according to the order of the derivative of $``$ we have $`i\sigma _{\alpha \dot{\alpha }}^0\mathrm{\Delta }_2\psi ^\alpha `$ $`=`$ $`{\displaystyle \frac{1}{2}}(^{\prime \prime }\widehat{v}^{0i}_{}^{}{}_{}{}^{\prime \prime }\widehat{v}^{0i})ϵ_2^\alpha \sigma _{i\alpha \dot{\alpha }}+{\displaystyle \frac{i}{2}}_{}^{}{}_{}{}^{\prime \prime }v^{0i}ϵ_2^\alpha \sigma _{i\alpha \dot{\alpha }}`$ (E.10) $`{\displaystyle \frac{1}{\sqrt{2}}}^{\prime \prime \prime }\psi \sigma ^{0i}\lambda ϵ_2^\alpha \sigma _{i\alpha \dot{\alpha }}+{\displaystyle \frac{1}{\sqrt{2}}}^{\prime \prime \prime }ϵ_2\lambda \psi ^\alpha \sigma _{\alpha \dot{\alpha }}^0`$ $`+{\displaystyle \frac{1}{\sqrt{2}}}_{}^{}{}_{}{}^{\prime \prime \prime }\overline{\psi }\overline{\sigma }^{0i}\overline{\lambda }ϵ_2^\alpha \sigma _{i\alpha \dot{\alpha }}+{\displaystyle \frac{1}{\sqrt{2}}}_{}^{}{}_{}{}^{\prime \prime \prime }ϵ_2\sigma ^0\overline{\lambda }\overline{\psi }_{\dot{\alpha }}`$ First line: $$\frac{1}{2}(^{\prime \prime }_{}^{}{}_{}{}^{\prime \prime })\widehat{v}^{0i}ϵ_2^\alpha \sigma _{i\alpha \dot{\alpha }}=i(ϵ_2\sigma ^{\mu \nu }\sigma ^0)_{\dot{\alpha }}v_{\mu \nu }$$ (E.11) Second line: $$\frac{1}{2\sqrt{2}}^{\prime \prime \prime }(ϵ_2\lambda \psi ^\alpha \sigma _{\alpha \dot{\alpha }}^0+ϵ_2\psi \lambda ^\alpha \sigma _{\alpha \dot{\alpha }}^0)=\frac{1}{2\sqrt{2}}^{\prime \prime \prime }\psi \lambda ϵ_2^\alpha \sigma _{\alpha \dot{\alpha }}^0$$ (E.12) Third line: $$\frac{1}{2\sqrt{2}}_{}^{}{}_{}{}^{\prime \prime \prime }(ϵ_2\sigma ^0\overline{\psi }\overline{\lambda }_{\dot{\alpha }}+ϵ_2\sigma ^0\overline{\lambda }\overline{\psi }_{\dot{\alpha }})=\frac{1}{2\sqrt{2}}_{}^{}{}_{}{}^{\prime \prime \prime }\overline{\psi }\overline{\lambda }ϵ_2^\alpha \sigma _{\alpha \dot{\alpha }}^0$$ (E.13) Collecting the terms in (E.11), (E.12) and (E.13) we have $$i\sigma _{\alpha \dot{\alpha }}^0\mathrm{\Delta }_2\psi ^\alpha =i(ϵ_2\sigma ^{\mu \nu }\sigma ^0)_{\dot{\alpha }}v_{\mu \nu }\frac{1}{2\sqrt{2}}^{\prime \prime \prime }\psi \lambda ϵ_2^\alpha \sigma _{\alpha \dot{\alpha }}^0\frac{1}{2\sqrt{2}}_{}^{}{}_{}{}^{\prime \prime \prime }\overline{\psi }\overline{\lambda }ϵ_2^\alpha \sigma _{\alpha \dot{\alpha }}^0$$ (E.14) or $$\mathrm{\Delta }_2\psi ^\beta =ϵ_2^\alpha (\sigma ^{\mu \nu })_\alpha ^\beta v_{\mu \nu }iϵ_2^\beta (\frac{1}{2\sqrt{2}}(f\psi \lambda +f^{}\overline{\psi }\overline{\lambda }))=\delta _2^{\mathrm{on}}\psi ^\beta $$ (E.15) ### E.3 The transformations from $`Q_1^{II}`$ The charge is given by $$ϵ_1Q_1^{II}=d^3x\left(\sqrt{2}ϵ_1(\overline{)}A^{})\overline{\sigma }^0\psi +\mathrm{\Pi }^i\delta _1v_i\frac{1}{2i}^{{}_{}{}^{\prime \prime }}ϵ_1\sigma _i\overline{\lambda }v^{0i}\frac{1}{2\sqrt{2}}^{{}_{}{}^{\prime \prime \prime }}ϵ_1\sigma ^0\overline{\psi }\overline{\lambda }^2\right)$$ (E.16) let us write again the momenta $$\pi _A^{II}=I^0A^{}+\frac{1}{2}^{\prime \prime \prime }(\psi \sigma ^0\overline{\psi }+\lambda \sigma ^0\overline{\lambda })\pi _A^{}^{II}=\pi _A^{}\mathrm{\Pi }^{IIi}=\mathrm{\Pi }^i$$ (E.17) $$(\pi _{\overline{\psi }}^{II})_{\dot{\alpha }}=0(\pi _\psi ^{II})^\alpha =i\overline{\psi }_{\dot{\alpha }}\overline{\sigma }^{0\dot{\alpha }\alpha }(\pi _{\overline{\lambda }}^{II})_{\dot{\alpha }}=0(\pi _\lambda ^{II})^\alpha =i\overline{\lambda }_{\dot{\alpha }}\overline{\sigma }^{0\dot{\alpha }\alpha }$$ (E.18) The charge re-expressed $`ϵ_1Q_1^{II}`$ $`=`$ $`{\displaystyle }d^3x(\sqrt{2}ϵ_1\psi \pi _A^{II}{\displaystyle \frac{1}{\sqrt{2}}}^{\prime \prime \prime }ϵ_1\psi (\psi \sigma ^0\overline{\psi }+\lambda \sigma ^0\overline{\lambda })+\sqrt{2}ϵ_1\sigma ^i\overline{\sigma }^0\psi _iA^{}`$ (E.19) $`+`$ $`\mathrm{\Pi }^i\delta _1v_i{\displaystyle \frac{1}{2i}}^{{}_{}{}^{\prime \prime }}ϵ_1\sigma _i\overline{\lambda }v^{0i}{\displaystyle \frac{1}{2\sqrt{2}}}^{{}_{}{}^{\prime \prime \prime }}ϵ_1\sigma ^0\overline{\psi }\overline{\lambda }^2)`$ where the first line in (E.19) corresponds to the first term in (E.16). Let us call $`\mathrm{\Delta }_1`$ the transformations induced by this charge. Bosonic transformations. When we commute the charge (E.19) with $`A`$ according to the canonical Poisson brackets we only have contribution from the first term therefore $`\mathrm{\Delta }_1A=\delta _1A`$. Trivially we see that $`\mathrm{\Delta }_1A^{}=0=\delta _1A^{}`$ and $`\mathrm{\Delta }_1v_i=\delta _1v_i`$. Fermionic transformations. The interesting part is the commutation of the fermions. Let us start with $`\mathrm{\Delta }_1\psi `$. First we commute the last term in (E.19) that can be written as $$\frac{1}{2\sqrt{2}}^{{}_{}{}^{\prime \prime \prime }}ϵ_1\sigma ^0\overline{\psi }\overline{\lambda }^2=\frac{i}{2\sqrt{2}}f^{}\overline{\lambda }^2ϵ_1\pi _\psi ^{II}$$ (E.20) and we see immediately that it is not enough to produce the expression (3.73) of $`E_{\mathrm{on}}`$, therefore we need also the piece introduced in the first line to write the canonical momentum for $`A`$. The relevant term there is $$\frac{1}{\sqrt{2}}^{\prime \prime \prime }ϵ_1\psi \psi \sigma ^0\overline{\psi }=\frac{i}{2\sqrt{2}}f\psi ^2ϵ_1\pi _\psi ^{II}$$ (E.21) Now it is clear that $`\mathrm{\Delta }_1\psi _\alpha `$ $``$ $`\{ϵ_1Q_1^{II},\psi _\alpha \}_{}`$ (E.22) $`=`$ $`\sqrt{2}ϵ_{1\alpha }({\displaystyle \frac{i}{4}}(f^{}\overline{\lambda }^2f\psi ^2))=\sqrt{2}ϵ_{1\alpha }E_{\mathrm{on}}=\delta _1\psi _\alpha `$ Similarly for $`\mathrm{\Delta }_1\lambda `$ when we consider the terms in the second line of (E.19) they are not enough to give the right expression of $`D_{\mathrm{on}}`$ in (3.71) and also the term $`\frac{1}{\sqrt{2}}^{\prime \prime \prime }ϵ_1\psi \lambda \sigma ^0\overline{\lambda }`$ in the first line has to be considered. We do not show the explicit computation being in any respect identical to the one we have done with $`ϵ_1Q^I`$. At this end one could use the independent Poisson (3.104) in both cases. Let us show in some details what happens for the other two fermions $`\overline{\lambda }`$ and $`\overline{\psi }`$. The re-expressed charge (E.19) has the term $`\frac{1}{\sqrt{2}}^{\prime \prime \prime }ϵ_1\psi \lambda \sigma ^0\overline{\lambda }`$, therefore we have to commute it $$\mathrm{\Delta }_1\pi _\lambda ^{\alpha II}\{ϵ_1Q_1^{II},\pi _\lambda ^{\alpha II}\}_{}=\frac{1}{\sqrt{2}}^{\prime \prime \prime }ϵ_1\psi (\overline{\lambda }\overline{\sigma }^0)^\alpha $$ (E.23) and $$\mathrm{\Delta }_1\pi _\lambda ^{II\alpha }=\frac{1}{\sqrt{2}}^{\prime \prime \prime }ϵ_1\psi (\overline{\lambda }\overline{\sigma }^0)^\alpha +i\overline{\sigma }^{0\dot{\alpha }\alpha }\mathrm{\Delta }_1\overline{\lambda }_{\dot{\alpha }}$$ (E.24) equating the two expressions we have the wanted $`\mathrm{\Delta }_1\overline{\lambda }_{\dot{\alpha }}=0=\delta _1\overline{\lambda }_{\dot{\alpha }}`$. Finally $`\mathrm{\Delta }_1\overline{\psi }`$. The only contributions come from the first line of (E.19) $`\mathrm{\Delta }_1\pi _\psi ^{\alpha II}`$ $``$ $`\{ϵ_1Q_1^{II},\pi _\psi ^{\alpha II}\}_{}`$ $`=`$ $`\sqrt{2}\pi _A^{II}ϵ_1^\alpha +{\displaystyle \frac{1}{\sqrt{2}}}^{\prime \prime \prime }ϵ_1\sigma ^0\overline{\psi }\psi ^\alpha {\displaystyle \frac{1}{\sqrt{2}}}^{\prime \prime \prime }\lambda \sigma ^0\overline{\lambda }ϵ_1^\alpha +\sqrt{2}(ϵ_1\sigma ^i\overline{\sigma }^0)^\alpha _iA^{}`$ using the Fierz identity $`\psi ^\alpha ϵ_1^\beta =\psi ^\beta ϵ_1^\alpha ϵ^{\alpha \beta }ϵ_1\psi `$ we have $`\mathrm{\Delta }_1\pi _\psi ^{\alpha II}`$ $`=`$ $`\sqrt{2}ϵ_1^\alpha (\pi _A^{II}{\displaystyle \frac{1}{2}}^{\prime \prime \prime }(\psi \sigma ^0\overline{\psi }+\lambda \sigma ^0\overline{\lambda }))+\sqrt{2}(ϵ_1\sigma ^i\overline{\sigma }^0)^\alpha _iA^{}`$ (E.26) $`+{\displaystyle \frac{1}{\sqrt{2}}}^{\prime \prime \prime }ϵ_1\psi (\overline{\psi }\overline{\sigma }^0)^\alpha `$ $`=`$ $`\sqrt{2}(ϵ_1\sigma ^\mu \overline{\sigma }^0)^\alpha _\mu A^{}+{\displaystyle \frac{1}{\sqrt{2}}}^{\prime \prime \prime }ϵ_1\psi (\overline{\psi }\overline{\sigma }^0)^\alpha `$ which combined with the usual $$\mathrm{\Delta }_1\pi _\psi ^{\alpha II}=\frac{1}{\sqrt{2}}^{\prime \prime \prime }ϵ_1\psi (\overline{\psi }\overline{\sigma }^0)^\alpha +i\overline{\sigma }^{0\dot{\alpha }\alpha }\mathrm{\Delta }_1\overline{\psi }_{\dot{\alpha }}$$ (E.27) gives the wanted $$\mathrm{\Delta }_1\overline{\psi }_{\dot{\alpha }}=iϵ_1^\alpha \overline{)}_{\alpha \dot{\alpha }}A^{}=\delta _1\overline{\psi }_{\dot{\alpha }}$$ (E.28) Thus we conclude that $`\mathrm{\Delta }_1\delta _1`$ also in the $`^{II}`$-setting therefore this is a final proof that the canonical procedure works even if some labour is needed. Note that we could not get the right transformations for the spinors if we had used the charge in (E.16). ### E.4 Transformations of the dummy fields We want to show here that the transformations of the dummy fields on-shell can be obtained by the transformations of the fermions. At this end let us write again the Euler-Lagrange equations for $`E,E^{}`$ and $`D`$ $`D`$ $`=`$ $`{\displaystyle \frac{1}{2\sqrt{2}}}(f\psi \lambda +f^{}\overline{\psi }\overline{\lambda })`$ (E.29) $`E^{}`$ $`=`$ $`{\displaystyle \frac{i}{4}}(f\lambda ^2f^{}\overline{\psi }^2)`$ (E.30) $`E`$ $`=`$ $`{\displaystyle \frac{i}{4}}(f^{}\overline{\lambda }^2f\psi ^2)`$ (E.31) The Euler-Lagrange equations for the fermions, obtained from the Lagrangian (3.66), are given by $$\overline{)}\overline{}^{\dot{\alpha }\alpha }\psi _\alpha =\frac{i}{2}f(\overline{)}\overline{}^{\dot{\alpha }\alpha }A)\psi _\alpha \frac{1}{2}f^{}(\frac{1}{\sqrt{2}}\overline{\sigma }_{\dot{\beta }}^{\mu \nu \dot{\alpha }}\overline{\lambda }^{\dot{\beta }}v_{\mu \nu }+E\overline{\psi }^{\dot{\alpha }}+\frac{i}{\sqrt{2}}D\overline{\lambda }^{\dot{\alpha }})+\frac{1}{4}g^{}\overline{\psi }^{\dot{\alpha }}\overline{\lambda }\overline{\lambda }$$ (E.32) $$\overline{)}_{\alpha \dot{\alpha }}\overline{\psi }^{\dot{\alpha }}=\frac{i}{2}f^{}(\overline{)}_{\alpha \dot{\alpha }}A^{})\overline{\psi }^{\dot{\alpha }}+\frac{1}{2}f(\frac{1}{\sqrt{2}}\sigma _\alpha ^{\mu \nu \beta }\lambda _\beta v_{\mu \nu }+E^{}\psi _\alpha \frac{i}{\sqrt{2}}D\lambda _\alpha )\frac{1}{4}g\psi _\alpha \lambda \lambda $$ (E.33) $$\overline{)}\overline{}^{\dot{\alpha }\alpha }\lambda _\alpha =\frac{i}{2}f(\overline{)}\overline{}^{\dot{\alpha }\alpha }A)\lambda _\alpha \frac{1}{2}f^{}(\frac{1}{\sqrt{2}}\overline{\sigma }_{\dot{\beta }}^{\mu \nu \dot{\alpha }}\overline{\psi }^{\dot{\beta }}v_{\mu \nu }+E^{}\overline{\lambda }^{\dot{\alpha }}+\frac{i}{\sqrt{2}}D\overline{\psi }^{\dot{\alpha }})+\frac{1}{4}g^{}\overline{\lambda }^{\dot{\alpha }}\overline{\psi }\overline{\psi }$$ (E.34) $$\overline{)}_{\alpha \dot{\alpha }}\overline{\lambda }^{\dot{\alpha }}=\frac{i}{2}f^{}(\overline{)}_{\alpha \dot{\alpha }}A^{})\overline{\lambda }^{\dot{\alpha }}+\frac{1}{2}f(\frac{1}{\sqrt{2}}\sigma _\alpha ^{\mu \nu \beta }\psi _\beta v_{\mu \nu }+E\lambda _\alpha \frac{i}{\sqrt{2}}D\psi _\alpha )\frac{1}{4}g\lambda _\alpha \psi \psi $$ (E.35) where $`f(A,A^{})^{\prime \prime \prime }/`$ and $`g(A,A^{})^{\prime \prime \prime \prime }/`$. Note that after integration by parts nothing happens to (E.29), (E.30) and (E.31), whereas, of course, some of the Euler-Lagrange equations for the fermions become meaningless. After a lengthy computation we obtain $$\delta _1E=0$$ (E.36) $`{\displaystyle \frac{i}{\sqrt{2}}}\delta _1E^{}`$ $`=`$ $`ϵ_1^\alpha [f^{}({\displaystyle \frac{i}{2}}(\overline{)}_{\alpha \dot{\alpha }}A^{})\overline{\psi }^{\dot{\alpha }})+{\displaystyle \frac{1}{2}}\lambda _\alpha [(g{\displaystyle \frac{1}{2i}}f^2)\psi \lambda {\displaystyle \frac{1}{i4\sqrt{2}}}ff^{}\overline{\psi }\overline{\lambda }]`$ (E.37) $`+`$ $`{\displaystyle \frac{1}{2\sqrt{2}}}f(\sqrt{2}\psi _\alpha E^{}+(\sigma ^{\mu \nu }\lambda )_\alpha v_{\mu \nu }+i\lambda _\alpha D)]`$ and $`2\sqrt{2}\delta _1D`$ $`=`$ $`ϵ_1^\alpha [f^{}(i\sqrt{2}(\overline{)}_{\alpha \dot{\alpha }}A^{})\overline{\lambda }^{\dot{\alpha }})+\sqrt{2}\psi _\alpha [(g{\displaystyle \frac{1}{2i}}f^2)\psi \lambda {\displaystyle \frac{1}{2i}}ff^{}\overline{\psi }\overline{\lambda }]`$ (E.38) $`+`$ $`f(\sqrt{2}\lambda _\alpha E(\sigma ^{\mu \nu }\psi )_\alpha v_{\mu \nu }+i\psi _\alpha D)]`$ where we used $$\delta f=\delta A(g\frac{1}{2i}f^2)+\delta A^{}\frac{1}{2i}ff^{}$$ (E.39) Comparing these expressions with the Euler-Lagrange equations for the fermions we have $$\delta _1E=0\delta _1E^{}=i\sqrt{2}ϵ_1\overline{)}\overline{\psi }\delta _1D=ϵ_1\overline{)}\overline{\lambda }$$ (E.40) in agreement with the given Susy variations. ## Appendix F The SU(2) computations In this Appendix we collect all the formulae and computations relevant for our analysis of the SW SU(2) effective theory. ### F.1 Properties of $`^{a_1\mathrm{}a_n}`$ Some care is necessary in handling the derivatives of the prepotential $`(A^aA^a)`$, function of the SU(2) Casimir $`A^aA^a`$. The first four derivatives are given by $`^a`$ $`=`$ $`2A^a^{}`$ (F.1) $`^{ab}`$ $`=`$ $`2\delta ^{ab}^{}+4A^aA^b^{\prime \prime }`$ (F.2) $`^{abc}`$ $`=`$ $`4(\delta ^{ab}A^c+\delta ^{ac}A^b+\delta ^{bc}A^a)^{\prime \prime }+8A^aA^bA^c^{\prime \prime \prime }`$ (F.3) $`^{abcd}`$ $`=`$ $`4^{\prime \prime }(\delta ^{ab}\delta ^{cd}+\delta ^{ac}\delta ^{bd}+\delta ^{bc}\delta ^{ad})+8^{\prime \prime \prime }(A^aA^b\delta ^{cd}+A^aA^c\delta ^{bd}+A^aA^d\delta ^{bc}`$ (F.4) $`+A^bA^c\delta ^{ad}+A^bA^d\delta ^{ac}+A^cA^d\delta ^{ab})+16^{\prime \prime \prime \prime }A^aA^bA^cA^d`$ similarly for $`^{}`$. Form the expressions (F.1)-(F.4) it is easy to obtain the following very useful identities: $`ϵ^{abc}^{bd}A^c`$ $`=`$ $`ϵ^{adc}^c`$ (F.5) $`ϵ^{bcd}^{be}A^d`$ $`=`$ $`ϵ^{bed}^{bc}A^d`$ (F.6) $`^{abc}ϵ^{cde}A^e`$ $`=`$ $`^{be}ϵ^{ade}+^{ae}ϵ^{bde}`$ (F.7) similarly for $`^{}`$. Properties (F.5)-(F.7) are extensively used throughout the SU(2) computations. As an important example we want to show the explicit computation of the bosonic coefficients of the spinor terms entering the Gauss constraint in the expression (4.49) of the central charge. These terms are given by $$i\sqrt{2}[i^{be}ϵ^{bcd}A^d+\frac{i}{4}^{be}ϵ^{bcd}A^d+\frac{i}{4}^{bc}ϵ^{bed}A^d+\frac{1}{8}^{ace}ϵ^{adb}A^dA^b](\psi ^e\sigma ^0\overline{\psi }^c+\lambda ^e\sigma ^0\overline{\lambda }^c)$$ (F.8) By expanding the terms in square brackets we obtain: $`[{\displaystyle \frac{1}{2}}^{be}ϵ^{bcd}A^d`$ $``$ $`{\displaystyle \frac{1}{2}}^{be}ϵ^{bcd}A^d`$ $`+{\displaystyle \frac{1}{8}}^{be}ϵ^{bcd}A^d`$ $``$ $`{\displaystyle \frac{1}{8}}^{be}ϵ^{bcd}A^d`$ $`+{\displaystyle \frac{1}{8}}^{bc}ϵ^{bed}A^d`$ $``$ $`{\displaystyle \frac{1}{8}}^{bc}ϵ^{bed}A^d`$ $`{\displaystyle \frac{1}{8}}^{cd}ϵ^{ebd}A^b`$ $``$ $`{\displaystyle \frac{1}{8}}^{ed}ϵ^{cbd}A^b]`$ (F.9) where the identity (F.7) was used to write the last term. By collecting similar terms and using the property (F.6) we end up with $$[\frac{1}{2}^{be}ϵ^{bcd}A^d\frac{1}{2}^{be}ϵ^{bcd}A^d]=i^{be}ϵ^{bcd}A^d$$ (F.10) which is the correct coefficient according to the Gauss law (4.34). ### F.2 Computation of the Hamiltonian First we have to conveniently write $`\overline{ϵ}_1\overline{Q}_1`$ in (4.21) introducing $`\pi _A^{}`$ (see the discussion at the end of Section 3.3.3 and Appendix E). The Poisson brackets are then given by $`\{ϵ_1Q_1,\overline{ϵ}_1\overline{Q}_1\}_{}`$ $`=`$ $`{\displaystyle }d^3xd^3y\{\mathrm{\Pi }^{ai}\delta _1v_i^a+\delta _1\overline{\psi }^a\pi _{\overline{\psi }}^a+{\displaystyle \frac{i}{2}}^{ab}ϵ_1\sigma _i\overline{\lambda }^av^{0ib}`$ (F.11) $`{\displaystyle \frac{1}{2\sqrt{2}}}^{abc}ϵ_1\sigma ^0\overline{\psi }^a\overline{\lambda }^b\overline{\lambda }^c+i^{ab}ϵ_1\sigma ^0\overline{\lambda }^bϵ^{acd}A^cA^d,`$ $`\mathrm{\Pi }^{ej}\overline{\delta }_1v_j^e+\overline{\delta }_1A^e\pi _A^{}^e+{\displaystyle \frac{1}{\sqrt{2}}}\overline{ϵ}_1\overline{\psi }^e^{efg}(\overline{\psi }^f\overline{\sigma }^0\psi ^g+\overline{\lambda }^f\overline{\sigma }^0\lambda ^g)`$ $`+\sqrt{2}^{ef}\overline{ϵ}_1\overline{\sigma }^j\sigma ^0\overline{\psi }^f𝒟_jA^e+{\displaystyle \frac{i}{2}}^{ef}\overline{ϵ}_1\overline{\sigma }_j\lambda ^ev^{0jf}`$ $`+{\displaystyle \frac{1}{2\sqrt{2}}}^{efg}\overline{ϵ}_1\overline{\sigma }^0\psi ^e\lambda ^f\lambda ^g\overline{ϵ}_1\pi _{\overline{\lambda }}^eϵ^{efg}A^fA^g\}_{}`$ where $`\delta _1v_i^a=iϵ_1\sigma _i\overline{\lambda }^a`$, $`\overline{\delta }_1v_j^e=i\overline{ϵ}_1\overline{\sigma }_j\lambda ^e`$, $`\overline{\delta }_1A^e=\sqrt{2}\overline{ϵ}_1\overline{\psi }^e`$, $`\delta _1A^b=\sqrt{2}ϵ_1\psi ^b`$, $`\delta _1\overline{\psi }^a=i\sqrt{2}ϵ_1\overline{)}𝒟A^a`$ ,and $`\delta _1\overline{\psi }^a\pi _{\overline{\psi }}^a=\delta _1A^b\pi _A^b+\sqrt{2}^{ab}ϵ_1\sigma ^i\overline{\sigma }^0\psi ^b𝒟_iA^a`$. Let us write $$\{ϵ_1Q_1,\overline{ϵ}_1\overline{Q}_1\}_{}=d^3xd^3y\left(\mathrm{I}+\mathrm{II}+\mathrm{III}+\mathrm{IV}+\mathrm{V}+\mathrm{VI}\right)$$ (F.12) where $`\mathrm{terms}\mathrm{I}`$ $`=`$ $`\mathrm{\Pi }^{ai}\mathrm{\Pi }^{ej}\{ϵ_1\sigma _i\overline{\lambda }^a,\overline{ϵ}_1\overline{\sigma }_j\lambda ^e\}_{}`$ (F.13) $`+{\displaystyle \frac{i}{\sqrt{2}}}^{efg}\mathrm{\Pi }^{ai}\overline{ϵ}_i\overline{\psi }^e\{ϵ_1\sigma _i\overline{\lambda }^a,\overline{\lambda }^f\overline{\sigma }^0\lambda ^g\}_{}`$ $`+i\sqrt{2}^{ef}ϵ_1\sigma _i\overline{\lambda }^a\overline{ϵ}_1\overline{\sigma }^j\sigma ^0\psi ^f\{\mathrm{\Pi }^{ai},𝒟_jA^e\}_{}`$ $`{\displaystyle \frac{1}{2}}^{ef}ϵ_1\sigma _i\overline{\lambda }^a\overline{ϵ}_1\overline{\sigma }_j\lambda ^e\{\mathrm{\Pi }^{ai},v^{0jf}\}_{}`$ $`{\displaystyle \frac{1}{2}}^{ef}\{ϵ_1\sigma _i\overline{\lambda }^a,\overline{ϵ}_1\overline{\sigma }_j\lambda ^e\}_{}\mathrm{\Pi }^{ai}v^{0jf}`$ $`+{\displaystyle \frac{i}{2\sqrt{2}}}^{efg}\overline{ϵ}_1\overline{\sigma }^0\psi ^e\mathrm{\Pi }^{ai}\{ϵ_1\sigma _i\overline{\lambda }^a,\lambda ^f\lambda ^g\}_{}`$ $`iϵ^{efg}A^fA^g\mathrm{\Pi }^{ai}\{ϵ_1\sigma _i\overline{\lambda }^a,\overline{ϵ}_1\pi _{\overline{\lambda }}^e\}_{}`$ $`\mathrm{terms}\mathrm{II}`$ $`=`$ $`+i\sqrt{2}^{ab}ϵ_1\sigma ^\mu \overline{\sigma }^0\psi ^b\overline{ϵ}_1\overline{\sigma }_j\lambda ^e\{𝒟_\mu A^a,\mathrm{\Pi }^{ej}\}_{}`$ (F.14) $`+2^{ab}ϵ_1\sigma ^i\overline{\sigma }^0\psi ^b\overline{ϵ}_1\overline{\psi }^e\{𝒟_iA^a,\pi _A^{}^e\}_{}`$ $`i2(ϵ_1\overline{)}𝒟A^a)_{\dot{\alpha }}\{\pi _{\overline{\psi }}^{a\dot{\alpha }},\overline{ϵ}_1\overline{\psi }^e\}_{}\pi _A^{}^e`$ $`i(ϵ_1\overline{)}𝒟A^a)_{\dot{\alpha }}\{\pi _{\overline{\psi }}^{a\dot{\alpha }},\overline{ϵ}_1\overline{\psi }^e\overline{\psi }^f\overline{\sigma }^0\psi ^g\}_{}^{efg}`$ $`i(ϵ_1\overline{)}𝒟A^a)_{\dot{\alpha }}\{\pi _{\overline{\psi }}^{a\dot{\alpha }},\overline{ϵ}_1\overline{\psi }^e\}_{}\overline{\lambda }^f\overline{\sigma }^0\lambda ^g^{efg}`$ $`+2ϵ_1\psi ^a\{\pi _A^a,^{ef}\}_{}\overline{ϵ}_1\overline{\sigma }^j\sigma ^0\overline{\psi }^f𝒟_jA^e`$ $`i2(ϵ_1\overline{)}𝒟A^a)_{\dot{\alpha }}\{\pi _{\overline{\psi }}^{a\dot{\alpha }},\overline{ϵ}_1\overline{\sigma }^j\sigma ^0\overline{\psi }^f\}_{}^{ef}𝒟_jA^e`$ $`+2ϵ_1\psi ^a^{ef}\overline{ϵ}_1\overline{\sigma }^j\sigma ^0\overline{\psi }^f\{\pi _A^a,𝒟_jA^e\}_{}`$ $`+{\displaystyle \frac{i}{\sqrt{2}}}ϵ_1\psi ^a\{\pi _A^a,^{ef}\}_{}\overline{ϵ}_1\overline{\sigma }_j\lambda ^ev^{0jf}`$ $`+{\displaystyle \frac{1}{2}}ϵ_1\psi ^a\{\pi _A^a,^{efg}\}_{}\overline{ϵ}_1\overline{\sigma }^0\psi ^e\lambda ^f\lambda ^g`$ $`\sqrt{2}ϵ^{efg}\overline{ϵ}_1\pi _{\overline{\lambda }}^eA^g\{\pi _A^a,A^f\}_{}ϵ_1\psi ^a`$ $`\mathrm{terms}\mathrm{III}`$ $`=`$ $`{\displaystyle \frac{1}{2}}^{ab}\mathrm{\Pi }^{ej}v^{oib}\{ϵ_1\sigma _i\overline{\lambda }^a,\overline{ϵ}_1\overline{\sigma }_j\lambda ^e\}_{}`$ (F.15) $`{\displaystyle \frac{1}{2}}^{ab}\{v^{oib},\mathrm{\Pi }^{ej}\}_{}ϵ_1\sigma _i\overline{\lambda }^a\overline{ϵ}_1\overline{\sigma }_j\lambda ^e`$ $`+{\displaystyle \frac{i}{\sqrt{2}}}\overline{ϵ}_1\overline{\psi }^e\{^{ab},\pi _A^{}^e\}_{}ϵ_1\sigma _i\overline{\lambda }^av^{0ib}`$ $`+{\displaystyle \frac{i}{2\sqrt{2}}}^{ab}\overline{ϵ}_1\overline{\psi }^e\{ϵ_1\sigma _i\overline{\lambda }^a,\overline{\lambda }^f\overline{\sigma }^0\lambda ^g\}_{}v^{0ib}^{efg}`$ $`{\displaystyle \frac{1}{4}}^{ab}^{ef}v^{0ib}v^{0jf}\{ϵ_1\sigma _i\overline{\lambda }^a,\overline{ϵ}_1\overline{\sigma }_j\lambda ^e\}_{}`$ $`+{\displaystyle \frac{i}{4\sqrt{2}}}^{ab}^{efg}v^{0ib}\overline{ϵ}_1\overline{\sigma }^0\psi ^e\{ϵ_1\sigma _i\overline{\lambda }^a,\lambda ^f\lambda ^g\}_{}`$ $`+{\displaystyle \frac{i}{2}}^{ab}ϵ^{efg}A^fA^gv^{0ib}\overline{ϵ}_{1\dot{\alpha }}\{\pi _{\overline{\lambda }}^{e\dot{\alpha }},ϵ_1\sigma _i\overline{\lambda }^a\}_{}`$ $`\mathrm{terms}\mathrm{IV}`$ $`=`$ $`{\displaystyle \frac{i}{2\sqrt{2}}}^{abc}\mathrm{\Pi }^{ej}ϵ_1\sigma ^0\overline{\psi }^a\{\overline{\lambda }^b\overline{\lambda }^c,\overline{ϵ}_1\overline{\sigma }_j\lambda ^e\}_{}`$ (F.16) $`{\displaystyle \frac{1}{2}}ϵ_1\sigma ^0\overline{\psi }^a\overline{\lambda }^b\overline{\lambda }^c\overline{ϵ}_1\overline{\psi }^e\{^{abc},\pi _A^{}^e\}_{}`$ $`{\displaystyle \frac{1}{4}}^{abc}^{efg}\overline{ϵ}_1\overline{\psi }^e\overline{\lambda }^b\overline{\lambda }^c\{ϵ_1\sigma ^0\overline{\psi }^a,\overline{\psi }^f\overline{\sigma }^0\psi ^g\}_{}`$ $`{\displaystyle \frac{1}{4}}^{abc}^{efg}\overline{ϵ}_1\overline{\psi }^eϵ_1\sigma ^0\overline{\psi }^a\{\overline{\lambda }^b\overline{\lambda }^c,\overline{\lambda }^f\overline{\sigma }^0\lambda ^g\}_{}`$ $`{\displaystyle \frac{i}{4\sqrt{2}}}^{abc}^{ef}v^{0jf}ϵ_1\sigma ^0\overline{\psi }^a\{\overline{\lambda }^b\overline{\lambda }^c,\overline{ϵ}_1\overline{\sigma }_j\lambda ^e\}_{}`$ $`{\displaystyle \frac{1}{8}}^{abc}^{efg}\overline{\lambda }^b\overline{\lambda }^c\lambda ^f\lambda ^g\{ϵ_1\sigma ^0\overline{\psi }^a,\overline{ϵ}_1\overline{\sigma }^0\psi ^e\}_{}`$ $`{\displaystyle \frac{1}{8}}^{abc}^{efg}\{\overline{\lambda }^b\overline{\lambda }^c,\lambda ^f\lambda ^g\}_{}ϵ_1\sigma ^0\overline{\psi }^a\overline{ϵ}_1\overline{\sigma }^0\psi ^e`$ $`{\displaystyle \frac{1}{2\sqrt{2}}}^{abc}ϵ_1\sigma ^0\overline{\psi }^a\overline{ϵ}_{1\dot{\alpha }}\{\pi _{\overline{\lambda }}^{e\dot{\alpha }},\overline{\lambda }^b\overline{\lambda }^c\}_{}ϵ^{efg}A^fA^g`$ $`\mathrm{terms}\mathrm{V}`$ $`=`$ $`ϵ^{acd}^{ab}\{ϵ_1\sigma ^0\overline{\lambda }^b,\overline{ϵ}_1\overline{\sigma }_j\lambda ^e\}_{}\mathrm{\Pi }^{ej}A^cA^d`$ (F.17) $`+i\sqrt{2}ϵ^{acd}\{^{ab},\pi _A^{}^e\}_{}\overline{ϵ}_1\overline{\psi }^eϵ_1\sigma ^0\overline{\lambda }^bA^cA^d`$ $`+i\sqrt{2}ϵ^{acd}ϵ_1\sigma ^0\overline{\lambda }^b\overline{ϵ}_1\overline{\psi }^eA^c\{A^d,\pi _A^{}^e\}_{}^{ab}`$ $`+{\displaystyle \frac{i}{\sqrt{2}}}ϵ^{acd}^{ab}^{efg}A^cA^d\overline{ϵ}_1\overline{\psi }^e\{ϵ_1\sigma ^0\overline{\lambda }^b,\overline{\lambda }^f\overline{\sigma }^0\lambda ^g\}_{}`$ $`{\displaystyle \frac{1}{2}}ϵ^{acd}^{ab}^{ef}A^cA^dv^{0jf}\{ϵ_1\sigma ^0\overline{\lambda }^b,\overline{ϵ}_1\overline{\sigma }_j\lambda ^e\}_{}`$ $`+{\displaystyle \frac{i}{2\sqrt{2}}}ϵ^{acd}^{ab}^{efg}A^cA^d\overline{ϵ}_1\overline{\sigma }^0\psi ^e\{ϵ_1\sigma ^0\overline{\lambda }^b,\lambda ^f\lambda ^g\}_{}`$ $`iϵ^{acd}ϵ^{efg}^{ab}A^cA^dA^fA^g\{ϵ_1\sigma ^0\overline{\lambda }^b,\overline{ϵ}_1\pi _{\overline{\lambda }}^e\}_{}`$ $`\mathrm{terms}\mathrm{VI}`$ $`=`$ $`+i\sqrt{2}ϵ_1\psi ^a\mathrm{\Pi }^{ej}\{\pi _A^a,\overline{ϵ}_1\overline{\sigma }_j\lambda ^e\}_{}`$ $`+\overline{ϵ}_1\overline{\psi }^eϵ_1\psi ^a^{efg}[(\overline{\psi }^f\overline{\sigma }^0)^\alpha \{\pi _A^a,\psi _\alpha ^g\}_{}+(\overline{\lambda }^f\overline{\sigma }^0)^\alpha \{\pi _A^a,\lambda _\alpha ^g\}_{}]`$ $`+{\displaystyle \frac{i}{\sqrt{2}}}ϵ_1\psi ^a^{ef}v^{0jf}(\overline{ϵ}_1\overline{\sigma }_j)^\alpha \{\pi _A^a,\lambda _\alpha ^e\}_{}`$ $`+{\displaystyle \frac{1}{2}}ϵ_1\psi ^a^{efg}[(\overline{ϵ}_1\overline{\sigma }^0)^\alpha \{\pi _A^a,\psi _\alpha ^e\}_{}\lambda ^f\lambda ^g+\overline{ϵ}_1\overline{\sigma }^0\psi ^e\{\pi _A^a,\lambda ^f\lambda ^g\}_{}]`$ where we kept explicitly the non trivial terms VI. It is now matter to explicitly compute the Poisson brackets. At this end let us write the following useful formulae $`\{\pi _A^a,\psi _\alpha ^b\}_{}`$ $`=`$ $`{\displaystyle \frac{i}{2}}(^{bc})^1^{cad}\psi _\alpha ^d`$ (F.19) $`\{\pi _A^{}^a,\psi _\alpha ^b\}_{}`$ $`=`$ $`+{\displaystyle \frac{i}{2}}(^{bc})^1^{cad}\psi _\alpha ^d`$ (F.20) same for $`\lambda `$ (these are responsible for terms VI) $$\{\overline{\psi }_{\dot{\alpha }}^a,\psi _\alpha ^b\}_+=\{\overline{\lambda }_{\dot{\alpha }}^a,\lambda _\alpha ^b\}_+=i(^{ab})^1\sigma _{\alpha \dot{\alpha }}^0$$ (F.21) $`\{ϵ_1\sigma _i\overline{\lambda }^a,\overline{ϵ}_1\overline{\sigma }_j\lambda ^e\}_{}`$ $`=`$ $`i(^{ae})^1ϵ_1\sigma _i\overline{\sigma }^0\sigma _j\overline{ϵ}_1`$ (F.22) $`\{ϵ_1\sigma _i\overline{\lambda }^a,\overline{\lambda }^f\overline{\sigma }^0\lambda ^g\}_{}`$ $`=`$ $`i(^{ag})^1ϵ_1\sigma _i\overline{\lambda }^f`$ (F.23) $`\{\mathrm{\Pi }^{ai},𝒟_jA^e\}_{}`$ $`=`$ $`ϵ^{aeh}\delta _j^iA^h`$ (F.24) $`\{\mathrm{\Pi }^{ai}(x),v^{0jf}(y)\}_{}`$ $`=`$ $`2ϵ^{0ijk}(\delta ^{af}_k^y+ϵ^{afh}v_k^h(y))\delta ^{(3)}(\stackrel{}{x}\stackrel{}{y})`$ (F.25) $`\{ϵ_1\sigma _i\overline{\lambda }^a,\lambda ^f\lambda ^g\}_{}`$ $`=`$ $`i(^{af})^1ϵ_1\sigma _i\overline{\sigma }^0\lambda ^g+(fg)`$ (F.26) $`\{ϵ_1\sigma _i\overline{\lambda }^a,\overline{ϵ}_1\pi _{\overline{\lambda }}^e\}_{}`$ $`=`$ $`\delta ^{ae}\overline{ϵ}_1\overline{\sigma }_iϵ_1`$ (F.27) $`\{𝒟_\mu A^a(x),\pi _A^{}^e(y)\}_{}`$ $`=`$ $`(\delta ^{ae}_i^x+ϵ^{ade}v_i^d(x))\delta ^{(3)}(\stackrel{}{x}\stackrel{}{y})`$ (F.28) $`\{\pi _{\overline{\psi }}^{a\dot{\alpha }},\overline{ϵ}_1\overline{\psi }^e\overline{\psi }^f\overline{\sigma }^0\psi ^g\}_{}`$ $`=`$ $`\overline{ϵ}_1^{\dot{\alpha }}\delta ^{ae}\overline{\psi }^f\overline{\sigma }^0\psi ^g+\overline{ϵ}_1\overline{\psi }^e(\overline{\sigma }^0\psi ^g)^{\dot{\alpha }}\delta ^{af}`$ (F.29) $`\{\overline{\lambda }^b\overline{\lambda }^c,\overline{ϵ}_1\overline{\sigma }_j\lambda ^e\}_{}`$ $`=`$ $`i(^{ec})^1\overline{ϵ}_1\overline{\sigma }_j\sigma ^0\overline{\lambda }^b+(bc)`$ (F.30) $`\{ϵ_1\sigma ^0\overline{\psi }^a,\overline{\psi }^f\overline{\sigma }^0\psi ^g\}_{}`$ $`=`$ $`i(^{ag})^1ϵ_1\sigma ^0\overline{\psi }^f`$ (F.31) $`\{\overline{\lambda }^b\overline{\lambda }^c,\overline{\lambda }^f\overline{\sigma }^0\lambda ^g\}_{}`$ $`=`$ $`i(^{gc})^1\overline{\lambda }^f\overline{\lambda }^b+(bc)`$ (F.32) $`\{\overline{\lambda }^b\overline{\lambda }^c,\lambda ^f\lambda ^g\}_{}`$ $`=`$ $`i(^{cf})^1\overline{\lambda }^b\overline{\sigma }^0\lambda ^gi(^{bg})^1\overline{\lambda }^c\overline{\sigma }^0\lambda ^f`$ (F.33) $`+(fg)`$ After commutation the terms above given become $`\mathrm{terms}\mathrm{I}`$ $`=`$ $`i(^{ae})^1\mathrm{\Pi }^{ai}\mathrm{\Pi }^{ej}ϵ_1\sigma _i\overline{\sigma }^0\sigma _j\overline{ϵ}_1`$ (F.34) $`{\displaystyle \frac{1}{\sqrt{2}}}(^{ag})^1^{efg}\mathrm{\Pi }^{ai}\overline{ϵ}_i\overline{\psi }^eϵ_1\sigma _i\overline{\lambda }^f`$ $`i\sqrt{2}ϵ^{eah}^{ef}A^hϵ_1\sigma _i\overline{\lambda }^a\overline{ϵ}_1\overline{\sigma }^i\sigma ^0\overline{\psi }^f`$ $`+{\displaystyle }d^3xd^3y[^{ef}(y)ϵ_1\sigma _i\overline{\lambda }^a(x)\overline{ϵ}_1\overline{\sigma }_j\lambda ^e(y)ϵ^{0ijk}`$ $`\times (\delta ^{af}_k^y+ϵ^{afh}v_k^h(y))\delta ^{(3)}(\stackrel{}{x}\stackrel{}{y})]`$ $`{\displaystyle \frac{i}{2}}(^{ae})^1^{ef}\mathrm{\Pi }^{ai}v^{0jf}ϵ_1\sigma _i\overline{\sigma }^0\sigma _j\overline{ϵ}_1`$ $`+{\displaystyle \frac{1}{\sqrt{2}}}^{efg}(^{af})^1\mathrm{\Pi }^{ai}\overline{ϵ}_1\overline{\sigma }^0\psi ^eϵ_1\sigma _i\overline{\sigma }^0\lambda ^g`$ $`iϵ^{efg}A^fA^g\mathrm{\Pi }^{ei}\overline{ϵ}_1\overline{\sigma }_iϵ_1`$ $`\mathrm{terms}\mathrm{II}`$ $`=`$ $`+i\sqrt{2}ϵ^{aeh}^{ab}ϵ_1\sigma ^i\overline{\sigma }^0\psi ^b\overline{ϵ}_1\overline{\sigma }_i\lambda ^eA^h`$ (F.35) $`+{\displaystyle }d^3xd^3y[2^{ab}(x)ϵ_1\sigma ^i\overline{\sigma }^0\psi ^b(x)\overline{ϵ}_1\overline{\psi }^e(y)`$ $`\times (\delta ^{ae}_i^x+ϵ^{ade}v_i^d(x))\delta ^{(3)}(\stackrel{}{x}\stackrel{}{y})]`$ $`i2ϵ_1\sigma ^\mu \overline{ϵ}_1\pi _A^{}^a𝒟_\mu A^a`$ $`i^{aeg}(𝒟_\mu A^a)[ϵ_1\sigma ^\mu \overline{ϵ}_1(\overline{\psi }^e\overline{\sigma }^0\psi ^g+\overline{\lambda }^e\overline{\sigma }^0\lambda ^g)`$ $`+ϵ_1\sigma ^\mu \overline{\sigma }^0\psi ^g\overline{ϵ}_1\overline{\psi }^e]`$ $`+iϵ_1\psi ^a^{aef}\overline{ϵ}_1\overline{\sigma }^j\sigma ^0\overline{\psi }^f𝒟_jA^e`$ $`i2ϵ_1\sigma ^\mu \overline{\sigma }^0\sigma ^j\overline{ϵ}_1^{ea}(𝒟_\mu A^e)(𝒟_jA^a)`$ $`{\displaystyle }d^3xd^3y[2ϵ_1\psi ^a(x)^{ef}(y)\overline{ϵ}_1\overline{\sigma }^j\sigma ^0\overline{\psi }^f(y)`$ $`\times (\delta ^{ae}_j^y+ϵ^{eda}v_j^d(y))\delta ^{(3)}(\stackrel{}{x}\stackrel{}{y})]`$ $`{\displaystyle \frac{i}{\sqrt{2}}}ϵ_1\psi ^a^{aef}\overline{ϵ}_1\overline{\sigma }_j\lambda ^ev^{0jf}`$ $`{\displaystyle \frac{1}{2}}ϵ_1\psi ^a^{aefg}\overline{ϵ}_1\overline{\sigma }^0\psi ^e\lambda ^f\lambda ^g`$ $`+i\sqrt{2}^{ed}ϵ^{efg}A^g\overline{ϵ}_1\overline{\sigma }^0\lambda ^dϵ_1\psi ^f`$ $`\mathrm{terms}\mathrm{III}`$ $`=`$ $`{\displaystyle \frac{i}{2}}(^{ae})^1^{ab}\mathrm{\Pi }^{ej}v^{oib}ϵ_1\sigma _i\overline{\sigma }^0\sigma _j\overline{ϵ}_1`$ (F.36) $`{\displaystyle }d^3xd^3y[^{ab}(x)ϵ_1\sigma _i\overline{\lambda }^a(x)\overline{ϵ}_1\overline{\sigma }_j\lambda ^e(y)ϵ^{0jik}`$ $`\times (\delta ^{eb}_k^x+ϵ^{ebh}v_k^h(x))\delta ^{(3)}(\stackrel{}{x}\stackrel{}{y})]`$ $`+{\displaystyle \frac{i}{\sqrt{2}}}^{abe}\overline{ϵ}_1\overline{\psi }^eϵ_1\sigma _i\overline{\lambda }^av^{0ib}`$ $`{\displaystyle \frac{1}{2\sqrt{2}}}(^{ag})^1^{ab}\overline{ϵ}_1\overline{\psi }^eϵ_1\sigma _i\overline{\lambda }^fv^{0ib}^{efg}`$ $`{\displaystyle \frac{i}{4}}(^{ae})^1^{ab}^{ef}v^{0ib}v^{0jf}ϵ_1\sigma _i\overline{\sigma }^0\sigma _j\overline{ϵ}_1`$ $`+{\displaystyle \frac{1}{2\sqrt{2}}}(^{af})^1^{ab}^{efg}v^{0ib}\overline{ϵ}_1\overline{\sigma }^0\psi ^eϵ_1\sigma _i\overline{\sigma }^0\lambda ^g`$ $`{\displaystyle \frac{i}{2}}^{ab}ϵ^{efg}A^fA^gv^{0ib}\overline{ϵ}_1\overline{\sigma }_iϵ_1`$ $`\mathrm{terms}\mathrm{IV}`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}(^{ec})^1^{abc}\mathrm{\Pi }^{ej}ϵ_1\sigma ^0\overline{\psi }^a\overline{ϵ}_1\overline{\sigma }_j\sigma ^0\overline{\lambda }^b`$ (F.37) $`{\displaystyle \frac{1}{2}}^{abce}\overline{ϵ}_1\overline{\psi }^eϵ_1\sigma ^0\overline{\psi }^a\overline{\lambda }^b\overline{\lambda }^c`$ $`{\displaystyle \frac{i}{4}}^{abc}^{efg}(^{ag})^1\overline{ϵ}_1\overline{\psi }^e\overline{\lambda }^b\overline{\lambda }^cϵ_1\sigma ^0\overline{\psi }^f`$ $`{\displaystyle \frac{i}{2}}^{abc}^{efg}(^{gc})^1\overline{ϵ}_1\overline{\psi }^eϵ_1\sigma ^0\overline{\psi }^a\overline{\lambda }^f\overline{\lambda }^b`$ $`+{\displaystyle \frac{1}{2\sqrt{2}}}^{abc}^{ef}(^{ec})^1v^{0jf}ϵ_1\sigma ^0\overline{\psi }^a\overline{ϵ}_1\overline{\sigma }_j\sigma ^0\overline{\lambda }^b`$ $`{\displaystyle \frac{i}{8}}^{abc}^{efg}(^{ae})^1\overline{\lambda }^b\overline{\lambda }^c\lambda ^f\lambda ^gϵ_1\sigma ^0\overline{ϵ}_1`$ $`+{\displaystyle \frac{i}{2}}^{abc}^{efg}(^{cf})^1\overline{\lambda }^b\overline{\sigma }^0\lambda ^gϵ_1\sigma ^0\overline{\psi }^a\overline{ϵ}_1\overline{\sigma }^0\psi ^e`$ $`{\displaystyle \frac{1}{\sqrt{2}}}^{abc}ϵ_1\sigma ^0\overline{\psi }^a\overline{ϵ}_1\overline{\lambda }^cϵ^{bfg}A^fA^g`$ $`\mathrm{terms}\mathrm{V}`$ $`=`$ $`iϵ^{acd}^{ab}(^{be})^1ϵ_1\sigma _j\overline{ϵ}_1\mathrm{\Pi }^{ej}A^cA^d`$ (F.38) $`{\displaystyle \frac{1}{\sqrt{2}}}ϵ^{acd}^{abe}\overline{ϵ}_1\overline{\psi }^eϵ_1\sigma ^0\overline{\lambda }^bA^cA^d`$ $`+i\sqrt{2}ϵ^{acd}ϵ_1\sigma ^0\overline{\lambda }^b\overline{ϵ}_1\overline{\psi }^dA^c^{ab}`$ $`{\displaystyle \frac{1}{\sqrt{2}}}ϵ^{acd}^{ab}(^{bg})^1^{efg}A^cA^d\overline{ϵ}_1\overline{\psi }^eϵ_1\sigma ^0\overline{\lambda }^f`$ $`i{\displaystyle \frac{1}{2}}ϵ^{acd}^{ab}(^{be})^1^{ef}A^cA^dv^{0jf}ϵ_1\sigma _j\overline{ϵ}_1`$ $`+{\displaystyle \frac{1}{\sqrt{2}}}ϵ^{acd}^{ab}(^{bf})^1^{efg}A^cA^d\overline{ϵ}_1\overline{\sigma }^0\psi ^eϵ_1\lambda ^g`$ $`+iϵ^{acd}ϵ^{bfg}^{ab}A^cA^dA^fA^gϵ_1\sigma ^0\overline{ϵ}_1`$ $`\mathrm{terms}\mathrm{VI}`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}(^{ec})^1^{cad}ϵ_1\psi ^a\mathrm{\Pi }^{ej}\overline{ϵ}_1\overline{\sigma }_j\lambda ^d`$ (F.39) $`{\displaystyle \frac{i}{2}}(^{gc})^1^{cad}^{efg}\overline{ϵ}_1\overline{\psi }^eϵ_1\psi ^a[\overline{\psi }^f\overline{\sigma }^0\psi ^d+\overline{\lambda }^f\overline{\sigma }^0\lambda ^d]`$ $`+{\displaystyle \frac{1}{2\sqrt{2}}}(^{ec})^1^{cad}^{ef}v^{0jf}ϵ_1\psi ^a\overline{ϵ}_1\overline{\sigma }_j\lambda ^d`$ $`{\displaystyle \frac{i}{4}}(^{ec})^1^{cad}^{efg}ϵ_1\psi ^a\overline{ϵ}_1\overline{\sigma }^0\psi ^d\lambda ^f\lambda ^g`$ $`{\displaystyle \frac{i}{2}}(^{ec})^1^{cad}^{efg}ϵ_1\psi ^a\overline{ϵ}_1\overline{\sigma }^0\psi ^f\lambda ^d\lambda ^g]`$ We now get rid of $`ϵ_1`$ and $`\overline{ϵ}_1`$ by using the property $`\{ϵ_1Q_1,\overline{ϵ}_1\overline{Q}_1\}_{}=ϵ_1^\alpha \overline{ϵ}_1^{\dot{\alpha }}\{Q_{1\alpha },\overline{Q}_{1\dot{\alpha }}\}_+`$ and after that we take the trace with $`\overline{\sigma }^{0\dot{\alpha }\alpha }`$ ($`\overline{\sigma }^0=\overline{\sigma }_0`$). The non zero terms are all collected in the following. Note that we have still to divide by a factor $`4i`$ and note also that, for instance, II(6) stands for the sixth term in the group II and so forth. “Classical” terms Kinetic terms for the e.m. field<sup>1</sup><sup>1</sup>1Classical test on the e.m. kinetic piece: $`^1\mathrm{\Pi }^2+^1\mathrm{\Pi }v^{}+\frac{1}{4}^1(^2+^2)v^2=(E^2+B^2)`$ where $`v^{}=2B`$ and $`\mathrm{\Pi }=(E+B)`$. $`\mathrm{I}(1)`$ $`2i(^{ab})^1\mathrm{\Pi }^{ai}\mathrm{\Pi }^{bi}`$ (F.40) $`\mathrm{I}(5)+\mathrm{III}(1)`$ $`2i(^{ab})^1^{bc}\mathrm{\Pi }^{ai}v^{0ic}`$ (F.41) $`\mathrm{III}(5)`$ $`{\displaystyle \frac{i}{2}}(^{ae})^1^{ab}^{ef}v^{0ib}v^{0if}`$ (F.42) Kinetic terms for the scalar fields $`\mathrm{II}(3)+\mathrm{II}(4)`$ $`4i(^{ab})^1\pi _A^a[\pi _A^{}^b+{\displaystyle \frac{1}{2}}^{bcd}(\overline{\psi }^c\overline{\sigma }^0\psi ^d+\overline{\lambda }^c\overline{\sigma }^0\lambda ^d)]`$ (F.43) $`=4i(^{ab})^1\pi _A^a(\pi _A^b)^{}`$ $`\mathrm{II}(6)`$ $`4i^{ab}(𝒟^iA^a)(𝒟^iA^b)`$ (F.44) Kinetic terms for the spinors for $`\lambda `$: $`\mathrm{I}(4)`$ $`2i^{ab}\lambda ^a\sigma ^i𝒟_i\overline{\lambda }^b`$ (F.45) $`\mathrm{III}(2)`$ $`2i^{ab}\overline{\lambda }^a\overline{\sigma }^i𝒟_i\lambda ^b`$ (F.46) for $`\psi `$: $`\mathrm{II}(2)`$ $`2^{ab}\psi ^a\sigma ^i𝒟_i\overline{\psi }^b`$ (F.47) $`\mathrm{II}(7)`$ $`2^{ab}\overline{\psi }^a\overline{\sigma }^i𝒟_i\psi ^b`$ (F.48) $`\mathrm{II}(4)+\mathrm{III}(5)`$ $`2\overline{\psi }^e\overline{\sigma }^i\psi ^g[_i^{ab}+ϵ^{ebc}v_i^b^{gc}+ϵ^{gbc}v_i^b^{ec}]`$ (F.49) to write the last term (purely quantum) we used the properties given in the first Section of this Appendix. Integrating by parts we have $`4^{ab}\lambda ^a\sigma ^i𝒟_i\overline{\lambda }^b+2i(^{ab})\overline{\lambda }^a\overline{\sigma }^i\lambda ^b+_i(2i^{ab}\overline{\lambda }^a\overline{\sigma }^i\lambda ^b)`$ (F.50) $`4^{ab}\psi ^a\sigma ^i𝒟_i\overline{\psi }^b+_i(2^{ab}\overline{\psi }^a\overline{\sigma }^i\psi ^b)`$ (F.51) Yukawa potential $`\mathrm{I}(3)`$ $`i3\sqrt{2}ϵ^{eah}^{ef}A^h\overline{\psi }^f\overline{\lambda }^a`$ (F.52) $`\mathrm{V}(3)`$ $`i\sqrt{2}ϵ^{acd}^{ad}A^c\overline{\psi }^d\overline{\lambda }^b`$ (F.53) $`\mathrm{IV}(8)+\mathrm{V}(2)+\mathrm{V}(4)`$ $`{\displaystyle \frac{3}{\sqrt{2}}}ϵ^{bfg}^{abc}A^fA^g\overline{\psi }^a\overline{\lambda }^c`$ (F.54) $`\mathrm{II}(1)`$ $`3i\sqrt{2}ϵ^{aeh}^{ab}A^h\psi ^b\lambda ^e`$ (F.55) $`\mathrm{II}(10)`$ $`i\sqrt{2}ϵ^{efg}^{ed}A^g\psi ^f\lambda ^d`$ (F.56) $`\mathrm{V}(6)`$ $`{\displaystyle \frac{1}{\sqrt{2}}}ϵ^{acd}^{eag}A^cA^d\psi ^e\lambda ^g`$ (F.57) By using the properties of $`ϵ^{abc}^{ade}`$ listed in the previous Section of this Appendix we can recast these terms into $$i2\sqrt{2}ϵ^{abc}^{ad}(A^c\overline{\psi }^d\overline{\lambda }^b+A^c\psi ^d\lambda ^b)$$ (F.58) Higgs potential $$\mathrm{V}(7)2iϵ^{acd}^{ab}ϵ^{bfg}A^cA^dA^fA^g$$ (F.59) Purely quantum corrections Terms that will contribute to $`^{abc}\sigma _{\mu \nu }v^{\mu \nu }`$ and to dummy fields on shell via the two fermions piece $`\mathrm{\Pi }_\mathrm{F}`$ $`\mathrm{I}(2)+\mathrm{IV}(1)`$ $`2\sqrt{2}(^{ec})^1^{abc}\mathrm{\Pi }^{ei}\overline{\psi }^a\overline{\sigma }_{i0}\overline{\lambda }^b`$ (F.60) $`\mathrm{I}(6)+\mathrm{VI}(1)`$ $`2\sqrt{2}(^{af})^1^{feg}\mathrm{\Pi }^{ai}\psi ^e\sigma _{i0}\lambda ^g`$ (F.61) $`\mathrm{III}(4)+\mathrm{IV}(5)`$ $`\sqrt{2}(^{ag})^1^{ab}^{efg}v^{0ib}\overline{\psi }^e\overline{\sigma }_{i0}\overline{\lambda }^f`$ (F.62) $`\mathrm{III}(6)+\mathrm{VI}(3)`$ $`\sqrt{2}(^{af})^1^{ab}^{efg}v^{0ib}\psi ^e\sigma _{i0}\lambda ^g`$ (F.63) $`\mathrm{III}(3)`$ $`i\sqrt{2}^{abc}v^{0ia}\overline{\psi }^b\overline{\sigma }_{i0}\overline{\lambda }^c`$ (F.64) $`\mathrm{II}(8)`$ $`i\sqrt{2}^{abc}v^{0ia}\psi ^b\sigma _{i0}\lambda ^c`$ (F.65) Summing them up we obtain<sup>2</sup><sup>2</sup>2 $`\mathrm{\Pi }+\frac{1}{2}^{\prime \prime }v^{}=\frac{1}{2i}\widehat{v}^{}+\mathrm{\Pi }_\mathrm{F}`$ and $`\mathrm{\Pi }+\frac{1}{2}_{}^{}{}_{}{}^{\prime \prime }v^{}=\frac{1}{2i}\widehat{v}+\mathrm{\Pi }_\mathrm{F}`$. Also $`\widehat{v}=E+iB`$ and $`\widehat{v}^{}=EiB`$. $`2\sqrt{2}(^{af})^1^{feg}\psi ^e\sigma _{i0}\lambda ^g(\mathrm{\Pi }^{ia}+^{ab}B^{ib})`$ (F.66) $`2\sqrt{2}(^{ec})^1^{abc}\overline{\psi }^a\overline{\sigma }_{i0}\overline{\lambda }^b(\mathrm{\Pi }^{ie}+^{ed}B^{id})`$ (F.67) Terms that contribute to the dummy fields on-shell only $`\mathrm{VI}(2)`$ $`{\displaystyle \frac{i}{4}}^{efg}^{cad}(^{gc})^1\overline{\psi }^e\overline{\psi }^f\psi ^a\psi ^c`$ (F.68) $`\mathrm{VI}(4)`$ $`{\displaystyle \frac{3i}{4}}^{bec}^{efg}(^{ab})^1\psi ^a\psi ^c\lambda ^f\lambda ^g`$ (F.69) $`\mathrm{IV}(3)+\mathrm{VII}(4)`$ $`{\displaystyle \frac{3i}{4}}^{bec}^{efg}(^{ab})^1\overline{\psi }^a\overline{\psi }^c\overline{\lambda }^f\overline{\lambda }^g`$ (F.70) $`\mathrm{IV}(6)`$ $`+{\displaystyle \frac{i}{4}}^{abc}^{efg}(^{ae})^1\overline{\lambda }^b\overline{\lambda }^c\lambda ^f\lambda ^g`$ (F.71) $`^{abcd}`$-type of terms $$\mathrm{II}(9)+\mathrm{IV}(2)\frac{1}{2}(^{abcd}\psi ^a\psi ^b\lambda ^c\lambda ^d^{abcd}\overline{\psi }^a\overline{\psi }^b\overline{\lambda }^c\overline{\lambda }^d)$$ (F.72) Collecting all these terms and dividing by $`4i`$ we obtain the Hamiltonian given in Chapter 4. ### F.3 Tests on the Lagrangian Let us first rewrite the four fermions terms in the SU(2) Lagrangian $`_\mathrm{F}^{\mathrm{SU}(2)}`$ $`=`$ $`{\displaystyle \frac{3}{16}}(^{ab})^1[^{acd}^{bef}(\psi ^d\psi ^f\lambda ^c\lambda ^e\psi ^d\lambda ^e\lambda ^c\psi ^f)^{gbc}^{gef}\psi ^a\psi ^c\lambda ^e\lambda ^f`$ (F.73) $`+`$ $`^{acd}^{bef}(\overline{\psi }^d\overline{\psi }^f\overline{\lambda }^c\overline{\lambda }^e\overline{\psi }^d\overline{\lambda }^e\overline{\lambda }^c\overline{\psi }^f)^{gbc}^{gef}\overline{\psi }^a\overline{\psi }^c\overline{\lambda }^e\overline{\lambda }^f`$ $`+`$ $`^{acd}^{bef}(\lambda ^c\sigma ^0\overline{\psi }^f\psi ^d\sigma ^0\overline{\lambda }^e\lambda ^c\sigma ^0\overline{\lambda }^e\psi ^d\sigma ^0\overline{\psi }^f)]`$ $``$ $`{\displaystyle \frac{1}{16}}(^{ab})^1^{acd}^{bef}(\overline{\psi }^c\overline{\psi }^d\psi ^e\psi ^f+\overline{\lambda }^c\overline{\lambda }^d\lambda ^e\lambda ^f)`$ $`+`$ $`{\displaystyle \frac{1}{2i}}({\displaystyle \frac{1}{4}}^{abcd}\psi ^a\psi ^b\lambda ^c\lambda ^d{\displaystyle \frac{1}{4}}^{abcd}\overline{\psi }^a\overline{\psi }^b\overline{\lambda }^c\overline{\lambda }^d)`$ We now want to compare these terms with the U(1) correspondent ones. At this end we write here the four fermions contributions to the U(1) effective Lagrangian obtained after elimination of the dummy fields $`_\mathrm{F}^{\mathrm{U}(1)}`$ $`=`$ $`{\displaystyle \frac{3}{32}}^1(^{\prime \prime \prime })^2\psi ^2\lambda ^2+{\displaystyle \frac{3}{32}}^1(_{}^{}{}_{}{}^{\prime \prime \prime })^2\overline{\psi }^2\overline{\lambda }^2`$ (F.74) $``$ $`{\displaystyle \frac{1}{16}}^1_{}^{}{}_{}{}^{\prime \prime \prime }^{\prime \prime \prime }(\overline{\psi }^2\psi ^2+\overline{\lambda }^2\lambda ^2+2\psi \lambda \overline{\psi }\overline{\lambda })`$ $`+`$ $`{\displaystyle \frac{1}{2i}}({\displaystyle \frac{1}{4}}^{\prime \prime \prime \prime }\psi ^2\lambda ^2{\displaystyle \frac{1}{4}}_{}^{}{}_{}{}^{\prime \prime \prime \prime }\overline{\psi }^2\overline{\lambda }^2)`$ We see immediately that the $`^{\prime \prime \prime \prime }`$ terms, the $`_{}^{}{}_{}{}^{\prime \prime \prime }^{\prime \prime \prime }\psi ^2\overline{\psi }^2`$ and $`_{}^{}{}_{}{}^{\prime \prime \prime }^{\prime \prime \prime }\lambda ^2\overline{\lambda }^2`$ have the correct factors. For the $`(^{\prime \prime \prime })^2\psi ^2\lambda ^2`$ terms we have simply to notice that in the Abelian limit $$\frac{3}{16}(^{ab})^1^{acd}^{bef}(\psi ^d\psi ^f\lambda ^c\lambda ^e\psi ^d\lambda ^e\lambda ^c\psi ^f)^{gbc}^{gef}\psi ^a\psi ^c\lambda ^e\lambda ^f$$ (F.75) reduces to $$\frac{3}{16}^1(^{\prime \prime \prime })^2\psi \lambda \lambda \psi $$ (F.76) and by using the Fierz identities given in Appendix B, $`\psi \lambda \lambda \psi =\frac{1}{2}\psi ^2\lambda ^2`$, we obtain the correct factor $`\frac{3}{32}`$. Similarly for the $`(_{}^{}{}_{}{}^{\prime \prime \prime })^2\overline{\psi }^2\overline{\lambda }^2`$ terms. For the $`_{}^{}{}_{}{}^{\prime \prime \prime }^{\prime \prime \prime }\psi \lambda \overline{\psi }\lambda `$ terms we cannot recast them into a proper form. Nevertheless there is no other terms to combine them with and we conclude that they must give the right factors. Note also that $`_{\mathrm{e}.\mathrm{m}.}^{\mathrm{SU}(2)}`$ $`=`$ $`{\displaystyle \frac{1}{2i}}\left[{\displaystyle \frac{1}{4}}^{ab}v^{a\mu \nu }\widehat{v}_{\mu \nu }^b+{\displaystyle \frac{1}{4}}^{ab}v^{a\mu \nu }\widehat{v}_{\mu \nu }^b\right]`$ $`=`$ $`{\displaystyle \frac{1}{2i}}[{\displaystyle \frac{1}{4}}^{ab}(2v^{a0i}v_{0i}^b+iv^{a0i}v_{0i}^b+v^{aij}v_{ij}^b+{\displaystyle \frac{i}{2}}v^{aij}v_{ij}^b)`$ $`+{\displaystyle \frac{1}{4}}^{ab}(2v^{a0i}v_{0i}^biv^{a0i}v_{0i}^b+v^{aij}v_{ij}^b{\displaystyle \frac{i}{2}}v^{aij}v_{ij}^b)]`$ $`=`$ $`{\displaystyle \frac{1}{2}}^{ab}E^{ai}E^{bi}{\displaystyle \frac{1}{2}}^{ab}E^{ai}B^{bi}+{\displaystyle \frac{1}{2}}^{ab}B^{ai}B^{bi}{\displaystyle \frac{1}{2}}^{ab}E^{ai}B^{bi}`$ The term $`EB`$ is the effective version of the CP violating $`\theta `$ term.
warning/0006/hep-ph0006194.html	ar5iv	text	# SOFT GLUON RESUMMATION FOR SHAPE VARIABLE DISTRIBUTIONS IN DIS ## 1 Introduction Event shape variables in $`e^+e^{}`$ reactions have long been the subject of much attention from theorists and experimentalists proving popular tools for the extraction of $`\alpha _s`$ as well as for the study of non-perturbative (power) corrections. In the last few years such attention has also been focussed on similar variables in DIS with experimental studies being carried out by both the H1 and Zeus collaborations. In this regard one area of investigation involves the study of differential distributions in shape variables $`\tau `$ which have the perturbative expansion $$\frac{1}{\sigma }\frac{d\sigma }{d\tau }=A_1(\tau ,x)\alpha _s+A_2(\tau ,x)\alpha _s^2+\mathrm{}$$ (1) While, in the above equation, the coefficient $`A_1`$ is obtainable through an analytical calculation, $`A_2`$ can be provided by NLO Monte Carlo programs DISENT and DISASTER++. The variable $`x`$ is the standard Bjorken variable. At present, experimental studies are confined to comparing the above truncated expansion to data. The findings are that while such a comparison is viable for larger values of $`\tau `$ it gets progressively meaningless as we go to the small $`\tau `$ region. The perturbative results appear to diverge at small $`\tau `$ instead of turning over as indicated by the data. This problem is familiar from $`e^+e^{}`$ distributions. Essentially the perturbative coefficients above have a leading behaviour (in the small $`\tau `$ region) $$A_n(\tau ,x)\frac{1}{\tau }\mathrm{ln}^{2n1}\left(\frac{1}{\tau }\right)+\mathrm{}$$ (2) At small $`\tau `$ the smallness of $`\alpha _s`$ is more than compensated by the large $`\mathrm{ln}(1/\tau )`$ terms which accounts for the divergent behaviour of fixed order results in that regime. In what follows we shall also refer to the integrated shape cross section $$R(\tau )=_0^\tau \frac{1}{\sigma }\frac{d\sigma }{d\tau ^{}}𝑑\tau ^{}$$ for which for every power of $`\alpha _s`$ there are up to two powers of $`\mathrm{ln}(1/\tau )`$ (henceforth denoted by $`L`$). The differential distribution can be obtained from $`R`$ by straightforward differentiation. The leading $`(\alpha _sL^2)^n`$ behaviour in the perturbative prediction for $`R`$ is transparently associated with $`n`$ soft gluon emission and the absence of complete Bloch-Nordsieck cancellations. Such terms are free from any $`x`$ dependence since soft gluon emission does not change significantly the momentum fraction of the incoming projectile. However there are other sources of large logarithms apart from purely soft emission. These include running coupling effects and hard collinear emissions. It turns out that hard collinear emissions on the incoming leg in DIS are responsible for terms starting at $`(\alpha _sL)^n`$ (single logarithmic level)with coefficents which are $`x`$ dependent. Clearly in order to obtain meaningful perturbative results, one is required to try and resum these large logarithms to all orders in perturbation theory. In this regard the only new feature of the DIS resummation in comparison to $`e^+e^{}`$ shape variable resummation is the above mentioned $`x`$ dependent single logs. Their resummation is possible since they are of leading log DGLAP type and lead to a change of scale in the parton distribution, or the emergence of the factor $`\frac{q(x,\tau Q^2)}{q(x,Q^2)}`$ in the final result. The other aspects of the resummation are mainly familiar from experience with $`e^+e^{}`$ variables, though the details differ from variable to variable. Note that in writing the factor $`q(x,\tau Q^2)`$ we have also implicitly included the contribution from incoming gluons. ## 2 Definitions We consider below the following two definitions of the thrust variable in the Breit current hemisphere: $$\tau _Q=1T_Q=1\frac{2}{Q}\underset{iH_c}{}\|\stackrel{}{P}_i.\widehat{n}\|$$ (3) $$\tau _E=1T_E=1\frac{_{iH_c}\|\stackrel{}{P}_i.\widehat{n}\|}{_{iH_c}\|\stackrel{}{P}_i\|}$$ (4) where the unit vector $`\widehat{n}`$ denotes the photon direction in the Breit frame and the sum is over all particles in the current hemisphere $`H_c`$. The definitions differ only in normalisation but we find that this significantly affects the resummation both in procedure and results. The latter definition, involving normalisation to the current hemisphere energy, is only infrared safe provided one imposes a minimum energy cut-off in $`H_c`$ . ## 3 Results and Conclusions The resummed result for the contribution to $`F_2`$ from events with $`1T<\tau 1`$ (where $`\tau `$ is now used to denote $`\tau _Q`$ or $`\tau _E`$ ) is given by $$R(x,Q^2,\tau )=x\left[\underset{q,\overline{q}}{}e_q^2q(x,\tau Q^2)+C_q(x)+C_g(x)\right]\mathrm{\Sigma }(\alpha _s,L)$$ (5) Here $`C_q`$ and $`C_g`$ are $`𝒪(\alpha _s)`$ constant pieces from incoming quark and gluon sectors respectively and they are different for $`\tau _Q`$ and $`\tau _E`$. Additionally one has the form factor $$\mathrm{\Sigma }(\alpha _s,L)=\mathrm{exp}[Lg_1(\alpha _sL)+g_2(\alpha _sL)+\alpha _sg_3(\alpha _sL)+\mathrm{}]$$ (6) in which we control all terms of the type $`\alpha _s^nL^{n+1}`$ and $`\alpha _s^nL^n`$. In other words the functions $`g_1`$ and $`g_2`$ are explicitly computed while $`g_3`$ is unknown. All these functions also depend on the variable under consideration and hence are different for the different thrust definitions presented. As discussed previously, all $`x`$ dependent logarithms have been resummed in the parton density function $`q(x,\tau Q^2)`$ and the resulting form factor is now $`x`$ independent. One can expand this formula to $`𝒪(\alpha _s^2)`$ and compare the results at small $`\tau `$ to those from fixed order Monte Carlo programs. On doing so we find reasonable agreement with DISASTER++ but disagreement with DISENT. The exact nature of this disagreement is detailed in our paper. Our result valid for small $`\tau `$ can then be matched to NLO estimates from the Monte Carlo programs. The matching procedure extends the range of applicability of the resummed calculation to larger $`\tau `$ values where non logarithmic pieces in the fixed order result are significant. The essential idea of matching is simple: one simply adds the resummed and NLO calculations and then subtracts the pieces corresponding to double counting. Schematically we can write $$R_{\mathrm{mat}}=R_{\mathrm{res}}+(R^{\mathrm{NLO}}R_{\mathrm{res}}^{\mathrm{NLO}})$$ (7) In the above $`R_{\mathrm{mat}}`$ denotes the matched shape cross section and $`R_{\mathrm{res}}`$ the resummed calculation, while the piece $`(R^{\mathrm{NLO}}R_{\mathrm{res}}^{\mathrm{NLO}})`$ takes care of adding terms in the NLO result for $`R`$ that are absent in the resummed result expanded to the same order. In practice matching is a technically involved procedure and different matching schemes can be used which differ on how to treat subleading logarithmic terms. Our prefered matching prescription is presented in the full paper. Once the resummation is carried out and matched to fixed order, we have the best available perturbative prediction at hand. This prediction is at least as good as the NLO Monte Carlo estimate over the entire range of shape variable values and is far superior at small $`\tau `$. However we have not addressed another potential source of uncertainty, namely power behaved corrections. The main effect of power corrections will be to simply shift the perturbative distributions by an amount proportional to $`1/Q`$ towards larger $`\tau `$ values. An exception to this rule is the current jet broadening variable where the perturbative prediction is squeezed and shifted due to non-perturbative effects. The amount of the shift for the thrust variables is identical to the power correction to the corresponding mean values which have been computed. Other variables that are being studied at the moment include the thrust defined wrt the actual thrust axis (normalised to $`E`$), the current jet-mass and the $`C`$ parameter. When resummed results for these distributions become available they should also be matched to NLO and adjusted for power corrections after which detailed phenomenological analysis and comparisons with data should become possible. ## Acknowledgments The work presented here was carried out in collaboration with Vito Antonelli and Gavin Salam. ## References
warning/0006/cs0006028.html	ar5iv	text	# Trainable Methods for Surface Natural Language Generation ## 1 Introduction This paper presents three trainable systems for surface natural language generation (NLG). Surface NLG, for our purposes, consists of generating a grammatical natural language phrase that expresses the meaning of an input semantic representation. The systems take a “corpus-based” or “machine-learning” approach to surface NLG, and learn to generate phrases from semantic input by statistically analyzing examples of phrases and their corresponding semantic representations. The determination of the content in the semantic representation, or “deep” generation, is not discussed here. Instead, the systems assume that the input semantic representation is fixed and only deal with how to express it in natural language. This paper discusses previous approaches to surface NLG, and introduces three trainable systems for surface NLG, called NLG1, NLG2, and NLG3. Quantitative evaluation of experiments in the air travel domain will also be discussed. ## 2 Previous Approaches Templates are the easiest way to implement surface NLG. A template for describing a flight noun phrase in the air travel domain might be flight departing from $city-fr at $time-dep and arriving in $city-to at $time-arr where the words starting with “$” are actually variables —representing the departure city, and departure time, the arrival city, and the arrival time, respectively— whose values will be extracted from the environment in which the template is used. The approach of writing individual templates is convenient, but may not scale to complex domains in which hundreds or thousands of templates would be necessary, and may have shortcomings in maintainability and text quality (e.g., see \[Reiter, 1995\] for a discussion). There are more sophisticated surface generation packages, such as FUF/SURGE \[Elhadad and Robin, 1996\], KPML \[Bateman, 1996\], MUMBLE \[Meteer et al., 1987\], and RealPro \[Lavoie and Rambow, 1997\], which produce natural language text from an abstract semantic representation. These packages require linguistic sophistication in order to write the abstract semantic representation, but they are flexible because minor changes to the input can accomplish major changes to the generated text. The only trainable approaches (known to the author) to surface generation are the purely statistical machine translation (MT) systems such as \[Berger et al., 1996\] and the corpus-based generation system described in \[Langkilde and Knight, 1998\]. The MT systems of \[Berger et al., 1996\] learn to generate text in the target language straight from the source language, without the aid of an explicit semantic representation. In contrast, \[Langkilde and Knight, 1998\] uses corpus-derived statistical knowledge to rank plausible hypotheses from a grammar-based surface generation component. ## 3 Trainable Surface NLG In trainable surface NLG, the goal is to learn the mapping from semantics to words that would otherwise need to be specified in a grammar or knowledge base. All systems in this paper use attribute-value pairs as a semantic representation, which suffice as a representation for a limited domain like air travel. For example, the set of attribute-value pairs { $city-fr = New York City, $city-to = Seattle , $time-dep = 6 a.m., $date-dep = Wednesday } represent the meaning of the noun phrase “a flight to Seattle that departs from New York City at 6 a.m. on Wednesday”. The goal, more specifically, is then to learn the optimal attribute ordering and lexical choice for the text to be generated from the attribute-value pairs. For example, the NLG system should automatically decide if the attribute ordering in “flights to New York in the evening” is better or worse than the ordering in “flights in the evening to New York”. Furthermore, it should automatically decide if the lexical choice in “flights departing to New York” is better or worse than the choice in “flights leaving to New York”. The motivation for a trainable surface generator is to solve the above two problems in a way that reflects the observed usage of language in a corpus, but without the manual effort needed to construct a grammar or knowledge base. All the trainable NLG systems in this paper assume the existence of a large corpus of phrases in which the values of interest have been replaced with their corresponding attributes, or in other words, a corpus of generation templates. Figure 1 shows a sample of training data, where only words marked with a “$” are attributes. All of the NLG systems in this paper work in two steps as shown in Table 2. The systems NLG1, NLG2 and NLG3 all implement step 1; they produce a sequence of words intermixed with attributes, i.e., a template, from the the attributes alone. The values are ignored until step 2, when they replace their corresponding attributes in the phrase produced by step 1. ### 3.1 NLG1: the baseline The surface generation model NLG1 simply chooses the most frequent template in the training data that corresponds to a given set of attributes. Its performance is intended to serve as a baseline result to the more sophisticated models discussed later. Specifically, $`nlg_1(A)`$ returns the phrase that corresponds to the attribute set $`A`$: $$nlg_1(A)=\{\begin{array}{cc}\underset{phraseT_A}{argmax}C(phrase,A)\hfill & T_A\mathrm{}\hfill \\ \text{[empty string]}\hfill & T_A=\mathrm{}\hfill \end{array}$$ where $`T_A`$ are the phrases that have occurred with $`A`$ in the training data, and where $`C(phrase,A)`$ is the training data frequency of the natural language phrase $`phrase`$ and the set of attributes $`A`$. NLG1 will fail to generate anything if $`A`$ is a novel combination of attributes. ### 3.2 NLG2: $`n`$-gram model The surface generation system NLG2 assumes that the best choice to express any given attribute-value set is the word sequence with the highest probability that mentions all of the input attributes exactly once. When generating a word, it uses local information, captured by word $`n`$-grams, together with certain non-local information, namely, the subset of the original attributes that remain to be generated. The local and non-local information is integrated with use of features in a maximum entropy probability model, and a highly pruned search procedure attempts to find the best scoring word sequence according to the model. #### 3.2.1 Probability Model The probability model in NLG2 is a conditional distribution over $`V\mathrm{𝚜𝚝𝚘𝚙}`$, where $`V`$ is the generation vocabulary and where $`\mathrm{𝚜𝚝𝚘𝚙}`$ is a special “stop” symbol. The generation vocabulary $`V`$ consists of all the words seen in the training data. The form of the maximum entropy probability model is identical to the one used in \[Berger et al., 1996, Ratnaparkhi, 1998\]: $`p(w_i\|w_{i1},w_{i2},attr_i)`$ $`=`$ $`{\displaystyle \frac{\underset{j=1}{\overset{k}{}}\alpha _j^{f_j(w_i,w_{i1},w_{i2},attr_i)}}{Z(w_{i1},w_{i2},attr_i)}}`$ $`Z(w_{i1},w_{i2},attr_i)`$ $`=`$ $`{\displaystyle \underset{w^{}}{}}{\displaystyle \underset{j=1}{\overset{k}{}}}\alpha _j^{f_j(w^{},w_{i1},w_{i2},attr_i)}`$ where $`w_i`$ ranges over $`V\mathrm{𝚜𝚝𝚘𝚙}`$ and $`\{w_{i1},w_{i2},attr_i\}`$ is the history, where $`w_i`$ denotes the $`i`$th word in the phrase, and $`attr_i`$ denotes the attributes that remain to be generated at position $`i`$ in the phrase. The $`f_j`$, where $`f_j(a,b)\{0,1\}`$, are called features and capture any information in the history that might be useful for estimating $`p(w_i\|w_{i1},w_{i2},attr_i)`$. The features used in NLG2 are described in the next section, and the feature weights $`\alpha _j`$, obtained from the Improved Iterative Scaling algorithm \[Berger et al., 1996\], are set to maximize the likelihood of the training data. The probability of the sequence $`W=w_1\mathrm{}w_n`$, given the attribute set $`A`$, (and also given that its length is $`n`$) is: $`Pr(W=w_1\mathrm{}w_n\|len(W)=n,A)`$ $`=`$ $`{\displaystyle \underset{i=1}{\overset{n}{}}}p(w_i\|w_{i1},w_{i2},attr_i)`$ #### 3.2.2 Feature Selection The feature patterns, used in NLG2 are shown in Table 3. The actual features are created by matching the patterns over the training data, e.g., an actual feature derived from the word bi-gram template might be: $$f(w_i,w_{i1},w_{i2},attr_i)=\{\begin{array}{cc}1\hfill & \text{if }w_i=\mathrm{𝚏𝚛𝚘𝚖}\hfill \\ & \text{and }w_{i1}=\mathrm{𝚏𝚕𝚒𝚐𝚑𝚝}\hfill \\ & \text{and }\$\mathrm{𝚌𝚒𝚝𝚢}\mathrm{𝚏𝚛}attr_i\hfill \\ 0\hfill & \text{otherwise}\hfill \end{array}$$ Low frequency features involving word $`n`$grams tend to be unreliable; the NLG2 system therefore only uses features which occur $`K`$ times or more in the training data. #### 3.2.3 Search Procedure The search procedure attempts to find a word sequence $`w_1\mathrm{}w_n`$ of any length $`nM`$ for the input attribute set $`A`$ such that 1. $`w_n`$ is the stop symbol $`\mathrm{𝚜𝚝𝚘𝚙}`$ 2. All of the attributes in $`A`$ are mentioned at least once 3. All of the attributes in $`A`$ are mentioned at most once and where $`M`$ is an heuristically set maximum phrase length. The search is similar to a left-to-right breadth-first-search, except that only a fraction of the word sequences are considered. More specifically, the search procedure implements the recurrence: $`W_{N,1}`$ $`=`$ $`top(N,\{w\|wV\})`$ $`W_{N,i+1}`$ $`=`$ $`top(N,next(W_{N,i}))`$ The set $`W_{N,i}`$ is the top $`N`$ scoring sequences of length $`i`$, and the expression $`next(W_{N,i})`$ returns all sequences $`w_1\mathrm{}w_{i+1}`$ such that $`w_1\mathrm{}w_iW_{N,i}`$, and $`w_{i+1}V\mathrm{𝚜𝚝𝚘𝚙}`$. The expression $`top(N,next(W_{N,i}))`$ finds the top $`N`$ sequences in $`next(W_{N,i})`$. During the search, any sequence that ends with $`\mathrm{𝚜𝚝𝚘𝚙}`$ is removed and placed in the set of completed sequences. If $`N`$ completed hypotheses are discovered, or if $`W_{N,M}`$ is computed, the search terminates. Any incomplete sequence which does not satisfy condition (3) is discarded and any complete sequence that does not satisfy condition (2) is also discarded. When the search terminates, there will be at most $`N`$ completed sequences, of possibly differing lengths. Currently, there is no normalization for different lengths, i.e., all sequences of length $`nM`$ are equiprobable: $`Pr(len(W)=n)`$ $`={\displaystyle \frac{1}{M}}`$ $`nM`$ $`=0`$ $`n>M`$ NLG2 chooses the best answer to express the attribute set $`A`$ as follows: $`nlg_2(A)=`$ $`\underset{WW_{nlg2}}{argmax}`$ $`Pr(len(W)=n)`$ $`Pr(W\|len(W)=n,A)`$ where $`W_{nlg2}`$ are the completed word sequences that satisfy the conditions of the NLG2 search described above. ### 3.3 NLG3: dependency information NLG3 addresses a shortcoming of NLG2, namely that the previous two words are not necessarily the best informants when predicting the next word. Instead, NLG3 assumes that conditioning on syntactically related words in the history will result on more accurate surface generation. The search procedure in NLG3 generates a syntactic dependency tree from top-to-bottom instead of a word sequence from left-to-right, where each word is predicted in the context of its syntactically related parent, grandparent, and siblings. NLG3 requires a corpus that has been annotated with tree structure like the sample dependency tree shown in Figure 1. #### 3.3.1 Probability Model The probability model for NLG3, shown in Figure 2, conditions on the parent, the two closest siblings, the direction of the child relative to the parent, and the attributes that remain to be generated. Just as in NLG2, $`p`$ is a distribution over $`V\mathrm{𝚜𝚝𝚘𝚙}`$, and the Improved Iterative Scaling algorithm is used to find the feature weights $`\alpha _j`$. The expression $`ch_i(w)`$ denotes the $`i`$th closest child to the headword $`w`$, $`par(w)`$ denotes the parent of the headword $`w`$, $`dir\{\mathrm{𝚕𝚎𝚏𝚝},\mathrm{𝚛𝚒𝚐𝚑𝚝}\}`$ denotes the direction of the child relative to the parent, and $`attr_{w,i}`$ denotes the attributes that remain to be generated in the tree when headword $`w`$ is predicting its $`i`$th child. For example, in Figure 1, if $`w=`$“flights”, then $`ch_1(w)=`$“evening” when generating the left children, and $`ch_1(w)=`$“from” when generating the right children. As shown in Figure 3, the probability of a dependency tree that expresses an attribute set $`A`$ can be found by computing, for each word in the tree, the probability of generating its left children and then its right children.<sup>1</sup><sup>1</sup>1We use a dummy ROOT node to generate the top most head word of the phrase In this formulation, the left children are generated independently from the right children. As in NLG2, NLG3 assumes the uniform distribution for the length probabilities $`Pr(\text{\# of left children}=n)`$ and $`Pr(\text{\# of right children}=n)`$ up to a certain maximum length $`M^{}=10`$. #### 3.3.2 Feature Selection The feature patterns for NLG3 are shown in Table 4. As before, the actual features are created by matching the patterns over the training data. The features in NLG3 have access to syntactic information whereas the features in NLG2 do not. Low frequency features involving word $`n`$grams tend to be unreliable; the NLG3 system therefore only uses features which occur $`K`$ times or more in the training data. Furthermore, if a feature derived from Table 4 looks at a particular word $`ch_i(w)`$ and attribute $`a`$, we only allow it if $`a`$ has occurred as a descendent of $`ch_i(w)`$ in some dependency tree in the training set. As an example, this condition allows features that look at $`ch_i(w)=`$“to” and $city-to$`attr_{w,i}`$ but disallows features that look at $`ch_i(w)=`$“to” and $city-fr$`attr_{w,i}`$. ### 3.4 Search Procedure The idea behind the search procedure for NLG3 is similar to the search procedure for NLG2, namely, to explore only a fraction of the possible trees by continually sorting and advancing only the top $`N`$ trees at any given point. However, the dependency trees are not built left-to-right like the word sequences in NLG2; instead they are built from the current head (which is initially the root node) in the following order: 1. Predict the next left child (call it $`x_l`$) 2. If it is $`\mathrm{𝚜𝚝𝚘𝚙}`$, jump to (4) 3. Recursively predict children of $`x_l`$. Resume from (1) 4. Predict the next right child (call it $`x_r`$) 5. If it is $`\mathrm{𝚜𝚝𝚘𝚙}`$, we are done predicting children for the current head 6. Recursively predict children of $`x_r`$. Resume from (4) As before, any incomplete trees that have generated a particular attribute twice, as well as completed trees that have not generated a necessary attribute are discarded by the search. The search terminates when either $`N`$ complete trees or $`N`$ trees of the maximum length $`M`$ are discovered. NLG3 chooses the best answer to express the attribute set $`A`$ as follows: $$nlg_3(A)=\underset{TT_{nlg3}}{argmax}Pr(T\|A)$$ where $`T_{nlg3}`$ are the completed dependency trees that satisfy the conditions of the NLG3 search described above. ## 4 Experiments The training and test sets used to evaluate NLG1, NLG2 and NLG3 were derived semi-automatically from a pre-existing annotated corpus of user queries in the air travel domain. The annotation scheme used a total of 26 attributes to represent flights. The training set consisted of 6000 templates describing flights while the test set consisted of 1946 templates describing flights. All systems used the same training set, and were tested on the attribute sets extracted from the phrases in the test set. For example, if the test set contains the template “flights to $city-to leaving at $time-dep”, the surface generation systems will be told to generate a phrase for the attribute set { $city-to, $time-dep }. The output of NLG3 on the attribute set { $city-to, $city-fr, $time-dep } is shown in Table 9. There does not appear to be an objective automatic evaluation method<sup>2</sup><sup>2</sup>2Measuring word overlap or edit distance between the system’s output and a “reference” set would be an automatic scoring method. We believe that such a method does not accurately measure the correctness or grammaticality of the text. for generated text that correlates with how an actual person might judge the output. Therefore, two judges — the author and a colleague — manually evaluated the output of all three systems. Each judge assigned each phrase from each of the three systems one of the following rankings: Perfectly acceptable Tense or agreement is wrong, but word choice is correct. (These errors could be corrected by post-processing with a morphological analyzer.) Words are missing or extraneous words are present The system failed to produce any output While there were a total 1946 attribute sets from the test examples, the judges only needed to evaluate the 190 unique attribute sets, e.g., the attribute set { $city-fr $city-to } occurs 741 times in the test data. Subjective evaluation of generation output is not ideal, but is arguably superior than an automatic evaluation that fails to correlate with human linguistic judgement. The results of the manual evaluation, as well as the values of the search and feature selection parameters for all systems, are shown in Tables 5, 6, 7, and 8. (The values for $`N`$, $`M`$, and $`K`$ were determined by manually evaluating the output of the 4 or 5 most common attribute sets in the training data). The weighted results in Tables 5 and 6 account for multiple occurrences of attribute sets, whereas the unweighted results in Tables 7 and 8 count each unique attribute set once, i.e., { $city-fr $city-to } is counted 741 times in the weighted results but once in the unweighted results. Using the weighted results, which represent testing conditions more realistically than the unweighted results, both judges found an improvement from NLG1 to NLG2, and from NLG2 to NLG3. NLG3 cuts the error rate from NLG1 by at least 33% (counting anything without a rank of Correct as wrong). NLG2 cuts the error rate by at least 22% and underperforms NLG3, but requires far less annotation in its training data. NLG1 has no chance of generating anything for 3% of the data — it fails completely on novel attribute sets. Using the unweighted results, both judges found an improvement from NLG1 to NLG2, but, surprisingly, judge A found a slight decrease while judge B found an increase in accuracy from NLG2 to NLG3. The unweighted results show that the baseline NLG1 does well on the common attribute sets, since it correctly generates only less than 50% of the unweighted cases but over 80% of the weighted cases. ## 5 Discussion The NLG2 and NLG3 systems automatically attempt to generalize from the knowledge inherent in the training corpus of templates, so that they can generate templates for novel attribute sets. There is some additional cost associated with producing the syntactic dependency annotation necessary for NLG3, but virtually no additional cost is associated with NLG2, beyond collecting the data itself and identifying the attributes. The trainable surface NLG systems in this paper differ from grammar-based systems in how they determine the attribute ordering and lexical choice. NLG2 and NLG3 automatically determine attribute ordering by simultaneously searching multiple orderings. In grammar-based approaches, such preferences need to be manually encoded. NLG2 and NLG3 solve the lexical choice problem by learning the words (via features in the maximum entropy probability model) that correlate with a given attribute and local context, whereas \[Elhadad et al., 1997\] uses a rule-based approach to decide the word choice. While trainable approaches avoid the expense of crafting a grammar to determine attribute ordering and lexical choice, they are less accurate than grammar-based approaches. For short phrases, accuracy is typically 100% with grammar-based approaches since the grammar writer can either correct or add a rule to generate the phrase of interest once an error is detected. Whereas with NLG2 and NLG3, one can tune the feature patterns, search parameters, and training data itself, but there is no guarantee that the tuning will result in 100% generation accuracy. Our approach differs from the corpus-based surface generation approaches of \[Langkilde and Knight, 1998\] and \[Berger et al., 1996\]. \[Langkilde and Knight, 1998\] maps from semantics to words with a concept ontology, grammar, and lexicon, and ranks the resulting word lattice with corpus-based statistics, whereas NLG2 and NLG3 automatically learn the mapping from semantics to words from a corpus. \[Berger et al., 1996\] describes a statistical machine translation approach that generates text in the target language directly from the source text. NLG2 and NLG3 are also statistical learning approaches but generate from an actual semantic representation. This comparison suggests that statistical MT systems could also generate text from an “interlingua”, in a way similar to that of knowledge-based translation systems. We suspect that our statistical generation approach should perform accurately in domains of similar complexity to air travel. In the air travel domain, the length of a phrase fragment to describe an attribute is usually only a few words. Domains which require complex and lengthy phrase fragments to describe a single attribute will be more challenging to model with features that only look at word $`n`$-grams for $`n\{2,3\}`$. Domains in which there is greater ambiguity in word choice will require a more thorough search, i.e., a larger value of $`N`$, at the expense of CPU time and memory. Most importantly, the semantic annotation scheme for air travel has the property that it is both rich enough to accurately represent meaning in the domain, but simple enough to yield useful corpus statistics. Our approach may not scale to domains, such as freely occurring newspaper text, in which the semantic annotation schemes do not have this property. Our current approach has the limitation that it ignores the values of attributes, even though they might strongly influence the word order and word choice. This limitation can be overcome by using features on values, so that NLG2 and NLG3 might discover — to use a hypothetical example — that “flights leaving $city-fr” is preferred over “flights from $city-fr” when $city-fr is a particular value, such as “Miami”. ## 6 Conclusions This paper presents the first systems (known to the author) that use a statistical learning approach to produce natural language text directly from a semantic representation. Information to solve the attribute ordering and lexical choice problems—which would normally be specified in a large hand-written grammar— is automatically collected from data with a few feature patterns, and is combined via the maximum entropy framework. NLG2 shows that using just local $`n`$-gram information can outperform the baseline, and NLG3 shows that using syntactic information can further improve generation accuracy. We conjecture that NLG2 and NLG3 should work in other domains which have a complexity similar to air travel, as well as available annotated data. ## 7 Acknowledgements The author thanks Scott McCarley for serving as the second judge, and Scott Axelrod, Kishore Papineni, and Todd Ward for their helpful comments on this work. This work was supported in part by DARPA Contract # MDA972-97-C-0012.
warning/0006/cond-mat0006215.html	ar5iv	text	# Coherent dipolar correlations in the ground-state of Kagome frustrated antiferromagnets. ## I Introduction The problem of the low temperature magnetic phase of materials with strong geometric frustration against antiferromagnetic (AFM) order is a long standing one . Especially interesting are systems where there does appear at finite temperature a low-temperature phase which has some properties of a spin-glass but also of an ordered spin phase. The most prominent examples are materials with a lattice containing magnetic ions in planes with Kagome symmetry , such as SrCr<sub>8-x</sub>Ga<sub>4+x</sub>O<sub>19</sub> (SCGO), on which we shall concentrate in this paper. Experimental evidence points to a low temperature ($`T_c3`$K) phase which has no static staggered magnetic moment , while at the same time posesses properties of long-range order such as a spin-wave-like spectrum indicated by the specific-heat measurements. There is additionally a marked difference between Zero-Field-Cooled (ZFC) and Field-Cooled (FC) magnetic susceptibilities typical of a spin-glass (SG) . From the relaxation rate of polarized muons it was found that there are locally fluctuating magnetic spins even at T$``$0. Additionally the muon spin relaxation has a unique Gaussian time dependence . Taking into account the available experimental data and theoretical models, we here propose a new model to describe the low-temperature phase of SCGO. We first note that in addition to the nearest-neighbor exchange interactions, there is a direct magnetic dipole-dipole interaction between the Cr<sup>3+</sup> ions. In the Kagome plane of SCGO this dipolar interaction energy is of order (taking the Cr<sup>3+</sup> magnetic moment as $`3.8\mu _B`$): $`E_{dd}=\left(3.8\mu _B\right)^2/a^30.4`$K, where the nearest-neighbor distance is $`a=2.93`$Å. This dipolar interaction is therefore of the order of the transition temperature and is important in determining the properties of the low-temperature phase. This has to be combined with the theoretical analysis which points to a high zero-point energy of the Heisenberg Hamiltonian in the Kagome geometry, with no long-range order. We shall develope an effective model for the low-temperature phase of SCGO, where we assume that the spins in the Kagome planes coherently zero-point oscillate between the different degenerate configurations which minimize the AFM exchange interactions (Fig.1) through states which minimize the direct magnetic dipolar interaction energy. The dipolar interaction selects a pair of degenerate configurations which minimize the overall dipolar energy, and the system then performs coherent zero-point oscillations between these two equivalent configurations (Fig.2a). We therefore have a quantum resonance at the frequency determined by the dipolar splitting of the ground-state. An effective Hamiltonian which describes the coherent dipolar interactions is diagonalized and its spin-wave spectrum agrees with specific heat data. ## II Dipolar Quantum Resonance Above the transition temperature SCGO has antiferromagnetic correlations with a Curie-Weiss temperature of $`\theta _{CW}500`$K, indicating strong AFM exchange interactions between the magnetic ions. These strong interactions do not lead to an ordered AFM phase due to geometric frustration. Extensive numerical calculations of such two-dimensional spin systems have not yielded any finite temperature phase transition . Classically, this system is characterized by a highly degenerate and connected (zero-energy modes) ground-state. The quantum nearest-neighbor Heisenberg model treatment of this system imposes a constraint of zero total spin in each triangle of the Kagome lattice in the ground state. Calculations for the purly two dimensional case, show that quantum fluctuations will select coplanar spin configurations over non-coplanar ones , with the spins tunnelling between the different degenerate configurations . This does not result though, in a finite temperature transition to a more ordered phase, due to the geometric frustration. The ground state of the nearest-neighbor Heisenberg model for the frustrated Kagome AF can be pictured as spread out over a multi-well spin-space potential , where the minima of the potential are at the coplanar spin arrangements (Fig.1). The height of the potential barrier between the minima is of the order of the AF exchange interaction $`J`$ (Fig.1). The ground state is therefore a superposition of the different coplanar configurations with no long-range order , i.e. a ”spin-liquid”. We do not wish to attempt a detailed description of this ground-state, which is a very complicated problem, but rather assume that all the correlations due to the nearest-neighbor exchange interactions are included in the large (of order $`J`$) zero-point energy of the spins in the ground-state. We note that due to the frustration the nearest-nighbor exchange interactions of order $`J`$ do not freeze the system into one of the minima, but maintain its high zero-point energy (of order $`J`$), making random zero-point fluctuations between the different states (Fig.1). Introducing the effect of dipolar interactions, the energies of the different spin configurations over which the ground-state is spread, are now split by the dipolar energy (Fig.1). We assume that the spins in the Kagome planes make coherent zero-point oscillations between the different degenerate ”J-minimizing” configurations (Fig.1) through states which minimize the direct magnetic dipolar interaction energy. The dipolar interaction selects a coherent state out of the ground-state superposition of spins directions (Fig.2b). In this coherent state the individual spins zero-point oscillate between the many coplanar (J-minimizing) states (Fig.1) through intermediate states that minimize the dipolar interaction energy (Fig.2a). The relatively weak dipolar interaction splits the Heisenberg ground-state energy and creates a situation of macroscopic quantum resonance. We therefore have a collective ‘double well’ state, in which many nearly degenerate spin configurations reach resonance due to the coupling through the dipolar interaction. In this quantum resonance the system makes zero-point correlated oscillations between J-minimizing configurations through the barrier configurations (Fig.1) that minimize the dipolar interaction energy (Fig.2). The quantum resonance is at a frequency determined by the dipolar splitting of the ground-state. The large difference in energy scale between the exchange ($`100`$K) and dipolar interactions ($`1`$K) allows us to limit our treatment to the dipolar interactions alone. Assuming therefore that the coherent zero-point oscillation of the spins is controlled by the relatively weak dipolar interactions, we can consider only these interactions when describing the low-lying excitations of the low-temperature phase. This allows us to proceed by describing the spin-waves as the modulations in the dipolar interactions around the configuration that minimizes these interactions alone. The specific spin configuration which we find that minimizes the dipolar interaction is shown in Fig.2a. The additional constraint of zero total magnetic moment in each unit cell, is fullfilled by alternating between the up/down spins in each of the interpenetrating Kagome planes of the SCGO crystal . This is a not a minimum configuration with respect to the exchange interactions, since the total spin on each triangle is not zero, but the system explores these states due to its high zero-point energy of order $`J`$ (Fig.1). The overall dipolar interaction energy is given by $$E_{dd}=\underset{ij}{}\frac{\mu _i\mu _j3(\mu _i\widehat{𝐫}_{ij})(\mu _j\widehat{𝐫}_{ij})}{\left\|𝐫_{ij}\right\|^3}$$ (1) where for Cr<sup>3+</sup> ions in SCGO, $`\left\|\mu \right\|=3.8\mu _B`$. This energy is $`E_{dd}1.6`$K for the spins marked by filled circles (A) and $`E_{dd}0.4`$K for spins marked by empty circles (B) in Fig.2a, giving an overall energy reduction in this arrangement, since there are two B spins for every A spin. The local flip ($`\pi `$ phase shift) of an A spin out of the above arrangement costs an energy $`E_0=2\left\|E_{dd}\right\|3.2`$K, and can be treated as a local excitation. This is just the resonance energy split shown in Fig.1, describing the zero-point oscillation of the spins between the two equivalent up-down configurations of Fig.2. The experimental data indicates almost no frozen (static) magnetic moment at low temperatues, justifying taking the full magnetic moment of the Cr<sup>3+</sup> ion as taking part in the coherent zero-point oscillations. We point out that in the two-dimensional Kagome planes there is a global axis along which the spins naturally resonate, which is the normal to the planes. This is in contrast to a three-dimensional pyrochlore network material, where there is no such global axis. The above model therefore accounts for the dynamic nature of the spins in the low-temperature phase, while having a long-range phase order. Experimental evidence for this proposed arrangement of the zero-point oscillating spins may be indicated by the diffuse elastic-Bragg scattering peak detected in neutron scattering . The measurement indicates a lack of a well-defined long-range spatial order. In our model the spins zero-point oscillate in phase over the entire lattice, but different crystals in the powder sample have different phases, so that the overall interference is randomized. Furthermore, the J-minimizing states through which the spins zero-point oscillate are random between different Kagome planes, i.e. have no long-range spin order. The peak position at $``$1.4Å<sup>-1</sup> corresponds to a periodicity of $``$4.5Å, which is the size of approximately two triangles in the Kagome plane, and agrees with the periodicity of the dipolar arrangement we propose in Fig.2a. We wish to stress that the dynamic nature of this coherent-state involves a gauge symmetry breaking, in the form of a defined relative phase of the zero-point oscillating dipoles (see Eq.(7)). The time-independent ground-state is described by averaging over all possible global phases, after establishing the relative phase relation. This is similar to the case of superconductivity and superfluidity . An additional advantage of our model is that the energy scale of the low-temperature phase is determined by the long-range (dipolar) interactions. This means that the absence of any measured critical behavior at the Kagome percolation concentration $`p_{percol}=0.6527`$ of the Cr atoms, is naturally explained. A phase transition driven by the nearest-neighbor exchange interactions would have been sensitive to the percolation transition. The linear dependence of the transition temperature on the Cr concentration $`p`$ also follows naturally from the summation in (1). It was previously noted that the independence of the qualitative properties of the low-temperature phase on the dilution $`p`$ may indicate the occurence of long-range interactions. From experiments it is found that the zero transition temperature is shifted to a critical dilution $`p_c0.2`$. This non-zero dilution may arise due to some additional weak interactions or impurities outside the Kagome planes, which dominate over the dipolar interactions when the latter become too weak, and therefore destroy the coherent state below $`p_c`$. The coherent order of the zero-point oscillating spins can be destroyed if an additional static local magnetic moment induces a preferred static orientation for the Kagome spins. Such experiments show that magnetic ions (Fe) in the layers between the Kagome planes, turn the SCGO into a normal SG material. These static (but random) magnetic ions destroy the quantum resonance of the Kagome spins and force them into a static equilibrium orientation. The system has a new SG transition temperature $`T_{SG}25`$K, i.e. an order of magnitude larger than the dipole-induced transition temperature $`T_c`$. This indicates that the SG transition is controlled by the strong exchange interactions between the Cr-Cr and Cr-Fe electrons, which induce a static freezing of the spins in random orientations. ## III Spin-waves The collective excitations of the coherent zero-point oscillating spins are spatial modulations of the relative phases of the spins with respect to the ground-state configuration of Fig.2a. The spins in the sparse rows (filled circles in Fig.2a) are in a minimum of the dipolar energy so that they feel a restoring force and support spin-wave excitations. The effective Hamiltonian describing the interacting local spins, taking into account only the dipolar interaction, is $`H_{loc}`$ $`=`$ $`{\displaystyle \underset{k}{}}(E_0+X(k))\left(b_{k}^{}{}_{}{}^{}b_k+{\displaystyle \frac{1}{2}}\right)`$ (3) $`+{\displaystyle \underset{k}{}}X(k)\left(b_{k}^{}{}_{}{}^{}b_k^{}+b_kb_k\right)`$ where $`b_{k}^{}{}_{}{}^{},b_k`$ are Bose creation/anihilation operators of a local spin-flip with respect to the configuration of Fig.2a. These local spin-flips can be treated as bosons using the standard Holstein-Primakoff procedure . $`E_0`$ is the bare energy of a local spin flip and $`X(k)`$ is the dipolar interaction matrix element modulated along some direction $`𝐤`$ in the Kagome plane, given by $`X\left(𝐤\right)`$ $`=`$ $`\left\|\mu \right\|^2{\displaystyle \underset{i0}{}}\left[{\displaystyle \frac{3\mathrm{cos}^2\left(\mu \left(𝐫_0𝐫_i\right)\right)1}{\left\|𝐫_0𝐫_i\right\|^3}}\right]`$ (5) $`\times \mathrm{exp}\left[2\pi i𝐤\left(𝐫_0𝐫_i\right)\right]`$ where we assume that the ground-state is given by the configuration of Fig.2, so that all the magnetic moments $`\mu `$ are normal to the Kagome planes. At $`k=0`$ the interaction matrix $`X(k)`$ is just the dipolar energy (1). The Hamiltonian $`H_{loc}`$ (3), which describes the effective interaction between localized modes, can be diagonalized using the Bogoliubov transformation $`\beta _k=u(k)b_k+v(k)b_{k}^{}{}_{}{}^{}`$. The two functions $`u(k)`$ and $`v(k)`$ are given by $$u^2(k)=\frac{1}{2}\left(\frac{E_0+X(k)}{E(k)}+1\right),v^2(k)=\frac{1}{2}\left(\frac{E_0+X(k)}{E(k)}1\right)$$ (6) The coherent ground state is given by $$\|\mathrm{\Psi }_0=\underset{k}{}\mathrm{exp}\left(\frac{v_k}{u_k}b_{k}^{}{}_{}{}^{}b_k^{}\right)\|vac$$ (7) and the energy spectrum is $$E(k)=\sqrt{E_0\left(E_0+2X(k)\right)}$$ (8) It is clear from (8) and the definition of $`E_0`$ that the spectrum of the excitations is gapless, since we have $`2X(0)E_03.2`$K, i.e. the bare local-mode energy is a local spin flip . The function $`X(k)`$ can be calculated in any direction of the lattice with the corresponding energy spectra (8) (Fig.3). Since spin-waves are transverse and our ground-state configuration has the spins normal to the Kagome planes (Fig.2), we have spin-waves only in the Kagome planes. We find that in the limit $`k0`$ the energy spectrum is linear with a velocity in the range 60-80 m/sec (Fig.3). The specific heat measurements provide an estimate of the excitation spectrum in this linear limit. The spin wave velocity $`C`$ at $`k0`$ is related to the specific-heat by : $`C_v=2.3\left(k_B^3/h^2C^2\right)T^2`$. This velocity is found to be linear in the dilution $`p`$ and is $`100`$ m/sec ($`p=0.89`$). This velocity is much lower than that calculated using the strong nearest-neighbor exchange interactions . Current neutron scattering data is not accurate enough at low energies to resolve the detailed structure of the spin-wave spectrum. Still in Ref. there is some structure in the inelastic neutron scattering at energies $`25`$K, which may indicate the spin-wave spectrum of Fig.3. To compare with our calculation we must divide our calculated specific heat by 3 since only a third of the spins reside in the sparse rows (Fig.2), for which the spin waves are described by (8). To agree with the experimental data we would therefore need a velocity of $`60`$ m/sec, which is indeed in the range of velocities we calculated. The linear dependence of this velocity on the dilution $`p`$ is again a trivial consequence of (1), since there is a single energy scale in our model. Using the analogy with a usual AFM (see next section), a mean-field description of the thermal reduction of the staggered magnetization gives a transition temperature: $`T_c3`$K for the sample with $`E_02.2`$K ($`p=0.89`$). This is in rough agreement with the measured transition temperature of $`3.5\pm 0.1`$K. ## IV Spin Correlations and Experimental Probes The configuration of the relative phases of the zero-point scillating dipoles in the ground-state of Fig.2a resembles an AFM. We shall now make the analogy between the coherent ground-state (Fig.2) and an AFM more precise. The operators $`b_{k}^{}{}_{}{}^{},b_k`$, of a spin-flip are with respect to the ground-state configuration of Fig.2a, and therefore correspond to the staggered magnetization operators of an AFM (in the small $`k`$ limit). Their correlation function: $`S_{b_k,b_k}(k)=(v(k)u(k))^2=E_0/E(k)`$, has the $`1/k`$ divergence expected for the long-range order of the staggered magnetization in an AFM . The static structure-factor of the spins, as measured by neutron scattering , shows approximately a linear behavior: $`S(k)k`$ in the $`k0`$ limit. This is typical of the response function of the transverse magnetization in an AFM . The total transverse magnetization behaves as the density of a normal liquid, and in the limit $`k0`$ has a correlation function: $`S_{M_{}M_{}}(k0)\mathrm{}ck/E_0`$ (where we wrote the dimensionless structure-factor using the perpendicular susceptability $`\chi _{}1/E_0`$). The measured dynamic response functions are therefore in agreement with this model, in which the ground-state has some features of a standard AFM. Unlike a static AFM the staggered magnetization operators $`b_{k}^{}{}_{}{}^{},b_k`$ are with respect to the zero-point coherent oscillations, driven by the dipolar interactions of energy $`E_0`$. Their spatial correlation functions, though, are similar. Another puzzling phenomenon of the SCGO is the marked difference between Zero-Field-Cooled (ZFC) and Field-Cooled (FC) static magnetic susceptibility . The measured cusp in the ZFC magnetic susceptibility defines the transition temperature. These experimental results resemble the difference between the longitudinal and perpendicular susceptibilities of a usual AFM , and also of a normal SG material . We shall now give a qualitative description of this behavior in SCGO, as follows from our model of the low-temperature phase. In the FC case we have a magnetic field (taken to be along the $`z`$-direction) which breaks the quantum resonance for the zero-point oscillating spin configurations in planes perpendicular to the field (Fig.4b). Since the experiment is done using a powder, there are crystals with all possible orientations of the Kagome planes. The coherent phase (i.e., the quantum resonance) therefore develops only in planes which are parallel to the external field, where the spins have the zero-point oscillating AFM-like order of Fig.2a, perpendicular to the applied field. The planes without the coherent order give zero average instanteneous contribution to the internal magnetic field in the $`z`$-direction (for relatively weak fields $`\mu H<<J`$). We therefore expect to find a magnetic response which is similar to that of a normal AFM in a perpendicular external magnetic field, which is non-zero and almost constant with temperature: $`\chi _{FC}=\chi _{}1/E_00`$. The smallness of the dipolar interactions ($`E_0`$) account for the relatively large low-temperature FC susceptibility. In the ZFC state the coherent order is established in all the crystals of the powder (Fig.4a). For an applied field which is weak compared with the internal magnetic fields, spins parallel to the external field do not respond ($`\chi _{}0`$ for T$`0`$). The internal fields in the $`z`$-direction due to these spins completely mask the external field so that crystals with spins perpendicular to the external field do not respond either, i.e., $`\chi _{ZFC}(T=0)=\chi _{}(T=0)=0`$. This explains the vanishing susceptability of the ZFC in small applied fields as T$`0`$. The magnitude of the internal magnetic fields can be estimated from (1) as: $`H_0E_0/3.8\mu _B12`$kG. Only for external fields approaching the size of these internal fields does the T=0 ZFC response approaches the FC response . Muon Spin-Relaxation ($`\mu `$SR) experiments probe the spatial and temporal correlations of the spins. These experiments show that the low-temperature relaxation rate of polarized muons is finite and temperature-independent in the low-temperature phase, which means that the magnetic spins are fluctuating even at T$``$0. The coherent state we propose has long-range spatial correlations of the phase of the zero-point oscillating spins, so they do remain dynamic even at T=0. Indeed, (7) describes a coherent state with Off-Diagonal Long-Range Order (ODLRO) of the zero-point oscillating spins. This is a system with broken global gauge symmetry, in the form of a global phase of the zero-point oscillating spins (a complex order parameter). These long-range spatial and temporal correlations appear in the time dependence of the muon spin relaxation which changes from exponential above the transition temperature to Gaussian as T$``$0. Gaussian decay of the polarization arises in cases of long-range (time-independent) temporal correlations between the spins, as occurs in the coherent phase we propose. The coherent zero-point oscillations of the spins will produce a zero average static magnetic moment, so there will therefore be no oscillating signal in the muon polarization decay, which is typical of static magnetic order . The muon spins that will be excited to oscillate in phase with the coherent zero-point oscillations of the Kagome spins (i.e. frequecy $`E_0/\mathrm{}`$), will see a constant magnetic field, with a resulting Gaussian time decay of the muon polarization . The rate at which muons will follow the coherently oscillating Kagome spins is given by second-order time dependent perturbation theory . It is equal to the probability per unit time of exciting the muon by the periodic zero-point oscillations of the lattice spins $$P(t)\frac{\left\|W\right\|^2}{\mathrm{}^2\omega }$$ (9) where the the matrix element coupling the muons to the local magnetic fields is $`\left\|W\right\|\gamma _\mu \mathrm{\Delta }B_\mu `$ where $`\mathrm{\Delta }B_\mu `$ is the rms deviation of the internal magnetic field at the muon site and $`\gamma _\mu `$ is the muon magnetic moment. Since this rms field is due to the coherent zero-point oscillations of the Kagome spins, it is of order $`H_0`$. The frequency $`\omega =E_0/\mathrm{}`$ is that of the zero-point oscillations of the lattice spins, so the resulting rate of muon depolarization is given by $$\lambda =\frac{\|\gamma _\mu \mathrm{\Delta }B_\mu \|^2}{E_0}10\mathrm{M}\mathrm{H}\mathrm{z}$$ (10) in excellent agreement with experimental results . This rate of muon depolarization should apply as long as the probability is much less than 1, i.e. for $`t1/\lambda 0.1\mu `$sec. Indeed at longer times there is a deviation from the Gaussian depolarization curve . Since the coherent zero-point magnetic fields are linear with the dipolar energy $`H_0E_0`$, this decay rate is linearly proportional to the dilution $`p`$. The linear dependence of $`\lambda `$ on the dilution $`p`$ is roughly supported by the experimental results , if we note that the zero of the coherent oscillations is shifted to a critical dilution $`p_c0.2`$, as does the transition temperature. Above the transition temperature the spin fluctuations are uncorrelated, resulting in an exponential decay of the muon polarization. ## V Conclusion We conclude that a model of correlated and coherent zero-point oscillations of the Kagome spins, driven by the magnetic dipolar interactions, describes the essential features of the low-temperature phase of the geometrically frustrated AFM with Kagome lattice, namely SCGO. This model describes a magnetic phase which has an ODLRO and a complex order parameter (7). If the disordered high-temperature phase is called a spin-liquid , then the coherent low-temperature phase described in this work is a ”spin-superfluid”. The number occupation of the coherent spin-flips diverges: $`n_k=2v(k)^21/k`$, signaling condensation in the $`k=0`$ state in a Bose liquid . Due to the complex order-parameter, this phase can therefore support linear defects (”spin-vortices”) in this order parameter, with quantized ”spin-currents”. The coherent state we have proposed may also have relevance to the studies of macroscopic quantum coherence in molecular magnets and other materials . Acknowledgement Part of this work was done in the Technion-Israel Institute of Technology, Haifa, Israel. I thank Gordon Baym, Amit Keren and Efrat Shimshoni for usefull discussions and suggestions. I also thank Amit Keren for access to his recent experimental data. This work was supported by the Fulbright Foreign Scholarship grant, the Center for Advanced Studies and NSF grant no. PHY-98-00978.
warning/0006/gr-qc0006027.html	ar5iv	text	# Quantization of the Taub cosmological model with extrinsic time ## I Introduction General Relativity is an example of parametrized system, i.e. a system whose action is invariant under changes of the integrating parameter $`\tau `$ (“reparametrization”), this invariance being a consequence of the covariance of the theory. This means that in General Relativity there is no privileged time variable. On the contrary, in the ordinary formulation of quantum mechanics there is a time parameter besides the true degrees of freedom, and the inner product remains conserved in the time evolution of the system. This difference between General Relativity and quantum mechanics, known as the problem of time , is one of the main obstacles for finding a quantum theory of gravity. The evolution of a dynamical system is characterized by the way in which its dynamical variables evolve as a function of time. In this formulation time is a relevant physical parameter clearly distinct from the dynamical variables. There is nevertheless an alternative formulation of dynamics (parametrized systems) in which time is mixed with the dynamical variables . A parametrized system can be obtained from an action $`S(q^\mu ,p_\mu )`$ which is not invariant under reparametrizations by raising the time to the rank of a dynamical variable. Let us start with an action of the form $`S[q^\mu ,p^\mu ]={\displaystyle _{t_1}^{t_2}}p_\mu dq^\mu h(q^\mu ,p_\mu ,t)dt\text{ }\mu =1,\mathrm{}.,n`$ By identifying $`q^0t,`$ $`p_0h`$ one can rewrite the integrand as $`p_idq^i=p_i(dq^i/d\tau )d\tau `$, $`i=0,\mathrm{}..,n.`$ In this way the extended set of variables are left as functions of some physically irrelevant parameter $`\tau .`$ The set $`\{q^i,p_i\}`$ can be independently varied provided that the definition of $`p_t`$ is incorporated to the action as a constraint $`H=p_0+h(q^\mu ,p_\mu ,t)=0,`$ so yielding the following action $$S[q^i(\tau ),p_i(\tau ),N(\tau )]=_{\tau _1}^{\tau _2}\left(p_i\frac{dq^i}{d\tau }NH(q,p)\right)𝑑\tau $$ (2) where $`N`$ is the Lagrange multiplier whose variation assures that the constraint does hold. This action is invariant under reparametrizations $`\tau \tau +\epsilon (\tau )`$. The time variable $`t`$ satisfies the Poisson bracket $$\{t,H\}=1$$ (3) Once the system has been parametrized, it can be reduced using any time variable provided that it satisfies $`\left(\text{3}\right)`$. This kind of time variables are called global times . In order to generalize this restriction let us suppose that we know a globally well defined time variable $`\stackrel{~}{t}=\stackrel{~}{t}(q^i,p_i)`$which satisfies $$\{\stackrel{~}{t},H\}_{H=0}=f(q,p)>0$$ (4) The important fact is that $`f`$ has a definite sign on the constraint surface (it could also be negative). In this case the variable $`\stackrel{~}{t}`$ is a global time associated with the Hamiltonian $`\stackrel{~}{H}`$ $`f^1(q,p)H.`$ The constraint $`\stackrel{~}{H}=0`$ could also be expressed in a set of variables in which the Hamiltonian $`H`$ has not the form $`H=p_0+h`$. In fact we can perform a canonical transformation $`\{q^i,p_i\}=\left\{q^o=t,p_0=h,q^\mu ,p_\mu \right\}\{Q^i,P_i\}`$ where now the time is hidden among the rest of the variables. In other words, a constraint of the form $`H=p_0+h`$ can be disguised by scaling it or by performing canonical transformations. One of the main properties of the Hamiltonian formulation of General Relativity is that the Hamiltonian is constrained to be zero, making manifest that General Relativity is a parametrized system. In cases like this one, in which the theory is an already parametrized system, the invariance under reparametrizations means that there is no privileged time variable. To reduce the system means to select among the dynamical variables a proper global time, i.e., a variable which monotonically increases along any dynamical trajectory, to work as a physical clock. In this way we can express the evolution of the canonical variables as a function of this physical clock. The first step to reduce the system is thus to perform a canonical transformation in order to find a set of variables $`\{q^i,p_i\}`$ where the variables $`q_0=t`$ is a global time. The Hamilton equations are $`{\displaystyle \frac{dt}{d\tau }}`$ $`=`$ $`Nf`$ $`{\displaystyle \frac{dq_\mu }{d\tau }}`$ $`=`$ $`Nf{\displaystyle \frac{h}{p^\mu }}`$ $`{\displaystyle \frac{dp^\mu }{d\tau }}`$ $`=`$ $`Nf{\displaystyle \frac{h}{q_\mu }}`$ The dynamics of the system is thus undetermined unless one fixes a gauge, i.e., unless one chooses a physical clock. Choosing the gauge $`\tau =t`$ means choosing $`N\left(\tau \right)=\frac{1}{f[q_\mu \left(\tau \right),p^\mu \left(\tau \right)]}`$. One of the mains approximations for quantizing General Relativity begins by reformulating it under a Hamiltonian formulation (ADM formalism ) . Within the framework of this canonical formalism or geometrodynamics it is supposed that the Lorentzian space-time manifolds $`M`$ are diffeomorphic to $`R\times S`$ where $`S`$ represents a collection of spacelike hypersurfaces $`\mathrm{\Sigma }`$ parametrized by a real time parameter $`t`$ (foliation). The Riemannian metric $`g_{ij}`$ of one of these hypersurfaces $`\mathrm{\Sigma }`$ play the role of the configuration variable. The analogous of the configuration space $`R^n`$ is the space of all the Riemannian metrics $`g_{ij}`$ called superspace. The conjugate momentum $`\pi ^{ij}`$ is directly related with the way in which the hypersurface $`\mathrm{\Sigma }`$ is embedded in the manifold $`M,`$ i.e., with the extrinsic curvature of the hypersurface $`\mathrm{\Sigma }`$. The covariance of the theory under general coordinate transformations is reflected within this formalism in the presence of four constraints per each point of space-time. The so called Hamiltonian constraint assures the invariance of the theory under a changing of the foliation, while the momentum constraints assure the invariance under a change of the spatial coordinates used to represent the spatial geometry of each hypersurface. The states of the corresponding quantum theory $`\mathrm{\Psi }\left[g_{ij}\right]`$ are functionals of the spatial metric $`g_{ij}`$ which satisfies the quantum version of the classical constraints in accordance with the Dirac method. The quantum version of the momentum constraints implies that the wave function depends on the geometry $`{}_{}{}^{3}g`$ of the hypersurface but not on the particular metric tensor $`g_{ij}`$ used to represent it. The quantum version of the Hamiltonian constraint is the so called Wheeler-De Witt equation. Many of the tentatives for quantizing General Relativity began addressing the analogy between the Wheeler-De Witt equation and the Klein-Gordon equation. In fact both systems have Hamiltonian constraints which are hyperbolic in the momenta. The constraint associated with the motion of a particle in a pseudo-Riemannian geometry has the form $$H_{particle}=g^{ij}\left(q^k\right)p_i\text{ }p_jm^2=0$$ (5) The space of solutions of the Klein-Gordon equation can be turned into a Hilbert space with a positive definite inner product only if the background is stationary. In this case the Hilbert space of the physical states will be the subspace of positive norm, this being equivalent to consider just one of the sheets of the hyperbolic constraint surface. Choosing the coordinates in a way that $`g^{\mu 0}=0`$ $`\left(g^{00}=g_{00}^1\right)`$ and calling $`\gamma ^{\mu \nu }g_{00}g^{\mu \nu }`$ we can write $`\left(\text{5}\right)`$ in the form $`H_{particle}`$ $`=`$ $`g^{00}\left(p_0p_0\gamma ^{\mu \nu }p_\mu p_\nu g_{00}m^2\right)`$ (6) $`=`$ $`g^{00}\left(p_0\sqrt{\gamma ^{\mu \nu }p_\mu p_\nu +g_{00}m^2}\right)\left(p_0+\sqrt{\gamma ^{\mu \nu }p_\mu p_\nu +g_{00}m^2}\right)`$ (7) In addition it is necessary to find a temporal Killing vector of the supermetric which also should be a symmetry of the potential term (this property could be relaxed to a conformal Killing vector). In this case the proper time variable to reduce the system is the parameter of the Killing vector. Otherwise there would be pair creation. In order to build a good analogy with the relativistic particle is also necessary to have a positive definite potential term for playing the role of the mass term. If the potential is positive definite, the momentum $`p_0`$ does not go to zero on the constraint surface $`H=0.`$ This means that the Poisson bracket $`\{q_0,H\}=2g^{00}p_0`$ has a definite sign on each sheet of the constraint surface. If we choose $`p_0+\sqrt{\gamma ^{\mu \nu }p_\mu p_\nu +g_{00}m^2}=0,`$ the momentum $`p_o,`$ and so $`\{q_0,H\},`$ will be negative on this sheet (provided that $`g^{00}>0)`$. The other factor has then a definite sign on this sheet playing the role of the function $`f`$ defined in $`\left(\text{4}\right).`$ In this case $`f`$ will be negative, being this the reason why $`\{q_0=t,H\}<0.`$ But $`t`$ is still the variable which monotonically increases on any dynamical trajectory because $`\{t,\stackrel{~}{H}\}=1`$ where $`\stackrel{~}{H}=\frac{H}{p_0\sqrt{\gamma ^{\mu \nu }p_\mu p_\nu +g_{00}m^2}}.`$ The quantum physical states can be obtained by solving a Schrödinger equation with a positive definite operator $`\widehat{h}`$ associated with the Hamiltonian of the reduced system $`\sqrt{\gamma ^{\mu \nu }p_\mu p_\nu +g_{00}m^2}.`$ As it was said before, to fix the gauge $`t=\tau `$ implies to choose $`N=\frac{1}{f}`$. The relation between proper time and the time variable chosen to represent the hypersurfaces of simultaneity is $`dT=`$ $`f^1dt`$ where $`T`$ is the proper time, this being a consequence of the way in which the space-time interval is expressed in the ADM formalism. In geometrodynamics there is a conformal Killing vector of the supermetric but this vector is not as well a symmetry of the potential term. Besides this potential term is the spatial curvature , which can be negative in some regions of the configuration space. Thus it is not possible to associate an operator $`\widehat{h}`$ with the square root, as one effectively does for the relativist particle. There are thus two main approaches for achieving this quantization program. One possibility is to quantize the system without reducing it. The resulting Wheeler-De Witt equation is an hyperbolic equation while the Schrödinger equation associated with the reduced system is a parabolic one. The former has then more solutions than the latter, so being necessary to define boundary conditions in order to select the physical solutions. Besides it is not clear in this approach how to define a conserved inner product without having reduced the system, i.e., without knowing which variable plays the role of time. Another proposal is to perform a canonical transformation in order to find a Hamiltonian of the form $`\left(\text{5}\right)`$ with a positive definite potential term independent of the variable $`q_0`$. The formalism of the relativistic particle can then be applied using $`q_0`$ as a proper time variable. The system can thus be quantized by means of the corresponding Schrödinger equation associated with one of the sheets of the constraint surface. The Hilbert space of the quantum states can be endowed with the natural inner product associated with the Schrödinger equation. This approach has the problem that different choices of global time variables can lead to different quantum theories. ## II Proposed formalism In this work we will address the quantization of minisupersapace cosmological models. The quantization program will be as follows. We will start with a Hamiltonian constraint such that none of the variables is a global time. We will suppose that it is possible to perform a coordinate transformation so that a subsystem depending on just one pair of canonical variables $`\{q_1,p_1\}`$ is separated in the Hamiltonian constraint $$H_q=h_{q_1}(q_1,p_1)h_{q_\mu }(q_\mu ,p_\mu )\mu =2,..,N$$ (8) where the Hamiltonian $`h_{q_1}(q_1,p_1)`$ has the form $$h_{q_1}(q_1,p_1)=\frac{4}{\left[\frac{d\mathrm{ln}V}{dq_1}\right]^2}\text{ }p_1^2+V\left(q_1\right)$$ (9) with $`V\left(q_1\right)>0`$ and $`h_{q_\mu }>0.`$ In order to find a global time, one should look for another canonical transformation $`\{q_i,p_i\}\{Q_i,P_i\}`$ $`i=1,\mathrm{},N`$ such that $`Q_1`$ $`=`$ $`t=t(q_1,p_1)`$ (10) $`P_1`$ $`=`$ $`p_t=\left[h_{q_1}(q_1,p_1)\right]^{\frac{1}{2}}`$ (11) $`Q_\mu `$ $`=`$ $`q_\mu `$ (12) $`P_\mu `$ $`=`$ $`p_\mu `$ (13) $`\mu `$ $`=`$ $`2,\mathrm{},N`$ (14) In this way we could separate an extrinsic time $`t`$, i.e., a global time variable which is a function of both original canonical coordinates and momentum. The generator function for the canonical transformation and the corresponding momenta are $`F_1(q_1,t)`$ $`=`$ $`\mathrm{sinh}\left(t\right)\left[V\left(q_1\right)\right]^{\frac{1}{2}}`$ (15) $`p_t`$ $`=`$ $`{\displaystyle \frac{F_1}{t}}=\mathrm{cosh}t\left[V\left(q_1\right)\right]^{\frac{1}{2}}`$ (16) $`p_{q_1}`$ $`=`$ $`{\displaystyle \frac{F_1}{q_1}}={\displaystyle \frac{1}{2}}\mathrm{sinh}t\left[V\left(q_1\right)\right]^{\frac{1}{2}}{\displaystyle \frac{dV}{dq_1}}={\displaystyle \frac{1}{2}}\mathrm{sinh}t\left[V\left(q_1\right)\right]^{\frac{1}{2}}{\displaystyle \frac{d\left(\mathrm{ln}V\right)}{dq_1}}`$ (17) so that $`{\displaystyle \frac{4}{\left[\frac{d\mathrm{ln}V}{dq_1}\right]^2}}p_{q_1}^2+V\left(q_1\right)=V\left(q_1\right)\mathrm{sinh}^2t+V\left(q_1\right)=V\left(q_1\right)\mathrm{cosh}^2t=p_t^2`$ The Hamiltonian in the new set of variables has the form $$H_Q=p_t^2h_{q_\mu }(q_\mu ,p_\mu )$$ (18) Thus, when the Hamiltonian $`h_{q_\mu }(q_\mu ,p_\mu )`$ is positive definite and independent of time $`t`$ one gets a constraint such that the analogy with the relativistic particle does hold, and one can quantize the reduced model by means of the parabolic Schrödinger equation associated with one of the sheets of the constraint surface. Once the system was reduced and quantized we want to find out what kind of boundary conditions should be imposed on the solutions of the Wheeler-De Witt equation expressed in the original set of variables. As was pointed out, the hyperbolic Wheeler-De Witt has twice the number of independent solutions than the parabolic Schrödinger equation. It is then necessary to impose proper boundary conditions for selecting the physical solutions. In order to do that we will follow the lines of work used in . Knowing the classical canonical transformation for reducing the model, its analogue in the quantum level can be defined. In Ref. the conditions for relating the wave functions corresponding to a pair of quantum-mechanical systems whose classical Hamiltonians are canonically equivalent are studied. If one has two arbitrary Hamiltonians related at the classical level by a canonical transformation corresponding to the generating function $`F_1(q,Q),`$ the main issue is to find out what kind of integral transforms can be defined in order to relate the wave functions corresponding to each quantum-mechanical system. Generalizing the Fourier transform, a relationship of the following kind is proposed $$\mathrm{\Theta }_E\left(q\right)=N\left(E\right)_{\mathrm{}}^+\mathrm{}𝑑Qe^{iF(q,Q)}\mathrm{\Phi }_E\left(Q\right)$$ (19) where $`F(q,Q)`$ is not in general the generating function $`F_1(q,Q)`$ for the classical canonical transformation. In Ref. it is shown, however, that this function coincides in fact with the generating function for the classical canonical transformation when the Hamiltonians operators satisfy the condition $$H_q(i\frac{}{q},q)e^{iF(q,Q)}=H_Q(i\frac{}{Q},Q)e^{iF(q,Q)}$$ (20) where some proper boundary conditions in the integration limits are also assumed. If the canonical transformation cannot be represented by means of a generating function of the first kind, analogous integral transforms and conditions can be defined using the corresponding generating function. The inverse of the integral transform $`\left(\text{19}\right)`$ is $$\mathrm{\Phi }_E\left(Q\right)=N_{\mathrm{}}^+\mathrm{}𝑑q\left\|\frac{^2F(q,Q)}{qQ}\right\|e^{iF(q,Q)}\mathrm{\Theta }_E\left(q\right)$$ (21) The canonical transformation defined by $`\left(\text{15}\right)`$ does satisfy the condition $`\left(\text{20}\right).`$ The function $`F(q,Q)`$ coincides then with the generating function $`F_1(q,Q).`$ Once defined this “canonical quantum transformation” the physical solutions of the Wheeler-De Witt equation can be found by transforming the solutions of the Schrödinger equation. Finally the question of defining proper boundary conditions for the solutions of the Wheeler-De Witt equation without knowing how to reduce the system will be addressed. ## III Application to the Taub model ### A Desparametrization We will study the application of the formalism displayed in the previous section to the particular case known as Taub model. In Bianchi cosmological models the minisuperspace is a three dimensional manifold parametrized by two parameters $`(\beta _+,\beta _{})`$ measuring the spatial anisotropy and a parameter $`\alpha `$ measuring the volume of the Universe (Misner parametrization). The Hamiltonian constraint for minisuperspace models has the form $$H=e^{3\alpha }\left\{p_\alpha ^2+p_+^2+p_{}^2+e^{4\alpha }\left[V(\beta _+,\beta _{})1\right]\right\}$$ (22) where $`(p_\alpha ,p_+,p_{})`$ are the momenta canonically conjugate to $`(\alpha ,\beta _+,\beta _{})`$ and the potential $`V(\beta _+,\beta _{})`$ depends upon the particular Bianchi model. The Taub model is a particular case of the Bianchi IX for $`\beta _{}=0,`$ $`p_{}=0`$. For this case the resulting Hamiltonian constraint is $$H=p_\alpha ^2+p_+^2+12\pi ^2e^{4\mathrm{\Omega }}(e^{8\beta _+}4e^{2\beta _+})$$ (23) scaling the Hamiltonian with the factor $`e^{3\alpha }`$ . If we define the variables $`u`$ and $`v`$ by $`\alpha `$ $`=`$ $`v2u`$ (24) $`\beta _+`$ $`=`$ $`u2v`$ (25) the resulting Hamiltonian is (multiplied by 1/6) $$H=\frac{1}{6}\left(p_v^2+36\pi ^2e^{12v}\right)\frac{1}{6}\left(p_u^2+144\pi ^2e^{6u}\right)$$ (26) By means of this coordinate transformation we could in fact separate in the Hamiltonian a subsystem depending on just one pair of canonical variables, which will work as a clock for the other subsystem. A global time is defined by means of the canonical transformation defined in $`\left(\text{15}\right).`$ In our case the new variables are $`t`$ $`=`$ $`Arc\mathrm{sinh}\left({\displaystyle \frac{p_v}{6\pi }}e^{6v}\right)`$ (27) $`p_t^2`$ $`=`$ $`{\displaystyle \frac{1}{36}}\left(p_v^2+36\pi ^2e^{12v}\right)`$ (28) The generator of this transformation is $$F_1(v,t)=\pi e^{6v}\mathrm{sinh}t$$ (29) The Hamiltonian in the new variables results to be $$H=6p_t^2\frac{1}{6}\left(p_u^2+144\pi ^2e^{6u}\right)$$ (30) This expression can be factorized in order to obtain a Hamiltonian linear in $`p_t`$, so giving $$H=\left(\sqrt{6}p_t+\frac{1}{\sqrt{6}}\sqrt{p_u^2+\pi ^2e^{6u}}\right)\left(\sqrt{6}p_t\frac{1}{\sqrt{6}}\sqrt{p_u^2+144\pi ^2e^{6u}}\right)$$ (31) The constraint $`H=0`$ is fulfilled if one of the factors is null on the constraint surface. The other factor has, on the constraint surface, a definite sign, so playing the role of the factor $`f`$ defined before. The scaled Hamiltonian is $`\stackrel{~}{H}={\displaystyle \frac{H}{\sqrt{6}f}}=p_t+{\displaystyle \frac{1}{6}}\sqrt{p_u^2+144\pi ^2e^{6u}}=p_t+h_u`$ with $`f=\left(\sqrt{6}p_t{\displaystyle \frac{1}{\sqrt{6}}}\sqrt{p_u^2+144\pi ^2e^{6u}}\right)`$ ### B Quantization In order to quantize the reduced system we will make the substitution $`p_ti\frac{}{t}`$, $`p_ui\frac{}{u}`$ and impose the constraint $`\widehat{H}\mathrm{\Psi }(t,u)=0`$ yielding the following Schrödinger equation $$i\frac{\mathrm{\Psi }(t,u)}{t}=\widehat{h}_u(u,i\frac{}{u})\mathrm{\Psi }(t,u)$$ (33) Inserting solutions of the form $`\mathrm{\Psi }(t,u)=\varphi \left(u\right)e^{i\sqrt{\frac{E}{6}}t}`$ we obtain a modified Bessel equation for the function $`\varphi \left(u\right).`$ The solutions of this equation are the modified Bessel functions $$\varphi \left(u\right)=CK_{2i\sqrt{\epsilon }}\left(4\pi e^{3u}\right)+DI_{2i\sqrt{\epsilon }}\left(4\pi e^{3u}\right)$$ (34) The functions $`I_{2i\sqrt{\epsilon }}\left(4\pi e^{3u}\right)`$ should be discarded because they diverge when $`u\mathrm{}`$ (classically forbidden zone). The solutions corresponding to the quantization of the reduced system are therefore $$\mathrm{\Psi }(t,u)=Ce^{i\sqrt{\epsilon }t}K_{2i\sqrt{\epsilon }}\left(4\pi e^{3u}\right)$$ (35) On the other hand the Wheeler-De Witt equation associated with the Hamiltonian $`\left(\text{26}\right)`$ is $$\frac{1}{6}\left[\left(\frac{^2}{v^2}+36\pi ^2e^{12v}\right)\frac{1}{6}\left(\frac{^2}{u^2}+144\pi ^2e^{6u}\right)\right]\phi (v,u)=0$$ (36) whose solutions are $$\phi (v,u)=\left[AK_{i\sqrt{\epsilon }}\left(\pi e^{6v}\right)+BI_{i\sqrt{\epsilon }}\left(\pi e^{6v}\right)\right]\left[CK_{2i\sqrt{\epsilon }}\left(4\pi e^{3u}\right)+DI_{2i\sqrt{\epsilon }}\left(4\pi e^{3u}\right)\right]$$ (37) It would not be correct to impose the same kind of boundary conditions used to discard the functions $`I_{2i\sqrt{\epsilon }}\left(4\pi e^{3u}\right)`$ in the quantization of the reduced system. The variable $`v`$ is not a dynamical variable but the variable associated with the clock of the system. It is by no means obvious that the physical solutions should go to zero in the classical forbidden zone. In order to select the physical solutions we will try to apply the “quantum canonical transformations” defined in $`\left(\text{21}\right)`$ to the solutions of the Wheeler-De Witt equation. The physical solutions will be those whose transformed functions are the solutions of the Schrödinger equation $`e^{i\sqrt{\epsilon }t}.`$ We will begin by transforming the functions which go to zero in the classically forbidden zone, i.e., the functions $`\mathrm{\Theta }\left(v\right)=K_{i\sqrt{\epsilon }}\left(\pi e^{6v}\right).`$ The transformed functions are $`\mathrm{\Phi }\left(t\right)`$ $`=`$ $`N{\displaystyle _{\mathrm{}}^+\mathrm{}}𝑑v6\pi e^{6v}\mathrm{cosh}te^{i\pi e^{6v}\mathrm{sinh}t}K_{i\sqrt{\epsilon }}\left(\pi e^{6v}\right)`$ (38) $`=`$ $`{\displaystyle \frac{\pi N}{4\mathrm{sinh}\left(\frac{\pi \sqrt{\epsilon }}{2}\right)\mathrm{cosh}\left(\frac{\pi \sqrt{\epsilon }}{2}\right)}}\left[e^{\frac{\pi \sqrt{\epsilon }}{2}}e^{i\sqrt{\epsilon }t}e^{\frac{\pi \sqrt{\epsilon }}{2}}e^{i\sqrt{\epsilon }t}\right]`$ (39) In this way it is manifest that the transformation of the functions $`\mathrm{\Theta }\left(v\right)=K_{i\sqrt{\epsilon }}\left(\pi e^{6v}\right)`$ do not give the solutions of the Schrödinger equation $`e^{i\sqrt{\epsilon }t}.`$ On the contrary they correspond to a combination of positive and negative energies states $$K_{i\sqrt{\epsilon }}\left(\pi e^{6v}\right)\frac{\pi N}{4\mathrm{sinh}\left(\frac{\pi \sqrt{\epsilon }}{2}\right)\mathrm{cosh}\left(\frac{\pi \sqrt{\epsilon }}{2}\right)}\left[e^{\frac{\pi \sqrt{\epsilon }}{2}}e^{i\sqrt{\epsilon }t}e^{\frac{\pi \sqrt{\epsilon }}{2}}e^{i\sqrt{\epsilon }t}\right]$$ (40) By transforming the right side of $`\left(\text{40}\right)`$ one should recover the original function $`\mathrm{\Theta }\left(v\right)=K_{i\sqrt{\epsilon }}\left(\pi e^{6v}\right),`$ so one obtains the factor $`N=\frac{1}{\sqrt{\pi }},`$ which does not depend on the energy. As the functions $`\mathrm{\Theta }\left(v\right)=K_{i\sqrt{\epsilon }}\left(\pi e^{6v}\right)`$ are not definite energy states, we will apply the transformation $`\left(\text{21}\right)`$ to the other subspace of solutions, i.e., to the functions $`I_{\pm i\sqrt{\epsilon }}\left(\pi e^{6v}\right),`$ which diverge in the classically forbidden zone. The resulting integral has the form $$\mathrm{\Phi }\left(t\right)=\frac{1}{\sqrt{\pi }}_{\mathrm{}}^+\mathrm{}𝑑v6\pi e^{6v}\mathrm{cosh}te^{i\pi e^{6v}\mathrm{sinh}t}I_{\pm i\sqrt{\epsilon }}\left(\pi e^{6v}\right)$$ (41) This integral diverges unless one gives an imaginary part $`\eta `$ to $`t.`$ Replacing $`tt+i\frac{\pi }{2}`$ in $`\left(\text{41}\right)`$ one can actually perform the integration. Replacing $`tti\frac{\pi }{2}`$ in the result of the integral one can go back to the original real time variable, obtaining the correspondence $$I_{\pm i\sqrt{\epsilon }}\left(\pi e^{6v}\right)\mathrm{\Phi }\left(t\right)=\frac{i}{\sqrt{\pi }}e^{\sqrt{\epsilon }\frac{\pi }{2}}e^{i\sqrt{\epsilon }t}$$ (42) The functions $`I_{i\sqrt{\epsilon }}\left(\pi e^{6v}\right)`$ and $`I_{i\sqrt{\epsilon }}\left(\pi e^{6v}\right)`$ do represent then the positive and negative energy states respectively This result can be verified by testing the consistence of $`\left(\text{42}\right)`$ with $`\left(\text{40}\right)`$ and the expression $$K_v\left(z\right)=\frac{\pi }{2}\frac{I_v\left(z\right)I_v\left(z\right)}{\mathrm{sin}\left(v\pi \right)}$$ (43) In fact, transforming the right side of $`\left(\text{43}\right)`$ using $`\left(\text{42}\right)`$ one does obtain the right side of $`\left(\text{40}\right),`$ verifying in this way the coherence of the found correspondences $`(\text{40},\text{ }\text{42})`$ between both representations.. In this way we could establish which subspace of the whole space of solutions of the Wheeler-De Witt equation is the physical one. It is remarkable that the functions in the selected subspace do not decay in the classically forbidden zone. ### C Boundary conditions It would be interesting if one could define certain boundary conditions which would not rely on the fact that one knows how to reduce the system, and which would select the same physical functions imposed by the quantization of the reduced system. Let us start by considering the following Hamiltonian $$H=p_1^2+V\left(q_1\right)h_{q_\mu }(q_\mu ,p_\mu )\text{}\mu =2,..,N$$ (44) and suppose that $`\phi (q_1,q_\mu )=`$ $`\mathrm{\Theta }\left(q_1\right)\varphi \left(q_\mu \right)`$ is the solution of the Wheeler-De Witt equation associated with this Hamiltonian. Instead of performing a canonical transformation so that the new Hamiltonian is quadratic in the new momentum $`p_t`$, we will study the wave functions obtained by solving the Wheeler-De Witt equation associated with the Hamiltonian $`\left(\text{44}\right)`$ in the region $`L`$ where $`V\left(q_1\right)`$ tends to zero. In this region the Hamiltonian is $$H=p_1^2h_{q_\mu }(q_\mu ,p_\mu )$$ (45) The solutions of the quantum-mechanical system corresponding to the sheet in which $`p_1`$ is negative (positive energy solutions) will be combinations of $`\phi (q_1,q_\mu )=\varphi \left(q_\mu \right)e^{i\sqrt{\epsilon }q_1}.`$ One would expect that these solutions do coincide with the asymptotic expressions in the region $`L`$ of the functions $`\phi (q_1,q_\mu )=`$ $`\mathrm{\Theta }\left(q_1\right)\varphi \left(q_\mu \right)`$, i.e., it would be necessary that $`\mathrm{\Theta }\left(q_1\right)`$ $``$ $`e^{i\sqrt{\epsilon }q_1}`$ (46) $`q_1`$ $``$ $`L`$ (47) The definite energy solutions will thus be those functions $`\mathrm{\Theta }\left(q_1\right)`$ which do behave in the asymptotic region like a plane wave, ingoing or outgoing. This criterium relies on the fact that in the asymptotic region time is (modulus a sign) the variable $`q_1.`$ In order to test this criterium in the case of the Taub model let us see the behavior of the Bessel functions in the region where $`v\mathrm{}`$ $`\left(V\left(q_1\right)0\right)`$. The asymptotic expressions are $`I_v\left(z\right)`$ $``$ $`{\displaystyle \frac{\left(\frac{1}{2}z\right)^v}{\mathrm{\Gamma }\left(v+1\right)}}`$ (48) $`K_v\left(z\right)`$ $``$ $`{\displaystyle \frac{\pi }{2\mathrm{sin}\left(v\pi \right)}}\left[{\displaystyle \frac{\left(\frac{1}{2}z\right)^v}{\mathrm{\Gamma }\left(v+1\right)}}{\displaystyle \frac{\left(\frac{1}{2}z\right)^v}{\mathrm{\Gamma }\left(v+1\right)}}\right]`$ (49) The asymptotic expression for $`K_v\left(z\right)`$ was obtained using the formula $`\left(\text{43}\right)`$. The asymptotic expressions are thus $$I_{i\sqrt{\epsilon }}\left(\pi e^{6v}\right)\frac{\left(36\pi ^2\right)^{\frac{i\sqrt{\epsilon }}{2}}}{\left(12\right)^{i\sqrt{\epsilon }}\mathrm{\Gamma }\left(i\sqrt{\epsilon }+1\right)}e^{i\sqrt{\epsilon }6v}$$ (50) $$K_{i\sqrt{\epsilon }}\left(\pi e^{6v}\right)\frac{\pi }{2\mathrm{sin}\left(v\pi \right)}\left[\frac{\left(36\pi ^2\right)^{\frac{i\sqrt{\epsilon }}{2}}}{\left(12\right)^{i\sqrt{\epsilon }}\mathrm{\Gamma }\left(i\sqrt{\epsilon }+1\right)}e^{i\sqrt{\epsilon }6v}\frac{\left(36\pi ^2\right)^{\frac{i\sqrt{\epsilon }}{2}}}{\left(12\right)^{i\sqrt{\epsilon }}\mathrm{\Gamma }\left(i\sqrt{\epsilon }+1\right)}e^{i\sqrt{\epsilon }6v}\right]$$ (51) In this way we confirm that the functions $`K_{i\sqrt{\epsilon }}\left(\pi e^{6v}\right)`$ do correspond to a combination of positive and negative energy states. The functions $`I_{\pm i\sqrt{\epsilon }}\left(\pi e^{6v}\right)`$ do correspond to states of positive or negative energy respectively. The proposed criterium establishes boundary conditions with the definite meaning of selecting the positive energy states. The space of solutions of these positive energy states can be endowed with the positive definite Schrödinger inner product. It is remarkable that the proposed boundary conditions coincides with the criterium proposed by Wald . ## IV Conclusions In this work it was addressed the question of quantizing minisuperspace models by studying the particular case known as Taub Model. The main two problems which arise in the canonical approach are the boundary conditions to be imposed on the solution of the Wheeler-De Witt equation and the inner product to be defined in the corresponding Hilbert space. In the Taub model it is possible to perform a coordinate transformation in order to separate in the Hamiltonian constraint a subsystem depending on just one pair of canonical variables. In this new set of variables the Hamiltonian has thus the form $`H=h_{q_1}(q_1,p_1)h_{q_\mu }(q_\mu ,p_\mu )`$ where the subsystem $`h_{q_1}`$ will work as the clock of the model. Performing a canonical transformation it is possible to transform the subsystem $`h_{q_1}`$ in a free system $`h_t=p_t^2.`$ This kind of time variables are known as $`\mathrm{`}\mathrm{`}`$extrinsic time” because they are associated not only with the coordinates but also with the momenta . Extrinsic times are specially important in quantum gravity because it is not possible to reduce the system by identifying an intrinsic time, i.e., a global time variable in the configuration space, as it happens for the relativistic particle. The new Hamiltonian $`H=`$ $`p_t^2h_{q_\mu }(q_\mu ,p_\mu )`$ can be factorized in two disconnected sheets. In order to satisfy the constraint $`H=0`$ it is necessary that one of this factors goes to zero on the constraint surface. As the other one has thus a definite sign on the constraint surface, it is possible to scale the Hamiltonian constraint in order to find a Hamiltonian linear in the new momentum $`p_t.`$ This Hamiltonian can be quantized by means of an ordinary Schrödinger equation. The canonical transformation used to reduce the system satisfies the necessary conditions to define the integral transforms which relate the wave functions corresponding to the quantization of both Hamiltonian systems. It is thus possible to transform the positive energy solutions of the parabolic Schrödinger equation in order to find out those solutions of the hyperbolic Wheeler-De Witt equation which are the physical ones. Armed with the knowledge of the physical solutions, we tried define a criterium to select those solutions without using the fact that the reduced system is known. In order to do that it was studied the asymptotic behavior in the free zone $`\left(V\left(q_1\right)0\right)`$ of the solutions of the Wheeler-De Witt equation. We argue that in that area the time is (minus a sign) the variable $`q_1`$. It is thus necessary that the functions $`\mathrm{\Phi }\left(q_1\right)`$ behave as an outgoing or ingoing plane wave, i.e., as definite energies states. The wave functions satisfying this criterium do coincide with the physical functions selected by reducing the system. ###### Acknowledgements. This work was supported by Fundación Antorchas, Consejo Nacional de Investigación Científicas y Técnicas (CONICET) and Universidad de Buenos Aires (Proy. TX 64).
warning/0006/hep-th0006241.html	ar5iv	text	# Untitled Document The D0-brane metric in $`N`$ = 2 sigma models Thomas Wynter wynter@wasa.saclay.cea.fr SPhT, CEA-Saclay, 91191 Gif-sur-Yvette, France Abstract We investigate the physical metric seen by a D0-brane probe in the background geometry of an $`N=2`$ sigma model. The metric is evaluated by calculating the Zamolodchikov metric for the disc two point function of the boundary operators corresponding to the displacement of the D0-brane boundary. At two loop order we show that the D0 metric receives an $`R^2`$ contribution. SPhT 00/115 June 2000 1. Introduction D-branes have provided new insights into the meaning of quantum geometry. Used as local probes of string/M theory they have led to the concept of D-geometry, the particular geometry seen by a D-brane (see for reviews). In this article we investigate the D-brane metric, the metric seen by a D0 brane probe in curved space. We will work in the classical string limit, $`g_s=0`$, and will focus on a background Kahler geometry provided by an $`N=2`$ non-linear sigma model. The calculations will be performed as a perturbative expansion in $`l_s/l_R`$ where $`l_s`$ is the string length and $`l_R`$ is the typical curvature radius of the background geometry. The sigma model metric must satisfy certain equations of motion to provide a conformally invariant theory. They can be written in terms of a powers series in $`l_s^2`$ with the powers of $`l_s^{2n}`$ arising from an n loop calculation. At lowest order the metric must be Ricci flat. On general grounds it was known that for a Ricci flat metric the two loop contribution to the beta function must also be zero since, for a Kahler metric, the only allowed tensors of the correct order vanish for Ricci flat metrics. In particular terms such as $`R^2`$ (which occur for the bosonic theory) cannot be generated since they cannot arise from a Kahler potential. Specific calculations showed that this was indeed the case and were eventually pushed out to four loop order . The results being that up to three loops the beta function vanishes for Ricci flat metrics, but at four loops there is an $`R^4`$ contribution which is non-zero for Ricci flat metrics. Ricci flat metrics are thus a first approximation to the allowed background metrics of string theory. Starting from a Ricci flat metric one can perturbatively (in $`l_s^2`$) construct a finite metric satisfying the four loop beta function equation . It is always possible to find finite globally well defined non-Ricci flat corrections to the Kahler potential whose one loop divergences cancel the divergences from higher loops. There is nevertheless an ambiguity in the definition of the sigma model metric. At each order in $`l_s^2`$ counter-terms are added to cancel the divergences. Nothing in the renormalization procedure, however, determines the finite part of these counter-terms. They can in principle be any covariant tensor of the correct order constructed from the metric. These counterterms might themselves then lead to divergences, and can thus alter the beta function and hence the equation of motion that the sigma model metric must satisfy. There is nevertheless a physical metric seen by the string. Its equations of motion are determined by string theory scattering amplitudes. The calculations of showed that, at least to four loop order, the procedure of minimal subtraction led to beta function equations of motion for the sigma model metric identical to those deduced from string scattering amplitudes. The finite counter term procedure of showed how to construct a finite sigma model metric satisfying the string scattering amplitude equations of motion. This metric can be called the“physical” sigma model metric. The question addressed in this paper is the relation between this physical sigma model metric and the metric seen by a D0 brane probe. The low energy effective action for the motion of a D0-brane in curved space is of the form $$S=𝑑tg_{ij}^D_tX^i_tX^j.$$ Since we are looking at the classical string limit, $`g_s=0`$, we will be considering the disc amplitude. The metric $`g^D`$ seen by a D0-brane is a well defined physical metric, given in terms of the disc two point function for the boundary operators $`𝒪_i=g_{ij}_nX^j`$ corresponding to shifting the D0-brane boundary(The derivative $`_n`$ is the derivative normal to the boundary). Specifically we have $$<𝒪_i(x_1)𝒪_j(x_2)>=g_{ij}^D\frac{1}{2\pi (x_1x_2)^2}$$ The $`1/(x_1x_2)^2`$ dependence is determined on dimensional grounds. The Zamolodchikov metric $`g_{ij}^D`$ is the metric on the moduli space for the D0-brane with the moduli space being the position of the D0-brane in the curved target space. A heuristic way to understand the connection between the metric $`g_{ij}^D`$ in (1.1) and the metric appearing in the low energy effective action is that the Zamolodchikov metric gives the normalization for the states created by the operators $`𝒪^i`$. For the calculation of the Zamolodchikov metric we will take as our bulk CFT an $`N=2`$ sigma model whose metric satisfies the beta function equations of motion. The sigma model metric will thus be written as a power series in $`l_s^2`$. To order $`l_s^4`$ the metric is Ricci flat. Although the calculations resemble those used to evaluate the sigma model beta function, there are important differences. For the sigma model beta function calculation it is only the divergent contributions that are important, whereas for the Zamolodchikov metric it is the finite terms that are physically relevant (the vanishing of the divergent terms is assured by the fact that metric satisfies the beta function equations of motion). It is thus not at all obvious that the Zamolodchikov metric will be identical to the sigma model metric. There are, for example, a priori no reasons why the metric should be a Kahler metric and hence no a priori reason why at two loop order there cannot be terms in the metric of the form $`R^2`$ which do not vanish for Ricci flat metrics. Below the Zamolodchikov metric is calculated out to two loop order. It is found that there is such a contribution. This leads to a D0 brane metric that is neither Ricci flat (at order $`l_s^4`$) nor derivable from a Kahler potential. It is thus a physically different metric from that seen by the string. We start in section 2 with a brief overview of Kahler geometry and the background field method. Calculations are greatly simplified by the use of the superfield formalism (see for example ). The fact that we have a boundary leads to slight modifications in the propagators and superderivative/propagator identities from the case without a boundary. Section 3 is devoted to determining these differences and setting up the Feynman rules. In section 4 we calculate the Zamolodchikov metric up to two loops. 2. The $`N=2`$ action and the background field method The sigma model action, written in terms of chiral $`\mathrm{\Phi }^I(z,\theta ,\overline{\theta })`$ and antichiral $`\overline{\mathrm{\Phi }}^{\overline{J}}(z,\theta ,\overline{\theta })`$ superfields, is given by $$S=d^2zd^4\theta K(\mathrm{\Phi },\overline{\mathrm{\Phi }}).$$ where $`K(\mathrm{\Phi },\overline{\mathrm{\Phi }})`$ is the Kahler potential and the bosonic components of $`\mathrm{\Phi }`$ and $`\overline{\mathrm{\Phi }}`$ are coordinates on the Kahler manifold. The world sheet topology is that of the disc with boundary mapped to the real axis and the integral over $`d^2z`$ defined over the upper half plane. Calculations will be performed using the background field method. We start with a classical string world sheet. Since the world sheets we are considering have the topology of a disc they will classically collapse down to a single space time point. We write the fields as a constant part $`\mathrm{\Phi }_{cl}`$, corresponding to this space time point plus a quantum part $`\mathrm{\Phi }(z,\theta )`$ : $$\mathrm{\Phi }_{total}(z,\theta )=\mathrm{\Phi }_{cl}+\mathrm{\Phi }(z,\theta ).$$ The Kahler potential is then expanded as a power series in the quantum fields. $$\begin{array}{cc}\hfill K(\mathrm{\Phi }_{total},\overline{\mathrm{\Phi }}_{total})=& K_{I\overline{J}}\mathrm{\Phi }^I\overline{\mathrm{\Phi }}^{\overline{J}}\hfill \\ & +\frac{1}{2!}K_{IJ\overline{K}}\mathrm{\Phi }^I\mathrm{\Phi }^J\overline{\mathrm{\Phi }}^{\overline{K}}+\frac{1}{2!}K_{I\overline{J}\overline{K}}\mathrm{\Phi }^I\overline{\mathrm{\Phi }}^{\overline{J}}\overline{\mathrm{\Phi }}^{\overline{K}}\hfill \\ & +\frac{1}{3!}K_{IJK\overline{L}}\mathrm{\Phi }^I\mathrm{\Phi }^J\mathrm{\Phi }^K\overline{\mathrm{\Phi }}^{\overline{L}}+\frac{1}{(2!)^2}K_{IJ\overline{K}\overline{L}}\mathrm{\Phi }^I\mathrm{\Phi }^J\overline{\mathrm{\Phi }}^{\overline{K}}\overline{\mathrm{\Phi }}^{\overline{L}}+\frac{1}{3!}K_{I\overline{J}\overline{K}\overline{L}}\mathrm{\Phi }^I\overline{\mathrm{\Phi }}^{\overline{J}}\overline{\mathrm{\Phi }}^{\overline{K}}\overline{\mathrm{\Phi }}^{\overline{L}}\hfill \\ & +\mathrm{}\hfill \end{array}$$ where the coefficients $`K_{I_1,I_2,\mathrm{},\overline{J}_1,\overline{J}_2,\mathrm{}}`$ are given by taking derivatives of the Kahler potential : $$K_{I_1,I_2,\mathrm{},\overline{J}_1,\overline{J}_2,\mathrm{}}\frac{}{\mathrm{\Phi }_{I_1}}\frac{}{\mathrm{\Phi }_{I_2}}\mathrm{}\frac{}{\overline{\mathrm{\Phi }}_{\overline{J}_1}}\frac{}{\overline{\mathrm{\Phi }}_{\overline{J}_2}}\mathrm{}K(\mathrm{\Phi },\overline{\mathrm{\Phi }})\|_{\mathrm{\Phi }=\mathrm{\Phi }_{cl}}.$$ We have dropped terms that involve only chiral or only antichiral fields in (2.1). The fact that the world sheet has collapsed to a single space time point means that the coefficients of the power series are constant and thus that in the action (2.1) such terms can be written as total derivatives. Note that it is not possible to use normal coordinates since the field redefinitions necessary to transform to normal coordinates would in general mix chiral and antichiral fields. The individual coefficients are thus not covariant. As we will see below, however, the coefficients nevertheless combine together to give a covariant result for the Zamolodchikov metric. Below we give the expressions for the Kahler metric, connection and curvature tensor. The Kahler metric $`g_{I\overline{J}}`$ is given by $$g_{I\overline{J}}=K_{I\overline{J}}.$$ Its inverse we denote by $`K^{I\overline{J}}`$. The only non zero components of the connection are $$\mathrm{\Gamma }_{JK}^I=K^{I\overline{L}}K_{\overline{L}JK}\mathrm{and}\mathrm{\Gamma }_{\overline{J}\overline{K}}^{\overline{I}}=K^{\overline{I}L}K_{L\overline{J}\overline{K}}.$$ The curvature tensor $`R_{I\overline{J}K\overline{L}}`$ takes the simple form $$R_{I\overline{J}K\overline{L}}=K_{I\overline{J}K\overline{L}}K_{IK\overline{M}}K_{\overline{J}\overline{L}N}K^{\overline{M}N}.$$ 3. $`N=2`$ superfields and feynman rules in the prescence of a boundary In this section we fix our conventions for definitions of superfields and superderivatives, and derive the superfield propagator and superderivative/propagator identities in the presence of a boundary. There are four fermionic variables $`\theta ^+`$, $`\theta ^{}`$, $`\overline{\theta }^+`$ and $`\overline{\theta }^{}`$, and a complex coordinate $`z=x+iy`$. Integration over $`\theta `$ and $`z`$ are given by $$d^4\theta =𝑑\theta ^+𝑑\theta ^{}𝑑\overline{\theta }^+𝑑\overline{\theta }^{}\mathrm{with}𝑑\theta \theta =1\mathrm{and}d^2z=d^2x$$ There are four superderivatives : $$\begin{array}{cc}\hfill D^+& =\frac{}{\theta ^+}+\overline{\theta }^+\overline{}\overline{D}^+=\frac{}{\overline{\theta }^+}+\theta ^+\overline{}\hfill \\ \hfill D^{}& =\frac{}{\theta ^{}}+\overline{\theta }^{}\overline{D}^{}=\frac{}{\overline{\theta }^{}}+\theta ^{}\hfill \end{array}$$ They satisfy $$\{D^+,\overline{D}^+\}=2\overline{},\{D^{},\overline{D}^{}\}=2\mathrm{and}[D^2,\overline{D}^2]=4\overline{},$$ where we are using the conventions $$D^2=D^+D^{}\mathrm{and}\theta ^2=\theta ^+\theta ^{}$$ and similarly for the barred superderivatives and $`\theta `$’s. A chiral field $`\mathrm{\Phi }`$ satisfies $`\overline{D}\mathrm{\Phi }(z,\theta )=0`$ and an antichiral field $`\overline{\mathrm{\Phi }}`$ satisfies $`D\overline{\mathrm{\Phi }}(z,\theta )=0`$. Their $`\theta `$ component expansions are $$\begin{array}{cc}\hfill \mathrm{\Phi }(z,\theta )& =\left[1+(\theta ^{}\overline{\theta }^{}+\theta ^+\overline{\theta }^+\overline{})\theta ^2\overline{\theta }^2\overline{}\right]X(z)\hfill \\ & +\theta ^+\left[1+\theta ^{}\overline{\theta }^{}\right]\mathrm{\Psi }_+(z)+\theta ^{}\left[1+\theta ^+\overline{\theta }^+\overline{}\right]\mathrm{\Psi }_{}(z)\hfill \\ & +\theta ^2F(z)\hfill \end{array}$$ $$\begin{array}{cc}\hfill \overline{\mathrm{\Phi }}(z,\theta )& =\left[1(\theta ^{}\overline{\theta }^{}+\theta ^+\overline{\theta }^+\overline{})\theta ^2\overline{\theta }^2\overline{}\right]X^{}(z)\hfill \\ & +\overline{\theta }^+\left[1\theta ^{}\overline{\theta }^{}\right]\mathrm{\Psi }_+^{}(z)+\overline{\theta }^{}\left[1\theta ^+\overline{\theta }^+\overline{}\right]\mathrm{\Psi }_{}^{}(z)\hfill \\ & +\overline{\theta }^2F^{}(z)\hfill \end{array}$$ We derive the propagator in flat space for a single chiral and antichiral field. The propagator of the curved space action (2.1) is then given by introducing indices $`I`$, $`\overline{J}`$ for the chiral and antichiral fields and prefactoring the propagator we find below by the inverse metric $`K^{I\overline{J}}`$. The flat space action for a single chiral and antichiral field is $$\begin{array}{cc}\hfill S& =d^2zd^4\theta \mathrm{\Phi }\overline{\mathrm{\Phi }}\hfill \\ & =d^2z\left[X(4\overline{})X^{}+2\mathrm{\Psi }_+\mathrm{\Psi }_+^{}+2\mathrm{\Psi }_{}\overline{}\mathrm{\Psi }_{}^{}+\|F\|^2\right]\hfill \\ & =d^2x\left[X()X^{}+\mathrm{\Psi }_+(_xi_y)\mathrm{\Psi }_+^{}+\mathrm{\Psi }_{}(_x+i_y)\mathrm{\Psi }_{}^{}+\|F\|^2\right]\hfill \end{array}$$ The boundary conditions on the fields are $$X(\overline{z},z)=X(z,\overline{z})\mathrm{and}\mathrm{\Psi }_{}(z,\overline{z})=\mathrm{\Psi }_+(\overline{z},z)$$ This leads to the bosonic propagator $$<X(z_1,\overline{z}_1)X^{}(z_2,\overline{z}_2)>=\frac{1}{2\pi }\left(\mathrm{ln}\|z_1z_2\|\mathrm{ln}\|z_1\overline{z}_2\|\right),$$ satisfying $$\begin{array}{cc}\hfill 4_1\overline{}_1<X(z_1,\overline{z}_1)X^{}(z_2,\overline{z}_2)>& =<X(z_1,\overline{z}_1)X^{}(z_2,\overline{z}_2)>\hfill \\ & =\delta ^2(z_1z_2)\delta ^2(z_1\overline{z}_2),\hfill \end{array}$$ and fermionic propagators $$\begin{array}{cc}\hfill <\mathrm{\Psi }_+(z)\mathrm{\Psi }_+(z^{})>& =\frac{1}{2\pi }\frac{1}{\overline{z}\overline{z}^{}}\hfill \\ \hfill <\mathrm{\Psi }_{}(z)\mathrm{\Psi }_{}(z^{})>& =\frac{1}{2\pi }\frac{1}{zz^{}}\hfill \\ \hfill <\mathrm{\Psi }_+(z)\mathrm{\Psi }_{}(z^{})>& =+\frac{1}{2\pi }\frac{1}{\overline{z}z^{}}\hfill \\ \hfill <\mathrm{\Psi }_{}(z)\mathrm{\Psi }_+(z^{})>& =+\frac{1}{2\pi }\frac{1}{z\overline{z}^{}}\hfill \end{array}$$ The superfield propagators can be built up from the component propagators (3.1) and (3.1). One finds (see the appendix for some useful identities for the superderivatives). $$\begin{array}{cc}\hfill <\mathrm{\Phi }(z_1,\theta _1)\overline{\mathrm{\Phi }}(z_2,\theta _2)>& =\frac{1}{2\pi }D_1^2\overline{D}_2^2[(\theta _1\theta _2)^4\mathrm{ln}\|z_1z_2\|+(\theta _1^{^{}}\theta _2)^4\mathrm{ln}\|z_1\overline{z}_2\|]\hfill \\ & =\frac{1}{2\pi }D_1^2\overline{D}_1^2[(\theta _1\theta _2)^4\mathrm{ln}\|z_1z_2\|(\theta _1^{^{}}\theta _2)^4\mathrm{ln}\|z_1\overline{z}_2\|]\hfill \\ & =\frac{1}{2\pi }\overline{D}_2^2D_2^2[(\theta _1\theta _2)^4\mathrm{ln}\|z_1z_2\|(\theta _1^{^{}}\theta _2)^4\mathrm{ln}\|z_1\overline{z}_2\|]\hfill \end{array}$$ where $`{}_{}{}^{^{}}\theta `$ means the $`+`$ and $``$ components have been interchanged. Again using the identities in the appendix one can show that the propagators satisfy $$\begin{array}{cc}\hfill D_2^2<\mathrm{\Phi }(z_1,\theta _1)\overline{\mathrm{\Phi }}(z_2,\theta _2)>=& D_2^2[(\theta _1\theta _2)^4\delta ^2(z_1z_2)(\theta _1^{^{}}\theta _2)^4\delta ^2(z_1\overline{z}_2)]\hfill \\ \hfill \overline{D}_1^2<\mathrm{\Phi }(z_1,\theta _1)\overline{\mathrm{\Phi }}(z_2,\theta _2)>=& \overline{D}_1^2[(\theta _1\theta _2)^4\delta ^2(z_1z_2)(\theta _1^{^{}}\theta _2)^4\delta ^2(z_1\overline{z}_2)]\hfill \end{array}$$ It is not so obvious that these identities would still hold true in the presence of a boundary, (indeed for the $`N=1`$ superfield formalism the analogous identities no longer hold when there is a boundary). The fact that they do hold means that in evaluating Feynman diagrams one can manipulate superderivatives and collapse propagators just as one does for the case without boundary. Finally we give the expressions for the propagators connected to the boundary operator $`𝒪(x)=_yX(z)\|_{y=0}`$ : $$\begin{array}{cc}\hfill <𝒪(x_0)\overline{\mathrm{\Phi }}(z_1,\theta _1)>& =\frac{1}{\pi }\overline{D}_1^2\overline{\theta }_1^2_{y_1}\mathrm{ln}\|x_0z_1\|,\hfill \\ \hfill <𝒪^{}(x_0)\mathrm{\Phi }(z_1,\theta _1)>& =\frac{1}{\pi }D_1^2\theta _1^2_{y_1}\mathrm{ln}\|x_0z_1\|,\hfill \end{array}$$ and for the tadpole propagator which starts and finishes at the same point $$<\mathrm{\Phi }(z,\theta )\overline{\mathrm{\Phi }}(z,\theta )>=\frac{1}{2\pi }[\mathrm{ln}\|0\|\mathrm{ln}\|2y\|i(\overline{\theta }^{}\theta ^+\overline{\theta }^+\theta ^{})\frac{1}{2y}+\theta ^4[\frac{1}{4y^2}\pi \delta (0)\delta (2y)]].$$ The tadpole propagator satisfies $$D^2<\mathrm{\Phi }(z,\theta )\overline{\mathrm{\Phi }}(z,\theta )>^n=\overline{D}^2<\mathrm{\Phi }(z,\theta )\overline{\mathrm{\Phi }}(z,\theta )>^n=0,$$ where $`n`$ is any positive integer. 3.1. Feynman rules The propagators given above were for a single chiral anti-chiral field pair in flat space. The curved space propagator is given by including chiral and anti-chiral indices and an inverse metric $`K^{I\overline{J}}`$. Since the superderivatives act at opposite ends of the propagator it is a standard convention to include the superderivatives on the vertices rather than the propagators. In other words diagrammatically we have for the propagators and vertices. $$\begin{array}{cc}\hfill \text{}=& K^{I\overline{J}}\frac{1}{2\pi }[\delta (\theta _1\theta _2)\mathrm{ln}\|z_1z_2\|+\delta (\theta _1^{^{}}\theta _2)\mathrm{ln}\|z_1\overline{z}_2\|],\hfill \\ \hfill \text{}=& K_{IJ\overline{K}}(D^2\mathrm{})(D^2\mathrm{})(\overline{D}^2\mathrm{})\hfill \end{array}$$ The dots after the the $`D^2`$ and $`\overline{D}^2`$ for the vertices mean that the superderivatives act on the propagators attached to the vertices. For compactness of diagrammatic notation a solid bar on the leg of a vertex denotes a $`\overline{D}^2`$ whereas for legs without a bar we associate a $`D^2`$. There are three diagrammatic rules that are easily derived using the Feynman rules (3.1) and the identities (3.1). Firstly each time one has a vertex with a single chiral field and all other fields anti-chiral one can integrate by parts two superderivatives off the antichiral legs onto the chiral leg. By the identity (3.1) this collapses a propagator. $$\text{}=\text{}=\text{}$$ An analogous identity obviously applies when there is a single chiral leg and all the other legs are chiral. A second observation helps to reduce the number of diagrams that contribute to the Zamolodchikov metric. For non-zero diagrams the internal legs of the vertices connected to the boundary must have at least one field of opposite chirality to the boundary operator. Diagrams in which all legs are of the same chirality as that of the boundary operator give zero since one can integrate by parts superderivatives from the internal legs onto the external leg, collapsing a propagator. The internal legs of the vertex then have their endpoints on the boundary where the propagators are zero. Note that there is a normal derivative from the boundary operator acting on one of the propagators (rendering it non-zero) but since there is more than one propagator with its endpoint on the boundary the total result is zero. $$\text{}=\text{}=\text{}=\mathrm{\hspace{0.17em}\hspace{0.17em}\hspace{0.17em}0}$$ Finally there is an identity involving the tadpole propagator which can be stated graphically as $$\text{}=\mathrm{\hspace{0.17em}0}.$$ The vertex to which the tadpoles are attached has all other legs of the same chirality. One can thus integrate by parts a $`D^2`$ (or $`\overline{D}^2`$) off one of the legs and onto the tadpoles, leading to zero by (3.1). 4. Zero, one and two loop contributions to the Zamolodchikov metric The tree level contribution to the Zamolodchikov metric is just given by the propagator. In other words we have $$\begin{array}{cc}\hfill g_{I\overline{J}}^{(0)}& =2\pi (x_1x_2)^2<𝒪_I(x_1)\overline{𝒪}_{\overline{J}}(x_2)>_{\mathrm{tree}\mathrm{level}}\hfill \\ & =\text{}K_{I\overline{J}}\hfill \\ & =K_{I\overline{J}}\hfill \end{array}$$ To simplify the presentation all Feynman diagrams in this section include the prefactor $`2\pi (x_1x_2)^2`$. The Feynman diagram consisting of a single propagator connecting the two boundary operators is thus, by definition, equal to one. Using the diagrammatic rule (3.1) their are only two diagrams that contribute at one loop : $$g_{I\overline{I}}^{(1)}=K_{I\overline{I}J\overline{J}}K^{J\overline{J}}\text{}+K_{IJ\overline{K}}K_{\overline{I}\overline{J}K}K^{J\overline{J}}K^{K\overline{K}}\text{}$$ It is then easy to use the diagrammatic rule (3.1) to collapse the bottom propagator of the first diagram so that it has an identical form to the first. $$\begin{array}{cc}\hfill g_{I\overline{I}}^{(1)}=& \left[K_{I\overline{I}J\overline{J}}K^{J\overline{J}}+K_{IJ\overline{K}}K_{\overline{I}\overline{J}K}K^{J\overline{J}}K^{K\overline{K}}\right]\text{}\hfill \\ \hfill =& R_{I\overline{I}}\text{}\hfill \\ \hfill =& 0\hfill \end{array}$$ The tensors $`K_{\mathrm{}}`$ have combined to give the Ricci tensor which is zero at this order in $`l_s^2`$. We now turn to the two loop diagrams. They involve vertices of order three, four, five and six. Using the diagrammatic identity (3.1) however all three vertices can have one of their propagators collapsed, as can the four vertices with three legs of same chirality. One thus finds that all diagrams collapse down to one of four distinct types. We have $$g_{I\overline{I}}^{(2)}=g_{I\overline{I}}^{(2a)}+g_{I\overline{I}}^{(2b)}+g_{I\overline{I}}^{(2c)}+g_{I\overline{I}}^{(2d)}.$$ The first type of contribution, $`g_{I\overline{J}}^{(2a)}`$ consists of diagrams that collapse down to a double tadpole : $$g_{I\overline{I}}^{(2a)}=g_{I\overline{I}}^{(2a1)}+g_{I\overline{I}}^{(2a2)}+g_{I\overline{I}}^{(2a3)}+g_{I\overline{I}}^{(2a4)},$$ where $$g_{I\overline{I}}^{(2a1)}=\frac{1}{2}K_{I\overline{I}K\overline{J}L\overline{K}}K^{J\overline{J}}K^{K\overline{K}}\text{},$$ $$\begin{array}{cc}\hfill g_{I\overline{I}}^{(2a2)}=& [\frac{1}{2}K_{IJK\overline{L}}K_{\overline{I}\overline{J}\overline{K}L}\text{}+K_{IJ\overline{K}L\overline{L}}K_{\overline{I}\overline{J}K}\text{}\hfill \\ & +K_{IJ\overline{K}}K_{\overline{I}\overline{J}KL\overline{L}}\text{}+\frac{1}{2}K_{I\overline{I}JK\overline{L}}K_{\overline{J}\overline{K}L}\text{}\hfill \\ & +\frac{1}{2}K_{I\overline{I}J\overline{K}\overline{L}}K_{\overline{J}KL}\text{}]K^{J\overline{J}}K^{K\overline{K}}K^{L\overline{L}},\hfill \end{array}$$ $$\begin{array}{cc}\hfill g_{I\overline{I}}^{(2a3)}=& [K_{IJ\overline{K}}K_{\overline{I}L\overline{M}}K_{\overline{J}K\overline{L}M}\text{}+K_{IJ\overline{K}}K_{\overline{I}\overline{J}L}K_{K\overline{L}M\overline{M}}\text{}\hfill \\ & +\frac{1}{2}K_{I\overline{I}J\overline{K}}K_{\overline{J}L\overline{M}}K_{K\overline{L}M}\text{}+K_{IJK\overline{L}}K_{\overline{I}\overline{J}M}K_{\overline{K}L\overline{M}}\text{}\hfill \\ & +\frac{1}{2}K_{IJK\overline{L}}K_{\overline{I}L\overline{M}}K_{\overline{J}\overline{K}M}\text{}+K_{IJ\overline{K}\overline{L}}K_{\overline{I}L\overline{M}}K_{\overline{J}KM}\text{}\hfill \\ & +K_{IJ\overline{K}}K_{\overline{I}K\overline{L}M}K_{\overline{J}L\overline{M}}\text{}+\frac{1}{2}K_{IJ\overline{K}}K_{\overline{I}K\overline{L}\overline{M}}K_{\overline{J}LM}\text{}\hfill \\ & +K_{IJ\overline{K}}K_{\overline{I}\overline{J}\overline{L}M}K_{KL\overline{M}}\text{}]K^{J\overline{J}}K^{K\overline{K}}K^{L\overline{L}}K^{M\overline{M}},\hfill \end{array}$$ and $$\begin{array}{cc}\hfill g_{I\overline{I}}^{(2a4)}=& [K_{IJ\overline{K}}K_{\overline{I}L\overline{M}}K_{\overline{J}\overline{L}N}K_{KM\overline{N}}\text{}+K_{IJ\overline{K}}K_{\overline{I}L\overline{M}}K_{\overline{J}M\overline{N}}K_{K\overline{L}N}\text{}\hfill \\ & +K_{IJ\overline{K}}K_{\overline{I}L\overline{M}}K_{\overline{J}MN}K_{K\overline{L}\overline{N}}\text{}+K_{IJ\overline{K}}K_{\overline{I}\overline{J}L}K_{KM\overline{N}}K_{\overline{L}\overline{M}N}\text{}\hfill \\ & +\frac{1}{2}K_{IJ\overline{K}}K_{\overline{I}K\overline{L}}K_{\overline{J}MN}K_{L\overline{M}\overline{N}}\text{}]K^{J\overline{J}}K^{K\overline{K}}K^{L\overline{L}}K^{M\overline{M}}K^{N\overline{N}}.\hfill \end{array}$$ The factors of $`1/2`$ are symmetry factors coming from symmetry under interchange of two propagators. Using the diagrammatic rule (3.1) all diagrams can be seen to reduce down to the double tadpole structure. The non-covariant tensors $`K_{\mathrm{}}`$ then combine to give the covariant result $$g_{I\overline{I}}^{(2a)}=\frac{1}{2}\left[_I_{\overline{I}}R+R_{I\overline{J}K\overline{L}}R_{\overline{I}}^{\overline{J}K\overline{L}}+R_{I\overline{I}J\overline{K}}R^{\overline{J}K}\right]\text{}$$ The second type of contribution consists of all diagrams that collapse down to a contraction between two four vertices, each with two chiral and two antichiral indices $$\begin{array}{cc}\hfill g_{I\overline{J}}^{(2b)}& =\frac{1}{2}K_{IJ\overline{K}\overline{L}}K_{\overline{I}\overline{J}KL}K^{J\overline{J}}K^{K\overline{K}}K^{L\overline{L}}\text{}\hfill \\ & [\frac{1}{2}K_{IJ\overline{K}\overline{L}}K_{\overline{I}\overline{J}M}K_{KL\overline{M}}\text{}\hfill \\ & +\frac{1}{2}K_{IJ\overline{K}}K_{\overline{I}\overline{J}LM}K_{K\overline{L}\overline{M}}\text{}]K^{J\overline{J}}K^{K\overline{K}}K^{L\overline{L}}K^{M\overline{M}}\hfill \\ & +\frac{1}{2}K_{IJ\overline{K}}K_{\overline{I}\overline{J}L}K_{K\overline{M}\overline{N}}K_{\overline{L}MN}K^{J\overline{J}}K^{K\overline{K}}K^{L\overline{L}}K^{M\overline{M}}K^{N\overline{N}}\text{}\hfill \\ & =\frac{1}{2}R_{I\overline{J}K\overline{L}}R_{\overline{I}}^{\overline{J}K\overline{L}}\text{}\hfill \end{array}$$ For the third type of contribution the diagrams collapse down to the another possible contraction of two four vertices. $$\begin{array}{cc}\hfill g_{I\overline{J}}^{(2c)}& =K_{I\overline{I}J\overline{K}}K_{\overline{J}KL\overline{L}}K^{J\overline{J}}K^{K\overline{K}}K^{L\overline{L}}\text{}\hfill \\ & [K_{IJ\overline{K}}K_{\overline{I}K\overline{L}}K_{\overline{J}LM\overline{M}}\text{}\hfill \\ & +K_{I\overline{I}J\overline{K}}K_{\overline{J}L\overline{M}}K_{K\overline{L}M}\text{}]K^{J\overline{J}}K^{K\overline{K}}K^{L\overline{L}}K^{M\overline{M}}\hfill \\ & +K_{IJ\overline{K}}K_{\overline{I}K\overline{L}}K_{\overline{J}M\overline{N}}K_{L\overline{M}N}K^{J\overline{J}}K^{K\overline{K}}K^{L\overline{L}}K^{M\overline{M}}K^{N\overline{N}}\text{}\hfill \\ & =R_{I\overline{I}J\overline{K}}R^{J\overline{K}}\text{}\hfill \end{array}$$ Finally there is the contribution consisting of two one loop diagrams $$\begin{array}{cc}\hfill g_{I\overline{J}}^{(2d)}& =K_{I\overline{J}K\overline{K}}K_{\overline{I}JL\overline{L}}K^{J\overline{J}}K^{K\overline{K}}K^{L\overline{L}}\text{}\hfill \\ & [K_{I\overline{J}K\overline{K}}K_{\overline{I}L\overline{M}}K_{J\overline{L}M}\text{}\hfill \\ & +K_{IJ\overline{K}}K_{\overline{I}LM\overline{M}}K_{\overline{J}K\overline{L}}\text{}]K^{J\overline{J}}K^{K\overline{K}}K^{L\overline{L}}K^{M\overline{M}}\hfill \\ & +K_{IJ\overline{K}}K_{\overline{I}L\overline{M}}K_{\overline{J}K\overline{N}}K_{\overline{J}K\overline{N}}K^{J\overline{J}}K^{K\overline{K}}K^{L\overline{L}}K^{M\overline{M}}K^{N\overline{N}}\text{}\hfill \\ & =R_{I\overline{J}}R_{\overline{I}}^J\text{}\hfill \end{array}$$ If one was confident that the result would be covariant one could specialise to Kahler potentials where all three vertices are zero, calculate using only the four vertices and the six vertex and find directly the covariant results of (4.1)(4.1)(4.1)(4.1) It can be shown that the divergent part will always be covariant. The proof of does not however apply to the finite part of the boundary two point function. For Ricci flat metrics the first and third terms in (4.1) are zero as are the contributions (4.1) and (4.1). For Ricci flat metrics we thus have $$g_{I\overline{J}}^{(2)}=\frac{1}{2}R_{I\overline{J}K\overline{L}}R_{\overline{I}}^{\overline{J}K\overline{L}}\left[\text{}+\text{}\right]$$ Note that the second term cannot be further reduced using (3.1). One can still integrate by parts the superderivatives to collapse an internal propagator and end up with double tadpole structure of the first term (thus canceling the divergence). In so doing however one will also end up with (in addition to the double tadpole structure) terms involving superderivatives acting on the boundary propagators. It is these terms (which are finite) which give the contribution to the Zamolodchikov metric. The whole contribution to the Zamolodchikov metric comes from the finite part of the second term. We thus see that the Zamolodchikov metric potentially receives a contribution proportional to $`R_{I\overline{J}K\overline{L}}R_{\overline{I}}^{\overline{J}K\overline{L}}`$. All that remains to do is to calculate the precise coefficient that goes with this term. 4.1. Calculation of coefficient of $`R^2`$ term Below we indicate explicitly the superderivatives for the double four vertex term. To reproduce the tadpole structure one can integrate by parts the $`\overline{D}_1^2`$ superderivatives off the bottom propagator. This will generate several types of contribution. There will be terms with superderivatives acting on the left hand external propagator. There will also be a contribution in which both $`\overline{D}_1^2`$ act on the top propagator. This is equivalent (via identity (3.1)) to $`\overline{D}_1^2`$ acting on a collapsed propagator. Integrating the superderivatives back off the collapsed propagator leaves one with the double tadpole structure and in addition further terms in which superderivatives act on the external propagator. Note that if one was calculating the beta function all terms with superderivatives acting on the external legs would be dropped since, by power counting arguments, they give rise to finite contributions. Alternatively and more simply one can manipulate directly the expression for the top propagator and express it as a collapsed propagator + other terms. The identity $$D_1^2\overline{D}_1^2=\overline{D}_1^2D_1^24_1\overline{}_1+2(\overline{}_1\overline{D}_1^{}D_1^{}+_1\overline{D}_1^+D_1^+),$$ along with the expressions (3.1) for the propagators means that we can rewrite the diagram as follows where the three diagrams on the right hand side of (4.1) correspond, respectively to the three terms on the right hand side of (4.1). In particular the dotted line of the top propagator of the third diagram comes from the third term of (4.1). The first diagram of(4.1) is zero by (3.1), the second leads to cancellation of the double tadpole in (4.1) leaving the final diagram. Writing out the final diagram explicitly we have $$\begin{array}{cc}\hfill \text{}=4\pi \|x_0x_3\|^2d^2z_1d^4\theta _1d^2z_2d^4\theta _2& [(D_1^2P_{10})(\overline{D}_2^2P_{23})(\overline{D}_1^2D_1^2P_{12})^2\hfill \\ & (\overline{}_1\overline{D}_1^{}D_1^{}+_1\overline{D}_1^+D_1^+)P_{12}],\hfill \end{array}$$ where $$\begin{array}{cc}\hfill P_{12}& =\frac{1}{2\pi }\left[\delta ^4(\theta _1\theta _2)\mathrm{ln}\|z_1z_2\|\delta ^4(\theta _1^{^{}}\theta _2)\mathrm{ln}\|z_1\overline{z}_2\|\right]\hfill \\ \hfill P_{10}& =\frac{1}{\pi }\theta _1^2_{y_1}\mathrm{ln}\|z_1x_0\|\hfill \\ \hfill P_{23}& =\frac{1}{\pi }\overline{\theta }_2^2_{y_1}\mathrm{ln}\|z_2x_3\|\hfill \end{array}$$ As discussed for the zero loop contribution we include in the definition of the Feynman diagrams a prefactor $`2\pi \|x_0x_3\|^2`$. The integrals over $`z_1`$ and $`z_2`$ in (4.1) are over the upper half complex plane. By interchanging $`z_1`$ with $`\overline{z}_1`$, $`\theta _1^+`$ with $`\theta _1^{}`$ and $`\overline{\theta }_1^+`$ with $`\overline{\theta }_1^{}`$ the integral over $`z_1`$ can be completed into an integral over the whole complex $`z_1`$ plane. After using the identities $$\begin{array}{cc}\hfill \overline{}_1D_1^{}\delta ^4(\theta _1\theta _2)f(z_1z_2)=& \overline{}_2D_2^{}\delta ^4(\theta _1\theta _2)f(z_1z_2)\hfill \\ \hfill \overline{}_1D_1^{}\delta ^4(\theta _1^{^{}}\theta _2)f(z_1\overline{z}_2)=& _2D_2^+\delta ^4(\theta _1^{^{}}\theta _2)f(z_1\overline{z}_2)\hfill \end{array},$$ where $`f(z)`$ is an arbitrary function of $`z`$ and its complex conjugate, the $`z_2`$ integral can similarly be completed into an integral over the whole complex $`z_2`$ plane. We thus arrive at the integral $$\begin{array}{cc}\hfill \text{}=& \|x_0x_3\|^2d^2z_1d^4\theta _1d^2z_2d^4\theta _2[(\overline{D}_1^{}D_1^2P_{10})(D_2^{}\overline{D}_2^2P_{23})\hfill \\ & (\overline{D}_1^2D_1^2P_{12})^2\delta (\theta _1\theta _2)^4\frac{1}{\overline{z}_1\overline{z}_2}],\hfill \end{array}$$ where the integrals are now over the whole complex plane. Performing the integrations over the fermionic parameters we find (see appendix) $$\text{}=\frac{1}{2\pi ^4}d^2z_1d^2z_2\left(\frac{1}{z_1^2}\frac{1}{\overline{z}_1^2}\right)\frac{1}{z_2^2}\frac{1}{\overline{z}_1\overline{z}_2+1}\frac{1}{\overline{z}_1z_2+1}\mathrm{ln}\|z_1z_2+1\|$$ Evaluating the double integral over the complex plane one finds (see appendix) $$\text{}=\frac{1}{6}.$$ Up to two loop order the D0 metric is thus given by : $$g_{I\overline{I}}^D=g_{I\overline{I}}^\sigma +\frac{l_s^4}{12}R_{I\overline{J}K\overline{L}}R_{\overline{I}}^{\overline{J}K\overline{L}}+𝒪(l_s^6).$$ 5. Conclusions The conclusion of this paper is that there is a non-trivial contribution to the Zamolodchikov metric at order $`l_s^4`$. A D-brane in a weakly curved background thus experiences a different metric from that seen by the string. 6. Acknowledgements I would like to thank Mike Douglas for pointing out the interest of this problem and for discussion in the early stages of this work. I also especially thank Philippe Brax for collaboration on an early version of this project. 7. Appendix In this appendix we list the identities necessary to prove the results of section 3. We also give a few technical details on the calculation of the coefficient of the $`R^2`$ term. 7.1. Useful identities $$\begin{array}{cc}& D_1^2(\theta _1\theta _2)^2=\mathrm{exp}[\overline{\theta }_1^{}(\theta _1^{}\theta _2^{})+\overline{\theta }_1^+(\theta _1^+\theta _2^+)\overline{}]\hfill \\ & \overline{D}_1^2(\overline{\theta }_1\overline{\theta }_2)^2=\mathrm{exp}[\theta _1^{}(\overline{\theta }_1^{}\overline{\theta }_2^{})+\theta _1^+(\overline{\theta }_1^+\overline{\theta }_2^+)\overline{}]\hfill \\ & \overline{D}_2^2D_1^2(\theta _1\theta _2)^4=\mathrm{exp}[\overline{\theta }_1^{}\theta _1^{}_1+\overline{\theta }_1^+\theta _1^+\overline{}_1\overline{\theta }_2^{}\theta _2^{}_2\overline{\theta }_2^+\theta _2^+\overline{}_2\hfill \\ & \overline{\theta }_1^{}\theta _2^{}(_1_2)\overline{\theta }_1^+\theta _2^+(\overline{}_1\overline{}_2)]\hfill \\ & \overline{D}_2^2D_1^2(\theta _1^{^{}}\theta _2)^4=\mathrm{exp}[\overline{\theta }_1^{}\theta _1^{}_1+\overline{\theta }_1^+\theta _1^+\overline{}_1\overline{\theta }_2^{}\theta _2^{}_2\overline{\theta }_2^+\theta _2^+\overline{}_2\hfill \\ & \overline{\theta }_1^{}\theta _2^+(_1\overline{}_2)\overline{\theta }_1^+\theta _2^{}(\overline{}_1_2)]\hfill \\ & D_1^2(\theta _1\theta _2)^4f(z_1z_2)=D_2^2(\theta _1\theta _2)^4f(z_1z_2)\hfill \\ & D_1^2(\theta _1^{^{}}\theta _2)^4f(z_1\overline{z}_2)=D_2^2(\theta _1^{^{}}\theta _2)^4f(z_1\overline{z}_2)\hfill \end{array}$$ where $`f(z)`$ is an arbitrary function of $`z`$ and $`\overline{z}`$ and $`{}_{}{}^{^{}}\theta `$ means the $`+`$ and $``$ components have been interchanged. 7.2. Fermionic integrals for $`R^2`$ contribution To evaluate the fermionic integrals of equation(4.1) one first trivially integrates over $`\theta _2`$, the delta function setting all occurrences of $`\theta _2`$ equal to $`\theta _1`$. One then uses the following expressions for the propagators (which follow from (4.1) and (7.1)) : $$\begin{array}{cc}\hfill \overline{D}_1^{}D_1^2P_{10}=& \frac{1}{\pi }_{y_1}D_1^+\theta _1^2\frac{1}{z_1x_0},\hfill \\ \hfill D_2^{}\overline{D}_2^2P_{23}=& \frac{1}{\pi }_{y_2}\overline{D}_2^+\overline{\theta }_2^2\frac{1}{z_2x_3},\hfill \\ \hfill \overline{D}_1^2D_1^2P_{12}\|_{\theta _1=\theta _2}=& \frac{1}{2\pi }[\mathrm{ln}\|z_1z_2\|\mathrm{ln}\|z_1\overline{z}_2\|\hfill \\ & +\overline{\theta }_1^{}\theta _1^+\frac{1}{z_1\overline{z}_2}+\overline{\theta }_1^+\theta _1^{}\frac{1}{\overline{z}_1z_2}\hfill \\ & (\overline{\theta }_1^+\theta _1^++\overline{\theta }_1^{}\theta _1^{})\frac{1}{2}[\frac{1}{z_1\overline{z}_2}+\frac{1}{\overline{z}_1z_2}]\hfill \\ & \theta _1^4[\frac{1}{(z_1\overline{z_2})^2}+\frac{1}{(\overline{z}_1z_2)^2}+\pi \delta ^2(z_1\overline{z}_2)]].\hfill \end{array}$$ Integrating over the fermionic parameters $`\theta _1`$ there are two potential contributions. In the first all four powers of $`\theta `$ come from the external propagators $`(\overline{D}_1^{}D_1^2P_{10})`$ and $`(D_2^{}\overline{D}_2^2P_{23})`$ and none from the $`(\overline{D}_1^2D_1^2P_{12})^2`$ term. Such contributions arise from the spatial derivative part of the $`\overline{D}_1`$ or $`D_2^{}`$ superderivative. In either case one of the external propagators is collapsed and either the $`z_1`$ or $`z_2`$ vertex is pulled back to the boundary, where the $`(\overline{D}_1^2D_1^2P_{12})^2`$ term gives zero. For the second type of contribution just two $`\theta `$’s come from the external propagators ($`\theta ^{}\overline{\theta }^{}`$), the remaining two coming from the $`(\overline{D}_1^2D_1^2P_{12})^2`$ term. This leads to (4.1). 7.3. Double integration over the complex plane The double integral over the complex plane (4.1) is complicated by the fact that it mixes holomorphic and antiholomorphic variables. Below we describe briefly how the integral can be performed analytically and give an intermediate result which allows the integral to be checked by numerical integration. Changing integration variables from $`z_1`$, $`z_2`$ to $`z^\pm =(z_1\pm z_2)/2`$ the integral (4.1) can be written in the form $$\text{}=\frac{2}{\pi ^4}d^2z^{}\left[I_1(z^{})I_2(z^{})\right]\frac{1}{2\overline{z}^{}+1}\mathrm{ln}\|2z^{}+1\|,$$ with $$\begin{array}{cc}\hfill I_1(z^{})=& d^2z^+\frac{1}{(z^++z^{})^2}\frac{1}{(z^+z^{})^2}\frac{1}{z^+\overline{z}^++z^{}+\overline{z}^{}+1},\hfill \\ \hfill I_2(z^{})=& d^2z^+\frac{1}{(\overline{z}^++\overline{z}^{})^2}\frac{1}{(z^+z^{})^2}\frac{1}{z^+\overline{z}^++z^{}+\overline{z}^{}+1}.\hfill \end{array}$$ Performing the integrals over $`z^+`$ one finds the results $$\begin{array}{cc}\hfill I_1(z^{})=& \frac{i\pi }{2z_{}^{}{}_{}{}^{3}}\mathrm{tan}^1\left(\frac{y^{}}{x^{}+1/2}\right),\hfill \\ \hfill I_2(z^{})=& \frac{\pi }{4}[\frac{2}{(2x^{}+1/2)^3}[\mathrm{ln}\|2z^{}\|\mathrm{ln}\|2z^{}+1\|]\hfill \\ & \frac{1}{(2x^{}+1/2)^2}\left[\frac{1}{z^{}}+\frac{1}{\overline{z}^{}}\right]\hfill \\ & \frac{1}{2(2x^{}+1/2)}[\frac{1}{(z^{})^2}+\frac{1}{(\overline{z}^{})^2}]].\hfill \end{array}$$ The inverse tangent in $`I_1(z^{})`$ takes on values between $`\pi /2`$ and $`\pi /2`$. Note that the expression for $`I_2(z^{})`$ is non-singular at $`x^{}=1/4`$ (contrary to first appearances). The singularities of the individual terms cancel among themselves leaving $`I_2(z^{})`$ finite at $`x^{}=1/4`$. Integration over $`z^{}`$ yields : $$\begin{array}{cc}\hfill d^2z^{}I_1(z^{})\frac{1}{2\overline{z}^{}+1}\mathrm{ln}\|2z^{}+1\|,=& \frac{\pi ^4}{8}\hfill \\ \hfill d^2z^{}I_2(z^{})\frac{1}{2\overline{z}^{}+1}\mathrm{ln}\|2z^{}+1\|=& \frac{\pi ^4}{24},\hfill \end{array}$$ Which on substituting back into (7.1) leads to equation(4.1). References relax M.R. Douglas, hep-th/9901146. relax M.R. Douglas, hep-th/9910170. relax L. Alvarez-Gaume, D.Z. Freedman and S. Mukhi, Ann. Phys. 134, 85 (1981). relax M.T Grisaru, A.M.E. Van de Ven and D. Zanon, Nucl. Phys. B277 388, 409 (1986). relax D. Nemeschansky and A. Sen, Phys. Lett. 178B 365 (1986). relax D.J. Gross and E. Witten, Nucl. Phys. B277 1 (1986). relax West, Introduction to Supersymmetry and Supergravity World Scientific (1986).
warning/0006/astro-ph0006058.html	ar5iv	text	# Gas in Galaxies ## Gas in Galaxies The interstellar medium (ISM) can be thought of as the galactic atmosphere which fills the space between stars. When clouds within the ISM collapse, stars are born. When the stars die, they return their matter to the surrounding gas. Therefore the ISM plays a vital role in galactic evolution. The medium includes starlight, gas, dust, planets, comets, asteroids, fast moving charged particles (cosmic rays) and magnetic fields. The gas can be further divided into hot, warm and cold components, each of which appear to exist over a range of densities, and therefore pressures. Remarkably, the diverse gas components, cosmic rays, magnetic fields and starlight all have very roughly the same energy density of about 1 eV cm<sup>-3</sup>. All the major constituents (or phases) of the interstellar medium appear to be identified now, although complete multi-phase studies are extremely difficult beyond a few thousand parsecs from the Sun. The interstellar medium is a highly complex environment which does not lend itself to simple analysis. However, this has not stopped astrophysicists from producing basic models of the ISM in order to make sense of the great wealth of data coming in from ground-based telescopes and satellites. The study of the interstellar medium began around 1927 with the publication of Edward Emerson Barnard’s photographic atlas of the Milky Way. The atlas shows dark clouds silhouetted against the background star light. At about the same time, spectra by John Plaskett and Otto Struve established the existence of interstellar clouds containing ionized calcium. By number of nuclei, about 90% of interstellar matter is hydrogen, 10% is helium. All of the elements heavier than helium constitute about 0.1% of the interstellar nuclei, or about 2% by mass. Although roughly half of the heavier elements are in the gas phase. Most of the refractory elements (Si, Ca, Fe) are depleted from the gas phase, and are locked up in small dust grains mixed in with the gas. Clouds only account for about half the mass and 2% of the interstellar volume. A far more pervasive ‘intercloud’ component was not identified until the discovery of pulsars and the invention of ultraviolet/x-ray astronomy in the mid to late 1960s. The interstellar medium properties generally depend on the type of galaxy, and its distribution shows clear radial trends for a given galaxy. In disk galaxies, the gas piles up into spiral arms (Fig. 1); this is where most of the young stars and supernovae are to be found. The interstellar medium in galaxies is constantly evolving. Stellar winds and supernova explosions enrich the gas with heavy elements over the course of billions of years. In the context of the widely accepted cosmological model of hierarchical galaxy formation, this may be compensated by the accretion of primordial gas in the outer parts of galaxies. Stars are the principal source of energy for the ISM. Starlight photons produce photoelectric emission from dust grains; these photoelectrons help to heat the neutral gas. Ultraviolet photons from the youngest stars ionize atoms and dissociate molecules. The main source of kinetic energy are the supernovae: these drive shock waves into the surrounding ISM and are largely responsible for its complexity. ## Atomic and Molecular Clouds Half of the neutral atomic hydrogen and all of the molecular hydrogen in the ISM is concentrated into relatively high density and low temperature regions called ‘clouds’. The properties of the atomic hydrogen (HI) clouds have been determined primarily from radio observations of the hyperfine ground state transitions of hydrogen at 1420 MHz (21 cm); interstellar absorption lines of trace elements such as Ca<sup>+</sup> also continue to play a key role in the study of these clouds. For the most common clouds, where the 21-cm radiation escapes freely, the brightness of the emission provides a direct measurement of the HI column density $`N_H=n_H𝑑s`$ where $`n_H`$ is the atomic hydrogen density. When an HI cloud lies in front of a bright source of radio continuum emission, the decrease in the brightness of the background source at 21 cm is proportional to $`N_H=n_H/T_H𝑑s`$, where $`T_H`$ is the temperature of the HI cloud. Thus, observations of HI clouds at 21 cm in emission and absorption provide direct information about cloud temperatures and column densities. Table 1 summarises basic properties of the cold and warm neutral media. Maps of the sky show that HI clouds have complex shapes resembling thin extended sheets or filaments with embedded small clumps. Molecular hydrogen is confined to the interiors of the densest and most massive clouds, the dark clouds, where starlight capable of dissociating molecules cannot penetrate. These clouds constitute the active star-forming component of the interstellar medium. Because H<sub>2</sub> has no electric dipole moment, radiative transitions of H<sub>2</sub> are greatly suppressed. Therefore, most of the structural information about molecular clouds in the ISM is obtained through observations of the rotational transitions of the trace molecule CO at 115 GHz (2.6 mm). In addition, a wide variety of other molecules, including complex hydrocarbon chains, have been detected within the H<sub>2</sub> clouds. Molecular clouds are small (40 pc), dense (200 cm<sup>-3</sup>), with structure on scales of less than 0.1 pc (see Table 1). Some of the small condensations can have densities as high as 10<sup>5</sup> cm<sup>-3</sup>. In disk galaxies like our own, the cold neutral and molecular gas are confined to a disk which is much thinner than the stellar disk. ## The Intercloud Medium Astrophysicists have long wondered as to what confines gas clouds within the Galaxy. In 1956, Spitzer speculated that a rarefied ($`10^3`$ cm<sup>-3</sup>), hot gas ($`10^6`$ K), extending a kiloparsec or more above the galactic plane, would confine the diffuse gas clouds observed far above the plane and would prevent their expansion and dissipation. Confirmation of the predicted corona came 17 years later with the advent of space astronomy (Table 1). Present day satellites allow for the direct detection of diffuse x-ray emission and ultraviolet/x-ray spectral lines from the highly ionized trace elements within the hot gas (see the review by Spitzer 1990). The hot gas is thought to arise from the action of supernovae as we discuss below (see Fig. 4). The existence of widespread hot gas in the disk of the Galaxy comes from observations of O<sup>+5</sup> ions at ultraviolet wavelengths, and the direct detection of soft x-ray emission. A clear demonstration of coronal halo gas far from the disk has been harder to come by. A wide range of ions is observed (Si<sup>+3</sup>, C<sup>+3</sup>, N<sup>+4</sup>) towards the halo. Current models suggest that ultraviolet light from disk stars can only account for some of the ionization. The N V absorption lines appear to require collisional heating from a pervasive hot corona (Sembach & Savage 1992). From a theoretical standpoint, the expectation is that hot young stars and supernovae punch holes or blow bubbles (Fig. 2) in the surrounding gas, and the diffuse hot component escapes into the halo through buoyancy. In fact, there are spectacular examples of bubbles seen at 21 cm in the Galactic interstellar medium (see Fig. 3). But there are many outstanding problems with these models, not least of which are complications imposed by the magnetic field. Since the gas is thermally unstable, it is equally probable that the gas undergoes a ‘cooling flow’ or ‘fountain flow’ back towards the disk. Filling the space between clouds are two additional components of the intercloud medium. By mass, most of the intercloud medium is in the form a ‘warm neutral’ or a ‘warm ionized’ medium. These phases extend far beyond the thin disk of cold gas (Table 1). The existence of the warm ionized medium, was firmly established by 1973 from three independent observations: (i) low frequency radio observations by Hoyle & Ellis, (ii) time delays in radio pulses from pulsars (see below), and (iii) through direct observation of H<sup>+</sup> recombination emission by wide-field Fabry-Perot interferometers. This gas has a density of roughly 0.1 cm<sup>-3</sup> and a temperature near 10<sup>4</sup>K. The dominant source of ionization appears to be dilute ionizing flux from young stars in the disk, although some models suggest that the cooling radiation in old supernova remnants can be important. The deepest optical spectra to date show that the ionized gas extends to at least 5 kpc into the halo in some cases, and extends even further in radius than the HI disk. Roughly half of the interstellar HI appears to be located in the ‘warm neutral’ component of the intercloud medium. This intercloud HI was first identified in 1965 as the source of the ubiquitous, relatively broad (velocity dispersion $`9`$ km s<sup>-1</sup>) 21-cm emission features that had no corresponding absorption when viewed against bright background radio sources. The large velocity dispersions and the absence of absorption imply temperatures of 5000 to 10,000 K. Observations of the Ly$`\alpha `$ absorption line of HI toward bright stars show that this gas has a mean extent from the midplace of 500 pc, i.e., much thicker than the cold neutral disk. If the warm neutral medium is in pressure equilibrium with the cold component, then it would be clumped into regions occupying 35% of the intercloud volume with a density of 0.3 cm<sup>-3</sup> at the midplane (Table 1), although these numbers are highly uncertain. ## The Solar Neighborhood We now consider the interplanetary medium (heliosphere) within the Solar System as distinct from the local interstellar medium. The Sun moves with a velocity of about 20 km s<sup>-1</sup> relative to the local interstellar medium. The solar wind produces a bow shock ahead of the Sun. This discontinuity (heliopause) defines the extent of the heliosphere in the upstream direction. It is anticipated that the Pioneer 11 or Voyager deep space probes will eventually confirm the existence of this boundary. The neutral interstellar gas is largely unaffected by the heliopause, so that the local neutral medium presumably streams relatively freely through the Solar System. In contrast, ions and charged dust grains are probably deflected by the advancing heliosphere. Cosmic rays are relativistic particles and therefore penetrate the heliosphere. The most local gas we can associate with the local interstellar medium has the properties of the warm neutral medium. The solar radiation is backscattered by the local medium. Studies which exploit the resonance lines of hydrogen and helium show that the gas has a temperature of 8000 K, a hydrogen density of 0.25 cm<sup>-3</sup> and a helium density of 0.02 cm<sup>-3</sup>. Absorption line measurements toward nearby stars indicate that this warm gas is only a few parsecs in extent with hotter 10<sup>6</sup>K gas occupying most of the volume within 100 pc of the Sun. ## Theories of the ISM ### The two-phase model Field, Goldsmith & Habing (1969) developed the first quasi-static theory of a multi-phase ISM. The FGH model contained two stable phases, the ‘cold’ neutral phase at a temperature of $``$100K and a ‘warm’ phase at $`10^4`$K where about 10% of the gas is ionized. The model uses cosmic ray heating to balance the cooling of these two phases. The cooling is dominated by fine-structure excitations from C<sup>+</sup> in the cool gas, and collisional excitations (Ly$`\alpha `$) in the warm gas. The model predicts an ISM where the majority of the volume is occupied by the warm ($`10^4`$K) intercloud medium while the majority of the mass is contained within the dense cold clouds. However, the FGH model indicated that the ISM should be stratified perpendicular to the Galactic disk, which was known to violate the observed properties of the ISM. They therefore appealed to the collective explosive effects of HII regions and supernovae, which impart sufficient turbulent motions to destroy any gravitationally induced stratification. The FGH model allows the cold clouds to have a large range of sizes. The smallest clouds are destroyed by thermal conduction within the warm layer, while the largest are gravitationally unstable and prone to collapse. Otherwise, there is no limit on the size or shape of the expected neutral structures. FGH also raised the possible existence of another stable phase at a temperature of $`10^6`$K, dominated by bremsstrahlung cooling. However, prior to observations of the soft x-ray background or high-ionization UV spectra, there was no need to invoke the actual existence of this medium. In the FGH model, supernovae (and HII regions) were required to destroy the gravitationally-induced vertical stratification of the ISM. This inspired theoretical models of the expansion and thermal evolution of supernova remnants, and it was then that the full importance of supernovae came to be realized. Supernovae generate blast waves with speeds of 10,000 km s<sup>-1</sup> which shock the ambient material, producing gas at $`10^6K`$ which then slowly cools through bremsstrahlung emission and line emission from highly ionized ions. The remnant structure is a hot bubble surrounded by a thin, relatively dense shell of cool $`10^3`$K gas. This situation proves to be quite stable; the hot bubble cannot expand through the shell expanding ahead of it. After a million years, the radius of the hot bubble is roughly 80 pc. At this point, the interior pressure of the bubble reaches the ambient pressure of the ISM. This static situation remains until the hot bubble cools and contracts after four million years or so. Cox & Smith (1974) were the first to recognize the importance of this evolutionary sequence for the dynamical and thermal balance of the ISM. If an expanding supernova remnant happens to intersect the static hot cavity of another remnant, the expanding remnant ‘breaks out’ through the old, hot remnant. Due to the low density within the static bubble, the expanding shock wave propagates preferentially into it, reheating the matter inside. Depending upon the rate of Galactic SNR, the ISM could therefore evolve towards an interconnected tunnel network filled predominantly by hot gas. To estimate the importance of such a tunnel network, a porosity parameter was introduced such that $$q=r\tau V_{sn}$$ (1) where $`r`$ is the average SN rate per unit volume, $`\tau `$ is the lifetime of an isolated bubble, and $`V_{sn}`$ is the final volume of the average SN-generated bubble. For $`q1`$, $`q`$ is the proportion of the total interstellar volume that would be filled with hot bubbles. For a SN frequency of 1 per 80 yr, they found $`q0.1`$. This implies that 10% of interstellar space should be filled by unconnected, hot, SN-generated bubbles. Therefore, the probability of any new SN occurring within a preexisting cavity was 0.1, but the probability that any new SNR would expand into and reheat another older remnant was 0.55. The consequences of the overlap on the phase structure of the ISM were radical. This chain of reasoning rests heavily upon supernovae occurring randomly throughout the Galactic volume and the expansion of the hot bubble not being inhibited by magnetic pressure, for example. The simple conclusion prompted many to believe in the ‘porosity imperative’, that is the need for a hot $`10^6`$K phase to occupy the majority of the interstellar volume. The cold and warm ($`10^4`$K) phases were relegated to the walls between the pervasive bubbles. Large filamentary structures in the ISM seem to support this, except that the overall pervasiveness and smoothness of the ISM is in conflict with this picture. ### The three-phase model This paved the way for a true theoretical tour de force, the McKee-Ostriker (MO) model of the supernova-dominated, three-phase ISM. In their model, supernovae produce the ‘hot ionized medium’ (HIM), the $`10^6`$K component of the ISM in their bubble interiors, as well as enhancing the formation of the ‘cold neutral’ (CNM), ‘warm neutral’ (WNM) and ‘warm ionized’ (WIM) media along the compressed edges of remnants. There are still only two fundamental phases (CNM, HIM) in the MO theory. The WNM and WIM are restricted to the interface regions of the neutral clouds, and the WIM in direct contact with the HIM and photoionized by thermal emission from it. The model attempts to balance the thermal and mass exchange between the different phases. The energy input from supernovae is offset by radiation cooling from the four media. The mass lost by cloud evaporation into the HIM is balanced by dense shell formation of swept up interstellar material. The model is known to be incorrect in many details. There are numerous observations of local, dense clouds that are highly overpressured with respect to their environment. The model does not treat the influence of magnetic fields which are known to thread throughout the ISM and are likely to suppress thermal evaporation. The magnetic fields are of the right strength to play an important role in equilibrating the pressure balance. But in the absence of a better working model, the MO theory remains the dominant conceptual framework. It remains unclear whether thermal pressure balance between the phases is an essential feature of the MO picture. Pressure equilibrium should exist between the cosmic rays, the magnetic field and the kinetic interstellar component. But the latter need not be the thermal pressure of the gas. Random, turbulent ‘bulk’ motions of the gas have a high enough energy density to provide the required effective pressure. The minimum interstellar pressure, $`P=nT`$, is probably about $``$25,000 cm<sup>-3</sup> K and may even be higher. ## The Influence of Supernovae After a burst of star formation has taken place, the first supernovae appear after about 10 million years. These Type II supernovae arise from collapsing massive stars which have exhausted most of their nuclear fuel. Type II supernovae are distributed like the young stars in a disk galaxy, i.e. concentrated along spiral arms. A billion years after the initial starburst, the Type I supernovae appear. Type Ia supernovae are thought to be due to accretion of matter by a white dwarf in a binary pair. These are to be found among the older stellar population and therefore have an exponential distribution with radius like the underlying disk. The increase in Type Ia supernovae towards the Galactic centre implies that here the ISM likely becomes supernova-dominated, resulting in a two phase ISM with only an HIM and a CNM. The warm phases are disrupted as diffuse clouds are shocked and heated to high temperatures. The molecular clouds survive the assault of supernovae and remain essntially intact, having only their outer warm layers stripped away. The scale height of the oldest stellar populations is higher ($`300`$ pc) than for the atomic hydrogen ($`100`$ pc), such that half of all Type Ia supernovae explode above the gas and therefore deposit much of their energy directly to the halo. This picture produces a volume filling fraction of about 25% for the HIM, and presumably explains the HI holes seen in external galaxies. The correlated distribution of Type II supernovae has an important consequence. The time interval between successive supernovae is less than the bubble lifetime. This can result in a large-scale wind of energy into the Galactic halo. Heiles (1987) derives a two-dimensional porosity parameter $$q_{2D}=8.3\sigma sN^1$$ (2) where $`\sigma `$ is the supernova rate in kpc<sup>-2</sup> Myr<sup>-1</sup>, $`s`$ ($`2`$) is a correlation factor, and $`N`$ ($`40`$) is the number of Type II supernovae that occur in a single association. But this leads to a volume filling factor of more than 95% along the spiral arms, and about 80% outside of the arms, contrary to observation. Furthermore, the Type II energy flow is expected to break out and produce a mass flow rate of $``$ 20 M per year, which would deplete the total gas content of the disk in 10<sup>9</sup> yr. How are we to reconcile this? ## The Role of Pulsars Discovered in 1967, pulsars are the rapidly rotating core left behind by exploding Type II supernovae. More than a thousand have now been observed in our Galaxy, in halo globular clusters, and in the LMC and SMC. Radio observations of these rapidly pulsating stars provide information on the plasma densities and magnetic field strengths of the intervening interstellar medium over base lines of tens of kiloparsecs. The electrodynamic properties of a plasma are functions of the frequency of the electromagnetic wave that traverses the plasma. The group velocity of a wave in a plasma is $$v_g=c\left(1\frac{\omega _p^2}{\omega ^2}\right)^{1/2}$$ (3) where $`\omega `$ is the angular frequency and $`\omega _p`$ is the plasma frequency defined by $`\omega _p^2=4\pi ne^2/m`$, for which $`n`$, $`e`$ and $`m`$ are the number density, charge and mass of the free electrons. Because the group velocity of a wave depends on its frequency, the fourier components of a pulse will traverse a total distance $`d`$ through a plasma in a time $`t_\omega `$ given by $$t_\omega =_0^d\frac{ds}{v_g}$$ (4) where $`s`$ defines a small increment of distance through the plasma. Plasma frequencies in interstellar space are typically very low so we can expand eqn. 3 and substitute into eqn. 5 such that the time taken for the fourier component of a pulse to traverse a plasma is $$t_\omega \frac{d}{c}+(2c\omega )^1_0^d\omega _p^2𝑑s.$$ (5) The first term is the time taken to traverse a distance $`d`$ in vacuo, and the second term is the plasma correction. Studies of the arrival times of the various fourier components indicate that the highest frequencies arrive ahead of the low frequency components. What is actually measured is the derivative of eqn. 5, $$\frac{dt_\omega }{d\omega }=\frac{4\pi e^2}{cm\omega ^3}D_m.$$ (6) The dispersion measure, defined as $`D_m=_0^dn_e𝑑s`$, is a measure of the total column of free electrons along the path to the pulsar in units of pc cm<sup>-3</sup>. A column of 10<sup>20</sup> electrons results in a $`D_m`$ of 30 pc cm<sup>-3</sup> and a delay of 12 sec for a signal at 100 MHz relative to infinite frequency. Dispersion measures were first obtained by the pulsar discovery team. Since then, we have come to learn (Fig. 5) from pulsars in distant globular clusters and the Magellanic Clouds that the warm atmosphere in the Galaxy extends to about a kiloparsec above the Galactic plane. The radio signals reveal other important properties about the diffuse gas. In the presence of a magnetic field along the path to the pulsar, $`B_{}`$, the plane of polarization of the propagating wave will rotate by an angle $`\chi `$ equal to the phase delay between the ordinary and extraordinary components of the electric field. The so-called Faraday rotation angle is given by $$\chi =\frac{\pi }{c\omega ^2}_o^d\omega _p^2\omega _B𝑑s$$ (7) for which $`\omega _B`$ is the cyclotron frequency. We define a quantity called the rotation measure, $$R_m=0.81_o^dn_eB_{}𝑑s$$ (8) in the traditional units of rad m<sup>-2</sup>, and where $`B_{}`$ is in units of microgauss ($`\mu `$G). The ratio of $`R_m`$ to $`D_m`$ is the average galactic magnetic field strength along the path, $$B_{}=1.232\frac{R_m}{D_m}.$$ (9) ## The Influence of Magnetic Fields Rotation measures towards 500 pulsars show that there is a random and ordered magnetic field dispersed throughout the Galaxy. The ordered component has a field strength of $`12`$ $`\mu `$G, while the random component is $`56\mu `$G with a cell size of about 50 pc. The random field has a dramatic effect on the evolution of supernovae. While it can be neglected in the early stages of the explosion, as the remnant expands, the trapped magnetic field in the thin, cool shell resists the expansion, and results in a much thicker shell with much lower compression. Now, after a million years, the hot bubble has an inner edge at 60 pc and an outer edge of 90 pc. Over the next four million years, the combined thermal and magnetic pressure of the thick shell forces the hot bubble to decrease in size. After $`5\times 10^6`$ yr, the bubble radius is only 10 pc or so. Supernova bubbles can still overlap, but generally at a time when they are significantly weaker disturbances. This suggests that, consistent with the observations, the HIM produced by Type II supernovae should be much smaller than predicted by Heiles. ## Dependence on Galaxy Type Surveys of several hundred galaxies show a systematic trend in the fraction of molecular gas to neutral gas for galaxies along the ‘Hubble sequence’ (see Fig. 6). This relationship is not fully understood although possible answers include the effect of the large-scale gravitational field in the formation or disruption of molecular clouds. For example, the stronger gravitational field in the bulge-dominated (early) galaxies may encourage fragmentation of the gas as a first step to forming dense clouds through collapse. It appears that there is also an enhanced fraction of molecules to neutral atoms in merging galaxies and cluster galaxies. In the latter case (e.g. Virgo), it is thought that the diffuse hydrogen has been swept away by the intracluster gas as the galaxy moves through the cluster. ## Unanswered Questions On the subject of the interstellar medium, there are vastly more questions than answers. There are few topics in astrophysics which are so well served by the new and planned generation of space-borne and ground-based observatories. These highly technological and expensive facilities provide the necessary impetus to encourage progress from theorists and computational analysts alike. Although the principal components of the interstellar medium have been identified and many of their properties measured, there is very little understanding of how they fit together into a dynamic system. This lack of progress has begun to stifle progress in other astrophysical fields. What are the feedback mechanisms that determine the stellar and interstellar properties of a galaxy? What regulates the star formation rate? Why do the many components of the ISM have very roughly the same energy density? What is the volume filling fraction and topology of the various gas phases? What is the large-scale and fine-scale topology of the magnetic field for each of the gas phases? How do the properties of the ISM change with cosmic time as more and more of the gas becomes locked up in stars? To quote from Spitzer (1990), “Understanding the processes that occur as the hot interstellar gas evolves in our Galaxy is an ambitious goal that we are far from achieving.” The dynamics of a compressible gas bombarded by photons and cosmic rays is a highly complex problem. Progress has been made through idealized models. In these models, one commonly recognizes three phases. Initially, the supernova ejects a rapidly expanding envelope whose interaction heats the ambient gas to high temperatures. Second, the hot gas expands and compresses or destroys clouds in its wake. Finally, the hot gas may escape or fall back down to the galactic plane. The problem is that, in practice, these three stages overlap so much that their mutual interactions are crucial. Since we can expect major gains in the computational power of supercomputers, we can anticipate the development of more realistic models in the decades ahead. ## Bibliography Cox D P and Smith B W 1974 Large-scale effects of supernova remnants on the Galaxy: generation and maintenance of a hot network of tunnels Astrophys. J. 189 L105–L108 Field G B, Goldsmith D W and Habing H J 1969 Cosmic ray heating of the interstellar gas Astrophys. J. 155 L149–L154 Heiles C 1987 Supernovae versus models of the interstellar medium and the gaseous halo Astrophys. J. 315 555–566 Mac Low, M-M, McCray, R and Norman, M L 1989, Astrophys. J. McKee C F and Ostriker J P 1977 A theory of the interstellar medium - three components regulated by supernova explosions in an inhomogeneous substrate Astrophys. J. 218 148–169 Sembach K and Savage B 1992 Observations of highly ionized gas in the Galactic halo Astrophys. J. Suppl. 83 147–201 Spitzer L 1990 Theories of the hot interstellar gas Ann. Rev. Astron. Astrophys. 28 71–102 Table 1: The component properties of the interstellar medium \| component \| temperature \| midplane \| filling \| average \| \| --- \| --- \| --- \| --- \| --- \| \| \| (K) \| density (cm<sup>-3</sup>) \| fraction (%) \| height (pc) \| \| Clouds \| \| \| \| \| \| H<sub>2</sub> \| 15 \| 200 \| 0.1 \| 75 \| \| HI \| 120 \| 25 \| 2 \| 100 \| \| Intercloud \| \| \| \| \| \| Warm HI \| 8000 \| 0.3 \| 35 \| 500 \| \| Warm HII \| 8000 \| 0.15 \| 20 \| 1000 \| \| Hot HII \| $`10^6`$ \| 0.002 \| 43 \| 3000 \| Value uncertain by at least a factor of 2. ## Figure captions Fig. 1. A colour composite of the northern spiral arm in M83. The molecular gas is shown in blue, the 20 cm radio continuum in red, and the ionized gas in green (Courtesy of R. Rand, University of New Mexico). Note that the cold gas, warm gas and dust pile up into spiral arms. Young stars form within the cold gas and then warm up the gas and dust through photoionization. Eventually, the young stars evolve to become supernovae which interact violently with the gas and dust (see Fig. 2). The rotation of the gas and stars is clockwise such that the spiral arms trail and the stars and gas overtake the spiral arms from the concave side. Fig. 2. A simulation of the breakout from a galactic disk of a superbubble driven by multiple supernovae. The density of gas in the disk and superbubble are shown in cross-section, with only the upper half of the disk shown. Red is high-density gas, while blue is low-density gas, with other colors of the rainbow intermediate. Each side of the image is approximately 800 pc long. (Courtesy of Mordecai-Mark Mac Low, American Museum of Natural History). Fig. 3. An image of a large Galactic HI supershell (white region at center). The empty supershell has a central brightness temperature of about 3 K; the shell edges have a brightness temperature around 60 K (black). The shell also shows narrow channels which appear to extend to the Galactic halo, forming a ”chimney” above and below the plane. The shell lies at a distance of about 6.5 kpc, has a diameter of roughly 600 pc and extends more than 1.1 kpc above the Galactic plane. The data were obtained at the Parkes Radio Telescope as part of the Southern Galactic Plane Survey. (Courtesy of N.M. McLure-Griffiths & J.R. Dickey, University of Minnesota). Fig. 4. These images show ROSAT false-color images of the Corona Australis dark molecular cloud. The contours show the 100 micron emission from dust in this cloud measured by the IRAS infrared satellite. The self-scaled images are for two different energy bands: (a) 100 eV $``$ 300 eV (C band), and (b) 500 $``$ 1100 eV (M band). These soft (low energy) x-rays are absorbed by interstellar dust and gas. Because the M band x-rays are more penetrating than the C band x-rays, they are absorbed more strongly in the core of the cloud than in the periphery, while the C band x-rays from beyond the cloud are completely absorbed over the entire cloud. These images demonstrate that much of the x-ray flux originates from beyond the cloud. (Courtesy of D.N. Burrows, Penn State University.) Fig. 5. Dispersion measures from pulsars, $`D_m\mathrm{sin}b`$ where $`b`$ is galactic latitude, versus $`z`$distance above the Galactic plane. The horizontal lines show the distance uncertainty for different pulsars. The black circles and stars refer to pulsars in globular clusters and the Magellanic clouds respectively. The sloping line corresponds to a model electron distribution which is uniform in density 0.03 cm<sup>-3</sup>, and the two dashed lines are for models in which the electron layer has the same density at $`z=0`$ but falls off with increasing $`z`$ as sech$`{}_{}{}^{2}(z/h)`$ where $`h`$ is 500 pc and 800 pc. (Courtesy of R.N. Manchester, Australia Telescope National Facility.) Fig. 6. The ratio of molecular to atomic hydrogen for different ‘Hubble types’ of spiral galaxies. The histograms are presented in order of declining bulge to disk ratios, with the S0/Sa galaxies having the largest bulges. The increasing fraction of dense molecular clouds towards earlier Hubble types may reflect a higher cloud formation rate in the presence of a stronger gravitational field. (Courtesy of J.S. Young, University of Massachussetts.) Joss Bland-Hawthorn & Ron Reynolds
warning/0006/hep-th0006203.html	ar5iv	text	# 1 Introduction ## 1 Introduction It is nowadays believed that the idea of extra dimensions would be one of the most intriguing ideas concerning unification of gauge fields with general relativity. For instance, in superstring theory, the traditional method of the compactification involves writing a ten dimensional manifold as a direct product of a non-compact four dimensional Minkowski space-time and a compact six dimensional Ricci flat manifold (or non-manifold like an orbifold) with the size of the compact space being set by a string scale. Here it is usually assumed that the size of extra spatial dimensions is so small that it is not observed as yet. An important point in this method is that one needs some unknown mechanism of stabilizing the size of all six extra dimensions via non-perturbative string effects. However, it is well known that stabilizing the moduli associated with the size of extra spatial dimensions is a very difficult and unsolved problem , which would be a great shortcoming within the present framework of superstring theory. In recent years, an alternative scenario of the compactification has been put forward . This new idea is based on the possibility that our world is a three brane embedded in a higher dimensional space-time with non-factorizable warped geometry. In this scenario, it is $`a\mathrm{𝑝𝑟𝑖𝑜𝑟𝑖}`$ assumed that all the matter fields are constrained to live on the three brane, whereas gravity is free to propagate in the extra dimensions. However, this assumption about trapping of Standard Model particles on the brane is not so obvious at first glance. In string theory, such particles could be naturally localized on D3-brane , but it is fair to say that string theory realization of the alternative compactification scenario is not completely understood yet. Then it is quite of interest to ask whether field theoretic localization mechanism works as well or not. Indeed, it has been already known that not only scalars and fermions but also gauge fields are localized on the brane in terms of field theoretic mechanism. This localization mechanism has been recently investigated in $`AdS_5`$ space . In particular, in the Randall-Sundrum model in five dimensions , the following facts are clarified: spin 0 field is localized on a brane with positive tension which also localizes the graviton . Spin 1 field is not localized neither on a brane with positive tension nor on a brane with negative tension . Moreover, spin 1/2 and 3/2 fields are localized not on a brane with positive tension but on a brane with negative tension . Thus, in order to fulfill the localization of Standard Model particles on a brane with positive tension, it seems that some additional interactions except gravity must be also introduced in the bulk. The aim of the present article is to extend these works to the case of a string-like defect with codimension 2 in a general space-time dimension. In this respect, it is valuable to ask why we consider the object with codimension 2. One reason is, of course, because it is in itself of interest to generalize many interesting properties obtained in the Randall-Sundrum model in five dimensions to the string-like solutions in general $`D`$ dimensions, with $`D=6`$ being of special importance to physics. But the most important reason comes from the observation that logarithmic gauge coupling unification may be achieved in theories with (sets of) two large spatial dimensions . The logarithmic behavior of the Green’s functions in effectively two dimensions has a chance of giving rise to logarithmic variation of the parameters on our brane, thereby reproducing the logarithmic running of coupling constants. The solutions to Einstein’s equations in two extra dimensions have been so thus studied by many groups . In this article, we shall present slightly more general solutions with a warp factor in a general space-time dimension. ## 2 Einstein’s equations The action which we consider in this article is that of gravity in general $`D`$ dimensions, with the conventional Einstein-Hilbert action and some matter action: $`S={\displaystyle \frac{1}{2\kappa _D^2}}{\displaystyle d^Dx\sqrt{g}\left(R2\mathrm{\Lambda }\right)}+{\displaystyle d^Dx\sqrt{g}L_m},`$ (1) where $`\kappa _D`$ denotes the $`D`$-dimensional gravitational constant with a relation $`\kappa _D^2=8\pi G_N=\frac{8\pi }{M_{}^{D2}}`$ with $`G_N`$ and $`M_{}`$ being the $`D`$-dimensional Newton constant and the $`D`$-dimensional Planck mass scale, respectively. Throughout this article we follow the standard conventions and notations of the textbook of Misner, Thorne and Wheeler . Variation of the action (1) with respect to the $`D`$-dimensional metric tensor $`g_{MN}`$ leads to Einstein’s equations: $`R_{MN}{\displaystyle \frac{1}{2}}g_{MN}R=\mathrm{\Lambda }g_{MN}+\kappa _D^2T_{MN},`$ (2) where the energy-momentum tensor is defined as $`T_{MN}={\displaystyle \frac{2}{\sqrt{g}}}{\displaystyle \frac{\delta }{\delta g^{MN}}}{\displaystyle d^Dx\sqrt{g}L_m}.`$ (3) We shall adopt the following metric ansatz: $`ds^2`$ $`=`$ $`g_{MN}dx^Mdx^N`$ (4) $`=`$ $`g_{\mu \nu }dx^\mu dx^\nu +\stackrel{~}{g}_{ab}dx^adx^b`$ $`=`$ $`e^{A(r)}\widehat{g}_{\mu \nu }dx^\mu dx^\nu +dr^2+e^{B(r)}d\mathrm{\Omega }_{n1}^2,`$ where $`M,N,\mathrm{}`$ denote $`D`$-dimensional space-time indices, $`\mu ,\nu ,\mathrm{}`$ do $`p`$-dimensional brane ones, and $`a,b,\mathrm{}`$ do $`n`$-dimensional extra spatial ones, so the equality $`D=p+n`$ holds. (We assume $`p4`$.) And d$`\mathrm{\Omega }_{n1}^2`$ stands for the metric on a unit $`(n1)`$-sphere, which is concretely expressed in terms of the angular variables $`\theta _i`$ as $`d\mathrm{\Omega }_{n1}^2=d\theta _2^2+\mathrm{sin}^2\theta _2d\theta _3^2+\mathrm{sin}^2\theta _2\mathrm{sin}^2\theta _3d\theta _4^2+\mathrm{}+{\displaystyle \underset{i=2}{\overset{n1}{}}}\mathrm{sin}^2\theta _id\theta _n^2,`$ (5) with the volume element $`𝑑\mathrm{\Omega }_{n1}=\frac{2\pi ^{\frac{n}{2}}}{\mathrm{\Gamma }(\frac{n}{2})}`$. Moreover, we shall take the ansatz for the energy-momentum tensor respecting the spherical symmetry: $`T_\nu ^\mu `$ $`=`$ $`\delta _\nu ^\mu t_o(r),`$ $`T_r^r`$ $`=`$ $`t_r(r),`$ $`T_{\theta _2}^{\theta _2}`$ $`=`$ $`T_{\theta _3}^{\theta _3}=\mathrm{}=T_{\theta _n}^{\theta _n}=t_\theta (r),`$ (6) where $`t_i(i=o,r,\theta )`$ are functions of only the radial coordinate $`r`$. Under these ansatzs, after a straightforward calculation, Einstein’s equations reduce to $`e^A\widehat{R}{\displaystyle \frac{p(n1)}{2}}A^{}B^{}{\displaystyle \frac{p(p1)}{4}}(A^{})^2{\displaystyle \frac{(n1)(n2)}{4}}(B^{})^2`$ $`+(n1)(n2)e^B2\mathrm{\Lambda }+2\kappa _D^2t_r=0,`$ (7) $`e^A\widehat{R}+(n2)B^{\prime \prime }{\displaystyle \frac{p(n2)}{2}}A^{}B^{}{\displaystyle \frac{(n1)(n2)}{4}}(B^{})^2`$ $`+(n2)(n3)e^B+pA^{\prime \prime }{\displaystyle \frac{p(p+1)}{4}}(A^{})^22\mathrm{\Lambda }+2\kappa _D^2t_\theta =0,`$ (8) $`{\displaystyle \frac{p2}{p}}e^A\widehat{R}+(p1)(A^{\prime \prime }{\displaystyle \frac{n1}{2}}A^{}B^{}){\displaystyle \frac{p(p1)}{4}}(A^{})^2`$ $`+(n1)[B^{\prime \prime }{\displaystyle \frac{n}{4}}(B^{})^2+(n2)e^B]2\mathrm{\Lambda }+2\kappa _D^2t_o=0,`$ (9) where the prime denotes the differentiation with respect to $`r`$, and $`\widehat{R}`$ is the scalar curvature associated with the brane metric $`\widehat{g}_{\mu \nu }`$. Here we define the cosmological constant on the $`(p1)`$-brane, $`\mathrm{\Lambda }_p`$, by the equation $`\widehat{R}_{\mu \nu }{\displaystyle \frac{1}{2}}\widehat{g}_{\mu \nu }\widehat{R}=\mathrm{\Lambda }_p\widehat{g}_{\mu \nu }.`$ (10) In addition, the conservation law for the energy-momentum tensor, $`^MT_{MN}=0`$ takes the form $`t_r^{}={\displaystyle \frac{p}{2}}A^{}(t_rt_o)+{\displaystyle \frac{n1}{2}}B^{}(t_rt_\theta ).`$ (11) It is now known that there are many interesting solutions to these equations (see, for instance, ). In this article, we shall confine ourselves to the situation where the geometry has a warp factor, that is, $`A(r)=cr,`$ (12) where $`c`$ is a constant. Before solving a set of the equations, it is useful to notice that for $`n=1,2`$ Einstein’s equations (7), (8), (9) do not include $`e^B`$ at all. This fact makes the cases of $`n=1,2`$ to be quite different from the other higher dimensional cases $`n3`$. Thus, in what follows, we shall solve a set of the equations in the case of $`n=2`$. ## 3 String-like solutions (n=2) Now we shall solve the equations in the case of $`n=2`$. In this case, under the ansatz (12), Einstein equations (7), (8), (9) are in the form $`e^{cr}\widehat{R}{\displaystyle \frac{p}{2}}cB^{}{\displaystyle \frac{p(p1)}{4}}c^22\mathrm{\Lambda }+2\kappa _D^2t_r=0,`$ (13) $`e^{cr}\widehat{R}{\displaystyle \frac{p(p+1)}{4}}c^22\mathrm{\Lambda }+2\kappa _D^2t_\theta =0,`$ (14) $`{\displaystyle \frac{p2}{p}}e^{cr}\widehat{R}{\displaystyle \frac{p1}{2}}cB^{}{\displaystyle \frac{p(p1)}{4}}c^2+B^{\prime \prime }{\displaystyle \frac{1}{2}}(B^{})^22\mathrm{\Lambda }+2\kappa _D^2t_o=0,`$ (15) and the conservation law takes the form $`t_r^{}={\displaystyle \frac{p}{2}}c(t_rt_o)+{\displaystyle \frac{1}{2}}B^{}(t_rt_\theta ).`$ (16) From these equations, general solutions can be found as follows: $`ds^2=e^{cr}\widehat{g}_{\mu \nu }dx^\mu dx^\nu +dr^2+e^{B(r)}d\theta ^2,`$ (17) where $`B(r)=cr+{\displaystyle \frac{4}{pc}}\kappa _D^2{\displaystyle ^r}𝑑r(t_rt_\theta ),`$ (18) $`c^2`$ $`=`$ $`{\displaystyle \frac{1}{p(p+1)}}(8\mathrm{\Lambda }+8\kappa _D^2\alpha ),`$ $`\widehat{R}`$ $`=`$ $`{\displaystyle \frac{2p}{p2}}\mathrm{\Lambda }_p=2\kappa _D^2\beta .`$ (19) Here $`t_\theta `$ must take a definite form, which is given by $`t_\theta =\beta e^{cr}+\alpha ,`$ (20) with $`\alpha `$ and $`\beta `$ being some constants. Moreover, in order to guarantee the positivity of $`c^2`$, $`\alpha `$ should satisfy an inequality $`8\mathrm{\Lambda }+8\kappa _D^2\alpha >0`$. It is useful to consider two special cases of the above general solutions. One specific solution is the one without sources $`(t_i=0)`$. Then we get a special solution found first by Gregory : $`ds^2=e^{cr}\widehat{g}_{\mu \nu }dx^\mu dx^\nu +dr^2+R_0^2e^{cr}d\theta ^2,`$ (21) with $`R_0`$ being a constant. Here the constant $`c`$, the brane scalar curvature and the brane cosmological constant are given by $`c^2`$ $`=`$ $`{\displaystyle \frac{8\mathrm{\Lambda }}{p(p+1)}},`$ $`\widehat{R}`$ $`=`$ $`{\displaystyle \frac{2p}{p2}}\mathrm{\Lambda }_p=0.`$ (22) In this case, as in the corresponding domain wall solution, the bulk geometry is the anti-de Sitter space, and the brane geometry is Ricci-flat with vanishing cosmological constant. Another specific solution occurs when we have the spontaneous symmetry breakdown $`t_r=t_\theta `$ : $`ds^2=e^{cr}\widehat{g}_{\mu \nu }dx^\mu dx^\nu +dr^2+R_0^2e^{c_1r}d\theta ^2,`$ (23) where $`c^2`$ $`=`$ $`{\displaystyle \frac{1}{p(p+1)}}(8\mathrm{\Lambda }+8\kappa _D^2t_\theta )>0,`$ $`c_1`$ $`=`$ $`c{\displaystyle \frac{8}{pc}}\kappa _D^2t_\theta ,`$ $`\widehat{R}`$ $`=`$ $`{\displaystyle \frac{2p}{p2}}\mathrm{\Lambda }_p=0.`$ (24) Notice that this solution is more general than the previous one (21) since this solution reduces to (21) when $`t_\theta =0`$. This special solution would be utilized to analyse localization of various matters on a string-like defect in the next section. Finally, let us comment the solutions in general $`n`$. It is straightforward to apply the above calculation procedure to this general case, but as mentioned before the existence of the nontrivial terms involving $`e^B`$ prevent interesting solutions like Eq.s (21), (23) from satisfying Einstein’s equations. We have checked that for $`n3`$ the solution with the warp factor (12) must be of the form $`ds^2=e^{cr}\widehat{g}_{\mu \nu }dx^\mu dx^\nu +dr^2+R_0^2d\mathrm{\Omega }_{n1}^2,`$ (25) where $`c^2`$ $`=`$ $`{\displaystyle \frac{8\mathrm{\Lambda }}{p(p+n2)}},`$ $`\widehat{R}`$ $`=`$ $`{\displaystyle \frac{2p}{p2}}\mathrm{\Lambda }_p=0,`$ (26) where the sources satisfy the relations, $`t_r+(n1)t_\theta (n2)t_o=0`$ and $`t_r=t_o=constant`$, which are nothing but the relations satisfied in the spontaneous symmetry breakdown . ## 4 Localization of various matters In this section, for clarity we shall limit our attention to a specific string-like solution (23) since the generalization to the general solutions (17) is straightforward. In this paper, we have the physical setup in mind such that ’local cosmic string’ sits at the origin $`r=0`$ and then ask the question of whether variuos bulk fields with spin ranging from 0 to 2 can be localized on the brane by means of only the gravitational interaction. To describe ’local cosmic string’ at the origin $`r=0`$, it is necessary to introduce the boundary conditions meaning that the extra dimensions are conical around the brane with a deficit angle $`\delta `$, which are given by $`(e^{\frac{1}{2}B(r)})^{}\|_0^ϵ={\displaystyle \frac{\delta }{2\pi }},(e^{\frac{1}{2}B(0)})^{}=1,e^{B(ϵ)}=0,`$ (27) where the boundary conditions are imposed at small radius $`ϵ`$ containing the brane. But these boundary conditions are not directly relevant to the present analysis for the localization. The only relevant information is that the integral over the coordinate $`r`$ runs from $`r=0`$ to $`r=\mathrm{}`$, whose validity is guaranteed by the above boundary conditions. ### 4.1 Spin 0 scalar field In this subsection we study localization of a real scalar field in the background geometry (23). It will be shown that provided that the constants $`c`$ and $`t_\theta `$ simultaneously satisfy certain inequalities, there is a localized zero mode on the string-like defect. Let us consider the action of a massless real scalar coupled to gravity: $`S_m={\displaystyle \frac{1}{2}}{\displaystyle d^Dx\sqrt{g}g^{MN}_M\mathrm{\Phi }_N\mathrm{\Phi }},`$ (28) from which the equation of motion can be derived: $`{\displaystyle \frac{1}{\sqrt{g}}}_M(\sqrt{g}g^{MN}_N\mathrm{\Phi })=0.`$ (29) From now on we shall take $`\widehat{g}_{\mu \nu }=\eta _{\mu \nu }`$ and define $`P(r)=e^{cr}`$ and $`Q(r)=R_0^2e^{c_1r}`$. In the background metric (23), the equation of motion (29) becomes $`P^1\eta ^{\mu \nu }_\mu _\nu \mathrm{\Phi }+P^{\frac{p}{2}}Q^{\frac{1}{2}}_r(P^{\frac{p}{2}}Q^{\frac{1}{2}}_r\mathrm{\Phi })+Q^1_\theta ^2\mathrm{\Phi }=0.`$ (30) Let us look for solutions of the form $`\mathrm{\Phi }(x^M)`$ $`=`$ $`\varphi (x^\mu )\chi (r)\mathrm{\Theta }(\theta )`$ (31) $`=`$ $`\varphi (x^\mu ){\displaystyle \underset{l,m}{}}\chi _m(r)e^{il\theta },`$ where the $`p`$-dimensional scalar field satisfies Klein-Gordon equation $`\eta ^{\mu \nu }_\mu _\nu \varphi (x)=m_0^2\varphi (x).`$ (32) Then Eq.(30) reduces to $`_r^2\chi _m+({\displaystyle \frac{p}{2}}{\displaystyle \frac{P^{}}{P}}+{\displaystyle \frac{1}{2}}{\displaystyle \frac{Q^{}}{Q}})_r\chi _m+({\displaystyle \frac{1}{P}}m_0^2{\displaystyle \frac{1}{Q}}l^2)\chi _m=0.`$ (33) It is clear that this equation has the zero-mass ($`m_0=0`$) and $`s`$-wave ($`l=0`$) constant solution $`\chi _m(r)=\chi _0=constant`$. Now we wish to show that this constant mode is localized on the defect sitting around the origin $`r=0`$. The condition for having localized $`p`$-dimensional scalar field is that $`\chi _m(r)=\chi _0`$ is normalizable. It is of importance to notice that normalizability of the ground state wave function is equivalent to the condition that the ”coupling” constant is nonvanishing. This key observation is fully utilized when we discuss localization of the constant mode of various spin fields in the below. Let us substitute the zero mode $`\chi _m(r)=\chi _0`$ into the starting action (28) and check if the constant solution is a normalizable solution or not. With $`\mathrm{\Phi }_0(x^M)=\varphi (x^\mu )\chi _0`$, the action (28) can be cast to $`S_m^{(0)}`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle d^Dx\sqrt{g}g^{MN}_M\mathrm{\Phi }_0_N\mathrm{\Phi }_0}`$ (34) $`=`$ $`\pi \chi _0^2{\displaystyle _0^{\mathrm{}}}𝑑rP^{\frac{p}{2}1}Q^{\frac{1}{2}}{\displaystyle d^px\eta ^{\mu \nu }_\mu \varphi _\nu \varphi }.`$ From this equation, if we define $`I_0`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}𝑑rP^{\frac{p}{2}1}Q^{\frac{1}{2}}`$ (35) $`=`$ $`R_0{\displaystyle _0^{\mathrm{}}}𝑑re^{[(\frac{p}{2}1)c+\frac{1}{2}c_1]r},`$ the condition of having localized $`p`$-dimensional scalar field on the defect requires that $`I_0`$ should be finite. Then it is easy to rewrite this condition as inequalities for $`c`$ and $`t_\theta `$, whose results are given by $`{\displaystyle \frac{1}{\kappa _D^2}}\mathrm{\Lambda }<t_\theta <{\displaystyle \frac{p1}{2\kappa _D^2}}\mathrm{\Lambda },`$ (36) for $`c>0`$ and $`t_\theta >{\displaystyle \frac{p1}{2\kappa _D^2}}\mathrm{\Lambda },`$ (37) for $`c<0`$. Here for simplicity we have taken the bulk cosmological constant $`\mathrm{\Lambda }`$ to be negative, in other words, the bulk geometry is anti-de Sitter space. (This assumption is made in this section.) Note that the condition (36) includes the case without sources, (21). This condition also implies that the $`p`$-dimensional scalar field $`\varphi `$ is localized on the defect with the decreasing warp factor, which exactly corresponds to localization of spin 0 field on a positive-tension brane in the five-dimensional Randall-Sundrum model . We will see in subsection 4.4 that with the same condition as above, spin 2 graviton field is localized on the defect. ### 4.2 Spin 1 vector field It was shown in the Randall-Sundrum model in $`AdS_5`$ space that spin 1 vector field is not localized neither on a brane with positive tension nor on a brane with negative tension so the Dvali-Shifman mechanism must be invoked for the vector field localization . Remarkably, it will be shown in this subsection that spin 1 vector field $`\mathrm{𝑖𝑠}`$ localized on a string-like defect, which is in sharp contrast with the domain wall case. So we do not need to introduce additional mechanism for the vector field localization in the case at hand. Let us start with the action of $`U(1)`$ vector field: $`S_m={\displaystyle \frac{1}{4}}{\displaystyle d^Dx\sqrt{g}g^{MN}g^{RS}F_{MR}F_{NS}},`$ (38) where $`F_{MN}=_MA_N_NA_M`$ as usual. From this action the equation motion is given by $`{\displaystyle \frac{1}{\sqrt{g}}}_M(\sqrt{g}g^{MN}g^{RS}F_{NS})=0.`$ (39) In the background metric (23), this equation is reduced to $`P^1\eta ^{\mu \nu }g^{MN}_\mu F_{\nu N}+P^{\frac{p}{2}}Q^{\frac{1}{2}}_r(P^{\frac{p}{2}}Q^{\frac{1}{2}}g^{MN}F_{rN})+Q^1g^{MN}_\theta F_{\theta N}=0.`$ (40) By choosing the gauge condition $`A_\theta =0`$ and decomposing the vector field as $`A_\mu (x^M)`$ $`=`$ $`a_\mu (x^\mu ){\displaystyle \underset{l,m}{}}\rho _m(r)e^{il\theta },`$ $`A_r(x^M)`$ $`=`$ $`a_r(x^\mu ){\displaystyle \underset{l,m}{}}\rho _m(r)e^{il\theta },`$ (41) it is straightforward to see that there is the $`s`$-wave ($`l=0)`$ constant solution $`\rho _m(r)=\rho _0=constant`$ and $`a_r=constant`$. Note that in deriving this solution we have used $`_\mu a^\mu =^\mu f_{\mu \nu }=0`$ with the definition of $`f_{\mu \nu }=_\mu a_\nu _\nu a_\mu `$. As in the scalar field in the previous subsection, let us substitute this constant solution into the action (38) in order to see if the solution is a normalizable solution or not. It turns out that the action is reduced to $`S_m^{(0)}`$ $`=`$ $`{\displaystyle \frac{1}{4}}{\displaystyle d^Dx\sqrt{g}g^{MN}g^{RS}F_{MR}^{(0)}F_{NS}^{(0)}}`$ (42) $`=`$ $`{\displaystyle \frac{\pi }{2}}\rho _0^2{\displaystyle _0^{\mathrm{}}}𝑑rP^{\frac{p}{2}2}Q^{\frac{1}{2}}{\displaystyle d^px\eta ^{\mu \nu }\eta ^{\lambda \sigma }f_{\mu \lambda }f_{\nu \sigma }}.`$ Provided that we define $`I_1`$ by the equation $`I_1`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}𝑑rP^{\frac{p}{2}2}Q^{\frac{1}{2}}`$ (43) $`=`$ $`R_0{\displaystyle _0^{\mathrm{}}}𝑑re^{[(\frac{p}{2}2)c+\frac{1}{2}c_1]r},`$ the condition of having localized $`p`$-dimensional vector field on the defect requires $`I_1`$ to be finite. This condition can be expressed as $`{\displaystyle \frac{1}{\kappa _D^2}}\mathrm{\Lambda }<t_\theta <{\displaystyle \frac{p3}{4\kappa _D^2}}\mathrm{\Lambda },`$ (44) for $`c>0`$ and $`t_\theta >{\displaystyle \frac{p3}{4\kappa _D^2}}\mathrm{\Lambda },`$ (45) for $`c<0`$. Thus, the vector field can be localized on the string-like defect with the exponentially decreasing warp factor $`c>0`$ by selecting the source $`t_\theta `$ such that the inequality (44) should be satisfied. This result is quite different from that of the vector field in the domain wall in $`AdS_5`$ where there was no localized solutions. The difference with the domain wall case is that the background metric (23) now contains the factor $`e^{c_1r}`$ in the angular part, which gives us this nontrivial and interesting result. Indeed, if we set $`p=4`$ in $`I_1`$, the contribution from $`c`$ vanishes and $`I_1`$ becomes dependent on only $`c_1`$. However, this term is trivially zero in the domain wall case, thereby giving rise to a divergent quantity irrespective of $`c`$ in the case of the domain wall solution. Accordingly, we do not need to invoke some additional mechanism for localization of the vector field in the case at hand. ### 4.3 Spin 1/2 fermionic field Now we are ready to consider spin 1/2 fermion. Our starting action is the Dirac action given by $`S_m={\displaystyle d^Dx\sqrt{g}\overline{\mathrm{\Psi }}i\mathrm{\Gamma }^MD_M\mathrm{\Psi }},`$ (46) from which the equation of motion is given by $`0=\mathrm{\Gamma }^MD_M\mathrm{\Psi }=(\mathrm{\Gamma }^\mu D_\mu +\mathrm{\Gamma }^rD_r+\mathrm{\Gamma }^\theta D_\theta )\mathrm{\Psi }.`$ (47) We shall introduce the vielbein $`e_M^{\overline{M}}`$ (and its inverse $`e_{\overline{M}}^M`$) through the usual definition $`g_{MN}=e_M^{\overline{M}}e_N^{\overline{N}}\eta _{\overline{M}\overline{N}}`$ where $`\overline{M},\overline{N},\mathrm{}`$ denote the local Lorentz indices. From the formula $`\mathrm{\Gamma }^M=e_{\overline{M}}^M\gamma ^{\overline{M}}`$ with $`\mathrm{\Gamma }^M`$ and $`\gamma ^{\overline{M}}`$ being the curved gamma matrices and the flat gamma ones, respectively, we have the relations: $`\mathrm{\Gamma }^\mu =P^{\frac{1}{2}}\gamma ^\mu ,\mathrm{\Gamma }^r=\gamma ^r,\mathrm{\Gamma }^\theta =Q^{\frac{1}{2}}\gamma ^\theta .`$ (48) The spin connection $`\omega _M^{\overline{M}\overline{N}}`$ in the covariant derivative $`D_M\mathrm{\Psi }=(_M+\frac{1}{4}\omega _M^{\overline{M}\overline{N}}\gamma _{\overline{M}\overline{N}})\mathrm{\Psi }`$ is defined as $`\omega _M^{\overline{M}\overline{N}}={\displaystyle \frac{1}{2}}e^{N\overline{M}}(_Me_N^{\overline{N}}_Ne_M^{\overline{N}}){\displaystyle \frac{1}{2}}e^{N\overline{N}}(_Me_N^{\overline{M}}_Ne_M^{\overline{M}})`$ $`{\displaystyle \frac{1}{2}}e^{P\overline{M}}e^{Q\overline{N}}(_Pe_{Q\overline{R}}_Qe_{P\overline{R}})e_M^{\overline{R}},`$ (49) so the nonvanishing components are evaluated for the background metric (23): $`\omega _\theta ^{\overline{r}\overline{\theta }}={\displaystyle \frac{1}{2}}Q^{\frac{1}{2}}Q^{},\omega _\mu ^{\overline{r}\overline{\mu }}={\displaystyle \frac{1}{2}}P^{\frac{1}{2}}P^{}\delta _\mu ^{\overline{\mu }}.`$ (50) Therefore, the covariant derivative can be calculated to $`D_\mu \mathrm{\Psi }=(_\mu {\displaystyle \frac{1}{4}}{\displaystyle \frac{P^{}}{P}}\mathrm{\Gamma }_r\mathrm{\Gamma }_\mu )\mathrm{\Psi },D_r\mathrm{\Psi }=_r\mathrm{\Psi },D_\theta \mathrm{\Psi }=(_\theta {\displaystyle \frac{1}{4}}{\displaystyle \frac{Q^{}}{Q}}\mathrm{\Gamma }_r\mathrm{\Gamma }_\theta )\mathrm{\Psi }.`$ (51) Substituting Eq.(51) in the equation of motion (47), we will search for the solutions of the form $`\mathrm{\Psi }(x^M)=\psi (x^\mu )\alpha (r)e^{il\theta }`$ where $`\psi (x^\mu )`$ satisfies the massless $`p`$-dimensional Dirac equation $`\gamma ^\mu _\mu \psi =0`$. Then the equation of motion (47) is reduced to $`(_r+{\displaystyle \frac{p}{4}}{\displaystyle \frac{P^{}}{P}}+{\displaystyle \frac{1}{4}}{\displaystyle \frac{Q^{}}{Q}})\alpha (r)=0.`$ (52) The solution to this equation reads: $`\alpha (r)=c_2P^{\frac{p}{4}}Q^{\frac{1}{4}},`$ (53) with $`c_2`$ being an integration constant. Here we have considered the $`s`$-wave solution. Now let us show that the solution (53) is normalizable if we use the exponentially not decreasing but increasing warp factor. $`S_m^{(0)}`$ $`=`$ $`{\displaystyle d^Dx\sqrt{g}\overline{\mathrm{\Psi }}_0i\mathrm{\Gamma }^MD_M\mathrm{\Psi }_0}`$ (54) $`=`$ $`2\pi {\displaystyle _0^{\mathrm{}}}𝑑rP^{\frac{p}{2}\frac{1}{2}}Q^{\frac{1}{2}}\alpha (r)^2{\displaystyle d^px\overline{\psi }i\gamma ^\mu _\mu \psi }+\mathrm{}.`$ In order to localize spin 1/2 fermion in this framework, the integral $`I_{\frac{1}{2}}`$, which is defined as $`I_{\frac{1}{2}}`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}𝑑rP^{\frac{p}{2}\frac{1}{2}}Q^{\frac{1}{2}}\alpha (r)^2`$ (55) $`=`$ $`c_2^2{\displaystyle _0^{\mathrm{}}}𝑑re^{\frac{1}{2}cr},`$ should be finite. But this quantity is obviously divergent for $`c>0`$ while it is finite for $`c<0`$. This situation is the same as in the domain wall in the Randall-Sundrum framework where for localization of spin 1/2 field additional localization method by Jackiw and Rebbi was introduced. This method could be applied even to the present situation, but we believe that the most natural and interesting approach would be to construct a supergravity theory corresponding to the situation at hand. ### 4.4 Spin 3/2 fermionic field Next we turn to spin 3/2 field, in other words, the gravitino. We will encounter the same result as in spin 1/2 field. Let us begin with the action of the Rarita-Schwinger gravitino field: $`S_m={\displaystyle d^Dx\sqrt{g}\overline{\mathrm{\Psi }}_Mi\mathrm{\Gamma }^{[M}\mathrm{\Gamma }^N\mathrm{\Gamma }^{R]}D_N\mathrm{\Psi }_R},`$ (56) from which the equation of motion is given by $`\mathrm{\Gamma }^{[M}\mathrm{\Gamma }^N\mathrm{\Gamma }^{R]}D_N\mathrm{\Psi }_R=0.`$ (57) Here the square bracket denotes the anti-symmetrization and the covariant derivative is defined with the affine connection $`\mathrm{\Gamma }_{MN}^R=e_{\overline{M}}^R(_Me_N^{\overline{M}}+\omega _M^{\overline{M}\overline{N}}e_{N\overline{N}})`$ by $`D_M\mathrm{\Psi }_N=_M\mathrm{\Psi }_N\mathrm{\Gamma }_{MN}^R\mathrm{\Psi }_R+{\displaystyle \frac{1}{4}}\omega _M^{\overline{M}\overline{N}}\gamma _{\overline{M}\overline{N}}\mathrm{\Psi }_N.`$ (58) After taking the gauge condition $`\mathrm{\Psi }_\theta =0`$, the nontrivial components of the covariant derivative are easily calculated: $`D_\mu \mathrm{\Psi }_\nu `$ $`=`$ $`_\mu \mathrm{\Psi }_\nu +{\displaystyle \frac{1}{2}}P^{}\eta _{\mu \nu }\mathrm{\Psi }_r{\displaystyle \frac{1}{4}}{\displaystyle \frac{P^{}}{P}}\mathrm{\Gamma }_r\mathrm{\Gamma }_\mu \mathrm{\Psi }_\nu ,`$ $`D_\mu \mathrm{\Psi }_r`$ $`=`$ $`_\mu \mathrm{\Psi }_r{\displaystyle \frac{1}{2}}{\displaystyle \frac{P^{}}{P}}\mathrm{\Psi }_\mu {\displaystyle \frac{1}{4}}{\displaystyle \frac{P^{}}{P}}\mathrm{\Gamma }_r\mathrm{\Gamma }_\mu \mathrm{\Psi }_r,`$ $`D_r\mathrm{\Psi }_\mu `$ $`=`$ $`_r\mathrm{\Psi }_\mu {\displaystyle \frac{1}{2}}{\displaystyle \frac{P^{}}{P}}\mathrm{\Psi }_\mu ,`$ $`D_r\mathrm{\Psi }_r`$ $`=`$ $`_r\mathrm{\Psi }_r,`$ $`D_\theta \mathrm{\Psi }_\mu `$ $`=`$ $`_\theta \mathrm{\Psi }_\mu {\displaystyle \frac{1}{4}}{\displaystyle \frac{Q^{}}{Q}}\mathrm{\Gamma }_r\mathrm{\Gamma }_\theta \mathrm{\Psi }_\mu ,`$ $`D_\theta \mathrm{\Psi }_r`$ $`=`$ $`_\theta \mathrm{\Psi }_r{\displaystyle \frac{1}{4}}{\displaystyle \frac{Q^{}}{Q}}\mathrm{\Gamma }_r\mathrm{\Gamma }_\theta \mathrm{\Psi }_r,`$ $`D_\theta \mathrm{\Psi }_\theta `$ $`=`$ $`{\displaystyle \frac{1}{2}}Q^{}\mathrm{\Psi }_r.`$ (59) Substituting Eq.(59) in the equation of motion (57), we will look for the solutions of the form $`\mathrm{\Psi }_\mu (x^M)=\psi _\mu (x^\mu )u(r)e^{il\theta },\mathrm{\Psi }_r(x^M)=\psi _r(x^\mu )u(r)e^{il\theta }`$ where $`\psi _\mu (x^\mu )`$ satisfies the following $`p`$-dimensional equations $`\gamma ^\mu \psi _\mu =^\mu \psi _\mu =\gamma ^{[\mu }\gamma ^\nu \gamma ^{\rho ]}_\nu \psi _\rho =0`$. Then the equation of motion (57) is of the form $`(_r+{\displaystyle \frac{p2}{4}}{\displaystyle \frac{P^{}}{P}}+{\displaystyle \frac{1}{4}}{\displaystyle \frac{Q^{}}{Q}})u(r)=0.`$ (60) The solution to this equation reads: $`u(r)=c_3P^{\frac{p2}{4}}Q^{\frac{1}{4}},`$ (61) with $`c_3`$ being an integration constant. Again in the above we have considered the $`s`$-wave solution and $`\psi _r=0`$. We shall show that as in the case of spin 1/2 field the solution (61) is normalizable if we use the exponentially increasing warp factor. $`S_m^{(0)}`$ $`=`$ $`{\displaystyle d^Dx\sqrt{g}\overline{\mathrm{\Psi }}_M^{(0)}i\mathrm{\Gamma }^{[M}\mathrm{\Gamma }^N\mathrm{\Gamma }^{R]}D_N\mathrm{\Psi }_R^{(0)}}`$ (62) $`=`$ $`2\pi {\displaystyle _0^{\mathrm{}}}𝑑rP^{\frac{p}{2}\frac{3}{2}}Q^{\frac{1}{2}}u(r)^2{\displaystyle d^px\overline{\psi }_\mu i\gamma ^{[\mu }\gamma ^\nu \gamma ^{\rho ]}_\nu \psi _\rho }.`$ In order to localize spin 3/2 fermion, the integral $`I_{\frac{3}{2}}`$, which is defined as $`I_{\frac{3}{2}}`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}𝑑rP^{\frac{p}{2}\frac{3}{2}}Q^{\frac{1}{2}}u(r)^2`$ (63) $`=`$ $`c_3^2{\displaystyle _0^{\mathrm{}}}𝑑re^{\frac{1}{2}cr},`$ must be finite. But this expression is equivalent to $`I_{\frac{1}{2}}`$ up to an overall constant factor so it is divergent for $`c>0`$ while it is finite for $`c<0`$. This result is also the same as in the domain wall in the Randall-Sundrum framework . ### 4.5 Spin 2 field For the sake of completeness we briefly touch on spin 2 graviton field from our approach since this case has been already examined in Ref.. Let us consider the following metric fluctuations: $`ds^2`$ $`=`$ $`g_{MN}dx^Mdx^N`$ (64) $`=`$ $`g_{\mu \nu }dx^\mu dx^\nu +\stackrel{~}{g}_{ab}dx^adx^b`$ $`=`$ $`e^{cr}(\eta _{\mu \nu }+h_{\mu \nu })dx^\mu dx^\nu +dr^2+R_0^2e^{c_1r}d\theta ^2.`$ Then the equation of motion for the fluctuations $`h_{\mu \nu }`$ is found to be: $`{\displaystyle \frac{1}{\sqrt{g}}}_M(\sqrt{g}g^{MN}_Nh_{\mu \nu })=0.`$ (65) Consequently, it turns out that the equation of motion for the fluctuations in the present background becomes equivalent to that of the scalar field considered in subsection 4.1 . Accordingly, we expect that the condition for localization of spin 2 field might be equivalent to that of spin 0 field. This is indeed the case as shown in what follows. Let us look for solutions of the form $`h_{\mu \nu }(x^M)`$ $`=`$ $`\stackrel{ˇ}{h}_{\mu \nu }(x^\mu )\phi (r)\mathrm{\Theta }(\theta )`$ (66) $`=`$ $`\stackrel{ˇ}{h}_{\mu \nu }(x^\mu ){\displaystyle \underset{l,m}{}}\phi _m(r)e^{il\theta },`$ where $`\eta ^{\mu \nu }_\mu _\nu \stackrel{ˇ}{h}_{\rho \sigma }=m_0^2\stackrel{ˇ}{h}_{\rho \sigma }`$. It is then easy to show that the equation of motion has the zero-mass ($`m_0=0`$) and $`s`$-wave ($`l=0`$) constant solution $`\phi _m(r)=\phi _0=constant`$. Substitution of this zero mode $`\phi _m(r)=\phi _0`$ into the Einstein-Hilbert action (1) leads to $`S^{(0)}\phi _0^2{\displaystyle _0^{\mathrm{}}}𝑑rP^{\frac{p}{2}1}Q^{\frac{1}{2}}{\displaystyle d^px^\rho \stackrel{ˇ}{h}^{\mu \nu }_\rho \stackrel{ˇ}{h}_{\mu \nu }}+\mathrm{}.`$ (67) From this equation, if we define $`I_2`$ by $`I_2={\displaystyle _0^{\mathrm{}}}𝑑rP^{\frac{p}{2}1}Q^{\frac{1}{2}},`$ (68) the condition of having localized $`p`$-dimensional graviton field on the defect requires that $`I_2`$ should be finite. Note that $`I_2=I_0`$, so that we have the same result for localization of the graviton as in the spin 0 scalar field. ## 5 Discussions In this paper, we have investigated two problems, those are, finding solutions with the warp factor corresponding to string-like defects and checking localization of various spin fields on such a string-like defect from the viewpoint of field theory. We have presented more general solutions compared to the solutions found so far. Moreover, it has been found that spin 0 and 2 fields are localized on a defect with the exponentially decreasing warp factor, and spin 1 field can be also localized on a defect with the exponentially decreasing warp factor by selecting an appropriate range of values of sources. On the contrary, spin 1/2 and 3/2 fields can be localized on a defect with the exponentially increasing warp factor. These results for localization of various spin fields coincide with the corresponding ones in the Randall-Sundrum model and many brane model except spin 1 vector field. It is remarkable that there is no localized vector field on the brane in the domain wall model, whereas vector field can be localized on the defect in the string-like model owing to the existence of the nontrivial exponential factor in the angular part of the metric. Localizing the fermionic degrees of freedom on the brane or the defect requires us to introduce other interactions but gravity. The most natural approach for it seems to embed the present model in the supergravity theory. In this respect, it is worthwhile to emphasize that six-dimensional supergravity is more beautiful than five-dimensional supergravity. Recently, the authors in Ref. have studied a covariant formalism of six-dimensional supergravity. In future, we wish to extend the present model to the supergravity model.
warning/0006/math0006167.html	ar5iv	text	# Poisson–Lie structures on Galilei group11footnote 1supported by Łódź University grant no 698 ## I Introduction Quantum groups have emerged in physics in connection with an attempt to understand the symmetries underlying exact solvability of certain quantum–mechanical and statistical models; they appeared to be quite powerful in this respect. Therefore, it is natural to ask whether their range of applicability as a mathematical tool for describing physical symmetries is wider and covers, in particular, the most important case of space–time symmetries. The theory of Hopf algebras offers a variety of structures which can be viewed as deformations of classical space–time symmetry groups. For example, a number of deformed Poincare groups were considered . They posses many attractive features. However, if one is going to take seriously the very idea of quantum space time symmetries, many conceptual problems arise which solution seems to be quite difficult. It is rather obvious that one should concentrate on deformations of relativistic symmetries because it is a high energy/ small distance region where the deviations from the predictions of “classical” theory should occur. However, as far as the conceptual problems are concerned, the nonrelativistic region provides similar challenge. On the other hand it seems that the study of nonrelativistic deformed symmetries is slightly simpler. One is not here faced with some complications typical for relativistic quantum theory as, for example, the nonexistence of particle number conserving nontrivial interactions. In the present paper as a first step towards the understanding of nonrelativistic quantum space–time symmetries we classify all nonequivalent Poisson–Lie structures on the four-dimensional Galilei group. The method we use (c.f.) is based on solving directly the cocycle condition; it has been already used for finding Poisson–Lie structures on the two-dimensional Galilei group ,. We find families of structures which cannot be related to each other by the automorphisms of the Galilei group; contrary to the case of the Poincare group many of them are not of the coboundary type. The paper is organized as follows. In sec.II we sketch a general strategy while the results are presented in sec.III. All technical details are relegated to the number of appendices. Let us conclude the introduction which some details concerning the Galilei group. The generic element $`g`$ of the ten–parameter Galilei group $`G`$ is denoted by $`g`$ $`=`$ $`(t,\stackrel{}{a},\stackrel{}{v},R)`$ (1) We shall denote by $`T=\{(t,\stackrel{}{0},\stackrel{}{0},I)\}`$ $`S=\{(0,\stackrel{}{a},\stackrel{}{0},I)\}`$ $`V=\{(0,\stackrel{}{0},\stackrel{}{v},I)\}`$ $`=\{(0,\stackrel{}{0},\stackrel{}{0},R)\}`$ the subgroups of time translations, space–translations, pure Galilei transformations (boosts), rotations, respectivly. The group law is expressed by $`g^{\prime \prime }=g^{}g=(t^{},\stackrel{}{a^{}},\stackrel{}{v^{}},R^{})(t,\stackrel{}{a},\stackrel{}{v},R)=`$ $`=(t+t^{},\stackrel{}{a^{}}+R^{}\stackrel{}{a}+\stackrel{}{v^{}}t,\stackrel{}{v^{}}+R^{}\stackrel{}{v},R^{}R)`$ (2) The identity for the group is $`e=(0,\stackrel{}{0},\stackrel{}{0},I)`$ (3) and the inverse of the generic element is given by $`g^1=`$ $`(t,\stackrel{}{a},\stackrel{}{v},R)^1`$ $`=(t,R^1(\stackrel{}{a}t\stackrel{}{v}),R^1\stackrel{}{v},R^1)`$ (4) The generators $`H,\stackrel{}{P},\stackrel{}{K}`$ and $`\stackrel{}{J}`$ of the Galilei Lie algebra $`𝒢`$ are defined with the help of the exponential parametrization $`g`$ $`=`$ $`e^{itH}e^{i\stackrel{}{a}\stackrel{}{P}}e^{i\stackrel{}{v}\stackrel{}{K}}e^{i\stackrel{}{\theta }\stackrel{}{J}}`$ (5) and they obey the following commutation rules (only the nonvanishing ones are written up) $`[J_i,J_j]`$ $`=`$ $`i\epsilon _{ijk}J_k`$ $`[J_i,K_j]`$ $`=`$ $`i\epsilon _{ijk}K_k`$ (6) $`[J_i,P_j]`$ $`=`$ $`i\epsilon _{ijk}P_k`$ $`[K_i,H]`$ $`=`$ $`iP_i`$ here and in the sequel the summation over repeated indices is understood $`(i,j,k=1,2,3)`$. The automorphism group of $`G`$ consists of the inner automorphisms together with two outer ones generated by space dilations and time dilations : $`(t,\stackrel{}{a},\stackrel{}{v},R)`$ $``$ $`(t,a\stackrel{}{a},a\stackrel{}{v},R)`$ $`(t,\stackrel{}{a},\stackrel{}{v},R)`$ $``$ $`(bt,\stackrel{}{a},b^1\stackrel{}{v},R)`$ (8) In what follows we shall need the right-invariant vector fields on $`G`$. Denoting by $`\widehat{X}`$ the right-invariant vector field corresponding to the element $`X`$ of the Lie algebra $`𝒢`$ we have $`\widehat{H}`$ $`=`$ $`i{\displaystyle \frac{}{t}}`$ $`\widehat{P_i}`$ $`=`$ $`i{\displaystyle \frac{}{a_i}}`$ (9) $`K_i`$ $`=`$ $`i(t{\displaystyle \frac{}{a_i}}+{\displaystyle \frac{}{v_i}})`$ $`J_i`$ $`=`$ $`i\epsilon _{ijk}a_j{\displaystyle \frac{}{a_k}}i\epsilon _{ijk}v_j{\displaystyle \frac{}{v_k}}i\epsilon _{ijk}R_{jl}{\displaystyle \frac{}{R_{kl}}}`$ ## II Poisson–Lie structures on Galilei group — the general strategy Let us remind the notion of Poisson–Lie group ,. It is a Lie group $`\stackrel{~}{G}`$ which has a Poisson structure { , } such that the multiplication map $`m:\stackrel{~}{G}\times \stackrel{~}{G}\stackrel{~}{G}`$ is a Poisson map (here $`\stackrel{~}{G}\times \stackrel{~}{G}`$ is given by the product Poisson structure). Poisson–Lie structures can be described explicitly as follows. Let $`\stackrel{~}{𝒢}`$ be the Lie algebra of $`\stackrel{~}{G}`$; denote by $`\{X_i\}`$ an arbitrary basis in $`\stackrel{~}{𝒢}`$ and let $`c_{ij}^k`$ be the corresponding structure constants. One defines a mapping $`\eta :\stackrel{~}{G}^2\stackrel{~}{𝒢}`$, $`\eta (g)\eta ^{ij}(g)X_iX_j`$ , $`\eta ^{ij}(g)=\eta ^{ji}(g)`$ (10) Let $`\{X_i^R\}`$ be the realization of $`\stackrel{~}{𝒢}`$ in terms of right invariant vector fields on $`\stackrel{~}{G}`$. The Poisson bracket on $`\stackrel{~}{G}`$ given by $`\{\mathrm{\Phi },\mathrm{\Psi }\}`$ $`=`$ $`\eta ^{ij}(X_i^R\mathrm{\Phi })(X_j^R\mathrm{\Psi })`$ (11) defines the Poisson–Lie structure on $`\stackrel{~}{G}`$ provided the following conditions are obeyed (i) Poisson–Lie property (co-cycle condition) $`\eta (g^{}g)`$ $`=`$ $`\eta (g^{})+Ad(g^{})\eta (g)`$ (12) (ii) Jacobi identity $`\eta ^{il}X_l^R\eta ^{jk}+\eta ^{kl}X_l^R\eta ^{ij}+\eta ^{jl}X_l^R\eta ^{ki}`$ $`c_{lp}^j\eta ^{il}\eta ^{pk}c_{lp}^i\eta ^{kl}\eta ^{pj}c_{lp}^k\eta ^{jl}\eta ^{pi}=0`$ (13) The inverse is also true: any Poisson–Lie structure on $`\stackrel{~}{G}`$ can be written in the above form. The infinitesimal analogues of Poisson–Lie groups are Lie bialgebras. For any $`X\stackrel{~}{𝒢}`$ define $`\delta (X)`$ $``$ $`{\displaystyle \frac{d}{dt}}\eta (e^{itX})\|_{t=0}`$ (14) Then it can be easily shown that $`\delta :\stackrel{~}{𝒢}^2\stackrel{~}{𝒢}`$ has the following properties which are the infinitesimal counterparts of (i) and (ii): (i’) co-cycle conditions $`\delta ([X,Y])`$ $`=`$ $`[XI+IX,\delta (Y)]+[\delta (X),IY+YI]`$ (15) (ii’) co-Jacobi identity $`{\displaystyle \underset{c.p.}{}}(\delta id)\delta (X)`$ $`=`$ $`0`$ (16) where $`c.p.`$ means the summation over cyclic permutation of the factors in $`\stackrel{~}{𝒢}\stackrel{~}{𝒢}\stackrel{~}{𝒢}`$. Every Poisson–Lie structure on $`\stackrel{~}{G}`$ defines the bialgebra structure on $`\stackrel{~}{𝒢}`$. The inverse is true provided $`\stackrel{~}{G}`$ is connected and simply connected. Two Poisson–Lie structures on $`\stackrel{~}{G}`$ will be called equivalent if there exists an automorphism of $`\stackrel{~}{G}`$ which is a Poisson map. The main aim of the present paper is to classify, up to equivalence, all Poisson–Lie structures on the four-dimensional Galilei group $`G`$. We adopt the following, rather straightforward, strategy. First, we write out $`\eta `$ in the form $`\eta (g)`$ $`=`$ $`\mathrm{\Psi }_i(g)HJ_i+\mathrm{\Phi }_i(g)HP_i+\mathrm{\Gamma }_i(g)HK_i`$ $`+\mathrm{\Lambda }_i(g)\epsilon _{ijk}P_jP_k+\mathrm{{\rm Y}}_{ij}(g)P_iK_j`$ $`+\mathrm{\Sigma }_{ij}(g)P_iJ_j+\mathrm{\Xi }_i(g)\epsilon _{ijk}K_jK_k+`$ $`+\mathrm{\Omega }_{ij}(g)K_iJ_j+\mathrm{\Pi }_i(g)\epsilon _{ijk}J_jJ_k`$ where $`g(t,\stackrel{}{a},\stackrel{}{v},R)`$ is an arbitrary element of the Galilei group $`G`$. Inserting the expansion (II) into the one-cocycle condition (12) one obtains the following set of functional equations for the coefficients $`\mathrm{\Psi }_i,\mathrm{\Phi }_i`$ , etc. $`\mathrm{\Psi }_i(gg^{})`$ $`=`$ $`\mathrm{\Psi }_i(g)+R_{il}\mathrm{\Psi }_l(g^{})`$ $`\mathrm{\Phi }_i(gg^{})`$ $`=`$ $`\mathrm{\Phi }_i(g)+R_{il}\mathrm{\Phi }_l(g^{})+\epsilon _{ink}(v_nta_n)R_{kl}\mathrm{\Psi }_l(g^{})`$ $`tR_{il}\mathrm{\Gamma }_l(g^{})`$ $`\mathrm{\Gamma }_i(gg^{})`$ $`=`$ $`\mathrm{\Gamma }_i(g)+R_{il}\mathrm{\Gamma }_l(g^{})\epsilon _{ink}v_nR_{kl}\mathrm{\Psi }_l(g^{})`$ $`\mathrm{\Lambda }_i(gg^{})`$ $`=`$ $`\mathrm{\Lambda }_i(g)+R_{il}\mathrm{\Lambda }_l(g^{}){\displaystyle \frac{1}{2}}\epsilon _{imn}v_mR_{nl}\mathrm{\Phi }_l(g^{})+`$ $`+{\displaystyle \frac{1}{2}}[(\stackrel{}{v}^2ta_mv_m)\delta _{in}v_n(v_ita_i)]R_{nl}\mathrm{\Psi }_l(g^{})+`$ $`+{\displaystyle \frac{1}{2}}t\epsilon _{imn}v_mR_{nl}\mathrm{\Gamma }_l(g^{}){\displaystyle \frac{1}{2}}tR_{il}\epsilon _{lmn}\mathrm{{\rm Y}}_{mn}(g^{})+`$ $`+{\displaystyle \frac{1}{2}}[(tv_ia_i)\delta _{mp}R_{im}R_{np}(tv_na_n)](\mathrm{\Sigma }_{pm}(g^{})`$ $`{\displaystyle \frac{1}{2}}t\mathrm{\Omega }_{pm}(g^{}))+t^2R_{il}\mathrm{\Xi }_l(g^{})+`$ $`+(t^2v_pv_iv_pa_itv_ia_pt+a_pa_i)R_{pm}\mathrm{\Pi }_m(g^{})`$ $`\mathrm{{\rm Y}}_{ij}(gg^{})`$ $`=`$ $`\mathrm{{\rm Y}}_{ij}(g)+R_{im}R_{jn}\mathrm{{\rm Y}}_{mn}(g^{})+v_i\epsilon _{jnk}v_nR_{kl}\mathrm{\Psi }_l(g^{})`$ (18) $`v_iR_{jl}\mathrm{\Gamma }_l(g^{})\epsilon _{jnl}v_nR_{ip}R_{lk}\mathrm{\Sigma }_{pk}`$ $`2t\epsilon _{ijs}R_{sl}\mathrm{\Xi }_l(g^{})`$ $`+[\epsilon _{inl}(a_nv_nt)R_{jp}+\epsilon _{jnl}v_ntR_{ip}]R_{lk}\mathrm{\Omega }_{pk}(g^{})`$ $`+2[\epsilon _{ijn}v_n(a_pv_pt)R_{pm}\epsilon _{njr}a_nv_rR_{im}]\mathrm{\Pi }_m(g^{})`$ $`\mathrm{\Sigma }_{ij}(gg^{})`$ $`=`$ $`\mathrm{\Sigma }_{ij}(g)+R_{ip}R_{jk}\mathrm{\Sigma }_{pk}(g^{})v_iR_{jl}\mathrm{\Psi }_l(g^{})`$ $`tR_{ip}R_{jk}\mathrm{\Omega }_{pk}(g^{})+`$ $`+2[(a_jtv_j)R_{im}(a_ltv_l)R_{lm}\delta _{ij}]\mathrm{\Pi }_m(g^{})`$ $`\mathrm{\Xi }_i(gg^{})`$ $`=`$ $`\mathrm{\Xi }_i(g)+R_{in}\mathrm{\Xi }_n(g^{}){\displaystyle \frac{1}{2}}(v_i\delta _{pm}R_{im}R_{np}v_n)\mathrm{\Omega }_{pm}(g^{})+`$ $`+v_iv_pR_{pm}\mathrm{\Pi }_m(g^{})`$ $`\mathrm{\Omega }_{ij}(gg^{})`$ $`=`$ $`\mathrm{\Omega }_{ij}(g)+R_{ip}R_{jk}\mathrm{\Omega }_{pk}(g^{})+2(R_{im}v_jR_{lm}v_l\delta _{ij})\mathrm{\Pi }_m(g^{})`$ $`\mathrm{\Pi }_i(gg^{})`$ $`=`$ $`\mathrm{\Pi }_i(g)+R_{im}\mathrm{\Pi }_m(g^{})`$ In spite of their complicated structure they can be solved in the following way (cf.,,). One decomposes the general element $`g=(t,\stackrel{}{a},\stackrel{}{v},R)`$ into the product of four elements belonging to the subgroups of time–and–space–translations, boosts and rotations, (see sec.I). $`(t,\stackrel{}{a},\stackrel{}{v},R)`$ $`=`$ $`(t,\stackrel{}{0},\stackrel{}{0},I)(0,\stackrel{}{a},\stackrel{}{0},I)(0,\stackrel{}{0},\stackrel{}{v},I)(0,\stackrel{}{0},\stackrel{}{0},R)`$ (19) According to the condition (i) one can successively calculate $`\eta (g)`$ using the above decomposition provided the form of $`\eta `$ for all four subgroups is known. In order to find the latter we specify eqs.(18) to those subgroups. The resulting equations can be easily solved; this is done in Appendix A. However, in obtaining the final form of $`\eta `$ we apply eq.(19) with some definite order of multiplication (for example using $`(t,\stackrel{}{a},\stackrel{}{v},R)=(t,\stackrel{}{0},\stackrel{}{0},I)`$ $`((0,\stackrel{}{a},0,I)((0,0,\stackrel{}{v},I)(0,\stackrel{}{0},\stackrel{}{0},R)))`$) so there could be further constraints on the parameters entering $`\eta `$ following from associativity. Therefore, we reinsert $`\eta `$ into eq.(12) with arbitrary $`g`$ and $`g^{}`$ to find all missed relations between parameters. In this way we produce the general solution to eq.(12) described in Appendix B (see eq.(VI)). There remains to solve (ii) which imposes additional relations between coefficients of $`\eta `$. It is very tedious to try to solve eq.(13) directly so we adopt a different method. From our general form of $`\eta `$ we calculate $`\delta `$ and impose (ii’) which, in this context, is equivalent to (ii). On the other hand it is well known that (ii’) can be restated as the condition that the dual map $`\delta ^{}`$ defines a Lie algebra structure on $`𝒢^{}`$. Therefore, we first calculate $`\delta `$ and the commutators on $`𝒢^{}`$ resulting from it and then we solve the Jacobi identities. This is still a complicated problem but it can be simplified by using the boost and translation automorphisms of the Galilei group/algebra. Once this is done there remains only to use the residual automorphisms to put our solutions in canonical position. The more detailed discussion is given in Appendix C. At the end, having the form of $`\eta `$ (eq.(II)) and the form of the right-invariant vector fields (eq.(9)), using eq.(11) and taking into account that for all families of solutions $`\mathrm{\Pi }_i(g)0`$ (see eq.(VI) and sec.III) one can easily calculate the following fundamental Poisson–Lie brackets. $`\{R_{ab},R_{cd}\}`$ $`=`$ $`0`$ $`\{v_a,R_{bc}\}`$ $`=`$ $`\epsilon _{bjl}R_{lc}\mathrm{\Omega }_{aj}`$ $`\{a_a,R_{bc}\}`$ $`=`$ $`\epsilon _{bjl}R_{lc}(\mathrm{\Sigma }_{aj}+t\mathrm{\Omega }_{aj})`$ $`\{t,R_{bc}\}`$ $`=`$ $`\epsilon _{bjl}R_{lc}\mathrm{\Psi }_j`$ $`\{t,v_a\}`$ $`=`$ $`\mathrm{\Gamma }_a\epsilon _{ajl}v_l\mathrm{\Psi }_j`$ (20) $`\{v_a,v_b\}`$ $`=`$ $`2\epsilon _{abj}\mathrm{\Xi }_j+\epsilon _{bjl}v_l\mathrm{\Omega }_{aj}\epsilon _{ajl}v_l\mathrm{\Omega }_{bj}`$ $`\{a_a,v_b\}`$ $`=`$ $`\mathrm{{\rm Y}}_{ab}+\epsilon _{bjl}v_l\mathrm{\Sigma }_{aj}`$ $`2t\epsilon _{abj}\mathrm{\Xi }_j+t\epsilon _{bjl}v_l\mathrm{\Omega }_{aj}\epsilon _{ajl}a_l\mathrm{\Omega }_{bj}`$ $`\{a_a,a_b\}`$ $`=`$ $`2\epsilon _{abj}\mathrm{\Lambda }_jt\mathrm{{\rm Y}}_{ab}+t\mathrm{{\rm Y}}_{ba}2t^2\epsilon _{abj}\mathrm{\Xi }_j`$ $`+\epsilon _{bjl}a_l\mathrm{\Sigma }_{aj}\epsilon _{ajl}a_l\mathrm{\Sigma }_{bj}+t\epsilon _{bjl}a_l\mathrm{\Omega }_{aj}`$ $`t\epsilon _{ajl}a_l\mathrm{\Omega }_{bj}`$ $`\{t,a_a\}`$ $`=`$ $`\epsilon _{ina}\alpha _n\mathrm{\Psi }_i+\mathrm{\Phi }_a+\mathrm{\Gamma }_a`$ ## III Poisson–Lie structures on Galilei group — the results By applying the procedure outlined above we solve the relevant Jacobi identities for dual algebra (making use of boost and translation automorphisms) and we arrive at the following families of Poisson–Lie structures (for all cases $`\stackrel{}{n}=0`$). $`\stackrel{}{\alpha }`$–arbitrary, $`\beta 0,\stackrel{}{\gamma }=0,\stackrel{}{\varphi }=0,v=0,\stackrel{}{\xi }=0,\theta =0,\rho =0,\sigma _{ij}=0,\chi _{ij}=0,\omega _{ij}=0`$ free parameters: $`\stackrel{}{\alpha },\beta 0`$ $`\stackrel{}{\alpha }0,\beta =0,\stackrel{}{\gamma }=0,\stackrel{}{\varphi }=F\stackrel{}{\alpha },\stackrel{}{\lambda }=L\stackrel{}{\alpha },v`$–arbitrary, $`\stackrel{}{\xi }=0,\theta =0,\rho =0,\sigma _{ij}=0,\omega _{ij}=W(\stackrel{}{\alpha ^2}\delta _{ij}\alpha _i\alpha _j),\chi _{ij}=B(\alpha _i\alpha _j\frac{1}{3}\stackrel{}{\alpha ^2}\delta _{ij})+2Wv\epsilon _{ijk}\alpha _k`$ free parameters: $`F,L,v,W0,B`$ $`\stackrel{}{\alpha }=0,\beta =0,\stackrel{}{\gamma }=0,\stackrel{}{\varphi }=F\stackrel{}{\mu },\stackrel{}{\lambda }=L\stackrel{}{\mu },v=0,\stackrel{}{\xi }=0,\theta =0,\rho =0,\sigma _{ij}=0,\omega _{ij}=W(\delta _{ij}\mu _i\mu _j),\chi _{ij}=B(\mu _i\mu _j\frac{1}{3}\delta _{ij})+C\epsilon _{ijk}\mu _k`$ free parameters: $`F0,L,B,C,W0,\stackrel{}{\mu },\stackrel{}{\mu }=1`$ $`\stackrel{}{\alpha }=0,\beta =0,\stackrel{}{\gamma }=0,\stackrel{}{\varphi }=0,\stackrel{}{\lambda }=L\stackrel{}{\mu },v=0,\stackrel{}{\xi }=X\stackrel{}{\mu },\theta `$–arbitrary, $`\rho =0,\sigma _{ij}=0,\omega _{ij}=W(\delta _{ij}\mu _i\mu _j),\chi _{ij}=B(\mu _i\mu _j\frac{1}{3}\delta _{ij})+C\epsilon _{ijk}\mu _k`$ free parameters: $`L,X,\theta ,W0,B,C,\stackrel{}{\mu },\stackrel{}{\mu }=1`$ $`\stackrel{}{\alpha }0,\beta =0,\stackrel{}{\gamma }=0,\stackrel{}{\varphi }=F\stackrel{}{\alpha },\stackrel{}{\lambda }=L\stackrel{}{\alpha },v`$–arbitrary, $`\stackrel{}{\xi }=0,\theta =0,\rho =0,\sigma _{ij}=0,\omega _{ij}=0,\chi _{ij}=B(\alpha _i\alpha _j\frac{1}{3}\stackrel{}{\alpha ^2}\delta _{ij})`$ free parameters: $`\stackrel{}{\alpha }0,F,L,v,B`$ $`\stackrel{}{\alpha }=0,\beta =0,\stackrel{}{\gamma }=0,\stackrel{}{\varphi }=0,v=0,,\stackrel{}{\xi }=0\theta `$–arbitrary, $`\rho =0,\sigma _{ij}=0,\omega _{ij}=0,`$ $`\stackrel{}{\lambda }`$ and $`\chi _{ij}`$– arbitrary except that $`\epsilon _{abc}\chi _{ab}=0`$ free parameters: $`\stackrel{}{\lambda },\chi _{ab},\theta `$ $`\stackrel{}{\alpha }=0,\beta =0,\stackrel{}{\gamma }=0,\varphi _i=F\epsilon _{imn}\chi _{mn},\stackrel{}{\lambda }=0,v=0,\stackrel{}{\xi }=0,\theta =0,\rho =0,\sigma _{ij}=0,\omega _{ij}=0,`$ $`\chi _{ij}`$– arbitrary except that $`\epsilon _{imn}\chi _{mn}0`$ free parameters: $`F0,\chi _{mn}`$ $`\stackrel{}{\alpha }=0,\beta =0,\stackrel{}{\gamma }=0,\varphi _iF\epsilon _{imn}\chi _{mn}\text{and}\stackrel{}{\varphi }0,\stackrel{}{\lambda }=L\stackrel{}{\varphi },v=0,\stackrel{}{\xi }=0,\theta =0,\rho =0,\sigma _{ij}=0,\omega _{ij}=0,`$ $`\chi _{ij}`$– arbitrary free parameters: $`\stackrel{}{\varphi }0,L,\chi _{ij}`$ $`\stackrel{}{\alpha }=0,\beta =0,\stackrel{}{\gamma }=0,\stackrel{}{\varphi }\text{–arbitrary },\stackrel{}{\lambda }=0,v0,\stackrel{}{\xi }=0,\theta =0,\rho =0,\sigma _{ij}=0,\omega _{ij}=0,\chi _{ij}\text{–arbitrary }`$ free parameters: $`\stackrel{}{\varphi },v0,\chi _{ij}`$ $`\stackrel{}{\alpha }=0,\beta =0,\stackrel{}{\gamma }=0,\stackrel{}{\varphi }=0,\stackrel{}{\lambda }\text{–arbitrary},v=0,\stackrel{}{\xi }0,\theta \text{–arbitrary},\rho =0,\sigma _{ij}=0,\omega _{ij}=0,\chi _{ij}\text{–arbitrary except that }\text{}\epsilon _{abc}\chi _{ab}\xi _c=0`$ free parameters: $`\stackrel{}{\lambda },\stackrel{}{\xi }0,\theta ,\chi _{ij}`$ $`\stackrel{}{\alpha }=0,\beta =0,\stackrel{}{\gamma }=0,\stackrel{}{\varphi }=0,\stackrel{}{\lambda }=L\stackrel{}{\mu },v=0,\stackrel{}{\xi }=0,\theta \text{–arbitrary},\rho =\frac{1}{3}S,\sigma _{ij}=S(\mu _i\mu _j\frac{1}{3}\delta _{ij}),\omega _{ij}=0,\chi _{ij}=B(\mu _i\mu _j\frac{1}{3}\delta _{ij})`$ free parameters: $`S0,L,B,\theta ,\stackrel{}{\mu },\stackrel{}{\mu }=1`$ $`\stackrel{}{\alpha }=0,\beta =0,\stackrel{}{\gamma }=0,\stackrel{}{\varphi }=0,\stackrel{}{\lambda }=0,v=0,\stackrel{}{\xi }=0,\theta \text{–arbitrary},\rho =\frac{1}{3}S,\sigma _{ij}=S(\mu _i\mu _j\frac{1}{3}\delta _{ij}),\omega _{ij}=0,\chi _{ij}=B(\mu _i\mu _j\frac{1}{3}\delta _{ij})+C\epsilon _{ijk}\mu _k`$ free parameters: $`S0,B,C0,\theta ,\stackrel{}{\mu },\stackrel{}{\mu }=1`$ $`\stackrel{}{\alpha }=0,\beta =0,\stackrel{}{\gamma }=0,\stackrel{}{\varphi }=0,\stackrel{}{\lambda }=0,v0,\stackrel{}{\xi }=0,\theta =0,\rho =\frac{1}{3}S,\sigma _{ij}=S(\mu _i\mu _j\frac{1}{3}\delta _{ij}),\omega _{ij}=0,\chi _{ij}=B(\mu _i\mu _j\frac{1}{3}\delta _{ij})+C\epsilon _{ijk}\mu _k`$ free parameters: $`S0,v=0,B,C,\stackrel{}{\mu },\stackrel{}{\mu }=1`$ $`\stackrel{}{\alpha }=0,\beta =0,\stackrel{}{\gamma }=0,\stackrel{}{\varphi }=0,\stackrel{}{\lambda }=L\stackrel{}{\mu },v=0,\stackrel{}{\xi }=X\stackrel{}{\mu },\theta \text{–arbitrary },\rho =\frac{1}{3}S,\sigma _{ij}=S(\mu _i\mu _j\frac{1}{3}\delta _{ij}),\omega _{ij}=0,\chi _{ij}=B(\mu _i\mu _j\frac{1}{3}\delta _{ij})`$ free parameters: $`S0,X0,L,\theta ,B,\stackrel{}{\mu },\stackrel{}{\mu }=1`$ $`\stackrel{}{\alpha }=0,\beta =0,\stackrel{}{\gamma }=0,\stackrel{}{\varphi }=F\stackrel{}{\mu },\stackrel{}{\lambda }=0,v0,\stackrel{}{\xi }=0,\theta =0,\rho =\frac{1}{3}S,\sigma _{ij}=S(\mu _i\mu _j\frac{1}{3}\delta _{ij}),\omega _{ij}=0,\chi _{ij}=B(\mu _i\mu _j\frac{1}{3}\delta _{ij})+C\epsilon _{ijk}\mu _k`$ free parameters: $`S0,F0,v0,B,C,\stackrel{}{\mu },\stackrel{}{\mu }=1`$ $`\stackrel{}{\alpha }=0,\beta =0,\stackrel{}{\gamma }=0,\stackrel{}{\varphi }=F\stackrel{}{\mu },\stackrel{}{\lambda }=0,v=0,\stackrel{}{\xi }=0,\theta =0,\rho =\frac{1}{3}S,\sigma _{ij}=S(\mu _i\mu _j\frac{1}{3}\delta _{ij}),\omega _{ij}=0,\chi _{ij}=B(\mu _i\mu _j\frac{1}{3}\delta _{ij})+C\epsilon _{ijk}\mu _k`$ free parameters: $`S0,F0,B,C,\stackrel{}{\mu },\stackrel{}{\mu }=1`$ $`\stackrel{}{\alpha }=0,\beta =0,\stackrel{}{\gamma }=0,\stackrel{}{\varphi }=F\stackrel{}{\mu },\stackrel{}{\lambda }=L\stackrel{}{\mu },v=0,\stackrel{}{\xi }=0,\theta =0,\rho =\frac{1}{3}S,\sigma _{ij}=S(\mu _i\mu _j\frac{1}{3}\delta _{ij}),\omega _{ij}=0,\chi _{ij}=B(\mu _i\mu _j\frac{1}{3}\delta _{ij})`$ free parameters: $`S0,F0,B,L,\stackrel{}{\mu },\stackrel{}{\mu }=1`$ $`\stackrel{}{\alpha }=0,\beta =0,\stackrel{}{\gamma }0,\stackrel{}{\varphi }=0,\stackrel{}{\lambda }=L\stackrel{}{\gamma },v=0,\stackrel{}{\xi }=X\stackrel{}{\gamma },\theta =0,\rho =0,\sigma _{ij}=\epsilon _{ijk}\gamma _k,\omega _{ij}=0,\chi _{ij}=0`$ free parameters: $`X,L`$. Let us note that all Poisson–Lie structures with $`\beta =0,v=0`$ and $`\theta =0`$ are coboundary and the corresponding r–matrix reads $`r`$ $`=`$ $`i\varphi _kHP_k+i\gamma _kHK_k+i\alpha _kHJ_k+`$ $`+i\epsilon _{ijk}\lambda _kP_iP_j+i(\sigma _{ij}\rho \delta _{ij})P_iJ_j`$ $`+i\chi _{ij}P_iK_ji(2\omega _{ij}\omega _{nn}\delta _{ij})J_iK_j`$ $`+i\epsilon _{ijk}\xi _kK_iK_j`$ Now there remains only to classify the orbits under the action of residual automorphisms corresponding to the rotations and scaling and put our structure in the canonical form. This is a straightforward although very tedious task. The result can be summarized as follows. There are 69 families of inequivalent Poisson–Lie structures which have been grouped for convenience into eight groups. Each group is described by an appropriate tables which are given below. They provide the main result of our paper. Let us note that for all groups $`\stackrel{}{n}=0`$. In the last column (labelled by #) we indicate the number of essential parameters. I. $`\rho =0,\sigma _{ij}=0,\omega _{ij}=0,\chi _{ij}=0,\stackrel{}{\gamma }=0`$ \| N \| $`\stackrel{}{\alpha }`$ \| $`\beta `$ \| $`\stackrel{}{\varphi }`$ \| $`\stackrel{}{\lambda }`$ \| $`v`$ \| $`\stackrel{}{\xi }`$ \| $`\theta `$ \| # \| \| --- \| --- \| --- \| --- \| --- \| --- \| --- \| --- \| --- \| \| 1 \| $`(0,0,\alpha )`$ \| 1 \| 0 \| 0 \| 0 \| 0 \| 0 \| 1 \| \| \| $`\alpha 0`$ \| \| \| \| \| \| \| \| \| 2 \| (0,0,1) \| 0 \| (0,0,1) \| (0,0,$`L`$) \| $`v`$ \| 0 \| 0 \| 2 \| \| 3 \| (0,0,1) \| 0 \| 0 \| (0,0,$`\pm `$1) \| $`v`$ \| 0 \| 0 \| 1 \| \| 4 \| (0,0,1) \| 0 \| 0 \| 0 \| 1 \| 0 \| 0 \| 0 \| \| 5 \| (0,0,1) \| 0 \| 0 \| 0 \| 0 \| 0 \| 0 \| 0 \| \| 6 \| 0 \| 0 \| (0,0,1) \| (0,0,$`\pm `$1) \| 0 \| 0 \| 0 \| 0 \| \| 7 \| 0 \| 0 \| (0,0,1) \| 0 \| 0 \| 0 \| 0 \| 0 \| \| 8 \| 0 \| 0 \| (0,0,1) \| 0 \| 1 \| 0 \| 0 \| 0 \| \| 9 \| 0 \| 0 \| 0 \| $`\lambda _1=0`$ \| 0 \| (0,0,1) \| $`\theta `$ \| 2 \| \| \| \| \| \| $`\lambda _2^2+\lambda _3^2=1`$ \| \| \| \| \| \| 10 \| 0 \| 0 \| 0 \| (0,0,1) \| 0 \| 0 \| $`\pm 1`$ \| 0 \| \| 11 \| 0 \| 0 \| 0 \| (0,0,1) \| 0 \| 0 \| 0 \| 0 \| \| 12 \| 0 \| 0 \| 0 \| 0 \| 0 \| (0,0,1) \| $`\theta `$ \| 1 \| \| 13 \| 0 \| 0 \| 0 \| 0 \| 0 \| 0 \| $`\pm 1`$ \| 0 \| \| 14 \| 0 \| 0 \| 0 \| 0 \| 0 \| 0 \| 0 \| 0 \| II. $`\beta =0,\stackrel{}{\gamma }=0,\rho =0,\sigma _{ij}=0,\omega _{ij}=W(\delta _{ij}\delta _{i3}\delta _{j3}),\chi _{ij}=B(\delta _{i3}\delta _{j3}\frac{1}{3}\delta _{ij})+C\epsilon _{ij3}`$ \| N \| $`\stackrel{}{\alpha }`$ \| $`\stackrel{}{\varphi }`$ \| $`\stackrel{}{\lambda }`$ \| $`v`$ \| $`\stackrel{}{\xi }`$ \| $`\theta `$ \| $`B`$ \| $`C`$ \| $`W`$ \| # \| \| --- \| --- \| --- \| --- \| --- \| --- \| --- \| --- \| --- \| --- \| --- \| \| 15 \| (0,0,1) \| (0,0,$`F`$) \| (0,0,$`L`$) \| $`v`$ \| 0 \| 0 \| $`B`$ \| $`2v`$ \| 1 \| 4 \| \| 16 \| (0,0,1) \| (0,0,$`F`$) \| (0,0,$`L`$) \| $`v`$ \| 0 \| 0 \| 1 \| 0 \| 0 \| 3 \| \| 17 \| 0 \| (0,0,$`\pm 1`$) \| (0,0,$`L`$) \| 0 \| 0 \| 0 \| $`B`$ \| $`C`$ \| 1 \| 3 \| \| 18 \| 0 \| $`\stackrel{}{\varphi }`$ \| 0 \| 1 \| 0 \| 0 \| 0 \| 1 \| 0 \| 3 \| \| 19 \| 0 \| 0 \| (0,0,$`L`$) \| 0 \| (0,0,$`X`$) \| $`\theta `$ \| $`2B^2+6C^2=3`$ \| \| 1 \| 4 \| \| 20 \| 0 \| 0 \| (0,0,$`\pm 1`$) \| 0 \| (0,0,$`X`$) \| $`\theta `$ \| 0 \| 0 \| 1 \| 2 \| \| 21 \| 0 \| 0 \| 0 \| 0 \| (0,0,$`X`$) \| $`\theta `$ \| 0 \| 0 \| 1 \| 2 \| III. $`\stackrel{}{\alpha }=0,\beta =0,\stackrel{}{\gamma }=0,\rho =\frac{1}{3},\sigma _{ij}=(\delta _{i3}\delta _{j3}\frac{1}{3}\delta _{ij}),\omega _{ij}=0,\chi _{ij}=B(\delta _{i3}\delta _{j3}\frac{1}{3}\delta _{ij})+C\epsilon _{ij3}`$ \| N \| $`\stackrel{}{\varphi }`$ \| $`\stackrel{}{\lambda }`$ \| $`v`$ \| $`\stackrel{}{\xi }`$ \| $`\theta `$ \| $`B`$ \| $`C`$ \| # \| \| --- \| --- \| --- \| --- \| --- \| --- \| --- \| --- \| --- \| \| 22 \| (0,0,1) \| (0,0,$`L`$) \| 0 \| 0 \| 0 \| $`B`$ \| 0 \| 2 \| \| 23 \| (0,0,1) \| 0 \| $`v0`$ \| 0 \| 0 \| $`B`$ \| 0 \| 2 \| \| 24 \| (0,0,1) \| 0 \| $`v`$ \| 0 \| 0 \| $`B`$ \| $`C0`$ \| 3 \| \| 25 \| 0 \| (0,0,$`L`$) \| 0 \| (0,0,$`\pm 1`$) \| $`\theta `$ \| $`B`$ \| 0 \| 3 \| \| 26 \| 0 \| (0,0,$`L`$) \| 0 \| 0 \| $`\pm 1`$ \| $`B`$ \| 0 \| 2 \| \| 27 \| 0 \| (0,0,$`L`$) \| 0 \| 0 \| 0 \| 1 \| 0 \| 1 \| \| 28 \| 0 \| (0,0,$`L`$) \| 0 \| 0 \| 0 \| 0 \| 0 \| 1 \| \| 29 \| 0 \| 0 \| 1 \| 0 \| 0 \| $`B`$ \| $`C`$ \| 2 \| \| 30 \| 0 \| 0 \| 0 \| 0 \| $`\theta `$ \| $`2B^2+6C^2=3`$ \| \| 2 \| \| \| \| \| \| \| \| $`C0`$ \| \| \| IV. $`\stackrel{}{\alpha }=0,\beta =0,\stackrel{}{\varphi }=0,v=0,,\theta =0,\rho =0,\omega _{ij}=0,\chi _{ij}=0,\sigma _{ij}=\epsilon _{ij3}`$ \| N \| $`\stackrel{}{\gamma }`$ \| $`\stackrel{}{\lambda }`$ \| $`\stackrel{}{\xi }`$ \| # \| \| --- \| --- \| --- \| --- \| --- \| \| 31 \| (0,0,1) \| (0,0,$`L`$) \| (0,0,$`\pm 1`$) \| 1 \| \| 32 \| (0,0,1) \| (0,0,$`L`$) \| 0 \| 1 \| V.$`\stackrel{}{\alpha }=0,\beta =0,\stackrel{}{\gamma }=0,v=0,\rho =0,\sigma _{ij}=0,\omega _{ij}=0,tr\chi =0,\underset{ij}{\overset{3}{}}\chi _{ij}^2=1,\chi _{ij}=diag(\chi _{11},\chi _{22},\chi _{33})`$ $`\chi _{11}\chi _{22}\chi _{33}`$ \| N \| $`\stackrel{}{\varphi }`$ \| $`\stackrel{}{\lambda }`$ \| $`\stackrel{}{\xi }`$ \| $`\theta `$ \| # \| \| --- \| --- \| --- \| --- \| --- \| --- \| \| 33 \| 0 \| $`\stackrel{}{\lambda }=1`$ \| 0 \| $`\theta `$ \| 4 \| \| 34 \| 0 \| $`\stackrel{}{\lambda }`$ \| $`\stackrel{}{\xi }=1`$ \| $`\theta `$ \| 7 \| \| 35 \| $`\stackrel{}{\varphi }=1`$ \| $`\stackrel{}{\lambda }=L\stackrel{}{\varphi }`$ \| 0 \| 0 \| 4 \| (Vb) $`\chi _{11}=\chi _{22}\chi _{33}`$ N $`\stackrel{}{\varphi }`$ $`\stackrel{}{\lambda }`$ $`\stackrel{}{\xi }`$ $`\theta `$ # 36 0 $`\lambda _1=0`$ 0 $`\theta `$ 2 $`\lambda _2^2+\lambda _3^2=1`$ 37 0 $`\stackrel{}{\lambda }`$ $`\xi _1=0`$ $`\theta `$ 5 $`\xi _2^2+\xi _3^2=1`$ 38 $`\varphi _1=0`$ $`\stackrel{}{\lambda }=L\stackrel{}{\varphi }`$ 0 0 2 $`\varphi _2^2+\varphi _3^2=1`$ VI.$`\stackrel{}{\alpha }=0,\beta =0,\stackrel{}{\gamma }=0,v=0,\rho =0,\sigma _{ij}=0,\omega _{ij}=0,tr\chi =0,\underset{ij}{\overset{3}{}}\chi _{ij}^2=1,\chi _{32}=\chi _{23}0,\chi _{12}=\chi _{21},\chi _{13}=\chi _{32}`$ (VIa) $`\chi _{22}\chi _{33}`$ N $`\stackrel{}{\varphi }`$ $`\stackrel{}{\lambda }`$ $`\stackrel{}{\xi }`$ $`\theta `$ # 39 0 $`\lambda _1=0`$ 0 $`\theta `$ 6 $`\lambda _2^2+\lambda _3^2=1`$ 40 0 $`\stackrel{}{\lambda }`$ $`\xi _1=0`$ $`\theta `$ 9 $`\xi _2^2+\xi _3^2=1`$ 41 $`\stackrel{}{\varphi }=1`$ $`\stackrel{}{\lambda }=L\stackrel{}{\varphi }`$ 0 0 7 $`\varphi _2^2+\varphi _3^2=1`$ (VIb) $`\chi _{22}=\chi _{33}`$ N $`\stackrel{}{\varphi }`$ $`\stackrel{}{\lambda }`$ $`\stackrel{}{\xi }`$ $`\theta `$ # 42 0 $`\lambda _1=\lambda _2=0`$ 0 $`\theta `$ 4 $`\lambda _2=\pm 1`$ 43 0 $`\stackrel{}{\lambda }`$ $`\xi _1=\xi _2=0`$ $`\theta `$ 7 $`\xi _3=\pm 1`$ 44 ($`F`$,0,1) $`\stackrel{}{\lambda }=L\stackrel{}{\varphi }`$ 0 0 5 VII.$`\stackrel{}{\alpha }=0,\beta =0,\stackrel{}{\gamma }=0,\stackrel{}{\lambda }=0,\stackrel{}{\xi }=0,\rho =0,\sigma _{ij}=0,\omega _{ij}=0,tr\chi =0,\underset{ij}{\overset{3}{}}\chi _{ij}^2=1,`$ (VIIa) $`\chi _{11}\chi _{22}\chi _{33},\chi _{13}=\chi _{31},\chi _{23}=\chi _{32},\chi _{12}=\chi _{21}`$ N $`\stackrel{}{\varphi }`$ $`v`$ $`\theta `$ # 45 0 0 $`\pm 1,0`$ 4 46 $`\stackrel{}{\varphi }`$ 1 0 7 (VIIb) $`\chi _{11}=\chi _{22}\chi _{33},\chi _{13}=\chi _{31}0,\chi _{23}=\chi _{32}=0,\chi _{12}=\chi _{21}`$ N $`\stackrel{}{\varphi }`$ $`v`$ $`\theta `$ # 47 0 0 $`\pm 1,0`$ 2 48 $`\stackrel{}{\varphi }`$ 1 0 5 (VIIc) $`\chi _{11}=\chi _{22},\chi _{13}=\chi _{31}=\chi _{23}=\chi _{32}=0,\chi _{12}=\chi _{21}`$ N $`\stackrel{}{\varphi }`$ $`v`$ $`\theta `$ # 49 0 0 $`\pm 1,0`$ 1 50 $`(0,\varphi _2,\varphi _3)`$ 1 0 3 VIII.$`\stackrel{}{\alpha }=0,\beta =0,\stackrel{}{\gamma }=0,\stackrel{}{\varphi }=(0,0,1),\stackrel{}{\lambda }=0,v=0,\stackrel{}{\xi }=0,\theta =0,\rho =0,\sigma _{ij}=0,\omega _{ij}=0,tr\chi =0,\underset{ij}{\overset{3}{}}\chi _{ij}^2=1,\chi _{12}=\chi _{21}=\frac{1}{F}`$ (VIIIa) $`\chi _{11}\chi _{22},\chi _{13}=\chi _{31},\chi _{23}=\chi _{32}`$ (VIIIb) $`\chi _{11}=\chi _{22},\chi _{13}=\chi _{31}=0,\chi _{23}=\chi _{32}`$ Now, inserting the appropriate values of the parameters (listed above) to eq.(VI) and using eq.(20) one can easily calculate the fundamental Poisson brackets for all nonequivalent structures. ## IV Summary We have obtained all Lie–Poisson structures on the four-dimensional Galilei group and classified them up to the equivalence implied by group automorphisms. The resulting set of structures appears to be quite rich; in particular, it includes many non–coboundary structures, to be contrasted with the Poincare group case . In spite of that, part of them can surely be obtained from those on the Poincare group by a contraction procedure. The next step to be done is to quantize the Lie-Poisson structures. In general, the consistent quantization is not an easy task. However, the preliminary study already done by us shows, that most of the cases described here are quantization friendly. ## V Appendix A: The cocycle condition for subgroups Let us specify the equations (18) for the subgroups of rotations, boosts, space and time translations. They read, respectively: $`\mathrm{\Psi }_i(RR^{})`$ $`=`$ $`\mathrm{\Psi }_i(R)+R_{il}\mathrm{\Psi }_l(R^{})`$ $`\mathrm{\Phi }_i(RR^{})`$ $`=`$ $`\mathrm{\Phi }_i(R)+R_{il}\mathrm{\Phi }_l(R^{})`$ $`\mathrm{\Gamma }_i(RR^{})`$ $`=`$ $`\mathrm{\Gamma }_l(R)+R_{il}\mathrm{\Gamma }_l(R^{})`$ $`\mathrm{\Lambda }_i(RR^{})`$ $`=`$ $`\mathrm{\Lambda }_i(R)+R_{il}\mathrm{\Lambda }_l(R^{})`$ $`\mathrm{{\rm Y}}_{ij}(RR^{})`$ $`=`$ $`\mathrm{{\rm Y}}_{ij}(R)+R_{im}R_{jl}\mathrm{{\rm Y}}_{ml}(R^{})`$ (A.1) $`\mathrm{\Sigma }_{ij}(RR^{})`$ $`=`$ $`\mathrm{\Sigma }_{ij}(R)+R_{im}R_{jl}\mathrm{\Sigma }_{ml}(R^{})`$ $`\mathrm{\Xi }_i(RR^{})`$ $`=`$ $`\mathrm{\Xi }_i(R)+R_{im}\mathrm{\Xi }_m(R^{})`$ $`\mathrm{\Omega }_{ij}(RR^{})`$ $`=`$ $`\mathrm{\Omega }_{ij}(R)+R_{im}R_{jl}\mathrm{\Omega }_{ml}(R^{})`$ $`\mathrm{\Pi }_i(RR^{})`$ $`=`$ $`\mathrm{\Pi }_i(R)+R_{il}\mathrm{\Pi }_l(R^{})`$ $`\mathrm{\Psi }_i(\stackrel{}{v}+\stackrel{}{v^{}})`$ $`=`$ $`\mathrm{\Psi }_i(\stackrel{}{v})+\mathrm{\Psi }_i(\stackrel{}{v^{}})`$ $`\mathrm{\Phi }_i(\stackrel{}{v}+\stackrel{}{v^{}})`$ $`=`$ $`\mathrm{\Phi }_i(\stackrel{}{v})+\mathrm{\Phi }_i(\stackrel{}{v^{}})`$ $`\mathrm{\Gamma }_i(\stackrel{}{v}+\stackrel{}{v^{}})`$ $`=`$ $`\mathrm{\Gamma }_i(\stackrel{}{v})+\mathrm{\Gamma }_i(\stackrel{}{v^{}})\epsilon _{ink}v_n\mathrm{\Psi }_k(\stackrel{}{v^{}})`$ $`\mathrm{\Lambda }_i(\stackrel{}{v}+\stackrel{}{v^{}})`$ $`=`$ $`\mathrm{\Lambda }_i(\stackrel{}{v})+\mathrm{\Lambda }_i(\stackrel{}{v^{}}){\displaystyle \frac{1}{2}}\epsilon _{imn}v_m\mathrm{\Phi }_n(\stackrel{}{v^{}})`$ (A.2) $`\mathrm{{\rm Y}}_{ij}(\stackrel{}{v}+\stackrel{}{v^{}})`$ $`=`$ $`\mathrm{{\rm Y}}_{ij}(\stackrel{}{v})+\epsilon _{jnk}v_n\mathrm{\Psi }_k(\stackrel{}{v^{}})v_i\mathrm{\Gamma }_j(\stackrel{}{v^{}})v_i\epsilon _{jnk}v_n\mathrm{\Sigma }_{ik}(\stackrel{}{v^{}})`$ $`\mathrm{\Sigma }_{ij}(\stackrel{}{v}+\stackrel{}{v^{}})`$ $`=`$ $`\mathrm{\Sigma }_{ij}(\stackrel{}{v})+\mathrm{\Sigma }_{ij}(\stackrel{}{v^{}})v_i\mathrm{\Psi }_j(\stackrel{}{v^{}})`$ $`\mathrm{\Xi }_i(\stackrel{}{v}+\stackrel{}{v^{}})`$ $`=`$ $`\mathrm{\Xi }_i(\stackrel{}{v})+\mathrm{\Xi }_i(\stackrel{}{v^{}}){\displaystyle \frac{1}{2}}(v_i\mathrm{\Omega }_{mm}(\stackrel{}{v^{}})`$ $`v_p\mathrm{\Omega }_{pi}(\stackrel{}{v^{}}))+\mathrm{\Pi }_m(\stackrel{}{v^{}})v_mv_i`$ $`\mathrm{\Omega }_{ij}(\stackrel{}{v}+\stackrel{}{v^{}})`$ $`=`$ $`\mathrm{\Omega }_{ij}(\stackrel{}{v})+\mathrm{\Omega }_{ij}(\stackrel{}{v^{}})+2\mathrm{\Pi }_i(\stackrel{}{v^{}})v_j2\mathrm{\Pi }_m(\stackrel{}{v^{}})v_m\delta _{ij}`$ $`\mathrm{\Pi }_i(\stackrel{}{v}+\stackrel{}{v^{}})`$ $`=`$ $`\mathrm{\Pi }_i(\stackrel{}{v})+\mathrm{\Pi }_i(\stackrel{}{v^{}})`$ $`\mathrm{\Psi }_i(\stackrel{}{a}+\stackrel{}{a^{}})`$ $`=`$ $`\mathrm{\Psi }_i(\stackrel{}{a})+\mathrm{\Psi }_i(\stackrel{}{a^{}})`$ $`\mathrm{\Phi }_i(\stackrel{}{a}+\stackrel{}{a^{}})`$ $`=`$ $`\mathrm{\Phi }_i(\stackrel{}{a})+\mathrm{\Phi }_i(\stackrel{}{a^{}})\epsilon _{ink}a_n\mathrm{\Psi }_k(\stackrel{}{a^{}})`$ $`\mathrm{\Gamma }_i(\stackrel{}{a}+\stackrel{}{a^{}})`$ $`=`$ $`\mathrm{\Gamma }_i(\stackrel{}{a})+\mathrm{\Gamma }_i(\stackrel{}{a^{}})`$ $`\mathrm{\Lambda }_i(\stackrel{}{a}+\stackrel{}{a^{}})`$ $`=`$ $`\mathrm{\Lambda }_i(\stackrel{}{a})+\mathrm{\Lambda }_i(\stackrel{}{a^{}})+\mathrm{\Pi }_m(\stackrel{}{a^{}})a_ma_i{\displaystyle \frac{1}{2}}(a_i\delta _{lm}a_l\delta _{im})\mathrm{\Sigma }_{lm}(\stackrel{}{a^{}})`$ $`\mathrm{{\rm Y}}_{ij}(\stackrel{}{a}+\stackrel{}{a^{}})`$ $`=`$ $`\mathrm{{\rm Y}}_{ij}(\stackrel{}{a})+\mathrm{{\rm Y}}_{ij}(\stackrel{}{a^{}})+\epsilon _{ink}a_n\mathrm{\Omega }_{jk}(\stackrel{}{a^{}})`$ (A.3) $`\mathrm{\Sigma }_{ij}(\stackrel{}{a}+\stackrel{}{a^{}})`$ $`=`$ $`\mathrm{\Sigma }_{ij}(\stackrel{}{a})+\mathrm{\Sigma }_{ij}(\stackrel{}{a^{}})+2(\mathrm{\Pi }_i(\stackrel{}{a^{}})a_j\mathrm{\Pi }_l(\stackrel{}{a^{}})a_l\delta _{ij})`$ $`\mathrm{\Xi }_i(\stackrel{}{a}+\stackrel{}{a^{}})`$ $`=`$ $`\mathrm{\Xi }_i(a)+\mathrm{\Xi }_i(a)`$ $`\mathrm{\Omega }_{ij}(\stackrel{}{a}+\stackrel{}{a^{}})`$ $`=`$ $`\mathrm{\Omega }_{ij}(\stackrel{}{a})+\mathrm{\Omega }_{ij}(\stackrel{}{a^{}})`$ $`\mathrm{\Pi }_i(\stackrel{}{a}+\stackrel{}{a^{}})`$ $`=`$ $`\mathrm{\Pi }_i(\stackrel{}{a})+\mathrm{\Pi }_i(\stackrel{}{a^{}})`$ $`\mathrm{\Psi }_i(t+t^{})`$ $`=`$ $`\mathrm{\Psi }_i(t)+\mathrm{\Psi }_i(t^{})`$ $`\mathrm{\Phi }_i(t+t^{})`$ $`=`$ $`\mathrm{\Phi }_i(t)+\mathrm{\Phi }_i(t^{})t\mathrm{\Gamma }_i(t^{})`$ $`\mathrm{\Gamma }_i(t+t^{})`$ $`=`$ $`\mathrm{\Gamma }_i(t)+\mathrm{\Gamma }_i(t^{})`$ (A.4) $`\mathrm{\Lambda }_i(t+t^{})`$ $`=`$ $`\mathrm{\Lambda }_i(t)+\mathrm{\Lambda }_i(t^{}){\displaystyle \frac{1}{2}}t\epsilon _{imn}\mathrm{{\rm Y}}_{mn}(t^{})+t^2\mathrm{\Xi }_i(t^{})`$ $`\mathrm{{\rm Y}}_{ij}(t+t^{})`$ $`=`$ $`\mathrm{{\rm Y}}_{ij}(t)+\mathrm{{\rm Y}}_{ij}(t^{})2t\epsilon _{ijl}\mathrm{\Xi }_l(t^{})`$ $`\mathrm{\Sigma }_{ij}(t+t^{})`$ $`=`$ $`\mathrm{\Sigma }_{ij}(t)+\mathrm{\Sigma }_{ij}(t^{})t\mathrm{\Omega }_{ij}(t^{})`$ $`\mathrm{\Xi }_i(t+t^{})`$ $`=`$ $`\mathrm{\Xi }_i(t)+\mathrm{\Xi }_i(t^{})`$ $`\mathrm{\Omega }_{ij}(t+t^{})`$ $`=`$ $`\mathrm{\Omega }_{ij}(t)+\mathrm{\Omega }_{ij}(t^{})`$ $`\mathrm{\Pi }_i(t+t^{})`$ $`=`$ $`\mathrm{\Pi }_i(t)+\mathrm{\Pi }_i(t^{})`$ Note that all eqs(A.1) have the same structure: $`T_{i_1\mathrm{}i_k}(RR^{})`$ $`=`$ $`T_{i_1\mathrm{}i_k}(R)+R_{i_1j_1}\mathrm{}R_{i_kj_k}T_{j_1\mathrm{}j_k}(R^{})`$ (A.5) They can be solved by integrating over $`R^{}`$ with respect to the Haar measure on SO(3): $`T_{i_1\mathrm{}i_k}(R)`$ $`=`$ $`(R_{i_1j_1}\mathrm{}R_{i_kj_k}\delta _{i_1j_1}\mathrm{}\delta _{i_kj_k})c_{j_1\mathrm{}j_k}`$ (A.6) where $`c_{j_1\mathrm{}j_k}`$ are constants. This result agrees with general theorem that all cocycles on semisimple groups are coboundaries. On the other hand it follows immediately from eqs.(A.2A.4) that all functions entering there are polynomials in the relevant parameters. This allows us to write out explicitly the general solutions. $`\mathrm{\Psi }_i(\stackrel{}{v})`$ $`=`$ $`0`$ $`\mathrm{\Phi }_i(\stackrel{}{v})`$ $`=`$ $`0`$ $`\mathrm{\Gamma }_i(\stackrel{}{v})`$ $`=`$ $`a_{ij}v_j`$ $`\mathrm{\Lambda }_i(\stackrel{}{v})`$ $`=`$ $`b_{ij}v_j`$ (A.7) $`\mathrm{{\rm Y}}_{ij}(\stackrel{}{v})`$ $`=`$ $`c_{ijk}v_k{\displaystyle \frac{1}{2}}(\delta _{ik}a_{jl}+\delta _{ji}a_{lk}a_{lj}\delta _{ki}+{\displaystyle \frac{1}{2}}\epsilon _{jkl}\epsilon _{inm}a_{nm})v_kv_l`$ $`\mathrm{\Sigma }_{ij}(\stackrel{}{v})`$ $`=`$ $`({\displaystyle \frac{1}{2}}\delta _{jk}\epsilon _{inm}a_{nm}\epsilon _{ijn}a_{kn})v_k`$ $`\mathrm{\Xi }_i(\stackrel{}{v})`$ $`=`$ $`d_{ik}v_k+({\displaystyle \frac{1}{4}}e_{jik}{\displaystyle \frac{1}{8}}(e_j\delta _{ik}+e_k\delta _{ij}))v_jv_k`$ $`\mathrm{\Omega }_{ij}(\stackrel{}{v})`$ $`=`$ $`(e_{ijk}+{\displaystyle \frac{1}{2}}(e_k\delta _{ji}e_i\delta _{jk}))v_k`$ $`\mathrm{\Pi }_i(\stackrel{}{v})`$ $`=`$ $`0,`$ where $`e_{ijk}=e_{kji},e_{iik}=0`$; $`\mathrm{\Psi }_i(\stackrel{}{a})`$ $`=`$ $`0`$ $`\mathrm{\Phi }_i(\stackrel{}{a})`$ $`=`$ $`f_{ij}a_j`$ $`\mathrm{\Gamma }_i(\stackrel{}{a})`$ $`=`$ $`g_{ij}a_j`$ $`\mathrm{\Lambda }_i(\stackrel{}{a})`$ $`=`$ $`h_{ij}a_j+{\displaystyle \frac{1}{4}}(h_{jik}{\displaystyle \frac{1}{2}}(h_j\delta _{ik}+h_k\delta _{ij}))a_ja_k`$ $`\mathrm{{\rm Y}}_{ij}(\stackrel{}{a})`$ $`=`$ $`k_{ijk}a_k`$ (A.8) $`\mathrm{\Sigma }_{ij}(\stackrel{}{a})`$ $`=`$ $`(h_{ijk}+{\displaystyle \frac{1}{2}}(h_k\delta _{ij}h_i\delta _{jk}))a_k`$ $`\mathrm{\Xi }_i(\stackrel{}{a})`$ $`=`$ $`l_{ij}a_j`$ $`\mathrm{\Omega }_{ij}(\stackrel{}{a})`$ $`=`$ $`0`$ $`\mathrm{\Pi }_i(\stackrel{}{a})`$ $`=`$ $`0,`$ where $`h_{ijk}=h_{kji},h_{iik}=0`$; $`\mathrm{\Psi }(t)`$ $`=`$ $`p_it`$ $`\mathrm{\Phi }_i(t)`$ $`=`$ $`r_it{\displaystyle \frac{1}{2}}s_it^2`$ $`\mathrm{\Gamma }_i(t)`$ $`=`$ $`s_it`$ $`\mathrm{\Lambda }_i(t)`$ $`=`$ $`u_it{\displaystyle \frac{1}{4}}\epsilon _{imn}x_{mn}t^2+{\displaystyle \frac{1}{3}}w_it^3`$ $`\mathrm{{\rm Y}}_{ij}(t)`$ $`=`$ $`x_{ij}t\epsilon _{ijk}w_kt^2`$ (A.9) $`\mathrm{\Sigma }_{ij}(t)`$ $`=`$ $`y_{ij}t{\displaystyle \frac{1}{2}}z_{ij}t^2`$ $`\mathrm{\Xi }_i(t)`$ $`=`$ $`w_it`$ $`\mathrm{\Omega }_{ij}(t)`$ $`=`$ $`z_{ij}t`$ $`\mathrm{\Pi }_i(t)`$ $`=`$ $`m_it.`$ ## VI Appendix B: The general solution to the cocycle condition According to the procedure outlined in sec.II, we use the cocycle condition(i) together with the decomposition (19) and the expressions written out in Appendix A to produce the Ansatz for $`\eta (g)`$. Inserting it back into (18) we find the general solution for $`\eta `$ of the form. $`\mathrm{\Psi }_i(g)`$ $`=`$ $`(R_{ij}\delta _{ij})\alpha _j`$ $`\mathrm{\Phi }_i(g)`$ $`=`$ $`(R_{ij}\delta _{ij})\varphi _j+\beta (a_iv_it)\gamma _jR_{ij}t+\epsilon _{ijk}\alpha _lR_{jl}(a_kv_kt)`$ $`\mathrm{\Gamma }_i(g)`$ $`=`$ $`(R_{ij}\delta _{ij})\gamma _j+\beta v_i+\epsilon _{ijk}\alpha _lR_{jl}v_k`$ $`\mathrm{\Lambda }_i(g)`$ $`=`$ $`(R_{ij}\delta _{ij})\lambda _j+(\rho {\displaystyle \frac{1}{2}}\sigma _{nn})(a_iv_it)+{\displaystyle \frac{1}{2}}\beta \epsilon _{ijk}a_jv_k`$ $`+{\displaystyle \frac{1}{2}}\epsilon _{ijk}\varphi _lR_{jl}v_k{\displaystyle \frac{1}{2}}\alpha _jR_{ij}(a_kv_k\stackrel{}{v}^2t)+`$ $`+{\displaystyle \frac{1}{2}}\alpha _jR_{kj}v_k(a_iv_it)+\xi _jR_{ij}t^2{\displaystyle \frac{1}{2}}\epsilon _{ijk}\gamma _lR_{jl}v_kt+`$ $`{\displaystyle \frac{1}{2}}\epsilon _{jkl}\chi _{kl}R_{ij}t\omega _{jl}R_{ij}R_{kl}a_kt+\nu v_i+`$ $`+{\displaystyle \frac{1}{2}}\sigma _{ij}R_{ij}R_{kl}(a_kv_kt)+n_kR_{mk}(a_ia_m+2v_mv_it)`$ $`n_l(a_kR_{kl}v_i+a_iR_{kl}v_k)t`$ $`\mathrm{{\rm Y}}_{ij}(g)`$ $`=`$ $`(R_{ik}R_{jl}\delta _{ik}\delta _{jl})\chi _{kl}+\delta _{ij}\theta t{\displaystyle \frac{1}{2}}\delta _{ij}\beta \stackrel{}{v}^2+`$ $`+\epsilon _{jkl}\alpha _nR_{ln}v_kv_i\gamma _kR_{jk}v_i2\epsilon _{ijk}\xi _lR_{kl}t`$ $`\epsilon _{jkl}\sigma _{ns}R_{in}R_{ls}v_k+\rho \epsilon _{ijk}v_k+\omega _{nn}\epsilon _{ijk}a_k`$ $`+2\omega _{ns}(\epsilon _{ikl}R_{js}R_{ln}a_k\epsilon _{ijl}R_{ks}R_{ln}v_kt)`$ $`+2n_l(R_{jl}v_kR_{ml}v_m\delta _{ik})\epsilon _{kin}a_n+`$ $`2n_kv_sv_mR_{mk}\epsilon _{sij}t+\omega _{lk}R_{nk}R_{il}v_nt^2`$ $`\mathrm{\Sigma }_{ij}(g)`$ $`=`$ $`(R_{ik}R_{jl}\delta _{ik}\delta _{jl})\sigma _{kl}\beta \epsilon _{ijk}v_k\alpha _kR_{jk}v_i`$ $`2\omega _{lk}R_{ik}R_{jl}t+\omega _{nn}\delta _{ij}t+`$ $`+2n_k(R_{ik}a_jR_{mk}a_m\delta _{ij}R_{ik}v_jt+R_{mk}v_m\delta _{ij}t)`$ $`\mathrm{\Xi }_i(g)`$ $`=`$ $`(R_{ij}\delta _{ij})\xi _j+\omega _{jl}R_{ij}R_{kl}v_k+n_kR_{mk}v_mv_i`$ $`\mathrm{\Omega }_{ij}(g)`$ $`=`$ $`2(R_{ik}R_{jl}\delta _{ik}\delta _{jl})\omega _{lk}+2n_k(R_{ik}v_jR_{mk}v_m\delta _{ij})`$ $`\mathrm{\Pi }_i(g)`$ $`=`$ $`(R_{ij}\delta _{ij})n_j`$ ## VII Appendix C: Jacobi identities Using the general form of $`\eta `$ described in Appendix B we find from eq.(14): $`\delta (H)`$ $`=`$ $`\gamma _iHP_i+{\displaystyle \frac{1}{2}}(\chi _{kj}\chi _{jk})P_jP_k+(2\epsilon _{ijk}\xi _k\theta \delta _{ij})P_iK_j`$ $`(2\omega _{ji}\omega _{nn}\delta _{ji})P_iJ_j`$ $`\delta (P_s)`$ $`=`$ $`(\beta \delta _{is}+\epsilon _{iks}\alpha _k)HP_i+\epsilon _{ijk}(\rho \delta _{is}{\displaystyle \frac{1}{2}}\sigma _{nn}\delta _{is}+`$ (C.1) $`+{\displaystyle \frac{1}{2}}\sigma _{si})P_jP_k+(2\epsilon _{lis}\omega _{lj}\epsilon _{jis}\omega _{nn})P_iK_j`$ $`+2(n_i\delta _{sj}n_s\delta _{ij})P_iJ_j`$ $`\delta (K_s)`$ $`=`$ $`(\beta \delta _{is}+\epsilon _{iks}\alpha _k)HP_i+(v\epsilon _{sjk}{\displaystyle \frac{1}{2}}(\varphi _k\delta _{js}\varphi _j\delta _{ks}))P_jP_k`$ $`+(\rho \epsilon _{ijs}\epsilon _{kjs}\sigma _{ik}\gamma _j\delta _{is})P_iK_j+`$ $`(\beta \epsilon _{ijs}+\alpha _j\delta _{is})P_iJ_j+\epsilon _{ijk}\omega _{is}K_jK_k+`$ $`+2(n_j\delta _{sk}n_s\delta _{jk})K_jJ_k`$ $`\delta (J_s)`$ $`=`$ $`\epsilon _{sij}\alpha _jHJ_i+\epsilon _{sij}\varphi _jHP_i+\epsilon _{ijs}\gamma _jHK_i`$ $`+(\lambda _j\delta _{ks}\lambda _k\delta _{js})P_jP_k+(\epsilon _{sik}\lambda _{kj}+\epsilon _{sjk}\chi _{ik})P_iK_j`$ $`+(\epsilon _{sik}\sigma _{kj}+\epsilon _{sjk}\sigma _{ik})P_iJ_j+(\xi _i\delta _{ks}\xi _k\delta _{js})K_jK_k`$ $`+2(\epsilon _{sik}\omega _{jk}+\epsilon _{sjk}\omega _{ki})K_iJ_j+2n_kJ_kJ_s`$ Let $`\stackrel{~}{X_i}`$ denote a basis in $`𝒢^{}`$ defined by $`<\stackrel{~}{X_i},X_j>=\delta _{ij}`$. Then $`\delta `$ imposes the following commutator structure in $`𝒢^{}`$. $`[\stackrel{~}{H},\stackrel{~}{J_k}]`$ $`=`$ $`\epsilon _{ikl}\alpha _l\stackrel{~}{J_i}`$ $`[\stackrel{~}{H},\stackrel{~}{P_k}]`$ $`=`$ $`\gamma _k\stackrel{~}{H}+(\beta \delta _{ik}+\epsilon _{ikl}\alpha _l)\stackrel{~}{P_i}+\epsilon _{ikl}\varphi _l\stackrel{~}{J_i}`$ $`[\stackrel{~}{H},\stackrel{~}{K_k}]`$ $`=`$ $`(\beta \delta _{ik}+\epsilon _{ikl}\alpha _l)\stackrel{~}{K_i}+\epsilon _{ikl}\gamma _l\stackrel{~}{J_i}`$ $`[\stackrel{~}{K_k},\stackrel{~}{J_l}]`$ $`=`$ $`2(n_k\delta _{li}n_i\delta _{kl})\stackrel{~}{K_i}+2(\epsilon _{ikn}\omega _{ln}+\epsilon _{iln}\omega _{nk})\stackrel{~}{J_i}`$ $`[\stackrel{~}{P_l},\stackrel{~}{P_m}]`$ $`=`$ $`(\chi _{lm}\chi _{ml})\stackrel{~}{H}+2\epsilon _{klm}[\rho \delta _{ki}+{\displaystyle \frac{1}{2}}(\sigma _{ik}\sigma _{nn}\delta _{ik})]\stackrel{~}{P_i}`$ $`+2[v\epsilon _{ilm}+{\displaystyle \frac{1}{2}}(\varphi _l\delta _{im}\varphi _m\delta _{li})]\stackrel{~}{K_i}+`$ $`+2(\lambda _l\delta _{im}\lambda _m\delta _{ik})\stackrel{~}{J_i}`$ $`[\stackrel{~}{P_k},\stackrel{~}{K_l}]`$ $`=`$ $`(2\xi _n\epsilon _{nkl}\theta \delta _{kl})\stackrel{~}{H}+(2\epsilon _{nki}\omega _{nl}\omega _{nn}\epsilon _{lki})\stackrel{~}{P_i}`$ $`+(\rho \epsilon _{kli}\epsilon _{lin}\sigma _{kn}\delta _{ki}\gamma _l)\stackrel{~}{K_i}+`$ $`+(\epsilon _{ikn}\chi _{nl}+\epsilon _{iln}\chi _{kn})\stackrel{~}{J_i}`$ $`[\stackrel{~}{P_k},\stackrel{~}{J_l}]`$ $`=`$ $`(2\omega _{ik}\omega _{nn}\delta _{lk})\stackrel{~}{H}+2(n_k\delta _{li}n_i\delta _{kl})\stackrel{~}{P_i}`$ $`(\beta \epsilon _{kli}+\alpha _l\delta _{ki})\stackrel{~}{K_i}+(\epsilon _{ikn}\sigma _{nl}+\epsilon _{iln}\sigma _{kn})\stackrel{~}{J_i}`$ $`[\stackrel{~}{K_m},\stackrel{~}{K_n}]`$ $`=`$ $`2\epsilon _{kmn}\omega _{ki}\stackrel{~}{K_i}+2(\xi _m\delta _{ni}\xi _n\delta _{mi})\stackrel{~}{J_i}`$ $`[\stackrel{~}{J_k},\stackrel{~}{J_l}]`$ $`=`$ $`2(n_k\delta _{li}n_l\delta _{ki})\stackrel{~}{J_i}`$ Now we have to solve the Jacobi identities for the structure described in (VII). This is still a complicated task so we apply a mixed procedure consisting in solving part of Jacobi identities directly and applying the group of automorphisms to simplify the remaining ones. Therefore, we first give the action of automorphism group on parameters of $`\delta `$. Let us start with inner automorphisms. They read $`\stackrel{}{\alpha _k}=\stackrel{}{\alpha _i}`$ $`\gamma _k^{}=\gamma _k\beta v_k+\epsilon _{kil}v_i\alpha _l`$ $`\beta ^{}=\beta `$ $`\lambda _k^{}=\lambda _kvv_k{\displaystyle \frac{1}{2}}\epsilon _{kil}\varphi _iv_\alpha `$ $`\stackrel{}{\varphi ^{}}=\stackrel{}{\varphi }`$ $`\xi _k^{}=\xi _k\omega _{kn}v_nv_k(v_nn_n)`$ (C.3) $`\theta ^{}=\theta `$ $`\rho ^{}=\rho {\displaystyle \frac{1}{3}}\alpha _nv_n`$ $`v^{}=v`$ $`\omega _{ij}^{}=\omega _{ij}+v_in_j+(v_nn_n)\delta _{ij}`$ $`\stackrel{}{n^{}}=\stackrel{}{n}`$ $`\sigma _{ia}^{}=\sigma _{ia}+\beta \epsilon _{ial}v_l+\alpha _av_i{\displaystyle \frac{1}{3}}\alpha _nv_n\delta _{ai}`$ $`\chi _{ab}^{}=\chi _{ab}+v_a\gamma _b+\epsilon _{bnm}v_n\alpha _mv_a{\displaystyle \frac{1}{2}}\epsilon _{abk}\sigma _{nk}v_n`$ $`\rho \epsilon _{abn}v_n{\displaystyle \frac{1}{2}}\epsilon _{alm}\sigma _{bl}v_m{\displaystyle \frac{1}{2}}\epsilon _{blm}\sigma _{al}v_m`$ $`{\displaystyle \frac{1}{3}}(v_n\gamma _n+\epsilon _{lnm}\sigma _{nl}v_m)\delta _{ab}`$ for boosts, $`\stackrel{}{n^{}}=\stackrel{}{n},`$ $`\stackrel{}{\alpha ^{}}=\alpha ,`$ $`\beta ^{}=\beta `$ $`v^{}=v,`$ $`\stackrel{}{\xi ^{}}=\stackrel{}{\xi },`$ $`\theta ^{}=\theta `$ $`\varphi _i^{}`$ $`=`$ $`\varphi _i\beta a_i\epsilon _{ink}\alpha _na_k`$ $`\gamma _k^{}`$ $`=`$ $`\gamma _k2\epsilon _{knm}a_mn_n`$ (C.4) $`\lambda _k^{}`$ $`=`$ $`\lambda _k{\displaystyle \frac{1}{2}}\sigma _{nk}a_n\rho a_k\stackrel{}{a^2}n_k(n_ia_i)n_k`$ $`\rho ^{}`$ $`=`$ $`\rho {\displaystyle \frac{4}{3}}a_kn_k\sigma _{ab}^{}=\sigma _{ab}+{\displaystyle \frac{2}{3}}(a_kn_k)\delta _{ab}2n_aa_b`$ $`\chi _{ab}^{}`$ $`=`$ $`\chi _{ab}\epsilon _{abn}\omega _{nk}a_k+\epsilon _{amk}\omega _{mb}a_k+`$ $`+\epsilon _{bmk}\omega _{ma}a_k+{\displaystyle \frac{2}{3}}\epsilon _{mnk}\omega _{mn}a_k\delta _{ab}`$ $`\omega _{ab}^{}`$ $`=`$ $`\omega _{ab}`$ for space translations and $`\stackrel{}{n^{}}=\stackrel{}{n},`$ $`\stackrel{}{\alpha }=\alpha ,`$ $`\beta ^{}=\beta ,\stackrel{}{\gamma ^{}}=\stackrel{}{\gamma }`$ $`v^{}=v,`$ $`\stackrel{}{\xi ^{}}=\stackrel{}{\xi },`$ $`\theta ^{}=\theta ,\omega _{ij}^{}=\omega _{ij}`$ $`\stackrel{}{\varphi ^{}}=\stackrel{}{\varphi }+t\stackrel{}{\gamma }`$ , $`\lambda _i^{}=\lambda _i{\displaystyle \frac{1}{2}}t\epsilon _{imn}\chi _{nm}+t^2\xi _i`$ $`\rho ^{}=\rho +{\displaystyle \frac{1}{3}}t\omega _{nn}`$ , $`\sigma _{ab}^{}=\sigma _{ab}+2t\omega _{ba}{\displaystyle \frac{2}{3}}t\omega _{nn}\delta _{ab}`$ $`\chi _{ab}^{}=\chi _{ab}+2t\epsilon _{abk}\xi _k`$ for time translations, respectively. Under the rotations the parameters transform as tensors of appropriate rank. Besides, there are two outer automorphisms, which correspond to rescaling of space and time unit, ($`\stackrel{}{a}a\stackrel{}{a},tbt`$). They read: $`n^{}=\stackrel{}{n},`$ $`\alpha ^{}={\displaystyle \frac{1}{b}}\stackrel{}{\alpha },`$ $`\beta ^{}={\displaystyle \frac{1}{b}}\beta `$ $`\stackrel{}{\gamma }={\displaystyle \frac{1}{a}}\gamma ,`$ $`\stackrel{}{\varphi }={\displaystyle \frac{1}{ab}}\stackrel{}{\varphi },`$ $`\stackrel{}{\lambda }={\displaystyle \frac{1}{a^2}}\stackrel{}{\lambda }`$ $`v^{}={\displaystyle \frac{1}{ab}}v,`$ $`\stackrel{}{\xi }={\displaystyle \frac{b^2}{a^2}}\stackrel{}{\xi },`$ $`\theta ^{}={\displaystyle \frac{b^2}{a^2}}\theta `$ (C.5) $`\rho ^{}={\displaystyle \frac{1}{a}}\rho ,`$ $`\sigma _{ab}^{}={\displaystyle \frac{1}{a}}\sigma _{ab},`$ $`\chi _{ab}^{}={\displaystyle \frac{b}{a^2}}\chi _{ab}`$ $`\omega _{ab}^{}={\displaystyle \frac{b}{a}}\omega _{ab}`$ We shall not enter into all details. Let us rather give a sketch of the procedure. By solving Jacobi identities for the subalgebra generated by $`\stackrel{~}{H},\stackrel{~}{J_l},\stackrel{~}{K_n}`$ we find the following six families of constraints on parameters $`\stackrel{}{n},\beta ,\stackrel{}{\alpha },\omega _{ij},\stackrel{}{\gamma },\text{ and }\stackrel{}{\xi }`$. a)$`\stackrel{}{n}=0,\stackrel{}{\alpha }\text{–arbitrary },\beta 0,\stackrel{}{\gamma }\text{–arbitrary, }\stackrel{}{\xi }=0,\omega _{ij}=0`$ b)$`\stackrel{}{n}=0,\stackrel{}{\alpha }0,\beta =0,\stackrel{}{\gamma }\text{–arbitrary, }\stackrel{}{\xi }=\xi \stackrel{}{\alpha }+W(\stackrel{}{\alpha }\times \stackrel{}{\gamma }),\omega _{ij}=W(\stackrel{}{\alpha ^2}\delta _{ij}\alpha _i\alpha _j),W0`$ c)$`\stackrel{}{n}=0,\stackrel{}{\alpha }=0,\beta =0,\stackrel{}{\xi }\text{–arbitrary, }\omega _{ij}=W(\delta _{ij}\mu _i\mu _j)+V\epsilon _{ijk}\mu _k,\stackrel{}{\mu }=1`$ $`\stackrel{}{\gamma }=\{\begin{array}{c}\gamma \stackrel{}{\mu }\text{if }\|W\|+\|V\|0\\ \text{arbitrary }\text{if }W=V=0\end{array}`$ d)$`\stackrel{}{n}=0,\stackrel{}{\alpha }0,\beta =0,\omega _{ij}=W\delta _{ij},\stackrel{}{\gamma }=\frac{1}{W}(\stackrel{}{\alpha }\times \stackrel{}{\xi }),W0,\stackrel{}{\xi }\text{–arbitrary}`$ e)$`\stackrel{}{n}=0,\stackrel{}{\alpha }0,\beta =0,\omega _{ij}=0,\stackrel{}{\xi }\|\|\stackrel{}{\alpha },\stackrel{}{\gamma }\stackrel{}{\alpha }`$ f)$`\stackrel{}{n}=0,\stackrel{}{\alpha }=0,\beta =0,\omega _{ij}=W\delta _{ij},\stackrel{}{\gamma }=0,\stackrel{}{\xi }\text{–arbitrary}`$ Now we have to solve the remaining Jacobi identities. First of all let us note that there are ambiguities in determining the matrices $`\sigma _{ij}`$ and $`\chi _{ij}`$. Namely, both can be redefined by adding the arbitrary multiplies of unit matrix. In order to remove this ambiguity we put $`tr\sigma =tr\chi =0`$. Now we use the automorphisms generated by boosts, space and time translations to simplify the Jacobi identities. For example in the cases (a),(d) and (e) we may use the boost to put $`\stackrel{}{\gamma }=0`$ from the very beginning. On the other hand in the case (b) by solving Jacobi identity for $`\stackrel{~}{H},\stackrel{~}{P_i},\stackrel{~}{P_k}`$ we find $`\stackrel{}{\gamma }\stackrel{}{\alpha }=0`$ and again the boost can be used to put $`\stackrel{}{\gamma }=0`$. Following this way we obtain the eighteen families of solutions described in sec.III. Acknowledgment The authors acknowledge Profs. P.Kosiński and S.Giller for many helpful discussions.
warning/0006/hep-th0006097.html	ar5iv	text	# Interaction of electric charges in (2+1)D magnetic dipole gas ## I Introduction We study properties of electric charges in the plasma of the Abelian magnetic monopoles in three dimensional Euclidean spacetime. Physically, the magnetic dipoles may arise as the monopole–antimonopole bound states in gauge theories like, for example, the Georgi–Glashow model. This model possesses the topologically stable classical solution called ’t Hooft–Polyakov monopole which carry a unit of magnetic charge (the instanton number in three dimensions). The ’t Hooft–Polyakov monopole consists of a compact core and longrange gauge fields associated with unbroken Abelian subgroup. In the weak coupling regime the vacuum of the Georgi–Glashow model is filled up with a dilute monopole–antimonopole plasma. Due to a longrange nature of the Abelian fields the behavior of the plasma is essentially the same as that of the Coulomb plasma of the Abelian charges. Polyakov has shown that in this plasma test particles with opposite electric charges experience confining forces at large separations due to formation of a stringlike object between the charge and the anti-charge. The string has a finite thickness of the order of the plasma correlation length (i.e., the inverse Debye mass) and a finite energy per unit of the string length (”string tension”). Thus the potential between the test particles is linear at large distances . Small distance behavior of the inter-particle potential in the monopole gas is also interesting. According to Ref. at distances $`R`$ much smaller than the correlation length of the plasma the potential contains a nonperturbative piece proportional to $`R^\alpha `$, $`\alpha 0.6`$ in addition to a perturbative contribution due to the one photon exchange. The former is a consequence of the string formation at large distances. A nontrivial short distance potential may have many physically interesting consequences, see, e.g. Ref. for a discussion in context of QCD and other theories. At a sufficiently high temperature the Coulomb plasma was shown to undergo the Berezinsky–Kosterlitz–Thouless phase transition . In the high temperature phase the charges form neutral bound states which obey nonzero dipole moments. Thus at the phase transition the Coulomb plasma of charges transforms into a gas of the dipoles in which the Debye screening is absent . The field of the magnetic dipole is too weak at large distances to be able to induce a nonzero string tension between the electric charges. As a consequence of this fact, at large separations between the electric charges the string structure is destroyed in the high temperature phase and the potential becomes of the Coulomb type. A detailed study of the temperature phase transition in the three dimensional Georgi–Glashow model can be found in Ref. . The physics of dipoles in gauge theories has also been discussed in Ref. Despite of the absence of the longrange confinement the physics of the electric charges in the dipole gas is still interesting. In this paper we show that the short range potential between the charges has a linearly rising piece due to interaction of the electric charges with the magnetic dipoles. For simplicity we consider a dilute gas of the pointlike dipoles characterized by a (fluctuating in general case) dipole moment $`\stackrel{}{\mu }`$ and the spacetime position $`\stackrel{}{x}`$. The temperature effects are not studied in the present publication. The structure of the paper is as follows. The path integral formulation of the dilute dipole gas is presented in Sec. II. The interaction of the magnetic monopole gas with the electric charges is discussed in Sec. III and interaction energy of the static charge–anticharge pair is studied in Sec. IV. The generalization of the present approach to the fluctuating dipole moments is given in Sec. V. Our conclusions are summarized in the last section. ## II Path integral formulation The magnetic dipole is a magnetically neutral localized pair of monopole and anti-monopole separated by the distance $`\stackrel{}{r}`$. The magnetic moment of the dipole is $`\stackrel{}{\mu }=g_m\stackrel{}{r}`$ where $`g_m`$ is the magnetic charge of the constituent monopole and $`\stackrel{}{r}`$ is the distance between the constituents. If the typical distance between the dipoles is much larger than the dipole size $`r`$ then the dipoles may be treated as pointlike particles. This condition can be written as follows: $$\rho ^{\frac{1}{3}}r1,$$ (1) where $`\rho `$ is the mean density of the dipole gas. In this case the dipole is characterized solely by the position $`\stackrel{}{x}`$ and the dipole moment $`\stackrel{}{\mu }`$ while the ”dipole size” $`r`$ becomes an internal characteristic of the dipole. The action of two interacting pointlike dipoles with magnetic moments $`\stackrel{}{\mu }_a`$ and $`\stackrel{}{\mu }_b`$ located at positions $`\stackrel{}{x}_a`$ and $`\stackrel{}{x}_b`$, respectively, is given by the formula: $$V(\stackrel{}{\mu }_a,\stackrel{}{\mu }_b;\stackrel{}{x}_a,\stackrel{}{x}_b)=(\stackrel{}{\mu }_a\stackrel{}{})(\stackrel{}{\mu }_b\stackrel{}{})D_{(3D)}(\stackrel{}{x}_a,\stackrel{}{x}_b),$$ where $`D_{(3D)}(x)=(4\pi \|x\|)^1`$ is the propagator for a scalar massless particle in three dimensions. The statistical sum of the dilute dipole gas can be written as follows: $$𝒵=\underset{N=0}{\overset{\mathrm{}}{}}\frac{\zeta ^N}{N!}\mathrm{d}^3x_1\mathrm{d}^3\mu _1\mathrm{}\mathrm{d}^3x_N\mathrm{d}^3\mu _N\mathrm{exp}\left\{\frac{1}{2}\underset{\stackrel{a,b=1}{ab}}{\overset{N}{}}V(\stackrel{}{\mu }_a,\stackrel{}{\mu }_b;\stackrel{}{x}_a,\stackrel{}{x}_b)\right\},$$ (2) where $`\zeta `$ is the fugacity parameter <sup></sup><sup></sup>*Note that in $`2+1`$ theory the dimensionalities are: $`[g_m^2]=\mathrm{mass}^1`$, $`[\mu ]=\mathrm{mass}^{\frac{3}{2}}`$ and $`[\zeta ]=\mathrm{mass}^3`$.. As in the case of the monopole gas the dipole fugacity is a nonperturbative quantity since $`\zeta e^{S_0}`$, where $`S_0g_e^2`$ is the action of a single dipole and $`g_e=2\pi /g_m`$ is the fundamental electric charge in the theory. The integration over the dipole moment $`\mathrm{d}^3\mu `$ in eq.(2) is given by the integration over direction $`\stackrel{}{n}`$ of the dipole moment $`\stackrel{}{\mu }_a=\mu _a\stackrel{}{n}_a`$ (no sum is implemented) and over its absolute value, $`\mu _a`$, weighted with a distribution function. For the sake of simplicity we fix the absolute value of all magnetic moments $`\mu _a=\mu `$. The case of the fluctuating $`\mu `$ is considered in Sec. V. Introducing the scalar field $`\chi `$ we rewrite expression (2) as follows: $`\mathrm{exp}\left\{{\displaystyle \underset{\stackrel{a,b=1}{ab}}{\overset{N}{}}}V_{ab}\right\}`$ $``$ $`{\displaystyle \underset{\mathrm{}}{\overset{+\mathrm{}}{}}}\mathrm{D}\chi \mathrm{exp}\{{\displaystyle \frac{1}{2}}{\displaystyle }\mathrm{d}^3x(\stackrel{}{}\chi )^2`$ (4) $`+i\mu {\displaystyle \underset{a=1}{\overset{N}{}}}(\stackrel{}{n}_a\stackrel{}{})\chi (x_a)\},`$ where $`(\stackrel{}{a},\stackrel{}{b})`$ is the scalar product of the vectors $`\stackrel{}{a}`$ and $`\stackrel{}{b}`$. Substituting eq.(4) into eq.(2) and summing over all dipole positions, we get the following representation of the dipole partition function: $`𝒵`$ $``$ $`{\displaystyle \mathrm{D}\chi \mathrm{exp}\left\{\frac{1}{2}\mathrm{d}^3x(\stackrel{}{}\chi )^2\right\}\underset{N=0}{\overset{\mathrm{}}{}}\frac{\zeta ^N}{N!}\left(\mathrm{d}^3x\underset{\stackrel{}{n}^2=1}{}\mathrm{d}^3n\mathrm{exp}\{i\mu (\stackrel{}{n}\stackrel{}{})\chi (x)\}\right)^N}`$ (5) $`=`$ $`{\displaystyle \mathrm{D}\chi \mathrm{exp}\left\{\mathrm{d}^3x\left[\frac{1}{2}(\stackrel{}{}\chi )^2\zeta \underset{\stackrel{}{n}^2=1}{}\mathrm{d}^3n\mathrm{exp}\{i\mu (\stackrel{}{n}\stackrel{}{})\chi (x)\}\right]\right\}}.`$ (6) After integration over the vector $`\stackrel{}{n}`$ we obtain (up to an inessential multiplicative factor): $$𝒵=\mathrm{D}\chi \mathrm{exp}\left\{\mathrm{d}^3x[\|\stackrel{}{}\chi \|]\right\},$$ (7) where $`\|\stackrel{}{}\chi \|=\sqrt{\stackrel{}{}\chi ^2}`$, and $$(f)=\frac{1}{2}f^24\pi \zeta v(\mu f),v(f)=\frac{\mathrm{sin}f}{f}.$$ (8) We treat the model (7,8) as an effective theory. Shifting the field $`f=\|\stackrel{}{}\chi \|`$, $`ff/\mu =\overline{f}`$ and rescaling the space coordinates, $`x(4\pi \zeta )^{\frac{1}{3}}x`$ we immediately determine that the dynamics of the model is controlled by the dimensionless constant $$\lambda =4\pi \zeta \mu ^2,$$ (9) and the typical field fluctuation is of the order of $`\overline{f}^2\lambda `$. Thus at small values of the parameter $`\lambda `$ lagrangian (8) can be expanded into series of $`f^2`$ and the interaction terms $`f^{2n}`$ with $`n2`$ can be treated as small perturbations. The vacuum expectation value, $`\rho =<\rho (x)>`$, of the dipole density, $$\rho (x)=\underset{i}{}\delta ^{(3)}(xx_i),$$ can be rewritten in representation (6): $$\rho =4\pi \zeta <\frac{\mathrm{sin}(\|\stackrel{}{}\chi (x)\|)}{\|\stackrel{}{}\chi (x)\|}>=4\pi \zeta \left(1+O(\lambda )\right),$$ (10) where the last equality is written for small couplings $`\lambda `$. In this regime the coupling $`\lambda `$ is proportional to the density of the dipoles, $`\lambda =\rho \mu ^2+O(\lambda ^2)`$, and therefore the condition $`\lambda 1`$ can be interpreted as a requirement for the density of the dipole moments to be small. ## III Electric charges in magnetic dipole gas An infinitely heavy test particle carrying the electric charge $`qg_e`$ in introduced in the vacuum of the theory with the help of the Wilson loop operator, $`W_q(𝒞)`$. Here contour $`𝒞`$ is the trajectory of the particle. Let us first consider the contribution of the Abelian monopoles to the Wilson loop: $$W_q(𝒞)=\mathrm{exp}\left\{i\mathrm{d}^3x\rho _{\mathrm{mon}}(x)\eta ^𝒞(x)\right\},$$ (11) where $`\rho _{\mathrm{mon}}(x)=g_m_am_a\delta (xx_a)`$, $`m_aZZ`$ is magnetic charge density. The function $`\eta _𝒞`$ is defined as follows: $$\eta ^𝒞(x)=\pi \underset{\mathrm{\Sigma }_𝒞}{}\mathrm{d}^2\sigma _{ij}(y)\epsilon _{ijk}_kD(xy),$$ where the integration is taken over an arbitrary surface $`\mathrm{\Sigma }_𝒞`$ spanned on the contour $`𝒞`$. Note that the value of the Wilson loop does not depend on the shape of the surface $`\mathrm{\Sigma }_𝒞`$. Now suppose that all monopoles and anti-monopoles appear always as dipole pairs of the small size $`r`$. In the pointlike dipole approximation eq.(11) can be rewritten as followsThe function $`\eta _𝒞`$ has the jump $`\eta _𝒞\eta _𝒞+2\pi `$ at the position of the surface $`\mathrm{\Sigma }_𝒞`$. This jump is inessential for our considerations due to $`2\pi `$–periodicity of the exponential function of an imaginary argument.: $`W_q(𝒞)`$ $`=`$ $`\mathrm{exp}\left\{irq{\displaystyle \mathrm{d}^3x(\stackrel{}{\rho }^{(\mu )}(x),\stackrel{}{})\eta ^𝒞(x)}\right\},`$ (12) $`=`$ $`\mathrm{exp}\left\{irq{\displaystyle \mathrm{d}^3x(\stackrel{}{\rho }^{(\mu )}(x),\stackrel{}{\gamma }^𝒞(x))}\right\},`$ (13) where $`\stackrel{}{\gamma }^𝒞=\stackrel{}{}\eta ^𝒞`$, and $`\stackrel{}{\rho }^{(\mu )}(x)=_i\stackrel{}{\mu }_i\delta ^{(3)}(xx_i)`$ is the density of the dipole moments. Since the charge of the Wilson loop $`q`$ always enters eq.(13) in the combination $`qr`$ we consider below the Wilson loop for the unit charge, $`W(𝒞)W_1(𝒞)`$, and then make the rescaling $`rqr`$ in the final result to describe the potential for $`q1`$. To study the static potential between charges we consider the flat Wilson loop operator defined in the plane $`(x_1,x_2)`$, see Fig. 1. The operator inserts the static charge and anti-charge pair separated by the distance $`R`$. The particle trajectory consists of the two straight lines, $`𝒞=L_1+L_2`$ and the surface $`\mathrm{\Sigma }_𝒞`$ is located in the plane $`(x_1,x_2)`$. The corresponding function $`\eta ^𝒞`$ is: $$\eta ^𝒞(x)=\mathrm{arctan}\left(\frac{x_1+R/2}{x_3}\right)\mathrm{arctan}\left(\frac{x_1R/2}{x_3}\right),$$ and the function $`\stackrel{}{\gamma }^𝒞`$ is defined as follows: $`\stackrel{}{\gamma }^𝒞(x)`$ $`=`$ $`\pi {\displaystyle \underset{\mathrm{\Sigma }_𝒞}{}}\mathrm{d}^2\sigma _{ij}(y)\epsilon _{ijk}{\displaystyle \frac{}{x_k}}\stackrel{}{}_xD_0(xy)`$ (14) $`=`$ $`\stackrel{}{\gamma }_{\mathrm{sing}}^𝒞(x)+\stackrel{}{\gamma }_{\mathrm{reg}}^𝒞(x);`$ (15) $`\gamma _{\mathrm{sing},i}^𝒞(x)`$ $`=`$ $`\pi \delta _{i3}\delta (x_3)\mathrm{\Theta }(2x_1+R)\mathrm{\Theta }(2x_1R);`$ (16) $`\stackrel{}{\gamma }_{\mathrm{reg}}^𝒞(x)`$ $`=`$ $`4R[8x_1x_3,\mathrm{\hspace{0.17em}\hspace{0.17em}0},R^2+4(x_3^2x_1^2)]`$ (18) $`\times \left[\left(R^2+4(x_3^2+x_1^2)\right)^216R^2x_1^2\right]^1,`$ where $`\mathrm{\Theta }(x)=1`$ if $`x>0`$ and $`\mathrm{\Theta }(x)=0`$ otherwise. Substituting eq.(13) into eq.(2) and performing the transformations presented in Sec. II we represent the quantum average for the Wilson loop in the dilute gas as follows: $`<W(𝒞)>_{\mathrm{gas}}`$ $`=`$ $`{\displaystyle \frac{1}{𝒵}}{\displaystyle }\mathrm{D}\chi \mathrm{exp}\{{\displaystyle }\mathrm{d}^3x[{\displaystyle \frac{1}{2}}(\stackrel{}{}\chi )^2`$ $`+4\pi \zeta (1v(\|\mu \stackrel{}{}\chi +r\stackrel{}{\gamma }^𝒞\|))]\},`$ where the expression in the square brackets is normalized to zero at $`\chi =0`$ and the function $`v`$ is defined in eq.(8). Physically, the magnetic dipole gas affects the potential between oppositely charged electric particles because of overlapping of the dipole clouds gathered near the electric sources. Indeed, from the point of view of the three dimensional physics the static test charge trajectories $`𝒞=L_1+L_2`$, Fig. 1, may be considered as an electric current running along the contour $`𝒞`$. This current induces a magnetic field which circumvents each of the paths $`L_1`$ and $`L_2`$. Since the magnetic dipole lowers its energy in the magnetic field, the density of the magnetic dipoles should increase towards the position of the test electric charges. The interaction energy of the dipole clouds gathered near the oppositely charged particles depends on the inter-particle separation. Below we show that at small charge separations this energy is a linear function of the distance between the charges. ## IV Potential of static charge–anticharge pair The static interaction potential of particles with electric charges $`\pm qg_e`$ is a sum of the perturbative contribution from the one photon exchange and the contribution from the dipole gas, respectively: $`V_q(R)`$ $`=`$ $`{\displaystyle \frac{q^2g_e^2}{2}}D_{(2D)}(R)+E_q^{\mathrm{gas}}(R),`$ (19) $`E_q^{\mathrm{gas}}(R)`$ $`=`$ $`\underset{T\mathrm{}}{lim}{\displaystyle \frac{1}{T}}<W_q(𝒞_{R\times T})>,`$ (20) where $`D_{(2D)}(R)=(2\pi )^1\mathrm{log}(mR)`$ is the two dimensional propagator for a scalar massless particle, $`m`$ is the massive parameter and $`𝒞_{R\times T}`$ stands for the rectangular $`R\times T`$ trajectory of the test particle. In the limit $`T\mathrm{}`$ the contour $`𝒞_{R\times T}`$ transforms into the contour $`𝒞=L_1+L_2`$, Fig. 1. We evaluate the dipole gas contribution $`E_q^{\mathrm{gas}}`$ classically minimizing the functional (we put $`q=1`$), $$S(\chi )=\mathrm{d}^3x\left[\frac{1}{2}(\stackrel{}{}\chi )^2+4\pi \zeta \left(1\frac{\mathrm{sin}(\|\mu \stackrel{}{}\chi +r\stackrel{}{\gamma }^𝒞\|)}{\|\mu \stackrel{}{}\chi +r\stackrel{}{\gamma }^𝒞\|}\right)\right],$$ with respect to the field $`\chi `$ in the limit $`\lambda 1`$. To this end we note that the singular part (16) of the source (14) does not contribute to the functional $`S(\chi )`$. This statement can be checked directly either by regularizing the singular piece of the source $`\stackrel{}{\gamma }`$ at a finite $`R`$ or by considering the limit $`R\mathrm{}`$ in which only the singular part $`\gamma _{\mathrm{sing}}^𝒞`$ is nonzero at finite $`x_1`$ and $`x_3`$. Applying rescaling arguments similar to those mentioned after eq.(8) we conclude in the limit $`\lambda 1`$ the classical solution is suppressed as $`\|\stackrel{}{}\chi _{\mathrm{cl}}\|=O(\lambda )`$ and therefore in the leading order in $`\lambda `$ the classical energy in the leading order is given by the formula: $`E_{\mathrm{cl}}^{\mathrm{gas}}(R)`$ $`=`$ $`4\pi \zeta {\displaystyle }\mathrm{d}x_1{\displaystyle }\mathrm{d}x_3(1v(r\mathrm{\Gamma }^𝒞(x,R)))],`$ (21) $`\mathrm{\Gamma }^𝒞(x,R)`$ $`=`$ $`4R\left[\left(R^2+4(x_3^2+x_1^2)\right)^216R^2x_1^2\right]^{\frac{1}{2}}.`$ (22) Unfortunately the explicit analytical integration is impossible due to the complicated form of the function $`\mathrm{\Gamma }`$, eq.(22). However, if the distance $`R`$ between the test particles is much smaller than the ”dipole size” $`r`$ then the energy $`E_{\mathrm{cl}}(R)`$ can be expanded in series of $`R/r`$: $$E_{\mathrm{cl}}^{\mathrm{gas}}(R)=\pi ^3\zeta rR(1+O\left(\frac{R}{r}\right)),Rr.$$ (23) Thus, the energy of the charge–anticharge pair is the linearly rising function of the inter-particle distance Note that in realistic theories the magnetic dipoles are realized as monopole–antimonopole bound states with a nonzero physical size $`r`$. If the distance between test particles $`R`$ is much smaller than the size of the such dipole, $`Rr`$, then the test particles become affected by the monopole constituents and the pointlike approximation to the dipole is no more valid. However as we will see in the next Section the linear potential extends over $`R`$ (a few) $`r`$ and therefore we believe that our results derived in the pointlike dipole approximation may also be applicable to real systems. According to eq.(23) the coefficient $`\sigma _q`$ in front of the linear term in the interaction potential of the particles carrying the electric charges $`\pm qg_e`$ is: $$\sigma _q=q\sigma _1,\sigma _1=\pi ^3\zeta r=\frac{\pi ^2}{4}\rho r,$$ (24) where $`\rho `$ is the dipole density, eq.(10). This formula is given in the leading order of $`\lambda `$. To derive eq.(24) we have used rescaling $`rqr`$ according to the discussion after eq.(13). The coefficient $`\sigma _q`$ is proportional to the electric charge of the test particle. Thus, each elementary electric ”flux” coming from the charge is not interacting with the other fluxes and, as a result, the total coefficient, $`\sigma _q`$, is a sum of the elementary coefficients $`\sigma _1`$ of $`q`$ individual fluxes. This is due to the fact that leading contribution to the formation of the dipole clouds is given by the external magnetic field induced by the test particles. The dipole dynamics would affect the dipole clouds in next to the leading order terms in expansion over the $`\lambda `$ parameter. Since the density of the dipole clouds is a function of the test particle charge, then the dipole density–density interactions in higher order in $`\lambda `$ would lead to $`q^n`$, $`n>1`$ corrections to the linearity coefficient $`\sigma _q`$. Thus it is natural to suggest that in general case the proportionality of the linear term to the electric charge of the test particles is lost even on the classical level. Note that the proportionality of the linear term coefficient $`\sigma `$ to the number of elementary fluxes appears in the so called Bogomol’ny limit of the Abelian Higgs model for the Abrikosov–Nielsen–Olesen strings . However, in the latter case the proportionality of the string tension to the number of fluxes is exact on the classical level. At large distances, $`Rr`$, the dipole gas contribution to the interaction energy (21,22) between the oppositely charged electric particles grows logarithmically: $$E_{\mathrm{cl}}^{\mathrm{gas}}(R)=\frac{8\pi ^2}{3}\zeta r^2\mathrm{log}\left(\frac{R}{r}\right)[1+O\left(\frac{r}{R}\right)],Rr,$$ (25) in accordance with absence of the charge screening in the dipole gases . Shifting the dipole size $`rqr`$ in eq.(25) we conclude that the dependence of the nonperturbative potential (25) on charge of the test particles, $`q`$, and on the distance between them, $`R`$, is essentially the same as for the perturbative one photon exchange, eq.(20). Thus the dipole gas nonperturbatively renormalizes the coupling constant $`g_e`$ at large distances and the full potential (20) has the following behavior: $`V_q(R)`$ $`=`$ $`{\displaystyle \frac{ϵq^2g_e^2}{4\pi }}log(R)+const.,`$ $`ϵ`$ $`=`$ $`1+{\displaystyle \frac{1}{3}}\lambda +O(\lambda ^2),Rr,`$ where $`ϵ`$ is the dielectric constant. Note that both the appearance of the linear potential at small distances and the renormalization of the electric charge at large distances, $`g_e^2ϵg_e^2`$, are essentially nonperturbative effects since $`\lambda e^{const./g_e^2}`$. ## V Fluctuating dipole moments In previous Sections we considered the properties of the ”rigid” dipoles which are characterized by a fixed absolute value of the magnetic dipole moment $`\mu `$. In a realistic case the dipole is realized as a monopole–antimonopole bound state with a fluctuating absolute value of the dipole moment. In this Section we generalize our approach to the case of the fluctuating dipole moments $`\mu =g_mr`$. It is convenient to describe the fluctuations of the dipole moments as the fluctuations of the dipole size $`r`$ at a fixed magnetic charge $`g_m`$ of the monopole constituents. In a general case the distance $`r`$ can be characterized by a distribution function $`F(r)`$ normalized to unity, $`_0^+\mathrm{}drF(r)=1`$. We assume that the dipole gas is sufficiently dilute (cf. eq.(1)): $`<\rho _D>^{\frac{1}{3}}drrF(r)1`$. The statistical sum of the gas of pointlike dipoles with the fluctuating moments is: $$𝒵=\underset{N=0}{\overset{\mathrm{}}{}}\frac{\zeta ^N}{N!}\underset{i=1}{\overset{N}{}}\left(\underset{0}{\overset{+\mathrm{}}{}}dr_iF(r_i)\mathrm{d}^3x_i\underset{\stackrel{}{n}_i^2=1}{}\mathrm{d}^3n_i\right)\mathrm{exp}\left\{\frac{1}{2}\underset{\stackrel{a,b=1}{ab}}{\overset{N}{}}V(g_mr_a\stackrel{}{n}_a,g_mr_b\stackrel{}{n}_b;\stackrel{}{x}_a,\stackrel{}{x}_b)\right\}.$$ (26) In the case of a fixed dipole moment, $`F(r)=\delta (rd)`$, the above sum is reduced to the partition function (2) with $`\mu =g_md`$. Analogously to Section II we introduce the field $`\chi `$, perform summation over the dipole positions $`x_a`$, and integrate out the dipole directions $`\stackrel{}{n}`$. The partition function (26) is then represented as follows: $$𝒵=\mathrm{D}\chi \mathrm{exp}\left\{\mathrm{d}^3x\left[\frac{1}{2}(\stackrel{}{}\chi )^24\pi \zeta v_{\mathrm{fl}}(g_m\|\stackrel{}{}\chi \|)\right]\right\},$$ where $$v_{\mathrm{fl}}(f)=\underset{0}{\overset{+\mathrm{}}{}}drF(r)\frac{\mathrm{sin}(rf)}{rf}.$$ (27) Note that the action for the field $`\chi `$ has an additional integration over the dipole size parameter $`r`$ in comparison with eqs.(7,8). As a simple example let us consider the following distribution function, shown in Fig. 2(a): $$F(r)=\frac{r}{d^2}\mathrm{exp}\left\{\frac{r}{d}\right\},$$ (28) which has a maximum at $`r=d`$, and the mean value of the dipole size, $`r`$, is $`\overline{r}=2d`$. Function (27) for distribution (28) has the following form, $`v_{\mathrm{fl}}(f)=\frac{1}{1+d^2f^2}`$, and the expansion parameter $`\lambda _{\mathrm{fl}}`$ is now given by eq.(9) with $`\mu =\overline{r}g_m2dg_m`$: $$\lambda _{\mathrm{fl}}=16\pi \zeta d^2g_m^2.$$ In the leading order in $`\lambda _{\mathrm{fl}}`$ the classical inter-particle energy can be calculated similarly to the previous Section: $`E_{\mathrm{cl}}^{\mathrm{gas},\mathrm{fl}}(R)=4\pi \zeta {\displaystyle \mathrm{d}^2xw(x,R)}=2\pi ^3\zeta d^2G\left({\displaystyle \frac{R}{d}}\right),`$ (29) $`w(x,R)={\displaystyle \frac{d^2\mathrm{\Gamma }_𝒞^2(x_1,x_3,R)}{1+d^2\mathrm{\Gamma }_𝒞^2(x_1,x_3,R)}},`$ (30) where $`\mathrm{\Gamma }^𝒞`$ is defined in eq.(22). The leading behavior of the energy $`E_{\mathrm{cl}}^{\mathrm{gas},\mathrm{fl}}`$ at large and small distances is given by the following formulae, respectively: $`E_{\mathrm{cl},\mathrm{q}}^{\mathrm{gas},\mathrm{fl}}(R)=2\pi ^3\zeta dqR={\displaystyle \frac{\pi ^2}{2}}\rho dqR,Rr,`$ (31) $`E_{\mathrm{cl},\mathrm{q}}^{\mathrm{gas},\mathrm{fl}}(R)=16\pi ^2\zeta d^2q^2\mathrm{log}\left({\displaystyle \frac{R}{r}}\right),Rr,`$ (32) where the dipole density in the leading order in $`\lambda _{\mathrm{fl}}`$ is given in eq.(10). As in the case of the ordinary dipoles the presence of the dipole gas leads to the appearance of the linear term in the inter-particle potential. The coefficient in front of the linear term is: $$\sigma _q^{\mathrm{fl}}=q\sigma _1^{\mathrm{fl}},\sigma _1^{\mathrm{fl}}=2\pi ^3\zeta d.$$ At large distances the renormalization of the electric charge takes place: $$g_e^2ϵ_{\mathrm{fl}}g_e^2,ϵ_{\mathrm{fl}}=1+\frac{1}{2}\lambda _{\mathrm{fl}}+O(\lambda _{\mathrm{fl}}^2).$$ (33) The profile and contour plots for the (normalized) energy density $`w`$, eq.(30) of the dipole cloud are shown in Fig. 3 for various charge separations $`R`$. Although at small distances the profiles show some similarity with a stringlike object the width of such a ”string” grows as $`R_{str}\sqrt{dR}`$ for $`Rd`$. Indeed, the effective width $`R_{str}`$ of the string profile at the center of the string can be defined as follows: $$R_{str}^2=\frac{\underset{\mathrm{}}{\overset{\mathrm{}}{}}x_3^2w(0,x_3,R)dx_3}{\underset{\mathrm{}}{\overset{\mathrm{}}{}}w(0,x_3,R)dx_3}=\frac{R\sqrt{R^2+16d^2}}{4}.$$ (34) Since the energy of the ”string” is proportional to the volume it occupies the ”string” could merely be responsible for $`R_{str}^2(R)RR^2`$ (and not for $`R`$) term in the potential. Thus the linear term in the potential has nothing to do with the observed string formation. It is instructive to study the behavior of the (normalized) energy of the test particle pair $`G`$, eq.(29). The plot of this function in Fig. 2(b) clearly shows that the slope of the function $`G`$ is linear up to the distancesAt $`R4d`$ the deviation of the classical energy from the linear behavior (31) is around 15%. $`R4d`$ while the density profile, Fig. 3(d), shows no presence of the string at $`R=4d`$. This is another evidence in favor of the fact that the linear term is not caused by the string formation mechanism. ## VI Conclusions We studied the static potential between oppositely charged electric particles in the pointlike magnetic dipole gas. We found that the short distance potential contains a linear piece due to overlapping of the dipole clouds gathered near electric sources because of the induced magnetic field. This effect can not be explained by a short string formation contrary to the $`3D`$ compact electrodynamics and $`4D`$ (dual) Abelian Higgs model . The coefficient in front of the linear term is proportional to the density of the dipoles and to the electric charge of the test particles. As the distance between the test particles increases the potential becomes of a Coulomb type. At large distances the dipole effects lead to the electric charge renormalization. These results may have interesting applications for physics of gauge theories both in high and low temperature regimes. One of the physically interesting candidates of such theories is the electroweak model in a low temperature phase in which the formation of the monopole–antimonopole pairs has been observed . The dipole effects may also induce a short distance linear potential between electric charges in a high temperature phase of the compact $`U(1)`$ lattice gauge theory in three space-time dimensions. ###### Acknowledgements. The author acknowledges the kind hospitality of the staff of the Department of Physics and Astronomy of the Vrije University at Amsterdam, where the work was done. The author is grateful to B. L. G. Bakker, F. V. Gubarev and V. I. Shevchenko for useful discussions. This work was partially supported by the grants RFBR 99-01-01230a and INTAS 96-370. FIG. 1 FIG. 2(a) FIG. 2(b) FIG. 3(a) FIG. 3(b) FIG. 3(c) FIG. 3(d)
warning/0006/cond-mat0006247.html	ar5iv	text	# X-ray natural circular dichroism \[ ## Abstract This paper discusses a theory of natural circular dichroism in the x-ray region. Integrated spectra are interpreted in terms of microscopic effective operators, which are derived in the framework of a localised (atomic) model. It is shown that the generators of a de Sitter group, such as that introduced by Goshen and Lipkin for nuclear structure, are suitable for describing electronic properties of non-centrosymmetric crystals. \] In recent years, near-edge dichroism in crystals, i.e. the dependence of x-ray absorption on crystal and/or magnetic orientations with respect to the polarisation of the photon, has been thoroughly investigated at synchrotron radiation sources. Particular attention has been given to x-ray magnetic circular dichroism (XMCD), namely the difference in absorption between right- and left-circularly polarised photons in a system with a net magnetisation. Various authors have demonstrated the effect, which requires the breaking of time-reversal symmetry and the presence of a spin-orbit interaction. Electric-dipole (E1) and, in some cases, electric-quadrupole (E2) transitions account for the pertinent inner-shell excitations. Theoretically, efforts have been made to identify crystalline microscopic properties revealed by the observed spectra; and, in this context, atomic theory has provided a number of results. Among these is a set of sum rules, which relate integrated dichroic intensities to the ground-state expectation value of effective one-electron operators. In the case of XMCD these operators coincide with the spin and orbital contributions to the magnetic moment, thus providing experimentalists with a simple interpretative framework. To cover the more realistic case of an atom in a solid, a formulation of the problem in terms of a minimal set of muffin-tin orbitals has also been reported . In this case, corrections to the atomic results are found in the form of energy moments of the bands, and are expected to be small in most cases. More recently a novel phenomenon, termed x-ray natural circular dichroism (XNCD), was observed in an organic non-centrosymmetric single crystal and in a stereogenic organometallic complex. The effect stems from the interference between E1 and E2 transitions, thus requiring an ordered structure and the breaking of space inversion. Aimed at deriving an XNCD sum rule, earlier theoretical work has identified the relevant effective operator with a rank-two tensor. Its microscopic nature and symmetry properties were not, however, fully determined. The current paper follows the program of Ref. to its natural conclusion. Particular symmetry considerations are needed to complete the analysis; in virtue of them new effects, still to be probed experimentally, emerge. It is worth reminding the reader that effective operators for x-ray dichroism are irreducible tensors constructed from the generators of the underlying symmetry group. In the case of pure electric multipole-transitions, it suffices to work within the rotation group, i.e. with the spherical components of the angular momentum. In this way, sum rules for CMXD and linear x-ray dichroism were obtained . (Linear dichroism implies a difference in absorption between radiations with linear polarisation parallel or perpendicular to a local symmetry axis.) To study interference terms an extension of the symmetry group is required. As shown below, the extended symmetry is identified with a de Sitter group, O(3,2), a non-compact version of O(5). Its generators will serve to write out a sum rule for XNCD. An aspect of symmetry relevant to XNCD is the absence/presence of mirror planes in the permitted point groups, with the ensuing difference between enantiomeric and non-enantiomeric systems. To properly elucidate this point, effective operators will be discussed for the E1 - magnetic dipole (M1) interference, which governs the natural dichroism in the optical range. Central to our considerations is the integrated intensity $$\mathrm{\Sigma }_{\mathrm{XNCD}}=_{j_{}+j_+}\frac{\sigma _{\mathrm{XNCD}}(\omega )}{(\mathrm{}\omega )^2}d(\mathrm{}\omega ),$$ (1) where $`\sigma _{\mathrm{XNCD}}(\omega )=\sigma _\mathrm{X}^\mathit{ϵ}(\omega )\sigma _\mathrm{X}^\mathit{ϵ}^{}(\omega )`$ denotes the cross section for natural circular dichroism in the x-ray region (X), a macroscopically measurable quantity. Integration is over a finite photon-energy range in Eq. (1), corresponding to the two partners of a spin-orbit split inner shell. The partners are identified by $`j_\pm =c\pm \frac{1}{2}`$. E1-E2 interference. The link between $`\mathrm{\Sigma }_{\mathrm{XNCD}}`$ and a microscopic description is provided by the relation $`\sigma _\mathrm{X}^\mathit{ϵ}(\omega )=4\pi ^2\alpha \mathrm{}\omega [{\displaystyle \frac{i}{2}}{\displaystyle \underset{f}{}}{\displaystyle \underset{nn^{}}{}}g\mathit{ϵ}^{}𝐫_nf`$ (2) $`f\mathit{ϵ}𝐫_n^{}𝐤𝐫_n^{}g+\mathrm{c}.\mathrm{c}.]\delta (E_fE_g\mathrm{}\omega ),`$ (3) picking out the E1-E2 interference in the absorption cross section. The notation is as follows: $`\mathrm{}\omega `$, $`𝐤`$ and $`\mathit{ϵ}`$ represent energy, wave vector and polarisation of the photon; $`g`$ and $`f`$ denote ground and final states of the electron system, with energies $`E_g`$ and $`E_f`$ respectively; electrons are labelled by $`n`$ and $`n^{}`$; $`\alpha =e^2/\mathrm{}c`$. We consider the fermionic field $$\mathrm{\Psi }(𝐫)=\underset{l\lambda \sigma }{}a_{l\lambda \sigma }\psi _{l\lambda \sigma }(𝐫)+\underset{m}{}a_{jm}\psi _{jm}(𝐫),$$ (4) and go over to a second quantisation description. Here, $`a_{jm}`$ and $`a_{l\lambda \sigma }(a_{l^{}\lambda ^{}\sigma ^{}})`$ annihilate inner-shell and valence electrons, respectively. The matrix element appearing in Eq. (2) can then be given the form $`{\displaystyle \underset{nn^{}}{}}g\mathit{ϵ}^{}𝐫_nff\mathit{ϵ}𝐫_n^{}𝐤𝐫_n^{}g={\displaystyle \underset{\genfrac{}{}{0pt}{}{ll^{},jj^{},mm^{}}{\lambda \lambda ^{},\sigma \sigma ^{}}}{}}`$ (5) $`\psi _{j^{}m^{}}\mathit{ϵ}^{}𝐫\psi _{l\lambda \sigma }\psi _{l^{}\lambda ^{}\sigma ^{}}\mathit{ϵ}𝐫𝐤𝐫\psi _{jm}`$ (6) $`{\displaystyle \underset{f}{}}ga_{jm}^{}a_{l^{}\lambda ^{}\sigma ^{}}ffa_{l\lambda \sigma }^{}a_{j^{}m^{}}g.`$ (7) The atomic basis set, which enters the definition of the fermionic field, is chosen as follows. Core electrons are identified by coupled atomic orbitals $$\psi _{jm}(𝐫)=\underset{\gamma \sigma }{}C_{c\gamma ;\frac{1}{2}\sigma }^{jm}\phi _{c\gamma }(𝐫)\xi _\sigma ,$$ (8) with $`C_{c\gamma ;\frac{1}{2}\sigma }^{jm}`$ a Clebsch-Gordan coefficient, $`\phi _{c\gamma }(𝐫)=\phi _c(r)Y_{c\gamma }(\widehat{𝐫})`$, and $`\xi _\sigma `$ a spinor. Valence states are described by uncoupled atomic wave functions, $$\psi _{l\lambda \sigma }(𝐫)=\phi _l(r)Y_{l\lambda }(\widehat{𝐫})\xi _\sigma ,$$ (9) and similarly for $`l^{}\lambda ^{}\sigma ^{}`$. The derivation then proceeds by applying the Wigner-Eckart theorem and simple recoupling transformations. (Algebraic details are omitted as they can be found in the work of Natoli et al. .) The result reads $`\mathrm{\Sigma }_{\mathrm{XNCD}}={\displaystyle \frac{8\pi ^2\alpha }{\mathrm{}c}}\sqrt{{\displaystyle \frac{2\pi }{15}}}\sqrt{2c+1}{\displaystyle \underset{ll^{}}{}}R_{cl}^{(1)}R_{cl^{}}^{(2)}`$ (10) $`\sqrt{2l+1}C_{l0;10}^{c0}C_{c0;20}^{l^{}0}\left\{\begin{array}{ccc}l& l^{}& 2\\ 2& 1& c\end{array}\right\}Y_{20}(\widehat{𝐤})`$ (13) $`i{\displaystyle \underset{mm^{}}{}}g\|C_{lm;l^{}m^{}}^{20}a_{lm}^{}\stackrel{~}{a}_{l^{}m^{}}\mathrm{h}.\mathrm{c}.\|g,`$ (14) with the radial integrals defined by $$R_{cl}^{(L)}=_0^{\mathrm{}}𝑑r\phi _c(r)r^{L+2}\phi _l(r).$$ Also, $`\stackrel{~}{a}_{lm}=(1)^{lm}a_{lm}`$, so that $`\stackrel{~}{a}_{lm}`$ and $`a_{l^{}m^{}}^{}`$ transform as the components of irreducible tensors . Equation (13), which is restricted to the case of full circular polarisation ($`P_c=1`$), is derived by neglecting relativistic corrections to the radial part of the atomic wave functions . Our task is to identify the physical observable defined by the hermitean one-electron operator $$i\underset{m,m^{}}{}(C_{lm;l^{}m^{}}^{20}a_{lm}^{}\stackrel{~}{a}_{l^{}m^{}}\mathrm{h}.\mathrm{c}.),$$ with $`l^{}=l\pm 1`$. To this end, we define $$𝑨=𝒏f_1(N_0)+\mathbf{}_\mathrm{\Omega }f_2(N_0),$$ (15) with $`𝒏=𝐫/r`$ and $`\mathbf{}_\mathrm{\Omega }=i𝒏\times 𝒍`$; $`𝒍`$ denotes the orbital angular momentum. Also, $$f_1(N_0)=(N_0\frac{1}{2})\sqrt{(N_01)/N_0}$$ and $$f_2(N_0)=\sqrt{(N_01)/N_0},$$ with $`N_0\|lm=(l+\frac{1}{2})\|lm`$. The action of $`𝑨`$, $`𝑨^{}`$, $`𝒍`$ and $`N_0`$ on the spherical harmonics identifies a representation of $`o_{3,2}`$, a rank-two Lie algebra . The corresponding de Sitter group, $`O(3,2)`$, has been used by Goshen and Lipkin to describe rotational and vibrational states of nucleons in a 2$`d`$ harmonic-oscillator potential . In their work, the $`O(3,2)`$ generators are represented using Schwinger’s uncoupled-boson scheme . Our considerations will be based on representation (15) from which, we believe, physical properties are easier to grasp. \[The possibility of mapping our problem onto a two-dimensional harmonic oscillator reflects the fact that Eq. (13) depends only on two angular variables.\] The Wigner-Eckart theorem yields $`{\displaystyle \underset{m}{}}C_{lm;l+1m}^{20}`$ $`a_{lm}^{}\stackrel{~}{a}_{l+1m}`$ (17) $`=c_l{\displaystyle \underset{m}{}}lm\|(𝑨,𝒍)_0^{(2)}\|l+1ma_{lm}^{}a_{l+1m},`$ with $`c_l=\sqrt{10}/\sqrt{l(2l+1)(l+1)(l+2)(2l+3)}`$ . Setting $$\underset{n}{}\left[(𝑨,𝒍)_\rho ^{(2)}\right]_n^{l,l^{}}=\underset{mm^{}}{}lm\|(𝑨,𝒍)_\rho ^{(2)}\|l^{}m^{}a_{lm}^{}a_{l^{}m^{}}$$ (18) extends the definition of coupled tensors to $`l,l^{}`$ pairs. \[The couplings are defined by $`(U^{(s)},V^{(t)})_\rho ^{(k)}=_{\nu \mu }C_{s\nu ;t\mu }^{k\rho }U_\nu ^{(s)}V_\mu ^{(t)}`$, where $`s,t`$ and $`k`$ denote the ranks of the corresponding irreducible tensors; $`s=t=1`$ and $`k=2`$ in Eq. (18).\] We thus have $`i{\displaystyle \underset{m}{}}`$ $`(C_{lm;l+1m}^{20}a_{lm}^{}\stackrel{~}{a}_{l+1m}\mathrm{h}.\mathrm{c}.)`$ (20) $`=ic_l{\displaystyle \underset{n}{}}\left[(𝑨,𝒍)_0^{(2)}(𝒍,𝑨^{})_0^{(2)}\right]_n^{l,l+1},`$ where the relation, $$\left[(𝑨,𝒍)_\rho ^{(x)}\right]^{}=(1)^{x\rho }(𝒍,𝑨^{})_\rho ^{(x)},$$ has been used. A similar result is obtained for the symmetry related pair $`l,l1`$. The rank-two tensor given by Eq. (20) is even under time reversal and odd under space inversion. Tensors with these symmetry properties are known as pseudodeviators. (We recall that the expectation value of inversion-odd operators vanishes in any state of definite parity.) Writing out the the totally symmetric components, e.g $`(𝑨,𝒍)_0^{(2)}=\left[3A_0l_0𝑨𝒍\right]/\sqrt{6},`$ and using the orthogonality relations $`𝑨𝒍=𝒍𝑨^{}=0`$, the r.h.s. of Eq. (20) can be given the simpler form $$ic_l\sqrt{\frac{3}{2}}\underset{n}{}\left[(A_0A_0^{})l_0\right]_n^{l,l+1}.$$ (21) The symmetry group is thus restricted to the subgroup $`O(3,2)O(2,1)\times O(2)`$. \[$`O(2,1)`$ is a three dimensional Lorentz group with generators $`A_0,A_0^{}`$ and $`N_0`$; $`l_0`$ commutes with all of them .\] A sum rule for XNCD, integrated over the two partners $`j_\pm `$, can now be written. It reads $`\mathrm{\Sigma }_{\mathrm{XNCD}}={\displaystyle \frac{2\pi ^2\alpha }{\mathrm{}c}}(3\mathrm{cos}\theta ^21)(2c+1)`$ (22) $`{\displaystyle \underset{\genfrac{}{}{0pt}{}{l=c\pm 1}{l^{}=l\pm 1}}{}}R_{cl}^{(1)}R_{cl^{}}^{(2)}a_l^{}(c,l)g\|{\displaystyle \underset{n}{}}i\left[(A_0^{}A_0)l_0\right]_n^{l,l^{}}\|g`$ (23) where $`\mathrm{cos}\theta =\widehat{𝐤}\widehat{𝐳}`$, with $`\widehat{𝐳}`$ the quantisation axis, and $$a_{l+1}(c,l)=\frac{\sqrt{(2l+1)(2l+3)}[4+3c(c+1)l(3l+5)]}{(cl3)(c+l+4)(c+l)^2(c+l+2)^2},$$ $$a_{l1}(c,l)=\frac{\sqrt{(2l+1)(2l1)}[6+3c(c+1)l(3l+1)]}{(cl+3)(c+l2)(c+l)^2(c+l+2)^2}.$$ Equation (22) is consistent with Kuhn’s natural dichroism sum rule . As x-ray linear dichroism experiments in non-centro-symmetric crystals are currently under work, it seems appropriate to extend our analysis of E1-E2 integrated spectra to the case of arbitrary polarisation. We obtain $`{\displaystyle _{j_++j_{}}}{\displaystyle \frac{\sigma _\mathrm{X}^\mathit{ϵ}(\omega )}{(\mathrm{}\omega )^2}}d(\mathrm{}\omega )`$ $`{\displaystyle \underset{x=1}{\overset{3}{}}}\left\{\begin{array}{ccc}l& l^{}& x\\ 2& 1& c\end{array}\right\}T_0^{(x)}(\mathit{ϵ},𝐤)`$ (27) $`i{\displaystyle \underset{mm^{}}{}}g\|C_{lm;l^{}m^{}}^{x0}a_{lm}^{}\stackrel{~}{a}_{l^{}m^{}}\mathrm{h}.\mathrm{c}.\|g,`$ with the polarisation response given by $$T_0^{(x)}(\mathit{ϵ},𝐤)=\underset{\alpha \beta \delta \zeta }{}C_{1\delta ;2\zeta }^{x0}Y_{1\delta }(\mathit{ϵ}^{})C_{1\alpha ;1\beta }^{2\zeta }Y_{1\alpha }(\mathit{ϵ})Y_{1\beta }(𝐤).$$ As observed, circular dichroism picks out the $`x=2`$ term. The remaining values, $`x=1,3`$, are selected by linear dichroism. These contributions are associated with time-odd electronic properties of non-centrosymmetric crystals. For $`x=1`$, we find $`T_0^{(1)}(\mathit{ϵ},𝐤)i{\displaystyle \underset{mm^{}}{}}(C_{lm;l^{}m^{}}^{10}a_{lm}^{}\stackrel{~}{a}_{l^{}m^{}}\mathrm{h}.\mathrm{c}.)`$ (28) $`\widehat{𝐤}\left(𝑨\times 𝒍𝒍\times 𝑨^{}\right),`$ (29) providing a microscopic expression of the irreducible vector operator. A physical interpretation of the results (20) and (29) is provided below. For simplicity, consider a single ion with a partially filled valence shell in configuration $`l^n`$; all other shells filled. The effect of spin-orbit interactions and/or crystal fields results in a deformation of the electronic cloud. Its multipolar expansion will contain spin and orbital moments characteristic of the symmetry of the deformation and described by one-particle coupled tensors. As shown in previous work , linear and circular x-ray dichroism, from pure electric-multipole transitions, provide a measure of the ground-state expectation value of these tensors. As is well known, integrating over the two partners of a spin-orbit split inner shell singles out orbital moments, which can all be constructed by coupling the spherical components of $`𝒍`$. Inclusion of hybridisation amounts to considering a valence shell given as a superposition of states with different $`l`$ values. New electronic moments, stemming from $`l,l^{}`$ pairs of states and probed by electric-multipole interferences, appear in this case. We will refer to them as intrinsic hybridisation moments. They are expressible by way of coupled tensors and the current work has shown how to write them out in terms of de Sitter generators, for the spinless case. The E1-E2 interference is sensitive to space-odd tensors. (The orbital pseudodeviator represents a space-odd intrinsic hybridisation moment of rank 2.) Space-even moments could be revealed by the E1-E3 interference, if ever observable. The use of Eq. (15) leads to expressions for the hybridisation moments in terms of position and momentum operators, with $`𝐫𝒏`$ and $`i𝐩=𝒏\frac{}{r}+\frac{1}{r}\mathbf{}_\mathrm{\Omega }\mathbf{}_\mathrm{\Omega }`$, since we are dealing with angular variables only. E1-M1 interference. In the optical range (O), the absorption cross section is controlled by the E1-M1 interference and reads $`\sigma _\mathrm{O}^\mathit{ϵ}(\omega )=4\pi ^2\alpha \mathrm{}\omega [{\displaystyle \frac{i}{2}}{\displaystyle \underset{f}{}}{\displaystyle \underset{nn^{}}{}}g\mathit{ϵ}^{}𝐫_nf`$ (30) $`f\mathit{ϵ}\times 𝐤𝒍_n^{}g+\mathrm{c}.\mathrm{c}.]\delta (E_fE_g\mathrm{}\omega ).`$ (31) Proceeding as in the derivation of Eq. (13), effective operators of rank zero and two are obtained by coupling the generators of $`O(3,2)`$. Notice that two-particle operators are found in this case, as we are considering intra-shell transitions. (Details of their derivation will be given elsewhere.) For the rank-zero tensor, we find $$\underset{nn^{}}{}\left[i\left(𝑨_n𝑨_n^{}\right)𝒍_n^{}\right]^{l,l^{}},$$ (32) with $`l^{}=l\pm 1`$. (Its rank-two companion, i.e. the two-particle pseudodeviator will not be discussed.) Expression (32) defines an orbital pseudoscalar, an irreducible tensor able to distinguish between enantiomeric and non-enantiomeric systems. Indeed, it does not branch to the totally symmetric representation in the allowed point groups which contain a mirror plane. (These branchings can be obtained from Butler’s tables ; see also Table I in Jerphagnon and Chemla .) In the O(3,2) framework an exhaustive picture of one-electron effects accessible to x-ray dichroism is obtained. We distinguish four cases: 1. Time-odd electronic properties in centrosymmetric crystals. They are detected by XMCD. For E1 transitions, the spinless effective operator coincides with $`l_0`$ and we recover the familiar orbital sum rule . 2. Time-even electronic properties in centrosymmetric crystals. They are detected by x-ray linear dichroism. For E1 transitions, the spinless effective operator coincides with $`3l_0^2𝒍^2`$ and the orbital-quadrupole sum rule is obtained . 3. Time-even electronic properties in non-centrosym-metric crystals. They are detected by x-ray circular dichroism. For E1-E2 interference, the spinless effective operator is given by Eq. (20), and we have the orbital-pseudodeviator sum rule. (If ferromagnetism is present, pure electric multipole transitions will also contribute yielding time-odd orbital tensors, usually detected by XMCD. These terms vanish when the magnetisation direction is perpendicular to the photon wave vector.) 4. Time-odd electronic properties in non-centrosym-metric crystals. They are detected by x-ray linear dichroism. For E1-E2 interference, two spinless effective operators contribute as shown by Eq. (27). (In the case of a magnetic crystal, pure electric transitions will also contribute yielding time-even tensors. These terms can be distinguished by full angular-dependence analysis.) We note that integrating over a single partner ($`j_\pm `$) would provide spin-dependent intrinsic hybridisation moments. The generalisation of our results to x-ray resonant scattering would also be straightforward. To summarise: We have discussed a theory for x-ray dichroism which is applicable to both centro- and non-centrosymmetric crystals. Our formalism is constructed from the generators of the O(3,2) group. Previous theoretical work on integrated dichroic spectra now appears as special case. Stimulating discussions with F. de Bergevin, M. Fabrizio, J. Goulon, B. R. Judd, C. R. Natoli, F. Pistolesi, and A. Rogalev are gratefully aknowledged.
warning/0006/hep-th0006016.html	ar5iv	text	# 1 Introduction ## 1 Introduction The Exact Renormalization Group (ERG) is a powerful tool not only in the statistical physics but also in the particle physics i.e. the dynamical chiral symmetry breaking (D$`\chi `$SB) in the strong coupled gauge theory . The ERG enable us to improve the ladder and/or the improved ladder (Higasigima) approximation . In the ERG, one can easily incorporate the corrections from the non-ladder diagrams. In Ref. , we have applied the ERG method to the chiral critical behavior in QED with the standing (constant) gauge coupling approximation. We have also seen that the naive beta function of gauge coupling constant brings about the non-trivial ultra-violet stable fixed point. It shows the sharp contrast to the Gelmann-Low’s RG beta-function of the gauge coupling constant which is positive semi-definite $`\beta 0`$<sup>1</sup><sup>1</sup>1A Wilsonian RG $`\beta `$ function and a Gelmann-Low’s one have opposite sign. and has no ultra-violet (stable) fixed point . The additional fixed point in the ERG appears due to the breaking of the Ward-Takahasi identity, i.e. $`Z_1=Z_2`$. In the gauge invariant calculation, the running of the gauge coupling constant ($`e`$) is governed only by the photon’s wave function renormalization, $`Z_3`$. However, in the ERG approach, the breaking of the Ward-Takahashi identity ($`Z_1Z_2`$) also contributes to the beta-function of the gauge coupling $`e`$ and is enough large to change the qualitative feature of the continuum limit. Needless to say, we should carefully discuss this result. The D$`\chi `$SB in QCD was also investigated in Ref. partly by using the ERG. In those papers, however the RG flow of the gauge coupling constant was that in the one-loop perturbation, not in the ERG. If one attempts to solve the D$`\chi `$SB only by the ERG, then one will encounter the problem due to the strong correction from the four-fermi interaction, which is inconsistent with the gauge symmetry to the RG beta-function of the gauge coupling constant. It is an obstacle to apply the ERG to solve D$`\chi `$SB. The ERG is the continuous version of the block spin transformation and one of the framework to perform the path-integrals. There are three formulation of the ERG, the Wegner-Houghton equation, the Polichinski equation and the evolution equation . They are the functional differential equations for the Wilsonian effective action and/or the Legendre effective action with an infra-red cutoff $`\mathrm{\Lambda }`$. The later is the one particle irreducible part of the Wilsonian effective action. In this paper, we employ the cutoff Legendre effective action $`\mathrm{\Gamma }_\mathrm{\Lambda }[\mathrm{\Phi }]`$ since the Wilsonian effective action strongly depends on the cutoff scheme . The infra-red cutoff is introduced as: $$S_{\mathrm{cut}}[A_\mu ,\psi ,\overline{\psi }]=d^4x\left(\frac{\mathrm{\Lambda }^2}{2}Z_3A_\mu C^1(^2/\mathrm{\Lambda }^2)A_\mu +Z_2\overline{\psi }C_\psi ^1(^2/\mathrm{\Lambda }^2)i/\psi \right),$$ (1) where $`Z_2`$ and $`Z_3`$ are the wave-function renormalization of the fermion and the photon respectively. The cutoff action $`S_{\mathrm{cut}}`$ preserves the chiral symmetry; $`\psi e^{\theta \gamma _5}\psi `$, and therefore $`\mathrm{\Gamma }_\mathrm{\Lambda }[\mathrm{\Phi }]`$ also respect it. In this paper we do not specify the cutoff functions $`C(x),C_\psi (x)`$. As well known, a momentum cutoff which cannot be avoided to formulate the ERG, is not consistent with the gauge symmetry. Indeed, Eq. (1) conflicts with the gauge symmetry. Due to the renormalizability problem, the derivatives in $`C_\psi `$ cannot be replaced to the covariant ones $`D_\mu =_\mu ieA_\mu `$. Thus to compensate the gauge invariance of the total solution, one has to introduce. The gauge non-invariant operators as the counterterms. theory space has to be enlarged to gauge non-invariant dimensions and next it should be restricted to the subspace maintaining the gauge symmetry of the total solution of the ERG. This process is tedious in general and demands more both human efforts and the computer resource. Recently the several attempts to construct the Wilsonian exact renormalization group consistent with the gauge symmetry are reported . If one can construct it then the above problem is completely avoided. However, their formulations are not accompanied with the non-perturbative approximation method and/or the recipe for extracting the physical information from ‘Wilsonian’ effective action. Hence we must chose either the gauge invariance or the non-perturbative approximation method/the above recipe. Hence for the practical and the non-perturbative analyses, it is necessary to solve the gauge non-invariant counterterms e.g. the photon mass term etc.. The effective action $`\mathrm{\Gamma }_\mathrm{\Lambda }[\varphi ]`$ satisfies the certain identity at non-vanishing $`\mathrm{\Lambda }`$ instead of the ordinary Slavnov-Taylor Identity (STI), or the Ward-Takahashi identity. This identity is called the ‘Modified Slavnov-Taylor Identity’ (MSTI) . The MSTI reduces to the STI in the infra-red limit; $`\mathrm{\Lambda }0`$ and ensures the gauge invariance of the total solutions of the ERG. The sub-space consistent with the MSTI can be regard as the theory space of the gauge theory, i.e. the Gauge Invariant Theory Space (GITS). It is in principle also possible to find the counterterms by the fine tuning the initial conditions to make the solution satisfy the STI. The result should coincide with the solution of the MSTI. ## 2 Exact renormalization group equation Let us start from the ERG equation for the cutoff Legendre effective action $`\mathrm{\Gamma }_\mathrm{\Lambda }[\mathrm{\Phi }]`$, $$\mathrm{\Lambda }\frac{}{\mathrm{\Lambda }}\mathrm{\Gamma }_\mathrm{\Lambda }[\mathrm{\Phi }]=\mathrm{𝐒𝐭𝐫}\left\{\left(\left(\frac{q^2}{C}\frac{C}{q^2}+1\right)\mathrm{𝟏}\eta \right)\left(1+𝐂\frac{\stackrel{}{\delta }}{\delta \mathrm{\Phi }^\text{T}}\mathrm{\Gamma }_\mathrm{\Lambda }[\mathrm{\Phi }]\frac{\stackrel{}{\delta }}{\delta \mathrm{\Phi }}\right)^1\right\},$$ (2) where we use the condensed notation of the fields $`\mathrm{\Phi }^\text{T}=(A_\mu ,\overline{\psi },\psi ^\text{T})`$ and of the anomalous dimensions $`\eta =\mathrm{diag}(\eta _A,\eta _\psi ,\eta _\psi )`$. One can easily generalize these to $`N`$ flavor case. The super trace $`\mathrm{𝐒𝐭𝐫}`$ involves both that of the Lorentz indices and the integral over the space-time coordinates. The matrix $`𝐂`$ is a following block diagonal matrix, $$𝐂^1(𝐪)\left(\begin{array}{cc}Z_3\mathrm{\Lambda }^2C^1\delta _{\mu \nu }& \mathrm{𝟎}\\ & \\ \multicolumn{2}{c}{}\\ & \\ & \\ \multicolumn{2}{c}{}\\ \mathrm{𝟎}& \begin{array}{cc}0& Z_2(\mathrm{\Lambda }/q)^2C^1q/\\ Z_2(\mathrm{\Lambda }/q)^2C^1q/^\text{T}& 0\end{array}\end{array}\right),$$ (3) where $`Z_3`$ and $`Z_2`$ are the wave-function renormalization factors of the photon and of the fermion respectively. Now we choose the cutoff function $`C(x)`$ as the power like cutoff $`C(x)=x^k`$ : $`k=1,2,\mathrm{}`$ . The anomalous dimensions above are given by, $$2\eta _A=\mathrm{\Lambda }\frac{}{\mathrm{\Lambda }}\mathrm{ln}Z_3,2\eta _\psi =\mathrm{\Lambda }\frac{}{\mathrm{\Lambda }}\mathrm{ln}Z_2.$$ (4) Next, we write all the dimensionful quantities in terms of the infra-red cutoff $`\mathrm{\Lambda }`$, i.e. $`\mathrm{\Phi }=\mathrm{\Lambda }^{d_\varphi }\widehat{\mathrm{\Phi }}`$, $`𝐩=\mathrm{\Lambda }\widehat{𝐩}`$ and $`_\mathrm{\Lambda }=\mathrm{\Lambda }^d\widehat{}_t`$ where $`d_\varphi `$, $`t=\mathrm{ln}\mathrm{\Lambda }_0/\mathrm{\Lambda }`$ and $`\widehat{}_t`$ are the canonical dimension of the field; $`d_\varphi =(d2)/2`$, the cutoff scale factor and the action density respectively. We also write the dimensionless cutoff Legendre effective action $`\widehat{\mathrm{\Gamma }}_t[\widehat{\varphi }]=d^d\widehat{x}\widehat{}_t(\widehat{\varphi })`$. Then, we have, $$\mathrm{\Lambda }\frac{}{\mathrm{\Lambda }}\mathrm{\Gamma }_\mathrm{\Lambda }=\mathrm{\Lambda }^d\left(\frac{}{t}+d_\varphi \mathrm{\Delta }_\varphi +\mathrm{\Delta }_{}d\right)\widehat{\mathrm{\Gamma }}_t,$$ (5) where $`\mathrm{\Delta }_\varphi `$ and $`\mathrm{\Delta }_{}`$ count the degree of the field and that of the derivative $`_\mu `$ respectively. Since the cutoff function $`𝐂`$ preserves the chiral symmetry, the effective action $`\widehat{\mathrm{\Gamma }}_t[\widehat{\varphi }]`$ also respects it. The initial boundary condition of the ERG flow equation is given by $$\mathrm{\Gamma }_{\mathrm{\Lambda }=\mathrm{}}[\mathrm{\Phi }]=S_{\mathrm{bare}}[\mathrm{\Phi }],$$ (6) and at $`\mathrm{\Lambda }=0`$ the cutoff Legendre effective action $`\mathrm{\Gamma }_\mathrm{\Lambda }[\mathrm{\Phi }]`$ coincide with the ordinary effective action; $`\mathrm{\Gamma }_{\mathrm{\Lambda }=0}[\mathrm{\Phi }]=\mathrm{\Gamma }[\mathrm{\Phi }]`$. ## 3 Structure of RG beta-functions in large N limit Now let us consider $`N`$-flavor massless QED with the four-fermi operators. The fermionic field above is understood as $`N`$ Dirac fields, i.e. $`\psi \psi _i(i=1,\mathrm{},N)`$. After rewriting the dimensionful parameters by the unit $`\mathrm{\Lambda }`$, we write the initial effective action $`\mathrm{\Gamma }_0`$ as, $$\mathrm{\Gamma }_0[\mathrm{\Phi }]=d^dx\left\{\frac{1}{4}Z_3F_{\mu \nu }^2+\frac{1}{2\alpha }(_\mu A_\mu )^2+\frac{1}{2}m^2A_\mu ^2+Z_2\overline{\psi }i/\psi +e\overline{\psi }A/\psi \frac{1}{2}G_\text{V}(\overline{\psi }\gamma _\mu \psi )^2\right\},$$ (7) where $`m`$ is the photon mass counterterm to cancel the gauge non-invariant correction to the photon mass. The gauge invariance requires the additional renormalization condition $`m^2=0`$ at $`\mathrm{\Lambda }=0`$ or the Modified Slavnov-Taylor Identity (MSTI) at the finite cutoff $`\mathrm{\Lambda }0`$. Let us consider the large $`N`$ limit, i.e. $$e^2e^2/N,G_\text{V}G_\text{V}/N,N\mathrm{}.$$ (8) In this limit, RG flow of the four-fermi operator closes into the functional space $`\{G^{\mu \nu }(P)\}`$ as, $$\frac{1}{2N}\frac{d^4P}{(2\pi )^4}(\overline{\psi }\gamma _\mu \psi )(P)G^{\mu \nu }(P)(\overline{\psi }\gamma _\nu \psi )(P),$$ (9) where $`(\overline{\psi }\gamma _\mu \psi )(P)`$ represents a Fourier transform of the local composite operator $`\overline{\psi }(x)\gamma _\mu \psi (x)`$. If we start from the action (7), the multi-fermi operators should take the form, $$\frac{1}{2N^{n1}}\underset{i=1}{\overset{n}{}}\left(\frac{d^4P_i}{(2\pi )^4}(\overline{\psi }\gamma _{\mu _i}\psi )(P_i)\right)G^{\mu _1\mathrm{}\mu _n}(P_1,\mathrm{},P_{n1})(2\pi )^4\delta ^4(\underset{i}{}P_i),$$ (10) and another multi-fermi operator like $`\overline{\psi }i/\psi (\overline{\psi }\gamma _\mu \psi )^2`$ cannot appear. The RG beta-function for the momentum dependent four-fermi operator can be read, $$\frac{}{t}G^{\mu \nu }(P)=2G^{\mu \nu }(P)2P^2\frac{}{P^2}G^{\mu \nu }(P)+G^{\mu \rho }(P)I_{\rho \sigma }(P)G^{\sigma \nu }(P),$$ (11) where $`I_{\rho \sigma }(P)`$ is a cutoff scheme dependent function given by, $$I_{\mu \nu }(P)=4(k+1\eta _\psi )\frac{d^4q}{(2\pi )^4}C(q)S^2(q)C(Pq)S(Pq)\mathrm{𝐭𝐫}[\gamma _\mu (P/q/)\gamma _\nu q/],$$ (12) and called threshold function. In the large $`N`$ limit we have $`\eta _\psi =0`$. The function $`S(q)`$ corresponding to fermion’s propagator is given by $$S(q)=1/(1+q^2C(q^2)).$$ (13) We can decompose $`G^{\mu \nu }(P)`$ and $`I_{\rho \sigma }(P)`$ into two parts, the transverse part and the longitudinal one, i.e. $`G^{\mu \nu }(P)=G_T(P)\left(g^{\mu \nu }{\displaystyle \frac{P^\mu P^\nu }{P^2}}\right)+G_L(P){\displaystyle \frac{P^\mu P^\nu }{P^2}},`$ (14) $`I_{\mu \nu }(P)=I_T(P)\left(g_{\mu \nu }{\displaystyle \frac{P_\mu P_\nu }{P^2}}\right)+I_L(P){\displaystyle \frac{P_\mu P_\nu }{P^2}}`$ (15) Then the RG flow equations of two parts of the four-fermi operator decouple each other and we will find, $$\frac{}{t}G_{T,L}(P)=2G_{T,L}(P)2P^2\frac{}{P^2}G_{T,L}(P)+I_{T,L}(P)\left[G_{T,L}(P)\right]^2.$$ (16) The higher operators do not contribute to the RG flow of $`G_{T,L}(P)`$ by a lack of the six-fermi operator in the large $`N`$ limit<sup>2</sup><sup>2</sup>2The ERG flow equation involves at most the second functional derivative, no higher derivative with respect to the field. Therefore the eight-fermi operator does not contribute to the RG flow of the four-fermi operators.. Next, let us consider the gauge sector. In large $`N`$ limit, $`\overline{\psi }A/\psi `$ interaction has the form<sup>3</sup><sup>3</sup>3 By a virtue of the chiral symmetry, the Pauli term $`F^{\mu \nu }\overline{\psi }\sigma _{\mu \nu }\psi `$ does not appear, therefore the anomalous magnetic moment of the ‘electron’ vanishes., $$\frac{d^4P}{(2\pi )^4}A_\mu (P)\left[\mathrm{\Gamma }_T(P)\left(g^{\mu \nu }\frac{P^\mu P^\nu }{P^2}\right)+\mathrm{\Gamma }_L(P)\frac{P^\mu P^\nu }{P^2}\right](\overline{\psi }\gamma _\nu \psi )(P).$$ (17) The photon two point function is also decomposed into two parts, the transverse part and the longitudinal part, $$\frac{1}{2}\frac{d^4P}{(2\pi )^4}A_\mu (P)\left[\mathrm{\Pi }_T(P)\left(g^{\mu \nu }\frac{P^\mu P^\nu }{P^2}\right)+\mathrm{\Pi }_L(P)\frac{P^\mu P^\nu }{P^2}\right]A_\nu (P).$$ (18) The above functions $`\mathrm{\Pi }_{T,L}(P)`$ and $`\mathrm{\Gamma }_{T,L}(P)`$ have the following expansions, $$\{\begin{array}{c}\mathrm{\Pi }_T(P)=m^2+Z_3P^2+\mathrm{},\hfill \\ \mathrm{\Pi }_L(P)=m^2+\alpha ^1P^2+\mathrm{},\hfill \\ \mathrm{\Gamma }_T(P)=e/\sqrt{N}+\mathrm{},\hfill \\ \mathrm{\Gamma }_L(P)=e/\sqrt{N}+\mathrm{}.\hfill \end{array}$$ (19) Here, the longitudinal parts $`\mathrm{\Pi }_L(P)`$ and $`\mathrm{\Gamma }_L(P)e_0/\sqrt{N}`$ break the gauge symmetry, where $`e_0`$ is a bare gauge coupling. Hence, they should vanish at $`\mathrm{\Lambda }=0`$. The quasi-locality of the threshold functions and of the bare action <sup>4</sup><sup>4</sup>4In another words, $`I_{T,L}(P)`$ are analytical at $`P=0`$. requires $`\mathrm{\Pi }_T(0)=\mathrm{\Pi }_L(0)`$ and $`\mathrm{\Gamma }_T(0)=\mathrm{\Gamma }_L(0)`$. Therefore the transverse part of the vacuum polarization at $`P^2=0`$ should vanish at $`\mathrm{\Lambda }=0`$, i.e. $`\mathrm{\Pi }_T(P=0)=m^2=0`$. The RG flow equations for $`\mathrm{\Pi }_{T,L}(P)`$ and $`\mathrm{\Gamma }_{T,L}(P)`$ can be found, $`{\displaystyle \frac{}{t}}\mathrm{\Pi }_{T,L}(P)=\left(22P^2{\displaystyle \frac{}{P^2}}\right)\mathrm{\Pi }_{T,L}(P)+I_{T,L}(P)\left[\mathrm{\Gamma }_{T,L}(P)\right]^2,`$ (20) $`{\displaystyle \frac{}{t}}\mathrm{\Gamma }_{T,L}(P)=2P^2{\displaystyle \frac{}{P^2}}\mathrm{\Gamma }_{T,L}(P)+I_{T,L}(P)\mathrm{\Gamma }_{T,L}(P)G_{T,L}(P),`$ (21) where for convince, we deal with the vertices of the bare photon $`A_\mu `$ instead of that of the renormalized photon $`\widehat{A}_\mu =\sqrt{Z_3}A_\mu `$. Now, let us consider the solutions of the RG flow equations (16). It is more convenient to introduce the inverse of $`G_{T,L}(P)`$ i.e. $`M_{T,L}(P)\left[G_{T,L}(P)\right]^1`$. Multiplying $`\left[M_{T,L}(P)\right]^2`$ to both side of Eq. (16), we find linear partial differential equations, $$\frac{}{t}M_{T,L}(P)=2M_{T,L}(P)2P^2\frac{}{P^2}M_{T,L}(P)I_{T,L}(P).$$ (22) The initial boundary condition is given by $`M_{T,L}(P)=1/G_\text{V}`$ at $`t=0`$. One may easily find $$\stackrel{~}{M}_{T,L}(\stackrel{~}{P};\mathrm{\Lambda }(t))=\frac{1}{G_\text{V}}_0^t𝑑t^{}\mathrm{e}^{2t^{}}I_{T,L}(\mathrm{e}^{2t^{}}\stackrel{~}{P}^2),$$ (23) where $`\stackrel{~}{M}_{T,L}=\mathrm{e}^{2t}M_{T,L}`$ and $`\stackrel{~}{P}=\mathrm{e}^tP`$ are the inverse of the dimensionful four fermi vertex and the dimensionful momenta respectively. Since the last term of Eq. (23) corresponds to the fermionic bubble diagram, the inverse of $`\stackrel{~}{M}_{T,L}`$ gives the famous chain sums. Especially for $`\stackrel{~}{P}=0`$, we find, $$G_{T,L}^R=G_\text{V}/(1I(P=0)\mathrm{\Lambda }_0^2G_\text{V}).$$ (24) If we take $`G_\text{V}1/I_{T,L}(P=0)\mathrm{\Lambda }_0^2`$, then $`G_{T,L}^R`$ blows up to infinity or equivalently $`\stackrel{~}{M}_{T,L}(\stackrel{~}{P}=0;\mathrm{\Lambda }=0)`$ vanishs. Consequently, the four-fermi vertex acquires a massless pole in a vector channel<sup>5</sup><sup>5</sup>5Nota bene, only a massless composite particle whose binding energy is zero can be stable since the fermi fields remain massless due to the chiral symmetry.. In the strong coupling region $`G_\text{V}>1/I_{T,L}(P=0)\mathrm{\Lambda }_0^2>0`$, the true vacua breaks the Lorentz symmetry i.e. $`<\overline{\psi }\gamma _\mu \psi >0`$, since $`\stackrel{~}{M}_{T,L}(0;\mathrm{\Lambda }(t))`$ correspond to the mass terms of the transverse and longitudinal modes of the vector composite field and they turn to a negative value in the strong coupling region. In our RG equation, when the vector four-fermi operator acquires a pole structure above, then $`\mathrm{\Pi }_{T,L}(P)`$ should have a same pole structure due to the last term of Eq. (21). The longitudinal part of it conflicts to $`Z_1=Z_2`$, and should be compensated by a certain counterterm. By the relations $`\mathrm{\Pi }_T(0)=\mathrm{\Pi }_L(0)`$ and $`\mathrm{\Gamma }_T(0)=\mathrm{\Gamma }_L(0)`$, the constant part of transversal part $`\mathrm{\Pi }_T(P=0)`$ should also vanish at $`\mathrm{\Lambda }=0`$. ## 4 Solution in derivative expansion In this section, we would like to explore the solutions in the derivative expansion. Let us restrict the sub-theory space to the following one. $`NG_T(P)=G_2P^2+G_\text{V},NG_L(P)=G_\text{V},`$ (25) $`\sqrt{N}\mathrm{\Gamma }_T(P)=\mathrm{\Gamma }_2P^2+e,\sqrt{N}\mathrm{\Gamma }_L(P)=e,`$ (26) $`N^1\mathrm{\Pi }_T(P)=Z_3P^2+m^2,N^1\mathrm{\Pi }_T(P)=m^2,`$ (27) where the $`O(^0)`$ parts of the longitudinal and the transversal vertices should coincide due to quasi-locality of the threshold functions and the bare action. Inserting these and the truncated threshold functions; $`I_T(P)=P^2/6\pi ^2+4\mathrm{\Omega },I_L(P)=4\mathrm{\Omega }`$, we have $`{\displaystyle \frac{}{t}}e=4\mathrm{\Omega }eG_\text{V},`$ (28) $`{\displaystyle \frac{}{t}}G_\text{V}=2G_\text{V}+4\mathrm{\Omega }G_\text{V}^2,`$ (29) $`{\displaystyle \frac{}{t}}G_2=4G_2+8\mathrm{\Omega }G_\text{V}G_2{\displaystyle \frac{1}{6\pi ^2}}G_\text{V}^2,`$ (30) $`{\displaystyle \frac{}{t}}\mathrm{\Gamma }_2=2\mathrm{\Gamma }_2+4\mathrm{\Omega }\left(eG_2+\mathrm{\Gamma }_2G_\text{V}\right){\displaystyle \frac{1}{6\pi ^2}}eG_\text{V},`$ (31) $`{\displaystyle \frac{}{t}}Z_3={\displaystyle \frac{1}{6\pi ^2}}e^28\mathrm{\Omega }e\mathrm{\Gamma }_2.`$ (32) Note that, in the large $`N`$ limit the RG flow equations (28)-(32) forms a closed system in the total theory space, and therefore they describe exact results.<sup>6</sup><sup>6</sup>6The approximation corresponding to that of Ref. will be found by setting $`G_2=\mathrm{\Gamma }_2=0`$. The solution of Eqs. (28)-(32) can be found as follows. First, integrating Eq. (28), we have $$G_\text{V}=\frac{G_\text{V}(0)}{2\mathrm{\Omega }G_\text{V}(0)+e^{2t}\left(12\mathrm{\Omega }G_\text{V}(0)\right)},$$ (33) where $`G_\text{V}(0)`$ is a bare four-fermi coupling constant. For another coupling constants we have $`e={\displaystyle \frac{e_0}{12\mathrm{\Omega }G_\text{V}(0)}}(12\mathrm{\Omega }G_\text{V}),`$ (34) $`G_2={\displaystyle \frac{t}{6\pi ^2}}G_\text{V}^2,`$ (35) $`\mathrm{\Gamma }_2={\displaystyle \frac{eG_2}{G_\text{V}}},`$ (36) $`Z_3=1+{\displaystyle \frac{t}{6\pi ^2}}e^2,`$ (37) where we choose the initial boundary condition as; $`G^{(2)}(0)=\mathrm{\Gamma }^{(2)}(0)=0`$, $`e(0)=e_0`$ and $`Z_3(0)=1`$. Using these results, we can realized that the renormalized gauge coupling constant $`\widehat{e}^2e^2/Z_3`$ satisfies, $$\frac{}{t}\widehat{e}^2=\frac{\widehat{e}^4}{6\pi ^2}+8\mathrm{\Omega }\left(1\frac{t}{6\pi ^2}\widehat{e}^2\right)\widehat{e}^2G_\text{V}.$$ (38) The ‘beta-function’ of $`\widehat{e}^2`$ has the positive region<sup>7</sup><sup>7</sup>7Here the RG flow of the renormalized gauge coupling constant $`\widehat{e}`$ depends on the cutoff scale parameter $`t`$ explicitly, since the shadow of the RG flow on the $`\widehat{e}G_\text{V}`$ plane does not draw the unique flow on the $`\widehat{e}G_\text{V}`$ plane although the ERG flow on the full theory space; $`\{\widehat{e},G_\text{V},G_2,\mathrm{\Gamma }_2\}`$ does. and the sign of the ‘beta-function’ changes at $$\widehat{e}^2=8\mathrm{\Omega }(6\pi ^2\widehat{e}^2t)G_\text{V}.$$ (39) The last term of Eq. (38) still breaks th WT identity and makes a dominant effect to the running of the ‘naive’ gauge coupling constant in both the ultra-violet and the infra-red regions. ## 5 Introducing the Auxiliary field Let us introduce the auxiliary field $`V_\mu `$ and give the counterterm for the mixing among $`A_\mu `$ and $`V_\mu `$ by the following Gaussian integral, $$𝒩=DV_\nu \mathrm{exp}\left\{d^4x\frac{1}{2}M_\mathrm{V}^2\left(V_\mu +\frac{1}{\sqrt{N}M_\mathrm{V}^2}\overline{\psi }_i\gamma _\mu \psi _i+\theta A_\mu \right)^2\right\},$$ (40) where $`\theta `$ is a certain constant determined by the gauge invariance. In the language of CJT effective action , it is equivalent to introduce the composite source $`\mathrm{\Sigma }_\mu `$ for the vector composite field as: $`\mathrm{\Sigma }_\mu (N^{1/2}M_\mathrm{V}^2\overline{\psi }_i\gamma _\mu \psi _i+\theta A_\mu )`$ except a physically non-important source quadratic term. The effective Lagrangian density $``$ at the ultra-violet cutoff becomes, $$=\frac{1}{4}\overline{Z}_3F_{\mu \nu }^2+\frac{1}{2}M_A^2A^2+\frac{\overline{e}}{\sqrt{N}}\overline{\psi }_iA/\psi _i+\frac{1}{2}M_\mathrm{V}^2V^2+M_{\mathrm{mixing}}^2AV+\frac{1}{\sqrt{N}}\overline{\psi }_iV/\psi _i+\mathrm{},$$ (41) where we introduce new variables, $`\overline{Z}_3,M_A^2`$ and $`\overline{e}`$ to distinguish from those in the previous section. Now we hold the ambiguity of the initial values of $`M_\mathrm{V}^2`$ and $`y`$ as $`G_\text{V}=1/M_\mathrm{V}^2`$ and $`y=1`$ at the ultra-violet cutoff $`\mathrm{\Lambda }_0`$. For the leading order in the derivative expansion, we have the RG equations; $`{\displaystyle \frac{}{t}}\overline{e}={\displaystyle \frac{}{t}}y=0,`$ (42) $`{\displaystyle \frac{}{t}}M_A^2=2M_A^24\overline{e}^2\mathrm{\Omega },`$ (43) $`{\displaystyle \frac{}{t}}M_\mathrm{V}^2=2M_\mathrm{V}^24\mathrm{\Omega },`$ (44) $`{\displaystyle \frac{}{t}}M_{\mathrm{mixing}}^2=2M_{\mathrm{mixing}}^24\overline{e}\mathrm{\Omega }.`$ (45) Here, the RG flow equations of $`O(^0)`$ coupling constants are not affected by the higher derivative couplings. By the condition $`G_\text{V}=1/M_\mathrm{V}^2`$, the four-fermi coupling is not generated, since once $`G_\text{V}`$ vanishs then the beta-function of $`G_\text{V}`$ is also vanish for each scale<sup>8</sup><sup>8</sup>8The RG flow of $`G_\text{V}`$ is also give by Eq. (29).. Hence at all scale we have $`G_\text{V}=0`$ and the beta-function of $`e`$ does not have the anomalous region. Therefore the physical running of the gauge coupling is governed only by the wave-function renormalization of the gauge field. To see the RG running of the physical gauge coupling, we must calculate the wave-function renormalizations. Let us write the kinetic terms of the gauge field and composite vector field as: $$\frac{1}{4}\overline{Z}_3F_{\mu \nu }F_{\mu \nu }+\frac{1}{2}Z_MF_{\mu \nu }G_{\mu \nu }+\frac{1}{4}Z_VG_{\mu \nu }G_{\mu \nu }+\mathrm{},$$ (46) where $`G_{\mu \nu }`$ is a field strength of the vector composite field $`V_\mu `$, i.e. $`G_{\mu \nu }=_\mu V_\nu _\nu V_\mu `$. The gauge invariant kinetic term mixing $`Z_M`$ does not affect the RG flow of the gauge coupling since the rotation diagonalizing the kinetic terms, should take a form by the gauge transformation low of the gauge field, $$\left(\begin{array}{c}A_\mu \\ V_\mu \end{array}\right)=\left(\begin{array}{cc}1& \delta _1\\ 0& \delta _2\end{array}\right)\left(\begin{array}{c}\stackrel{~}{A}_\mu \\ \stackrel{~}{V}_\mu \end{array}\right),$$ (47) which preserves the $`Z`$-factor of the gauge field. We find the RG equation for $`Z_3`$ as, $$\frac{}{t}\overline{Z}_3=\frac{\overline{e}^2}{6\pi ^2},$$ (48) and the solution $`\overline{Z}_3=t\overline{e}^2/6\pi ^2`$. Next, the counterterm $`M_{\mathrm{mixing}}^2(\overline{e})`$ should be constrained by $$\left(\frac{}{t}\overline{e}\right)\frac{}{\overline{e}}M_{\mathrm{mixing}}^2(\overline{e})=\frac{}{t}M_{\mathrm{mixing}}^2,$$ (49) with a boundary condition $`M_{\mathrm{mixing}}^20`$ as $`e_R\overline{e}/\sqrt{\overline{Z}_3}0`$<sup>9</sup><sup>9</sup>9It is similar to the coupling reduction .. One can easily get $`M_{\mathrm{mixing}}^2=2\overline{e}\mathrm{\Omega }`$. In the same manner, we also find $`\stackrel{~}{M}_A^2=2\overline{e}^2\mathrm{\Omega }`$ for the photon mass counterterm. The relations between the original coupling constants i.e. before introducing the auxiliary field $`\mathrm{\Gamma }_t[A_\mu ,\overline{\psi },\psi ]`$ ant those after introducing the auxiliary field $`\mathrm{\Gamma }_t[A_\mu ,\overline{\psi },\psi ,V_\mu ]`$ can be easily found. First for the gauge coupling constant $`e`$ we have, $$e=\overline{e}\left[\frac{M_{\mathrm{mixing}}^2}{M_\mathrm{V}^2}\right]=\overline{e}(12\mathrm{\Omega }G_\text{V}).$$ (50) The mappings among another parameters e.g. the wave-function renormalizations also can be found. For each scale $`t`$, the auxiliary field $`V_\mu `$ can be integrated out since the loop corrections of $`V_\mu `$ are dropped in the large $`N`$ limit. Taking account of the tree diagrams we have the relations; $`Z_3=\overline{Z_3}+\left[{\displaystyle \frac{M_{\mathrm{mixing}}^4}{M_\mathrm{V}^4}}Z_V2{\displaystyle \frac{M_{\mathrm{mixing}}^2}{M_\mathrm{V}^2}}Z_M\right],`$ (51) $`m^2=\overline{M_A^2}\left[{\displaystyle \frac{M_{\mathrm{mixing}}^4}{M_\mathrm{V}^2}}\right],`$ (52) $`G_2={\displaystyle \frac{Z_V}{M_\mathrm{V}^4}},`$ (53) $`\mathrm{\Gamma }_2=\left[{\displaystyle \frac{M_{\mathrm{mixing}}^2}{M_\mathrm{V}^4}}Z_V\right]{\displaystyle \frac{Z_M}{M_\mathrm{V}^2}}.`$ (54) One can find the solutions (34)-(37) by using $`\overline{Z}_3/\overline{e}^2=Z_M/\overline{e}=Z_V=t/6\pi ^2`$, $`G_\text{V}=1/M_V^2`$, $`M_{\mathrm{mixing}}^2=2\overline{e}\mathrm{\Omega }`$ and $`e_0=\overline{e}(12\mathrm{\Omega }G_\text{V}(0))`$. The terms in the square bracket are the contributions from the gauge non-invariant corrections, since these proposal to $`M_{\mathrm{mixing}}^2`$. In the language of the ordinary perturbation theory, $`M_{\mathrm{mixing}}^2`$ corresponds to a quadratically divergent one-loop contribution like a photon’s mass correction. As well-known, such a correction breaks the WT identity. The gauge invariant vertices also suffer from the such correction through quadratically diverging renormalization parts, i.e. for example, the terms in the square bracket in Eqs. (51), (54) and (54). The anomalous running of $`e`$ in Eq. (38) is essentially a result form these corrections. By introducing the auxiliary field $`V_\mu `$, we can decompose these contributions from the gauge invariant contributions i.e. $`\overline{e},\overline{Z_3}`$ etc.. Hence the strong correction of the RG flow of the gauge coupling constant from the $`eG_\text{V}`$ term is physically meaningless. It is due to the fact that the $`A_\mu \overline{\psi }\gamma _\mu \psi `$ vertex is not a purely gauge interaction but including a mixing among the gauge field and the vector composite field and that the wave-function renormalization factor $`Z_3`$ also suffers from a mixing. In the large $`N`$ limit, we introduced the auxiliary field for the vector composite field $`V_\mu \overline{\psi }\gamma _\mu \psi `$. Then we could easily distinguish the pure gauge interaction from the mixing among the gauge field and the vector composite field. After resolving a mixing, we found the correct RG running of the gauge coupling constant $`e`$. The MSTI leads to the relation corresponding to Eq. (50) but another relations, for example Eq. (51), since they are the gauge invariant vertices. The MSTI tells the informations for the counterterms compensating the gauge invariance but the recipes to distinguish the contribution from the gauge non-invariant sub-diagrams from the purely gauge invariant corrections. For a finite $`N`$, we cannot easily solve a mixing therefore the analyses will be more complicated. An essential difference from the case of the large $`N`$ limit is the propagation of the auxiliary fields. The $`eG_\text{V}`$ term is composed of a mixing among the vector composite field and a propagation of the vector (scalar) composite field $`\overline{\psi }\gamma _\mu \psi `$ ($`\overline{\psi }\psi `$). The later one should also contribute to the wave-function renormalization factor ($`Z_2`$) of the fermion, and cancel to each other. To see this, we must introduce an auxiliary field for the scalar composite field too. For the non-abelian case like QCD, there are no physical particle which has a same quantum number with gluons since the colored particles should be confined. Hence the vertex $`A_\mu ^a\overline{\psi }T^a\gamma _\mu \psi `$ does not have a pole structure in a strict sense. However the gauge non-invariant renormalization parts will affect the Wilsonian RG flow of the gauge coupling constant. ## Acknowledgements The author thanks to K-I. Aoki, H. Terao, K. Morikawa, W. Souma and M. Tomoyose for the valuable discussions and comments.
warning/0006/math0006004.html	ar5iv	text	# Untitled Document Construction of Commuting Difference Operators for Multiplicity Free Spaces Friedrich Knop Supported by a grant of the NSF. Department of Mathematics, Rutgers University, New Brunswick NJ 08903, USA knop@math.rutgers.edu 1. Introduction The analysis of invariant differential operators on certain multiplicity free spaces led recently to the introduction of a family of symmetric polynomials that is more general than Jack polynomials (see ?, but also ?, ?). They are called interpolation Jack polynomials, shifted Jack polynomials, or Capelli polynomials. Apart from being inhomogeneous, they are distinguished from classical Jack polynomials by their very simple definition in terms of vanishing conditions. One of the most important and non-obvious properties of Capelli polynomials is that they are eigenfunctions of certain explicitly given difference (as opposed to differential) operators (see ?). This readily implies that their top homogeneous term is in fact a (classical) Jack polynomial. Other consequences include a binomial theorem, a Pieri formula, and much more. It is well-known that Jack polynomials are tied to root systems of type $`𝖠`$ and that they have natural analogues for other root systems (see e.g., ?). Therefore, it is a natural problem as to whether this holds for the Capelli polynomials as well. Okounkov ? proposed such an analogue for root systems of type $`\mathrm{𝖡𝖢}`$ and proved that these share some of the nice properties of Capelli polynomials. But, unfortunately, Okounkov’s polynomials do not satisfy difference equations. Also their representation-theoretic significance is not clear. In this paper we go back to the origin and let ourselves be guided by the theory of multiplicity free actions. It is known (see section ? for details) that these actions give rise to combinatorial structures consisting of four data $`(\mathrm{\Gamma },\mathrm{\Sigma },W,\mathrm{})`$. Here $`\mathrm{\Gamma }`$ is a lattice, $`\mathrm{\Sigma }\mathrm{\Gamma }`$ a basis, $`WAut\mathrm{\Gamma }`$ a finite reflection group, and $`\mathrm{}\mathrm{\Gamma }`$ some element. These data alone suffice to formulate the definition of a (generalized) Capelli polynomial but, in that generality, neither existence nor uniqueness will hold, let alone any other good property. It is known that for structures coming from multiplicity free actions, Capelli polynomials are well-defined. Moreover, two of the most important cases (the classical,citeSymCap and the semiclassical ?, see tables in section ?) have previously been worked out in detail. In particular, it was shown that the corresponding Capelli polynomials are eigenfunctions of certain difference operators. In this paper we handle all other multiplicity free actions in an axiomatic fashion. We extracted from the multiplicity free case nine properties C1C9 and use them as the foundation of the theory. The main result is the construction of a commuting family of difference operators that is diagonalized by the Capelli polynomials. In a forthcoming paper, we study the algebra of difference operators in more detail and derive an evaluation formula, an explicit interpolation formula, and a binomial formula, among others. It should be mentioned that the actual verification of properties C1C9 requires some case-by-case analysis which uses the classification results of ?, Benson-Ratcliff ?, and Leahy ?. On the other side, this disadvantage is offset by two things: first, other structures $`(\mathrm{\Gamma },\mathrm{\Sigma },W,\mathrm{})`$ which do not come from multiplicity free actions may and do satisfy the axioms. Thus the theory developed in this paper has applications beyond multiplicity free actions even though the exact scope is not yet known. Secondly, as kind of a byproduct, all Capelli polynomials depend on at least one free parameter. The polynomials that are actually attached to a multiplicity free space correspond to one particular choice of the parameters. This extra generality does not seem possible when working directly with the multiplicity free action. There is another paper, ? by Benson and Ratcliff, which studies eigenvalues of invariant differential operators on multiplicity free spaces from a combinatorial point of view. It is just opposite in its approach: multiplicity free spaces are treated conceptually but there are no parameters. Moreover, only the special values $`p_\mu (\rho +\lambda )`$ are investigated and not their interpolation $`p_\mu (z)`$. Nevertheless, the influence of ? on the present treatment is acknowledged. This holds in particular for formula ?, apparently due to Yan ?, and the realization of how much can be deduced from it. Finally, one important difference from the Jack case should be mentioned. This paper does not achieve the goal to define a shifted version of generalized Jacobi polynomials in the sense of Heckman ? (i.e., analogues of Jack polynomials for other root systems): in general, the top homogeneous components of Capelli polynomials are new. Nevertheless, these components share a lot of properties with Jacobi polynomials such as being eigenfunctions for certain commuting differential operators. A unifying concept would be very desirable. 2. Data and axioms\ At first glance, these data and axioms might not seem very natural. Therefore, the reader may wish to look first at sections ? and ? for motivational background and examples. The goal of this paper is to study special polynomials that are constructed from the following data: $``$a lattice $`\mathrm{\Gamma }`$ of finite rank; $``$a basis $`\mathrm{\Sigma }`$ of $`\mathrm{\Gamma }`$; $``$a finite group $`WAut(\mathrm{\Gamma })`$; $``$an element $`\mathrm{}\mathrm{\Gamma }`$. Let $`V:=Hom(\mathrm{\Gamma },\mathrm{})`$ and let $`𝒫=S^{}(\mathrm{\Gamma }\mathrm{})`$ denote the polynomial functions on $`V`$. The dual lattice $`\mathrm{\Gamma }^{}`$ sits inside $`V`$. Let $`\mathrm{\Sigma }^{}\mathrm{\Gamma }^{}`$ be the basis dual to $`\mathrm{\Sigma }`$ and $`\mathrm{\Lambda }_+:=\mathrm{}\mathrm{\Sigma }^{}`$ the monoid generated by it. The structure $`(\mathrm{\Gamma },\mathrm{\Sigma },W,\mathrm{})`$ is subject to the following conditions: C1 The group $`W`$ is generated by reflections on $`V`$. Thus, $`W`$ gives rise to a unique root system $`\mathrm{\Delta }\mathrm{\Gamma }`$ such that all roots are primitive vectors. Let $`\mathrm{\Delta }^{}\mathrm{\Gamma }^{}`$ be the set of coroots. Let $`\mathrm{\Delta }^+:=\{\alpha \mathrm{\Delta }\alpha (\mathrm{\Sigma }^{})0\}`$. $`\text{C2}\text{ }\mathrm{\Delta }=\mathrm{\Delta }^+(\mathrm{\Delta }^+)`$ In other words, $`\mathrm{\Delta }^+`$ is a system of positive roots and all elements of $`\mathrm{\Sigma }^{}`$ are dominant with respect to it. Let $`\mathrm{\Phi }:=W\mathrm{\Sigma }`$ and $`\mathrm{\Phi }^+:=\{\omega \mathrm{\Phi }\omega (\mathrm{\Sigma }^{})0\}`$. $`\text{C3}\text{ }\mathrm{\Phi }\mathrm{\Phi }^+(\mathrm{\Phi }^+).`$ $`\text{C4}\text{ }\mathrm{}\mathrm{\Gamma }^W.`$ $`\text{C5}\text{ }{\displaystyle \mathrm{\Phi }^+}{\displaystyle \mathrm{\Delta }^+}=\mathrm{}.`$ C6 $`\mathrm{}(\eta )>0`$ for all $`\eta \mathrm{\Sigma }^{}`$. Let $`\mathrm{\Sigma }_1^{}:=\{\gamma \mathrm{\Sigma }^{}\mathrm{}(\gamma )=1\}`$. C7 If $`\eta \mathrm{\Sigma }_1^{}`$ and $`\omega \mathrm{\Delta }\mathrm{\Phi }`$ then $`\omega (\eta )\{1,0,1\}`$. C8 Any linear $`W`$-invariant on $`V`$ is uniquely determined by its restriction to $`\mathrm{\Sigma }_1^{}`$. Let $`\pm W`$ be the group generated by $`W`$ and $`1`$. Then we define $`V_0:=\{\rho V\text{For all }\omega _1,\omega _2\mathrm{\Sigma }\text{ with }\omega _1\pm W\omega _2\text{ holds }\omega _1(\rho )=\omega _2(\rho )\}`$ Thus, for $`\rho V_0`$ and for every $`\omega \mathrm{\Phi }(\mathrm{\Phi })`$ we can define $`k_\omega :=\omega _1(\rho )`$ where $`\omega _1\pm W\omega \mathrm{\Sigma }`$. In particular we have $`k_\omega =k_\omega `$ for all $`\omega \mathrm{\Phi }`$. Recall that $`\rho `$ is called dominant (resp. regular) if $`\alpha (\rho )\mathrm{}_{<0}`$ (resp. $`\alpha (\rho )0`$) for all $`\alpha \mathrm{\Delta }^+`$. The last axiom is: C9 There is a regular dominant $`\rho V_0`$ with the following property: for every $`\lambda \mathrm{\Lambda }_+`$ there is a unique polynomial $`p𝒫^W`$ of degree $`\mathrm{}(\lambda )`$ such that $`p(\rho +\mu )=\delta _{\lambda \mu }`$ (Kronecker delta) for all $`\mu \mathrm{\Lambda }_+`$ with $`\mathrm{}(\mu )\mathrm{}(\lambda )`$. We will show (?) that these polynomials then exist in fact for every dominant $`\rho V_0`$. 3. The difference Euler operator For any $`\eta \mathrm{\Lambda }_1:=W\mathrm{\Sigma }_1^{}`$ define the following rational function on $`V`$: $`f_\eta (z):={\displaystyle \frac{\underset{\omega \mathrm{\Phi }:\omega (\eta )>0}{}(\omega (z)k_\omega )}{\underset{\alpha \mathrm{\Delta }:\alpha (\eta )>0}{}\alpha (z)}}.`$ For any $`\eta \mathrm{\Gamma }`$ we have the shift operator $`T_\eta `$ on $`𝒫`$ defined by $`(T_\eta f)(z)=f(z\eta )`$. Then we can define the difference operator $`L:=_{\eta \mathrm{\Lambda }_1}f_\eta (z)T_\eta `$. 3.1. Proposition. The operator $`L`$ preserves the space of $`W`$-invariant polynomials. Proof: Let $`f𝒫^W`$. From $`\rho V_0`$ it follows that $`L(f)`$ is a $`W`$-invariant rational function. By C2, the ideal of $`W`$-skew-invariants is generated by $`\delta =_{\alpha \mathrm{\Delta }^+}\alpha `$. It follows from the definition of $`L`$ that $`\delta L(f)`$ is a skew-invariant polynomial. Thus $`L(f)`$ is a $`W`$-invariant polynomial. If $`\rho `$ is regular dominant, then $`\alpha (\rho +\lambda )0`$ for all $`\lambda \mathrm{\Lambda }_+`$. Thus, $`f_\eta (\rho +\lambda )`$ is defined. The main property of $`f_\eta `$ is the following cut-off property: 3.2. Lemma. Assume $`\rho `$ is regular dominant. Let $`\eta \mathrm{\Lambda }_1`$ and $`\lambda \mathrm{\Lambda }_+`$ with $`\mu :=\lambda \eta \mathrm{\Lambda }_+`$. Then $`f_\eta (\rho +\lambda )=0`$. Proof: Since $`\mu \mathrm{\Lambda }_+`$ there is $`\omega \mathrm{\Sigma }`$ with $`\omega (\mu )=\omega (\lambda )\omega (\eta )<0`$. We have $`\omega (\lambda )0`$ because $`\lambda \mathrm{\Lambda }_+`$. Thus, $`\omega (\eta )>0`$ and therefore $`\omega (\eta )=1`$, by C7. This implies $`\omega (\lambda )=0`$. Therefore, the factor $`\omega (z)k_\omega `$ of $`f_\eta `$ vanishes in $`z=\rho +\lambda `$. This has the following consequence: 3.3. Corollary. Assume $`\rho `$ to be regular dominant. For every $`\lambda \mathrm{\Lambda }_+`$ let $`M_\lambda `$ be the space of functions $`f𝒫^W`$ with $`f(\rho +\mu )=0`$ for every $`\mu \mathrm{\Lambda }^+`$ with $`\mathrm{}(\mu )\mathrm{}(\lambda )`$ and $`\mu \lambda `$. Then $`L(M_\lambda )M_\lambda `$. Now we define the difference Euler operator as $`E:=\mathrm{}L`$. Clearly, it inherits the properties expressed in the last two propositions from $`L`$. Additionally: 3.4. Proposition. If $`f𝒫^W`$ then $`degE(f)degf`$. Proof: Let $`\eta \mathrm{\Sigma }_1^{}`$. Then $`\omega \mathrm{\Phi }`$, $`\omega (\eta )>0`$ implies $`\omega \mathrm{\Phi }^+`$ (from C3). Similarly for $`\mathrm{\Delta }`$ (from C2). Since, by C5, we have $`_{\omega \mathrm{\Phi }^+}\omega (\eta )=1+_{\alpha \mathrm{\Delta }^+}\alpha (\eta )`$ we conclude (from C7) that there is one more $`\omega \mathrm{\Phi }`$ with $`\omega (\eta )>0`$ than $`\alpha \mathrm{\Delta }`$ with $`\alpha (\eta )>0`$. Thus $`f_\eta `$ is a rational function of degree one. By $`W`$-equivariance, the same holds for all $`\eta \mathrm{\Lambda }_1`$. This shows $`degL(f)degf+1`$. We examine the effect of $`L`$ on the highest degree component of $`f`$. There, $`T_\eta `$ acts as identity. Hence, $`L`$ acts as multiplication by a $`W`$-invariant linear function $`\mathrm{}^{}(z)`$ which is independent of $`\rho `$. It remains to be shown that $`\mathrm{}^{}=\mathrm{}`$. Let $`\eta _1\mathrm{\Sigma }_1^{}`$. We enumerate the other elements of $`\mathrm{\Sigma }^{}`$ as $`\eta _2,\mathrm{},\eta _r`$. Let $`\omega _i\mathrm{\Sigma }`$ such that $`\omega _i(\eta _j)=\delta _{ij}`$. When we write $`\mathrm{}=_ia_i\omega _i`$, then $`a_i=\mathrm{}(\eta _i)>0`$ by C6. Substituting any $`\eta \mathrm{\Lambda }_1`$ we obtain $`1=\mathrm{}(\eta )=\omega _1(\eta )+{\displaystyle \underset{i2}{}}a_i\omega _i(\eta )1+{\displaystyle \underset{i2}{}}a_i\omega _i(\eta ).`$ Assume $`\omega _i(\eta )0`$ for all $`i2`$. Then $`\omega _i(\eta )=0`$ for all $`i2`$ which implies that $`\eta `$ is a multiple of $`\eta _1`$. Because $`\mathrm{}(\eta )=\mathrm{}(\eta _1)=1`$ we get $`\eta =\eta _1`$. Thus, for $`\eta \eta _1`$ there is $`i2`$ with $`\omega _i(\eta )>0`$. Therefore, the factor $`\omega _i(z)k_{\omega _i}`$ appears in the definition of $`f_\eta `$, which implies that $`f_\eta (\rho +\eta _1)=0`$. Now we apply $`L`$ to $`f=1`$ and obtain $`(1)\text{ }{\displaystyle \underset{\eta }{}}f_\eta (z)=L(1)=\mathrm{}^{}(z)+a(\rho )`$ where $`a(\rho )`$ is some constant. For $`\rho =0`$ the left-hand side of ? becomes homogeneous, which implies $`a(0)=0`$. But first we substitute $`z=\rho +\eta _1`$ in ? where $`\eta _1\mathrm{\Sigma }_1^{}`$ and get $`f_{\eta _1}(\rho +\eta _1)=\mathrm{}^{}(\rho +\eta _1)+a(\rho )`$. Now we put $`\rho =0`$ and get $`1=\mathrm{}^{}(\eta _1)`$ (by C7). Thus $`\mathrm{}(\eta _1)=\mathrm{}^{}(\eta _1)`$ for all $`\eta _1\mathrm{\Sigma }_1^{}`$. Since both $`\mathrm{}`$ and $`\mathrm{}^{}`$ are $`W`$-invariant, C8 implies $`\mathrm{}=\mathrm{}^{}`$. 3.5. Lemma. The action of $`E`$ on $`𝒫^W`$ is diagonalizable. Moreover, if $`\rho `$ is dominant and $`g𝒫^W`$ is an eigenvector of $`E`$, then its eigenvalue equals $`(2)\text{ }\mathrm{}(\rho )+min\{\mathrm{}(\lambda )\lambda \mathrm{\Lambda }_+,g(\rho +\lambda )0\}.`$ Proof: Assume first that $`\rho `$ regular and dominant. For $`d\mathrm{}`$ let $`U_d`$ be the space of $`g𝒫^W`$ with $`g(\rho +\mu )=0`$ for all $`\mu \mathrm{\Lambda }_+`$ with $`\mathrm{}(\mu )<d`$. These spaces form a decreasing filtration of $`𝒫^W`$. We have $`E(g)(z)=\mathrm{}(z)g(z){\displaystyle \underset{\eta }{}}f_\eta (z)g(z\eta ).`$ Thus, ? implies that each $`U_d`$ is $`E`$-stable. Moreover, $`E\mathrm{}(\rho )d`$ maps $`U_d`$ into $`U_{d+1}`$. This means that $`E`$ acts on $`U_d/U_{d+1}`$ as scalar multiplication by $`\mathrm{}(\rho )+d`$. In particular, $`\mathrm{}(\rho )+d`$ is not an eigenvalue of $`E`$ in $`U_{d+1}`$. The action of $`E`$ is locally finite, since it preserves the degree. This implies that there is a unique $`E`$-stable complement $`\overline{U}_d`$ of $`U_{d+1}`$ in $`U_d`$. Clearly, $`\overline{U}_d`$ is the (generalized) eigenspace of $`E`$ in $`𝒫^W`$ with eigenvalue $`\mathrm{}(\rho )+d`$. Since the intersection of all $`U_d`$’s is $`0`$, there are no other other eigenvalues. Thus $`𝒫^W=_d\overline{U}_d`$. Now assume that $`\rho `$ is not regular or dominant. For $`N\mathrm{}`$, let $`𝒫_N^W`$ be the $`E`$-stable space of invariant polynomials of degree $`N`$. For any $`d`$ choose an $`N_d`$ such that $`𝒫_N^W+U_d=𝒫^W`$ for all $`NN_d`$. If $`\rho `$ is only dominant, then the map $`\rho +\mathrm{\Lambda }_+V/W`$ is injective. Thus, the codimension of $`U_d`$ is independent of $`\rho `$. This implies that for any $`NN_d`$, the intersection $`U_d𝒫_N^W`$ forms a family of subspaces of the finite dimensional space $`𝒫_{N_d}^W`$ which depends continuously on $`\rho `$. Also $`E`$ depends continuously on $`\rho `$. It follows that $`U_d𝒫_N^W`$, hence $`U_d`$ itself, is $`E`$-stable. Then we conclude as above. Finally, for given $`N`$ and generic $`\rho `$ choose $`d`$ such that $`𝒫_N^WU_d=0`$. Then $`𝒫_N^W`$ is killed by $`p(E)`$, where $`p(z):=_{i=0}^{d1}(z\mathrm{}(\rho )i)`$. Again by continuity, $`𝒫_N^W`$ is killed for all $`\rho `$. Since $`p`$ has no multiple zeros, $`E`$ is diagonalizable on $`𝒫_N^W`$, hence on $`𝒫^W`$. So far, we did not use condition C9. Now, it will provide the link between the function $`\mathrm{}`$ and the degree of a polynomial. 3.6. Theorem. Let $`\rho V_0`$ be dominant. a) For every $`\lambda \mathrm{\Lambda }_+`$ there is a unique polynomial $`p_\lambda 𝒫^W`$ with $`degp_\lambda \mathrm{}(\lambda )`$ and $`p_\lambda (\rho +\mu )=\delta _{\lambda \mu }`$ (Kronecker delta) for all $`\mu \mathrm{\Lambda }_+`$ with $`\mathrm{}(\mu )\mathrm{}(\lambda )`$. b) For every $`d\mathrm{}`$, the set of $`p_\lambda `$ with $`\mathrm{}(\lambda )d`$ forms a basis of the space of $`p𝒫^W`$ with $`degpd`$. c) The polynomial $`p_\lambda `$ is an eigenvector for $`E`$. More precisely, $`E(p_\lambda )=\mathrm{}(\rho +\lambda )p_\lambda `$. Proof: We show first that a) implies b) and c). Let $`_\lambda a_\lambda p_\lambda =0`$ be a non-trivial linear dependence relation. Choose $`\lambda `$ with $`a_\lambda 0`$ and $`\mathrm{}(\lambda )`$ maximal. Then evaluation at $`\rho +\lambda `$ yields the contradiction $`a_\lambda =0`$. Thus, the $`p_\lambda `$’s are linearly independent. Next, let $`g𝒫^W`$ with $`degg=d`$. By induction we may assume that b) holds for $`d1`$. Hence there is a linear combination $`g^{}`$ of $`p_\mu `$’s with $`\mathrm{}(\mu )d1`$ such that $`h:=gg^{}`$ vanishes at all points $`\rho +\mu `$ with $`\mathrm{}(\mu )<d`$. Thus $`h^{}:=h_{\mathrm{}(\lambda )=d}h(\rho +\lambda )p_\lambda `$ vanishes in all points $`\rho +\mu `$ with $`\mathrm{}(\mu )d`$. We have $`degh^{}d`$. Thus, $`h^{}0`$ contradicts the uniqueness of $`p_\lambda `$ with $`\mathrm{}(\lambda )=d`$. Thus $`g`$ is a linear combination of the $`p_\lambda `$ with $`\mathrm{}(\lambda )d`$ which shows b). For c) it suffices, by continuity, to consider $`\rho `$ regular and dominant. Consider the space $`M_\lambda `$ from ?. By a), it contains, up to a scalar only one polynomial of degree less at most $`\mathrm{}(\lambda )`$, namely $`p_\lambda `$. Thus, ? and ? imply that $`p_\lambda `$ is an eigenvector for $`E`$. A direct calculation shows $`E(p_\lambda )(\rho +\lambda )=\mathrm{}(\rho +\lambda )`$. Hence the eigenvalue is $`\mathrm{}(\rho +\lambda )`$, which shows c). Now we prove a). Condition C9 guarantees the existence of one regular dominant $`\rho `$ for which a), hence b) and c) hold. Let $`\mathrm{\Lambda }_+(d)`$ be the set of $`\mu \mathrm{\Lambda }_+`$ with $`\mathrm{}(\mu )d`$. Let $`𝒫_d^W`$ be the space of $`g𝒫^W`$ with $`deggd`$. Then c) shows in particular that $`dim𝒫_d^W=\mathrm{\#}\mathrm{\Lambda }_+(d)`$. Thus $`p_\lambda `$ is defined by as many (inhomogeneous) linear equations as there are variables. Its unique solvability can be expressed by the non-vanishing of a determinant. This implies that a) holds for $`\rho `$ in the complement of countably many hypersurfaces of $`V_0`$. This is, in particular, a Zariski dense subset of $`V_0`$. Now consider the action of $`E`$ on $`𝒫_d^W`$. Then, by c), $`_{i=0}^d(E\mathrm{}(\rho )i)`$ is zero on $`𝒫_d^W`$ for a Zariski dense subset of $`\rho `$’s, hence for all $`\rho V_0`$. Let $`F_i`$ be kernel of $`E\mathrm{}(\rho )i`$ in $`𝒫_d^W`$. Then $`𝒫_d^W=_{i=0}^dF_i`$. The dimension of $`F_i`$ depends upper semicontinuously on $`\rho `$. On the other hand their sum is constant. Hence $`dimF_i`$ is constant and equals the number $`N_d`$ of $`\mu \mathrm{\Lambda }_+`$ with $`\mathrm{}(\mu )=d`$. Since $`\rho `$ is dominant, ? implies that every $`gF(d)`$ vanishes in $`\rho +\mathrm{\Lambda }_+(d1)`$. Moreover, the map $`F(d)\mathrm{}^{N_d}:g(g(\rho +\lambda )\mathrm{}(\lambda )=d)`$ is injective. Since both sides have the same dimension it is also surjective. This implies that polynomials $`p_\lambda `$ as in a) exist. Uniqueness follows again from the fact that the number of equations equals the number of variables. We record this last fact for future reference: 3.7. Corollary. Let $`\rho V_0`$ be dominant. For every $`d`$, the dimension of the space of $`g𝒫^W`$ with $`deggd`$ equals the number of $`\mu \mathrm{\Lambda }_+`$ with $`\mathrm{}(\mu )d`$. The equality $`E(p_\lambda )=\mathrm{}(\rho +\lambda )p_\lambda `$ can be rewritten as $`(3)\text{ }\mathrm{}(z\rho \lambda )p_\lambda (z)={\displaystyle \underset{\eta \mathrm{\Lambda }_1}{}}f_\eta (z)p_\lambda (z\eta ).`$ From this we obtain a formula for special values of $`p_\lambda `$. We need: Definition: A path from $`\lambda \mathrm{\Gamma }`$ to $`\mu \mathrm{\Gamma }`$ is a sequence $`\tau _{}=\tau _0,\tau _1,\mathrm{},\tau _dV`$ with $`\tau _0=\lambda `$, $`\tau _d=\mu `$ and $`\tau _i\tau _{i1}\mathrm{\Lambda }_1`$ for all $`i=1,\mathrm{},d`$. The path is positive if all $`\tau _i`$ are in $`\mathrm{\Lambda }_+`$. Definition: An element $`\rho V_0`$ is non-integral if $`\alpha (\rho )\mathrm{}`$ for all $`\alpha \mathrm{\Delta }`$. Observe that every $`\rho `$ coming from a multiplicity free space is regular dominant but none is non-integral. Thus, certain formulas below are actually easier for non-geometric $`\rho `$-shifts. 3.8. Theorem. Let $`\rho V_0`$ be non-integral. Let $`\lambda ,\mu \mathrm{\Lambda }_+`$ with $`d=\mathrm{}(\mu \lambda )0`$. Then $`(4)\text{ }p_\lambda (\rho +\mu )={\displaystyle \frac{1}{d!}}{\displaystyle \underset{\tau _{}}{}}f_{\tau _1\tau _0}(\rho +\tau _1)f_{\tau _2\tau _1}(\rho +\tau _2)\mathrm{}f_{\tau _d\tau _{d1}}(\rho +\tau _d),`$ where the sum runs over all paths from $`\lambda `$ to $`\mu `$. Moreover, only positive paths contribute to the sum. Thus, if one restricts the sum to positive paths, then the formula is valid for all regular dominant $`\rho `$. Proof: The non-integrality of $`\rho `$ makes sure that none of the denominators vanish. We proceed by induction on $`d`$. The statement holds by definition for $`d=0`$. Let $`d1`$. Putting $`z=\rho +\mu `$ in ? we obtain $`p_\lambda (\rho +\mu )={\displaystyle \frac{1}{d}}{\displaystyle \underset{\eta \mathrm{\Lambda }_1}{}}f_\eta (\rho +\mu )p_\lambda (\rho +\mu \eta ).`$ By ?, the coefficient $`f_\eta (\rho +\mu )`$ is zero whenever $`\tau _{d1}=\mu \eta `$ is not in $`\mathrm{\Lambda }_+`$. We conclude by induction. As a corollary we get the extra vanishing property: 3.9. Corollary. Let $`\rho V_0`$ be dominant. Let $`\mathrm{\Lambda }`$ be the monoid generated by $`\mathrm{\Lambda }_1`$. Then $`p_\lambda (\rho +\mu )=0`$ for every $`\lambda ,\mu \mathrm{\Lambda }_+`$ with $`\mu \lambda \mathrm{\Lambda }`$. For fixed $`k0`$ we can sum over all paths with $`\tau _k=\tau `$ first. Then we get 3.10. Corollary. Assume $`\rho V_0`$ is regular dominant. Then for all $`\lambda ,\mu \mathrm{\Lambda }_+`$ and all $`k\mathrm{}`$: $`(5)\text{ }\left({\displaystyle \genfrac{}{}{0pt}{}{\mathrm{}(\mu \lambda )}{k}}\right)p_\lambda (\rho +\mu )={\displaystyle \underset{\genfrac{}{}{0pt}{}{\tau \mathrm{\Lambda }_+}{\mathrm{}(\tau \lambda )=k}}{}}p_\lambda (\rho +\tau )p_\tau (\rho +\mu ).`$ Observe that both sides of ? depend polynomially on $`\mu `$. Thus, if we set $`\mu =z\rho `$, we obtain the following Pieri type formula: 3.11. Corollary. $`(6)\text{ }\left({\displaystyle \genfrac{}{}{0pt}{}{\mathrm{}(z)\mathrm{}(\rho +\lambda )}{k}}\right)p_\lambda (z)={\displaystyle \underset{\genfrac{}{}{0pt}{}{\tau \mathrm{\Lambda }_+}{\mathrm{}(\tau \lambda )=k}}{}}p_\lambda (\rho +\tau )p_\tau (z).`$ For $`\lambda =0`$ we get 3.12. Corollary. $`\left({\displaystyle \genfrac{}{}{0pt}{}{\mathrm{}(z)\mathrm{}(\rho )}{k}}\right)={\displaystyle \underset{\tau \mathrm{\Lambda }_+:\mathrm{}(\tau )=k}{}}p_\tau (z).`$ 4. Pieri rules We consider the matrix of multiplication by $`h𝒫^W`$ in the $`p_\lambda `$-basis: $`(7)\text{ }h(z)p_\mu (z)={\displaystyle \underset{\eta \mathrm{\Gamma }}{}}a_\eta ^h(\mu )p_{\mu +\eta }(z)`$ where we put $`a_\eta ^h(\mu )=0`$ whenever $`\mu +\eta \mathrm{\Lambda }_+`$. We can compute the coefficients by evaluating both sides in the points $`z\rho +\mathrm{\Lambda }_+`$. The next proposition shows in particular that the sum is over a finite set of $`\eta `$’s which is independent of $`\mu `$. 4.1. Proposition. $`a_\eta ^h(\mu )=0`$ unless $`\eta \mathrm{\Lambda }`$ and $`\mathrm{}(\eta )degh`$. Proof: Fix $`\mu \mathrm{\Lambda }_+`$ and choose $`\eta _0\mathrm{\Gamma }`$ with $`\mathrm{}(\eta _0)`$ minimal such that $`\eta _0\mathrm{\Lambda }`$ but $`a_{\eta _0}^h(\mu )0`$. In particular, $`\mu +\eta _0\lambda _+`$. Substituting $`z=\rho +\mu +\eta _0`$ in ? we obtain by the extra vanishing property (?) that $`0=h(\rho +\mu +\eta _0)p_\mu (\rho +\mu +\eta _0)=a_{\eta _0}^h(\mu )+{\displaystyle \underset{\eta \eta _0}{}}a_\eta ^h(\mu )p_{\mu +\eta }(\rho +\mu +\eta _0).`$ The $`p`$-factor in the sum vanishes unless $`\eta _0\eta \mathrm{\Lambda }`$. This implies $`\eta \mathrm{\Lambda }`$ and $`\mathrm{}(\eta )<\mathrm{}(\eta _0)`$. From this we get $`a_\eta ^h(\mu )=0`$ by minimality. Thus $`a_{\eta _0}^h(\mu )=0`$. The inequality $`\mathrm{}(\eta )degh`$ simply reflects the fact that the $`p_\mu `$ with $`\mathrm{}(\mu )d`$ form a basis of the space of invariant polynomials of degree $`d`$ (?b). 4.2. Theorem. Let $`\rho V_0`$ be non-integral. Let $`\tau \mathrm{\Lambda }`$ with $`d:=\mathrm{}(\tau )`$ and $`\mu \mathrm{\Lambda }_+`$ with $`\mu +\tau \mathrm{\Lambda }_+`$. Then $`(8)\text{ }a_\tau ^h(\mu )={\displaystyle \underset{\tau _{}}{}}\left[{\displaystyle \underset{i=0}{\overset{d}{}}}{\displaystyle \frac{(1)^{di}}{i!(di)!}}h(\rho +\tau _i)\right]f_{\tau _1\tau _0}(\rho +\tau _1)\mathrm{}f_{\tau _d\tau _{d1}}(\rho +\tau _d)`$ where the outer sum runs over all paths from $`\mu `$ to $`\mu +\tau `$. Moreover, only positive paths contribute to the sum. Thus, if one restricts the sum to positive paths, then the formula is valid for all regular dominant $`\rho `$. Proof: Substituting $`z=\rho +\mu `$ in ? yields $`a_0^h(\mu )=h(\rho +\mu )`$ which is just ? for $`\tau =0`$. Now we proceed by induction on $`d`$. In ?, we substitute $`z=\rho +\mu +\tau `$ and obtain $`h(\rho +\mu +\tau )p_\mu (\rho +\mu +\tau )={\displaystyle \underset{\eta }{}}a_\eta ^h(\mu )p_{\mu +\eta }(\rho +\mu +\tau ).`$ The summands are zero unless $`\eta ,\tau \eta \mathrm{\Lambda }`$. To all terms with $`\eta \tau `$ we can apply the induction hypothesis to the first factor and ? to the second. Thus we obtain (with $`\eta _i:=\tau _i\tau _{i1}`$) $`a_\eta ^h(\mu )p_{\mu +\eta }(\rho +\mu +\tau )=`$ $`={\displaystyle \underset{\tau _{}}{}}\left[{\displaystyle \underset{i=0}{\overset{r}{}}}{\displaystyle \frac{(1)^{ri}}{(dr)!i!(ri)!}}h(\rho +\tau _i)\right]f_{\eta _1}(\rho +\tau _1)\mathrm{}f_{\eta _d}(\rho +\tau _d)`$ where $`r=\mathrm{}(\eta )`$ and the sum runs over all paths $`\tau _{}`$ from $`\mu `$ to $`\mu +\tau `$ with $`\tau _r=\mu +\eta `$. Thus we get $`{\displaystyle \underset{\eta \tau }{}}a_\eta ^h(\mu )p_{\mu +\eta }(\rho +\mu +\tau )=`$ $`={\displaystyle \underset{\tau _{}}{}}\left[{\displaystyle \underset{r=0}{\overset{d1}{}}}{\displaystyle \underset{i=0}{\overset{r}{}}}{\displaystyle \frac{(1)^{ri}}{(dr)!i!(ri)!}}h(\rho +\tau _i)\right]f_{\eta _1}(\rho +\tau _1)\mathrm{}f_{\eta _d}(\rho +\tau _d),`$ where we now sum over all paths from $`\mu `$ to $`\mu +\tau `$. Now we interchange the order of summation in the bracket: $`{\displaystyle \underset{r=0}{\overset{d1}{}}}{\displaystyle \underset{i=0}{\overset{r}{}}}{\displaystyle \frac{(1)^{ri}}{(dr)!i!(ri)!}}h(\rho +\tau _i)={\displaystyle \underset{i=0}{\overset{d1}{}}}\left[{\displaystyle \underset{r=i}{\overset{d1}{}}}{\displaystyle \frac{(1)^{ri}}{(dr)!i!(ri)!}}\right]h(\rho +\tau _i).`$ The sum in brackets can be rewritten as $`{\displaystyle \underset{r=i}{\overset{d1}{}}}{\displaystyle \frac{(1)^{ri}}{(dr)!i!(ri)!}}={\displaystyle \frac{1}{(di)!i!}}{\displaystyle \underset{r=i}{\overset{d1}{}}}(1)^{ri}\left({\displaystyle \genfrac{}{}{0pt}{}{di}{ri}}\right)={\displaystyle \frac{(1)^{di}}{(di)!i!}}`$ Assembling everything together we get $`a_\tau ^h(\mu )=h(\rho +\tau _d)p_\mu (\rho +\tau _d)+{\displaystyle \underset{\tau _{}}{}}\left[{\displaystyle \underset{i=0}{\overset{d1}{}}}{\displaystyle \frac{(1)^{di}}{i!(di)!}}h(\rho +\tau _i)\right]f_{\eta _1}(\rho +\tau _1)\mathrm{}f_{\eta _d}(\rho +\tau _d).`$ By ?, the first summand is nothing but the missing case $`i=d`$ of the second one. This yields ?. 4.3. Corollary. Let $`\rho V_0`$ be dominant. Let $`\tau \mathrm{\Lambda }`$ and $`\mu \mathrm{\Lambda }_+`$ with $`\mu +\tau \mathrm{\Lambda }_+`$. Then $`a_\tau ^h(\mu )={\displaystyle \underset{\eta }{}}(1)^{\mathrm{}(\tau \eta )}h(\rho +\mu +\eta )p_\mu (\rho +\mu +\eta )p_{\mu +\eta }(\rho +\mu +\tau )`$ where the sum runs over all $`\eta \mathrm{\Lambda }`$ with $`\tau \eta \mathrm{\Lambda }`$ and $`\mu +\eta \mathrm{\Lambda }_+`$. Proof: By continuity, we may assume that $`\rho `$ is non-integral. In ?, we fix an $`i`$ and sum over all different $`\eta :=\tau _i`$ first. Then the formula follows from two applications of ?. 5. Construction of other difference operators We are going to need the following 5.1. Lemma. Let $`\tau \mathrm{\Lambda }`$ and $`\omega \mathrm{\Phi }`$ with $`\omega (\tau )<0`$. Then $`\omega \mathrm{\Phi }`$. Proof: Since $`\tau \mathrm{\Lambda }`$ there is $`\eta \mathrm{\Lambda }_1`$ with $`\omega (\eta )<0`$. By definition, there is a $`wW`$ with $`w\eta \mathrm{\Sigma }`$. Then $`w^1\omega \mathrm{\Phi }^+`$ which implies that $`w^1\omega `$, hence $`\omega `$ is in $`\mathrm{\Phi }`$. Now we can prove a cut-off property which is dual to that in ?. 5.2. Lemma. Let $`\rho V_0`$ be regular dominant, $`\mu \mathrm{\Lambda }_+`$, $`\eta \mathrm{\Lambda }_1`$, and $`\lambda :=\mu +\eta `$. Then $`f_\eta (\rho \mu )=0`$ whenever $`\lambda \mathrm{\Lambda }_+`$. Proof: Since $`\lambda \mathrm{\Lambda }_+`$ there is $`\omega \mathrm{\Sigma }`$ with $`\omega (\lambda )=\omega (\mu )+\omega (\eta )<0`$. Hence, C7 implies $`\omega (\mu )=0`$ and $`\omega (\eta )=1`$. Since ? implies $`\overline{\omega }:=\omega \mathrm{\Phi }`$, the factor $`\overline{\omega }(z)k_{\overline{\omega }}=\omega (z)\omega (\rho )`$ of $`f_\eta (z)`$ vanishes at $`z=\rho \mu `$. For $`d\mathrm{}`$ we define the falling factorial functions as $`[zd]:=z(z1)\mathrm{}(zd+1).`$ Now we generalize the definition of $`f_\tau `$ to all $`\tau \mathrm{\Lambda }`$ as follows: $`(9)\text{ }f_\tau (z):={\displaystyle \frac{\underset{\omega \mathrm{\Phi }:\omega (\tau )>0}{}[\omega (z)k_\omega \omega (\tau )]}{\underset{\alpha \mathrm{\Delta }:\alpha (\tau )>0}{}[\alpha (z)\alpha (\tau )]}}.`$ Now we need stronger non-degeneracy conditions for $`\rho `$. Definition: An element $`\rho V_0`$ is called strongly dominant if $`\rho `$ is regular dominant and $`\omega (\rho )k_\omega \mathrm{}_{<0}`$ and $`\omega (\rho )+k_\omega \mathrm{}_0`$ for all $`\omega \mathrm{\Phi }^+`$. The set of strongly dominant $`\rho `$ is Zariski-dense in $`V_0`$. In fact, it suffices to show that it is non-empty since then it is the complement of countably many hyperplanes. To produce a strongly dominant $`\rho `$, we set all $`k_\omega `$ equal $`t`$ where $`t\mathrm{}_0`$. Every $`\alpha \mathrm{\Delta }^+`$ and $`\omega \mathrm{\Phi }^+`$ has an expression $`_{\omega _i\mathrm{\Sigma }}a_i\omega _i`$ with all $`a_i\mathrm{}_0`$. Let $`N:=_ia_i\mathrm{}_{>0}`$. Then $`\alpha (\rho )=Nt\mathrm{}_0`$, $`\omega (\rho )+k_\omega =(N+1)t\mathrm{}_0`$, or $`\omega (\rho )k_\omega =(N1)t\mathrm{}_{<0}`$. In fact, one can show that for the examples coming from multiplicity free spaces $`\rho `$ is strongly dominant whenever all $`k_\omega `$ are real and positive. 5.3. Lemma. Let $`\rho V_0`$ be strongly dominant and $`\lambda ,\mu \mathrm{\Lambda }_+`$, $`\tau :=\lambda \mu `$. Then $`f_\tau (\rho +\lambda )`$ and $`f_\tau (\rho \mu )`$ are defined and non-zero. Proof: Let $`\alpha \mathrm{\Delta }`$ with $`\alpha (\tau )>0`$. Consider the factor $`F=[\alpha (\rho +\lambda )\alpha (\tau )]=\left(\alpha (\rho )+\alpha (\lambda )\right)\mathrm{}\left(\alpha (\rho )+\alpha (\mu )+1\right)`$. If $`\alpha \mathrm{\Delta }^+`$, then $`\alpha (\lambda )\alpha (\mu )+1>0`$. From $`\alpha (\rho )\mathrm{}0`$ we get $`F0`$. If $`\alpha \mathrm{\Delta }^+`$, then $`0\alpha (\lambda )\alpha (\mu )+1`$ and $`\alpha (\rho )\mathrm{}_0`$ which again implies $`F0`$. Therefore, $`f_\tau (\rho +\lambda )`$ is defined. The denominator of $`f_\tau (\rho \mu )`$ as well as the numerators are treated analogously by considering the factors $`[\alpha (\rho \mu )\alpha (\tau )]=\pm \left(\alpha (\rho )+\alpha (\lambda )1\right)\mathrm{}\left(\alpha (\rho )+\alpha (\mu )\right),`$ $`[\omega (\rho +\lambda )k_\omega \omega (\tau )]=\left(\omega (\rho )k_\omega +\omega (\lambda )\right)\mathrm{}\left(\omega (\rho )k_\omega +\omega (\mu )+1\right),`$ $`[\omega (\rho \mu )k_\omega \omega (\tau )]=\pm \left(\omega (\rho )+k_\omega +\omega (\lambda )1\right)\mathrm{}\left(\omega (\rho )+k_\omega +\omega (\mu )\right).`$ In particular, for every $`\lambda \mathrm{\Lambda }_+`$ we can define the virtual dimension as $`d_\lambda :=(1)^{\mathrm{}(\lambda )}{\displaystyle \frac{f_\lambda (\rho )}{f_\lambda (\rho +\lambda )}}0.`$ The terminology comes from the fact that, for multiplicity free spaces, $`d_\lambda `$ is indeed the dimension of the simple module with highest weight $`\lambda `$. This will be proved in a forthcoming paper. In general, the virtual dimension can be rewritten as $`d_\lambda ={\displaystyle \underset{\alpha \mathrm{\Delta }^+}{}}{\displaystyle \frac{\alpha (\rho +\lambda )}{\alpha (\rho )}}{\displaystyle \underset{\omega \mathrm{\Phi }^+}{}}{\displaystyle \frac{[\omega (\rho +\lambda )+k_\omega 1\omega (\lambda )]}{[\omega (\rho +\lambda )k_\omega \omega (\lambda )]}}.`$ The first factor is just Weyl’s dimension formula. It is easy to see that $`d_\lambda `$ is a polynomial function in $`\lambda `$ if and only if $`k_\omega \frac{1}{2}\mathrm{}_{>0}`$ for all $`\omega `$. In this case we have $`d_\lambda ={\displaystyle \underset{\alpha \mathrm{\Delta }^+}{}}{\displaystyle \frac{\alpha (\rho +\lambda )}{\alpha (\rho )}}{\displaystyle \underset{\omega \mathrm{\Phi }^+}{}}{\displaystyle \underset{s=k_\omega +1}{\overset{k_\omega 1}{}}}{\displaystyle \frac{\omega (\rho +\lambda )+s}{\omega (\rho )+s}}.`$ Another property of the virtual dimension is: 5.4. Theorem. Let $`\rho `$ be strongly dominant. Let $`\lambda ,\mu \mathrm{\Lambda }_+`$ with $`\tau =\lambda \mu \mathrm{\Lambda }`$. Then $`(10)\text{ }{\displaystyle \frac{d_\lambda }{d_\mu }}=(1)^{\mathrm{}(\tau )}{\displaystyle \frac{f_\tau (\rho \mu )}{f_\tau (\rho +\lambda )}}.`$ Proof: With $`A_\alpha :={\displaystyle \frac{[\alpha (\rho +\mu )\alpha (\tau )]}{[\alpha (\rho +\lambda )\alpha (\tau )]}},B_\omega :={\displaystyle \frac{[\omega (\rho +\mu )k_\omega \omega (\tau )]}{[\omega (\rho +\lambda )k_\omega \omega (\tau )]}},`$ we get $`(11)\text{ }{\displaystyle \frac{f_\tau (\rho \mu )}{f_\tau (\rho +\lambda )}}={\displaystyle \underset{\alpha \mathrm{\Delta }:\alpha (\tau )>0}{}}A_\alpha ^1{\displaystyle \underset{\omega \mathrm{\Phi }:\omega (\tau )>0}{}}B_\omega .`$ It is customary to extend the definition of the falling factorial functions as $`[zd]:=1/(z+1)\mathrm{}(zd)`$ when $`d<0`$. With this convention, the formula $`[zd]=1/[zdd]`$ holds for all $`d\mathrm{}`$ if the left-hand side is non-zero. This holds in our case and we obtain $`{\displaystyle \frac{[\omega (\rho +\mu )k_\omega \omega (\tau )]}{[\omega (\rho +\lambda )k_\omega \omega (\tau )]}}={\displaystyle \frac{[\omega (\rho +\mu )k_\omega \omega (\tau )]}{[\omega (\rho +\lambda )k_\omega \omega (\tau )]}}.`$ Now I claim that $`\mathrm{\Phi }_{\tau >0}=\mathrm{\Phi }_{\tau >0}^+(\mathrm{\Phi }_{\tau <0}^+)`$ where the subscript $`\tau >0`$ means “the subset of all $`\omega `$ with $`\omega (\tau )>0`$”, etc. If $`\omega \mathrm{\Phi }`$, then either $`\omega \mathrm{\Phi }^+`$ or $`\omega \mathrm{\Phi }^+`$ (by C3) which shows the inclusion “$``$”. Conversely, let $`\omega \mathrm{\Phi }^+`$ with $`\omega (\eta )<0`$. Then $`\omega \mathrm{\Phi }_{\tau >0}`$ by ?, which proves the claim. We have $`k_\omega =k_\omega `$ and therefore $`B_\omega =B_\omega `$ whenever both $`\pm \omega \mathrm{\Phi }`$. Thus, the claim implies that in ? we can replace the product over all $`\omega \mathrm{\Phi }_{\tau >0}`$ by the product over all $`\omega \mathrm{\Phi }^+`$. Similarly, we can change the range of the first product to $`\mathrm{\Delta }^+`$. Now we apply the formulas $`[zab]={\displaystyle \frac{[z+ba]}{[z+bb]}}={\displaystyle \frac{[za]}{[z(ab)b]}}`$ with $`a=\omega (\lambda )`$ and $`b=\omega (\mu )`$. They hold whenever none of the denominators are zero. That this is so in our case follows from ?. We obtain $`B_\omega ={\displaystyle \frac{[\omega (\rho )k_\omega \omega (\lambda )]}{[\omega (\rho )k_\omega \omega (\mu )]}}{\displaystyle \frac{[\omega (\rho +\mu )k_\omega \omega (\mu )]}{[\omega (\rho +\lambda )k_\omega \omega (\lambda )]}}.`$ Similarly, we have $`A_\alpha ={\displaystyle \frac{[\alpha (\rho )\alpha (\mu )]}{[\alpha (\rho )\alpha (\lambda )]}}{\displaystyle \frac{[\alpha (\rho +\lambda )\alpha (\lambda )]}{[\alpha (\rho +\mu )\alpha (\mu )]}}`$ for all $`\alpha \mathrm{\Delta }^+`$. Since $`\lambda ,\mu \mathrm{\Lambda }_+`$ we can multiply in the definition ? of $`f_\lambda `$, $`f_\mu `$ over all $`\alpha \mathrm{\Delta }^+`$ and $`\omega \mathrm{\Phi }^+`$. The asserted formula ? follows readily. For $`\tau \mathrm{\Lambda }`$ with $`d:=\mathrm{}(\tau )`$ we now define the rational function $`(12)\text{ }b_\tau ^h(z):={\displaystyle \underset{\tau _{}}{}}\left[{\displaystyle \underset{i=0}{\overset{d}{}}}{\displaystyle \frac{(1)^{di}}{i!(di)!}}h(z\tau _i)\right]f_{\tau _1\tau _0}(z\tau _0)\mathrm{}f_{\tau _d\tau _{d1}}(z\tau _{d1})`$ where the sum runs over all paths from $`0`$ to $`\tau `$. For $`h𝒫`$ define $`h^{}𝒫`$ by $`h^{}(z)=h(z)`$. 5.5. Theorem. Let $`\rho `$ be strongly dominant and non-integral. Let $`\lambda ,\mu \mathrm{\Lambda }_+`$ with $`\tau =\lambda \mu \mathrm{\Lambda }`$. Then $`(13)\text{ }b_\tau ^h(\rho \mu )=(1)^{\mathrm{}(\tau )}{\displaystyle \frac{d_\lambda }{d_\mu }}a_\tau ^h^{}(\mu ).`$ Proof: This would follow directly from ? and ? if in ? the summation were restricted to those paths $`\tau _{}`$ for which $`\mu +\tau _{}`$ is positive. But other paths do not contribute to $`b_\tau ^h(\rho \mu )`$ anyway: let $`i`$ be minimal such that $`\mu +\tau _i\mathrm{\Lambda }_+`$. Then $`f_{\eta _i}(\rho \mu \tau _{i1})=0`$, by ?. The following consequence is crucial: 5.6. Corollary. Let $`\tau \mathrm{\Lambda }`$ with $`\mathrm{}(\tau )>degh`$. Then $`b_\tau ^h(z)=0`$. Proof: For strongly dominant, non-integral $`\rho `$ this follows from ? and ? since the set of points $`z=\rho \mu `$ with $`\mu \mathrm{\Lambda }_+`$ and $`\tau +\mu \mathrm{\Lambda }_+`$ is Zariski dense. For general $`\rho `$ we conclude by continuity. Thus, for each $`h𝒫^W`$ we can define the difference operator $`D_h:={\displaystyle \underset{\tau \mathrm{\Lambda }}{}}b_\tau ^h(z)T_\tau .`$ We are going to rewrite it: Fix $`\tau \mathrm{\Lambda }`$ and put $`i:=\mathrm{}(\tau )`$. Then (with $`\eta _i:=\tau _i\tau _{i1}`$) $`{\displaystyle \underset{\tau _{},\tau _i=\tau }{}}h(z\tau _i)f_{\eta _1}(z\tau _0)\mathrm{}f_{\eta _d}(z\tau _{d1})=`$ $`={\displaystyle \underset{\tau _{},\tau _i=\tau }{}}(T_{\eta _1}\mathrm{}T_{\eta _i})(h)f_{\eta _1}T_{\eta _1}(f_{\eta _2})(T_{\eta _1}T_{\eta _2})(f_{\eta _3})\mathrm{}(T_{\eta _1}\mathrm{}T_{\eta _{d1}})(f_{\eta _d}).`$ This is easily recognized as the coefficient of $`T_\tau `$ in $`L^ihL^{di}`$ where we regard $`h`$ as a multiplication operator. Thus we get $`{\displaystyle \underset{\mathrm{}(\tau )=d}{}}b_\tau ^h(z)T_\tau ={\displaystyle \frac{1}{d!}}{\displaystyle \underset{i=0}{\overset{d}{}}}(1)^{di}\left({\displaystyle \genfrac{}{}{0pt}{}{d}{i}}\right)L^ihL^{di}={\displaystyle \frac{1}{d!}}(adL)^d(h).`$ Using ? we get 5.7. Corollary. Let $`h𝒫^W`$ and $`d\mathrm{}`$ with $`d>degh`$. Then $`(adL)^d(h)=0`$. We also obtained the first part of: 5.8. Theorem. a) Let $`h𝒫^W`$. Then $`D_h=exp(adL)(h)`$. b) The map $`hD_h`$ is an algebra homomorphism. In particular, the $`D_h`$ commute pairwise. c) If $`\rho `$ is dominant, then the action of the $`D_h`$ on $`𝒫^W`$ is simultaneously diagonalizable. More precisely, if $`\lambda \mathrm{\Lambda }_+`$ then $`D_h(p_\lambda )=h(\rho +\lambda )p_\lambda `$. Proof: Let $`𝒜End(𝒫^W)`$ be the largest subalgebra on which $`adL`$ acts locally nilpotently. Then $`𝒫^W𝒜`$. Moreover, $`adL`$ is a derivation, hence $`exp(adL)`$ is an automorphism of $`𝒜`$. This shows b). In c), we may assume that $`\rho `$ is regular dominant and then conclude by continuity. First, observe $`E=D_{\mathrm{}}`$. Therefore $`D_h`$ and $`E`$ commute. The space of $`f𝒫^W`$ with $`degfe`$ can be characterized as the direct sum of the $`E`$-eigenspaces for the eigenvalues $`\mathrm{}(\rho ),\mathrm{}(\rho )+1,\mathrm{},\mathrm{}(\rho )+e`$. Therefore, $`D_h(f)degf`$ for all $`f𝒫^W`$. On the other hand, both $`L`$ and $`h`$, hence $`D_h`$, preserve the space $`M_\lambda `$ from ?. We conclude that $`D_h(p_\lambda )=cp_\lambda `$ for some constant $`c`$. The constant term of $`D_h`$, i.e., the coefficient of $`T_0`$, is $`h`$. Thus, evaluating at $`z=\rho +\lambda `$ gives $`c=h(\rho +\lambda )`$. This shows c). 6. Further analysis of the difference operators In this section, we derive some basic properties of the functions $`b_\tau ^h(z)`$. First the degree: 6.1. Proposition. Let $`h𝒫^W`$ and $`\tau \mathrm{\Lambda }`$. Then $`degb_\tau ^h(z)degh`$. Proof: Let $`c(z)`$ be a rational function of degree $`d`$ on $`V`$ and $`\tau \mathrm{\Gamma }`$. Then $`[L,cT_\tau ]=[L,c]T_\tau +c[L,T_\tau ]`$. We have $`[L,c]=_\eta f_\eta (z)(c(z\tau )c(z))`$. Since $`degf_\eta (z)1`$ and $`deg(c(z\tau )c(z))<d`$ we see that $`[L,c]T_\tau `$ has coefficients of degree $`d`$. Similarly for the other term: The coefficients in $`[L,T_\tau ]=_\eta c(z)(f_\eta (z)f_\eta (z))T_{\tau +\eta }`$ have degree $`d`$. Thus we have shown that $`adL`$ does not increase the degrees of coefficients. The assertion follows from the formula ?a). Next we study the denominator: 6.2. Proposition. Let $`h𝒫^W`$. For fixed $`\tau \mathrm{\Lambda }`$ with $`b_\tau ^h0`$ and $`\alpha \mathrm{\Delta }`$ put $`S(\alpha ,\tau ):=\{i\mathrm{}i0,b_{\tau +i\alpha ^{}}^h0\}.`$ Then $`b_\tau ^h(z){\displaystyle \underset{\alpha \mathrm{\Delta }^+}{}}{\displaystyle \underset{iS(\alpha ,\tau )}{}}(\alpha (z\tau )i)`$ is a polynomial in $`z`$. Proof: By the explicit formula in ?a), the only denominators which can occur are products of terms $`\alpha (z)m`$ with $`\alpha \mathrm{\Delta }`$ and $`m\mathrm{}`$. Fix one such factor $`\alpha (z)m`$ and let $`S`$ be the set of all $`\tau `$ such that $`\alpha (z)m`$ occurs in the denominator of $`b_\tau `$. Let $`_0`$ be the hyperplane $`\{\alpha m=0\}`$. Fix $`\tau S`$ and let $`z_0`$. Suppose that none of the points $`z\tau ^{}`$, $`\tau S`$, $`\tau ^{}\tau `$ is in the $`W`$-orbit of $`z\tau `$. Then one could find a symmetric function $`f`$ which does not vanish in $`z\tau `$ but vanishes to a very high order in all other points $`z\tau ^{}`$. Then $`D_h(f)`$ would not be regular in $`z`$. Thus, there must be $`\tau ^{}`$ and $`w`$ with $`w(z\tau ^{})=z\tau `$. Since there are only finitely many choices of $`w`$ and $`\tau ^{}`$ there is one choice which works for a dense subset of points $`z_0`$. By continuity, we get $`(14)\text{ }w(z\tau ^{})=z\tau \text{ for all }z_0.`$ Choose any $`z_0_0`$. Then for any $`y`$ with $`\alpha (y)=0`$ and any number $`t`$ we have $`z=ty+z_0_0`$. Comparing the coefficient of $`t`$ in ? yields $`w(y)=y`$. Since $`w`$ cannot be the identity we get $`w=s_\alpha `$. Also $`\tau ^{}`$ is unique since $`\tau ^{}=zs_\alpha (z\tau )=\tau +(m\alpha (\tau ))\alpha ^{}.`$ This yields $`\alpha (z)m=\alpha (z\tau )i`$ with $`i=m\alpha (\tau )S(\alpha ,\tau )`$. It remains to show that $`\alpha (z)m`$ occurs with multiplicity one in the denominator of $`b_\tau ^h`$. Let $`N>0`$ be the larger of the powers with which $`\epsilon :=\alpha (z)m`$ occurs in the denominator of $`b_\tau ^h`$ and $`b_\tau ^{}^h`$. Put $`c:=\epsilon ^Nb_\tau ^h`$ and likewise $`c^{}:=\epsilon ^Nb_\tau ^{}^h`$. Then for every $`f𝒫^W`$, the rational function $`c(z)f(z\tau )+c^{}(z)f(z\tau ^{})`$ has a zero of order at least $`N`$ along the divisor $`\epsilon (z)=0`$. From the identity $`z\tau ^{}=s_\alpha (z\tau \epsilon \alpha ^{})`$ we infer that $`(15)\text{ }c(z)f(z\tau )+c^{}(z)f(z\tau ^{})=`$ $`=(c(z)+c^{}(z))f(z\tau )+c^{}(z)(f(z\tau \epsilon \alpha ^{})f(z\tau )).`$ We conclude that $`c(z)+c^{}(z)`$ is divisible by $`\epsilon `$. Hence, since one of $`c`$ or $`c^{}`$ is not divisible by $`\epsilon `$ the other is not either. Next observe that $`\tau \tau ^{}`$ implies that $`_0\tau `$ is not the reflection hyperplane of $`s_\alpha `$. Hence there exists $`zcH_0`$ and $`f𝒫^W`$ which is divisible by $`\epsilon `$ such that the directional derivative $`D_\alpha ^{}f(z\tau )0`$. This implies that the right-hand side of ? vanishes to exactly first order in $`_0`$. Thus $`N=1`$. A lower bound for the numerator is given by 6.3. Proposition. Let $`\rho `$ be non-integral. Then the numerator of $`b_\tau ^h`$ is divisible by $`{\displaystyle \underset{\omega \mathrm{\Phi }:\omega (\tau )>0}{}}[\omega (z)k_\omega \omega (\tau )].`$ Proof: The non-integrality of $`\rho `$ ensures that the denominator of $`b_\tau ^h(z)`$ does not vanish whenever $`z\rho +\mathrm{\Gamma }`$. If $`\omega \mathrm{\Sigma }`$, then the definition of $`b_\tau ^h(z)`$ along with ? implies that $`b_\tau ^h(z)=0`$ for all $`z=\rho +\lambda `$ with $`\lambda \mathrm{\Lambda }_+`$ and $`\omega (\lambda \tau )<0`$. Thus, $`b_\tau ^h`$ is divisible by $`[\omega (z)k_\omega \omega (\tau )]`$. Let $`\omega \mathrm{\Phi }`$ be arbitrary with $`\omega (\tau )>0`$. There is $`wW`$ with $`w\omega \mathrm{\Sigma }`$. Thus, by the case above, $`b_{w\tau }^h(z)`$ is divisible by $`[w\omega (z)k_\omega \omega (\tau )]`$. The rest follows from the fact that $`D_h`$ is a symmetric operator: $`b_{w\tau }^h(wz)=b_\tau (z)`$. We now introduce an order relation on $`\mathrm{\Lambda }`$: We define $`\tau _1\tau _2`$ if $`\mathrm{}(\tau _1)<\mathrm{}(\tau _2)`$ or $`\mathrm{}(\tau _1)=\mathrm{}(\tau _2)`$ and $`\tau _2\tau _1`$ is a sum of positive roots. 6.4. Theorem. For $`h𝒫^W`$ let $`\tau \mathrm{\Lambda }_+`$ be maximal (with respect to “$``$”) with $`b_\tau ^h0`$. Then $`\mathrm{}(\tau )=degh`$, $`\tau \mathrm{\Lambda }_+`$ and $`b_\tau ^h(z)\mathrm{}^{}f_\tau (z)`$. Proof: First of all, it follows from ? and ? that $`\mathrm{}(\tau )=degh`$. The set of $`\tau `$ with $`b_\tau ^h0`$ is $`W`$-stable. It follows that maximality of $`\tau `$ implies $`\alpha (\tau )0`$ for all $`\alpha \mathrm{\Delta }^+`$. From $`s_\alpha (\tau )=\tau \alpha (\tau )\alpha ^{}`$ it follows that $`i=\alpha (\tau )`$ is the minimal element of $`S(\alpha ,\tau )`$ and all other $`i`$ satisfy $`\alpha (\tau )i<0`$. Thus Propositions ? and ? imply that $`c(z):=b_\tau ^h(z)f_\tau (z)^1`$ is a polynomial. Moreover, by ? we have $`degc(z)deghdegf_\tau =deg\mathrm{}(\tau )degf_\tau =j(\tau )`$ where $`j(\tau ):=degf_\tau \mathrm{}(\tau )`$. Now all assertions follow from the following claim: Let $`\tau \mathrm{\Lambda }`$ be dominant for $`\mathrm{\Delta }^+`$. Then $`j(\tau )0`$ and equality holds if and only if $`\tau \mathrm{\Lambda }_+`$. To prove the claim let $`a_+:=max(a,0)`$ for any $`a\mathrm{}`$. Then, from the definition of $`f_\tau `$ it follows that $`degf_\tau ={\displaystyle \underset{\omega \mathrm{\Phi }}{}}\omega (\tau )_+{\displaystyle \underset{\alpha \mathrm{\Delta }^+}{}}\alpha (\tau ).`$ Thus $`\tau j(\tau )`$ is a piecewise linear convex function. Moreover, $`j(\tau )=0`$ whenever $`\tau \mathrm{\Lambda }_+`$ (by C3 and C5). Together this implies $`j(\tau )0`$ for all $`\tau `$. Every $`\omega _0\mathrm{\Sigma }`$ defines a codimension-1-face of $`\mathrm{\Lambda }_+`$. Let $`\tau \mathrm{\Lambda }`$ be close enough to that face such that $`\omega (\tau )0`$ for all $`\omega \mathrm{\Phi }^+`$ except for $`\omega =\omega _0`$ where $`\omega _0(\tau )<0`$. Since $`\omega _0\mathrm{\Phi }`$ by ?, C5 then implies $`j(\tau )=0\omega _0(\tau )+(\omega _0)(\tau )=2\omega _0(\tau )>0`$. Therefore, $`j(\tau )`$ takes strictly positive values outside $`\mathrm{\Lambda }_+`$ which finishes the proof of the claim. 6.5. Corollary. Assume $`\rho `$ is strongly dominant. For $`\lambda \mathrm{\Lambda }_+`$ let $`h=p_\lambda ^{}`$. Then $`b_\tau ^h=0`$ unless $`\tau \lambda `$ and $`b_\lambda ^h=f_\lambda (\rho +\lambda )^1f_\lambda `$. Proof: Let $`\tau `$ be maximal with $`b_\tau ^h0`$. Then $`\tau \mathrm{\Lambda }_+`$ and $`b_\tau ^h=cf_\tau `$ for some $`c0`$. For $`g:=h^{}=p_\lambda `$ we get by definition $`a_\tau ^g(0)=\delta _{\lambda \tau }`$. ? implies $`cf_\tau (\rho )=b_\tau ^h(\rho )=(1)^{\mathrm{}(\tau )}d_\tau \delta _{\lambda \tau }={\displaystyle \frac{f_\tau (\rho )}{f_\tau (\rho +\tau )}}\delta _{\lambda \tau }.`$ Hence ? implies $`\tau =\lambda `$ and $`c=f_\lambda (\rho +\lambda )^1`$. With our Pieri formula we can convert this into a triangularity result. For this, it is convenient to introduce another normalization of the $`p_\lambda (z)`$: let $`P_\lambda :=f_\lambda (\rho +\lambda )p_\lambda `$. Thus $`P_\lambda (\lambda +\rho )=f_\lambda (\rho +\lambda )`$. 6.6. Corollary. For all $`\lambda ,\mu \mathrm{\Lambda }_+`$ holds $`P_\lambda P_\mu =P_{\lambda +\mu }+{\displaystyle \underset{\nu <\lambda +\mu }{}}c_{\lambda \mu }^\nu P_\nu .`$ Proof: For $`h=P_\lambda ^{}`$ we have just seen $`b_\tau ^h=0`$ unless $`\tau \lambda `$ and $`b_\lambda ^h=f_\lambda `$. ? implies $`P_\lambda P_\mu =_\nu c_{\lambda \mu }^\nu P_\nu `$ with $`c_{\lambda \mu }^\nu =f_\lambda (\rho +\lambda )\frac{f_\mu (\rho )}{f_\nu (\rho )}b_{\nu \mu }^h(\rho \mu )`$. Thus $`c_{\lambda \mu }^\nu =0`$ unless $`\nu \mu \lambda `$. Moreover, $`c_{\lambda \mu }^{\lambda +\mu }={\displaystyle \frac{f_\lambda (\rho \mu )f_\mu (\rho )}{f_{\lambda +\mu }(\rho )}}.`$ This last expression equals 1 as follows from the identity $`[zba][zb]=[za+b]`$. In the classical and semiclassical case, $`P_\lambda `$ is exactly the polynomial obtained by normalizing the leading coefficient to 1. To make sense of this in general we introduce a monomial basis of $`𝒫^W`$ as follows: consider $`\mathrm{\Sigma }=\{\omega _1,\mathrm{},\omega _r\}`$ and its dual basis $`\mathrm{\Sigma }^{}=\{\eta _1,\mathrm{},\eta _r\}`$. Then for any $`\lambda \mathrm{\Lambda }_+`$ we define $`𝐞_\lambda :={\displaystyle \underset{i=1}{\overset{r}{}}}P_{\eta _i}^{\omega _i(\lambda )}.`$ Then we get easily by induction: 6.7. Corollary. For every $`\lambda \mathrm{\Lambda }_+`$ there is an expansion $`P_\lambda =𝐞_\lambda +{\displaystyle \underset{\mu <\lambda }{}}d_{\lambda \mu }𝐞_\mu .`$ 7. Multiplicity free spaces In this section, we introduce the main class of examples to which the theory developed in the preceding sections applies. Let $`G`$ be a connected reductive group (everything is defined over $`\mathrm{}`$) and $`U`$ a finite dimensional $`G`$-module. Let $`𝒪(U)`$ be its algebra of polynomial functions. Then $`U`$ is called a multiplicity free space if $`𝒪(U)`$ is a multiplicity free $`G`$-module, i.e., every simple $`G`$-module occurs in $`𝒪(U)`$ at most once. A more geometric criterion is due to Vinberg-Kimelfeld (?, see also ? Thm. 3.1): a Borel subgroup of $`G`$ has a dense orbit in $`U`$. We assume from now on that $`U`$ is a multiplicity free space and we are going to derive a structure $`(\mathrm{\Gamma },\mathrm{\Sigma },W,\mathrm{})`$ from it. For a dominant integral weight $`\lambda `$ let $`M^\lambda `$ be the simple $`G`$-module with lowest weight $`\lambda `$. Let $`\mathrm{\Lambda }_+`$ be the set of $`\lambda `$ such that $`M^\lambda `$ occurs in $`𝒪(U)`$. Thus, as a $`G`$-module, we have $`𝒪(U)_{\lambda \mathrm{\Lambda }_+}M^\lambda .`$ We regard characters as elements of the dual Cartan algebra $`𝔱^{}`$. Let $`\mathrm{\Gamma }^{}𝔱^{}`$ be the subgroup generated by $`\mathrm{\Lambda }_+`$. Then we can define the first ingredient as $`\mathrm{\Gamma }:=Hom(\mathrm{\Gamma }^{},\mathrm{})`$. It is known (?, see also ? Thm. 3.2) that $`\mathrm{\Gamma }_+`$ is a monoid which is generated by a basis $`\mathrm{\Sigma }^{}`$ of $`\mathrm{\Gamma }^{}`$. Let $`\mathrm{\Sigma }\mathrm{\Gamma }`$ be its dual basis. Since $`U`$ is a vector space, the algebra $`𝒪(U)`$ is graded and every irreducible constituent $`M^\lambda `$ occurs in some degree $`\mathrm{}(\lambda )`$. It is easy to see that $`\mathrm{}`$ is additive on $`\mathrm{\Lambda }_+`$. Hence it extends to a linear function $`\mathrm{}\mathrm{\Gamma }`$. The reflection group $`W`$ is more involved to construct. Let $`𝒟(U)`$ be the algebra of polynomial coefficient differential operators on $`U`$. We are interested in the algebra of $`G`$-invariant operators $`𝒟(U)^G`$. Every $`D𝒟(U)^G`$ acts on $`M^\lambda 𝒪(U)`$ by a scalar, denoted by $`c_D(\lambda )`$. Let $`V𝔱^{}`$ be the $`\mathrm{}`$-span of $`\mathrm{\Gamma }^{}`$. By ? Cor. 4.4, the function $`c_D(\lambda )`$ extends to a polynomial function $`c_D(z)`$ on $`V`$. Thus we get an injective homomorphism $`c:𝒟(U)^G𝒪(V):Dc_D`$. To determine its image let $`\overline{\rho }𝔱^{}`$ be the half-sum of the positive roots and $`\overline{W}GL(𝔱^{})`$ the Weyl group of $`G`$. The twisted action of $`\overline{W}`$ on $`𝔱^{}`$ is defined as $`w\chi :=w(\chi +\overline{\rho })\overline{\rho }`$. Then $`W`$ is characterized as follows: 7.1. Theorem. There is a unique subgroup $`W\overline{W}`$ such that a) the subspace $`V`$ and the lattice $`\mathrm{\Gamma }^{}`$ are stable under the twisted action of $`W`$; b) the image of $`c`$ consists exactly of the invariants under this twisted $`W`$-action. This finishes the description of the structure $`(\mathrm{\Gamma },\mathrm{\Sigma },W,\mathrm{})`$. The main point is the following theorem whose proof will occupy the rest of this section. 7.2. Theorem. Let $`(\mathrm{\Gamma },\mathrm{\Sigma },W,\mathrm{})`$ be the structure derived from a multiplicity free space. Then all axioms C1 through C9 hold. C1 follows from the fact that $`𝒟(U)^G`$ is a polynomial ring (?; see also ? Cor. 4.7) and the Shepherd-Todd theorem. C2 is clear since all weights in $`\mathrm{\Sigma }^{}`$ are dominant. C4 follows from ? since the Euler vector field $`\xi `$ is in $`𝒟(U)^G`$ and we have $`c_\xi =\mathrm{}`$. C6 is trivial, since degrees of non-constant polynomials are strictly positive. C8 Any linear $`W`$-invariant $`f`$ comes from a $`G`$-invariant differential operator of order one, hence from a $`G`$-invariant vector field $`\xi `$ on $`U`$. We have $`U^{}𝒪(U)`$ and $`\xi (U^{})U^{}`$. Thus, $`\xi `$ is uniquely determined by the $`G`$-endomorphism $`\xi _0:=\xi \|_U`$. This endomorphism $`\xi _0`$ acts on each simple component of lowest weight $`\eta `$ of $`U`$ as scalar $`f(\eta )`$. But these lowest weights run exactly through $`\mathrm{\Sigma }_1^{}`$. C3, C5, and C7 are handled case by case. For this, we first need some reductions. Assume that there is a reductive group $`\overline{G}`$ with $`G\overline{G}GL(U)`$ such that $`G`$ is normal in $`\overline{G}`$ and the quotient $`\overline{G}/G`$ is a torus. Then the center $`\overline{Z}`$ of $`\overline{G}`$ acts as a scalar on each module $`M^\lambda 𝒪(U)`$. This means that $`U`$ is also multiplicity free with respect to $`\overline{G}`$ and that there is an isomorphism $`\overline{\mathrm{\Lambda }}_+=\mathrm{\Lambda }_+`$. A differential operator is in $`𝒟(U)^G`$ if and only if it acts as a scalar on each $`M^\lambda `$. This shows that $`𝒟(U)^G=𝒟(U)^{\overline{G}}`$. Hence we obtain an isomorphism $`(\mathrm{\Gamma },\mathrm{\Sigma },W,\mathrm{})(\overline{\mathrm{\Gamma }},\overline{\mathrm{\Sigma }},\overline{W},\overline{\mathrm{}})`$. This observation is applied as follows: let $`U=U_1\mathrm{}U_s`$ be the decomposition of $`U`$ into simple modules and let $`A=𝐆_m^sGL(U)`$ consisting of the scalar multiplications in each factor. Then we can replace $`G`$ by $`\overline{G}=AG`$, i.e., assume right away that $`AG`$. A multiplicity free space with that property is called saturated. If $`(G_1,U_1)`$ and $`(G_2,U_2)`$ are multiplicity free spaces then $`(G,U)=(G_1\times G_2,U_1U_2)`$ is one as well. If $`U_1`$ and $`U_2`$ are non-zero, then $`U`$ is called decomposable. The combinatorial structures are related by $`(\mathrm{\Gamma },\mathrm{\Sigma },W,\mathrm{})=(\mathrm{\Gamma }_1\mathrm{\Gamma }_2,\mathrm{\Sigma }_1\mathrm{\Sigma }_2,W_1\times W_2,\mathrm{}_1+\mathrm{}_2)`$. Moreover, one readily verifies that all axioms, but in particular C3, C5, and C7, hold for $`U`$ whenever they hold for $`U_1`$ and $`U_2`$. Thus we may assume that $`U`$ is indecomposable and saturated. These multiplicity free spaces have been classified independently by Benson-Ratcliff, ?, and Leahy, ?. This classification together with the structure $`(\mathrm{\Gamma },\mathrm{\Sigma },W,\mathrm{})`$ is tabulated in the next section from which one easily verifies the three axioms case by case. Finally, we verify axiom C9. This will also provide the motivation for the whole theory. Observe, that, with $`U`$, the dual representation $`U^{}`$ is also a multiplicity free space. Its algebra of functions decomposes as a $`G`$-module like $`𝒪(U^{})=_{\lambda \mathrm{\Lambda }_+}M_\lambda `$ where $`M_\lambda =(M^\lambda )^{}`$ is the simple $`G`$-module with highest weight $`\lambda `$. An element $`D𝒪(U^{})`$ can be regarded as a differential operator with constant coefficients on $`U`$. Let $`𝒟(U)`$ be the algebra of all polynomial coefficient differential operators. Thus we get a $`G`$-module isomorphism $`𝒪(U)𝒪(U^{})𝒟(U):fDfD.`$ Using this isomorphism we can construct a distinguished basis of $`𝒟(U)^G`$ as follows: the space of $`G`$-fixed vectors in $`M^\lambda M_\mu `$ is non-zero if and only if $`\lambda =\mu `$ and in that case it is one-dimensional. Let $`D_\lambda 𝒟(U)^G`$ be the image of a generator. Then the family $`D_\lambda `$, $`\lambda \mathrm{\Lambda }_+`$, is a basis of $`𝒟(U)^G`$. Thus, the polynomials $`c_\lambda (z):=c_{D_\lambda }(z)`$ form a basis of the space of shifted invariant polynomials on $`V`$. To get rid of the shift, choose any $`W`$-equivariant projection $`\pi :𝔱^{}V`$ and any vector $`\sigma V^W`$. Let $`\kappa :=\overline{\rho }\pi (\overline{\rho })`$ and $`\rho :=\pi (\overline{\rho })+\sigma =\overline{\rho }\kappa +\sigma V`$. Then the fact that $`\overline{\rho }+V`$ is $`W`$-stable means precisely that $`\kappa `$ is $`W`$-fixed. Hence the shifted $`W`$-action with $`\overline{\rho }`$-shift coincides with that corresponding to the $`\rho `$-shift. Thus, if we put $`p_\lambda (z):=c_\lambda (z\rho )`$ then we obtain a basis of the (unshifted) $`W`$-invariants on $`V`$. Now, condition C9 is essentially Theorem 4.10 of ?. That theorem also makes sure that we can normalize $`D_\lambda `$ in such a way that $`p_\lambda (\rho +\lambda )=c_\lambda (\lambda )=1`$. The only point left to show is that $`\pi `$ and $`\sigma `$ can be chosen in such a way that $`\rho V_0`$. We are even going to construct a canonical element $`\rho V_0`$. Recall the following consequence of the local structure theorem (see, e.g., ? Thm. 2.4). Let $`B^{}`$ be a Borel subgroup opposite to $`B`$. Then there is a point $`uU`$ such that $`B^{}u`$ is open in $`U`$. Moreover, there is a parabolic subgroup $`PG`$ with Levi part $`L`$ and unipotent radical $`R_uP`$ such that $``$the orbit $`Pu=B^{}u`$; $``$the isotropy group $`P_u`$ is contained and normal in $`L`$; $``$the quotient $`L/P_u`$ is a torus. For $`\lambda \mathrm{\Lambda }_+`$, the lowest weight vector of $`f_\lambda M^\lambda `$ can be normalized to $`f_\lambda (u)=1`$ and then defines a character of $`P`$, hence of $`L`$. The intersection of the kernels of these characters equals $`L_u=P_u`$. Therefore, we can identify $`V`$ with the dual of $`LieL/P_u`$. Furthermore, we can choose a subspace $`C`$ of the center of $`LieL`$ such that $`LieL=CLieP_u`$ and $`VC^{}`$. For a Cartan subalgebra $`𝔱`$ of $`LieL`$ we obtain $`𝔱^{}=C^{}𝔱_u^{}`$. Now we choose for $`\pi `$ the projection of $`𝔱^{}`$ onto $`C^{}=V`$. Let $`w_L`$ be the longest element of the Weyl group of $`L`$ with respect to $`𝔱`$. Then clearly $`\pi (\overline{\rho })=\pi (w_L\overline{\rho })`$, i.e., $`\stackrel{~}{\rho }:=\frac{1}{2}(\overline{\rho }+w_L\overline{\rho })`$ has the same image in $`V`$ as $`\overline{\rho }`$. Let $`\chi 𝔱^{}`$ be sum of all weights of $`U`$. Since it comes from a character of $`LieG`$, it is $`\overline{W}`$-invariant. Let $`\rho :=\frac{1}{2}\chi +\stackrel{~}{\rho }=\frac{1}{2}(\chi +\overline{\rho }+w_L\overline{\rho })`$. Then $`\pi (\rho )`$ differs from $`\pi (\overline{\rho })`$ by the $`W`$-invariant element $`\sigma :=\frac{1}{2}\pi (\chi )`$. Now I claim that $`\pi (\rho )=\rho `$, i.e., $`\rho `$ is already in $`V`$. Consider the action of $`𝔱_u`$ on the top exterior power of the tangent space $`\mathrm{\Lambda }^{top}T_uU=\mathrm{\Lambda }^{top}U`$. On one side, this is just the restriction of $`\chi `$ to $`𝔱_u`$. On the other side, observe that, $`2\stackrel{~}{\rho }`$ is the sum of all roots belonging to $`R_uP`$. Moreover, $`T_uU=LiePu=LieR_uPC`$ with trivial action of $`𝔱_u`$ on $`C`$. Thus, the restriction of $`\rho `$ to $`𝔱_u`$ is zero which means $`\rho V`$. This element $`\rho `$ is very easy to calculate in every given case. For the indecomposable saturated multiplicity free spaces it is recorded in the tables below. This shows in particular that $`\rho V_0`$ in every given case and concludes the proof of ?. An immediate consequence is the following statement. It would be desirable to have a conceptual proof. 7.3. Corollary. The polynomials $`p_\lambda `$ describing the spectrum of Capelli operators on a multiplicity free space are the joint eigenfunctions of a family of commuting difference operators. 8. Tables The table below lists all structures $`(\mathrm{\Gamma },\mathrm{\Sigma },W,\mathrm{})`$ which come from indecomposable saturated multiplicity free actions. First, the combinatorial structure is defined (indicated by a double line $`\|\|`$) and then its relation to multiplicity free spaces. The space $`V`$ is a subspace of some $`\mathrm{}^m`$ with canonical basis $`e_i`$ and coordinates $`z_i`$. In all cases, except III<sub>odd</sub> and IVa, we have $`V=\mathrm{}^m`$. In case V, we found it easier to work with basis vectors $`e_i`$, $`e_i^{}`$, $`e^{\prime \prime }`$ and corresponding coordinates $`z_i`$, $`z_i^{}`$, $`z^{\prime \prime }`$. The Weyl group is given as follows: $`s_{ij}`$ denotes the transposition $`z_iz_j`$. The notation $`S_3(z_1,z_3,z_5)`$ means the symmetric group permuting the coordinates $`z_1,z_3,z_5`$ and leaving all others fixed. A similar convention holds for other reflection groups, e.g., $`𝖣_3(z_2,z_4,z_6)`$. Finally, $`\pm z_i`$ means the reflection about the hyperplane $`z_i=0`$. The sets $`\mathrm{\Delta }^+`$ and $`\mathrm{\Phi }^+`$ are given such that condition C5 can be verified easily. We also give the orbit structure of $`\mathrm{\Sigma }`$ under the group $`\pm W`$. Each entry corresponds to an element of $`\mathrm{\Sigma }`$. Then $`\omega _i\pm W\omega _j`$ if and only if the $`i`$-th and $`j`$-th entry are equal, disregarding the sign. The sign “$`\pm `$” stands if and only if $`\omega _iW\omega _i`$. Otherwise, the same or different sign means that $`\omega _iW\omega _j`$ or $`\omega _iW\omega _j`$, respectively. Then we give the $`z`$-coordinates of a general element $`\rho V_0`$. If in the $`\pm W`$-table $`\omega \mathrm{\Sigma }`$ has an upper-case letter $`R`$, $`S`$, etc. then $`\omega (\rho )`$ is denoted by the corresponding lower case letter $`r`$, $`s`$, etc. Below the definition of the structure we list the indecomposable saturated multiplicity free actions giving rise to it. The list is comprehensive by the classification in ?, ?, and ?. In ? we collected all the necessary data to verify the assertions in the table. In each case, we list the values of $`\omega (\rho )`$, $`\omega \mathrm{\Sigma }`$ where $`\rho =\frac{1}{2}(\chi +\overline{\rho }+w_L\overline{\rho })`$ is the canonical choice of $`\rho `$ as described in the preceding section. Then we describe how the basis vectors $`e_i`$ are related to actual weights. The notation is quite straightforward: $`\epsilon _i`$ denotes a weight in the defining representation of a classical group, $`\alpha _i`$ and $`\omega _i`$ are simple roots and fundamental weights (numbered as in Bourbaki ?). Weights of different factors of $`G`$ are distinguished by primes: $`\epsilon _i`$, $`\epsilon _i^{}`$, $`\epsilon _i^{\prime \prime }`$, etc. Case I: The classical cases: ($`1n`$) (see also ?) $`\mathrm{\Sigma }:=\{z_1z_2,z_2z_3,\mathrm{},z_{n1}z_n,z_n\}`$. $`\mathrm{\Sigma }^{}=\{e_1,e_1+e_2,e_1+e_2+e_3,\mathrm{},e_1+e_2+\mathrm{}+e_n\}`$ $`\mathrm{}:=z_1+z_2+\mathrm{}+z_n`$ $`W:=S_n=s_{12},s_{23},\mathrm{},s_{n1n}`$ $`\mathrm{\Delta }^+=\{z_iz_j1i<jn\}`$ $`\mathrm{\Phi }^+=\{z_iz_j1i<jn\}\{z_i1in\}`$ $`\pm W`$-orbits of $`\mathrm{\Sigma }`$: $`[\pm R,\pm R,\mathrm{},\pm R,S]`$ $`\rho =((n1)r+s,(n2)r+s,\mathrm{},r+s,s)`$ $`GL_p(\mathrm{})`$ on $`S^2(\mathrm{}^p)`$ with $`1p`$ $`n=p`$, $`r=\frac{1}{2}`$, $`s=\frac{1}{2}`$, $`e_i=2\epsilon _i`$ $`GL_p(\mathrm{})\times GL_q(\mathrm{})`$ on $`\mathrm{}^p\mathrm{}^q`$ with $`1pq`$ $`n=p`$, $`r=1`$, $`s=\frac{1}{2}(qp+1)`$, $`e_i=\epsilon _i+\epsilon _i^{}`$ $`GL_p(\mathrm{})`$ on $`\mathrm{\Lambda }^2(\mathrm{}^p)`$ with $`2p`$ $`p`$ even: $`n=\frac{p}{2}`$, $`r=2`$, $`s=\frac{1}{2}`$$`e_i=\epsilon _{2i1}+\epsilon _{2i}`$ $`p`$ odd: $`n=\frac{p1}{2}`$, $`r=2`$, $`s=\frac{3}{2}`$$`e_i=\epsilon _{2i1}+\epsilon _{2i}`$ $`Sp_{2p}(\mathrm{})`$ on $`\mathrm{}^{2p}`$ with $`1p`$ $`n=1`$, $`r`$ undefined, $`s=p`$, $`e_1=\epsilon _1`$ $`SO_p(\mathrm{})\times \mathrm{}^{}`$ on $`\mathrm{}^p`$ with $`3p`$ $`n=2`$, $`r=\frac{p}{2}1`$, $`s=\frac{1}{2}`$, $`e_1=\epsilon _1+\epsilon `$, $`e_2=\epsilon _1+\epsilon `$ $`Spin_{10}(\mathrm{})\times \mathrm{}^{}`$ on $`\mathrm{}^{16}`$ $`n=2`$, $`r=3`$, $`s=\frac{5}{2}`$, $`e_1=\omega _5+\epsilon `$, $`e_1+e_2=\omega _1+2\epsilon `$ $`Spin_7(\mathrm{})\times \mathrm{}^{}`$ on $`\mathrm{}^8`$ $`n=2`$, $`r=3`$, $`s=\frac{1}{2}`$, $`e_1=\omega _3+\epsilon `$, $`e_2=\omega _3+\epsilon `$ $`\mathrm{G}_2\times \mathrm{}^{}`$ on $`\mathrm{}^7`$ $`n=2`$, $`r=\frac{5}{2}`$, $`s=\frac{1}{2}`$, $`e_1=\omega _1+\epsilon `$, $`e_2=\omega _1+\epsilon `$ $`\mathrm{E}_6\times \mathrm{}^{}`$ on $`\mathrm{}^{27}`$ $`n=3`$, $`r=4`$, $`s=\frac{1}{2}`$, $`e_1=\omega _1+\epsilon `$, $`e_1+e_2=\omega _6+2\epsilon `$, $`e_1+e_2+e_3=3\epsilon `$ Case II: The semiclassical cases: ($`3n`$) (see also ?) $`\mathrm{\Sigma }:=\{z_1z_2,z_2z_3,\mathrm{},z_{n1}z_n,z_n\}`$ $`\mathrm{\Sigma }^{}=\{e_1,e_1+e_2,e_1+e_2+e_3,\mathrm{},e_1+e_2+\mathrm{}+e_n\}`$ $`\mathrm{}:=z_1+z_3+z_5+\mathrm{}`$ $`W:=\{\pi S_ni:\pi (i)ieven\}=s_{13},s_{24},\mathrm{},s_{n2n}`$ $`\mathrm{\Delta }^+=\{z_iz_j1i<jn,ijeven\}`$ $`\mathrm{\Phi }^+=\{z_iz_j1i<jn,ijodd\}\{z_i1in,nieven\}`$ $`\pm W`$-orbits of $`\mathrm{\Sigma }`$: $`[R,R,R,R,\mathrm{},S]`$ $`\rho =((n1)r+s,(n2)r+s,\mathrm{},r+s,s)`$ $`GL_p(\mathrm{})\times GL_q(\mathrm{})`$ on $`(\mathrm{}^p\mathrm{}^q)\mathrm{}^q`$ with $`1p`$, $`2q`$ $`p<q`$: $`n=2p+1`$, $`r=\frac{1}{2}`$, $`s=\frac{qp}{2}`$, $`e_{2i}=\epsilon _i`$ ($`i=1,\mathrm{},p`$), $`e_{2i1}=\epsilon _i^{}`$ ($`i=1,\mathrm{},p+1`$) $`pq`$: $`n=2q`$, $`r=\frac{1}{2}`$, $`s=\frac{pq+1}{2}`$, $`e_{2i}=\epsilon _i`$ ($`i=1,\mathrm{},q`$), $`e_{2i1}=\epsilon _i^{}`$ ($`i=1,\mathrm{},q`$) $`GL_1(\mathrm{})\times GL_q(\mathrm{})`$ on $`(\mathrm{}\mathrm{}^q)(\mathrm{}^q)^{}`$ with $`2q`$ $`n=3`$, $`r=\frac{q1}{2}`$, $`s=\frac{1}{2}`$, $`e_1=\epsilon _n^{}`$, $`e_2=\epsilon +\epsilon _1^{}+\epsilon _n^{}`$, $`e_3=\epsilon _1^{}`$. $`GL_p(\mathrm{})`$ on $`\mathrm{\Lambda }^2(\mathrm{}^n)\mathrm{}^n`$ with $`3p`$ $`n=p`$, $`r=1`$, $`s=\frac{1}{2}`$, $`e_i=\epsilon _i`$ Case III: The quasiclassical cases: ($`3n`$) $`n`$ odd $`V:=\{z\mathrm{}^{n+1}z_n=0\}`$ $`\mathrm{\Sigma }:=\{z_1z_2,z_2z_3,\mathrm{},z_nz_{n+1}\}`$ $`\mathrm{\Sigma }^{}=\{e_1,e_1+e_2,\mathrm{},e_1+e_2+\mathrm{}+e_{n1},e_{n+1}\}`$ $`\mathrm{}:=_{i=1}^{n+1}\frac{1}{2}(13(1)^i)z_i=2z_1z_2+2z_3+\mathrm{}z_{n+1}`$ $`W:=\{\pi S_{n+1}i:\pi (i)ieven,\pi (n)=n\}=s_{13},s_{24},\mathrm{},s_{n3n1},s_{n1n+1}`$ $`\mathrm{\Delta }^+=\{z_iz_j1i<jn+1,ijeven,jn\}`$ $`\mathrm{\Phi }^+=\{z_iz_j1i<jn+1,ijodd\}`$ (with $`z_n=0`$) $`\pm W`$-orbits of $`\mathrm{\Sigma }`$: $`[R,R,R,R,\mathrm{},R,S,S]`$ $`\rho =((n2)r+s,(n3)r+s,\mathrm{},r+s,s,0,s)`$ $`n`$ even $`\mathrm{\Sigma }:=\{z_1z_2,z_2z_3,\mathrm{},z_{n1}z_n,z_{n1}\}`$ $`\mathrm{\Sigma }^{}=\{e_1,e_1+e_2,\mathrm{},e_1+e_2+\mathrm{}+e_{n2},e_n,e_1+e_2+\mathrm{}+e_n\}`$ $`\mathrm{}:=_{i=1}^n\frac{1}{2}(13(1)^i)z_i=2z_1z_2+2z_3+\mathrm{}z_n`$ $`W:=\{\pi S_ni:\pi (i)ieven\}=s_{13},s_{24},\mathrm{},s_{n2n}`$ $`\mathrm{\Delta }^+=\{z_iz_j1i<jn,ijeven\}`$ $`\mathrm{\Phi }^+=\{z_iz_j1i<jn,ijodd\}\{z_i1in,iodd\}`$ $`\pm W`$-orbits of $`\mathrm{\Sigma }`$: $`[R,R,R,R,\mathrm{},R,S]`$ $`\rho =((n2)r+s,(n3)r+s,\mathrm{},r+s,s,r+s)`$ Remark: For $`n=3`$ and $`n=4`$, the structures in II and III are isomorphic. $`GL_p(\mathrm{})\times GL_q(\mathrm{})`$ on $`(\mathrm{}^p\mathrm{}^q)(\mathrm{}^q)^{}`$ with $`1p`$, $`2q`$ $`p<q`$: $`n=2p+1`$, $`r=\frac{1}{2}`$, $`s=\frac{qp}{2}`$, $`e_{2i1}=\epsilon _i`$ ($`i=1,\mathrm{},p`$), $`e_{2i}=\epsilon _i^{}`$ ($`i=1,\mathrm{},p`$), $`e_{n+1}=\epsilon _q^{}`$ $`pq`$: $`n=2q`$, $`r=\frac{1}{2}`$, $`s=\frac{pq+1}{2}`$, $`e_{2i1}=\epsilon _i`$ ($`i=1,\mathrm{},q`$), $`e_{2i}=\epsilon _i^{}`$ ($`i=1,\mathrm{},q`$) $`GL_p(\mathrm{})\times \mathrm{}^{}`$ on $`\mathrm{\Lambda }^2(\mathrm{}^p)(\mathrm{}^p)^{}`$ with $`3p`$ $`n=p`$, $`r=1`$, $`s=\frac{1}{2}`$, $`e_i=\epsilon _i`$ ($`i=1,\mathrm{},2\frac{n}{2}`$), $`e_{n+1}=\epsilon _n`$ if $`n`$ is odd Case IVa: $`V:=\{z\mathrm{}^7z_2+z_4+z_6+z_7=0\}`$ $`\mathrm{\Sigma }:=\{z_1z_2,z_2z_3,z_3z_4,z_4z_5,z_5z_6,z_4+z_6\}`$ $`\mathrm{\Sigma }^{}=\{`$ $`(1,0,0,0,0,0,0),(1,1,0,0,0,0,1),(1,1,1,0,0,0,1),`$ $`(\frac{1}{2},\frac{1}{2},\frac{1}{2},\frac{1}{2},\frac{1}{2},\frac{1}{2},\frac{1}{2}),(\frac{1}{2},\frac{1}{2},\frac{1}{2},\frac{1}{2},\frac{1}{2},\frac{1}{2},\frac{1}{2}),(\frac{1}{2},\frac{1}{2},\frac{1}{2},\frac{1}{2},\frac{1}{2},\frac{1}{2},\frac{3}{2})\}`$ $`\mathrm{}:=2(z_1+z_3+z_5)`$ $`W:=S_3(z_1,z_3,z_5)\times S_4(z_2,z_4,z_6,z_7)`$ $`\mathrm{\Delta }^+=\{z_iz_j(i,j)=(1,3),(1,5),(3,5),(2,4),(2,6),(2,7),(4,6),(4,7),(6,7)\}`$ $`\mathrm{\Phi }^+=`$ $`\{sign(ji)(z_iz_j)i=1,3,5;j=2,4,6,7\}`$ $`\{(z_i+z_j)(i,j)=(2,4),(2,6),(4,6)\}`$ $`\pm W`$-orbits of $`\mathrm{\Sigma }`$: $`[R,R,R,R,R,\pm S]`$ $`\rho =(\frac{s}{2}+4r,\frac{s}{2}+3r,\frac{s}{2}+2r,\frac{s}{2}+r,\frac{s}{2},\frac{s}{2}r,\frac{3}{2}s3r)`$ $`Sp_{2p}(\mathrm{})\times GL_3(\mathrm{})`$ on $`\mathrm{}^{2p}\mathrm{}^3`$ with $`3p`$ $`r=\frac{1}{2}`$, $`s=p2`$, $`e_1=\epsilon _1^{}+\epsilon _2^{}`$, $`e_3=\epsilon _1^{}+\epsilon _3^{}`$, $`e_5=\epsilon _2^{}+\epsilon _3^{}`$, $`e_2e_7=\epsilon _1+\epsilon _2`$, $`e_4e_7=\epsilon _1+\epsilon _3`$, $`e_6e_7=\epsilon _2+\epsilon _3`$ Case IVb: $`\mathrm{\Sigma }:=\{\frac{1}{2}(z_1z_2z_4z_6),z_2z_3,z_3z_4,z_4z_5,z_5z_6,z_5+z_6\}`$ $`\mathrm{\Sigma }^{}=\{`$ $`(2,0,0,0,0,0),(1,1,0,0,0,0),(1,1,1,0,0,0),(2,1,1,1,0,0),`$ $`(\frac{3}{2},\frac{1}{2},\frac{1}{2},\frac{1}{2},\frac{1}{2},\frac{1}{2}),(\frac{1}{2},\frac{1}{2},\frac{1}{2},\frac{1}{2},\frac{1}{2},\frac{1}{2})\}`$ $`\mathrm{}:=2z_1`$ $`W:=𝖣_3(z_2,z_4,z_6)\times 𝖢_2(z_3,z_5)`$ $`\mathrm{\Delta }^+=\{z_i\pm z_j(i,j)=(2,4),(2,6),(4,6)\}\{z_3\pm z_5,2z_3,2z_5\}`$ $`\mathrm{\Phi }^+=`$ $`\{z_i\pm z_j2i<j6,ij\text{ odd}\}`$ $`\{\frac{1}{2}(z_1\pm z_2\pm z_4\pm z_6)\text{1 or 3 minus signs}\}`$ $`\pm W`$-orbits of $`\mathrm{\Sigma }`$: $`[S,\pm R,\pm R,\pm R,\pm R,\pm R]`$ $`\rho =(2s+6r,4r,3r,2r,r,0)`$ $`Sp_4(\mathrm{})\times GL_p(\mathrm{})`$ on $`\mathrm{}^4\mathrm{}^p`$ with $`4p`$ $`r=\frac{1}{2}`$, $`s=\frac{p3}{2}`$, $`e_3=\epsilon _1+\epsilon _2,e_5=\epsilon _1\epsilon _2`$ $`2e_1=\epsilon _1^{}+\epsilon _2^{}+\epsilon _3^{}+\epsilon _4^{},2e_2=\epsilon _1^{}+\epsilon _2^{}\epsilon _3^{}\epsilon _4^{},2e_4=\epsilon _1^{}\epsilon _2^{}+\epsilon _3^{}\epsilon _4^{},2e_6=\epsilon _1^{}+\epsilon _2^{}+\epsilon _3^{}\epsilon _4^{}`$ Case IVc: $`\mathrm{\Sigma }:=\{z_1z_2,z_2z_3,z_3z_4,z_4z_5,z_4+z_5\}`$ $`\mathrm{\Sigma }^{}=(1,0,0,0,0),(1,1,0,0,0),(1,1,1,0,0),(\frac{1}{2},\frac{1}{2},\frac{1}{2},\frac{1}{2},\frac{1}{2}),(\frac{1}{2},\frac{1}{2},\frac{1}{2},\frac{1}{2},\frac{1}{2})`$ $`\mathrm{}:=2(z_1+z_3+z_5)`$ $`W:=S_3(z_1,z_3,z_5)\times 𝖢_2(z_2,z_4)`$ $`\mathrm{\Delta }^+=\{z_iz_j(i,j)=(1,3),(1,5),(3,5)\}\{z_2\pm z_4,2z_2,2z_4\}`$ $`\mathrm{\Phi }^+=\{z_i\pm z_j1i<j5,ij\text{ odd}\}`$ $`\pm W`$-orbits of $`\mathrm{\Sigma }`$: $`[R,R,R,R,R]`$ $`\rho =(4r,3r,2r,r,0)`$ $`Sp_4(\mathrm{})\times GL_3(\mathrm{})`$ on $`\mathrm{}^4\mathrm{}^3`$ $`r=\frac{1}{2}`$, $`e_2=\epsilon _1+\epsilon _2,e_4=\epsilon _1\epsilon _2`$, $`e_1=\epsilon _1^{}+\epsilon _2^{},e_3=\epsilon _1^{}+\epsilon _3^{},e_5=\epsilon _2^{}+\epsilon _3^{}`$ Case V: ($`1ba3`$) $`\mathrm{\Sigma }=\{`$ $`z_1z_2,\mathrm{},z_{a1}z_a,z_1^{}z_2^{},\mathrm{},z_{b1}^{}z_b^{},`$ $`z_a+z_b^{}z^{\prime \prime },z_az_b^{}+z^{\prime \prime },z_a+z_b^{}+z^{\prime \prime }\}`$ $`\mathrm{\Sigma }^{}=\{`$ $`e_1,e_1+e_2,\mathrm{},e_1+e_2+\mathrm{}+e_{a1},e_1^{},e_1^{}+e_2^{},\mathrm{},e_1^{}+e_2^{}+\mathrm{}+e_{b1}^{},`$ $`\frac{1}{2}e_i+\frac{1}{2}e_i^{},\frac{1}{2}e_i+\frac{1}{2}e^{\prime \prime },\frac{1}{2}e_i^{}+\frac{1}{2}e^{\prime \prime }\}`$ $`\mathrm{}:=2(z_1+z_1^{})`$ $`W:=(\mathrm{}/2\mathrm{})^{a+b1}=\{(z_1,\pm z_2,\mathrm{},\pm z_a,z_1^{},\pm z_2^{},\mathrm{},\pm z_b^{},\pm z^{\prime \prime })\}`$ $`\mathrm{\Delta }^+=\{2z_2,\mathrm{},2z_a,2z_2^{},\mathrm{},2z_b^{},2z^{\prime \prime }\}`$ $`\mathrm{\Phi }^+=`$ $`\{z_i\pm z_{i+1}1i<a\}\{z_i^{}\pm z_{i+1}^{}1i<b\}`$ $`\{\pm z_a\pm z_b^{}\pm z^{\prime \prime }\text{at most one minus sign}\}`$ $`\pm W`$-orbits of $`\mathrm{\Sigma }`$: $`ab>1`$: $`[R_1,\pm R_2,\mathrm{},\pm R_{a1},R_1^{},\pm R_2^{},\mathrm{},\pm R_{b1}^{},\pm S,\pm S,\pm S]`$ $`a>b=1`$: $`[R_1,\pm R_2,\mathrm{},\pm R_{a1},S,S,S]`$ $`\rho =(r_1+\mathrm{}+r_{a1}+s,r_2+\mathrm{}+r_{a1}+s,\mathrm{},r_{a1}+s,s`$; $`\rho =(`$ $`r_1^{}+\mathrm{}+r_{b1}^{}+s,r_2^{}+\mathrm{}+r_{b1}^{}+s,\mathrm{},r_{b1}^{}+s,s;s)`$ (for $`a>b1`$) Remark: The cases $`(a,b)=(1,1)`$ and $`(2,1)`$ are isomorphic to the cases $`n=3`$ and $`n=4`$ of Case II, respectively. $`(Sp_{2p}(\mathrm{})\times \mathrm{}^{})\times GL_2(\mathrm{})`$ on $`(\mathrm{}^{2p}\mathrm{}^2)\mathrm{}^2`$ with $`2p`$ $`a=3`$, $`b=1`$, $`r_1=\frac{1}{2}`$, $`r_2=p1`$, $`s=\frac{1}{2}`$ $`e_1=2\epsilon +\omega _2^{}`$, $`e_2=\omega _2`$, $`e_3=\alpha _1`$, $`e_1^{}=\omega _2^{}`$, $`e^{\prime \prime }=\alpha _1^{}`$ $`GL_p(\mathrm{})\times SL_2(\mathrm{})\times GL_q(\mathrm{})`$ on $`(\mathrm{}^p\mathrm{}^2)(\mathrm{}^2\mathrm{}^q)`$ with $`2p,q`$ $`a=2`$, $`b=2`$, $`r_1=\frac{p1}{2}`$, $`r_1^{}=\frac{q1}{2}`$, $`s=\frac{1}{2}`$ $`e_1=\omega _2`$, $`e_2=\alpha _1`$, $`e_1^{}=\omega _2^{\prime \prime }`$, $`e_2^{}=\alpha _1^{\prime \prime }`$, $`e^{\prime \prime }=2\omega ^{}`$ $`(Sp_{2p}(\mathrm{})\times \mathrm{}^{})\times SL_2(\mathrm{})\times GL_q(\mathrm{})`$ on $`(\mathrm{}^{2p}\mathrm{}^2)(\mathrm{}^2\mathrm{}^q)`$ with $`2p,q`$ $`a=3`$, $`b=2`$, $`r_1=\frac{1}{2}`$, $`r_2=p1`$, $`r_1^{}=\frac{q1}{2}`$, $`s=\frac{1}{2}`$ $`e_1=2\epsilon `$, $`e_2=\omega _2`$, $`e_3=\alpha _1`$, $`e_1^{}=\omega _2^{\prime \prime }`$, $`e_2^{}=\alpha _1^{\prime \prime }`$, $`e^{\prime \prime }=2\omega ^{}`$ $`(Sp_{2p}(\mathrm{})\times \mathrm{}^{})\times SL_2(\mathrm{})\times (Sp_{2q}(\mathrm{})\times \mathrm{}^{})`$ on $`(\mathrm{}^{2p}\mathrm{}^2)(\mathrm{}^2\mathrm{}^{2q})`$ with $`2p,q`$ $`a=3`$, $`b=3`$, $`r_1=\frac{1}{2}`$, $`r_2=p1`$, $`r_1^{}=\frac{1}{2}`$, $`r_2^{}=q1`$, $`s=\frac{1}{2}`$ $`e_1=2\epsilon `$, $`e_2=\omega _2`$, $`e_3=\alpha _1`$, $`e_1^{}=2\epsilon ^{\prime \prime }`$, $`e_2^{}=\omega _2^{\prime \prime }`$, $`e_3^{}=\alpha _1^{\prime \prime }`$, $`e^{\prime \prime }=2\omega ^{}`$ $`Spin_8(\mathrm{})\times \mathrm{}^{}\times \mathrm{}^{}`$ on $`\mathrm{}_+^8\mathrm{}_{}^8`$ $`a=2`$, $`b=2`$, $`r_1=\frac{1}{2}`$, $`r_1^{}=\frac{1}{2}`$, $`s=\frac{3}{2}`$ $`e_1=2\epsilon `$, $`e_2=\epsilon _1\epsilon _4`$,$`e_1^{}=2\epsilon ^{}`$, $`e_2^{}=\epsilon _1+\epsilon _4`$, $`e^{\prime \prime }=\epsilon _2+\epsilon _3`$ Case VIa: $`\mathrm{\Sigma }:=\{z_1z_2,z_2z_3,2z_3\}`$ $`\mathrm{\Sigma }^{}=\{(1,0,0),(1,1,0),(\frac{1}{2},\frac{1}{2},\frac{1}{2})\}`$ $`\mathrm{}:=2z_1`$ $`W:=(\mathrm{}/2\mathrm{})^2=\{(z_1,z_2,z_3)(z_1,\pm z_2,\pm z_3)\}`$ $`\mathrm{\Delta }^+=\{2z_2,2z_3\}`$ $`\mathrm{\Phi }^+=\{z_1\pm z_2,z_2\pm z_3,2z_3\}`$ $`\pm W`$-orbits of $`\mathrm{\Sigma }`$: $`[R,\pm S,\pm T]`$ $`\rho =(r+s+\frac{t}{2},s+\frac{t}{2},\frac{t}{2})`$ $`Sp_{2p}(\mathrm{})\times GL_2(\mathrm{})`$ on $`\mathrm{}^{2p}\mathrm{}^2`$ with $`2p`$ $`r=\frac{1}{2}`$, $`s=p1`$, $`t=1`$, $`e_1=\omega _2^{}`$, $`e_2=\omega _2`$, $`e_3=\alpha _1+\alpha _1^{}`$ $`Spin_9(\mathrm{})\times \mathrm{}^{}`$ on $`\mathrm{}^{16}`$ $`r=\frac{1}{2}`$, $`s=2`$, $`t=3`$, $`e_1=2\epsilon `$, $`e_2=\omega _1`$, $`e_3=\omega _1+2\omega _4`$ Case VIb: $`\mathrm{\Sigma }:=\{z_1z_2,z_2z_3,z_3z_4,z_3+z_4\}`$ $`\mathrm{\Sigma }^{}=\{(1,0,0,0),(1,1,0,0),(\frac{1}{2},\frac{1}{2},\frac{1}{2},\frac{1}{2}),(\frac{1}{2},\frac{1}{2},\frac{1}{2},\frac{1}{2})\}`$ $`\mathrm{}:=2z_1`$ $`W:=(\mathrm{}/2\mathrm{})^2=\{(z_1,z_2,z_3,z_4)(z_1,\pm z_2,\pm z_3,z_4)\}`$ $`\mathrm{\Delta }^+=\{2z_2,2z_3\}`$ $`\mathrm{\Phi }^+=\{z_1\pm z_2,z_2\pm z_3,z_3\pm z_4\}`$ $`\pm W`$-orbits of $`\mathrm{\Sigma }`$: $`[R,\pm S,T,T]`$ $`\rho =(r+s+t,s+t,t,0)`$ $`Sp_{2p}(\mathrm{})\times \mathrm{}^{}\times \mathrm{}^{}`$ on $`\mathrm{}^{2p}\mathrm{}^{2p}`$ with $`2p`$ $`r=\frac{1}{2}`$, $`s=p1`$, $`t=\frac{1}{2}`$, $`e_1=\epsilon +\epsilon ^{}`$, $`e_2=\omega _2`$, $`e_3=\alpha _1`$, $`e_4=\epsilon \epsilon ^{}`$ 9. 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warning/0006/quant-ph0006062.html	ar5iv	text	# Information Gain versus State Disturbance for a Single Qubit ## 1. Introduction Disturbance caused by an attempt to gain classical information about the quantum state of a physical system is one of the essential features of quantum theory . The balance between the information gain and the state disturbance can be quantified in many different ways, depending on a specific physical scenario. Analytical derivations of the exact form of such trade-offs are usually a non-trivial matter, as the optimization needs to be carried out over all possible quantum operations that can be applied to the system. Nevertheless, in certain instances, for example the case of estimation and operation fidelities for a single $`d`$-level system in a uniformly distributed pure state, optimization by analytical means has been shown to be possible . The derivation of this last result was enabled essentially by the fact that both the operation and the estimation fidelities are quadratic in the operators that constitute the Stinespring decomposition of a quantum operation. The situation becomes considerably more involved when the parameters quantifying the state disturbance or the information gain have a more complicated dependence on the quantum operation. A good example is the gain of information expressed in terms of the Shannon entropy. This quantity arises naturally in the framework of Bayesian inference, when we try to quantify how well the a posteriori probability distribution “pins down” the measured state . In this paper, we present a derivation of the trade-off between the information gain and state disturbance, when the physical system under consideration consists of a single qubit prepared in a pure state, and both the information gain and the state disturbance are quantified using parameters satisfying certain invariance criteria. As a concrete example, we will consider the trade-off between the Shannon entropy as a measure of the information gain combined with the state disturbance quantified in terms of the average operation fidelity. An intermediate step in this derivation requires demonstrating that it is sufficient to consider the so-called efficient (also known as Lüders-type or ideal ) operations, for which obtaining a specific measurement outcome leaves the system in a pure state. Physically speaking, efficient quantum operations should introduce minimum disturbance while inducing a fixed generalized measurement, or equivalently, maximize the amount of classical information for a given Stinespring decomposition of a quantum operation. While the latter property is straightforward to prove for the Shannon information gain or the average estimation fidelity, the former property in the case of the operation fidelity has been conjectured a while ago by Barnum , and proven by him only recently using the convexity of certain operator maps involving tensor products . We show here that in the case of uniform distributions generating unitarily invariant measures of the state disturbance, the optimality of efficient operations can be analyzed following an alternative route, based on results obtained in the field of convex analysis on operators . This connection is valid for arbitrary finite-dimensional systems, and it is an interesting question whether any of these results can be carried over to Hilbert spaces of inifinite dimension. This paper is structured as follows. First we discuss the convexity properties of measures characterizing information gain and state disturbance in Sect. 2 and 3 using the examples of the Shannon information gain and the operation fidelity. In Sect. 3 we also link the optimality of efficient quantum operations to the convexity of unitarily invariant functions defined on hermitian operators. In Sect. 4 we derive the trade-off between the information gain and the state disturbance for a single qubit. Sect. 5 gives two other measures of information gain and state disturbance which fall under the general formalism used in the preceding section. Finally, Sect. 6 concludes the paper. Before we pass on to detailed discussion, let us first summarize briefly the elementary facts needed further in this paper. The subject of our interest is a quantum operation, i.e. a trace-preserving completely positive map acting on density operators $`\widehat{\varrho }`$. The map has the Stinespring decomposition of the form $$\widehat{\varrho }\underset{r\mu }{}\widehat{A}_{r\mu }\widehat{\varrho }\widehat{A}_{r\mu }^{}.$$ (1) with the family of the operators $`\{\widehat{A}_{r\mu }\}`$ satisfying the condition $$\underset{r\mu }{}\widehat{A}_{r\mu }^{}\widehat{A}_{r\mu }=\widehat{\mathrm{𝟙}}$$ (2) which guarantees the preservation of the trace of the density operator. We assume that the index $`r`$ describes the classical outcome of the measurement, while the summation over the index $`\mu `$ is responsible for additional averaging due to the imperfections of the measuring apparatus, resulting in a decrease of classically available information. If we are interested only in the classical outcome of the measurement, then it is sufficient to consider a positive operator-valued measure $`\{\widehat{M}_r\}`$ induced by the quantum operation $`\{\widehat{A}_{r\mu }\}`$ according to $$\widehat{M}_r=\underset{\mu }{}\widehat{A}_{r\mu }^{}\widehat{A}_{r\mu }.$$ (3) The probability of obtaining a specific result $`r`$ is given by $`\text{Tr}(\widehat{M}_r\widehat{\varrho })`$, and the outcome $`r`$ is associated with a conditional transformation of the density matrix given by $$\widehat{\varrho }\frac{1}{\text{Tr}(\widehat{M}_r\widehat{\varrho })}\underset{\mu }{}\widehat{A}_{r\mu }\widehat{\varrho }\widehat{A}_{r\mu }^{}.$$ (4) The gain of classical information depends only on the operator-valued measure $`\{\widehat{M}_r\}`$, whereas the state disturbance is affected by the specific form of the quantum operation. Of course, there are many quantum operations corresponding to a given operator-valued measure $`\{\widehat{M}_r\}`$. Given an operation $`\{\widehat{A}_{r\mu }\}`$ we can always augment the associated information gain by assuming that both the indices $`r`$ and $`\mu `$ are available classically. Conversely, we can ask which quantum operation inducing the generalized measurement $`\{\widehat{M}_r\}`$ minimizes the state disturbance. A good candidate for this operation is $`\{\sqrt{\widehat{M}_r}\}`$, as it retains the purity of the input state for a given measurement outcome, and also preserves the relative phases of the input state in the basis diagonalizing $`\widehat{M}_r`$. As it will be discussed in Sect. 3, this intuition turns out to be correct when the measure of the state disturbance can be represented as a sum of contributions given by the values of a certain function on the operators $`\widehat{A}_{r\mu }^{}\widehat{A}_{r\mu }`$, when this function is unitarily invariant and concave on the subspace of diagonal operators. ## 2. Shannon information gain As an example of a measure of classical information gained from a quantum operation, we shall consider here the decrease of the Shannon entropy between the a priori and a posteriori probability distributions defined on the manifold of pure states. Let us denote by $`\text{d}\psi `$ the normalized invariant integration measure on the manifold of pure states. This measure is induced by the Haar measure associated with the Lie group of unitary transformations on the corresponding Hilbert space. We will assume that the initial a priori probability distribution is given with respect to this measure by a function $`p(\psi )`$. Therefore the initial entropy is given by the expression $$H[p(\psi )]=\text{d}\psi p(\psi )\mathrm{log}_2p(\psi ).$$ (5) Obtaining a specific outcome $`r`$ of the measurement yields a conditional a posteriori probability distribution $`p(\psi \|r)`$ calculated according to the Bayes’ rule as $$p(\psi \|r)=\frac{p(r\|\psi )p(\psi )}{p(r)}$$ (6) where $`p(r\|\psi )=\psi \|\widehat{M}_r\|\psi `$ is the standard quantum mechanical probability of obtaining the outcome $`r`$ for an input state $`\|\psi `$, and $`p(r)`$ is the average: $$p(r)=\text{d}\psi p(r\|\psi )p(\psi )$$ (7) The Shannon entropy of the conditional a posteriori distribution $`p(\psi \|r)`$ is given by the expression $`H[p(\psi \|r)]`$. As we are interested in the average decrease of the entropy after the quantum operation is carried out, we need to take the difference $`H[p(\psi )]H[p(\psi \|r)]`$ and average it over all possible outcomes of the experiment with the probability distribution $`p(r)`$. Thus the final expression for the average gain of the Shannon information $`H`$ from a measurement described by a positive operator-valued measure $`\{\widehat{M}_r\}`$ is given by: $`H`$ $`=`$ $`{\displaystyle \underset{r}{}}p(r)\{H[p(\psi )]H[p(\psi \|r)]\}`$ (8) $`=`$ $`{\displaystyle \underset{r}{}}{\displaystyle \text{d}\psi p(r\|\psi )p(\psi )\mathrm{log}_2\frac{p(r\|\psi )}{p(r)}}`$ $`=`$ $`{\displaystyle \underset{r}{}}{\displaystyle \text{d}\psi p(\psi )\psi \|\widehat{M}_r\|\psi \mathrm{log}_2\frac{\psi \|\widehat{M}_r\|\psi }{\text{d}\psi p(\psi )\psi \|\widehat{M}_r\|\psi }}.`$ In the following, it will be convenient to represent the average information gain as a sum $$H=\underset{r}{}(\widehat{M}_r),$$ (9) where $`(\widehat{M})`$ is a function defined for semipositive operators $`\widehat{M}`$ according to: $$(\widehat{M})=\text{d}\psi p(\psi )\psi \|\widehat{M}\|\psi \mathrm{log}_2\frac{\psi \|\widehat{M}\|\psi }{\text{d}\psi p(\psi )\psi \|\widehat{M}\|\psi }$$ (10) Let us note that $`(\widehat{M})`$ is positively homogeneous of degree one. Physically, we anticipate that combining two elements $`\widehat{M}_1`$ and $`\widehat{M}_2`$ of the operator measure into one operator $`\widehat{M}_1+\widehat{M}_2`$ should result in the loss of information. Such a loss of information should correspond to the inequality $$(\widehat{M}_1)+(\widehat{M}_2)(\widehat{M}_1+\widehat{M}_2),$$ (11) which is equivalent to the convexity of $`(\widehat{M})`$ due to the fact that $`(\widehat{M})`$ positively homogeneous of degree one. The above inequality is a general property of mutual information , and it follows elementarily from the convexity of the function $`x\mathrm{log}_2x`$ on the interval $`[0,1]`$: $$tx_1\mathrm{log}_2x_1+(1t)x_2\mathrm{log}_2x_2[tx_1+(1t)x_2]\mathrm{log}_2[tx_1+(1t)x_2]$$ (12) Inserting $$t=\frac{p(r_1)}{p(r_1)+p(r_2)},x_1=\frac{p(r_1\|\psi )}{p(r_1)},x_2=\frac{p(r_2\|\psi )}{p(r_2)}$$ (13) yields the convexity of the integrand in (10), and integrating it with $`\text{d}\psi p(\psi )`$ proves the convexity of $``$. By mathematical induction, we therefore obtain that for a quantum operation $`\{\widehat{A}_{r\mu }\}`$ the information gain is maximized by assuming that both the indices $`r\mu `$ are available classically, and by constructing a “finer” generalized measurement from the quantum operation as $`\widehat{M}_{r\mu }=\widehat{A}_{r\mu }^{}\widehat{A}_{r\mu }`$. An analogous statement holds also for any other measure of information gain which is decomposable to the form (9) with a positively homogeneous convex function $``$. ## 3. Operation fidelity If the initial state $`\|\psi `$ of the system is chosen according to a probability distribution $`p(\psi )`$, then the operation fidelity $`F`$ for a quantum operation $`\{\widehat{A}_{r\mu }\}`$, defined as the average projection of the final density matrix onto the initial pure state, is given by the expression: $$F=\underset{r\mu }{}\text{d}\psi p(\psi )\|\psi \|\widehat{A}_{r\mu }\|\psi \|^2.$$ (14) For a uniform distribution of input states with $`p(\psi )=1`$ the integral $`\text{d}\psi `$ can be carried out analytically in a $`d`$-dimensional Hilbert space , yielding the following expression for the mean operation fidelity : $$F=\frac{1}{d(d+1)}\underset{r\mu }{}[\text{Tr}(\widehat{A}_{r\mu }^{}\widehat{A}_{r\mu })+\|\text{Tr}\widehat{A}_{r\mu }\|^2].$$ (15) By applying the singular value decomposition to operators $`\widehat{A}_{r\mu }`$, it can be shown by elementary means that $`\text{Tr}\widehat{A}_{r\mu }\text{Tr}\sqrt{\widehat{A}_{r\mu }^{}\widehat{A}_{r\mu }}`$, and consequently the operation fidelity can only increase when replacing $`\widehat{A}_{r\mu }`$ with $`\sqrt{\widehat{A}_{r\mu }^{}\widehat{A}_{r\mu }}`$, while the generalized measurement induced by the operation (and consequently any measure of the information gain) remain the same. This implies that it is sufficient to restrict our considerations to quantum operations composed of semipositive definite hermitian operators $`\widehat{A}_{r\mu }`$. In this case, we can represent the operation fidelity as a sum over $`r\mu `$ of a certain function $``$ of the products $`\widehat{A}_{r\mu }^{}\widehat{A}_{r\mu }`$: $$F=\underset{r\mu }{}(\widehat{A}_{r\mu }^{}\widehat{A}_{r\mu }).$$ (16) The function $`(\widehat{M})`$, given explicitly by: $$(\widehat{M})=\frac{1}{d(d+1)}(\text{Tr}\widehat{M}+\|\text{Tr}\sqrt{\widehat{M}}\|^2)$$ (17) is well defined for all semipositive hermitian operators $`\widehat{M}`$, which form a convex set. Let us note that similarly to the function $`(\widehat{M})`$ introduced in the preceding section it is also positively homogeneous of degree one. We would like now to find a quantum operation which maximizes the mean operation fidelity under the constraint of inducing a specified operator-valued measure according to (3). Recalling the introductory discussion, we expect that the optimal operation is given by square roots of the operator measure $`\{\sqrt{\widehat{M}_r}\}`$. In order to obtain this result, it is sufficient to show that for any semipositive definite operators $`\widehat{M}_1`$ and $`\widehat{M}_2`$ the function $`(\widehat{M})`$ satisfies the following inequality: $$(\widehat{M}_1)+(\widehat{M}_2)(\widehat{M}_1+\widehat{M}_2),$$ (18) which again is equivalent to its concavity, as $`(\widehat{M})`$ is positively homogeneous. Assuming that (18) holds, we would immediately obtain that for any two elements $`\widehat{A}_{r\mu _1}`$ and $`\widehat{A}_{r\mu _2}`$ of a quantum operation we have: $`(\widehat{A}_{r\mu _1}^{}\widehat{A}_{r\mu _1})+(\widehat{A}_{r\mu _2}^{}\widehat{A}_{r\mu _2})(\widehat{A}_{r\mu _1}^{}\widehat{A}_{r\mu _1}+\widehat{A}_{r\mu _2}^{}\widehat{A}_{r\mu _2})`$, and by induction: $$\underset{\mu }{}(\widehat{A}_{r\mu }^{}\widehat{A}_{r\mu })\left(\underset{\mu }{}\widehat{A}_{r\mu }^{}\widehat{A}_{r\mu }\right)=(\widehat{M}_r),$$ (19) which would prove our thesis. In order to demonstrate (18), let us first note that $``$ is invariant with respect to unitary transformations of its argument, i.e. $`(\widehat{U}^{}\widehat{M}\widehat{U})=(\widehat{M})`$ for any semipositive $`\widehat{M}`$ and unitary $`\widehat{U}`$. Therefore $`(\widehat{M})`$ can depend only on the eigenvalues of $`\widehat{M}`$. Let us consider a function $`\varphi `$ defined on $`d`$-dimensional vectors $`𝐮_+^d`$ with nonnegative coordinates, given by the value of $``$ on a diagonal operator $`\text{diag}(𝐮)`$: $$\varphi (𝐮)=(\text{diag}(𝐮)).$$ (20) In the case of $``$ given by (15), the function $`\varphi `$ reads: $$\varphi (𝐮)=\frac{1}{d(d+1)}\left(\underset{i=0}{\overset{d1}{}}u_i+\left(\underset{i=0}{\overset{d1}{}}\sqrt{u_i}\right)^2\right)$$ (21) and it is symmetric, i.e. invariant with respect to the permutations of the coordinates $`u_0,u_1,\mathrm{},u_{d1}`$ of the vector $`𝐮`$. It is easy to verify that for any pair $`𝐮,𝐯`$ the following inequality holds: $$\varphi (𝐮)+\varphi (𝐯)\varphi (𝐮+𝐯),$$ (22) which analogously as before means that $`\varphi `$ is concave due to its positive homogeneity. Indeed, by writing explicitly the left and the right hand sides of the above inequality we have: $$\underset{i,j=0}{\overset{d1}{}}\sqrt{u_iu_j}+\sqrt{v_iv_j}\underset{i,j=0}{\overset{d1}{}}\sqrt{(u_i+v_i)(u_j+v_j)}$$ (23) and it is straightforward to see that the inequality holds separately for every term with fixed $`i`$ and $`j`$, which proves (22). The inequality (22) immediately implies the inequality (18) for pairs of operators $`\widehat{M}_1`$ and $`\widehat{M}_2`$ which commute and therefore can be diagonalized simultaneously in the same orthonormal basis. The definition (20) introduces a correspondence between a unitarily invariant function $``$ and a function $`\varphi `$ which is symmetric, i.e. invariant with respect to the permutations of the coordinates of its argument. The crucial step of the reasoning is the application of a theorem proven first by Davies and by Friedland stating that in this setting the convexity (concavity) of $``$ is equivalent to the convexity (concavity) of $`\varphi `$ on their respective domains. Hence (22) implies the inequality (18) also for non-commuting pairs of operators $`\widehat{M}_1`$ and $`\widehat{M}_2`$. This immediately proves that for a given generalized measurement $`\{\widehat{M}\}`$ the quantum operation minimizing the state disturbance quantified with the mean operation fidelity is given by $`\{\sqrt{\widehat{M}}\}`$ in the case of a uniform distribution on pure input states. ## 4. Trade-off for a single qubit The results described in the preceding sections allow us to restrict the search for the information gain versus state disturbance trade-off to efficient quantum operations generated from positive operator-valued measures $`\{\widehat{M}_r\}`$ by taking the square roots of its elements $`\{\sqrt{\widehat{M}_r}\}`$. Furthermore, we will consider $``$ and $``$ which are respectively concave and convex unitarily invariant functions with the property of positive homogeneity. For a single qubit, these assumptions severely restrict the number of parameters characterizing the elements $`\widehat{M}_r`$ of the operator-valued measure which play a non-trivial role in the derivation. In fact, as we will see in a moment, the only relevant parameter is the ratio of the eigenvalues of $`\widehat{M}_r`$. Let us start by using the positive homogeneity of $``$ and $``$ to write: $$\begin{array}{cc}\hfill (\widehat{M}_r)& =\frac{1}{2}\text{Tr}(\widehat{M}_r)\left(\frac{2\widehat{M}_r}{\text{Tr}(\widehat{M}_r)}\right)\hfill \\ \hfill (\widehat{M}_r)& =\frac{1}{2}\text{Tr}(\widehat{M}_r)\left(\frac{2\widehat{M}_r}{\text{Tr}(\widehat{M}_r)}\right)\hfill \end{array}$$ (24) and denote $`\xi _r=\text{Tr}(\widehat{M}_r)/2`$. Of course $`\xi _r0`$, and taking the trace of $`_r\widehat{M}_r=\widehat{\mathrm{𝟙}}`$ yields a summation condition on $`\{\xi _r\}`$: $$\underset{r}{}\xi _r=1.$$ (25) Next, let us denote the eigenvalues of the renormalized operators $`2\widehat{M}_r/\text{Tr}(\widehat{M}_r)`$ as: $$\frac{2}{\text{Tr}(\widehat{M}_r)}\widehat{M}_r=\left(\begin{array}{cc}1+x_r& 0\\ 0& 1x_r\end{array}\right).$$ (26) The positivity of the eigenvalues requires that $`1x_r1`$, and if we further assume with no loss of generality that the eigenvalues are arranged in a non-increasing order, we can restrict our interest to the range $`0x_r1`$. In the new variables we can now write: $$\begin{array}{cc}\hfill (\widehat{M}_r)& =\xi _rf(x_r)\hfill \\ \hfill (\widehat{M}_r)& =\xi _rh(x_r)\hfill \end{array}$$ (27) where the functions $`f,h:[0,1]`$ are defined as: $`f(x)`$ $`=(\text{diag}(1+x,1x))`$ (28) $`h(x)`$ $`=(\text{diag}(1+x,1x))`$ (29) It is straightforward to show that the concavity of $``$ and the convexity of $``$ together with their positive homogeneity imply that the functions $`f`$ and $`h`$ are respectively concave and convex. Furthermore, the converse is also true. Physically, we expect that $`f`$ is strictly decreasing, whereas $`h`$ is strictly increasing on their domain $`[0,1]`$. The reason for this is that the parameter $`x`$ characterizes the imbalance between the eigenvalues of $`\widehat{M}_r`$ for a fixed trace $`\text{Tr}(\widehat{M}_r)`$, and balanced pairs of eigenvalues do not disturb the state, whereas unbalanced pairs of eigenvalues are responsible for the information gain. If we now assume that the function $`f`$ is strictly monotonic, then the information gain $`H`$ can be expressed as: $$H=\underset{r}{}\xi _rh(x_r)=\underset{r}{}\xi _rh(f^1(f(x_r)))=\underset{r}{}\xi _r(hf^1)(f(x_r))$$ (30) Let us now recall the notion of a concave envelope of a real function $`\chi :C`$ defined on a convex set $`C`$. The concave envelope, which we will denote by $`\stackrel{\textcolor[rgb]{1,0,0}{wideparen}}{\chi }:C`$ is defined as a concave function such that $`\stackrel{\textcolor[rgb]{1,0,0}{wideparen}}{\chi }(x)\chi (x)`$ for all $`xC`$, and also that for any other concave function $`\stackrel{~}{\chi }:C`$ satisfying $`\stackrel{~}{\chi }(x)\chi (x)`$ everywhere we have also $`\stackrel{~}{\chi }(x)\stackrel{\textcolor[rgb]{1,0,0}{wideparen}}{\chi }(x)`$ everywhere on $`C`$. In the one-dimensional case the concave envelope is given explicitly by the expression $$\stackrel{\textcolor[rgb]{1,0,0}{wideparen}}{\chi }(x)=\underset{t,x_1,x_2}{sup}\{t\chi (x_1)+(1t)\chi (x_2)0t1,tx_1+(1t)x_2=x\}.$$ (31) In our derivation, we will take $`\chi =hf^1`$, and $`x_1,x_2`$ in the above formula are any two points from the image of $`f`$. The concave envelope $`\stackrel{\textcolor[rgb]{1,0,0}{wideparen}}{\chi }=\stackrel{\textcolor[rgb]{1,0,0}{wideparen}}{hf^1}`$ can be used to estimate $`H`$ in (30) from above, and furthermore the concavity of $`\stackrel{\textcolor[rgb]{1,0,0}{wideparen}}{\chi }`$ allows us to apply Jensen’s inequality. Combining these two steps yields: $$H\underset{r}{}\xi _r\stackrel{\textcolor[rgb]{1,0,0}{wideparen}}{\chi }(f(x_r))\stackrel{\textcolor[rgb]{1,0,0}{wideparen}}{\chi }\left(\underset{r}{}\xi _rf(x_r)\right)=\stackrel{\textcolor[rgb]{1,0,0}{wideparen}}{\chi }(F).$$ (32) Thus finally $$H\stackrel{\textcolor[rgb]{1,0,0}{wideparen}}{hf^1}(F),$$ (33) where $`\stackrel{\textcolor[rgb]{1,0,0}{wideparen}}{hf^1}`$ is defined according to (31). Let us note that in general the concavity of $`f`$ and the convexity of $`h`$ along with their monotonicity do not guarantee automatically that the composition $`hf^1`$ is concave itself, hence the need to take its concave envelope. This can be seen most easily when both $`f`$ and $`h`$ are doubly differentiable on $`[0,1]`$. Then we have: $$(hf^1)^{\prime \prime }=\frac{h^{\prime \prime }f^{}h^{}f^{\prime \prime }}{(f^{})^2}$$ (34) and the conditions $`h^{}>0`$, $`h^{\prime \prime }0`$, $`f^{}<0`$, and $`f^{\prime \prime }0`$ do not imply a well-defined sign of the right-hand side of the above formula. The inequality (33) can be easily saturated. If we take a two-element quantum operation of the form $$\{\widehat{A}_1(x)=\text{diag}(\sqrt{(1+x)/2},\sqrt{(1x)/2}),\widehat{A}_2(x)=\text{diag}(\sqrt{(1x)/2},\sqrt{(1+x)/2})\}$$ with $`0x1`$, we can generate any point of the graph of the function $`hf^1`$. Furthermore, by taking suitable combinations of two quantum operations that have the above form $$\{\sqrt{t}\widehat{A}_1(x_1),\sqrt{t}\widehat{A}_2(x_1),\sqrt{1t}\widehat{A}_1(x_2),\sqrt{1t}\widehat{A}_2(x_2)\}$$ with $`0t1`$ we can generate an arbitrary point of the graph of the function $`\stackrel{\textcolor[rgb]{1,0,0}{wideparen}}{hf^1}`$, which follows from (31). Let us also note that if the composition $`hf^1`$ is a strictly concave function, then the equality sign in (33) is reached if and only if the parameters $`x_r`$ are equal. This means that for a strictly concave $`hf^1`$ all the elements of an operator valued measure saturating the trade-off need to have the same ratio of their eigenvalues. Let us now specialize the above result to the trade-off expressed in terms of the operation fidelity versus the Shannon information gain. In the case of the average operation fidelity, the function $`f`$ defined in (28) has the following explicit form: $$f(x)=\frac{1}{3}(2+\sqrt{1x^2})$$ (35) Furthermore, as sketched in Appendix A, it is straightforward to obtain a closed expression for the Shannon information: $$h(x)=\frac{1+x^2}{4x}\mathrm{log}_2\left(\frac{1+x}{1x}\right)+\frac{1}{2}\mathrm{log}_2(1x^2)\frac{1}{2\mathrm{ln}2}$$ (36) which is a particular case of the general result obtained by Jones . In the case of $`f`$ and $`h`$ given by (35) and (36) the composition $`hf^1`$ is strictly concave on the whole image of $`f`$, which is also shown in Appendix A. Consequently, inverting the function $`f`$ given in (35) brings the trade-off inequality: $$Hh(\sqrt{1(3F2)^2})$$ (37) with $`h`$ given by (36). As the right-hand side is strictly concave over the domain of $`F`$, Jensen’s inequality is saturated only for operations for which all $`x_r`$ are equal. This means that the ratio of the eigenvalues for all the elements of the operator measure $`\{\widehat{M}_r\}`$ needs to be constant across the index $`r`$. ## 5. Other measures In order to illustrate the generality of the derivation presented in the preceding section, let us discuss two other measures of information gain and state disturbance for which the above reasoning leading to the trade-off for a single qubit holds as well. As an example of another measure of the information gain satisfying all the above properties let us recall the example of the mean estimation fidelity for which the trade-off against the operation fidelity has been studied in . Using the notation of the present paper we can write the estimation fidelity for a uniform input distribution in $`d`$ dimensions as a sum $`G=_r𝒢(\widehat{M_r})`$ of terms given by: $$𝒢(\widehat{M})=\frac{1}{d(d+1)}[\text{Tr}(\widehat{M})+\sqrt{\widehat{M}}^2]$$ (38) where $`\|\|\|\|`$ stands for the standard Euclidean operator norm. The above function again is positively homogeneous and convex: $$𝒢(\widehat{M}_1)+𝒢(\widehat{M}_2)𝒢(\widehat{M}_1+\widehat{M}_2),$$ (39) the latter property following immediately from the lower bound on the second term in (38) for a sum of two semipositive definite hermitian operators $`\widehat{M}_1`$ and $`\widehat{M}_2`$: $$\begin{array}{cc}\hfill \sqrt{\widehat{M}_1+\widehat{M}_2}^2& =\underset{\varphi \|\varphi =1}{sup}\varphi \|\widehat{M}_1+\widehat{M}_2\|\varphi =\varphi _0\|\widehat{M}_1+\widehat{M}_2\|\varphi _0\hfill \\ & =\varphi _0\|\widehat{M}_1\|\varphi _0+\varphi _0\|\widehat{M}_2\|\varphi _0\hfill \\ & \underset{\varphi \|\varphi =1}{sup}\varphi \|\widehat{M}_1\|\varphi +\underset{\varphi \|\varphi =1}{sup}\varphi \|\widehat{M}_2\|\varphi \hfill \\ & =\sqrt{\widehat{M}_1}^2+\sqrt{\widehat{M}_2}^2,\hfill \end{array}$$ (40) where $`\|\varphi _0`$ is the eigenvector of $`\widehat{M}_1+\widehat{M}_2`$ corresponding to its largest eigenvalue. Specialized to the qubit system, $`𝒢`$ induces the function $`g`$: $$g=𝒢(\text{diag}(1+x,1x))=\frac{1}{6}(x+3).$$ (41) As an alternative measure of the state disturbance we will consider the absolute value of the scalar product between the input and the output state, and its generalization to density matrices . In this paper we will call it the Bures-Uhlmann fidelity in order to distinguish it from the fidelity discussed in Sect. 3, which is a square of the former . For a distribution on pure input states characterized by a probability distribution $`p(\psi )`$, the average Bures-Uhlmann fidelity is given by $$B=\underset{r\mu }{}\text{d}\psi p(\psi )\sqrt{\psi \|\widehat{A}_{r\mu }^{}\widehat{A}_{r\mu }\|\psi }\|\psi \|\widehat{A}_{r\mu }\|\psi \|.$$ (42) The demonstration that quantum operations composed of semipositive definite hermitian operators optimize the Bures-Uhlmann fidelity turns out to be substantially more complicated than in the case of $`F`$. The particular case of a single qubit with $`p(\psi )=1`$ is discussed in Appendix B. If we restrict our attention to quantum operations composed of hermitian and semipositive definite operators $`\widehat{A}_{r\mu }=\sqrt{\widehat{A}_{r\mu }^{}\widehat{A}_{r\mu }}`$, we can write $`B`$ as a sum: $$B=\underset{r\mu }{}(\widehat{A}_{r\mu }^{}\widehat{A}_{r\mu })$$ (43) where the function $``$ is defined on hermitian semipositive operators by the equation: $$(\widehat{M})=\text{d}\psi p(\psi )\sqrt{\psi \|\widehat{M}\|\psi }\psi \|\sqrt{\widehat{M}}\|\psi .$$ (44) The function $``$ is positively homogeneous, and it is also concave for commuting operators $`\widehat{M}_1`$ and $`\widehat{M}_2`$. In order to show this, let us introduce an orthonormal basis $`\|i`$ in which both the operators are diagonal: $`\widehat{M}_1=_{i=0}^{d1}u_i\|ii\|`$ and $`\widehat{M}_2=_{i=0}^{d1}v_i\|ii\|`$, and denote $`p_i=\|i\|\psi \|^2`$. By treating $`\sqrt{u_i}`$, $`\sqrt{v_i}`$, $`\sqrt{_{j=0}^{d1}p_ju_j}`$, and $`\sqrt{_{j=0}^{d1}p_jv_j}`$ as four independent nonnegative numbers, it is straightforward to show that $$\sqrt{u_i}\sqrt{\underset{j=0}{\overset{d1}{}}p_ju_j}+\sqrt{v_i}\sqrt{\underset{j=0}{\overset{d1}{}}p_jv_j}\sqrt{u_i+v_i}\sqrt{\underset{j=0}{\overset{d1}{}}p_j(u_j+v_j)}$$ (45) This inequality, summed over $`i`$ with the weights $`p_i`$ yields: $$\begin{array}{c}\psi \|\sqrt{\widehat{M}_1}\|\psi \sqrt{\psi \|\widehat{M}_1\|\psi }+\psi \|\sqrt{\widehat{M}_2}\|\psi \sqrt{\psi \|\widehat{M}_2\|\psi }\hfill \\ \hfill \psi \|\sqrt{\widehat{M}_1+\widehat{M}_2}\|\psi \sqrt{\psi \|\widehat{M}_1+\widehat{M}_2\|\psi }\end{array}$$ (46) which integrated over pure states with $`\text{d}\psi p(\psi )`$ implies that for any two commuting operators $`\widehat{M}_1`$ and $`\widehat{M}_2`$ we have: $$(\widehat{M}_1)+(\widehat{M}_2)(\widehat{M}_1+\widehat{M}_2).$$ (47) Furthermore, if $`p(\psi )=1`$ then $``$ is unitarily invariant, and we can again use Davies’ result to show that $``$ is concave for all, not necessarily commuting, pairs of semipositive hermitian operators. The above result means in particular that for a qubit prepared in a uniformly distributed pure state efficient operations composed of hermitian semipositive elements are optimal from the point of view of the trade-off. In this case it is sufficient to consider a function $`b`$ of a single real parameter $`x`$ defined analogously to Sect. 4 as: $`b(x)`$ $`=`$ $`(\text{diag}(x+1,x1))`$ (48) $`=`$ $`{\displaystyle \frac{2}{15x^2}}[(1+x^2)\sqrt{1x^2}+7x^21].`$ The resulting trade-offs for any combination of $`F`$ and $`B`$ with $`H`$ and $`G`$ are depicted in Fig. 1. It is seen that in all four cases the composite maps characterizing the trade-offs are concave themselves and therefore equal to their concave envelopes. ## 6. Conclusions We have discussed the convexity properties of measures quantifying the information gain and the state disturbance in quantum operations, using the examples of the average operation fidelity and the Shannon entropy. Such convexity properties can be expected from all physically motivated measures, and in the case of uniform a priori distribution which implies invariance with respect to unitary transformations, we can use the theory of convex invariant functions to analyze the convexity. In the case of quantum operations on a single qubit, the trade-offs can be described using a general inequality, resulting from the existence of a single relevant parameter characterizing the elements of the positive operator-valued measure through the ratio of their eigenvalues. ## Acknowledgements I have benefited from exchanging ideas with H. Barnum, I. Devetak, and C. A. Fuchs. I am grateful to R. Cleve, R. Laflamme, and M. Mosca for discussions and their hospitality during my stay at the Institute of Quantum Computing of the University of Waterloo, whose splendid library resources made me familiar with Refs. . This research was supported by MNiI project no. 1 P03B 011 29. ## Appendix A In order to evaluate the function $`h`$ defined in (29) let us introduce the standard parameterization of the manifold of the single-qubit pure states: $`\|\psi `$ $`=\left(\begin{array}{c}\mathrm{cos}(\theta /2)\\ e^{i\phi }\mathrm{sin}(\theta /2)\end{array}\right),`$ $`\text{d}\psi `$ $`={\displaystyle \frac{1}{4\pi }}\mathrm{sin}\theta \text{d}\theta \text{d}\phi ,`$ (51) with $`0\theta \pi `$ and $`0\phi 2\pi `$. In this parametrization we have: $`h(x)`$ $`=`$ $`(\text{diag}(1+x,1x))`$ (52) $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle _0^\pi }\text{d}\theta \mathrm{sin}\theta (1+x\mathrm{cos}\theta )\mathrm{log}_2(1+x\mathrm{cos}\theta )`$ $`=`$ $`{\displaystyle \frac{1+x^2}{4x}}\mathrm{log}_2\left({\displaystyle \frac{1+x}{1x}}\right)+{\displaystyle \frac{1}{2}}\mathrm{log}_2(1x^2){\displaystyle \frac{1}{2\mathrm{ln}2}}.`$ In order to demonstrate the concavity of $`hf^1`$ we need to check the concavity of the function $`h(\sqrt{1x^2})`$ on the interval $`x[0,1]`$. The second derivative of $`h(\sqrt{1x^2})`$ is given by $$\frac{\text{d}^2}{\text{d}x^2}h(\sqrt{1x^2})=\frac{3x^2}{4(1x^2)^{5/2}}\left[\mathrm{log}_2\left(\frac{1\sqrt{1x^2}}{1+\sqrt{1x^2}}\right)+\frac{(4x^2+2)\sqrt{1x^2}}{3x^2\mathrm{ln}2}\right]$$ (53) The expression in the square parentheses is equal to $`0`$ for $`x=0`$, and then its derivative is equal to $`4(1x^2)^{3/2}/3x^2\mathrm{ln}2`$, which is strictly negative for $`x]0,1[`$, This implies that the expression under consideration takes negative values on that interval. Consequently $`\text{d}^2h(\sqrt{1x^2})/\text{d}x^2`$ is negative for $`x]0,1]`$. ## Appendix B Let us consider the contribution to the Bures-Uhlmann fidelity generated by an element of quantum operation of the form $`\widehat{U}\widehat{A}`$ where $`\widehat{U}`$ is unitary and $`\widehat{A}=\text{diag}(\sqrt{1+x},\sqrt{1x})`$ with $`x[0,1]`$. It will be convenient to switch to the Bloch vector representation, where the density matrix of a pure state $`\|\psi \psi \|`$ is represented by a three-dimensional real vector $`𝐫`$ according to: $$\|\psi \psi \|=\frac{1}{2}(\widehat{\mathrm{𝟙}}+𝐫^T\widehat{𝝈})$$ (54) where $`\widehat{𝝈}`$ is a vector composed of the three Pauli matrices. If we denote $`𝐀=\text{diag}(\sqrt{1x^2},\sqrt{1x^2},1)`$ and $`𝐚=(0,0,x)^T`$, then the expectation value $`\psi \|\widehat{A}^{}\widehat{A}\|\psi `$ can be written as: $$\psi \|\widehat{A}^{}\widehat{A}\|\psi =2(1+𝐚^T𝐫),$$ (55) where the dot $``$ denotes matrix multiplication, and the conditional transformation $`\|\psi \psi \|\widehat{U}\widehat{A}\|\psi \psi \|\widehat{A}^{}\widehat{U}^{}/\psi \|\widehat{A}^{}\widehat{A}\|\psi `$ is given in the Bloch representation by $$𝐫\frac{𝐎(𝐀𝐫+𝐚)}{1+𝐚^T𝐫}$$ (56) where $`𝐎`$ is the rotation of the Bloch vector corresponding to the unitary transformation $`\widehat{U}`$. The integrand in (42) for $`p(\psi )=1`$ can now be written as $$\sqrt{\psi \|\widehat{A}^{}\widehat{A}\|\psi }\|\psi \|\widehat{U}\widehat{A}\|\psi \|=\frac{1}{\sqrt{2}}\sqrt{(1+𝐚^T𝐫)^2+(1+𝐚^T𝐫)𝐫^T𝐎(𝐀𝐫+𝐚)}.$$ (57) Following (51), we will parametrize the Bloch vector $`𝐫`$ as $$𝐫=(\mathrm{sin}\theta \mathrm{cos}\phi ,\mathrm{sin}\theta \mathrm{sin}\phi ,\mathrm{cos}\theta )^T$$ (58) and then the Bures-Uhlmann fidelity for the operator $`\widehat{U}\widehat{A}`$ is the expression given in (57) integrated over $$\text{d}^2𝐫=\frac{1}{2}_0^\pi \mathrm{sin}\theta \text{d}\theta _0^{2\pi }\frac{\text{d}\phi }{2\pi }.$$ (59) Let us first consider the second integral over the azimuthal angle $`\phi `$. We can write the scalar product appearing in the integrand as: $$𝐫^T𝐎(𝐀𝐫+𝐚)=\text{Tr}[𝐎𝐀(𝐫+𝐚)𝐫^T]$$ (60) and use the Schwarz inequality for functions on $`[0,2\pi ]`$ to arrive at the upper bound: $$\begin{array}{c}\frac{1}{\sqrt{2}}_0^{2\pi }\frac{\text{d}\phi }{2\pi }\sqrt{(1+𝐚^T𝐫)^2+(1+𝐚^T𝐫)\text{Tr}[𝐎𝐀(𝐫+𝐚)𝐫^T]}\hfill \\ \hfill \frac{1}{\sqrt{2}}\sqrt{(1+𝐚^T𝐫)^2+(1+𝐚^T𝐫)\text{Tr}(𝐎𝐀𝐕)}\end{array}$$ (61) where the matrix $`𝐕`$ is given by $$𝐕=_0^{2\pi }\frac{\text{d}\phi }{2\pi }(𝐫+𝐚)𝐫^T=\text{diag}(\frac{1}{2}\mathrm{sin}^2\theta ,\frac{1}{2}\mathrm{sin}^2\theta ,x\mathrm{cos}\theta +\mathrm{cos}^2\theta )$$ (62) Let us now look for a rotation $`𝐎`$ that will maximize the right hand side of the inequality (61). As $`𝐎`$ enters this expression only through the trace $`\text{Tr}(𝐎𝐀𝐕)`$ and furthermore both $`𝐀`$ and $`𝐕`$ are invariant with respect to rotations about the $`z`$ axis, it is sufficient to consider rotations of the form $`𝐎=𝐑_z(\alpha )𝐑_x(\beta )`$. The trace written explicitly takes the form: $$\text{Tr}(𝐎𝐀𝐕)=\frac{1}{2}\sqrt{1x^2}\mathrm{sin}^2\theta \mathrm{cos}\alpha (1+\mathrm{cos}\beta )+(\mathrm{cos}^2\theta +x\mathrm{cos}\theta )\mathrm{cos}\beta $$ (63) It is seen that this expression reaches the maximum for $`\alpha =0`$ irrespectively of the values of any other parameters. Setting $`\mathrm{cos}\alpha =1`$ and introducing a new integration variable $`t=\mathrm{cos}\theta `$ for the polar angle $`\theta `$ we can write the expression for the Bures-Uhlmann fidelity in the form of an integral: $$\frac{1}{4}_1^1\text{d}t\sqrt{2(1+xt)^2+(1+xt)[\sqrt{1x^2}(1t^2)(1+\mathrm{cos}\beta )+2(t^2+xt)\mathrm{cos}\beta ]}$$ (64) It can be verified by numerical means that for any value of $`x[0,1]`$ this integral reaches its maximum value for $`\beta =0`$, corresponding to $`\widehat{U}=\widehat{\mathrm{𝟙}}`$. When $`\beta =0`$ the above integral can be evaluated analytically, with the final result given in (48).
warning/0006/astro-ph0006148.html	ar5iv	text	# Evidence of thick obscuring matter revealed in the X-ray spectrum of the 𝑧=4.28 quasar RX J1028.6-0844 ## 1 Introduction Photoelectric absorption in the soft X-ray spectra of quasars provides unique probes of circum-source matter and quasar evolution. There is growing evidence that radio-loud quasars at high redshifts ($`z>2`$) are commonly obscured by opaque matter—the X-ray spectra flatten toward low energies and this is attributed to absorption of the soft X-ray photons in excess of that due to Galactic interstellar medium, known as the excess absorption (Wilkes et al., 1992; Elvis et al., 1994; Serlemitsos et al., 1994; Siebert et al., 1996; Cappi et al., 1997; Reeves et al., 1997; Fiore et al., 1998). It is not known what cause such absorption, nor where they occur. Both, cosmologically intervening and quasar-associated materials are proposed as absorber candidates; and the latter is favored by statistical arguments (Bechtold et al., 1994; O’Flaherty and Jakobsen, 1997; Fiore et al., 1998; Yuan and Brinkmann, 1999) for high-$`z`$ radio-quiet quasars showing no excess absorption, and by tentative indications for variability of the absorption (e.g. Schartel et al. 1997, Cappi et al. 1997). This picture has been established based mainly on observations of quasars in the redshift range of 2–4. The highest redshifts up to which the excess absorption was reported in these observations are of PKS 2126-158 at $`z=3.3`$ (Elvis et al., 1994) and of S5 0014+81 at $`z=3.4`$ (Cappi et al., 1997), and probably of Q1745+624 at $`z=3.9`$ (Kubo et al., 1997). At even higher redshifts ($`z>4`$), only two quasars, both radio-loud, were observed with fair broad band X-ray spectroscopy, 1508+5714 at $`z`$=4.3 (Moran and Helfand, 1997) and GB 1428+4217 at $`z`$=4.7 (Fabian et al., 1998). While the ASCA spectra of both objects do not require excess absorption, GB 1428+4217 was recently reported to have excess absorption with a ROSAT PSPC observation (a hydrogen column density of $`1.52(\pm 0.28)10^{22}`$$`\mathrm{cm}^2`$, assuming the absorber associated with the quasar; Boller et al. 2000). Another interesting and probably related aspect is that both objects show blazar properties, i.e. radio and X-ray emission dominated by relativistically beamed components from the jets. Though two objects are too few for any statistical inference, it is intriguing to wonder whether this behavior is typical at very high redshifts or merely selection effects. In this paper, we report an ASCA observation of the $`z>4`$ quasar RX J1028.6-0844, as part of our X-ray high-$`z`$ quasar program (Matsuoka et al., 1999). The quasar shows an unambiguous, strong low-energy cutoff in its X-ray spectrum. The X-ray source RX J1028.6-0844 was discovered in the ROSAT All-sky Survey (RASS) and identified with a quasar at $`z=4.276`$ by Zickgraf et al. (1997). Its X-ray colors in the ROSAT energy band indicated an extremely hard spectrum, thus, strong X-ray absorption if the ‘intrinsic’ spectrum is of typical radio-loud quasars (Zickgraf et al., 1997). The object is also associated with a radio source, PKS B1026-084 (Otrupcek & Wright 1991), which has a flux density of 220 mJy at 5 GHz and a flat radio spectrum ($`\alpha =0.3`$, $`S\nu ^\alpha `$); hence it is a flat-spectrum radio-loud quasar (FSRQ), and has an intense 5 GHz radio luminosity<sup>1</sup><sup>1</sup>1$`H_0=50`$ km s<sup>-1</sup> Mpc<sup>-1</sup> and $`q_0=0.5`$ are assumed throughout the paper. $`\nu L_\nu =510^{44}`$$`\mathrm{erg}\mathrm{s}^1`$. We present the observation and data reduction in Sect. 2, and spectral and temporal analyses in Sect. 3 and 4, respectively. In Sect. 5 the implications for the origins of the excess absorption are discussed. A summary of the main results is given in Sect. 6. Errors quoted are of the 68% confidence level (c.l.) throughout the paper unless mentioned otherwise. ## 2 Observation and data reduction RX J1028.6-0844 was observed with the ASCA satellite (Tanaka et al., 1994) on Nov. 25, 1999 and the duration lasted 67 hours. The Solid-state Imaging Spectrometers (SIS) were operated in the 1-CCD faint mode and the Gas Imaging Spectrometers (GIS) in pulse height mode. For SIS the ‘bright 2’ mode data (grade 0, 2, 3, 4) were used, which were converted from the original faint mode data. Corrections for the dark frame error and the echo effect were applied. The data reduction was performed in the standard way by using the FTOOLS (v.4.2) utilities. Hot and flickering pixels were removed from the SIS data. To improve the reliability of the results, we chose conservative data screening criteria, which are listed in Table 1. The source counts were extracted from circular regions of 3.5 and 5 arcmin radii for SIS and GIS, respectively. The backgrounds were determined in two ways and compared with each other: from the blank-sky observations using the same region of the detector, and from source-free regions in the field of view of the same observation (local). For the latter, for each of the GIS detectors two local off-source regions were used to extract background events, which were chosen so as to have the same radii and off-axis angles as the source region; for SIS, the background events were extracted from the whole CCD chip with a circular region of 5 arcmin radius around the source excluded. In addition to closely matching the screening criteria, the local backgrounds have the advantages over the blank-sky backgrounds regarding the uncorrected decreasing of the low-energy efficiency for SIS and the variability of the internal background for GIS. This is especially true considering the long time span between the blank-sky and the current observations. We thus mainly used the local backgrounds to derive results and used the blank-sky backgrounds for comparisons. The resulting effective exposures and extracted source counts are given in Table 1. Since the two GIS have identical response matrices and the two source spectra agree well with each other, we combined them into one single GIS spectrum<sup>2</sup><sup>2</sup>2The counting errors in each bin were assigned as pure Poissonian errors of the summed counts.. All the spectra were re-binned to have at least 30 counts in each energy bin. We used the most updated releases of the response matrices available so far (V4.0 GIS RMF gis2(3)v4\_0.rmf, V1.1 SIS RMF and the calibration file sisph2pi\_110397.fits) in spectral fit. ## 3 Spectral analysis It is known that the responses of the two SIS suffer from calibration uncertainties, which are the most problematic at around 0.6 keV (ASCA Guest Observer Facility web page). To minimize the possible systematic error introduced in the results, we ignored the SIS data below 0.7 keV in spectral fit, but compared them with the fitted models. The energy ranges used for spectral fits are 0.7–9.5 keV for both SIS and GIS. We first fit the spectra with a simple power law model modified by photoelectric absorption assuming an absorber in the observer frame (local absorption, Sect. 3.1) and at a redshift (redshifted absorption, Sect. 3.2), respectively, in addition to the Galactic absorption. Then we test other spectral models for the continuum in Sect. 3.3. We consider the impact of the excluded low-energy data on the obtained results in Sect. 3.4. ### 3.1 Power law with local absorption model The Galactic column density in the source direction is $`N_\mathrm{H}^{\mathrm{Gal}}`$ $`=4.5910^{20}\mathrm{cm}^2`$ (Dickey & Lockman 1990). A fit with a single power law model absorbed by ‘cold’ gas (model wabs<sup>3</sup><sup>3</sup>3For which the photoelectric absorption cross sections from Morrison and McCammon (1983) are used. in XSPEC v.10) with the column density fixed at $`N_\mathrm{H}^{\mathrm{Gal}}`$ gave a flat photon index $`\mathrm{\Gamma }=1.34\pm 0.03`$ (joint fit of the SIS0, SIS1, and GIS spectra, see Table 2 for the fitted parameters). Though the model is statistically acceptable, the data below 1 keV fall systematically below the model. The deviations are more pronounced as shown in Fig. 1, in which the above model was fitted to the spectra in the restricted 2.5–9.5 keV band only (13–50 keV in the quasar frame) and extrapolated down to 0.5 keV. Such a low-energy cutoff cannot be explained by the known calibration uncertainty for SIS. This is because, firstly, the GIS spectra, though being less sensitive in the low energy range, show the same effect with similar amounts of deviations as the SIS spectra; secondly, the loss of the SIS efficiencies is quantified as up to about 20–40% at 0.6 keV (ASCA Guest Observer Facility web page), while in this case the deviations of the data from the model are about a factor of two on average, for both SIS and GIS. Setting the absorption column density $`N_\mathrm{H}`$ as a free parameter improved the fits significantly, and yielded large $`N_\mathrm{H}`$ for both SIS and GIS. The $`\chi ^2`$ value was reduced by $`\mathrm{\Delta }\chi ^2=`$6, 18, and 34 for fitting the GIS, SIS0+SIS1, and the joint GIS+SIS spectra, respectively. Thus, the addition of the excess absorption term is significant at $`>99.99\%`$ c.l. For the joint GIS+SIS fit this gave $`N_\mathrm{H}=3.0(_{0.4}^{+0.5})10^{21}\mathrm{cm}^2`$, and a photon index $`\mathrm{\Gamma }=1.67(_{0.04}^{+0.07})`$, which is typical of FSRQ in the $``$1–10(20) keV band at low and medium redshifts (e.g. Siebert et al. 1996; Lawson and Turner 1997; Reeves et al. 1997; Cappi et al. 1997; Brinkmann et al. 1997). The residuals of the fit are shown in Fig. 2. The SIS 0.5–0.7 keV data, which were excluded from the spectral fitting, are also plotted; it is shown that the extrapolation of the model does not under-predict the count rates in this band (though the real count rates could be somewhat higher because of the loss of the SIS efficiencies). Fig. 3 shows the confidence contours for two interesting parameters for the fitted $`N_\mathrm{H}`$ and $`\mathrm{\Gamma }`$ (marked by $`z=0`$). Absorption of the quasar X-rays in excess of that due to the Galactic column density is evident. Using the background spectra derived from the blank-sky observations gave consistent results. Due to the increasing degradation of the response, the calibration for both SIS is uncertain below $`1`$ keV; this effect reportedly results in deficits of the observed counts at low energies and, effectively, apparent ‘excess absorption’. From the most recent quantification of this problem (Yaqoob et al. 2000), the apparent excess $`N_\mathrm{H}`$ at the time of the observation was estimated as (using the 0.5–10 keV data) $`\mathrm{\Delta }N_\mathrm{H}0.710^{21}`$$`\mathrm{cm}^2`$ for SIS0 and about $`1.010^{21}`$$`\mathrm{cm}^2`$ for SIS1. Fitting the whole 0.5–10 keV SIS spectra yielded $`N_\mathrm{H}`$ = $`2.9(_{0.5}^{+0.7})10^{21}`$$`\mathrm{cm}^2`$ ($`\mathrm{\Gamma }=1.62`$) for SIS0 and $`4.5(_{0.7}^{+1.0})10^{21}`$$`\mathrm{cm}^2`$ ($`\mathrm{\Gamma }=1.74`$) for SIS1; the resulting excess absorption column densities are significantly larger than the estimated systematic uncertainty. Thus, the observed low-energy cutoff is a true feature of the source spectrum, not an artifact due to the calibration problem. Very roughly, we estimated the ‘true’ absorption column density by subtracting the systematic excess $`\mathrm{\Delta }N_\mathrm{H}`$ from the fitted value, as $`N_\mathrm{H}\mathrm{\Delta }N_\mathrm{H}`$. We found that, for both SIS, the remaining column densities are very close to the fitted $`N_\mathrm{H}`$ values by using the 0.7–10 keV spectra, for which the calibration uncertainty is thought to have less effect. Independently, the GIS spectrum gave a $`N_\mathrm{H}`$ $`3.0(_{1.0}^{+1.2})10^{21}`$$`\mathrm{cm}^2`$ in good agreement with that fitted using the 0.7–10 keV SIS spectra (see Table 2), suggesting that the SIS calibration systematic uncertainties are small and negligible in the 0.7–10 keV band in comparison to the statistical uncertainties. We therefore regard the spectral parameters derived by using the 0.7–10 keV SIS spectra, as performed throughout this work, as being little affected by the calibration uncertainties, and ignore this effect in the following analyses. For the power law with Galactic absorption model, the absorption corrected 2–10 keV flux is $`1.210^{12}`$$`\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2`$, corresponding to a luminosity of $`6.210^{46}`$ ($`2.410^{47}`$) $`\mathrm{erg}\mathrm{s}^1`$ in the 2–10 (2–50) keV band in the quasar rest frame. For the free absorption model, the luminosity corrected for the total (Galactic + excess) absorption is $`9.810^{46}`$ ($`2.610^{47}`$) $`\mathrm{erg}\mathrm{s}^1`$ in the 2–10 (2–50) keV band. These values were obtained using the GIS data, which are slightly higher than the SIS measurements by less than 10%. No iron K emission line was detected; the upper limit of the equivalent width for a narrow ($`\sigma =0.01`$ keV) line at 6.4 keV is 195 eV at the 90% c.l. in the source rest frame. We found no iron K-shell absorption edge feature for local absorption, setting a 90% upper limit on the optical depth as $`\tau <0.79`$ at 7.1 keV. ### 3.2 Power law with redshifted absorption #### 3.2.1 Absorption at the quasar redshift Assuming the absorber is associated with the quasar, we fitted the spectra with models of a power law modified by absorption occurring at $`z=4.276`$, and further by the (fixed) Galactic absorption. For ‘cold’ absorption models this results in the same $`\chi ^2`$ with, but a larger excess absorption column density $`N_\mathrm{H}^{\mathrm{exc}}`$ ($`2.110^{23}`$$`\mathrm{cm}^2`$, see Table 2) by two orders of magnitude than, those for the above local absorption model. This is because the absorbed photons have increased energies (by a factor of 1+$`z`$) and thus decreased absorption cross sections in the absorber frame. We over-plotted in Fig. 3 the confidence contours for the fitted $`N_\mathrm{H}^{\mathrm{exc}}`$ and $`\mathrm{\Gamma }`$ (marked by $`z=4.28`$). It should be noted that we have assumed the solar elemental abundances for the absorbing gas. The energy range of $`E>0.7`$ keV in which the X-ray photons are absorbed in the ASCA bandpass corresponds to $`E3.5`$ keV in the quasar rest frame; at such energies the cross section of photoelectric absorption is dominated by heavy elements, mainly O, Ne, Si, S, Ca, and Fe. Since at high redshifts the metal abundances could be well sub-solar (about 10% or less, e.g. Lu et al. 1996; Pettini et al. 1997; Prochaska & Wolfe 2000), we assumed the metal abundances as $`A_\mathrm{Z}`$ =0.1 $`A_\mathrm{Z}\mathrm{}`$ and repeated the fit (using zvfeabs model in XSPEC). The resulting absorption column density becomes as high as $`N_\mathrm{H}^{\mathrm{exc}}`$ $`1.610^{24}`$$`\mathrm{cm}^2`$ (Table 2). Since the true elemental abundances are unknown, the determination of $`N_\mathrm{H}^{\mathrm{exc}}`$ is subject to a large uncertainty, however. We searched for any redshifted iron K absorption edge by fitting the edge separately from the redshifted absorption model. The best-fit edge energy is $`7.2(_{1.2}^{+0.6})`$ keV; the optical depth at the threshold energy is $`\tau =0.15(_{0.10}^{+0.12})`$, which is consistent the prediction from the fitted $`N_\mathrm{H}^{\mathrm{exc}}`$ ($`\tau =0.26`$ for $`A_\mathrm{Z}`$=$`A_\mathrm{Z}\mathrm{}`$). However, given the reduction in $`\chi ^2`$ of $`\mathrm{\Delta }\chi ^2=1.3`$ only, the detection of the iron K edge cannot be justified. The non-detection of a significant iron edge gave no determination of the redshift of the absorber, unfortunately. It is possible that the absorber is photoionized by the intense radiation from the quasar. A photoionized absorption model (absori in XSPEC) was fitted to the spectrum, in which the power law X-ray emission of the quasar was taken as the ionizing continuum. The result is inconclusive, however. The fit converged at neutral absorption with the best-fit ionization parameter (as defined in Done et al. 1992) $`\xi 0`$, while ionization of the gas to some degree is allowed, $`\xi <2`$ (20) at the 90% (99%) c.l. For sub-solar metal abundances the allowed $`\xi `$ range becomes lower, $`\xi <0.1`$ at the 90% c.l. for $`A_\mathrm{Z}`$ =0.1$`A_\mathrm{Z}\mathrm{}`$. It should be noted that, however, if the relative abundance of iron with respect to other heavy elements is much lower than the solar value, the ionization state is almost unconstrained, though this seems to be an unlikely case. For instance, for $`A_\mathrm{Z}`$ =$`A_\mathrm{Z}\mathrm{}`$ except $`A_{\mathrm{Fe}}=0.1A_{\mathrm{Fe}\mathrm{}}`$, the 90% confidence range for $`\xi `$ could be as large as 0–1000. This is because the constraint on the ionization state comes largely from the lack of the predicted K-edge features of highly ionized irons in 1.3–1.7 keV in the observer frame. #### 3.2.2 Redshift dependence The unknown location of the absorber introduces a large uncertainty in the determination of $`N_\mathrm{H}^{\mathrm{exc}}`$. With the limited low-energy bandpass and energy resolution, ASCA cannot distinguish between local and highly redshifted absorption models. This is because, firstly, these models could have similar spectral shapes of the absorbed continuum in the ASCA band, and secondly, the photon statistics are generally poor at low energies anyway, especially in the case of strong absorption. Leaving the redshift free yielded no statistically significant range in the parameter space, i.e. similar goodness-of-fits for redshifts in the full range of 0–4.28, though there exist a few shallow local minima in the $`\chi ^2`$ distribution (however, see Sect 3.4 for the case when the 0.5–0.7 keV spectral data are included). The dependence of the excess column density on the assumed redshift is shown in Fig. 4, in which the confidence contours are plotted on the $`N_\mathrm{H}^{\mathrm{exc}}`$$`z`$ plane. The required $`N_\mathrm{H}^{\mathrm{exc}}`$ decreases down to $`2.510^{21}`$$`\mathrm{cm}^2`$ for $`z`$=0, as shown in Sect. 3.1. It is also shown that, at a given redshift, $`N_\mathrm{H}^{\mathrm{exc}}`$ is relatively well constrained. It should be noted that these results were obtained by assuming the solar elemental abundances; if the metallicity is significantly sub-solar, the inferred $`N_\mathrm{H}^{\mathrm{exc}}`$ value would increase substantially (see above). ### 3.3 Other continuum models Thermal bremsstrahlung model— We also fitted the spectrum with redshifted thermal bremsstrahlung plus local absorption models. For absorption fixed at the Galactic $`N_\mathrm{H}^{\mathrm{Gal}}`$, a source frame temperature as high as $`132(_{27}^{+41})`$ keV is required. Free fitting the absorption column density gave $`T=55(_9^{+12})`$ keV and, similarly, a large $`N_\mathrm{H}`$ =$`2.1(_{0.3}^{+0.4})10^{21}`$$`\mathrm{cm}^2`$. The resulting goodness-of-fit is the same as that for a power law fit. For such a high temperature, the thermal bremsstrahlung spectrum is indistinguishable from a power law one in the ASCA band. Broken power law— A convex spectral shape, like what observed in some BL Lac objects, can result in apparent excess absorption when fitted with a power law model. Such spectra are usually parameterized with a broken power law model. Fitting a broken power law with fixed Galactic absorption yielded statistically acceptable fit, $`\chi ^2=190`$ for 209 degrees of freedom (d.o.f.); in spite of one more free parameter, the $`\chi ^2`$ is somewhat worse than those for the power law with excess absorption models. The resulting break energy of $`9\pm 1`$ keV (in the quasar frame) is higher than those found for the X-ray spectra of BL Lac objects (a few keV or less, e.g. Barr et al. 1988; Madejski et al. 1991). Leaving the absorption $`N_\mathrm{H}`$ free improved the fits slightly ($`\mathrm{\Delta }\chi ^2=3`$), and yielded similar values for the high- and low-energy photon indices (Table 2), and a $`N_\mathrm{H}`$ $`2.8(\pm 0.7)10^{21}`$$`\mathrm{cm}^2`$ significantly larger than the Galactic value. Such a model is effectively consistent, within the uncertainties of the fitted parameters, with the absorbed power law models—the best-fit models as shown above. ### 3.4 Effect of the low-energy end data: excess absorption? As shown above, the 0.7–9.5 keV spectrum can be similarly well modeled by either the power law with (local or redshifted) excess absorption models or the broken power law continuum with Galactic absorption. Since these models show increasing spectral divergence toward low energies, the omitted 0.5–0.7 keV SIS data, even in the presence of the calibration uncertainties, might be useful for discriminating between these models. Here we examine the effect of the excluded 0.5–0.7 keV SIS data (two bins after spectral binning) on the obtained results in two ways. Firstly, we extrapolated the above best fits for various models obtained with the 0.7–9.5 keV spectrum down to 0.5 keV for SIS and compared the model values with the data. For all the models, deficits of the observed count rate in these energy bins were always found for both SIS0 and SIS1, which might be a result of the above systematic effect, or mismatched models, or both. We examined the consistency of the observed 0.5–0.7 keV count rates with the current models by evaluating the F-statistic $`F`$, which basically measures the change in $`\chi ^2`$ with the change of the degrees of freedom in fitting. (For a $`F`$ as large as exceeding the $`F_{\mathrm{cr}}`$ which corresponds to a certain probability level $`P(F_{\mathrm{cr}})`$, the chance probability under the model hypothesis is as small as $`P<P(F_{\mathrm{cr}})`$). For models of the power law with redshifted absorption, with local absorption, and the broken power law with Galactic absorption, we found the $`\chi ^2`$ increments of $`\mathrm{\Delta }\chi ^2=4`$, 12, and 30 for two additional d.o.f., and the calculated $`F`$=2.1, 6.4, 14.4, and the probability levels $`P>5\%`$, $`<1\%`$, $`<1\%`$, respectively. Thus, regardless of the SIS calibration uncertainty, the second and the third models do not agree with the 0.5–0.7 keV data at high confidence levels. This can be understood as the redshifted absorption model, with its large absorption $`N_\mathrm{H}`$, predicts the strongest low-energy spectral cutoff, i.e. the least count rates in 0.5–0.7 keV. It has been claimed that at 0.6 keV the decrease of the efficiencies can be as much as 40% for SIS1 in the current observations (compared with GIS, ASCA Guest Observer Facility web page). We took this systematic effect into account by lowering the model values in the 0.5–0.7 keV bin by 40% for (conservatively) both SIS0 and SIS1, and repeated the above testing. We have $`\mathrm{\Delta }\chi ^2=`$1, 5, and 9.5 for the above three corresponding models, respectively. This means while the first and the second models give the best and marginal consistencies with the 0.5–0.7 keV data ($`F`$=0.6 and 2.7), respectively, the broken power law model still disagrees with the included data at high confidence level ($`F`$=5, $`P<1\%`$). Secondly, we tried to compensate the SIS calibration uncertainties by decreasing the detecting efficiencies in the 0.5–0.7 keV band by 20% for SIS0 and by 40% for SIS1, and fitted the SIS+GIS spectra in the whole 0.5–9.5 keV band using the ‘corrected’ SIS calibration files. This resulted in the best-fit model being the power law with excess absorption in the quasar frame, with the goodness-of-fit ($`\chi ^2`$=190 for 212 d.o.f.) improved slightly over the power law with local absorption model ($`\chi ^2`$=193 for 212 d.o.f.), and considerably over the broken power law with Galactic absorption model ($`\chi ^2`$=197 for 211 d.o.f.). The fitted spectral parameters are similar to those obtained by fitting the 0.7–9.5 keV spectra. It is interesting to note that, for the excess absorption models, the redshift of the absorber could be free fitted as $`z=4.2_{0.5}^{+0.6}`$ (90% c.l.); however, this result is only suggestive given the non-uniform efficiency loss over the 0.5–0.7 keV band and the less strict treatment here. We conclude that the broken power law with Galactic absorption model gives a poor description to the observed low-energy spectrum down to 0.5 keV, in comparison with the (redshifted) excess absorption model. Furthermore, the SIS data in the 0.5–0.7 keV range are better described by the absorption model with the absorber being at or close to the quasar redshift than the local absorption model. ## 4 Temporal properties The 67-hour duration of the observation corresponds to $`12.7`$ hours in the quasar frame, which is short for quasar timing analysis. The X-ray variability was searched for from the background-subtracted light curve by using the packages provided in the FTOOLS. No statistically significant variations were found in both the co-added SIS and GIS light curves, as well as in the combined SIS+GIS light curve. It is noted, however, that a marginal, small amplitude variation could probably be present in the first half of the duration ($`\chi ^2`$ test, $`\chi ^2=15`$ for 9 d.o.f., a probability level of 0.09). We compared our results with the RASS flux by extrapolating the best-fit model down to 0.1 keV. The predicted count rate in the ROSAT 0.1–2.4 keV band is 0.02 cts s<sup>-1</sup>, consistent with the RASS measurement $`0.035\pm 0.011`$ cts s<sup>-1</sup> (Zickgraf et al., 1997) within the errors. Thus, no significant flux variation was found by comparing the two observations of about 2 years apart in the source rest frame. It should be noted that, in the ROSAT soft 0.1–0.41 keV band, only $`0.1`$ source count is predicted for the 424 second RASS exposure due to the strong absorption of soft X-rays, in contrast to the observed $`2`$ counts (a counting statistical probability of 3% only). This may imply the latter to be either of background fluctuations, or source photons scattered off the absorbing medium down to the soft X-ray energies. ## 5 Discussion We have shown that the X-ray spectrum of RX J1028.6-0844 exhibits a low-energy cutoff much strong than that expected from the Galactic absorption. Though both, the power law with excess absorption and the broken power law with Galactic absorption models give acceptable fits to the spectra, the former is favored over the latter based on the fitting statistics. On the other hand, the power law model has been found to be a characteristic of the intrinsic X-ray continuum emission of FSRQ over a wide range of redshift. We thus suggest that the broken power law model seems to be an unlikely case, though it cannot be ruled out confidently, and the observed excess spectral cutoff is most likely caused by absorption of the soft X-ray photons from the quasar. This explanation is much natural in the light of what has been established in the redshift range of around 2 to 3—excess X-ray absorption is common in radio quasars, and extends this behavior up to redshift above 4 (two out of the three objects with well determined X-ray spectra). We consider this scenario only and discuss its implications in below. ### 5.1 The absorber The derived column density of the excess absorption (hereafter denoted simply as $`N_\mathrm{H}`$) is among the largest<sup>4</sup><sup>4</sup>4Similar amounts of excess absorption were also reported in S5 0014+81 (Cappi et al., 1997) and PKS 0528+134 (Reeves et al., 1997). ever found for high-$`z`$ radio quasars, which imposes a strong observational constraint on the nature of the absorbing material. In addition, any satisfactory absorption models should be able to accommodate the absorber to the following facts: (a) the relatively well constrained $`N_\mathrm{H}`$$`z`$ relation (Fig 4), though with some uncertainties introduced from the unknown metallicity; (b) being nearly neutral or moderately ionized, $`\xi <2`$ at the 90% c.l. (unless the iron abundance relative to other heavy elements is abnormally sub-solar; see above); (c) no strong absorption beyond the Lyman limit, as indicated by both the optical (UV in the source frame) spectrum and the measured $`B`$-magnitude (emitted at 834 Å) in Zickgraf et al. (1997); and similarly, (d) no indication of heavy dust extinction; (e) if the X-ray emission is mainly from the jet (a likely case, see Sect. 5.2), the absorber must lie outside the jet from the nucleus or around the jet. Several possible origins of the X-ray absorption of high-$`z`$ radio quasars have been proposed (see Elvis et al. 1994, 1998), such as damped Ly$`\alpha `$ systems, intracluster gas, and the boundary layer between the jet and surrounding medium. We discuss in below the implications of our results for the possible absorbers of both intervening and intrinsic origins. #### 5.1.1 Cosmological intervening material? An inspection of the optical image of the quasar field obtained by Zickgraf et al. (1997) suggests readily an absorber candidate: an extended, faint (speculative) spiral galaxy, which lies $`7\mathrm{}`$ away from the quasar and seems not highly inclined given the estimated optical axes of $`5\mathrm{}\times 3\mathrm{}`$. The presumed H I gas disk/halo might intersect the quasar line-of-sight at a transverse distance of from a few kpc ($`z1`$) to several tens kpc ($`z1`$). If this object is indeed a spiral galaxy, absorption of the quasar X-rays by its H I gas is unavoidable. The question is whether the amount of the absorbing gas can account for the large column density derived here. Observational evidence for X-ray absorption due to galactic H I disk/shell has just emerged in a few systems (Elvis et al., 1997; Yuan and Brinkmann, 1999), but the measured $`N_\mathrm{H}`$ are relatively low (several times $`10^{20}`$$`\mathrm{cm}^2`$). We tried to assess quantitatively the amount of such possible absorption. We estimated the averaged $`N_\mathrm{H}`$ of the anticipated H I gas in this galaxy from its optical brightness, by making use of the galactic H I -mass and luminosity relation and the distance-independent scaling $`N_\mathrm{H}10^{20}(M_{\mathrm{HI}}/L_\mathrm{B})10^{0.4(27\mu _\mathrm{B})}`$ (Disney and Banks, 1997), where $`M_{\mathrm{HI}}/L_\mathrm{B}`$ is the H I -mass to light ratio in units of $`M_{\mathrm{}}/L_{\mathrm{}}`$, and $`\mu _\mathrm{B}`$ the $`B`$-band surface brightness averaged over the H I disk. Adopting the measured $`m_\mathrm{B}=20.2\pm 0.5`$, we found a conservative $`\mu _\mathrm{B}25.2`$ (Galactic extinction corrected), which is averaged over the solid angle confined by an ellipse with the inferred axis ratio and intersecting the quasar sight-line. This led to an averaged $`N_\mathrm{H}5.2(_{1.9}^{+3.1})10^{20}(M_{\mathrm{HI}}/L_\mathrm{B})`$$`\mathrm{cm}^2`$, where the quoted errors are from the uncertainty of $`m_\mathrm{B}`$. To match the excess absorption $`N_\mathrm{H}`$ of $`2.5(_{0.4}^{+0.5})10^{21}`$$`\mathrm{cm}^2`$ ($`z=0`$ and $`A_\mathrm{Z}=A_\mathrm{Z}\mathrm{}`$), a $`M_{\mathrm{HI}}/L_\mathrm{B}`$ ratio as high as 4–5 is needed; this seems to be unlikely as spirals being found to have $`M_{\mathrm{HI}}/L_\mathrm{B}1`$ regardless of the morphological type (e.g. Kamphuis et al. 1996). Moreover, the true $`N_\mathrm{H}`$ at the site of the quasar sight-line might be even lower than the averaged value as the H I surface density drops rapidly outward from the center. We therefore suggest that this galaxy is probably responsible for part of the X-ray absorption, but it is unlikely—though we cannot rule it out—to be able to account for the total absorption opacity. After subtracting the plausible contribution of this galaxy (assuming $`M_{\mathrm{HI}}/L_\mathrm{B}1`$), an excess column density of $`N_\mathrm{H}`$ $`2.0(_{0.4}^{+0.5})10^{21}`$$`\mathrm{cm}^2`$ ($`z=0`$ and $`A_\mathrm{Z}=A_\mathrm{Z}\mathrm{}`$) may remain unaccounted for. Such a large amount of absorption seems not to be easily explained by the general damped Ly$`\alpha `$ systems (DLA), neutral hydrogen reservoirs with the largest column density ($`N_{\mathrm{H}\mathrm{I}}`$) known in the universe. Although DLA may have the distribution of $`N_{\mathrm{H}\mathrm{I}}`$ reaching a few times $`10^{21}`$$`\mathrm{cm}^2`$ at its high end, the steep distribution function with a power law index of $`3`$ renders such systems to be extremely rare (Wolfe et al. 1995, Zwaan et al. 1999). The deficit of column density is even severe regarding the substantially sub-solar metal abundances ($`A_\mathrm{Z}<0.1A_\mathrm{Z}\mathrm{}`$) of DLA, even at $`z0`$ (Miller et al., 1999), which require $`N_\mathrm{H}`$ to be well above $`10^{22}`$$`\mathrm{cm}^2`$ in order to produce the observed absorption. Although the true total hydrogen column density $`N_\mathrm{H}`$ could be somewhat higher than $`N_{\mathrm{H}\mathrm{I}}`$ considering a possible ionization fraction of H, the correction should not be large as gases in DLA are believed to be mainly neutral (Wolfe, 1993). A detailed study by O’Flaherty and Jakobsen (1997) incorporating absorber statistics confirmed the extremely low detectability of high-$`N_\mathrm{H}`$ intervening systems; the chance probability to have a DLA with $`N_\mathrm{H}`$ $`10^{21}`$$`\mathrm{cm}^2`$ on the line-of-sight to a high-$`z`$ quasar is less than a few percent. This probability is even lower considering that any DLA systems, if do produce the absorption, are most likely at low redshifts so as to avoid the otherwise much higher X-ray $`N_\mathrm{H}`$ required (Fig. 4). The non-detection of a DLA in the optical spectrum obtained by Zickgraf et al. (1997) places an upper limit on the redshift of any possible DLA as $`2.5`$. Therefore, the likelihood of the absorption being caused by cosmologically intervening material is regarded to be low. #### 5.1.2 Intrinsic absorber? Alternatively, the excess absorption might take place intrinsically close to the quasar. This seems to be plausible in the light of the statistical arguments for high-$`z`$ radio-quiet quasars showing no excess absorption. The inferred absorption column density in the quasar rest frame then reaches the highest ever found among this type, $`210^{23}`$$`\mathrm{cm}^2`$ ($`1.710^{23}`$$`\mathrm{cm}^2`$ corrected for the possible foreground galactic absorption assuming the expected $`M_{\mathrm{HI}}/L_\mathrm{B}1`$, see Sect. 5.1.1) or even higher up to $`10^{24}`$$`\mathrm{cm}^2`$ if $`A_\mathrm{Z}0.1A_\mathrm{Z}\mathrm{}`$. Such thick gas can not be easily explained by the known mass components. This result strengthens the tentative, apparent trend of the increasing $`N_\mathrm{H}`$ of excess absorption in radio quasars with the increase of redshift, which might have interesting consequences for understanding the evolution of quasars and, probably, the formation of the cosmic structure. One immediate problem, which seems to be common among objects of this type (Elvis et al., 1994), arises as the apparent inconsistency between the X-ray and optical data: the thick gas, if contains dust similar to that of our Galaxy in both composition and content, would have blocked almost all the optical/UV light of the quasar believed to originate from the central region, e.g. $`A(\lambda 1230\text{Å})`$=40 (Seaton, 1979) for the observed $`R`$-magnitude. Though this problem may be relieved by a likely extremely low dust content or different dust compositions at high redshift (see Elvis et al. 1994 for a discussion), the lack of strong Lyman limit absorption remains a concern. A rough estimate of $`\tau _{912\text{Å}}1`$ from the optical spectrum in Zickgraf et al. (1997) suggests the absorber to be highly ionized, $`N_{\mathrm{H}\mathrm{I}}`$ /$`N_\mathrm{H}`$ $`10^6`$ (taking the conservative value of $`N_\mathrm{H}`$ =$`1.710^{23}`$$`\mathrm{cm}^2`$). This ionization state requires the dimensionless ionization parameter $`U5`$ ($`U`$ is defined as the hydrogen-ionizing photon-to-electron number density ratio) for the typical AGN ionizing continuum, or, when converted to $`\xi `$, $`\xi 250`$; assuming the ionizing continuum as the extrapolation of the observed flat power law with $`\mathrm{\Gamma }1.7`$ requires $`\xi 370`$. However, we found $`\xi 2`$ (20) at the 90% (99%) c.l. from the X-ray data. One natural explanation would be that the UV continuum emitting region is only partially or not covered by the X-ray absorber. If this is the case, special geometry of the absorbing gases may be required; for instance, the gas might be ambiently local to the jet if the X-rays are of jet emission (constraint e). Again, it should be noted that, if the gas has iron-poor metallicity in comparison to the solar one, a higher ionization state cannot be ruled out. Interestingly, Elvis et al. (1994) related the X-ray absorption of quasars up to $`z3`$ to cooling flows of the possible host clusters of galaxies, though the existence of relaxed clusters at such high redshifts is unknown. If we take this hypothesis and extend the redshift up to $`z4`$ for the case of RX J1028.6-0844, its large $`N_\mathrm{H}`$ value in comparison to those found from X-ray absorption in low-redshift clusters ($`10^{21}`$$`\mathrm{cm}^2`$, White et al. 1991) would imply an extremely strong cooling flow. The mass of the cooled gas reaches $`310^{13}R_{100}^2`$ M for a conservative $`N_\mathrm{H}`$=$`10^{23}`$$`\mathrm{cm}^2`$, where $`R_{100}`$ is the cooling flow radius in units of 100 kpc. For $`R_{100}1`$ as typically found in low-$`z`$ clusters, this means a cooled mass of $`310^{13}`$ M, and a mass cooling rate $`310^4`$ M yr<sup>-1</sup> given the short life-time of the system of less than $`10^9`$ years. Such a cooling flow almost approaches the ‘maximal cooling flow’ in which the cooling time is comparable with the gravitational free-fall time (Fabian, 1994). Though these numbers will be somewhat reduced for a likely clumpy distribution of the cooled gas, a cooling flow stronger than those in nearby clusters is suggested. It has also been noted that the massive ($`10^{14}`$ M) neutral hydrogen cloud at $`z`$=3.4 reported by Uson et al. (1991) could be a possible origin of X-ray absorption. The gas cloud was detected via both absorption and emission lines at the radio 21 cm wavelength, and was interpreted as indications of a proto-cluster of galaxies. The H I column density derived from the absorption line is $`4.410^{18}(T_\mathrm{s}/\mathrm{K})`$$`\mathrm{cm}^2`$ ($`T_\mathrm{s}`$ the spin temperature of H I); the mean surface mass density was estimated from the emission line as $`48`$ M pc<sup>-2</sup> (Uson et al., 1991), which corresponds to an averaged column density $`N_{\mathrm{H}\mathrm{I}}`$ $`5.710^{21}`$$`\mathrm{cm}^2`$. If such a system is responsible for the X-ray absorption in RX J1028.6-0844, the gas must be hot with $`T_\mathrm{s}>10^4`$ K, and/or somewhat ionized, $`N_\mathrm{H}`$ /$`N_{\mathrm{H}\mathrm{I}}`$ $`>10`$; these lower limits will be further raised up for $`A_\mathrm{Z}`$ $`<`$$`A_\mathrm{Z}\mathrm{}`$. Thus, the inferred $`T_\mathrm{s}`$ and/or total gas mass are likely exceeding $`10^4`$ K and $`310^{14}`$ M, respectively, the values proposed for a “Zel’dovich pancake” (Sunyaev and Zel’dovich, 1975). If the quasar X-rays are dominated by jet emission, the absorption may be caused by intimately jet-linked material. Such a scenario explains naturally the lack of UV absorption and reddening, which seems to be a commonplace for high-$`z`$ radio quasars showing excess X-ray absorption. It is of particular interest to relate the X-ray absorption with the optical-radio ‘alignment effect’ found in high-$`z`$ radio galaxies, as noted in Elvis et al. (1998). This effect is the alignment of the extended, polarized optical emission with the radio axes (e.g. McCarthy 1993), which is thought to be of (dust) scattering and/or star-formation origin. A class of dust scattering models advocates the existence of gas-dust clouds embedded in a multi-phase boundary layer formed (from interaction) between the jet and ambient medium (e.g. De Young 1998). Although such a jet environment is largely uncertain, it is interesting to note the following order-of-magnitude estimation. We consider a specific set of model parameters which was adopted so as to roughly satisfy the physical condition and observations as proposed in De Young (1998): gas density $`n`$=10–100 cm<sup>-3</sup>, cloud size $`R_\mathrm{c}`$100 pc. We assume the boundary layer containing one layer of similar clouds, i.e. its height is characterized by the size of the clouds $`R_\mathrm{c}`$. Consider an X-ray photon emitted from the jet with an angle $`\theta `$ with respect to the jet axis in the observer frame; for FSRQ, $`\theta `$ is small, $`\theta 10^\mathrm{°}`$. The average number of the clouds that the photon is expected to encounter before it escapes out of this ‘cocoon’ is $`N_{\mathrm{enc}}=R_\mathrm{c}/(\mathrm{sin}\theta d_\mathrm{c})`$, where $`d_\mathrm{c}`$ is the mean distance between two neighboring clouds. If the clouds are abundant enough, $`d_\mathrm{c}/R_\mathrm{c}(\mathrm{sin}\theta )^1`$, $`N_{\mathrm{enc}}`$ reaches unity ($`N_{\mathrm{enc}}1`$) and results in X-ray absorption with almost a full coverage as viewed from the observer. The column density is then $`N_\mathrm{H}`$ $`nR_\mathrm{c}N_{\mathrm{enc}}=3N_{\mathrm{enc}}10^{2122}`$$`\mathrm{cm}^2`$. Thus, for only one encounter on average ($`N_{\mathrm{enc}}`$=1) the resulting $`N_\mathrm{H}`$ is sufficient to account for the X-ray column densities found in most of the excess absorption quasars. To reach $`N_\mathrm{H}`$ $`10^{23}`$$`\mathrm{cm}^2`$ in RX J1028.6-0844, an increase in $`N_{\mathrm{enc}}`$ up to several encounters is required; this may be achieved by a rather small viewing angle to the jet $`\theta `$, and/or an increased cloud number density (reduced $`d_\mathrm{c}`$). For such a model, the presence of X-ray absorption in radio quasars might be governed by the formation of such a boundary layer, for which cosmic evolution is needed to explain the difference at high and low redshifts. ### 5.2 The quasar The 2–50 keV luminosity of $`2.610^{47}`$$`\mathrm{erg}\mathrm{s}^1`$, after correction for the total absorption, makes RX J1028.6-0844 one of the most luminous quasars. Furthermore, if $`A_\mathrm{Z}0.1`$$`A_\mathrm{Z}\mathrm{}`$, we have $`N_\mathrm{H}`$ $`10^{24}`$$`\mathrm{cm}^2`$ and the Thomson depth $`\tau _{\mathrm{Th}}1.2\sigma _{\mathrm{Th}}N_\mathrm{H}`$ reaches unity for photons with energies above a few keV (so that electrons bound to atoms can be treated as free); electron scattering becomes non-negligible and actually dominating the opacity for photons with $`E5`$ keV. An additional correction for such electron scattering opacity would raise the 2–50 keV luminosity at least a few times higher, perhaps approaching $`10^{48}`$$`\mathrm{erg}\mathrm{s}^1`$. This will make the quasar one of the most luminous steady objects if the radiation is isotropic. Fig. 5 shows the spectral energy distribution (SED) for RX J1028.6-0844, with the X-ray luminosity corrected for the total absorption. The UV luminosities ($`L_{\mathrm{UV}}`$) are somewhat uncertain due to the unknown dust extinction possibly imposed by the X-ray absorber. For a comparison, also plotted are $`L_{\mathrm{UV}}`$ (open circles) for one extreme case in which the absorption is solely attributed to a local intervening (galactic) absorber with the Galactic dust-to-gas ratio; $`L_{\mathrm{UV}}`$ then reaches $`10^{47}`$$`\mathrm{erg}\mathrm{s}^1`$. The situation is less clear for the case of intrinsic absorption, as discussed above; in any case $`L_{\mathrm{UV}}`$ must be no less than the observed values for which only the correction for the Galactic reddening was applied (filled dots). It has been pointed out by Fabian et al. (1999) that this object (and the other two $`z>4`$ quasars) is distributed somewhat apart from the bulk of nearby blazars on the $`\alpha _{\mathrm{rx}}`$$`\alpha _{\mathrm{ox}}`$ and $`\alpha _{\mathrm{ro}}`$$`\alpha _{\mathrm{ox}}`$ planes, where $`\alpha _{\mathrm{ro}}`$, $`\alpha _{\mathrm{rx}}`$, and $`\alpha _{\mathrm{ox}}`$ are the so-called broad band effective spectral indices<sup>5</sup><sup>5</sup>5Defined as $`\alpha _{\mathrm{ro}}`$=$`\mathrm{log}(L_\mathrm{o}/L_\mathrm{r})/\mathrm{log}(\nu _\mathrm{o}/\nu _\mathrm{r})`$, $`\alpha _{\mathrm{rx}}`$=$`\mathrm{log}(L_\mathrm{x}/L_\mathrm{r})/\mathrm{log}(\nu _\mathrm{x}/\nu _\mathrm{r})`$, and $`\alpha _{\mathrm{ox}}`$=$`\mathrm{log}(L_\mathrm{x}/L_\mathrm{o})/\mathrm{log}(\nu _\mathrm{x}/\nu _\mathrm{o})`$, where $`L_\mathrm{r}`$, $`L_\mathrm{o}`$, and $`L_\mathrm{x}`$ are the monochromatic luminosities at the radio $`\nu _\mathrm{r}`$, optical $`\nu _\mathrm{o}`$, and X-ray $`\nu _\mathrm{x}`$ bands, respectively. spanning between the radio, optical, and X-ray wavebands, respectively. For RX J1028.6-0844, this might be, at least partly, a consequence of the optical/UV extinction imposed by the obscuring matter. The intrinsic $`\alpha _{\mathrm{ro}}`$ and $`\alpha _{\mathrm{ox}}`$ would flatten and steepen, respectively, and this would shift the object toward or into the bulk distribution of FSRQ and radio-selected BL Lac objects in the $`\alpha _{\mathrm{ro}}`$$`\alpha _{\mathrm{rx}}`$$`\alpha _{\mathrm{ox}}`$ parameter space (see Fig. 4 in Fabian et al. 1999), depending on the amount of dust extinction. For example, assuming local absorption and the dust-to-gas ratio similar to the Galactic one, we found<sup>6</sup><sup>6</sup>6The radio, optical and X-ray luminosities are calculated at 5 GHz, 5500 Åand 1keV, and an optical spectral index of $`0.7`$ is assumed for K-correction. intrinsic $`\alpha _{\mathrm{ro}}`$=0.56, $`\alpha _{\mathrm{rx}}`$=0.75, and $`\alpha _{\mathrm{ox}}`$=1.11. Both, the broad band SED and the extreme X-ray luminosity suggest that RX J1028.6-0844 might be a blazar type object; its high radio power is also of typical FSRQ. We may thus come to the suggestion that all these three $`z>4`$ quasars, regardless of the strong X-ray absorption of RX J1028.6-0844, are of the same class, and the X-rays are thought to be emitted via inverse Compton radiation (Jones et al., 1974). Similar to GB 1428+4217 as discussed in Fabian et al. (1999), the optical/UV luminosity of RX J1028.6-0844 might not be dominated by the beamed non-thermal emission, but originate from accretion process; if this is true, the high luminosity would imply that black holes as massive as $`10^810^9`$ M have formed within less than 1 billion years in the early stages of the universe. Owing largely to its low-energy cutoff, the X-ray spectrum of the quasar is consistent with that of the cosmic X-ray background (CXB) in the 0.6–10 keV ASCA band, $`\mathrm{\Gamma }`$=1.4 power law (Gendreau et al., 1995) or $`kT=`$40 keV bremsstrahlung (3–50 keV, Marshall et al. 1980) with Galactic absorption (fits with the parameters fixed at these values resulted in reduced $`\chi ^2`$=1.1 and 1.0 for 212 d.o.f., respectively). However, this type of objects appears simply too rare to make significant contribution to the CXB. Finally, it is noted that the $`z`$=4.3 quasar 1508+5714 revealed a high rest-frame temperature $`93(_{24}^{+40})`$ keV (90% errors, Moran & Helfand 1997) when fitted with a redshifted bremsstrahlung with Galactic absorption model. This value is similar to that found for RX J1028.6-0844 of $`132(_{27}^{+41})`$ keV, which apparently resulted from the low-energy cutoff in its spectrum. Such a comparison suggests possible excess absorption in 1508+5714 too, of which the ASCA observation might not be deep enough to allow a detection. The 90% upper limit on the excess absorption $`N_\mathrm{H}`$ at the quasar redshift was given as $`1.310^{22}`$$`\mathrm{cm}^2`$ (Moran and Helfand, 1997). ## 6 Summary We present the broad band 3–50 keV (source rest frame) X-ray observation of the quasar RX J1028.6-0844 at $`z=4.28`$. The spectrum, with its unprecedented high quality among observations of objects at similar redshifts, reveals an evident, substantial low-energy cutoff in excess of that due to Galactic absorption. The spectrum is best modeled by a power law with excess photoelectric absorption model, yet a broken power law with Galactic absorption cannot be ruled out. We suggest the excess absorption to be the most likely explanation, considering the spectral data at the low-energy end. The column density of the absorber, depending on its redshift and metallicity, ranges from $`2.510^{21}`$$`\mathrm{cm}^2`$ for local absorption up to $`2.110^{23}`$$`\mathrm{cm}^2`$ (solar metallicity) or $`1.610^{24}`$$`\mathrm{cm}^2`$ (10% solar metallicity) for absorption at the quasar redshift. It has to be noted there may be a systematic uncertainty in the determination of the column density, which tends to overestimate the absorption; however, we suggest this effect to be small and negligible in comparison to the statistical uncertainties. We attribute a possible part of the absorption opacity to a putative foreground spiral galaxy; the remaining absorption, most likely the majority part, seems not to be easily explained by cosmological intervening systems. Future observations with XMM and Chandra would be able to measure the redshift and other parameters of the absorber by detecting possible iron absorption edges above 7 keV. The unabsorbed quasar continuum is well described by a simple power law with $`\mathrm{\Gamma }=1.67_{0.04}^{+0.07}`$ extending up to 50 keV in the source rest frame. The absorption corrected luminosity reaches as high as $`2.610^{47}`$$`\mathrm{erg}\mathrm{s}^1`$, regardless of possible electron scattering effect. No statistically significant X-ray flux variations were found during the relatively short observational interval, neither by a comparison with the early ROSAT Survey observation. Considering its extreme apparent luminosities in the X-ray and radio bands, as well as the broad band SED, we suggest RX J1028.6-0844 to be a blazar type object, similar to the other two $`z>4`$ quasars observed with broad band X-ray spectroscopy. We thank all the members of ASCA team for making the observations and data analysis possible. We would also like to thank the referee for a careful reading of the manuscript and the useful comments which helped to improve the paper. W.Y. acknowledges the STA fellowship and hospitality at NASDA. This research has made use of the NASA/IPAC Extragalactic Database (NED), which is operated by the JPL, Caltech, under contract with the National Aeronautics and Space Administration.
warning/0006/hep-ph0006166.html	ar5iv	text	# Monte Carlo Generators and the CCFM Equationaafootnote aTalk presented at the DIS 2000 workshop, Liverpool, England, April 2000. ## 1 Introduction Small-$`x`$ final states are central to the understanding of small-$`x`$ evolution in general. To understand final-state properties such as forward jet rates and transverse energy flow, it is important to have event generators which give a good description of the experimental data. It has, however, turned out to be difficult to produce such an event generator. To leading double-log accuracy, the CCFM$`^\mathrm{?}`$ evolution should be the best way of describing small-$`x`$ final states, and some attempts to implement CCFM into an event generator has been made e.g. SMALLX $`^\mathrm{?}`$ and LDCMC $`^\mathrm{?}`$. Below we will discuss some recent developments of these generators as well as the new C ASCADE $`^\mathrm{?}`$ generator for CCFM. ## 2 CCFM and the SMALLX and CASCADE programs The implementation of the CCFM $`^\mathrm{?}`$ parton evolution in the forward evolution Monte Carlo program SMALLX is described in detail in $`^\mathrm{?}`$, and we have already reported on some recent developments in $`^\mathrm{?}`$ and $`^\mathrm{?}`$. The main new ingredient is a modification in the treatment of the non-Sudakov form factor, $`\mathrm{\Delta }_{ns}`$, which allows for the removal of the so-called consistency constraint. Rather than using the simple form, $`\mathrm{log}\mathrm{\Delta }_{ns}=\overline{\alpha }_s\mathrm{log}(1/z_i)\mathrm{log}(k_{ti}^2/z_iq_{ti}^2)`$, which requires the consistency constraint $`k_{ti}^2>z_iq_{ti}^2`$ in order to be below unity, the full form$`^\mathrm{?}`$ is used: $$\mathrm{log}\mathrm{\Delta }_{ns}=\overline{\alpha }_s\mathrm{log}\left(\frac{z_0}{z_i}\right)\mathrm{log}\left(\frac{k_{ti}^2}{z_0z_iq_{ti}^2}\right),z_0=\{\begin{array}{cc}1\hfill & \text{if }k_{ti}/q_{ti}>1\hfill \\ k_{ti}/q_{ti}\hfill & \text{if }z<k_{ti}/q_{ti}1\hfill \\ z\hfill & \text{if }k_{ti}/q_{ti}z\hfill \end{array}$$ (1) This form factor is well behaved for all emissions and gives no suppression in the region $`k_{ti}/q_{ti}z`$ where then $`\mathrm{\Delta }_{ns}=1`$. In Fig. 1a the prediction for the forward jets is shown. The data are nicely described. Including the consistency constraint, the $`x`$ dependence of the total cross section changes, but a similarly good description of $`F_2`$ is obtained by changing the infrared cutoff, $`Q_0`$. However the forward jet cross section is reduced. The effect of the consistency constraint is well illustrated in the spectrum of the values of the splitting variable $`z`$ for events that satisfy the criteria of forward jet production (Fig. 1b). Only about half of the events satisfy the consistency constraint, and especially medium and large values of $`z`$ are rejected. Furthermore we notice that in general $`z`$ is not very small thus showing that even in forward jet production we are far away from the asymptotic region, where the small $`x`$ approximation is valid. The C ASCADE program which implements CCFM evolution in a backward evolution algorithm, gives results which agree well with the ones from SMALLX . It should also be noted that these programs also are able to reproduce other data, such as $`F_2^c`$ and photo-production of $`J/\mathrm{\Psi }`$ as measured at HERA. ## 3 The Linked Dipole Chain Model and the LDCMC program The Linked Dipole Chain Model$`^\mathrm{?}`$, LDC, is a reformulation of the CCFM evolution. The main idea is to reinterpret the non-Sudakov form factor as a normal Sudakov for the no-emission probability in some phase-space region. By redefining the division between initial- and final-state splittings (which is done by angular ordering in CCFM), requiring the transverse momentum of a gluon emitted in the initial-state to be larger than the minimum transverse momenta of the connecting propagators, $`q_i^2>\mathrm{min}(k_i^2,k_{i1}^2)`$, an extra weight is given to each splitting corresponding to the sum of all emissions which in this way are treated as final-state. In the limit of emissions which are strongly ordered both in longitudinal and transverse momenta of the propagating gluon, it can then be shown that if the kinematical constraint is applied, this sum exactly cancels the non-Sudakov. It has, however, not been proven that this holds if the consistency constraint is relaxed. LDCMC is able to give a good description of $`F_2`$, but underestimates the forward jet rates by approximately a factor 2. Much effort has lately been put into the understanding of the differences between SMALLX and C ASCADE on one hand and LDCMC on the other. Some of this work was reported on in $`^\mathrm{?}`$. One difference between LDCMC and SMALLX is that the latter only includes the singular parts of the gluon splitting function, i.e. the $`1/z`$ and the $`1/(1z)`$ terms, where the $`1/z`$ term is regularized by the non-Sudakov: $$\stackrel{~}{P}_g(z)=\mathrm{\Delta }_{ns}\frac{1}{z}+\frac{1}{1z}.$$ (2) LDCMC , however, uses the full splitting function including the non-singular terms (where the non-Sudakov has been canceled): $$P_g(z)=\frac{1}{z}+\frac{1}{1z}2+z(1z).$$ (3) In the limits of $`z`$ close to zero or one, which is the limit in which the CCFM equation is derived, the non-singular terms should be negligible. But, as seen in fig. 1b, the typical $`z`$-values in events with forward jets are around 0.5 where the non-singular terms may reduce the splitting function with almost a factor 2. It is intriguing to note that the forward jet rates obtained by LDCMC is approximately a factor two below those obtained with SMALLX (which agrees with data). Indeed, preliminary investigations show that removing the non-singular terms from LDCMC does increase the forward jet rates as seen in fig. 1c although not with as much as a factor of two $`^\mathrm{?}`$. ## 4 Open questions The fact that the results from the SMALLX , C ASCADE and LDCMC programs depends strongly on the treatment of the consistency constraint and on the non-singular terms in the gluon splitting functions, means that also the CCFM equation as such is sensitive to these non-leading effects for observables such as the forward jet rates. To include the non-singular terms in the gluon splitting function in the CCFM equation is not completely straight forward. Simply adding them to eq. 2 may result in negative splitting probabilities. But in the limits of $`z`$ close to zero or one, it is allowed to let the non-Sudakov in eq. 2 multiply also the $`1/(1z)`$ term: $`\stackrel{~}{P}_g=\mathrm{\Delta }_{ns}P_g^{sing}(z)=\mathrm{\Delta }_{ns}(1/z+1/(1z))`$, in which case it is possible to replace the $`P_g^{sing}(z)`$ with the full splitting function of eq. 3. Preliminary investigations $`^\mathrm{?}`$ show that doing this in the SMALLX program indeed gives a large effect, although more studies are needed to quantify the influence on the results for e.g. forward jet rates. In conclusion, it is still an open question whether the CCFM evolution equation is an appropriate way of describing small-$`x`$ final states or not. Much more work is needed, both phenomenological work using the event generators and purely theoretical studies of the CCFM evolution, to understand how to correctly treat the non-leading effects which seem to be important in the description of data. ## References
warning/0006/hep-ph0006351.html	ar5iv	text	# I INTRODUCTION ## I INTRODUCTION The conventional approach to exclusive nonleptonic $`B`$ meson decays relies on the factorization assumption (FA) , under which nonfactorizable and annihilation contributions are neglected and final-state-interaction (FSI) effects are assumed to be absent. Factorizable contributions are expressed as products of Wilson coefficients, meson decay constants, and hadronic transition form factors. Though analyses are simpler under this assumption, estimations of many important ingredients, such as tree and penguin (including electroweak penguin) contributions, and strong phases are not reliable. Moreover, the above naive FA suffers the problems of scale, infrared-cutoff and gauge dependences . It is also difficult to explain the observed branching ratios of the $`BJ/\psi K^{()}`$ decays in the FA approach, to which nonfactorizable and factorizable contributions are of the same order . Perturbative QCD (PQCD) factorization theorem for exclusive heavy-meson decays has been developed some time ago , which goes beyond FA. PQCD is a method to separate hard components from a QCD process, which are treated by perturbation theory. Nonperturbative components are organized in the form of hadron wave functions, which can be extracted from experimental data. This prescription removes the infrared-cutoff dependence in PQCD. Since nonperturbative dynamics has been absorbed into wave functions, external quarks involved in hard amplitudes are on-shell, and gauge invariance of PQCD predictions is guaranteed. Contributions to hard parts from various topologies, such as tree, penguin and annihilation, including both factorizable and nonfactorizable contributions, can all be calculated. Without assuming FA, it is easy to achieve the scale independence in the PQCD approach. Despite of the above merrits of PQCD, an important subject, final state interaction (FSI), remains unsettled, which is nonperturbative but not universal. FSI effects in two-body decays have been assumed to be small. Though arguments and indications for this assumption have been supplied in , experimental justification is necessary. In this paper we shall propose to explore FSI effects by studying $`BKK`$ decays. It will be explained in Sec. II that these decays are more sensitive to FSI effects compared to $`BK\pi `$ and $`\pi \pi `$ decays. Employing the meson wave functions and the unitarity angle $`\varphi _3=90^o`$ determined in , we predict the branching ratios and the CP asymmetries of the $`B^\pm K^\pm K^0`$, $`B_d^0K^\pm K^{}`$ and $`B_d^0K^0\overline{K}^0`$ modes. The comparision of our predictions with future data can be used to estimate the importance of FSI effects. In particular, large observed $`B_d^0K^\pm K^{}`$ branching ratios and CP asymmetry in the $`B_d^0K^0\overline{K}^0`$ modes will imply strong FSI effects. An essential difference between the FA and PQCD approaches is that annihilation and nonfactorizable amplitudes are neglected in the former, but calculable in the latter. It has been shown that annihilation contributions from the operator $`O_{5,6}`$ with the $`(VA)(V+A)`$ structure, bypassing helicity suppression, are not negligible . These contributions, being mainly imaginary, result in CP asymmetries in the $`B\pi \pi `$ decays, which are much larger than those predicted in FA . Hence, measurements of CP asymmetries will distinguish the two approaches . The $`B^\pm K^\pm K^0`$ modes contain both annihilation amplitudes from $`O_{5,6}`$ and nonfactorizable annihilation amplitudes from $`O_{1,2}`$, such that they exhibit substantial CP asymmetry. The branching ratios of the $`B_d^0K^\pm K^{}`$ modes, involving only nonfactorizable annihilation amplitudes, can not be estimated, or are vanishingly small in FA. The data of these two decays can verify PQCD evaluation of annihilation and nonfactorizable contributions. FSI effects in the $`B\pi \pi `$, $`K\pi `$ and $`KK`$ decays are compared in Sec. II. The PQCD formalism for annihilation and nonfactorizable contributions is reviewed in Sec. III. We present the factorization formulas of all the $`BKK`$ modes in Sec. IV, and perform a numerical analysis in Sec. V. Section VI is the conclusion. ## II FINAL STATE INTERACTION FSI is a subtle and complicated subject. Most estimates of FSI effects in the literature suffer ambiguities or difficulties. Kamal has pointed out that the enhancement of CP asymmetry in the $`B^\pm K^0\pi ^\pm `$ modes from order 0.5 % up to order (10-20)% is due to an overestimation of FSI effects by a factor of 20 . The smallness of FSI effects has been put forward by Bjorken based on the color-transparency argument . The renormalization-group (RG) analysis of soft gluon exchanges among initial- and final-state mesons has also indicated that FSI effects are not important in two-body $`B`$ meson decays. These discussions have led us to ignore FSI effects in the PQCD formalism. For example, the charge exchange in the rescattering $`B^+K^+\pi ^0K^0\pi ^+`$, regarded as occuring through short-distance quark-pair annihilation, is of higher order . As stated in the Introduction, the neglect of FSI effects requires experimental justification. For this purpose, we propose to investigate the $`BKK`$ decays, which are more sensitive to FSI effects compared with the $`BK\pi `$ and $`\pi \pi `$ decays. Similar proposals have been presented in the literature within the framework of $`SU(3)`$ symmetry. We make our argument explicit by means of the general expression for the $`B\pi \pi `$, $`K\pi `$ and $`KK`$ decay amplitudes, $$𝒜=V_uT+V_uP_u+V_cP_c+V_tP_t.$$ (1) The factors $`V_q=V_{qd}V_{qb}^{}`$, $`q=u`$, $`c`$, and $`t`$, are the products of the Cabibbo-Kobayashi-Maskawa (CKM) matrix elements, $`T`$ denotes the tree amplitude, and $`P_q`$ denote the penguin amplitudes arising from internal $`q`$-quark contributions. FSI effects have been included in the amplitudes $`T`$ and $`P_{u,c,t}`$. Using the unitarity relation $`V_c=V_uV_t`$, Eq. (1) is rewritten as $`𝒜`$ $`=`$ $`V_u\left(T+P_uP_c\right)+V_t\left(P_tP_c\right),`$ (2) $`=`$ $`V_u\left(T+P_uP_c\right)\left[1+{\displaystyle \frac{V_t}{V_u}}{\displaystyle \frac{P_tP_c}{T+P_uP_c}}\right],`$ (3) $``$ $`V_u\left(T+P_uP_c\right)\left[1+{\displaystyle \frac{V_t}{V_u}}_{\pi \pi (KK)}e^{i\delta _{\pi \pi (KK)}}\right],`$ (4) or $`𝒜`$ $`=`$ $`V_t\left(P_tP_c\right)\left[1+{\displaystyle \frac{V_u}{V_t}}{\displaystyle \frac{T+P_uP_c}{P_tP_c}}\right],`$ (5) $``$ $`V_t\left(P_tP_c\right)\left[1+{\displaystyle \frac{V_u}{V_t}}_{K\pi }e^{i\delta _{K\pi }}\right],`$ (6) where $``$ are the ratios of different amplitudes and $`\delta `$ the CP-conserving strong phases. Without FSI, the various amplitudes $`T`$ and $`P_{u,c,t}`$, namely, the ratios $``$ and the strong phases $`\delta `$ are calculable in PQCD. If FSI effects are important, they may change branching ratios or induce CP asymmetries of two-body $`B`$ meson decays by varying $`R`$ and $`\delta `$. For the $`B\pi \pi `$ decays, the ratio $`V_t/V_u`$ is of order unity, but $`R_{\pi \pi }`$ is small because of the large Wilson coefficients $`a_1=C_2+C_1/N_c`$ in $`T`$, $`N_c`$ being number of colors. The exception is the $`B_d^0\pi ^0\pi ^0`$ mode, whose tree amplitude is proportional to the small Wilson coefficient $`a_2=C_1+C_2/N_c`$. The ratio $`R_{K\pi }`$ may be large, but its coefficient $`V_u/V_tR_b\lambda ^2`$, $`R_b`$ and $`\lambda `$ being the Wolfenstein parameters defined in Sec. IV, is small. Therefore, FSI effects in the $`B\pi \pi `$ and $`K\pi `$ decays are suppressed by $`1/a_1`$ and $`V_u/V_t`$, respectively. On the other hand, the $`B\pi \pi `$ and $`K\pi `$ decays have branching ratios of order $`10^5`$, which are larger than those of the $`BKK`$ decays (of order $`10^6`$ as calculated in Sec. V). It has been also predicted in PQCD that the CP asymmetries in the $`B\pi \pi `$ and $`K\pi `$ decays are large: $`3040\%`$ in the former and $`1015\%`$ in the latter . These large values render FSI effects relatively mild. For the $`BKK`$ decays, $`T`$ arises only from small nonfactorizable annihilation diagrams for the $`B^\pm K^\pm K^0`$ and $`B_d^0K^\pm K^{}`$ modes, and vanishes for the $`B_d^0K^0\overline{K}^0`$ modes. Furthermore, $`V_t/V_u`$ is of order unity. Hence, there is no suppression from the Wilson coefficients and from the CKM matrix elements, and FSI effects will be more significant. In the PQCD approach $`_{KK}`$ is close to unity, corresponding to the branching ratios of order $`10^6`$ for $`B^\pm K^\pm K^0`$ and $`B_d^0K^0\overline{K}^0`$, and $`10^8`$ for $`B_d^0K^\pm K^{}`$. CP asymmetry vanishes in the $`B_d^0K^0\overline{K}^0`$ modes, because only the penguin operators contribute at leading order. However, if FSI contributes, the above results will be changed dramatically. For example, FSI effects could induce large $`T`$ and $`P_{u,c}`$ via the rescattering of intermediate states $`DD`$ and $`\pi \pi `$ produced from the tree operators, and $`P_t`$ via the rescattering of intermediate states $`KK`$ produced from the penguin operators. When $`_{KK}`$ deviates from unity through rescattering processes, the branching ratios and CP asymmetries of the $`BKK`$ decays could be enhanced. We show how FSI effects modify amplitudes of various topologies in the $`BKK`$ decays in Table I. For more allowed intermediate states, refer to . It is obvious that the rescattering processes $`DD(\pi \pi )KK`$ may be important due to the large $`BDD(\pi \pi )`$ branching ratios. For example, $`B(B_d^0\pi ^\pm \pi ^\pm )`$ is of order $`10^5`$. It is then possible that FSI effects could be significant enough to increase $`B(B_d^0K^\pm K^{})`$ from order $`10^8`$ to above $`10^7`$. For a similar reason, the rescatering processes could induce large $`P_{u,c}`$ with the CKM matrix elements $`V_{u,c}`$, which, as interfered with the penguin contributions, result in sizable CP asymmetry in the $`B_d^0K^0\overline{K}^0`$ modes. Hence, large CP asymmetry observed in the $`B_d^0K^0\overline{K}^0`$ modes and large deviation of the observed $`B_d^0K^\pm K^{}`$ branching ratios from the PQCD predictions will indicate strong FSI effects. ## III NONFACTORIZABLE AND ANNIHILATION CONTRIBUTIONS PQCD factorization theorem for exclusive nonleptonic $`B`$ meson decays has been briefly reviewed in . In this section we simply sketch the idea of PQCD factorization theorem, concentrating on its application to nonfactorizable and annihilation amplitudes in the $`BKK`$ decays. In perturbation theory nonperturbative dynamics is reflected by infrared divergences in radiative corrections. These infrared divergences can be separated and absorbed into a $`B`$ meson wave function or a kaon wave function order by order . A formal definition of the meson wave functions as matrix elements of nonlocal operators can be constructed, which, if evaluated perturbatively, reproduces the infrared divergences. Certainly, one can not derive a wave function in perturbation theory, but parametrizes it as a parton model, which describes how a parton (valence quark, if a leading-twist wave function is referred) shares meson momentum. The meson wave functions, characterized by the QCD scale $`\mathrm{\Lambda }_{\mathrm{QCD}}`$, must be determined by nonperturbative means, such as lattice gauge theory and QCD sum rules, or extracted from experimental data. In the application below small parton transverse momenta $`k_T`$ are included, and the characteristic scale is replaced by $`1/b`$ with $`b`$ being a variable conjugate to $`k_T`$. After absorbing infrared divergences into the meson wave functions, the remaining part of radiative corrections is infrared finite. This part can be evaluated perturbatively as a hard amplitude with six on-shell external quarks, four of which correspond to the four-fermion operators and two of which are the spectator quarks of the $`B`$ or $`K`$ mesons. Note that the $`b`$ quark carries various momenta, whose distribution is described by the $`B`$ meson wave function introduced above. The six-quark amplitude contains all possible Feynman diagrams, which include both factorizable and nonfactorizable tree, penguin and annihilation contributions. A factorizable diagram involves hard gluon exchanges among valence quarks of the $`B`$ meson or of a kaon. A nonfactorizable diagram involves hard gluon exchanges bwteeen the valence quarks of different mesons. That is, the PQCD formalism does not rely on FA. The hard amplitude is characterized by the virtuality $`t`$ of involved internal particles, which is of order $`M_B`$, and by the $`W`$ boson mass $`M_W`$. The hard scale $`t`$ reflects the specific dynamics of a decay mode, while $`M_W`$ serves the scale, at which the matching conditions of the effective weak Hamiltonian to the full Hamiltonian are defined. The study of the pion form factor has indicated that the choice of $`t`$ as the maximum of internal particle virtualities minimizes next-to-leading-order corrections to hard amplitudes . Large logarithmic corrections are organized by RG methods. The results consist of the evolution from $`M_W`$ down to $`t`$ described by the Wilson coefficients, the evolution from $`t`$ to $`1/b`$, and a Sudakov factor. The two evolutions are governed by different anomalous dimensions, since loop corrections associated with spectator quarks contribute, when the energy scale runs to below $`t`$. The Sudakov factor suppresses the long-distance contributions from the large $`b`$ region, and vanishes as $`b=1/\mathrm{\Lambda }_{\mathrm{QCD}}`$. This suppression guarantees the applicability of PQCD to exclusive decays around the energy scale of the $`B`$ meson mass . A salient feature of PQCD factorization theorem is the universality of nonperturbative wave functions. Because of universality, meson wave functions extracted from some decay modes can be employed to make predictions for other modes. We have determined the $`B`$ and $`K`$ meson wave functions from the experimental data of the $`BK\pi `$ and $`\pi \pi `$ decays , and the unitarity angle $`\varphi _3=90^o`$ from the CLEO data of the ratio , $`R={\displaystyle \frac{B(B_d^0K^\pm \pi ^{})}{B(B^\pm K^0\pi ^\pm )}}=0.95\pm 0.30,`$ (7) where $`B(B_d^0K^\pm \pi ^{})`$ represents the CP average of the branching ratios $`B(B_d^0K^+\pi ^{})`$ and $`B(\overline{B}_d^0K^{}\pi ^+)`$. It has been emphasized that the $`B\pi \pi `$ data can be explained using the same angle $`\varphi _3=90^o`$ in PQCD, contrary to the conclusion in , where an angle larger than $`100^o`$ must be adopted. In this work we shall predict the branching ratios and CP asymmetries of the $`BKK`$ decays in the PQCD formalism employing the above meson wave functions and the unitarity angle. Factorizable annihilation contributions correspond to the time-like kaon form factor. It is known that annihilation contributions from the $`O_{14}`$ operators with the $`(VA)(VA)`$ structure vanish because of helicity suppression. However, those from the $`O_{5,6}`$ operators with the $`(VA)(V+A)`$ structure bypass helicity suppression, and turn out to be comparible with penguin contributions . Without FSI in PQCD, strong phases arise from non-pinched singularities of quark and gluon propagators in annihilation and nonfactorizable diagrams. Especially, annihilation amplitudes are the main source of strong phases . In the FA and Beneke-Buchalla-Neubert-Sachrajda (BBNS) approaches, where annihilation diagrams are not taken into account, strong phases come from the Bander-Silverman-Soni (BSS) mechanism and from the extraction of the scale dependence from hadronic matrix elements . As shown in , these sources are in fact next-to-leading-order. As a consequence, CP asymmetries predicted in FA and BBNS are smaller than those predicted in PQCD. Nonfactorizable amplitudes have been also considered in the BBNS approach, which are, however, treated in a different way. For example, they are real because of some approximation in , but complex in PQCD . Generally speaking, nonfactorizable contributions are less important compared to factorizable ones except in the cases where factorizable contributions are proportional to the small Wilson coefficients $`a_2`$ or vanish. As stated before, the $`B^\pm K^\pm K^0`$ decays involve both annihilation amplitudes from $`O_{5,6}`$ and nonfactorizable annihilation amplitudes from $`O_{1,2}`$. Their interference then leads to substantial CP asymmetry in PQCD. The $`B_d^0K^\pm K^{}`$ decays involve only nonfactorizable annihilation amplitudes from tree and penguin operators, such that their branching ratios can not be estimated, or are vanishingly small in the FA and BBNS approaches. These quantities mark the essential differences among FA, BBNS and PQCD. The comparision of our predictions for the CP asymmetry in the $`B^\pm K^\pm K^0`$ decays and for the $`B_d^0K^\pm K^{}`$ branching ratios with future data will justify our evaluation of annihilation and nonfactorizable contributions, and distinguish the FA, BBNS and PQCD approaches. ## IV FACTORIZATION FORMULAS We present the factorization formulas of the $`BKK`$ decays in this section. The effective Hamiltonian for the flavor-changing $`bd`$ transition is given by $$H_{\mathrm{eff}}=\frac{G_F}{\sqrt{2}}\underset{q=u,c}{}V_q\left[C_1(\mu )O_1^{(q)}(\mu )+C_2(\mu )O_2^{(q)}(\mu )+\underset{i=3}{\overset{10}{}}C_i(\mu )O_i(\mu )\right],$$ (8) with the CKM matrix elements $`V_q=V_{qd}^{}V_{qb}`$ and the operators $`O_1^{(q)}=(\overline{d}_iq_j)_{VA}(\overline{q}_jb_i)_{VA},O_2^{(q)}=(\overline{d}_iq_i)_{VA}(\overline{q}_jb_j)_{VA},`$ (9) $`O_3=(\overline{d}_ib_i)_{VA}{\displaystyle \underset{q}{}}(\overline{q}_jq_j)_{VA},O_4=(\overline{d}_ib_j)_{VA}{\displaystyle \underset{q}{}}(\overline{q}_jq_i)_{VA},`$ (10) $`O_5=(\overline{d}_ib_i)_{VA}{\displaystyle \underset{q}{}}(\overline{q}_jq_j)_{V+A},O_6=(\overline{d}_ib_j)_{VA}{\displaystyle \underset{q}{}}(\overline{q}_jq_i)_{V+A},`$ (11) $`O_7={\displaystyle \frac{3}{2}}(\overline{d}_ib_i)_{VA}{\displaystyle \underset{q}{}}e_q(\overline{q}_jq_j)_{V+A},O_8={\displaystyle \frac{3}{2}}(\overline{d}_ib_j)_{VA}{\displaystyle \underset{q}{}}e_q(\overline{q}_jq_i)_{V+A},`$ (12) $`O_9={\displaystyle \frac{3}{2}}(\overline{d}_ib_i)_{VA}{\displaystyle \underset{q}{}}e_q(\overline{q}_jq_j)_{VA},O_{10}={\displaystyle \frac{3}{2}}(\overline{d}_ib_j)_{VA}{\displaystyle \underset{q}{}}e_q(\overline{q}_jq_i)_{VA},`$ (13) $`i`$ and $`j`$ being the color indices. Using the unitarity condition, the CKM matrix elements for the penguin operators $`O_3`$-$`O_{10}`$ can also be expressed as $`V_u+V_c=V_t`$. The unitarity angle $`\varphi _3`$ is defined via $$V_{ub}=\|V_{ub}\|\mathrm{exp}(i\varphi _3).$$ (14) Adopting the Wolfenstein parametrization for the CKM matrix upto $`𝒪(\lambda ^3)`$, $`\left(\begin{array}{ccc}V_{ud}& V_{us}& V_{ub}\\ V_{cd}& V_{cs}& V_{cb}\\ V_{td}& V_{ts}& V_{tb}\end{array}\right)=\left(\begin{array}{ccc}1\frac{\lambda ^2}{2}& \lambda & A\lambda ^3(\rho i\eta )\\ \lambda & 1\frac{\lambda ^2}{2}& A\lambda ^2\\ A\lambda ^3(1\rho i\eta )& A\lambda ^2& 1\end{array}\right),`$ (15) we have the parameters $`\lambda `$ $`=`$ $`0.2196\pm 0.0023,`$ (16) $`A`$ $`=`$ $`0.819\pm 0.035,`$ (17) $`R_b`$ $``$ $`\sqrt{\rho ^2+\eta ^2}=0.41\pm 0.07.`$ (18) For the $`B^\pm K^\pm K^0`$ decays, the operators $`O_{1,2}^{(u)}`$ contribute via the annihilation topology, in which the fermion flow forms two loops as shown in Fig. 1. $`O_{1,2}^{(c)}`$ do not contribute at leading order of $`\alpha _s`$. $`O_{310}`$ contribute via the penguin topology with the light quark $`q=s`$ and via the annihilation topology with $`q=u`$, in which the fermion flow forms one loop. As evaluating hard amplitudes, an additional minus sign should be associated with the $`O_{1,2}^{(u)}`$ contributions, that contain two fermion loops. $`O_{1,3,5,7,9}`$ give both factorizable and nonfactorizable (color-suppressed) contributions, while $`O_{2,4,6,8,10}`$ give only factorizable ones because of the color flow. The electroweak penguin contributions from $`O_{710}`$ have been included in the same way as those from the QCD penguins $`O_{36}`$. Obviously, the electroweak penguins are less important because of the small electromagnetic coupling. The diagrams for the $`B_d^0K^\pm K^{}`$ decays are displayed in Fig. 2. The operators $`O_{1,2}^{(u)}`$ contribute via the annihilation topology, which contain one fermion loop. $`O_{1,2}^{(c)}`$ do not contribute at leading order of $`\alpha _s`$. $`O_{310}`$ contribute via the annihilation topology with the light quark $`q=s`$ or $`u`$, in which the fermion flow forms two loops. In these modes $`O_{2,4,6,8,10}`$ give both factorizable and nonfactorizable contributions, while $`O_{1,3,5,7,9}`$ give only factorizable ones because of the color flow. Only the operators $`O_{310}`$ contribute to the $`B_d^0K^0\overline{K}^0`$ modes via the penguin topology with the light quark $`q=s`$ and via the annihilation topology with the light quark $`q=s`$ or $`d`$. The penguin contributions contain one fermion loop. The $`q=s`$ annihilation amplitudes involve two fermion loops, while the $`q=d`$ annihilation amplitudes contain both cases of one fermion loop and of two fermion loops as shown in Fig. 3. The $`B`$ meson momentum in light-cone coordinates is chosen as $`P_1=(M_B/\sqrt{2})(1,1,\mathrm{𝟎}_T)`$. Momenta of the two kaons are chosen as $`P_2=(M_B/\sqrt{2})(1,0,\mathrm{𝟎}_T)`$ and $`P_3=P_1P_2`$. We shall drop the contributions of order $`(M_K/M_B)^25\%`$, $`M_K`$ being the kaon mass. The $`B`$ meson is at rest with the above parametrization of momenta. We define the momenta of light valence quark in the $`B`$ meson as $`k_1`$, where $`k_1`$ has a plus component $`k_1^+`$, giving the momentum fraction $`x_1=k_1^+/P_1^+`$, and small transverse components $`𝐤_{1T}`$. The two light valence quarks in the kaon involved in the $`BK`$ transition form factor carry the longitudinal momenta $`x_2P_2`$ and $`(1x_2)P_2`$, and small transverse momenta $`𝐤_{2T}`$ and $`𝐤_{2T}`$, respectively. The two light valence quarks in the other kaon carry the longitudinal momenta $`x_3P_3`$ and $`(1x_3)P_3`$, and small transverse momenta $`𝐤_{3T}`$ and $`𝐤_{3T}`$, respectively. The Sudakov resummations of large logarithmic corrections to the $`B`$ and $`K`$ meson wave functions lead to the exponentials $`\mathrm{exp}(S_B)`$, $`\mathrm{exp}(S_{K_2})`$ and $`\mathrm{exp}(S_{K_3})`$, respectively, with the exponents $`S_B(t)`$ $`=`$ $`s(x_1P_1^+,b_1)+2{\displaystyle _{1/b_1}^t}{\displaystyle \frac{d\overline{\mu }}{\overline{\mu }}}\gamma (\alpha _s(\overline{\mu })),`$ (19) $`S_{K_2}(t)`$ $`=`$ $`s(x_2P_2^+,b_2)+s((1x_2)P_2^+,b_2)+2{\displaystyle _{1/b_2}^t}{\displaystyle \frac{d\overline{\mu }}{\overline{\mu }}}\gamma (\alpha _s(\overline{\mu })),`$ (20) $`S_{K_3}(t)`$ $`=`$ $`s(x_3P_3^{},b_3)+s((1x_3)P_3^{},b_3)+2{\displaystyle _{1/b_3}^t}{\displaystyle \frac{d\overline{\mu }}{\overline{\mu }}}\gamma (\alpha _s(\overline{\mu })).`$ (21) The variable $`b_1`$, $`b_2`$, and $`b_3`$ conjugate to the parton transverse momentum $`k_{1T}`$, $`k_{2T}`$, and $`k_{3T}`$ represents the transverse extent of the $`B`$ and $`K`$ mesons, respectively. The exponent $`s`$ is written as $$s(Q,b)=_{1/b}^Q\frac{d\mu }{\mu }\left[\mathrm{ln}\left(\frac{Q}{\mu }\right)A(\alpha _s(\mu ))+B(\alpha _s(\mu ))\right],$$ (22) where the anomalous dimensions $`A`$ to two loops and $`B`$ to one loop are $`A`$ $`=`$ $`C_F{\displaystyle \frac{\alpha _s}{\pi }}+\left[{\displaystyle \frac{67}{9}}{\displaystyle \frac{\pi ^2}{3}}{\displaystyle \frac{10}{27}}f+{\displaystyle \frac{2}{3}}\beta _0\mathrm{ln}\left({\displaystyle \frac{e^{\gamma _E}}{2}}\right)\right]\left({\displaystyle \frac{\alpha _s}{\pi }}\right)^2,`$ (23) $`B`$ $`=`$ $`{\displaystyle \frac{2}{3}}{\displaystyle \frac{\alpha _s}{\pi }}\mathrm{ln}\left({\displaystyle \frac{e^{2\gamma _E1}}{2}}\right),`$ (24) with $`C_F=4/3`$ a color factor, $`f=4`$ the active flavor number, and $`\gamma _E`$ the Euler constant. The one-loop expression of the running coupling constant, $$\alpha _s(\mu )=\frac{4\pi }{\beta _0\mathrm{ln}(\mu ^2/\mathrm{\Lambda }_{\mathrm{QCD}}^2)},$$ (25) is substituted into Eq. (22) with the coefficient $`\beta _0=(332f)/3`$. The anomalous dimension $`\gamma =\alpha _s/\pi `$ describes the RG evolution from $`t`$ to $`1/b`$. The decay rates of $`B^\pm K^\pm K^0`$ have the expressions $$\mathrm{\Gamma }=\frac{G_F^2M_B^3}{128\pi }\|𝒜\|^2.$$ (26) The decay amplitudes $`𝒜^+`$ and $`𝒜^{}`$ corresponding to $`B^+K^+K^0`$ and $`B^{}K^{}K^0`$, respectively, are written as $`𝒜^+`$ $`=`$ $`f_KV_t^{}F_{46}^{P(s)}+V_t^{}_{46}^{P(s)}+f_BV_t^{}F_{a6}^{P(u)}+V_t^{}_{a46}^{P(u)}V_u^{}_{a1},`$ (27) $`𝒜^{}`$ $`=`$ $`f_KV_tF_{46}^{P(s)}+V_t_{46}^{P(s)}+f_BV_tF_{a6}^{P(u)}+V_t_{a46}^{P(u)}V_u_{a1},`$ (28) with the kaon decay constant $`f_K`$. The notation $`F`$ ($``$) represents factorizable (nonfactorizable) contributions, where the indices $`a`$ and $`P(q)`$ denote the annihilation and penguin topologies, respectively, with the $`q`$ quark pair emitted from the electroweak penguins, and the subscripts 1, 4 and 6 label the Wilson coefficients appearing in the factorization formulas. The nonfactorizable amplitude $`_{a1}`$ are from the operators $`O_{1,2}^{(u)}`$. The decay rates of $`B_d^0K^\pm K^{}`$ have the similar expressions with the amplitudes $`𝒜`$ $`=`$ $`V_t^{}(_{a35}^{P(u)}+_{a35}^{P(s)})V_u^{}_{a2},`$ (29) $`\overline{𝒜}`$ $`=`$ $`V_t(_{a35}^{P(u)}+_{a35}^{P(s)})V_u_{a2},`$ (30) for $`B_d^0K^+K^{}`$ and $`\overline{B}_d^0K^{}K^+`$, respectively. The notations are similar to those in Eqs. (27) and (28). The decay amplitudes for $`B_d^0K^0\overline{K}^0`$ and $`\overline{B}_d^0K^0\overline{K}^0`$ are written as $`𝒜^{}`$ $`=`$ $`f_KV_t^{}F_{46}^{P(s)}+V_t^{}_{46}^{P(s)}+f_BV_t^{}F_{a6}^{P(d)}+V_t^{}(_{a46}^{P(d)}+_{a35}^{P(d)}+_{a35}^{P(s)}),`$ (31) $`\overline{𝒜}^{}`$ $`=`$ $`f_KV_tF_{46}^{P(s)}+V_t_{46}^{P(s)}+f_BV_tF_{a6}^{P(d)}+V_t(_{a46}^{P(d)}+_{a35}^{P(d)}+_{a35}^{P(s)}),`$ (32) respectively. The factorizable contributions are written as $`F_{46}^{P(s)}`$ $`=`$ $`F_4^{P(s)}+F_6^{P(s)},`$ (33) $`F_4^{P(s)}`$ $`=`$ $`16\pi C_FM_B^2{\displaystyle _0^1}𝑑x_1𝑑x_3{\displaystyle _0^{\mathrm{}}}b_1𝑑b_1b_3𝑑b_3\varphi _B(x_1,b_1)`$ (36) $`\times \{[(1+x_3)\varphi _K(x_3)+r_K(12x_3)\varphi _K^{}(x_3)]E_{e4}^{(s)}(t_e^{(1)})h_e(x_1,x_3,b_1,b_3)`$ $`+2r_K\varphi _K^{}(x_3)E_{e4}^{(s)}(t_e^{(2)})h_e(x_3,x_1,b_3,b_1)\},`$ $`F_6^{P(s)}`$ $`=`$ $`32\pi C_FM_B^2{\displaystyle _0^1}𝑑x_1𝑑x_3{\displaystyle _0^{\mathrm{}}}b_1𝑑b_1b_3𝑑b_3\varphi _B(x_1,b_1)`$ (39) $`\times r_K\{[\varphi _K(x_3)+r_K(2+x_3)\varphi _K^{}(x_3)]E_{e6}^{(s)}(t_e^{(1)})h_e(x_1,x_3,b_1,b_3)`$ $`+[x_1\varphi _K(x_3)+2r_K(1x_1)\varphi _K^{}(x_3)]E_{e6}^{(s)}(t_e^{(2)})h_e(x_3,x_1,b_3,b_1)\},`$ $`F_{a6}^{P(q)}`$ $`=`$ $`32\pi C_FM_B^2{\displaystyle _0^1}𝑑x_2𝑑x_3{\displaystyle _0^{\mathrm{}}}b_2𝑑b_2b_3𝑑b_3`$ (42) $`\times r_K\{[x_3\varphi _K(1x_2)\varphi _K^{}(1x_3)+2\varphi _K^{}(1x_2)\varphi _K(1x_3)]E_{a6}^{(q)}(t_a^{(1)})h_a(x_2,x_3,b_2,b_3)`$ $`+[2\varphi _K(1x_2)\varphi _K^{}(1x_3)+x_2\varphi _K^{}(1x_2)\varphi _K(1x_3)]E_{a6}^{(q)}(t_a^{(2)})h_a(x_3,x_2,b_3,b_2)\},`$ for the light quarks $`q=u`$ and $`d`$. The evolution factors are given by $`E_{ei}^{(s)}(t)`$ $`=`$ $`\alpha _s(t)a_i^{(s)}(t)\mathrm{exp}[S_B(t)S_{K3}(t)],`$ (44) $`E_{ai}^{(q)}(t)`$ $`=`$ $`\alpha _s(t)a_i^{(q)}(t)\mathrm{exp}[S_{K2}(t)S_{K3}(t)].`$ (45) Notice the arguments $`1x_2`$ and $`1x_3`$ of the kaon wave functions $`\varphi _K`$ and $`\varphi _K^{}`$ in Eqs. (50) and (LABEL:exc6). The explicit expressions of the kaon wave functions will be given in Sec. V, where $`x`$ represents the momentum fraction of the light $`u`$ or $`d`$ quark. However, to render the annihilation contributions for $`q=s`$ and for $`q=u`$ or $`d`$ have the same hard parts, we have labelled the $`s`$ quark momentum by $`x`$ in the latter case, and changed the arguments of the kaon wave functions to $`1x`$. The factorizable annihilation contribution associated with the Wilson coefficient $`a_4^{(q)}`$ from Fig. 1(c) is identical to zero because of helicity suppression as indicated by $`F_{a4}^{P(q)}`$ $`=`$ $`16\pi C_FM_B^2{\displaystyle _0^1}𝑑x_2𝑑x_3{\displaystyle _0^{\mathrm{}}}b_2𝑑b_2b_3𝑑b_3`$ (50) $`\times \{[x_3\varphi _K(1x_2)\varphi _K(1x_3)2r_K^2(1+x_3)\varphi _K^{}(1x_2)\varphi _K^{}(1x_3)]`$ $`\times E_{a4}^{(q)}(t_a^{(1)})h_a(x_2,x_3,b_2,b_3)`$ $`+\left[x_2\varphi _K(1x_2)\varphi _K(1x_3)+2r_K^2(1+x_2)\varphi _K^{}(1x_2)\varphi _K^{}(1x_3)\right]`$ $`\times E_{a4}^{(q)}(t_a^{(2)})h_a(x_3,x_2,b_3,b_2)\}.`$ The helicity suppression does not apply to the annihilation contributions associated with $`a_6^{(q)}`$, and the two terms in Eq. (LABEL:exc6) are constructive. It is easy to confirm these observations by interchaning the integration variables $`x_2`$ and $`x_3`$ in the second terms of Eqs. (LABEL:exc6) and (50). The factorization formulas for $`F_{a1}`$ from Fig. 1(a) and for $`F_{a2}`$ from Fig. 2(a), associated with the Wilson coefficient $`a_1(t_a)`$ and $`a_2(t_a)`$, respectively, are the same as $`F_{a4}^{P(q)}`$, i.e., vanish. The expressions of $`F_{a35}^{P(q)}`$ from Figs. 2(b), 2(c), 3(c), and 3(d), associated with the Wilson coefficients $`a_3^{(q)}(t_a)+a_5^{(q)}(t_a)`$, are also the same as $`F_{a4}^{P(q)}`$ and vanish. The hard functions $`h`$’s in Eqs (36)-(LABEL:exc6), are given by $`h_e(x_1,x_3,b_1,b_3)`$ $`=`$ $`K_0\left(\sqrt{x_1x_3}M_Bb_1\right)`$ (53) $`\times [\theta (b_1b_3)K_0\left(\sqrt{x_3}M_Bb_1\right)I_0\left(\sqrt{x_3}M_Bb_3\right)`$ $`+\theta (b_3b_1)K_0\left(\sqrt{x_3}M_Bb_3\right)I_0\left(\sqrt{x_3}M_Bb_1\right)],`$ $`h_a(x_2,x_3,b_2,b_3)`$ $`=`$ $`\left({\displaystyle \frac{i\pi }{2}}\right)^2H_0^{(1)}\left(\sqrt{x_2x_3}M_Bb_2\right)`$ (56) $`\times [\theta (b_2b_3)H_0^{(1)}\left(\sqrt{x_3}M_Bb_2\right)J_0\left(\sqrt{x_3}M_Bb_3\right)`$ $`+\theta (b_3b_2)H_0^{(1)}\left(\sqrt{x_3}M_Bb_3\right)J_0\left(\sqrt{x_3}M_Bb_2\right)].`$ The derivation of $`h`$, from the Fourier transformation of the lowest-order $`H`$, is similar to that for the $`BD\pi `$ decays . The hard scales $`t`$ are chosen as the maxima of the virtualities of internal particles involved in $`b`$ quark decay amplitudes, including $`1/b_i`$: $`t_e^{(1)}`$ $`=`$ $`\mathrm{max}(\sqrt{x_3}M_B,1/b_1,1/b_3),`$ (57) $`t_e^{(2)}`$ $`=`$ $`\mathrm{max}(\sqrt{x_1}M_B,1/b_1,1/b_3),`$ (58) $`t_a^{(1)}`$ $`=`$ $`\mathrm{max}(\sqrt{x_3}M_B,1/b_2,1/b_3),`$ (59) $`t_a^{(2)}`$ $`=`$ $`\mathrm{max}(\sqrt{x_2}M_B,1/b_2,1/b_3),`$ (60) which decrease higher-order corrections. The Sudakov factor in Eq. (21) suppresses long-distance contributions from the large $`b`$ (i.e., large $`\alpha _s(t)`$) region, and improves the applicability of PQCD to $`B`$ meson decays. For the nonfactorizable amplitudes, the factorization formulas involve the kinematic variables of all the three mesons, and the Sudakov exponent is given by $`S=S_B+S_{K2}+S_{K3}`$. The integration over $`b_3`$ can be performed trivially, leading to $`b_3=b_1`$ or $`b_3=b_2`$. Their expressions are $`_{46}^{P(s)}`$ $`=`$ $`_4^{P(s)}+_6^{P(s)},`$ (61) $`_4^{P(s)}`$ $`=`$ $`32\pi C_F\sqrt{2N_c}M_B^2{\displaystyle _0^1}[dx]{\displaystyle _0^{\mathrm{}}}b_1𝑑b_1b_2𝑑b_2\varphi _B(x_1,b_1)\varphi _K(x_2)`$ (64) $`\times \{[(x_1x_2)\varphi _K(x_3)+r_Kx_3\varphi _K^{}(x_3)]E_{e4}^{(s)}(t_d^{(1)})h_d^{(1)}(x_1,x_2,x_3,b_1,b_2,b_1)`$ $`+[(1x_1x_2+x_3)\varphi _K(x_3)r_Kx_3\varphi _K^{}(x_3)]E_{e4}^{(s)}(t_d^{(2)})h_d^{(2)}(x_1,x_2,x_3,b_1,b_2,b_1)\},`$ $`_6^{P(s)}`$ $`=`$ $`32\pi C_F\sqrt{2N_c}M_B^2{\displaystyle _0^1}[dx]{\displaystyle _0^{\mathrm{}}}b_1𝑑b_1b_2𝑑b_2\varphi _B(x_1,b_1)\varphi _K^{}(x_2)`$ (69) $`\times r_K\{[(x_1x_2)\varphi _K(x_3)+r_K(x_1x_2x_3)\varphi _K^{}(x_3)]`$ $`\times E_{e6}^{(s)}(t_d^{(1)})h_d^{(1)}(x_1,x_2,x_3,b_1,b_2,b_1)`$ $`+\left[(1x_1x_2)\varphi _K(x_3)+r_K(1x_1x_2+x_3)\varphi _K^{}(x_3)\right]`$ $`\times E_{e6}^{(s)}(t_d^{(2)})h_d^{(2)}(x_1,x_2,x_3,b_1,b_2,b_1)\},`$ $`_{a46}^{P(q)}`$ $`=`$ $`_{a4}^{P(q)}+_{a6}^{P(q)},`$ (70) $`_{a4}^{P(q)}`$ $`=`$ $`32\pi C_F\sqrt{2N_c}M_B^2{\displaystyle _0^1}[dx]{\displaystyle _0^{\mathrm{}}}b_1𝑑b_1b_2𝑑b_2\varphi _B(x_1,b_1)`$ (75) $`\times \{[x_3\varphi _K(1x_2)\varphi _K(1x_3)r_K^2(x_1x_2x_3)\varphi _K^{}(1x_2)\varphi _K^{}(1x_3)]`$ $`\times E_{a4}^{(q)}(t_f^{(1)})h_f^{(1)}(x_1,x_2,x_3,b_1,b_2,b_2)`$ $`\left[(x_1+x_2)\varphi _K(1x_2)\varphi _K(1x_3)+r_K^2(2+x_1+x_2+x_3)\varphi _K^{}(1x_2)\varphi _K^{}(1x_3)\right]`$ $`\times E_{a4}^{(q)}(t_f^{(2)})h_f^{(2)}(x_1,x_2,x_3,b_1,b_2,b_2)\},`$ $`_{a6}^{P(q)}`$ $`=`$ $`32\pi C_F\sqrt{2N_c}M_B^2{\displaystyle _0^1}[dx]{\displaystyle _0^{\mathrm{}}}b_1𝑑b_1b_2𝑑b_2\varphi _B(x_1,b_1)`$ (80) $`\times \{[r_Kx_3\varphi _K(1x_2)\varphi _K^{}(1x_3)r_K(x_1x_2)\varphi _K^{}(1x_2)\varphi _K(1x_3)]`$ $`\times E_{a6}^{(q)}(t_f^{(1)})h_f^{(1)}(x_1,x_2,x_3,b_1,b_2,b_2)`$ $`\left[r_K(2x_3)\varphi _K(1x_2)\varphi _K^{}(1x_3)r_K(2x_1x_2)\varphi _K^{}(1x_2)\varphi _K(1x_3)\right]`$ $`\times E_{a6}^{(q)}(t_f^{(2)})h_f^{(2)}(x_1,x_2,x_3,b_1,b_2,b_2)\},`$ with the definition $`[dx]dx_1dx_2dx_3`$ and $`q=u`$ and $`d`$. The nonfactorizable amplitudes $`_{a35}^{P(q)}`$ are written as $`_{a35}^{P(q)}`$ $`=`$ $`_{a3}^{P(q)}+_{a5}^{P(q)},`$ (81) $`_{a5}^{P(q)}`$ $`=`$ $`32\pi C_F\sqrt{2N_c}M_B^2{\displaystyle _0^1}[dx]{\displaystyle _0^{\mathrm{}}}b_1𝑑b_1b_2𝑑b_2\varphi _B(x_1,b_1)`$ (86) $`\times \{[(x_1x_2)\varphi _K(1x_2)\varphi _K(1x_3)+r_K^2(x_1x_2x_3)\varphi _K^{}(1x_2)\varphi _K^{}(1x_3)]`$ $`\times E_{a5}^{(q)}(t_f^{(1)})h_f^{(1)}(x_i,b_i)`$ $`+\left[x_3\varphi _K(1x_2)\varphi _K(1x_3)+r_K^2(2+x_1+x_2+x_3)\varphi _K^{}(1x_2)\varphi _K^{}(1x_3)\right]`$ $`\times E_{a5}^{(q)}(t_f^{(2)})h_f^{(2)}(x_i,b_i)\},`$ for $`q=u`$ and $`d`$. The evolution factors are given by $`E_{ei}^{(s)}(t)`$ $`=`$ $`\alpha _s(t)a_i^{(s)}(t)\mathrm{exp}[S(t)\|_{b_3=b_1}],`$ (87) $`E_{ai}^{(q)}(t)`$ $`=`$ $`\alpha _s(t)a_i^{(q)}(t)\mathrm{exp}[S(t)\|_{b_3=b_2}].`$ (88) The expressions of $`_{a1}`$, $`_{a2}`$ and $`_{a3}^{P(q)}`$ are the same as $`_{a4}^{P(q)}`$ but with the Wilson coefficients $`a_1^{}(t_f)`$, $`a_2^{}(t_f)`$, and $`a_3^{}(t_f)`$, respectively. The expressions of $`_{a35}^{P(s)}`$ are the same as $`_{a35}^{P(q)}`$ but with the kaon wave functions $`\varphi _K^{()}(1x_i)`$ replaced by $`\varphi _K^{()}(x_i)`$, $`i=2`$ and 3, and with the $`q`$ quark replaced by the $`s`$ quark. Notice the difference between the hard parts of $`_{a6}^{P(q)}`$ and $`_{a5}^{P(q)}`$, which are associated with the $`O_{58}`$ operators. The former (latter) corresponds to the fermion flow from the $`b`$ quark to the $`d`$ quark in the kaon (the $`\overline{d}`$ quark in the $`B`$ meson), i.e., the case with one fermion loop (two fermion loops). That is, the nonfactorizable contributions associated with the structure $`(VA)(V+A)`$ distinguish these two cases, while those associated with the structure $`(VA)(VA)`$ do not. The functions $`h^{(j)}`$, $`j=1`$ and 2, appearing in Eqs. (64)-(80), are written as $`h_d^{(j)}`$ $`=`$ $`[\theta (b_1b_2)K_0\left(DM_Bb_1\right)I_0\left(DM_Bb_2\right)`$ (92) $`+\theta (b_2b_1)K_0\left(DM_Bb_2\right)I_0\left(DM_Bb_1\right)]`$ $`\times K_0(D_jM_Bb_2),\text{for }D_j^20,`$ $`\times {\displaystyle \frac{i\pi }{2}}H_0^{(1)}(\sqrt{\|D_j^2\|}M_Bb_2),\text{for }D_j^20,`$ $`h_f^{(j)}`$ $`=`$ $`{\displaystyle \frac{i\pi }{2}}[\theta (b_1b_2)H_0^{(1)}\left(FM_Bb_1\right)J_0\left(FM_Bb_2\right)`$ (96) $`+\theta (b_2b_1)H_0^{(1)}\left(FM_Bb_2\right)J_0\left(FM_Bb_1\right)]`$ $`\times K_0(F_jM_Bb_1),\text{for }F_j^20,`$ $`\times {\displaystyle \frac{i\pi }{2}}H_0^{(1)}(\sqrt{\|F_j^2\|}M_Bb_1),\text{for }F_j^20,`$ with the variables $`D^2`$ $`=`$ $`x_1x_3,`$ (97) $`D_1^2`$ $`=`$ $`F_1^2=(x_1x_2)x_3,`$ (98) $`D_2^2`$ $`=`$ $`(1x_1x_2)x_3,`$ (99) $`F^2`$ $`=`$ $`x_2x_3,`$ (100) $`F_2^2`$ $`=`$ $`x_1+x_2+(1x_1x_2)x_3.`$ (101) For details of the derivation of $`h^{(j)}`$, refer to . The hard scales $`t^{(j)}`$ are chosen as $`t_d^{(1)}`$ $`=`$ $`\mathrm{max}(DM_B,\sqrt{\|D_1^2\|}M_B,1/b_1,1/b_2),`$ (102) $`t_d^{(2)}`$ $`=`$ $`\mathrm{max}(DM_B,\sqrt{\|D_2^2\|}M_B,1/b_1,1/b_2),`$ (103) $`t_f^{(1)}`$ $`=`$ $`\mathrm{max}(FM_B,\sqrt{\|F_1^2\|}M_B,1/b_1,1/b_2),`$ (104) $`t_f^{(2)}`$ $`=`$ $`\mathrm{max}(FM_B,\sqrt{\|F_2^2\|}M_B,1/b_1,1/b_2).`$ (105) In the above expressions the Wilson coefficients are defined by $`a_1`$ $`=`$ $`C_2+{\displaystyle \frac{C_1}{N_c}},`$ (106) $`a_1^{}`$ $`=`$ $`{\displaystyle \frac{C_1}{N_c}},`$ (107) $`a_2`$ $`=`$ $`C_1+{\displaystyle \frac{C_2}{N_c}},`$ (108) $`a_2^{}`$ $`=`$ $`{\displaystyle \frac{C_2}{N_c}},`$ (109) $`a_3^{(q)}`$ $`=`$ $`C_3+{\displaystyle \frac{C_4}{N_c}}+{\displaystyle \frac{3}{2}}e_q\left(C_9+{\displaystyle \frac{C_{10}}{N_c}}\right),`$ (110) $`a_3^{(q)}`$ $`=`$ $`{\displaystyle \frac{1}{N_c}}\left(C_4+{\displaystyle \frac{3}{2}}e_qC_{10}\right),`$ (111) $`a_4^{(q)}`$ $`=`$ $`C_4+{\displaystyle \frac{C_3}{N_c}}+{\displaystyle \frac{3}{2}}e_q\left(C_{10}+{\displaystyle \frac{C_9}{N_c}}\right),`$ (112) $`a_4^{(q)}`$ $`=`$ $`{\displaystyle \frac{1}{N_c}}\left(C_3+{\displaystyle \frac{3}{2}}e_qC_9\right),`$ (113) $`a_5^{(q)}`$ $`=`$ $`C_5+{\displaystyle \frac{C_6}{N_c}}+{\displaystyle \frac{3}{2}}e_q\left(C_7+{\displaystyle \frac{C_8}{N_c}}\right),`$ (114) $`a_5^{(q)}`$ $`=`$ $`{\displaystyle \frac{1}{N_c}}\left(C_6+{\displaystyle \frac{3}{2}}e_qC_8\right),`$ (115) $`a_6^{(q)}`$ $`=`$ $`C_6+{\displaystyle \frac{C_5}{N_c}}+{\displaystyle \frac{3}{2}}e_q\left(C_8+{\displaystyle \frac{C_7}{N_c}}\right),`$ (116) $`a_6^{(q)}`$ $`=`$ $`{\displaystyle \frac{1}{N_c}}\left(C_5+{\displaystyle \frac{3}{2}}e_qC_7\right).`$ (117) Both QCD and electroweak penguin contributions have been included as shown in Eq. (117). It is expected that electroweak penguin contributions are small, as concluded in . The pseudovector and pseudoscalar kaon wave functions $`\varphi _K`$ and $`\varphi _K^{}`$ are defined by $`\varphi _K(x)`$ $`=`$ $`{\displaystyle \frac{dy^+}{2\pi }e^{ixP_3^{}y^+}\frac{1}{2}0\|\overline{u}(y^+)\gamma ^{}\gamma _5s(0)\|\pi },`$ (118) $`{\displaystyle \frac{m_{0K}}{P_3^{}}}\varphi _K^{}(x)`$ $`=`$ $`{\displaystyle \frac{dy^+}{2\pi }e^{ixP_3^{}y^+}\frac{1}{2}0\|\overline{u}(y^+)\gamma _5s(0)\|\pi },`$ (119) respectively, satisfying the normalization $`{\displaystyle _0^1}𝑑x\varphi _K(x)={\displaystyle _0^1}𝑑x\varphi _K^{}(x)={\displaystyle \frac{f_K}{2\sqrt{2N_c}}}.`$ (120) The factor $`r_K`$, $`r_K={\displaystyle \frac{m_{0K}}{M_B}},m_{0K}={\displaystyle \frac{M_K^2}{m_s+m_d}},`$ (121) with $`m_s`$ and $`m_d`$ being the masses of the $`s`$ and $`d`$ quarks, respectively, is associated with the normalization of the pseudoscalar wave function $`\varphi _K^{}`$. Note that we have included the intrinsic $`b`$ dependence for the heavy meson wave function $`\varphi _B`$ but not for the kaon wave functions . As the transverse extent $`b`$ approaches zero, the $`B`$ meson wave function $`\varphi _B(x,b)`$ reduces to the standard parton model $`\varphi _B(x)`$, i.e., $`\varphi _B(x)=\varphi _B(x,b=0)`$, which satisfies the normalization $$_0^1\varphi _B(x)𝑑x=\frac{f_B}{2\sqrt{2N_c}}.$$ (122) ## V NUMERICAL ANALYSIS In the factorization formulas derived in Sec. IV, the Wilson coefficients evolve with the hard scale $`t`$ that depends on the internal kinematic variables $`x_i`$ and $`b_i`$. Wilson coefficients at a scale $`\mu <M_W`$ are related to the corresponding ones at $`\mu =M_W`$ through usual RG equations. Since the typical scale $`t`$ of a hard amplitude is smaller than the $`b`$ quark mass $`m_b=4.8`$ GeV, we further evolve the Wilson coefficients from $`\mu =m_b`$ down to $`\mu =t`$. For the scale $`t`$ below the $`c`$ quark mass $`m_c=1.5`$ GeV, we still employ the evolution function with $`f=4`$, instead of with $`f=3`$, for simplicity, since the matching at $`m_c`$ is less essential. Therefore, we set $`f=4`$ in the RG evolution between $`t`$ and $`1/b`$ governed by the quark anomalous dimension $`\gamma `$. The explicit expressions of $`C_i(\mu )`$ are referred to . For the $`B`$ meson wave function, we adopt the model $`\varphi _B(x,b)=N_Bx^2(1x)^2\mathrm{exp}\left[{\displaystyle \frac{1}{2}}\left({\displaystyle \frac{xM_B}{\omega _B}}\right)^2{\displaystyle \frac{\omega _B^2b^2}{2}}\right],`$ (123) with the shape parameter $`\omega _B=0.4`$ GeV . The normalization constant $`N_B=91.7835`$ GeV is related to the decay constant $`f_B=190`$ MeV. The kaon wave functions are chosen as $`\varphi _K(x)`$ $`=`$ $`{\displaystyle \frac{3}{\sqrt{2N_c}}}f_Kx(1x)[1+0.51(12x)+0.3(5(12x)^21)],`$ (124) $`\varphi _K^{}(x)`$ $`=`$ $`{\displaystyle \frac{3}{\sqrt{2N_c}}}f_Kx(1x).`$ (125) $`\varphi _K`$ is derived from QCD sum rules , where the second term $`12x`$, rendering $`\varphi _K`$ a bit asymmetric, corresponds to $`SU(3)`$ symmetry breaking effect. The decay constant $`f_K`$ is set to 160 MeV (in the convention $`f_\pi =130`$ MeV). The wave funcitons $`\varphi _B`$ and $`\varphi _K^{}`$ were determined from the data of the $`BK\pi `$ decays . We employ $`G_F=1.16639\times 10^5`$ GeV<sup>-2</sup>, the Wolfenstein parameters $`\lambda =0.2196`$, $`A=0.819`$, and $`R_b=0.38`$, the unitarity angle $`\varphi _3=90^o`$, the masses $`M_B=5.28`$ GeV, $`M_K=0.49`$ GeV, and $`m_s=100`$ MeV, which correspond to $`m_{0K}=2.22`$ GeV , and the $`\overline{B}_d^0`$ ($`B^{}`$) meson lifetime $`\tau _{B^0}=1.55`$ ps ($`\tau _B^{}=1.65`$ ps) . Our predictions for the branching ratio of each mode are $`B(B^+K^+K^0)=1.47\times 10^6,`$ (126) $`B(B^{}K^{}K^0)=1.84\times 10^6,`$ (127) $`B(B_d^0K^+K^{})=3.27\times 10^8,`$ (128) $`B(\overline{B}_d^0K^{}K^+)=5.90\times 10^8,`$ (129) $`B(B_d^0K^0\overline{K}^0)=1.75\times 10^6,`$ (130) $`B(\overline{B}_d^0K^0\overline{K}^0)=1.75\times 10^6.`$ (131) The above values are lower than those of the $`B\pi \pi `$ decays . Since the $`B_d^0K^\pm K^{}`$ modes involved only nonfactorizable annihilation amplitudes, their branching ratios are much smaller than those of the $`B^\pm K^\pm K^0`$ and $`B_d^0K^0\overline{K}^0`$ modes. As explained in Sec. II, a large deviation of future experimental data from the predicted $`B_d^0K^\pm K^{}`$ branching ratios will imply the existence of large FSI effects. So far, CLEO gives only the upper bound of the $`BKK`$ decays : $`B(B^\pm K^\pm K^0)<5.1\times 10^6,`$ (132) $`B(B_d^0K^\pm K^{})<2.0\times 10^6.`$ (133) We also quote the upper bound $`B(B_d^0K^0K^0)<1.7\times 10^5,`$ (134) from . Obviously, our preictions are consistent with the above data. The CP asymmetries are defined by $$A_{CP}=\frac{B(\overline{B}KK)B(BKK)}{B(\overline{B}KK)+B(BKK)}.$$ (135) Employing the above set of parameters and $`\varphi _3=90^o`$, we predict $`A_{CP}(B^\pm K^\pm K^0)=0.11,`$ (136) $`A_{CP}(B_d^0K^\pm K^{})=0.29,`$ (137) $`A_{CP}(B_d^0K^0K^0)=0.`$ (138) Basically, the values are of the same order of those in the $`BK\pi `$ decays . The CP asymmetry in the $`K^0\overline{K}^0`$ modes vanishes, because they involve only penguin contributions. Measurements of the CP asymmetry in the $`B_d^\pm K^\pm K^0`$ can justify the PQCD evaluation of annihilation and nonfactorizable contributions to two-body $`B`$ meson decays, and distinguish the FA, BBNS and PQCD approaches. The significant CP asymmetry observed in the $`B_d^0K^0K^0`$ will indicate strong FSI effects. The dependences of the $`BKK`$ branching ratios on the angle $`\varphi _3`$ are displayed in Fig. 4. The branching ratios of the $`K^\pm K^0`$ modes increase with $`\varphi _3`$, while those of the $`K^\pm K^{}`$ modes decrease with $`\varphi _3`$. The branching ratios of the $`K^0\overline{K}^0`$ modes are insensitive to the variation of $`\varphi _3`$. The variation with $`\varphi _3`$ is mainly a consequence of the inteference between the penguin contributions and the nonfactorizable annihilation contributions $`_a`$ from the tree operators. Since $`_{a1}`$ in Eqs. (27) and (28) and $`_{a2}`$ in Eqs. (29) and (30) contain the Wilson coefficients $`a_1^{}`$ and $`a_2^{}`$, respectively, which are opposite in sign, the behaviors of the branching ratios with $`\varphi _3`$ in Figs. 4(a) and 4(b) are different. The dependences of the CP asymmetries on the angle $`\varphi _3`$ are displayed in Fig. 5. The CP asymmetry in the $`K^0\overline{K}^0`$ modes remains vanishing. The CP asymmetry in the $`K^\pm K^{}`$ modes drop suddenly from 70% to zero near the high end of $`\varphi _3`$. Since their branching ratios and the denominator in the definition of $`A_{CP}`$ are small, the variation with $`\varphi `$ is amplified. Figures 4 and 5 can be employed to determine the range of the angle $`\varphi _3`$, when compared with future data. ## VI CONCLUSION In this paper we have predicted the branching ratios and the CP asymmetries of all the $`BKK`$ modes using PQCD factorization theorem. The unitarity angle $`\varphi _3=90^o`$ and the universal $`B`$ and $`K`$ meson wave functions extracted from the data of the $`BK\pi `$ and $`\pi \pi `$ decays have been employed. The dependences of the branching ratios and the CP asymmetries on the angle $`\varphi _3`$ have been also presented. These predictions can be confronted with future experimental data. We believe that these modes can be observed in $`B`$ factories, which have started their operation recently. The $`BKK`$ decays are very important for understanding dynamics of nonleptonic two-body $`B`$ meson decays, such as FSI, annihilation and nonfactorizable effects. In the PQCD formalism FSI effects have been assumed to be small. As explained in Sec. II, the $`BKK`$ decays are more sensitive to these effects compared to the $`BK\pi `$ and $`\pi \pi `$ decays. Hence, the comparision of our predictions, especially for the CP asymmetry in the $`B_d^0K^0K^0`$ decays and for the $`B_d^0K^\pm K^{}`$ branching ratios, with future data provides a justification of the assumption. In PQCD the CP asymmetry of the $`B^\pm K^\pm K^0`$ modes depends on annihilation amplitudes. It has been argued that CP asymmetries in the $`BKK`$ decays are small in the FA and BBNS approaches, where annihilation contributions have been neglected. Therefore, experimental data of CP asymmetries will distinguish the FA, BBNS and PQCD approaches. The $`B_d^0K^\pm K^{}`$ modes involve only nonfactorizable annihilation amplitudes, such that their branching ratios can not be estimated in FA and BBNS. Future data of these modes can also verify the PQCD evaluation of the above contributions. We thank X.G. He, Y.Y. Keum and A.I. Sanda for useful duscussion. This work was supported in part by the National Center of Theoretical Science, by the National Science Council of R.O.C. under the Grant No. NSC-89-2112-M-006-004, and by the Grant-in Aid for Scientific Exchange from the Ministry of Education, Science and Culture of Japan. Figure Captions 1. Fig. 1: Feynman diagrams for the $`B^\pm K^\pm K^0`$ decays. 2. Fig. 2: Feynman diagrams for the $`B_d^0K^\pm K^{}`$ decays. 3. Fig. 3: Feynman diagrams for the $`B_d^0K^0\overline{K}^0`$ decays. 4. Fig. 4: Dependences of the branching ratios on $`\varphi _3`$ for (a) the $`B^\pm K^\pm K^0`$ modes, (b) the $`B_d^0K^\pm K^{}`$ modes and (c) the $`B_d^0K^0\overline{K}^0`$ modes. The upper (lower) lines correspond to the $`\overline{B}`$ ($`B`$) meson decays. 5. Fig. 5: Dependence of CP asymmetries on $`\varphi _3`$ for (a) the $`B^\pm K^\pm K^0`$ modes, (b) the $`B_d^0K^\pm K^{}`$ modes and (c) the $`B_d^0K^0\overline{K}^0`$ modes.
warning/0006/gr-qc0006065.html	ar5iv	text	# Self-gravitating bosons at nonzero temperature ## 1 Introduction Bose-Einstein condensation is an extensively studied subject of interest to almost all branches of physics. It is probably the simplest example of critical phenomena since it exists theoretically even in noninteracting systems . In an interacting theory containing complex scalar fields, Bose-Einstein condensation becomes a highly nontrivial phenomenon. In self-interacting scalar theories there are cases, such as $`\varphi ^4`$ theory, where a homogeneous condensate is a stable ground state. In some cases, the Bose-Einstein condensate at zero temperature exists in the form of stable nontopological solitons known as Q-balls . Another interesting example is a scalar field coupled to gravity. The ground state of a condensed cloud of charged bosons of mass $`m`$, interacting only gravitationally and having a total mass $`M`$ below a certain limit of the order $`M_{\mathrm{Pl}}^2/m`$, is a stable spherically symmetric configuration which is usually referred to as mini-soliton star or boson star . The gravitational collapse of boson stars is prevented by Heisenberg’s uncertainty principle. Seidel and Suen have demonstrated that boson stars may be formed through a dissipationless mechanism, called gravitational cooling . Boson stars have recently attracted much attention as they may well be candidates for nonbaryonic dark matter . In this paper we study the thermodynamics of boson stars and its relation to the Bose-Einstein condensation in the framework of general relativity. Some aspects of boson stars at finite temperature have been studied in Newtonian gravity . Our approach is similar in spirit to the analysis of Q-ball thermodynamics by Laine and Shaposhnikov . We will consider a canonical ensemble of charged bosons and study its properties near the critical temperature at which the Bose-Einstein condensate forms. We organize the paper as follows: In Section 2 we discuss the grand canonical ensemble of gravitating bosons within a general-relativistic framework. In Section 3 the free energy is derived for a canonical system of gravitating bosons. In Section 4 we discuss the equations that describe a boson star at finite temperature and their numerical integration. Numerical results are presented in Section 5. Conclusions are drawn in Section 6. ## 2 Grand canonical ensemble In this section we derive the grand canonical partition function for a system of self-gravitating charged bosons contained in a sphere of large radius $`R`$ in equilibrium at finite temperature $`T=1/\beta `$. In a grand canonical ensemble we introduce the chemical potential $`\mu `$ associated to the conserved particle number $`N`$. The partition function is given by $$Z=\mathrm{Tr}e^{\beta (H\mu N)}=[dg][d\mathrm{\Phi }][d\mathrm{\Phi }^{}]e^{S_\mathrm{g}S_{\mathrm{KG}}},$$ (1) with the Euclidean actions $`S_\mathrm{g}`$ and $`S_{\mathrm{KG}}`$ for the gravitational and the Klein-Gordon fields, respectively. The gravitational part may be put in the form $$S_\mathrm{g}=\frac{1}{16\pi }_Yd^4x\sqrt{g}\frac{1}{8\pi }_Yd^3x\sqrt{h}(KK_0),$$ (2) where $``$ is the curvature scalar, $`h`$ is the determinant of the induced metric on the boundary, and $`KK_0`$ is the difference in the trace of the second fundamental form of the boundary $`Y`$ in the metric $`g`$ and the flat metric. The boundary is a timelike tube of radius $`R`$ which is periodically identified in the imaginary time direction with period $`\beta `$. Thus, the functional integration assumes the periodicity in imaginary time and the asymptotic flatness of the metric fields. The matter action is given by $$S_{\mathrm{KG}}=_Yd^4x\sqrt{g}(g^{\mu \nu }_\mu \mathrm{\Phi }^{}_\nu \mathrm{\Phi }+m^2\|\mathrm{\Phi }\|^2),$$ (3) with the replacement of the Euclidean time derivative $$\frac{}{\tau }\frac{}{\tau }\pm \mu ,$$ (4) where the $`+`$ or $``$ sign is taken when the derivative acts on $`\mathrm{\Phi }^{}`$ or $`\mathrm{\Phi }`$, respectively. The path integral is taken over asymptotically vanishing fields which are periodic in imaginary time $`\tau `$ with period $`\beta `$. The dominant contribution to the path integral comes from metrics and matter fields, which are near the classical fields $`g_{\mu \nu }`$, $`\mathrm{\Phi }^{}`$, and $`\mathrm{\Phi }`$. The classical fields extremize the action, i.e., they are solutions to the classical field equations. The background metric generated by the mass distribution is static, spherically symmetric, and asymptotically flat, i.e., $$ds^2=e^{\nu (r)}dt^2e^{\lambda (r)}dr^2r^2(d\vartheta ^2+\mathrm{sin}^2\vartheta d\phi ^2).$$ (5) Substitution $`t=i\tau `$ converts this into a positive definite metric with the Euclidean signature, $$ds_\mathrm{E}^2=e^{\nu (r)}d\tau ^2+e^{\lambda (r)}dr^2+r^2(d\vartheta ^2+\mathrm{sin}^2\vartheta d\phi ^2).$$ (6) In order to extract the classical contribution, we decompose $`\mathrm{\Phi }`$ as $$\mathrm{\Phi }(x)=\varphi (x)+\psi (x),$$ (7) where $`\varphi `$ is a solution to the Klein-Gordon equation which we will call $`\mathrm{c}\mathrm{o}\mathrm{n}\mathrm{d}\mathrm{e}\mathrm{n}\mathrm{s}\mathrm{a}\mathrm{t}\mathrm{e}`$ and $`\psi `$ describes quantum and thermal fluctuations around $`\varphi `$. If we neglect quantum fluctuations of the metric, the partition function factorizes as $$Z=Z_\mathrm{g}Z_{\mathrm{cd}}[d\psi ][d\psi ^{}]e^{S_{\mathrm{KG}}[\psi ,\psi ^{}]},$$ (8) where $`Z_\mathrm{g}=e^{S_\mathrm{g}}`$ and $`Z_{\mathrm{cd}}=e^{S_{\mathrm{cd}}}`$ represent the saddle-point gravitational and condensate contributions, respectively. The condensate action is given by $$S_{\mathrm{cd}}=_Yd^4x\sqrt{g}(g^{\mu \nu }_\mu \varphi ^{}_\nu \varphi +m^2\|\varphi \|^2).$$ (9) Variation of $`S_{\mathrm{cd}}`$ with respect to $`\varphi ^{}`$ yields a Klein-Gordon equation in which the time derivatives are replaced by (4). With the metric (6) and the usual ansatz for static solutions $$\varphi (t,r)=\frac{1}{\sqrt{2}}e^{i\omega ^{}t}\phi (r)=\frac{1}{\sqrt{2}}e^{\omega ^{}\tau }\phi (r),$$ (10) $$\varphi ^{}(t,r)=\frac{1}{\sqrt{2}}e^{i\omega ^{}t}\phi (r)=\frac{1}{\sqrt{2}}e^{\omega ^{}\tau }\phi (r),$$ (11) we obtain the static Klein-Gordon equation $$\frac{d^2\phi }{dr^2}+\frac{1}{2}\left(\frac{d\nu }{dr}\frac{d\lambda }{dr}+\frac{4}{r}\right)\frac{d\phi }{dr}+e^\lambda (\omega ^2e^\nu m^2)\phi =0,$$ (12) where $`\omega =\omega ^{}+\mu `$. Regular, asymptotically vanishing solutions to equation (12) coupled with Einstein field equations are solitons which describe the well-known boson stars at zero temperature. Our aim is to extend and analyze the corresponding solutions at finite temperature. Ignoring for the moment the periodicity condition, the ansatz (10,11) gives the condensate contribution to the partition function $$\mathrm{ln}Z_{\mathrm{cd}}=\frac{1}{2}\beta _\mathrm{\Sigma }d^3x\sqrt{g}\left[g^{00}\omega ^2\phi ^2g^{ii}(_i\phi )^2m^2\phi ^2\right],$$ (13) where $`\mathrm{\Sigma }`$ is a spacelike hypersurface that contains the condensate. Using this expression we find the net number of particles in the condensate $$N_{\mathrm{cd}}=\frac{1}{\beta }\frac{\mathrm{ln}Z_{\mathrm{cd}}}{\mu }=_\mathrm{\Sigma }d^3x\sqrt{g}g^{00}\omega \phi ^2.$$ (14) Alternatively, we define the particle number in a covariant way as $$N_{\mathrm{cd}}=_\mathrm{\Sigma }n_{\mathrm{cd}}u^\mu 𝑑\mathrm{\Sigma }_\mu =_\mathrm{\Sigma }d^3x\sqrt{g_{(3)}}n_{\mathrm{cd}},$$ (15) where $`n_{\mathrm{cd}}`$ is the particle-number density in the condensate and $`g_{(3)}=det(g_{ij})`$, $`i,j=1,2,3`$. Here we have used the fluid four-velocity $`u^\mu `$ the components of which in the comoving frame are $$u^\mu =\frac{\delta _0^\mu }{\sqrt{g_{00}}};u_\mu =\frac{g_{\mu 0}}{\sqrt{g_{00}}}.$$ (16) Therefore, we identify the particle-number density due to the condensate as $$n_{\mathrm{cd}}=\sqrt{g^{00}}\omega \phi ^2.$$ (17) It may be easily verified that the four-vector $`j^\mu =n_{\mathrm{cd}}u^\mu `$ coincides with the current defined as $$j^\mu =g^{\mu \nu }(\varphi _\mu \varphi ^{}\varphi ^{}_\mu \varphi ).$$ (18) In order to satisfy the periodicity condition, i.e., $`\varphi (\beta )=\varphi (0)`$, we must set $`\omega ^{}=0`$. This in turn implies $`\omega =\mu `$. In other words, as it was pointed out by Laine and Shaposhnikov , if there exist soliton solutions with some values of $`\omega `$, these solutions are saddle points of the Euclidean path integral at $`\mu =\omega `$. In the absence of gravity, a saddle-point solution is a homogeneous Bose-Einstein condensate of a free relativistic boson gas. Next, we calculate the thermal contribution to $`Z`$ starting from the expression $$Z_{\mathrm{th}}=[d\psi ][d\psi ^{}]e^{S_{\mathrm{KG}}[\psi ,\psi ^{}]},$$ (19) with $$S_{\mathrm{KG}}=_Yd^4x\sqrt{g}(g^{\mu \nu }_\mu \psi ^{}_\nu \psi +m^2\|\psi \|^2).$$ (20) The metric in equilibrium is static, i.e., $`g_{\mu \nu }`$ is independent of $`\tau `$ and $`g_{0i}=0`$. Hence, the determinant of $`g_{\mu \nu }`$ factorizes as $`g=g_{00}g_{(3)}`$. By making use of the substitution $`\overline{\tau }=\tau \sqrt{g_{00}}`$ we obtain $$S_{\mathrm{KG}}=d^3x\sqrt{g_{(3)}}_0^{\overline{\beta }}𝑑\overline{\tau }(\overline{\tau },x),$$ (21) where $$(\overline{\tau },x)=(_{\overline{\tau }}+\overline{\mu })\psi ^{}(_{\overline{\tau }}\overline{\mu })\psi +g^{ij}_i\psi ^{}_j\psi +m^2\|\psi \|^2.$$ (22) Here we have defined the local chemical potential and the inverse local temperature as $$\overline{\mu }=\mu /\sqrt{g_{00}};\overline{\beta }=\beta \sqrt{g_{00}}.$$ (23) These expressions are nothing but the well-known Tolman conditions for chemical and thermal equilibrium in a gravitational field . Thus, the parameters $`\beta `$ and $`\mu `$ are interpreted as, respectively the values of the inverse temperature and chemical potential at infinity . In a close neighborhood $`\mathrm{\Sigma }_0`$ of a space point $`X`$ we introduce local spatial coordinates $`y=f_X(x)`$ such that $$g^{ij}\frac{\psi ^{}}{x_i}\frac{\psi }{x_j}=\delta ^{ij}\frac{\psi _X^{}}{y_i}\frac{\psi _X}{y_j},$$ (24) where $`\psi _X(y)=\psi (f_X^1(y))`$. The Lagrangian (22) is now locally represented by the Euclidean flat-space Lagrangian $$(\overline{\tau },X,y)=\left(\frac{\psi _X^{}}{\overline{\tau }}+\overline{\mu }\psi _X^{}\right)\left(\frac{\psi _X}{\overline{\tau }}\overline{\mu }\psi _X\right)+\frac{\psi _X^{}}{y^i}\frac{\psi _X}{y_i}+m^2\|\psi _X\|^2.$$ (25) By integrating $`(\overline{\tau },X,y)`$ over $`y`$ we define $$(\overline{\tau },X)=\frac{1}{V_0}_{\mathrm{\Sigma }_0}d^3y(\overline{\tau },X,y),$$ (26) where $`V_0`$ is the volume of $`\mathrm{\Sigma }_0`$. Using the adiabatic approximation $`(\overline{\tau },x)(\overline{\tau },X)`$, which holds for sufficiently small $`V_0`$, we obtain $$S_{\mathrm{KG}}=d^3X\sqrt{g_{(3)}(X)}_0^{\overline{\beta }}𝑑\overline{\tau }\frac{1}{V_0}_{\mathrm{\Sigma }_0}d^3y(\overline{\tau },X,y).$$ (27) Now, the partition function (19) may be factorized as $$Z_{\mathrm{th}}=\underset{x}{}Z_x,$$ (28) where $$Z_x=[d\psi ][d\psi ^{}]\mathrm{exp}[d^4yd^4y^{}\psi ^{}(y)K_x(y,y^{})\psi (y^{})],$$ (29) with $$K_x(y,y^{})=V_0^1\sqrt{g_{(3)}(x)}[(_{\overline{\tau }}\overline{\mu })^2+_y^2)]\delta ^{(4)}(yy^{}).$$ (30) Assuming that $`V_0`$, although small, is still macroscopic and that the thermodynamic limit may be applied to each $`Z_x`$, the standard functional integration technique gives $`\mathrm{ln}Z_{\mathrm{th}}`$ $`=`$ $`{\displaystyle d^3x\mathrm{Tr}\mathrm{ln}K_x^1}`$ (31) $`=`$ $`{\displaystyle d^3x\sqrt{g_{(3)}}\frac{d^3q}{(2\pi )^3}[\mathrm{ln}(1e^{\overline{\beta }(E\overline{\mu })})+\mathrm{ln}(1e^{\overline{\beta }(E+\overline{\mu })})]},`$ where $`E=\sqrt{q^2+m^2}`$. This expression may be regarded as a proper volume integral of the local partition function $`\mathrm{ln}z(x)`$ $$\mathrm{ln}z=\frac{d^3q}{(2\pi )^3}[\mathrm{ln}(1e^{\overline{\beta }(E\overline{\mu })})+\mathrm{ln}(1e^{\overline{\beta }(E+\overline{\mu })})],$$ (32) from which the pressure, energy density, particle-number density, and entropy density may be derived in the usual way: $$p_{\mathrm{th}}=\frac{1}{\overline{\beta }}\mathrm{ln}z,$$ (33) $$\rho _{\mathrm{th}}=\frac{}{\overline{\beta }}\mathrm{ln}z\|_{\overline{\beta }\overline{\mu }},$$ (34) $$n_{\mathrm{th}}=\frac{1}{\overline{\beta }}\frac{}{\overline{\mu }}\mathrm{ln}z,$$ (35) $$\sigma =\overline{\beta }(p_{\mathrm{th}}+\rho _{\mathrm{th}}\overline{\mu }n_{\mathrm{th}}).$$ (36) These expressions together with (32) yield the well-known parametric representation of the equation of state of a relativistic Bose gas in curved space. This equation of state is a special case of a more general expression derived from the relativistic kinetic theory . The gravitational part of the partition function may be calculated from (2) with help of Einstein field equations. Using the result of Gibbons and Hawking for the surface term , we obtain $$\mathrm{ln}Z_\mathrm{g}=\beta M+_Yd^4x\sqrt{g}T_0^0,$$ (37) where $`M`$ is the total mass and $`T_\mu ^\nu `$ is the energy-momentum tensor of the Klein-Gordon field averaged with respect to the partition function (8). The energy-momentum tensor of the Klein-Gordon field can be obtained by variation of the the Euclidean Klein-Gordon action with respect to the metric $$T_{\mu \nu }(\mathrm{\Phi })=\frac{2}{\sqrt{g}}\frac{\delta S_{\mathrm{KG}}}{\delta g^{\mu \nu }}.$$ (38) From (3) with (4) we find $$T_{\mu \nu }(\mathrm{\Phi })=_\mu \mathrm{\Phi }^{}_\nu \mathrm{\Phi }_\nu \mathrm{\Phi }^{}_\mu \mathrm{\Phi }+g_{\mu \nu }(g^{\rho \sigma }_\rho \mathrm{\Phi }^{}_\sigma \mathrm{\Phi }+m^2\|\mathrm{\Phi }\|^2).$$ (39) The averaged energy momentum tensor may be split up into two parts: $$T_{\mu \nu }=T_{\mu \nu }(\phi )+T_{\mathrm{th}\mu \nu },$$ (40) where the first term on the right-hand side is the classical part which comes from the condensate and the second term represents the thermal and quantum fluctuations. By making use of (10) and (11) we obtain the condensate contribution to $`T_0^0`$: $$\rho _{\mathrm{cd}}=T_0^0(\phi )=\frac{1}{2}(g^{00}\omega ^2\phi ^2+g^{ii}(_i\phi )^2+m^2\phi ^2).$$ (41) It may be shown that the thermal part is of the form which characterizes a perfect fluid: $$T_{\mathrm{th}\mu \nu }=(\rho _{\mathrm{th}}+p_{\mathrm{th}})u_\mu u_\nu p_{\mathrm{th}}g_{\mu \nu },$$ (42) where the thermal pressure and energy density are given by (33) and (34), respectively. Putting the condensate (13), the thermal (31), and the gravitational (37) contributions together, we find the total thermodynamical potential as $$\mathrm{\Omega }(\beta ,\mu )=\frac{1}{\beta }\mathrm{ln}Z=M_\mathrm{\Sigma }d^3x\sqrt{g}\left[g^{00}\omega ^2\phi ^2+p_{\mathrm{th}}+\rho _{\mathrm{th}}\right].$$ (43) ## 3 Canonical ensemble Now consider a system of self-gravitating charged bosons with the net number of particles (number of particles minus number of antiparticles) $`N`$ contained in a two-dimensional sphere of large radius $`R`$ in equilibrium at finite temperature $`T=1/\beta `$. In a canonical ensemble, instead of the chemical potential $`\mu `$ we fix the particle number which is the sum of the condensate and thermal contributions. Thus, a canonical ensemble is subject to the constraint $$_\mathrm{\Sigma }d^3x\sqrt{g_{(3)}}(n_{\mathrm{cd}}+n_{\mathrm{th}})=N,$$ (44) where $`n_{\mathrm{cd}}`$ is given by (17) and $`n_{\mathrm{th}}`$ by (35) with (32). The free energy of a canonical ensemble may be derived from the grand-canonical partition function with the help of the Legendre transform $$F(\beta ,N)=\mathrm{\Omega }(\beta ,\mu )+\mu N.$$ (45) The quantity $`\mu `$ in this expression is an implicit function of $`N`$ and $`T`$, such that for given $`N`$ and $`T`$ the constraint (44) is satisfied . From (43) and (44) with (17) it follows $$F=M(\omega \mu )_\mathrm{\Sigma }d^3x\sqrt{g}g^{00}\omega \phi ^2_\mathrm{\Sigma }d^3x\sqrt{g}(p_{\mathrm{th}}+\rho _{\mathrm{th}}\overline{\mu }n_{\mathrm{th}}).$$ (46) If $`\omega =\mu `$, the second term on the right-hand side vanishes and the free energy may be expressed in the familiar form $$F=MTS,$$ (47) where the total entropy $`S`$ is defined as a proper volume integral $$S=_\mathrm{\Sigma }\sigma u^\mu 𝑑\mathrm{\Sigma }_\mu =_\mathrm{\Sigma }d^3x\sqrt{g_{(3)}}\sigma ,$$ (48) over the entropy density $`\sigma `$ given by (36). ## 4 Numerical integration Given the temperature at infinity $`T`$, the radius of the sphere $`R`$, and the particle number $`N`$, we have to solve a set of self-consistency equations consisting of the Klein-Gordon equation (12) and Einstein field equations: $`{\displaystyle \frac{d\nu }{dr}}=8\pi (p_{\mathrm{cd}}+p_{\mathrm{th}})re^\lambda +{\displaystyle \frac{1}{r}}(e^\lambda 1),`$ (49) $`{\displaystyle \frac{d\lambda }{dr}}=8\pi (\rho _{\mathrm{cd}}+\rho _{\mathrm{th}})re^\lambda {\displaystyle \frac{1}{r}}(e^\lambda 1),`$ (50) where the thermal pressure and energy density are given by (33) and (34), respectively, the condensate density $`\rho _{\mathrm{cd}}`$ is given by (41) and the radial pressure of the condensate by $$p_{\mathrm{cd}}=T_r^r(\phi )=\frac{1}{2}(g^{00}\omega ^2\phi ^2+g^{ii}(_i\phi )^2m^2\phi ^2).$$ (51) In addition, we impose the constraint (44) which fixes the chemical potential $`\mu `$ at infinity. For numerical convenience, let us introduce the substitutions $$e^{\nu (r)}=\frac{\omega ^2}{m^2}\frac{1}{\chi (r)+1},$$ (52) $$e^{\lambda (r)}=\frac{1}{12(r)/r},$$ (53) and new dimensionless parameters $$\alpha =\frac{\mu }{T},\gamma =\frac{\omega }{\mu },\eta =\frac{m^2}{M_{\mathrm{Pl}}^2},$$ (54) where $`M_{\mathrm{Pl}}=\sqrt{\mathrm{}c/G}`$ denotes the Planck mass. Furthermore, we choose appropriate length and mass scales such that the length is measured in units of $`1/m`$, and the mass in units of $`M_{\mathrm{Pl}}^2/m`$. In this way, all physical quantities appearing in our equations become dimensionless and equations (12), (49), and (50) now read $$\frac{d^2\phi }{dr^2}+\left(\frac{24\pi r^3(\stackrel{~}{\rho }\stackrel{~}{p})}{r2}+2\right)\frac{1}{r}\frac{d\phi }{dr}+\frac{r}{r2}\chi \phi =0,$$ (55) $$\frac{d}{dr}=4\pi r^2\stackrel{~}{\rho },$$ (56) $$\frac{d\chi }{dr}=2(\chi +1)\frac{+4\pi r^3\stackrel{~}{p}}{r(r2)}.$$ (57) To these three equations we add $$\frac{d𝒩}{dr}=4\pi r^2(12/r)^{1/2}\stackrel{~}{n},$$ (58) imposing the particle-number constraint as a condition at the boundary: $$𝒩(R)=N.$$ (59) In equations (55)-(58) we have used the abbreviations $$\stackrel{~}{\rho }=\frac{\rho }{m^2M_{\mathrm{Pl}}^2}=\frac{1}{2}\left[(\chi +2)\phi ^2+\frac{r2}{r}\left(\frac{d\phi }{dr}\right)^2\right]+\eta \stackrel{~}{\rho }_{\mathrm{th}},$$ (60) $$\stackrel{~}{p}=\frac{p}{m^2M_{\mathrm{Pl}}^2}=\frac{1}{2}\left[\chi \phi ^2+\frac{r2}{r}\left(\frac{d\phi }{dr}\right)^2\right]+\eta \stackrel{~}{p}_{\mathrm{th}},$$ (61) $$\stackrel{~}{n}=\frac{n}{mM_{\mathrm{Pl}}^2}=\sqrt{\chi +1}\phi ^2+\eta \stackrel{~}{n}_{\mathrm{th}},$$ (62) where the dimensionless quantities $`\stackrel{~}{\rho }_{\mathrm{th}}`$, $`\stackrel{~}{p}_{\mathrm{th}}`$, and $`\stackrel{~}{n}_{\mathrm{th}}`$ are derived from (32)-(35): $$\stackrel{~}{\rho }_{\mathrm{th}}=\frac{\rho _{\mathrm{th}}}{m^4}=\frac{1}{2\pi ^2}_0^{\mathrm{}}𝑑yy^2\sqrt{1+y^2}(n_++n_{}),$$ (63) $$\stackrel{~}{p}_{\mathrm{th}}=\frac{p_{\mathrm{th}}}{m^4}=\frac{1}{6\pi ^2}_0^{\mathrm{}}𝑑y\frac{y^4}{\sqrt{1+y^2}}(n_++n_{}),$$ (64) $$\stackrel{~}{n}_{\mathrm{th}}=\frac{n_{\mathrm{th}}}{m^3}=\frac{1}{2\pi ^2}_0^{\mathrm{}}𝑑yy^2(n_+n_{}),$$ (65) $$n_\pm =\frac{1}{\mathrm{exp}\left[\alpha \left(\gamma \sqrt{(1+y^2)/(\chi +1)}1\right)\right]1}.$$ (66) In equations (55)-(66) the radial coordinate $`r`$, the enclosed mass $``$, and the particle number $`N`$ are measured in units of $`1/m`$, $`m/\eta `$, $`1/\eta `$, respectively, and the scalar field $`\phi `$ in units of $`M_{\mathrm{Pl}}`$. It is evident from (60)-(66) that the thermal contribution to the local quantities is suppressed by the factor $`\eta `$, of the order of $`10^{38}`$ for a boson mass of the order of 1 GeV. However, the contributions of the condensate and the thermal part to the global quantities, such as $`M`$, $`N`$, or $`F`$, may be of the same order of magnitude provided the volume of the system is sufficiently large. Indeed, the radius $`R`$ is much larger than the radial extent of the condensate, and, as we shall shortly demonstrate, the physically reasonable choice of $`R`$ makes the condensate and the thermal contributions comparable in magnitude. We shall also see that if we take the limit of vanishing $`G`$ keeping the central density fixed, we recover the free boson gas in which the densities of the condensate and the gas are homogeneous and comparable in magnitude for the temperatures above zero and below the critical temperature. Equations (55)-(58) should be integrated with boundary conditions dictated by physics. To avoid singularities at the origin, we take $$(0)=0;𝒩(0)=0;\frac{d\phi }{dr}\|_{r=0}=0.$$ (67) The initial value of the scalar field $`\phi _0\phi (0)`$ at $`r=0`$ is arbitrary but it can be taken to be positive without loss of generality. The metric field at the origin $`\chi _0\chi (0)`$ is restricted to $$1<\chi _0\gamma ^21$$ (68) because of the requirements that the metric should be positive and that the Bose-Einstein distribution (66) should be nonnegative everywhere. However, $`\phi _0`$ and $`\chi _0`$ must be simultaneously tuned in order to satisfy the constraint (59) and to provide the correct asymptotic behavior $`\phi (r)0`$ as $`r\mathrm{}`$. The condition that the field $`\phi `$ should vanish asymptotically is necessary in order that the condensate be either a soliton or absent. A homogeneous condensate is excluded for $`G0`$ owing to our assumption that the metric should be asymptotically flat. Once we have found a solution on the interval $`(0,R)`$ for arbitrarily fixed parameters $`\alpha `$ and $`\gamma `$ with the correctly chosen initial conditions at $`r=0`$, we can determine the unknown physical parameters $`\omega `$, $`\mu `$, and $`T`$ from the boundary conditions at $`r=R`$. We cut off the matter from $`R`$ to infinity and join the interior solution onto the empty space Schwarzschild exterior solution $$\chi (r)=\frac{\omega ^2}{m^2}\left(1\frac{2M}{r}\right)^11.$$ (69) Combining this equation with the numerically found interior solution at $`r=R`$, we obtain $`\omega `$ which then, together with (54), fixes the chemical potential $`\mu `$ and the temperature $`T`$ at infinity. Consider first the condensate at zero temperature. We know that a zero-node soliton solution exist for any particle number $`N`$ below $`N_{\mathrm{max}}=0.653`$ . This maximal value, known as the Kaup limit , corresponds to the initial values $`\phi _0=0.0764`$, $`\chi _0=0.545`$, and the frequency $`\omega =0.853m`$. Lower $`\phi _0`$ lead to lower $`N`$ and larger $`\omega `$. In the limit $`\phi _00`$, one approaches the Newtonian regime in which $`\omega `$ approaches the limiting value $`m`$. It may be easily shown that in the Newtonian limit there exist a mass-radius relationship of the form $$MR_0=\mathrm{const}\frac{M_{\mathrm{Pl}}^2}{m^2},$$ (70) where the radius $`R_0`$ of the boson star may be conveniently defined, e.g., as the radius of a ball of mass $`M`$ with constant density equal to the central density $`\rho (0)=(1+\chi _0/2)\phi _0^2m^2M_{\mathrm{Pl}}^2`$. Other definitions are possible and lead to the same qualitative conclusions. Relation (70) enables us to analyze the fate of the boson star in the limit $`G0`$. In that limit, we keep a certain physical quantity fixed, e.g., the particle number $`N`$, or the central density $`\rho (0)`$. In both cases, the radius $`R_0`$ increases with decreasing $`G`$ and becomes infinite for $`G=0`$. For example, if $`\rho (0)`$ is kept fixed, $`R_0`$ grows as $`G^{1/4}`$ as a consequence of (70). This situation is illustrated in Fig. 1 where we plot the number-density profile of the boson star in the ground state for several initial values $`\phi _0`$. The density profile is in the form of a plateau the length of which roughly measures the radius of the boson star. With decreasing $`\phi _0`$, which corresponds to decreasing $`G`$, the plateau widens and becomes more pronounced. In the limit $`G0`$, the boson star becomes an ordinary homogeneous condensate, with $`\omega =m`$. We now turn to the study of nonzero temperature. As discussed in section 2, thermodynamic consistency strictly requires $`\gamma =1`$ which implies $`\chi _00`$ owing to (68). It may be shown that if $`\chi _00`$ and $`\phi _0>0`$, then the function $`\phi (r)`$ is monotonically increasing with $`r`$. To see this, note that near the origin the first derivative of $`\phi `$ behaves as $`\phi ^{}\phi _0\chi _0r/3`$, and hence, $`\phi `$ increases for small $`r`$. Furthermore, at every point $`r>0`$ where $`\phi ^{}(r)=0`$, the second derivative $`\phi ^{\prime \prime }(r)`$ is negative as a consequence of equation (55). This implies that the function $`\phi `$ never reaches a maximum. Thus, equation (55) with (56)-(57) possesses no soliton solution if $`\chi _00`$, and at any temperature $`T>0`$, the only physically acceptable solution, would be the trivial one $`\phi 0`$. It seems that, in contrast to the self-gravitating fermion gas , a self-gravitating boson gas does not possess a nontrivial limiting configuration as $`T0`$. Moreover, if we hold $`N`$ fixed and decrease the temperature sticking to $`\gamma =1`$, i.e., $`\phi 0`$, $`\mu `$ will increase until we reach a limiting temperature $`T_\mathrm{c}`$ for which $`\overline{\mu }(0)=m`$. Further decrease of $`T`$ with fixed $`N`$ is no longer possible unless a condensation process takes place. If there were no gravity, we would decrease the temperature below $`T_\mathrm{c}`$ keeping $`\mu =m`$. As a result, the thermal density of particles would decrease and the density of particles in the ground state would adequately increase forming a homogeneous Bose-Einstein condensate $`\phi =\mathrm{const}`$. In that process, the total number of particles would remain fixed. In the presence of gravity, the formation of a homogeneous condensate is not possible since $`\phi =\mathrm{const}`$ is not a solution to (55). However, a condensation process will take place if below $`T_\mathrm{c}`$ the formation of a soliton is made possible by allowing $`\chi _0>0`$. This implies that the chemical potential at infinity $`\mu `$ is less than $`\omega `$, although the local chemical potential at the origin $`\overline{\mu }(0)`$ stays equal to $`m`$. The reason for this apparent thermodynamic inconsistency lies in the fact that general relativity does not allow configurations with asymptotically constant matter density. Of course, in the limit $`G0`$, the soliton solution would become an ordinary homogeneous condensate, with $`\mu =\omega =m`$, as in the $`T=0`$ case discussed above. In numerical calculations we shall stick to the condition $`\overline{\mu }(0)=m`$ below $`T_\mathrm{c}`$. This condition, which prevents the Bose-Einstein distribution from becoming negative, fixes $`\gamma =\sqrt{\chi _0+1}`$ for $`\chi _0>0`$, and $`\gamma =1`$ for $`\chi _00`$. To proceed with the numerics, we have to specify the radius $`R`$. Although $`R`$ is an arbitrary parameter, the following physical considerations will give us its preferable order of magnitude. First, the size of the system is clearly much larger than the size that it would assume at zero temperature, i.e., $`R`$ must be larger than the radius of a boson star $`R_01/m`$. Second, it should be smaller or at most of the order of the size it would take as a gas at high temperatures. To estimate the natural size of the purely gaseous phase, note that if the condensate vanishes, the quantities $``$ and $`r`$ may be rescaled so that the dimensionless field equations remain in the same form as in (56)-(57) with $`\stackrel{~}{\rho }`$ and $`\stackrel{~}{p}`$ replaced by $`\stackrel{~}{\rho }_{\mathrm{th}}`$ and $`\stackrel{~}{p}_{\mathrm{th}}`$, respectively, and with $`r`$ and $``$ measured in units of $`M_{\mathrm{Pl}}/m^2`$ and $`M_{\mathrm{Pl}}^3/m^2`$, respectively. Thus, the natural size of a purely gaseous phase is of the order $`M_{\mathrm{Pl}}/m^2`$ and therefore we expect the radius of our system to be in the range $`1/mR`$ $`\stackrel{<}{}`$ $`M_{\mathrm{Pl}}/m^2`$. Now suppose that at an early stage of the Universe evolution, when the temperature is high, say $`T`$ $`\stackrel{>}{}`$ $`m`$, a gravitating boson ensemble exists in a purely gaseous phase with the particle-number density of the order $`n_{\mathrm{th}}m^3`$ within a volume of large radius $`R_{\mathrm{gas}}`$. During the cooling down to temperatures $`Tm`$ the condensation will take place, in which a number of boson stars will be formed. During this evolution the particle number $`NR_{\mathrm{gas}}^3m^3`$ is conserved. Since a typical particle number in a boson star is of the order $`1/\eta `$, the number of boson stars formed in the condensation process is approximately $`n\eta N\eta R_{\mathrm{gas}}^3m^3`$ Therefore, the volume occupied by each of the boson stars is of the order $`R_{\mathrm{gas}}^3/n`$ and the corresponding radius of the order $$R\frac{R_{\mathrm{gas}}}{n^{1/3}}\frac{1}{\eta ^{1/3}m}.$$ (71) This quantity is much larger than the radius $`R_0`$ of the boson star itself, so the condensate will occupy only a small portion of the volume $`VR^3`$. At $`Tm`$, the thermal contribution to the particle number is $`N_{\mathrm{th}}R^3n_{\mathrm{th}}1/\eta `$. Therefore, the contributions to the total charge of the thermal part and of the condensate are of the same order of magnitude despite the apparent incommensurability of the two densities in (62). ## 5 Results and discussion To integrate equations (55)-(58) numerically, we take the radius of the system as $`R=\eta ^{1/3}m^1`$, in accordance with (71), and, for definiteness, we take the mass of the boson as $`m=1\mathrm{G}\mathrm{e}\mathrm{V}`$. The choice of $`m`$ will practically not affect our results as long as $`mM_{\mathrm{Pl}}`$. For given $`\alpha `$, the initial values $`\chi _0`$ and $`\phi _0`$ that yield the ground-state (zero-node) solution with the required particle number are not always uniquely determined. The reason is that, owing to general-relativistic effects, there exists a finite $`\chi _0`$ for which $`N`$ and $`M`$ reach a maximum. This limiting configuration is similar to the Oppenheimer-Volkoff limit for the degenerate fermion stars. Further increase of $`\chi _0`$ makes $`N`$ oscillate about a nonzero limiting value $`N_{\mathrm{}}`$ that corresponds to the infinite central density. In Fig. 2 we plot the particle number $`N`$ versus $`\chi _0`$ for various $`\alpha `$, including $`\alpha =\mathrm{}`$ which corresponds to zero temperature. It is clear that for each $`\alpha `$ there will be at least two configurations with the same $`N`$, if $`N`$ is slightly below the maximum. However, the configurations represented by the points on the right of the maximum on each curve are thermodynamically unstable since their free energy, as we shall shortly see, is larger than the free energy of the corresponding configurations on the left of the maximum. Therefore, if we restrict our consideration to stable configurations, the quantities $`\chi _0`$ and $`\phi _0`$ will be uniquely determined. Fixing $`N=0.5`$, which is below the maximum of the zero temperature curve, we now plot the initial values $`\chi _0`$ and $`\phi _0`$ as functions of inverse $`\alpha `$ in Figs. 3 and 4, respectively. At the critical point $`1/\alpha _\mathrm{c}=T_\mathrm{c}/m=0.582`$, $`\chi _0`$ changes the sign and $`\phi _0`$ vanishes. Thus, the configurations for which $`\alpha <\alpha _\mathrm{c}`$ are purely thermal and those with $`\alpha >\alpha _\mathrm{c}`$ are mixed. For each $`\alpha `$ we can find $`\omega `$, $`\mu `$, and $`T`$ by making use of equations (54) and (69). In Fig. 5 we plot the free energy per particle, calculated using (47) and (48), as a function of temperature. The full line represents the free energy of the configurations corresponding to the points on the left of the maxima in Fig. 2, whereas the dashed line represents the free energy corresponding to the points on the right of the maxima. As expected, the latter free energy is everywhere larger than the former, hence, the configurations it represents are thermodynamically unstable. In what follows we restrict our attention to stable configurations only. The critical temperature $`T_\mathrm{c}=0.582m`$ is indicated by a vertical line. In Figs. 6 and 7 the entropy per particle and the total mass are plotted as functions of temperature. Since $`S`$ and $`M`$ are both continuous functions at $`T_\mathrm{c}`$, we conclude that the process of condensation is a second-order phase transition with the naturally defined order parameter $`\phi _0`$ plotted in Fig. 4. In order to facilitate the physical understanding of our results, let us mention the properties of the particular soliton configuration in physical units. The radius of the soliton at $`T=0`$ is a few times larger than $`(cm/\mathrm{})^1`$, so for $`m=1`$ GeV it is approximately $`1.2\times 10^{12}`$ cm, whereas the radius of the whole star at $`T0`$ is 1.04 cm. The total mass of the soliton at $`T=0`$ is $`M=1.3\times 10^{11}`$ kg, the particle number $`N=7.5\times 10^{37}`$, and the critical temperature $`T_c=0.582`$ GeV. At this stage it is instructive to compare our results with the approximate analytical result of a corresponding free-boson system. Taking the lowest contributions in the high-temperature expansion, one can find simple analytical expressions that describe properties of the free boson gas . In particular, the critical temperature is given by $$T_\mathrm{c}=\left(\frac{3N}{mV}\right)^{1/2}.$$ (72) Using $`V=4\pi R^3/3`$ we find $$\frac{T_\mathrm{c}}{m}=\frac{3}{2\sqrt{\pi }}R^{3/2}N^{1/2},$$ (73) with $`R`$ measured in units of $`\eta ^{1/3}m^1`$ and $`N`$ in units of $`\eta ^1`$. Within the same approximation, the temperature dependence of the chemical potential is given by $$\frac{\mu }{m}=\left(\frac{T_\mathrm{c}}{T}\right)^2,$$ (74) for $`TT_\mathrm{c}m`$, and $`\mu =m`$ for temperatures $`TT_\mathrm{c}`$. In Figs. 8 and 9 we plot the chemical potential $`\mu `$ at infinity and the chemical potential $`\overline{\mu }(0)`$ at the origin, respectively, as functions of temperature. For comparison, in Fig. 8 we also give the discussed approximate analytical result for a free boson system. It is worth noting the following two effects. First, the critical temperature is almost exactly equal to that obtained for a free relativistic Bose system. Second, the functions describing the temperature dependence of $`\mu `$ and $`\overline{\mu }(0)`$ for $`T>T_\mathrm{c}`$ are almost exactly the same. The reason for both effects is that $`g_{00}(r)`$ in a purely gaseous phase is practically constant on the interval $`(0,R)`$. The departure of the analytical result for a free boson system from the numerical result for a gravitating boson system is a general-relativistic effect below $`T_\mathrm{c}`$, and above $`T_\mathrm{c}`$ is just due to the high-temperature approximation. Our results depicted in Figs. 2-9 depend, of course, on the choice of $`R`$ and $`N`$. However, as in the case of a free gas, the critical temperature should not depend on $`R`$ nor on $`N`$ if the average density is kept fixed. We have checked that, if we keep the ratio $`N/R^3`$ fixed, our $`T_\mathrm{c}`$ remains constant to very high accuracy with $`R`$ varying by several orders of magnitude. So far, we have studied the condensation process assuming $`mM_{\mathrm{Pl}}`$, i.e., $`\eta 1`$. Now, let us investigate an extreme general-relativistic case when the value of the boson mass is a sizable fraction of the Planck mass, say $`m=0.1M_{\mathrm{Pl}}`$, yielding $`\eta =0.01`$. In this case, the natural length scale $`\eta ^{1/2}m^1`$ of the purely thermal phase becomes comparable with the natural size $`\eta ^{1/3}m^1`$ of the mixed phase, and we expect large gravitational effects. The calculations are presented in Figs. 10 and 11 in which, respectively, the free energy and entropy are shown as functions of temperature for $`\eta =0.01`$ and $`R=10\eta ^{1/2}m^1`$. The part of the curve in Fig. 10 that starts from $`T=0`$, makes the loop, and ends at the sharp cusp, represents the mixed soliton-gas phase. The rest of the curve, which can be continuously extended to high temperatures, represents the purely gaseous phase. In the temperature interval $`T=(0.0030.015)m`$ there are three distinct solutions of which only two are physical, namely, those for which the free energy assumes a minimum. The cusp corresponds to the naive transition point. However, the actual transition takes place at the temperature $`T_\mathrm{c}`$, where the free energy of the mixed phase and that of the gas become equal. Hence, it is a first-order phase transition. The dotted curves in Figs. 10 and 11 represent the physically unstable solution. In our example, the transition temperature is $`T_c=0.00607m`$, as indicated in the plots by the dashed line. The latent heat per particle released during the phase transition is given by the entropy difference at the point of discontinuity $$\frac{\mathrm{\Delta }M}{N}=\frac{\mathrm{\Delta }S}{N}T_\mathrm{c}=0.0206m.$$ (75) This phase transition is similar to the gravitational phase transition in self-gravitating fermionic systems , with one important distinction: in a gravitating bosonic system the phase transition is first order only in the extreme general-relativistic regime, whereas in gravitating fermionic systems it remains first order even in the Newtonian regime . ## 6 Conclusions In this work, we have studied a canonical system of self-gravitating bosons at finite temperature in a general-relativistic framework. We have numerically solved the system of self-consistency equations consisting of a Klein-Gordon equation coupled to Einstein field equations and the equation of state for a gravitating boson gas. We have investigated the circumstances under which this system undergoes a Bose-Einstein condensation. This condensation is quite distinct from the usual one in that it involves the formation of a soliton with the spherically symmetric matter distribution concentrated around the origin, as opposed to the usual spatially homogeneous Bose-Einstein condensate. In the $`T0`$ limit, the soliton becomes a mini boson star. The condensation begins with a second order phase transition at the critical temperature $`T_\mathrm{c}`$. The system exists in two phases: a gaseous phase above $`T_\mathrm{c}`$ and the mixed soliton-gas phase below $`T_c`$. The critical temperature is approximately proportional to the square root of the average particle-number density and is very close the the corresponding critical temperature of a free boson gas. General relativistic effects become important when the boson mass is a few orders of magnitude away from the Planck mass. In that case, the condensation begins with a first-order phase transition that qualitatively resembles the gravitational phase transition of fermionic matter. ## Acknowledgments This work was supported by the Ministry of Science and Technology of the Republic of Croatia under Contract No. 00980102.
warning/0006/hep-ex0006035.html	ar5iv	text	# 1 Introduction ## 1 Introduction The DA$`\mathrm{\Phi }`$NE $`\varphi `$ factory has come into operation in july 1999, delivering 2.4 $`pb^1`$ of integrated luminosity to the KLOE experiment during its commissioning period. Such data allowed to perform a careful check of the detector operation and performances . A sample of $`\varphi K_SK_L`$ decays provided a source of monochromatic, 110 MeV/c $`(\beta =0.21)`$, beams of $`K_S`$ and $`K_L`$ mesons, which were reconstructed in various decay modes. A preliminary measurement of the $`K_S`$ lifetime was performed in a subsample of events. Charged decays oh the $`K_L`$ were also reconstructed, and a sample of CP violating $`K_L\pi ^+\pi ^{}`$ decays was selected. The probability of $`K_LK_S`$ regeneration in the materials of the KLOE detector was also measured. With the available statistics it was possible to clearly identify regeneration events produced in the beam-pipe, made of a Beryllium-Aluminum alloy, and in the drift chamber wall, made of Carbon fiber, and to measure the angular dependence of the cross section. ## 2 Experimental setup The KLOE experiment consists of a large volume tracking detector surrounded by a hermetic calorimeter both immersed in the axial magnetic field of 0.56 T produced by a superconducting coil. The tracking detector is a cylindrical drift chamber with alternated stereo views. The sensitive volume, 25 cm inner radius, 195 cm outer radius and 320 cm length is filled with a 90%Helium-10%Isobutane gas mixture. Charged particle tracks are reconstructed in 12582 drift cells arranged in 58 concentric layers. The spatial resolution in the transverse plane is about 150 $`\mu `$m. The calorimeter, made with 1 mm diameter scintillating fibers immersed in 0.5 mm grooved lead plates, has a thickness of 23 cm corresponding to 15 $`X_0`$. It is segmented in 288 sectors in the barrel and 200 in the endcaps, each sector being subdivided in five longitudinal samplings. Energy clusters are reconstructed with a resolution $`\sigma _E/E=0.057/[E(GeV)]^{1/2}0.006`$ and a space resolution of few cm. Time of flight measurement with a resolution of $`\sigma _t=0.05ns/[E(GeV)]^{1/2}0.14ns`$ is used for particle identification. Data were taken at the energy of the $`\varphi `$ resonance for six weeks in the period august-december 1999 during the commissiong of the DA$`\mathrm{\Phi }`$NE collider. Typical values of the beam parameters are listed in Table 1. The beams cross with a period multiple of 2.7 ns and with an angle of 25 mrad in the horizontal plane. This implies a small boost of 13 MeV of the center of mass relative to the experiment. The trigger requirement during most of the data taking was at least two calorimeter energy deposits in the configurations Barrel-Barrel or Barrel-EndCap with E(Barrel)$`>`$ 50 MeV and E(Endcap)$`>90`$ MeV. This trigger has an average efficiency of about 90% for most of the $`\varphi `$ decays and of about 84% for $`\varphi K_LK_S`$ events with $`K_L`$ and $`K_S`$ decaying into charged particles of interest for this analysis. The trigger rate was typically 1.5 kHz mostly due to cosmic rays. The luminosity was measured with an accuracy of about 5% by recording Bhabha scattering events in the polar angle interval $`22^o<\theta <158^o`$. ### 2.1 Data sample About 8 million $`\varphi `$ decays were collected during data taking. The data were filtered against cosmics and machine background, and then classified in 5 different classes : * $`\varphi K_SK_L`$ * $`\varphi K^+K^{}`$ * $`\varphi `$ radiative decays * $`\rho \pi `$ events * Bhabhas This analysis used only events in class 1 where a candidate $`K_S`$ charged decay was present, satisfying the following requirements: one vertex made with two tracks of opposite curvature with $`\rho =(x^2+y^2)^{1/2}<4`$ cm, $`\|z\|<8`$ cm, two pion invariant mass $`400<m<600`$ MeV, and total momentum $`50<p<120`$ MeV. ## 3 Measurement of the $`K_S`$ lifetime ### 3.1 Measurement Technique The position of the secondary vertex (SV) of $`\pi ^+`$$`\pi ^{}`$ pairs from $`K_s`$ decays, together with the knowledge of the position of $`e^+`$$`e^{}`$ primary vertex (PV, the luminous region) allows the measurement of the $`K_s`$ decay length in the $`\varphi `$ frame, $`\lambda _s=\beta \gamma c\tau _s`$. $`X_{PV}`$ and $`Y_{PV}`$ are reconstructed run-by-run from Bhabha scattering events with a typical accuracy of few tens of microns and have widths L(X), L(Y) which are small compared to the 6 mm $`K_s`$ decay length , . L(X) = 1.0 mm is measured by KLOE and L(Y) = few tens of microns is measured by DA$`\mathrm{\Phi }`$NE. $`Z_{PV}`$ is also reconstructed run-by-run with 100-200 $`\mu `$m accuracy, but it has a width of 12-14 mm, which distorts the $`K_s`$ lifetime distributions. Therefore, $`Z_{PV}`$ is computed event by event using the polar angle ($`\theta _s`$) of the $`K_s`$ momentum ($`p_s`$) : $$Z_{PV}=Z_{SV}+cot(\theta _s)\times \sqrt{(X_{PV}X_{SV})^2+(Y_{PV}Y_{SV})^2}.$$ (1) The effectiveness of this procedure is demonstrated by extrapolating the $`K_s`$ trajectory from the SV to the PV along $`\stackrel{}{p_s}/p_s`$. Fig.1 shows the difference between the intercept and the PV coordinate for x, y, and z, respectively (the selection of the data sample in these plots is described in the following section). To avoid the systematic distortion of the lifetime distribution due to the SV resolution (which from Figs.1 is shown to be comparable to the $`K_s`$ lifetime itself), the following estimator is used: $$\lambda =(\stackrel{}{r}_{SV}\stackrel{}{r}_{PV})\frac{\stackrel{}{p_s}}{p_s}.$$ (2) $`\lambda `$ is the $`K_s`$ decay length projected on the $`\stackrel{}{p_s}`$ direction. $`\lambda _s`$ can then be extracted from the fit to the $`\lambda `$ distribution using an exponential appropriately smeared with PV and SV resolution functions. Since from direct measurement L(X) = 1.0 mm and from Monte Carlo studies $`\sigma (\theta _s),\sigma (\varphi _s)`$ few tens of mrad, the resolution on the plots of Fig.1 can be interpreted in terms of the SV resolution, that turns out to be by far the dominant contribution. Finally, $`\lambda `$ is Lorentz-transformed to the $`\varphi `$ system using the run-average $`\varphi `$ boost as measured from Bhabha events . ### 3.2 Sample Selection This analysis was performed using only a subsample of events for which the position of the luminous region had been computed after data taking. The selection required the simultaneous presence of the $`K_S`$ candidate vertex and of a second two-track vertex outside a sphere of 11 cm radius. If there is a third vertex the event is rejected. The following cuts are then imposed to the $`K_s`$ candidates inside the beam pipe: * 493 MeV $`<M_s<`$ 497 MeV, * in the $`\varphi `$-CMS frame, 105 MeV $`<P_s<`$ 114 MeV, * in the $`\varphi `$-CMS frame, 45$`{}_{}{}^{}<\theta _s<135^{}`$, * $`\|cot\theta (\pi ,LAB)\|<1.0`$ for both pions. The final selected sample is 6866 decays. ### 3.3 Results The lifetime distribution for the 6866 decays was fit to four different functions, with the constraint of the total number of decays: * fit to an exponential smeared with two gaussian resolutions. * fit to an exponential smeared with three gaussian resolutions. * fit to an exponential smeared with two gaussian resolutions plus a third gaussian modeling a zero-lifetime component (due to background and/or to any other systematic effect). * fit to an exponential smeared with three gaussian resolutions plus a fourth gaussian modeling a zero-lifetime component (due to background and/or to any other systematic effect). As an exanple cases (2) and (4) are shown in fig.2. In both fits the parameter P1 is $`\lambda _s`$ and P2 and P3 (P4 and P5) are the populations and standard deviation of the first (second) smearing gaussian. In case (2) P6 is the standard deviation of the third smearing gaussian, while in case (4) P6 and P7 are the population and standard deviation of the third smearing gaussian and P8 is the standard deviation of the fourth non-smearing gaussian. The results of the four fits are reported in table 2. The average $`\lambda _s`$ value from the four fits is 5.78 mm. The fit statistical error on $`\lambda _s`$ is taken as the largest fit error, 0.08 mm, while the fit systematic error is taken as half the difference between the maximum and minimum values of $`\lambda _s`$, 0.10 mm. The preliminary result is then: $$\lambda _s=\mathrm{\hspace{0.17em}5.78}\pm \mathrm{\hspace{0.17em}0.08}(stat)\pm \mathrm{\hspace{0.17em}0.10}(syst)mm$$ ## 4 Measurement of the $`K_LK_S`$ regeneration cross section Due to the different absorbtion cross section of $`K^o`$ and $`\overline{K}^o`$, a pure beam of $`K_L`$ mesons will regenerate $`K_S`$ mesons when traversing the detector. Thus $`K_LK_S\pi \pi `$ is a potential source of background for the rare $`K_L\pi \pi `$ $`CP`$-violating decays in experiments where high precision in event counting is required. Regeneration is well studied at high energy but there is lack of experimental results at energies below 500 MeV. On the other hand theoretical predictions on the $`K_LK_S`$ regeneration cross section at low energy suffer of large uncertainties. It has been shown that for a thin regenerator, $`t<\lambda _S`$, the coherent regeneration is negligible. Inelastic regeneration can also be considered negligible in 110 MeV/c $`K_L`$-nuclei interactions. Theoretical calculations on incoherent $`K_L`$ regeneration, based on the eikonal approximation and the Woods-Saxon form for the nuclear potential, foresee values in the range of 20-50 mb for the regeneration cross section on nuclei. ### 4.1 Data analysis $`K_S\pi ^+\pi ^{}`$ candidates were selected as described in sect. 2.1. The additional requirement of the presence of at least one more vertex, with two unlike sign tracks, was made. The distribution of the invariant mass and of the vector sum of the momenta in the $`\varphi `$-reference system are shown in Fig.3 for the selected 604226 vertices (592687 events). A clear peak at the $`K_S`$ mass and at $`p_S=110`$ MeV/c is observed. The off-peak values are mainly due to $`\pi \mu \nu `$ decays in flight and to reconstruction errors. Fitting the distributions with two gaussians, the peak r.m.s. widths are $`\sigma _m=1.0`$ and $`\sigma _p=1.9`$ MeV. 445347 well reconstructed $`K_S\pi ^+\pi ^{}`$ decays were selected requiring $$\left(\frac{mm}{\sigma _m}\right)^2+\left(\frac{pp}{\sigma _p}\right)^2<16$$ To search for the associated $`K_L`$ decay vertex we first defined the $`K_L`$ origin (the $`\varphi `$ vertex) as the distance of closest approach between the $`K_S`$ direction and the beam line ($`z`$ axis). Events were retained requiring for the vertex position $$\left(\frac{xx}{\sigma _x}\right)^2+\left(\frac{yy}{\sigma _y}\right)^2+\left(\frac{zz}{\sigma _z}\right)^2<9$$ where $`\sigma _x=0.63cm`$, $`\sigma _y=0.59cm`$ and $`\sigma _z=1.38cm`$ are the r.m.s. widths of the $`\varphi `$ vertex distributions. 433786 vertices (433760 events) satisfied this cut. When more than one vertex were found in the $`K_S`$ fiducial volume, the vertex associated with the invariant mass closer to the peak value was retained. This is the $`K_SK_L`$ sample. Associated charged decays of the $`K_L`$ were then searched for. The $`K_L`$ decay vertex is any second vertex reconstructed with two unlike sign tracks found in a cone opposite to the $`K_S`$ direction in the $`\varphi `$ reference system. Fig.4 shows the distribution of the angle $`\delta `$ between the direction of the $`K_L`$, defined by $`\stackrel{}{p}_S`$, and the line joining the $`K_L`$ vertex and the $`\varphi `$ vertex, for different intervals of the distance $`d`$ between the two vertices. From such distributions we derived the angle resolution, $`\sigma _\delta =18`$ mrad, and the transverse vertex resolution, $`\delta r_{}=0.56`$ cm. The $`K_L`$ vertex was accepted if $$\delta <4\left[\sigma _{\delta }^{}{}_{}{}^{2}+\left(\frac{\delta r_{}}{d}\right)^2\right]^{1/2}$$ If more than one $`K_L`$ vertex were found (only in 0.15% of the events) we selected the vertex with the smaller angle. This cut selected 134997 events. Different decays show different behaviour in terms of the missing momentum and the associated missing mass computed assuming the pion mass for all charged particles. Fig.5 shows the correlation of $`p_{mis}`$ and $`M_{mis}^2`$: $`K_L\pi ^+\pi ^{}\pi ^o`$ decays populate the region of $`M_{mis}^2=m_{\pi ^o}^2`$; $`K_L\pi \mathrm{}\nu `$ decays are clearly separated in two bands with $`M_{mis}^2<0`$; $`K_L\pi ^+\pi ^{}`$ decays are peaked around $`p_{mis}=0`$, $`M_{mis}^2=0`$; $`K_LK_S\pi ^+\pi ^{}`$ ”elastic” events are expected to populate the band with $`p_{mis}=(M_{mis}^2)^{1/2}`$. Fig.6 shows the distribution of the $`K_L`$ decay length. Fitting the distribution with an exponential in the region 40 cm $`<r<`$ 150 cm, we obtain $`\lambda =333\pm 13`$ cm for the average $`K_L`$ decay length in good agreement with the expected value of 343 cm, thus indicating a reconstruction efficiency constant over the range of the fit. To select $`K_L\pi ^+\pi ^{}`$ decays and $`K_LK_S\pi ^+\pi ^{}`$ elastic events we required the invariant mass associated with the $`K_L`$ vertex to be the neutral kaon mass. Fig.7 shows the invariant mass distribution fitted with a polynomial and a gaussian of r.m.s. width $`\sigma _m=1.1`$ MeV. The distribution is divided in a signal band, $`m=497.7\pm 4`$ MeV, with 1991 events and two side-bands, $`m=491.7\pm 2`$ MeV and $`m=503.7\pm 2`$ MeV with a total of 1534 events populated mostly by $`K_L`$ semileptonic decays. The distribution of the decay distance is shown in Fig.8 for the signal band and the side-bands: the two peaks around $`r=10`$ cm and $`r=28`$ cm are interpreted as due to $`K_LK_S`$ regeneration in the spherical beam pipe and in the cylindrical drift chamber inner wall. For both $`K_L\pi ^+\pi ^{}`$ decays and $`K_LK_S\pi ^+\pi ^{}`$ elastic events the absolute values of the $`K_S`$ and $`K_L`$ momenta should be equal. Fig.9 shows the distribution of the difference $`\mathrm{\Delta }\|\stackrel{}{p}\|=\|\stackrel{}{p}_S\|\|\stackrel{}{p}_L\|`$ for the signal band and the side-bands. The signal band was fitted with a gaussian centred at $`\mathrm{\Delta }\|\stackrel{}{p}\|=0`$ MeV with $`\sigma =2`$ MeV, representing the decays and a second gaussian centred at $`\mathrm{\Delta }\|\stackrel{}{p}\|=3`$ MeV with $`\sigma =4`$ MeV, probably representing elastic interactions where a small fraction of the momentum is transferred to the recoil nucleus. To further reduce the background of semileptonic decays we required $`6<\mathrm{\Delta }\|\stackrel{}{p}\|<+12`$ MeV. This cut selected 915 events. Fig.10 shows the distribution of the vertex distance, $`r`$, and of the projected vertex distance, $`\rho =(x^2+y^2)^{1/2}`$, for the 915 events and for the side-bands sample. On the basis of the $`K_S`$ decay length distribution of fig.2, two regions of interest were defined of width (-2,+4) cm around the position of the regenerators: * the beam pipe region, 8 cm $`<r<`$ 14 cm, which contains 151 events * the chamber wall region, 23 cm $`<\rho <`$ 29 cm, which contains 156 events. We parametrized the $`r`$ and $`\rho `$ distributions of the decay vertex using two gaussians for the peaks and a linear background, and we evaluated the amount of background events in the regions of interest. The number of $`K_LK_S\pi ^+\pi ^{}`$ regenerated events is then: $`N_{reg}^{bp}=123\pm 13`$, $`N_{reg}^{cw}=122\pm 12`$. The distribution of the angle, $`\omega `$, between the $`K_S`$ and $`K_L`$ momentum, shown in Fig.11, was used to separate the $`K_L\pi ^+\pi ^{}`$ decays, peaked at small angles, from the $`K_L`$ semileptonic decays and $`K_LK_S\pi ^+\pi ^{}`$ elastic events. A cut at $`\omega <75`$ mrad selected a sample of 279 $`K_L\pi ^+\pi ^{}`$ decays. ### 4.2 Results The number of $`K_LK_S\pi ^+\pi ^{}`$ regenerated events is related to the regeneration cross section on nuclei, $`\sigma _{reg}`$, by $$N_{reg}=N_L\epsilon B_{S\pi \pi }\sigma _{reg}nt$$ (3) with $`N_L=N_{SL}e^{r/\lambda }`$ the number of $`K_L`$ mesons reaching the regenerator, $`\epsilon `$ the detection efficiency, $`B_{S\pi \pi }`$ the $`K_S\pi ^+\pi ^{}`$ branching fraction, $`n`$ the number of nuclei of the regenerator per unit volume, $`t`$ the thickness of the regenerator. The spherical beam pipe, of radius 10 cm, is made of AlBeMet, an alloy of 61%, in volume, of Beryllium ($`\rho =1.85`$ g cm<sup>-3</sup>) and 39% of Aluminum ($`\rho =2.7`$ g cm<sup>-3</sup>) and has a thickness of 0.50 mm: $$(nt)^{bp}=\mathrm{4.93\; 10}^{21}cm^2$$ The cylindrical drift chamber wall is made of Carbon 0.75 mm thick, 60%-fiber ($`\rho =1.72`$ g cm<sup>-3</sup>) and 40%-epoxy ($`\rho =1.25`$ g cm<sup>-3</sup>) and has a 0.20 mm thick Aluminum shield: $$(nt)^{cw}=\mathrm{6.97\; 10}^{21}cm^2$$ The crossing angle, computed event by event, gives an average increase of the thickness of 3$`\%`$ for the beam pipe and of 15.5$`\%`$ for the chamber wall. The detection efficiency for $`K_LK_S\pi ^+\pi ^{}`$ regenerated events is the same as for $`K_L\pi ^+\pi ^{}`$ decays selected in the analysis, the only difference being the final $`\omega `$ cut. The efficiency is derived from the distribution of the $`K_L\pi ^+\pi ^{}`$ events $`dN_{L\pi \pi }/dr`$, the decay length in the laboratory $`\lambda `$, and the number of $`K_SK_L`$ events $$\frac{N_{SL}B_{L\pi \pi }}{\lambda }e^{r/\lambda }\epsilon (r)=\frac{dN_{L\pi \pi }}{dr}$$ (4) The experimental $`dN_{L\pi \pi }/dr`$ distribution for the 279 selected $`K_L\pi ^+\pi ^{}`$ decays is shown in fig.12, where also the linear fit used to extract the results is shown. The region below 4 cm, coinciding with the $`K_S`$ fiducial volume, has been excluded from the fit to avoid ambiguities, while the region above 140 cm has a drop in efficiency, being near the edge of the drift chamber volume. From the relations 3 and 4 we obtain $$\sigma _{reg}=\frac{B_{L\pi \pi }}{B_{S\pi \pi }}\frac{1}{\lambda dN_L/dr}\frac{N_{reg}}{nt}$$ (5) $`(dN_{L\pi \pi }/dr)`$ was evaluated at the average radius of each region of interest, yielding: $`(dN_{L\pi \pi }/dr)^{bp}=2.65\pm 0.19cm^1`$, $`(dN_{L\pi \pi }/dr)^{cw}=2.41\pm 0.15cm^1`$. We obtain $$\sigma _{reg}^{BeAl}=\left(75.7\pm 9.6_{stat}\right)mb$$ $$\sigma _{reg}^{CAl}=\left(51.9\pm 6.2_{stat}\right)mb$$ where both the statistical errors coming from the event counting and the efficiency evaluation have been included. The angular distribution for regenerated events in the beam pipe and in the chamber wall is shown in Fig.13. To reduce the background only events in 10 cm $`<r<`$ 13 cm, for the beam pipe, and in 24 cm $`<\rho <`$ 27 cm, for the drift chamber wall were used. The small contamination from $`K_L\pi ^+\pi ^{}`$ events is fully contained in the first bin, as was checked in the selected $`K_L\pi ^+\pi ^{}`$ sample. The background from semileptonic decays is negligible, according to montecarlo estimations. ### 4.3 Systematic error Three main categories of systematic error sources have been considered: * event counting method; * efficiency evaluation; * regenerator thickness. For the first category two sources of error have been studied: the definition of the regions of interest (r.o.i) and the shape of the fit to the background. The r.o.i. limits were varied of $`\pm `$ 1 cm obtaining maximum variations of about 3% for the beam pipe events and of 2% for the drift chamber wall events. Various polynomial shapes were also fitted to the background, obtaining 2$`÷`$3% variations on the beam pipe events, but much smaller (less than 1%) on the drift chamber wall. The efficiency evaluation is based on the assumption that regenerated $`K_S`$ charged decays are detected with the same efficiency as the CP violating $`K_L\pi ^+\pi ^{}`$ decays. A montecarlo study of such assumption shows that differences in efficiency can be expected up to 2%. A possible contamination of regenerated $`K_S`$ decays in the $`K_L\pi ^+\pi ^{}`$ sample could bias the measurement to higher efficiencies. To account for this effect the $`K_L\pi ^+\pi ^{}`$ radial distribution, showed in fig.12, was fitted adding to the main linear shape two gaussians centered at the regenerators positions (just as was done in fig.10). The data are compatible with absence of contamination on the drift chamber wall, but (probably due to a statistical fluctuation) allow a non negligible contamination on the beam pipe, which results in a considerably reduced efficiency (7$`÷`$8%). This turns out to be the main systematic error (non related to the regenerators knowledge) on this measurement. Finally the beam pipe thickness is known with a precision of $`50\mu m`$, according with the production tolerances. For the drift chamber wall an uncertainty of $`\pm 50\mu m`$ on both carbon and aluminum was estimated from the study of the multiple scattering of $`e^+e^{}`$ pairs. The systematic error sources are summarized in table 3. ## 5 Conclusions and discussion On the basis of the first data collected during the commissioning of DA$`\mathrm{\Phi }`$NE the KLOe experiment has analyzed $`\mathrm{1.4\hspace{0.17em}10}^5`$ $`\varphi K_LK_S`$ decays with both kaons decaying to charged particles. Using Bhabha scattering events to precisely define the collision region, and fitting the distribution of the $`K_S\pi ^+\pi ^{}`$ decay vertex, the $`K_S`$ decay length is measured as: $$\lambda _s=\mathrm{\hspace{0.17em}5.78}\pm \mathrm{\hspace{0.17em}0.08}(stat)\pm \mathrm{\hspace{0.17em}0.10}(syst)mm.$$ The average $`K_L`$ decay lenght is $`\lambda _L=333\pm 13(stat)`$ cm. A sample of 279 $`K_L\pi ^+\pi ^{}`$ $`CP`$-violating decays is clearly identified with negligible background, and is used to measure the efficiency for reconstructing $`K_LK_S\pi ^+\pi ^{}`$ events due to regeneration in the beam pipe and in the drift chamber inner wall. The cross section in the beam pipe made of a 61%Beryllium-39%Aluminun alloy is $$\sigma ^{BeAl}=75.7\pm 9.6_{stat}\pm 10.6_{syst}mb$$ The regeneration cross section in the drift chamber wall made mainly of Carbon is $$\sigma ^{CAl}=51.9\pm 6.2_{stat}\pm 5.3_{syst}mb$$ With this data it is not possible to evaluate separately the regeneration cross section on Beryllium, Carbon and Aluminun nuclei unless we make additional hypotheses on its dependence upon the atomic mass. Theoretical calculations based on the eikonal approximation are shown in Fig.14 as well as a measurement on Beryllium ref. made with the CDM-2 detector at the Novosibirsk VEPP-2M electron-positron collider. The theoretical predictions do not show any evident dependence upon the atomic mass due to the interference of the $`K`$ and $`\overline{K}`$ amplitudes that have different behaviour as a function of $`A`$. However our measurements can hardly accomodate a cross section on Alluminium nuclei smaller than for Beryllium and Carbon, as shown in fig.15 where the correlation between the values of the cross sections is drawn.
warning/0006/astro-ph0006293.html	ar5iv	text	# Substructures Revealed by the Sunyaev–Zel’dovich Effect at 150 GHz in the High Resolution Map of RX J1347–1145 ## 1. Introduction The multi-band observation of galaxy clusters up to $`z1`$ provides a unique opportunity to reconstruct the clustering evolution, the cosmological parameters, and the peculiar velocity field on large scales (e.g., Bahcall 1988; Rephaeli 1995; Birkinshaw 1999). In particular, the recent mapping observations of clusters using the state-of-the-art interferometers (Carlstrom, Joy, Grego 1996; Carlstrom et al. 2000) are accumulating impressive negative intensity images in centimeter bands through the Sunyaev–Zel’dovich (SZ) effect (Zel’dovich, Sunyaev 1969). The most important cosmological application of such data is to estimate the global value of the Hubble constant, $`H_0`$. Although the SZ effect can be used as a potential standard candle, previous attempts to estimate $`H_0`$ were not sufficiently accurate (e.g., Kobayashi, Sasaki, Suto 1996; Birkinshaw 1999). This is probably because they usually neglect the non-sphericity, substructure, and non-isothermal profile of the intra-cluster matter. Recent numerical simulations of clusters (e.g., Inagaki, Suginohara, Suto 1995; Yoshikawa, Itoh, Suto 1998; Jing, Suto 2000) have shown that the departure from the spherical isothermal $`\beta `$-model is appreciable and that the inhomogeneous morphology is quite generic. High angular resolution imaging through the SZ effect is essential in resolving detailed structure of clusters. In centimeter interferometric measurements, the beam-size of $`\sigma _{\mathrm{FWHM}}100^{\prime \prime }`$ is typical, and can be as small as $`40^{\prime \prime }`$ (Carlstrom, Joy, Grego 1996), while the brightness sensitivity is degraded. In millimeter and submillimeter bands, on the other hand, the sensitive higher resolution imaging is now feasible with bolometer array detectors. This observing technique has been successfully applied to the brightest X-ray cluster RX J1347–1145 ($`z=0.451\pm 0.003`$) at 350 GHz with $`\sigma _{\mathrm{FWHM}}=15^{\prime \prime }`$ (Komatsu et al. 1999), and subsequently at 143 GHz with $`\sigma _{\mathrm{FWHM}}=23^{\prime \prime }`$ (Pointecouteau et al. 1999). The bolometric X-ray luminosity of this cluster is exceptionally high, $`L_\mathrm{X}h_{50}^2=2\times 10^{46}\mathrm{erg}\mathrm{s}^1`$ (Schindler et al. 1997), where $`h_{50}`$ is the Hubble constant in units of $`50\mathrm{km}\mathrm{s}^1\mathrm{Mpc}^1`$. Throughout this Letter, we use $`\mathrm{\Omega }_0=1`$ and $`\lambda _0=0`$ for simplicity. The ASCA observation implies that the emission-weighted temperature is $`k_\mathrm{B}T_\mathrm{e}=9.3_{1.0}^{+1.1}\mathrm{keV}`$ (Schindler et al. 1997). Applying the spherical isothermal $`\beta `$-model to the latest ROSAT/HRI data, we obtain the central electron number density, $`n_{\mathrm{e0}}h_{50}^{1/2}=0.093\pm 0.004\mathrm{cm}^3`$, the core radius, $`\theta _\mathrm{c}=8.^{\prime \prime }4\pm 1.^{\prime \prime }0`$, and $`\beta =0.57\pm 0.02`$, where quoted errors are 90% confidence levels. The total mass inferred from the hydrostatic equilibrium is $`M(<2h_{50}^1\mathrm{Mpc})=1\times 10^{15}h_{50}^1M_{}`$. This cluster does not follow the temperature–luminosity relation because of the extremely high luminosity (Schindler 1999), and is known to be the strong cooling-flow cluster (Schindler et al. 1997; Allen, Fabian 1998). In this sense, this cluster may not be typical, but is an interesting target to be studied in detail individually. The above two attempts to map the cluster using the SZ effect are not sensitive enough to resolve detailed structures; the former data (Komatsu et al. 1999) are very noisy because of the bad weather condition, and the latter (Pointecouteau et al. 1999) mapped only the central narrow stripe of the cluster. Therefore, as a part of the multi-band observing project of RX J1347–1145, we carried out the SZ mapping observation of the cluster at 21 GHz and 150 GHz with the Nobeyama 45-m telescope. In this Letter, we report on the complex morphological structures detected in the 150 GHz map with the unprecedented angular resolution ($`\sigma _{\mathrm{FWHM}}=13^{\prime \prime }`$), which can hardly be identified from the lower resolution map at 21 GHz ($`\sigma _{\mathrm{FWHM}}=76^{\prime \prime }`$). This demonstrates the importance of the high angular resolution imaging of clusters through the SZ effect. ## 2. The Sunyaev–Zel’dovich Mapping Observations with the Nobeyama 45-m telescope ### 2.1. Centimeter Mapping at 21 GHz Mapping observations at 21 GHz were carried out during February 16–27 and April 14–22, 2000, in a raster-scan mode using the dual-polarization HEMT amplifier mounted on the Nobeyama 45-m telescope. In total, 9 scans were performed along the two orthogonal directions and each scan was separated by $`40^{\prime \prime }`$ yielding the final field-of-view of $`6^{}\times 6^{}`$. A reference beam position was set to be $`400^{\prime \prime }`$ away from a main beam, and the beam-size $`\sigma _{\mathrm{FWHM}}=76.^{\prime \prime }5`$ was estimated by observing 3C279. The beam is accurately fitted to a Gaussian. The exposure time amounts to 31.2 ksec in February and 32.1 ksec in April. System noise temperatures were typically 135 K in February and 185 K in April. We calibrated the primary flux using 3C286 ($`2.56\pm 0.02\mathrm{Jy}`$; Ott et al. 1994). The stability of antenna efficiency was tracked by monitoring the pointing source (1334-127), and we found that an rms variation in peak flux was 2% in February and 3% in April. A pointing offset is negligible compared with the beam-size. We subtracted the low frequency scanning-noise from the map on the basis of the PLAIT method (Emerson, Gräve 1988) with a scale-length half the scan-length. The resulting $`1\sigma `$ noise-levels in images are $`1.3\mathrm{mJy}\mathrm{beam}^1`$ in February and $`1.7\mathrm{mJy}\mathrm{beam}^1`$ in April. Combining the February and April runs, the final image achieves the noise-level of $`0.9\mathrm{mJy}\mathrm{beam}^1`$. An absolute calibration error is 1%, which is dominated by the flux error of the primary calibrator 3C286. ### 2.2. Millimeter Mapping at 150 GHz The higher angular resolution mapping of the cluster was performed with the Nobeyama Bolometer Array (NOBA; Kuno et al. 1993) on March 16 (20 ksec) and April 15 (8.5 ksec), 1999, as well as during February 16–27, 2000 (52.7 ksec). The total integration time is 81.2 ksec. NOBA consists of seven bolometers in hexagonal pattern with their band-passes centered at 150 GHz and bandwidths of 30 GHz. Bolometers are read-out through six differential circuits between a central bolometer and the other six surrounding ones. Fluctuations in atmospheric emissions are subtracted in real time by the readout electronics. The beam switching, or the sky chopping, is not used. The observation of this cluster was made with raster scans. A position angle of the array to the scan direction is $`19.^{}1`$. A single raster scan yields seven scan paths separated by $`5.^{\prime \prime }3`$ each, and an observing stripe of $`37.^{\prime \prime }1`$ in width. Three stripes thus cover the field-of-view of $`1.^{}9\times 1.^{}9`$ in right ascension and declination. Image restoration is performed using the six differential signals. At the beginning and the end of each observing day, an elevation scan was made to measure the atmospheric transparency. The measured zenith optical depths at 150 GHz were 0.094–0.15 and 0.065–0.098 in our 1999 and 2000 runs, respectively. These scan data were also used to correct different sensitivities among bolometers. The pointing observation was made every 0.5 to 1 hour depending on the weather condition. The variation of the pointing is usually within $`3^{\prime \prime }`$. The data taken under strong wind conditions are discarded because of the unstable pointing and the degraded antenna efficiency. We calibrated the primary flux using the Mars in 1999, and K3-50A and OH5.89-0.39 in 2000. The flux of the Mars was obtained with the FLUXES procedure in the STARLINK package, and we employed $`6.5\pm 0.2\mathrm{Jy}`$ (Sandell 1994) and $`8.8\pm 0.9\mathrm{Jy}`$ (Falcke et al. 1998) for the fluxes of K3-50A and OH5.89-0.39, respectively. The beam pattern was measured using 3C279 which yields $`\sigma _{\mathrm{FWHM}}=12.^{\prime \prime }5`$ and $`13.^{\prime \prime }2`$ in 1999 and 2000, respectively. An uncertainty of the beam-size is as large as $`1^{\prime \prime }`$. The beam is slightly elongated along the elevation direction by $`10\%`$, and the side-lobe level amounts to 3% of the peak value whereas the Gaussian yields 1% of the peak value. The pointing and gain stabilities were checked using 1334-127, and the rms variations in the peak fluxes were 12% in 1999 and 14% in 2000. These variations are largely ascribed to strong elevation-dependence of the antenna efficiency at 150 GHz. Correcting this gain variation, we estimate the total absolute calibration error to be 11% (7% in 1999 and 14% in 2000). The larger error in 2000 is due to the fact that the flux of 1334-127 daily changed up to $`20\%`$ probably because of the burst, while it was stable in 1999 run. Spike noises above the $`4\sigma `$ level appearing in time-ordered data were removed. Again the map was created using the PLAIT method; the $`1\sigma `$ noise-level in the final image is 1.6 mJy $`\mathrm{beam}^1`$ ($`2.4\mathrm{mJy}\mathrm{beam}^1`$ in 1999, and $`2.1\mathrm{mJy}\mathrm{beam}^1`$ in 2000). In the final map, an averaged flux at the edge of map ($`64^{\prime \prime }`$ away from the center), $`0.50\pm 0.15\mathrm{mJy}\mathrm{beam}^1`$, was subtracted to define the zero-level of the data. ## 3. Results ### 3.1. Low Angular Resolution Image at 21 GHz Figure 1(a) displays the final map of RX J1347–1145 at 21 GHz, which shows a bright point source near the center of the cluster. To estimate the accurate position and the flux at 21 GHz, we observed the source with VLA at 8.46 GHz (18 ksec) on May 16, 1999, and at 22.46 GHz (3.6 ksec) on May 20, 1999. Measured fluxes are $`22.42\pm 0.04\mathrm{mJy}`$ at 8.46 GHz and $`11.55\pm 0.17\mathrm{mJy}`$ at 22.46 GHz. Since the VLA configuration is insensitive to the SZ effect, these values accurately measure the central radio source flux. The derived source position is ($`13^\mathrm{h}47^\mathrm{m}30^\mathrm{s}.622\pm 0^\mathrm{s}.0005`$, $`11^{}45^{}09.^{\prime \prime }44\pm 0.^{\prime \prime }009`$), and precisely coincides with that of the optical center of the central cD galaxy. Although the X-ray peak position from the ROSAT/HRI data is offset from the optical center (Schindler et al. 1997), this offset is smaller than the nominal pointing uncertainty of ROSAT/HRI. In the following discussion, therefore, the X-ray peak position is assumed to coincide with the optical center and the central radio source position. In total, we have three datasets at 21 GHz taken in three years: March 1998 (Komatsu et al. 1999), March 1999 (unpublished), and February and April, 2000 (this paper). The 1998 and 1999 runs were done in the cross-scan mode. We have measured central peak-intensities of $`8.6\pm 2.0\mathrm{mJy}\mathrm{beam}^1`$ in 1998, $`7.8\pm 1.2\mathrm{mJy}\mathrm{beam}^1`$ in 1999, and $`8.3\pm 0.9\mathrm{mJy}\mathrm{beam}^1`$ in 2000. These results show no significant time variation of the source flux value during the past two years, and the averaged peak-intensity is $`8.2\pm 0.7\mathrm{mJy}\mathrm{beam}^1`$. Figure 1(b) plots the 21 GHz map after subtracting the contribution of the point source, adopting the VLA flux at 22.46 GHz. Its overall shape around the central part is fairly similar to that of the X-ray surface brightness contours overlaid in white solid lines, supporting the SZ interpretation over the entire cluster scale. The resulting central intensity (smoothed over the beam-size) of the SZ decrement relative to the edge of map ($`200^{\prime \prime }`$ away from the center) is $`I_{\mathrm{SZ}}(0)=3.3\pm 0.9\mathrm{mJy}\mathrm{beam}^1`$, or equivalently, $`\mathrm{\Delta }T_{\mathrm{RJ}}(0)=1.6\pm 0.4\mathrm{mK}`$ in terms of the Rayleigh–Jeans brightness temperature decrement. Deconvolving the beam-pattern by approximating the cluster profile with the spherical isothermal $`\beta `$-model with the ROSAT/HRI best-fit values for $`\theta _\mathrm{c}`$ and $`\beta `$ (§1), we obtain the central $`y`$-parameter, $`y(0)=(7.8\pm 2.1)\times 10^4`$ (relative to the edge of map). Moreover, if we average the measured peak-intensities over the datasets taken in three years, we obtain $`y(0)=(7.7\pm 1.6)\times 10^4`$. Our $`y(0)`$ agrees very well with the value expected from the X-ray best-fit parameters, $`y(0)h_{50}^{1/2}=8.0\times 10^4`$, if the SZ effect is negligible at the edge of map. Note that Komatsu et al. (1999) possibly overestimated the SZ intensity at the cluster center by $`1.75\mathrm{mJy}\mathrm{beam}^1`$, as they used the central source flux of 13.3 mJy at 21 GHz on the basis of the power-law interpolation of the spectrum at 1.4, 28.5, and 100 GHz. We now realize that it is not a good approximation. ### 3.2. High Angular Resolution Image at 150 GHz Figure 1(c) shows the image at 150 GHz smoothed with a Gaussian filter so that the effective beam-size becomes $`20.^{\prime \prime }6`$ (the $`1\sigma `$ noise-level is $`1.3\mathrm{mJy}\mathrm{beam}^1`$). Although the central point source is fainter at 150 GHz than at 21 GHz, it still affects the diffuse negative intensity field around the center to some extent. The most remarkable feature in this image is a strong negative intensity region located $`20^{\prime \prime }`$ south-east from the center. The peak intensity in this region is $`5.4\mathrm{mJy}\mathrm{beam}^1`$ relative to the edge of map. This value is $`4.2\sigma `$ significance level, and 2.5 times larger than that expected from the spherical isothermal $`\beta `$-model, $`I_{\mathrm{SZ}}(\mathrm{\Delta }\theta =20^{\prime \prime })2\mathrm{mJy}\mathrm{beam}^1`$. In the following, we quantify the statistical significance of the detection of this negative excess emission. As shown in figure 2, we divide the data into four regions: south-east (SE), south-west (SW), north-east (NE), and north-west (NW). The central region is excluded so as to remove the contamination of the point source. Then we evaluate fluxes in those regions. The results are summarized in table 1 together with the $`1\sigma `$ error of 2.0 mJy each. The mean flux averaged over all regions is $`6.4\pm 1.0`$ mJy, and thus the detection of the SZ decrement at 150 GHz is $`6.4\sigma `$ level. The reality of the negative excess in the SE region is supported by the following facts; (i) the fluxes of the other three regions are consistent with each other within the $`1\sigma `$ level, (ii) relative to the mean flux over the other three regions, $`\overline{F}=4.7\pm 1.15\mathrm{mJy}`$, the excess flux in the SE region is $`F_{\mathrm{SE}}\overline{F}=6.6\pm 2.3\mathrm{mJy}`$, corresponding to $`2.9\sigma `$ significance, and (iii) the excess in the SE region is persistent both in 1999 and in 2000. Thus we interpret this negative excess flux being due to the enhanced SZ effect. To further explore the significance of this excess, let us consider the residual map after subtracting the SZ signal assuming the spherical isothermal $`\beta `$-model. For this purpose, we employ the best fit radial profile from the ROSAT/HRI data, and the emission-weighted temperature, 9.3 keV, measured with ASCA (§1). We refer to this as model L (low temperature). After convolving the model image with the effective beam and correcting for the zero-level, we subtract this from the observed map. Then we find that the model L implies a central radio source flux of $`3.8\pm 1.3\mathrm{mJy}`$, and the expected flux in each region is $`5.1\mathrm{mJy}`$. The latter value is consistent with those listed in table 1 except for the SE region where the difference is $`3.1\sigma `$. This is also consistent with the mean flux, indicating that the global feature of the SZ effect at 150 GHz is consistent with model L as well as at 21 GHz. Figure 1(d) shows the 150 GHz map after subtracting the central source flux of 3.8 mJy. While the X-ray contours overlaid in the figure seem to trace the detected SZ enhancement to some extent, the X-ray flux in the SE region is much smaller than that expected from the excess SZ flux we detected at 150 GHz. In summary, we conclude that we detect an inhomogeneous morphology of the SZ signal toward the cluster at 150 GHz. The angular scale of the negative excess is around $`40^{\prime \prime }`$, and thus cannot be resolved in the lower angular resolution image at 21 GHz. ## 4. Comparison with Previous Work Using the IRAM/Diabolo bolometer array, Pointecouteau et al. (1999) found that the peak position of the SZ decrement at 143 GHz is offset to the east of the X-ray peak position. Since they scanned in a narrow strip ($`30^{\prime \prime }`$ in declination and $`120^{\prime \prime }`$ in right ascension) along west-east direction whose width is comparable to the beam-size ($`\sigma _{\mathrm{FWHM}}=23^{\prime \prime }`$), the resulting map is insensitive to the offset in north-south direction. Thus their result does not contradict our finding on the image basis. They presented a different interpretation for this negative enhancement; they assume that the offset between the X-ray peak position and the radio source position is real, and ascribe the offset between the SZ and the X-ray peak positions to the contamination of the positive radio source embedding in the SZ decrement tracing the X-ray signal. More specifically, they found the best-fit values for the central $`y`$-parameter, $`y(0)=12.7_{3.1}^{+2.9}\times 10^4`$, and for the central point source flux, $`6.1_{4.8}^{+4.3}\mathrm{mJy}`$, at 143 GHz, adopting the $`\beta `$-model radial profile from the X-ray data. This $`y(0)`$ corresponds to the much higher temperature of 16.2 keV than the ASCA value. We call this set of parameters model H (high temperature). When subtracting the SZ flux of the model H from our map at 150 GHz, we find the central source flux of $`6.6\pm 1.3\mathrm{mJy}`$. Since this value is close to their fit, our data at 150 GHz are consistent with their data, apart from the interpretation. Here we compare our data to theirs quantitatively. (i) Taking into account the relativistic correction to the SZ effect (Itoh, Kohyama, Nozawa 1998) to extrapolate their $`y(0)`$ at 143 GHz into the value at 21 GHz, model H predicts $`y(0)=13.9_{3.4}^{+3.2}\times 10^4`$ at 21 GHz. This value significantly exceeds our observed value, $`(7.7\pm 1.6)\times 10^4`$, which is well consistent with model L. (ii) Model H predicts the flux of $`8.8`$ mJy for each region defined in figure 2, which is systematically smaller than our observed values listed in table 1. Therefore, we conclude that model L with the excess SZ effect is more consistent with our data at 21 GHz and 150 GHz data than model H. Their higher value of $`y(0)`$ than ours is probably because of their narrower field-of-view. The excess SZ effect detected in the SE region would dominate the mean signal in their map, resulting in an overestimate of $`y(0)`$. Incidentally the negative flux in the SE region at 150 GHz should show up as a positive SZ flux of 11 mJy in the JCMT/SCUBA band (350 GHz). While Komatsu et al. (1999) did not identify the corresponding peak in their SCUBA map, this is not inconsistent one another because of the high noise-level in their SCUBA map ($`1\sigma =8\mathrm{mJy}\mathrm{beam}^1`$). ## 5. Discussion Possible physical explanations for the origin of the excess SZ feature include a) a projection contamination of another higher redshift cluster, b) warm gas associated with large-scale filamental structures, c) a substructure in the cluster gas, d) a cooling flow around the central region, and e) non-gravitational heating from AGNs and/or supernovae. Actually any explanation needs to be somewhat contrived, as it should be simultaneously consistent with the fairly smooth X-ray brightness distribution. Specifically, a) requires that the background cluster should be at $`z>3`$, b) is viable only if the low temperature ($`0.4`$ keV) gas extends over 1 Gpc along the line of sight, c) implies that the temperature of the substructure is larger than 200 keV, and d) and e) indicate that either pressure or virial equilibrium of the intracluster gas should be abandoned. Thus none of those possibilities seems to be sufficiently satisfactory. Nevertheless if the complex morphological structure is generic to other high redshift clusters, distance measurements to the clusters based on the SZ data should be interpreted with caution. To elucidate this, let us consider how the enhanced decrement region at 150 GHz systematically affects the estimate of the Hubble constant from the 21 GHz data. The excess SZ flux at 21 GHz in the SE region is expected as $`0.43`$ mJy, based on the deviation from model L at 150 GHz in the same region ($`6.2`$ mJy). Since the extent of the SE region is smaller than the beam-area at 21 GHz, this flux amounts to 13% of $`I_{\mathrm{SZ}}(0)`$ at 21 GHz. This corresponds to overestimating $`I_{\mathrm{SZ}}(0)`$ relative to the isothermal $`\beta `$-model prediction, and thus to a systematic underestimate of $`H_0`$ by 22% through the relation $`H_0I_{\mathrm{SZ}}^2(0)`$. This consideration might be relevant in understanding the Hubble diagram from the SZ effect (e.g., Kobayashi, Sasaki, Suto 1996; Birkinshaw 1999). As demonstrated here, single-dish measurements of the SZ effect with high angular resolution play a complementary role to interferometers in exploring the intracluster gas state. In addition, a more accurate and higher resolution imaging observation in X-ray band with Chandra and XMM–Newton observatories is important to understand the physical processes in this cluster as well as the future follow-up SZ observations including the SZ dedicated interferometers and JCMT/SCUBA. We thank Akihiro Sakamoto and the NRO staff for their help during the observation at NRO, Izumi Ohta for observing RX J1347–1145 with NMA, and Wolfgang Reich for providing the data of OH5.89-0.39 and for useful comments on the data analysis. We also thank John Carlstrom, Uro$`\stackrel{ˇ}{\mathrm{s}}`$ Seljak, and David N. Spergel for many valuable comments which have improved this Letter. E.K., T.K. and K.Y. acknowledge fellowships from Japan Society for the Promotion of Science. 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warning/0006/cond-mat0006330.html	ar5iv	text	# Effective Interactions and Volume Energies in Charged Colloids: Linear Response Theory ## I Introduction More than a century ago, it was recognized that most colloidal particles carry an electric charge . Colloidal macroions – typically $`11000`$ nm in diameter – may acquire charges from surface dissociation of counterions, adsorption of salt ions from solution, or creation of defects in crystal lattices. Electrostatic repulsion between macroions suspended in a molecular fluid is one of the two chief mechanisms by which colloidal suspensions may be stabilized against coagulation induced by attractive van der Waals forces. Charge-stabilized colloidal suspensions exist in a wide variety of forms. Familiar examples include clay minerals (relevant to mineralogy, agriculture, and the paper industry), paints, inks, and solutions of charged micelles. Further examples are synthetic latex or silica microspheres , which may self-assemble, if sufficiently monodisperse, into ordered crystals. Aside from providing valuable model systems for fundamental studies of condensed matter, colloidal crystals exhibit unique optical properties that have inspired a number of recent applications, e.g., nanosecond optical switches , chemical sensors , and photonic band gap materials . Despite the considerable and growing technological importance of charged colloids, progress in predicting macroscopic properties is limited by an incomplete understanding of interparticle interactions. Most theoretical treatments of electrostatic interactions are rooted in the landmark theory of Derjaguin, Landau, Verwey, and Overbeek (DLVO) . The DLVO theory describes the bare Coulomb interactions between macroions as screened by the surrounding microions (counterions and salt ions). The resulting screened-Coulomb pair potential accounts – at least qualitatively – for a range of observed phenomena, including the dependence of coagulation rate on counterion valence and trends in phase stability with varying salt concentration. Recently, interest in colloidal interactions has intensified as a result of accumulating experimental evidence for apparent long-range attractions between macroions . A rigorous statistical mechanical treatment of the multi-component mixture of macroions, counterions, salt ions, and solvent molecules is a daunting task. Interactions in such complex systems are therefore usually treated at the level of effective interactions. Tracing out from the partition function statistical degrees of freedom associated with all but a single component, the mixture is formally mapped onto an equivalent one-component system of “pseudo-particles” governed by an effective state-dependent interaction . Effective interactions in charge-stabilized colloids have been modeled by a variety of techniques, including Poisson-Boltzmann cell models density-functional theory , Monte Carlo and Molecular Dynamics simulation , and powerful ab initio methods . Here we adopt an alternative approach, recently proposed by Silbert et al. , which exploits analogies between charged colloids and metals. Performing a classical trace over microion degrees of freedom and treating the electrostatic response of the microions to the macroions within second-order perturbation theory, leads to an effective pair interaction between pseudo-macroions and an associated volume energy. The volume energy, which contributes to the total free energy, must be included when calculating thermodynamic properties of charged colloids modeled by an effective pair potential . Noting the correspondences, microion $``$ electron and macroion $``$ metallic ion, the response approach is the colloidal equivalent of the widely-used pseudo-potential theory of metals . In previous work , the response approach was extended to finite-sized macroions in deionized suspensions. This paper generalizes the theory to the case of arbitrary salt concentration, consistently taking into account (1) the volume excluded to the microions by the macroion hard cores and (2) the response of both counterions and salt ions to the macroion charges. The next section begins with a brief review of the response theory and then outlines our extensions of the theory. Section III presents the main results – obtained within a linear response approximation – for an effective pair potential acting between pseudo-macroions and an associated volume energy, both of which consistently incorporate excluded volume effects. The influence of the volume energy on thermodynamic properties is illustrated by calculations of the osmotic pressure and bulk modulus. Comparisons with experimental data show that the counterions contribute a substantial fraction of the osmotic pressure and can soften or destabilize colloidal crystals. Finally, in Sec. IV we summarize and conclude. ## II Theory ### A The Model Within the “primitive” model, the system comprises $`N_\mathrm{m}`$ charged hard-sphere macroions of diameter $`\sigma `$ and charge $`Ze`$ ($`e`$ being the elementary charge) and $`N_\mathrm{c}`$ point counterions of charge $`ze`$ suspended in an electrolyte solvent. Global charge neutrality constrains macroion and counterion numbers according to $`ZN_\mathrm{m}=zN_\mathrm{c}`$. Each macroion is assumed to carry a fixed charge, uniformly distributed over its surface. The solvent hosts $`N_\mathrm{s}`$ pairs of salt ions in a uniform dielectric fluid characterized entirely by a dielectric constant $`ϵ`$. For notational simplicity, we assume a symmetric 1:1 electrolyte, consisting of $`N_\mathrm{s}`$ point ions of charge $`ze`$ and $`N_\mathrm{s}`$ of charge $`ze`$ (i.e., same valence as counterions). The microions thus number $`N_+=N_\mathrm{c}+N_\mathrm{s}`$ positive and $`N_{}=N_\mathrm{s}`$ negative, for a total of $`N_\mu =N_\mathrm{c}+2N_\mathrm{s}`$ . The system occupies a total volume $`V`$ at temperature $`T`$ and fixed salt concentration maintained by exchange of salt ions, through a semi-permeable membrane, with a salt reservoir. Denoting macroion and microion coordinates by $`\{𝐑\}`$ and $`\{𝐫\}`$, respectively, the Hamiltonian of the system may be expressed in the general form $$H(\{𝐑\},\{𝐫\})=H_\mathrm{m}+H_\mu +H_{\mathrm{m}+}+H_\mathrm{m}.$$ (1) The first two terms on the right side of Eq. (1) denote Hamiltonians for macroions and microions, respectively. Assuming the only relevant interactions to be steric and electrostatic, the bare macroion Hamiltonian, $`H_\mathrm{m}`$, is given by $$H_\mathrm{m}=K_\mathrm{m}+\frac{1}{2}\underset{\genfrac{}{}{0pt}{}{i,j=1}{(ij)}}{\overset{N_\mathrm{m}}{}}\left[v_{\mathrm{HS}}(\|𝐑_i𝐑_j\|)+v_{\mathrm{mm}}(\|𝐑_i𝐑_j\|)\right],$$ (2) $`K_\mathrm{m}`$ being the kinetic energy of the macroions, $`v_{\mathrm{HS}}(\|𝐑_i𝐑_j\|)`$ the hard-sphere pair interaction between macroion cores, and $`v_{\mathrm{mm}}(r)=Z^2e^2/ϵr`$ the bare Coulomb interaction between a pair of macroions separated by center-to-center distance $`r>\sigma `$. Similarly, the microion Hamiltonian takes the form $`H_\mu `$ $`=`$ $`K_\mu +{\displaystyle \underset{i=1}{\overset{N_\mu }{}}}{\displaystyle \underset{j=1}{\overset{N_\mathrm{m}}{}}}v_{\mathrm{HS}}(\|𝐫_i𝐑_j\|)+{\displaystyle \frac{1}{2}}{\displaystyle \underset{\genfrac{}{}{0pt}{}{i,j=1}{(ij)}}{\overset{N_+}{}}}v_{++}(\|𝐫_i𝐫_j\|)`$ (3) $`+`$ $`{\displaystyle \underset{i=1}{\overset{N_+}{}}}{\displaystyle \underset{j=1}{\overset{N_{}}{}}}v_+(\|𝐫_i𝐫_j\|)+{\displaystyle \frac{1}{2}}{\displaystyle \underset{\genfrac{}{}{0pt}{}{i,j=1}{(ij)}}{\overset{N_{}}{}}}v_{}(\|𝐫_i𝐫_j\|),`$ (4) where $`K_\mu `$ is the microion kinetic energy, $`v_{\mathrm{HS}}(\|𝐫_i𝐑_j\|)`$ is the hard-sphere interaction between a point microion and a macroion core, and $`v_{++}(r)=v_{}(r)=v_+(r)=z^2e^2/ϵr`$ is the microion-microion Coulomb interaction. The last two terms in Eq. (1) are the macroion-microion electrostatic interaction energies, given by $$H_{\mathrm{m}\pm }=\underset{i=1}{\overset{N_\pm }{}}\underset{j=1}{\overset{N_\mathrm{m}}{}}v_{\mathrm{m}\pm }(\|𝐫_i𝐑_j\|),$$ (5) where $`v_{\mathrm{m}\pm }(r)`$ denotes the macroion-microion electrostatic pair interaction. For later reference, we note that Eq. (5) also may be expressed in the form $$H_{\mathrm{m}\pm }=d𝐫d𝐑\rho _\pm (𝐫)\rho _\mathrm{m}(𝐑)v_{\mathrm{m}\pm }(\|𝐫𝐑\|),$$ (6) where $$\rho _\pm (𝐫)\underset{i=1}{\overset{N_\pm }{}}\delta (𝐫𝐫_i),\rho _\mathrm{m}(𝐑)\underset{j=1}{\overset{N_\mathrm{m}}{}}\delta (𝐑𝐑_j)$$ (7) are the microion and macroion density operators, whose Fourier transforms are $$\widehat{\rho }_\pm (𝐤)=\underset{i=1}{\overset{N_\pm }{}}\mathrm{exp}(i𝐤𝐫_i),\widehat{\rho }_\mathrm{m}(𝐤)=\underset{j=1}{\overset{N_\mathrm{m}}{}}\mathrm{exp}(i𝐤𝐑_j).$$ (8) Although $`v_{\mathrm{m}\pm }(r)`$ has the Coulomb form outside the macroion core radius, inside the core it has no unique definition. Thus, following van Roij and Hansen , we are free to choose $`v_{\mathrm{m}\pm }(r)`$ to be a constant for $`r<\sigma /2`$ and take $$v_{\mathrm{m}\pm }(r)=\{\begin{array}{cc}\frac{Zze^2}{ϵr},\hfill & r>\sigma /2\hfill \\ \frac{Zze^2}{ϵ\sigma /2}\alpha ,\hfill & r<\sigma /2,\hfill \end{array}$$ (9) where the parameter $`\alpha `$ will be specified (Sec. III.C) to ensure that the microion densities vanish within the core. ### B Reduction to an Equivalent One-Component System With the Hamiltonian specified, we now turn to a statistical mechanical description of the system, our ultimate goal being the free energy. The canonical partition function is given by $$𝒵=\mathrm{exp}(H/k_\mathrm{B}T)_\mu _\mathrm{m},$$ (10) the angular brackets symbolizing classical traces over microion and macroion degrees of freedom. Following standard treatments originating from the theory of simple metals , we now reduce the two-component macroion-microion mixture to an equivalent one-component system by performing a restricted trace over microion coordinates, keeping macroion coordinates fixed. Thus, without approximation in this purely classical system, $$𝒵=\mathrm{exp}(H_{\mathrm{eff}}/k_\mathrm{B}T)_\mathrm{m},$$ (11) where $`H_{\mathrm{eff}}H_\mathrm{m}+F_\mu `$ is the effective Hamiltonian of a one-component system of pseudo-macroions, and where $$F_\mu k_\mathrm{B}T\mathrm{ln}\mathrm{exp}[(H_\mu +H_{\mathrm{m}+}+H_\mathrm{m})/k_\mathrm{B}T]_\mu $$ (12) may be physically interpreted as the free energy of a nonuniform gas of microions in the midst of macroions fixed at positions $`𝐑_i`$. Formally adding to and substracting from $`H`$ the energy, $`E_\mathrm{b}`$, of a uniform background having a charge equal to that of the macroions, Eq. (12) may be recast in the form $$F_\mu =k_\mathrm{B}T\mathrm{ln}\mathrm{exp}[(H_\mu ^{}+H_{\mathrm{m}+}^{}+H_\mathrm{m}^{})/k_\mathrm{B}T]_\mu ,$$ (13) where $`H_\mu ^{}=H_\mu +E_\mathrm{b}`$ and $`H_{\mathrm{m}\pm }^{}=H_{\mathrm{m}\pm }E_\mathrm{b}/2`$. The advantage of this simple manipulation is that $`H_\mu ^{}`$ is the Hamiltonian of a classical, two-component plasma of microions, in a uniform compensating background, in the presence of neutral hard-sphere macroions. In order that the plasma be free of infinities associated with the long-range Coulomb interaction, the background must occupy the same volume as the microions. The background is thus excluded – along with the microions – from the macroion cores. The microions and background then jointly occupy a free volume $`V^{}V(1\eta )`$, which is the total volume reduced by the volume fraction of the macroion cores, $`\eta =(\pi /6)(N_\mathrm{m}/V)\sigma ^3`$. The background energy is given explicitly by $`E_\mathrm{b}`$ $`=`$ $`{\displaystyle \frac{1}{2}}(n_+n_{})^2{\displaystyle _V^{}}d𝐫{\displaystyle _V^{}}d𝐫^{}{\displaystyle \frac{z^2e^2}{ϵ\|𝐫𝐫^{}\|}}{\displaystyle \underset{i=1}{\overset{N_\mathrm{m}}{}}}{\displaystyle _V^{}}d𝐫{\displaystyle \frac{(n_+n_{})Zze^2}{ϵ\|𝐫𝐑_i\|}}`$ (14) $`=`$ $`{\displaystyle \frac{1}{2}}(N_+N_{})(n_+n_{})\widehat{v}_{++}(0),`$ (15) where $`n_\pm =N_\pm /V^{}=n_\pm ^{(0)}/(1\eta )`$ are the effective mean densities of microions in the volume not occupied by the macroion cores and $`n_\pm ^{(0)}=N_\pm /V`$ are the nominal mean densities. For later reference, we also define $`n_\mathrm{s}=n_{}`$ and $`n_\mathrm{c}=n_+n_{}`$ as the effective densities of salt-ion pairs and counterions, respectively. In Eq. (15), $`\widehat{v}_{++}(0)`$, defined by $$\widehat{v}_{++}(0)=_V^{}d𝐫\frac{z^2e^2}{ϵr}=\underset{k0}{lim}\left(\frac{4\pi z^2e^2}{ϵk^2}\right),$$ (16) is the $`k0`$ limit of the Fourier transform of $`v_{++}(r)`$. Although formally infinite, $`E_\mathrm{b}`$ will be seen below to be identically cancelled by compensating infinities in $`H_\mu `$ and $`H_{\mathrm{m}\pm }`$. ### C Linear Response Approximation The theory presented thus far is exact, within the primitive model. The challenge remains to calculate the microion free energy \[Eq. (12)\]. One proposed strategy invokes density-functional theory to approximate $`F_\mu `$, regarded as a functional of the microion densities, by performing a functional Taylor-series expansion about a uniform microion plasma. An alternative strategy , inspired by the pseudo-potential theory of metals, is to formally regard $`H_{\mathrm{m}\pm }^{}`$ as “external” potentials acting upon a microion plasma and then approximate $`F_\mu `$ by perturbation theory. Following the second strategy, we write $$F_\mu =F_\mathrm{p}+_0^1d\lambda \left(H_{\mathrm{m}+}^{}_\lambda +H_\mathrm{m}^{}_\lambda \right),$$ (17) where $$F_\mathrm{p}=k_\mathrm{B}T\mathrm{ln}\mathrm{exp}(H_\mu ^{}/k_\mathrm{B}T)_\mu $$ (18) is the free energy of the reference microion plasma, occupying a volume $`V^{}`$, in the presence of neutral hard-sphere macroions. The integral over $`\lambda `$ in Eq. (17) corresponds physically to an adiabatic charging of the macroions from neutral to fully-charged spheres. The ensemble average $`_\lambda `$ represents an average with respect to the distribution function of a system whose macroions carry a charge $`\lambda Z`$. Further progress is facilitated by expressing $`H_{\mathrm{m}\pm }^{}_\lambda `$ in terms of Fourier components of the macroion and microion densities and of the macroion-microion interaction. From Eqs. (6)-(8), we have $$H_{\mathrm{m}\pm }^{}_\lambda =\frac{1}{V^{}}\underset{𝐤0}{}\widehat{v}_{\mathrm{m}\pm }(k)\widehat{\rho }_\pm (𝐤)_\lambda \widehat{\rho }_\mathrm{m}(𝐤)+\frac{1}{V^{}}\underset{k0}{lim}\left[\widehat{v}_{\mathrm{m}\pm }(k)\widehat{\rho }_\pm (𝐤)_\lambda \widehat{\rho }_\mathrm{m}(𝐤)\right]E_\mathrm{b}/2.$$ (19) Evidently $`H_{\mathrm{m}\pm }^{}_\lambda `$ depends through $`\widehat{\rho }_\pm (𝐤)`$ upon the response of the microions to the macroion charge density. Regarding the macroion charge as imposing an external potential on the microions, and assuming that the microion densities respond linearly to this potential, the Fourier components of the microion densities appearing in Eq. (19) may be expressed in the form $$\widehat{\rho }_+(𝐤)_\lambda =\lambda \left[\chi _{++}(k)\chi _+(k)\right]\widehat{v}_{\mathrm{m}+}(k)\widehat{\rho }_\mathrm{m}(𝐤),k0,$$ (20) and $$\widehat{\rho }_{}(𝐤)_\lambda =\lambda \left[\chi _+(k)\chi _{}(k)\right]\widehat{v}_{\mathrm{m}+}(k)\widehat{\rho }_\mathrm{m}(𝐤),k0,$$ (21) where $`\chi _{\pm \pm }(k)`$ are the linear response functions of the reference two-component microion plasma and where we have used the symmetry relations $`\chi _+(k)=\chi _+(k)`$ and $`\widehat{v}_{\mathrm{m}+}(k)=\widehat{v}_\mathrm{m}(k)`$. Note that for $`k=0`$ there is no response, since $`\widehat{\rho }_\pm (0)=N_\pm `$, as determined by the fixed numbers of microions. Substituting Eqs. (20) and (21) into Eq. (19) and this in turn into Eq. (17), and integrating over $`\lambda `$, the microion free energy is given to second order in the macroion-microion interaction by $`F_\mu `$ $`=`$ $`F_\mathrm{p}+{\displaystyle \frac{1}{2V^{}}}{\displaystyle \underset{𝐤0}{}}\left[\chi _{++}(k)2\chi _+(k)+\chi _{}(k)\right]\left[\widehat{v}_{\mathrm{m}+}(k)\right]^2\widehat{\rho }_\mathrm{m}(𝐤)\widehat{\rho }_\mathrm{m}(𝐤)`$ (22) $`+`$ $`N_\mathrm{m}(n_+n_{})\underset{k0}{lim}\left[\widehat{v}_{\mathrm{m}+}(k)\right]E_\mathrm{b},`$ (23) where again we have used the relation $`\widehat{v}_{\mathrm{m}+}(k)=\widehat{v}_\mathrm{m}(k)`$. Correspondingly, the effective Hamiltonian takes the form $`H_{\mathrm{eff}}`$ $`=`$ $`K_\mathrm{m}+{\displaystyle \frac{1}{2}}{\displaystyle \underset{\genfrac{}{}{0pt}{}{i,j=1}{ij}}{\overset{N_\mathrm{m}}{}}}v_{\mathrm{HS}}(\|𝐑_i𝐑_j\|)+{\displaystyle \frac{1}{2V^{}}}{\displaystyle \underset{𝐤}{}}\widehat{v}_{\mathrm{mm}}(k)\left[\widehat{\rho }_\mathrm{m}(𝐤)\widehat{\rho }_\mathrm{m}(𝐤)N_\mathrm{m}\right]`$ (24) $`+`$ $`F_\mathrm{p}+{\displaystyle \frac{1}{2V^{}}}{\displaystyle \underset{𝐤\mathrm{𝟎}}{}}\chi (k)\left[\widehat{v}_{\mathrm{m}+}(k)\right]^2\widehat{\rho }_\mathrm{m}(𝐤)\widehat{\rho }_\mathrm{m}(𝐤)+N_\mathrm{m}(n_+n_{})\underset{k0}{lim}\left[\widehat{v}_{\mathrm{m}+}(k)\right]E_\mathrm{b},`$ (25) where we have defined $$\chi (k)\chi _{++}(k)2\chi _+(k)+\chi _{}(k).$$ (26) Now rearranging terms, Eq. (25) may be restructured and written in the formally simpler form $`H_{\mathrm{eff}}`$ $`=`$ $`K_\mathrm{m}+{\displaystyle \frac{1}{2}}{\displaystyle \underset{\genfrac{}{}{0pt}{}{i,j=1}{ij}}{\overset{N_\mathrm{m}}{}}}v_{\mathrm{HS}}(\|𝐑_i𝐑_j\|)+{\displaystyle \frac{1}{2V^{}}}{\displaystyle \underset{𝐤}{}}\widehat{v}_{\mathrm{eff}}(k)\left[\widehat{\rho }_\mathrm{m}(𝐤)\widehat{\rho }_\mathrm{m}(𝐤)N_\mathrm{m}\right]+E_0`$ (27) $`=`$ $`K_\mathrm{m}+{\displaystyle \frac{1}{2}}{\displaystyle \underset{\genfrac{}{}{0pt}{}{i,j=1}{ij}}{\overset{N_\mathrm{m}}{}}}\left[v_{\mathrm{HS}}(\|𝐑_i𝐑_j\|)+v_{\mathrm{eff}}(\|𝐑_i𝐑_j\|)\right]+E_0,`$ (28) where $$v_{\mathrm{eff}}(r)=v_{\mathrm{mm}}(r)+v_{\mathrm{ind}}(r)$$ (29) has the physical interpretation of an effective electrostatic pair potential between pseudo-macroions, which is the sum of the bare Coulomb potential and an induced potential whose Fourier transform is $$\widehat{v}_{\mathrm{ind}}(k)=\chi (k)\left[\widehat{v}_{\mathrm{m}+}(k)\right]^2.$$ (30) The final term in Eq. (28) is the volume energy, $$E_0=F_\mathrm{p}+\frac{N_\mathrm{m}}{2}\underset{r0}{lim}v_{\mathrm{ind}}(r)+N_\mathrm{m}(n_+n_{})\underset{k0}{lim}\left[\frac{z}{2Z}\widehat{v}_{\mathrm{ind}}(k)+\widehat{v}_{\mathrm{m}+}(k)\right]E_\mathrm{b},$$ (31) which is a natural byproduct of the reduction to an equivalent one-component system. Although it has no explicit dependence on the macroion coordinates (see below), $`E_0`$ evidently depends on the mean density of macroions and therefore can contribute significantly to the total free energy of the system. In passing, we note that the above expressions for the effective pair potential and the volume energy are analogous to expressions appearing in the pseudo-potential theory of metals if one substitutes for $`F_\mathrm{p}`$ and $`\chi (k)`$, respectively, the energy and linear response function of the homogeneous electron gas (in the presence of a compensating background), and for $`\widehat{v}_{\mathrm{m}+}(k)`$ the electron-ion pseudo-potential. Summarizing thus far, we have adopted the primitive model of charged colloids, formally reduced the macroion-microion mixture to an equivalent one-component system of pseudo-macroions, and applied a linear response approximation to the microion density, to obtain expressions for an effective electrostatic pair interaction \[Eqs. (29) and (30)\] and an associated volume energy \[Eq. (31)\]. Practical calculations still require explicit specification of (1) the reference plasma free energy $`F_\mathrm{p}`$, (2) the plasma linear response functions $`\chi _{\pm \pm }(k)`$, and (3) the macroion-microion interaction $`\widehat{v}_{\mathrm{m}+}(k)`$. In the next section we consider each of these in turn. ## III Results and Discussion ### A Reference Microion Plasma The free energy of the two-component reference plasma may be expressed as $$F_\mathrm{p}=F_{\mathrm{id}}+F_{\mathrm{corr}}+F_{\mathrm{cc}}E_\mathrm{b},$$ (32) where $`F_{\mathrm{id}}`$ and $`F_{\mathrm{corr}}`$ are the ideal-gas and correlation contributions and $`F_{\mathrm{cc}}`$ is the energy associated with Coulomb pair interactions between microions. It is important to emphasize that by associating the hard-sphere part of the total macroion-microion interaction with the microion Hamiltonian \[Eq. (4)\] – required, since response theory does not apply to hard-sphere interactions – the reference microion plasma is implicitly restricted to the free volume outside of the macroion cores. As a consequence, the plasma is not strictly uniform, since the boundary conditions, imposed by the macroion surfaces, may induce nonuniformity. In general, the ideal-gas free energy is given by $$\beta F_{\mathrm{id}}=d𝐫\rho _+^{(0)}(𝐫)\left(\mathrm{ln}[\rho _+^{(0)}(𝐫)\mathrm{\Lambda }^3]1\right)+d𝐫\rho _{}^{(0)}(𝐫)\left(\mathrm{ln}[\rho _{}^{(0)}(𝐫)\mathrm{\Lambda }^3]1\right),$$ (33) where $`\beta 1/k_\mathrm{B}T`$, $`\mathrm{\Lambda }`$ is the microion thermal de Broglie wavelength, and $`\rho _\pm ^{(0)}(𝐫)`$ are the nonuniform densities of positive and negative microions in an external field due to the macroion cores (but not their electric fields). Now, for typical macroion charges and concentrations, counterion concentrations are in the $`\mu `$M ($`10^6`$ mol/l) range. If the salt concentration also falls in this range, then microion concentrations are low enough that the plasma is essentially uniform. In this case, $`F_{\mathrm{cc}}E_\mathrm{b}`$ and the last two terms in Eq. (32) cancel each other. Furthermore, a plasma of such low concentration is weakly coupled, with coupling parameter $`\mathrm{\Gamma }z^2e^2/ϵk_\mathrm{B}Ta_\mu <<1`$, where $`a_\mu =(3/4\pi n_\mu )^{1/3}`$ is the microion sphere radius and $`n_\mu =n_++n_{}`$ is the total microion number density. (In sharp contrast, electron plasmas in metals are typically characterized by $`\mathrm{\Gamma }>>1`$.) The correlation free energy per microion then may be approximated by the Abe expansion $$\frac{\beta F_{\mathrm{corr}}}{N_\mu }=\frac{1}{\sqrt{3}}\mathrm{\Gamma }^{3/2}+O(\mathrm{\Gamma }^3),$$ (34) the leading term being the Debye-Hückel approximation . Thus, at low salt concentrations, if nonuniformities and correlations are ignored , a reasonable approximation for the free energy of the microion plasma is $`\beta F_\mathrm{p}`$ $``$ $`N_+\left[\mathrm{ln}(n_+\mathrm{\Lambda }^3)1\right]+N_{}\left[\mathrm{ln}(n_{}\mathrm{\Lambda }^3)1\right]`$ (35) $`=`$ $`N_\mu \left[\mathrm{ln}(n_\mu \mathrm{\Lambda }^3)1+x_+\mathrm{ln}x_++x_{}\mathrm{ln}x_{}\right],`$ (36) where $`x_\pm =N_\pm /N_\mu `$ are the mean microion concentrations. ### B Linear Response Functions The linear response functions, $`\chi _{ij}(k)`$, $`i,j=\pm `$, of the two-component reference plasma are simply proportional to the corresponding partial structure factors, $`S_{ij}(k)`$: $$\chi _{ij}(k)=\beta n_\mu S_{ij}(k).$$ (37) Liquid state theory now relates the partial structure factors to Fourier transforms of the pair correlation functions, $`\widehat{h}_{ij}(k)`$, via $$S_{ij}(k)=x_i\delta _{ij}+x_ix_jn_\mu \widehat{h}_{ij}(k).$$ (38) The pair correlation functions are in turn related to Fourier transforms of the direct correlation functions, $`\widehat{c}_{ij}(k)`$, by the Ornstein-Zernike (OZ) equation for mixtures: $$\widehat{h}_{ij}(k)=\widehat{c}_{ij}(k)+n_\mu \underset{l}{}x_l\widehat{c}_{il}(k)\widehat{h}_{lj}(k),i,j,l=\pm $$ (39) which serves in fact to define $`\widehat{c}_{ij}(k)`$. For such weakly-coupled plasmas as we encounter in charged colloids, the mean spherical approximation (MSA) provides a reasonable closure for the OZ equation. This amounts to approximating $`c_{ij}(r)`$ by its asymptotic ($`r\mathrm{}`$) limit, $`c_{ij}(r)\beta v_{ij}(r)`$, for all $`r`$, or equivalently, $$\widehat{c}_{ij}(k)\beta \widehat{v}_{ij}(k)=\frac{4\pi \beta z_iz_je^2}{ϵk^2},$$ (40) where $`z_i,z_j=\pm z`$. Since, in the MSA, $`\widehat{c}_{++}(k)=\widehat{c}_{}(k)=\widehat{c}_+(k)\widehat{c}(k)`$, it follows directly from Eq. (39) that $$\widehat{h}_{++}(k)=\widehat{h}_{}(k)=\widehat{h}_+(k)=\frac{\widehat{c}(k)}{1n_\mu \widehat{c}(k)}.$$ (41) Substituting Eqs. (38), (40), and (41) into Eq. (37) yields $`\chi _{ij}(k)`$, from which we obtain $$\chi _{++}(k)\chi _+(k)=\frac{\beta n_+}{1n_\mu \widehat{c}(k)}=\frac{\beta n_+}{1+\kappa ^2/k^2},$$ (42) $$\chi _+(k)\chi _{}(k)=\frac{\beta n_{}}{1n_\mu \widehat{c}(k)}=\frac{\beta n_{}}{1+\kappa ^2/k^2},$$ (43) and $$\chi (k)=\frac{\beta n_\mu }{1n_\mu \widehat{c}(k)}=\frac{\beta n_\mu }{1+\kappa ^2/k^2},$$ (44) where $$\kappa \left(\frac{4\pi n_\mu z^2e^2}{ϵk_\mathrm{B}T}\right)^{1/2}=\left(\frac{4\pi n_\mu ^{(0)}z^2e^2}{(1\eta )ϵk_\mathrm{B}T}\right)^{1/2},$$ (45) and $`n_\mu ^{(0)}=N_\mu /V=n_\mu (1\eta )`$ is the total nominal microion number density. As will be seen below, the parameter $`\kappa `$ plays the role of the Debye screening constant (inverse screening length) in the microion density profiles and in the effective pair interaction. ### C Microion Density Profiles Specifying the macroion-microion interaction amounts to determining the value of the parameter $`\alpha `$ in Eq. (9) that ensures vanishing microion densities inside the macroion cores. This in turn requires a calculation of the real-space microion density profiles. The first step of this calculation is to Fourier transform Eq. (9), with the result $$\widehat{v}_{\mathrm{m}\pm }(k)=\frac{4\pi Zze^2}{ϵk^2}\left[(1\alpha )\mathrm{cos}(k\sigma /2)+\alpha \frac{\mathrm{sin}(k\sigma /2)}{k\sigma /2}\right].$$ (46) Now substituting Eqs. (42), (43), and (46) into Eqs. (20) and Eqs. (21) gives for the $`k0`$ Fourier components of the microion densities $$\widehat{\rho }_\pm (𝐤)=\pm x_\pm \frac{Z}{z}\left(\frac{\kappa ^2}{k^2+\kappa ^2}\right)\left[(1\alpha )\mathrm{cos}(k\sigma /2)+\alpha \frac{\mathrm{sin}(k\sigma /2)}{k\sigma /2}\right]\underset{j=1}{\overset{N_\mathrm{m}}{}}\mathrm{exp}(i𝐤𝐑_j),k0,$$ (47) where the sum is over the positions $`𝐑_j`$ of the macroions. Next inverse transforming Eq. (47), while respecting the $`k0`$ limits, $`\widehat{\rho }_\pm (0)=N_\pm `$, we obtain $$\rho _\pm (𝐫)=\{\begin{array}{cc}\rho _{\mathrm{}}\pm x_\pm \underset{j=1}{\overset{N_\mathrm{m}}{}}\rho _>(\|𝐫𝐑_j\|),\|𝐫𝐑_j\|>\sigma /2\hfill & \\ x_\pm \underset{j=1}{\overset{N_\mathrm{m}}{}}\rho _<(\|𝐫𝐑_j\|),\|𝐫𝐑_i\|<\sigma /2,\hfill & \end{array}$$ (48) where $`\rho _{\mathrm{}}=x_{}n_++x_+n_{}`$ is the bulk density of positive or negative microions (far from any macroion). Note that in general $`\rho _{\mathrm{}}n_\mathrm{s}`$, although $`\rho _{\mathrm{}}n_\mathrm{s}`$ in the limit $`x_\pm 1/2`$ ($`n_\mathrm{c}/n_\mathrm{s}0`$). In Eq. (48), $`\rho _>(r)`$ and $`\rho _<(r)`$ are single-macroion orbitals, given by $$\rho _>(r)=\frac{Z}{z}\frac{\kappa ^2}{4\pi }\left[(1\alpha )\mathrm{cosh}(\kappa \sigma /2)+\alpha \frac{\mathrm{sinh}(\kappa \sigma /2)}{\kappa \sigma /2}\right]\frac{\mathrm{exp}(\kappa r)}{r},r>\sigma /2,$$ (49) and $$\rho _<(r)=\frac{Z}{z}\frac{\kappa ^2}{4\pi }\left(1+\alpha +\frac{\alpha }{\kappa \sigma /2}\right)\mathrm{exp}(\kappa \sigma /2)\frac{\mathrm{sinh}(\kappa r)}{r},r<\sigma /2.$$ (50) Vanishing of $`\rho _<(r)`$ for $`r<\sigma /2`$ is evidently ensured by setting $$\alpha =\frac{\kappa \sigma /2}{1+\kappa \sigma /2}.$$ (51) Finally, substituting this choice for $`\alpha `$ back into Eq. (49) specifies the $`r>\sigma /2`$ orbital as $$\rho _>(r)=\frac{Z}{z}\frac{\kappa ^2}{4\pi }\frac{\mathrm{exp}(\kappa \sigma /2)}{1+\kappa \sigma /2}\frac{\mathrm{exp}(\kappa r)}{r},r>\sigma /2,$$ (52) which is automatically normalized to the correct number of counterions per macroion ($`Z/z`$). The corresponding microion density profiles are the linear combinations $$\rho _\pm (𝐫)=\rho _{\mathrm{}}\pm x_\pm \frac{Z}{z}\frac{\kappa ^2}{4\pi }\frac{\mathrm{exp}(\kappa \sigma /2)}{1+\kappa \sigma /2}\underset{j=1}{\overset{N_\mathrm{m}}{}}\frac{\mathrm{exp}(\kappa \|𝐫𝐑_j\|)}{\|𝐫𝐑_j\|},\|𝐫𝐑_j\|>\sigma /2.$$ (53) Expression (52) is seen to be of precisely the same form as the Debye-Hückel expression for the density of electrolyte ions around a macroion . A significant distinction lies, however, in the definition of the screening constant, $`\kappa `$. Whereas the Debye-Hückel $`\kappa `$ depends on the nominal bulk density of electrolyte ions, our $`\kappa `$ \[Eq. (45)\] depends rather on the effective mean microion density $`n_\mu `$ (in the volume unoccupied by macroions). The importance of redefining the usual $`\kappa `$ in this way, particularly for concentrated suspensions, has been noted previously by Russel and coworkers . ### D Effective Pair Interaction and Volume Energy We are now in a position to derive the main results of the paper. Considering first the effective electrostatic pair interaction between pseudo-macroions, we proceed by substituting Eq. (51) into Eq. (46), obtaining for the macroion-microion interaction $$\widehat{v}_{\mathrm{m}\pm }(k)=\frac{4\pi Zze^2}{ϵk^2}\left(\frac{1}{1+\kappa \sigma /2}\right)\left[\mathrm{cos}(k\sigma /2)+\kappa \frac{\mathrm{sin}(k\sigma /2)}{k}\right].$$ (54) Next substituting Eqs. (44) and (54) into Eq. (30) yields the induced potential: $$\widehat{v}_{\mathrm{ind}}(k)=\frac{2\pi Z^2e^2}{ϵk^2}\left(\frac{1}{1+\kappa \sigma /2}\right)^2\left(\frac{\kappa ^2}{k^2+\kappa ^2}\right)\left[1+\mathrm{cos}(k\sigma )+2\kappa \frac{\mathrm{sin}(k\sigma )}{k}+\kappa ^2\frac{1\mathrm{cos}(k\sigma )}{k^2}\right].$$ (55) Fourier transformation of Eq. (55) is a straightforward calculation, with the result $$v_{\mathrm{ind}}(r)=\{\begin{array}{cc}\frac{Z^2e^2}{ϵ}\left(\frac{\mathrm{exp}\left(\kappa \sigma /2\right)}{1+\kappa \sigma /2}\right)^2\frac{\mathrm{exp}\left(\kappa r\right)}{r}\frac{Z^2e^2}{ϵr},\hfill & r>\sigma \hfill \\ \frac{Z^2e^2}{2ϵr}\left(\frac{1}{1+\kappa \sigma /2}\right)^2\left[(2+\kappa \sigma )\kappa r\frac{1}{2}\kappa ^2r^2\right],\hfill & r<\sigma .\hfill \end{array}$$ (56) Finally, substituting Eq. (56) into Eq. (29), we obtain an explicit expression for the effective electrostatic pair potential: $$v_{\mathrm{eff}}(r)=\frac{Z^2e^2}{ϵ}\left(\frac{\mathrm{exp}(\kappa \sigma /2)}{1+\kappa \sigma /2}\right)^2\frac{\mathrm{exp}(\kappa r)}{r},r>\sigma .$$ (57) This result is seen to be identical in form to the electrostatic part of the DLVO effective pair potential , which is usually derived by linearizing the Poisson-Boltzmann equation. The only distinction between our pair potential and the DLVO potential lies in the definition of the screening constant, ours \[Eq. (45)\] being a factor $`(1\eta )^{1/2}`$ larger than the usual DLVO $`\kappa `$ to account for exclusion of microions from the macroion cores. Now the volume energy may be explicitly determined from Eq. (31). It follows immediately from Eq. (56) that $$\underset{r0}{lim}v_{\mathrm{ind}}(r)=\frac{Z^2e^2}{ϵ}\frac{\kappa }{1+\kappa \sigma /2},$$ (58) from Eq. (55) that $$\underset{k0}{lim}\widehat{v}_{\mathrm{ind}}(k)=\left(\frac{Z}{z}\right)^2\widehat{v}_{++}(0)+\frac{\pi Z^2e^2\sigma ^2}{ϵ}\frac{1+\kappa \sigma /6}{1+\kappa \sigma /2}+\frac{4\pi Z^2e^2}{ϵ\kappa ^2},$$ (59) and from Eq. (54) that $$\underset{k0}{lim}\widehat{v}_{\mathrm{m}+}(k)=\frac{Z}{z}\widehat{v}_{++}(0)+\frac{\pi Zze^2\sigma ^2}{2ϵ}\frac{1+\kappa \sigma /6}{1+\kappa \sigma /2}.$$ (60) Substituting Eqs. (58) – (60) into Eq. (31), and using approximation (36), we obtain for the volume energy $$\beta E_0=N_+\mathrm{ln}(n_+\mathrm{\Lambda }^3)+N_{}\mathrm{ln}(n_{}\mathrm{\Lambda }^3)N_\mathrm{m}\frac{Z^2e^2\beta }{2ϵ}\frac{\kappa }{1+\kappa \sigma /2}\frac{1}{2}\frac{(N_+N_{})^2}{N_++N_{}},$$ (61) neglecting irrelevant constants. Note that the infinities associated with the $`k0`$ limits formally cancel one another, as they must . The first term on the right side of Eq. (61) is the ideal-gas plasma free energy, discussed in Sec. III A. The second term, which accounts for the electrostatic energy of interaction between the macroions and their screening clouds of counterions, is equivalent to one half the interaction energy were all the counterions to be placed at a radial distance $`\kappa ^1`$ from the centers of their respective macroions. The final term corresponds to the $`k0`$ limit in Eq. (31). Our result for the volume energy is very similar to that derived by van Roij et al from a density-functional expansion, differing only in the manner in which exclusion of microions from the macroion cores is incorporated. While Eq. (61) incorporates excluded volume effects through a dependence of the screening constant \[Eq. (45)\] on the effective microion density, van Roij et al. incorporate them through an additional term in the volume energy \[Eq. (61) in Ref. \]. In closing this section, we remark on the range of validity of the theory. First, although the linear response approximation presupposes relatively weak microion response to the macroions, and thus weak screening, the general form of the screened-Coulomb pair potential in bulk suspensions is broadly supported by Poisson-Boltzmann cell model calculations , ab initio simulations , and experiments . Second, the excluded volume corrections incorporated in the modified screening constant, $`\kappa `$, may become significant even in the weak-screening regime for concentrated suspensions of weakly charged macroions. Finally, although the theory neglects (in mean-field fashion) fluctuations and correlations in the microion densities, Monte Carlo simulations and cell model calculations for spherical macroions suggest that such correlations contribute only marginally to the total free energy. ### E Osmotic Pressure and Bulk Modulus Being independent of the macroion coordinates, the microion volume energy, $`E_0`$, appears simply as an additive term in the total Helmholtz free energy of the system: $`F=F_\mathrm{m}+E_0`$, where $`F_\mathrm{m}`$ is the free energy of the equivalent one-component system of pseudo-macroions interacting via the effective pair potential $`v_{\mathrm{eff}}(r)`$. Correspondingly, any thermodynamic quantity derived from this free energy may be decomposed into effective macroion and microion contributions. Since $`E_0`$ \[Eq. (61)\] depends on the mean macroion density – both explicitly and implicitly through $`\kappa `$ – it can significantly influence thermodynamic properties of the system, especially at low salt concentrations . As illustrations, we consider the osmotic pressure and bulk modulus. A colloidal suspension in equilibrium, through a semi-permeable membrane, with a reservoir of salt solution exerts an osmotic pressure, $`\mathrm{\Pi }=PP_\mathrm{r}`$, defined as the difference between the pressure of the system, $`P`$, and that of the reservoir, $`P_\mathrm{r}`$. Treating the reservoir as an ideal gas of $`N_\mathrm{r}`$ salt ion pairs in a volume $`V_\mathrm{r}`$, we have $`\beta P_\mathrm{r}=2N_\mathrm{r}/V_\mathrm{r}`$. Chemical equilibrium is characterized by equality of the chemical potentials of salt ion species exchanged between the system and the reservoir. The chemical potential of the salt, defined as the change in free energy upon adding a salt ion, includes a contribution arising from the effect of salt concentration on the macroion-macroion interaction (through $`\kappa `$). Thus, in general, the salt concentrations of the system and reservoir are nontrivially related. However, for systems sufficiently dilute that the macroion contribution may be ignored – an assumption we make here – the condition for chemical equilibrium may be approximated by equality of the reservoir salt density, $`N_\mathrm{r}/V_\mathrm{r}`$, and the effective salt density of the system, $`n_\mathrm{s}=(N_\mathrm{s}/V)/(1\eta )`$. Note that the effective salt density exceeds the nominal salt density, $`N_\mathrm{s}/V`$, by the ratio of the total volume to the free volume unoccupied by the macroion cores. The distinction here between nominal and reservoir salt densities is akin to that between nominal and reservoir polymer densities in colloid-polymer mixtures . The reservoir pressure is then given by $$\beta P_\mathrm{r}2n_\mathrm{s}.$$ (62) The total pressure (or equation of state) of the system, $`P=P_\mathrm{m}+P_0`$, comprises a macroion contribution, $`P_\mathrm{m}`$, and a microion contribution, $`P_0=(E_0/V)_{N_\mathrm{m},N_\mathrm{s}}`$. Combining Eqs. (61) and (62), we obtain $$\beta \mathrm{\Pi }\sigma ^3=\beta P_\mathrm{m}\sigma ^3+n_\mathrm{c}\sigma ^3\frac{1}{16\pi }\frac{Z}{z^2}\frac{(\kappa \sigma )^3}{(1+\kappa \sigma /2)^2}.$$ (63) The same result is obtained for arbitrary macroion concentration in the limit of zero salt concentration ($`n_\mathrm{s}0`$), in which case $`P_\mathrm{r}=0`$. The second and third terms in Eq. (63) represent, respectively, the ideal-gas pressure of the counterions and a van der Waals-like adjustment that accounts for the attraction between counterions and macroions. With increasing counterion density, these two terms compete with each other, the attractive term acting to reduce the total osmotic pressure. For weak microion screening ($`\kappa \sigma <1`$), where the electrostatic fields of the macroions are relatively weak and the microion densities close to uniform, Eq. (63) should reasonably approximate the osmotic pressure. In fact, in the limit $`\kappa \sigma 0`$, our result naturally tends to the correct ideal-gas limit, $`\beta P_0n_\mathrm{c}`$. For stronger screening ($`\kappa \sigma >1`$), where the microion densities are more nonuniform, nonlinear response effects may become significant. The bulk modulus (or inverse compressibility), defined by $`BV(\mathrm{\Pi }/V)_{N_\mathrm{m},N_\mathrm{s}}`$, may be similarly expressed in the form $`B=B_\mathrm{m}+B_0`$, where $`B_\mathrm{m}`$ and $`B_0`$ are the macroion and microion contributions, respectively. From Eq. (63), we immediately obtain $$\beta B\sigma ^3=\beta B_\mathrm{m}\sigma ^3+\frac{n_\mathrm{c}\sigma ^3}{1\eta }\frac{3}{32\pi }\frac{Z}{z^2}\frac{1}{1\eta }\frac{(\kappa \sigma )^3(1+\kappa \sigma /6)}{(1+\kappa \sigma /2)^3},$$ (64) which again includes repulsive and attractive microion terms. In Eqs. (63) and (64), the macroion contributions, $`P_\mathrm{m}`$ and $`B_\mathrm{m}`$, are understood to be obtained from a theory (or simulation) of a one-component system of particles interacting via the effective pair potential \[Eqs. (45) and (57)\]. In practice, the macroion charge, notoriously difficult to extract from experiment, is usually replaced by an adjustable parameter, the effective or renormalized charge, $`Z^{}`$ . As a test of our results, we compare, in Fig. 1, the osmotic pressure predicted from Eq. (63) with the recent experimental measurements of Reus et al for a colloidal fcc crystal in a highly deionized ($`n_\mathrm{s}=0`$) aqueous solvent at room temperature (Bjerrum length $`\lambda _\mathrm{B}\beta z^2e^2/ϵ=0.714`$ nm). As an approximation for the macroion pressure, $`P_\mathrm{m}`$, we use results of integral-equation calculations based on the virial equation with HNC closure for the liquid-state pair distribution function . For the effective macroion charge, we take the value $`Z^{}=700`$ estimated by Reus et al. to best match their phase diagram to the simulations of Robbins et al. . The microion contribution is seen to make the dominant contribution to the total osmotic pressure and to substantially improve the agreement between the one-component model and experiment, particularly at lower volume fractions ($`\eta <0.07`$). The last term in Eq. (63) clearly is essential to reduce the rapidly increasing counterion ideal-gas pressure. The discrepancies at higher volume fractions ($`\eta >0.07`$) might be attributed, at least partially, to an underestimate of $`P_\mathrm{m}`$ by the liquid-state theory. They may also reflect nonlinear response of the counterions and associated effective many-body interactions between pseudo-macroions. Future work will address influences of effective triplet interactions on the osmotic pressure . It should be mentioned that the Poisson-Boltzmann cell model (upper curve in Fig. 1) matches the experimental data well, especially at higher $`\eta `$. However, while cell models, which consider the distribution of microions within a Wigner-Seitz cell centered on a single macroion, are limited to periodic crystals, the more general one-component model applies to any thermodynamic phase. A more stringent test of the theory is presented by the bulk modulus – the curvature, with respect to density, of the free energy density. In recent experiments, Weiss et al determined the bulk modulus of colloidal fcc crystals suspended in a deionized, aqueous solvent at room temperature ($`\lambda _\mathrm{B}=0.714`$ nm) by measuring the long-wavelength limit of the static structure factor. For two samples, distinguished by nearest-neighbor distances, $`a=(3/4\pi n_\mathrm{m})^{1/3}=2.5`$ $`\mu `$m and $`3.25`$ $`\mu `$m, the measured bulk moduli were argued to be lower than the predictions of DLVO theory, as estimated on the basis of an approximate elastic theory for the macroion contribution, $`B_\mathrm{m}`$. For the denser crystal, the measured value was $`B=0.016\pm 0.005`$ Pa, less than a third of the estimated “DLVO” value of $`B=0.052\pm 0.005`$ Pa. This analysis ignores, however, the counterion contribution associated with the volume energy. Figures 2 and 3 present predictions, computed from Eq. (64), for the counterion contribution, $`B_0`$. These results demonstrate that for sufficiently high effective macroion charge and volume fraction the counterion contribution may become negative. It is essential to include this contribution in the total bulk modulus before comparing the DLVO theory with experiment. In Fig. 2, the cross-over point at $`Z^{}7100`$ may be compared with the effective charges, $`Z^{}6100`$ for $`a=2.5`$ $`\mu `$m and $`Z^{}5200`$ for $`a=3.25`$ $`\mu `$m, estimated by Weiss et al. for isolated pairs of spheres in the infinite dilution limit. However, lacking reliable knowledge of $`Z^{}`$ in the crystal phase, we forgo here a more quantitative analysis. The qualitative message is nevertheless clear: at sufficient concentration, the counterions may act to lower the bulk modulus, softening or even destabilizing ($`B<0`$) the crystal. ## IV Conclusions In summary, by reducing a model colloidal suspension of charged hard-sphere macroions and point microions to an equivalent one-component system, and approximating the microion response to the macroion charge using linear response (second-order perturbation) theory, we have derived an effective electrostatic pair interaction \[Eq. (57)\] and an associated microion volume energy \[Eq. (61)\]. The volume energy, which depends on the average macroion density, accounts for both the microion entropy and the macroion-microion interaction energy. The effective interaction, which governs the dynamics of the macroions, is of precisely the conventional DLVO form for finite-sized macroions, but incorporates excluded volume corrections through the dependence of the screening constant on the effective density of microions in the free volume between macroion cores. The total free energy of the system is the sum of the volume energy and the free energy of the equivalent one-component system of pseudo-macroions. From the free energy, we have derived simple analytic expressions for the osmotic pressure and bulk modulus. Comparison of theoretical predictions with experimental data for deionized suspensions of highly charged macroions shows that the microions can significantly contribute to the thermodynamic properties, beyond their role in screening the bare Coulomb interaction between macroions. In particular, the volume energy largely accounts for the observed magnitude of the osmotic pressure and qualitatively explains measurements of bulk modulus lower than predicted by the conventional one-component DLVO theory. Several recent studies have predicted similar influences of volume energies on the phase behavior of charged colloids . The theory presented here can be straightforwardly generalized to include nonlinear response of microions and thereby used to assess the relative importance of effective many-body interactions and associated corrections to the effective pair potential and the volume energy. Related applications are to colloid-surface interactions and to interactions between colloids in the vicinity of a surface, which experiment and theory suggest may become attractive. Work along these lines is in progress. ###### Acknowledgements. I am grateful to Anne M. Denton, Hartmut Löwen, Hartmut Graf, and Christos N. Likos for helpful discussions, and to Luc Belloni for kindly supplying the HNC and PBC data used in Figure 1. * Permanent address: Dept. of Physics, North Dakota State University, Fargo, ND 58105
warning/0006/quant-ph0006078.html	ar5iv	text	# The Born Oppenheimer wave function near level crossing ## 1 Introduction In 1927, in a landmark paper, Born and Oppenheimer paved the way to applying quantum mechanics to molecular spectra. In their paper they introduced an approximation that greatly simplified the treatment of quantum mechanical spectral problems in which the particles can be divided into heavy and light. Molecules are an example since the nuclei are much heavier than the electrons. We shall denote by $`\mu `$ the small parameter of the theory. In molecules $`\mu 10^4`$, the electron to nucleon mass ratio. Since the light particles are associated with the fast degrees of freedom and the heavy particles with the slow degrees of freedom, the Born Oppenheimer approximation is related to the adiabatic approximation . At the same time, the Born Oppenheimer method can be viewed as a generalized semiclassical approximation where the small parameter $`\mu `$ plays the role of $`\mathrm{}^2`$. This is a reflection of the fact that the electrons and nuclei also live on different spatial scales, the electronic wave function is spread and is far from the semiclassical limit, while the nuclear wave function is tight and close to semiclassical. The procedure put forward by Born and Oppenheimer is to first solve the electronic spectral problem with fixed nuclei, and view the nuclear coordinates as parameters. To the leading order in $`\mu `$, and far from crossings, the heavy degrees of freedom in Born Oppenheimer theory are described by a (scalar) Schrödinger operator in the semiclassical limit with $`\mathrm{}^2=\mu `$ and where the electronic energy surface serves as a potential. Born Oppenheimer theory developed into two distinct directions. The main direction has been the application to various systems and the development of effective and accurate methods of calculations . The second direction has been the development of the theory as a tool of rigorous spectral theory . Our work falls into the first class. Points where electronic energy surfaces cross are singular points of the Born Oppenheimer theory. In certain cases, these points can affect spectral properties . In this work we focus on the behaviour of eigenfunctions near crossing. There is surprising little that is known about this. It is not known if the function has finite values at the crossing; how the amplitude of the wave function near the crossing scales with $`\mu `$. Since crossing controls the mixing of electronic levels, the knowledge of the wave function near crossing is important. Of course, these questions are interesting in the case that the crossing lies in the classically allowed region. In this work we address these issues for conical (i.e. linear) crossing of two levels where the Born Oppenheimer problem reduces to two coupled Schrödinger equations. In the isotropic case the analysis reduces further to the study of two coupled, second order, ordinary differential equations. We obtain the nuclear wave function analytically, to leading order in $`\mu `$, close to the crossing. It is related to the generalized hypergeometric functions of the kind $`{}_{0}{}^{}F_{3}^{}`$. This function takes the ordinary Born Oppenheimer nuclear wave functions, which are a good approximation far from the crossing, all the way to the crossing, where the nuclear wave function mixes the two electronic levels. We find that the nuclear wave function with total angular momentum<sup>1</sup><sup>1</sup>1We do not actually mean here the physical angular momentum, but a quantum number reminiscent to it, see Eq. (15). $`m=\pm \frac{1}{2}`$ is nonzero at the crossing point. Moreover, for low momenta, the wave function has a large amplitude near the crossing, of order $`\mu ^{1/4}`$. We find appreciable mixing of the two levels at distances that are smaller than $`\mu ^{1/3}`$ and the total weight that is mixed between levels scales like $`\mu ^{1/6}`$ which is remarkably large. ## 2 The Born Oppenheimer approximation This section is a brief introduction to the basic and elementary elements of Born Oppenheimer theory. ### 2.1 The basic model A prototype of the Born Oppenheimer problem, and the one we study here is : $$H=\mu \mathrm{\Delta }_x+H_e(x)$$ (1) where $`\mu `$ is a small parameter. $`H_e(x)`$ is an operator valued function that acts in the Hilbert space of the light degrees of freedom. Since the eigenvalues of $`H_e(x)`$ repel , one does not expect crossing in the case of one heavy coordinate $`x`$. If $`H_e(x)`$ is time reversal invariant, then stable crossing will occur if there are two heavy coordinates. We therefore assume that $`x^2`$. For the sake of simplicity we have taken identical masses for the two heavy degrees of freedom<sup>2</sup><sup>2</sup>2There is no loss here, for by scaling some of the $`x`$-directions this can always be achieved. Two degrees of freedom is the simplest case that is still rich enough to cover the phenomena we are interested in. There are several ways to motivate $`H`$. The most direct is to think of $`H`$ as a phenomenological quantization of the molecular vibration. For example, in the case of molecular trimers the two heavy modes are the antisymmetric stretching and bending of the molecule, see fig 1. Alternatively, one can start with the Schrödinger equation for a molecule, which indeed has the form of Eq. (1) where $`H_e(x)`$ includes the Coulumb potential of the nuclei and the electrons and the electronic kinetic energy. Often, and this is the case in molecules, $`H`$, is invariant under Gallilean translation and rigid rotation. The symmetry gives three quantum numbers $`\{P,J,m\}`$ and the spectral analysis of $`H_{P,J,m}`$ is now restricted to the “internal” nuclear coordinates. In one can find a detailed description of this procedure for a triatomic molecule. $`H_{P,J,m}`$ has a more complicated expression than $`H`$: Fixing the center of mass at the origin and restricting to an angular momentum subspace replaces the kinetic energy $`\mu \mathrm{\Delta }`$ by a more general quadratic function of the of the momenta. However, locally near the crossing this expression reduces to Eq. (1). We shall assume that $`H_e(x)`$ has discrete spectrum and has smooth dependence on the coordinates<sup>3</sup><sup>3</sup>3Both assumptions are not realistic; The electronic Hamiltonian has continuous spectrum at high energy, and because of Coulombic singularities there is no smoothness in the x dependence. Fortunately, both problems are, by now, well understood and may be viewed as a technical complication that, for our purposes, can be left out.. In addition, since we shall use the Born Oppenheimer theory as a calculational tool, rather than a tool of spectral analysis, we shall assume that the problem has benign qualitative spectral features. For example, we shall assume that the spectrum of $`H`$ in the energy range of interest is discrete, and that the associated wave functions are localized in space in the classically allowed region, and that this region is connected. Subtleties associated with tunneling and other exponentially small phenomena will not concern us here. Since the small parameter $`\mu `$ multiplies the leading derivative in the $`x`$ variable, the Born Oppenheimer problem is a version of semiclassical problem where the operator $`H_e(x)`$ replaces the scalar potential $`V(x)`$. In molecules there is a second small parameter, $`1/c1/137`$, which governs relativistic effects. In particular, spin-orbit interactions, are of order $`1/c^2`$. The lowest order of Born Oppenheimer theory gives an energy scale of $`\sqrt{\mu }`$ which is comparable to $`1/c`$ but is much larger than $`1/c^2`$. It is therefore consistent when discussing Born Oppenheimer to leading order to disregard spin-orbit. This is also the reason why we shall not go beyond the leading order. ### 2.2 Partial Diagonalization The starting point of the Born Oppenheimer method is to consider $`H`$ in the basis that diagonalizes the fast (electronic) degrees of freedom. We assume that the electronic Hamiltonian is real, which is the case in the absence of external magnetic fields. Let $`O(x)`$ be the orthogonal transformation that diagonalizes $`H_e(x)`$. If $`H_e(x)`$ has simple (non-degenerate) spectrum in the vicinity of $`x`$ then $`O(x)`$ is uniquely determined up to multiplication by a diagonal matrix with $`\pm 1`$ on the diagonal. Locally, one can choose $`O(x)`$ so that it inherits the smoothness properties of $`H_e(x)`$ . It follows that in the basis that diagonalizes $`H_e(x)`$, Eq. (1) takes the form $$O^{}HO=\mu (i_xA(x))^2+E(x),$$ (2) where $`E(x)`$ is a diagonal matrix whose entries $`E_j(x)`$ are the electronic energy surfaces and $`A(x)=iO^{}(x)O(x)`$ is a (matrix) gauge field. Since $`O(x)`$ is real, $`A`$ is antisymmetric and hermitian. $`A`$ is responsible to the coupling between electronic energy levels. One can associate to a crossing point $`n`$ indices, $`\{i_1,\mathrm{},i_n\}`$, where $`n=dimH_e`$ and $`i_j=\pm 1`$. Let us take a closed curve around a crossing point. After such a cycle $`O(x)`$ must return to itself up to up to multiplication by a diagonal matrix with entries $`\pm 1`$ on the diagonal. These entries are the indices of the crossing. It is known that for a conic crossing between the $`jth`$ and $`j+1`$ eigenvalues of $`H_e(x)`$ give $`i_j=i_{j+1}=1`$ and all other indices are, of course, $`+1`$. For conic (linear) crossing $`O(x)`$ flips signs on a circle of radius $`\|x\|`$ . Therefore its gradient must be of order $`1/\|x\|`$. This makes $`A`$ of order $`1/\|x\|`$. It follows that the coupling between electronic states diverges like a simple pole near crossing. This completes the local description of the theory. The problem also has an interesting global aspect. Since $`H_e(x)`$ is a real symmetric matrix, the Wigner von Neumann crossing rule says that $`H_e(x),x^2`$ has, generically, isolated crossing points. As a consequence, with points of crossing being removed the plane becomes multiply connected (see fig. 2) We can now describe the boundary conditions associated with Eq. (2). The general case of several crossing points can be complicated but in the case of at most one point of crossing the situation is simple. In that case, cut the plane from the crossing point to infinity. On the cut plane $`O(x)`$ is uniquely defined in a continuous way. Then the boundary condition on the j-th component of the wave function associated with Eq. (2) is periodic or anti-periodic according to the index $`i_j`$. #### 2.2.1 Born Oppenheimer theory near a non-degenerate minimum Let $`x=0`$ be a minimizer of an electronic energy surface. Pick the origin so that the minimum is at zero energy (see Fig. 3). Upon scaling, $`x=\mu ^{1/4}\xi `$, the Born Oppenheimer operator assumes the form $$\sqrt{\mu }\left((i_\xi \epsilon A(\epsilon \xi ))^2+\frac{1}{\sqrt{\mu }}E(\epsilon \xi )\right),\epsilon =\mu ^{1/4}.$$ (3) The (scaled, matrix) potential energy is $`O(1)`$ for the electronic energy surface near the minimum, and has gaps of order $`\mu ^{1/2}`$ to (scaled) “excited electronic states”. Suppose first that there is no crossing. Then the coupling between electronic levels is small, $`\epsilon A(\epsilon \xi )=O(\mu ^{1/4})`$, and a perturbation argument shows that the effect on eigenvalues is of order $`O(\mu )`$ (in unscaled energy) and of order $`O(\mu ^{3/4})`$ for the wave function. It follows that the spectral analysis in an energy interval of order $`o(1)`$ near the minimum, reduces to an ordinary Schrödinger equation (not matrix valued) with no vector potential (since $`A`$ vanishes on the diagonal). This accounts for $`o(1/\mu )`$ eigenvalues near the minimum in two dimensions. Now, if there is a point of crossing, there are two possibilities. The first, and simplest, is that the crossing lies in the classically forbidden region, see Fig 4. Then the divergent vector potential is harmless, since the wave function is $`\mathrm{exp}(\frac{1}{\sqrt{\mu }})`$ near the crossing. The cut to infinity can be pushed to the classically forbidden zone, so the difference between periodic or anti-periodic boundary conditions is exponentially small, and one can forget about the crossing altogether. If the crossing point lies in the classically allowed region, it couples two nuclear Scrödinger equations and ruins the traditional Born Oppenheimer approximation. #### 2.2.2 Born Oppenheimer theory near a degenerate minimizer It can happen that the crossing must be taken into account although it lies at the classically forbidden zone. This happens when the cut can not be pushed to the classically forbidden zone. This is the case, for example, when the curve $`\gamma ^2`$ is a minimizer of an electronic energy surface with zero energy <sup>4</sup><sup>4</sup>4Similar arguments apply if the energy associated with $`\gamma `$ is sufficiently small on $`\gamma `$. If $`\gamma `$ encircles a crossing (see Fig. 5) then the cut necessarily intersects $`\gamma `$ and since $`\gamma `$ lies in the classically accessible region, the wave function is large there and it matters if one imposes periodic or anti-periodic boundary conditions. ## 3 Born Oppenheimer theory near crossing Consider now the spectral problem near crossing energy of two electronic energy surfaces. Let us set the crossing energy at $`0`$ and assume that the crossing is conic. This is the generic situation. Upon scaling, $`x=ϵ\xi ,ϵ=\mu ^{1/3}`$, the Born Oppenheimer operator assumes the form $$ϵ\left((i_\xi ϵA(ϵ\xi ))^2+\frac{1}{ϵ}E(ϵ\xi )\right),ϵ=\mu ^{1/3}.$$ (4) The scaling increases the gaps between the electronic energy surfaces and decreases the coupling of the crossing pair to other levels since $`ϵA_{ij}(ϵ\xi )=O(\mu ^{1/3})`$ when $`i`$ belongs to the pair and $`j`$ to other levels. On the other hand, the crossing pair remains coupled, because the Coulombic singularity near the crossing says that $`ϵA_{i,i^{}}(ϵ\xi )=O\left(\frac{1}{\|\xi \|}\right)`$, which is large when $`\xi `$ is small. We see that a spectral problem in an interval of order $`o(1)`$ near the crossing energy, reduces to a problem where $`H_e(x)`$ is a $`2\times 2`$ matrix up to an error of order $`\mu `$ in the eigenvalues and of order $`\mu ^{2/3}`$ in the eigenfunctions. Our aim, in this work, is to describe the wave functions for states, located at an interval of width that is much smaller than $`\mu ^{1/3}`$ near the crossing. Even though this is a small interval, it has lots of eigenvalues: By Weyl’s rule there are many states, of order $`\mu ^{2/3}`$, in an interval of width $`\mu ^{1/3}`$, in two dimensions. One can expect to find many states in the interval in question. Close to the crossing $`H_e(x)`$ can be expanded in terms of the Pauli matrices and the unit matrix. We assume that asymptotically close to the crossing point $`H_e(x)`$ is isotropic and conic<sup>5</sup><sup>5</sup>5Reality, isotropy and linearity would allow for an additional overall scale factor in $`H_e`$. This scale can be absorbed in a redefinition of $`\mu `$.: $$H_e(x)=\sigma x+O(x^2).$$ (5) We choose $`\sigma _{1,2}`$ real<sup>6</sup><sup>6</sup>6This is unconventional, but convenient.: $$\sigma _1=\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right),\sigma _2=\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right).$$ (6) $`O(x^2)`$ accounts for the behaviour far from the crossing which is not universal, or isotropic. How restrictive is the assumption that near the crossing $`H_e(x)`$ is isotropic? Molecules are never isotropic, although some may be approximately so. Nevertheless, isotropic conic intersections are, in fact, common. This is a known phenomenon in group theory: Discrete symmetry can force full continuous symmetry on tensors of finite rank . For example, as shown by , the $`D_3`$ symmetry of trimers forces isotropy of the conics. It follows from the above that if one is interested in the local behavior of eigenfunctions for eigenvalues that lie in an energy range that is small compared to $`\mu ^{1/3}`$ and in a spatial neighborhood of the crossing, $`\|x\|<<1`$, the eigenfunctions satisfy, to leading order in $`\mu `$, a canonical system of partial differential equations, $$\left(\mu \mathrm{\Delta }_{xx}+\sigma x\right)\mathrm{\Psi }=\mu ^{1/3}\left(\mathrm{\Delta }_{\xi \xi }+\sigma \xi \right)\mathrm{\Psi }=0.$$ (7) The rotational symmetry allows us to reduce the system Eq. (7), to a system of linear, ordinary differential equation parameterized by angular momentum $`m+\frac{1}{2}`$ (see section 4.1): $$\left\{\frac{d^2}{d\rho ^2}\frac{1}{\rho }\frac{d}{d\rho }+\frac{m^2+1/4}{\rho ^2}+\left(\begin{array}{cc}\frac{m}{\rho ^2}& \rho \\ \rho & \frac{m}{\rho ^2}\end{array}\right)\right\}_m=0,\rho =\|\xi \|.$$ (8) For fixed $`m`$ the space of solutions of the ODE is four dimensional. We shall see that there is a one dimensional subspace of solutions that is well behaved near the origin $`\rho =0`$, and near infinity. As we shall explain, functions in this space describe the asymptotic behavior of eigenfunctions with energies near the crossing and spatially close to it. The explicit expression for these solutions, is described below. ### 3.1 The main result We now describe our main result: ###### Theorem 3.1 For $`m+\frac{1}{2}`$, and $`m\frac{1}{2}`$, let $`_m(\rho )`$ $`=`$ $`{\displaystyle \frac{3^{\frac{1}{2}}6^{(\frac{5}{6}+\frac{2m}{3})}\rho ^{m\frac{1}{2}}}{\mathrm{\Gamma }(\frac{2}{3})\mathrm{\Gamma }(\frac{1}{2}+\frac{m}{3})\mathrm{\Gamma }(\frac{7}{6}+\frac{m}{3})}}\left(\begin{array}{c}{}_{0}{}^{}F_{3}^{}(;\frac{1}{3},\frac{1}{2}+\frac{m}{3},\frac{5}{6}+\frac{m}{3};\frac{\rho ^6}{6^4})\\ \frac{\rho ^3}{6+4m}{}_{0}{}^{}F_{3}^{}(;\frac{4}{3},\frac{3}{2}+\frac{m}{3},\frac{5}{6}+\frac{m}{3};\frac{\rho ^6}{6^4})\end{array}\right)`$ $``$ $`{\displaystyle \frac{3^{\frac{1}{2}}\mathrm{\hspace{0.17em}\hspace{0.17em}6}^{(\frac{1}{6}+\frac{2m}{3})}\rho ^{m+\frac{1}{2}}}{\mathrm{\Gamma }(\frac{1}{3})\mathrm{\Gamma }(\frac{1}{2}+\frac{m}{3})\mathrm{\Gamma }(\frac{5}{6}+\frac{m}{3})}}\left(\begin{array}{c}\frac{\rho ^3}{12+8m}{}_{0}{}^{}F_{3}^{}(;\frac{5}{3},\frac{3}{2}+\frac{m}{3},\frac{7}{6}+\frac{m}{3};\frac{\rho ^6}{6^4})\\ {}_{0}{}^{}F_{3}^{}(;\frac{2}{3},\frac{1}{2}+\frac{m}{3},\frac{7}{6}+\frac{m}{3};\frac{\rho ^6}{6^4})\end{array}\right)`$ then * $`_m(\rho )`$, is a solution of the system of differential equations, Eq. (8). * For small $`\rho `$ $$_m(\rho )\frac{\mathrm{\hspace{0.17em}3}^{\frac{1}{2}}\rho ^{m\frac{1}{2}}}{\mathrm{\Gamma }(\frac{1}{2}+\frac{m}{3})6^{\frac{4m+1}{6}}}\left(\begin{array}{c}\frac{1}{\mathrm{\Gamma }(\frac{2}{3})\mathrm{\Gamma }(\frac{7}{6}+\frac{m}{3})6^{\frac{2}{3}}}\\ \frac{\rho }{\mathrm{\Gamma }(\frac{1}{3})\mathrm{\Gamma }(\frac{5}{6}+\frac{m}{3})}\end{array}\right).$$ (12) In particular, $`_{\frac{1}{2}}(0)0.`$ * For large $`\rho `$ $$_m(\rho )\frac{1}{(2\pi )^{3/2}\rho ^{3/4}}\mathrm{cos}\left(\frac{2}{3}\rho ^{3/2}\pi \left(\frac{m}{3}+\frac{1}{4}\right)\right)\left(\begin{array}{c}1\\ 1\end{array}\right)$$ (13) ###### Theorem 3.2 For $`m+\frac{1}{2}`$, and $`m\frac{1}{2}`$, let $$\mathrm{\Psi }_m(r,\theta )=\mu ^{1/4}e^{im\theta }\left(\begin{array}{cc}e^{i\theta /2}& ie^{i\theta /2}\\ ie^{i\theta /2}& e^{i\theta /2}\end{array}\right)_m(\mu ^{1/3}r)$$ (14) then * $`\mathrm{\Psi }_m`$ is a solution of the system of PDE, Eq. (7) where $`x=(r\mathrm{cos}\theta ,r\mathrm{sin}\theta )`$. * The m-th component of an eigenfunction of Eq. (1) near crossing, i.e. with eigenvalue $`\|E\|<<\mu ^{1/3}`$ and for $`x=(r\mathrm{cos}\theta ,r\mathrm{sin}\theta ),r<<1`$ is, to leading order, proportional to $`\mathrm{\Psi }_m(r,\theta )`$. * The amplitude of $`\mathrm{\Psi }_m`$ is independent of $`\mu `$ in the region $`r>>\mu ^{1/3}`$. * Near the crossing, $`r\mu ^{1/3}`$, the amplitude of the wave function $`\mathrm{\Psi }_m=O(\mu ^{1/4})`$ ###### Remark 3.1 The most interesting aspect of the solution is that the wave function has large amplitude at the crossing region in the limit of small $`\mu `$. As we shall see, this result follows from arguments that do not rely on the explicit form of the solution, but do depend on the fact that in the non-mixing region, $`r>>\mu ^{1/3}`$ the solution has a WKB form in the radial direction. ###### Remark 3.2 The function $`\mathrm{\Psi }_m`$ does not describe the behavior of wave functions in the far zone where $`r>1`$. The behaviour in the far zone is not universal and depends on the details of the electronic energy surface . The far zone is described by standard Born Oppenheimer, so $`\mathrm{\Psi }_m`$ gives complementary information. ###### Remark 3.3 There are $`o\left(\mu ^{2/3}\right)`$ states in the relevant energy interval $`o\left(\mu ^{1/3}\right)`$ near the crossing disregarding $`m`$. For a given $`m`$ there are only $`\mu ^{1/6}`$ levels in this interval. This says that near the crossing $`m`$ is bounded by order $`\mu ^{1/2}`$. ###### Remark 3.4 We shall actually only prove the theorem in the special case that $`H_e(x)`$ is rotationally symmetric. The symmetry decouples channels with different angular momenta. We believe that mixing of angular momenta in the far zone is only a technical complication and that the result also holds without rotational symmetry in the far zone. ## 4 The Rotationally Symmetric Case In the following we describe a derivation of the main result for a Born Oppenheimer model that is rotationally symmetric. With rotational symmetry we can reduce the spectral problem of a PDE to a spectral problem of an ODE. No real molecule is rotationally symmetric and the general case leads to mixing of $`m`$ channels. We believe that this is only a technical complication. We require invariance of $`H_e(x)`$ under infinitesimal rotations in the nuclear and electronic Hilbert spaces. Such a rotation is generated by $$J_3=L_3+\frac{1}{2}\sigma _3=ix_1\frac{}{x_2}+ix_2\frac{}{x_1}+\frac{1}{2}\sigma _3,$$ (15) with $$\sigma _3=\left(\begin{array}{cc}0& i\\ i& 0\end{array}\right).$$ The $`L_3`$ part generates $`SO(2)`$ rotations in the nuclear Hilbert space ($`x_1x_2`$ plane), whereas the $`\frac{1}{2}\sigma _3`$ part generates a rotation in the electronic Hilbert space. $`J_3`$ does not have the meaning of total angular momentum since the Pauli matrices do not represent spin. Isotropy means that $`J_3`$ commutes with $`H_e(x)`$: $`0=[J_3,H_e(x)]`$ The most general form of $`H_e(x)`$ for a two level system that is rotationally symmetric and real is: $$H_e(x)=Q_0(r)+Q_1(r)(x\sigma )+Q_2(r)(x\times \sigma ),r=\|x\|$$ (16) An additional $`Q_3(r)\sigma _3`$ term in (16) is allowed by rotational invariance but it is forbidden by time reversal symmetry, since $`\sigma _3`$ is imaginary. The energy surfaces of $`H_e(x)`$ are equal to $$E_\pm (r)=Q_0(r)\pm q(r);q(r)=r\sqrt{Q_1^2(r)+Q_2^2(r)}$$ (17) We shall assume that $`Q_{0,1,2}`$ are smooth functions of $`r`$ and that $`Q_1(0)=1`$ while<sup>7</sup><sup>7</sup>7$`Q_2(0)`$ can be always set to zero by an appropriate rotation in the $`x`$ space only, i. e. by an appropriate choice of the heavy coordinates. $`Q_{0,2}(r)=O(r^2)`$ for small $`r`$. This gives conic intersection at zero with $`E_\pm (r)=\pm r`$, see Fig. 7. ### 4.1 The radial Hamiltonian The spectral subspace of $`J_3`$, with eigenvalue $`m`$ is spanned by $$e_1=e^{i(m+1/2)\theta }\left(\begin{array}{c}1\\ i\end{array}\right)e_2=e^{i(m1/2)\theta }\left(\begin{array}{c}i\\ 1\end{array}\right)$$ (18) $`m`$ must be half odd integer for $`e_{1,2}`$ to be univalued, i.e. $`m+\frac{1}{2}`$. Since $`\mathrm{\Delta }e_1={\displaystyle \frac{(m+\frac{1}{2})^2}{r^2}}e_1,`$ $`\mathrm{\Delta }e_2={\displaystyle \frac{(m\frac{1}{2})^2}{r^2}}e_2,`$ (19) $`x\sigma e_1=re_2,`$ $`x\sigma e_2=re_1,`$ (20) $`x\times \sigma e_1=ire_2,`$ $`x\times \sigma e_2=ire_1,`$ (21) in terms of the basis $`\{e_1,e_2\}`$ we obtain for the radial equation: $$H(m,\mu )=\mu \left(\frac{d^2}{dr^2}+\frac{1}{r}\frac{d}{dr}\frac{1}{4r^2}\right)+H_e(r,\mu ,m)$$ (22) with $$H_e(r,\mu ,m)=Q_0(r)+rQ_1(r)\sigma _1+rQ_2(r)\sigma _3\frac{\mu }{r^2}\left(m\sigma _2m^2\right)$$ (23) Scaling $`r=\mu ^{1/3}\rho `$ we get Eq. (8), to leading order in $`\mu `$, for $`0\rho <<\mu ^{1/3}`$. ###### Remark 4.1 The radial Hamiltonian, $`H_e(m,\mu ,r)`$, actually has no level crossing. This, by itself, does not ameliorate the mixing of the two levels for now the gap in the spectrum of $`H_e(m,\mu ,r)`$ is of order $`\mu ^{1/3}`$. The smallness of this gap leads to mixing of the electronic levels. We shall restrict ourselves to $`m>0`$. Since $$\sigma _1H_e^{}(r,\mu ,m)\sigma _1=H_e(r,\mu ,m),$$ (24) $`H(m,\mu )`$ and $`H(m,\mu )`$ are isospectral and the radial part of the function with $`m`$ can be obtained from the one with $`+m`$ by interchanging upper and lower components and taking complex conjugates. ### 4.2 The Indicial equation The origin, $`\rho =0`$ is regular-singular point of the equation. Substituting $$\left(\begin{array}{c}\rho ^\alpha \\ \rho ^\beta \end{array}\right)(1+O(\rho ))$$ (25) into (8) we obtain the roots $`\alpha =\pm (m\frac{1}{2})`$ and $`\beta =\pm (m+\frac{1}{2})`$. Equation (8) therefore has four linearly independent solutions, which asymptotically near the origin, behave like $$\left(\begin{array}{c}\rho ^{m\frac{1}{2}}\\ 0\end{array}\right);\left(\begin{array}{c}\rho ^{m+\frac{1}{2}}\\ 0\end{array}\right);\left(\begin{array}{c}0\\ \rho ^{m+\frac{1}{2}}\end{array}\right);\left(\begin{array}{c}0\\ \rho ^{m\frac{1}{2}}\end{array}\right)$$ (26) (26) is correct only for $`\|m\|\frac{1}{2}`$. The case $`\|m\|=\frac{1}{2}`$ requires special treatment, because of the two degenerate roots in the upper component. For $`\|m\|=\frac{1}{2}`$ the four linearly independent solutions behave asymptotically near the origin like $$\left(\begin{array}{c}1\\ 0\end{array}\right);\left(\begin{array}{c}\mathrm{ln}(\rho )\\ 0\end{array}\right);\left(\begin{array}{c}0\\ \rho \end{array}\right);\left(\begin{array}{c}0\\ 1/\rho \end{array}\right)$$ (27) We see that for any $`m`$ there are always two solutions which are bounded near the origin and two others which are divergent. Since a smooth Hamiltonian can give rise to smooth eigenfunctions only in the four dimensional space of solutions to the differential equation, there is a two dimensional subspace of admissible solutions, the ones which are well behaved at the origin. ### 4.3 Solution to the ODE In this section we show that the solutions of Eq. (8) that are regular at the origin, can be explicitly constructed in terms of certain Hypergeometric functions. ###### Theorem 4.1 The solutions of (8) which are bounded at the origin are spanned by: $`_m^{(1)}(\rho )`$ $`=`$ $`\left(\begin{array}{c}\phi _+^{(1)}(\rho )\\ \phi _{}^{(1)}(\rho )\end{array}\right)=\left(\begin{array}{c}\rho ^{m\frac{1}{2}}{}_{0}{}^{}F_{3}^{}(;\frac{1}{3},\frac{1}{2}+\frac{m}{3},\frac{5}{6}+\frac{m}{3};\frac{\rho ^6}{6^4})\\ \frac{\rho ^{m+\frac{5}{2}}}{6+4m}{}_{0}{}^{}F_{3}^{}(;\frac{4}{3},\frac{3}{2}+\frac{m}{3},\frac{5}{6}+\frac{m}{3};\frac{\rho ^6}{6^4})\end{array}\right);`$ (28) $`_m^{(2)}(\rho )`$ $`=`$ $`\left(\begin{array}{c}\phi _+^{(2)}(\rho )\\ \phi _{}^{(2)}(\rho )\end{array}\right)=\left(\begin{array}{c}\frac{\rho ^{m+\frac{7}{2}}}{12+8m}{}_{0}{}^{}F_{3}^{}(;\frac{5}{3},\frac{3}{2}+\frac{m}{3},\frac{7}{6}+\frac{m}{3};\frac{\rho ^6}{6^4})\\ \rho ^{m+\frac{1}{2}}{}_{0}{}^{}F_{3}^{}(;\frac{2}{3},\frac{1}{2}+\frac{m}{3},\frac{7}{6}+\frac{m}{3};\frac{\rho ^6}{6^4})\end{array}\right),`$ (30) where $`{}_{0}{}^{}F_{3}^{}(;a,b,c;x)`$ are the generalized hypergeometric functions of the kind $`{}_{0}{}^{}F_{3}^{}`$. Proof: Under scaling, $`\rho \lambda \rho `$, Eq. (8) transforms to $$\left\{\frac{d^2}{d\rho ^2}\frac{1}{\rho }\frac{d}{d\rho }+\frac{m^2+1/4}{\rho ^2}+\left(\begin{array}{cc}\frac{m}{\rho ^2}& \lambda ^3\rho \\ \lambda ^3\rho & \frac{m}{\rho ^2}\end{array}\right)\right\}_m(\lambda \rho )=0.$$ (31) In particular, the equation is invariant under scaling by $`\lambda `$, a cube root of unity, $`\lambda =e^{2\pi i/3}`$. (Note that this feature is lost when one considers solutions of the equation for non-zero eigenvalue.) By an analog of Bloch theorem, the solution is a product of an eigenfunction of the scaling transformation and a periodic function under scaling by $`e^{2\pi i/3}`$. $`\rho ^\alpha `$ is an eigenfunction of the scaling transformation with eigenvalue $`\lambda ^\alpha `$. Hence that $`_m`$ must be of the form $`\rho ^\alpha 𝒢(\rho ^3)`$. The indicial equation fixes $`\alpha =m1/2`$. $`𝒢_m(\rho ^3)`$ is then an analytic function of its argument. The space of solutions regular of this kind is two dimensional and gives a representation of $`D_3`$, the group of discrete rotations by $`2\pi /3`$. Since the only complex irreducible representations of $`D_3`$ are the complex numbers $`\omega `$, such that $`\omega ^3=1`$, one can always find a basis $`_m^{(1)}(\rho ),_m^{(2)}(\rho )`$ such that $$_m^{(j)}(e^{2\pi i/3}\rho )=\omega _j_m^{(j)}(\rho ).$$ This condition fixes the solutions in Eq. (28) where $`\omega _1=e^{2\pi i(m1/2)/3}`$ and $`\omega _2=e^{2\pi i(m+1/2)/3}`$. To relate $`𝒢_m`$ to hypergeometric functions we turn the two coupled second order equations (8) into a scalar fourth order equation for each component. The equations obtained for the component $`\phi _+`$ and $`\phi _{}`$ can be written, with $`\zeta =\rho ^6/6^4`$, and $`\mathrm{D}=\zeta \frac{d}{d\zeta }`$, in the form: $`\left\{\mathrm{D}\left(\mathrm{D}{\displaystyle \frac{2}{3}}\right)\left(\mathrm{D}+{\displaystyle \frac{m}{3}}{\displaystyle \frac{1}{2}}\right)\left(\mathrm{D}+{\displaystyle \frac{m}{3}}{\displaystyle \frac{1}{6}}\right)\zeta \right\}\zeta ^{\frac{m+1/2}{6}}\phi _+(\zeta )=0`$ (32) $`\left\{\mathrm{D}\left(\mathrm{D}{\displaystyle \frac{1}{3}}\right)\left(\mathrm{D}+{\displaystyle \frac{m}{3}}{\displaystyle \frac{1}{2}}\right)\left(\mathrm{D}+{\displaystyle \frac{m}{3}}+{\displaystyle \frac{1}{6}}\right)\zeta \right\}\zeta ^{\frac{m1/2}{6}}\phi _{}(\zeta )=0`$ (33) The generalized hypergeometric function $`{}_{0}{}^{}F_{3}^{}(;a,b,c;\zeta )`$ is defined by : $${}_{0}{}^{}F_{3}^{}(;a,b,c;\zeta )=\underset{k=0}{\overset{\mathrm{}}{}}\frac{\mathrm{\Gamma }(a)\mathrm{\Gamma }(b)\mathrm{\Gamma }(c)}{k!\mathrm{\Gamma }(k+a)\mathrm{\Gamma }(k+b)\mathrm{\Gamma }(k+c)}\zeta ^k.$$ (34) It is a matter of calculation to see that it satisfies the differential equation: $$\{\mathrm{D}(\mathrm{D}+a1)(\mathrm{D}+b1)(\mathrm{D}+c1)\zeta \}{}_{0}{}^{}F_{3}^{}(;a,b,c;\zeta )=0.$$ (35) Eq. (32) is a special case of this. Note, however, that we are not free to pick both $`\phi _+^{(1)}`$ and $`\phi _{}^{(1)}`$ as the hypergeometric functions corresponding to Eq. (35). We can pick one, and then the other is determined by Eq. (8). To get $`_m^{(1)}`$ we pick the upper component to be the hypergeometric function that solves Eq. (32), i.e. $$\phi _+^{(1)}(\rho )=\rho ^{m\frac{1}{2}}{}_{0}{}^{}F_{3}^{}(;\frac{1}{3},\frac{1}{2}+\frac{m}{3},\frac{5}{6}+\frac{m}{3};\frac{\rho ^6}{6^4}).$$ The lower component,$`\phi _{}^{(1)}`$, is determined by (8), which gives us the relation $$\phi _{}^{(1)}(\rho )=\frac{\rho ^{m\frac{1}{2}}}{\rho ^3}\left\{\rho \frac{d}{d\rho }\left(\rho \frac{d}{d\rho }+2m1\right)\right\}\frac{\phi _+^{(1)}(\rho )}{\rho ^{m\frac{1}{2}}}$$ (36) With the identities $`(\zeta {\displaystyle \frac{d}{d\zeta }}+c1){}_{0}{}^{}F_{3}^{}(;a,b,c;\zeta )`$ $`=`$ $`(c1){}_{0}{}^{}F_{3}^{}(;a,b,c1;\zeta )`$ (37) $`{\displaystyle \frac{d}{d\zeta }}{}_{0}{}^{}F_{3}^{}(;a,b,c;\zeta )`$ $`=`$ $`{\displaystyle \frac{1}{abc}}{}_{0}{}^{}F_{3}^{}(;a+1,b+1,c+1;\zeta )`$ we obtain $$\phi _{}^{(1)}(\rho )=\frac{1}{6+4m}\rho ^{m+\frac{5}{2}}{}_{0}{}^{}F_{3}^{}(;\frac{4}{3},\frac{3}{2}+\frac{m}{3},\frac{5}{6}+\frac{m}{3};\frac{\rho ^6}{6^4}).$$ (38) The second solution, $`_m^{(2)}`$, is obtained by picking $`\phi _{}^{(2)}`$ to be the hypergeometric solution to Eq. (32). Namely, $$\phi _{}^{(2)}(\rho )=\rho ^{m+\frac{1}{2}}{}_{0}{}^{}F_{3}^{}(;\frac{2}{3},\frac{1}{2}+\frac{m}{3},\frac{7}{6}+\frac{m}{3};\frac{\rho ^6}{6^4}).$$ (39) and with a relation $$\phi _+^{(2)}(\rho )=\frac{\rho ^{m+\frac{1}{2}}}{\rho ^3}\left\{\rho \frac{d}{d\rho }\left(\rho \frac{d}{d\rho }+2m+1\right)\right\}\frac{\phi _{}^{(2)}(m;\rho )}{\rho ^{m+\frac{1}{2}}}$$ similar to (36) one computes the upper component of the second solution: $$\phi _+^{(2)}(\rho )=\frac{1}{12+8m}\rho ^{m+\frac{7}{2}}{}_{0}{}^{}F_{3}^{}(;\frac{5}{3},\frac{3}{2}+\frac{m}{3},\frac{7}{6}+\frac{m}{3};\frac{\rho ^6}{6^4})\mathrm{}$$ ### 4.4 The well behaved solutions We have seen that of the four dimensional family of solution of Eq.(8) there is a distinguished two dimensional family that is well behaved near the origin. We shall now show that there is a three dimensional family that is well behaved at infinity: ###### Theorem 4.2 * In the four dimensional space of solutions of Eq. (8) there is a three dimensional family of solutions that vanish at infinity, and one dimensional subspace that diverges exponentially at infinity. * The solutions of (8) for $`\rho >>1`$ are (asymptotically) spanned by the four dimensional family : $`\rho ^{3/4}\mathrm{exp}\left({\displaystyle \frac{2}{3}}\rho ^{3/2}\right)\left(\begin{array}{c}1\\ 1\end{array}\right);`$ $`\rho ^{3/4}\mathrm{exp}\left({\displaystyle \frac{2}{3}}\rho ^{3/2}\right)\left(\begin{array}{c}1\\ 1\end{array}\right);`$ $`\rho ^{3/4}\mathrm{cos}\left({\displaystyle \frac{2}{3}}\rho ^{3/2}\right)\left(\begin{array}{c}1\\ 1\end{array}\right);`$ $`\rho ^{3/4}\mathrm{sin}\left({\displaystyle \frac{2}{3}}\rho ^{3/2}\right)\left(\begin{array}{c}1\\ 1\end{array}\right).`$ (40) * The exponential blow up of $`_m^{(1,2)}`$ of Eq. (8) is given by $`2_m^{(1)}(\rho )`$ $``$ $`\mathrm{\Gamma }\left({\displaystyle \frac{1}{3}}\right)\mathrm{\Gamma }\left({\displaystyle \frac{1}{2}}+{\displaystyle \frac{m}{3}}\right)\mathrm{\Gamma }\left({\displaystyle \frac{5}{6}}+{\displaystyle \frac{m}{3}}\right)6^{\frac{1}{6}+\frac{2m}{3}}\rho ^{3/4}\mathrm{exp}\left({\displaystyle \frac{2}{3}}\rho ^{3/2}\right)\left(\begin{array}{c}1\\ 1\end{array}\right)`$ $`2_m^{(2)}(\rho )`$ $``$ $`\mathrm{\Gamma }\left({\displaystyle \frac{2}{3}}\right)\mathrm{\Gamma }\left({\displaystyle \frac{1}{2}}+{\displaystyle \frac{m}{3}}\right)\mathrm{\Gamma }\left({\displaystyle \frac{7}{6}}+{\displaystyle \frac{m}{3}}\right)6^{\frac{5}{6}+\frac{2m}{3}}\rho ^{3/4}\mathrm{exp}\left({\displaystyle \frac{2}{3}}\rho ^{3/2}\right)\left(\begin{array}{c}1\\ 1\end{array}\right)`$ * The solution to Eq (8) that vanishes at the origin and at infinity is a multiple of $`\mathrm{\Gamma }\left({\displaystyle \frac{2}{3}}\right)\mathrm{\Gamma }\left({\displaystyle \frac{1}{2}}+{\displaystyle \frac{m}{3}}\right)\mathrm{\Gamma }\left({\displaystyle \frac{7}{6}}+{\displaystyle \frac{m}{3}}\right)6^{\frac{5}{6}}_m^{(1)}(\rho )`$ $`\mathrm{\Gamma }\left({\displaystyle \frac{1}{3}}\right)\mathrm{\Gamma }\left({\displaystyle \frac{1}{2}}+{\displaystyle \frac{m}{3}}\right)\mathrm{\Gamma }\left({\displaystyle \frac{5}{6}}+{\displaystyle \frac{m}{3}}\right)6^{\frac{1}{6}}_m^{(2)}(\rho ).`$ Proof: $`H_e(\rho ,\mu ,m)`$ for Eq. (8) is, for $`\rho >>1`$, $$H_e(\rho ,\mu ,m)=\frac{m^2+1/4}{\rho ^2}+\left(\begin{array}{cc}\frac{m}{\rho ^2}& \rho \\ \rho & \frac{m}{\rho ^2}\end{array}\right)\left(\begin{array}{cc}0& \rho \\ \rho & 0\end{array}\right)$$ (41) With eigenvalues $`\pm \rho `$. It follows that the solution for large $`\rho `$ reduces to the study of two uncoupeld equations: $$\left(\frac{d^2}{d\rho ^2}\frac{1}{\rho }\frac{d}{d\rho }\pm \rho \right)\psi =0.$$ (42) Since $`\rho `$ is large, these can be solved by WKB to give the first part of the theorem. The blow up of the solutions at infinity can be obtained from the relation (omitting the exponentially decaying part) $$_0F_3(;a,b,c;x)\frac{\mathrm{\Gamma }(a)\mathrm{\Gamma }(b)\mathrm{\Gamma }(c)}{2(2\pi )^{3/2}}x^\gamma (e^{4x^{\frac{1}{4}}}+2\mathrm{cos}(4x^{\frac{1}{4}}+2\pi \gamma )),$$ (43) with $`\gamma =\frac{a+b+c3/2}{4}`$. This relation can be obtained by studying the asymptotic behavior of the coefficients in the series of $`{}_{0}{}^{}F_{3}^{}`$. Alternatively, in , the asymptotic form of the generalized hypergeometric functions $`{}_{p}{}^{}F_{q}^{}`$ is derived, and the formula given there reduces to (43) after substituting $`q=0,p=3`$, computing the summations and omitting the exponentially decaying part. ¿From this the rest follows, as well as the proof of theorem 3.1. $`\mathrm{}`$ It remains to explain how eigenvectors are related to these well behaved solutions. The point is that the canonical differential equation approximates the eigenvalue equation only for $`r<<1`$, or, equivalently, for $`\rho <<\mu ^{1/3}`$. Consider an eigenfunction. Far from the crossing this eigenfunction can be approximated by a WKB solution, and it is clear that this WKB solution can be approximated by WKB solution of the canonical problem in the interval $`\mu ^{1/3}>>\rho >>1`$. The component that blows up must have an exponentially small amplitude, of order $`\mathrm{exp}(\frac{2}{3\sqrt{\mu }})`$, and, to leading order can be neglected near the crossing. ## 5 Anomalous Mixing The basic and fundamental observation of the Born Oppenheimer theory is the emergence of the energy scale $`\sqrt{\mu }`$ in molecular spectra associated with vibrations. Perhaps the most interesting observation that results from the analysis of the Born Oppenheimer theory near crossing, is that emergence of the scale, $`\mu ^{1/6}`$, associated with mixing at crossing. $`\mu ^{1/6}`$ is normally not a small number: In molecules $`\mu ^{1/6}.2`$. Classically, a uniform density on the energy shell, $`\delta (p^2+V(x)E)`$ implies that, in two dimensions, the spatial density is also uniform on the classically allowed region. The region where there is substantial mixing between the two electronic energy surfaces has linear dimensions that scale like $`\mu ^{1/3}`$. For a crossing point in two dimension the volume characterizing the mixing therefore scales like $`\mu ^{2/3}`$. The semiclassical expectation is therefore that mixing near crossing should scale like the area $`\mu ^{2/3}`$. For isotropic crossing we found that the wave function has anomalously large amplitude in the mixing region for values of azymuthal quantum numbers that are small compares to $`\mu ^{1/2}`$. For these, from theorem 3.2, the amplitude in the near zone scales like $`\mu ^{1/4}`$. This implies that the total mixing weight scales like $`\mu ^{1/6}`$. It would be interesting to have a more complete picture of the mixing near non-isotropic crossing and also for chaotic systems. ## Acknowledgments We thank Richard Askey and Jet Wimp for helpful correspondence about Hypergeometric functions; J. Ax and S. Kochen for pointing sign errors in a previous version of the manuscript; C. Alden Mead for helpful suggestions; M.V. Berry for encouraging us to look for a special function that characterizes the crossing and E. Berg, M. Baer, R. Englman, A. Elgart and L. Sadun for helpful discussions. This research was supported in part by the Israel Science Foundation, the Fund for Promotion of Research at the Technion and the DFG.
warning/0006/physics0006072.html	ar5iv	text	# On the rôle of mass growth in dusty plasma kinetics ## I Introduction The kinetic theory of dusty plasmas, which takes into account specific processes of charging, has been considered on phenomenological basis and used for different applications in . The form of charging collision integrals considered in these papers has been recently rigorously justified in , where also the stationary solution of kinetic equation for charge and velocity distributions of grains were established. As it has been established in the process of absorption of the small particles by grains in dusty plasmas can lead to inequality of the grain temperature and the temperatures of the light components (even for the case of equal temperatures of electrons and ions). At the same time the preliminary results of MD simulations for the kinetic energy of dust particles demonstrated that mass transfer from light components to dust can be essential for the large time scale. The problem of mass transfer is also very actual for the conditions of the experiments with growth of grains and formation of new materials in dusty plasmas, as well as for many other applications. Therefore the appropriate kinetic theory should be developed, in which a new kinetic variable — the mass of grains — must be introduced . In this paper we will consider kinetics of the dust particles with variable mass, which increases due to absorption of the ambient plasma and determine the nonstationary distribution function for the grains. It is shown that asymptotically the effective temperature of the dust component is lower than the stationary temperature of the gas. It means the mass growth leads to the cooling of the dust component. ## II Kinetic equations Since our main purpose here is to demonstrate the importance of the mass growth, we simplify the problem ignoring the grain charge. In other words, we treat a plasma as a neutral gas. We adopt here that in process of an elementary collision a grain absorbs every atom hitting its surface. An atom transfers its momentum to a grain and, respectively, the mass of a grain changes. Therefore generally the distribution function of the dust component depends both on grain momenta, $`𝐏`$, and masses, $`M`$. It should noted that the assumption of the complete absorption seems justified under the conditions of the experiments aimed at the plasma synthesis of fine grains . Otherwise, an ion hitting the grain surface rather leaves it as a neutral atom carrying away some momentum. The latter may be ignored if the surface temperature of a grain is, by some means, below the ion temperature. The appropriate kinetic equation describing the process may be written as $`{\displaystyle \frac{df_d(𝐏,M,t)}{dt}}=I_d(𝐏,M,t)=`$ (1) $`{\displaystyle 𝑑𝐩f_n(𝐩)\left\{w(𝐩,𝐏𝐩,Mm)f_d(𝐏𝐩,Mm)w(𝐩,𝐏,M)f_d(𝐏,M)\right\}},`$ (2) where $`f_n(𝐩)`$ is the distribution function of neutral atoms of the mass $`m`$. The probability of absorption is given by $$w(𝐩,𝐏,M)=\sigma (M)\left\|\frac{𝐏}{M}\frac{𝐩}{m}\right\|,$$ (3) where the cross-section, $`\sigma (M)`$, generally is mass dependent. For example, assuming the permanent specific gravity of the grain material results in $`\sigma (M)M^{2/3}`$. The distribution function in Eq. (2) is normalized to the average density: $$n_d=𝑑𝐏𝑑Mf_d(𝐏,M).$$ The evolution of the neutral gas distribution is governed by $$\frac{df_n(𝐩)}{dt}=𝑑𝐏𝑑Mw(𝐩,𝐏,M)f_d(𝐏,M)f_n(𝐩).$$ (4) Evidently, the set of kinetic equations (2,4) provides the conservation of the net number of dust grains and the total momentum. The total energy is no longer conserving quantity. The physical reason for this is fairly obvious: a part of kinetic energy of a colliding atom is transferred to the kinetic energy of a dust grain, while the remainder is spend for the heating of the grain surface. The latter part of the energy balance is out of our consideration. The collision term in Eq. (2) is greatly simplified by expanding it in powers of a small $`ϵ=m/M`$ ratio. Straightforward expansion of Eq. (2) results in $$I_d(𝐏,M)=\frac{}{P_i}\left[\beta _ig(𝐏,M)+\lambda _{ij}P_jg(𝐏,M)+\frac{}{P_j}\left(\pi _{ij}g(𝐏,M)\right)\right]\frac{}{M}\left(jg(𝐏,M)\right),$$ (5) where $`g(𝐏,M)=\sigma (M)f_d(𝐏,M)`$. The kinetic coefficients introduced in Eq. (5) are expressed in terms of the gas distribution: $`j`$ $`=`$ $`{\displaystyle 𝑑𝐩pf_n(𝐩)},`$ (6) $`\beta _i`$ $`=`$ $`{\displaystyle 𝑑𝐩\frac{p}{m}p_if_n(𝐩)},`$ (7) $`\lambda _{ij}`$ $`=`$ $`{\displaystyle \frac{1}{M}}{\displaystyle 𝑑𝐩\frac{p_ip_j}{p}f_n(𝐩)},`$ (8) $`\pi _{ij}`$ $`=`$ $`{\displaystyle \frac{1}{2m}}{\displaystyle 𝑑𝐩pp_ip_jf_n(𝐩)}`$ (9) The first term in Eq. (5) arises due to the possible anisotrophy of the ambient gas distribution. Formally, this term is proportional to $`ϵ^{1/2}`$. The remaining terms describing diffusion in the phase space and mass growth are of the order $`ϵ`$. With sufficiently small number of dust grains one can ignore the deviation of ambient gas from initial distribution. Assuming that $`f_n(𝐩)`$ is given by Maxwellian distribution with the temperature, $`T_n`$, and particle density, $`n_n`$, we get $$\frac{df_d(P,M,t)}{dt}=j_0\left\{\frac{g(P,M)}{M}+\frac{P}{3M}\frac{g(P,M)}{P}+\frac{2}{3}T_n\frac{1}{P^2}\frac{}{P}P^2\frac{g(P,M)}{P}\frac{g(P,M)}{M}\right\},$$ (10) where it is also supposed that the dust distribution is isotropic. The coefficient, $`j_0`$, in Eq. (10) is the mass flow at the grain surface, $`j_0=n_n\sqrt{8T_n/\pi }`$. It should be noted that with the last term in the right-hand side of Eq. (10) omitted, i.e., in neglecting the process of the mass growth, there is an exact stationary solution to Eq. (10) in the form of Maxwellian function with the temperature $`T_d=2T_n`$. The same conclusion stems also from the more general approach of . ## III Temperature evolution With the help of Eq. (10) we study the evolution of the temperature of the dust component. Although it is possible to obtain the general solution to Eq. (10), the corresponding expression is rather bulky (see Appendix) and little informative. To grasp the rôle of the mass growth one can neglect the mass dispersion of the dust component looking for the solution in the form of $$f_d(P,M,t)=F(P,t)\delta (M\mu (t)).$$ (11) Substituting this into Eq. (10) yields $`{\displaystyle \frac{d\mu (t)}{dt}}`$ $`=`$ $`j_0\sigma (\mu (t))`$ (12) $`{\displaystyle \frac{F(P,t)}{t}}`$ $`=`$ $`j_0\sigma (\mu (t))\left\{{\displaystyle \frac{F(P,t)}{\mu (t)}}+{\displaystyle \frac{P}{3\mu (t)}}{\displaystyle \frac{F(P,t)}{P}}+{\displaystyle \frac{2}{3}}T_n{\displaystyle \frac{1}{P^2}}{\displaystyle \frac{}{P}}P^2{\displaystyle \frac{F(P,t)}{P}}\right\}.`$ (13) Eq. (12) shows that the mass of all grains increases with the rate determined by the current value of the cross-section. The solution to the second equation (13) is sought in the form of the Maxwellian distribution $$F(P,t)=\frac{n_d}{(2\pi \mathrm{\Delta })^{3/2}}e^{P^2/2\mathrm{\Delta }}$$ (14) with the time-varying effective temperature, $`\mathrm{\Delta }=T_{eff}(t)\mu (t)`$. Substituting Eq. (14) to Eq. (13) we get $$\frac{dT_{eff}(t)\mu }{dt}=\frac{2}{3}j_0\sigma (\mu )(2T_nT_{eff}(t)).$$ (15) In neglecting the mass growth, as it was already mentioned, the stationary state of the dust component is characterized by the effective temperature twice as the gas temperature, $`T_{eff}=2T_n`$. However, the joint solution of Eqs. (12,15) results in $$T_{eff}(t)=\frac{4}{5}T_n+C\mu (t)^{5/3},$$ (16) where $`C`$ is an integration constant. Thus, the mass growth yields cooling of the dust component below the gas temperature, $`T_{eff}\frac{4}{5}T_n`$. ## IV Conclusions We have considered the kinetic equation for the ensemble of grains imposed in neutral gas. The process of gas absorption by grains leads to the time dependence of grain distribution function due to the mass growth of the dust particles. For the Maxwellian distribution of neutral gas we found the general nonstationary solution of the kinetic equation with variable mass. The average kinetic energy of grains, that is, the effective temperature of the dust component, tend to the stationary values. The process of establishing of the effective temperature can be interpreted in this case as an effective cooling. ## ACKNOWLEDGMENTS This work was performed under the financial support granted by the Netherlands Organization for Scientific Research (NWO), grant # 047-008-013. One of as (A.M.I.) also acknowledges the support from Integration foundation, project # A0029. ## A It is a matter of straightforward substitution to verify that the general solution to Eq. (10) with an initial condition $`f_d(P,M,0)=f_0(P,M)`$ is given by $`f_d(P,M,t)=`$ $`{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}𝑑P^{}{\displaystyle \frac{P^{}M^{2/3}\sigma (\mu (M,t))}{P\mu (M,t)^{1/3}\sigma (M)}}{\displaystyle \frac{1}{\sqrt{\pi \mathrm{\Delta }(M,t)}}}\mathrm{exp}\left({\displaystyle \frac{P^2M^{2/3}+P^2\mu (M,t)^{2/3}}{4\mathrm{\Delta }(M,t)}}\right)`$ (A2) $`\mathrm{sinh}\left({\displaystyle \frac{PP^{}M^{1/3}\mu (M,t)^{1/3}}{2\mathrm{\Delta }(M,t)}}\right)f_0(P^{},\mu (M,t),`$ where $`\mu (M,t)`$ is a root of the equation $$\underset{\mu (M,t)}{\overset{M}{}}\frac{dM^{}}{\sigma (M^{})}=j_0t$$ (A3) and $`\mathrm{\Delta }(M,t)=\frac{2}{5}T_n\left(M^{5/3}\mu (M,t)^{5/3}\right)`$. Evaluating the average kinetic energy, $`𝐏^2/2M`$, with the help of Eq. (A2) one can verify that it tends to $`6/5T_n`$ even for an arbitrary mass distribution.
warning/0006/astro-ph0006355.html	ar5iv	text	# The morphology of the emission line region of Compact Steep Spectrum radio sources 1footnote 11footnote 1Based on observations with the NASA/ESA Hubble Space Telescope, obtained at the Space Telescope Science Institute, which is operated by AURA, Inc., under NASA contract NAS 5-26555 and by STScI grant GO-3594.01-91A ## 1 Introduction In the unified scheme for active galactic nuclei (AGN) broad and narrow line objects are intrinsically the same, but are viewed at different orientations. The orientation dependence arises either as a result of preferential obscuration created by a surrounding torus of dust material, as in Seyfert nuclei, in powerful radio galaxies, as a result of relativistic effects (Antonucci 1993, Urry & Padovani 1995). It follows that a fundamental question for the unified scheme is to establish the degree of anisotropy of the radiation field in radio loud AGN. The other important question is the balance between the relativistic beaming and radiation cone illumination as a function of radio-power and source luminosity. In reality the situation can be made more complex by secondary effects, such as intrinsic angle dependence of the radiation pattern produced by an accretion disk. It is not as yet clear if radiation cones exist in the majority of more luminous sources because these obscuring structures might be evaporated by the radiation field (i.e. the absence of quasars type 2). The study of the gaseous environment around Active Galactic Nuclei provides a potent tool for studying both their radiation field and the mechanical energy carried by the associated radio ejecta. In most of the radio galaxies studied to date the emission line gas is co–spatial with the radio emission and therefore contributions to their ionization made by the turbulent shocks created by the ejecta cannot be distinguished from photoionization by the nuclear radiation field. However there is a group of radio sources, known as Compact Steep Spectrum (CSS) sources, where the radio emission is confined to scales smaller than typical galactic sizes. Compact steep spectrum (CSS) sources are high luminosity extragalactic radio sources with steep radio spectra ($`\alpha `$0.5, with $`S\nu ^\alpha `$) and small radio angular size ($``$2″, $``$30 kpc) (Fanti et al., (1985), Spencer et al. (1989)). The CSSs are believed to represent either a young phase of powerful extragalactic radio sources (Fanti et al. 1995, Readhead 1995 and references therein) or radio sources trapped by unusual conditions of their ISM (e.g. van Breugel, 1984) which prevents them from growing to normal dimensions. Hes, Barthel & Fosbury (1996), Hirst et al. (1996), Morganti et al. (1997) have found that their spectroscopic and polarimetric characteristics are similar to those of the extended sources of similar power and redshift. Any emission line gas extending beyond the radio structure would not be affected by interactions with the radio ejecta. In this sense they would be the analog of the Extended Narrow Line Region (ENLR ) of Seyfert galaxies (Unger et al. 1987). The ENLR of CSS sources might, therefore, provide a direct probe of the anisotropy of the radiation field in radio galaxies and QSOs while in the region co-spatial with the radio ejecta the effects of jet cloud interaction on the evolution of the radio sources can be investigated. Fanti et al. (1995) have recently investigated if the conditions of the external medium (warm and hot gas) around CSS sources can keep them small by confinement. They conclude that this scenario is unlike, although not definitely ruled out, and they support the idea of CSS as young phase of large size radio sources. Moreover, by studying a small sample of CSS sources, Gelderman and Whittle (1994, hereafter GW94) have shown that the profiles of the NLR are broader and complex and suggest that this is the result of the jet interaction with the external medium. The limitation of these optical studies is that they are based on ground-based data where the resolution of the optical observations is not adequate for these objects. In this paper we present the results of HST observations of 11 CSS sources. The high resolution of the HST allows us to resolve the morphology of the ionized gas in the region co-spatial with the radio enabling us to investigate the role of interactions and their influences on the evolution of these sources. The plan of the paper is as follows: in $`\mathrm{\S }`$ 2 we describe the properties of the sample observed. In $`\mathrm{\S }`$ 3 the observations. In $`\mathrm{\S }`$ 4 and 5 we present our results comparing the optical HST images with radio images of similarly high resolution. The properties of the line emitting regions of CSS are discussed in $`\mathrm{\S }`$ 6 while the nature and evolution of CSS sources in the light of these results is discussed in $`\mathrm{\S }`$ 7. In $`\mathrm{\S }`$ 8 and 9 we analyze the importance of orientation and the alignment effect in CSS respectively. Summary and conclusions are given in $`\mathrm{\S }`$ 10. Throughout this paper we adopt $`H_o=50`$ km s<sup>-1</sup> Mpc<sup>-1</sup> and $`q_o=0.5`$. ## 2 The Sample and its radio properties Our sample comprises 11 objects covering the redshift range 0.12 to 1.12: 5 of which have been observed with “pointed” observations (Table 1) while the remaining 6 are “snapshot” images (Table 2) taken from the HST archive. Of the 11 objects, 4 have permitted broad lines in their spectra and are generally classified as Quasars($`Q`$) while the remaining 7 only have only narrow lines and are classified as radio galaxies($`G`$) The radio sources of the sample are all very powerful, with radio luminosities $`10^{26}`$ W/Hz at 2.7 GHz. Their radio data are summarized in Table 3. In seven sources, out of eleven, the radio core has been detected. The core luminosities are similar to those of radio galaxies and radio quasars of larger linear size. The parameter $`P_{cn}`$ (which represents the ratio of core to extended flux, normalized to the median value of the object class) is an orientation indicator (Capetti et al., 1995a). The range of $`P_{cn}`$ values of our sources indicates that the sample is not preferentially biased in orientation compared to the population of CSS as a whole. The radio morphology is double in 8 out of 11 objects. We suspect that also 4C 12.50 might be a double source in which one of the lobes has been missed (Stanghellini et al. 1997). 3C 48 and 3C 93.1 have rather peculiar radio structures. In general there are significant asymmetries between the two lobes, both in flux and arm ratio (ratio of distances from the lobe edges to the core) and often the lobe closer to the core is also the brightest one (Fanti et al., 1990, Sanghera et al., 1995). In Table 3 we have also included in column 10 and 11 the \[O III\] $`\lambda 5007`$ (or \[O II\] $`\lambda 3727`$) line fluxes found in the literature. ## 3 The HST Observations ### 3.1 Pointed observations Narrow band images for 3C 48, 3C147, 3C 277.1, 3C303.1, and 4C12.50, were obtained in a dedicated program of line imaging of CSS radio galaxies. The observations were taken using the Linear Ramp Filters (LRF) of the Wide Field and Planetary Camera 2 (WFPC2) on board the Hubble Space Telescope. With the LRF each CCD pixel is mapped to a unique central wavelength with a FWHM bandwidth of $``$ 1.3 % of the central wavelength, which allows the production of narrow band images at any given wavelength over a field of view of $``$ 13″. The redshifted wavelength of the \[O III\]$`\lambda `$5007 emission line was selected for each of the targets (see Table 1 for the log of the observations). A continuum image was obtained for each target using the LRF centered in rest frame wavelength range 5400 - 5500 Å. The LRF were preferred to more efficient, broader filters since they allow us to isolate a region of continuum emission completely free of line emission. Therefore, although they produce images of relatively lower signal to noise (with a typical surface brightness limit of $`1310^{17}`$ erg s<sup>-1</sup> cm<sup>-2</sup> arcsec<sup>-2</sup>), the genuine continuum structure of the targets can be effectively explored and compared to the line and radio emission structure. At these wavelengths the Point Spread Function of HST has a FWHM of $`0\stackrel{}{\mathrm{.}}06`$. In all cases the selected wavelength corresponds to a location in one of the three Wide Field (WF) CCD chip, where the pixel size is 0$`\stackrel{}{\mathrm{.}}`$1, except for 3C277.1 whose on-band image falls into the Planetary Camera (PC) which has a pixel size of 0$`\stackrel{}{\mathrm{.}}`$0455. Three on-band and one off-band images with an exposure time ranging between 1100 and 1330 s each were taken. The data were processed through the PODPS (Post Observation Data Processing System) pipeline for bias removal and flat fielding (Burrows et al. (1995)). Individual exposures in each filter were combined to remove cosmic rays events. In the off-band images cosmic rays have been individually identified and removed by taking averaged values from neighbouring pixels. The line and continuum images were aligned by registering point sources present in both fields of view, except for 3C 48 where the central point source was used. The off-band images were scaled to reproduce the continuum contamination in the on-band images by taking into account the different exposure time and filter efficiency as derived from the internal WFPC2 calibration which is accurate to within 5 %. The 3$`\sigma `$ sensitivity of the resulting LRF images is typically $`1.510^{17}`$ erg s<sup>-1</sup> cm<sup>-2</sup> for point sources. ### 3.2 Snapshot observations HST narrow band images for an additional 6 CSS are available in the HST archive, obtained as part of a “snapshot” (two exposures of 300 s each) program of observations of the 3C sample of radiogalaxies (see table 2 for the observations log). Furthermore, snapshot observations duplicate our much longer pointed exposures of 3C277.1 and 3C303.1; we can use these to quantify the relative depth of the two surveys. The LRF filter were used and centered on the \[O III\]$`\lambda `$5007 emission line for target with z $`<`$ 0.5, and on the \[O II\]$`\lambda `$3727 line for z $`>`$ 0.5. 3C 138 was observed through the F656N narrow filter which covers the redshifted \[O III\] emission. As for the pointed observations the selected wavelength always correspond to locations in the WF chips (with the exception of 3C 138 which was imaged by the PC). Snapshot broad band images are also available for all targets (one or two exposures of 140 or 300 s each). The F702W wide filter, which covers the spectral range 6000 - 8200 Å was used. In all cases the emission line imaged with the LRF is included in the passband of the F702W filter. The targets were all located in the PC. The snapshot data were reduced using the same procedure as for the pointed observations. The 3$`\sigma `$ sensitivity of the snapshot LRF images is typically $`810^{17}`$ erg s<sup>-1</sup> cm<sup>-2</sup> for a point source. In general the snapshot data are read-noise limited and there is therefore a very large gain in signal to noise in the pointed observations, which are photon noise limited. ## 4 Results In all but one of the targets (3C 49) line emission has been detected and only in the case of 3C 138 it is unresolved at the HST resolution. A large variety of emission line components are found, compact nuclear emission regions whose size is less than a few kpc, bright emission spatially related to the radio structure and faint emission which extends beyond the radio source. In Figures 1 through 7 we show the HST and contour radio images of each source for which we detected extended line emission. For each target observed with the pointed observations the top right panel presents the on-band image and the top left panel shows the off-band image, scaled to reproduce the continuum contamination in the on-band image which is, in all cases, negligible. In order to emphasize low surface brightness line features a higher contrast line image is presented in the bottom left panel. A radio contour map is shown in the bottom right panel. Given the typical 1″ uncertainty in the relative astrometry of the HST and radio images no attempt has been made to directly overlay radio and optical images, although in several cases the alignment is straightforward because there is both a radio core and an optical nucleus. For the snapshot observations the left and central panels show the F702W and LRF images respectively. Since the broad band F702W filter includes the line emission observed with the LRF, and other emission lines, only upper limits to the continuum contamination can obtained. This prevents us from obtaining accurate photometry for these objects. However, in all cases, the on-band image is dominated by line emission. Conversely, significant line contamination occurs in the broad band filter images which explains the similarity observed in many cases between the narrow and broad band image. Table 4 gives the total and core \[O III\] $`\lambda 5007`$ fluxes (estimated within a circular aperture 0$`\stackrel{}{\mathrm{.}}`$1 - 0$`\stackrel{}{\mathrm{.}}`$3 in diameter) and the nuclear continuum flux for the objects with pointed observations. There is a good agreement between these values and those found in the literature. ## 5 Notes on the individual sources ### 5.1 Pointed Observations #### 5.1.1 3C 48 Both the on and off-band images of 3C 48 are dominated by a bright central nuclear source. Several compact knots form chains of line emission extending to a distance of 6″North of the nucleus. These features correspond to the structures originally seen by Stockton & MacKenty (1987). The presence of the central saturated point source does not allow us to investigate the structure of the central 0$`\stackrel{}{\mathrm{.}}`$5. However, the comparison with the continuum image indicates that significant line emission is confined to this region. In fact, the extended emission only accounts for $``$ 10 - 15 % of the \[O III\] flux measured from previous ground-based spectra(GW94). The GW94 data also show that \[O III\] line profile is very broad and flat-topped. Our unpublished data at higher spectral resolution show that this a consequence of the presence of two velocity systems indicating some kind of dynamical interaction, presumably with the radio jet. The best radio images are the VLBI data of Wilkinson et al. (1991). Two knots of high brightness dominate the radio emission in 3C 48. They are separated by $``$ 0$`\stackrel{}{\mathrm{.}}`$05 with a North-South orientation. The southern one has a flat spectrum and therefore is identified with the radio core. A highly asymmetrical lower brightness emission region extends toward the North-East for a total length of $``$ 0$`\stackrel{}{\mathrm{.}}`$8 and is bounded by a sharp edge. The small scale radio structure shows a rapid expansion of the radio source at $``$ 0$`\stackrel{}{\mathrm{.}}`$1 from the core. The absence of diffuse, more extended emission in lower resolution images (van Breugel et al., 1992) supports the VLBI result that the the radio emission is confined to $`1\mathrm{}`$. #### 5.1.2 3C 147 The emission line morphology of 3C 147 is also dominated by an unresolved central source, embedded in a more diffuse region, elongated along PA +30 and which extends over $`1\stackrel{}{\mathrm{.}}2`$, approximately symmetric with respect to the center of the continuum emission. Along the same axis, $``$ 1$`\stackrel{}{\mathrm{.}}`$8 South from the nucleus there is a faint arc-like structure. Note that the two compact knots at the eastern edge of this arc are continuum features (see Fig. 8). The emission line arc extends over $``$ 1$`\stackrel{}{\mathrm{.}}`$3 and spans PA $``$ 185 to PA $``$ 230. Another galaxy, possibly a companion, is located 3$`\stackrel{}{\mathrm{.}}`$9 away at PA 190. The double radio structure (van Breugel et al., 1984) is oriented along PA $``$ +30 and extends over $``$ 1″ and it is therefore well aligned and essentially cospatial with the line emission. The southern component envelopes a very bright jet. The radio core is well separated from the surrounding bright 3C 147 steep spectrum emission at high resolution only (Alef et al., 1991). #### 5.1.3 3C 277.1 The line emission of 3C 277.1 extends over 1$`\stackrel{}{\mathrm{.}}`$5 in a NW - SE direction. The overall structure forms a double shell-like morphology, with the NW lobe brighter and with a better defined morphology. The central unresolved source contains $`30\%`$ of the total line emission. The radio source has a triple structure of which the central component is the radio core, characterized by a flat spectrum (Sanghera et al. 1995, Akujor et al. 1995). The two lobes, separated by 1$`\stackrel{}{\mathrm{.}}`$1 and 0$`\stackrel{}{\mathrm{.}}`$4 respectively from the core, are oriented along PA -50. Registering the radio core on the peak of the line emission, we find that the northern lobe extends beyond the emission line gas, while the southern one is still embedded within it. #### 5.1.4 3C 303.1 The \[O III\] $`\lambda 5007`$ emission of 3C 303.1 has a striking S-shaped morphology, reminiscent of the NLR structure of the Seyfert galaxy Mrk 3 (Capetti et al. 1995b). Its brightest inner structure is oriented along PA $``$ -40 and it then swings in a NS direction, extending over $``$ 3″. The central and brightest blob is coincident with the continuum peak but is clearly dominated by line emission. An arc-like structure, perpendicular to the overall orientation of the line emission is located toward the South at a distance of $``$ 1$`\stackrel{}{\mathrm{.}}`$7 from the nucleus. The galaxy starlight is highly elongated along PA $``$ 0. The radio emission is an asymmetric double (Fanti et al., 1985), with the SE lobe brighter than the NW lobe. It is oriented along PA -47 and extends over 1$`\stackrel{}{\mathrm{.}}`$8. No radio core has been detected yet, so the registration of the radio and optical images is somewhat uncertain. However, both radio lobes are likely to be located outside the region \[O III\] $`\lambda 5007`$ emission, due to the change in the optical orientation for radii larger than 0$`\stackrel{}{\mathrm{.}}`$5. The arc-like line emission structure to the south has no corresponding radio counterpart . #### 5.1.5 4C 12.50 (1345+125) The optical identification of 4C 12.50 is controversial. Ground based imaging by Gilmore & Shaw (1986) revealed a complex optical morphology, with two nuclei separated by $``$ 1$`\stackrel{}{\mathrm{.}}`$8 embedded in a distorted common envelope. They associated the radio source with the eastern optical component since this is closer (0$`\stackrel{}{\mathrm{.}}`$4) to the radio position than the western nucleus (which is offset by 1$`\stackrel{}{\mathrm{.}}`$0). However, new astrometry by Stanghellini et al. (1993) leads to the opposite result. We measure the position of the optical nuclei in our HST images. They are located at RA= $`13^h47^m33^s.49`$, DEC= 12<sup>o</sup> 17 23$`\stackrel{}{\mathrm{.}}`$40 and RA= $`13^h47^m33^s.36`$, DEC= 12<sup>o</sup> 17 23$`\stackrel{}{\mathrm{.}}`$85 (J2000) and the offsets from the radio source (RA= $`13^h47^m33^s.31`$, DEC= 12<sup>o</sup> 17 23$`\stackrel{}{\mathrm{.}}`$99) are 2$`\stackrel{}{\mathrm{.}}`$4 and 0$`\stackrel{}{\mathrm{.}}`$6 for the East and West components respectively. Even considering the accuracy of the HST absolute astrometry, $``$ 1″, it appears that the most likely identification of 4C 12.50 is the Western nucleus and it will adopted in this paper. The central component of the line emission is very compact and shows a faint elongation towards the West. At 1$`\stackrel{}{\mathrm{.}}`$2 North there is an arc-like structure, which extends $``$ 1″ perpendicular to the direction to the nucleus. Fainter diffuse emission is found 2″ North of the nucleus. The radio emission (Stanghellini et al., 1997) is confined within $``$ 0$`\stackrel{}{\mathrm{.}}`$1 (300 pc). It shows a distorted, triple morphology oriented approximately along PA -20. The compactness of 4C12.50 is confirmed by the VLA observations of Crawford et al. (1996) in which it appears unresolved. ### 5.2 Snap-shot Observations #### 5.2.1 3C 49 3C 49 is the weakest source in our sample and there is only marginal evidence for line emission in the narrow band image which is not presented. The broad band image (de Vries et al. 1997) shows a central compact component and a faint elongation, less than 1″ in size, along PA $`55^{}`$. The radio source associated with 3C 49 has a double asymmetric structure elongated in the EW direction (Fanti et al., 1989), with a weak core closer to the brighter western lobe. The overall size is $``$ 1 ″. #### 5.2.2 3C 93.1 The central optical source is marginally extended along PA + 60 and is dominated by line emission. A faint emission-line feature extends $``$ 1″ from the nucleus along $``$ 45. The radio structure is both complex and compact ($`0.6`$ ″), about a factor of 2 smaller than the emission-line region (Dallacasa et al., 1995). #### 5.2.3 3C 138 3C 138 appears unresolved at the resolution and sensitivity of the snapshot images which are presented. However, the central continuum source accounts for only 15 % of the on-band emission, indicating that line emission is associated with its nuclear regions and it originates in a very compact region, $``$0$`\stackrel{}{\mathrm{.}}`$1 (1.5 kpc). The radio source has a triple structure, with a bright radio core and a bright jet embedded in the NE lobe. Around the radio core position Cotton et al. (1997) found a large Faraday rotation measure which is likely to occur in the compact line emitting region. In contrast, in the northern jet/lobe, the rotation measure is virtually zero, consistent with the lack of line emission indicating the presence of little warm gas. #### 5.2.4 3C 268.3 The line emission has a jet-like morphology which extends 0$`\stackrel{}{\mathrm{.}}`$7 NE and 2$`\stackrel{}{\mathrm{.}}`$0 toward the SW from the center of the host galaxy. In the brightest regions it is oriented along PA -45 while it bends toward smaller position angles in the fainter extensions on both sides. The central component is also dominated by line emission. Another galaxy, possibly a companion, is seen 2″ SW of 3C 268.3. The radio emission has an asymmetric double lobed morphology (Fanti et al., 1985), extended $``$ 1$`\stackrel{}{\mathrm{.}}`$4 along PA -20 , clearly misaligned with respect to the line emitting gas. A weak core is detected, closer to the southern component (Ludke et al. 1998). Registering the radio core on top of the peak of line emission, shows that the northern lobe is at the edge of the line emission, while the southern, due to the difference in optical and radio PA, is outside the line emission region. #### 5.2.5 3C 305.1 The on-band image shows an elongated structure, extending over $``$ 1$`\stackrel{}{\mathrm{.}}`$5 along PA $``$ +30, which is also seen in the F702W image. The comparison between the narrow and broad band images indicates that this is dominated by line emission. The radio emission forms a double lobed structure with a separation between the two components of $``$ 2″. The radio axis is at PA -10. The radio core has not been detected, so that a good registration of the optical and radio image is not possible. However, almost certainly both radio lobes are outside the line emitting region. #### 5.2.6 3C 343.1 The broad-band image reveals a linear feature, 0$`\stackrel{}{\mathrm{.}}`$5 in size, oriented approximately along the EW axis, which is superposed on more diffuse emission. The similarity to the structure seen in the narrow band image indicates that they are dominated by emission lines. The radio source has a double structure, with overall size $``$ 0.38 ″, and is oriented EW. The two lobes are different in flux and shape, the western one being more luminous and broader. No radio core has been detected yet, so that the registration of the optical and radio image is somewhat uncertain. However it is likely, that both radio lobes are still embedded in the NLR. ## 6 The properties of the emission line regions in CSS Ground-based spectroscopic studies of CSS have been carried out by GW94, Baker et al. (1996), Hirst et al. (1996) and Morganti et al. (1997). CSS radio sources have optical spectra which, to first order, are typical of powerful radio galaxies. In all cases, strong emission lines and high (or medium) ionization spectra have been found. It is therefore not surprising that all our objects are detected in our new \[O III\] $`\lambda 5007`$ images, while only one is undetected in the \[O II\] $`\lambda 3727`$ images. However, one of the new results of this study is that EELR, extending beyond the radio emission, are commonly found in CSSs. Clearly, unlike the conventional radio galaxies, this extended gas cannot be excited by interaction with the radio outflow and is presumably therefore photoionized by the nuclear radiation field. Furthermore, for the well resolved objects we see a correlation between radio and line emission structures. In the following sections we will elaborate on these results. ### 6.1 The inner emission line regions In all on-band images, with the possible exception of 3C 49 and 3C 305.1, a central compact (smaller than 0$`\stackrel{}{\mathrm{.}}`$3) component is seen. The comparison with the continuum or the broad band images clearly indicates that these central sources are dominated by line emission. A large fraction of the line emission (between 30% and 90%) originates within 0$`\stackrel{}{\mathrm{.}}`$1 - 0$`\stackrel{}{\mathrm{.}}`$3 of the nucleus, corresponding to a linear scale of less than $``$ 3 kpc. The narrow filter passband, which is less than 90 Å wide, includes only the forbidden \[O III\]$`\lambda \lambda `$4959,5007 (or \[O II\] $`\lambda 3727`$) lines. Any contribution from permitted broad lines is excluded. We are observing compact Emission Line Regions, commonly observed in extended radio-galaxies, and whose size is comparable to the typical extension of the NLR of Seyfert galaxies. ### 6.2 The extended line emitting regions In four of the pointed sources, 3C 48, 3C 147, 3C 303.1 and 4C12.50, the line emission extends well beyond the radio structure. Not surprisingly these are sources for which pointed observations are available. We also note that the only source for which we have pointed observations which does not show line emission extending beyond the radio lobes is 3C 277.1 which is the largest amongst these radio sources. We conclude that line emission, on a scale significantly larger than the radio emission, is commonly detected when the images are sufficiently deep. The structure of this extended emission is intriguing. In three cases (3C 147, 3C 303.1 and 4C12.50) it takes the form of an arc-like feature perpendicular to the radio axis, but displaced far beyond the lobe edge. In 3C 48 it is quite different being concentrated in arm-like structures which are nonetheless located essentially along the radio axis. The gas responsible for this extended emission is localized in well defined structures. Again, this is very similar to what is observed in the ENLR of Seyfert galaxies (e.g. NGC 5252, Tadhunter & Tsvetanov 1989, and Mrk 573, Capetti et al. 1996) which are composed of arcs and filaments of gas. Both in CSS and Seyferts, these structures are found approximately in the direction of the radio axis but they are elongated in a direction perpendicular to it. The origin of the illuminated shell structures is unclear. They might have formed in a previous phase of nuclear activity as a result of compression of the ISM by radio ejecta. The lack of associated radio emission requires a long time scale between the different nuclear phases. Alternatively, these structures might be intrinsic to the gas distribution of the galaxy. For example, gaseous shells might have been formed due to a merger and in this case we only see those parts which are illuminated by the nuclear radiation field. The projected angle covered by these structures, as seen from the nucleus, varies from $``$ 30 in 3C 303.1, to $``$ 45 in 4C 12.50 and 3C147, to 110 in 3C 48. Since the line emission is tracing the intersection between the gas and the geometrical pattern of the nuclear radiation, either the radiation field is highly anisotropic or the gas is located only along the radio axis. We will discuss the issue of anisotropy further in Section 7 from the perspective of “photon counting”. ### 6.3 The association between radio and optical emission In six sources (3C 147, 3C 268.3, 3C 277.1, 3C 303.1, 3C 305.1 and 3C 343.1) the size of the radio emission is such that we can study the relationship between radio and optical structures. In 3C 303.1 and 3C 268.3 the radio emission has a double lobed morphology and the line emission originate in two symmetrical jet-like structures which connect the central source with the radio lobes. The images of 3C 305.1 are clearly of lower quality, but this source appears to share a similar elongated morphology. These linear structures of the line emission follow the radio axis, suggesting that they are tracing the path of the undetected radio jets which are feeding the lobes. It is likely that the compression caused by interaction between the jets and the external medium causes the emission to be highly enhanced along their path (Taylor et al. 1992). The very broad (FWHM up to 2000 km/s) and flat topped line profiles commonly observed in CSS (e.g. GW94) are also an indication of jet-induced gas acceleration. Interestingly, the line emission is always slightly mis-aligned with respect to the radio axis and its structure is not exactly straight but clearly curved. Although it is possible that the invisible jets are indeed bent, this is not usually the case in the more extended, double lobed, radio source (e.g. Cygnus A) in which the highly supersonic jets are quite linear. The results obtained for these sources are very reminiscent of what is observed in Seyfert galaxies in which there is a close association between radio and line emission and similarly a slight misalignment between the radio jets and optical emission is observed (Capetti et al. 1995b). Capetti et al. interpreted this as due to the expansion of the radio source in a stratified gas distribution and it is likely that this idea is also applicable to the CSSs. The situation is more complex for 3C277.1: the SE radio lobe is located at the edge of the line structure. Conversely the NW lobe is well outside the shell-like line emitting region. In 3C343.1 and 3C 147 the smaller size of the radio structure does not allow us to perform a detailed analysis, but clearly the radio and the line emission are well aligned and of very similar angular size. Overall, we do not find any clear connection between radio structure asymmetry and line emission asymmetry. For instance, in 3C277.1 the lobe closest to the core is associated with the brightest region of line emission, while the converse is true for 3C268.3. ## 7 The ionization mechanism Optical spectra of CSS sources are available only for a handful of 3CR sources from GW94 and Hirst, Jackson & Rawlings (1996) and for those amongst the complete 2–Jy sample studied by Morganti et al. (1997). A comparison of the emission line luminosities of CSS sources with those of extended radio sources has been recently carried out by Hes, Barthel & Fosbury (1996) and by Morganti et al. (1997) for the 2Jy sample. The log L<sub>\[OIII\]</sub> vs log P<sub>radio</sub> plot, including \[O III\] luminosities from the HST data, is shown in Fig. 8 in which CSS sources are marked with filled symbols. Although, admittedly, the spread in the correlation is large, for a given radio power, the CSS have \[OIII\] luminosities comparable to those of the extended sources. Similarly CSS quasars and CSS radiogalaxies are indistinguishable on this plot (cf. Hes et al. 1996, and Morganti et al. 1997). This overall similarity of the CSS and extended sources indicates that they have , at least to first order, their emission-line regions have similar physical conditions and ionization mechanisms . Typical line ratios of the narrow line component in CSS (GW94) are: $`H_\beta `$/\[O III\] $`\lambda 5007`$ $`=0.18\pm 0.02`$ \[O II\] $`\lambda 3727`$/\[O III\] $`\lambda 5007`$ $`0.3\pm 0.05`$ $`(H_\alpha +[NII])/H_\beta 7.5\pm 1.5`$ These line ratios are consistent with photoionization by a power-law continuum from the nucleus (Robinson et al. 1987). Nevertheless, it is important to check that the nucleus is actually sufficiently luminous to provide the required ionizing flux. We do this by comparing the ionizing photon luminosity determined from the emission line fluxes using photon-counting arguments with that inferred by extrapolating the observed optical continuum of the nucleus. We first calculate the rest-frame optical luminosity, $`L_{\nu _F}`$, for each source using the fluxes listed in Table 4. Representing the optical–X-ray continuum by a power-law of spectral index, $`\alpha _{ox}`$, the ionizing photon luminosity is given by $$Q_{ext}=\frac{L_{\nu _F}\left(\frac{\nu _F}{\nu _H}\right)^{\alpha _{ox}}}{h\left\|\alpha _{ox}\right\|}$$ (1) where $`\nu _F`$ and $`\nu _H`$ are, respectively, the frequencies corresponding to the filter central wavelength and the Lyman limit. We adopt the average value of the optical–X-ray spectral index, $`\alpha _{ox}1.3`$ found by Brinkmann et al. (1997) for radio loud AGN. The ionizing photon luminosities determined in this way are listed in Table 5. The ionizing photon luminosity necessary to sustain the line emission is easily calculated from the H$`\beta `$ luminosity. In order to estimate the latter we multiply the measured \[OIII\] $`\lambda `$ 5007+4959 fluxes (Table 4) by the factor $`3/4\times `$ the typical $`H\beta /`$\[O III\] $`\lambda 5007`$ ratio for CSS quoted above, and use the result to calculate the rest frame luminosity. The minimum ionizing photon luminosity required to produce the $`H\beta `$ emission corresponds to the limiting case in which all ionizing photons are absorbed, that is, the covering factor of the emission line region is unity. This is given by $$Q_{min}=\frac{L_{H\beta }}{p_{H\beta }h\nu _{H\beta }}$$ (2) where $`p_{H\beta }0.1`$ is the probability that any recombination will result in the emission of an H$`\beta `$ photon. We have calculated minimum ionizing photon luminosities for both the NLR and the EELR; their ratios to $`Q_{ext}`$ are listed in Table 5. If the nuclear ionizing continuum is isotropic these ratios are equivalent to the covering factors of the respective emission line regions. There is a clear difference between the two quasars for which we have emission line fluxes, and the two radio galaxies. In the quasars, $`<20`$% of the available ionizing photons need to be absorbed in the NLR to produce the line emission. Since this fraction seems reasonable for the NLR covering factor, we conclude that the photon budget is consistent with pure photoionization by the nuclear continuum source. The nuclear continuum sources of the quasars are also powerful enough to photoionize their extended emission line regions. The implied covering factors are relatively high ($`0.3and0.4`$, respectively) but inspection of the images (Figs 2 and 3) shows extensive \[O III\] $`\lambda 5007`$ emission widely distributed around the nucleus in both cases. Furthermore, our power-law extrapolation may underestimate the true ionizing luminosity if the “big blue bump”, which is ubiquitous in quasars, contributes significantly to the EUV continuum. For the radio galaxies, on the other hand, the inferred ionizing luminosity is barely sufficient to power the NLR emission, with covering factors $`0.5`$ and $`1`$, respectively, being required. The ionizing photon budget for the ELR in 3C 303.1 appears to be even more difficult to reconcile with nuclear photoionization, since $`Q_{min}`$ exceeds $`Q_{ext}`$ by a factor $`5`$. This is entirely consistent with what we expect on the basis of unified schemes for radio-loud AGN. These schemes hold that the central continuum source and broad-line region are surrounded by a dusty molecular torus, with radio galaxies and quasars being identified as “edge-on” and “pole-on” sources, respectively. If this is correct, the optical continuum observed in the radio galaxies is unlikely to come directly from the active nucleus and therefore the calculated values of $`Q_{ext}`$ will not reflect the true nuclear ionizing photon luminosity. For this reason, we cannot exclude AGN photoionization of either the NLR or ELR in the two radio galaxies, even though the calculated covering factors are implausibly high. These results can be explained if the nuclear radiation field is anisotropic. Another possibility is that shock ionization is important. Recently a jet-driven auto-ionizing shock model for the line emission has been presented by Bicknell et al. (1997). In order for emission lines to be observed requires both that the velocities are $`10^3`$ km s<sup>-1</sup> and that the external densities ($`>`$ $`10^2`$ cm<sup>-3</sup>) are high, so that the cooling time of the shocked gas is smaller than the dynamical time of the radio source. Of course this mechanism cannot apply in those cases in which the emission lines originate beyond the radio emission. As described in Section 6, in all sources in which the size the radio emission extends over more than 1″, and which are therefore sufficiently extended to be fully resolved by our HST images, the bow shock structures which in this model are expected to enshroud the advancing radio-lobes are not observed. This indicates that the leading shocks are already in a non radiative phase when the radio source size exceeds a typical scale of $``$ 5 - 10 kpc and do not produce significant line emission when compared to the total source line luminosity. In contrast, the innermost regions of line emission in these CSS can be powered by fast shocks which are laterally expanding in the regions where the ISM is denser and with a shorter cooling time. This argument also applies to the unresolved CSS of our sample. In general to establish which mechanism dominates, requires a combination of UV line diagnostic ratios (Allen et al. 1998) and shock velocities determined from kinematic studies. In this context spectroscopy with the HST would be critical in separating the NLR from the ENLR in CSSs. ## 8 The nature and evolution of CSS As we described in the Introduction CSSs may be either young or frustrated radio sources. While it is clear from our present data that the larger CSS are currently not trapped by ambient gas the question remains if their earlier evolution was significantly impeded by the environment or if the smaller CSS in our sample are still frustrated. Here we use our new data and data available in the literature to investigate this issue. De Young (1993) and Fanti et al. (1995) have shown that, in order to confine average power CSSs for periods in excess to $`10^7`$ years, an ambient gas of number density $`>`$ 1 - 10 cm<sup>-3</sup> (with corresponding core radii from 5 to 1 Kpc) is required. The mass of gas implied by the “frustration scenario” is always rather large, $`10^9M_{\mathrm{}}`$. If this gas exists, the problem is to find out the kind of medium (hot, tepid, cold). While it seems (O’Dea et al., 1996) that the (limited existing data exclude a hot ($`10^7`$) medium, which would produce copious X-rays it is still possible that a cooler confining medium exists. We can use the line luminosities to investigate if the density of line emitting gas is adequate to trap the radio ejecta. From our images we can estimate the size of the emission line regions as well as the associated \[OIII\] luminosities. When no HST photometry is available we used data from GW94. The \[O III\] luminosities are converted to narrow $`H_\beta `$ luminosities using an average ratio of 0.18 $`\pm `$ 0.02. We preferred this average value to that measured for individual objects in GW94 since they include also an unknown contribution from the broad $`H_\beta `$ line. Since the HST and GW94 luminosities are in reasonable good agreement, this implies that they refer to the same emitting volume. When the \[O III\] $`\lambda 5007`$ line is not available, we use the \[O II\] $`\lambda 3727`$ luminosity and convert it to $`H_\beta `$ by a factor 0.6 $`\pm `$ 0.1. Assuming a case B (Osterbrock 1989) model the $`H_\beta `$ luminosity is given by: $$L(H_\beta )1.24\times 10^{25}n_e^2\mathrm{\Phi }V$$ (3) where $`n_e`$ is the electron density of the line emitting region, V its volume and $`\mathrm{\Phi }`$ the filling factor. We find 0.3 $`<`$ $`n_e\times \mathrm{\Phi }^{1/2}`$ $`<`$ 40. The larger values for $`n_e\times \mathrm{\Phi }^{1/2}`$ are found for 3C 49 and 3C 138, for which the line flux is produced in a region much smaller than the radio size. Excluding these two objects, the upper limit on $`n_e\times \mathrm{\Phi }^{1/2}`$ is $`4`$. As shown by Fanti et al. (1995), if the external medium is clumpy, it is the volume averaged density $`n_{sm}=n_e\times \mathrm{\Phi }`$ which is appropriate in confining the radio source. The value of $`n_e^2\times \mathrm{\Phi }`$ determined using equation (3) are such that, for $`\mathrm{\Phi }`$ $`<`$ $`10^2`$, $`n_{sm}`$ is too small to trap the CSS. Conversely, if we take a representative gas density of $`n_e10^3`$, determined directly for a few objects using the \[SII\] doublet (Eracleous and Halpern, 1993), we get $`\mathrm{\Phi }10^5`$ and $`n_{sm}10^2`$, at least two orders of magnitude less than what needed by the ”frustration scenario”. Finally, we note that a cool ambient medium sufficiently dense to confine the radio source would also be optically thick to ionizing photons. The required column density is $`2\times 10^{22}`$ cm<sup>-2</sup>, which for neutral hydrogen, corresponds to a Lyman limit optical depth $`10^5`$. Few ionizing photons would escape the confining medium and we would not, therefore, expect to see line emission extending significantly beyond the radio source as is the case in 4 of the 5 sources for which we have obtained pointed observations. We conclude that our HST data favour the model in which CSSs are the young phase of the large size radio sources. ## 9 Is there any radio-optical continuum alignment effect? Recently, de Vries et al. (1997) found a strong alignment effect in broad band HST images of CSS at all redshifts. The off-band images obtained as part of the pointed observations allow us to study the genuine continuum morphology of these sources and therefore to explore the origin of their findings. In fact the LRF images isolate a spectral region free of emission lines, 100 Å wide centered in rest frame wavelength range 5400 - 5500 Å. The contour maps of these five continuum images are given in Fig. 8. In the same figures we also mark the orientation of the radio axis. The lower contours correspond to a surface brightness of $`1410^{17}\mathrm{ergs}^1\mathrm{\AA }^1\mathrm{cm}^2\mathrm{arcsec}^2`$; these reference values translate approximatively into a brightness limit of 20 - 22 mag arcsec<sup>-2</sup> in the V band. Three of these sources are identified with QSO’s and the host galaxy is only marginally detected: in 3C 147 the lower brightness regions are slightly elongated along NS; in 3C 48 the diffuse extended emission appears to be oriented at PA $``$ \- 30; the host galaxy of 3C 277.1 is essentially circular. Conversely, in the radio galaxies 3C303.1 and 4C 12.50 the stellar light is clearly visible: in the first case it is highly elongated in the NS direction; the case of 4C 12.50 is more complex due to the presence of a nearby companion and of a common diffuse halo. In the inner regions the isophotes are asymmetrical, being more extended, in both galaxies, toward the side opposite to the companion. The comparison between the radio and the optical continuum axis is not straightforward since, in most cases, the optical structure is essentially circular. In 3C 303.1, however, there is a clear misalignment ($`40^{}`$) between radio and optical structure. The optical continuum structure is not elongated in the direction of the radio axis in any of our sample. A possible explanation for these contrasting results might be the relative depths of the two set of data; however our longer exposure times ($`1200s`$) with respect to the snapshot observations compensates largely for the reduced efficiency of the linear ramp filter when compared to the broad F702W filter. We conclude that broad band images are in most cases heavily contaminated by line emission which, as we discuss in the previous sections, is indeed aligned with the radio structure. This interpretation is strongly supported by the comparison of the images for two objects which are in common between our and De Vries sample (3C 277.1 and 3C 303.1) for which a close radio/optical alignment is seen in the broad band images. By separating line and continuum contribution it is clear that only the line emission is aligned with the radio structure. Similarly, the elongated optical structure (closely aligned with radio axis) seen in the broad band images of 3C 268.3, 3C 305.1 and 3C 343.3 is cospatial with the emission line region as revealed by the narrow band images, suggesting that line emission is also dominating in these cases. ## 10 Summary and conclusions In this paper, we analyzed narrow band HST images of eleven CSS radio sources. In all but one of the targets (3C 49) line emission has been detected and only in the case of 3C 138 is it unresolved at the HST resolution. As is generally observed in extended radio galaxies a large fraction (between 30% and 90%) of the line emission originates within a few kpc of the active nucleus. In six galaxies the radio emission is sufficiently extended that a comparison can be drawn between radio and optical morphologies. The line emission has an elongated jet-like structure aligned with the radio axis. It is likely that this connection between the radio and optical emission is produced by the interaction of the jets with the ambient medium, in a similar way to that observed in Seyfert NLR. This interpretation is also supported by the very broad and flat topped line profiles commonly observed in CSS. Measuring the velocity and the size of the expanding line emitting region provides a unique tool for estimating dynamical timescales for these sources. However, in four out five of the sources for which deep observations are available the line emission extends well beyond the size of the radio source, up to a radius of 10 to 30 kpc. The gas responsible for this extended emission is aligned with the radio axis and is localized in well defined elongated structures confined to ”broad cones” covering angles which vary between 30 and 110. Although the origin of the arc structures is unclear, their spatial distribution suggests that they are illuminated by an anisotropic radiation field. This interpretation is supported by “photon counting” arguments. The unresolved continuum sources seen in Broad Line CSSs provide enough photons to ionize the ENLR. Conversely, in Narrow Line CSSs there is a clear photon deficit which indicates that the nucleus is hidden to our direct view, in agreement with the AGN unified scheme. In no source do we see a bow shock shaped emission line regions enshrouding the radio lobes (commonly observed in Seyfert galaxies) which are expected to form if CSS are trapped by a dense external medium. The question remains if their earlier evolution was significantly affected by the environment or if the smaller CSS are still frustrated. However, the average densities of ionized gas derived from our images are at least two orders of magnitude less than those needed by the ”frustration scenario”. Our data therefore support the alternative model in which CSSs are the young phase of the large size radio sources. Future kinematic studies of the gas should allow determination of dynamical timescale in the manner used by Capetti et al. (1998) for Seyfert galaxies. Pure continuum images are available for five CSSs. No alignment between radio and continuum emission is found. The alignment effect seen in broad-band HST images is due to line contamination which, unlike the continuum, is indeed aligned with radio emission. We would like to thank the anonymous referee for their helpful and prompt comments. RM acknowledges the Australian DIST for support under a International Science & Technology (IS&T) major grant. AC acknowledges financial support from the STScI Visitor Program. AR thanks the Royal Society for financial support.
warning/0006/cond-mat0006265.html	ar5iv	text	# Magnetic resonance peak and nonmagnetic impurities ## I Introduction In optimally doped $`\mathrm{YBa}_2\mathrm{Cu}_3\mathrm{O}_{6+\mathrm{x}}`$, the spin excitation spectrum is dominated by a sharp magnetic excitation at an energy of $``$40 meV and at the planar antiferromagnetic (AF) wave vector ($`\pi /a,\pi /a`$), the so-called magnetic resonance peak . Its intensity decreases with increasing temperature and vanishes at $`\mathrm{T}_\mathrm{c}`$, without any significant shift of its characteristic energy $`\mathrm{E}_\mathrm{r}`$. In the underdoped regime, $`\mathrm{E}_\mathrm{r}`$ monotonically decreases with decreasing hole concentration , so that $`\mathrm{E}_\mathrm{r}`$ 5 $`\mathrm{k}_\mathrm{B}\mathrm{T}_\mathrm{c}`$. Besides, it is possible to vary $`\mathrm{T}_\mathrm{c}`$ without changing the carrier concentration through impurity substitutions of Cu in the $`\mathrm{CuO}_2`$ planes. In $`\mathrm{YBa}_2(\mathrm{Cu}_{0.97}\mathrm{Ni}_{0.03})_3\mathrm{O}_7`$ ($`\mathrm{T}_\mathrm{c}`$=80 K), the magnetic resonance peak shifts to lower energy with a preserved $`\mathrm{E}_\mathrm{r}`$/$`\mathrm{T}_\mathrm{c}`$ ratio . In optimally doped $`\mathrm{Bi}_2\mathrm{Sr}_2\mathrm{CaCu}_2\mathrm{O}_{8+\delta }`$ ($`\mathrm{T}_\mathrm{c}`$=91 K), a similar magnetic resonance peak has been recently observed at 43 meV . Furthermore, $`\mathrm{E}_\mathrm{r}`$ shifts down to 38 meV in the overdoped regime ($`\mathrm{T}_\mathrm{c}`$=80 K) , preserving a constant ratio with $`\mathrm{T}_\mathrm{c}`$: $`\mathrm{E}_\mathrm{r}`$ 5.4 $`\mathrm{k}_\mathrm{B}\mathrm{T}_\mathrm{c}`$. Thus, whatever the hole doping, the energy position of the magnetic resonance peak always scales with $`\mathrm{T}_\mathrm{c}`$. In underdoped $`\mathrm{YBa}_2\mathrm{Cu}_3\mathrm{O}_{6+\mathrm{x}}`$ (x=0.6,$`\mathrm{T}_\mathrm{c}`$=63 K, $`\mathrm{E}_\mathrm{r}`$=34 meV), recent INS measurements provide evidence for incommensurate-like spin fluctuations at 24 meV and low temperature (seemingly similar to those observed $`\mathrm{La}_{2\mathrm{x}}\mathrm{Sr}_\mathrm{x}\mathrm{CuO}_4`$) . These incommensurate-like spin fluctuations are also observed at higher oxygen concentrations: x=0.7 , x=0.85 . As a function of temperature and energy , the incommensurability increases below $`\mathrm{T}_\mathrm{c}`$ with decreasing temperature and decreases upon approaching $`\mathrm{E}_\mathrm{r}`$ in the superconducting state. The results point towards an unified description of both incommensurate spin excitations and magnetic resonance peak in terms of an unique (dispersive) collective spin excitation mode, as predicted in Ref. . In this paper, we review effects of nonmagnetic Zn impurities on the magnetic resonance peak in $`\mathrm{YBa}_2\mathrm{Cu}_3\mathrm{O}_7`$. Among all candidates for substitution to Cu in the $`\mathrm{CuO}_2`$ planes of $`\mathrm{YBa}_2\mathrm{Cu}_3\mathrm{O}_7`$, nonmagnetic Zn<sup>2+</sup> ions (3d<sup>10</sup>, S=0) induce the strongest $`\mathrm{T}_\mathrm{c}`$ reduction ($``$ -12 K/$`\%`$ Zn) . Furthermore, low Zn substitution preserves the doping level and introduces only minimal structural disorder. We compare the spin excitation spectra reported from inelastic neutron scattering (INS) measurements performed in $`\mathrm{YBa}_2(\mathrm{Cu}_{1\mathrm{y}}\mathrm{Zn}_\mathrm{y})_3\mathrm{O}_7`$ for various Zn/Cu substitution rates (Characteristics of single crystals used for INS measurements are listed in Table I). Through Zn substitution, the magnetic resonance peak magnitude strongly decreases and its energy position slightly shifts to lower energy, so that the ratio $`\mathrm{E}_\mathrm{r}`$/$`\mathrm{T}_\mathrm{c}`$ increases. In contrast to the Zn free system, where the normal state magnetic response is not experimentally discernible, nonmagnetic impurities restore or enhance AF spin fluctuations above $`\mathrm{T}_\mathrm{c}`$ and up to $``$250 K. ## II INS measurements Throughout this review, the wave vector $`𝐐`$ is indexed in units of the reciprocal tetragonal lattice vectors $`2\pi /\mathrm{a}=2\pi /\mathrm{b}=1.63`$ Å<sup>-1</sup> and $`2\pi /\mathrm{c}=0.53`$ Å<sup>-1</sup>. In this notation the $`(\pi /\mathrm{a},\pi /\mathrm{a})`$ wave vector parallel to the $`\mathrm{CuO}_2`$ planes corresponds to points of the form (h/2,k/2) with h and k odd integers. Because of the well known intensity modulation of the low energy spin excitations due to interlayer interactions , data were taken close to L=1.7 $`l`$ where $`l`$ is an odd integer. In pure $`\mathrm{YBa}_2\mathrm{Cu}_3\mathrm{O}_7`$, the magnetic resonance peak appears at $`\mathrm{E}_\mathrm{r}`$40 meV . Figure 1.a shows the difference between two energy scans, performed with a momentum transfer fixed at $`𝐐_{\mathrm{AF}}`$=(1.5,0.5,1.7). The former is measured deep in the superconducting state and the latter, in the normal state, close to $`\mathrm{T}_\mathrm{c}`$. The magnetic resonance peak gives rise to a positive contribution to the difference spectrum, with a maximum at $`\mathrm{E}_\mathrm{r}`$ (Fig. 1.a). Besides, a negative difference at low energy stems from phonon scattering (determined independently through constant-energy scans). The magnetic intensity has been converted to the imaginary part of the dynamical magnetic susceptibility, $`\chi \mathrm{"}`$, after correction by the detailed balance and magnetic form factors and calibrated against optical phonons according to a standard procedure . The maximum at $`\mathrm{E}_\mathrm{r}`$ in Fig. 1.a then corresponds to an enhancement of $`\chi \mathrm{"}`$ at the AF wave vector (hereafter $`\mathrm{\Delta }\chi \mathrm{"}(𝐐_{\mathrm{AF}},\mathrm{E}_\mathrm{r})`$) of $``$ 300 $`\mu _\mathrm{B}^2.\mathrm{eV}^1`$. A fit to a Gaussian profile of the positive part of the difference spectrum (Fig 1) provides an estimate of the energy distribution of $`\mathrm{\Delta }\chi \mathrm{"}(𝐐_{\mathrm{AF}},\mathrm{E})`$ around $`\mathrm{E}_\mathrm{r}`$. The full width at half maximum of the difference spectrum is $`\mathrm{\Delta }\mathrm{E}`$6 meV, of the same order of magnitude as the instrumental resolution ($``$5 meV), yielding an intrinsic energy width of at most $``$3 meV. In $`\mathrm{YBa}_2\mathrm{Cu}_3\mathrm{O}_7`$, the magnetic resonance peak is thus almost resolution limited in energy . The temperature dependence of $`\chi \mathrm{"}(𝐐_{\mathrm{AF}}`$,40 meV), shown in Fig. 2.a , exhibits a marked change at T<sub>c</sub>, and an order-parameter-like curve in the superconducting state: the telltale signature of the resonance peak. Above $`\mathrm{T}_\mathrm{c}`$, magnetic fluctuations are not sizeable anymore. According to Ref. , the magnitude of spin fluctuations left above $`\mathrm{T}_\mathrm{c}`$ cannot exceed $``$70 $`\mu _\mathrm{B}^2.\mathrm{eV}^1`$. At 40 meV, the ratio, R, between the intensities of AF spin fluctuations above $`\mathrm{T}_\mathrm{c}`$ and at low temperature ranges from 0 to $``$ 20$`\%`$ (see Table. I). The same kind of INS measurements have been performed on Zn substituted $`\mathrm{YBa}_2\mathrm{Cu}_3\mathrm{O}_7`$ samples. The difference spectrum of neutron intensities for each Zn content is determined from energy scans performed at wave vector $`𝐐_{\mathrm{AF}}`$=(-1.5,-0.5,1.7), following the procedure described above for the Zn free sample. For each Zn content, the difference spectra still exhibit a positive maximum around $``$40 meV (Fig. 1), that accounts for an enhancement of the magnetic response at low temperature. The intensity at the maximum drops down with increasing Zn substitution (Table I). Nonmagnetic impurities, that strongly reduce $`\mathrm{T}_\mathrm{c}`$, therefore significantly weaken the enhancement of the magnetic response in the superconducting state, ascribed to the magnetic resonance peak. The energy position of the maximum slightly moves to lower energy, giving rise to a progressive increase of the ratio $`\mathrm{E}_\mathrm{r}`$/$`\mathrm{T}_\mathrm{c}`$ from $``$ 5 to $``$ 6. In addition, the energy distribution $`\mathrm{\Delta }\mathrm{E}`$ ($``$8 meV) broadens with Zn substitution, as compared to the difference spectrum of the Zn free sample (Fig. 1.a). The magnetic resonance peak thus exhibits an intrinsic energy width that accounts for a disorder induced broadening . In $`\mathrm{YBa}_2(\mathrm{Cu}_{0.99}\mathrm{Zn}_{0.01})_3\mathrm{O}_7`$, the temperature dependence of $`\chi \mathrm{"}(𝐐_{\mathrm{AF}},40\mathrm{m}\mathrm{e}\mathrm{V})`$ shows an upturn at $`\mathrm{T}_\mathrm{c}`$ and displays remnants of an order parameter lineshape in the superconducting state, that characterize the magnetic resonance peak (Fig. 2.b). The change of slope at $`\mathrm{T}_\mathrm{c}`$ is hardly visible in the 0.5$`\%`$ and 2$`\%`$ Zn substituted samples (where data quality is not as high). Indeed, the hallmark of the magnetic resonance peak in the temperature dependence of $`\chi \mathrm{"}`$ is partially scrambled by AF spin fluctuations in the normal state which are enhanced or restored by Zn. These fluctuations persist up to $``$250 K (Fig. 2). Close to 40 meV, their relative weight with respect to the magnetic intensity at low temperature, R, increases with increasing Zn substitution (Table I). Notice that the slight anomaly at $`\mathrm{T}_\mathrm{c}`$ in the 1$`\%`$ Zn substituted sample is visible only because of the high quality of the data and that the improvement of data quality in other Zn substituted samples could reveal the same feature. The temperature dependence of $`\chi \mathrm{"}(𝐐_{\mathrm{AF}},\mathrm{E})`$ has been measured at 30 meV and 35 meV in $`\mathrm{YBa}_2(\mathrm{Cu}_{0.99}\mathrm{Zn}_{0.01})_3\mathrm{O}_7`$ (Fig. 2.c-d). In this system, the magnetic resonance peak appears precisely at 38 meV ($`\mathrm{\Delta }\mathrm{E}`$8 meV) and the enhancement of the magnetic response around $`\mathrm{T}_\mathrm{c}`$ can be observed in the temperature dependences of $`\chi \mathrm{"}`$ at 35 meV and 40 meV (Fig. 2.b-d). On the contrary, $`\chi \mathrm{"}(𝐐_{\mathrm{AF}},30\mathrm{m}\mathrm{e}\mathrm{V})`$ saturates or even slightly decreases below $`\mathrm{T}_\mathrm{c}`$. A detailed analysis of Fig. 2.b-d reveals that the intensity of the magnetic response left in the normal state is actually larger at 30 and 35 meV than at 40 meV. This implies a possible redistribution of the magnetic spectral weight in the normal state. Fig. 3.a-b show constant-energy scans at 40 meV in the (H,H/3,1.7) zone at 17 K and 275 K. At low temperature, the magnetic response displays a Gaussian momentum distribution centered at the AF wave vector, on top of a background that is slightly curved due to a contribution from phonons. At 275 K, the magnetic response is not sizeable anymore (Fig. 3.a) and an energy scan performed at $`𝐐_{\mathrm{AF}}`$=(-1.5,-0.5,1.7) characterizes the energy dependence of the background at high temperature (Fig. 3.c). In the energy range E=30-50 meV, its lineshape is well approximated by a third order polynomial fit of data at $`\{`$30, 35, 40, 50$`\}`$ meV. At lower temperature, the same fit of background intensities determined from a set of constant-energy scans at $`\{30,35,40,50\}`$meV defines an effective background (Fig. 3.d). Its subtraction from the raw intensity leads to the magnetic excitation spectrum (open symbols in Fig. 3.e). Figure 3.e shows the magnetic excitation spectrum at $`𝐐_{\mathrm{AF}}`$ from 30 to 50 meV in $`\mathrm{YBa}_2(\mathrm{Cu}_{0.99}\mathrm{Zn}_{0.01})_3\mathrm{O}_7`$: in the superconducting state (17 K), close to $`\mathrm{T}_\mathrm{c}`$ (85 K) and well above $`\mathrm{T}_\mathrm{c}`$ (200 K). In the normal state, the maximum of $`\chi \mathrm{"}(𝐐_{\mathrm{AF}},\mathrm{E})`$ moves inside the energy range 30-35 meV, whereas the maximum intensity is still peaked around $``$38 meV in the superconducting state. We can summarize the experimental observations in $`\mathrm{YBa}_2(\mathrm{Cu}_{1\mathrm{y}}\mathrm{Zn}_\mathrm{y})_3\mathrm{O}_7`$ as follows. In the superconducting state, the magnetic resonance peak broadens in energy and slightly moves to lower energy, but remains located close to $``$40 meV, the energy position of the resonance peak in pure $`\mathrm{YBa}_2\mathrm{Cu}_3\mathrm{O}_7`$. A broad peak with a characteristic energy comparable to (but somewhat lower than) the energy of the resonance peak appears in the normal-state response of Zn-substituted systems. While the normal state AF spin fluctuations develop with increasing Zn substitution, the enhancement of the magnetic response, associated with magnetic resonance peak in the superconducting state, fades away. ## III Discussion and conclusion A comparison of our measurements in the pure YBCO system with current models of the spin dynamics in cuprates is given in . However, most of these models do not incorporate disorder. Here we restrict the discussion to theoretical works where the interplay between (collective) spin excitations and quantum impurities in high temperature superconductors is expressly considered. In BCS d-wave superconductors, nonmagnetic impurities cause the decay of the quasi-particle states due to a strong scattering rate (close to the unitary limit), and then, give rise to a pair breaking that reduces strongly the superconducting order parameter. The resonant scattering by non magnetic impurities qualitatively account for most of the Zn substitutions effects in High-$`\mathrm{T}_\mathrm{c}`$ superconductors: i) the strong alteration the bulk superconducting properties, such as the critical temperature and the superfluid density , ii) the increase of the in-plane residual resistivity, iii) the reduction of the microwave surface resistance and iv) the appearance of a finite density of state at the Fermi level below $`\mathrm{T}_\mathrm{c}`$ . Therefore, as a consequence of the reduction of the superconducting order parameter, the threshold of the electron hole spin flip continuum at the AF wave vector moves in principle to low energy as, in the superconducting state, that threshold energy is basically proportional to twice the maximum of the $`d`$-wave gap. Thus, in any models where the resonance appears at or below the continuum threshold, nonmagnetic impurities should lead to a shift of the resonance to lower energy and the occurrence of damping (so that no clear resonance is observed at large impurity concentrations) . These results provide an explanation for the broadening of the magnetic resonance peak. Similar broadening can also occur due to disorder in the paramagnetic state of quantum antiferromagnet. However, the magnitude of the $`\mathrm{E}_\mathrm{r}`$-renormalization strongly depends on the model used to account for the magnetic resonance peak in the Zn-free system, and then, would be important to discriminate between the different models for the magnetic resonance peak. Furthermore, the strong scattering by non magnetic impurities, so crucial in the superconducting state, also modifies the normal state properties. In the normal state, the effect of nonmagnetic impurities on the the spin fluctuation spectral weight at the AF wave vector has been studied in the framework of the the 2D Hubbard model using the random phase approximation . The main effect of dilute impurities on the noninteracting dynamical spin susceptibility is a weak smearing. On the contrary, for an interacting system, the scattering of spin fluctuations by the (static and extended ) impurity potential with a finite momentum transfer (”umklapp” processes) becomes essential. Indeed, the ($`\pi /a,\pi /a)`$ spin fluctuations become mixed with other wave vector components, and a new peak in $`\chi \mathrm{"}(𝐐_{\mathrm{AF}},\omega )`$ can appear. Scanning tunneling microscopy (STM) in Zn substituted $`\mathrm{Bi}_2\mathrm{Sr}_2\mathrm{CaCu}_2\mathrm{O}_{8+\delta }`$ confirms the existence of a strong quasi-particle scattering rate by impurities. Indeed, STM shows intense quasi-particle scattering resonances at Zn sites, coincident with strong suppression of the superconducting coherence peaks at the Zn site. Furthermore, the superconducting peaks then are progressively restored over a distance, $`\xi `$, of about 15 Å. STM supports the proposal that the superfluid density reduction can be explained by non-superconducting regions of area $`\pi \xi ^2`$ around each impurity atoms, the so-called ”Swiss cheese” model, introduced to account for the decrease of the superconducting condensate density from $`\mu `$SR measurements . On a phenomenological level, our data are actually consistent with this scenario in which Zn impurities are surrounded by extended regions in which superconductivity never develops . Within this picture, superconductivity is then confined to (perhaps only rather narrow) regions far from the Zn impurities. This would explain why Zn impurities all but eradicate the effect of superconductivity on the spin excitations which is so readily apparent in the pure system. Since INS is a bulk measurement and the magnetic resonance peak is an intrinsic feature of the superconducting state, one may speculate that its intensity may be suppressed as the fraction of the system that becomes superconducting and, thus, may scale with the superfluid condensate density. In addition, in non-superconducting regions around Zn impurities, magnetic properties are strongly modified already far above $`\mathrm{T}_\mathrm{c}`$. According to nuclear magnetic resonance measurements, local magnetic moments develop on Cu sites surrounding a Zn impurity (up to the third nearest neighbors). The modification of the local magnetic properties and the resonant scattering from Zn impurities arise in a natural way from the strong correlation of the host as shown in exact diagonalizations of small clusters performed on the framework of the t-J model . According to these calculations, electrons form a bound state around the impurity site and the magnitude of the local moment is enhanced, as observed experimentally . When J/t becomes larger than $``$0.3, a mobile hole is trapped by the impurity potential induced by the local distortion of the AF background. Below $`\mathrm{T}_\mathrm{c}`$, a pair breaking effect occurs due to the binding of holes to the impurity. Likewise, a new magnetic excitation corresponding to the singlet-triplet excitation of the singlet impurity-hole bound state is predicted . The nucleation of staggered magnetic moment where superconductivity is suppressed and/or the singlet-triplet excitation of the singlet impurity-hole bound state may contribute to the a broad peak observed in the normal state up to $``$250 K, with a characteristic energy smaller than $`\mathrm{E}_\mathrm{r}`$ (but of the same order of magnitude). In this picture, the magnetic resonance peak and spin fluctuations intrinsic to Cu spins surrounding Zn impurities coexist in the superconducting state. In conclusion, our INS data show that the interplay between non magnetic quantum impurities and spin dynamics in the cuprates is a surprisingly rich field of investigation, that emphasized the importance of strong correlation and the competition between the superconducting ground state and antiferromagnetism. We hope that this review will stimulate further theoretical and experimental work. ###### Acknowledgements. The authors wish to acknowledge P. Hirschfeld, J. Bobroff, P. Pfeuty and F. Onufrieva for helpful discussions.
warning/0006/hep-ph0006048.html	ar5iv	text	# Squeezed Fermions at Relativistic Heavy Ion Colliders ## I Introduction In high energy heavy ion collisions, hot and dense hadronic matter is expected to be created in conditions similar to the ones in the early Universe about a few $`\mu `$sec after the Big Bang. Under these conditions, strongly interacting particles may propagate with a mass that differs from the mass in the asymptotic vacuum. Recently, it has been discovered that in-medium mass-modifications induce large back-to-back correlations (BBC) among pairs of asymptotic, observable bosons . However, it was not known before if the bosonic BBC would have an analogous effect in the fermion sector. In this Letter we show that fermion - anti-fermion pairs also exhibit BBC, if they propagate with a modified mass in the medium. The physical picture is that of a system in thermodynamical equilibrium which freezes-out suddenly. The masses and other properties of the hadrons in the system are modified due to interactions and a quasi-particle description is assumed. At freeze-out the quasi-particles are converted into the free particles that will be detected. Particle–anti-particle pairs detected with momenta back-to-back give rise to a quantum-mechanical correlation due to a nonzero overlap between the in-medium states and the free states. The quantum correlation can be calculated with a Bogoliubov-Valatin transformation between a quasi-particle basis and a free-particle basis. The bosonic BBC (bBBC) have a quantum optical analogy, namely the correlations in thermalized ensembles of two-mode squeezed states. It turns out that fermion BBC (fBBC) also have an analogy, which is the Andreev reflection, well-known in solid state physics. It refers to the scattering of electrons off the boundary of a superconductor - normal conductor junction. The reflected electrons are used to study the properties of the superconductors . Our results for fBBC generalize Andreev’s reflection to the case when superconductivity is suddenly switched off in the whole volume of the material, so that a junction prevails not at a given position for a long time but in the whole medium at a given instant. Quantum statistics enhances the probability of observing pairs of bosons in similar momentum states, while it suppresses the probability of observing pairs of fermions with nearby momenta. In spite of such Fermi-Dirac suppression factors that appear in the evaluation of the correlation function, we find that the dominant term of the fBBC, due to the Bogoliubov-Valatin transformation, is positive and similar in strength to the bosonic BBC of Refs. . The fBBC could be observed experimentally in <sup>197</sup>Au + <sup>197</sup>Au collisions at the Relativistic Heavy Ion Collider (RHIC), which started to take data at the Brookhaven National Laboratory at $`\sqrt{s}=56`$ and $`130`$ AGeV in 2000 and which will reach its full designed energy of $`\sqrt{s}=200`$ AGeV in the near future. The outline of the paper is as follows. In section II we consider the in-medium mass modification state at finite temperature. The spectra and the correlations for mass-shifted fermions are described in section III and section IV contains concluding remarks. ## II Basic assumptions We assume the validity of the concepts of local thermalization, hydrodynamics, and a short duration of particle emission. These concepts are in agreement with the observable single-particle spectra and two-particle correlations of pions, kaons and protons . We also assume the validity of the effective Hamiltonian $$H=H_0+H_I,$$ (1) where $$H_0=𝑑𝐱:\overline{\psi }(𝐱)(i𝜸\mathbf{}+M)\psi (𝐱):$$ (2) is the Hamiltonian in vacuum, and the interaction Hamiltonian $`H_I`$ describes the medium modifications and will be discussed shortly below. In Eq. (2), $`M`$ is the value of the proton (or in general, baryon) mass in free space, $`\psi `$ and $`\overline{\psi }`$ are the fermion field operators which satisfy the usual equal-time anti-commutation relations. We are interested in the single-particle and two-particle invariant momentum distributions for fermions and anti-fermions: $`N_1(𝐤_1)=\omega _{𝐤_1}a_{𝐤_1}^{}a_{𝐤_1},\stackrel{~}{N}_1(𝐤_1)=\omega _{𝐤_1}\stackrel{~}{a}_{𝐤_1}^{}\stackrel{~}{a}_{𝐤_1},`$ (3) $`N_2(𝐤_1,𝐤_2)=\omega _{𝐤_1}\omega _{𝐤_2}a_{𝐤_1}^{}\stackrel{~}{a}_{𝐤_2}^{}\stackrel{~}{a}_{𝐤_2}a_{𝐤_1}.`$ (4) Here, $`\widehat{O}`$ denotes the expectation value of operator $`\widehat{O}`$ in the thermalized medium, and the $`a^{}`$, $`a`$, $`\stackrel{~}{a}^{}`$, $`\stackrel{~}{a}`$ are creation and annihilation operators of free baryons and anti-baryons of mass $`M`$ and energy $`\omega _𝐤=\sqrt{M^2+\|𝐤\|^2}`$. These creation and annihilation operators are defined through the expansion of the baryon field operator as $$\psi (𝐱)=\frac{1}{\sqrt{V}}\underset{\lambda ,\lambda ^{},𝐤}{}\left(u_{\lambda ,𝐤}a_{\lambda ,𝐤}+v_{\lambda ^{},𝐤}\stackrel{~}{a}_{\lambda ^{},𝐤}^{}\right)e^{i𝐤𝐱},$$ (5) where $`V`$ is the volume of the system, $`u_{\lambda ,𝐤}`$ and $`v_{\lambda ^{},𝐤}`$ are Dirac spinors and the summation extends over momenta $`𝐤`$ and spin projections $`\lambda ,\lambda ^{}=1/2,1/2`$. The creation and annihilation operators satisfy canonical anti-commutation relations. The particle–anti-particle correlation function is defined as $$C_2(𝐤_1,𝐤_2)=\frac{N_2(𝐤_1,𝐤_2)}{N_1(𝐤_1)\stackrel{~}{N}_1(𝐤_2)}.$$ (6) As in the bosonic case , the expectation value of the four baryon operators in Eq. (4) can be calculated using Wick’s theorem generalized for a locally equilibrated system, with the result $`a_{𝐤_1}^{}\stackrel{~}{a}_{𝐤_2}^{}\stackrel{~}{a}_{𝐤_2}a_{𝐤_1}=a_{𝐤_1}^{}a_{𝐤_1}\stackrel{~}{a}_{𝐤_2}^{}\stackrel{~}{a}_{𝐤_2}a_{𝐤_1}^{}\stackrel{~}{a}_{𝐤_2}\stackrel{~}{a}_{𝐤_2}^{}a_{𝐤_1}+a_{𝐤_1}^{}\stackrel{~}{a}_{𝐤_2}^{}\stackrel{~}{a}_{𝐤_2}a_{𝐤_1}.`$ (7) The minus sign in the above equation is due to Fermi statistics. The expectation values involving $`a_{𝐤_1}^{}a_{𝐤_2}`$ and $`\stackrel{~}{a}_{𝐤_1}^{}\stackrel{~}{a}_{𝐤_2}`$ give rise to the chaotic amplitudes, while $`a_{𝐤_1}\stackrel{~}{a}_{𝐤_2}`$ gives rise to the “squeezed” amplitude, defined as $`G_c(𝐤_1,𝐤_2)`$ $`=`$ $`\sqrt{\omega _{𝐤_1}\omega _{𝐤_2}}a_{𝐤_1}^{}a_{𝐤_2},\stackrel{~}{G}_c(𝐤_1,𝐤_2)=\sqrt{\omega _{𝐤_1}\omega _{𝐤_2}}\stackrel{~}{a}_{𝐤_1}^{}\stackrel{~}{a}_{𝐤_2},`$ (8) $`G_s(𝐤_1,𝐤_2)`$ $`=`$ $`\sqrt{\omega _{𝐤_1}\omega _{𝐤_2}}a_{𝐤_1}\stackrel{~}{a}_{𝐤_2}.`$ (9) The chaotic amplitudes are non-vanishing for identical type of fermions and anti-fermions, while the squeezed amplitude is non-vanishing only for particle-anti-particle pairs. We will show in the following that, as in the case of bosons , the squeezed $`G_s(𝐤_1,𝐤_2)`$ can be considerably large if the in-medium masses of the baryons are different from their free-space values. In order to evaluate the thermal averages above we model the system as a globally thermalized gas of quasi-particles (quasi-baryons). The density matrix for such a system is given not in terms of the free-space creation and annihilation operators $`a^{}`$, $`\stackrel{~}{a}`$, $`\mathrm{}`$ , but by a new set that we denote by $`b^{}`$, $`\stackrel{~}{b}`$, $`\mathrm{}`$. They are of course different because of medium effects, described by the interacting Hamiltonian in Eq. (1). While it is the $`a`$-quanta that are observed as asymptotic states, it is the $`b`$ quanta that are thermalized in the medium. In a quasi-particle description of the system, the medium effects are taken into account through a self-energy function. For a spin-1/2 particle under the influence of mean fields in a many-body system, one can write its self-energy function as $$\mathrm{\Sigma }=\mathrm{\Sigma }^s+\gamma ^0\mathrm{\Sigma }^0+\gamma ^i\mathrm{\Sigma }^i.$$ (10) This function can be determined from a detailed calculation based on, for example, the Walecka or the Zimányi - Moszkowski models . Calculations in the context of such models show that $`\mathrm{\Sigma }^0`$ is weakly momentum dependent and $`\mathrm{\Sigma }^i`$ is very small (see for example Ref. for detailed numerical results). It is well known that a tensor contribution may also occur, however, in applications for nuclear matter and finite nuclei this additional component is negligible, and will not be considered here. Therefore, we assume $`\mathrm{\Sigma }^0`$ independent of momentum, and neglect $`\mathrm{\Sigma }^i`$. We denote the scalar component of the self-energy as $`\mathrm{\Sigma }^s(𝐤)=\mathrm{\Delta }M(𝐤)`$. Now, for a locally thermalized system, the role of $`\mathrm{\Sigma }^0`$ is to shift the chemical potential, i.e. $$\mu _{}=\mu \mathrm{\Sigma }^0.$$ (11) As we present our results as functions of the net baryon density, the value of $`\mathrm{\Sigma }^0`$ (or the difference between $`\mu `$ and $`\mu _{}`$) and its $`\mu `$ dependence need not be specified. More specifically, since we specify the total baryon density, we invert the expression of the density in terms of $`\mu _{}`$ to obtain the baryon and anti-baryon Fermi-Dirac distributions (see Eq. (17) below). In this way, the value of $`\mathrm{\Sigma }^0`$ and its dependence on $`\mu `$ are not needed. With these approximations, the effective Hamiltonian of Eq. (1) thus describes a system of quasi-particles with a momentum-dependent mass $`M_{}(𝐤)=M\mathrm{\Delta }M(𝐤)`$. In the context of the model we just described, the free-space and in-medium creation and annihilation operators are related through a fermionic Bogoliubov-Valatin transformation $$\left(\begin{array}{c}a_{\lambda ,𝐤}\\ \stackrel{~}{a}_{\lambda ^{},𝐤}^{}\end{array}\right)=\left(\begin{array}{cc}c_𝐤& \frac{f_𝐤}{\|f_𝐤\|}s_𝐤A\\ \frac{f_𝐤^{}}{\|f_𝐤\|}s_𝐤^{}A^{}& c_𝐤^{}\end{array}\right)\left(\begin{array}{c}b_{\lambda ,𝐤}\\ \stackrel{~}{b}_{\lambda ^{},𝐤}^{}\end{array}\right),$$ (12) where $`c_𝐤=\mathrm{cos}f_𝐤`$, $`s_𝐤=\mathrm{sin}f_𝐤`$, $`A`$ is a $`2\times 2`$ matrix with elements $`A_{\lambda ,\lambda ^{}}=\chi _\lambda ^{}\sigma \widehat{𝐤}\stackrel{~}{\chi }_\lambda ^{}^{}`$, where $`\widehat{𝐤}=𝐤/\|𝐤\|`$, $`\chi `$ is a Pauli spinor and $`\stackrel{~}{\chi }=i\sigma ^2\chi `$. Here, $`f_𝐤`$ is the squeezing function. In the present case, $`f_𝐤`$ is real and we will therefore drop the complex-conjugate notation in what follows. The effective Hamiltonian is brought to a diagonal form in the basis of the $`b`$ quanta when the squeezing function $`f_𝐤`$ is related to the mass shift $`\mathrm{\Delta }M`$ as , $$\mathrm{tan}(2f_𝐤)=\frac{\|𝐤\|\mathrm{\Delta }M(𝐤)}{\omega _𝐤^2M\mathrm{\Delta }M(𝐤)}.$$ (13) With this, the thermal averages are then evaluated with the following density matrix operator $$\widehat{\rho }=\frac{1}{Z}\mathrm{exp}\left(\frac{1}{T}\frac{V}{(2\pi )^3}𝑑𝐤\left[(\mathrm{\Omega }_𝐤\mu _{})b_{\lambda 𝐤}^{}b_{\lambda ,𝐤}+(\mathrm{\Omega }_𝐤+\mu _{})\stackrel{~}{b}_{\lambda 𝐤}^{}\stackrel{~}{b}_{\lambda ,𝐤}\right]\right).$$ (14) where $`V`$ is the volume of the system, $`T`$ the temperature, and $`\mathrm{\Omega }_𝐤=(𝐤^2+M_{}^{}{}_{}{}^{2})^{1/2}`$ is the quasi-particle energy. $`Z`$ is the trace of the exponential factor in Eq. (14). The evaluation of the thermal averages in Eqs. (8) and (9) is very easy and the results are $`a_{\lambda ,𝐤}^{}a_{\lambda ^{},𝐤^{}}`$ $`=`$ $`(c_𝐤^2n_𝐤+s_𝐤^2(1\stackrel{~}{n}_𝐤))\delta _{\lambda \lambda ^{}}\delta _{\mathrm{𝐤𝐤}^{}},`$ (15) $`\stackrel{~}{a}_{\lambda ,𝐤}a_{\lambda ^{},𝐤^{}},`$ $`=`$ $`(1\stackrel{~}{n}_𝐤n_𝐤)c_𝐤s_𝐤(A)_{\lambda \lambda ^{}}\delta _{\mathrm{𝐤𝐤}^{}},`$ (16) where $$n_𝐤=\frac{1}{\mathrm{exp}\left[(\mathrm{\Omega }_𝐤\mu _{})/T\right]+1},\stackrel{~}{n}_𝐤=\frac{1}{\mathrm{exp}\left[(\mathrm{\Omega }_𝐤+\mu _{})/T\right]+1}.$$ (17) The terms $`\stackrel{~}{a}_{\lambda ,𝐤}^{}a_{\lambda ^{},𝐤^{}}`$ and $`a_{\lambda ,𝐤}^{}\stackrel{~}{a}_{\lambda ^{},𝐤^{}}`$ in Eq. (7) vanish because they involve expectation values of two baryon annihilation operators, or two anti-baryon creation operators, or one baryon and one anti-baryon operators. ## III Spectra and correlations for mass-shifted fermions If a thermal gas of $`b`$ fermions freezes out suddenly at temperature $`T`$, the observed single particle and anti-particle spectrum are given by $$N_1(𝐤)=\frac{V}{(2\pi )^3}\omega _𝐤\left[c_𝐤^2n_𝐤+s_𝐤^2(1\stackrel{~}{n}_𝐤)\right],$$ (19) $$\stackrel{~}{N}_1(𝐤)=\frac{V}{(2\pi )^3}\omega _𝐤\left[s_𝐤^2(1n_𝐤)+c_𝐤^2\stackrel{~}{n}_𝐤\right].$$ (20) Note that the single-particle (anti-particle) spectrum includes a squeezed contribution. While the thermal part of the spectrum falls off exponentially for large values of $`\|𝐤\|`$, the squeezed contribution falls off only as a power of $`\|𝐤\|`$, because of the term proportional to $`s_𝐤^2`$ in Eq. (20). For such a homogeneous system, the net baryon density $`\rho _B`$, the chaotic, and the squeezed amplitudes can be written from Eqs. (15) and (16). They are given by $`\rho _B`$ $`=`$ $`{\displaystyle \frac{g}{V}}{\displaystyle \underset{𝐤}{}}\left(n_𝐤\stackrel{~}{n}_𝐤\right),`$ (21) $`G_c(𝐤_1,𝐤_2)`$ $`=`$ $`{\displaystyle \frac{V}{(2\pi )^3}}\omega _{𝐤_1}[c_{𝐤_1}^2n_{𝐤_1}+s_{𝐤_\mathrm{𝟏}}^2(1\stackrel{~}{n}_{𝐤_1})]\delta _{𝐤_1,𝐤_2},`$ (22) $`\stackrel{~}{G}_c(𝐤_1,𝐤_2)`$ $`=`$ $`{\displaystyle \frac{V}{(2\pi )^3}}\omega _{𝐤_1}[s_{𝐤_\mathrm{𝟏}}^2(1n_{𝐤_1})+c_{𝐤_1}^2\stackrel{~}{n}_{𝐤_1}]\delta _{𝐤_1,𝐤_2},`$ (23) $`G_s(𝐤_1,𝐤_2)`$ $`=`$ $`{\displaystyle \frac{V}{(2\pi )^3}}\omega _{𝐤_1}[(1n_{𝐤_1}\stackrel{~}{n}_{𝐤_1})c_{𝐤_1}s_{𝐤_1}A^{}]\delta _{𝐤_1,𝐤_2}.`$ (24) There are two kinds of fermionic two-particle correlation functions. Similarly to the bosonic case , let us denote by $`C_2^{(++)}(𝐤_1,𝐤_2)`$ the case when the two particles are identical fermions, and by $`C_2^{(+)}(𝐤_1,𝐤_2)`$ when particle 1 is a fermion and 2 is an anti-fermion. The correlation functions $`C_2^{()}(𝐤_1,𝐤_2)`$ and $`C_2^{(+)}(𝐤_1,𝐤_2)`$ can be obtained from the (++) and $`(+)`$ correlations by a trivial exchange of particle and anti-particle labels. For an infinite, homogeneous thermalized medium, these correlation functions are non-trivial only for identical or back-to-back momenta, $`𝐤_2=\pm 𝐤_1`$. We find that $`C_2^{(++)}(𝐤,𝐤)=C_2^{()}(𝐤,𝐤)=0`$, the canonical value of the Fermi-Dirac correlation function, reflecting the anti-correlation of identical fermions, due to the Pauli exclusion principle. The BBC for fermion – anti-fermion pairs given by Eq. (6), reads as $`C_2^{(+)}(𝐤,𝐤)`$ $`=`$ $`1+{\displaystyle \frac{\|G_s(𝐤,𝐤)\|^2}{G_c(𝐤,𝐤)\stackrel{~}{G}_c(𝐤,𝐤)}}`$ (25) $`=`$ $`1+{\displaystyle \frac{(1n_𝐤\stackrel{~}{n}_𝐤)^2(c_𝐤s_𝐤)^2}{\left[c_𝐤^2n_𝐤+s_𝐤^2(1\stackrel{~}{n}_𝐤)\right]\left[c_𝐤^2\stackrel{~}{n}_𝐤+s_𝐤^2(1n_𝐤)\right]}}.`$ (26) From this equation it follows that the fermionic BBC are unlimited from above. For sufficiently large values of $`\|𝐤\|`$, the Fermi-Dirac distribution $`n_𝐤`$ falls exponentially, while $`s_𝐤`$ decreases only as a power-law. Hence, for sufficiently large values of $`\|𝐤\|`$, the fBBC diverge as in the case of bosonic BBC, as $`C_2^{(+)}(𝐤,𝐤)1+1/s_𝐤^2\mathrm{}`$. This divergence happens for small values of the mass-shift and for large values of $`𝐤`$ in both the fermionic and the bosonic cases. We next discuss numerical results. We use momentum-independent in-medium masses, as one would obtain in a mean-field approximation in model calculations of the sort discussed in Refs. . There is no intrinsic difficulty in using momentum-dependent self-energies but a commitment to a specific model is then necessary. Since in this initial study we are more interested in the qualitative effects, rather than in precise, quantitative predictions, we simply use typical values for $`M_{}`$ as obtained in mean-field calculations. In Fig. 1 we show the fBBC for $`p\overline{p}`$ pairs as a function of the in-medium mass $`M_{}=M\mathrm{\Delta }M`$, for three illustrative values of the net baryonic density $`\rho _B`$: the normal nuclear matter density, one tenth of the nuclear matter density, and $`\rho _B=0`$. This last value of $`\rho _B`$ corresponds to a baryon-free region, as expected to be formed at RHIC. We also show in this figure the corresponding result for bBBC of $`\varphi `$ mesons. Following Ref. , a finite time suppression factor is used to model a more gradual freeze-out. A detailed derivation for a gradual exponential freeze-out leads to a factor of the form , $$\|\stackrel{~}{F}(𝐤)\|^2=\frac{1}{[1+(2\mathrm{\Delta }t\omega _𝐤)^2]},$$ (27) which multiplies $`C_2^{(+)}(k,k)1`$, the non-trivial part of the back-to-back correlation function. We use $`\mathrm{\Delta }t=2`$ fm/s, as in Ref. . We observe that the fBBC are strongly enhanced when the net baryonic density decreases, and that the shape of fBBC for $`\rho _B=0`$ is rather similar to bBBC. For a fixed temperature, as we increase the net baryon density obviously we have an excess of baryon over anti-baryons. On the other hand, the fBBC will be larger for approximately equal baryon and anti-baryon densities and therefore the effect will be enhanced as we approach zero net baryon density. Our result shows that for a baryon free region, the BBCs are approximately independent of the bosonic or the fermionic nature of the particles. In addition, the fBBC are not only positive, as in the bosonic case, but they are also of the same order of magnitude as the corresponding bBBC. The expected magnitude of the effect is illustrated in Fig. 2 for two, typical momenta of thermal-looking proton spectrum in Pb + Pb collisions at CERN SPS , for $`\|𝐤\|=500`$ MeV and for $`\|𝐤\|=800`$ MeV. As in Fig. 1, the finite time suppression factor of Eq. (27) is used. Fig. 2 indicates that the fBBC is strongly enhanced for increasing momentum $`\|𝐤\|`$. Fig. 2 also highlights that the magnitude of the fBBC is greatly enhanced as the net baryon density decreases from normal nuclear density to a vanishing value. Similarly to the bBBC case, the strength of fBBC is very sensitive to the shape of the freeze-out distribution, as well as to the value of the parameter $`\mathrm{\Delta }t`$, the particle freeze-out duration, as discussed in Ref. . Note that in the limit of infinitely slow freeze-out, $`\mathrm{\Delta }t\mathrm{}`$, both fBBC and bBBC vanish. It is particularly interesting to compare the BBC discussed above in Eq. (26) with Eq. (19) of Ref. for bosonic case as $`C_2^{(+)}(𝐤,𝐤)`$ $`=`$ $`1+{\displaystyle \frac{(1+n_𝐤^b+n_𝐤^b)^2(c_𝐤^bs_𝐤^b)^2}{\left[(c_𝐤^b)^2n_𝐤^b+(s_𝐤^b)^2(1+n_𝐤^b)\right]\left[(c_𝐤^b)^2n_𝐤^b+(s_𝐤^b)^2(1+n_𝐤^b)\right]}},`$ (28) $`n_𝐤^b`$ $`=`$ $`{\displaystyle \frac{1}{\mathrm{exp}(\mathrm{\Omega }_𝐤^b/T)1}}.`$ (29) Note, however, that the symbols $`s_𝐤`$ and $`c_𝐤`$ are related to $`\mathrm{sin}f_𝐤`$ and $`\mathrm{cos}f_𝐤`$, as defined by Eq.(13) in the fermionic case, while in the bosonic case, these symbols mean $`s_𝐤^b=\mathrm{sinh}f_𝐤^b`$ and $`c_{𝐤B}^b=\mathrm{cosh}f_𝐤^b`$, where $`f_𝐤^b=\frac{1}{2}\mathrm{log}(\omega _𝐤/\mathrm{\Omega }_𝐤)`$, as given by Eq. (11) of Ref. , is also real. It follows that the BBC diverge with increasing $`\|𝐤\|`$ as the inverse of the single-particle spectra, both in the fermionic and bosonic cases. ## IV Conclusion BBC stands for Back-to-Back Correlations of particle and anti-particle pairs. These correlations appear if in-medium interactions lead to the modification of hadronic masses in the medium. The origin of these back-to-back correlations is an entirely quantum effect, related to the propagation of particle fields through a space-like boundary surface between the medium and the asymptotic region. The strength of these correlations can be unlimitedly large, and the shape of the BBC is similar for fermions and bosons. Deep mathematical and physical reasons are behind these similarities. A sudden freeze-out of thermalized medium-modified quanta to asymptotic fields is described by a bosonic or a fermionic Bogoliubov transformation. Although these transformations are canonical, they connect Fock spaces that become unitarily inequivalent in the infinite volume limit and the state of the medium corresponds to strongly correlated, squeezed particle–anti-particle states of the asymptotic quanta. At large values of momenta, the similarity of fermionic BBC to bosonic BBC reflects a symmetry of the decaying medium to observable boson - anti-boson and fermion - anti-fermion pairs. This effect vanishes in case of exactly zero in-medium mass-modification, but for large values of $`\|𝐤\|`$ and small values of mass-shifts, BBC can be very large and should be observable if the freeze-out process of the medium modified quanta is sufficiently sudden, for example if the duration of particle freeze-out is within $`2`$ fm/c. In this Letter, we have extended the concept of back-to-back correlations to an important new domain of broad experimental and theoretical interest. As a reduction of the net baryon density by a factor of 10 increases dramatically the magnitude of the effect, the almost baryon-free mid-rapidity region of $`Au+Au`$ collisions at RHIC seems to be an ideal place to find the back-to-back correlations of proton - anti-proton or $`\mathrm{\Lambda }`$ \- $`\overline{\mathrm{\Lambda }}`$ pairs experimentally. ###### Acknowledgements. We thank M. Asakawa, M. Gyulassy and G. Zimányi for useful comments and suggestions during the completion of the manuscript. T. Csörgő is grateful to Y. Hama and S. S. Padula for creating an inspiring working atmosphere during his visit in São Paulo and to M. Gyulassy for the kind hospitality at the Columbia University. This research has been supported in part by CNPq and FAPESP grants 98/2249-4, 99/08544-0, 99/09113-3, by the Hungarian OTKA T025435, T029158, the US - Hungarian Joint Fund MAKA 652/1998 and the NWO-OTKA grant N025186, by the US Department of Energy grants DE - FG02 - 93ER40764, DE - FG02 - 92 - ER40699, DE - AC02 - 76 - CH00016 and by a Bolyai Fellowship.
warning/0006/gr-qc0006073.html	ar5iv	text	# Numerical evolution of Brill waves ## I Introduction In the last decade, there has been much use of numerical simulations to study gravitational collapse. These studies include critical collapse, black hole collisions and the approach to the singularity. In simulations, spherical or planar symmetry allows the finest resolution, while complete lack of symmetry (a full 3+1 simulation) would allow one to treat a completely general situation. An intermediate case is axisymmetry, which allows more resolution than a full 3+1 simulation; but also permits the study of situations (e.g. prolate collapse or black hole collisions) that do not occur in spherical symmetry. One issue that can be addressed in axisymmetry is weak cosmic censorship: whether the singularities formed in gravitational collapse are hidden inside black hole event horizons. A simulation done by Shapiro and Teukolsky of the collapse of collisionless matter indicates that weak cosmic censorship may be violated in the collapse of highly prolate objects. The result of reference is that for highly prolate initial configurations, a singularity forms before an apparent horizon. This result might still be consistent with weak cosmic censorship if it is an artifact of the slicing or the type of matter used. To address the second possibility, one would like to know whether the same type of behavior occurs in vacuum collapse. In Abrahams et al examine families of initial data for Brill waves. These are vacuum, axisymmetric initial data at a moment of time symmetry. The authors of show that by considering sufficiently prolate configurations, one can find initial data with no apparent horizon but with large values of the Riemann invariant $`R^{abcd}R_{abcd}`$. They conjecture that such initial data, when evolved, will form singularities without apparent horizons. In order to test this conjecture, one would like to evolve initial data for highly prolate Brill waves to find the behavior of the evolved spacetime. More generally, one would like to know how the collapse process depends on both the shape and the strength of the initial data. In this paper, we report numerical simulations of the collapse of Brill waves. We find the dependence of the collapse on the amplitude and the initial shape of the wave. The numerical method is presented in section 2 and the results in section 3. Conclusions are given in section 4. ## II Numerical method One difficulty present in numerical simulations of axisymmetric spacetimes is the existence of the axis where the Killing field vanishes. If one chooses coordinates adapted to the symmetry, then there is a coordinate singularity on the axis. This coordinate singularity has the possibility of causing numerical problems: that is, one must be very careful in the choice of numerical method to ensure that the metric remains smooth on the axis. Most axisymmetric simulations use spherical coordinates. In addition to a coordinate singularity on the axis, spherical coordinates lead to a more severe coordinate singularity at the origin. This singularity is either avoided by using initial data with a black hole and no origin, or treated by using elaborate numerical methods to keep the metric regular at the origin. We bypass this origin difficulty by the use of cylindrical coordinates $`(z,r,\varphi )`$. The spatial metric $`\gamma _{ab}`$ takes the form $$ds^2=\psi ^4\left[e^{2rS}\left(dz^2+dr^2\right)+r^2d\varphi ^2\right]$$ (1) Here, $`\psi `$ and $`S`$ are functions of $`z,r`$ and the time $`t`$. The axis is at $`r=0`$ and is the only coordinate singularity. Numerically, the axis is an edge of the computational grid, and therefore values for the variables must be given on the axis points. However, analytically the axis consists of interior points, and therefore the only permissable condition to impose is smoothness. For a scalar $`f`$, smoothness requires that $`f`$ be an even function of $`r`$ and therefore that $`_rf`$ vanish on the axis. This condition can be used numerically to set the value of $`f`$ at the axis points. Similarly, for components of tensors in cylindrical coordinates, smoothness requires either that the component be an even function of $`r`$ or that it be an odd function of $`r`$. Odd functions of $`r`$ vanish on the axis, while even functions have vanishing $`r`$ derivative on the axis. In either case this information can be used to set the value of the variable at the axis points. Unfortunately, a difficulty arises because smoothness requires that certain quantities be even and also vanish on the axis. One such quantity is $`K_{}^{r}{}_{r}{}^{}K_{}^{\varphi }{}_{\varphi }{}^{}`$. This quantity must both vanish and have vanishing derivative on the axis. However, since we can impose only one boundary condition at the edge of the computational grid, we do not have a way to maintain both conditions. Our solution to this difficulty is to introduce a new variable: define $`W(K_{}^{r}{}_{r}{}^{}K_{}^{\varphi }{}_{\varphi }{}^{})/r`$. Then $`W`$ is odd and smoothness requires only that $`W`$ vanish on the axis. This method is the reason that the term in the exponential in equation (1) is written as $`2rS`$. Smoothness of the spatial metric requires that $`\gamma _{\varphi \varphi }/(r^2\gamma _{rr})=1+o(r^2)`$ and therefore that the quantity $`rS`$ both vanish and have vanishing derivative on the axis. This condition is met if $`S`$ vanishes on the axis. In the end, all quantities we deal with either vanish on the axis or have vanishing derivative there, but not both. If we encounter a quantity $`f`$ that is order $`r^2`$ at the axis, we simply define the odd quantity $`g=f/r`$ and rewrite all equations containing $`f`$ in terms of $`g`$. There remains the question of how to numerically implement the appropriate conditions on the axis points. For an odd quantity $`X`$, the most natural method would be to put the first grid point at $`r=0`$ and impose the condition $`X(1)=0`$. However, for an even quantity $`Y`$, the simple condition $`Y(1)=Y(2)`$ would then impose $`_rY=0`$ not on the axis but at $`r=\mathrm{\Delta }_r/2`$ where $`\mathrm{\Delta }_r`$ is the grid spacing in $`r`$. Instead we use the method of “ghost zones”: the first grid point is at $`r=\mathrm{\Delta }_r/2`$. The axis is then halfway between gridpoints 1 and 2. For an odd quantity $`X`$, we impose the condition $`X(1)=X(2)`$ while for an even quantity $`Y`$, we use $`Y(1)=Y(2)`$. In each case, the appropriate condition is satisfied on the axis. We note that our method is not the only way to keep the axis stable. The “cartoon” method of reference begins with a cartesian 3+1 code and operates it in a thin slab with boundary conditions at the faces of the slab given by the axisymmetry of the solution. This cartoon method is effective (see reference for another implementation). However, since a 3+1 code uses more variables than an axisymmetric code, for a given axisymmetric problem the cartoon method uses more computer memory than our method. We now turn to the method of evolution. The spatial metric $`\gamma _{ab}`$ is evolved using the ADM equation $$_t\gamma _{ab}=2\alpha K_{ab}+_\beta \gamma _{ab}$$ (2) where $`K_{ab}`$ is the extrinsic curvature, $`\alpha `$ is the lapse and $`\beta ^a`$ is the shift. From the form of the metric in equation (1) it is clear that we have imposed the conditions $`\gamma _{rz}=0`$ and $`\gamma _{rr}=\gamma _{zz}`$. In order that these conditions be preserved by the evolution in equation (2), the shift must satisfy $$_r\beta ^z+_z\beta ^r=2\alpha K_{}^{z}{}_{r}{}^{}$$ (3) $$_z\beta ^z_r\beta ^r=\alpha U$$ (4) where $`UK_{}^{z}{}_{z}{}^{}K_{}^{r}{}_{r}{}^{}`$. This gives rise to the equations $$_r_r\beta ^r+_z_z\beta ^r=2_z(\alpha K_{}^{z}{}_{r}{}^{})_r(\alpha U)$$ (5) $$_r_r\beta ^z+_z_z\beta ^z=2_r(\alpha K_{}^{z}{}_{r}{}^{})+_z(\alpha U)$$ (6) Equation (2) yields the following evolution equation for $`S`$ $$_tS=\alpha W+\beta ^z_zS+\beta ^r_rS+\beta ^rS/r+_r(\beta ^r/r)$$ (7) where $`W(K_{}^{r}{}_{r}{}^{}K_{}^{\varphi }{}_{\varphi }{}^{})/r`$. Rather than evolve $`\psi `$, we solve for it using the Hamiltonian constraint. We choose maximal slicing ($`K=0`$) and evolve the extrinsic curvature using the ADM equation $$_tK_{}^{a}{}_{b}{}^{}=D^aD_b\alpha +\alpha R_{}^{a}{}_{b}{}^{}+_\beta K_{}^{a}{}_{b}{}^{}$$ (8) where $`R_{ab}`$ is the Ricci tensor of the spatial metric. Since $`K=0`$, the only independent components of the extrinsic curvature are $`K_{}^{z}{}_{r}{}^{},U`$ and $`W`$. These evolve as follows: $`_tK_{}^{z}{}_{r}{}^{}=\psi ^4e^{2rS}[(S+2\psi ^1_r\psi +r_rS)_z\alpha `$ (9) $`_z_r\alpha +(2\psi ^1_z\psi +r_zS)_r\alpha +\alpha R_{zr}]`$ (10) $`+\beta ^z_zK_{}^{z}{}_{r}{}^{}+\beta ^r_rK_{}^{z}{}_{r}{}^{}+{\displaystyle \frac{1}{2}}U\left(_r\beta ^z_z\beta ^r\right)`$ (11) $`_tU=\psi ^4e^{2rS}[(4\psi ^1_z\psi +2r_zS)_z\alpha `$ (12) $`\left(2S+4\psi ^1_r\psi +2r_rS\right)_r\alpha `$ (13) $`+_r_r\alpha _z_z\alpha \alpha R_a]`$ (14) $`+\beta ^z_zU+\beta ^r_rU+2K_{}^{z}{}_{r}{}^{}\left(_z\beta ^r_r\beta ^z\right)`$ (15) $`_tW=\psi ^4e^{2rS}[_r\left(r^1_r\alpha \right)_zS_z\alpha `$ (16) $`+(S/r+_rS+4(r\psi )^1_r\psi )_r\alpha ]`$ (17) $`+\alpha R_b+\beta ^z_zW+\beta ^r_rW+W\beta ^r/r`$ (18) $`+(K_{}^{z}{}_{r}{}^{}/r)\left(_r\beta ^z_z\beta ^r\right)`$ (19) Here we have $`R_aR_{rr}R_{zz}`$ and $`R_b(R_{}^{r}{}_{r}{}^{}R_{}^{\varphi }{}_{\varphi }{}^{})/r`$. The evolution must preserve the condition $`K=0`$, which implies that the lapse must satisfy $`D_aD^a\alpha =\alpha K_{}^{a}{}_{b}{}^{}K_{}^{b}{}_{a}{}^{}`$. This equation becomes $`r^1_r\left(r\psi ^2_r\alpha \right)+_z\left(\psi ^2_z\alpha \right)`$ (20) $`=\alpha \psi ^6e^{2rS}\left[{\displaystyle \frac{2}{3}}(U^2+r^2W^2+UrW)+\mathrm{\hspace{0.17em}2}(K_{}^{z}{}_{r}{}^{})^2\right]`$ (21) The Hamiltonian constraint, $`RK_{}^{a}{}_{b}{}^{}K_{}^{b}{}_{a}{}^{}=0`$ becomes the following equation for the conformal factor $`\psi `$. $`(_r_r+r^1_r+_z`$ $`_z`$ $`)\psi `$ (22) $`=(\psi /4)[(_r_r+_z`$ $`_z`$ $`)(rS)`$ (23) $`+\psi ^4e^{2rS}({\displaystyle \frac{1}{3}}(U^2+r^2W^2+Ur`$ $`W`$ $`)+(K_{}^{z}{}_{r}{}^{})^2)]`$ (24) Our set of variables is then ($`S,\psi ,K_{}^{z}{}_{r}{}^{},U,W,\alpha ,\beta ^r,\beta ^z`$). Of these variables, $`S,K_{}^{z}{}_{r}{}^{},W`$ and $`\beta ^r`$ are odd functions of $`r`$, while the rest are even functions. These variables are evolved as follows: $`S`$ and the extrinsic curvature variables are evolved using equations (7,11,15,19). At each time step, the elliptic equations (5,6,21,22) are solved for the shift, lapse and conformal factor. To begin the evolution, we need initial data satisfying the constraint equations. Initial data for Brill waves is a moment of time symmetry, so $`K_{ab}=0`$ and therefore the momentum constraint is automatically satisfied. The variable $`S`$ can be freely specified (subject to smoothness on the axis and asymptotic flatness at infinity). Our choice for $`S`$ is $$S=ar\mathrm{exp}\left[\frac{r^2}{\sigma _r^2}\frac{z^2}{\sigma _z^2}\right]$$ (25) where $`a,\sigma _r`$ and $`\sigma _z`$ are constants. Here, $`a`$ is the amplitude of the wave and $`\sigma _r`$ and $`\sigma _z`$ are widths in the $`r`$ and $`z`$ directions respectively. Given $`S`$, equation (22) is solved for $`\psi `$. There remains the question of the boundary conditions to apply at the outer edge of the computational grid. A natural method would be to put the outer edge of the computational grid at some large distance and to impose some outgoing wave condition on the evolution equations and a Robin boundary condition on the elliptic equations. However, the issue of appropriate boundary conditions for a mixed hyperbolic-elliptic set of equations is quite complicated. This issue becomes even more dificult in cylindrical coordinates than in spherical coordinates since the asymptotic behavior of the variables looks more complicated in cylindrical coordinates. Our attempts to impose a boundary condition of this sort led to numerical instability. Instead, we decided to use a different approach. We begin by noting that a coordinate transformation can bring spatial infinity to the edge of the computational grid. We introduce new coordinates $`(\stackrel{~}{z},\stackrel{~}{r})`$ defined by $`z=\mathrm{tan}\stackrel{~}{z}`$ and $`r=\mathrm{tan}\stackrel{~}{r}`$. We then place the edges of the computational grid at $`\stackrel{~}{z}=\pi /2`$ and at $`\stackrel{~}{r}=\pi /2`$. These regions correspond to spatial infinity. Though we use new coordinates, we retain the old metric and extrinsic curvature variables, with the exception that we introduce the quantities $`\stackrel{~}{S}=S/\mathrm{cos}\stackrel{~}{r}`$ and $`\stackrel{~}{W}=W/\mathrm{cos}\stackrel{~}{r}`$. Thus our set of variables is $`(\stackrel{~}{S},\psi ,K_{}^{z}{}_{r}{}^{},U,\stackrel{~}{W},\alpha ,\beta ^r,\beta ^z)`$ and the set of equations used to evolve these variables is equations (7,11,15,19,5, 6,21,22) with the substitutions $`r\mathrm{tan}\stackrel{~}{r},_r\mathrm{cos}^2\stackrel{~}{r}_{\stackrel{~}{r}},_z\mathrm{cos}^2\stackrel{~}{z}_{\stackrel{~}{z}},S\mathrm{cos}\stackrel{~}{r}\stackrel{~}{S}`$ and $`W\mathrm{cos}\stackrel{~}{r}\stackrel{~}{W}`$. Since the edge of the grid is at spatial infinity, the choice of boundary condition is dictated by asymptotic flatness: $`\psi `$ and $`\alpha `$ must be 1 at the outer boundary, and all the other variables must vanish there. Though the coordinate transformation is singular, this does not lead to a singularity in the evolution equations. In fact, just the opposite is true: in the new coordinates, the right hand sides of the evolution equations approach zero at spatial infinity (as they must, since the variables are unchanging there). The advantages of this spatial infinity boundary condition are stability and consistency with the field equations. However, there are disadvantages as well. The change of variables changes the form of the elliptic operators that need to be inverted to solve the elliptic equations. This slows down the process of solving the elliptic equations and therefore slows down the code. A more fundamental difficulty has to do with waves produced in the collapse process. As a wave travels outward, its (approximately constant) physical width corresponds to fewer coordinate grid spacings. Eventually, the wave fails to be resolved, and since the system is mixed hyperbolic-elliptic, this failure of resolution in one part of the grid can affect the entire grid. This difficulty means that for a given spatial resolution, there is only a certain amount of time that the evolution can be run and still give reliable results. This places a limit on the type of problems that can be treated using this method. The variables $`(\stackrel{~}{S},K_{}^{z}{}_{r}{}^{},U,\stackrel{~}{W})`$ are evolved using a 3 step iterative Crank-Nicholson (ICN) algorithm. At each step of the ICN process, the elliptic equations for $`(\psi ,\alpha ,\beta ^r,\beta ^z)`$ are solved using the conjugate gradient method with Neumann preconditioning. Though we solve for $`\psi `$ using the Hamiltonian constraint, we note that $`\psi `$ also satisfies an evolution equation. From equation (2) we have $$_t\psi =\beta ^z_z\psi +\beta ^r_r\psi +\psi \left[\frac{\beta ^r}{2r}+\frac{\alpha }{6}(U+2rW)\right]$$ (26) We use equation (26) as a check on the reliability of the code. Specifically, we compute a second value of $`\psi `$ by starting with the initial data and then evolving using equation (26). We then check that the two values of $`\psi `$ agree well at $`r=z=0`$. We run the code only as long as this good agreement persists. The convergence of the code is tested using the momemtum constraint $`p_a=D^bK_{ab}`$ (Since $`K=0`$). The Hamiltonian constraint is solved for $`\psi `$ and therefore cannot be used as an independent test. In general, the methods we use would lead one to expect second order convergence. However, the boundary conditions at infinity for the elliptic equations may be only first order accurate. Figure 1 shows the $`\mathrm{L}^2`$ norm of $`p_z`$ plotted as a function of time. For these runs, $`a=4`$ and $`\sigma _r=\sigma _z=1`$. The dashed line corresponds to 42 gridpoints in the $`r`$ direction and 42 gridpoints in the $`z`$ direction, while the solid line corresponds to a run with twice the resolution. The results indicate second order convergence. ## III Results The code was run in double precision on Dec alpha workstations and on the NCSA Origin 2000. Unless otherwise stated, all simulations were run with 42 gridpoints in the $`r`$ direction and 42 gridpoints in the $`z`$ direction. The initial data that we use, and therefore the spacetime that it evolves to, has reflection symmetry about the $`z=0`$ plane. Though our algorithm does not require this extra symmetry, since the spacetimes we treat have this reflection symmetry, we save computational time by running the simulations in the range $`0\stackrel{~}{z}<\pi /2`$. The reflection symmetry and axisymmetry give spacetime a preferred world line: the origin ($`r=z=0`$). In gravitational collapse in maximal slicing, it is expected that the lapse approaches zero in the region of strong gravity. Therefore, a useful quantity to plot is $`\mathrm{ln}\alpha _0`$ as a function of time, where $`\alpha _0`$ is the lapse at the origin. Note that this quantity can be directly compared between two different codes, provided that both use maximal slicing. Our initial data has three parameters: the amplitude $`a`$ and the two widths $`\sigma _r`$ and $`\sigma _z`$. However, it turns out that the effective parameter space is two dimensional. Under the transformation $`\sigma _rc\sigma _r,\sigma _zc\sigma _z,aa/c^2`$ for a positive constant $`c`$, the spacetime is changed only by an overall constant scale. We can think of the two remaining parameters as being the strength and shape of the wave, and we want to find the dependence of the collapse on these two parameters. Figure 2 shows the dependence of the collapse on the strength of the wave. Here, three simulations are run, each with $`\sigma _r=\sigma _z=1`$. The parameter $`a`$ is $`4`$ for the solid line, $`5`$ for the dashed line and $`6`$ for the dot-dashed line. The $`a=4`$ and $`a=6`$ spacetimes have been studied using a 3+1 code in reference. Our results are in good agreement with theirs. For $`a=4`$, the lapse, after an initial collapse to small values, appears to be returning to 1. That is, we expect the Brill wave to disperse. For $`a=6`$, the lapse continues to collapse, and we expect a black hole to form. Somewhere between $`a=4`$ and $`a=6`$ is an amplitude that leads to critical collapse; however our method does not have the resolution needed to study this process. The reason for this is that to study critical collapse, one must evolve long enough to distinguish a spacetime slightly below the black hole threshold from one that is slightly above. In this amount of time, the waves traveling towards the outer boundary will, in general fail to be resolved, leading to a general lack of accuracy in the results of the evolution. The issue of the dependence of the collapse process on the shape is somewhat subtle, due to the question of what is to be held constant as the shape varies. The simplest thing to do is to hold the amplitude $`a`$ and the sum $`\sigma _r+\sigma _z`$ constant while varying $`\sigma _r\sigma _z`$. Results of these collapse simulations are shown in figure 3. Here, $`a=4`$ and $`\sigma _r+\sigma _z=2`$ for all simulations. We will call initial data “spherical” if $`\sigma _r=\sigma _z`$, “prolate” if $`\sigma _r<\sigma _z`$ and “oblate” if $`\sigma _r>\sigma _z`$. (This terminology is somewhat misleading, since it is not the wave itself but the initial $`S/r`$ that is spherical, prolate or oblate). Figure 3 contains a spherical collapse (solid line), a prolate collapse (dashed line) with $`\sigma _r\sigma _z=0.4`$ and an oblate collapse (dot-dashed line) with $`\sigma _r\sigma _z=0.4`$. Here the shape seems to have a large influence on the collapse, with even a small amount of oblateness producing collapse, while a small amount of prolateness hastens dispersion. However, it is not clear how to interpret this result, since for a fixed $`a`$ and $`\sigma _r+\sigma _z`$, it may be that there is a dependence of the “strength” of the gravitational wave on $`\sigma _r\sigma _z`$. To see this, we examine how the ADM mass depends on the degree of prolateness or oblateness at fixed $`a`$ and $`\sigma _r+\sigma _z`$. These results are shown in figure 4. Here, we have $`\sigma _r+\sigma _z=2`$ and $`a=4`$. The ADM mass $`M`$ is plotted as a function of $`\sigma _r/\sigma _z`$. Since, at a fixed $`a`$, $`M`$ is an increasing function of $`\sigma _r/\sigma _z`$, this is (at least part of) the reason why at fixed $`a`$ oblateness causes collapse. One might therefore instead look at the influence of shape at fixed $`\sigma _r+\sigma _z`$ and fixed $`M`$. The results of this comparison are shown in figure 5. Here $`\sigma _r+\sigma _z=2`$ and $`M=0.46`$ (the value of $`M`$ corresponding to $`a=4`$ and $`\sigma _r=\sigma _z=1`$). The solid line is a spherical collapse, while the dashed line is a prolate collapse with $`\sigma _r\sigma _z=0.4`$ (corresponding to $`a=6.1`$) and the dot-dashed line is an oblate collapse with $`\sigma _r\sigma _z=0.4`$ (corresponding to $`a=2.7`$). Here the shape has some influence on the details of the collapse process; but this much change in the shape does not seem to have a particular tendency either to promote or to inhibit collapse. Figure 6 shows the same sort of plot, but with more distortion in the shape. Again $`M=0.46`$ and $`\sigma _r+\sigma _z=2`$. However, here the prolate collapse (dashed line) has $`\sigma _r\sigma _z=1`$ ($`a=14`$) and the oblate collapse (dot-dashed line) has $`\sigma _r\sigma _z=1`$ ($`a=1.4`$) in addition to the spherical collapse (solid line). Here it seems that at constant ADM mass there is a slight tendency of oblateness to induce dispersion. We now consider more strongly gravitating initial data and follow its evolution until the formation of an apparent horizon, while considering some of the properties of the collapse. This simulation has $`M=2,\sigma _r=1`$ and $`\sigma _z=1`$ ($`a=8.5`$) and is run with 82 gridpoints in the $`r`$ direction and 82 gridpoints in the $`z`$ direction. Figure 7 shows $`\mathrm{ln}\alpha _0`$ as a function of time. The lapse collapses throughout the evolution. At each time step we calculate the Riemann invariant $`I=R^{abcd}R_{abcd}/16`$ and find the maximum of its absolute value $`I_{\mathrm{max}}`$ as well as the spatial position where $`\|I\|=I_{\mathrm{max}}`$. Figure 8 shows $`\mathrm{ln}I_{\mathrm{max}}`$ plotted as a function of time. Here we see that after an initial increase, $`\mathrm{ln}I_{\mathrm{max}}`$ decreases during the rest of the evolution. At all times during the evolution the place where $`\|I\|=I_{\mathrm{max}}`$ is the origin. To monitor the approach to apparent horizon formation, we consider how the horizon is found. On a maximal slice in an axisymmetric spacetime, the horizon is given by a curve $`z=f(r)`$ where the function $`f`$ satisfies a differential equation that is integrated from the axis to $`z=0`$. Let $`\theta `$ denote the angle at which the curve meets the $`z=0`$ plane. Then the curve is a horizon only if $`\theta =\pi /2`$. The horizon finding subroutine integrates the differential equation for $`f`$ starting at each point on the axis, finds the angle $`\theta `$ for each curve and then finds $`\theta _{\mathrm{max}}`$, the maximum value over all curves of this angle. If $`\theta _{\mathrm{max}}<\pi /2`$ then there is no horizon at this time. Figure 9 shows $`2\theta _{\mathrm{max}}/\pi `$ plotted as a function of time. Note that $`\theta _{\mathrm{max}}`$ increases throughout the collapse process. Note also that even before the actual horizon formation, one can tell that a horizon is about to form by noticing that $`\theta _{\mathrm{max}}`$ is approaching $`\pi /2`$. The horizon forms at $`t=3.9`$ with area $`A=165=0.82(16\pi M^2)`$. We now turn to a highly prolate collapse: the evolution of one of the initial data sets of reference. Here, $`M=2,\sigma _z=1.6`$ and $`\sigma _r=0.128`$ ($`a=325`$). This simulation was run with 162 grid points in the $`r`$ direction and 42 grid points in the $`z`$ direction. Ideally, we would like to follow the collapse until either a horizon forms or a curvature scalar blows up. Unfortunately, we are not able to follow the evolution that long; so we evolve for a somewhat shorter time and attempt to discern trends in the evolution. Figure 10 shows $`\mathrm{ln}\alpha _0`$ plotted as a function of time. Here we see the usual collapse of the lapse throughout the evolution. Figure 11 shows $`\mathrm{ln}I_{\mathrm{max}}`$ plotted as a function of time. Here we see that the maximum of the Riemann invariant decreases as the collapse proceeds. In the initial data, the spatial location where $`\|I\|=I_{\mathrm{max}}`$ is on the axis at $`z=1.04`$. As the evolution proceeds, this spatial location remains on the axis, but moves towards the origin, reaching the origin at $`t=0.55`$ and then remaining at the origin for the rest of the evolution. To discern a trend in the approach to apparent horizon formation, we plot (Figure 12) $`2\theta _{\mathrm{max}}/\pi `$ as a function of time for this simulation. Note that this quantity is increasing. The trends of this evolution are that (i) $`I_{\mathrm{max}}`$ decreases, (ii) the spatial position where $`\|I\|=I_{\mathrm{max}}`$ moves to the origin and (iii) $`\theta _{\mathrm{max}}`$ increases. If these trends continue, then this spacetime will form a black hole rather than a naked singularity. Thus (in this example at least) it seems that Brill waves behave differently from collisionless matter with even highly prolate initial configurations forming black holes. This conclusion is not firm for two reasons: (i) we have only followed the evolution for a certain amount of time, and the trends that we have observed in this part of the evolution could reverse in later parts. (ii) we have only evolved a certain, highly prolate initial configuration. It is possible that much more prolate initial configurations behave differently. Both these issues need further study. ## IV Conclusion We have presented (i) a new method of curing axis instabilities, (ii) a study of the dependence of Brill wave collapse on the shape of the wave including (iii) a preliminary examination of the issue of cosmic censorship in the collapse of highly prolate Brill waves. A convincing demonstration that the axis really is stable would require evolution for long times. However, our outer boundary condition entails a loss of resolution that increases with time and this prevents us from running the code for a long time, even for weak waves. (Note: one might also expect that our sort of outer boundary condition would result in spurious reflected waves. While we cannot run our code long enough to check this, we have used our outer boundary condition to perform a numerical simulation of the linear wave equation; and there we find very little reflection). A way to test the regular axis method independently of the question of outer boundary conditions is to treat the case of closed cosmologies. One of us has used the regular axis method to treat Gowdy spacetimes on $`S^2\times S^1\times R`$. Here the evolution proceeds for long times and there is no axis instability. Though the Gowdy spacetimes have two Killing fields, one can easily apply the regular axis method to closed axisymmetric cosmologies. To do a more thorough study of Brill wave collapse, we require a better way of treating the outer boundary. One way to do this is to put the boundary at a finite distance but replace the ADM system by one in which a simple outgoing wave boundary condition does not cause numerical instability. The method of Baumgarte, Shapiro, Shibata and Nakamura seems to have the appropriate properties. Another method would use harmonic coordinates, which makes Einstein’s equation similar to the wave equation and should be stable with an outgoing wave boundary condition. Alternatively, one could keep spatial infinity (or null infinity) on the computational grid, but replace the ADM equations with the conformal equations of Friedrich. We are presently examining these alternatives to see which is likely to work best for Brill wave simulations. Our preliminary results on Brill wave collapse indicate that even highly prolate Brill waves do not evolve to form naked singularities. In the evolution of highly prolate initial data, gravitational collapse will tend to increase the Riemann curvature, while the tendency of the wave to spread out will lessen curvature. We have shown that in the initial stage of the evolution of a highly prolate wave, the second effect is the more important one. That is, the highly prolate wave tends to become less prolate rather than more as it evolves. In this way, Brill waves behave differently from the collisionless matter studied in reference. To put our tentative conclusions on a firmer footing, we need to study more extreme configurations and evolve them for a longer time. ###### Acknowledgements. We would like to thank Stu Shapiro, Thomas Baumgarte, Peter Huebner, Abhay Ashtehar and especially Matt Choptuik, Beverly Berger and Masaru Shibata for helpful discussions. We would also like to thank the authors of reference for making their data available to us. This work was partially supported by NSF grant PHY-9722039 to Oakland University. Some of the simulations were performed at the National Center for Supercomputing Applications (Illinois).
warning/0006/hep-ph0006190.html	ar5iv	text	# LPT-ORSAY 00/52hep-ph/0006190 Theory and Phenomenology of Type I strings and M-theory† ## 1. Introduction Since the discovery of the anomaly cancellation for superstrings in ten dimensions (10d) , the construction of the heterotic strings and the seminal papers on the compactification to four dimensions , , string theory has become the best candidate for a fundamental quantum theory of all interactions including Einstein gravity. The theory contains only one free dimensionful parameter, the string scale $`M_s`$, while the four-dimensional (4d) gauge group and the matter content are manifestations of the geometric properties of the internal space that, however, we are unable to select in a unique fashion. The Standard Model hopefully would correspond to a particular internal space or vacuum configuration chosen by nature by some still unknown mechanism. The 4d low-energy couplings depend only on the string scale and on various vacuum expectation values (vev’s) of fields describing the string coupling constant, the size and the shape of the internal manifold. There is therefore, in principle, the hope to understand the empirically observed pattern of the parameters in the Standard Model. A long activity in heterotic strings , was devoted to this program , in the hope that these rather tight constraints would determine in some way the right vacuum describing our world. Despite serious insights into the structure and the phenomeneological properties of 4d models , no unique candidate having as low-energy limit the Standard Model emerged. Moreover, there were (and there still are) conceptual problems to be solved, as for example the large degeneracy of the string vacua and the related problems of spacetime supersymmetry breaking and dilaton stabilization. Most of these problems asked for a better understanding of the strong coupling limit of string theory, of which very little was known for a long time. The other string theories were, for a long time, discarded as inappropriate for phenomenological purposes. Type II strings were considered unable to produce a realistic gauge group, while Type I strings, despite serious advances made over the years , that revealed striking differences with respect to heterotic strings, were less studied and their consistency rules not widely known as for heterotic vacua. By the middle of the last decade, it became clear that all known string theories are actually related by various dualities to each other and to a mysterious eleven dimensional theory, provisionally called M-theory . It therefore became possible to obtain some nonperturbative string results, at least for theories with enough supersymmetry. Moreover, the discovery and the study of D-branes put the duality predictions on a firmer quantitative basis and, on the other hand, was an important step in unravelling the geometric structure underlying the consistency conditions of Type I vacua, stimulating a new activity in this field . The first chiral 4d Type I model was proposed , and efforts on 4d model building allowed a better understanding of supersymmetric 4d vacua and of their gauge and gravitational anomaly cancellation mechanisms , similar to the 6d generalized Green-Schwarz mechanism discovered by Sagnotti . The presence of D-branes in Type I models led to new mechanisms for breaking supersymmetry by compactification , by internal magnetic fields or directly on some (anti)branes , providing perturbatively stable non-BPS analogs of Type IIB configurations . On the phenomenological side, the M-theory compactification of Horava and Witten , with a fundamental scale $`M_{11}2\times 10^{16}`$ GeV, provided a framework for the perturbative MSSM unification of gauge couplings , and stimulated studies of gaugino condensation , of 4d compactifications and of supersymmetry breaking along the new (eleventh) dimension . Moreover, it was noticed that in Type I strings the string scale can be lowered all the way down to the TeV range. Similar ideas appeared for lowering the fundamental Planck scale in theories with (sub)millimeter gravitational dimensions , as an alternative solution to the gauge hierarchy problem, and, simultaneously, a new way for lowering the GUT scale in theories with large (TeV) dimensions was proposed. The new emerging picture found a simple realization in a perturbative Type I setting with low string scale (in the TeV range) and became the subject of an intense activity, mostly on the phenomenological side, but also on the theoretical side. The goal of the present paper is to review the ideas which led to this new picture and to present a comprehensive introduction to the basic string tools necessary for understanding the corresponding physics. The convention for the metric signature throughout the paper is $`(,+,\mathrm{}+)`$, ten-dimensional (10d) indices are denoted by $`A,B,\mathrm{}`$, eleven dimensional indices by $`I,J,\mathrm{}`$, five-dimensional (5d) indices by $`M,N,\mathrm{}`$ and four-dimensional indices (4d) by $`\mu ,\nu ,\mathrm{}`$. ## 2. From heterotic strings to Type I strings and M-theory To date, the (super)strings are the only known consistent quantum theories including Einstein gravity. They are therefore promising candidates for a unifying picture of elementary particles and fundamental interactions. It has been known for a long time that there are five consistent (anomaly-free) superstring theories in 10d, namely: \- The heterotic closed string theories, with gauge groups $`SO(32)`$ and $`E_8\times E_8`$ and $`𝒩=1`$ spacetime supersymmetry, that after a toroidal compactification corresponds to $`𝒩=4`$ supersymmetry in four dimensions. There are also nonsupersymmetric heterotic vacua, in particular a non-tachyonic one based on the gauge group $`SO(16)\times SO(16)`$ . \- The (non-chiral) Type IIA and (chiral) Type IIB closed string theories, with $`𝒩=2`$ spacetime supersymmetry, that after a toroidal compactification corresponds to $`𝒩=8`$ supersymmetry in four dimensions. Different modular invariant GSO projections in 10d give rise to nonsupersymmetric theories, called 0A and 0B . \- The Type I open string theory, with gauge group $`SO(32)`$ and $`𝒩=1`$ supersymmetry. In this case the (Chan-Paton) gauge quantum numbers sit at the ends of the string and allow, in more general cases, to construct the gauge groups $`O(n)`$, $`USp(n)`$ and $`U(n)`$ . This theory can be defined as a projection (orientifold) of the Type IIB string . Analogously, (nonsupersymmetric) orientifolds of Type 0A and 0B can be constructed , in particular a nontachyonic 0B orientifold with gauge group $`U(32)`$ . The massless modes of the above superstring theories and their interactions are described by effective 10d supergravity theories, namely: \- The low energy limit of the the two heterotic theories and of the Type I open string are described by the ten dimensional $`𝒩=1`$ (or $`(1,0)`$) supergravity coupled to the super Yang-Mills system based on the gauge groups $`SO(32)`$ and $`E_8\times E_8`$, respectively. \- The low energy limit of the Type II strings is described by the $`𝒩=2`$ Type IIA supergravity (with $`(1,1)`$ supersymmetry) and Type IIB supergravity (with $`(2,0)`$ supersymmetry). The common features of all the effective ten dimensional superstring theories is the presence of supersymmetric multiplets containing in the bosonic sector the graviton $`g_{\mu \nu }`$, the dilaton $`\varphi `$ and an antisymmetric tensor $`B_{\mu \nu }`$. The string coupling constant is a dynamical variable $`\lambda =\mathrm{exp}(\varphi )`$, and the only free parameter is the string length $`\alpha ^{}=1/M_s^2`$, where $`M_s`$ is the string mass scale. The 4d theories are defined after a compactification similar to the old Kaluza-Klein scenario. Typically, the ten dimensional spacetime is decomposed as $`M_{10}=M_4\times K_6`$, where $`M_4`$ is our four dimensional Minkowski spacetime and $`K_6`$ is a compact manifold whose volume $`V`$ traditionally defines the compactification scale $`M_c`$ $$V=M_c^6M_{GUT}^6,$$ (1) the scale of the Kaluza-Klein mass excitations in the internal space. The compactification scale was also identified above with the grand unified scale $`M_{GUT}`$ in the string unification picture, because the field theory description breaks down above $`M_c`$. However, we will see later that (1) can be substantially altered in some string models. The massless fields in a toroidal compactification are the zero modes of the 10d fields, that in more general settings depend on the topology of the compact space $`K_6`$. If we denote by $`i,j`$ six dimensional internal indices, then we have, for example, the following decompositions: $`g_{AB}:g_{\mu \nu }g_{ij}g_{\mu i},`$ $`B_{AC}:B_{\mu \nu }B_{ij}B_{\mu i},`$ where in 4d $`g_{\mu \nu }`$ is the graviton, $`g_{\mu i}`$, $`B_{\mu i}`$ are gauge fields and $`g_{ij}`$ are scalars describing the shape of the compact space. On the other hand, $`B_{\mu \nu }`$ and $`B_{ij}`$ are pseudoscalar, axion-type fields. Four dimensional string couplings and scales are predicted in terms of the string mass scale $`M_s`$ and of various dynamical fields: dilaton, volume of compact space, etc. In contrast to the usual GUT models, which do not incorporate gravity and thus make no predictions for Newton’s constant, the perturbative string models do make a definite prediction for the gravitational coupling strength. Since the length scale of string theory $`\sqrt{\alpha ^{}}`$, the volume $`V`$ of the internal manifold and the expectation value of the dilaton field $`\varphi `$ are not directly known from experiment, one might naively think that by adjusting $`\alpha ^{}`$, $`V`$, and $`\varphi `$ one could fit to any desired values the Newton’s constant, the GUT scale $`M_{GUT}`$, and the GUT coupling constant $`\alpha _{GUT}`$. However, this is not true for the weakly coupled heterotic strings. In 10d, the low energy supergravity effective action looks like $$S_{eff}=d^{10}x\sqrt{g}e^{2\varphi }\left(\frac{4}{(\alpha ^{})^4}R\frac{1}{(\alpha ^{})^3}\mathrm{tr}F^2+\mathrm{}\right),$$ (2) where $`R`$ is the scalar curvature and $`\mathrm{tr}F^2`$ is the Yang-Mills kinetic term. After compactification on an internal manifold of volume $`V`$ (in the string metric), one gets a four-dimensional effective action that looks like $$S_{eff}=d^4x\sqrt{g}e^{2\varphi }V\left(\frac{4}{(\alpha ^{})^4}R\frac{1}{(\alpha ^{})^3}\mathrm{tr}F^2+\mathrm{}\right).$$ (3) Notice that the same function $`Ve^{2\varphi }`$ multiplies both $`R`$ and $`\mathrm{tr}F^2`$. From (3), defining the heterotic scale $`M_H=\alpha _{}^{}{}_{}{}^{1/2}`$, one thus gets $$M_H=(\frac{\alpha _{GUT}}{8})^{1/2}M_P,\lambda _H=2(\alpha _{GUT}V)^{1/2}M_H^3,$$ (4) where $`M_P=G_N^{1/2}`$ is the Planck mass. Then $`M_H5\times 10^{17}`$ GeV, and therefore there is some (slight) discrepancy between the GUT scale $`M_{GUT}`$ and the string scale $`M_H`$. Indeed, from (1) and (4) we find $`M_{GUT}/M_H=(4\alpha _{GUT}/\lambda _H^2)^{1/6}`$ which asks, in order to find $`M_{GUT}23\times 10^{16}`$ GeV, for a very large string coupling $`\lambda _H`$. The problem might be alleviated by considering an anisotropic Calabi-Yau space and a lot of effort in this direction was made over the years . The above picture evolved considerably in the last few years. First of all, it was a puzzle that the heterotic $`SO(32)`$ and the Type I ten dimensional strings share the same low-energy theory. Indeed, the two low-energy actions coincide if the following identifications are made $$\lambda _I=\frac{1}{\lambda _H},M_I=\frac{M_H}{\sqrt{\lambda _H}},$$ (5) where $`M_I,M_H`$ are the heterotic and Type I string scales and $`\lambda _I,\lambda _H`$ are the corresponding string couplings. A natural conjecture was made, that the two string theories are dual (in the weak-coupling strong-coupling sense) to each other . New arguments in favor of this duality came soon: \- The heterotic $`SO(32)`$ string can be obtained as a soliton solution of the Type I string . \- There is a precise mapping of BPS states (and their masses) betwwen the two theories. If we compactify, for example, both theories to nine dimensions on a circle of radius $`R_I(R_H)`$ in Type I (heterotic) units, we can relate states with the masses $$_I^2=l^2R_I^2M_I^4+\frac{m^2R_I^2M_I^4}{\lambda _I^2}+\frac{n^2}{R_I^2}_H^2=m^2R_H^2M_H^4+\frac{l^2R_H^2M_H^4}{\lambda _H^2}+\frac{n^2}{R_H^2},$$ (6) where $`n,l`$ ($`n,m`$) are Kaluza-Klein and winding numbers on Type I (heterotic) side. It is interesting to notice in this formula how perturbative heterotic winding states ($`m`$) become non perturbative on the Type I side. An important role in checking dualities in various dimensions is played by extended objects called Dirichlet (D) branes , which correspond on the heterotic side to non perturbative states. A second, far more surprising conclusion was reached in studying the strong coupling limit of the ten dimensional Type IIA string. It was already known that a simple truncation of eleven dimensional supergravity on a circle of radius $`R_{11}`$ gives the Type IIA supergravity in 10d, and that the Type IIA string coupling $`\lambda `$ is related to the radius by $$M_{11}R_{11}=\lambda ^{2/3}.$$ (7) On the other hand, if we consider Kaluza-Klein masses of the compactified 11d supergravity and map them in Type IIA string units, we find $$m_n=\frac{n}{R_{11}}m_n=\frac{n}{\lambda }M_{IIA}.$$ (8) Therefore, on Type IIA side, they can be interpreted as non perturbative, and, with a bit more effort, BPS D0 brane states. The natural conclusion is that in the strong coupling limit $`\lambda \mathrm{}`$ of the Type IIA string, a new dimension reveals itself ($`R_{11}\mathrm{}`$ using (7)) and the low energy theory becomes the uncompactified 11d supergravity , ! As there is no known quantum theory whose low energy limit describes the 11d supergravity, a new name was invented for this underlying structure, the M-theory . Soon after, Horava and Witten gave convincing arguments that the 11d supergravity compactified on a line segment $`S^1/Z_2`$ (or, equivalently, on a circle with opposite points identified) should describe the strong coupling limit of the $`E_8\times E_8`$ heterotic string . They argued that the two gauge factors sit at the ends of the interval, very much like the gauge quantum numbers of open strings are sitting at their ends. The basic argument is that only half (one Majorana-Weyl) of the original (Majorana) 11d gravitino lives on the boundary. This would produce gravitational anomalies unless $`248`$ new Majorana-Weyl fermions appear at each end. This is exactly the dimension of the gauge group $`E_8`$. The compactification pattern of this theory down to 4d is different according to the relative value of the eleventh radius compared to the other radii, that are denoted collectively $`R`$ in the following. Assuming for simplicity an isotropic compact space, there are two distinct compactification patterns $`R_{11}<R:11d10d4d,`$ $`R_{11}>R:11d5d4d.`$ (9) In the strong coupling limit $`R_{11}>R`$, there is therefore an energy range where the spacetime is effectively five dimensional. Finally, let us notice that in ten dimensions the Type IIB string is conjectured to be self-dual in the sense of an $`SL(2,Z)`$ strong-weak coupling S-duality. Moreover, the $`SO(32)`$ heterotic string compactified on a circle of radius $`R`$ is T-dual to $`E_8\times E_8`$ heterotic string compactified on a circle of radius $`1/R`$ and similarly Type IIA and Type IIB strings are T-dual to each other. By combining all the above information one can build a whole web of dualities, which becomes richer and richer when new space dimensions are compactified . In the light of the new picture described above, let us see what changes in the strong coupling regime and let us investigate whether, for a string scale of the order of the GUT scale, the gauge unification problem has a natural solution in a region of large string coupling constant. The behavior is completely different depending on whether one considers the $`SO(32)`$ or the $`E_8\times E_8`$ heterotic string. Let us first consider the strongly-coupled $`SO(32)`$ heterotic string, equivalent to the weakly-coupled Type I string. We repeat the above discussion, using the Type I dilaton $`\varphi _I`$, metric $`g_I`$, and scalar curvature $`R_I`$. The analog of (2) is $$L_{eff}=d^{10}x\sqrt{g_I}\left(e^{2\varphi _I}\frac{4}{(\alpha ^{})^4}R_Ie^{\varphi _I}\frac{1}{(\alpha ^{})^3}\mathrm{tr}F^2+\mathrm{}\right).$$ (10) Contrary to the heterotic string case, the gravitational and gauge actions multiply different functions of $`\varphi _I`$, $`e^{2\varphi _I}`$ and $`e^{\varphi _I}`$, since the first is generated by a world-sheet path integral on the sphere, while the second arises from the disk. The analog of (3) is then $$L_{eff}=d^4x\sqrt{g}_IV\left(\frac{4e^{2\varphi _I}}{(\alpha ^{})^4}R\frac{e^{\varphi _I}}{(\alpha ^{})^3}\mathrm{tr}F^2+\mathrm{}\right).$$ (11) The 4d quantites can be expressed as $$M_I=(\frac{2}{\alpha _{GUT}^2M_P^2})^{1/4}V^{1/4},\lambda _I=4\alpha _{GUT}M_I^6V.$$ (12) Hence $$M_I=(\frac{\alpha _{GUT}\lambda _I}{8})^{1/2}M_P,$$ (13) showing that after taking $`\alpha _{GUT}`$ from experiment one can make $`M_I`$ as small as one wishes simply by taking $`e^{\varphi _I}`$ to be small, that is, by taking the Type I superstring to be weakly coupled<sup>1</sup><sup>1</sup>1In this case, however, $`M_I^6V<<1`$ and a better physical picture is obtained by performing T-dualities, thus generating lower-dimensional branes.. In particular, as mentioned in the Introduction, $`M_I`$ can be lowered down to the weak scale . In this case the unification picture is completely different , as we will see in the following sections. We will now argue that the $`E_8\times E_8`$ heterotic string has a similar strong coupling behavior: one retains the standard GUT relations among the gauge couplings, but loosing the prediction for Newton’s constant, which can thus be considerably below the weak coupling bound. At strong coupling, the ten-dimensional $`E_8\times E_8`$ heterotic string becomes $`M`$-theory on $`R^{10}\times S^1/Z_2`$ . The gravitational field propagates in the bulk of the eleventh dimension, while the $`E_8\times E_8`$ gauge fields live at the $`Z_2`$ fixed points $`0`$ and $`\pi R_{11}`$. We write $`M^{11}`$ for $`R^{10}\times S^1`$ and $`M_i^{10}`$, $`i=1,2`$ for the two fixed (hyper)planes. The gauge and gravitational kinetic energies take the form $$L=\frac{1}{2\kappa _{11}^2}_{M^{11}}d^{11}x\sqrt{g}R\underset{i}{}\frac{3^{1/3}}{4\pi (2\pi \kappa _{11}^2)^{2/3}}_{M_i^{10}}d^{10}x\sqrt{g}\mathrm{tr}F_i^2,$$ (14) where $`\kappa _{11}`$ is here the eleven-dimensional gravitational coupling and $`F_i`$, for $`i=1,2`$, is the field strength of the $`i^{th}`$ $`E_8`$, which propagates on the fixed plane $`M_i^{10}`$. Now compactify to four/five dimensions on a compact manifold whose volume (in the eleven-dimensional metric, from now on) is $`V`$. Let $`S^1`$ have a radius $`R_{11}`$, or a circumference $`2\pi R_{11}`$, and define the eleven dimensional scale $`M_{11}=2\pi (4\pi \kappa _{11}^2)^{1/9}`$. Upon reducing (14) down to 4d, one can express $`M_{11}`$ and $`R_{11}`$ in terms of four-dimensional parameters $$M_{11}=(2\alpha _{GUT}V)^{1/6},R_{11}^1=(\frac{2}{\alpha _{GUT}})^{3/2}M_P^2V^{1/2}.$$ From the first relation we find that $`M_{11}M_{GUT}`$, and therefore the Horava-Witten theory can accomodate a traditional MSSM unification-type scenario with fundamental scale $`M_{11}10^{16}`$ GeV. The second one, for $`V=M_{GUT}^6`$, gives $`R_{11}^110^{13}10^{15}`$ GeV. This is again a sensible result, since $`R_{11}`$ has to be large compared to the eleven-dimensional Planck scale in order to have a reliable field-theory description of the theory. ## 3. Building blocks for Type I strings Type I strings describe the dynamics of open and closed superstrings. Denoting by $`0\sigma \pi `$ the coordinate describing the open string at a given time, the two ends $`\sigma =0,\pi `$ contain the gauge group (Chan-Paton) degrees of freedom and the corresponding charged matter fields. The open string quantum states can be conveniently described by matrices $$\|k;a>=\underset{i,j=1}{\overset{N}{}}\lambda _{i,j}^a\|k;i,j>,$$ (15) where $`i,j=1\mathrm{}N`$ denote Chan-Paton indices and $`k`$ other internal quantum numbers. At the ends of open strings, we must add boundary conditions, which for string coordinates can be of two types $$\frac{X^\mu }{\sigma }\|_{\sigma =0,\pi }=0,(N),X^\mu \|_{\sigma =0,\pi }=\mathrm{cst},(D),$$ (16) where the two different possibilities denote the Neumann (N) and Dirichlet (D) strings. As will be explained later on, even if we start with a theory containing only Neumann strings, the Dirichlet strings can arise after performing various T-duality operations or on orbifolds containing $`Z_2`$-type elements. Since by joining two open strings one can create a closed string, propagation of closed strings must be added for consistency. The corresponding quantum fluctuations produce the closed (gravitational-type) spectrum of the theory, neutral under the Chan-Paton gauge group, that always contains the gravitational (super)multiplet. The string oscillators are defined as Fourier modes of the string coordinates. For closed coordinates, the expansion reads $$X_c^\mu =x^\mu +2\alpha ^{}p^\mu \tau +\frac{i}{2}\sqrt{2\alpha ^{}}\underset{n0}{}\frac{1}{n}\left[\alpha _n^\mu e^{2in(\tau \sigma )}+\stackrel{~}{\alpha }_n^\mu e^{2in(\tau +\sigma )}\right].$$ (17) The usual canonical quantization gives the commutators for the left movers $`[\alpha _m^\mu ,\alpha _n^\mu ]=m\delta _{m+n}\eta ^{\mu \nu }`$ and similarly for the right movers. For open strings with Neumann boundary conditions, for example, the oscillator expansion reads $$X_o^\mu =x^\mu +2\alpha ^{}p^\mu \tau +i\sqrt{2\alpha ^{}}\underset{n0}{}\frac{1}{n}\left[\alpha _n^\mu e^{in\tau }\mathrm{cos}n\sigma \right].$$ (18) Type I can be seen as a projection (or orientifold) of Type IIB theory, obtained by projecting the Type IIB spectrum by the involution $`\mathrm{\Omega }`$, exchanging the left and right closed oscillators $`\alpha _m^\mu ,\stackrel{~}{\alpha }_m^\mu `$ and acting on the open-strings ones by phases $$\mathrm{closed}:\mathrm{\Omega }:\alpha _m^\mu \stackrel{~}{\alpha }_m^\mu ,\mathrm{open}:\mathrm{\Omega }:\alpha _m^\mu \pm (1)^m\alpha _m^\mu .$$ (19) In addition, $`\mathrm{\Omega }`$ acts on the zero-modes (compactification lattice) of closed strings by interchanging left and right momenta $`𝐩_L𝐩_R`$. The parent Type IIB string contains D(-1),D1,D3,D5,D7 (and D9) branes, coupling electrically or magnetically to the various RR forms present in the massless spectrum. Out of them, the D1, D5 and D9 branes are invariant under $`\mathrm{\Omega }`$ and therefore are present in the Type I theory, as (sub)spaces on which open string ends can terminate. In some sense, open strings can be considered as twisted states of the $`\mathrm{\Omega }`$ involution , in analogy with twisted states in orbifold compactifications of closed strings. The perturbative, topological expansion in Type I strings involves two-dimensional surfaces with holes $`h`$, boundaries $`b`$ and crosscaps $`c`$. Each surface has an associated factor $`\lambda _I^\chi `$, where $$\chi =22hbc$$ (20) is the Euler genus of the corresponding surface. Tree-level diagrams include, in addition to the sphere with genus $`\chi =2`$, the disk with one boundary $`\chi =1`$, where open string vertex operators can be attached, and the projective plane $`RP^2`$ with one crosscap ($`\chi =1)`$ . One-loop diagrams include, in addition to the usual torus $`𝒯`$ with one handle, the Klein bottle $`𝒦`$ with two crosscaps, the annulus $`𝒜`$ with two boundaries and the Möbius $``$ with one boundary and one crosscap, all of them having $`\chi =0`$ . The last two diagrams allow the propagation of open strings with Chan-Paton charges $`\|k;ij>`$ in the annulus and $`\|k;ii>`$ in the Möbius, containing the gauge group and the charged matter degrees of freedom. On the other hand, the torus and the Klein bottle describe the propagation of closed string degrees of freedom. One-loop string diagrams may be constructed as generalizations of the one-loop vacuum energy in field-theory. In d noncompact dimensions, the vacuum energy contribution of a real boson of mass $`m`$ is $`\mathrm{\Gamma }`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \frac{d^dp}{(2\pi )^d}\mathrm{ln}(p^2+m^2)}={\displaystyle \frac{1}{2}}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{dt}{t}}{\displaystyle \frac{d^dp}{(2\pi )^d}e^{(p^2+m^2)t}}`$ (21) $`=`$ $`{\displaystyle \frac{1}{2(4\pi )^{d/2}}}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{dt}{t^{1+d/2}}}e^{tm^2},`$ where we introduced a Schwinger proper-time parameter through the identity $$\mathrm{ln}\frac{A}{B}=_0^{\mathrm{}}\frac{dt}{t}(e^{tA}e^{tB})$$ (22) and where we also neglected in (21) an (infinite) irrelevant mass-independent term. The result (21) readily generalizes to the case of more particles in the loop with mass operator $`m`$ and different spin, as $$\mathrm{\Gamma }=\frac{1}{2(4\pi )^{d/2}}\mathrm{Str}_0^{\mathrm{}}\frac{dt}{t^{1+d/2}}e^{tm^2},$$ (23) where $`\mathrm{Str}`$ takes into account the multiplicities of particles and their spin and reduces in 4d to the usual definition $`\mathrm{Str}m^{2k}=_J(1)^{2J}(2J+1)\mathrm{tr}m_J^{2k}`$, where $`m_J`$ denotes the mass matrix of particles of spin $`J`$. The generalization of (23) to the Type IIB torus partition function in $`d`$ noncompact (and $`10d`$ compact) dimensions is (keeping only internal metric moduli here for simplicity) $`𝒯=Tr{\displaystyle \frac{1+(1)^G}{2}}{\displaystyle \frac{1+(1)^{\overline{G}}}{2}}𝒫q^{L_0}\overline{q}^{\overline{L}_0}=`$ $`{\displaystyle \frac{1}{(4\pi ^2\alpha ^{})^{\frac{d}{2}}}}{\displaystyle \underset{rs}{}}X_{rs}{\displaystyle _F}{\displaystyle \frac{d^2\tau }{(\mathrm{Im}\tau )^{1+\frac{d}{2}}}}\chi _r(\tau )\chi _s(\overline{\tau })\mathrm{\Gamma }_{rs}^{(10d,10d)}(\tau ,\overline{\tau },g_{i\overline{j}}),`$ (24) where $`q=exp(2\pi i\tau )`$ and $`\tau `$ is the modular parameter of the torus, $`L_0,\overline{L}_0`$ are Virasoro operators for the left and the right movers, $`(1)^G`$ ($`(1)^{\overline{G}}`$) is the world-sheet left (right) fermion number implementing the GSO projection and $`𝒫`$ an operator needed in orbifold compactifications (see Section 5) in order to project onto physical states. In (24), the $`\chi `$’s are a set of modular functions of the underlying conformal field theory, $`\mathrm{\Gamma }_{rs}^{(10d,10d)}`$ is the contribution from the compactification lattice depending on the compact metric components $`g_{i\overline{j}}`$ and $`X`$ is a matrix of integers. The integral in (24) is performed over the fundamental region $$F:\mathrm{Im}\tau 0,\frac{1}{2}\tau _1\frac{1}{2},\|\tau \|1,$$ (25) and the $`\mathrm{Im}\tau `$ factors come from integrating over noncompact momenta. The typical form of the characters is $$\chi _r=q^{h_r\frac{c}{24}}\underset{n=0}{\overset{\mathrm{}}{}}d_n^rq^n,$$ (26) where $`h_r`$ is the conformal weight, $`c`$ is the central charge of the conformal field theory and the $`d_n^r`$ are positive integers. Let us start with a brief review of the algorithm used in the following. This was introduced in , and developed further in . The starting point consists in adding to the (halved) torus amplitude the Klein-bottle $`𝒦`$. This completes the projection induced by $`\mathrm{\Omega }`$, and is a linear combination of the diagonal contributions to the torus amplitude, with argument $`q\overline{q}`$. Then one obtains <sup>2</sup><sup>2</sup>2As discussed in , in general one has the option of modifying eq. (27), altering $`X_{ii}`$ by signs $`ϵ_i`$. These turn sectors symmetrized under left-right interchange into antisymmetrized ones, and vice-versa, and are in general constrained by compatibility with the fusion rules. This freedom, which has the spacetime interpretation of flipping the RR charge of some orientifold planes, will turn out to be crucial later on. $$𝒦=Tr\frac{\mathrm{\Omega }}{2}\frac{1+(1)^G}{2}𝒫e^{4\pi \tau _2L_0}=\frac{1}{2(4\pi ^2\alpha ^{})^{\frac{d}{2}}}_0^{\mathrm{}}\frac{d\tau _2}{\tau _2^{1+\frac{d}{2}}}\underset{r}{}X_{rr}\chi _r(2i\tau _2)\mathrm{\Gamma }_{𝒦,r}^{(10d)}(i\tau _2,g_{i\overline{j}}),$$ (27) with $`\tau _2`$ the proper time for the closed string and $`\mathrm{\Gamma }_{𝒦,r}^{(10d)}(i\tau _2,g_{i\overline{j}})`$ the contribution of the compactification lattice. In order to identify the corresponding open sector, it is useful to perform the $`S`$ modular transformation induced by $`𝒦:2\tau _2`$ $`{\displaystyle \genfrac{}{}{0pt}{}{\genfrac{}{}{0pt}{}{}{}}{\genfrac{}{}{0pt}{}{}{S}}}`$ $`{\displaystyle \frac{1}{2\tau _2}}l,`$ (28) thus turning the direct-channel Klein-bottle amplitude $`𝒦`$ into the transverse-channel amplitude. The latter describes the propagation of the closed spectrum on a cylinder of length $`l`$ terminating at two crosscaps<sup>3</sup><sup>3</sup>3The crosscap, or real projective plane, is a non-orientable surface that may be defined starting from a 2-sphere and identifying antipodal points., and has the generic form $$𝒦=\frac{1}{2(4\pi ^2\alpha ^{})^{\frac{d}{2}}}_0^{\mathrm{}}𝑑l\underset{r}{}\mathrm{\Gamma }_r^2\chi _r(il)\stackrel{~}{\mathrm{\Gamma }}_{𝒦,r}^{(10d)}(il,g_{i\overline{j}})\frac{1}{2(4\pi ^2)^{\frac{d}{2}}\alpha _{}^{}{}_{}{}^{5}}_0^{\mathrm{}}𝑑l\stackrel{~}{𝒦},$$ (29) where $`\stackrel{~}{\mathrm{\Gamma }}_{𝒦,r}^{(10d)}(il,g_{i\overline{j}})`$ is the Poisson transform of $`\mathrm{\Gamma }_{𝒦,r}`$ and the coefficients $`\mathrm{\Gamma }_r`$ can be related to the one-point functions of the closed-string fields in the presence of a crosscap. Alternatively, in a spacetime language, the $`\mathrm{\Omega }`$ involution has fixed (hyper)surfaces called orientifold (O) planes, carrying RR charge. The Klein bottle amplitude is then interpreted as describing the closed string propagation starting and ending on orientifold (O) planes. Since the modulus of the Klein amplitude is $`0\tau _2<\mathrm{}`$, the $`\tau _2`$ integral is not cut in the ultraviolet (UV) and is generically UV divergent. Physically, this divergence is related to the presence of an uncanceled RR flux from the O planes, which asks for the introduction of D branes and corresponding open strings. It will be important later on to distinguish between several types of O-planes. First of all, in supersymmetric models there are $`O_+`$ planes carrying negative RR charge and $`O_{}`$ planes carrying positive RR charge and also flipped NS-NS couplings, in order to preserve supersymmetry. In nonsupersymmetric models, there can exist $`\overline{O}_+`$ planes with flipped RR charge compared to their supersymmetric $`O_+`$ cousins, but with the same NS-NS couplings, therefore breaking supersymmetry. Analogously, we can define $`\overline{O}_{}`$ planes, starting from $`O_{}`$ planes and flipping only the RR charge. We will exemplify later on in detail the couplings of these four different types of O-planes to supergravity fields in different models. The open strings may be deduced from the closed-string spectrum in a similar fashion. A very important property of one-loop open string amplitudes is that they all have a dual interpretation as tree-level closed string propagation (see Figure 1). First, the direct-channel annulus amplitude may be deduced from the transverse-channel boundary-to-boundary amplitude. This has the general form (see also ) $$𝒜=\frac{1}{(8\pi ^2\alpha ^{})^{\frac{d}{2}}}_0^{\mathrm{}}𝑑l\underset{r}{}B_r^2\chi _r(il)\stackrel{~}{\mathrm{\Gamma }}_{𝒜,r}^{(10d)}(il,g_{i\overline{j}})\frac{1}{(8\pi ^2)^{\frac{d}{2}}\alpha _{}^{}{}_{}{}^{5}}_0^{\mathrm{}}𝑑l\stackrel{~}{𝒜},$$ (30) where the coefficients $`B_r`$ can be related to the one-point functions of closed-string fields on the disk and on the $`RP^2`$ crosscap. In a spacetime interpretation, the annulus amplitudes describe open strings with ends stuck on D branes. The relevant $`S`$ modular transformation now maps the closed string proper time $`l`$ on the tube to the open-string proper time $`t`$ on the annulus, according to $`𝒜:l`$ $`{\displaystyle \genfrac{}{}{0pt}{}{\genfrac{}{}{0pt}{}{}{}}{\genfrac{}{}{0pt}{}{}{S}}}`$ $`{\displaystyle \frac{1}{l}}{\displaystyle \frac{t}{2}}.`$ (31) The direct-channel annulus amplitude then takes the form $$𝒜=\frac{1}{2}Tr\frac{1+(1)^G}{2}𝒫e^{\pi tL_0}=\frac{1}{2(8\pi ^2\alpha ^{})^{\frac{d}{2}}}_0^{\mathrm{}}\frac{dt}{t^{1+\frac{d}{2}}}\underset{r,a,b}{}A_{ab}^rn_an_b\chi _r\left(\frac{it}{2}\right)\mathrm{\Gamma }_{𝒜,r}^{(10d)}(\frac{it}{2},g_{i\overline{j}}),$$ (32) where $`L_0`$ in (32) is the Virasoro operator in the open sector, the $`n`$’s are integers that have the interpretation of Chan-Paton multiplicities for the boundaries (D branes) and the $`A^r`$ are a set of matrices with integer elements. These matrices are obtained solving diophantine equations determined by the condition that the modular transform of eq. (32) involves only integer coefficients, while the Chan-Paton multiplicities arise as free parameters of the solution. Supersymmetric models contain only D-branes, i.e. objects carrying positive RR charges. Nonsupersymmetric models ask generically also for antibranes, objects carrying negative RR charges but with NS-NS couplings identical to those of branes. Finally, the transverse-channel Möbius amplitude $`\stackrel{~}{}`$ describes the propagation of closed strings between D branes and O planes (or boundaries and crosscaps, in worldsheet language), and is determined by factorization from $`\stackrel{~}{𝒦}`$ and $`\stackrel{~}{𝒜}`$. It contains the characters common to the two expressions, with coefficients that are geometric means of those present in $`\stackrel{~}{𝒦}`$ and $`\stackrel{~}{𝒜}`$ , . Thus $$=2\frac{1}{(8\pi ^2\alpha ^{})^{\frac{d}{2}}}_0^{\mathrm{}}𝑑l\underset{r}{}B_r\mathrm{\Gamma }_r\widehat{\chi }_r(il+\frac{1}{2})\stackrel{~}{\mathrm{\Gamma }}_{,r}^{(10d)}(il,g_{i\overline{j}})\frac{1}{(8\pi ^2)^{\frac{d}{2\alpha _{}^{}{}_{}{}^{5}}}}_0^{\mathrm{}}𝑑l\stackrel{~}{},$$ (33) where the hatted characters form a real basis and are obtained by the redefinitions $$\widehat{\chi }_r(il+\frac{1}{2})=e^{i\pi h_r}\chi _r(il+\frac{1}{2}).$$ (34) The direct-channel Möbius amplitude can then be related to $`\stackrel{~}{}`$ by a modular $`P`$ transformation and by the redefinition (34) $`:{\displaystyle \frac{it}{2}}+{\displaystyle \frac{1}{2}}`$ $`{\displaystyle \genfrac{}{}{0pt}{}{\genfrac{}{}{0pt}{}{}{}}{\genfrac{}{}{0pt}{}{}{P}}}`$ $`{\displaystyle \frac{i}{2t}}+{\displaystyle \frac{1}{2}}il+{\displaystyle \frac{1}{2}}.`$ (35) This is realized on the hatted characters by the sequence $`P=T^{1/2}ST^2ST^{1/2}`$, with S the matrix that implements the transformation $`\tau 1/\tau `$ and $`T`$ the diagonal matrix that implements the transformation $`\tau \tau +1`$. The direct-channel Möbius amplitude then takes the form $`=Tr{\displaystyle \frac{\mathrm{\Omega }}{2}}{\displaystyle \frac{1+(1)^G}{2}}𝒫(e^{\pi t})^{L_0}=`$ $`{\displaystyle \frac{1}{2(8\pi ^2\alpha ^{})^{\frac{d}{2}}}}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{dt}{t^{1+\frac{d}{2}}}}{\displaystyle \underset{r,a}{}}M_a^rn_a\widehat{\chi }_r\left({\displaystyle \frac{it}{2}}+{\displaystyle \frac{1}{2}}\right)\mathrm{\Gamma }_{,r}^{(10d)}({\displaystyle \frac{it}{2}},g_{i\overline{j}}),`$ (36) where by consistency the integer coefficients $`M_a^r`$ satisfy constraints that make $``$ the $`\mathrm{\Omega }`$ projection of $`𝒜`$. The full one-loop vacuum amplitude is $$\left(\frac{1}{2}𝒯(\tau ,\overline{\tau })+𝒦(2i\tau _2)+𝒜(\frac{it}{2})+(\frac{it}{2}+\frac{1}{2})\right),$$ (37) where the different measures of integration are left implicit. In the remainder of this paper, we shall often omit the dependence on world-sheet modular parameters. It is often convenient for a spacetime particle interpretation to write the partition functions with the help of $`SO(2n)`$ characters $`O_{2n}`$ $`=`$ $`{\displaystyle \frac{1}{2\eta ^n}}(\theta _3^n+\theta _4^n),V_{2n}={\displaystyle \frac{1}{2\eta ^n}}(\theta _3^n\theta _4^n),`$ $`S_{2n}`$ $`=`$ $`{\displaystyle \frac{1}{2\eta ^n}}(\theta _2^n+i^n\theta _1^n),C_{2n}={\displaystyle \frac{1}{2\eta ^n}}(\theta _2^ni^n\theta _1^n),`$ (38) where the $`\theta _i`$ are the four Jacobi theta-functions with (half)integer characteristics. In a spacetime interpretation, at the lowest level $`O_{2n}`$ represents a scalar, $`V_{2n}`$ represents a vector, while $`S_{2n}`$, $`C_{2n}`$ represent spinors of opposite chiralities. In order to link the direct and transverse channels, one needs the transformation matrices $`S`$ and $`P`$ for the level-one $`SO(2n)`$ characters (38). These may be simply deduced from the corresponding transformation properties of the Jacobi theta functions, and are $$S_{(2n)}=\frac{1}{2}\left(\begin{array}{cccc}1& 1& 1& 1\\ 1& 1& 1& 1\\ 1& 1& i^n& i^n\\ 1& 1& i^n& i^n\end{array}\right),P_{(2n)}=\left(\begin{array}{cccc}c& s& 0& 0\\ s& c& 0& 0\\ 0& 0& \zeta c& i\zeta s\\ 0& 0& i\zeta s& \zeta c\end{array}\right),$$ (39) where $`c=\mathrm{cos}(n\pi /4)`$, $`s=\mathrm{sin}(n\pi /4)`$ and $`\zeta =e^{in\pi /4}`$ . The absence of UV divergences ($`l\mathrm{}`$ limit) in the above amplitudes asks for constraints on the Chan-Paton factors, called tadpole consistency conditions . They are equivalent to the absence of tree-level one-point functions for some closed string fields and ensure that the total RR charge in the theory is zero. In the notations used here, they read $$B_r=\mathrm{\Gamma }_r,$$ (40) and generically determine the Chan-Paton multiplicity, that in ten dimensions equals $`N=32`$. The tadpoles for RR fields can be related to inconsistencies in the field equations of RR forms (often reflected in the presence of gauge and gravitational anomalies). Indeed, D branes and O planes are electric and magnetic sources for RR forms. The Bianchi identities and field equations for a form of order $`n`$ then read (in the language of differential forms ) $$dH_{n+1}=J_{8n},dH_{n+1}=J_n,$$ (41) where the subscript on the electric and magnetic sources denotes their rank. The field equations are globally consistent if $$_{C_m}J_{10m}=0,$$ (42) for all closed (sub)manifolds $`C_m`$. In particular, in a compact space the RR flux must be zero, and this gives nontrivial constraints on the spectrum of D branes in the theory. The situation is different for NS-NS tadpoles. Indeed, suppose there is a dilaton tadpole, of the type $`\mathrm{exp}(\mathrm{\Phi })`$ in the string frame, generated by the presence of (anti)brane-(anti)orientifold Dp-Op systems. The dilaton classical field equation reads $$_A(\sqrt{g}g^{AB}_B\mathrm{\Phi })=\underset{i}{}\alpha _i\sqrt{g}e^{\frac{(p3)\mathrm{\Phi }}{4}}\delta ^{(9p)}(yy_i),$$ (43) where $`A,B=1\mathrm{}10`$ and $`y_i`$ denote the position of the brane-orientifold planes in the space transverse to the brane. The uncancelled dilaton tadpole means explicitly $$\underset{i}{}\alpha _i0,\mathrm{while}\underset{i}{}\alpha _i_𝒞\sqrt{g}e^{\frac{(p3)\mathrm{\Phi }}{4}}\delta ^{(9p)}(yy_i)=0.$$ (44) The first inequality means that, around the flat vacuum, the r.h.s. source in (43) does not integrate to zero and violates the integrability condition coming from the l.h.s. of (43). As stressed in , however, this simply means that the real background is not the flat background, but a curved one. This explains the second equality in (44), where $`𝒞`$ is any closed curve or (hyper)surface in the internal space. An explicit example of such a Type I background was recently given in . In order to describe some simple Type I examples, let us consider two 10d orientifolds of Type IIB. i) Supersymmetric SO(32) The Type IIB torus amplitude reads $$𝒯=\frac{1}{(4\pi ^2\alpha ^{})^5}_F\frac{d^2\tau }{(\mathrm{Im}\tau )^6}\|(V_8S_8)\frac{1}{\eta ^8}\|^2,$$ (45) in terms of the characters introduced in (38). In (45), the characters $`V_8S_8`$ describe the contribution of the (worldsheet, left and right) fermionic coordinates ($`\mathrm{\Psi }^\mu `$, $`\stackrel{~}{\mathrm{\Psi }}^\mu `$) to the partition function. Moreover, $`1/\eta ^8`$ denotes the contribution of the eight transverse bosons $`X^\mu `$, where $`\eta `$ is the Dedekind modular function defined in eq. (262) of the Appendix. The corresponding Klein bottle amplitude is $$𝒦=\frac{1}{2(4\pi ^2\alpha ^{})^5}_0^{\mathrm{}}\frac{d\tau _2}{\tau _2^6}(V_8S_8)\frac{1}{\eta ^8}.$$ (46) It symmetrizes the NS-NS states and antisymetrizes the RR states. In particular, the NS-NS antisymmetric tensor is projected out of the spectrum (still, quantized parts of it can consistently be introduced ), while the RR antisymmetric tensor survives, a general feature in Type I models. The annulus and Möbius amplitudes in the open string channel read $`𝒜={\displaystyle \frac{N^2}{2}}{\displaystyle \frac{1}{(8\pi ^2\alpha ^{})^5}}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{dt}{t^6}}(V_8S_8){\displaystyle \frac{1}{\eta ^8}},`$ $`={\displaystyle \frac{N}{2}}{\displaystyle \frac{1}{(8\pi ^2\alpha ^{})^5}}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{dt}{t^6}}(V_8S_8){\displaystyle \frac{1}{\eta ^8}},`$ (47) where $`N`$ is the Chan-Paton index. In order to find the massless spectrum, we expand them in powers of the modular parameter $`q`$ and retain the constant piece, obtaining $$𝒜_0+_0\frac{N(N1)}{2}_0^{\mathrm{}}\frac{dt}{t^6}\times (88),$$ (48) where the $`(88)`$ terms come from the vector $`V_8`$ and the spinor $`S_8`$, respectively. The massless spectrum is therefore supersymmetric, and consists of 10d vectors and Weyl spinors in the adjoint representation of the gauge group $`SO(N)`$. The dimension of the group is fixed by looking at the divergent (tadpole) piece of the amplitudes in the transverse (closed-string) channel $$𝒦+𝒜+=\frac{1}{2}\frac{1}{(8\pi ^2\alpha ^{})^5}_0^{\mathrm{}}𝑑l(32+\frac{N^2}{32}2N)\times (88)+\mathrm{},$$ (49) where the two equal terms $`88`$ come from the NS-NS and RR massless closed string states and $`\mathrm{}`$ denote exchanges of massive closed states, with no associated IR divergences. Even if the RR and NS-NS divergent pieces cancel each other, consistency of the theory requires cancelling each independently, as they reflect the existence of different couplings. This requires that $`N=32`$ and therefore determines the gauge group $`SO(32)`$. The geometric interpretation of this model is that it contains 32 D9 branes and 32 O$`9_+`$ planes, that carry RR charge under an unphysical RR 10-form $`A_{10}`$. The effective action contains the bosonic terms $$S=d^{10}x\{\sqrt{g}_{SUGRA}(N32)(\sqrt{g}e^\mathrm{\Phi }+A_{10})\}+\mathrm{},$$ (50) clearly displaying the interaction of closed fields $`g_{AB},\mathrm{\Phi },A_{10}`$ with the D9 branes and the O9 planes in the model. ii) Nonsupersymmetric USp(32) As already explained, there is an important difference between tadpoles of RR closed fields and tadpoles of NS-NS closed fields. While the first signal an internal inconsistency of the theory and must therefore always be cancelled, the latter ask for a background redefinition and remove flat directions, producing potentials for the corresponding fields and leading actually to consistent models . The difference between RR and NS-NS tadpoles turns out to play an important role in (some) models with broken supersymmetry. Indeed, there is another consistent model in 10d described by the same closed spectrum (45)-(46), but with a nonsupersymmetric open spectrum described by the Chan-Paton charge $`N`$. The open string partition functions are $`𝒜={\displaystyle \frac{N^2}{2}}{\displaystyle \frac{1}{(8\pi ^2\alpha ^{})^5}}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{dt}{t^6}}(V_8S_8){\displaystyle \frac{1}{\eta ^8}},`$ $`={\displaystyle \frac{N}{2}}{\displaystyle \frac{1}{(8\pi ^2\alpha ^{})^5}}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{dt}{t^6}}(V_8+S_8){\displaystyle \frac{1}{\eta ^8}}.`$ (51) From the closed string viewpoint, $`V_8`$ describes the NS-NS sector (more precisely, the dilaton) and $`S_8`$ the RR sector. The tadpole conditions here read $$𝒦+𝒜+=\frac{1}{2}\frac{1}{(8\pi ^2\alpha ^{})^5}_0^{\mathrm{}}𝑑l\{(N+32)^2\times 8(N32)^2\times 8\}+\mathrm{}.$$ (52) It is therefore clear that we can set to zero the RR tadpole choosing $`N=32`$, but we are forced to live with a dilaton tadpole. The resulting spectrum is nonsupersymmetric and contains the vectors of the gauge group $`USp(32)`$ and fermions in the antisymmetric (reducible) representation. However, the spectrum is free of gauge and gravitational anomalies, and therefore the model appears to be consistent. This model contains 32 $`\overline{D}`$9 branes and 32 O$`9_{}`$ planes, such that the total RR charge is zero but NS-NS tadpoles are present, signaling the breaking of supersymmetry. The effective action contains the bosonic terms $$S=d^{10}x\{\sqrt{g}_{SUGRA}(N+32)\sqrt{g}e^\mathrm{\Phi }+(N32)A_{10}\}+\mathrm{}.$$ (53) Notice in (53) the peculiar couplings of the dilaton and the 10-form to antibranes/$`O_{}`$ planes, in agreement with the general properties displayed earlier. Indeed, the coupling to the ten-form is similar to the supersymmetric one (50), modulo the overall sign reflecting the flipped RR charge of antibranes and $`O_{}`$ planes compared to branes and $`O_+`$ planes. The coupling to the dilaton reflects that antibranes couple to NS-NS fields in the same way as branes, while $`O_{}`$ planes couple with a flipped sign compared to $`O_+`$ planes. The NS-NS tadpoles generate scalar potentials for the corresponding (closed-string) fields, in our case the (10d) dilaton. The dilaton potential reads $$V(N+32)e^\mathrm{\Phi },$$ (54) and in the Einstein frame is proportional to $`(N+32)\mathrm{exp}(3\mathrm{\Phi }/2)`$. It has therefore the (usual) runaway behaviour towards zero string coupling, a feature which is common to all perturbative constructions. However, other NS-NS fields can be given more complicated potentials and can be stabilized in appropriate compactifications of Type I strings with brane-antibrane systems, as we will see later on. Due to the dilaton tadpole, the background of this model is not the 10d Minkowski space. However, it was shown in that a background with $`SO(9)`$ Poincare symmetry can be explicitly found, therefore curing the NS-NS tadpole problem. In this background, the tenth dimension is spontaneously compactified and the geometry is $`R^9\times S^1/Z_2`$, with localized gravity. There is another way to see that in 10d the only possible gauge groups are orthogonal and symplectic. Indeed, the massless gauge bosons are represented as $`\lambda \alpha _1^A\|0>`$, where $`\lambda `$ is the matrix describing the Chan-Paton charges defined in (15), of size $`N\times N`$. The orientifold involution $`\mathrm{\Omega }`$ which squares to one can have a nontrivial action on the matrix $`\lambda `$ $$\mathrm{\Omega }:\lambda \gamma _\mathrm{\Omega }\lambda ^T\gamma _\mathrm{\Omega }^1,$$ (55) where $`\lambda ^T`$ denotes the transpose of the matrix $`\lambda `$. The action of $`\mathrm{\Omega }`$ squares to one if $`\gamma _\mathrm{\Omega }(\gamma _\mathrm{\Omega }^1)^T=\pm I`$, where $`I`$ is the identity matrix. Then the gauge bosons are invariant under $`\mathrm{\Omega }`$ if a) $`\gamma _\mathrm{\Omega }=\gamma _\mathrm{\Omega }^T=I`$, implying $`\lambda =\lambda ^T`$ and the gauge group is $`SO(N)`$. b) $`\gamma _\mathrm{\Omega }=\gamma _\mathrm{\Omega }^T`$, implying $`\lambda =\lambda ^T`$ and the gauge group $`USp(N)`$. The difference between the supersymmetric $`SO(32)`$ and nonsupersymmetric $`USp(32)`$ model described previously is that in the supersymmetric case $`\mathrm{\Omega }`$ acted in the same way on NS-NS and RR states in the (transverse channel) Möbius, while in the nonsupersymmetric case the action was $`\mathrm{\Omega }=1`$ for NS-NS states and $`\mathrm{\Omega }=1`$ for RR states. Both possibilites are however consistent with the rules described at the beginning of this section, namely particle interpretation and factorization. We will interpret later the first model as containing 32 D9 branes and the second one as containing 32 D$`\overline{9}`$ (anti)branes, where by definition antibranes have reversed RR charge compared to the corresponding branes. The $`USp(32)`$ model is interpreted as containing 32 O$`9_{}`$ planes of positive RR charge (instead of the negative charged O$`9_+`$ of the supersymmetric case), asking for 32 D$`\overline{9}`$ (anti)branes in the open sector. The only change occurs in the Möbius amplitude, that describes strings streched between (anti)branes and orientifold planes. iii) Models with local tadpole cancellation As we have seen in the previous models, UV divergences in the open spectrum are related to tadpoles of massless closed fields exchanged by the branes. Let us now compactify one dimension (the discussion easily generalizes to more compactified dimensions). The closed string fields have in this case a tower of winding states of mass $`nRM_I^2`$ that give no additional divergences. However, in the limit $`R0`$ all these states become massless and contribute new potential divergences. For example, the supersymmetric $`SO(32)`$ model has, in the T-dual version ($`R_{}=1/RM_I^2`$), 32 D8 branes at the origin $`y_{}=0`$ and 32 orientifold O8 planes equally distributed between the two orientifold fixed planes $`y_{}=0,\pi R_{}`$. The global RR charge is indeed cancelled, however locally there are 16 units of RR charge at $`y_{}=0`$ and -16 at $`y_{}=\pi R_{}`$. Consequently, the dilaton has a variation along $`y_{}`$ and for $`R_{}\mathrm{}`$, the theory encounters singularities . Avoiding this pathology asks for a new condition, local tadpole cancellation or, equivalently the local cancellation of the RR charge. In the example at hand, the only Type I 9d model satisfying this condition is obtained putting, via a Wilson line, 16 D8 branes at the origin $`y_{}=0`$ and 16 D8 branes at $`y_{}=\pi R_{}`$, thus giving the gauge group $`SO(16)\times SO(16)`$. This phenomenon manifests itself neatly in the one-loop vacuum amplitudes . Indeed, let us compactify the 10d Type I string on a circle and let us introduce a Wilson line $`W=(I_{n_1},I_{n_2})`$, which breaks the gauge group $`SO(32)SO(n_1)\times SO(n_2)`$. The three relevant amplitudes read, in the direct channel, $`𝒦`$ $`=`$ $`{\displaystyle \frac{1}{2(4\pi ^2\alpha ^{})^{9/2}}}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{d\tau _2}{\tau _2^{11/2}}}{\displaystyle \underset{m}{}}P_m(V_8S_8){\displaystyle \frac{1}{\eta ^8}},`$ $`𝒜`$ $`=`$ $`{\displaystyle \frac{1}{(8\pi ^2\alpha ^{})^{9/2}}}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{dt}{t^{11/2}}}(V_8S_8){\displaystyle \frac{1}{\eta ^8}}\left({\displaystyle \frac{n_1^2+n_2^2}{2}}{\displaystyle \underset{m}{}}P_m+n_1n_2{\displaystyle \underset{m}{}}P_{m+1/2}\right),`$ $``$ $`=`$ $`{\displaystyle \frac{n_1+n_2}{2}}{\displaystyle \frac{1}{(8\pi ^2\alpha ^{})^{9/2}}}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{dt}{t^{11/2}}}(V_8S_8){\displaystyle \frac{1}{\eta ^8}}{\displaystyle \underset{m}{}}P_m,`$ (56) where the half-integer powers of $`t`$ and $`\alpha ^{}`$ come from integrating over the nine noncompact momenta and the lattice summations are defined in the Appendix. The same amplitudes can be written (after S and P transformations), in the transverse channel, $`\stackrel{~}{𝒦}`$ $`=`$ $`{\displaystyle \frac{2^5R}{2\sqrt{2}}}{\displaystyle \underset{n}{}}W_{2n}(V_8S_8){\displaystyle \frac{1}{\eta ^8}},`$ $`\stackrel{~}{𝒜}`$ $`=`$ $`{\displaystyle \frac{R}{2^5\sqrt{2}}}(V_8S_8){\displaystyle \frac{1}{\eta ^8}}\left({\displaystyle \frac{n_1^2+n_2^2}{2}}{\displaystyle \underset{n}{}}W_n+n_1n_2{\displaystyle \underset{n}{}}(1)^nW_n\right),`$ $`\stackrel{~}{}`$ $`=`$ $`(n_1+n_2){\displaystyle \frac{R}{\sqrt{2}}}(V_8S_8){\displaystyle \frac{1}{\eta ^8}}{\displaystyle \underset{n}{}}W_{2n},`$ (57) where the various numerical coefficients in (57) arise from the S transformations in the Klein bottle and annulus amplitude and after the P transformation in the Möbius amplitudes. The sum of the three amplitudes $$\stackrel{~}{𝒦}+\stackrel{~}{𝒜}+\stackrel{~}{}=\frac{R}{2\sqrt{2}}(V_8S_8)\frac{1}{\eta ^8}\{[32+\frac{(n_1+n_2)^2}{32}2(n_1+n_2)]\underset{n}{}W_{2n}+\frac{(n_1n_2)^2}{32}\underset{n}{}W_{2n+1}\}$$ (58) tells us that for an arbitrary radius the tadpole conditions coming from the massless states are $$32+\frac{(n_1+n_2)^2}{32}2(n_1+n_2)=0,$$ (59) fixing the number of D9 branes $`n_1+n_2=32`$. However, in the $`R0`$ ($`R_{}\mathrm{}`$) limit the odd winding states become massless too. Therefore the last term in (58) asks for $`n_1=n_2=16`$ and the gauge group is $`SO(16)\times SO(16)`$, as anticipated. Models with local tadpole conditions are intimately related to M-theory compactifications since they allow, by a suitable identification of $`R_{11}`$ with $`R_{}`$, a well-defined strong coupling heterotic (M-theory) limit $`R_{}\mathrm{}`$. ## 4. M-theory The maximal supergravity theory (containing particles with spin less than or equal to two) was constructed long time ago by Cremmer, Julia and Scherk in eleven dimensions and is unique. The field content consists of the irreducible 11d supergravity multiplet: the graviton $`g_{IJ}`$, the Majorana gravitino $`\psi _{I\alpha }`$ and the three-form $`C_{IJK}`$. The bosonic part of the action was found to be $$L_{SUGRA}=\frac{1}{2\kappa _{11}^2}_{M^{11}}d^{11}x\sqrt{g}\left(R^{(11)}\frac{1}{24}G_{IJKL}G^{IJKL}\right)\frac{\sqrt{2}}{\kappa _{11}^2}_{M^{11}}d^{11}xCGG,$$ (60) where $`I,J,K,L=1\mathrm{}11`$ and $`G`$ is the field-strength of the three-form ($`G=6dC`$ in form notation), where we use here and in the following the usual definition $`A=\frac{1}{p!}A_{I_1\mathrm{}I_p}dx^{I_1}\mathrm{}dx^{I_p}`$ for differential forms. The role played by the 11d supergravity (SUGRA) in string theory has been a long-standing puzzle. A hint in this direction was that the $`S^1`$ circle dimensional reduction of 11d SUGRA to 10d gives exactly the nonchiral Type IIA SUGRA. As all the 10d SUGRA theories are low-energy limits of the corresponding string theories, it was natural to ask for the existence and the properties of a quantum theory containing the 11d SUGRA as its low-energy limit. This (still unkwown) theory was called M-theory and the study of its connection with string theories became a central goal for the string community in the last five years. A natural conjecture was then logically put forward, namely that the Type IIA string in the strongly coupled regime is described by M-theory or, equivalently, that the M-theory compactified on $`S^1`$ is the 10d Type IIA superstring. For example, the bosonic fields of Type IIA SUGRA and that of the circle reduction of the bosonic 11d SUGRA contain both the graviton $`g_{AB}`$, antisymmetric tensor $`B_{AC}`$ ($`C_{11,AC}`$ in 11d SUGRA), the dilaton $`\mathrm{\Phi }`$ ($`g_{11,11}(R_{11}M_{11})^2`$ in 11d SUGRA), a one-form potential $`A_B`$ ($`g_{11,B}`$) and a three-form potential $`C_{ABC}`$. By comparing the lagrangians of 11d SUGRA of Newton constant $`M_{11}k_{11}^{2/9}`$ compactified on a circle $`S^1`$ of radius $`R_{11}`$ and of the Type IIA string of string scale $`M_{IIA}`$ and string coupling $`\lambda _{IIA}`$, the following relations emerge<sup>4</sup><sup>4</sup>4The second relation can equivalently be replaced by $`M_{11}=\lambda _{IIA}^{1/3}M_{IIA}`$. $$R_{11}M_{11}=\lambda _{IIA}^{2/3},g_{AB}^M=\lambda _{IIA}^{2/3}g_{AB},$$ (61) where $`g_{AB}`$ and $`g_{AB}^M`$ are the Type IIA string and the M-theory metric, respectively. These relations support the conjectured duality. In the weak-coupling regime of the Type IIA string ($`\lambda _{IIA}0`$), $`R_{11}0`$ and therefore the low-energy limit is indeed the 10d IIA SUGRA. On the other hand, in the strong coupling regime ($`\lambda _{IIA}\mathrm{}`$) a new-dimension decompactifies ($`R_{11}\mathrm{}`$), and the low-energy limit of the Type IIA string is described by 11d SUGRA. A second argument for the conjecture is motivated by trying to identify Kaluza-Klein modes of the 11d gravitational multiplet in string language. Using the mapping (61), the relation (8) can easily be proved. On the string side, these states are interpreted as D0 branes. A nontrivial check of the duality conjecture is that a bound state of n D0 branes has a mass n times larger than the mass of a single D0 brane, in precise correspondence with the Kaluza-Klein spacing on the 11d supergravity side. More generally, it is known that the Type IIA string contains, in addition to the fundamental string states and to the solitonic NS fivebrane, D0,D2,D4,D6 and D8 BPS branes, coupling (electrically or magnetically) to the appropriate odd-rank antisymmetric tensors present in the massless spectrum of the theory. On the other hand, the 11d SUGRA contains M2 (membranes) and M5 (fivebranes) as classical solutions. A precise mapping between M-theory states compactified on the circle and Type IIA branes (with the exception of the Type IIA D8 brane) was achieved, and their corresponding tensions were found to be in agreement with the conjectured duality relations (61). There is another possible compactification of M-theory to 10d, that preserves one-half of the original supersymmetry. Indeed, the 11d action (60) has the following symmetry $`x_{11}x_{11},\psi _I(x_{11})=\mathrm{\Gamma }_{11}\psi _I(x_{11}),`$ $`g_{AB}(x_{11})=g_{AB}(x_{11}),g_{11,A}(x_{11})=g_{11,A}(x_{11}),`$ $`C_{ABC}(x_{11})=C_{ABC}(x_{11}),C_{11,AB}(x_{11})=C_{11,AB}(x_{11}),`$ (62) where $`A,B,C=1\mathrm{}10`$ are ten-dimensional indices and $`\mathrm{\Gamma }_{11}=\mathrm{\Gamma }_1\mathrm{}\mathrm{\Gamma }_{10}`$. We can then compactify on an orbifold, the interval $`S^1/Z_2`$ obtained by identifying opposite points, of coordinates $`x_{11}`$ and $`x_{11}`$, on the circle. The two fixed points of this operation, $`x_{11}=0`$ and $`x_{11}=\pi R_{11}`$ play a peculiar role, as will be seen in a moment. From a 10d viewpoint, $`\mathrm{\Gamma }_{11}`$ acts as a chiral projector and selects one-half of the original gravitino, namely one (chiral) Majorana-Weyl spinor $`\psi _A`$ with $`\mathrm{\Gamma }^A\psi _A`$ projected out and another Majorana-Weyl spinor (of opposite chirality) $`\psi _{11}`$. The two spinors can be assembled into a 10d Majorana gravitino $`\psi _A`$ containing 64 degrees of freedom. The full massless gravitational spectrum of M-theory on $`S^1/Z_2`$ includes also the 10d graviton $`g_{AB}`$, the dilaton $`\varphi `$ contained in $`g_{11,11}=(R_{11}M_{11})^2=e^{4\varphi /3}`$ and an antisymmetric tensor field $`C_{11,AB}`$. The sum of the bosonic degrees of freedom adds up to 64, as expected by supersymmetry. This cannot be the end of the story, however. It is well-known that the massless 10d gravitino gives an anomaly under the 10d diffeomorphisms, whereas the massive Kaluza-Klein modes are nonchiral and do not contribute to the anomaly. On the other hand, in a smooth 11d space there is no such anomaly. A natural possibility is that the anomaly draws its origin from the two ends of the interval and is equally distributed between the fixed points $`x_{11}=0`$ and $`x_{11}=\pi R_{11}`$. A standard explicit computation then asks for 496 Majorana-Weyl fermions, 248 on each of the fixed points, to cancel it. These fermions come necessarily from super Yang-Mills vector multiplets and can be associated to the gauge group $`E_8\times E_8`$, with one gauge factor per fixed point. The bosonic part of the Yang-Mills action is then $$L_{SYM}=\frac{1}{\lambda _1^2}_{x_{11}=0}d^{10}x\sqrt{g}trF_1^2\frac{1}{\lambda _2^2}_{x_{11}=\pi R_{11}}d^{10}x\sqrt{g}trF_2^2,$$ (63) where $`\lambda _i`$ are the two Yang-Mills couplings. Similarly to the weakly-coupled heterotic string, supersymmetry invariance of the action ask for a modification of the Bianchi identity associated to the three-form. A closer look at the SUGRA-SYM Lagrangian requires that the modification to the Bianchi identity be concentrated on the fixed planes and read $$dG=\frac{k_{11}^2}{\sqrt{2}\lambda ^2}\left\{\delta (x_{11})(\frac{1}{2}\mathrm{tr}R^2\mathrm{tr}F_1^2)+\delta (x_{11}\pi R_{11})(\frac{1}{2}\mathrm{tr}R^2\mathrm{tr}F_2^2)\right\}.$$ (64) A consistent M-theory compactification is obtained by using $$_{C_5}dG=0,_{C_4^i}(\mathrm{tr}F_i^2\frac{1}{2}\mathrm{tr}R^2)=m_i\frac{1}{2}p_i,$$ (65) for any closed 5-cycle $`C_5`$ and arbitrary 4-cycle $`C_4^i`$ defined at the fixed points $`x_{11}^i=0,\pi R_{11}`$, where in (65) $`m_i,p_i`$ are integers. The two equations (65) define thus the embedding of the spin connection into the gauge group as one particular solution of the equation $$m_1+m_2=\frac{1}{2}(p_1+p_2).$$ (66) Gauge and gravitational anomaly cancellation issues was first discussed by Horava and Witten , starting from a particular solution to the Bianchi identity (64). It was later realized that the original solution is not unique and that a one-parameter class a solutions exist, parametrized by $`b`$ in the following. A critical reanalysis of anomaly cancellation appeared recently , which insists on a periodic global definition of various M-theory fields. In particular, uses a periodic generalization of the $`ϵ(x_{11})`$ function on the interval $`\pi R_{11}x_{11}\pi R_{11}`$ , whose definition and derivative are $$ϵ_1(x_{11})=\mathrm{sign}(x_{11})\frac{x_{11}}{\pi R_{11}},dϵ_1=[2\delta (x_{11})\frac{1}{\pi R_{11}}]dx_{11}.$$ (67) The above defined $`ϵ_1(x_{11})`$ is indeed periodic and continous at $`x_{11}=\pi R_{11}`$ and has a step-type discontinuity at $`x_{11}=0`$. Similarly, another function discontinous at $`x_{11}=\pi R_{11}`$ can be defined by $`ϵ_2(x_{11})=ϵ_1(x_{11}\pi R_{11})`$. With these definitions, the solution to the Bianchi identity (64) reads $$G=6dC+\frac{k_{11}^2}{\lambda ^2}\{(b1)\underset{i=1}{\overset{2}{}}\delta _iQ_3^i+\frac{b}{2}\underset{i=1}{\overset{2}{}}ϵ_i\widehat{I}_4^i\frac{b}{2\pi }dx_{11}\underset{i=1}{\overset{2}{}}Q_3^i\},$$ (68) where we used the following definitions $`\widehat{I}_4^i=(1/2)\mathrm{tr}R^2\mathrm{tr}F_i^2`$, $`Q_3^i=(1/2)\omega _{3L}\omega _{3Y}^i`$ ($`\omega _{3L}`$ and $`\omega _{3Y}^i`$ are Lorentz and gauge Chern-Simons forms, repectively), $`\delta _1\delta (x_{11})dx^{11}`$, etc. It is useful to remember that these definitions are such that $`\widehat{I}_4^i=dQ_3^i`$. The parameter $`b`$ can be fixed by a global argument $$_{C_5}𝑑G=_{C_4(x_{11}^{(1)})}G_{C_4(x_{11}^{(2)})}G,$$ (69) where the 5-cycle $`C_5`$ has the boundary $`C_5=C_4(x_{11}^{(2)})+C_4(x_{11}^{(1)})`$, $`\pi R_{11}<x_{11}^{(1)}<0`$ and $`0<x_{11}^{(2)}<\pi R_{11}`$. If the standard embedding condition $`m_1=p_1=p_2`$, $`m_2=0`$ is not satisfied, then an explicit evaluation of (69) using (64) and (68) forces upon $`b=1`$. The gauge and gravitational anomalies are concentrated on the boundaries and are given by the standard 10d expressions. Surprisingly enough, the Green-Schwarz term taking care of their compensation is the 11d topological Chern-Simons term in (60), since $`C`$ is not Yang-Mills and Lorentz invariant. In the gauge variation of the three-form $`C`$ there is actually an additional arbitrariness . Making for simplicity the gauge choice $`\delta C_{ABC}=0`$, the cancellation between the 10d one-loop anomaly and the tree-level gauge variation of the Chern-Simons term fixes the relation between the Yang-Mills couplings and the 11d gravitational coupling to be $$\frac{k_{11}^4}{\lambda ^6}=\frac{12}{(4\pi )^5}.$$ (70) Compactifications of M-theory can be defined deforming around a space of the form $`S^1/Z_2\times X^6`$, with $`X^6`$ a Calabi-Yau space of Hodge numbers $`(h_{(1,1)},h_{(2,1)})`$, in a perturbative expansion in $`k_{11}^{2/3}`$. We denote in the following by $`i,j=1,2,3`$ the complex Calabi-Yau indices and by $`\mu ,\nu ,\rho `$ the 4d spacetime indices. The resulting 5d bulk theory contains as bosonic fields the gravitational multiplet, the universal hypermultiplet $`(\mathrm{det}g_{i\overline{j}},C_{\mu \nu \rho },C_{ijk}ϵ_{ijk}a)`$, with $`a`$ a complex scalar, $`h_{(2,1)}`$ additional hypermultiplets $`(g_{ij},C_{ij\overline{k}})`$ and $`h_{(1,1)}1`$ vector multiplets $`(C_{\mu i\overline{j}},g_{i\overline{j}})`$, with the determinant $`\mathrm{det}g_{i\overline{j}}`$ of the metric removed here and included in the universal hypermultiplet. The effect of the nontrivial Bianchi identity is to produce potential terms for moduli fields such that the 5d theory becomes a gauged SUGRA . The spectrum on the two boundaries depends on the solution chosen for (66). For example, the standard embedding solution $`m_1=p_1=p_2`$ and $`m_2=0`$ gives a gauge group $`E_6`$ on one boundary with $`h_{(1,1)}`$ chiral multiplets in the fundamental representation $`\mathrm{𝟐𝟕}`$ of $`E_6`$ and $`h_{(2,1)}`$ chiral multiplets in the $`\overline{\mathrm{𝟐𝟕}}`$, while the other boundary hosts a super Yang-Mills theory with gauge group $`E_8`$. Nonstandard embeddings and nonperturbative vacua containing fivebranes were also considered . Some orbifold compactifications of M-theory of the type $`T^n/Z_2\times X^{7n}`$ were also considered in the literature . On the other hand, compactifications on particular compact spaces $`S^1/Z_2\times S^1\times X^5`$ can be simply related to Type I compactifications. In order to see this, it is enough to study the compactification to 9d. The compactification of M-theory on $`S^1\times S^1/Z_2`$ (with radii $`R_{10}`$ and $`R_{11}`$, respectively) admits two different interpretations : * as M-theory on $`S^1/Z_2\times S^1`$, that according to describes the $`E_8\times E_8`$ heterotic string of coupling $`\lambda _{E_8}=(R_{11}M_{11})^{3/2}`$, compactified on a circle $`S^1`$ of radius $`R_{E_8}=R_{10}(R_{11}M_{11})^{1/2}`$. In this case, a Wilson line must be added, and the theory is in a vacuum with an unbroken $`SO(16)\times SO(16)`$ gauge group. By making a standard T-duality transformation $`R_H=1/R_{E_8}M_H^2`$, $`\lambda _H=\lambda _{E_8}/R_{E_8}M_H`$, we can relate it to the $`SO(32)`$ heterotic string in the vacuum state with gauge group $`SO(16)\times SO(16)`$, of coupling $`\lambda _H=R_{11}/R_{10}`$ and radius $`R_H=1/(R_{10}(R_{11}M_{11})^{1/2})M_H^2`$. * as M-theory on $`S^1\times S^1/Z_2`$, that according to describes the IIA theory of coupling $`\lambda _{IIA}=(R_{10}M_{11})^{3/2}`$, compactified further on the $`S^1/Z_2`$ orientifold of radius $`R_{11}(R_{10}M_{11})^{1/2}`$. The result is the Type-I theory, T-dual (with respect to the eleventh coordinate) to the Type I theory (in its $`SO(16)\times SO(16)`$ vacuum), with coupling $`\lambda _I=R_{10}/R_{11}`$, compactified on a circle of radius $`1/(R_{11}(R_{10}M_{11})^{1/2})M_I^2`$. In the M-theory regime ($`R_{11}>>R_{10}`$), the Type I and Type I theories can both be weakly coupled, and can consequently be treated as perturbative strings. It is interesting to notice that the above duality relations are in agreement with the $`SO(32)`$ heterotic-Type I duality conjecture $`\lambda _H=1/\lambda _I`$, $`R_H=R_I/\lambda _I^{1/2}`$, which can therefore be regarded as a prediction in this framework. A further check of these duality chains is found translating in Type I or heterotic language the masses of the BPS states of M-theory . Consider first the Kaluza-Klein states of the supergravity multiplet on $`T^2=S^1/Z_2\times S^1`$, together with the wrapping modes of the M2 membrane around the torus. Their masses are $`^2={\displaystyle \frac{l^2}{R_{11}^2}}+{\displaystyle \frac{m^2}{R_{10}^2}}+n^2R_{10}^2R_{11}^2M_{11}^6,`$ (71) where $`(l,m,n)`$ is a triplet of integers labelling the corresponding charges. These masses must have a clear physical interpretation on the Type I and heterotic sides. In Type-I and Type-I units, the masses of the states (71) are $`_I^2=l^2R_I^2M_I^4+{\displaystyle \frac{m^2R_I^2M_I^4}{\lambda _{I}^{}{}_{}{}^{2}}}+{\displaystyle \frac{n^2}{R_I^2}},_I^{}^2={\displaystyle \frac{l^2}{R_I^{}^2}}+{\displaystyle \frac{m^2M_I^2}{\lambda _{I^{}}^{}{}_{}{}^{2}}}+n^2R_I^{}^2M_I^4.`$ (72) In a similar fashion, in $`E_8\times E_8`$ and $`SO(32)`$ heterotic units the states (71) have masses $`_{E_8}^2={\displaystyle \frac{l^2M_H^2}{\lambda _{E_8}^{}{}_{}{}^{2}}}+{\displaystyle \frac{m^2}{R_{E_8}^2}}+n^2R_{E_8}^2M_H^4,_H^2=l^2{\displaystyle \frac{R_H^2M_H^4}{\lambda _{H}^{}{}_{}{}^{2}}}+m^2R_H^2M_H^4+{\displaystyle \frac{n^2}{R_H^2}}.`$ (73) Notice that KK modes $`l`$ along the eleventh dimension are, according to (73), nonperturbative in heterotic units but are perturbative states in Type I and Type I’ units (72). In particular, a Scherk-Schwarz type breaking $`ll+\omega `$, with some fractional number $`\omega `$, describes nonperturbative heterotic physics , but can be perturbatively described in Type I strings , as we will show in detail in Section 7. There are also twisted M-theory states associated to the fixed points of $`S^1/Z_2`$, that are charged under the gauge group. These include ordinary momentum excitations in the tenth direction and membrane wrappings in the full internal space, for which $$^2=\frac{\stackrel{~}{m}^2}{R_{10}^2}+\stackrel{~}{n}^2R_{10}^2R_{11}^2M_{11}^6.$$ (74) In type I and Type I units, their masses become $`_I^2={\displaystyle \frac{\stackrel{~}{m}^2R_I^2M_I^4}{\lambda _{I}^{}{}_{}{}^{2}}}+{\displaystyle \frac{\stackrel{~}{n}^2}{R_I^2}},_I^{}^2={\displaystyle \frac{\stackrel{~}{m}^2M_I^2}{\lambda _I^{}^2}}+\stackrel{~}{n}^2R_I^{}^2M_I^4,`$ (75) and the wrapping modes are thus perturbative open string states. In $`E_8\times E_8`$ and $`SO(32)`$ heterotic units, the masses of the charged states are $`_{E_8}^2={\displaystyle \frac{\stackrel{~}{m}^2}{R_{E_8}^2}}+\stackrel{~}{n}^2R_{E_8}^2M_H^4,_H^2=\stackrel{~}{m}^2R_H^2M_H^4+{\displaystyle \frac{\stackrel{~}{n}^2}{R_H^2}}.`$ (76) The perturbative states labeled by $`n`$ and $`\stackrel{~}{n}`$ have counterparts in the Type I theory that reflect the perturbative heterotic-Type I duality (see eqs. (72) and (75)). This is effective if the string coupling $`\lambda _I`$ is small and $`R_I`$ is large. The supersymmetric $`S^1/Z_2`$ compactification is not the only possibility compatible with the $`Z_2`$ orbifold structure. Indeed, there is the possibility of a nontrivial, Scherk-Schwarz type 11d $``$ 10d compactification, obtained giving a nontrivial $`y_{11}`$ dependence to the zero modes in the Kaluza-Klein expansion . This is consistent if the 11d theory has an appropriate discrete symmetry, that in this case is the fermion number. Then the 11d gravitino field $`\mathrm{\Psi }=(\mathrm{\Psi }_1,\overline{\mathrm{\Psi }}_2)^T`$, where $`\mathrm{\Psi }_1,\mathrm{\Psi }_2`$ are the two Majorana-Weyl spinors, can have the nontrivial KK decomposition $`\left(\begin{array}{c}\mathrm{\Psi }_1\\ \mathrm{\Psi }_2\end{array}\right)`$ $`=`$ $`U\left(\begin{array}{c}_{m=0}^{\mathrm{}}\mathrm{cos}\frac{my_{11}}{R_{11}}\mathrm{\Psi }_1^{(m)}\\ _{m=1}^{\mathrm{}}\mathrm{sin}\frac{my_{11}}{R_{11}}\mathrm{\Psi }_2^{(m)}\end{array}\right),`$ (81) where $`Uexp(My_{11})`$ and $`M`$ is an antisymmetric matrix. Compatibility of the truncation (81) with the orbifold symmetry $`Z_2`$ requires $`\{Z_2,M\}=0`$, which fixes $`M`$ to be the off-diagonal antisymmetric matrix $`M=i\omega \sigma _2M_{11}`$, where $`\sigma _2`$ is the Pauli matrix and $`\omega =1/2`$ is fixed by the requirement that $`U(y_{11}=2\pi R_{11})=I`$. The Scherk-Schwarz decomposition in this case reads explicitly $`\left(\begin{array}{c}\mathrm{\Psi }_1\\ \mathrm{\Psi }_2\end{array}\right)`$ $`=`$ $`\left(\begin{array}{cc}\mathrm{cos}\frac{y_{11}}{2R_{11}}& \mathrm{sin}\frac{y_{11}}{2R_{11}}\\ \mathrm{sin}\frac{y_{11}}{2R_{11}}& \mathrm{cos}\frac{y_{11}}{2R_{11}}\end{array}\right)\left(\begin{array}{c}_{m=0}^{\mathrm{}}\mathrm{cos}\frac{my_{11}}{R_{11}}\mathrm{\Psi }_1^{(m)}\\ _{m=1}^{\mathrm{}}\mathrm{sin}\frac{my_{11}}{R_{11}}\mathrm{\Psi }_2^{(m)}\end{array}\right),`$ (88) and indeed breaks supersymmetry in the eleventh dimension. Notice that the surviving gravitini on the two boundaries $`y_{11}=0`$ and $`y_{11}=\pi R_{11}`$ have opposite chirality . The same result holds for the supersymmetric spinor transformation parameter. Therefore, in order to compensate the gauge and the gravitational anomalies on the two boundaries we must introduce as usual the $`E_8\times E_8^{}`$ gauge group, but the chiralities of the gauginos in the two gauge factors are different. Each boundary preserves one-half of the original 11d supersymmetry, but the configuration containing both of them breaks supersymmetry completely <sup>5</sup><sup>5</sup>5This argument is equivalent to the one recently presented in .. In Section 7 we will present, by compactifying down to 9d, a Type I string description of this phenomenon and in Section 10 a 4d compactified description at the field theory level. It will be shown in Section 7 that the chirality flip means that one boundary contains branes and the other boundary antibranes, mutually interacting. Interestingly, this field theoretic argument proves that in even spacetime dimensions, where we can define Weyl fermions, the breaking of supersymetry by compactification in one direction $`Y`$ perpendicular to the branes is consistent only if the zero mode $`Y`$-variation of bulk fermions gives precisely Weyl fermions at the position of the branes $`Y_i`$, while for arbitrary bulk positions $`Y`$ the zero modes have no definite chirality. ## 5. Type I supersymmetric compactifications to four-dimensions A particularly simple way of reducing the number of supersymmetries and of producing fermion chirality is to compactify on orbifolds . A d-dimensional orbifold $`O^d`$ can be constructed starting with the d-dimensional euclidean space $`R^d`$ or the d-dimensional torus $`T^d`$ and identifying points as $$O^d=R^d/S=T^d/P,$$ (89) where the space group S contains rotations $`\theta `$ and translations v and the point group P is the discrete group of rotations obtained from the space group ignoring the translations. A typical element of S acts on coordinates as $`X\theta X+`$ v and is usually denoted $`(\theta ,\mathrm{v})`$. The subgroup of S formed by pure translations $`(1,\mathrm{v})`$ is called the lattice $`\mathrm{\Gamma }`$ of S. The identification of points of $`R^d`$ under $`\mathrm{\Gamma }`$ defines the torus $`T^d`$. Points of $`T^d`$ can then be further identified under P to form the orbifold $`O^d`$. This is clearly consistent only if P consists of rotations which are automorphisms of the lattice $`\mathrm{\Gamma }`$. In most of the following sections we will be interested in 4d $`𝒩=1`$ orientifolds obtained by orbifolding the six real (three complex) internal coordinates by the twist $`\theta =(e^{2i\pi v_1},e^{2i\pi v_2},e^{2i\pi v_3})`$, where $`𝐯(v_1,v_2,v_3)`$ is called the twist vector and where for a $`Z_N`$ orbifold $`\theta ^N=1`$. If $`v_1+v_2+v_3=0`$ with all $`v_i0`$, the orientifold has generically $`𝒩=1`$ supersymmetry (the $`𝒩=2`$ of the parent Type IIB model broken to half of it by the orientifold projection $`\mathrm{\Omega }`$) while if, for example, $`v_3=0`$ and $`v_1+v_2=0`$, the corresponding orientifold has $`𝒩=2`$ supersymmetry. The group structure of the orientifolds we use in the following<sup>6</sup><sup>6</sup>6The group structure is however not unique, see for example . is $`(1,\mathrm{\Omega },\theta ^k,\mathrm{\Omega }\theta ^k\mathrm{\Omega }_k)`$. The independent models were classified long time ago and in 4d the $`𝒩=1`$ orientifolds are $`Z_3`$, $`Z_4`$, $`Z_6`$, $`Z_6^{}`$, $`Z_7`$,$`Z_8`$, $`Z_8^{}`$, $`Z_{12}`$, $`Z_{12}^{}`$ and $`Z_N\times Z_M`$ for some integers $`N`$ and $`M`$. All of them contain a set of 32 D9 branes. In addition, the ones containing $`Z_2`$-type elements ($`Z_4`$, $`Z_6`$, $`Z_6^{}`$,$`Z_8`$, $`Z_{12}`$, $`Z_{12}^{}`$) have sets of $`32`$ D5 branes, needed here for the perturbative consistency of the compactified theory. The presence of the D5 branes can be understood as follows. The orientifold group element $`\mathrm{\Omega }\theta ^{N/2}`$ (and sometimes other elements, too) has fixed (hyper)planes called O$`5_+`$ planes, negatively charged under the (twisted) RR fields. By flux conservation, they ask for a corresponding set of D5 branes with opposite RR charge. The actual position of the D5 branes is not completely fixed. They can naturally sit at the orbifold fixed points or they can live “in the bulk” in sets of 2N branes in a $`Z_N`$ orbifold. This brane displacement can be understood as a Higgs phenomenon breaking the open string gauge group and the sets of 2N bulk branes can be regarded as one brane and its various images through the orbifold and orientifold operations. The three new (in addition to the torus ) Type I one-loop amplitudes for a $`Z_N`$ orientifold can be written generically as $`𝒦`$ $`=`$ $`{\displaystyle \frac{1}{2N}}{\displaystyle \underset{k=0}{\overset{N1}{}}}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{dt}{t}}{\displaystyle \frac{d^4p}{(2\pi )^4}Str_{closed}\mathrm{\Omega }\theta ^kq^{\alpha ^{}(p^Bp_B+m^2)}}{\displaystyle \frac{dt}{t}(4\pi ^2\alpha ^{}t)^2K},`$ $`𝒜`$ $`=`$ $`{\displaystyle \frac{1}{2N}}{\displaystyle \underset{i,j=1}{\overset{32}{}}}{\displaystyle \underset{k=0}{\overset{N1}{}}}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{dt}{t}}{\displaystyle \frac{d^4p}{(2\pi )^4}Str_{(i,j)}\theta ^kq^{\alpha ^{}(p^Bp_B+m^2)}}{\displaystyle \frac{dt}{t}(8\pi ^2\alpha ^{}t)^2A},`$ $``$ $`=`$ $`{\displaystyle \frac{1}{2N}}{\displaystyle \underset{i=1}{\overset{32}{}}}{\displaystyle \underset{k=0}{\overset{N1}{}}}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{dt}{t}}{\displaystyle \frac{d^4p}{(2\pi )^4}Str_{(i,i)}\mathrm{\Omega }\theta ^kq^{\alpha ^{}(p^Bp_B+m^2)}}{\displaystyle \frac{dt}{t}(8\pi ^2\alpha ^{}t)^2M},`$ (90) where the modular parameters for the three one-loop surfaces are defined in (28),(31) and (35). $`\mathrm{\Omega }`$ acts on the open string oscillators as $`\mathrm{\Omega }\alpha _m=\pm e^{i\pi m}\alpha _m`$, with the upper plus sign for the NN open sector and the lower minus sign for the DD open sector. The supertrace takes into account, as usual, the different statistics of bosons and fermions $`Str_{bos}_{ferm}`$ and the 4d momentum integrals give rise to the factors $`(8\pi ^2\alpha ^{}t)^2`$ in $`𝒜`$ and $``$ (and to the corresponding one in $`𝒦`$). The projection operator $`𝒫`$ introduced in Section 3, eqs. (24), (27), (32) and (36) for an $`Z_N`$ orbifold reads $$𝒫=\frac{1}{N}(1+\theta +\mathrm{}+\theta ^{N1}),$$ (91) and therefore projects into orbifold invariant states $`𝒫\|phys>=\|phys>`$. The untwisted massless closed spectrum is found by first displaying the right (and left) massless states $`Sector`$ $`State\theta ^k\mathrm{helicity}`$ (92) $`NS`$ $`:\mathrm{\Psi }_{1/2}^\mu \|0>1\pm 1`$ $`NS`$ $`:\mathrm{\Psi }_{1/2}^{j,\pm }\|0>e^{\pm 2\pi ikv_j}6\times 0`$ $`R`$ $`:\|s_0s_1s_2s_3>e^{2\pi ik(s_1v_1+s_2v_2+s_3v_3)}4\times (\pm {\displaystyle \frac{1}{2}}),`$ where $`s_i=\pm 1/2`$, $`s_0+s_1+s_2+s_3=0`$ (mod $`2`$) is the GSO projection in the R sector and $`j=1,2,3`$ denote (complex) compact indices. The physical closed string spectrum is obtained taking left-right tensor products $`\|L>\|R>`$ invariant under the orbifold and orientifold involution. Typically the NS-NS spectrum of the orientifold is symmetrized by $`\mathrm{\Omega }`$, while the RR spectrum is antisymmetrized, but other choices are possible. The action of a twist element $`\theta ^k`$ in the open N and D sectors can be described by $`32\times 32`$ matrices $`\gamma _{\theta ^k}\gamma ^k=(\gamma _\theta )^k`$ acting on the Chan-Paton degrees of freedom<sup>7</sup><sup>7</sup>7In the case of $`B_{\mu \nu }`$ backgrounds and other discrete backgrounds there is a reduction of the rank of the gauge group and for models with branes and antibranes the rank of the matrix can be arbitrary, as we shall see later on. $`\lambda ^{(0)}`$ for gauge bosons and $`\lambda ^{(i)}`$ ($`i=1,2,3`$) for matter scalars. Imposing that vertex operators for the corresponding physical states be invariant under the orbifold projection defines this action to be $$\theta ^k:\lambda ^{(0)}\gamma ^k\lambda (\gamma ^k)^1,\lambda ^{(i)}e^{2\pi ikv_i}\gamma ^k\lambda (\gamma ^k)^1.$$ (93) Since $`\theta ^N=1`$, it follows from (93) that $`\gamma ^N=\pm 1`$. For $`\gamma ^N=1`$ the gauge groups in the D9 and D5 brane sectors are subgroups of $`SO(32)`$, while for $`\gamma ^N=1`$ the D9,D5 gauge groups are subgroups of $`U(16)`$. The two choices correspond, in the notation of the previous section, to “real” charges $`n`$ and to pairs of complex charges $`(m,\overline{m})`$. The corresponding contribution to the one-loop annulus amplitudes (90) is multipled by a Chan-Paton multiplicity $`(Tr\gamma ^k)^2`$. Similarly, for every element $`\mathrm{\Omega }\theta ^k\mathrm{\Omega }_k`$ there is an associated matrix acting on the CP indices $`\gamma _{\mathrm{\Omega }_k}`$ as $$\mathrm{\Omega }_k:\lambda ^{(0)}\gamma _{\mathrm{\Omega }_k}(\lambda ^{(0)})^T(\gamma _{\mathrm{\Omega }_k})^1,\lambda ^{(i)}\gamma _{\mathrm{\Omega }_k}(\lambda ^{(i)})^T(\gamma _{\mathrm{\Omega }_k})^1.$$ (94) Since $`\mathrm{\Omega }^2=1`$ it follows also that $`\gamma _\mathrm{\Omega }=\pm \gamma _\mathrm{\Omega }^T`$. The corresponding Möbius amplitudes are multiplied by the multiplicity factor $`Tr(\gamma _{\mathrm{\Omega }_k}^1\gamma _{\mathrm{\Omega }_k}^T)`$. Without loss of generality the matrices $`\gamma ^k`$ can be chosen to be diagonal. The tadpole consistency conditions fix the Chan-Paton matrices $`\gamma `$ analogously to (40), which in turn determine the gauge group and the charged matter content of the corresponding 4d orientifold. A generic supersymmetric model contains in the closed and the open spectrum states having a 10d origin, having a compactification lattice depending on all six compact coordinates, called the $`𝒩=4`$ sector. There could also exist states having a 6d origin, with a compactification lattice depending on two compact coordinates, called $`𝒩=2`$ sectors. Finally, there are states without any excitations in the compact coordinates, forming the $`𝒩=1`$ sectors. While the structure of the tadpole conditions cannot be described in full generality, some generic results should however be mentioned. In all cases, the tadpole conditions corresponding to untwisted forms are proportional to $`D9`$ $`:\{{\displaystyle \frac{1}{32}}(Tr\gamma _9^0)^22Tr(\gamma _{\mathrm{\Omega },9}^1\gamma _{\mathrm{\Omega },9}^T)+32\}V_1V_2V_3,`$ (95) $`D5`$ $`:\{{\displaystyle \frac{1}{32}}(Tr\gamma _5^0)^22Tr(\gamma _{\mathrm{\Omega }_{N/2},5}^1\gamma _{\mathrm{\Omega }_{N/2},5}^T)+32\}{\displaystyle \frac{V_1}{V_2V_3}},`$ where $`V_1,V_2,V_3`$ are the volumes of the compact torii and we considered a D5 brane parallel to the first torus $`T^1`$ and orthogonal to $`T^2`$,$`T^3`$. The solution to these equations is $`\gamma _9^0=\gamma _5^0=I_{32}`$, $`\gamma _{\mathrm{\Omega },9}=\gamma _{\mathrm{\Omega },9}^T`$ and $`\gamma _{\mathrm{\Omega }_{N/2},5}=\gamma _{\mathrm{\Omega }_{N/2},5}^T`$, asking therefore for one set of D9 branes and, for $`N=\mathrm{even}`$, of one set of D5 branes. It can also be shown that one can choose conventions such that $$Tr(\gamma _{\mathrm{\Omega }_k,9}^1\gamma _{\mathrm{\Omega }_k,9}^T)=Tr(\gamma _9^{2k}),Tr(\gamma _{\mathrm{\Omega }_k,5}^1\gamma _{\mathrm{\Omega }_k,5}^T)=Tr(\gamma _5^{2k}).$$ (96) For $`Z_N`$ orientifolds with N an odd integer, the twisted tadpole conditions can be easily worked out, too. Indeed, by using explicit expressions of the partition function on the three relevant one-loop surfaces , one finds the tadpole conditions $$\underset{k}{}\{32\underset{i=1}{\overset{3}{}}\mathrm{sin}2\pi kv_i+2\underset{i=1}{\overset{3}{}}\mathrm{sin}\pi kv_i(Tr\gamma _9^k)^216\underset{i=1}{\overset{3}{}}\mathrm{sin}\pi kv_i(Tr\gamma _9^{2k})\}=0.$$ (97) For odd N summing over twisted sectors k or over twisted sectors 2k is however equivalent. We use this in order to rewrite all contributions in (97) in terms of $`Tr\gamma _9^k`$. We also define the number of fixed points $`N_k=64(_{i=1}^3\mathrm{sin}\pi kv_i)^2`$ in an orbifold. Then in odd orbifolds $`N_k=N_{2k}`$, implying $`64(_{i=1}^3\mathrm{cos}\pi kv_i)^2=1`$. By combining these results, we can rewrite the solution of (97) in the form $$Tr\gamma ^{2k}=32\underset{i=1}{\overset{3}{}}\mathrm{cos}\pi kv_i.$$ (98) Some of the models, $`Z_4`$,$`Z_8`$, $`Z_{12}`$,$`Z_{12}^{}`$ ($`Z_2\times Z_2`$ models with discrete torsion) have additional tadpoles from the Klein bottle proportional to $`1/V_3`$ ($`V_1V_2/V_3`$), which cannot be cancelled by adding sets of D5 branes. Surprisingly, these models seem therefore inconsistent, but it will be shown later on that, at least some of them allow consistent perturbative realisations with D9 branes and D$`\overline{5}`$ (anti)branes, with supersymmetry broken on the antibranes. Let us exemplify these results refering to the first 4d Type I chiral model , the $`Z_3`$ orientifold with twist vector $`𝐯=(1/3,1/3,2/3)`$. The model has 32 D9 branes and the twisted tadpole condition (98) reads $`Tr\gamma ^{2k}=4`$, for $`k=1,2`$. The solution of (98) is $`\gamma =(\omega I_{12},\omega ^2I_{12},I_8)`$, with $`\omega =exp(2\pi i/3)`$. The untwisted closed spectrum consists of the dilaton, the NS-NS scalar fields $`g_{i\overline{j}}`$, $`i,\overline{j}=1,2,3`$ and the RR axions $`B_{\mu \nu }`$ , $`B_{i\overline{j}}`$. The twisted closed spectrum consists of 27 linear multiplets, one per fixed point. The annulus amplitude in (90) for the $`Z_3`$ orientifold can be written $$𝒜=𝒜_{𝒩=4}\frac{1}{6}\underset{k=1}{\overset{2}{}}_0^{\mathrm{}}\frac{dt}{t}𝒜^{(k)}(q),$$ (99) where $`𝒜_{𝒩=4}`$ is the contribution of the $`𝒩=4`$ supersymmetric open spectrum, and $`𝒜^{(k)}`$ is the contribution of the $`\gamma ^k(\gamma )^k`$ sectors given by $$𝒜^{(k)}=\frac{1}{8\pi ^4t^2}\underset{\alpha ,\beta =0,1/2}{}\eta _{\alpha ,\beta }\frac{\vartheta [\genfrac{}{}{0pt}{}{\alpha }{\beta }]}{\eta ^3}\underset{i=1}{\overset{3}{}}(2\mathrm{sin}\pi kv_i)\frac{\vartheta [\genfrac{}{}{0pt}{}{\alpha }{\beta +kv_i}]}{\vartheta [\genfrac{}{}{0pt}{}{1/2}{1/2+kv_i}]}(\mathrm{tr}\gamma ^k)^2,$$ (100) by using the definitions (263) in the Appendix. The Möbius amplitude can be similarly written as in (99) by substituting $`𝒜`$, with $$^{(k)}=\frac{1}{8\pi ^4t^2}\underset{\alpha ,\beta =0,1/2}{}\eta _{\alpha ,\beta }\frac{\vartheta [\genfrac{}{}{0pt}{}{\alpha }{\beta }]}{\eta ^3}\underset{i=1}{\overset{3}{}}(2\mathrm{sin}\pi kv_i)\frac{\vartheta [\genfrac{}{}{0pt}{}{\alpha }{\beta +kv_i}]}{\vartheta [\genfrac{}{}{0pt}{}{1/2}{1/2+kv_i}]}(\mathrm{tr}\gamma ^{2k}).$$ (101) Because of supersymmetry, the amplitudes (100), (101) vanish identically using modular identities. The gauge group and the massless spectrum can be exhibited after expressing the partition functions (100),(101) in terms of conformal characters . To this end, the 10d $`SO(8)`$ Lorentz characters are decomposed with respect to the $`SO(2)\times SU(3)\times U(1)`$ subgroup, where the $`SO(2)`$ factor corresponds to the (light-cone) spacetime modes, so that the orbifold action is $`V_8S_8`$ $`=`$ $`C_0+C_{}+C_+,\theta (V_8S_8)=C_0+\omega C_{}+\omega ^2C_+,`$ $`\theta ^2(V_8S_8)`$ $`=`$ $`C_0+\omega ^2C_{}+\omega C_+,`$ (102) where $`C_0`$ are modular functions describing in 4d a chiral multiplet and $`C_+,C_{}`$ are functions describing 3 chiral multiplets each<sup>8</sup><sup>8</sup>8The functions $`C_0`$, $`C_\pm `$ are defined starting from $`SU(3)`$ level-one characters, from the four $`SO(2)`$ characters and from the 12 characters of the $`𝒩=2`$ superconformal model with central charge $`c=1`$.. Then the amplitudes (100) and (101) read $`A={\displaystyle \frac{(N+M+\overline{M})^2}{6}}(C_0+C_{}+C_+){\displaystyle \underset{m_i}{}}P_{m_i}^{(6)}+`$ $`{\displaystyle \frac{(N+\omega M+\overline{\omega }\overline{M})^2}{6}}(C_0+\omega C_{}+\overline{\omega }C_+)+{\displaystyle \frac{(N+\overline{\omega }M+\omega \overline{M})^2}{6}}(C_0+\overline{\omega }C_{}+\omega C_+),`$ $`M={\displaystyle \frac{(N+M+\overline{M})}{6}}(C_0+C_{}+C_+){\displaystyle \underset{m_i}{}}P_{m_i}^{(6)}`$ (103) $`{\displaystyle \frac{(N+\omega M+\overline{\omega }\overline{M})}{6}}(C_0+\omega C_{}+\overline{\omega }C_+){\displaystyle \frac{(N+\overline{\omega }M+\omega \overline{M})}{6}}(C_0+\overline{\omega }C_{}+\omega C_+),`$ where $`N,M`$ are Chan-Paton factors and $`P_{m_i}^{(6)}`$ is the momentum (Kaluza-Klein) compactification lattice. The massless spectrum reads from (103) $`A_0+M_0=`$ $`\left[M\overline{M}+{\displaystyle \frac{N(N1)}{2}}\right](C_0)_0+\left[N\overline{M}+{\displaystyle \frac{M(M1)}{2}}\right](C_{})_0`$ $`+`$ $`\left[NM+{\displaystyle \frac{\overline{M}(\overline{M}1)}{2}}\right](C_+)_0,`$ (104) where the subscript 0 denotes the massless part of the characters. The Chan-Paton factors are fixed by the tadpole conditions (95), (98) $$N+M+\overline{M}=32,N\frac{1}{2}(M+\overline{M})=4,$$ (105) with the solution $`M=12`$, $`N=8`$. Therefore (104) describes an $`𝒩=1`$ chiral model with gauge group $`U(12)\times SO(8)`$ and chiral multiplets in the representations $`3(\mathrm{𝟏𝟐},\mathrm{𝟖})_1+3(\overline{\mathrm{𝟔𝟔}},\mathrm{𝟏})_2`$, where the subscripts denote the charges of the (anomalous) $`U(1)_X`$ factor contained in $`U(12)`$. Alternatively, in the formalism of the gauge group and the massless matter spectrum can be found from the equations $`\lambda ^{(0)}=\gamma \lambda ^{(0)}\gamma ^1,\lambda ^{(0)}=\gamma _\mathrm{\Omega }(\lambda ^{(0)})^T\gamma _\mathrm{\Omega }^1,`$ $`\lambda ^{(i)}=e^{2\pi iv_i}\gamma \lambda ^{(i)}\gamma ^1,\lambda ^{(i)}=\gamma _\mathrm{\Omega }(\lambda ^{(i)})^T\gamma _\mathrm{\Omega }^1.`$ (106) The matrix $`\gamma _\mathrm{\Omega }=(I_{12}\sigma _1,I_8)`$ (where $`\sigma _1`$ is the first, off-diagonal and symmetric Pauli matrix) interchanges the roots of $`\gamma `$ with their complex conjugates. Solving (106) we find that the gauge fields $`\lambda ^{(0)}`$ are described by a general $`12\times 12`$ matrix and by an $`8\times 8`$ antisymmetric matrix, giving indeed the gauge group $`U(12)\times SO(8)`$. Each of the matter fields $`\lambda ^{(i)}`$, on the other hand, are described by two $`12\times 8`$ matrices and by one $`12\times 12`$ antisymmetric matrix, describing, as before, chiral multiplets in the representations $`3(\mathrm{𝟏𝟐},\mathrm{𝟖})_1+3(\overline{\mathrm{𝟔𝟔}},\mathrm{𝟏})_2`$. ## 6. Effective action and quantum corrections in Type I strings The effective field theory Lagrangian and the quantum corrections in Type I orbifold compactifications have some distinctive features compared to the corresponding heterotic compactifications, which will be briefly reviewed in this section. First of all, it is important to realize that some of the closed string (twisted and untwisted) axion-type fields are components of antisymmetric tensors from the RR sector. Together with the NS-NS scalars and the corresponding NS-R fermions, these are naturally described (in an $`𝒩=1`$ language) by linear multiplets. On the other hand, in the heterotic string only the dilaton superfield was described by a linear multiplet, while all the other moduli fields fitted into chiral multiplets. \- Generalized Green-Schwarz mechanism Let us start by defining the Type I compactification moduli, obtained by a straightforward reduction of the Lagrangian (10). By defining complex coordinates $`i=1,2,3`$ and the associated components of the metric, $`G_i^{\alpha \beta }`$, $`\alpha ,\beta =1,2`$ (with the dimension of a squared radius), the dilaton $`S`$ and the geometric moduli $`T_i,U_i`$ for the three complex planes are $$S=a^{RR}+i\frac{\sqrt{G_1G_2G_3}M_I^6}{\lambda _I},U_i=\frac{G_i^{12}+i\sqrt{G}_i}{G_i^{22}},T_i=b_i^{RR}+i\frac{\sqrt{G}_iM_I^2}{\lambda _I},$$ (107) where $`G_idetG_i^{\alpha \beta }`$ and $`a^{RR},b_i^{RR}`$ are axionic fields from the RR sector. Our first goal here is to compute the tree-level and the one-loop threshold corrections to the gauge couplings of the Chan-Paton gauge groups. We expect here surprises compared to the heterotic models, where the tree-level gauge couplings are universal, $`1/g_a^2=Ref_a=k_aReS`$ and the numbers $`k_a`$ denote the Kac-Moody levels. For example, in the $`Z_3`$ model described in the previous section, the abelian $`U(1)_X`$ factor is anomalous and the mixed $`U(1)_XG_a^2`$ anomalies $`(C_{SU(12)},C_{SO(8)},C_{U(1)})`$ $`=`$ $`(1/4\pi ^2)(18,36,432)`$ are incompatible with the standard 4d version of the Green-Schwarz mechanism . The solution to this puzzle was proposed in , in analogy with the generalized Green-Schwarz mechanism found in 6d by Sagnotti . It was conjectured in that the gauge fields in $`Z_3`$ do couple at tree-level to a linear symmetric combination $`M`$ of the 27 closed twisted moduli $$f_a=S+s_aM.$$ (108) Under a $`U(1)_X`$ gauge transformation with (superfield) parameter $`\mathrm{\Lambda }`$, there are cubic gauge anomalies. The generalized Green-Schwarz mechanism requires a shift of the combination $`M`$ of twisted moduli $$V_XV_X+\frac{i}{2}(\mathrm{\Lambda }\overline{\mathrm{\Lambda }}),MM+\frac{1}{2}ϵ\mathrm{\Lambda },$$ (109) such that the gauge-invariant combination appearing in the Kähler potential is $`i(M\overline{M})ϵV_X`$. The mixed anomalies are cancelled provided the following condition holds $$\frac{ϵ}{4\pi ^2}=\frac{C_{SU(12)}}{s_{SU(12)}}=\frac{C_{SO(8)}}{s_{SO(8)}}=\frac{C_{U(1)_X}}{s_{U(1)_X}}.$$ (110) By supersymmetry arguments, one can also write the D-terms which encode the induced Fayet-Iliopoulos term $$V_D=\frac{g_X^2}{2}(\underset{A}{}X_AK_A\mathrm{\Phi }^A+ϵ\frac{K}{M}M_P^2)^2,$$ (111) where $`\mathrm{\Phi }^A`$ denotes the set of charged chiral fields of $`U(1)_X`$ charge $`X_A`$ and $`K_A=K/\mathrm{\Phi }^A`$. It was shown in that actually the mixed anomalies $`C_a`$ are proportional to $`tr(Q_X\gamma )tr(Q_a^2\gamma )`$, where $`Q_X`$,$`Q_a`$ are gauge group generators of $`U(1)_X`$ and of the gauge group factor $`G_a`$, respectively. By an explicit check they showed that indeed this proportionality is valid, and therefore the fields playing a role in cancelling gauge anomalies are the twisted (linear combination of) fields $`M`$. Surprisingly, the dilaton $`S`$ plays no role in anomaly cancellation, since, as $`trQ_X=0`$, it does not mix with the gauge fields. The actual computation of the coefficients $`s_a`$ and $`ϵ`$ (and therefore the check of the overall normalisation in (110)) was performed in , coupling the theory to a background spacetime magnetic field $`B`$. In this case, the relevant information is encoded in the vacuum energy, that is expanded in powers of the magnetic field $`\mathrm{\Lambda }(B)`$ $`=`$ $`𝒯{\displaystyle \frac{1}{2}}\left(𝒦+𝒜(B)+(B)\right)`$ (112) $``$ $`\mathrm{\Lambda }_0+{\displaystyle \frac{1}{2}}\left({\displaystyle \frac{B}{2\pi }}\right)^2\mathrm{\Lambda }_2+{\displaystyle \frac{1}{24}}\left({\displaystyle \frac{B}{2\pi }}\right)^4\mathrm{\Lambda }_4+\mathrm{}.`$ Computing the divergent piece of the vacuum energy quartic in the magnetic field it was found, for the slightly more general case of odd $`Z_N`$ orientifolds, that $$\mathrm{\Lambda }_4=\frac{24\pi ^4}{N}\underset{k=1}{\overset{N1}{}}(\mathrm{tr}Q^2\gamma ^k)^2\underset{i=1}{\overset{3}{}}\|\mathrm{sin}\pi kv_i\|𝑑l,$$ (113) where the terms $`(\mathrm{tr}Q^4\gamma ^k)`$ cancel exactly between the annulus and the Möbius. The result (113) can be easily generalized to arbitrary orientifold vacua. The interpretation of this term of the type $`(trF^2)^2`$ is that twisted NS-NS fields $`m_k=ImM_k`$ (the blowing-up modes of the orbifold) appear at tree-level in the gauge kinetic function of the gauge group and generate at one-loop (tree-level in the transverse, closed string picture) a tadpole. Notice that the closed-string propagator for a canonically normalized scalar of mass $`M_c^2`$ is $$\mathrm{\Delta }_{closed}=\frac{\pi }{2}_0^{\mathrm{}}𝑑le^{\frac{\pi l}{2}(p^\mu p_\mu +M_c^2)},$$ (114) with $`l`$ the modulus of the cylinder. The divergence of an on-shell propagator can thus be written formally as $`\frac{\pi }{2}^{\mathrm{}}𝑑l`$. By using this in (113), one can identify the additional tree-level contribution to the gauge couplings. The full tree-level expression is finally $`{\displaystyle \frac{4\pi ^2}{g_{a,0}^2}}`$ $`=`$ $`{\displaystyle \frac{1}{\mathrm{}}}+{\displaystyle \underset{k=1}{\overset{[\frac{N1}{2}]}{}}}s_{ak}m_k`$ (115) $`=`$ $`{\displaystyle \frac{1}{\mathrm{}}}+{\displaystyle \underset{k=1}{\overset{[\frac{N1}{2}]}{}}}{\displaystyle \frac{8\pi ^2}{\sqrt{2\pi N}}}(\mathrm{tr}Q_a^2\gamma ^k)\|{\displaystyle \underset{i=1}{\overset{3}{}}}\mathrm{sin}\pi kv_i\|^{1/2}m_k,`$ (116) where $`\mathrm{}`$ is the Hodge dual of the axion $`ReS`$ in (107). Analogously, the coefficient $`ϵ`$ in (110), (111) can be found from the mixing between the gauge fields and the twisted RR antisymmetric tensors, which can be computed introducing a background magnetic field $`B^{}`$ for the abelian gauge factor $`U(1)_X`$. Indeed, the quadratic term has a UV divergent part $$\frac{B^2}{4N\pi ^2}\underset{k=1}{\overset{N1}{}}\underset{i=1}{\overset{3}{}}\|\mathrm{sin}\pi kv_i\|(\mathrm{tr}Q_X\gamma ^k)^2𝑑l.$$ (117) By using the (gauge-fixed) propagator $$\mathrm{\Delta }^{\mu \nu ,\rho \sigma }(k^2)<C^{\mu \nu }C^{\rho \sigma }>=(g^{\mu \rho }g^{\nu \sigma }g^{\mu \sigma }g^{\nu \rho })\frac{i}{k^2},$$ (118) for the (RR) antisymmetric-tensor moduli $`C^{\mu \nu }`$, by factorization of (117) we find at the orbifold point $`m_k=0`$ the coupling $$\frac{1}{2\sqrt{2N\pi ^3}}\underset{k=1}{\overset{[\frac{N1}{2}]}{}}\underset{i=1}{\overset{3}{}}\|\mathrm{sin}\pi kv_i\|^{\frac{1}{2}}(i\mathrm{tr}Q_X\gamma ^k)ϵ_{\mu \nu \rho \sigma }C_{\mu \nu }^kF_X^{\rho \sigma },$$ (119) confirming therefore that the dilaton, which would correspond to the $`k=0`$ (untwisted) contribution in (119) does not mix with the anomalous gauge field. The $`U(1)_X`$ gauge boson thus becomes massive, breaking spontaneously the symmetry, even for zero VEV’s of the twisted fields $`m_k`$. However, the corresponding global symmetry $`U(1)_X`$ remains unbroken<sup>9</sup><sup>9</sup>9This can protect proton decay in phenomenological models with low-string scale., since the Fayet-Iliopoulos terms vanish in the orbifold limit $`m_k=0`$ . From (119) we find $$ϵ=\sqrt{\frac{2}{N\pi ^3}}\underset{k}{}\underset{i=1}{\overset{3}{}}\|\mathrm{sin}\pi kv_i\|^{\frac{1}{2}}(i\mathrm{tr}Q_X\gamma ^k).$$ (120) The above discussion generalizes easily to other models, with additional anomalous $`U(1)_\alpha `$ ($`\alpha =1\mathrm{}N_X)`$ and corresponding linear combinations of twisted moduli fields $`M_k`$ coupling to the gauge fields. In this case the gauge kinetic function becomes $$f_a=S+\underset{k}{}s_{ak}M_k,$$ (121) and (109) generalizes to $$V_\alpha V_\alpha +\frac{i}{2}(\mathrm{\Lambda }_\alpha \overline{\mathrm{\Lambda }}_\alpha ),M_kM_k+\frac{1}{2}ϵ_{k\alpha }\mathrm{\Lambda }_\alpha ,$$ (122) in an obvious notation. The cancellation of the gauge anomalies $`\mathrm{tr}X_\alpha Q_a^2`$ described by the coefficients $`C_{\alpha a}`$ asks for the generalized Green-Schwarz conditions $$C_{\alpha a}=\frac{1}{4\pi ^2}\underset{k}{}s_{ak}ϵ_{k\alpha },$$ (123) valid for each $`\alpha ,a`$. The gauge-invariant field combination appearing in the Kähler potential is $`i(M_k\overline{M}_k)_\alpha ϵ_{k\alpha }V_\alpha `$ and generates, by supersymmetry, the D-terms $$V_D=\underset{\alpha }{}\frac{g_\alpha ^2}{2}(\underset{A}{}X_A^\alpha K_A\mathrm{\Phi }^A+\underset{k}{}ϵ_{k\alpha }\frac{K}{M_k}M_P^2)^2.$$ (124) A similar analysis for gravitational anomalies in orientifold models can be found in . The Kähler potential for the twisted moduli $`M_k`$ has not yet been computed in orientifolds. It is however known that, close to the orientifold point $`m_k=0`$, it starts with a quadratic term $`K=_kM_k^{}M_k`$. It is certainly important to work out the full Kähler potential for twisted moduli in the various known orbifold examples and to study the consequences of (124), especially for phenomenological problems like fermion masses and mixings and for supersymmetry breaking in models with anomalous $`U(1)`$ symmetries. \- Threshold corrections The one-loop threshold corrections to gauge couplings can also be computed by the same method and are related to the quadratic term in (112). The general structure of the corrections is $$\frac{4\pi ^2}{g_a^2(\mu )}=\frac{4\pi ^2}{g_a^2(\mu _0)}+\mathrm{\Lambda }_{2,a}\frac{4\pi ^2}{g_a^2(\mu _0)}+_{1/\mu _0^2}^{1/\mu ^2}\frac{dt}{4t}_a(t),$$ (125) with the upper and lower limits corresponding, respectively, to the IR and the UV regions in the open channel. It is more convenient technically to implement the infrared cutoff with the help of a function $`F_\mu (t)`$. In the transverse channel, for example, one possible choice is $$F_\mu (l)=1e^{l/\mu ^2},$$ (126) with the same cutoff for the two relevant diagrams, the annulus and the Möbius. As explained in , the integral must converge in the UV if all the tadpoles have been canceled globally, and if the background field has no component along an anomalous $`U(1)`$ factor. The potential IR divergences, on the other hand, are due to massless charged particles circulating in the loop, so that $$\mathrm{lim}_t\mathrm{}_a(t)=b_a$$ (127) is the $`\beta `$-function coefficient of the effective field theory at energies much lower than the first massive threshold. The threshold corrections encoded in the function $`_a(t)`$ can be computed in a generic $`𝒩=1`$ model containing D9 and D5 branes . The various contributions can, in analogy with the case of heterotic models , be grouped into two parts. The first comes from the $`𝒩=1`$ sectors, i.e. sectors in which the orbifold operation acts in a nontrivial way on all three complex planes. This sector gets contributions both from the compactification lattice and from the string oscillator states. The second comes from the $`𝒩=2`$ sectors, i.e. sectors in which the orbifold operation leaves one compact torus fixed and rotates the two others. This sector gets contributions only from the compactification lattice, more precisely from the compact torus left fixed by the orbifold operation. The result can be understood noticing that the oscillator states are non-BPS and only BPS states can contribute to the threshold corrections from $`𝒩=2`$ sectors. The same is true for $`𝒩=4`$ sectors, which however give vanishing contributions. The corresponding contribution can be computed in a closed form and the result, obtained sending the UV cutoff to infinity, turns out to be $`\mathrm{\Lambda }_{2,a}={\displaystyle \frac{1}{12}}{\displaystyle \underset{i}{}}b_{ai}^{(𝒩=2)}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{dt}{t}}F_\mu (t){\displaystyle \underset{(m_i^1,m_i^2)}{}}\left[4e^{\frac{\pi t}{\sqrt{G}_i\mathrm{Im}U_i}\|m_i^1+U_im_i^2\|^2}e^{\frac{\pi t}{\sqrt{G}_i\mathrm{Im}U_i}\|m_i^1+U_im_i^2\|^2}\right]`$ $`={\displaystyle \frac{1}{3\pi }}\sqrt{G}_i{\displaystyle \underset{i}{}}b_{ai}^{(𝒩=2)}{\displaystyle _0^{\mathrm{}}}𝑑l(1e^{\frac{l}{\mu ^2}}){\displaystyle \underset{(n_i^1,n_i^2)}{}}\left[e^{\frac{\sqrt{G}_i}{\pi \mathrm{Im}U_i}\|n_i^2+U_in_i^1\|^2l}e^{\frac{\sqrt{G}_i}{\pi \mathrm{Im}U_i}\|n_i^2+U_in_i^1\|^2l}\right],`$ (128) where $`b_{ai}^{(𝒩=2)}`$ is the effective theory beta function coefficient of the corresponding $`𝒩=2`$ sector<sup>10</sup><sup>10</sup>10Notice that our definition of $`b_{ai}^{(𝒩=2)}`$ differs from the definition of ref. . Our definition represents the contribution of the ith $`𝒩=2`$ sector to the total beta function, and therefore equals $`b_{ai}^{(𝒩=2)}/ind`$ in their notation. and $`m_i^1,m_i^2`$ are Kaluza-Klein momenta of the compact torus $`T^i`$. By explicitly computing (128), we find the result $`\mathrm{\Lambda }_{2,a}={\displaystyle \frac{1}{4}}{\displaystyle \underset{i}{}}b_{ai}^{(𝒩=2)}\mathrm{ln}(\sqrt{G}_i\|\eta (U_i)\|^4\mathrm{Im}U_i\mu ^2)=`$ $`{\displaystyle \frac{1}{4}}{\displaystyle \underset{i}{}}b_{ai}^{(𝒩=2)}\mathrm{ln}\left[\left({\displaystyle \frac{\mathrm{Im}S\mathrm{Im}T_i}{\mathrm{Im}T_j\mathrm{Im}T_k}}\right)^{1/2}\|\eta (U_i)\|^4\mathrm{Im}U_i{\displaystyle \frac{\mu ^2}{M_I^2}}\right],`$ (129) with $`jki`$. The corrections (129) are similar to the heterotic ones in the $`\mathrm{ImT}_i\mathrm{}`$ limit, taking into account that on the heterotic side the complex structure moduli have the same definition (107), while $$S=a+i\frac{\sqrt{G_1G_2G_3}M_H^6}{\lambda _H^2},T_i=b_i+i\sqrt{G}_iM_H^2.$$ (130) Taking the infrared limit of the threshold function $`_a(t)`$, by using (127) one can compute the beta function of the effective field theory in a generic $`Z_N`$ $`𝒩=1`$ orientifold. The result is $`b_a`$ $`={\displaystyle \frac{4}{N}}{\displaystyle \underset{kN/2}{}}[(\mathrm{tr}Q_a^2\gamma _9^k)(\mathrm{tr}\gamma _9^k)2(\mathrm{tr}Q_a^2\gamma _9^{2k})]({\displaystyle \underset{i=1}{\overset{3}{}}}\mathrm{sin}\pi kv_i){\displaystyle \underset{j=1}{\overset{3}{}}}{\displaystyle \frac{\mathrm{cos}\pi kv_j}{\mathrm{sin}\pi kv_j}}`$ (131) $`+`$ $`{\displaystyle \frac{1}{N}}{\displaystyle \underset{i,kN/2}{}}(\mathrm{tr}Q_a^2\gamma _9^k)(\mathrm{tr}\gamma _{5_i}^k)\mathrm{cos}\pi kv_i+{\displaystyle \frac{24}{N}}\mathrm{tr}Q_a^2,`$ where the last contribution in the right-hand side of (131) comes from the D9-D5 part of the cylinder $`𝒜_{95}^{(0)}`$ and from the Möbius with the insertion of a $`\theta ^{N/2}`$ twist $`_{99}^{(N/2)}`$. The second line in (131) exists only for even $`N`$ orientifolds. It can be checked case by case that (131) indeed agrees with the field-theoretical definition of the beta-function $$b_a=3T_a(G)+\underset{r}{}T_a(r),$$ (132) where $`T_a(r)`$ denotes, as usual, the Dynkin index of the representation $`r`$. The results presented above from were derived for the D9 branes. They apply however, with minimal modifications, also to D5 branes in the appropriate models. For example, for a D5 brane parallel to the third complex plane, the tree-level gauge couplings, analogous to (115), read $$\frac{4\pi ^2}{g_{a,0}^2}=\mathrm{Im}T_3+\underset{k=1}{\overset{[\frac{N1}{2}]}{}}s_{ak}^{}m_k.$$ (133) If the D5 brane is stuck to a fixed plane of the orbifold , the coefficients $`s_{ak}^{}`$ are different from zero only for twisted fields living at that particular fixed point (hyperplane). If the D5 brane is moved to the bulk, the coefficients $`s_{ak}^{}`$ are all vanishing, since the corresponding gauge fields cannot couple to the twisted fields that are confined to the fixed points. Some more phenomenological aspects of 4d orientifolds can be found, for example, in . ## 7. Type I string mechanisms for breaking supersymmetry. Without D-branes, in heterotic and Type II models the only known perturbative mechanism to spontaneously break supersymmetry<sup>11</sup><sup>11</sup>11Supersymmetry is also broken by orbifolding the internal space. However, the resulting breaking is not soft, in the sense that there is typically no trace of the original supersymmetry in the resulting spectrum. in superstrings is the string generalization of the Scherk-Schwarz mechanism . In this case, there are tree-level gaugino masses $`m_{1/2}=\omega /R`$, where $`R`$ is the compact radius used for the breaking and $`\omega `$ a parameter that is arbitrary in field theory but quantized in string theory. The reason for this is that the gauge fields live in the full (bulk) 10d space and directly feel supersymmetry breaking. Phenomenological reasons ask therefore for radii of the TeV size, a rather unnatural possibility in heterotic models , since it asks for a string coupling of the order of $`10^{32}`$. On the other hand, the presence of D-branes in Type I models, with gauge fields and matter confined on them, offers new possibilities for breaking supersymmetry compared to the heterotic constructions. They can generically be classified into three classes: (i) Breaking by compactification. Here there are two subclasses. In the first, the D brane under consideration is parallel to the direction of breaking and the massless D brane spectrum feels at tree-level supersymmetry breaking. This situation was called “Scherk-Schwarz” breaking in , since it is the analog of the heterotic constructions and the spectrum is a discrete deformation of a supersymmetric model. The corresponding spectra have heterotic duals. In the second class, the D brane under consideration is perpendicular to the direction of the breaking and the massless D brane spectrum is supersymmetric at tree-level. This was called “M-theory breaking” in (also called “Brane Supersymmetry” in , which proposed to extend the phenomenon to the whole massive spectrum, a situation then realized in ), since it describes in particular supersymmetry breaking in M-theory along the eleventh dimension , as shown in Section 4. These models ask also for the presence of antibranes (and antiorientifold planes) in the spectrum, interacting with the branes. Supersymmetry breaking is transmitted by radiative corrections from the brane massive states or from the gravitational sector to the massless modes. All RR and NS-NS tadpoles can be set to zero in both subclasses of these models and we shall confine our attention to this choice. Moreover, in these models the closed (gravitational) sector has a softly broken supersymmetry. (ii) Models containing brane-antibrane systems: Brane supersymmetry breaking. In these constructions , the closed (bulk) sector is exactly supersymmetric to lowest order. We can also distinguish here between two subclasses of models. In the first subclass, tadpole conditions, and therefore the consistency of the theory, require the introduction of antibranes in the system. The closed sector is supersymmetric but is different from the standard supersymmetric one. These models contain D9-D$`\overline{5}`$ tachyon-free brane configurations. In the second subclass, the closed sector is the standard supersymmetric one. The RR tadpole conditions ask therefore for a minimal number of D-branes and the whole spectrum can thus be supersymmetric. However, one can consistently introduce additional brane-antibrane pairs of the same type that break supersymmetry. These configurations interact and are tachyonic, but if the branes and the antibranes are suitable separated, the tachyons can be lifted in mass. (iii) Breaking by internal magnetic fields Internal background magnetic fields $`H_i`$ in a compact torus $`T^i`$ (of radii $`R_1^{(i)}`$, $`R_2^{(i)}`$) can couple to the open string endpoints , carrying charges $`q_L^{(i)}`$,$`q_R^{(i)}`$ under $`H_i`$. Particles of different spin couple differently to the magnetic field and acquire different masses, breaking supersymmetry . Defining $`\pi ϵ_i=arctan(\pi q_L^{(i)}H_i)+arctan(\pi q_R^{(i)}H_i)`$, the mass splittings of all string states can be summarized by the formula $$\delta m^2=(2n+1)\|ϵ_i\|+2\mathrm{\Sigma }_iϵ_i,$$ (134) where $`n`$ are the Landau levels of the charged particles in the magnetic field and $`\mathrm{\Sigma }_i`$ are internal helicities. Possible values of the magnetic fields satisfy a Dirac quantization condition $`H_ik/(R_1^{(i)}R_2^{(i)})`$. For weak fields, $`ϵ_i(q_L^{(i)}+q_R^{(i)})H_i`$ and the resulting mass splittings are inversely proportional to the area of the magnetized torus $`m_{SUSY}^2k/(R_1^{(i)}R_2^{(i)})`$ . The spectrum generically contains charged tachyons coming from scalars having internal helicities $`\mathrm{\Sigma }_i=1`$ ($`\mathrm{\Sigma }_i=1`$) for positive (negative) magnetic field, which can however be avoided in special models. The mechanism can easily accomodate several magnetic fields pointing out in several compact torii and can also be implemented in orbifold models. Models of type (ii) and (iii) are characterized by the fact that all RR tadpoles cancel, while some NS-NS tadpoles are left uncanceled. As discussed in Section 3, the proper interpretation of the NS-NS tadpoles is that scalar potentials are generated for appropriate NS-NS moduli fields. We now turn to a more detailed presentation of the mechanisms (i) and (ii). For simplicity of notation, throughout this section we leave implicit the contribution of transverse bossons, $`1/\eta ^8`$ in the 9d and 10d models and $`1/\eta ^4`$ in the 6d model discussed in the third paragraph. \- Breaking by compactification I: direction parallel to the brane (Scherk-Schwarz breaking) These models are constructed performing a Scherk-Schwarz deformation in the closed sector on the Kaluza-Klein momentum states $`mm+\omega `$. The brane under consideration is parallel to the breaking direction, i.e. it has associated momentum (KK) modes which feel a similar breaking. All these models contain the geometrical objects present in supersymmetric models, in particular 32 D9 branes and 32 O$`9_+`$ planes, and are discrete deformations of supersymmetric models. The simplest such example is provided by a 9d model which, in the closed sector, can be described as a Type OB/g orbifold, the orbifold operation being $`g=(1)^{G_L}(1)^n`$, where $`G_L`$ is the (left) world-sheet fermion number. Alternatively, after a redefinition of the radius $`R2R`$, the model can be described as the orbifold $`IIB/g=(1)^FI`$, where $`F=F_L+F_R`$ is the spacetime fermion number and $`I`$ is the shift $`I:X_9X_9+\pi R`$, acting on the states as $`(1)^m`$. The closed spectrum is tachyon free for $`RM_I^1`$ and supersymmetry is restored in the $`R\mathrm{}`$ limit <sup>12</sup><sup>12</sup>12Some of the models in this paragraph were studied also in . The relevant amplitudes to consider, in the notations of (90), are $`K_1`$ $`=`$ $`{\displaystyle \frac{1}{2}}(V_8S_8){\displaystyle \underset{m}{}}P_m,`$ $`A_1`$ $`=`$ $`{\displaystyle \frac{n_1^2+n_2^2}{2}}{\displaystyle \underset{m}{}}(V_8P_mS_8P_{m+1/2})+n_1n_2{\displaystyle \underset{m}{}}(V_8P_{m+1/2}S_8P_m),`$ $`M_1`$ $`=`$ $`{\displaystyle \frac{n_1+n_2}{2}}{\displaystyle \underset{m}{}}(\widehat{V}_8P_m\widehat{S}_8P_{m+1/2}),`$ (135) where, as usual, $`n_1,n_2`$ denote Chan-Paton charges and $`P_m`$($`P_{m+1/2}`$) denote integer (half-integer) momentum states. The spectrum corresponds to a family of gauge groups $`SO(n_1)\times SO(n_2)`$, with $`n_1+n_2=32`$ fixed by the tadpole conditions. For integer momentum levels, the spectrum consists of vectors<sup>13</sup><sup>13</sup>13In 9d the 10d vector actually comprises a vector and a scalar. in the representations $`(𝐧_\mathrm{𝟏}(𝐧_\mathrm{𝟏}\mathrm{𝟏})/\mathrm{𝟐},\mathrm{𝟏})`$ \+ $`(\mathrm{𝟏},𝐧_\mathrm{𝟐}(𝐧_\mathrm{𝟐}\mathrm{𝟏})/\mathrm{𝟐})`$ and fermions in the representation $`(𝐧_\mathrm{𝟏},𝐧_\mathrm{𝟐})`$. On the other hand, for half-integer levels, the spectrum consists of fermions in the $`(𝐧_\mathrm{𝟏}(𝐧_\mathrm{𝟏}\mathrm{𝟏})/\mathrm{𝟐},\mathrm{𝟏})`$ \+ $`(\mathrm{𝟏},𝐧_\mathrm{𝟐}(𝐧_\mathrm{𝟐}\mathrm{𝟏})/\mathrm{𝟐})`$ and vectors in the $`(𝐧_\mathrm{𝟏},𝐧_\mathrm{𝟐})`$. This model can easily be understood as a discrete deformation by the fermion number $`(1)^F`$ of the supersymmetric model described by $`K_1`$ $`=`$ $`{\displaystyle \frac{1}{2}}(V_8S_8){\displaystyle \underset{m}{}}P_m,`$ $`A_1`$ $`=`$ $`(V_8S_8){\displaystyle \underset{m}{}}\left({\displaystyle \frac{n_1^2+n_2^2}{2}}P_m+n_1n_2P_{m+1/2}\right),`$ $`M_1`$ $`=`$ $`{\displaystyle \frac{n_1+n_2}{2}}(V_8S_8){\displaystyle \underset{m}{}}P_m,`$ (136) obtained breaking the compactified $`SO(32)`$ Type I model with the Wilson line $`W=(I_{n_1},I_{n_2})`$. The fact that (135) is a discrete deformation of (136) reflects the spontaneous character of the breaking, which disappears in the decompactification limit $`R\mathrm{}`$. Moreover, in this model a scalar potential is induced that for large radius behaves as $`1/R^9`$, and thus dynamically tends to decompactify the theory to 10d and to restore supersymmetry. A large class of models can be constructed compactifying on orbifolds , with different patterns of supersymmetry breaking: $`𝒩=4𝒩=0`$, $`𝒩=4𝒩=2`$, $`𝒩=4𝒩=1`$, $`𝒩=2𝒩=0`$ and $`𝒩=2𝒩=1`$. \- Breaking by compactification II: direction orthogonal to the brane (M-theory breaking or Brane Supersymmetry) The starting point in constructing these models is a shift $`nn+\omega `$ in the winding modes of the closed sector of the parent Type IIB superstring. The brane under consideration is perpendicular to the direction of the breaking. This is easy to vizualize in the T-dual picture, where windings shifts become standard momentum shifts, but the compact direction becomes perpendicular to the brane. A simple prototype is again provided by a 9d example, that in the parent IIB theory is simply obtained by interchanging the KK momenta with the windings in the (Scherk-Schwarz) breaking. The open sector, on the other hand, is completely different, due to the momentum/winding asymmetry in the open sector resulting from the standard $`\mathrm{\Omega }`$ projection. The relevant amplitudes are in this case $`K_2`$ $`=`$ $`{\displaystyle \frac{1}{2}}(V_8S_8){\displaystyle \underset{m}{}}P_{2m}+{\displaystyle \frac{1}{2}}(O_8C_8){\displaystyle \underset{m}{}}P_{2m+1},`$ $`A_2`$ $`=`$ $`{\displaystyle \frac{N_1^2+N_2^2}{2}}(V_8S_8){\displaystyle \underset{m}{}}P_m+N_1N_2(O_8C_8){\displaystyle \underset{m}{}}P_{m+1/2},`$ $`M_2`$ $`=`$ $`{\displaystyle \frac{N_1+N_2}{2}}\widehat{V}_8{\displaystyle \underset{m}{}}P_m+{\displaystyle \frac{N_1+N_2}{2}}\widehat{S}_8{\displaystyle \underset{m}{}}(1)^mP_m`$ (137) and the tadpole conditions are $`N_1=N_2=16`$, and are satisfied also in the $`R0`$ limit. Notice that the massless open spectrum is supersymmetric, since $$A_2+M_2=\frac{N_1^2+N_2^2}{2}(V_8S_8)\frac{N_1+N_2}{2}(\widehat{V}_8\widehat{S}_8)+\mathrm{massive}.$$ (138) The open spectrum is actually supersymmetric for all even momenta and describes a vector and a spinor in the adjoint of $`SO(16)\times SO(16)`$. On the other hand, for odd momenta the vector is again in the adjoint, while the spinor is in the symmetric representations $`(\mathrm{𝟏𝟑𝟓},\mathrm{𝟏})`$$`+`$$`2(\mathrm{𝟏},\mathrm{𝟏})`$$`+`$$`(\mathrm{𝟏},\mathrm{𝟏𝟑𝟓})`$. Finally, there are scalars and spinors in the $`(\mathrm{𝟏𝟔},\mathrm{𝟏𝟔})`$ representation with half-integer momenta. The duality arguments of Section 4 associate the closed sector of this Type-I model, after a T-duality, to a Scherk-Schwarz deformation affecting the momenta of the Type-IIA string. In the corresponding Type-I representation, however, the open strings end on D8-branes perpendicular to the direction responsible for the breaking of supersymmetry. Therefore, as we have just seen, all open string modes with even windings, and in particular the massless ones, are unaffected. The soft nature of this breaking is less evident than in the previous example, but the very soft nature of the radiative corrections was shown in and is related to the local tadpole cancellation properties of the model. Resorting again to the duality arguments of Section 4, it is clear that this breaking corresponds to a non-perturbative phenomenon on the heterotic side and realizes the Scherk-Schwarz deformation along the eleventh coordinate of M theory. An additional nice argument concerning the relation to M-theory is that, in addition to global tadpole conditions, the model satisfies local tadpole conditions in the breaking direction and therefore has a consistent $`R0`$ limit, equivalent in M-theory language to $`R_{11}\mathrm{}`$. It is interesting to notice from (137) that the model actually contains 16 D9 branes and 16 D$`\overline{9}`$ antibranes. In the T-dual picture ($`R_{}=1/RM_I^2`$) the 16 D8 branes are at the origin $`y=0`$ and the 16 D$`\overline{8}`$ branes are at the orientifold fixed point $`y=\pi R_{}`$. To be more precise, there are 16 D8 branes and 16 O$`8_+`$ planes at $`y=0`$ and 16 D$`\overline{8}`$ antibranes and 16 O$`\overline{8}_+`$ antiplanes at $`y=\pi R_{}`$, such that supersymmetry is still preserved in the vicinity of each fixed points $`y=0,\pi R_{}`$ where local tadpole conditions are satisfied as well. In order to substantiate this picture and to better define the notion of antibranes and antiorientifold planes, let us describe in more detail the effective lagrangian describing the interactions of SUGRA fields with branes/orientifold planes in this model. This can be easily done writing the amplitudes (137) in the tree-level (closed) channel $`\stackrel{~}{K}_2`$ $`=`$ $`{\displaystyle \frac{2^5}{2}}(V_8{\displaystyle \underset{n}{}}W_{2n}S_8{\displaystyle \underset{n}{}}W_{2n+1}),`$ $`\stackrel{~}{A}_2`$ $`=`$ $`{\displaystyle \frac{1}{2^6}}{\displaystyle \underset{n}{}}\{[N_1+(1)^nN_2]^2V_8[N_1(1)^nN_2]^2S_8\}W_n,`$ $`\stackrel{~}{M}_2`$ $`=`$ $`(N_1+N_2)(\widehat{V}_8{\displaystyle \underset{n}{}}W_{2n}\widehat{S}_8{\displaystyle \underset{n}{}}W_{2n+1}).`$ (139) The effective lagrangian can be found by writing the vacuum energy (without the torus contribution) $$\stackrel{~}{K}_2+\stackrel{~}{A}_2+\stackrel{~}{M}_2=\frac{1}{64}\{[N_116+(1)^n(N_216)]^2V_8[N_116(1)^n(N_216)]^2S_8\}\underset{n}{}W_n.$$ (140) By factorization the effective bulk-D8/O8 action is easily found and reads $$S=d^{10}x\{\sqrt{G}_{SUGRA}(N_116)T_8(\sqrt{G}e^\mathrm{\Phi }+A_9)\delta (y)(N_216)T_8(\sqrt{G}e^\mathrm{\Phi }A_9)\delta (y\pi R)\},$$ where $$_{SUGRA}=\frac{1}{2k_{10}^2}\{e^{2\mathrm{\Phi }}[R+4(\mathrm{\Phi })^2]\frac{1}{2\times 10!}F_{10}^2\}$$ (141) is the bosonic Type I supergravity action. Notice that the corresponding fermionic fields are massive, due to the breaking of supersymmetry by compactification. In (7.)- (141), $`A_9`$ is the RR 9-form coupling to the D8 (D$`\overline{8}`$) and O$`8_+`$ (O$`\overline{8}_+`$) systems and $`F_{10}`$ is its corresponding field strength, $`k_{10}`$ defines the 10d Planck mass, $`T_8`$ is the D8 brane tension and $`G`$ is the 10d metric. The change in sign in the RR part of the last term in (7.) confirms precisely that the model contains 16 D8/O8 at $`y=0`$ and 16 D$`\overline{8}`$/O$`\overline{8}`$ at $`y=\pi R`$. Branes and antibranes attract each other and for sufficiently small (large) distances $`R_{}`$ ($`R`$), a tachyon appears , as is easily seen also in (137). The configuration is therefore in principle unstable, although a more detailed analysis of the potential for the radius is needed in order to settle this question. The full vacuum energy for large $`R_{}`$ can be estimated to be (after a rescaling $`ll/R^2`$) $$\mathrm{\Lambda }\frac{1}{R_{}^9}M_I^9R_{}_0^{\mathrm{}}𝑑le^{\pi R_{}^2M_I^2l}\underset{n}{}(1)^ne^{\frac{\pi ln^2}{4}}\frac{1}{R_{}^9}\frac{\pi }{8}M_I^9e^{2\pi R_{}M_I},$$ where numerical coefficients were set to one in (7.). In (7.), the first term is the one-loop torus contribution piece proportional to $`1/R_{}^9`$ and the second attractive term comes from (anti)branes-orientifold contributions proportional to $`exp(R_{}M_I)`$, where the exponential supression appears due to the local tadpole property of the model. There the induced potential for the radius does not seem to have a minimum. However, this conclusion cannot be reliably drawn from the approximate expression (7.), and new effects can certainly appear, as for instance tachyon condensation, which could render the configuration stable. To the best of our knowledge, this is the first construction of a perturbative Type I model containing simultaneously branes and antibranes<sup>14</sup><sup>14</sup>14Notice, however, that models with branes and antibranes were constructed previously in orientifolds of Type O models, .. Other models with different patterns of supersymmetry breaking can be constructed compactifying on orbifolds and some duality relations with heterotic constructions were investigated in . \- Brane Supersymmetry Breaking I: non-BPS stable configurations As already mentioned, the main idea of Brane Supersymmetry Breaking is to put together branes and antibranes. In general, such systems contain (open string) tachyons stretched between branes and antibranes, that reflect the attractive force between them. However, in some models the consistency of the theory (the RR tadpole conditions) asks for D9-D$`\overline{5}`$ stable, tachyon-free non-BPS systems. The simplest model of this type we are aware of is the $`T^4/Z_2`$ orbifold model with orientifold projection in the twisted sector with a flipped sign . Following , let us introduce the convenient combinations of $`SO(4)`$ characters $`Q_o=V_4O_4C_4C_4,Q_v=O_4V_4S_4S_4,`$ $`Q_s=O_4C_4S_4O_4,Q_c=V_4S_4C_4V_4,`$ (142) which describe in 6d at massless level the propagation of a vector multiplet ($`Q_o`$), of a hypermultiplet ($`Q_v`$), of half of a hypermultiplet ($`Q_s`$) and where $`Q_c`$ contains only massive particles. With these notations, there are two consistent inequivalent choices for the Klein bottle, described by $$K_3=\frac{1}{4}\left\{(Q_o+Q_v)(\underset{m_i}{}P_{m_i}^{(4)}+\underset{n_i}{}W_{n_i}^{(4)})+2ϵ\times 16(Q_s+Q_c)\left(\frac{\eta }{\theta _4}\right)^2\right\},$$ (143) where $`P^{(4)}`$ ($`W^{(4)}`$) denotes the momentum (winding) lattice sum and $`ϵ=\pm 1`$. For both choices of $`ϵ`$, the closed string spectrum has $`(1,0)`$ supersymmetry, but the two resulting projections are quite different. The usual choice ($`ϵ=1`$) leaves 1 gravitational multiplet, 1 tensor multiplet and 20 hypermultiplets, while $`ϵ=1`$ leaves 1 gravitational multiplet, 17 tensor multiplets and 4 hypermultiplets. The case $`ϵ=1`$ is our primary focus here, since in this case the flipped $`\mathrm{\Omega }`$ action in the closed twisted sector is equivalent with the replacement O$`5_+O5_{}`$. However, O$`5_{}`$ RR charge is positive and the RR tadpole conditions require for consistency the presence of 32 D$`\overline{5}`$ (anti)branes in the spectrum. The annulus amplitude is simpler to understand in the transverse channel $`\stackrel{~}{A}_3`$ $`=`$ $`{\displaystyle \frac{2^5}{4}}\{(Q_o+Q_v)(N^2v{\displaystyle \underset{n_i}{}}W_{n_i}^{(4)}+{\displaystyle \frac{D^2_{m_i}P_{m_i}^{(4)}}{v}})+2ND(Q_o^{}Q_v^{})\left({\displaystyle \frac{2\eta }{\theta _2}}\right)^2`$ $`+`$ $`16(Q_s+Q_c)(R_N^2+R_D^2)\left({\displaystyle \frac{\eta }{\theta _2}}\right)^2+8R_NR_D(V_4S_4O_4C_4S_4O_4+C_4V_4)\left({\displaystyle \frac{\eta }{\theta _3}}\right)^2\},`$ where we introduced the Chan-Paton multiplicities $`N,R_N,D,R_D`$ and the primed characters are related by a chirality change $`S_4C_4`$ to the unprimed ones defined in eq. (142). For the spacetime part, this simply means a change of fermion chirality, as shown in more detail below. Notice that (7.) is identical in structure to the corresponding amplitude for the supersymmetric $`T^4/Z_2`$ Type I orbifold , , except that in the D9-D$`\overline{5}`$ sector the signs of the RR terms are reversed, in order to correctly take into account the (negative) charge of D$`\overline{5}`$ (anti)branes. The direct-channel annulus is obtained by an S-transformation, and reads $`A_3`$ $`=`$ $`{\displaystyle \frac{1}{4}}\{(Q_o+Q_v)(N^2{\displaystyle \underset{m_i}{}}P_{m_i}^{(4)}+D^2{\displaystyle \underset{n_i}{}}W_{n_i}^{(4)})+2ND(Q_s^{}+Q_c^{})\left({\displaystyle \frac{\eta }{\theta _4}}\right)^2`$ $`+`$ $`(R_N^2+R_D^2)(Q_oQ_v)\left({\displaystyle \frac{2\eta }{\theta _2}}\right)^2+2R_NR_D(O_4S_4C_4O_4+V_4C_4+S_4V_4)\left({\displaystyle \frac{\eta }{\theta _3}}\right)^2\}.`$ In (7.), the 9$`\overline{5}`$ ($`ND`$) term is similar to the corresponding one in the supersymmetric $`T^4/Z_2`$ orientifold, but with fermions of flipped 6d chirality, the 9$`\overline{5}`$ term with orbifold insertion $`R_NR_D`$ is nonsupersymmetric (but does not contribute to the vacuum energy since twisted tadpoles ask for $`R_N=R_D=0`$, see below), while the other terms in (7.) are precisely the supersymmetric ones. Finally, the Möbius amplitude describes the propagation between branes and orientifold planes (holes and crosscaps). All D9-O$`9_+`$ terms, the D$`\overline{5}`$-O$`5_{}`$ terms in the R-R sector and the D$`\overline{5}`$-O$`9_+`$ terms in the NS-NS sector are as in the standard $`T^4/Z_2`$ orientifold, while the signs of all D9-O$`5_{}`$ terms, of the D$`\overline{5}`$-O$`5_{}`$ terms in the NS-NS sector and of the D$`\overline{5}`$-O$`9_+`$ terms in the R-R sector are inverted. In particular, this implies that the Möbius amplitude breaks supersymmetry at tree level in the D$`\overline{5}`$ sector, an effect felt by all open-strings ending on the D$`\overline{5}`$ branes. The direct (open string) Möbius amplitude is $`M_3`$ $`={\displaystyle \frac{1}{4}}\{N{\displaystyle \underset{m_i}{}}P_{m_i}^{(4)}(\widehat{O}_4\widehat{V}_4+\widehat{V}_4\widehat{O}_4\widehat{S}_4\widehat{S}_4\widehat{C}_4\widehat{C}_4)D{\displaystyle \underset{n_i}{}}W_{n_i}^{(4)}(\widehat{O}_4\widehat{V}_4+\widehat{V}_4\widehat{O}_4+\widehat{S}_4\widehat{S}_4+\widehat{C}_4\widehat{C}_4)`$ (146) $``$ $`N(\widehat{O}_4\widehat{V}_4\widehat{V}_4\widehat{O}_4\widehat{S}_4\widehat{S}_4+\widehat{C}_4\widehat{C}_4)\left({\displaystyle \frac{2\widehat{\eta }}{\widehat{\theta }_2}}\right)^2+D(\widehat{O}_4\widehat{V}_4\widehat{V}_4\widehat{O}_4+\widehat{S}_4\widehat{S}_4\widehat{C}_4\widehat{C}_4)\left({\displaystyle \frac{2\widehat{\eta }}{\widehat{\theta }_2}}\right)^2\},`$ and parametrizing the Chan-Paton charges as $`N=n_1+n_2`$, $`D=d_1+d_2`$, $`R_N=n_1n_2`$, $`R_D=d_1d_2`$, the RR tadpole conditions $`N=D=32,R_N=R_D=0`$ determine the gauge group $`[SO(16)\times SO(16)]_9\times [USp(16)\times USp(16)]_{\overline{5}}`$. The $`99`$ spectrum is supersymmetric, and comprises the (1,0) vector multiplets for the $`SO(16)\times SO(16)`$ gauge group and a hypermultiplet in the representations $`(\mathrm{𝟏𝟔},\mathrm{𝟏𝟔},\mathrm{𝟏},\mathrm{𝟏})`$ of the gauge group. On the other hand, the $`\overline{5}\overline{5}`$ DD spectrum is not supersymmetric, and contains, aside from the gauge vectors of $`[USp(16)\times USp(16)]`$, quartets of scalars in the $`(\mathrm{𝟏},\mathrm{𝟏},\mathrm{𝟏𝟔},\mathrm{𝟏𝟔})`$, right-handed Weyl fermions in the $`(\mathrm{𝟏},\mathrm{𝟏},\mathrm{𝟏𝟐𝟎},\mathrm{𝟏})`$ and in the $`(\mathrm{𝟏},\mathrm{𝟏},\mathrm{𝟏},\mathrm{𝟏𝟐𝟎})`$, and left-handed Weyl fermions in the $`(\mathrm{𝟏},\mathrm{𝟏},\mathrm{𝟏𝟔},\mathrm{𝟏𝟔})`$. Finally, the ND sector is also non supersymmetric, and comprises doublets of scalars in the $`(\mathrm{𝟏𝟔},\mathrm{𝟏},\mathrm{𝟏},\mathrm{𝟏𝟔})`$ and in the $`(\mathrm{𝟏},\mathrm{𝟏𝟔},\mathrm{𝟏𝟔},\mathrm{𝟏})`$, together with additional (symplectic) Majorana-Weyl fermions in the $`(\mathrm{𝟏𝟔},\mathrm{𝟏},\mathrm{𝟏𝟔},\mathrm{𝟏})`$ and $`(\mathrm{𝟏},\mathrm{𝟏𝟔},\mathrm{𝟏},\mathrm{𝟏𝟔})`$. These Majorana-Weyl fermions are a peculiar feature of six-dimensional spacetime, where the fundamental Weyl fermion, a pseudoreal spinor of $`SU^{}(4)`$, can be subjected to an additional Majorana condition, if this is supplemented by a conjugation in a pseudoreal representation . In this case, this is indeed possible, since the ND fermions are valued in the fundamental representation of $`USp(16)`$. From the D9 brane point of view, the diagonal combination of the two $`USp(16)_{\overline{5}}`$ gauge groups acts as a global symmetry. This corresponds to having complex scalars and symplectic Majorana-Weyl fermions in the representations $`16\times [(\mathrm{𝟏𝟔},\mathrm{𝟏})+(\mathrm{𝟏},\mathrm{𝟏𝟔})]`$ of the D9 gauge group. As a result, the bose-fermi degenerate ND spectrum looks effectively supersymmetric, and indeed all $`9\overline{5}`$ terms do not contribute to the vacuum energy. However, as in the 6D temperature breaking discussed in , the chirality of the fermions in $`Q_s^{}`$ is not the one required by 6D supersymmetry. This chirality flip is a peculiar feature of models with branes and antibranes. Brane-antibrane interactions have been discussed recently in the literature in the context of stable non-BPS systems . Our results for the D9-D$`\overline{5}`$ system, restricted to the open sector, provide particular examples of Type-I vacua including non-BPS stable configurations of BPS branes with vanishing interaction energy for all radii, as can be seen from the vanishing of the ND annulus amplitude. The breaking of supersymmetry gives rise to a vacuum energy localized on the D$`\overline{5}`$ branes, and thus to a tree-level potential for the NS moduli, that can be extracted from the corresponding uncancelled NS tadpoles. A simple inspection shows that the only non-vanishing ones correspond to the NS characters $`V_4O_4`$ and $`O_4V_4`$ associated to the 6D dilaton $`\varphi _6`$ and to the internal volume $`v`$: $$\frac{2^5}{4}\left\{\left((N32)\sqrt{v}+\frac{D+32}{\sqrt{v}}\right)^2V_4O_4+\left((N32)\sqrt{v}\frac{D+32}{\sqrt{v}}\right)^2O_4V_4\right\}.$$ (147) Using factorization and the values $`N=D=32`$ needed to cancel the RR tadpoles, the potential (in the string frame) is: $$V_{\mathrm{eff}}=c\frac{e^{\varphi _6}}{\sqrt{v}}=ce^{\varphi _{10}}=\frac{c}{g_{\mathrm{YM}}^2},$$ (148) where $`\varphi _{10}`$ is the 10D dilaton, that determines the Yang-Mills coupling $`g_{\mathrm{YM}}`$ on the D$`\overline{5}`$ branes, and $`c`$ is some positive numerical constant. The potential (148) is clearly localized on the D$`\overline{5}`$ branes, and is positive. This can be understood by noticing that the O$`9_+`$ plane contribution to vacuum energy is negative and exactly cancels for $`N=32`$. This fixes the D$`\overline{5}`$ brane contribution to the vacuum energy, that is thus positive, consistently with the interpretation of this mechanism as global supersymmetry breaking. The potential (148) has the usual runaway behavior in the dilaton field, as expected by general arguments. \- Brane Supersymmetry Breaking II: brane-antibrane pairs In the previous example, the breaking of supersymmetry on the antibranes is directly enforced by the consistency of the model, which contains D9 branes and D$`\overline{5}`$ antibranes, a (non-BPS ) stable configuration without tachyons. Somewhat different scenarios have been recently proposed in . In the resulting models, a supersymmetric open sector is deformed allowing for the simultaneous presence of branes and antibranes of the same type. Whereas tadpole conditions only fix the total RR charge, the option of saturating it by a single type of D-brane, whenever available, stands out as the only one compatible with space-time supersymmetry. However, if one relaxes this last condition, there are no evident obstructions to considering vacuum configurations where branes and antibranes with a fixed total RR charge are simultaneously present. Branes and antibranes of the same type are mutually interacting systems. The brane-antibrane vacuum energy in 10d, for concreteness, can be summarized by comparing the corresponding annulus amplitude with the usual brane-brane one $`\mathrm{open}\mathrm{channel}`$ $`\mathrm{closed}\mathrm{channel}`$ $`\mathrm{brane}\mathrm{brane}:`$ $`V_8S_8`$ $`V_8S_8,`$ $`\mathrm{brane}\mathrm{antibrane}:`$ $`O_8C_8`$ $`V_8+S_8.`$ (149) In the closed channel, the sign change in the RR ($`S_8`$) term simply reflects the flipped (positive) RR charge of antibranes corresponding to branes. In the open channel, this reflects into the propagation of a charged open string tachyon ($`O_8`$) and of a fermion ($`C_8`$) of opposite chirality compared to the brane-brane spectrum. The rules for constructing this wider class of models can be simply presented referring to a ten-dimensional example that requires an open sector with a net number of 32 (anti)branes in order to cancel the resulting RR tadpole. The closed part in these models is the usual supersymmetric one. The open amplitudes, on the other hand, are $`A_4={\displaystyle \frac{N_+^2+N_{}^2}{2}}(V_8S_8)+N_+N_{}(O_8C_8),`$ $`M_4=\pm {\displaystyle \frac{1}{2}}(N_++N_{})\widehat{V}_8+{\displaystyle \frac{1}{2}}(N_+N_{})\widehat{S}_8,`$ (150) where $`N_+`$ and $`N_{}`$ count the total numbers of D9 and D$`\overline{9}`$ branes. The strings streched between D9-D$`\overline{9}`$ branes, with Chan-Paton factor $`N_+N_{}`$ in the annulus, reflect the opposite GSO projections for open strings stretched between two D-branes of the same type (99 or $`\overline{9}\overline{9}`$) and of different types ($`9\overline{9}`$ or $`\overline{9}9`$) . While the former yields the supersymmetric Type I spectrum, the latter eliminates the vector and its spinorial superpartners, and retains the tachyon and the spinor of opposite chirality. As a result, supersymmetry is broken and an instability, signaled by the presence of the tachyonic ground state, emerges. The Möbius amplitude now involves naturally an undetermined sign for $`V_8`$, whose tadpole is generally incompatible with the one of $`S_8`$, and is to be relaxed. Together with $`A`$, the two signs lead to symplectic or orthogonal gauge groups with $`S_8`$ fermions in (anti)symmetric representations and tachyons and $`C_8`$ fermions in bi-fundamentals. The minus sign corresponds to O$`9_+`$ planes and the plus sign to O$`9_{}`$ planes. In this last case, however, $`N_+`$ describes antibranes while $`N_{}`$ describes branes. In these ten-dimensional models, the only way to eliminate the tachyon consists in introducing only D9-branes (or only D$`\overline{9}`$ branes). Depending on the signs in the Möbius amplitude, one thus recovers either the SO(32) superstring or the USp(32) model of . On the other hand, more can be done if one compactifies the theory on some internal manifold. In this case, one can introduce Wilson lines (or, equivalently, separate the branes) in such a way that in the open strings stretched between separated D9 and D$`\overline{9}`$ branes the tachyon becomes massive. It is instructive to analyze in detail the simple case of circle compactification. A Wilson line $`W=(I_{N_+},I_N_{})`$ affects the annulus amplitude, that in the direct-channel now reads $$A_4=\frac{N_+^2+N_{}^2}{2}(V_8S_8)\underset{m}{}P_m+N_+N_{}(O_8C_8)\underset{m}{}P_{m+1/2},$$ (151) where $`P_{m+1/2}`$ denotes a sum over $`\frac{1}{2}`$-shifted momentum states. In this case both the tachyon and the $`C_8`$ spinor are lifted in mass. The open sector is completed by the Möbius amplitude $$M_4=\frac{1}{2}\left[\pm (N_++N_{})\widehat{V}_8+(N_+N_{})\widehat{S}_8\right]\underset{m}{}P_m$$ (152) and at the massless level comprises gauge bosons in the adjoint of $`\mathrm{SO}(N_+)\times \mathrm{SO}(N_{})`$ (or $`\mathrm{USp}(N_+)\times \mathrm{USp}(N_{})`$, depending on the sign of $`\widehat{V}_8`$ in $`M`$) and $`S`$ spinors in (anti)symmetric representations. We display here the effective action of branes/O-planes with supergravity fields in the case of a minus sign in (152) $`S={\displaystyle }d^{10}x\{\sqrt{G}_{SUGRA}(N_+16)T_8(\sqrt{G}e^\mathrm{\Phi }+A_9)\delta (y)`$ $`T_8[\sqrt{G}(N_{}16)e^\mathrm{\Phi }(N_{}+16)A_9]\delta (y\pi R)\},`$ (153) where $`_{SUGRA}`$ is the 10d supergravity lagrangian. Notice in (153) the peculiar interaction of D$`\overline{8}`$ antibranes with O-planes. Interestingly enough, it was recently realized that the sign flip of the RR charge of the O5 plane in some 4d orientifold models with no supersymmetric solution ($`Z_2\times Z_2`$ with discrete torsion or $`Z_4`$) defines consistent models with supersymmetry on branes and broken supersymmetry on antibranes. Indeed, for example in the $`Z_4`$ model the supersymmetric construction leads to a tadpole in the Klein bottle (of the type $`1/V_3`$) which cannot be cancelled by the existing (D9 and D5) branes in the model. By changing the charge of the O5 plane (or, equivalently, the $`\mathrm{\Omega }`$ projection in the closed string $`Z_2`$ twisted sector), this tadpole becomes massive and the open spectrum can be consistently constructed without further obstructions. Another interesting feature of brane-antibrane systems is the presence of mutual forces. It was suggested in and was explicitly shown in , that by adding D9-D$`\overline{9}`$ and D5-D$`\overline{5}`$ pairs, scalar potentials are generated by the NS-NS tadpoles such that some or all radii of the compact space are stabilized. These models present some phenomenological interest, as will be seen later in this review. A generic feature of all models with supersymmetry broken on a collection of (anti)branes, however, is that there is a dilaton tadpole, which means that the correct background is not the Minkowski one with maximal symmetry. Identifying the correct background is therefore an important step in unravelling the properties of these models. A step forward was recently made in , where a background (with $`SO(9)`$ symmetry) of the 10d Type I model with gauge group $`USp(32)`$ was found. The tenth coordinate turns out to be spontaneously compactified, so that the length of the tenth dimension is finite. The geometry of the background is $`R^9\times S^1/Z_2`$, with the zero-mode of the graviton localized near one of the boundaries of the interval. All the models with broken supersymmetry discussed in this Section face the problem of the cosmological constant . It seems difficult to find models with naturally zero (or very small) vacuum energy. There exist however explicit perturbative Type II examples and also Type I descendants for the class of models with supersymmetry breaking by compactification . To date, there are no similar models exhibiting the phenomenon of brane supersymmetry breaking. ## 8. Millimeter and TeV<sup>-1</sup> large extra dimensions The presence of branes in Type I, Type II, Type O strings and M-theory opens new perspectives for particle physics phenomenology. Indeed, we already saw in (13) that in Type I strings the string scale is not necessarily tied to the Planck scale. In view of the new D-brane picture, let us take a closer look at the simplest example of compactified Type I string, with only D9 branes present. We found in (13) that the string scale can be in the TeV range if the string coupling is extremely small, $`\lambda _I10^{32}`$. Then, from the second relation (12) one can see that in this case the compact volume is very small $`VM_I^610^{32}`$. Let us split the compact volume into two parts, $`V=V^{(1)}V^{(2)}`$, where $`V^{(1)}`$, of dimension $`6n`$, is of order one in string units and $`V^{(2)}`$, of dimension $`n`$, is very small. The Kaluza-Klein states of the brane fields along $`V^{(2)}`$ are much heavier than the string scale and therefore are difficult to excite. The physics is then better captured in this case performing T-dualities along $`V^{(2)}`$, which read $$\lambda _I^{^{}}=\frac{\lambda _I}{V^{(2)}M_I^n},V_{}=\frac{1}{V^{(2)}M_I^{2n}}.$$ (154) In the T-dual picture, neglecting numerical factors, the relations (154) become $$M_P^2\frac{1}{\alpha _{GUT}\lambda _I^{^{}}}V_{}M_I^{2+n},\frac{1}{\alpha _{GUT}}\frac{V_{\|\|}M_I^{6n}}{\lambda _I^{^{}}},$$ (155) where for transparency of notation we redefined $`V^{(1)}V_{\|\|}`$. After the $`n`$ T-dualities, the D9 brane becomes a D(9-n) brane, since the T-dual winding modes of the bulk (orthogonal) compact space are very heavy and therefore the brane fields cannot propagate in the bulk. As seen from (155), for a very large bulk volume the string scale can be very low $`M_I<<M_P`$. The geometric picture here is that we have a D-brane with some compact radii parallel to it, of order $`M_I^1`$, and some very large, orthogonal compact radii. In particular, if the full compact space is orthogonal to the brane ($`n=6`$), from (155) the T-dual string coupling is fixed by the unified coupling $`\lambda _I^{^{}}\alpha _{GUT}`$, and therefore we find $$M_P^2\frac{1}{\alpha _{GUT}^2}V_{}M_I^{2+n},$$ (156) a relation similar to that proposed in the field-theoretical scenario of . Let us now imagine a “brane-world” picture<sup>15</sup><sup>15</sup>15For earlier proposals of such a “brane-world” picture, see ., in which the Standard Model gauge group and charged fields are confined to the D-brane under consideration. We can then ask a very important question: what are the present experimental limits on parallel $`R_{\|\|}`$ and perpendicular $`R_{}`$ type radii ? The Standard Model fields have light KK states in the parallel directions $`R_{\|\|}`$. Their possible effects in accelerators were studied in detail , and the present limits are $`R_{\|\|}^145`$ TeV. On the other hand, Standard Model excitations related to $`R_{}`$ are very heavy and are thus irrelevant at low energy. The main constraints on $`R_{}`$ come from the presence of very light winding (KK after T-dualities) gravitational excitations, which can therefore generate deviations from the Newton law of gravitational attraction. The actual experimental limits on such deviations are limited to the cm range and experiments in the near future are planned to improve them . For $`M_I`$ TeV in (156), the case of only one extra dimension is clearly excluded, since it asks for $`R_{}^110^8`$ Km. However, for two extra dimensions, we find $`R_{}^1`$ 1mm, not yet excluded by the present experimental data. On the other hand, if all compact dimensions are perpendicular and large, one finds $`R_{}^1`$ fm, distance scale completely inaccessible for Newton law measurements. Such a physical picture with $`M_I`$ TeV provides in principle a new solution to the gauge hierarchy problem, i.e. of why the Higgs mass $`M_h`$ is much lower than the 4d Planck mass $`M_P`$, provided the physical cutoff $`M_I`$ has similar values $`M_IM_h`$. In Type I strings, the brane we considered can be a D9 or a D5 brane, up to T-dualities. Our brane world can live on any of the branes; let us choose for concreteness that our Standard Model gauge group be on a D9 brane. Notice that, while D9 branes fill (before T-dualities) the full 10d space, D5 branes fill only six dimensions. The D5 degrees of freedom can of course propagate in what we called previously bulk space, and can change slightly our previous picture. The relation between the corresponding D9 and D5 gauge couplings is $$g_9^2/g_5^2=V_{},$$ (157) where $`V_{}`$ denotes here (before T-dualities) the compact volume perpendicular to the D5 brane. If $`V_{}>>1`$ in string units, then D5 branes live in (at least part of) the bulk and, by (157) their gauge coupling is very suppressed compared to our (D9) gauge coupling. In particular, if $`V_{}`$ in (157) is as in (156), the D5 gauge couplings are of gravitational strength. The fields in mixed 95 representations are charged under both gauge groups. Then, due to their very small gauge couplings, the D5 gauge groups manifest themselves as global symmetries on our D-brane, and could be used for protecting baryon and lepton number nonconservation processes. Indeed, global symmetries are presumably violated by nonrenormalizable operators suppressed by the fundamental scale $`M_I`$ and, since $`M_I`$ can be very low, we need suppression of many higher-dimensional operators. There are clearly many challenging questions that such a scenario must answer in order to be seriously considered as an alternative to the conventional “desert picture” of supersymmetric unification at energies of the order of $`10^{16}`$ GeV. The gauge hierarchy problem still has a counterpart here, understanding the possible mm size of the compact dimensions (perpendicular to our brane) in a theory with a fundamental length (energy) in the $`10^{16}`$ mm (TeV) range. There are several ideas concerning this issue in the literature , which however need further studies in realistic models in order to prove their viability. A serious theoretical question concerns gauge coupling unification, that in this case, if it exists, must be completely different from the conventional MSSM (Minimal Supersymmetric Standard Model) one. Moreover, there is more and more convincing evidence for neutrino masses and mixings, and the conventional picture provides an elegant explanation of their pattern via the seesaw mechanism with a mass scale of the order of the $`10^{12}10^{15}`$ GeV, surprisingly close to the usual GUT scale. From this viewpoint, neutrino masses can be considered as the first experimental manifestation of physics beyond the Standard Model (see for example ). The new scenario described above should therefore provide at least a qualitative picture for neutrino masses and mixings. Cosmology, astrophysics , accelerator physics and flavor physics put additional strong constraints on the low-scale string scenario. ## 9. Gauge coupling unification Models with gauge-coupling unification at low energy triggered by Kaluza-Klein states were independently proposed in , at the same time as brane-world models with a low-string scale. Both provide possible solutions to the gauge hierarchy problem. It is transparent, however, that low-scale string models are the natural framework for this fast-driven unification. In this chapter we separate the discussion into two steps: we begin with the field-theoretic picture originally proposed in , and then move to the Type I string approach developed in which brings some new, interesting features. \- Field theory approach The essential ingredient in this approach are the KK excitations of the Standard Model gauge bosons and matter multiplets and their contribution to the energy evolution of the physical gauge couplings. In the early paper , Taylor and Veneziano pointed out that the KK excitations give power-law corrections that at low energy can be interpreted as threshold corrections. Actually, as shown in , if the energy is higher than the KK compactification scale $`1/R`$, these corrections should be interpreted as power-law accelerated evolutions of gauge couplings that, under some reasonable assumptions, can bring these couplings together at low energies. The one-loop evolution of gauge couplings in 4d between energy scales $`\mu _0`$ and $`\mu `$ can be computed with standard methods, and the final result can be cast into the form $$\frac{1}{\alpha _a(\mu )}=\frac{1}{\alpha _a(\mu _0)}+\frac{1}{2\pi }\underset{r}{}\mathrm{Str}_{1/\mu ^2}^{1/\mu _0^2}\frac{dt}{t}Q_{a,r}^2(\frac{1}{12}\chi _r^2)e^{tm_r^2},$$ (158) where $`Q_{a,r}`$ is the gauge group generator in the representation $`r`$ of the gauge group, $`m_r^2`$ is the mass operator and $`\chi _r`$ is the helicity of various charged particles contributing in the loop. In 4d (158) can be readily integrated as usual in order to obtain, for example $$\frac{1}{\alpha _a(\mu )}=\frac{1}{\alpha _a(M_Z)}\frac{b_a}{2\pi }\mathrm{ln}\frac{\mu }{M_Z},$$ (159) where $`b_a`$ are the beta-function coefficients defined as in (132) for a supersymmetric theory. Let us start, for reasons to be explained later on, with the MSSM in 4d and try to extend it to 5d, where the fifth dimension is a circle of radius $`R_{\|\|}`$, in the notation introduced in the previous section. In this case (158) generalizes to $$\frac{1}{\alpha _a(\mu )}=\frac{1}{\alpha _a(\mu _0)}+\frac{1}{2\pi }\underset{r}{}\mathrm{Str}_{1/\mu ^2}^{1/\mu _0^2}\frac{dt}{t}Q_{a,r}^2(\frac{1}{12}\chi _r^2)(\underset{n}{}e^{tm_{n,r}^2(R_{\|\|})}+e^{tm_r^2}),$$ (160) where we separated the mass operator into a part containing fields with KK modes and a part containing fields without KK modes. Indeed, consider again for concreteness gauge couplings of a D9 brane and consider $`\delta `$ large compact dimensions $`R_{\|\|}M_I>>1`$ parallel to D9 and orthogonal to D5. Then the 99 states will have associated KK states, but 95 states will not. Evaluating (160) with $`\mu _0=M_Z`$, one finds $`{\displaystyle \frac{1}{\alpha _a(\mu )}}`$ $`=`$ $`{\displaystyle \frac{1}{\alpha _a(M_Z)}}{\displaystyle \frac{b_a}{2\pi }}\mathrm{ln}{\displaystyle \frac{\mu }{M_Z}}{\displaystyle \frac{\stackrel{~}{b}_a}{2\pi }}{\displaystyle _{1/\mu ^2}^{1/M_Z^2}}{\displaystyle \frac{dt}{t}}\theta _3^\delta ({\displaystyle \frac{it}{\pi R_{\|\|}^2}})`$ (161) $``$ $`{\displaystyle \frac{1}{\alpha _a(M_Z)}}{\displaystyle \frac{b_a}{2\pi }}\mathrm{ln}{\displaystyle \frac{\mu }{M_Z}}+{\displaystyle \frac{\stackrel{~}{b}_a}{2\pi }}\mathrm{ln}(\mu R_{\|\|}){\displaystyle \frac{\stackrel{~}{b}_a}{2\pi }}[(\mu R_{\|\|})^\delta 1].`$ The coefficients $`\stackrel{~}{b}_a`$ in (161) denote one-loop beta-function coefficients of the massive KK modes, to be computed in each specific model. The important term contained in (161) is the power-like term $`(\mu R_{\|\|})^\delta >>1`$, which overtakes the logarithmic terms in the higher-dimensional regime and governs the eventual unification pattern. The power-like term is proportional to the coefficients $`\stackrel{~}{b}_a`$, that are not the usual 4d MSSM ones which successfully predict unification. Therefore, from this point of view the MSSM unification would just be an accident, and this fact is disappointing. Let us however go on and find the minimal possible embedding of the MSSM in a 5d spacetime. Before doing it, notice that compactifying on a circle a supersymmetric theory in 5d gives a 4d theory with at least $`𝒩=2`$ supersymmetries. The simplest way to avoid this is to compactify on an orbifold, a singular space defined in Section 5. We consider as example the case of a $`Z_2`$ orbifold which breaks supersymmetry down to $`𝒩=1`$. 5d fields can be even or odd under this operation, in particular 5d Dirac fermions in 4d truncate into one even Weyl fermion containing a zero mode and its KK tower and one odd Weyl fermion, with no associated zero mode, and its KK tower. It is easy to realize that a 4d chiral multiplet $`(\psi _1,\varphi _1)`$ can arise from a 5d hypermultiplet containing KK modes $`(\psi _1^{(n)},\psi _2^{(n)},\varphi _1^{(n)},\varphi _2^{(n)})`$ or from a 5d vector multiplet. Similarly, a 4d massless vector multiplet $`(\lambda ,A_\mu )`$ arises from a 5d vector multiplet containing the KK modes $`(\lambda ^{(n)},\psi _3^{(n)},A_\mu ^{(n)},a^{(n)})`$, where $`\psi _i^{(n)}`$, $`i=1,2,3`$ are 4d Weyl fermions and $`\varphi _i^{(n)}`$, $`a^{(n)}`$ are complex scalars. The massive KK representations are clearly nonchiral, while chirality is generated at the level of zero modes. The simplest embedding of the MSSM in 5d is the following . The gauge bosons and the two Higgs multiplets of MSSM are already in real representations of the gauge group and naturally extend to KK representations $`(\lambda ^{(n)},\psi _3^{(n)},A_\mu ^{(n)},a^{(n)})`$ and $`(\psi _1^{(n)},\psi _2^{(n)},H_1^{(n)},H_2^{(n)})`$, respectively<sup>16</sup><sup>16</sup>16As one of the two Higgses in a hypermultiplet is odd under $`Z_2`$, the simplest extension actually has one KK Higgs hypermultiplet and one Higgs without KK excitations.. The matter fermions of MSSM, being chiral, can either contain only zero modes or, alternatively, can have associated mirror fermions and KK excitations for $`\eta =0,1,2,3`$ families. The unification pattern does not depend on $`\eta `$ (the value of the unified coupling, on the other hand, does), since each family forms a complete $`SU(5)`$ representation. The massive beta-function coefficients for this simple 5d extension of the MSSM are $$(\stackrel{~}{b}_1,\stackrel{~}{b}_2,\stackrel{~}{b}_3)=(\frac{3}{5},3,6)+\eta (4,4,4),$$ (162) where, as usual, we use the $`SU(5)`$ embedding $`\stackrel{~}{b}_1(3/5)\stackrel{~}{b}_Y`$. These coefficients in the case $`\eta =3`$ are not the same as the MSSM ones $`(b_1,b_2,b_3)=(33/5,1,3)`$. However, interestingly enough, as seen from Figure 2, the couplings unify with a surprisingly good precision, for any compact radius $`10^3`$ GeV $`R_{\|\|}^110^{15}`$ GeV, at a energy scale roughly a factor of 20 above the compactification scale $`R_{\|\|}^1`$. The algebraic reason for this is that, in order to have MSSM unification, the conditions that must be fulfilled are $$\frac{B_{12}}{B_{13}}=\frac{B_{13}}{B_{23}}=1,\mathrm{where}B_{ac}\frac{\stackrel{~}{b}_a\stackrel{~}{b}_c}{b_ab_c}.$$ (163) Although these relations are not satisfied exactly in our case, they are nonetheless approximately satisfied $$\frac{B_{12}}{B_{13}}=\frac{72}{77}0.94,\frac{B_{13}}{B_{23}}=\frac{11}{12}0.92.$$ (164) This fast unification with KK states is another numerical miracle, similar to the MSSM unification and may be regarded as one serious hint pointing into the possible relevance of extra dimensions in our world. There are clearly a lot of questions that this scenario can raise, which were discussed in detail in the literature , the most important ones being: \- The perturbative nature. Indeed, even if unified coupling in Figure 2 is about $`\alpha _{GUT}1/50`$ for $`M_{GUT}10`$ TeV, the parameter controlling the loop expansion is $`N_{KK}\alpha _{GUT}`$, where $`N_{KK}`$ is here the number (of order 20) of KK states with masses ligher then the unification scale $`M_{GUT}`$. This parameter is large (of order $`2/5`$), and therefore perturbativity seems to be lost. However, things are slightly better than expected. Indeed, massive modes come into $`𝒩=2`$ multiplets. In $`𝒩=2`$ theories beta functions get contributions only at one loop. Therefore the higher-order loops must contain zero-mode propagators, which have reduced $`𝒩=1`$ supersymmetry but have no KK modes. For example, the (two loop)/(one-loop) effects are naively of order $`N_{KK}\alpha _{GUT}`$ but, due of the argument above, they are actually only of order $`\alpha _{GUT}`$. Two-loop contributions induced by Yukawa coupling corrections could in principle be larger, but actually they are still under control (see, for example, M. Masip in ). Notice that the most perturbative case is $`\eta =0`$, and increasing $`\eta `$ from 0 to 3 renders the model less and less perturbative (see Figure 3). \- The sensitivity to high-energy thresholds The result of the computation is more sensitive to high-energy thresholds than the MSSM result is, if we consider the unification in the sense of a Grand Unified Theory. A related question is the supression of baryon number violating operators, in low-scale strings, which are induced by states of the GUT theory. If we consider the unification in the string sense, as will be shown in the next paragraph string thresholds affect only the $`𝒩=1`$ sectors of the theory, while in $`𝒩=2`$ sectors, responsible for the power-law evolution, the string states decouple and the corrections come only from KK massive states. The running stops at a higher winding scale, without the need of a GUT gauge group and new thresholds there. \- The need for supersymmetry We considered above a higher-dimensional extension of MSSM. We could in principle try a similar extension of the Standard Model, without invoking supersymmetry. In this case the unification is still possible , at the price of introducing additional gauge group representations. The extension is consequently not minimal by any means. Therefore, it is amusing that even in case of large extra dimensions, supersymmetry seems to play a role in the unification of gauge couplings. In order to have a physical interpretation of the unification scale discussed above, we now turn to the string approach, using results derived in Section 6. \- String theory approach In a superstring model, the threshold corrections to gauge couplings (125) can be generically written as $$_a=_a^{(𝒩=4)}+_a^{(𝒩=2)}+_a^{(𝒩=1)},$$ (165) where the different terms in the rhs of (165) denote contributions from $`𝒩=4`$, $`𝒩=2`$ and $`𝒩=1`$ sectors, respectively. The $`𝒩=4`$ sectors, containing the full $`\mathrm{\Gamma }^{(6)}`$ lattice in the notation of Section 3, have a 10d origin and give no contribution to threshold corrections. The $`𝒩=2`$ sectors contain the lattice of one compact torus $`\mathrm{\Gamma }^{(2)}`$. In these sectors only BPS KK states contribute to threshold corrections and string oscillators decouple . Therefore, their contribution to the evolution of gauge couplings does not stop at the string scale $`M_I`$, but rather, as we will see, at a heavy KK scale. The $`𝒩=1`$ sectors have no KK excitations and give a moduli-independent contribution to threshold-corrections, interpreted as the $`𝒩=1`$ contribution to gauge couplings, running up to $`M_I`$. The string one-loop threshold corrections coming from $`𝒩=2`$ sectors were computed in (129). We also saw in Section 6 that, in addition to the dilaton $`\mathrm{Im}S1/l`$, there are tree-level (disk) contributions from couplings of gauge fields to the twisted moduli $`m_k`$, displayed in (115). Putting all the terms together, we find the complete one-loop gauge couplings $$\frac{4\pi ^2}{g_a^2(\mu )}=\frac{1}{l}+\underset{k}{}s_{ak}m_k+\frac{1}{4}b_a^{(𝒩=1)}\mathrm{ln}\frac{M_I^2}{\mu ^2}\frac{1}{4}\underset{i=1}{\overset{3}{}}b_{ai}^{(𝒩=2)}\mathrm{ln}(\sqrt{G_i}\mu ^2\|\eta (U_i)\|^4\mathrm{Im}U_i),$$ (166) where for a rectangular torus of radii $`R_1,R_2`$, we have $`\sqrt{G_i}=R_1R_2`$ and $`\mathrm{Im}U=R_1/R_2`$. In (166), $`b_{ai}^{(𝒩=2)}`$ denote beta function coefficients from $`𝒩=2`$ sectors having KK excitations in the compact torus $`T^i`$. The total beta function (132) of the model is, in these notations, $$b_a=b_a^{(𝒩=1)}+\underset{i=1}{\overset{3}{}}b_{ai}^{(𝒩=2)}.$$ (167) Let us now consider the field-theory limit of the corrections given by an $`𝒩=2`$ sector, depending on a torus of radii $`R_{1,2}`$. In the limit $`R_1\mathrm{}`$ and $`R_2`$ fixed, the corrections are linearly divergent as $`\mathrm{\Lambda }_2R_1/R_2`$. These power-law corrections can be used to lower the unification scale in models with a low value of the string scale $`M_I`$. Notice that, in all the above computations, $`\mu `$ denoted an infrared energy scale, smaller than any KK mass scales. Actually, for energies $`\mu >>R_1^1`$, relevant for the $`R_1\mathrm{}`$ limit, it can be seen that the previous factor $`R_1/R_2`$ really becomes $`R_1\mu `$, thus reproducing the field-theory derivation (161) with $`\delta =1`$. In this case, to get unification one needs $`10^3`$ GeV $`R_1^110^{15}`$ GeV. On the other hand, it is at first sight surprising that in the opposite limit of very heavy KK states (windings after T-duality) $`R_10`$, there is a divergent contribution $`\mathrm{\Lambda }_2R_2/R_1`$. In particular, this applies to mm perpendicular dimensions and can therefore spoil the solution to the hierarchy problem . These corrections can however be avoided in a class of Type I models that satisfy local tadpole cancellation in the corresponding direction , . Another interesting and unexpected feature is that in the limit $`R_1,R_2\mathrm{}`$ with $`R_1/R_2`$ fixed, $`\mathrm{\Lambda }_2\mathrm{ln}(R_1R_2\mu ^2)`$, instead of the quadratic divergence ($`\delta =2`$ in (161)) expected in the field theory approach. The same result holds in the $`R_1,R_20`$ limit. This result can be understood by the following argument . After T-duality, the two directions are very large and perpendicular to the brane under consideration. One-loop threshold corrections can also be understood as tree-level coupling of gauge fields to closed sector fields, which have a bulk variation reproducing the threshold dependence on the compact space. The bulk variation can be computed in a supergravity approximation, solving classical field equations for closed fields coupled to various sources subject to global neutrality (or global tadpole cancellation) in the compact space. As the Green function in two dimensions has a logarithmic behaviour, this explains the logarithmic term $`\mathrm{ln}(R_1R_2\mu ^2)`$. The same argument in one compact dimension explains the linearly divergent term previously discussed. The logarithmic evolution $`\mathrm{\Lambda }_2\mathrm{ln}(R_1R_2\mu ^2)`$ can also be used to achieve unification at a high energy scale, even if the fundamental string scale has much lower values , by “running” beyond the string scale. Notice that both the power-law and the logarithmic evolution of gauge couplings use $`𝒩=2`$ beta-functions. As shown in the field-theory approach, a simple higher-dimensional extension succeeds in producing unification with $`𝒩=2`$ sectors. In this case however, MSSM unification would be just a miraculous accident. It would be useful to see if one can obtain the usual MSSM unification in models with a low string scale. One possibility recently proposed in takes advantage of the couplings to twisted fields present in (166) in models without $`𝒩=2`$ sectors. Let us assume that in some models $`s_{ak}=c_kb_a`$ and, in addition, that the twisted fields have some vevs $`<m_k>`$. In terms of $`_kc_km_kcm`$, the one-loop relation (166) becomes $$\frac{4\pi ^2}{g_a^2(\mu )}=\frac{4\pi ^2}{g_a^2}\|_{\mathrm{tree}}+cb_a<m>+\frac{b_a}{2}\mathrm{ln}\frac{M_I}{\mu }=\frac{4\pi ^2}{g_a^2}\|_{\mathrm{tree}}+\frac{b_a}{2}\mathrm{ln}\frac{M_Ie^{2c<m>}}{\mu }.$$ (168) The real unification scale is therefore $`M_{GUT}=exp(2c<m>)M_I`$, which, depending on the sign in the exponential, can be much larger than $`M_I`$. There are some Type I models where indeed the proportionality relation $`s_{ak}=c_kb_a`$ holds . In these models, unfortunately, $`<m>=0`$ and this “mirage” unification does not occur . It is still reasonable to hope that in some other models all conditions are fulfilled and that the mechanism can be implemented<sup>17</sup><sup>17</sup>17A proposal trying to combine and was also recently studied in .. A possible scenario is the following. Suppose that gaugino condensation takes place in a gauge group factor $`G_a`$, coupling to $`m`$, giving rise to a nonperturbative superpotential for the complex chiral superfields $`S,M`$ of the form $$W(S,M)e^{\alpha (S+s_aM)},$$ (169) where $`\alpha `$ is a numerical factor depending on the gauge factor $`G_a`$ and its matter content. For a large class of Kähler potentials for the moduli $`M`$ and if the dilaton $`S`$ is stabilized, a nonzero value $`<M>M_P`$ is easily generated and can provide the (mirage) unification discussed above. ## 10. Supersymmetry breaking \- Breaking through compactification in field theory: the Scherk-Schwarz mechanism The Scherk-Schwarz mechanism for breaking supersymmetry takes advantage of the presence of compact spaces in compactifications of higher-dimensional supersymmetric field theories or of superstrings. The main idea is to use symmetries $`𝒮`$ of the higher-dimensional theory which do not commute with supersymmetry, typically R-symmetries or the fermion number $`(1)^F`$. Then, after being transported around the compact space (a circle of radius $`R`$, for concreteness and coordinate $`0y2\pi R`$), bosonic and fermionic fields $`\mathrm{\Phi }_i`$ return to the initial value (at $`y=0`$) only up to a symmetry operation $$\mathrm{\Phi }_i(2\pi R,x)=U_{ij}(\omega )\mathrm{\Phi }_j(0,x),$$ (170) where the matrix $`U𝒮`$ is different for bosons and fermions and $`x`$ are noncompact coordinates. At the field theory level, (170) implies that the Kaluza-Klein decomposition on the circle is changed so that zero modes acquire a nontrivial dependence on the $`y`$ coordinate, according to $$\mathrm{\Phi }_i(y,x)=U_{ij}(\omega ,y/R)\underset{m}{}e^{\frac{imy}{R}}\mathrm{\Phi }_j^{(m)}(x),$$ (171) where $`\omega `$ is a number, quantized in String Theory. The matrix $`U`$ satisfies some additional constraints in supergravity in order for the generated scalar potential to be positive definite. The ansatz considered by Scherk and Schwarz is $`U=\mathrm{exp}(My)`$, where $`M`$ is an antihermitian matrix. Then kinetic terms in the $`y`$ direction generate mass terms and break supersymmetry, the resulting fermion-boson splittings being equal to $`\omega /R`$. This twisting procedure is very similar to the breaking of supersymmetry at finite temperature and, because of this, the terms breaking supersymmetry are UV finite, even at the field theory level. The mechanism can be applied in globally supersymmetric models, in supergravity models and in superstrings. The breaking is induced by the different boundary conditions for bosons and fermions and is therefore an explicit breaking. However, at the supergravity level, it appears to be spontaneous. In order to clarify this point, let us consider a simple global model and a local (supergravity) one. i) a globally supersymmetric model The model has one hypermultiplet in 5d, containing one Dirac fermion $`\mathrm{\Psi }`$ and two complex scalars $`\varphi _1,\varphi _2`$, described by the free lagrangian $$=\frac{i}{2}(\overline{\mathrm{\Psi }}\gamma ^M_M\mathrm{\Psi }_M\overline{\mathrm{\Psi }}\gamma ^M\mathrm{\Psi })\|_M\varphi _1\|^2_M\varphi _1\|^2.$$ (172) The model (172) has several symmetries. Let us choose the R-symmetry<sup>18</sup><sup>18</sup>18P. Fayet was the first to use R-symmetries in order to produce phenomenologically interesting soft masses in global supersymmetric models. He proposed compact radii in the TeV range for this purpose. that leave the fermion invariant and rotates the two complex scalars between themselves. The Scherk-Schwarz matrix reads $`M=i(\omega /R)\sigma _2`$, where $`\sigma _2`$ is the second Pauli matrix. After the modified KK reduction (171), one finds the resulting 4d lagrangian $``$ $`={\displaystyle \underset{m}{}}\{{\displaystyle \frac{i}{2}}(\mathrm{\Psi }_1^{(m)}\sigma ^\mu _\mu \overline{\mathrm{\Psi }}_1^{(m)}+\mathrm{\Psi }_2\sigma ^\mu _\mu \overline{\mathrm{\Psi }}_2^{(m)})+\|_\mu \varphi _1^{(m)}\|^2+\|_\mu \varphi _1^{(m)}\|^2`$ (173) $`+`$ $`{\displaystyle \frac{m}{R}}(\mathrm{\Psi }_1^{(m)}\mathrm{\Psi }_2^{(m)}+h.c.)+{\displaystyle \frac{m^2+\omega ^2}{R^2}}(\|\varphi _1^{(m)}\|^2+\|\varphi _2^{(m)}\|^2)\},`$ where we defined the Weyl fermions $`\mathrm{\Psi }^{(m),T}=(\mathrm{\Psi }_1^{(m)},\overline{\mathrm{\Psi }}_2^{(m)})^T`$. The lagrangian (173) describes the free propagation of massive Weyl spinors $`\mathrm{\Psi }_1^{(m)},\mathrm{\Psi }_2^{(m)}`$, of mass $`m/R`$ and the free propagation of massive complex scalars $`\varphi _1^{(m)},\varphi _2^{(m)}`$, of mass squared $`(m^2+\omega ^2)/R^2`$. Supersymmetry is explicitly broken by the soft mass term $`\omega ^2/R^2`$. In orbifolds, there is a compatibility condition between the orbifold action $`\theta `$ and the Scherk-Schwarz twisting matrix $`[\theta ,U]=0`$. In particular, if the coordinate $`y`$ in question is orbifold invariant $`\theta y=y`$, this implies $`[\theta ,M]=0`$, while if it is $`Z_2`$ twisted $`\theta y=y`$, this implies $`\{\theta ,M\}=0`$. ii) a local model: supersymmetry breaking in M-theory The example we discuss now is the compactified version of supersymmetry breaking in M-theory, discussed in general terms in Section 4 and realized also in Type I strings in Section 7. Consider the simplest truncation of 11d supergravity down to 5d, keeping only the breathing mode of the compact space $`g_{i\overline{j}}=\delta i\overline{j}\mathrm{exp}(\sigma )`$, and concentrate for simplicity on zero modes only. In this case, the only matter multiplet in 5d (in addition to the 5d gravitational multiplet with bosonic fields ($`g_{MN},C_M`$), where $`C_{Mi\overline{j}}=(1/6)A_M\delta _{i\overline{j}}`$ is a vector field originating from the 3-from of 11d supergravity) is the universal hypermultiplet of bosonic fields ($`\sigma ,C_{MNP},a`$), with $`C_{ijk}=(1/6)ϵ_{ijk}a`$, whose scalar fields parametrize the coset $`SU(2,1)/SU(2)\times U(1)`$ . The bosonic 5d supergravity lagrangian is<sup>19</sup><sup>19</sup>19There are also terms coming from the modified Bianchi identity (64) correcting the lagrangian (174). We neglect them here for simplicity, but they can be found in , for example. $`𝒮_5`$ $`={\displaystyle \frac{1}{2k_5^2}}{\displaystyle d^5x\sqrt{g}\{R\frac{9}{2}(_M\sigma )^2\frac{1}{24}e^{6\sigma }G_{MNPQ}G^{MNPQ}\frac{3}{2}F_{MN}F^{MN}2e^{6\sigma }\|_Ma\|^2\}}`$ (174) $``$ $`{\displaystyle \frac{1}{k_5^2}}{\displaystyle d^5xϵ^{MNPQR}\{\frac{i}{\sqrt{2}}C_{MNP}_Qa_Ra^{}+\frac{1}{2\sqrt{2}}A_MF_{NP}F_{QR}\}},`$ where $`F_{MN}=_MA_N_NA_M`$. The compactification from 5d to 4d is on the orbifold $`S^1/Z_2^{HW}`$, with orbifold action $`Z_2^{HW}`$ defined in (62) of Section 4. The lagrangian of the universal hypermultiplet can be derived from the 4d Kähler potential $$𝒦=\mathrm{ln}(S+S^{}2a^{}a),$$ (175) lifted back to 5d, where $`S=\mathrm{exp}(3\sigma )+a^{}a+ia_1`$ and the axion $`a_1`$ is defined by the Hodge duality $`\sqrt{2}\mathrm{exp}(6\sigma )G_{MNPQ}=ϵ_{MNPQR}(^Ra_1+ia^{}^Ra)`$. The lagrangian (174) has a global $`SU(2)_R`$ symmetry, acting linearly on the redefined hypermultiplet fields $$z_1=\frac{1S}{1+S},z_2=\frac{2a}{1+S},$$ (176) which form a doublet $`(z_1,z_2)`$. In the gravitational multiplet, the 5d Dirac gravitino is equivalent to two 4d Majorana gravitinos, transforming as an $`SU(2)_R`$ doublet. One of the gravitini is even under $`Z_2^{HW}`$ and has a zero mode (before the Scherk-Schwarz twisting), while the other is odd and has only massive KK excitations. The $`Z_2^{HW}`$ projection acts on the hypermultiplet as $`Z_2^{HW}S=S`$, $`Z_2^{HW}a=a`$, which translates on the $`SU(2)`$ doublet in the obvious way $`Z_2^{HW}\left(\begin{array}{c}z_1\\ z_2\end{array}\right)`$ $`=`$ $`\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right)\left(\begin{array}{c}z_1\\ z_2\end{array}\right).`$ (183) The Horava-Witten projection then asks for using the $`U(1)_R`$ subgroup of $`SU(2)_R`$ and the corresponding Scherk-Schwarz decomposition reads $`\left(\begin{array}{c}\widehat{z}_1\\ \widehat{z}_2\end{array}\right)`$ $`=`$ $`\left(\begin{array}{cc}\mathrm{cos}M_0x_5& \mathrm{sin}M_0x_5\\ \mathrm{sin}M_0x_5& \mathrm{cos}M_0x_5\end{array}\right)\left(\begin{array}{c}z_1\\ z_2\end{array}\right),`$ (190) corresponding to the matrix $`M=iM_0\sigma _2`$. Notice that, thanks to the anticommutation relation $`\{Z_2^{HW},M\}=0`$, the fields $`\widehat{z}_i`$ have the same $`Z_2^{HW}`$ parities as the fields $`z_i`$. The 4d complex superfields of the model are $`S`$ (with the zero mode $`a=0`$) and $`T`$, where $`T=g_{55}+iC_5`$ and the axion $`C_5`$ is the fifth component of the vector field in the 5d gravitational multiplet. The resulting scalar potential in 4d in the Einstein frame is computed from the kinetic terms of the $`(\widehat{z}_1,\widehat{z}_2)`$ fields derived form (175). After putting $`z_2=0`$ at the zero mode level, the result is $$V=𝑑x_5\sqrt{g_{55}}g^{55}𝒦^{a\overline{b}}_5z_a_5z_{\overline{b}}=\frac{4M_0^2}{(T+T^{})^3}\frac{\|1S\|^2}{S+S^{}},$$ (191) where $`a,b=1,2`$ and $`𝒦^{a\overline{b}}`$ is the inverse of the Kähler metric $`𝒦_{a\overline{b}}=_a_{\overline{b}}𝒦`$. This result is interpreted as a superpotential generated for $`S`$. The 4d theory is completely described by $$𝒦=\mathrm{ln}(S+S^{})3\mathrm{ln}(T+T^{}),W=2M_0(1+S).$$ (192) Notice that the superpotential corresponds to a non-perturbative effect from the heterotic viewpoint. The minimum of the scalar potential is $`S=1`$ and corresponds to a spontaneously broken supergravity with zero cosmological constant. The order parameter for supersymmetry breaking is the gravitino mass $`m_{3/2}^2=e^𝒦\|W\|^2=2M_0^2/(T+T^{})^3`$. If in 4d supergravity units we define $`M_0=\omega M_P`$, then $`m_{3/2}=\omega /R_5`$, where $`R_5`$ is the radius of the fifth coordinate. This is consistent with the fact that the gravitino mass was affected by the R-symmetry. The Goldstone fermion is the fifth component of the ($`Z_2^{HW}`$ even) 5d gravitino $`\mathrm{\Psi }_5`$. The important point about (192) or any other supergravity example is that the breaking of supersymmetry à la Scherk-Schwarz appears to be spontaneous, of the F-type, with a zero cosmological constant. The resulting models are of no-scale type . In heterotic strings the only available perturbative method of breaking supersymmetry is the Scherk-Schwarz mechanism. In this case, soft masses $`M_{SUSY}R^1`$ are generated at tree-level for the gauginos, so that phenomenologically interesting values require $`R^1`$TeV. In this case however the model cannot be controlled , in view of the large value of the heterotic string scale $`M_H5\times 10^{17}`$ GeV. The most popular mechanism invoked in this case for breaking supersymmetry is gaugino condensation in a hidden sector $`<\lambda \lambda >=\mathrm{\Lambda }^3`$, while the transmission to the observable sector is mediated by gravitational interactions, and thus $$M_{SUSY}\frac{\mathrm{\Lambda }^3}{M_P^2},\mathrm{where}\mathrm{\Lambda }M_Pe^{1/(2b_0g^2(M_P))}.$$ (193) This mechanism singles out intermediate scales $`\mathrm{\Lambda }10^{12}10^{13}`$ GeV, naturally realized by the one-loop running of the hidden sector gauge coupling and could also be useful for purposes like neutrino masses or PQ axions. Gaugino condensation, however, is a nonperturbative field theory phenomenon and there is little hope to discover a string theory description of it. A third possibility is to start directly with nonsupersymmetric strings, possibly interpreted as models with supersymmetry broken at the string scale $`M_{SUSY}M_H`$. As $`M_H`$ is very large, however, this possibility was completely ignored since there was no clear way to solve the hierarchy problem in this case. In models with D-branes there are many different ways in which supersymmetry can be broken in a phenomenologically interesting way. This is due to the two main new features of these theories: \- The Standard Model can be confined to a subspace (D-brane) of the full ten or eleven dimensional space. \- The string scale in these models can be lowered all the way down to the TeV range. \- Perturbative supersymmetry breaking with branes The simplest string constructions of this type were presented in Section 7. Even if several distinct mechanisms are available, they can be splitted for phenomenological purposes into two classes : i) Supersymmetry broken in the bulk. ii) Supersymmetry broken on some branes. The class i) contains the models with breaking through compactification, in which generically a one-loop cosmological constant is generated in the closed sector $`E_0R^4`$, where $`R`$ is the radius of the compact dimension $`Y`$ breaking supersymmetry à la Scherk-Schwarz. If the Standard Model lives on a brane parallel to $`Y`$, then $`M_{SUSY}R^1`$ and the phenomenology is very close to the analogous heterotic models . On the other hand, if the Standard Model lives on a brane perpendicular to $`Y`$, then at tree-level the massless brane spectrum is supersymmetric and supersymmetry breaking on the brane is transmitted via radiative corrections. If the bulk ($`Y`$ in this case) contains only gravity, then $`M_{SUSY}R^2/M_P`$ and we need here some intermediate radius $`R^110^{11}`$ GeV, natural in M-theory or intermediate scale string scenarios . If the bulk contains also some other branes, there is also a Standard Model gauge mediation coming from states charged under both Standard Model and the bulk gauge groups . If the bulk volume is large, the bulk gauge coupling is volume suppressed with respect to the Standard Model couplings. Consequently, in this case also $`M_{SUSY}R^1`$ and the gauge transmission has all the known advantages concerning the flavor-blind structure of the resulting soft breaking terms (for a review and extensive references, see ). Class ii) contains the “Brane supersymmetry breaking” models, with branes D and antibranes $`\overline{D}`$ and a tree-level supersymmetric bulk spectrum. Supersymmetry is broken on the antibranes at the string scale $`M_I`$, while the tree-level spectrum of the branes is supersymmetric. If the Standard Model lives on the antibranes, the string scale $`M_I`$ should be in the TeV range. Supersymmetry breaking on the branes can be transmitted, as before, by gravitational interactions, in which case $`M_{SUSY}M_I^2/M_P`$ and, if the Standard Model lives on the branes, phenomenology asks for $`M_I10^{11}`$ GeV. Alternatively, if the bulk volume is sufficiently small, the transmission can be gauge mediated and proceed through the massive brane-antibrane excitations. As discussed at the end of Section 3 and in Section 7, these models have uncancelled NS-NS tadpoles that translate, in physical terms, into scalar potentials for the dilaton and the moduli fields describing the compact space. In order to understand qualitatively some of their features, we briefly discuss a 6d model based on a toroidal compactification with D9 and D$`\overline{9}`$ branes with Chan-Paton factors $`N_+,N_{}`$ and D5 and D$`\overline{5}`$ branes with Chan-Paton factors $`D_+,D_{}`$, worked out in . The RR tadpole conditions read $$N_+N_{}=32,D_+D_{}=0,$$ (194) and the scalar potential induced by the NS-NS tadpoles is $$V_{eff}e^{\varphi _6}\left[(N_++N_{}32)\sqrt{v}+\frac{(D_++D_{})}{\sqrt{v}}\right]$$ (195) in string units, where $`\mathrm{\Phi }_6`$ is the 6d dilaton. The potential has a minimum and stabilizes the internal space at the value $`v_0=(D_++D_{})/(N_++N_{}32)`$. We see that, in order to have a very large (very small) compact space, we need a very large number of D9+D$`\overline{9}`$ (D5+D$`\overline{5}`$) branes, compatible with (194). This is in principle possible, but of course asks for a dynamical explanation of the very large number of branes and antibranes in the model<sup>20</sup><sup>20</sup>20The possible existence of a large number of (anti)branes in these models is a nontrivial and interesting possibility, since in supersymmetric compactifications the number of D9 or D5 branes of a given type is always equal or less than 32.. The dilaton potential, on the other hand, has a runaway behavior. This is an unavoidable consequence of the perturbative nature of this mechanism. This problem is related to the dilaton tadpole, which asks for a redefinition of the spacetime background. The class ii) also contains models with supersymmetry breaking induced by internal magnetic fields. \- Nonperturbative supersymmetry breaking Despite of the serious progress achieved in the perturbative breaking of supersymmetry in Type I strings, we probably need nonperturbative effects for at least one reason mentioned above, the dilaton stabilization problem. Indeed, even if the problem can be circumvented searching for a nontrivial background à la Fischler-Susskind, the explicit example worked out in suggests that nonperturbative effects in the string coupling (dilaton) appear in this background. The present-day technology forces us to rely here on field theoretical arguments, like holomorphy in supersymmetry. There are here several scenarios proposed in the literature, which take advantage of the various brane configurations, each brane different and far away from ours being a potential hidden sector breaking supersymmetry. A novelty in Type I is that twisted fields $`M_k`$ can easily participate to supersymmetry breaking. A simple example is provided by gaugino condensation (169) with a large class of Kähler potentials for twisted moduli fields, and in particular the minimal one, $`M_k^{}M_k`$. ## 11. Bulk physics: Neutrino and axion masses with large extra dimensions There is more and more convincing evidence for the existence of neutrino masses and mixings, in light of the recent SuperKamiokande results . Any extension of the Standard Model should therefore address this question, at least at a qualitative level. The most elegant mechanism for explaining the smallness of neutrino masses postulates the existence of right-handed neutrinos with very large Majorana masses $`10^{11}`$ GeV $`M10^{15}`$ GeV. Via the seesaw mechanism very small neutrino masses, of the order of $`m_\nu v^2/M`$, are generated, where $`v246`$ GeV is the vev of the Higgs field. This suggests the presence of a large (intermediate or GUT) scale in the theory, related to new physics. On the other hand, low-scale string models do not have such a large scale and therefore superficially have problems to acommodate neutrino masses. Similarly, the strong CP problem in the Standard Model finds its most natural explanation by postulating a global continuous $`U(1)_{PQ}`$ symmetry with $`U(1)_{PQ}[SU(3)]^2`$ anomalies. In this case, the $`\theta `$ parameter of QCD becomes a dynamical field $`\theta \theta +(1/f)a`$, where $`a`$ is called the Peccei-Quinn axion . The symmetry $`U(1)_{PQ}`$ is spontaneously broken at a large scale $`f`$ and, by instanton effects, an axion potential is generated such that $`\theta +(1/f)<a>=0`$, dynamically solving the strong CP problem. The experimentally allowed window for the axion is considered to be $`10^8`$ GeV $`f10^{12}`$ GeV. These arguments were used in for arguing that the string scale is likely to be at some intermediate value $`M_I10^{11}`$ GeV. In this Section it will be argued that there is actually a natural way to find very small neutrino and invisible axion masses, taking advantage of the fact that right-handed neutrinos and axions, that are Standard Model gauge singlets, can be placed in the bulk space. These scenarios have interesting new features compared to the standard 4d mechanisms due to the higher-dimensional nature of the gauge singlets. \- Neutrino masses The scenario we present here is based on the observation that right-handed neutrinos can be put in the bulk of a very large (mm size) compact space , perpendicular to the brane where we live. Consider for simplicity the case of one family of neutrinos. The model consists of our brane with the left-handed neutrino $`\nu _L`$ and Higgs field confined to it and one bulk Dirac neutrino, $`\mathrm{\Psi }=(\psi _1,\overline{\psi }_2)^T`$ in Weyl notation, invading a space with (again for simplicity) one compact perpendicular direction $`y`$. The compact direction is taken here to be an orbifold $`S^1/Z_2`$, since as is well known circle compactifications are not phenomenologically realistic. The $`Z_2`$ orbifold acts on the spinors as $`Z_2\mathrm{\Psi }(y)=\pm \gamma _5\mathrm{\Psi }(y)`$, so that one of the two-component Weyl spinors, e.g., $`\psi _1`$, is even under the $`Z_2`$ action $`yy`$, while the other spinor $`\psi _2`$ is odd. If the left-handed neutrino $`\nu _L`$ is restricted to a brane located at the orbifold fixed point $`y=0`$, $`\psi _2`$ vanishes at this point and so $`\nu _L`$ couples only to $`\psi _1`$. This then results in a Lagrangian of the form $``$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle d^4x𝑑yM_s\left\{\overline{\psi }i\overline{\gamma }^M_M\psi _M\overline{\psi }i\overline{\gamma }^M\psi \right\}}`$ (196) $`{\displaystyle }d^4x\{\overline{\nu }_Li\overline{\sigma }^\mu D_\mu \nu _L+(\widehat{m}\nu _L\psi _1\|_{y=0}+\mathrm{h}.\mathrm{c}.)\}.`$ Here $`M_s`$ is the mass scale of the higher-dimensional fundamental theory (e.g., a reduced Type I string scale) and the spacetime index $`M`$ runs over all five dimensions: $`x^M(x^\mu ,y)`$. The first line describes the kinetic-energy term for the 5d $`\mathrm{\Psi }`$ field, while the second line describes the kinetic energy of the 4d two-component neutrino field $`\nu _L`$, as well as the coupling between $`\nu _L`$ and $`\psi _1`$. Note that in 5d, a bare Dirac mass term for $`\mathrm{\Psi }`$ would not have been invariant under the action of the $`Z_2`$ orbifold, since $`\overline{\mathrm{\Psi }}\mathrm{\Psi }\psi _1\psi _2+`$ h.c. Now compactify the Lagrangian (196) down to 4d, expanding the 5d $`\mathrm{\Psi }`$ field in Kaluza-Klein modes. The orbifold relations $`\psi _{1,2}(y)=\pm \psi _{1,2}(y)`$ imply that the Kaluza-Klein decomposition takes the form $$\psi _1(x,y)=\frac{1}{\sqrt{2\pi R}}\underset{n=0}{\overset{\mathrm{}}{}}\psi _1^{(n)}(x)\mathrm{cos}(ny/R),\psi _2(x,y)=\frac{1}{\sqrt{2\pi R}}\underset{n=1}{\overset{\mathrm{}}{}}\psi _2^{(n)}(x)\mathrm{sin}(ny/R).$$ (197) However, a more general possibility emerges naturally from the Scherk-Schwarz compactification . Recall that our original 5d Dirac spinor field $`\mathrm{\Psi }`$ is decomposed in the Weyl basis as $`\mathrm{\Psi }=(\psi _1,\overline{\psi }_2)^T`$, where $`\psi _1`$ and $`\psi _2`$ have the mode expansions given in (197). Let us consider performing a local rotation in $`(\psi _1,\psi _2)`$ space of the form $$\left(\begin{array}{c}\widehat{\psi }_1\\ \widehat{\psi }_2\end{array}\right)U\left(\begin{array}{c}\psi _1\\ \psi _2\end{array}\right)\mathrm{where}U\left(\begin{array}{cc}\mathrm{cos}(\omega y/R)& \mathrm{sin}(\omega y/R)\\ \mathrm{sin}(\omega y/R)& \mathrm{cos}(\omega y/R)\end{array}\right),$$ (198) with $`\omega `$ an (for the moment) arbitrary real number. The effect of the matrix $`U`$ in (198) is to twist the fermions after a $`2\pi R`$ rotation on $`y`$. Such twisted boundary conditions, as we have seen, are allowed in field and in string theory if the higher-dimensional theory has a suitable $`U(1)`$ symmetry. The 4d Lagrangian of the component fields coming from the 5d Lagrangian is found from (196) by replacing everywhere $`\psi _i\widehat{\psi }_i`$, and includes the mass terms $`_{kin}={\displaystyle \frac{1}{2}}{\displaystyle }dyM_s\{\overline{\widehat{\psi }}i\gamma ^5_5\widehat{\psi }_5\overline{\widehat{\psi }}i\gamma ^5\widehat{\psi }\}=`$ $`{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}\{{\displaystyle \frac{n}{R}}\psi _1^{(n)}\psi _2^{(n)}+{\displaystyle \frac{M_0}{2}}(\psi _1^{(n)}\psi _1^{(n)}+\psi _2^{(n)}\psi _2^{(n)})+h.c\},`$ (199) where $`M_0=\omega /R`$. For convenience, let us define the linear combinations $`N^{(n)}(\psi _1^{(n)}+\psi _2^{(n)})/\sqrt{2}`$ and $`M^{(n)}(\psi _1^{(n)}\psi _2^{(n)})/\sqrt{2}`$ for all $`n>0`$. Inserting (198), (199) into (196) and integrating over the compactified dimension then yields $``$ $`=`$ $`{\displaystyle }d^4x\{\overline{\nu }_Li\overline{\sigma }^\mu D_\mu \nu _L+\overline{\psi }_1^{(0)}i\overline{\sigma }^\mu _\mu \psi _1^{(0)}+{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}(\overline{N}^{(n)}i\overline{\sigma }^\mu _\mu N^{(n)}+\overline{M}^{(n)}i\overline{\sigma }^\mu _\mu M^{(n)})`$ (200) $`+\{{\displaystyle \frac{1}{2}}M_0\psi _1^{(0)}\psi _1^{(0)}+{\displaystyle \frac{1}{2}}{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}[(M_0+{\displaystyle \frac{n}{R}})N^{(n)}N^{(n)}+(M_0{\displaystyle \frac{n}{R}})M^{(n)}M^{(n)}]`$ $`+m[\nu _L\psi _1^{(0)}+\nu _L{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}(N^{(n)}+M^{(n)})]+\mathrm{h}.\mathrm{c}.\}\}.`$ Here the first line gives the four-dimensional kinetic-energy terms, while the second line gives the Kaluza-Klein and Majorana mass terms. The third line of (200) describes the coupling between the 4d neutrino $`\nu _L`$ and the 5d field $`\mathrm{\Psi }`$. Note that in obtaining this Lagrangian it is necessary to rescale the Kaluza-Klein modes $`\psi _1^{(0)}`$, $`N^{(n)}`$, and $`M^{(n)}`$ so that their 4d kinetic-energy terms are canonically normalized. This then results in a suppression of the Dirac neutrino mass $`\widehat{m}`$ by the factor $`(2\pi M_sR)^{1/2}`$. In the third line, we have therefore defined the effective Dirac neutrino mass couplings $$m\frac{\widehat{m}}{\sqrt{2}\sqrt{\pi M_sR}}.$$ (201) In the Lagrangian (200), the Standard-Model neutrino $`\nu _L`$ mixes with the entire tower of Kaluza-Klein states of the higher-dimensional $`\mathrm{\Psi }`$ field. Indeed, if for simplicity we restrict our attention to the case of only one extra dimension and define $$𝒩^T(\nu _L,\psi _1^{(0)},N^{(1)},M^{(1)},N^{(2)},M^{(2)},\mathrm{}),$$ (202) we see that the mass terms in the Lagrangian (200) take the form $`(1/2)(𝒩^T𝒩+\mathrm{h}.\mathrm{c}.)`$, where the mass matrix is $$=\left(\begin{array}{ccccccc}0& m& m& m& m& m& \mathrm{}\\ m& M_0& 0& 0& 0& 0& \mathrm{}\\ m& 0& M_0+1/R& 0& 0& 0& \mathrm{}\\ m& 0& 0& M_01/R& 0& 0& \mathrm{}\\ m& 0& 0& 0& M_0+2/R& 0& \mathrm{}\\ m& 0& 0& 0& 0& M_02/R& \mathrm{}\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\end{array}\right).$$ (203) Let us start for simplicity by disregarding the possible bare Majorana mass term, setting $`M_0=0`$. In this case, the characteristic polynomial which determines the eigenvalues $`\lambda `$ of the mass matrix (203) can be worked out exactly and takes the form $$\left[\underset{k=1}{\overset{\mathrm{}}{}}\left(\frac{k^2}{R^2}\lambda ^2\right)\right]\left[\lambda ^2m^2+2\lambda ^2m^2R^2\underset{k=1}{\overset{\mathrm{}}{}}\frac{1}{k^2\lambda ^2R^2}\right]=0,$$ (204) clearly invariant under $`\lambda \lambda `$. From this we immediately see that all eigenvalues fall into degenerate, pairs of opposite sign. In order to solve this eigenvalue equation, it is convenient to note that $`\lambda =k/R`$ is never a solution (unless of course $`m=0`$), as the cancellation that would occur in the first factor in (204) is offset by the divergence of the second factor. We are therefore free to disregard the first factor entirely, and focus on solutions for which the second factor vanishes. The summation in second factor can be performed exactly, resulting in the transcendental equation $$\lambda R=\pi (mR)^2\mathrm{cot}(\pi \lambda R).$$ (205) All the eigenvalues can be determined from this equation, as functions of the product $`mR`$. This equation can be analyzed graphically , and in the limit $`mR0`$ (corresponding to $`m0`$), the eigenvalues are $`k/R`$, $`kZ`$, with a double eigenvalue at $`k=0`$. Conversely, in the limit $`mR\mathrm{}`$, the eigenvalues with $`k>0`$ shift smoothly toward $`(k+1/2)/R`$, while those with $`k<0`$ shift smoothly toward $`(k1/2)/R`$. Finally, the double zero eigenvalue splits toward the values $`\pm 1/(2R)`$. In order to derive general analytical expressions valid in the limit $`mR1`$, we can solve (205) iteratively by power-expanding the cotangent function. To order $`𝒪(m^5R^5)`$, this gives the solutions $$\lambda _\pm =\pm m\left(1\frac{\pi ^2}{6}m^2R^2+\mathrm{}\right),\lambda _{\pm k}=\pm \frac{k}{R}\left(1+\frac{m^2R^2}{k^2}\frac{m^4R^4}{k^4}+\mathrm{}\right),$$ (206) where $`\lambda _{\pm k}`$ are the two eigenvalues at each Kaluza-Klein level $`k`$ and $`\lambda _\pm `$ are the “light” eigenvalues at $`k=0`$. Finally, it is also straightforward to solve explicitly for the light mass eigenstates $`\|\stackrel{~}{\nu }_\pm `$ corresponding to $`k=0`$. To leading order in $`mR`$, we find $$\|\stackrel{~}{\nu }_\pm =\frac{1}{\sqrt{2}}\left\{\left(1\frac{\pi ^2}{6}m^2R^2\right)\|\nu _L\pm \|\psi _1^{(0)}mR\underset{k=1}{\overset{\mathrm{}}{}}\frac{1}{k}\left[\|N^{(k)}\|M^{(k)}\right]\right\}.$$ (207) This implies that the overlap between the light mass eigenstates and the neutrino gauge eigenstate is generically less than half in this scenario. The important prediction of this scenario is that the gauge neutrino and the (lightest) sterile neutrino are degenerate in mass, a possibility that can be experimentally tested. Let us now return to the more general case $`M_00`$. To this end, it is useful to define $$k_0[M_0R],ϵM_0\frac{k_0}{R},$$ (208) where $`[x]`$ denotes here the integer nearest to $`x`$. Thus, $`ϵ`$ is the smallest diagonal entry in the mass matrix (203), corresponding to the excited Kaluza-Klein state $`M^{(k_0)}`$. In other words, $`ϵM_0`$ (modulo $`R^1`$) satisfies $`1/(2R)<ϵ1/(2R)`$. The remaining diagonal entries in the mass matrix can then be expressed as $`ϵ\pm k^{}/R`$, where $`k^{}Z^+`$. Reordering the rows and columns of our mass matrix, we can therefore cast it into the form $$=\left(\begin{array}{ccccccc}0& m& m& m& m& m& \mathrm{}\\ m& ϵ& 0& 0& 0& 0& \mathrm{}\\ m& 0& ϵ+1/R& 0& 0& 0& \mathrm{}\\ m& 0& 0& ϵ1/R& 0& 0& \mathrm{}\\ m& 0& 0& 0& ϵ+2/R& 0& \mathrm{}\\ m& 0& 0& 0& 0& ϵ2/R& \mathrm{}\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\end{array}\right).$$ (209) While this is of course nothing but the original mass matrix (203), the important consequence of this rearrangement is that the heavy mass scale $`M_0`$ has been replaced by the light mass scale $`ϵ`$. Unlike $`M_0`$, we see that $`\|ϵ\|𝒪(R^1)`$. Thus, the heavy Majorana mass scale $`M_0`$ completely decouples from the physics. Indeed, the value of $`M_0`$ enters the results only through its determinations of $`k_0`$ and the precise value of $`ϵ`$. Therefore, interestingly enough, the presence of the infinite tower of regularly-spaced Kaluza-Klein states ensures that only the value of $`M_0`$ modulo $`R^1`$ plays a role. The easiest way to solve (209) for the eigenvalues $`\lambda _\pm `$ is to integrate out the Kaluza-Klein modes. It turns out that there are two relevant cases to consider, depending on the value of $`ϵ`$. If $`\|ϵ\|m`$ (which can arise when $`mR1`$), all of the Kaluza-Klein modes are extremely massive relative to $`m`$, and we can integrate them out to obtain an effective $`\nu _L\nu _L`$ mass term of size $`\|ϵ\|m:m_\nu `$ $`=`$ $`m^2/ϵ+m^2{\displaystyle \underset{k^{}=1}{\overset{\mathrm{}}{}}}\left({\displaystyle \frac{1}{ϵ+k^{}/R}}+{\displaystyle \frac{1}{ϵk^{}/R}}\right)`$ (210) $`=`$ $`\pi m^2R\mathrm{cot}\left(\pi Rϵ\right).`$ We shall discuss the special case $`ϵ=1/2R`$ later on. Alternatively, if $`\|ϵ\|\gg ̸m`$, the lightest Kaluza-Klein mode $`M^{(k_0)}`$ should not be integrated out, and the end result is an effective $`\nu _L\nu _L`$ mass term of size $`\mu `$, where $`\|ϵ\|\gg ̸m:\mu `$ $``$ $`m^2{\displaystyle \underset{k^{}=1}{\overset{\mathrm{}}{}}}\left({\displaystyle \frac{1}{ϵ+k^{}/R}}+{\displaystyle \frac{1}{ϵk^{}/R}}\right)`$ (211) $`=`$ $`{\displaystyle \frac{m^2}{ϵ}}\pi m^2R\mathrm{cot}\left(\pi Rϵ\right).`$ Note that $`\mu 0`$ smoothly as $`ϵ0`$, with $`\mu `$ otherwise of size $`𝒪(m^2R)`$. Diagonalizing the final $`2\times 2`$ mass matrix mixing $`\nu _L`$ and $`M^{(k_0)}`$ in the presence of this mass term then yields $$\|ϵ\|\gg ̸m:\lambda _\pm =\frac{1}{2}[(\mu +ϵ)\pm \sqrt{(\mu ϵ)^2+4m^2}].$$ (212) Thus, as $`M_00`$ (or as $`M_0n/R`$ where $`nZ`$), we see that $`ϵ,\mu 0`$, and we recover the eigenvalues given in (206). We therefore conclude that, although we may have started with a bare Majorana mass $`M_0>>R^1`$, in all cases the final neutrino mass remains of order $`m^2R`$. Even though we might have expected a neutrino mass of order $`m^2/M_0`$ from the mixing between $`\nu _L`$ and the original zero-mode $`\psi _1^{(0)}`$, the contribution $`m^2/M_0`$ from the zero-mode is completely canceled by the summation over the Kaluza-Klein tower, while the seesaw between $`\nu _L`$ and $`M^{(k_0)}`$ becomes dominant. It is this feature that causes the heavy scale $`M_0`$ to be effectively replaced by the radius $`R^1`$, so that once again our effective seesaw scale is $`M_{\mathrm{eff}}𝒪(R^1)`$. In string theory, however, there are additional topological constraints (coming from the preservation of the form of the worldsheet supercurrent) that permit only discrete values of $`\omega `$ . In particular, in a compactification from five to four dimensions, this restriction allows only one non-trivial possibility, $`\omega =1/2`$. Taking $`\omega =1/2`$ then implies $`\psi _{1,2}(2\pi R)=\psi _{1,2}(0)`$, which shows that lepton number is broken globally (although not locally) as the spinor is taken around the compactified space. In order to obtain the corresponding neutrino mass, we note that for $`ϵ=1/2R`$ the assumption $`mR1`$ translates into $`ϵ>>m`$, whereupon the result (210) is valid. Thus, for $`ϵ=1/2R`$ we find the remarkable result that $`m_\nu =0`$ ! In obtaining this result, one might worry that (210) is only approximate because it relies on the procedure of integrating out the Kaluza-Klein states rather than on a full diagonalization of the corresponding mass matrix. However, it is straightforward to show that when $`ϵ=1/2R`$, the characteristic eigenvalue equation $`det(\lambda I)=0`$ for the mass matrix (203),(209) becomes $$\lambda R\left[\underset{k=1}{\overset{\mathrm{}}{}}(\lambda ^2R^2(k\frac{1}{2})^2)\right]\left[12m^2R^2\underset{k=1}{\overset{\mathrm{}}{}}\frac{1}{\lambda ^2R^2(k1/2)^2}\right]=0.$$ (213) This has an exact trivial solution $`\lambda =0`$, corresponding to an exactly massless neutrino. Indeed, the characteristic polynomial for the mass matrix in this case has the form $$\lambda R=\pi (mR)^2\mathrm{tan}\left(\pi \lambda R\right).$$ (214) It is then clear than the zero eigenvalue is always present, irrespective of the value of the radius. In fact, by changing the value of $`M_0`$, we see that it is possible to smoothly interpolate between the scenario with $`M_0=0`$ and the scenario we are discussing here . This also provides another explanation of why only the value $`ϵM_0`$ (modulo $`R^1`$) is relevant physically. The regular, repeating aspect of the infinite towers of Kaluza-Klein states is now manifested graphically in the periodic nature of the cotangent function. We can also solve for the full spectrum of eigenvalues as a function of $`mR`$. We find that the non-zero eigenvalues are identical to those given in (206) for $`k0`$, but now $`kk1/2`$. Note that the massless neutrino eigenstate is primarily composed of the neutrino gauge eigenstate $`\nu _L`$, for $`mR1`$. Although this neutrino mass eigenstate also contains a small, non-trivial admixture of Kaluza-Klein states, its dominant component is still the gauge-eigenstate neutrino $`\nu _L`$, as required phenomenologically. It should be stressed that this combined neutrino mass eigenstate is exactly massless in the limit that the full, infinite tower of Kaluza-Klein states participates in the mixing<sup>21</sup><sup>21</sup>21Actually, our field theory approach breaks down for KK masses of the order of the fundamental string scale $`M_s`$. If we cut our summation at $`k_{max}=RM_s`$, the physical neutrino is not exactly massless anymore, but aquires a small mass $`m_\nu m^2/M_s`$. For phenomenologically interesting values $`mR^110^2eV`$ and $`M_s`$ TeV, this mass is however negligibly small $`m_\nu 10^{15}eV`$.. This result is valid regardless of the value of neutrino Yukawa coupling $`m`$ or of the scale $`R^1`$ of the Kaluza-Klein states. It is also interesting to notice that the desired value of the Majorana mass $`M_0=1/2R`$ emerges naturally from a Scherk-Schwarz decomposition, for reasons that are topological and hence do not require any fine-tuning. It should however be stressed that in this case lepton number is not broken if we consider the full tower of KK states. Indeed, it can be easily shown that for $`\omega =1/2`$ KK states pair up so that the full lagrangian still preserves lepton number. The scenario(s) presented have also other interesting consequences. The neutrino eigenstate can now oscillate into an infinite tower of right-handed KK neutrinos with a probability that can be reliably estimated and experimentally tested. Moreover, even if in the last scenario presented the physical neutrino is massless, its probability of oscillation into the tower of KK states is nonvanishing. In particular, a neutrino mass difference $`\mathrm{\Delta }m10^2eV`$, that fits the experimental data, could well be explained by an oscillation of the massless neutrino into the first KK state, for a radius $`R^110^2eV`$, precisely in the mm region we are interested in ! \- Bulk axion masses The most elegant explanation of the strong CP problem is provided by the Peccei-Quinn (PQ) mechanism , in which the CP violating angle $`\overline{\mathrm{\Theta }}`$ ( $`\overline{\mathrm{\Theta }}`$ by definition includes the contribution of weak interactions) is set to zero dynamically as a result of a global, spontaneously broken $`U(1)_{PQ}`$ Peccei-Quinn symmetry. However, associated with this symmetry there is a new Nambu-Goldstone boson, the axion , which essentially replaces the $`\overline{\mathrm{\Theta }}`$ parameter in the effective Lagrangian. This then results in an effective Lagrangian of the form $$^{\mathrm{eff}}=_{\mathrm{QCD}}\frac{1}{2}_\mu a^\mu a+\frac{a}{f_{\mathrm{PQ}}}\xi \frac{g^2}{32\pi ^2}F_a^{\mu \nu }\stackrel{~}{F}_{\mu \nu a},$$ (215) where $`f_{\mathrm{PQ}}`$ is the axion decay constant, associated with the scale of PQ symmetry breaking. Here $`\xi `$ is a model-dependent parameter describing the PQ transformation properties of the ordinary fermions, and we have not exhibited other terms in the Lagrangian that describe axion/fermion couplings. The mass of the axion is then expected to be of the order $$m_a\frac{\mathrm{\Lambda }_{\mathrm{QCD}}^2}{f_{\mathrm{PQ}}},$$ (216) where $`\mathrm{\Lambda }_{\mathrm{QCD}}250`$ MeV; likewise, the couplings of axions to fermions are suppressed by a factor of $`1/f_{\mathrm{PQ}}`$. Thus, heavier scales for PQ symmetry breaking generally imply lighter axions that couple more weakly to ordinary matter. Ordinarily, one might have preferred to link the scale $`f_{\mathrm{PQ}}`$ to the scale of electroweak symmetry breaking, thus implying an axion mass $`m_a𝒪(10^2)`$ keV. However, so far all experimental searches for such axions have been unsuccessful , and indeed only a narrow allowed window exists: $$10^{10}\mathrm{GeV}f_{\mathrm{PQ}}10^{12}\mathrm{GeV},10^5\mathrm{eV}m_a10^3\mathrm{eV}.$$ (217) The resulting axion is exceedingly light and its couplings to ordinary matter are exceedingly suppressed. These bounds generally result from various combinations of laboratory, astrophysical, and cosmological constraints. In all cases, however, the crucial ingredient is the correlation between the mass of the axion and the strength of its couplings to matter, since both are essentially determined by the single parameter $`f_{\mathrm{PQ}}`$. This situation may be drastically altered in theories with large extra spatial dimensions. We shall consider the consequences of placing the PQ axion in the “bulk” (i.e., perpendicular to the brane that contains the Standard Model) so that it accrues an infinite tower of Kaluza-Klein excitations . This is reminiscent of the option of placing the right-handed neutrino in the bulk discussed above. In order to generalize the PQ mechanism, we will assume that there exists a complex scalar field $`\varphi `$ in higher dimensions which transforms under a global $`U(1)_{\mathrm{PQ}}`$ symmetry $`\varphi e^{i\mathrm{\Lambda }}\varphi `$. This symmetry is assumed to be spontaneously broken by the bulk dynamics so that $`\varphi =f_{\mathrm{PQ}}/\sqrt{2}`$, where $`f_{\mathrm{PQ}}`$ is the energy scale associated with the breaking of the PQ symmetry. We thus write our complex scalar field $`\varphi `$ in the form $$\varphi \frac{f_{\mathrm{PQ}}}{\sqrt{2}}e^{ia/f_{\mathrm{PQ}}},$$ (218) where $`a`$ is the Nambu-Goldstone boson (axion) field. If we concentrate on the case of 5d for concreteness, the kinetic-energy term for the scalar field takes the form $$𝒮_{\mathrm{K}.\mathrm{E}.}=d^4x𝑑yM_s_M\varphi ^{}^M\varphi =d^4x𝑑yM_s\frac{1}{2}_Ma^Ma,$$ (219) where we have neglected the contributions of the radial mode. Here $`x^\mu `$ are the 4d coordinates and $`y`$ is the coordinate of the fifth dimension. Note that there is no mass term for the axion, as this would not be invariant under the $`U(1)_{\mathrm{PQ}}`$ transformation $`aa+f_{\mathrm{PQ}}\mathrm{\Lambda }`$. Furthermore, as a result of the chiral anomaly, we will also assume a bulk/boundary coupling of the form $$𝒮_{\mathrm{coupling}}=d^4x𝑑y\frac{\xi }{f_{\mathrm{PQ}}}\frac{g^2}{32\pi ^2}aF_a^{\mu \nu }\stackrel{~}{F}_{\mu \nu a}\delta (y),$$ (220) where $`F_{\mu \nu a}`$ is the (4d) QCD field strength confined to a four-dimensional subspace (e.g., a D-brane) located at $`y=0`$. Thus, our effective 5d action takes the form $$𝒮_{\mathrm{eff}}=d^4x𝑑y\left[\frac{1}{2}M_s_Ma^Ma+\frac{\xi }{f_{\mathrm{PQ}}}\frac{g^2}{32\pi ^2}aF_a^{\mu \nu }\stackrel{~}{F}_{\mu \nu a}\delta (y)\right].$$ (221) While we have assumed that the spontaneously broken $`U(1)_{\mathrm{PQ}}`$ is parametrized by $`f_{\mathrm{PQ}}`$, one still has to address the fact that gravitational effects can also break the $`U(1)_{\mathrm{PQ}}`$ symmetry, since gravitational interactions generically break global symmetries . We will assume, however, that the gravitational contributions to the axion mass are indeed suppressed, and that $`U(1)_{\mathrm{PQ}}`$ remains a valid symmetry even in the presence of gravitational effects. In order to obtain an effective 4d theory, our next step is to compactify the fifth dimension. For simplicity, we shall assume that this dimension is compactified on the $`Z_2`$ orbifold that we considered in the neutrino case. This implies that the axion field will have a Kaluza-Klein decomposition of the form $$a(x^\mu ,y)=\frac{1}{\sqrt{2\pi R}}\underset{n=0}{\overset{\mathrm{}}{}}a_n(x^\mu )\mathrm{cos}\left(\frac{ny}{R}\right),$$ (222) where $`a_n(x^\mu )R`$ are the Kaluza-Klein modes and where we have demanded that the axion field be symmetric under the $`Z_2`$ action (in order to have a zero-mode that we can identify with the usual 4d axion). It is also interesting to note that for the Kaluza-Klein axion modes $`a_n`$, the Peccei-Quinn transformation takes the form $$\{\begin{array}{cc}a_0a_0+f_{\mathrm{PQ}}\mathrm{\Lambda }\hfill & \\ a_ka_k\mathrm{for}\mathrm{all}k>0.\hfill & \end{array}.$$ (223) Thus, only $`a_0`$ serves as the true axion transforming under the PQ transformation, while the excited Kaluza-Klein modes $`a_k`$ remain invariant. Substituting (222) into (221) and integrating over the fifth dimension, we obtain the effective four-dimensional Lagrangian density $$_{\mathrm{eff}}=_{\mathrm{QCD}}\frac{1}{2}\underset{n=0}{\overset{\mathrm{}}{}}(_\mu a_n)^2\frac{1}{2}\underset{n=1}{\overset{\mathrm{}}{}}\frac{n^2}{R^2}a_n^2+\frac{\xi }{\widehat{f}_{\mathrm{PQ}}}\frac{g^2}{32\pi ^2}\left(\underset{n=0}{\overset{\mathrm{}}{}}r_na_n\right)F_a^{\mu \nu }\stackrel{~}{F}_{\mu \nu a},$$ (224) where $$r_n\{\begin{array}{cc}1\hfill & \text{if }n=0\hfill \\ \sqrt{2}\hfill & \text{if }n>0\text{ .}\hfill \end{array}$$ (225) Note that in order to obtain (224) and (225), we had to rescale each of the Kaluza-Klein modes $`a_n`$ in order to ensure that they have canonically normalized kinetic-energy terms. We have also defined $`\widehat{f}_{\mathrm{PQ}}(VM_s)^{1/2}f_{\mathrm{PQ}}`$, where $`V`$ is the volume of our compactified space. For $`\delta `$ extra dimensions, this definition generalizes to $`\widehat{f}_{\mathrm{PQ}}(VM_s^\delta )^{1/2}f_{\mathrm{PQ}}`$. Note that while $`f_{\mathrm{PQ}}`$ sets the overall mass scale for the breaking of the Peccei-Quinn symmetry, it is the volume-renormalized quantity $`\widehat{f}_{\mathrm{PQ}}`$ that parametrizes the coupling between the axion and the gluons. In general, since $`M_sR^1`$, we find that $`\widehat{f}_{\mathrm{PQ}}f_{\mathrm{PQ}}`$. Therefore, as pointed out in Ref. , this volume-renormalization of the brane/bulk coupling can be used to obtain sufficiently suppressed axion/gauge-field couplings even if $`f_{\mathrm{PQ}}`$ itself is taken to be relatively small. Notice that, if we were to take $`\delta =n`$ for the current axion case, (156) would imply either that $`\widehat{f}_{\mathrm{PQ}}M_{\mathrm{Planck}}`$ (which would presumably overclose the universe), or $`M_s𝒪`$(TeV) (which would clearly violate current experimental bounds). Therefore, if we assume an isotropic compactification with all equal radii, an intermediate scale $`\widehat{f}_{\mathrm{PQ}}`$ can be generated only if $`\delta <n`$. In other words, the axion must be restricted to a subspace of the full higher-dimensional bulk. Let us now proceed to verify that this higher-dimensional PQ mechanism still cancels the CP-violating phase, and use this to calculate the mass of the axion. In the one-instanton dilute-gas approximation, it is straightforward to show that $$F_a^{\mu \nu }\stackrel{~}{F}_{\mu \nu a}=\mathrm{\Lambda }_{\mathrm{QCD}}^4\mathrm{sin}\left(\frac{\xi }{\widehat{f}_{\mathrm{PQ}}}\underset{n=0}{\overset{\mathrm{}}{}}r_na_n+\overline{\mathrm{\Theta }}\right).$$ (226) This gives rise to an effective potential for the axion modes: $$V(a_n)=\frac{1}{2}\underset{n=1}{\overset{\mathrm{}}{}}\frac{n^2}{R^2}a_n^2+\frac{g^2}{32\pi ^2}\mathrm{\Lambda }_{\mathrm{QCD}}^4\left[1\mathrm{cos}\left(\frac{\xi }{\widehat{f}_{\mathrm{PQ}}}\underset{n=0}{\overset{\mathrm{}}{}}r_na_n+\overline{\mathrm{\Theta }}\right)\right].$$ (227) In order to exhibit the PQ mechanism, we now minimize the axion effective potential, $$\frac{V}{a_n}=\frac{n^2}{R^2}a_n+r_n\frac{\xi }{\widehat{f}_{\mathrm{PQ}}}\frac{g^2}{32\pi ^2}\mathrm{\Lambda }_{\mathrm{QCD}}^4\mathrm{sin}\left(\frac{\xi }{\widehat{f}_{\mathrm{PQ}}}\underset{n=0}{\overset{\mathrm{}}{}}r_na_n+\overline{\mathrm{\Theta }}\right)=0,$$ (228) obtaining the unique solution $`a_0`$ $`=`$ $`{\displaystyle \frac{\widehat{f}_{\mathrm{PQ}}}{\xi }}(\overline{\mathrm{\Theta }}+\mathrm{}\pi ),\mathrm{}2Z`$ $`a_k`$ $`=`$ $`0\mathrm{for}\mathrm{all}k>0.`$ (229) Note that while any value $`\mathrm{}Z`$ provides an extremum of the potential, only the values $`\mathrm{}2Z`$ provide the desired minima. Thus, this higher-dimensional Peccei-Quinn mechanism still solves the strong CP problem: $`a_0`$ is the usual Peccei-Quinn axion which solves the strong CP problem by itself by cancelling the $`\overline{\mathrm{\Theta }}`$ angle, while all of the excited Kaluza-Klein axions $`a_k`$ for $`k>0`$ have vanishing VEVs. This makes sense, since only $`a_0`$ is a true massless Nambu-Goldstone field from the 4d perspective (see the PQ transformation properties (223)). However, these excited Kaluza-Klein axion states nevertheless have a drastic effect on the axion mass matrix. Indeed, the mass matrix derived from (227) is $$_{nn^{}}^2\frac{n^2}{R^2}\delta _{nn^{}}+\xi ^2\frac{g^2}{32\pi ^2}\frac{\mathrm{\Lambda }_{\mathrm{QCD}}^4}{\widehat{f}_{\mathrm{PQ}}^2}r_nr_n^{}\mathrm{cos}(\frac{\xi }{\widehat{f}_{\mathrm{PQ}}}\underset{n=0}{\overset{\mathrm{}}{}}r_na_n+\overline{\mathrm{\Theta }})\|_a,$$ (230) and in the vicinity of the minimum (229) becomes $$_{nn^{}}^2=\frac{n^2}{R^2}\delta _{nn^{}}+\xi ^2\frac{g^2}{32\pi ^2}\frac{\mathrm{\Lambda }_{\mathrm{QCD}}^4}{\widehat{f}_{\mathrm{PQ}}^2}r_nr_n^{}.$$ (231) Let us now define $$m_{\mathrm{PQ}}^2\xi ^2\frac{g^2}{32\pi ^2}\frac{\mathrm{\Lambda }_{\mathrm{QCD}}^4}{\widehat{f}_{\mathrm{PQ}}^2},y\frac{1}{m_{\mathrm{PQ}}R},$$ (232) so that $`m_{\mathrm{PQ}}`$ is the expected mass that the axion would ordinarily have acquired in four dimensions (depending on $`\widehat{f}_{\mathrm{PQ}}`$ rather than $`f_{\mathrm{PQ}}`$ itself), and $`y`$ is the ratio of the scale of the extra dimension and $`m_{\mathrm{PQ}}`$. Our mass matrix then takes the form $$_{nn^{}}^2=m_{\mathrm{PQ}}^2\left(r_nr_n^{}+y^2n^2\delta _{nn^{}}\right),$$ (233) or equivalently $$^2=m_{\mathrm{PQ}}^2\left(\begin{array}{ccccc}1& \sqrt{2}& \sqrt{2}& \sqrt{2}& \mathrm{}\\ \sqrt{2}& 2+y^2& 2& 2& \mathrm{}\\ \sqrt{2}& 2& 2+4y^2& 2& \mathrm{}\\ \sqrt{2}& 2& 2& 2+9y^2& \mathrm{}\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\end{array}\right).$$ (234) Note that the usual Peccei-Quinn case corresponds to the upper-left $`1\times 1`$ matrix, leading to the expected result $`^2=m_{\mathrm{PQ}}^2`$. Thus, the additional rows and columns reflect the extra KK states, and their physical effect is to pull the lowest eigenvalue of this matrix away from $`m_{\mathrm{PQ}}^2`$. Deriving the condition for the eigenvalues of this matrix is straightforward. Let us denote the eigenvalues of this matrix as $`\lambda ^2`$ rather than $`\lambda `$ because this is a (mass)<sup>2</sup> matrix. We then find that the eigenvalues are the solutions to the transcendental equation $$\frac{\pi \stackrel{~}{\lambda }}{y}\mathrm{cot}\left(\frac{\pi \stackrel{~}{\lambda }}{y}\right)=\stackrel{~}{\lambda }^2,$$ (235) where we have defined the dimensionless eigenvalue $`\stackrel{~}{\lambda }\lambda /m_{\mathrm{PQ}}`$. In terms of dimensionful quantities, this transcendental equation takes the equivalent form<sup>22</sup><sup>22</sup>22 Interestingly, this eigenvalue equation is identical to the one that emerges (see eq.(205) of the previous paragraph) when the right-handed neutrino $`\nu _R`$ is placed in the bulk, with the mass scale $`m_{\mathrm{PQ}}`$ in the axion case corresponding to the Dirac coupling $`m`$ in the neutrino case. Remarkably, this correspondence exists even though the axion and right-handed neutrino have different spins, and even though the mechanisms for mass generation are completely different in the two cases. $$\pi R\lambda \mathrm{cot}(\pi R\lambda )=\frac{\lambda ^2}{m_{\mathrm{PQ}}^2}.$$ (236) We can check that (236) makes sense as $`R0`$. In this limit, the KK states become infinitely heavy and decouple, and we are left with the lightest eigenvalue $`\lambda =m_{\mathrm{PQ}}`$. As $`R`$ increases, the effect of the additional large dimension is felt through a reduction of this lowest eigenvalue and, as a result, the mass of the lightest axion decreases . One important consequence, easy to check plotting (236), is that the lightest axion mass eigenvalue $`m_a`$ is strictly bounded by the radius $$m_a\frac{1}{2}R^1.$$ (237) This result holds regardless of the value of $`m_{\mathrm{PQ}}`$. Thus, in higher dimensions, when $`m_{\mathrm{PQ}}1/2R`$, the size of the axion mass is set by the radius $`R`$ and not by the Peccei-Quinn scale $`f_{\mathrm{PQ}}`$. and therefore the Peccei-Quinn scale essentially decouples from the axion mass. Indeed, as long as $`m_{\mathrm{PQ}}1/2R`$, we see that $`m_a1/2R`$ regardless of the specific values of $`m_{\mathrm{PQ}}`$ or $`\mathrm{\Lambda }_{\mathrm{QCD}}`$. This observation has a number of interesting implications. First, an axion mass in the allowed range (217) is already achieved for $`R`$ in the submillimeter range, independently of $`m_{\mathrm{PQ}}`$. Second, surprisingly $`m_{\mathrm{PQ}}`$ can still be lowered or raised at will without violating the constraint (217), provided $`m_{\mathrm{PQ}}1/2R`$. In other words, having already satisfied the axion mass constraints by appropriately choosing the value of $`R`$, we are now essentially free to tune $`m_{\mathrm{PQ}}`$ (or equivalently the fundamental Peccei-Quinn symmetry breaking scale $`f_{\mathrm{PQ}}`$) in such a way as to weaken the axion couplings to matter and make the axion sufficiently invisible. This may therefore provide a new method of obtaining an invisible axion. ## 12. Low-scale string predictions for accelerators One of the main motivations for low-scale string theories comes from the possibility of testing them at future colliders. Indeed, virtual string (oscillator) states appear in all string amplitudes, and in particular in tree-level Veneziano-type amplitudes, and give deviations from the field-theory amplitudes for energies $`EM_I`$. In addition, there are effects of gravitational Kaluza-Klein states both via their direct production and via indirect (virtual) effects in various cross-sections. This paragraph is devoted to the direct evaluation in the Type I string of the relevant amplitudes, that were estimated in a field-theory context in various papers . We will argue, using the results obtained in (see also ), that the full string amplitudes contain some new features that are relevant for the future accelerator searches. An important notion that appear in string computations is that of form factor. In our case we are interested in the form factor in the brane-brane-bulk vertex and we shall consider, for definiteness, bulk gravitons. Let us assume for the moment that the form factor can be described by the local lagrangian $$_{int}=d^4xd^\delta yh_{\mu \nu }(x,𝐲)B(𝐲)T^{\mu \nu }(x),$$ (238) where $`h_{\mu \nu }`$ denotes the graviton fluctuations, $`T^{\mu \nu }`$ denotes the matter energy-momentum tensor and $`B(𝐲)`$ (which could also contain derivatives and could even be a nonlocal function) describes the brane “thickness”. Defining the form factors $`g_𝐦`$ and the graviton Kaluza-Klein modes $`h_{\mu \nu }^𝐦`$ as (for simplicity here we compactify on circles) $$B(𝐲)=\underset{𝐦}{}e^{i\mathrm{𝐦𝐲}}g_𝐦,h_{\mu \nu }(x,𝐲)=\underset{𝐦}{}e^{i\mathrm{𝐦𝐲}}h_{\mu \nu }^{(𝐦)}(x),$$ (239) from the KK expansion, we find $$_{int}=\underset{𝐦}{}d^4xg_𝐦h_{\mu \nu }^{(𝐦)}(x)T^{\mu \nu }(x).$$ (240) The “thin brane” approximation $`g_𝐦g=\mathrm{cst}`$, or equivalently $`B(𝐲)\delta (𝐲)`$ is widely used in the phenomenological literature. This however leads to UV divergences in virtual processes for $`\delta 2`$ coming from KK states of very large mass. A typical procedure to deal with this difficulty, justified by field-theory considerations or by the analogy with heterotic form factors , is to suppress the interactions with heavy KK gravitons introducing a form factor $`g_𝐦`$ or, equivalently, a the brane thicknes $`B(𝐲)`$, of the form $$g_𝐦e^{\frac{a𝐦^2}{R^2M_I^2}},B(𝐲)(\frac{\pi R^2M_I^2}{a})^{\frac{\delta }{2}}e^{\frac{\delta R^2M_I^2𝐲^2}{a}},$$ (241) where $`a`$ is a (possibly dependent on the string coupling) constant whose value depends on the model. One of the main purposes of this Section is to compute the D-brane string analog of form factors. It will be shown in particular that (241) reproduces only the on-shell string form factor. We will find that its off-shell extension is nonlocal and has a different form (see (251) below), that does not regularize the divergences of virtual gravitational exchange. The resolution of this apparent puzzle, that will be described in the second part of this section, is that in the Type I string this divergence is actually an IR divergence and not an UV one. Therefore, string theory does not regulate these divergences, that should instead be cured by the usual procedures the IR divergences are treated in field theory. \- Emission of real gravitons In the first part of this Section we discuss tree-level string amplitudes with three gauge bosons and one internal (massive) excitation of the graviton. For theories with low string scale and (sub)millimeter dimensions, this type of process is one of the best signals for future accelerators and was studied in field theory in . Schematically, the amplitude for the emission of one massive graviton in field theory is Planck suppressed $`1/M_P`$. The inclusive cross section for the emission of gravitons of mass less than the characteristic energy scale of the process $`E`$ is then proportional to $$\sigma _{FT}\frac{1}{M_P^2}\underset{m_i=0}{\overset{RE}{}}1\frac{E^\delta }{M^{2+\delta }},$$ (242) where in the last line we have used the relation $`M_P^2R^\delta M^{2+\delta }`$. In (242) $`M`$ is the effective Planck scale of the higher-dimensional theory, used in most phenomenological papers on the subject, whose relation to the string scale $`M_I`$ in toroidal compactifications is $$M/M_I=(1/\pi )^{1/8}\alpha ^{1/4},$$ (243) where $`\alpha =g^2/(4\pi )`$ and $`g`$ is the gauge coupling. Therefore, taking the electromagnetic and the strong coupling as extreme values, we find $`1.6M/M_I3`$. The main point of (242) is that in the inclusive cross section the Planck mass suppression for the emission of each massive graviton is compensated by the large number $`(RE)^\delta `$ of gravitons kinematically accessible. As a consequence, for energies $`E`$ close to $`M`$, this process could provide an experimental test/signal of models with a low string scale. A full string formula is needed, however, for energies close to the string scale $`M_I`$, where string effects are important and the amplitude (242) violates unitary. Moreover, as shown in , the signal of graviton emission dominates over the Standard Model background for energies $`E(0.50.3)M`$, so that the interesting case is $`EM_I`$, where string effects play an important role in the experimental signal and therefore cannot be ignored<sup>23</sup><sup>23</sup>23Recently, the mixing between Higgs and massive gravitons was proposed as a signal with very small string corrections, provided a term of the form $`\xi RH^2`$ term exist in the Lagrangian, where $`R`$ is the scalar curvature tensor and $`H`$ is the Higgs scalar . The string computation of this operator involves one bulk and two brane fields and can be done along the lines of those performed in this paragraph.. The string amplitude involves the correlation function of three gauge vertex operators, of polarisations $`ϵ_i`$ and momenta $`p_i`$ ($`i=1,2,3`$), and of a massive winding-type graviton of polarisation $`ϵ_4`$ and momentum $`p_4`$ (see Figure 4). Defining for convenience the Mandelstam variables $$s=(p_1+p_2)^2,t=(p_1+p_4)^2,u=(p_1+p_3)^2,$$ (244) the kinematics of the amplitude is summarized by the equations $`s`$ $`=`$ $`2p_1p_2=2p_3p_4+w^2,t=2p_2p_3=2p_1p_4+w^2,`$ $`u`$ $`=`$ $`2p_1p_3=2p_2p_4+w^2,s+t+u=w^2.`$ (245) The details of the computation are given in , . As shown there, the final result can be cast in the form $$A_4=\frac{1}{\sqrt{\pi }}2^{\frac{w^2}{M_I^2}}\frac{\mathrm{\Gamma }\left(w^2/2M_I^2+1/2\right)\mathrm{\Gamma }\left(s/2M_I^2+1\right)\mathrm{\Gamma }\left(t/2M_I^2+1\right)\mathrm{\Gamma }\left(u/2M_I^2+1\right)}{\mathrm{\Gamma }\left((sw^2)/2M_I^2+1\right)\mathrm{\Gamma }\left((tw^2)/2M_I^2+1\right)\mathrm{\Gamma }\left((uw^2)/2M_I^2+1\right)}A_4^{FT},$$ (246) where $`A_4^{FT}`$ is the field-theory amplitude . Eq. (246) obviously reduces to the field theory result in the limit of low energy ($`s,t,u<<M_I^2`$) and small graviton mass ($`w^2<<M_I^2`$). This string amplitude has poles for $`s,t,u=(2n2)M_I^2`$, with $`n`$ a positive integer, corresponding to tree-level open string state exchanges in the $`s`$, $`t`$ and $`u`$ channels. Moreover, there are poles for graviton winding masses $`w^2=(2n1)M_I^2`$, to be interpreted as tree-level mixings between the graviton and the gauge singlets present at odd levels in the open string spectrum, which then couple to the gauge fields. The amplitude $`A_4`$ has also zeroes for very heavy gravitons $`w^2=s+2nM_I^2`$, or similar conditions obtained by the replacements $`st,u`$. These give interesting selection rules and display a typical behavior, not shared by any other field theory process with missing energy. An important question raised by (246) concerns the string deviations from the field theory result $`A_4^{FT}`$. In the s-channel, the energy corresponding to the first string resonance is $`s=2M_I^2`$, and similarly for $`t`$ and $`u`$. This supports the natural expectation that field theory breaks down for energies above $`M_I`$. For energies well below this value ($`s,t,u,w^2<<M_I^2`$), it is easy to obtain the corrections to the field-theory computation from a power-series expansion of (246). The first corrections are of the form $$A_4=(1+\frac{\zeta (2)}{4}\frac{w^4}{M_I^4}+\frac{\zeta (3)}{4}\frac{stu+w^6}{M_I^6}+\mathrm{})A_4^{FT}$$ (247) and, after T-duality become $$A_4=(1+\frac{\pi ^2}{24}\frac{m^4}{(R_{}M_I)^4}+\mathrm{})A_4^{FT}.$$ (248) Notice that the first correction to the amplitude with a massless graviton (of fixed energy) is of order<sup>24</sup><sup>24</sup>24This is probably related to the underlying $`𝒩=4`$ supersymmetry of this toroidal compactification. $`E^6/M_I^6`$, and therefore the deviation from the field theoretical result is first expected to arise from massive gravitons. A more useful way to define deviations from field theory is the integrated cross-section $`\sigma `$, obtained summing over all graviton masses, up to the available energy $`E`$ $$\sigma =\underset{m_1\mathrm{}m_6=0}{\overset{R_{}E}{}}\|A_4\|^2,\sigma ^{FT}=\underset{m_1\mathrm{}m_6=0}{\overset{R_{}E}{}}\|A_4^{FT}\|^2,$$ (249) where $`\sigma ^{FT}`$ is the corresponding field theory value. Surprisingly enough, terms of order $`E^2`$ are absent in (249) and therefore at low energies the string corrections are smaller than expected, of order $$\frac{\sigma \sigma ^{FT}}{\sigma ^{FT}}\frac{E^4}{M_I^4}.$$ (250) However, as mentioned above, strong deviations emerge for $`E^22M_I^2`$, where the first string resonance appears and the field theory approach breaks down. Another interesting quantity is the form-factor for two gauge bosons and one winding (KK mode $`𝐦`$ after T-dualities) graviton, or, in a more phenomenological language, of the bulk/brane/brane couplings, which were already used in previous sections to discuss neutrino (and axion) masses. A direct on-shell computation can easily be done , and the result turns out to be the same in the bosonic string and in the superstring . A partly off-shell expression for the form factor can however be obtained factorizing the three gauge bosons – one massive graviton amplitude. Indeed, using (246) and the two gauge bosons – one massive graviton amplitude , it is possible to find the form factor in the case where one of the gauge bosons and the graviton are off-shell<sup>25</sup><sup>25</sup>25The expression (251) corrects a factor 2 misprint in the eqs. (1.9) and (4.16) of . $$g(p_1,p_2,p)=\frac{1}{M_P\sqrt{\pi }}2^{\frac{p^2}{M_I^2}}\frac{\mathrm{\Gamma }(p^2/2M_I^2+1/2)}{\mathrm{\Gamma }(p_1p_2/M_I^2+1)}.$$ (251) Notice that, at energies much smaller than the string scale ($`p^2,p_1p_2<<M_I`$), this form factor is close to $`1/M_P`$ for all winding states, a result that was used in the field theory approach to the brane/brane/bulk couplings in Section 11. From (251) we can deduce a form factor characterizing the emission of a heavy graviton ($`p^2>>M_I^2`$) $$g(p^2)2\sqrt{\frac{2M_I^2}{\pi p^2}}(\mathrm{tan}\frac{\pi p^2}{M_I^2})e^{\frac{p^2}{M_I^2}\mathrm{ln}2},$$ (252) where for an on-shell graviton $`p^2`$ is equal to the KK graviton mass $`p^2=m^2/R_{}^2`$. It is transparent from this result that we qualitatively recover, aside from an oscillatory factor accounting for the string resonances, the field-theory exponential form factor (241), but only for on-shell particles. Indeed, the off-shell result (251) contains, as expected, the exponential damping of string amplitudes at high-energy in the fixed angle limit, irrespective of the graviton KK mass. \- Virtual exchange of string and gravitational-type states One of the main possible experimental signatures for String Theory is the tree-level exchange of string oscillators (Regge particles), encoded in the four-particle Veneziano amplitude $$A(s,t)=\frac{\mathrm{\Gamma }(1s/M_I^2)\mathrm{\Gamma }(1t/M_I^2)}{\mathrm{\Gamma }(1s/M_I^2t/M_I^2)},$$ (253) and in similar expressions $`A(t,u)`$, $`A(u,s)`$, that have poles corresponding to massive open string states. They manifest themselves as deviations from field theory amplitudes for energies close to the string scale $`M_I`$. Moreover, they produce an exponential damping $`\mathrm{exp}(s/M_I^2)`$ of the amplitudes at high energy $`s>>M_I^2`$, for scatterings at fixed angle. The corresponding one-loop diagrams have a dual interpretation as tree-level virtual exchanges of gravitational-type particles. In a field-theory approach, these contributions have the problem that for a number of compact dimensions $`d2`$ the corresponding KK field theory summations diverge in the ultraviolet (UV), and therefore the field-theory computation is unreliable. Indeed, let us consider a four-fermion interaction of particles confined to a D3 brane mediated by KK gravitational excitations orthogonal to it. The amplitude for the process reads $$A=\frac{1}{M_P^2}\underset{m_i}{}\frac{1}{s+\frac{m_1^2+\mathrm{}m_\delta ^2}{R_{}^2}},$$ (254) where for simplicity we considered equal radii denoted by $`R_{}`$ and $`s=(p_1+p_2)^2`$ is the squared center of mass energy<sup>26</sup><sup>26</sup>26With our conventions $`s`$ is negative in Euclidean space.. The summation clearly diverges for $`\delta 2`$. In this cas, the traditional attitude is to cut the sums for masses heavier than a cutoff $`\mathrm{\Lambda }>>R_{}^1`$, of the order of the fundamental scale $`M_I`$ in string theory . This can be implemented in a proper-time representation of the amplitude $$A=\frac{1}{M_P^2}\underset{m_i}{}_{1/\mathrm{\Lambda }^2}^{\mathrm{}}𝑑le^{l(s+\frac{m_1^2+\mathrm{}m_\delta ^2}{R_{}^2})}=\frac{1}{M_P^2}_{1/\mathrm{\Lambda }^2}^{\mathrm{}}𝑑le^{sl}\theta _3^\delta (0,\frac{il}{\pi R_{}^2}),$$ (255) where $`\theta _3(0,\tau )=_kexp(i\pi k^2\tau )`$ is one of the Jacobi functions. We shall be interested in the following in the region of parameter space $`R_{}^2s>>1`$, $`R_{}\mathrm{\Lambda }>>1`$ and $`s<<\mathrm{\Lambda }^2`$, in which the available energy is smaller than (but not far from) the UV cutoff $`\mathrm{\Lambda }`$, but is much bigger than the (inverse) compact radius $`R_{}^1`$, of submilimeter size. In this case, the amplitude can be evaluated and is $$A=\frac{\pi ^\delta R_{}^\delta }{M_P^2}_{1/\mathrm{\Lambda }^2}^{\mathrm{}}\frac{dl}{l^{\frac{\delta }{2}}}e^{sl}\theta _3^\delta (0,\frac{i\pi R_{}^2}{l})\frac{2\pi ^{\frac{\delta }{2}}}{\delta 2}\frac{R_{}^\delta \mathrm{\Lambda }^{\delta 2}}{M_P^2}=\frac{4\pi ^{\frac{\delta }{2}}}{\delta 2}\alpha _{YM}^2\frac{\mathrm{\Lambda }^{\delta 2}}{M_I^{\delta +2}},$$ (256) where in the last step we used the relation $`M_P^2=(2/\alpha _{YM}^2)R_{}^\delta M_I^{2+\delta }`$, valid for Type I strings, where $`\alpha _G=g_{YM}^2/(4\pi )`$ and $`g_{YM}`$ is the Yang-Mills coupling on our brane. The cutoff $`\mathrm{\Lambda }`$ is equivalent to computing the field-theory diagram using a form factor of the type (241) with $`\mathrm{\Lambda }=M_I/\sqrt{a}`$. As shown at the beginning of this section, however, (241) is an on-shell form factor in string theory, whereas virtual particle exchanges ask for an off-shell form factor. The off-shell form factor (251), on the other hand, depends only on the momentum of the massive gravitons and not on its mass. This therefore raises doubts on the way string theory regulates the divergent sum (254). In addition, the high sensitivity of the result (256) to the cutoff $`\mathrm{\Lambda }`$ asks for a more precise computation in a full string context. As explained below, string theory does not cut the divergent sum (242). The solution to the puzzle is that the divergent sum is not an UV divergence in string theory, but an IR divergence, which has the same status in string and in field theory, and asks for resummation of graphs with soft particle emissions<sup>27</sup><sup>27</sup>27Another interesting, related example of this type of divergence, arises in the one-loop effective action of toroidal compactifications . Indeed, there are $`F^4`$ terms on the Type I and on the heterotic $`SO(32)`$ side that match using the Type I-heterotic duality relations (5). However, the coefficient of the corresponding terms is proportional to $`_{𝐦\mathrm{𝟎}}(1/𝐦^2)`$, where $`𝐦=(m_1\mathrm{}m_6)`$. This sum is divergent due to the contribution of very heavy KK states, as the amplitude (254). The Type I-heterotic duality check performed in then holds with an appropriate identification of the IR cutoffs on the two sides.. The relevant string diagram is actually one loop and is a priori subdominant with respect to tree-level Veneziano amplitudes. However, deviations from Newton’s law come precisely from this one-loop diagram, and therefore a precise evaluation is necessary. The computation reviewed below was done for the $`SO(32)`$ Type I 10D superstring compactified to 4D on a six-dimensional torus. However, we will argue later that the result holds for a large class of orbifolds, including $`𝒩=2`$ and $`𝒩=1`$ supersymmetric vacua. The Type I string diagram that in the low-energy limit contains the gravitational exchange mentioned above is the nonplanar cylinder diagram, in which for simplicity we prefer to insert gauge bosons rather than fermions in the external lines. This diagram has two dual interpretations a) tree-level exchange of closed-string states, if time is chosen to run horizontally (see Fig. 5) b) one-loop diagram of open strings, if time is chosed to run vertically (see Fig. 6). In the two dual representations, the nonplanar amplitude reads symbolically $`A`$ $`=`$ $`{\displaystyle \underset{n}{}}{\displaystyle _0^{\mathrm{}}}𝑑l{\displaystyle \underset{n_i}{}}A_2(l,n_1\mathrm{}n_d,n)`$ (257) $`=`$ $`{\displaystyle \underset{k_1\mathrm{}k_4}{}}{\displaystyle _0^{\mathrm{}}}𝑑\tau _2\tau _2^{d/22}{\displaystyle \underset{m_i}{}}A_1(\tau _2,m_1\mathrm{}m_d,k_1\mathrm{}k_4),`$ where $`l`$ denotes the cylinder parameter in the tree-level channel and $`\tau _2=1/l`$ is the one-loop open string parameter<sup>28</sup><sup>28</sup>28$`\tau _2`$ was called $`t`$ in previous chapters. In this paragraph, however, we reserve the symbol $`t`$ for one of the Mandelstam variables.. In the first representation, the amplitude is interpreted as tree-level exchange of closed-string particles of mass $`(n_1^2+\mathrm{}n_d^2)R^2M_I^4+nM_I^2`$, where $`n_1\mathrm{}n_d`$ are winding quantum numbers and $`n`$ is the string oscillator number. In particular the $`n=0`$ term reproduces the field-theory result (254), and therefore the full expression (257) is its string regularization. In the second representation, the amplitude is interpreted as a sum of box diagrams with particles of masses $`(m_1^2+\mathrm{}m_d^2)/R^2+k_iM_I^2`$ ($`i=1\mathrm{}4`$) in its four propagators. The UV limit ($`l0`$) of the gravitational tree-level diagram is related to the IR limit ($`\tau _2\mathrm{}`$) of the box diagram. In particular, in four dimensions, when an IR regulator $`\mu `$ is introduced in the box diagram, the divergence in the Kaluza-Klein summation in the gravitational-exchange diagram disappears. The final result for the nonplanar cylinder amplitude in the low energy limit $`E/M_I<<1`$ ($`E`$ is a typical energy scale) in four-dimensions is $`A`$ $`=`$ $`{\displaystyle \frac{1}{\pi M_P^2s}}+{\displaystyle \frac{2g_{YM}^4}{\pi ^2}}[{\displaystyle \frac{1}{st}}\mathrm{ln}{\displaystyle \frac{s}{4\mu ^2}}\mathrm{ln}{\displaystyle \frac{t}{4\mu ^2}}+\mathrm{perms}.]`$ (258) $``$ $`{\displaystyle \frac{g_{YM}^4}{3M_I^4}}[\mathrm{ln}{\displaystyle \frac{s}{t}}\mathrm{ln}{\displaystyle \frac{st}{\mu ^4}}+\mathrm{ln}{\displaystyle \frac{s}{u}}\mathrm{ln}{\displaystyle \frac{su}{\mu ^4}}]+\mathrm{},`$ where “perms.” denotes two additional contributions coming from permutations of $`s,t`$, $`u`$ and “$`\mathrm{}`$” denote terms of higher order in the low energy expansion. Notice the absence in (258) of the contact term (256), that in the string result is replaced by the leading string correction, given by the second line in (258). The string correction in (258) is indeed of the same order of magnitude as (256) for $`\mathrm{\Lambda }M_I`$, but has an explicit energy dependence coming from the logarithmic terms. In order to find the appropriate interpretation of (258) in terms of field-theory diagrams, it is convenient to separate the integration region in (257) into two parts, introducing an arbitrary parameter $`l_0`$ and writing $$A=\underset{n}{}_{l_0}^{\mathrm{}}𝑑l\underset{n_i}{}A_2+\underset{k_1\mathrm{}k_4}{}_{1/l_0}^{\mathrm{}}𝑑\tau _2\tau _2^{d/22}\underset{m_i}{}A_1.$$ (259) This has the effect of fixing an UV cutoff $`\mathrm{\Lambda }=M_I/\sqrt{l_0}`$ in the tree-level exchange diagram, similar to the one introduced in (255) and (256), as well as a related UV cutoff $`\mathrm{\Lambda }^{}=M_I\sqrt{l_0}=M_I^2/\mathrm{\Lambda }`$ in the one-loop box diagram described here by $`A_1`$. Computing the low-energy limit of $`A_1`$ and $`A_2`$, in 4d we find $`A_1`$ $`=`$ $`{\displaystyle \frac{2g_{YM}^4}{\pi ^2}}[{\displaystyle \frac{1}{st}}\mathrm{ln}{\displaystyle \frac{s}{4\mu ^2}}\mathrm{ln}{\displaystyle \frac{t}{4\mu ^2}}+\mathrm{perms}.]{\displaystyle \frac{g_{YM}^4}{3M_I^4}}[\mathrm{ln}{\displaystyle \frac{s}{t}}\mathrm{ln}{\displaystyle \frac{st}{\mu ^4}}+\mathrm{ln}{\displaystyle \frac{s}{u}}\mathrm{ln}{\displaystyle \frac{su}{\mu ^4}}+{\displaystyle \frac{6}{l_0^2}}]+\mathrm{}`$ $`A_2`$ $`=`$ $`{\displaystyle \frac{1}{\pi M_P^2s}}+{\displaystyle \frac{2g_{YM}^4}{M_I^4}}[{\displaystyle \frac{1}{l_0^2}}+\mathrm{}+O({\displaystyle \frac{s^2}{M_I^4}})+\mathrm{}].`$ (260) The $`g_{YM}^4`$ term in $`A_1`$ describes a box diagram with four light particles (of mass $`\mu `$) circulating in the loop, while the $`g_{YM}^4/M_I^4`$ term is the first string correction coming from box diagrams with one massive particle (of mass $`M_I`$) and three light particles of mass $`\mu `$ in the loop. It also contains the $`l_0`$ dependent part of the box diagram with four light particles in the loop. The $`1/M_I^4l_0^2`$ term in $`A_2`$ can be written as $`\mathrm{\Lambda }^4/M_I^8`$ and therefore reproduces the field theory result (256) in the case of six compact dimensions. However, as expected, a similar term with an opposite sign appears in $`A_1`$, while the $`l_0`$ dependent terms cancel. In $`A_2`$ the $`O(s^2/M_I^4)`$ term is $`l_0`$ independent, and is actually the first correction to the tree-level graviton exchange. We emphasize, however, that the only physically meaningful amplitude is the full expression (258). The leading string correction is therefore the second line of (258), coming from box diagrams $`A_1`$ involving one massive particle in the loop. Strictly speaking, this result is valid for toroidal compactifications of the $`SO(32)`$ 10D Type I string. For a general $`𝒩=1`$ supersymmetric 4D Type I vacuum the amplitude $`A`$ has contributions from sectors with various numbers of supersymmetries $$A=A^{𝒩=4}+A^{𝒩=2}+A^{𝒩=1},$$ (261) where the $`𝒩=4`$ sector contains the six-dimensional compact KK summations, the $`𝒩=2`$ sectors contain two-dimensional compact KK summations and the $`𝒩=1`$ sectors contain no KK summations. From the tree-level ($`A_2`$) viewpoint, the $`𝒩=2`$ sectors give logarithmic divergences that in the one-loop box ($`A_1`$) picture correspond to additional infrared divergences associated to wave-functions or vertex corrections, absent (by nonrenormalization theorems) in the $`𝒩=4`$ theory. Similarly, the $`𝒩=1`$ sectors give no KK divergences. As the important (power-like) divergences come from the gravitational $`𝒩=4`$ sector, the toroidally compactified Type I superstring contains the relevant information for our purposes. Moreover, even if we confine our attention to the Type I superstring, the formalism can be easily adapted to Type II strings and to their D-branes. This can be done exchanging some of the Neumann boundary conditions in the compactified Type I string with the Dirichlet ones appropriate for the D-branes . As can be easily seen, the basic results and conclusions of this Section are unchanged. An interesting observation was made recently concerning models where some of the Standard Model fermions live on a brane, while others live on a distant brane. In this case, all amplitudes for processes involving fermions on the two branes have an exponential damping factor depending on the distance between the branes , that would produce spectacular effects in accelerator experiments. ## 13. Conclusions The last years had a dramatic effect on our understanding of string physics and of its possible implications for low energy physics. In particular, there is a real hope to experimentally test scenarios with a low string scale, large compactification (TeV) radii and possibly (sub)millimeter gravitational dimensions. Some of the relevant issues (gauge coupling unification, supersymmetry breaking, gauge hierarchy) were already analyzed at the string level using quasirealistic string models, while other issues (flavor physics, for example) were mainly studied at the field theory level, so that more detailed string studies would be very useful. This review does not cover cosmological issues (see, for example, and references therein) and the recent scenarios related to warped compactifications (for the role of warped compactifications in strings, see for example ). In particular, the last scenarios provide the first phenomenological models of Anti-de-Sitter compactifications, which led to the famous AdS/CFT conjecture with interesting, nonperturbative results, for the gauge theory dynamics. It is however important to keep in mind that, despite the beautiful new ideas dealing with large (or infinite) extra dimensions which appeared recently, the good old picture of the “desert” between the weak scale and a large (of the order of $`10^{16}`$ GeV) unification scale is still a viable possibility. Since String Theory at the present time offers no compelling reason in favor of any of the new scenarios, only new experimental results can provide a hint for the real value of the string scale or, more generally, for the correct picture of physics beyond the Standard Model. Acknowledgments I am grateful to C. Angelantonj, I. Antoniadis, C. Bachas, P. Binétruy, G. D’Appollonio, C. Deffayet, K.R. Dienes, T. Gherghetta, C. Grojean, J. Mourad, S. Pokorski, P. Ramond, A. Riotto, A. Sagnotti and C.A. Savoy for enjoyable collaborations and illuminating discussions over the last years and to L.E. Ibáñez, C. Kounnas, M. Perelstein, M. Peskin and G. Veneziano for helpful discussions and comments. Special thanks are due to Augusto Sagnotti for a a detailed reading of the manuscript and many suggestions which improved substantially the content of this review. ## Appendix A Jacobi functions, lattice sums and their properties For the reader’s convenience, in this Appendix we collect the definitions, transformation properties and some identities for the modular functions used in the text (for more formulae and properties of modular functions, see for example ). The Dedekind function is defined by the usual product formula (with $`q=e^{2\pi i\tau }`$) $$\eta (\tau )=q^{\frac{1}{24}}\underset{n=1}{\overset{\mathrm{}}{}}(1q^n),$$ (262) whereas the Jacobi $`\vartheta `$-functions with general characteristic and arguments are $$\vartheta [\genfrac{}{}{0pt}{}{\alpha }{\beta }](z,\tau )=\underset{nZ}{}e^{i\pi \tau (n\alpha )^2}e^{2\pi i(z\beta )(n\alpha )}.$$ (263) The corresponding product representation of the Jacobi functions is $$\vartheta [\genfrac{}{}{0pt}{}{\alpha }{\beta }](z,\tau )=e^{2\pi i\alpha (\beta z)}q^{\frac{\alpha ^2}{2}}\underset{n=1}{\overset{\mathrm{}}{}}(1q^n)[1+q^{n\alpha \frac{1}{2}}e^{2\pi i(z\beta )}][1+q^{n+\alpha \frac{1}{2}}e^{2\pi i(z\beta )}].$$ (264) For completeness, we give also the product formulae for the four special $`\vartheta `$-functions with half-integer characteristics $`\vartheta _1(z,\tau )`$ $``$ $`\vartheta \left[{\displaystyle \genfrac{}{}{0pt}{}{\frac{1}{2}}{\frac{1}{2}}}\right](z,\tau )=2q^{1/8}\mathrm{sin}\pi z{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}(1q^n)(1q^ne^{2\pi iz})(1q^ne^{2\pi iz}),`$ $`\vartheta _2(z,\tau )`$ $``$ $`\vartheta \left[{\displaystyle \genfrac{}{}{0pt}{}{\frac{1}{2}}{0}}\right](z,\tau )=2q^{1/8}\mathrm{cos}\pi z{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}(1q^n)(1+q^ne^{2\pi iz})(1+q^ne^{2\pi iz}),`$ $`\vartheta _3(z,\tau )`$ $``$ $`\vartheta \left[{\displaystyle \genfrac{}{}{0pt}{}{0}{0}}\right](z,\tau )={\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}(1q^n)(1+q^{n1/2}e^{2\pi iz})(1+q^{n1/2}e^{2\pi iz}),`$ $`\vartheta _4(z,\tau )`$ $``$ $`\vartheta \left[{\displaystyle \genfrac{}{}{0pt}{}{0}{\frac{1}{2}}}\right](z,\tau )={\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}(1q^n)(1q^{n1/2}e^{2\pi iz})(1q^{n1/2}e^{2\pi iz}).`$ (265) The modular properties of these functions are described by $$\eta (\tau +1)=e^{i\pi /12}\eta (\tau ),\vartheta \left[\genfrac{}{}{0pt}{}{\alpha }{\beta }\right](z,\tau +1)=e^{i\pi \alpha (\alpha 1)}\vartheta \left[\genfrac{}{}{0pt}{}{\alpha }{\alpha +\beta \frac{1}{2}}\right](z,\tau )$$ $$\eta (1/\tau )=\sqrt{i\tau }\eta (\tau ),\vartheta \left[\genfrac{}{}{0pt}{}{\alpha }{\beta }\right](\frac{z}{\tau },\frac{1}{\tau })=\sqrt{i\tau }e^{2i\pi \alpha \beta +i\pi z^2/\tau }\vartheta \left[\genfrac{}{}{0pt}{}{\beta }{\alpha }\right](z,\tau ).$$ (266) The relevant Kaluza-Klein and winding lattice summations appearing in the text are $$\underset{m}{}P_{m+a}(\tau )\underset{m}{}q^{\frac{\pi \alpha ^{}(m+a)^2}{R^2}},\underset{n}{}W_{n+b}(\tau )\underset{n}{}q^{\frac{\pi }{4\alpha ^{}}(n+b)^2R^2},$$ (267) with $`q=e^{2\pi i\tau }`$, where in the summations relevant to the D9 branes, for example, $`\tau =it/2`$ in $`P_{m+a}`$ and $`\tau =il`$ in $`W_{n+b}`$. A Poisson formula used frequently in order to pass from the one loop open-string channel to the tree-level closed string channel is $$\underset{m}{}e^{\pi \alpha ^{}t\frac{(m+a)^2}{R^2}}=(\frac{R^2l}{2\alpha ^{}})^{\frac{1}{2}}\underset{n}{}e^{2\pi ian}e^{\frac{\pi l}{2\alpha ^{}}n^2R^2},$$ (268) where $`t/2=1/l`$. ## Appendix B Glossary \- Chan-Paton factors: quantum numbers which sit at the end of open strings, which give rise to the gauge group and the charged matter quantum numbers. \- critical dimension: spacetime dimension (10 for superstrings ) in which the 2d Weyl anomaly cancels and the world-sheet theory has a background which is Poincaré invariant. \- Dp-brane: dynamical surface which spans $`p+1`$ spacetime dimensions, containing gauge group and charged matter, on which open strings (with Dirichlet boundary conditions) can end. D-branes are embedded in an underlying space of dimension ten for superstrings. \- Green-Schwarz mechanism: gauge and gravitational anomaly cancellation in 10d due to the nonlinear gauge transformation of the antisymmetric tensor field. \- GSO projection: projection of physical states which enforces modular invariance. \- modular invariance: invariance of the one-loop partition function of closed strings under global reparametrizations of the torus. \- no-scale model: supergravity models with (tree-level) zero vacuum energy and broken supersymmetry, having flat directions in the scalar potential, along which the size of supersymmetry breaking is classically undetermined. \- orbifolds: compact spaces of the type $`M/G`$, where $`G`$ is a discrete group, on which string propagation can be exactly solved. Supersymmetry is generically partly or completely broken, such that the method can generate chiral models in four-dimensions. \- orientifolds: String models constructed by gauging world-sheet symmetries $`H`$ (for example the world-sheet parity $`\mathrm{\Omega }`$), such that physical states are $`H`$ invariant. The topological expansion in this case involves non-orientable surfaces (e.g. Klein bottle or Möbius strip). \- orientifold (O) plane: fixed (non-dynamical) surface under the orientifold projection, carrying Ramond-Ramond charges. \- partition function: the vacuum-energy at a given order in the topological expansion. \- Ramond-Ramond fields: Antisymmetric tensor fields of different rank present in the closed string spectrum, which couple to orientifold planes and D-branes. \- Scherk-Schwarz mechanism: breaking of supersymmetry due to boundary conditions in the compact space, different for bosons and fermions. \- vertex operators: operators constructed out of world-sheet degrees of freedom, used in constructing string correlations functions for external on-shell particles. \- Wilson line: gauge field in compact space with vanishing field strength. The wave function of charged states acquires a phase after a closed loop in the compact direction. The corresponding states become massive and break the gauge group to a subgroup. \- winding state: massive state coming from closed strings wrapping a compact coordinate. A string wrapping $`n`$ times a circle of radius $`R`$ gives a mass $`nRM_s^2`$.
warning/0006/cond-mat0006221.html	ar5iv	text	# Stochastic boundary conditions in the deterministic Nagel-Schreckenberg traffic model ## I Introduction Driven diffusive processes have been widely studied as prototypes of non-equilibrium systems (). They are modelled as a lattice gas and are characterized by a constant external force (e. g. electrical field) which sets up a steady current transporting information from the boundaries to the bulk of the system. A well-known modification of the basic one-dimensional diffusive system is the asymmetric exclusion process (ASEP) which was first solved by by Derrida et al for open boundary conditions. The ASEP is defined as follows: Consider a one-dimensional lattice of L sites. Each site i (1 $``$ i $``$ L) is either occupied by a particle ($`\tau _i`$ = 1) or empty ($`\tau _i`$ = 0). A particle on site i has the probability p of hopping one site to the right if site i+1 is empty. At the left boundary of the system a particle is injected with probability $`\alpha `$ if i = 1 is empty. At the right boundary a particle on i = L is removed with probability $`\beta `$. The ASEP can be divided into four classes according to the order in which to perform hopping, injection and removal: $`\text{(a) random - sequential update}(\text{[5]}\text{[8]})`$ (1) $`\text{(b) ordered - sequential update}(\text{[9]},\text{[13]})`$ (2) $`\text{(c) sublattice - parallel update}(\text{[9]}\text{[12]})`$ (3) $`\text{(d) parallel update}(\text{[14]}\text{[19]})`$ (4) A detailed overview over all update types is given in . An interesting feature of the ASEP is that phase transitions occur as a function of the model parameters. Usually there is a low density/high current phase and a high density/low current phase reminiscent to the ”free flow” and the ”jamming” states in vehicular traffic -. Being a cellular automaton the ASEP and its generalizations are well-suited to serve as simple models for traffic problems since efficient analytical and numerical techniques have been developed for their study. As it is common for traffic simulations we will use parallel update in the following because this is the most effective among the four update types and shows the best congruence with real traffic data . In Fig 1a we reproduced the main results for the ASEP with parallel update: Based on investigations on global density, current, density profiles and correlation functions it turns out that there are two regimes, free flow and jamming, which are separated by the $`\alpha `$=$`\beta `$-line ($`\alpha `$: injection rate, $`\beta `$: extinction rate). All parameters have in common that they do not depend on the extinction rate $`\beta `$ (injection rate $`\alpha `$) in the free flow (jamming) regime. Comparing the ASEP with real traffic, however, it is obvious that phenomena like acceleration and slowing down are not included in the model. Here, cars either do not move at all or move one site per time step. It can therefore be said, that they move with maximum velocity $`\text{v}_{max}`$ = 1. In order to get more realistic results, Nagel and Schreckenberg introduced a model , where cars are able to drive with different discrete integer velocities v, 0 $``$ v $``$ $`\text{v}_{max}`$ $`>`$ 1. Another interesting feature of the parallel update procedure is that it induces additional short-range correlations compared to other updating procedures. An essential part of this paper will be therefore devoted to the investigation of short-range correlation functions (Section V) which have been already studied in corresponding systems with periodic boundary conditions for $`\text{v}_{max}`$ $``$ 1 \- and in systems with open boundary conditions for $`\text{v}_{max}`$ = 1 . Moreover, it turned out that correlation functions are well suited to describe the free flow - jamming transition \- . The most significant difference between systems with open and periodic boundary conditions is the car density $`\rho `$. In a periodic system the car density is a tuning parameter and the probability to find a car at a certain site i is $`\rho `$. In systems with open boundary conditions, however, the situation is different as we have to deal with two different tuning parameters, namely the injection rate $`\alpha `$ and the extinction rate $`\beta `$ and the density is a derived parameter. The influence of $`\alpha `$ and $`\beta `$ on the car density implies that quantities like global density, current, and the density profile, which were studied for the ASEP ($`\text{v}_{max}`$ = 1) in , \- , show a different behaviour than in periodic systems. For the case $`\text{v}_{max}`$ $`>`$ 1 and open boundary conditions, however, only few results exist. Therefore, the cases $`\text{v}_{max}`$ = 1 and $`\text{v}_{max}`$ $`>`$ 1 in systems with open boundary conditions will be compared with each other in this paper, too. The paper is organized as follows: In the next section the model is described. The current and the global density of the system are considered in Section III, in particular for the cases $`\beta `$ = 1, $`\alpha `$ = 1, and $`\beta `$ = 1-$`\alpha `$. In Section IV we analyze the corresponding density profiles and in Section V the short-range correlation functions. The results are summarized and discussed in Section VI. ## II Model Our investigations are based on a one-dimensional probabilistic cellular automaton model introduced by Nagel and Schreckenberg . According to the Nagel - Schreckenberg (NS) model, the road is divided into L cells of equal size and the time is also discrete. Each site can be either empty or occupied by a car with velocity v = 0, 1, $`\mathrm{}`$, $`\text{v}_{max}`$. All sites are simultaneously updated according to four successive steps: 1. Acceleration: increase v by 1 if v $`<`$ $`\text{v}_{max}`$. (5) 2. Slowing down: decrease v to v = d if necessary (d: number of empty cells in front of the car). (6) 3. Randomization: decrease v by 1 with randomization probability p if p $`>`$ 0. (7) 4. Movement: move car v sites forward. (8) It is obvious that the NS - model is identical with the ASEP model with parallel update for maximum velocity $`\text{v}_{max}`$ = 1. In this paper, the randomization probability is p = 0, i. e. step 3 (randomization) is ignored. The investigations are mainly focused on $`\text{v}_{max}`$ = 5 but for comparison also maximum velocities $`\text{v}_{max}`$ = 2, 3, 4, 6, 7, … are considered (see Section III). Open boundary conditions are defined in the following way: The system consists of L sites i with 1 $``$ i $``$ L (for the numerical simulations: L = 1024). At site i = 0, that means out of the system a vehicle with the probability $`\alpha `$ and with the velocity v = $`\text{v}_{max}`$ is created. This car immediately moves according to the NS rules. If i = 1 is occupied by another car so that the velocity of the injected car on i = 0 is v = 0 then the injected car is deleted. At i = L+1 a ”block” occurs with probability 1 - $`\beta `$ and causes a slowing down of the cars at the end of the system. Otherwise, with probability $`\beta `$, the cars simply move out of the system. ## III Current and Global Density The phase diagrams for systems with maximum velocities $`\text{v}_{max}`$ = 2, 3, 5 are shown in Figs 1b-d. Fig 1b resembles the case $`\text{v}_{max}`$ = 1 except for some deviations which are due to the fact that in systems with $`\text{v}_{max}`$ = 2 we do not have a particle-hole symmetry as for $`\text{v}_{max}`$ = 1. The course of the free flow - jamming border for the case $`\text{v}_{max}`$ = 3, on the other hand, is very different (Fig 1c). Here, the $`\alpha `$ = $`\beta `$ \- line does not separate the free flow and the jamming regime. Instead, the jamming regime is larger than the free flow regime, and for high extinction rates $`\beta `$ cars freely move for $`all`$ $`\alpha `$. For the maximum velocity $`\text{v}_{max}`$ = 5 these features are even stronger developed as it is obvious from Fig 1d. Let us have a closer look at the $`\beta `$ = 1 - line. The current q in Fig 2a increases with increasing $`\alpha `$; for $`\text{v}_{max}`$ $``$ 5 we have q($`\alpha `$ $``$ 0.5, $`\beta `$ = 1) = $`\alpha `$. For high injection rates, however, the curves surprisingly decrease (if $`\text{v}_{max}`$ $``$ 4). This phenomenon cannot be observed in systems with maximum velocities $`\text{v}_{max}`$ = 2, 3 and for $`\text{v}_{max}`$ = 4 it is extremely weak. The maximum of the current is at $`\alpha `$ $``$ 0.9 for $`\text{v}_{max}`$ = 5 and at $`\alpha `$ $``$ 0.835 for higher maximum velocities. The corresponding global density $`\overline{\rho }`$ results from the current in Fig 2a by the relation $`\overline{\rho }(\alpha ,\beta =1)={\displaystyle \frac{q(\alpha ,\beta =1)}{\text{v}_{max}}}`$ (9) as all cars freely move with maximum velocity $`\text{v}_{max}`$. Considering the current (Fig 2b) and the global density (Fig 2c) for the injection rate $`\alpha `$ = 1, we see that for $`\text{v}_{max}`$ = 2 these quantities behave similarly to the case $`\text{v}_{max}`$ = 1. For $`\text{v}_{max}`$ $``$ 3 astonishing effects are observed which do not depend on the maximum velocity if $`\text{v}_{max}`$ $``$ 5: Coming from low extinction rates $`\beta `$ the current for $`\text{v}_{max}`$ $``$ 5 increases proportionally to $`\beta `$ and abruptly becomes constant at $`\beta _c`$ = 0.835. For the global density, on the other hand, the transition seems to be continuous. Investigations of systems for large system sizes, however, show that the continuous change in the global density is just a finite size effect: Although the curves are qualitatively the same as those in Fig 2c the transition from free flow to jamming becomes more and more abrupt with increasing system size L. Furthermore, it turns out that the value of $`\beta _c`$ is slightly smaller than for L = 1024. As a consequence from numerical investigations of systems with large L it is fair to assume that for L $``$ $`\mathrm{}`$ the current is described by $`\text{q}(\alpha =1,\beta <{\displaystyle \frac{5}{6}},\text{v}_{max}5)`$ $`={\displaystyle \frac{4}{5}}\beta \text{jamming}`$ (10) $`\text{q}(\alpha =1,\beta >{\displaystyle \frac{5}{6}},\text{v}_{max}5)`$ $`={\displaystyle \frac{2}{3}}\text{free flow}`$ (11) and the corresponding global density is given by $`\overline{\rho }(\alpha =1,\beta <{\displaystyle \frac{5}{6}},\text{v}_{max}5)`$ $`=\mathrm{\hspace{0.17em}\; 1}{\displaystyle \frac{4}{5}}\beta \text{jamming}`$ (12) $`\overline{\rho }(\alpha =1,\beta >{\displaystyle \frac{5}{6}},\text{v}_{max}5)`$ $`={\displaystyle \frac{2}{3\text{v}_{max}}}\text{free flow}`$ (13) For increasing system sizes current and global density converge to these values which can be “calculated” analytically as it is demonstrated in the following. Unfortunately, there exist no extensive analytical theory of the NS model for maximum velocities $`\text{v}_{max}`$ $`>`$ 1. We must therefore restrict ourselves to a kind of bookkeeping which is nevertheless well-suited for the understanding of what is going on in the system. Furthermore, it should be emphasized that the representations of the configurations are snapshots between the slowing down step and the movement step. This is just a convention and does not change anything in the physical meaning. In order to get a better insight in the behaviour of the current and the global density we consider the special case $`\alpha `$ = $`\beta `$ = 1. The car velocity is represented by numbers in brackets, (v) = (0), (1), …, ($`\text{v}_{max}`$), and k connected unoccupied sites by the symbol $`x^\text{k}`$. The first number in brackets represents the car at i = 0 where cars are injected. Then we have for $`\text{t}=0:(\text{v}_{max})x^L`$ (14) $`\text{t}=1:(\text{v}_{max}1)x^{\text{v}_{max}1}(\text{v}_{max})x^{L\text{v}_{max}}`$ (15) $`\text{t}=2:(\text{v}_{max}2)x^{\text{v}_{max}2}(\text{v}_{max})x^{\text{v}_{max}}(\text{v}_{max})x^{L2\text{v}_{max}}`$ (16) $`\mathrm{}`$ (17) Now, a pair of consecutive cars is focussed found at the beginning of the system at time t = $`n`$ with 2 $``$ $`n`$ $``$ $`\text{v}_{max}`$ \- 1: $`\text{t}=n:(\text{v}_{max}n)x^{\text{v}_{max}n}(\text{v}_{max}n+2)\mathrm{}(\text{v}_{max})x^{Ln\text{v}_{max}}.`$ (18) The difference of the velocities of the cars is $`\mathrm{\Delta }`$v = $`\text{v}_{front}`$ \- $`\text{v}_{back}`$ = 2 and the velocity of each car increases by 1 due to the acceleration step of the NS model. Consequently, the space between the cars grows with $`\mathrm{\Delta }`$v t = 2t. After $`n1`$ time steps we have $`\text{t}=2n1:\mathrm{}(\text{v}_{max}1)x^{\text{v}_{max}+n2}(\text{v}_{max})\mathrm{}(\text{v}_{max})x^{L(2n1)\text{v}_{max}}`$ (19) and finally, we find $`\text{t}=2n:\mathrm{}\mathrm{}(\text{v}_{max})x^{\text{v}_{max}+n1}(\text{v}_{max})\mathrm{}(\text{v}_{max})x^{L2n\text{v}_{max}}.`$ (20) From now on, the space between the front and the back cars keep constant and consists of maximally $`2(\text{v}_{max}1)`$ empty sites due to $`n\text{v}_{max}1`$. The situation is different for the case $`n=\text{v}_{max}`$: $`\text{t}=\text{v}_{max}:(0)(2)\mathrm{}(\text{v}_{max})x^{L\text{v}_{max}^2}`$ (21) According to the left boundary conditions the car at site i = 0 with velocity v = 0 is deleted and a new car is created instead at the next time step: $`\text{t}=\text{v}_{max}+1:(2)x^2(3)\mathrm{}(\text{v}_{max})x^{L\text{v}_{max}(\text{v}_{max}+1)}`$ (22) Here, $`\mathrm{\Delta }`$v = 1 and the space between the cars grows as $`\mathrm{\Delta }`$v t = t. After $`\text{v}_{max}`$-2 time steps we finally get $`\text{t}=2\text{v}_{max}1:\mathrm{}\mathrm{}(\text{v}_{max})x^{\text{v}_{max}}(\text{v}_{max})\mathrm{}(\text{v}_{max})x^{L\text{v}_{max}(2\text{v}_{max}1)}`$ (23) If one proceeds, it can be clearly seen that there are three scenarios ($`m=0,1,2,\mathrm{}`$): The car created at site i = 0 and t = $`n`$ (a) is deleted according to the left boundary conditions if $`n=\text{v}_{max}+3m`$. (b) has $`\text{v}_{max}`$ empty sites in front if $`n=\text{v}_{max}+1+3m`$ (c) has $`2(\text{v}_{max}1)`$ empty sites in front if $`n=\text{v}_{max}+2+3m`$. In other words, a self-repeating pattern establishes itself after a while according to $`(2)x^2\mathrm{}(\text{v}_{max})x^{2(\text{v}_{max}1)}(\text{v}_{max})x^{\text{v}_{max}}(\text{v}_{max})x^{2(\text{v}_{max}1)}(\text{v}_{max})x^{\text{v}_{max}}(\text{v}_{max})x^{2(\text{v}_{max}1)}\mathrm{}`$ (24) $`(1)x^1\mathrm{}(\text{v}_{max})x^{2(\text{v}_{max}1)}(\text{v}_{max})x^{\text{v}_{max}}(\text{v}_{max})x^{2(\text{v}_{max}1)}(\text{v}_{max})x^{\text{v}_{max}}(\text{v}_{max})x^{2(\text{v}_{max}1)}\mathrm{}`$ (25) $`(0)(2)x^2\mathrm{}(\text{v}_{max})x^{2(\text{v}_{max}1)}(\text{v}_{max})x^{\text{v}_{max}}(\text{v}_{max})x^{2(\text{v}_{max}1)}(\text{v}_{max})x^{\text{v}_{max}}(\text{v}_{max})x^{2(\text{v}_{max}1)}\mathrm{}`$ (26) This is perhaps astonishing because we naively would expect $`\text{v}_{max}`$ unoccupied sites between two neighbouring cars for $`\alpha `$ = 1. Actually, there are also spaces consisting of 2($`\text{v}_{max}`$-1) sites what is a consequence of the hindrance the injected cars feels from the front car at the beginning of the system. In other words, $`\text{v}_{max}`$-2 additional sites - so-called ”buffers” (the motivation for this name will be explained later) - occur playing an important role for systems with maximum velocity $`\text{v}_{max}`$ $``$ 3 as we will see below. Besides, our reflections clearly show that one has to wait for at least t = $`\text{v}_{max}`$ time steps until the self-repeating pattern is established. Within this time period the first car created at t = 0 has moved onto site i = $`\text{v}_{max}^2`$. Therefore, our considerations are only valid for systems which size is much larger than $`\text{v}_{max}^2`$, otherwise, boundary effects must be taken into account. From the self-repeating pattern follows that the distance between two neighbouring cars driving with $`\text{v}_{max}`$ is alternately $`\text{d}_1`$ = $`\text{v}_{max}`$ and $`\text{d}_2`$ = 2($`\text{v}_{max}`$ \- 1), i.e., $`\text{d}_1`$ = 2, $`\text{d}_2`$ = 2 for $`\text{v}_{max}`$ = 2 (27) $`\text{d}_1`$ = 3, $`\text{d}_2`$ = 4 for $`\text{v}_{max}`$ = 3 (28) $`\text{d}_1`$ = 4, $`\text{d}_2`$ = 6 for $`\text{v}_{max}`$ = 4 (29) $`\text{d}_1`$ = 5, $`\text{d}_2`$ = 8 for $`\text{v}_{max}`$ = 5 (30) $`\text{d}_1`$ = 6, $`\text{d}_2`$ = 10 for $`\text{v}_{max}`$ = 6 (31) $`\mathrm{}\mathrm{}`$ (32) That means, buffers occur only for $`\text{v}_{max}`$ $``$ 3. $`\text{v}_{max}`$ = 2 is a special case behaving similarly to $`\text{v}_{max}`$ = 1. It is therefore no surprise that the corresponding phase diagram, the global density, and the current resembles the case $`\text{v}_{max}`$ = 1. If finite size effects are left out of consideration the current is obviously given by $`\text{q}(\alpha =\beta =1,\text{v}_{max}>1)={\displaystyle \frac{2}{3}}`$ (33) and the global density by $`\overline{\rho }(\alpha =\beta =1,\text{v}_{max}>1)={\displaystyle \frac{2}{3\text{v}_{max}}}`$ (34) what coincides with numerical results. We will now investigate the effect of the buffers for the extinction rate $`\beta `$ = 1. For that purpose we consider a slightly smaller injection rate by working a ”disturbance” in the $`\alpha `$ = $`\beta `$ = 1 pattern, i. e., at each time step except for one a car is created at i = 0. As the self-repeating pattern consists of three time steps we have three possibilities to place the disturbance. In Appendix A the effect is illustrated for systems with $`\text{v}_{max}`$ $``$ 5 (because of lack of space we set v̂ $``$ $`\text{v}_{max}`$ in Appendices A, B). It turns out that the movement of the cars does not change at all for possibility (c). For (a) and (b), however, the disturbance influences the system for three time steps as three cars show a deviating behaviour in Appendix A. Having a closer look on the sites affected by the disturbance we see that the current $`\text{q}_{dist}`$($`\beta `$ = 1, $`\text{v}_{max}`$ $``$ 5) = $`\frac{3}{4}`$ and the global density $`\overline{\rho }_{dist}`$($`\beta `$ = 1, $`\text{v}_{max}`$ $``$ 5) = $`\frac{3}{4\text{v}_{max}}`$ are higher there than for $`\alpha `$ = $`\beta `$ = 1. As altogether 4$`\text{v}_{max}`$ sites are concerned by the disturbance the effect increases with increasing $`\text{v}_{max}`$. Considering the site i = 0 in Appendix A it is obvious that the effect of the disturbance is different for maximum velocities $`\text{v}_{max}`$ $`<`$ 5 as cars driving with $`\text{v}_{max}`$ = 4 cannot be injected with v = 5, cars driving with $`\text{v}_{max}`$ = 3 not with v = 4 and so on. We do not go into details but just list up the results: Placing a disturbance at the beginning of a system with $`\text{v}_{max}`$ = 2, 3, 4 one gets (a) $`\text{q}_{dist}(\beta =1,\text{v}_{max}=4)={\displaystyle \frac{12}{17}},\overline{\rho }_{dist}(\beta =1,\text{v}_{max}=4)={\displaystyle \frac{3}{17}}`$ (37) $`\text{q}_{dist}(\beta =1,\text{v}_{max}=3)={\displaystyle \frac{1}{2}},\overline{\rho }_{dist}(\beta =1,\text{v}_{max}=3)={\displaystyle \frac{1}{6}}`$ $`\text{q}_{dist}(\beta =1,\text{v}_{max}=2)={\displaystyle \frac{2}{5}},\overline{\rho }_{dist}(\beta =1,\text{v}_{max}=2)={\displaystyle \frac{1}{5}}`$ (b) $`\text{q}_{dist}(\beta =1,\text{v}_{max}=4)={\displaystyle \frac{3}{4}},\overline{\rho }_{dist}(\beta =1,\text{v}_{max}=4)={\displaystyle \frac{3}{16}}`$ (40) no effect of disturbance for $`\text{v}_{max}`$ = 3 $`\text{q}_{dist}(\beta =1,\text{v}_{max}=2)={\displaystyle \frac{1}{2}},\overline{\rho }_{dist}(\beta =1,\text{v}_{max}=2)={\displaystyle \frac{1}{4}}`$ (c) no effect of disturbance for $`\text{v}_{max}`$ = 2, 3, 4 (41) Superposition of all possibilities (a), (b), and (c) leads to the result that the effect of the disturbance is weaker for $`\text{v}_{max}`$ = 4 than for corresponding systems with $`\text{v}_{max}`$ $``$ 5. For maximum velocities $`\text{v}_{max}`$ = 2, 3 the current and the global density decrease and that is why the maximum of the curves in Fig 2a is at $`\alpha `$ = 1 if $`\text{v}_{max}`$ $``$ 3. As far as the position of the maximum of the current is concerned we can only give a hand-waving argument: It is obvious from Appendix A that the disturbance affects the development of two buffers. On the other hand, it can be easily seen that for $`\alpha `$ = $`\beta `$ = 1 a buffer is created every three time steps (and consequently, two buffers are created in six time steps) . Therefore, the strongest effect is expected when the system is disturbed with the rate (1-$`\alpha `$) = $`\frac{1}{6}`$. If (1-$`\alpha `$) becomes higher the buffers being necessary for the increase in the current and the global density cannot develop. This may be the reason why the maximum for the curves in Fig 2a with $`\text{v}_{max}`$ $`>`$ 5 is found at $`\alpha `$ $``$ $`\frac{5}{6}`$. For the injection rate $`\alpha `$ = 1 the buffers have an even more dramatic effect which can be observed at the end of the system.In analogy to $`\beta `$ = 1 we start with the special case $`\alpha `$ = $`\beta `$ = 1. By simple analytic considerations it turns out that a self-repeating pattern $`\mathrm{}x^{2(\text{v}_{max}1)}(\text{v}_{max})x^{\text{v}_{max}}(\text{v}_{max})x^{2(\text{v}_{max}1)}(\text{v}_{max})x^{\text{v}_{max}}(\text{v}_{max})x^{2(\text{v}_{max}1)}(\text{v}_{max})`$ (42) $`\mathrm{}(\text{v}_{max})x^{2(\text{v}_{max}1)}(\text{v}_{max})x^{\text{v}_{max}}(\text{v}_{max})x^{2(\text{v}_{max}1)}(\text{v}_{max})x^{\text{v}_{max}}(\text{v}_{max})x^{\text{v}_{max}1}`$ (43) $`\mathrm{}(\text{v}_{max})x^{\text{v}_{max}}(\text{v}_{max})x^{2(\text{v}_{max}1)}(\text{v}_{max})x^{\text{v}_{max}}(\text{v}_{max})x^{2(\text{v}_{max}1)}(\text{v}_{max})x^{\text{v}_{max}}`$ (44) establishes itself at the end of the system, too (L $``$ $`\text{v}_{max}^2`$). It is important to mention that - due to $`\beta `$ = 1 - no blockage occurs at all at the right boundary and that the buffers reach the right boundary with the rate $`\alpha _{buffer}`$ = $`\frac{1}{3}`$. The introduction of a disturbance (i.e. the consideration of an extinction rate which is slightly smaller than $`\beta `$ = 1) means here to place a single blockage at the end of the system. According to the self-repeating pattern consisting of three time steps we have to consider three possibilities. From Appendix B it turns out that the $`\text{v}_{max}`$-2 additional sites (resulting from the hindrance the cars feel at the beginning of the system from the front car) play an important role at the end of the system, too. Here, they have the effect of a ”buffer” against the influence of the right boundary. It can be seen from Appendix B that two buffers are necessary to neutralize the blockage effect at the end of the system. Therefore, as long as (1-$`\beta `$) $`<`$ $`\frac{1}{2}\alpha _{buffer}`$ = $`\frac{1}{6}`$ a jamming wave cannot develop. For $`\beta _c`$ = $`\frac{5}{6}`$, however, there is a jump in the global density (remember that our analytical considerations are based on systems with size L $``$ $`\mathrm{}`$, for L = 1024 the change from free flow to traffic is less abrupt due to finite size effects). As mentioned above we have $`\overline{\rho }`$($`\alpha `$ = 1, $`\beta `$ $`>`$ $`\beta _c`$, $`\text{v}_{max}`$ $``$ 5) = $`\frac{2}{3\text{v}_{max}}`$ in the free flow regime and $`\overline{\rho }`$($`\alpha `$ = 1, $`\beta `$ $`<`$ $`\beta _c`$, $`\text{v}_{max}`$ $``$ 5) = 1 - 0.8$`\beta `$ in the jamming regime. At $`\beta _c`$ = $`\frac{5}{6}`$ $`\overline{\rho }`$ immediately increases from $`\frac{2}{3\text{v}_{max}}`$ (free flow) to $`\frac{1}{3}`$ (jamming). That means that there is a jump of $`\frac{\text{v}_{max}2}{3\text{v}_{max}}`$ at the critical extinction rate what corresponds to the buffer density in the free flow regime. In other words: At $`\beta _c`$ = $`\frac{5}{6}`$ the buffers cannot neutralize the blockage at the right boundary any longer. The buffer effect breaks down, jamming waves propagate from the end of the system to the left, and the buffers ($`\text{v}_{max}`$ \- 2 sites on 3$`\text{v}_{max}`$ sites each) are completely occupied by cars. Consequently, both current and global density show similar behaviour as the corresponding quantities for $`\text{v}_{max}`$ = 1 if $`\beta `$ $`<`$ $`\frac{5}{6}`$. Another interesting feature observed in Figs 2b,c is that current and global density do not depend on the right (left) boundary conditions, i.e. not on $`\beta `$ (not on $`\alpha `$ and $`\text{v}_{max}`$), if the system is in the free flow (jamming) regime. This is not only valid for $`\alpha `$ = 1 but also for general injection and extinction rates as it can be seen in Fig 3a for the current and for Fig 3b for the global density. In order to compare our results with those for corresponding systems with periodic boundary conditions we investigate the case $`\beta `$ = 1-$`\alpha `$. For $`\beta `$ = 1-$`\alpha `$ there are rather similar conditions at the left and at the right boundary and therefore, systems with open and with periodic boundary conditions can be compared at best with each other. The fundamental diagram for systems with periodic boundary conditions (PBC) is completely determined by the maximum velocity $`\text{v}_{max}`$ (see and references therein). The current of the system is given by $`\text{q}^{PBC}`$($`\rho `$ $`<`$ $`\rho _c`$) = $`\text{v}_{max}\rho `$ for freely moving and by $`\text{q}^{PBC}`$($`\rho `$ $`>`$ $`\rho _c`$) = 1 - $`\rho `$ for jammed cars. The critical density is given by $`\rho _c`$ = $`\frac{1}{\text{v}_{max}+1}`$. In the case of open boundary conditions, on the other hand, it turns out from numerical results for $`\text{v}_{max}`$ $``$ 5 that the current in the free flow (jamming) regime only depends on the injection (extinction) rate according to q($`\beta `$ = 1-$`\alpha `$) = $`\alpha `$for $`\alpha `$ $``$ $`\alpha _c`$, $`\beta `$ $``$ $`\beta _c`$ (45) q($`\beta `$ = 1-$`\alpha `$) = 0.8$`\beta `$for $`\alpha `$ $``$ $`\alpha _c`$, $`\beta `$ $``$ $`\beta _c`$ (46) and consequently, the transition takes place at $`\alpha _c`$ = 0.44 ($`\beta _c`$ = 0.56). The global density for $`\beta `$ = 1-$`\alpha `$ shows finite size effects as in the case $`\alpha `$ = 1. For large L, however, the transition from free flow to jamming becomes sharp. Then the global density is described by $`\overline{\rho }`$($`\beta `$ = 1-$`\alpha `$) = $`\frac{\alpha }{\text{v}_{max}}`$for $`\alpha `$ $`<`$ $`\alpha _c`$, $`\beta `$ $`>`$ $`\beta _c`$ (47) $`\overline{\rho }`$($`\beta `$ = 1-$`\alpha `$) = 1 - 0.8$`\beta `$for $`\alpha `$ $`>`$ $`\alpha _c`$, $`\beta `$ $`<`$ $`\beta _c`$ (48) with a jump at $`\alpha _c`$ = $`\frac{4}{9}`$ $``$ 0.44 ($`\beta _c`$ = $`\frac{5}{9}`$ $``$ 0.56). The results for $`\beta `$ = 1-$`\alpha `$ induce the identity q($`\beta `$ = 1-$`\alpha `$) = q($`\beta `$ = 1)for $`\alpha `$ $`<`$ $`\alpha _c`$, $`\beta `$ $`>`$ $`\beta _c`$ (49) q($`\beta `$ = 1-$`\alpha `$) = q($`\alpha `$ = 1)for $`\alpha `$ $`>`$ $`\alpha _c`$, $`\beta `$ $`<`$ $`\beta _c`$ (50) This indicates that the movement of the vehicles in the high density or jamming regime is dominated by the right boundary conditions, in the low density or free flow regime by the left boundary conditions. To get a better insight in this question we will have a closer look on the density profiles and the short-range correlation functions which are analyzed due to the three special cases (see also Fig 1d) 1. $`\beta `$ = 1: shows the influence of the left boundary (51) 2. $`\alpha `$ = 1: shows the influence of the right boundary (52) 3. $`\beta `$ = 1-$`\alpha `$: systems with open and periodic boundary conditions can be compared at best (53) with each other (54) The investigations of this section clearly show that the case $`\text{v}_{max}`$ = 5 includes all features which are characteristic for higher maximum velocities, too. For this reason we confine ourselves to systems with $`\text{v}_{max}`$ = 5 (and L = 1024) in the following. ## IV Density Profiles ### A $`\beta `$ = 1 In this section we investigate the influence of the left boundary on the density profiles. The best way to do this is to set $`\beta `$ = 1, because in that case the right boundary has no influence on the system. From Figs 4a,b it can be seen that the density profiles are characterized by a periodical structure. This is a significant difference to the case $`\text{v}_{max}`$ = 1 where oscillations cannot be found at all . For $`\text{v}_{max}`$ = 5, however, the density profiles show a certain pattern recurring with the period $`\mathrm{\Delta }`$i = 5. In order to understand this phenomenon we consider the density profiles for very low injection rates first. For $`\alpha `$ = 0.05 (see Figs 4a,b) the probability of generating a car at i = 0 in two successive time steps is very small and therefore, the cars at the beginning of the system do not interact with each other. That means that a car which is created on i = 0 with velocity 5 (according to the left boundary conditions) moves to i = 5 at the next time step and can be found on the site i = 5n after n time steps (n = 1, 2, 3, …). The density on these sites is $`\rho `$ $``$ $`\alpha `$. As it is obvious from Figs 4a,b a car can be also found on i = 5n+4 for small $`\alpha `$, too, but the probability for that is very small. For increasing injection rates $`\alpha `$, however, the probability of generating cars in two successive time steps increases and with it the hindrance a car at the beginning of the system feels from the front car. This can be understood as follows: Let us create a car A at time step t and a car B at time step t+1. Considering the system at t+1 we see that car A is on i = 5 having the velocity 5 whereas car B on i = 0 has the velocity 4 because there are only four empty sites to car A. At the time step t+n, car A is on i = 5n and car B on i = 5(n-1)-1. To sum it up it can be said that the hindrance due to the left boundary conditions leads to a shift of the position of the cars within the system. This shift is reflected in the periodic pattern of Figs 4a,b. Whereas it is rather probable to find a car on i = 5n+5 and on i = 5n+4, the probability of finding a car on i = 5n+2 is much smaller and for i = 5n+3 it nearly vanishes. The most important result, however, is the fact that the sites i = 6+5n are never occupied according to the left boundary conditions so that the density on these sites have the value $`\rho `$(i=6+5n) = 0 for all $`\alpha `$. Before turning back to this point we have a look at the case $`\alpha `$ = $`\beta `$ = 1 which is of special interest in the following section, too. For $`\alpha `$ = $`\beta `$ = 1 the corresponding density profile has the following form: $`\rho `$(i) = $`\frac{1}{3}`$ if i = 5n+4 or i = 5n+5 (55) $`\rho `$(i) = 0 else (56) as it can be easily deduced from the left boundary conditions. ### B $`\alpha `$ = 1 We investigate the influence of the right boundary now. Unfortunately, the influence of the left boundary cannot be completely left out of consideration by setting, for example, $`\alpha `$ = 0, because in that case no cars would be generated at all. Instead, we choose $`\alpha `$ = 1, because only for $`\alpha `$ = 1, the cars are deterministically created. This allows us to distinguish between the influence of the right and of the left boundary. In Fig 5a we can see that the situation for $`\alpha `$ = 1 is very different from that described in the previous section. For high extinction rates we still recognize the periodic structure already known from the case $`\beta `$ = 1. For extinction rates $`\beta `$ between 0.75 and 0.85 something interesting happens: the oscillations vanish and the envelope of the density profile rises. For low extinction rates the density profiles are just a constant which value increases with decreasing $`\beta `$. In order to understand this change we consider density profiles for 0.83 $``$ $`\beta `$ $``$ 0.84 in Figs 5b-d. On i = 4+5n and i = 5+5n we find $`\rho `$(i) = $`\frac{1}{3}`$ resulting from the influence of the left boundary (see Section IV.A). The other sites (with $`\rho `$ = 0 for $`\beta `$ = 1), however, increasingly reflect the influence of the right boundary with decreasing extinction rates. Coming from high $`\beta `$ the density on i = 6+5n, i = 7+5n and i = 8+5n seems to ”come away” from the $`\rho `$(i) = 0 - line starting at the right boundary. This phenomenon can be explained due to the repulsion the car feels at the right boundary with decreasing probability $`\beta `$ of being extincted. Consequently, a jam develops at the right boundary which expands to the left. For $`\beta `$ $``$ 0.837 the influence of the right boundary finally reaches the beginning of the system (Fig 5c). For $`\beta `$ = 0.84 the sites i = 4+5n and i = 5+5n indicate the repulsion at the right boundary, too, as the density profile becomes $`\rho `$ $`>`$ $`\frac{1}{3}`$ there. In parallel to this the oscillations resulting from the left boundary conditions vanish, a process which starts from the end of the system as well. Our observations have been quite qualitative so far. In the following the transition described above will be analyzed in detail and for that purpose we will have a closer look at the sites i = 6+5n. As we know from the previous section these sites are never occupied according to the left boundary conditions. In other words: The occupation of the sites i = 6+5n is exclusively an effect of the right boundary. Therefore, these sites play an important role as they show the repercussion of the right boundary on the system. The density on these sites is shown in Figs 6a-c. The density profiles correspond to the same $`\beta `$ as in Fig 5b but here, all sites except for i = 6+5n are left out of consideration. Let us first consider the density profiles for $`\beta `$ $`>`$ $`\beta _c`$ (Fig 6b) which are exponential functions $`\rho `$ (i = 6+5n) = $`\rho _{max}`$( $`\beta `$ ) $`\text{e}^{\text{c}(\beta )\text{(i-L)}}`$ ($`\rho _{max}`$( $`\beta `$ ): maximum value of the density on the sites i = 6+5n). In Fig 6d the exponent c($`\beta `$) is drawn against the extinction rate $`\beta `$ and it is obvious that c($`\beta `$) = k ($`\beta `$ \- $`\beta _\text{c}`$) with $`\beta _\text{c}`$ = 0.8362 and k $``$ 2. Whereas $`\beta _\text{c}`$ can be clearly identified as the critical extinction rate where the transition from freely moving to jammed traffic takes place the factor k is still an open question. If we pass over to the density profiles for $`\beta `$ $`<`$ $`\beta _c`$ it can be easily seen in Figs 6c,d that the density profiles have the form $`\rho `$(i = 6+5n) = $`\rho _{max}`$($`\beta `$)\[1 - $`\text{e}^{\text{c(}\beta \text{) i}}`$\]. The behaviour of the density profiles described in this section has the following physical explanation: As it is well-known, the right boundary has no effect on the density profiles for $`\beta `$ = 1. With decreasing $`\beta `$, however, there is a growing probability of a blockage at the end of the system, i. e., cars are increasingly hindered from moving out of the system. Consequently, a jam develops showing the growing influence of the right boundary with decreasing $`\beta `$. For $`\beta `$ $`>`$ $`\beta _c`$ the influence of the right boundary exponentially diminishes (Fig 6b). Fig 6a further shows that the left boundary conditions are still valid for the whole system, what can be seen at the oscillations of the density profile and in the constant value $`\rho `$ (i) = $`\frac{1}{3}`$ on the sites i = 4+5n and i = 5+5n characteristic for the case $`\alpha `$ = $`\beta `$ = 1. For decreasing $`\beta `$ the jam and with it the influence of the right boundary expands to the left. At $`\beta `$ = $`\beta _c`$ the repercussion of the right boundary reaches the left boundary, and the decay of the jam is proportional to i. Simultaneously, the influence of the left boundary is still present in the whole system, too, which manifests itself in the oscillations in the density profile going from the left to the right boundary (Fig 6a). So it can be said that for the extinction rate $`\beta `$ = $`\beta _c`$ the influence of the left and that of the right boundary coexist in the whole system. However, beginning from the right the oscillations vanish when the extinction rate is further decreased (Fig 6a). This indicates that the influence of the left boundary is pushed back for $`\beta `$ $`<`$ $`\beta _c`$. The form $`\rho `$(i = 6+5n) = $`\rho _{max}`$($`\beta `$)\[1 - $`\text{e}^{\text{c(}\beta \text{) i}}`$\] shows the decrease of unoccupied sites and may be a hint at a symmetry around the transition point. For very small $`\beta `$, the left boundary does not have any relevance at all for the movement of the cars in the bulk. Finally, let us say some words about the maximum value $`\rho _{max}`$($`\beta `$) = $`max[\rho \text{(i = 6+5n)}]`$. From Fig 6a it is obvious that $`\rho _{max}`$($`\beta `$) can be identified with the density on site i = 1021, $`\rho _{max}`$($`\beta `$) = $`\rho `$ ($`\beta `$, i = 1021). From Fig 6e it turns out then that $`\rho _{max}(\beta )=\rho _{max}(\beta _c)e^{\text{k}_1(\beta \beta _c)}\text{ for }\beta >\beta _c`$ (57) $`\rho _{max}(\beta )=1+\text{k}_2\beta \text{ for }\beta <\beta _c`$ (58) ($`\text{k}_1`$ $``$ -24.46; $`\text{k}_2`$ $``$ -0.8; $`\beta _c`$ = 0.8362). Thus, the transition from freely moving to jammed traffic is reflected at the right boundary, too. ### C $`\beta `$ = 1-$`\alpha `$ We have already mentioned that for $`\beta `$ = 1-$`\alpha `$ we have rather similar conditions at the left and at the right boundary and therefore, systems with open and with periodic boundary conditions can be compared at best with each other in that case. We must keep in mind, however, that there are significant differences for $`\beta `$ = 1-$`\alpha `$, too, especially if the randomization probability is p = 0: In systems with periodic boundary conditions the movement of the cars is fully deterministic and the car density $`\rho `$ in the system keeps constant. Each site in the system has the same probability of being occupied and therefore, the density profiles of systems with periodic boundary conditions are constants with the value $`\rho `$ (the latter statement is also valid for randomization probabilities p $`>`$ 0). For corresponding systems with open boundary conditions - due to the injection rate $`\alpha `$ and the extinction rate $`\beta `$ \- we always have a non-deterministic element at the boundaries of the system, also for the randomization probability p = 0 (which only refers to the movement in the bulk). Generally speaking, the density profiles for $`\beta `$ = 1 - $`\alpha `$ show a similar behaviour as those for the case $`\alpha `$ = 1: For very low extinction rates (and high injection rates) the density profiles are identical with the density profile of a corresponding system with periodic boundary conditions. For high $`\beta `$ (and low $`\alpha `$) the density profiles show the periodic structure already known from the previous sections as a typical feature of the free flow regime. At $`\beta _c`$ = 0.56 (and $`\alpha _c`$ = 0.44) the transition from free flow to jamming takes place. For $`\beta `$ $`>`$ $`\beta _c`$ the curves have the form $`\rho `$ (i = 6+5n) = $`\rho _{max}`$( $`\beta `$ ) $`\text{e}^{\text{c}(\beta )\text{(i-L)}}`$, for $`\beta `$ $`<`$ $`\beta _c`$ $`\rho `$(i = 6+5n) = $`\rho _{max}`$($`\beta `$)\[1 - $`\text{e}^{\text{c(}\beta \text{) i}}`$\] and for $`\beta `$ = $`\beta _c`$ we have a straight line. The only difference to the $`\alpha `$ = 1 case is the value of the critical extinction rate and of k: For $`\beta `$ = 1-$`\alpha `$ we have $`\beta _c`$ = 0.56 and k = 3.75. In Section III we have already mentioned that in the high density regime the global density (current) for $`\beta `$ = 1-$`\alpha `$ is identical with the global density (current) for $`\alpha `$ = 1 and in the low density regime with the global density (current) for $`\beta `$ = 1. From Figs 8a,b it is obvious that similar effects can be also observed for the density profiles, too. Having a closer look at them we see that the profiles for $`\beta `$ = 1-$`\alpha `$ and $`\beta `$ = 1 are identical if the injection rate $`\alpha `$ is low. For increasing $`\alpha `$ the density profiles for $`\beta `$ = 1-$`\alpha `$ start to lift at the end of the system indicating the growing influence of the right boundary on the system for increasing $`\alpha `$. On the other hand, comparing the density profiles for $`\beta `$ = 1-$`\alpha `$ and $`\alpha `$ = 1 with each other we see that they are identical for very low $`\beta `$. For increasing $`\beta `$ the density profile ”drops” at the beginning of the system. Accordingly, this behaviour shows the growing influence of the left boundary on the system. In the transition regime, however, the density profiles for $`\beta `$ = 1-$`\alpha `$ are very different from those for the cases $`\alpha `$ = 1 and $`\beta `$ = 1. ## V Correlation Functions In this section we consider correlation functions $`\text{C(i,t) = }<\eta \text{(i’,t’), }\eta \text{(i’+i,t’+t)}>_{\text{i’,t’}}\rho ^2`$ (59) for short ranges with $`\eta \text{(i’,t’) = 1 \hspace{0.17em} \hspace{0.17em} if site i’ is occupied at time t’}`$ (60) $`\eta \text{(i’,t’) = 0 \hspace{0.17em} \hspace{0.17em} else}`$ (61) This kind of correlation functions has been already investigated for systems with periodic boundary conditions and the randomization probability p = 0.5 in . It turned out that in the free flow regime there is a propagating peak at i = $`\text{v}_{max}`$t with a shoulder at i = $`\text{v}_{max}`$t - 1 and with anticorrelations around it. The density where these anticorrelations are maximally developed is defined as the density where the transition from free flow to jamming takes place. For higher densities a jamming peak occurs at i = -1 . It would be interesting to see if these features can be also found for systems with open boundary conditions. But considering the deterministic case in this paper we should investigate the correlation functions for systems with periodic boundaries and p = 0 first. From Fig 8a it can be seen that the propagating peak is sharp and that there are further peaks at i = $`\text{v}_{max}`$t $`\pm `$ 6n (n = 1, 2,…) as the movement of the cars in the ring is deterministic. Due to the fact that the initial configuration is random, however, these peaks become smaller and smaller with increasing n. Between the peaks anticorrelations are observed which are best developed around the peak at i = $`\text{v}_{max}`$t. Generally speaking it can be said that in the free flow regime the correlation functions C(i,t) are symmetric around the site i = $`\text{v}_{max}`$t. Coming from low densities the anticorrelations become deeper and deeper with increasing $`\rho `$. At $`\rho `$ = $`\rho _c`$ = $`\frac{1}{\text{v}_{max}+1}`$ the car distribution is well-defined: all vehicles drive with the maximum velocity $`\text{v}_{max}`$ = 5 and between two neighbouring cars there are $`\text{v}_{max}`$ = 5 empty sites each. Correspondingly, the correlation function for $`\rho `$ = $`\rho _c`$ is periodic with C(i,t) = $`\rho `$ -$`\rho ^2`$ if i = $`\text{v}_{max}`$t $`\pm `$ 6n (62) C(i,t) = - $`\rho ^2`$ else (63) At this density where the transition from free flow to jamming takes place the anticorrelations reach their minimum. For higher densities a jamming peak develops at i = -1 (due to the hindrance the back car feels in the jam) with anticorrelations at i = $`\pm `$ 1. At all other sites peaks and anticorrelations vanish. If the density further increases fewer and fewer cars move (with v $`>`$ 0) and therefore, the anticorrelations at i = $`\pm `$ 1 disappear. Corresponding to the symmetry around i = $`\text{v}_{max}`$t in the free flow regime, the correlation functions for $`\rho >\rho _c`$ are symmetric around i = -1. Let us turn back to systems with open boundary conditions which is the real topic of this paper. In Fig 8b we consider correlation functions from the middle of the system because the influence of the boundaries is minimal there. It is obvious that for high densities the correlation functions in systems with open boundary conditions are nearly identical. Merely the minor maxima at i = $`\pm `$ 2 in Fig 8a shift onto i = $`\pm `$ 3 in Fig 8b. If the density in the system is low, however, the situation is completely different: For systems with open boundaries we have a random element at the boundaries where cars are randomly created and deleted at each time step. Therefore, due to the permanent presence of randomization even if the movement in the bulk is deterministic we can only observe the propagating at i = $`\text{v}_{max}`$t (and a very small one at i = $`\text{v}_{max}`$t $`\pm `$ 6). Around the propagating peak there are anticorrelations, too, but they are not so well-developed as the anticorrelations of corresponding correlation function in the case of periodic boundary conditions. However, a common feature of systems with open and periodic boundary conditions is the symmetry of the correlation functions around i = $`\text{v}_{max}`$t in the free flow regime. As we have already mentioned the anticorrelations around the propagating peak play an important role in systems with periodic boundary conditions and we will now discuss the question if similar features can be observed for systems with open boundary conditions. In Figs 8b-d we consider short-range correlation functions at the beginning, the middle, and the end of the system. Coming from high extinction rates $`\beta `$ (with $`\beta `$ = 1-$`\alpha `$) the anticorrelations become deeper and deeper everywhere in the system. But what it is interesting is the fact that the anticorrelations start to vanish again at an extinction rate where the influence of the right boundary reaches the corresponding sites (see also Section V.C). Strictly speaking the anticorrelations start to vanish at about $`\beta `$ = 0.42 (at the end), $`\beta `$ = 0.43 (in the middle), and $`\beta `$ = 0.44 (at the beginning). Therefore to sum it up it can be said that the injection rate (extinction rate) where the probability to find a car in the neighbourhood of another car is minimal (that means, where the anticorrelations start to vanish) can be considered as the injection rate $`\alpha _c`$ (extinction rate $`\beta _c`$) where the transition from free flow to jamming takes place. ## VI Conclusions and Discussion Systems with open boundaries where cars move deterministically with maximum velocity $`\text{v}_{max}`$ $`>`$ 1 show interesting features mainly resulting from the competition of the left and of the right boundary for the influence in the system and from the existence of so-called ”buffers”. The latter plays a fundamental role at the comparison of systems with $`\text{v}_{max}`$ $``$ 3 and $`\text{v}_{max}`$ = 1. One of the most important questions in this context is why the border between free flow and jamming for $`\text{v}_{max}`$ $``$ 3 has such a different course than the corresponding border for the case $`\text{v}_{max}`$ = 1. By simple analytical considerations it turns out that - as a consequence of the hindrance an injected car feels from the front car - spaces $`>`$ $`\text{v}_{max}`$ develop for high injection rates $`\alpha `$ (for the special case of $`\alpha `$ = $`\beta `$ = 1 there are alternately 2($`\text{v}_{max}`$-1) and $`\text{v}_{max}`$ sites between neighbouring cars for all $`\text{v}_{max}`$ $`>`$ 1). That means in addition to the expected $`\text{v}_{max}`$ sites further sites occur which are the reason why the maximum current is found at $`\alpha `$ $`<`$ 1 and $`\frac{5}{6}`$ $``$ $`\beta `$ $``$ 1 for $`\text{v}_{max}`$ $``$ 5. We call these additional sites ”buffers” because they also have a buffer effect at the end of the system: Due to the buffers the development of jamming waves is suppressed up to an injection rate $`\beta `$ = $`\frac{5}{6}`$ (for high $`\alpha `$ and $`\text{v}_{max}`$ $``$ 5) and this buffer effect is responsible for the characteristic course of the free flow - jamming border for $`\text{v}_{max}`$ $``$ 5. The transition from the free flow to the congested phase is of first order and accompagnied by the collapse of the buffers. In this context, it should be emphasized that the occurrence of buffers - and consequently the specific features of the $`\text{v}_{max}`$ $``$ 3 model - is due to the parallel updating mechanism and not an effect of the particular injection rule. Naturally, there are other possibilities of generalizing the ASEP to $`\text{v}_{max}`$ $`>`$ 1, for example, one could keep the existence of the car at i = 0 if i = 1 is occupied by another car. Simulations based on this alternative rule show that the phase diagram and the $`\alpha `$,$`\beta `$-dependence of the current are qualitatively the same as the corresponding quantities considered in this paper. This has been confirmed by analytical investigations of the special case $`\text{v}_{max}`$ = 5, $`\alpha `$ = $`\beta `$ = 1 (according to Section III) where buffers occur, too. As global density and current (from now on we exclusively refer again to the injection rule defined in Section II) show no qualitative differences for $`\text{v}_{max}`$ $``$ 5, a detailed analysis of the influence of the boundary conditions on the system (by means of density profiles and short-range correlation functions) is confined to the maximum velocity $`\text{v}_{max}`$ $``$ 5. Furthermore, our numerical investigations are based on systems with size L = 1024. It must be mentioned here that finite size effects occur which do not play an important role, however: the discontinuous transition in the global density becomes continuous and the value for the critical extinction rate ($`\beta _c`$ = 0.836 for $`\alpha `$ = 1 and L = 1024) is slightly higher than in the case L $``$ $`\mathrm{}`$. If we consider a single site of the system there are three possibilities: A. the site is exclusively under the influence of the left boundary (64) B. the site is exclusively under the influence of the right boundary (65) C. the site is under the influence of both the left and the right boundary (66) In the free flow regime the system consists of sites of the types A and C, in the jamming regime of sites of the type B and C. The critical injection rate $`\alpha _c`$ (the critical extinction rate $`\beta _c`$) where the transition from freely moving to jammed traffic takes place, is the only $`\alpha `$ ($`\beta `$) where all sites of the system belong to the C-type, that means, where the influence of the left and of the right boundary coexists in the whole system. The farther we go away from the transition point the stronger is the dominance of the A-sites in the free flow regime and of the B-sites in the jamming region. In the free flow (jamming) regime the current does not depend on the injection rate $`\alpha `$ (extinction rate $`\beta `$) what confirms the dominance of the left (right) boundary influence in the free flow (jamming) regime. Comparing the density profiles for $`\text{v}_{max}`$ = 5 with those for $`\text{v}_{max}`$ = 1 we see that the most significant differences are found in the free flow regime: In the free flow regime the density profile for $`\text{v}_{max}`$ = 5 shows periodic structure with the period $`\mathrm{\Delta }`$i = $`\text{v}_{max}`$ = 5 which is due to the free movement of the cars. Another interesting result is the fact that the sites i = 6+5n (n = 1, 2, …) are never occupied when they are beyond the sphere of influence of the right boundary. In the jamming regime, however, the density profiles for $`\text{v}_{max}`$ = 5 and $`\text{v}_{max}`$ = 1 are nearly the same. The investigation of the density profiles, especially the behaviour on the sites = 6 + 5n enables the precise localization of the phase transition. The short-range correlation functions C(i,t) show that there are parallels between systems with open and with periodic boundary conditions, which are the following: In the free flow regime C(i,t) is symmetric around the site i = $`\text{v}_{max}`$t and in the jamming region around i = -1 which may be a hint at a symmetry. Free flow (jamming) is characterized by a peak at i = $`\text{v}_{max}`$t (i = -1) with anticorrelations around it. Furthermore, in systems with open or periodic boundary conditions the anticorrelations around the free flow peak are maximally developed when the transition from free flow to jamming takes place. ## VII Acknowledgments This work was supported by the Land of North Rhine-Westphalia and by the OTKA(T029985). ## VIII APPENDIX A: Disturbance at the beginning of the system (a) $`\mathrm{}`$ $`\mathrm{}`$ (2) $`x^2`$(3)$`x^5`$ $`\mathrm{}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂) $`\mathrm{}`$ (1) $`x^1`$(3)$`x^3`$ $`\mathrm{}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂) $`\mathrm{}`$ (0) (2)$`x^3`$(4) $`\mathrm{}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂) $`\mathrm{}`$ (-) $`x^2`$(3)$`x^5`$ $`\mathrm{}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂) $`\mathrm{}`$ $``$ no car (5) $`x^5`$(4)$`x^7`$ $`\mathrm{}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂) $`\mathrm{}`$ injected! (4) $`x^4`$(4)$`x^4`$ $`\mathrm{}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂) $`\mathrm{}`$ (3) $`x^3`$(4)$`x^4`$ $`\mathrm{}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂) $`\mathrm{}`$ (2) $`x^2`$(4)$`x^4`$ $`\mathrm{}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂) $`\mathrm{}`$ (1) $`x^1`$(3)$`x^4`$ $`\mathrm{}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂) $`\mathrm{}`$ (0) (2)$`x^3`$(4) $`\mathrm{}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂) $`\mathrm{}`$ (2) $`x^2`$(3)$`x^5`$ $`\mathrm{}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂) $`\mathrm{}`$ (1) $`x^1`$(3)$`x^3`$ $`\mathrm{}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂) $`\mathrm{}`$ (0) (2)$`x^3`$(4) $`\mathrm{}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂) $`\mathrm{}`$ $`\mathrm{}`$ $`\mathrm{}`$ (2) $`x^2`$(3)$`x^5`$ $`\mathrm{}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{2\text{}3}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{\text{}}`$ (v̂) $`\mathrm{}`$ $`\mathrm{}`$ $`\mathrm{}`$ (1) $`x^1`$(3)$`x^3`$ $`\mathrm{}`$ $`\mathrm{}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{2\text{}3}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{\text{}}`$ (v̂) $`\mathrm{}`$ $`\mathrm{}`$ (0) (2)$`x^3`$(4) $`\mathrm{}`$ $`\mathrm{}`$ $`\mathrm{}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ $`\underset{}{(\text{})x^{2\text{}3}(\text{})x^{\text{}}(\text{})x^{\text{}}}`$ (v̂)$`x^{\text{}}`$ (v̂) $`\mathrm{}`$ effect of disturbance (b) $`\mathrm{}`$ $`\mathrm{}`$ (1) $`x^1`$(3)$`x^3`$ $`\mathrm{}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂) $`\mathrm{}`$ (0) (2)$`x^3`$(4) $`\mathrm{}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂) $`\mathrm{}`$ (2) $`x^2`$(3)$`x^5`$ $`\mathrm{}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂) $`\mathrm{}`$ (-) $`x^1`$(3)$`x^3`$ $`\mathrm{}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂) $`\mathrm{}`$ $``$ no car (4) $`x^4`$(4)$`x^4`$ $`\mathrm{}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂) $`\mathrm{}`$ injected! (3) $`x^3`$(4)$`x^4`$ $`\mathrm{}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂) $`\mathrm{}`$ (2) $`x^2`$(4)$`x^4`$ $`\mathrm{}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂) $`\mathrm{}`$ (1) $`x^1`$(3)$`x^4`$ $`\mathrm{}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂) $`\mathrm{}`$ (0) (2)$`x^3`$(4) $`\mathrm{}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂) $`\mathrm{}`$ (2) $`x^2`$(3)$`x^5`$ $`\mathrm{}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂) $`\mathrm{}`$ (1) $`x^1`$(3)$`x^3`$ $`\mathrm{}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂) $`\mathrm{}`$ (0) (2)$`x^3`$(4) $`\mathrm{}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂) $`\mathrm{}`$ $`\mathrm{}`$ $`\mathrm{}`$ (2) $`x^2`$(3)$`x^5`$ $`\mathrm{}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{2\text{}3}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{\text{}}`$ (v̂) $`\mathrm{}`$ $`\mathrm{}`$ $`\mathrm{}`$ (1) $`x^1`$(3)$`x^3`$ $`\mathrm{}`$ $`\mathrm{}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{2\text{}3}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{\text{}}`$ (v̂) $`\mathrm{}`$ $`\mathrm{}`$ (0) (2)$`x^3`$(4) $`\mathrm{}`$ $`\mathrm{}`$ $`\mathrm{}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ $`\underset{}{(\text{})x^{2\text{}3}(\text{})x^{\text{}}(\text{})x^{\text{}}}`$ (v̂)$`x^{\text{}}`$ (v̂) $`\mathrm{}`$ effect of disturbance (c) $`\mathrm{}`$ $`\mathrm{}`$ (0) (2)$`x^3`$(4) $`\mathrm{}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂) $`\mathrm{}`$ (2) $`x^2`$(3)$`x^5`$ $`\mathrm{}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂) $`\mathrm{}`$ (1) $`x^1`$(3)$`x^3`$ $`\mathrm{}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂) $`\mathrm{}`$ (-) (2)$`x^3`$(4) $`\mathrm{}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂) $`\mathrm{}`$ $``$ no car (2) $`x^2`$(3)$`x^5`$ $`\mathrm{}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂) $`\mathrm{}`$ injected! (1) $`x^1`$(3)$`x^3`$ $`\mathrm{}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂) $`\mathrm{}`$ (0) (2)$`x^3`$(4) $`\mathrm{}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂)$`x^{\text{}}`$ (v̂)$`x^{2(\text{}1)}`$ (v̂) $`\mathrm{}`$ $``$ no effect of disturbance ## IX APPENDIX B: Disturbance at the end of the system (a) $`\mathrm{}`$ $`\mathrm{}`$ $`\mathrm{}`$ $`x^{2(\text{}1)}`$ (v̂) $`x^{\text{}}`$ (v̂) $`x^{2(\text{}1)}`$ (v̂) $`\mathrm{}`$ (v̂) $`x^{2(\text{}1)}`$ (v̂) $`x^{\text{}}`$ (v̂) $`x^\text{}1`$ $`\mathrm{}`$ (v̂) $`x^{\text{}}`$ (v̂) $`x^{2(\text{}1)}`$ (v̂) $`x^{\text{}}`$ $`\mathrm{}`$ $`x^{2(\text{}1)}`$ (v̂) $`x^{\text{}}`$ (v̂) $`x^{2(\text{}1)}`$ (0) $``$ blockage! $`\mathrm{}`$ $`x^{2(\text{}1)}`$ (v̂) $`x^{\text{}}`$ (v̂-2) $`x^\text{}2`$ (1) $`\mathrm{}`$ (v̂) $`x^{2(\text{}1)}`$ (v̂-2) $`x^\text{}2`$ (v̂-1) $`x^1`$ $`\mathrm{}`$ (v̂) $`x^{\text{}}`$ (v̂) $`x^{2(\text{}2)}`$ (v̂-1) $`x^2`$ $`\mathrm{\_}\mathrm{\_}\mathrm{\_}\mathrm{\_}\mathrm{\_}\mathrm{\_}\mathrm{\_}\mathrm{\_}\mathrm{\_}\mathrm{\_}\mathrm{\_}\mathrm{\_}\mathrm{\_}\mathrm{\_}\mathrm{\_}\mathrm{\_}\mathrm{\_}\mathrm{\_}\mathrm{\_}\mathrm{\_}\mathrm{\_}`$ $`\mathrm{}`$ (v̂) $`x^{2(\text{}1)}`$ (v̂) $`x^{\text{}}`$ (v̂) $`x^\text{}1`$ from here on $`\mathrm{}`$ (v̂) $`x^{\text{}}`$ (v̂) $`x^{2(\text{}1)}`$ (v̂) $`x^{\text{}}`$ nothing reminds $`\mathrm{}`$ $`x^{2(\text{}1)}`$ (v̂) $`x^{\text{}}`$ (v̂) $`x^{2(\text{}1)}`$ (v̂) of the disturbance (b) $`\mathrm{}`$ $`\mathrm{}`$ $`\mathrm{}`$ (v̂) $`x^{2(\text{}1)}`$ (v̂) $`x^{\text{}}`$ (v̂) $`x^\text{}1`$ $`\mathrm{}`$ (v̂) $`x^{\text{}}`$ (v̂) $`x^{2(\text{}1)}`$ (v̂) $`x^{\text{}}`$ $`\mathrm{}`$ $`x^{2(\text{}1)}`$ (v̂) $`x^{\text{}}`$ (v̂) $`x^{2(\text{}1)}`$ (v̂) $`\mathrm{}`$ (v̂) $`x^{2(\text{}1)}`$ (v̂) $`x^{\text{}}`$ (v̂-1) $`x^\text{}1`$ $``$ blockage! $`\mathrm{}`$ $`x^{\text{}}`$ (v̂) $`x^{2(\text{}1)}`$ (v̂-1) $`x^\text{}1`$ (v̂) $`\mathrm{}`$ (v̂) $`x^{\text{}}`$ (v̂) $`x^{2\text{}3}`$ (v̂) $`x^1`$ $`\mathrm{\_}\mathrm{\_}\mathrm{\_}\mathrm{\_}\mathrm{\_}\mathrm{\_}\mathrm{\_}\mathrm{\_}\mathrm{\_}\mathrm{\_}\mathrm{\_}\mathrm{\_}\mathrm{\_}\mathrm{\_}\mathrm{\_}\mathrm{\_}\mathrm{\_}\mathrm{\_}\mathrm{\_}\mathrm{\_}\mathrm{\_}`$ $`\mathrm{}`$ (v̂) $`x^{2(\text{}1)}`$ (v̂) $`x^{\text{}}`$ (v̂) $`x^\text{}1`$ from here on $`\mathrm{}`$ (v̂) $`x^{\text{}}`$ (v̂) $`x^{2(\text{}1)}`$ (v̂) $`x^{\text{}}`$ nothing reminds $`\mathrm{}`$ $`x^{2(\text{}1)}`$ (v̂) $`x^{\text{}}`$ (v̂) $`x^{2(\text{}1)}`$ (v̂) of the disturbance (c) $`\mathrm{}`$ $`\mathrm{}`$ $`\mathrm{}`$ (v̂) $`x^{\text{}}`$ (v̂) $`x^{2(\text{}1)}`$ (v̂) $`x^{\text{}}`$ $`\mathrm{}`$ $`x^{2(\text{}1)}`$ (v̂) $`x^{\text{}}`$ (v̂) $`x^{2(\text{}1)}`$ (v̂) $`\mathrm{}`$ (v̂) $`x^{2(\text{}1)}`$ (v̂) $`x^{\text{}}`$ (v̂) $`x^\text{}1`$ $`\mathrm{}`$ (v̂) $`x^{\text{}}`$ (v̂) $`x^{2(\text{}1)}`$ (v̂) $`x^{\text{}}`$ $``$ blockage! $`\mathrm{}`$ $`x^{2(\text{}1)}`$ (v̂) $`x^{\text{}}`$ (v̂) $`x^{2(\text{}1)}`$ (v̂) blockage $`\mathrm{}`$ (v̂) $`x^{2(\text{}1)}`$ (v̂) $`x^{\text{}}`$ (v̂) $`x^\text{}1`$ has no $`\mathrm{}`$ (v̂) $`x^{\text{}}`$ (v̂) $`x^{2(\text{}1)}`$ (v̂) $`x^{\text{}}`$ effect ## FIGURE CAPTIONS Fig 1a: Phase diagram with density profiles for $`\text{v}_{max}`$ = 1 in dependence on the injection rate $`\alpha `$ and the extinction rate $`\beta `$ (according to -) Fig 1b: Phase diagram in dependence on the injection rate $`\alpha `$ and the extinction rate $`\beta `$ ($`\text{v}_{max}`$ = 2) Fig 1c: Phase diagram in dependence on the injection rate $`\alpha `$ and the extinction rate $`\beta `$ ($`\text{v}_{max}`$ = 3) Fig 1d: Phase diagram in dependence on the injection rate $`\alpha `$ and the extinction rate $`\beta `$ ($`\text{v}_{max}`$ = 5). Our investigations are focused on the cases $`\beta `$ = 1, $`\alpha `$ = 1, and $`\beta `$ = 1-$`\alpha `$ marked by dashed lines. Fig 2a: Current for $`\beta `$ = 1 and the maximum velocities $`\text{v}_{max}`$ = 2, 3, …, 10 Fig 2b: Current for $`\alpha `$ = 1 and the maximum velocities $`\text{v}_{max}`$ = 2, 3, …, 10 Fig 2c: Global density for $`\alpha `$ = 1 and the maximum velocities $`\text{v}_{max}`$ = 2, 3, …, 10 Fig 3a: Current in dependence on the injection rate $`\alpha `$ and the extinction rate $`\beta `$ ($`\text{v}_{max}`$ = 5) Fig 3b: Global density in dependence on the injection rate $`\alpha `$ and the extinction rate $`\beta `$ ($`\text{v}_{max}`$ = 5) Fig 4a: Density profiles at the beginning of the system ($`\beta `$ = 1) Fig 4b: Density profiles at the end of the system ($`\beta `$ = 1) Fig 5a: Density profiles for $`\alpha `$ = 1 Fig 5b: Density profiles for $`\alpha `$ = 1 around the critical extinction rate $`\beta _c`$ Fig 5c: Detail from Fig 5b at the beginning of the system ($`\alpha `$ = 1) Fig 5d: Detail from Fig 5b at the end of the system ($`\alpha `$ = 1) Fig 6a: Density profiles from Fig 5b taking only the sites i = 6+5n into account ($`\alpha `$ = 1) Fig 6b: Logarithmic plot of the density profiles for $`\beta `$ $`>`$ $`\beta _c`$ taking only the sites i = 6+5n into account ($`\alpha `$ = 1) Fig 6c: Logarithmic plot of $`\rho _{max}`$ \- $`\rho `$(i=6+5n) for $`\alpha `$ = 1 Fig 6d: Gradient of the density profiles in Figs 6b,c depending on the extinction rate $`\beta `$ ($`\alpha `$ = 1) Fig 6e: Maximum value of the density profiles $`\rho `$(i=6+5n) on i = 1021 ($`\alpha `$ = 1) Fig 7a: Comparison of the density profiles for $`\beta `$ = 1-$`\alpha `$ and $`\beta `$ = 1 Fig 7b: Comparison of the density profiles for $`\beta `$ = 1-$`\alpha `$ and $`\alpha `$ = 1 Fig 8a: Correlation functions for systems with periodic boundary conditions Fig 8b: Correlation functions in the middle of the system for $`\beta `$ = 1-$`\alpha `$ Fig 8c: Correlation functions at the beginning of the system for $`\beta `$ = 1-$`\alpha `$ Fig 8d: Correlation functions at the end of the system for $`\beta `$ = 1-$`\alpha `$
warning/0006/cond-mat0006419.html	ar5iv	text	# Critical Velocity of Superfluid Flow past Large Obstacles in Bose-Condensates ## Abstract By considering the stability of potential flow of a superfluid around large obstacles of size $`R`$, we derive an analytical result for the critical velocity which is of order $`v_c\mathrm{}/mR`$, scaling inversely with obstacle size, in contrast to what is obtained from a Landau criterion. Our results are compared with numerical solutions of the Gross-Pitaevskii equation and with recent measurements of the critical velocity in Bose-Einstein condensates of dilute atomic gases. Dissipationless flow for small, finite velocities is a basic and, originally, defining property of superfluids noz2 . For Bose-Einstein-condensates in dilute atomic gases, this phenomenon was recently investigated by stirring the condensate with a blue detuned laser beam ram ; ono . The associated time dependent repulsive potential of macroscopic size $`R`$, much larger than the healing length $`\xi `$, gives rise to a finite dissipation only above a critical velocity $`v_c`$, where superfluidity breaks down. The rate of dissipation can be obtained either by measuring the amount of heating via the resulting depletion of the condensate ram or, more directly, by observing the asymmetry in density associated with a finite pressure difference across the moving object ono . The latter phenomenon is in fact completely analogous to the current induced asymmetry around defects in a Fermi liquid, as predicted long ago by Landauer as the basic microscopic origin of residual resistance land ; zwe . The measured values of $`v_c`$ are found to be a small fraction $`v_c(0.10.25)c_s`$ of the sound velocity at the trap center with a numerical factor, which appears to increase with density ono . These results are in rough agreement with numerical solutions of the Gross-Pitaevskii equation (GPE) for a moving cylindrical perturbation in a homogeneous fri ; win or inhomogeneous jac2 condensate. In the homogeneous case, for a fixed cylinder size, the critical velocity is around $`0.45c_s`$. Qualitatively this result may be understood in the spirit of the Landau criterion noz2 , by arguing that there is no dissipation as long as the local velocity $`𝒖(𝒙)`$ at any point remains below $`c_s`$. For an incompressible flow, $`𝒖(𝒙)`$ has its maximal value, which is twice the object speed, at the side of the cylinder $`\|𝒙\|=R`$, $`\theta =\pm \pi /2`$ lan6 . Since the local sound velocity is reduced by the depletion of the actual condensate density close to the obstacle, a value $`v_c`$ smaller than $`c_s/2`$ (or $`2/3c_s`$ for a sphere) but independent of $`R`$ is expected from this type of argument. In an inhomogeneous situation like that for atomic condensates in a harmonic trap, the critical velocity will be lowered further because the density decreases away from the trap center. Our aim in the present work is to derive an analytical criterion for the critical velocity of superfluid flow around macroscopic obstacles of size $`R\xi `$ by considering the linear stability of the dissipationless potential flow below $`v_c`$ towards the generation of vortices. For a strongly repulsive potential, $`v_c`$ is of order $`5\mathrm{}/mR`$ i.e. independent of the density and inversely proportional to the obstacle size. Since $`\mathrm{}/m\xi =\sqrt{2}c_s`$, the critical velocity coincides with a fraction of the sound velocity for obstacle sizes $`R(1020)\xi `$, which are in fact typical values considered both experimentally and in the numerical simulations. As pointed out by Nozières and Pines noz2 , the prediction $`v_c\mathrm{}/mR`$ is a generic result for the critical velocity due to vortex generation, as shown e.g. by Feynman’s estimate $`v_c\frac{\mathrm{}}{mD}\mathrm{ln}\frac{D}{\xi }c_s`$ fey for superfluid flow in a long channel with diameter $`D\xi `$ fet . A very similar result for a cylindrical trap was obtained very recently by Crescimanno et al cre . The dynamics of a dilute, weakly interacting Bose-Einstein-condensate (BEC) is accurately described by the GPE for the complex condensate wave function $`\mathrm{\Phi }`$ dal . Since we are considering a bulk situation, it is convenient to normalize $`\mathrm{\Phi }`$ according to $`\|\mathrm{\Phi }\|^2d^3x=N`$. In the rest frame of the obstacle, where the problem is stationary, the energy functional $`[\mathrm{\Phi }]`$ of a homogeneous condensate moving with velocity $`𝒗`$, has the standard form $$[\mathrm{\Phi }]=[\mathrm{\Phi }]𝒗𝓟[\mathrm{\Phi }].$$ (1) Here $$[\mathrm{\Phi }]=d^dx\left[\frac{\mathrm{}^2}{2m}\|\mathbf{}\mathrm{\Phi }\|^2+\frac{g}{2}\|\mathrm{\Phi }\|^4\right]$$ (2) is the condensate energy functional in its rest frame and $$𝓟[\mathrm{\Phi }]=d^dx\frac{i\mathrm{}}{2}\left[\mathrm{\Phi }\mathbf{}\mathrm{\Phi }^{}\mathrm{\Phi }^{}\mathbf{}\mathrm{\Phi }\right]$$ (3) is the momentum functional of the moving condensate. For dilute gases, the interaction parameter $`g=4\pi \mathrm{}^2a/m`$ is determined by the scattering length $`a`$, which is assumed to be positive. Splitting the condensate wave function $`\mathrm{\Phi }(𝒙)=f(𝒙)e^{i\phi (𝒙)}`$ into magnitude and phase, the energy functional (1) takes the form $`[f,\phi ]`$ $`=`$ $`{\displaystyle }d^dx[{\displaystyle \frac{\mathrm{}^2}{2m}}((\mathbf{}f)^2+f^2(\mathbf{}\phi )^2)`$ (4) $`+`$ $`{\displaystyle \frac{g}{2}}f^4\mathrm{}𝒗(\mathbf{}\phi )f^2].`$ In order to calculate the critical velocity, we determine the limit beyond which small fluctuations around the dissipationless potential flow below $`v_c`$ are no longer stable. Since $`\text{rot}𝒖`$ vanishes identically below $`v_c`$, the condensate velocity relative to the obstacle at rest can quite generally be written in the form $$𝒖(𝒙)=\frac{\mathrm{}}{m}\mathbf{}\phi (𝒙)+𝒗,$$ (5) where the term $`\mathrm{}/m\mathbf{}\phi `$ accounts for the backflow induced by the presence of the obstacle. Far from the obstacle, where the density $`f^2`$ is constant, the backflow is necessarily of a dipolar form $$\frac{\mathrm{}}{m}\mathbf{}\phi =A_d\frac{\left(d\widehat{𝒏}(𝒗\widehat{𝒏})𝒗\right)}{r^d},$$ (6) since the dipole is the only function obeying both conditions of vanishing vorticity $`\text{rot}𝒖=0`$ and stationarity $`0=\text{div}f^2𝒖f^2\text{div}𝒖`$. Here $`\widehat{𝒏}`$ is the unit vector in the direction of $`𝒙`$ and $`d=2,3`$ the relevant dimensionality ($`d=2`$ for a moving cylinder, $`d=3`$ for a sphere). For a weak obstacle potential $`V_B\mu `$, the response of the superfluid to the moving object can be treated in first order perturbation theory noz1 . The resulting dipole strength $`A_d\frac{1}{n}\frac{n}{\mu }V(𝒒=0)`$ is determined by the bulk compressibility $`n\kappa =\frac{1}{n}\frac{n}{\mu }=(mc_s^2)^1`$ and the Fourier transform of the potential at vanishing wave vector. For a potential of size $`R`$ this leads to a behaviour $`A_dV_B/\mu R^d`$. In the experiments, however, the repulsive potential is rather strong $`V_B\mu `$ and, in particular, we want to investigate the hard core limit $`V_B\mathrm{}`$, where perturbation theory definitely fails. In this regime the obstacle is equivalent to the boundary condition $`𝒖\widehat{𝒏}\|_R=0`$ of vanishing normal velocity at $`\|𝒙\|=R`$. Provided the backflow has the form given in (6) for arbitrary values of $`r`$, this immediately fixes $`A_d=R^d/(d1)`$. With this approximation, (6) is just the flow pattern of an incompressible, ideal classical fluid around an obstacle, which has a vanishing drag force in a stationary situation $`𝒗=\text{const.}`$ lan6 . To account for the depletion in density due to the finite compressibility of a real BEC, we use the following Ansatz $$f(r)=\{\begin{array}{cc}\sqrt{\frac{\mu }{g}}\mathrm{tanh}\left(\frac{r\delta }{\sqrt{2}\xi }\right)\hfill & \text{for}r>R\hfill \\ \sqrt{\frac{\mu }{g}}𝒜\mathrm{exp}\left(\kappa _\mu (rR)\right)\hfill & \text{for}r<R,\hfill \end{array}$$ (7) with $`\xi =\mathrm{}/\sqrt{2m\mu }`$, $`\kappa _\mu =\sqrt{2m(V_B\mu )/\mathrm{}^2}`$ and obstacle potential $`V_B`$. Equation (7) combines the standard one dimensional solution of the GPE at an infinite potential step with a one-particle wave function which decays exponentially below the barrier $`V_B`$. The latter is a solution of the GPE without the $`\mathrm{\Phi }^3`$ term and thus is valid in the limit $`V_B\mu `$, where the external potential due to the obstacle is much larger than the mean field interaction energy. Matching the logarithmic derivative of $`f(r)`$ at $`r=R`$, leads to the following expressions for $`\delta `$ and $`𝒜`$ $`𝒜`$ $`=`$ $`{\displaystyle \frac{\xi \kappa _\mu }{\sqrt{2}}}\left(\sqrt{1+{\displaystyle \frac{2}{\xi ^2\kappa _\mu ^2}}}1\right),`$ (8) $`\delta `$ $`=`$ $`{\displaystyle \frac{\xi }{2}}\mathrm{ln}\left({\displaystyle \frac{1+𝒜}{1𝒜}}\right)+R.`$ (9) Equation (7) smoothly interpolates on the scale $`\xi `$ between the bulk condensate density $`n=\mu /g`$ far from the obstacle to essentially zero at its center $`r=0`$ (note $`R\xi `$). The Ansatz (7) thus describes a “soft”, penetrable obstacle as realized experimentally. Although (7) is not an exact solution of the 3-dimensional GPE, comparison to numerical solutions shows that the approximation is excellent nor . To calculate the critical velocity of the superfluid flow, we follow a method similar to that used to determine the stability of electrical supercurrents in a wire by Langer and Ambegaokar lan . We consider small deviations around the approximate stationary point $`\overline{\mathrm{\Phi }}=fe^{i\phi }`$ described by equations (6) and (7) which are conveniently written in the form $$\mathrm{\Phi }=(f(𝒓)+w(𝒓))\mathrm{exp}(i\phi (𝒓)).$$ (10) For a general complex function $`w(𝒓)`$, this Ansatz includes both amplitude and phase fluctuations around the stationary solution with phase $`\phi (𝒓)`$. Since the potential flow around the obstacle described by $`\overline{\mathrm{\Phi }}`$ is a stationary point of the energy functional (1), the expansion of $`[\mathrm{\Phi }]`$ up to second order in $`w`$ $$[\mathrm{\Phi }]=[\overline{\mathrm{\Phi }}]+𝒬_{\overline{\mathrm{\Phi }}}[w]+\mathrm{},$$ (11) yields a quadratic form $`𝒬_{\overline{\mathrm{\Phi }}}[w]`$. The eigenvalues of $`𝒬_{\overline{\mathrm{\Phi }}}[w]`$ give the characteristic curvature of $`[\mathrm{\Phi }]`$ at $`\overline{\mathrm{\Phi }}=fe^{i\phi }`$ in function space. In order for $``$ to have a local minimum at $`\overline{\mathrm{\Phi }}`$, which means that the solution is stable, all the eigenvalues of $`𝒬_{\overline{\mathrm{\Phi }}}[w]`$ must be positive. The lowest velocity $`v`$ for which $`𝒬`$ has an eigenfunction with negative eigenvalue thus gives the critical velocity $`v_c`$ for the onset of dissipation in the BEC <sup>1</sup><sup>1</sup>1In the case of a uniform condensate, this approach leads to an eigenvalue spectrum which is positive unless $`v>c_s`$.. The eigenvalue equation $`\frac{\delta 𝒬}{\delta w^{}}=\lambda w`$ can be written in the form $``$ $`{\displaystyle \frac{\mathrm{}^2}{2m}}^2w+\left({\displaystyle \frac{\mathrm{}^2(\mathbf{}\phi )^2}{2m}}\mathrm{}\mathbf{}\phi 𝒗\right)w`$ (12) $`+`$ $`2f^2gw+f^2gw^{}=\lambda w.`$ Similar to the situation discussed in lan , it turns out that a purely complex $`w`$ yields the smallest eigenvalue and thus the smallest critical velocity. Physically this means that the instability is driven by phase fluctuations associated with vortex generation, as also found numerically jac1 . Using $`w=i\stackrel{~}{w}`$, the eigenvalue equation (12) can be written as a Schrödinger equation $$\frac{\mathrm{}^2}{2m}^2\stackrel{~}{w}+V_{eff}(r,\theta ,v)\stackrel{~}{w}=\lambda \stackrel{~}{w},$$ (13) with an effective potential which is determined by inserting the approximations (6) and (7) in equation (12). The effective potential thus has the following form in $`d`$ dimensions $`V_{eff}(r,\theta ,v)`$ $`=`$ $`{\displaystyle \frac{mv^2}{2}}[\left({\displaystyle \frac{A_d}{r^d}}\right)^2\{(d^22d)\mathrm{cos}^2\theta +1\}`$ (14) $`+`$ $`{\displaystyle \frac{2A_d}{r^d}}\{d\mathrm{cos}^2\theta 1\}]+gf^2(r).`$ Examining the effective potential, we find that an attractive well is formed around $`\theta =\pm \pi /2`$, where bound states with negative eigenvalue may develop (see Fig. 1). The depth of this potential well increases with the velocity $`v`$, and thus there is a critical velocity $`v_c`$ beyond which equation (13) has a negative eigenvalue. In agreement with numerical simulations jac1 , $`\theta =\pm \pi /2`$ is the position at the side of the obstacle where vortices are generated at the breakdown of superfluidity, i.e. it is the barrier for vortex creation which vanishes at $`v_c`$. In principle, the velocity at which the lowest eigenvalue of the Schrödinger equation with the anisotropic potential (14) becomes negative may be found numerically. In order to obtain an analytical result which displays the relevant parameter dependence of the critical velocity, however, it is more convenient to use a simple semiclassical estimate for the number of eigenstates in the effective potential sim $$N_{sc}(v)=\left(\frac{\sqrt{2m}}{2\pi \mathrm{}}\right)^dV_d_{V_{eff}<0}d^dx\left\|V_{eff}(r,\theta ,v)\right\|^{d/2},$$ (15) where $`V_d`$ is the volume of the unit sphere in $`d`$ dimensions. Equation (15) gives the number of states which have negative eigenvalue and is just the classical phase space volume of the region where $`V_{eff}<0`$ in units of $`(2\pi \mathrm{})^d`$. The condition $`N_{sc}(v_c)=1`$ thus gives a simple semiclassical approximation for the critical velocity. Introducing reduced units $`\stackrel{~}{R}=R/\xi `$ and $`V_B/\mu `$, the condition $`N_{sc}=1`$ takes the following form for the cylindrical obstacle $`1`$ $`=`$ $`{\displaystyle \frac{\stackrel{~}{R}^2}{8\pi }}{\displaystyle _0^{2\pi }}d\theta {\displaystyle _0^{\mathrm{}}}\rho d\rho \|\mathrm{min}[0,\left({\displaystyle \frac{v_c}{c_s}}\right)^2\{{\displaystyle \frac{1}{\rho ^4}}`$ (16) $`+`$ $`{\displaystyle \frac{2}{\rho ^2}}(2\mathrm{cos}^2\theta 1)\}+2\stackrel{~}{f}^2(\rho )\left]\right\|.`$ For the spherical perturbation the corresponding condition for $`v_c`$ reads $`1={\displaystyle \frac{\stackrel{~}{R}^3}{6\sqrt{2}\pi }}{\displaystyle _0^\pi }\mathrm{sin}\theta d\theta {\displaystyle _0^{\mathrm{}}}\rho ^2d\rho \|\mathrm{min}[0,\left({\displaystyle \frac{v_c}{c_s}}\right)^2\{{\displaystyle \frac{1}{4\rho ^6}}`$ $`\times (3\mathrm{cos}^2\theta +1)+{\displaystyle \frac{1}{\rho ^3}}(3\mathrm{cos}^2\theta 1)\}+2\stackrel{~}{f}^2(\rho )\left]\right\|^{3/2}`$ (17) In (16, Critical Velocity of Superfluid Flow past Large Obstacles in Bose-Condensates) $`\stackrel{~}{f}`$ is the function (7) in reduced units $$\stackrel{~}{f}(\rho )=\{\begin{array}{cc}\mathrm{tanh}\left(\frac{\stackrel{~}{R}}{\sqrt{2}}\left(\rho \frac{\delta /\xi }{\stackrel{~}{R}}\right)\right)\hfill & \text{for}\rho >1\hfill \\ 𝒜\mathrm{exp}\left(\stackrel{~}{R}\sqrt{\frac{V_B}{\mu }1}(\rho 1)\right)\hfill & \text{for}\rho <1.\hfill \end{array}$$ (18) Equations (16) and (Critical Velocity of Superfluid Flow past Large Obstacles in Bose-Condensates) are the main results of this work, providing a simple criterion for the critical velocity of a moving cylinder and sphere. Evidently the ratio $`v_c/c_s`$ depends only on the two dimensionless parameters $`V_B/\mu `$ and $`R/\xi `$. In the limit $`R/\xi 1`$ and $`V_B/\mu 1`$, the function (18) converges to the step function $`\theta (\rho 1)`$. In this limit the integrals in (16) and (Critical Velocity of Superfluid Flow past Large Obstacles in Bose-Condensates) are independent of $`R/\xi `$ and $`V_B/\mu `$. The dependence of the critical velocity on the obstacle radius is therefore simply $$v_c\frac{\mathrm{}}{mR},$$ (19) The proportionality factor for the cylinder and sphere can be easily evaluated giving $`v_c=7.61\mathrm{}/mR`$ and $`v_c=4.82\mathrm{}/mR`$ respectively. The precise numerical factor is in agreement with the lines shown in Fig. 2. It will change in an exact solution of the Schrödinger equation (13), without however, affecting the basic result $`v_c=\text{const. }\mathrm{}/mR`$. As shown in Fig. 2 the numerical integration of (16, Critical Velocity of Superfluid Flow past Large Obstacles in Bose-Condensates) gives critical velocities which very closely obey the $`1/R`$-scaling (19) for radii larger than about $`10\xi `$ or $`15\xi `$ for the sphere or the cylinder. For small radii $`R7\xi `$, the critical velocity becomes larger than the sound velocity. In this regime our approximations are no longer valid and a more microscopic theory is necessary to determine $`v_c`$. Choosing different values for $`V_B/\mu `$, it turns out that the result shown in Fig. 2 remains unchanged down to $`V_B5\mu `$, beyond which $`v_c`$ starts to increase, in agreement with the behaviour found numerically jac2 . Numerical work on a moving cylinder in a homogeneous BEC fri ; win observed a critical velocity of about $`0.45c_s`$ for $`R>\xi `$. No dependence of the results on the obstacle radius was reported, however. Simulations for a trapped BEC and an obstacle with Gaussian object potential reported a critical velocity between $`0.55c_s`$ and $`0.3c_s`$ jac2 , close to the typical values for $`v_c`$ found in this work. In the experiments ram ; ono the blue detuned laser beam which served as a cylindrical obstacle had a radius of $`R20\xi `$ and a potential barrier $`V_B=(6.48)\mu `$. The measured critical velocity in the trapped BEC was about $`(0.10.25)c_s`$. For the values of ref. ram our approach yields a critical velocity $`v_c=0.51c_s`$ for a perturbation moving uniformly in a homogeneous condensate. Compared with the experiments, this is about a factor of two larger. Now, as has been found in recent numerical simulations of the GPE jac2 , the measured critical velocity is lower than in the bulk for two reasons: First of all, in the trapped BEC, the obstacle touches regions of the condensate with lower density and thus a lower velocity of sound. Accordingly vortices will appear first in the outer regions of the condensate and penetrate towards the trap center. Secondly, due to the oscillatory movement, the obstacle creates its own wake, thus lowering the critical velocity further. In the experiment ono the critical velocity was measured for different condensate densities $`n`$ at fixed $`R`$. In contrast to our result (19), the critical velocity seems to scale with $`c_s\sqrt{n}`$ or even more strongly with density. It is possible that this discrepancy is caused by our incompressible fluid approximation for the strength $`A_d`$ of the dipolar backflow. Clearly a more microscopic calculation of $`A_d`$ for strong scattering is required to clarify the situation and also experiments, in which the effective obstacle size $`R`$ is varied at fixed density. In conclusion, we have derived a simple analytical result for the critical velocity of a macroscopic moving obstacle in a BEC. In particular it has been shown that the critical velocity scales inversely with the obstacle size, a prediction which should easily be checked experimentally. We thank W. Ketterle for helpful comments.
warning/0006/astro-ph0006217.html	ar5iv	text	# WFPC2 Stellar Photometry with HSTphot ## 1 Introduction With the installation of WFPC2 in December 1993, Hubble Space Telescope (HST) gained an imager capable of high-resolution stellar photometry. This advance provided a number of opportunities, most notably the ability to obtain deep photometry in crowded fields such as nearby galaxies and globular clusters. However, the severely undersampled WFPC2 point spread function (the FWHM is comparable to a PC pixel and about half a WFC pixel) produces a challenge when attempting to obtain accurate stellar photometry. As a result, issues of the number of PSF points calculated per pixel by the photometry software, and of approximations of quantum efficiency variations and charge diffusion, which cause insignificant errors of well under a percent in well-sampled data, contribute significant errors of order a percent in PC data and greater in WFC data. Because of the vast amount of WFPC2 data available to the astronomical community, HSTphot was developed specifically for its reduction, allowing for the creation of a highly specialized (and efficient) photometry program. The package (hstphot and accompanying utilities) runs from the Unix command line, and has been successfully compiled and run on machines running Solaris and Linux. As a manual is available with the package, this paper is intended to describe and test HSTphot rather than to give a detailed explanation of installation and use of HSTphot. Information on obtaining HSTphot can be obtained from the author by e-mail or from the web. As HSTphot is a continuing project, contributions of improvements, additional utilities, and bug reports and fixes are welcome. Section 2 gives a description of the HSTphot algorithms, and points out many of the differences between HSTphot and the well-known DAOPHOT and DoPHOT packages. This paper is intended more as a description of the routines and choices that were made for this package and some of its differences with DAOPHOT and DoPHOT, rather than as a detailed description of techniques of stellar photometry. The reader is encouraged to read Stetson’s (1987) introduction of DAOPHOT, which gives a very thorough treatment of this subject. Stetson et al. (1990) and Stetson (1994) present later modifications to DAOPHOT, many of which are also implemented in HSTphot. It should also be noted that few, if any, of the techniques and algorithms used by HSTphot are revolutionary. Rather, I am attempting to provide a photometry package in which the set of choices made is as close to optimal as possible for WFPC2 stellar photometry. Section 3 of this paper presents a series of tests that were run on HSTphot photometry, examining its photometric and astrometric accuracy. A comparison with a DoPHOT reduction of the same field is also given. ## 2 HSTphot Algorithms As a PSF-fitting stellar photometry package, HSTphot is not significantly different in concept from the well-known DAOPHOT (Stetson 1987) and DoPHOT (Schechter, Mateo, & Saha 1993) packages. In order to obtain calibrated photometry for an image, the following steps need to be accomplished: * Image Preparation * PSF Determination * Detection of Stars * Iterative Photometry Solution * Aperture Corrections It is assumed below that the data have had bias, dark current, and flat-field corrections made before beginning this procedure, presumably by the STScI pipeline. The necessary files from the STScI archive for HSTphot are the calibrated data image (c0f) and the data quality image (c1f). For clarification, utility names are given in italics in the following sections. For example, “HSTphot” refers to the entire photometry package, while “hstphot” refers to the specific program that runs the photometry solution. ### 2.1 Image Preparation A collection of image preparation utilities is provided with the HSTphot package, which run the necessary processing steps such as masking of bad columns, cosmic ray cleaning, hot pixel masking, etc. The first preparation procedure is the masking of bad columns and pixels, which is done with the mask routine. This simple routine will read the data image (c0f) and the data quality image (c1f) provided by STScI, and proceeds to mask out all pixels that are deemed to be bad - types 1 (Reed-Solomon decoding error), 2 (calibration file defect), 4 (permanent camera defect), 16 (missing data), 32 (other bad pixel), 256 (questionable pixel), and 512 (unrepaired warm pixel). This masking will also eliminate the vignetted region in recent images (very early data quality images do not flag this region). Row 800 and column 800 are also masked out entirely. Because the saturation flag (type 8) in the data quality image is unreliable, all pixels with 3500 or more counts are set as saturated (4095 DN) to avoid ambiguity later in the reductions. All masked pixels are set to the bad data value, -100 DN, and are ignored for the remainder of the photometry. ### 2.2 Image Cleaning and Combination The masked image is then ready for cosmic ray cleaning and combination, a process for which the utility crclean is designed. This utility uses a routine based on the IRAF task CRREJ, itself a more sophisticated version of the elementary “maximum value reject” method of combining images. Crclean is provided a set of images to be combined, which must be taken at the same pointing and with the same filter, and compares the images at each pixel position. All unmasked and unsaturated pixels at that position are scaled for their respective exposure times and compared. The simple procedure would be to use the either median or minimum value of the pixels at a given position as a comparison value (crclean provides both options for the user), and reject all values that fall more than $$\text{max deviation}=\frac{\sigma _{threshold}\sqrt{\text{Read Noise}^2+\text{counts}/\text{Gain}}}{\text{Exposure Time}}$$ (1) away from the comparison value. In this equation, Read Noise and counts are both expressed in DN for simplicity, and Gain is expressed in the usual $`e^{}`$ per DN. The value $`\sigma _{threshold}`$ is user-defined, and is the maximum number of standard deviations away for which a value should be retained. The recommended value of this parameter is near 3, in other words a 3$`\sigma `$ threshold. The pixel values meeting this criterion are then added and scaled to produce an image with an effective exposure time equal to the sum of the individual exposures. The criterion above makes the assumption that all differences between the images result from shot noise and cosmic rays. In reality, of course, slight image shifts, focus changes, and variability in the objects themselves cause this assumption to be incorrect, and thus a more complex solution is required. All of the additional factors listed will produce a variability between images that scales proportionally with counts rather than with the square root of the counts, and thus such a term is added in quadrature to the threshold, $$\text{max deviation}=\frac{\sqrt{\sigma _{threshold}^2\text{Read Noise}^2+\sigma _{threshold}^2\text{counts}/\text{Gain}+c^2\text{counts}^2}}{\text{Exposure Time}}.$$ (2) The constant $`c`$ is user-defined, with values near 1 providing “safe” cosmic ray cleaning, causing values to be rejected only if they are at least twice the comparison value (this is roughly what is required to avoid chopping the peaks of stars in the case where star is centered on a pixel in one image and centered at the corner of four pixels in another). This extension of the threshold formula is also adapted from CRREJ. Finally, in the case of poorly-aligned images (by a few tenths of a WFC pixel), there will be a number of stars for which a pixel in one of the images will contain significantly more of the total light than the same pixel in the other images. This happens on the side of the star, where the PSF slope is the steepest. To prevent this from damaging the stellar images, a final additional level of complexity is added, following Saha et al. (1996). The lower allowable limit (comparison value minus the threshold) from the previous paragraph is retained, but the upper limit is modified as follows. Rather than computing a comparison value and threshold from the values of that pixel in all images, these values are instead computed from the maximum values within a 3$`\times `$3 pixel square centered on that pixel in all images. A second optional cleaning step can be inserted in the reduction process after the cosmic ray cleaning and background determination (below). This step will attempt to locate and mask hot pixels that were neither flagged by the data quality image nor corrected by the STScI calibration pipeline. Unfortunately, the value of such hot pixels is proportional to exposure time and the count rate is stable between images, so crclean, which simply compares the count rate in each pixel with that in other images, will not detect them. This utility, hotpixels, is a very simple utility that masks all pixels meeting both of the following criteria. First, the sky-subtracted pixel value is more than ten times the average of adjacent sky-subtracted pixel values. Second, the sky-subtracted pixel value is more than seven standard deviations above the average value of adjacent pixels. The intent of this utility is not to locate and remove every hot pixel, rather only those that are sitting on blank sky and thus very easy to detect. As likely clear by the descriptions, both cleaning stages are intentionally cautious in the pixels that are thrown away. Given the very sharp PSFs in the WFC images, this approach seems wise, as a star damaged in the cleaning process is extremely difficult to fix, while most false detections that escape the cleaning process will be identifiable in the photometry output due to unusual $`\chi `$ or sharpness values. ### 2.3 Background Determination The sky or background determination is the final mandatory pre-photometry step of HSTphot, and is done with the getsky utility. Obviously this is a task that could also be accomplished within hstphot, but given the occasional need to re-run hstphot with different detection parameters it is preferable to have the sky determined only once. The sky value is calculated at each pixel, using the robust mean of pixel values inside a square “annulus” centered on that pixel. The adoption of the square annulus, rather than the more typical round shape, was made for computational ease (the less multiplication, the faster the program runs). Given that the inner “radius” is sufficiently far from the pixel in question ($``$8 FWHM) that the shape is of little consequence. For the PC, the inner square is 33 pixels on a side and the outer square 45 pixels, thus giving a maximum of 1064 pixels used for the sky determination. The WFC sky calculations use squares of half this size (a 23 pixel outer square and a 19 pixel inner square), with a maximum of 240 pixels used. The robust mean of all unmasked and unsaturated pixels within this area, using a recursive rejection of pixels more than $`2.5\sigma `$ below and $`1.75\sigma `$ above the mean value, is computed. Convergence is determined when a pass rejects no pixels, and the mean sky value from that final iteration is set as the sky value for the pixel. In order to ensure a smoothly-varying background, the sky image is boxcar smoothed to determine the sky values that will be used by hstphot. A few comments regarding the sky calculation process are in order. The sky value can be calculated in one of three ways: a single calculation before the photometry process, a calculation immediately preceding the photometric measurement of a star, and a calculation simultaneous with the photometric measurement. The final choice is the most appealing, as the $`\chi ^2`$ fitting procedure should have little trouble in distinguishing the flat sky from the variable stellar PSF and therefore one can determine the “true” sky value underneath each star with ease. However, as demonstrated by Stetson (1987) and confirmed in my own similar experiments, the quality of photometry, as measured by the tightness of CMD features, is degraded by this process because of the creation of an additional free parameter. Thus with the third choice eliminated, the HSTphot package gives the option of using the first only or a combination of the first and second. The getsky routine determines the a priori sky value at each pixel, while hstphot can determine a modified sky value for a star immediately before the photometry solution and very close to the star, providing the user two good alternatives for use depending on the condition of the data. The selection of the sky region involves a tradeoff between three characteristic size scales. The inner radius must be large enough that the star contributes a very small amount of light. The inner “radius” of 9 WFC pixels was chosen with this in mind, although there is still a measurable contribution of light ($``$0.007% of the starlight per pixel in the sky region, with the exact amount dependent on the filter and temperature) from the star at this distance. The outer radius must be small enough that the background is either constant or can be fit by a plane over the region used. As most of my own projects involve photometry of field populations in Local Group dwarf galaxies, which have essentially a constant background, I chose to not be concerned with this restriction. However, for the sake of consistency, the PC sky region was set to be exactly twice the size of the WFC annulus, thus creating an identical error in the case of rapidly-varying backgrounds. Finally, the number of pixels within the background region must be much larger than the size of the region used for the photometry solution, so as to minimize the noise caused by the finite sky area. With a maximum photometry area of 81 WFC pixels provided by the PSF library, the 240 pixel sky area ensures that any scatter from the sky calculation will be no more than half the shot noise from the sky inside the photometry region. Properties of the optional $`\delta `$sky value that can be determined by hstphot (generally most useful for images with a rapidly-varying background) are given below. Use of this technique will tend to mimic DoPHOT sky determinations, which also calculate a sky value extremely close to the star. ### 2.4 Point Spread Functions As with DAOPHOT and DoPHOT, hstphot’s star brightness and position measurements are made by determining the combination of those parameters that best matches the observed data. Consequently, hstphot needs to have a good estimate of the properties of a stellar image before it can begin the photometry. This is aided by the fact that, small focus changes aside, the stellar PSF is consistent in all WFPC2 data taken with the same filter, making it possible to build a library of typical WFPC2 PSFs to be used as initial guesses when beginning photometry on an image. Because of the undersampled PSFs, it was decided to calculate the synthetic PSFs for a variety of subpixel centerings, with a spacing of every 0.2 PC pixels (25 total centerings) and 0.1 WFC pixels (100 total centerings). These PSFs were calculated using Tiny Tim PSFs, which were generated with subsampling settings of 0.1 PC pixels and 0.05 WFC pixels for additional resolution. Next, a charge diffusion correction was applied to the Tiny Tim PSF, which was equivalent to smoothing the subsampled PSF with a Gaussian kernel of $`\sigma =0.32`$ pixels. (The value of 0.32 pixels was determined by trial-and-error, with this value producing the lowest hstphot median $`\chi `$ value for high signal-to-noise data. The value of 0.32 is probably accurate to within 0.05 pixels.) Finally, a subpixel quantum efficiency variation of roughly a 10% efficiency decrease from center to corner was applied, with this value determined in the same way. The choice of the QE fluctuation amount turned out to have very little impact on the quality of the fits, and was thus difficult to determine accurately, with any value between 5% and 15% returning indistinguishable median $`\chi `$ values. This process was repeated at 64 positions per chip (every 100$`\times `$100 pixels), thus generating a total of 1600 PSFs on the PC and 6400 PSFs per WFC. Again, it should be noted that the use of Tiny Tim PSFs is not new to HSTphot; CCDCAP (Mighell & Rich 1995), for example, uses Tiny Tim PSFs to determine aperture corrections for small-aperture photometry. However, HSTphot provides what is, to my knowledge, the most elaborate application. With the grid of PSFs by chip position and subpixel centering calculated, it is worth examining the effect of using these quantized grids rather than an analytic function (such as what is used by DAOPHOT and DoPHOT). It should first be noted that the errors discussed here are of PSF shape rather than the total PSF size. Thus, while a PSF whose total number of counts was in error by 1% would create photometry with an error of 0.01 magnitudes, a PSF whose central pixel was in error by 1% but whose total size was correct would create a much smaller photometric error. The number of counts in a simple $`\chi ^2`$ PSF fit minimization is $$\text{counts}=\frac{Residual\times PSF/\sigma ^2}{PSF^2/\sigma ^2},$$ (3) which can be simplified to $$\text{counts}=\frac{Residual}{PSF}$$ (4) and $$\text{counts}=\frac{Residual\times PSF}{PSF^2}$$ (5) for limiting cases of extremely bright stars (in which the noise is dominated by the photon noise of the star) and extremely faint stars (in which the noise is dominated by the constant background and readout noise), respectively. Since the total number of PSF counts is correct, the limiting-case bright star, whose photometric measurement is essentially aperture photometry, is completely unaffected by PSF shape errors. For a limiting-case faint star with a typical WFC PSF with about 35% of the starlight in the central pixel, a PSF shape error in which the central pixel of the model PSF is 1% too bright will create an error of +0.007 magnitudes in the photometry. Because of the $`PSF^2`$ term, a similar 1% error involving all four pixels adjacent to the center (which will typically each include 9% of the starlight) would create a magnitude error of just +0.002 magnitudes. Thus the magnitude errors created by the use of a quantized library of PSFs can be determined based on the errors in the central pixel. The WFC chips, which have the sharpest PSFs and thus are the most likely to show errors, are chosen for this analysis. First, the effect of the 100$`\times `$100 pixel grid of PSFs is considered. The typical ratio of the central pixel values for diagonally adjacent chip positions is at most 1.016, implying a worst-case 0.8% central pixel PSF error given the lack of any interpolation in the chip positions. Second, the error from the linear interpolation of PSFs to provide an arbitrary subpixel centering can be estimated. If one compares any PSF in the library to the average of four PSFs diagonal from it, one finds a typical error of 2.8% in the calculated central pixel value. Since linear interpolation errors scale as the baseline squared, this implies a typical central pixel PSF error of 0.7% in the worst-case situation in which the desired position is equally distant from all four nearby library positions. Finally, there is a very small error when interpolating near the center, created by the fact that Tiny Tim calculates its PSFs centered on the central pixel rather than on the corner of four pixels. As the subsampling factors are 10 on the PC and 20 on the WFC and I therefore chose to combine blocks of 10$`\times `$10 and 20$`\times `$20 Tiny Tim pixels to create the library PSFs, the true center of the best-centered PSFs is actually 0.07 pixels off-center in the PC and 0.035 pixels off-center in the WFCs. The effect of this error can be determined by comparing a perfectly-centered PSF to one interpolated from the library, with the error in the central pixel value of the interpolated PSF determined to be 0.3%. Thus three sources of error in the PSF library can be characterized, and are combined for a worst-case error of 1.8% in the central pixel of the PSF, which will generate an error of 0.013 magnitudes in the photometry of a limiting-case faint star. However, the 1$`\sigma `$ scatter in the photometry of the limiting-case faint star will be much smaller, 0.004 magnitudes. Finally, it should be pointed out that our hypothetical limiting-case star actually does not exist, as the limit of constant noise is only reached if the star has zero counts. Any actual detectable star will contribute some amount to the noise, and thus have a smaller random scatter than the 0.004 magnitudes calculated here. Finally, it is worth reiterating that the brightest stars are unaffected by these considerations. Within hstphot, the PSFs are modified further to compensate for the geometric errors of geometric distortion and the 34th row error. Both of these factors decrease the effective pixel sizes, and thus it is necessary to magnify the PSFs accordingly. The geometric distortion pixel sizes are calculated via the Holtzman et al. (1995a) distortion correction equations; the 34th row error (noted by Shaklan, Sharman, & Pravdo 1995) is characterized by row heights calculated from data supplied by Ron Gilliland. The PSF magnification process is quite simple, with the effective pixel width or height used to determine the fraction of the light from a given row or column that should be moved into the adjacent row or column. To compensate for the fact that the actual PSF value on the outer edge of a pixel is much less than the average PSF value within a pixel, and thus the amount of light transferred should be less, the PC and WFC transfer amounts are multiplied by 0.70 and 0.65, respectively. This value is determined for the typical central pixel, with a worst-case error of a 0.3% in the corrected value of the central pixel, or a maximum magnitude error of 0.002 magnitudes in our hypothetical zero count star. Again, the detailed correction of pixels other than the central pixel are of less interest, given that the PSF<sup>2</sup> term in the photometric solution will make such errors negligible. It should be noted that the expansion of PSFs for these geometric errors is a necessity for obtaining accurate PSF-fitting photometry, in addition the the normally-recommended step of multiplying the image by the effective pixel area map (cf Holtzman et al. 1995a). While field-varying PSFs from DAOPHOT or DoPHOT should compensate for the smoothly-varying geometric distortion, the 34th row error needs to be compensated similarly, something which, to my knowledge, is not done in any other photometry package. The use of an uncorrected PSF on an uncorrected image will produce photometry for a star on an affected row in which the shape matches well (thus producing negligible error for faint stars) but the total number of counts detected is 2% too large for bright stars, giving a magnitude error of -0.02 magnitudes. If the data are multiplied by the row size image, the total number of counts are correct (giving correct photometry of bright stars) but the central pixel has an error of 3%, producing a magnitude error of -0.02 magnitudes for the limiting-case faint star. Thus, while the latter case is preferable since the larger random errors should minimize the effect of the systematic +0.02 magnitude shift, in either case one will see a relative error of a few percent between bright and faint stars. Naturally, such an effect only matters significantly for roughly 3% of the stars, but it is my intention that known (and correctable) systematic errors at more than the 1% level be eliminated. ### 2.5 Star Detection The star detection algorithm is very similar to that used by DoPHOT (Schechter et al. 1993). After subtracting the sky image from the data image, the residual is scanned for any peaks. Like DoPHOT, a series of passes are made through the image, first for the brightest peaks, then slightly dimmer ones, etc. At the location of any detected peak, an initial guess is made for the central position of the star using the pixel value-weighted averages of the positions of the peak and adjacent pixels, $$X_{center}=\frac{x_i(R_iR_{min})}{(R_iR_{min})}\text{and}$$ (6) $$Y_{center}=\frac{y_i(R_iR_{min})}{(R_iR_{min})},$$ (7) where $`x_i`$ and $`y_i`$ are the X and Y values of the pixels used, $`R_i`$ is the residual at each pixel, and $`R_{min}`$ is the minimum residual of any of the pixels used in the centroid calculation. Using the centroid position as an initial guess, hstphot then runs a photometry solution to improve the position and determine the star’s brightness. Rather than running a formal nonlinear least-squares procedure, the photometry solution is determined through an iterative process. At each trial position, a quality-of-fit parameter is determined at the trial position and eight adjacent positions, with a stepsize of 0.2 pixels in the PC and 0.1 pixels in the WFC used to match the spacing of the PSF grid. If the current trial position provides the best fit, the solution is considered converged; otherwise the best fit becomes the new trial position and the process is repeated. After convergence, if the signal-to-noise (defined in the next section) of the star equals or exceeds the user-defined detection threshold, the star is kept; otherwise it is rejected. As noted above, this is nearly identical to DoPHOT’s star detection procedure, but is significantly different from DAOPHOT’s. DoPHOT and HSTphot both scan the image for stars, and run a photometry solution to determine if the star has a signal-to-noise at or above the threshold value. In contrast, DAOPHOT uses a convolution of the image with a Gaussian of user-defined FWHM to detect locations where stars appear to be. Such a routine will fail in cases in which the PSF FWHM changes significantly over the image and cases in which the background is variable. In either case, the DAOPHOT detection limits will be poorly-defined, with a field-varying PSF causing fewer detections in regions where the FWHM is different from the value used in the convolution and a variable background creating fewer detections over small background and excess detections over high background. Thus the method used by DoPHOT and HSTphot is more robust, providing a more uniform signal-to-noise threshold for the star detections. As noted in section 2.3, hstphot allows the user to either accept the getsky sky image or determine a sky value adjustment before each photometry measurement. If the $`\delta `$sky option is used, the sky modification is calculated immediately beyond the photometry radius, at a distance of roughly 5.5 pixels from the star in PC images and 4 pixels in FC images. This value, again calculated using a robust median routine, is subtracted from the residuals during the photometry solution. Because a sky level determined so close to the star will invariably measure some of the starlight as well, the PSFs are also adjusted by subtracting the robust mean in the same region from all PSF values during the photometry solution. The quality-of-fit parameter that is maximized in the search for the star’s center is based on the detected signal, formal error, and $`\chi `$ determined at each point. These values are defined as follows, calculated over a circular aperture with an effective radius of 3 pixels in the PC and 2 pixels in the WFCs. (These radii contain $``$80% of the total starlight, using the encircled energy measurements of Holtzman et al. 1995a.) $$\text{signal}=(\underset{x,y}{}R_{x,y}\times PSF_{x,y}/\sigma _{x,y}^2\times wt_{x,y})/(\underset{x,y}{}PSF_{x,y}^2/\sigma _{x,y}^2\times wt_{x,y}),$$ (8) $$\text{error}=(\sqrt{\underset{x,y}{}PSF_{x,y}^2/\sigma _{x,y}^2\times wt_{x,y}^2})/(\underset{x,y}{}PSF_{x,y}^2/\sigma _{x,y}^2\times wt_{x,y}),\text{and}$$ (9) $$\chi ^2=[\underset{x,y}{}(R_{x,y}\text{signal}\times PSF_{x,y})^2/\sigma ^2\times wt_{x,y}]/(\underset{x,y}{}wt_{x,y}).$$ (10) $`R_{x,y}`$ is the residual after subtraction of the sky, $`PSF_{x,y}`$ is the value of the PSF at the trial chip position and subpixel centering, and $`\sigma _{x,y}`$ is the expected uncertainty of the measurement at that pixel, $$\sigma _{x,y}^2=R_{x,y}+sky_{x,y}+\text{Read Noise}^2.$$ (11) In order to prevent $`\chi ^2`$ from becoming extremely large for bright stars because of PSF errors which cause $`R_{x,y}\text{signal}\times PSF_{x,y}`$ to grow proportionally to the star’s brightness, a factor of $`c^2\text{signal}^2\times PSF_{x,y}^2`$ is added to $`\sigma _{x,y}^2`$ for the determination of $`\chi `$, with $`c`$ values of 0.19 in the PC and 0.25 in the WFC providing a median $`\chi `$ near one in the final photometry. This addition is similar to the change from Equation 1 to Equation 2 in the cosmic ray rejection algorithm. Finally, the $`wt_{x,y}`$ is a weighting factor equal to $$wt_{x,y}=R_{eff}+0.5\sqrt{(xx_c)^2+(yy_c)^2},$$ (12) but not allowed to exceed one or drop below zero. $`R_{eff}`$ is the effective radius (3 PC pixels or 2 WFC pixels), and $`x_c`$ and $`y_c`$ are the X and Y positions of the trial position for the star’s center. Using the calculated signal, error, and $`\chi `$ values, the goodness-of-fit parameter is defined as $$\text{fit}=\text{signal}/(\text{error}\times \sqrt{\chi ^2+0.1}).$$ (13) This goodness of fit is essentially the signal-to-noise ratio weighted by $`1/\chi `$, with the factor of 0.1 added to ensure that the equation does not become infinite should a lucky star be perfectly-fit. The use of this goodness-of-fit parameter rather than a standard $`\chi `$ minimization is to increase the “capture radius,” the maximum error in the centroid position that would permit the star to be located by the photometric solution. If a $`\chi `$ minimization is used, an initial position estimate that falls part way down the side of the star is as likely to slide down the profile and locate the first available peak as it is to climb up the profile to the peak. However, the multiplication by the signal-to-noise will ensure that even if the initial position estimate is well off, the star will be found. After the entire frame has been searched for stars of all brightness levels, all detected stars are subtracted from the residual image and the process repeated, allowing stars located in the wings of brighter stars to be located. The star list is then cleaned, combining any two stars separated by less than 1.5 pixels, and the photometry solution is begun. ### 2.6 Solution and Output The photometry solution runs nearly identically to that of DoPHOT, using an iterative solution. At the start of each iteration, all stars whose neighbors’ photometry was significantly changed in the previous iteration are flagged for solution. “Significantly changed” in this case means that one of the following conditions was true. * The star’s determined counts was zero. * The star’s center moved by more than 0.3 PC pixels or 0.15 WFC pixels. * The photometry changed by more than 1 count and by more than 0.0005 magnitudes. * The star came within 1.5 pixels of a neighbor and was combined. The photometry of the flagged stars is then calculated, from the brightest to the faintest, with the procedure described in the previous section used to redetermine the positions and brightnesses. During the solution of a given star, all other stars in the frame are subtracted out. The iterative solution is considered “partially converged” after at least two iterations have run and no stars were eliminated in the previous iteration. After the first iteration in which this is the case, the PSF residual (described in the following section) is calculated. The solution is considered completely converged after a user-defined maximum number of iterations have run or after no stars are flagged following an iteration. This solution technique, like the initial star detection process, turned out to be very similar to that used by DoPHOT. However, there are a few significant differences that should be noted. DoPHOT uses a nonlinear $`\chi ^2`$ minimization routine that determines the best position and brightness through a single minimization. HSTphot, on the other hand, maximizes its goodness-of-fit parameter by calculating that value directly at a range of positions. Given that the topology of the search space is well-behaved for a star, such a method is advantageous in that the determination of the goodness-of-fit at a single position is straightforward (using the equations in the previous section) and storing the previous trial fit values in memory will make it trivial to avoid duplicate measurements at the a position. Additionally, the fact that all data are similar allows HSTphot to use a search stepsize that is sufficiently fine to allow good fits while sufficiently large to permit a rapid convergence. The issue at stake is one of efficiency rather than accuracy, with HSTphot reducing data at the same or greater speed than DoPHOT. An additional difference is seen when comparing HSTphot and DoPHOT with DAOPHOT. While the first two packages share a one-star-at-a-time solution technique, DAOPHOT will solve for all overlapping stars simultaneously. The speed penalty here is considerable, with an order of magnitude difference in running speed between DoPHOT and DAOPHOT reported by Schechter et al. (1993), thus raising the question of whether or not a simultaneous solution of neighboring stars is actually necessary. Given the facts that the cores of WFPC2 PSFs are extremely narrow and that an iterative solution can continue until the faint neighbor stars have converged properly, it would seem that an iterative one-star-at-a-time solution will produce equally good photometry of neighbor stars as will the more sophisticated DAOPHOT method. This assumption is verified through a comparison of HSTphot and DAOPHOT photometry presented by Dolphin (1999) for the WLM globular cluster, as well as a more recent comparison of photometry of the Cassiopeia dwarf spheroidal galaxy presented by Dolphin et al. (1999), with HSTphot producing sharper CMDs with more stars in both cases. Although it is not claimed that the one-star-at-a-time iterative method produces better photometry, these examples demonstrate that it will not significantly hurt the photometry, even in the case of the very crowded WLM globular cluster field. After convergence is reached or the maximum number of iterations have run, a final photometry iteration is attempted to improve the accuracy. Note that in all previous photometry stages, star positions are only determined at the PSF library grid points (every 0.2 pixels in the PC and 0.1 in the WFCs). In order to improve both astrometric and photometric accuracy, this final iteration determines the best position to the nearest 0.01 pixels, using linear interpolation to compute the PSF at any arbitrary position. As with the previous photometry solutions, this initially involves stepsizes equal to the PSF library grid spacing, but the stepsizes are allowed to contract in this step to provide the more accurate solution. The hstphot output contains the following information: position, counts, sky level, instrumental magnitude, magnitude uncertainty, $`\chi `$, signal-to-noise, sharpness, and object classification. The signal-to-noise reported here is signal/error as determined in equations 8 and 9, divided by $`\chi `$ if $`\chi >1`$ to provide an accurate estimate of the error. This signal-to-noise value is also used in determining the magnitude uncertainty. The instrumental magnitude includes the CTE and zero point corrections that are presented in a companion paper, although the code is included (commented out by default) for the Whitmore, Heyer, & Casertano (1999) CTE corrections. The reported sharpness is a value which would be zero if the star were perfectly-fit, $`1`$ if it were completely flat, and positive if it were sharper than the typical star. Its definition is $$\text{sharp}=\frac{_{x,y}(R_{x,y}/\text{signal}PSF_{x,y})\times (PSF_{x,y}<PSF>)/\sigma _{x,y}\times wt_{x,y}}{_{x,y}(PSF_{x,y}<PSF>)^2/\sigma _{x,y}\times wt_{x,y}},$$ (14) with $`<PSF>`$ being the weighted average of the PSF as defined by $$\text{sharp}=(\underset{x,y}{}PSF_{x,y}^2/\sigma _{x,y}^2\times wt_{x,y})/\underset{x,y}{}PSF_{x,y}/\sigma _{x,y}^2\times wt_{x,y}).$$ (15) Finally, the object classification comes from a comparison of the $`\chi `$ values of fits of the object using the best stellar profile, a single pixel without background (ie, a hot pixel or cosmic ray), and a flat profile (an extended object). If either the cosmic ray or extended profiles provide the best fit, the object is flagged accordingly. Otherwise, one of three star classes is used: a star detected in the first finding pass, a star detected in the second pass and thus likely a close companion of a brighter star, or a star combined from two stars during the photometry process and thus likely a marginally-resolved pair. ### 2.7 PSF Adjustment As noted in the previous section, a PSF residual image is calculated for each chip after the first iteration in which the solution is partially converged. This step, which will adjust the library PSFs for the particular focus and tracking conditions of the image being solved, is necessary because of the implications of equations 4 and 5 - photometry of a bright star depends primarily on the total number of counts in the PSF (which should always be accurate) while that of a faint star depends on the shape of the PSF. In concept, this modification of the library PSFs is similar to the DAOPHOT calculation of a residual used to modify its analytic PSFs. Thus, any error in the PSF caused by the assumption that the library PSFs are correct in every image will have little impact on the bright stars, but the magnitudes of the faint stars will be systematically in error. Stetson (1992) reported systematic errors of up to 0.25 magnitudes over a span of $``$6 magnitudes in WF/PC data; my own experiments comparing PSF-fitting photometry using unadjusted library PSFs with aperture photometry show deviations of up to 0.15 magnitudes over a similar magnitude range in WFPC2 images, with a typical image showing systematic devaitions of 0.05 magnitudes. Thus it is necessary to calculate a PSF residual image for each frame. A set of stars meeting the following criteria is selected as the set of PSF stars. * -0.5 $``$ sharp $``$ 0.5 * $`\chi `$ $``$ 4 * The star is more than the PSF radius (6 PC pixels, 4 WFC pixels) away from the edge of the usable chip area * There are no saturated or masked pixels within the PSF radius of the star. * No brighter star is within 9 PC pixels or 6 WFC pixels of the star. * No fainter star with at least half the brightness is within the PSF radius of the star. The PSF residual is then calculated through an iterative process. First, the average residual around the PSF stars is determined through a robust mean at each point, comparing the residuals around the individual stars (weighted by 1/counts, of course). Simply adding the residual to the current PSF, however, will not conserve the number of counts in the PSF, as the mean residual can (and usually will) have a nonzero sum. Since the true PSF should be proportional to the sum of the current PSF and the mean residual, the corrected PSF is set to be $$newPSF_{x,y}=c(PSF_{x,y}+R_{x,y}),$$ (16) where $`R_{x,y}`$ is the mean residual at the point and $`c`$ is a constant chosen to conserve the PSF size, $$1/c=1+(x,yR_{x,y})/(x,yPSF_{x,y}).$$ (17) After each modification of the PSF in the iterative process, the photometry of all PSF stars and their neighbors is recalculated. This process continues until convergence is reached, with convergence defined by no PSF point being changed by more than $``$0.1% of the total starlight. Typically, the adjustments made to the library PSFs are small, with the central pixels adjusted by less than 3% of the total starlight, indicating FWHM changes of $``$9%, assuming that a typical central pixel contains 34% of the total light. In a typical trial image, the addition of the PSF residual image reduced the median $`\chi `$ values by 6%. ### 2.8 Aperture Corrections The final step necessary to have properly calibrated photometry is to determine and apply aperture corrections, the average difference between aperture photometry with a 0.5 arcsec radius used by H95 and the PSF-fitting magnitudes determined by hstphot. It should be noted that, since the Tiny Tim PSFs are calculated with a 0.5 arcsec radius and normalized to a total PSF value of 1.0, and since the total PSF brightness is conserved in both the PSF calculations and in the PSF residual calculation, the application of aperture corrections should not be necessary in theory. This is actually close to the truth in practice as well, with aperture corrections in fields with a constant background and bright, well-separated stars generally being no more than a few hundredths of a magnitude. This provides the luxury of the user being able to omit the aperture corrections altogether in cases where a lack of bright, isolated stars would produce aperture corrections uncertain by more than this amount. The utility provided for this task is getapcor, which identifies up to a user-defined number of good stars in each image with more than a user-defined minimum number of counts. The selection criteria for these stars are similar to those for PSF stars, and are listed below. * Must have been classified as a star * -0.5 $``$ sharp $``$ 0.5 * $`\chi `$ $``$ 2.5 * At least 0.75 arcsec from the edge of the field or any saturated or masked pixels * At least 0.75 arcsec from any brighter star All stars that meet these criteria have the number of counts falling within the 0.5 arcsec aperture calculated, with each value decreased by a sky value determined in the annulus from 0.5 to 0.75 arcsec from the star. The aperture correction for the star is simply $$\mathrm{\Delta }mag=2.5\mathrm{log}(\frac{C_{aperture}}{C_{hstphot}}),$$ (18) where $`C_{aperture}`$ and $`C_{hstphot}`$ are the counts within the aperture measured by getapcor and the counts measured by hstphot, respectively. Another robust mean routine is used to determine the overall aperture correction for each chip, based on the $`\mathrm{\Delta }mag`$ values for all of the aperture stars. ### 2.9 Multiphot A recent addition to the HSTphot package is multiphot, a program designed to simultaneously solve multiple images in a single run. Again, this concept is far from new, and is to hstphot what ALLFRAME (Stetson 1994) is to DAOPHOT. The primary advantages in using multiphot rather than hstphot are that it is easier to compensate for bad pixels or cosmic rays that are only in one image and that a more accurate photometric solution is obtained by reducing the number of free parameters per star from $`3\times N_{images}`$ (X, Y, and counts in each image) to $`2+N_{images}`$ (global X and Y positions and counts determined in each image). However, there is somewhat of a tradeoff involved - in order to prevent multiphot from using too much memory (hstphot allocates about 20 Mb per image), some simplifications had to be made, along with the use of 32-bit floating point rather than 64-bit. The simplified photometry, which affects the expected noise at each pixel, increases uncertainties by roughly 0.005 magnitudes for bright stars, while the increased roundoff error contributes another 0.002 magnitudes of uncertainty. Given a limiting accuracy of about 0.011 magnitudes determined for multiphot, these uncertainties will contribute little to the overall error budget. Overall, the multiphot algorithms are nearly identical to those in hstphot. The only significant exception is the necessary one: when determining the goodness-of-fit of a trial position, a combined signal, error, and $`\chi `$ are used instead of just the values from a single image. (All PSF information is separate for the exposures, of course, with a different residual image calculated for each image being reduced.) However, there are a few additional complexities that must be addressed by multiphot. The most significant additional problem faced by multiphot is that the images need to be properly aligned. To ensure accurate PSF-fitting magnitudes, the accuracy needs to be accurate to at least 0.1 WFC pixels. Thus the alignment issue requires a correction for geometric distortion (which increases the offsets between two images by up to 2% at the corners compared with the center), the filter-dependent plate scale (which causes a shift of $``$0.4 pixels between F555W and F814W positions in the corners), and of course an overall shift. The Holtzman et al. (1995a) distortion equations are adopted to determine the change in the offset as a function of position, while the overall shift in X and Y can be easily determined by multiphot through a comparison of star positions on the two frames. No rotation is solved for, nor is any necessary in fields that I have examined with multiphot. The filter-dependent plate scale changes are more difficult to correct. Initially, the Trauger et al. (1995) wavelength-dependent distortion corrections were used to correct for both this and the geometric distortion, but this proved to be inadequate. Thus it was necessary to use the empirically-determined Holtzman et al. (1995a) distortion correction (which was calculated for F555W) and to determine the filter-dependent corrections empirically, something that was done by examining archival images of the Omega Centauri standard field taken in all 19 HSTphot filters (except for F170W). The F170W correction was determined from other archival data. The form of the corrections was adopted from fits to the Trauger et al. (1995) correction equations, despite the known errors, for lack of any better source of information. $$X_{filt}=(X_{F555W}400)\times c_{filt}\times [1+7\times 10^7((X_{F555W}X_c)^2+(Y_{F555W}Y_c)^2)]+400,$$ (19) and $$Y_{filt}=(Y_{F555W}400)\times c_{filt}\times [1+7\times 10^7((X_{F555W}X_c)^2+(Y_{F555W}Y_c)^2)]+400.$$ (20) $`X_{filt}`$ and $`Y_{filt}`$ are the X and Y positions in any filter, $`X_{F555W}`$ and $`Y_{F555W}`$ are the positions of the same star on an F555W image, $`c_{filt}`$ is the filter-dependent term and values are given in Table 1, and $`X_c`$ and $`Y_c`$ are roughly equal to 384 on the PCs and 394 on the WFCs. Finally, in order to provide a meaningful combined count total, it is necessary for multiphot to determine apply aperture corrections to the count rates from the individual images. This is done with a routine nearly identical to getapcor, except that it is more forgiving of bad points in the wings of the stars. (Given a set of many exposures, it would likely be impossible to find any good PSF stars that were completely free from bad pixels in all images.) The output from multiphot is identical in format to that from hstphot, except that the photometry information is listed individually for all frames processed, as well as combined photometry provided for every filter that was included. ## 3 Tests of HSTphot An F555W WFC2 image of IC 1613 is displayed in Figure 1, with the detected stars and cosmic rays subtracted from half the image in order to provide in initial “sanity check” on HSTphot. (Note that the white lines and dots are the masked bad columns and hot pixels, not residuals.) In general, hstphot appears to be treating objects as it should. The galaxies are left alone, aside from what are either foreground stars or clusters or HII regions in the galaxies, which indicates that the object classification scheme in hstphot is working properly. The stellar residuals themselves also provide a sanity check. The lack of similar features in the bright residuals is evidence that the average PSF is correct, and that the PSF residual image was correctly determined. The lack of monopole residuals in the stars likewise indicates proper PSF width and star brightness determinations. The lack of dipole residuals (highly positive on one side and highly negative on the other) is indicative of proper centering. Although this is certainly not a quantitative test, it gives evidence that, at the very least, HSTphot isn’t completely off target in its methods. More detailed (and quantitative) comparisons follow in the next sections. ### 3.1 Photometric Reliability In order to determine whether or not HSTphot photometry is reliable, a comparison was made between photometry of eight combined 2400s F555W images of a field in IC 1613. The data were taken with four dithering positions, essentially providing four independent sets of observations of the same field. (In fact, it should be noted that the dithering provides something of a worst-case comparison, as stars centered in one image are on the edge or corner in the others.) The data were processed in the standard way, with each image combined from two 1200s images for cosmic ray removal, and run through HSTphot independently. (Note that Multiphot could have been used to produce more accurate photometry, but the resulting photometry would not have been completely independent.) The results of the comparisons between the fields are shown in Figure 2, with a 1$`\sigma `$ line plotted through the data. Hstphot uncertainties for the points are shown for comparison in the bottom panel. The hstphot uncertainties match the measured 1$`\sigma `$ uncertainties well, except at the bright end where there appears to be a minimum error of 0.027 magnitudes. Part of this error is due to the assumption that none of the stars in these data are variable, which is incorrect. After running a variable star analysis and retaining only the stars that are apparently non-variable, the minimum error in the HSTphot photometry drops to 0.02 magnitudes. If using multiphot, the reduced number of free parameters in the photometric solution decreases the error further, with a minimum of image-to-image scatter of 0.01 magnitudes observed, consistent with Stetson’s (1998) result in his CTE solution. ### 3.2 Astrometric Reliability Although HSTphot was not designed to produce precision astrometry, its fairly careful treatment of PSFs provides accurate stellar position measurements. The data used in the previous section can also be used to test HSTphot’s astrometric accuracy. This was first attempted by simply removing the Y offsets from the 34th row error, applying the Holtzman et al. (1995a) geometric distortion equations and applying a global offset for each star. The results are shown in Figure 3, with a limiting astrometric accuracy of $``$10 mas for the bright stars. This scatter is largely from the use of a global offset, rather than independent offsets for each chip, and reflects astrometric uncertainties in attempting a single astrometric solution for all four chips. As Anderson & King (1999) have demonstrated, high-precision astrometry can be made by comparing star positions to a grid of nearby bright stars. Making a similar comparison with the HSTphot data significantly improves the quality of the astrometry. Results are shown in Figure 4, with the limiting astrometric accuracy reduced to 0.05 pixels in each chip (2.5mas in the PC and 5.4mas in the WFCs). This value, which corresponds to 0.03 pixel accuracy in both X and Y directions, is similar to values quoted by Anderson, King, & Meylan (1998). Given that the PSF library is only calculated with resolution of 0.2 pixels in the PC and 0.1 pixels in the WFCs and are interpolated to intermediate values, this accuracy is surprisingly good and could presumably be improved further if a finer grid of PSFs were calculated. ### 3.3 Object Classification The classification of non-stellar objects is critical to obtaining accurate stellar photometry, as such objects would otherwise contaminate the CMD. Three columns of the hstphot output are useful in classification. First is an object type, as described in Section 2.5. It is a safe assumption that all objects determined to be non-stellar should be omitted. The residual shown in Figure 1 omits extended objects, and subtracts cosmic rays (single pixels) as such rather than as stars. The second useful column is the object’s sharpness, also defined in Section 2.5. Figure 5 shows all objects in one of the IC 1613 images, with cosmic rays and extended objects (as determined by hstphot via object type determination) plotted with circles and squares. The “stars” well above the principal trend (at sharpness $``$0.4) are multi-pixel cosmic rays, which were not identified by hstphot since its cosmic ray model is a single pixel. In general, requiring a sharpness between -0.3 and +0.3 should reject most cosmic rays and extended objects that were not classified by hstphot, while retaining most of the stars. Finally is the $`\chi `$ column, which simply gives the quality of the fit. The bottom panel of Figure 5 shows all objects, with $`\chi `$ plotted against counts. The unidentified cosmic rays seen in the sharpness plot are also seen here, with $`\chi `$ values of greater than 3 or 3.5, and either limit thus useful for eliminating false detections. The use of other poorly-fit stars depends on the quality of the data and the application. These plots permit the determination of selection criteria for hstphot output. If one needs a complete CMD, a $`\chi `$ threshold of 3 should keep most of the stars, but if a clean CMD is preferable a $`\chi `$ threshold of 1.5 will eliminate most detections. The $`\chi `$ limit should be relaxed in the case of very crowded images, such as what is seen in star clusters and in the denser regions of Local Group galaxies. A plot similar to that given in the bottom panel of Figure 5 will quickly determine the appropriate cutoffs for any given situation. ### 3.4 Comparison With DoPHOT Comparison photometry on one the WFC2 chip of one of the IC1613 images was provided by Jennifer Christensen using DoPHOT, as described by Saha et al. (1996), with aperture corrections and calibration but the no CTE or zero point corrections applied. Likewise the hstphot magnitudes were given aperture corrections but no CTE or zero point corrections. Given that HSTphot is somewhat of a black box with very few adjustable parameters, my photometry using HSTphot is probably identical to what anyone else would obtain. The DoPHOT photometry package was run in the manner prescribed by Saha et al. (1996). As this method is optimized for Cepheid studies and thus uses a background region very close to the star, the $`\delta `$sky option was used in the HSTphot reduction as well to avoid an inherent advantage given to HSTphot by the use of a larger sky region. The differences between the HSTphot and DoPHOT F555W and F814W magnitudes are shown in Figure 6, and show no significant differences. Overall, the median difference is +0.001 magnitudes, with a slight (0.01 magnitude) difference in the individual filters that is comparable to the uncertainty in the HSTphot aperture corrections and thus not significant. The respective CMDs are also shown in Figure 7, with the HSTphot CMD a few hundredths of a magnitude narrower in most places and containing significantly fewer bad points (such as the “stars” to the red of the red giant branch). Table 2 shows the average and scatter in F555W-F814W values for two regions of the comparison CMDs - the upper RGB ($`20`$ stars) and the red clump ($``$400 stars) - with HSTphot returning the sharper feature in both cases. Unfortunately, the low signal-to-noise does not permit a meaningful comparison of the main sequence and lower RGB regions, with scatter photon noise alone being $`>`$0.1 magnitudes and will thus dwarfing any minor differences caused by the photometry programs. ## 4 Discussion A new photometry package, HSTphot, has been developed specifically for the challenges of reducing WFPC2 data. Although HSTphot borrows many of its concepts from previous reduction software, its focus on addressing one specific problem provides for the development of a package that reduces WFPC2 data very efficiently and accurately. A second program, multiphot, is also briefly described. This program applies modified HSTphot routines to multiple images in order to run photometry simultaneously. This program will likely be the most useful in the end, although it is newer and thus has not seen as much use (and received as much testing) as hstphot. As noted in the introduction, a manual is provided with the HSTphot package, and contains instructions for installation of the package, preparing the data, and running hstphot and multiphot. Tests of HSTphot produced encouraging results about its photometric and astrometric reliability. A test of the residuals showed that hstphot fits PSFs, centers stars, and measures brightnesses correctly. It appears to have a limiting external (image to image) photometric accuracy of $``$0.02 magnitudes, and an astrometric accuracy of $``$0.05 pixels in position (0.03 pixels in X and Y). A comparison with DoPHOT reduction of a field showed no systematic differences, although HSTphot returned a cleaner CMD with less scatter in the major features and fewer obviously bad points. One significant advantage in using a package designed specifically for WFPC2 is that HSTphot runs with almost no user interaction required. This is possible because the number of chips, vignetted regions, rough PSF sizes, etc. are the same in every image. This specialization has two benefits. First is that the HSTphot routines are optimized for WFPC2 data, and thus run quickly. Second is that because many of the parameters are predetermined, HSTphot requires minimal user input and can be run easily in batch mode. For example, for the CTE study that I made using HSTphot, the entire 1000+ images of Omega Centauri and NGC 2419 were reduced at a rate of about 7.5 minutes per image, including sky calculation, aperture corrections, and alignment. This speed is comparable to the rate at which the STScI archive provided the data. HSTphot is also being used by the HST Snapshot Survey of Nearby Dwarf Galaxy Candidates (Seitzer et al. 1999) to provide uniform photometry of the sample of galaxies, as well as by other users. I would like to thank Jennifer Christensen for providing the DoPHOT comparison photometry and Ron Gilliland for providing the data used for the 34th row correction. I would also like to thank Dan Zucker and Ted Wyder for help with debugging HSTphot and facilitating the port to linux. This work was supported by NASA through grants GO-02227.06-A and GO-07496 from Space Telescope Science Institute.
warning/0006/gr-qc0006103.html	ar5iv	text	# 1 Introduction ## 1 Introduction A model for dealing with the potential dynamical content of the operators associated with diffeomorphisms in the quantum regime was recently presented in . Accepting the (centrally-extended) abstract Virasoro group as the only physical input of the theory, a spacetime notion inside the group was found for only a critical combination of the central extension parameters. The resulting physical model presented an ensemble of coexisting spacetimes, mixed at the quantum level by the action of diffeomorphisms, while a correction to Polyakov’s two-dimensional gravity action was found in the semi-classical limit. The main goal of this paper is the study of the coupling of new dynamical degrees of freedom, eventually interpretable as matter, to the previous model. Symmetry being our unique physical guide, we can resort only to algebraic structures in order to gain intuition regarding the manner of inserting the new modes. In particular, we are interested in a Lie algebra structure containing the Virasoro algebra as a subalgebra, in order to incorporate the pure gravity model, and coupling the diffeomorphism algebra to the new modes in a non-trivial way. It is by no means obvious that the enlarging the original algebra preserves the critical way in which spacetime emerged; that is, as associated with a critical value of the conformal charge. The abstract approach followed here has the advantage of a clear and non-ambiguous definition of the mathematical structure of the physical system, but poses the serious problem of its physical interpretation. We have no other alternative than offering an a posteriori interpretation of the model depending of the concrete realization of the system. In some sense, any fundamental theory (as opposed to an effective one) must confront and solve this pitfall. The simplest Lie algebra that fulfils the previous requirements is an affine Kac-Moody Lie algebra under the semi-direct action of the Virasoro group, and this will be our choice in the present paper. More specifically, and motivated by Julia and Nicolai’s analysis of two-dimensional gravity, where matter fields live on the quotient space of a finite-dimensional non-compact group, we shall choose a non-compact Kac-Moody group to implement the new degrees of freedom. Again on behalf of simplicity in this first approach to the problem, our choice will be the most manageable one; that is, we study $`SU(1,1)`$-Kac-Moody. This symmetry has also recently been considered for constructing coset models for black holes . Thus, the Lie algebra $`𝒢`$ defining our physical system is: $`[\widehat{Z}_n,\widehat{Z^{}}_m]`$ $`=`$ $`2i\widehat{\mathrm{\Phi }}_{n+m}2(\alpha n+{\displaystyle \frac{K}{2}})\delta _{n+m}\widehat{I}`$ $`[\widehat{\mathrm{\Phi }}_n,\widehat{Z}_m]`$ $`=`$ $`i\widehat{Z}_{n+m},[\widehat{\mathrm{\Phi }}_n,\widehat{Z^{}}_m]=i\widehat{Z^{}}_{n+m}`$ $`[\widehat{\mathrm{\Phi }}_n,\widehat{\mathrm{\Phi }}_m]`$ $`=`$ $`\alpha n\delta _{n+m}\widehat{I}`$ $`[\widehat{L}_n,\widehat{Z}_m]`$ $`=`$ $`m\widehat{Z}_{n+m},[\widehat{L}_n,\widehat{Z^{}}_m]=m\widehat{Z^{}}_{n+m}`$ (1) $`[\widehat{L}_n,\widehat{\mathrm{\Phi }}_m]`$ $`=`$ $`m\widehat{\mathrm{\Phi }}_{n+m}+im{\displaystyle \frac{K}{2}}\delta _{n+m}\widehat{I}`$ $`[\widehat{L}_n,\widehat{L}_m]`$ $`=`$ $`(nm)\widehat{L}_{n+m}+{\displaystyle \frac{1}{12}}(cn^3c^{}n)\delta _{n+m}\widehat{I}`$ $`[\widehat{I},\mathrm{}]`$ $`=`$ $`0`$ The mathematical formalism to be used to derive the physical system from the previous algebra is the Group Approach to Quantization (GAQ). A non-technical presentation of it can be found in (see references therein for deeper and more rigorous explanations). Here we just outline the basic features, which will be treated with more detail as they appear in the main text. Our first step will be to consider the possible central extensions and pseudo-extensions<sup>4</sup><sup>4</sup>4Redefinitions of certain generators with non-trivial dynamical consequences. They are crucial for semi-simple groups, where true cohomology is trivial. of the algebra, which are determined by its cohomology and pseudo-cohomology, respectively. This allows a distinction (if no anomalous reduction is present at the representation level) between the dynamical (or basic) degrees of freedom and the kinematical ones. The first set define the physical phase space of the system, whereas the second one induces evolution flows along the former. In (1) the cohomology has already been taken into account. After cohomology is analysed, the next crucial point is to exponentiate the Lie algebra $`𝒢`$ to a Lie group $`G`$. Dynamics are contained in the group rather than in the algebra, and global questions, which become visible at the group level but not at the algebra one, prove to be critical in some points of our analysis. In this sense, we shall see in subsection 3.2 how imposing of globallity on the wave functions brings about the presence of restrictions in the representation that guarantee the consistency (unitarity) of the theory. Once we have a centrally-extended group law, we can compute the left- and right-invariant vector fields as well as the quantization one-form $`\mathrm{\Theta }`$ (that is, the component of the canonical left-invariant one-form which is dual to the central vector field $`\widehat{I}`$). The kinematical vector fields, those comprising the kernel of the Lie-algebra two-cocycle, can be characterised as spanning the left-invariant characteristic subalgebra $`𝒢_\mathrm{\Theta }=Ker(\mathrm{\Theta })Ker(d\mathrm{\Theta })`$. With these elements at hand, one can develop a semi-classical formalism, or a directly quantum one. The main element that defines the semi-classical formalism is the classical phase space $``$, obtained by taking the quotient of the group by the equations of motion as well as by the $`U(1)`$ central extension subgroup ($`=G/(𝒢_\mathrm{\Theta }U(1)`$). It can be parametrized in terms of the basic Noether invariants, $`i_{X_i^R}\mathrm{\Theta }`$, where the respective $`X_i^L`$ are not present in the characteristic subalgebra. The symplectic form is defined by $`d\mathrm{\Theta }`$, which properly falls down to the quotient. Finally, an action $`S`$ can be derived by integrating $`\mathrm{\Theta }`$ over trajectories on the group: $`S=\mathrm{\Theta }`$. This formalism is the one used at the classical level. The quantum theory is obtained after reducing the regular representation, defined by the action of the right-invariant vector fields over the complex $`U(1)`$-functions with support on the group, by means of a polarization (see subsection 3.1) constructed by using left-invariant vector fields. These latter commute with the right-invariant ones, thus respecting the group action. The resulting representation must be unitary in order to introduce a standard quantum probability notion. The organization of the paper parallels that of and is as follows. In section 2 we present the elements of the semi-classical formalism, emphasizing those appearing in the classical limit. Section 3 deals with the quantum theory and is divided into three subsections which deal with reducibility, unitarity, and a possible contraction phenomenon in the theory, respectively. With the previous elements in mind, section 4 tries to give a physical interpretation to the mathematical objects introduced in the preceding sections. Finally, several comments and reflections are presented in section 5. Before we start, let us insist on the fact that the reasoning and results in the following sections must be contemplated in the spirit and context of . ## 2 Semi-classical formalism As explained in the previous section, our first step in the construction of the model is the exponentiation to a group law from the Lie algebra (1), which defines the physical system, since physics are encoded in the (global) Lie group structure. To accomplish this goal, we use the $`SU(1,1)`$ local group law: $`z^{\prime \prime }`$ $`=`$ $`z\eta ^2+\kappa z^{}+{\displaystyle \frac{2z^{}}{1+\kappa ^{}}}[z_{}^{}{}_{}{}^{}z\eta ^2+z^{}z^{}\eta ^2]`$ $`z_{}^{}{}_{}{}^{\prime \prime }`$ $`=`$ $`z^{}\eta ^2+\kappa z_{}^{}{}_{}{}^{}+{\displaystyle \frac{2z_{}^{}{}_{}{}^{}}{1+\kappa ^{}}}[z^{}z^{}\eta ^2+zz_{}^{}{}_{}{}^{}\eta ^2]`$ (2) $`\eta ^{\prime \prime }`$ $`=`$ $`\sqrt{{\displaystyle \frac{2}{1+\kappa ^{\prime \prime }}}}\left[\sqrt{{\displaystyle \frac{1+\kappa }{2}}}\sqrt{{\displaystyle \frac{1+\kappa ^{}}{2}}}\eta \eta ^{}+\sqrt{{\displaystyle \frac{2}{1+\kappa }}}\sqrt{{\displaystyle \frac{2}{1+\kappa ^{}}}}z_{}^{}{}_{}{}^{}z\eta _{}^{}{}_{}{}^{}\eta \right],`$ where $`\kappa `$ $`=`$ $`\sqrt{1+2zz^{}};\kappa ^{\prime \prime }=\kappa \kappa ^{}+zz_{}^{}{}_{}{}^{}\eta ^2+z^{}z^{}\eta ^2`$ $`\eta `$ $`=`$ $`e^{i\varphi }`$ The law for the Virasoro subgroup can be found in and references therein. Expanding the elements of $`SU(1,1)`$ in a formal Laurent series to conform to the loop group law <sup>5</sup><sup>5</sup>5We expand up to the third order in the parameters, which is sufficient for our purposes., and using the techniques developed in to construct the cocycles for the central extensions as well as the (semi-direct) action of the Virasoro subgroup on the $`SU(1,1)`$-Kac-Moody subgroup, we find the following group law: $`z_{}^{n}{}_{}{}^{\prime \prime }`$ $`=`$ $`z^n+A_k^n(l)z_{}^{k}{}_{}{}^{}iA_k^m(l)z^{nm}\varphi ^k+A_k^m(l)A_l^p(l)(z^{nmp}z_{}^{k}{}_{}{}^{}z_{}^{}{}_{}{}^{l}{}_{}{}^{}+z_{}^{}{}_{}{}^{nmp}z_{}^{k}{}_{}{}^{}z_{}^{l}{}_{}{}^{}`$ $``$ $`{\displaystyle \frac{1}{2}}z^{nmp}\varphi _{}^{k}{}_{}{}^{}\varphi _{}^{l}{}_{}{}^{})+2A^p_l(l)z^{nmp}z^{}^mz^l^{}+\mathrm{}`$ $`z_{}^{}{}_{}{}^{n}{}_{}{}^{\prime \prime }`$ $`=`$ $`z_{}^{}{}_{}{}^{n}+A_k^n(l)z_{}^{}{}_{}{}^{k}{}_{}{}^{}+iA_k^m(l)z_{}^{}{}_{}{}^{nm}\varphi ^k+A_k^m(l)A_l^p(l)(z_{}^{}{}_{}{}^{nmp}z_{}^{}{}_{}{}^{k}{}_{}{}^{}z_{}^{l}{}_{}{}^{}+z^{nmp}z_{}^{}{}_{}{}^{k}{}_{}{}^{}z_{}^{}{}_{}{}^{l}{}_{}{}^{}`$ $``$ $`{\displaystyle \frac{1}{2}}z_{}^{}{}_{}{}^{nmp}\varphi _{}^{k}{}_{}{}^{}\varphi _{}^{l}{}_{}{}^{})+2A^p_l(l)z^{}^{nmp}z^mz^{}^l^{}+\mathrm{}`$ $`\varphi _{}^{n}{}_{}{}^{\prime \prime }`$ $`=`$ $`\varphi ^n+A_k^n(l)\varphi ^kiA_k^m(l)(z^{nm}z_{}^{}{}_{}{}^{k}{}_{}{}^{}z_{}^{}{}_{}{}^{nm}z_{}^{k}{}_{}{}^{})A_k^m(l)A_l^p(l)(z^{nmp}z_{}^{}{}_{}{}^{k}{}_{}{}^{}`$ $`+`$ $`z_{}^{}{}_{}{}^{nmp}z_{}^{k}{}_{}{}^{})\varphi ^l+\mathrm{}`$ $`l^{\prime \prime m}`$ $`=`$ $`l^m+l^m+ipl^pl^{mp}+{\displaystyle \frac{(ip)^2}{2!}}l^pl^nl^{mnp}+\mathrm{}+{\displaystyle \underset{n^1+\mathrm{}+n^j+p=m}{}}{\displaystyle \frac{(ip)^j}{j!}}l^pl^{n^1}\mathrm{}l^{n^j}+\mathrm{}`$ $`\phi ^{\prime \prime }`$ $`=`$ $`\phi +\phi ^{}+{\displaystyle \frac{K}{2}}\xi _{cobKM}+\alpha \xi _{KM}+{\displaystyle \frac{c}{24}}\xi _{Vir}{\displaystyle \frac{c^{}}{24}}\xi _{cobVir}`$ where $`A_n^k(l)`$ $`=`$ $`\delta _n^k+(in)l^{kn}+{\displaystyle \underset{r=2}{}}{\displaystyle \underset{n+m_1+\mathrm{}+m_r=k}{}}{\displaystyle \frac{(in)^r}{r!}}l^{m_1}\mathrm{}l^{m_r}`$ $`\xi _{KM}`$ $`=`$ $`{\displaystyle \frac{1}{2}}[inA_k^n(l)(2z^nz_{}^{}{}_{}{}^{k}{}_{}{}^{}+2z_{}^{}{}_{}{}^{n}z_{}^{k}{}_{}{}^{}\varphi ^n\varphi _{}^{k}{}_{}{}^{})iA_k^m(l)A_k^{nm}(l)i(nm)(z^nz_{}^{}{}_{}{}^{k}{}_{}{}^{}\varphi _{}^{l}{}_{}{}^{}`$ (4) $``$ $`z_{}^{}{}_{}{}^{n}z_{}^{k}{}_{}{}^{}\varphi _{}^{l}{}_{}{}^{})iA_k^{nm}(l)in(z_{}^{}{}_{}{}^{m}\varphi ^nz_{}^{k}{}_{}{}^{}z^m\varphi ^nz_{}^{}{}_{}{}^{k}{}_{}{}^{})]+\mathrm{}`$ $`\xi _{Vir}`$ $`=`$ $`[(i)(n)n^2l_{}^{n}{}_{}{}^{}l^n+{\displaystyle \frac{(i)^2}{2!}}n_1n_2(n_1+n_2)^2l_{}^{n_1}{}_{}{}^{}l_{}^{n_2}{}_{}{}^{}l^{n_1n_2}`$ $``$ $`{\displaystyle \frac{i^2}{2!}}(n_1+n_2)^2(n_1^2+n_2^2+n_1n_2)l_{}^{n_1n_2}{}_{}{}^{}l^{n_1}l^{n_2}+\mathrm{}]`$ $`\xi _{CobKM}`$ $`=`$ $`\varphi _{}^{0}{}_{}{}^{\prime \prime }\varphi _{}^{0}{}_{}{}^{}\varphi ^0`$ $`\xi _{CobVir}`$ $`=`$ $`l_{}^{0}{}_{}{}^{\prime \prime }l_{}^{0}{}_{}{}^{}l^0.`$ With the explicit group law at our disposal, the left- and right-invariant vector fields can be systematically computed, obtaining: $`\stackrel{~}{X}_{z^r}^L`$ $`=`$ $`{\displaystyle \frac{}{z^r}}i\varphi ^{nr}{\displaystyle \frac{}{z^n}}+z^{npr}z_{}^{}{}_{}{}^{p}{\displaystyle \frac{}{z^n}}{\displaystyle \frac{1}{2}}\varphi ^{npr}\varphi ^p{\displaystyle \frac{}{z^n}}+z_{}^{}{}_{}{}^{npr}z_{}^{}{}_{}{}^{p}{\displaystyle \frac{}{z_{}^{}{}_{}{}^{n}}}iz_{}^{}{}_{}{}^{nr}{\displaystyle \frac{}{\varphi ^n}}`$ $``$ $`z_{}^{}{}_{}{}^{npr}\varphi ^p{\displaystyle \frac{}{\varphi ^n}}+\mathrm{}+[i({\displaystyle \frac{K}{2}}+\alpha r)z_{}^{}{}_{}{}^{r}({\displaystyle \frac{K}{2}}+{\displaystyle \frac{\alpha }{2}}(rm))z_{}^{}{}_{}{}^{m}\varphi ^{mr}+\mathrm{}]{\displaystyle \frac{}{\phi }}`$ $`\stackrel{~}{X}_{z_{}^{}{}_{}{}^{r}}^L`$ $`=`$ $`{\displaystyle \frac{}{z_{}^{}{}_{}{}^{r}}}+i\varphi ^{nr}{\displaystyle \frac{}{z_{}^{}{}_{}{}^{n}}}+z_{}^{}{}_{}{}^{npr}z^p{\displaystyle \frac{}{z_{}^{}{}_{}{}^{n}}}{\displaystyle \frac{1}{2}}\varphi ^{npr}\varphi ^p{\displaystyle \frac{}{z_{}^{}{}_{}{}^{n}}}+z^{npr}z^p{\displaystyle \frac{}{z_{}^{}{}_{}{}^{n}}}+iz^{nr}{\displaystyle \frac{}{\varphi ^n}}`$ (5) $``$ $`z^{npr}\varphi ^p{\displaystyle \frac{}{\varphi ^n}}+\mathrm{}+[i({\displaystyle \frac{K}{2}}\alpha r)z^r({\displaystyle \frac{K}{2}}{\displaystyle \frac{\alpha }{2}}(rm))z^m\varphi ^{mr}+\mathrm{}]{\displaystyle \frac{}{\phi }}`$ $`\stackrel{~}{X}_{\varphi ^r}^L`$ $`=`$ $`{\displaystyle \frac{}{\varphi ^r}}+({\displaystyle \frac{\alpha }{2}}ir\varphi ^r+\mathrm{}){\displaystyle \frac{}{\phi }}`$ $`\stackrel{~}{X}_{l^r}^L`$ $`=`$ $`\stackrel{~}{X}_{l^r}^{LVir}+i(nr)z^{nr}{\displaystyle \frac{}{z^n}}+i(nr)z_{}^{}{}_{}{}^{nr}{\displaystyle \frac{}{z_{}^{}{}_{}{}^{n}}}+i(nr)\varphi ^{nr}{\displaystyle \frac{}{\varphi ^n}}`$ $`\mathrm{\Xi }`$ $`=`$ $`\stackrel{~}{X}_\phi ^L={\displaystyle \frac{}{\phi }}`$ for the left-invariant vector fields, and $`\stackrel{~}{X}_{z^r}^R`$ $`=`$ $`A_r^n(l){\displaystyle \frac{}{z^n}}+2A_r^p(l)z^{nmp}z_{}^{}{}_{}{}^{m}{\displaystyle \frac{}{z^n}}+iA_r^m(l)z_{}^{}{}_{}{}^{nm}{\displaystyle \frac{}{\varphi ^n}}+\mathrm{}`$ $`+`$ $`[i({\displaystyle \frac{K}{2}}\alpha n)A_r^n(l)z_{}^{}{}_{}{}^{n}{\displaystyle \frac{\alpha }{2}}nA_r^{nm}(l)z_{}^{}{}_{}{}^{m}\varphi ^n+\mathrm{}]{\displaystyle \frac{}{\phi }}`$ $`\stackrel{~}{X}_{z_{}^{}{}_{}{}^{r}}^R`$ $`=`$ $`A_r^n(l){\displaystyle \frac{}{z_{}^{}{}_{}{}^{n}}}+2A_r^p(l)z_{}^{}{}_{}{}^{nmp}z^m{\displaystyle \frac{}{z_{}^{}{}_{}{}^{n}}}iA_r^m(l)z^{nm}{\displaystyle \frac{}{\varphi ^n}}+\mathrm{}`$ (6) $`+`$ $`[i({\displaystyle \frac{K}{2}}+\alpha n)A_r^n(l)z^n+{\displaystyle \frac{\alpha }{2}}nA_r^{nm}(l)z^m\varphi ^n+\mathrm{}]{\displaystyle \frac{}{\phi }}`$ $`\stackrel{~}{X}_{\varphi ^r}^R`$ $`=`$ $`A_r^n(l){\displaystyle \frac{}{\varphi ^n}}iA_r^m(l)z^{nm}{\displaystyle \frac{}{z^n}}+iA_r^m(l)z_{}^{}{}_{}{}^{nm}{\displaystyle \frac{}{z_{}^{}{}_{}{}^{n}}}+\mathrm{}+({\displaystyle \frac{\alpha }{2}}nA_r^n(l)\varphi ^n+\mathrm{}){\displaystyle \frac{}{\phi }}`$ $`\stackrel{~}{X}_{l^r}^R`$ $`=`$ $`\stackrel{~}{X}_{l^r}^{RVir}={\displaystyle \frac{}{l}}+irl^{mr}{\displaystyle \frac{}{l^m}}+[{\displaystyle \frac{ic}{24}}r^3l^r{\displaystyle \frac{c}{24}}r^2{\displaystyle \underset{n_1+n_2=r}{}}(n_1^2+n_2^2+n_1n_2)l^{n_1}l^{n_2}`$ $``$ $`{\displaystyle \frac{ic^{}}{24}}rl^r+{\displaystyle \frac{c^{}}{24}}{\displaystyle \underset{n_1+n_2=r}{}}{\displaystyle \frac{r^2}{2}}l^{n_1}l^{n_2}+\mathrm{}]{\displaystyle \frac{}{\phi }}`$ $`\mathrm{\Xi }`$ $`=`$ $`\stackrel{~}{X}_\phi ^R={\displaystyle \frac{}{\phi }},`$ where $`\stackrel{~}{X}_{l^r}^{LVir}`$ and $`\stackrel{~}{X}_{l^r}^{RVir}`$ are the expressions that can be found in . In order to obtain the quantization one-form $`\mathrm{\Theta }`$, that is, the vertical component of the canonical left-invariant one-form on the group, we impose duality on the left-invariant vector fields ($`\mathrm{\Theta }(\stackrel{~}{X}_{z^r}^L)=\mathrm{\Theta }(\stackrel{~}{X}_{z_{}^{}{}_{}{}^{r}}^L)=\mathrm{\Theta }(\stackrel{~}{X}_{\varphi ^r}^L)=\mathrm{\Theta }(\stackrel{~}{X}_{l^r}^L)=0`$ and $`\mathrm{\Theta }(\mathrm{\Xi })=1`$). The resulting expression is: $`\mathrm{\Theta }`$ $`=`$ $`\mathrm{\Theta }^{KM}+\mathrm{\Theta }^{Vir}+\mathrm{\Theta }^{Int}+d\phi `$ $`\mathrm{\Theta }^{KM}`$ $`=`$ $`{\displaystyle \frac{i\alpha }{2}}r\varphi ^rd\varphi ^r+[i({\displaystyle \frac{K}{2}}+\alpha r)z_{}^{}{}_{}{}^{r}+\alpha (n+r)z_{}^{}{}_{}{}^{n}\varphi ^{nr}+\mathrm{}]dz^r+[i({\displaystyle \frac{K}{2}}+\alpha r)z^r`$ $``$ $`\alpha (n+r)z^n\varphi ^{nr}+\mathrm{}]dz^{}^r`$ $`\mathrm{\Theta }^{Vir}`$ $`=`$ $`{\displaystyle \frac{i}{24}}(cn^2c^{})nl^ndl^n+`$ $`+`$ $`{\displaystyle \underset{\stackrel{k=2}{n_1+\mathrm{}n_k=n}}{}}{\displaystyle \frac{(i)^k}{24}}[cn_1^2c^{}+cn^2{\displaystyle \underset{m=2}{\overset{k}{}}}{\displaystyle \frac{1}{m!}}]n_1\mathrm{}n_kl^{n_1}\mathrm{}l^{n_k}dl^n`$ $`\mathrm{\Theta }^{Int}`$ $`=`$ $`{\displaystyle \underset{\stackrel{j=0}{n_1+\mathrm{}+n_j+k=r}}{}}(i)^jf^k(z^r,z_{}^{}{}_{}{}^{r},\varphi ^r)n_1\mathrm{}n_jdl^r,`$ where $`f^k(z^r,z_{}^{}{}_{}{}^{r},\varphi ^r)`$ $`=`$ $`i\alpha (n+k)nz^{n+k}z_{}^{}{}_{}{}^{n}{\displaystyle \frac{iK}{2}}(n+k)z^{n+k}z_{}^{}{}_{}{}^{n}i\alpha (n+k)nz_{}^{}{}_{}{}^{n+k}z^n`$ $`+`$ $`{\displaystyle \frac{iK}{2}}(n+k)z_{}^{}{}_{}{}^{n+k}z^n+{\displaystyle \frac{i\alpha }{2}}n(n+k)\varphi ^n\varphi ^{n+k}+\alpha nmz^n\varphi ^mz_{}^{}{}_{}{}^{knm}`$ $``$ $`\alpha nmz_{}^{}{}_{}{}^{n}\varphi ^mz^{knm}+\mathrm{}.`$ For both the classical and the quantum theory, the identification of the characteristic subalgebra $`𝒢_\mathrm{\Theta }`$ ($`=Ker\mathrm{\Theta }Kerd\mathrm{\Theta }`$), is a crucial point. The central extension structure simplifies this search, reducing it to the determination of the kernel of the Lie-algebra cocycle. Considering the commutation relationships (1) we notice that the composition of $`𝒢_\mathrm{\Theta }`$ depends of the actual values of the central extensions $`c`$ and $`\alpha `$, as well as pseudo-extensions $`c^{}`$ and $`K`$, giving rise to a wide range of possibilities. We shall study the specific choice of the extension parameters that fits our physical purposes. Following , we want to find a $`sl(2,)`$ (Virasoro-)subalgebra inside the characteristic subalgebra in order to construct a spacetime notion. This can be achieved if we impose $`c=c^{}3\frac{K^2}{\alpha }`$ <sup>6</sup><sup>6</sup>6We shall see in the next section that quantum theory imposes a correction to this relationship.. In fact, the linear combination, $`\stackrel{~}{\overline{X}}_{l^i}^L=\stackrel{~}{X}_{l^i}^L+\frac{K}{2\alpha }\stackrel{~}{X}_{\varphi ^i}^L`$ $`(i\{1,0,1\})`$, then enters $`𝒢_\mathrm{\Theta }`$. Furthermore, we require $`\frac{K}{2\alpha }`$ in order not to lose dynamical modes in the physical (matter) fields. Then we have: $`𝒢_\mathrm{\Theta }=\stackrel{~}{X}_{\varphi ^0}^L,\stackrel{~}{\overline{X}}_{l^1}^L,\stackrel{~}{\overline{X}}_{l^0}^L,\stackrel{~}{\overline{X}}_{l^1}^L.`$ (9) The linear combination giving rise to the $`sl(2,)`$ inside $`𝒢_\mathrm{\Theta }`$ suggests the possibility of generalizing it for the rest of the Virasoro modes, closing again a Virasoro subalgebra ($`\overline{Vir}`$): $`\stackrel{~}{X}_{l^n}^L\stackrel{~}{\overline{X}}_{l^n}^L=\stackrel{~}{X}_{l^n}^L+{\displaystyle \frac{K}{2\alpha }}\stackrel{~}{X}_{\varphi ^n}^L,n.`$ (10) In that case, the pure Kac-Moody commutation relations remain the same, but the Virasoro ones take the form: $`[\stackrel{~}{\overline{X}}_{l^n}^L,\stackrel{~}{X}_{z_m}^L]`$ $`=`$ $`i(m+{\displaystyle \frac{K}{2\alpha }})\stackrel{~}{X}_{z_{n+m}}^L,[\stackrel{~}{\overline{X}}_{l^n}^L,\stackrel{~}{X}_{z_m^{}}^L]=i(m{\displaystyle \frac{K}{2\alpha }})\stackrel{~}{X}_{z_{n+m}^{}}^L`$ $`[\stackrel{~}{\overline{X}}_{l^n}^L,\stackrel{~}{X}_{\varphi _m}^L]`$ $`=`$ $`im\stackrel{~}{X}_{\varphi _{n+m}}^L`$ (11) $`[\stackrel{~}{\overline{X}}_{l^n}^L,\stackrel{~}{\overline{X}}_{l^m}^L]`$ $`=`$ $`i(nm)\stackrel{~}{\overline{X}}_{l^{n+m}}^L+{\displaystyle \frac{i}{12}}(cn^3(c^{}3{\displaystyle \frac{K^2}{\alpha }})n)\delta _{n+m}\mathrm{\Xi }.`$ This basis will be more suited for the polarization analysis in the next section. The classical equations of motion for the model consist of the dynamical system defined in terms of the vector fields in $`𝒢_\mathrm{\Theta }`$, which dictate the evolution of the parameters in the group. Looking at the explicit form of the left-invariant vector fields, we observe that the group parameters are constant under $`\stackrel{~}{X}_{\varphi ^i}^L`$, so we can ignore them in the equations of motion. Thus the evolution is parametrized solely by the space-time $`SL(2,)`$ subgroup: $$\frac{g_i^n}{\stackrel{~}{\lambda }_0}=(\stackrel{~}{X}_{l^0}^L)g_i^n\text{ , }\frac{g_i^n}{\stackrel{~}{\lambda }_1}=(\stackrel{~}{X}_{l^1}^L)g_i^n\text{ , }\frac{g_i^n}{\stackrel{~}{\lambda }_1}=(\stackrel{~}{X}_{l^1}^L)g_i^n,i\{1,2,3,4\},$$ (12) where $`g_1^n=z^n,g_2^n=z_{}^{}{}_{}{}^{n},g_3^n=\varphi ^n,g_4^n=l^n`$; while $`\stackrel{~}{\lambda }_0,\stackrel{~}{\lambda }_1`$ and $`\stackrel{~}{\lambda }_1`$ are the parameters of the vector fields $`\stackrel{~}{X}_{l^0}^L,\stackrel{~}{X}_{l^1}^L`$ and $`\stackrel{~}{X}_{l^1}^L`$, respectively. The following explicit equations of motion are exact, in spite of the development of the Kac-Moody subgroup up to the third order. $`{\displaystyle \frac{g_i^m}{\stackrel{~}{\lambda }_0}}`$ $`=`$ $`img_i^m\text{ , }{\displaystyle \frac{g_i^m}{\stackrel{~}{\lambda }_1}}=i(m1)g_i^{m1}\text{ , }{\displaystyle \frac{g_i^m}{\stackrel{~}{\lambda }_1}}=i(m+1)g_i^{m+1}\text{ , }i\{1,2,3\}`$ $`{\displaystyle \frac{l^m}{\stackrel{~}{\lambda }_0}}`$ $`=`$ $`iml^m\text{ for }m0\text{ , }{\displaystyle \frac{l^0}{\stackrel{~}{\lambda }_0}}=1`$ $`{\displaystyle \frac{l^m}{\stackrel{~}{\lambda }_1}}`$ $`=`$ $`i(m1)l^{m1}\text{ for }m1\text{ , }{\displaystyle \frac{l^1}{\stackrel{~}{\lambda }_1}}=1`$ (13) $`{\displaystyle \frac{l^m}{\stackrel{~}{\lambda }_1}}`$ $`=`$ $`i(m+1)l^{m+1}\text{ for }m1\text{ , }{\displaystyle \frac{l^1}{\stackrel{~}{\lambda }_1}}=1\text{ .}`$ These equations have the same form as those found in (in fact, they are exactly the same for the $`l^n`$), so they can be solved exactly and present the structure: $`g_i^n(\lambda _1,\lambda _0,\lambda _1)`$ $`=`$ $`g_i^n(\lambda _1,\lambda _1)e^{in\lambda _0}\text{ , }i\{1,2,3\}`$ (14) $`l^n(\lambda _1,\lambda _0,\lambda _1)`$ $`=`$ $`l^n(\lambda _1,\lambda _1)e^{in\lambda _0}\text{ , }n0\text{ ; }l^0=\lambda _0,`$ where $`\stackrel{~}{\lambda }_0=\lambda _0`$, $`\stackrel{~}{\lambda }_1=\lambda _1e^{i\lambda _0}`$, $`\stackrel{~}{\lambda }_1=\lambda _1e^{i\lambda _0}`$. The symplectic manifold characterizing the classical physical system is obtained by taking the quotient of the (non-extended) group by the equations of motion. The symplectic form is defined by $`d\mathrm{\Theta }`$, which passes to the quotient. This phase space can be parametrized by the Noether invariants of the group parameters whose left-invariant vector fields are not present in $`𝒢_\mathrm{\Theta }`$. This is the reason for referring to these modes as dynamical (or basic) degrees of freedom. We give the explicit expressions for the Noether invariants up to the second order: $`Z_r`$ $`=`$ $`i_{\stackrel{~}{X}_{z^r}^R}\mathrm{\Theta }=2i({\displaystyle \frac{K}{2}}+\alpha r)z_{}^{}{}_{}{}^{r}+2\alpha (m+r)z_{}^{}{}_{}{}^{m}\varphi ^{mr}2r({\displaystyle \frac{K}{2}}+\alpha n)l^{nr}z^n+\mathrm{}`$ $`Z_{}^{}{}_{r}{}^{}`$ $`=`$ $`i_{\stackrel{~}{X}_{z_{}^{}{}_{}{}^{r}}^R}\mathrm{\Theta }=2i({\displaystyle \frac{K}{2}}\alpha r)z^r2\alpha (m+r)z^m\varphi ^{mr}2r({\displaystyle \frac{K}{2}}\alpha n)l^{nr}z_{}^{}{}_{}{}^{n}+\mathrm{}`$ (15) $`\mathrm{\Phi }_r`$ $`=`$ $`i_{\stackrel{~}{X}_{\varphi ^r}}^R\mathrm{\Theta }=i\alpha r\varphi ^r+z^{mr}z_{}^{}{}_{}{}^{m}[({\displaystyle \frac{K}{2}}+\alpha m)({\displaystyle \frac{K}{2}}+\alpha (rm))]+\alpha nr\varphi ^nl^{nr}+\mathrm{}`$ $`L_r`$ $`=`$ $`i_{\stackrel{~}{X}_{l^r}}^R\mathrm{\Theta }=L_r^{Vir}+{\displaystyle \frac{i\alpha }{2}}n(nr)[\varphi ^n\varphi ^{nr}4z^{nr}z_{}^{}{}_{}{}^{n}]{\displaystyle \frac{Ki}{2}}(2nr)z^{nr}z_{}^{}{}_{}{}^{n}+\mathrm{},`$ where, again, the superscript $`Vir`$ denotes the object that can be found in . The configuration-like description of the system, better suited for a Lagrangian formalism, can be obtained after defining the fields: $`F_z(\lambda _1,\lambda _0,\lambda _1)`$ $``$ $`{\displaystyle \underset{n}{}}z^n(\lambda _1,\lambda _0,\lambda _1)={\displaystyle \underset{n}{}}z^n(\lambda _1,\lambda _1)e^{in\lambda _0}`$ $`F_z^{}(\lambda _1,\lambda _0,\lambda _1)`$ $``$ $`{\displaystyle \underset{n}{}}z_{}^{}{}_{}{}^{n}(\lambda _1,\lambda _0,\lambda _1)={\displaystyle \underset{n}{}}z_{}^{}{}_{}{}^{n}(\lambda _1,\lambda _1)e^{in\lambda _0}`$ (16) $`F_\varphi (\lambda _1,\lambda _0,\lambda _1)`$ $``$ $`{\displaystyle \underset{n}{}}\varphi ^n(\lambda _1,\lambda _0,\lambda _1)={\displaystyle \underset{n}{}}\varphi ^n(\lambda _1,\lambda _1)e^{in\lambda _0}`$ $`F_l(\lambda _1,\lambda _0,\lambda _1)`$ $``$ $`{\displaystyle \underset{n}{}}l^n(\lambda _1,\lambda _0,\lambda _1)=\lambda _0+{\displaystyle \underset{n0}{}}l^n(\lambda _1,\lambda _1)e^{in\lambda _0},`$ where the explicit solution to the classical equations of motion has been used in the second equality. We can take the classical limit $`c\mathrm{}`$, that is, $`R\mathrm{}`$ (exactly in the same way as we did in ), after we have made the linear change of variables $`u=\frac{1}{2}(\lambda _1+\lambda _1),v=\frac{1}{2}(\lambda _1\lambda _1),\lambda =\lambda _0`$ and imposed the Casimir constraint, which compels the previously defined fields to live on $`AdS`$ spacetime. In this situation we find: $`F_{g_i}(u,\lambda )`$ $``$ $`F_{g^iAdS}^R\mathrm{}(u,\lambda )={\displaystyle \underset{n}{}}g_{i}^{}{}_{}{}^{n}(u)e^{in\lambda },i\{1,2,3\}`$ (17) $`F_{l^n}(u,\lambda )`$ $``$ $`F_{lAdS}^R\mathrm{}(u,\lambda )=\lambda +{\displaystyle \underset{n0}{}}l^n(u)e^{in\lambda }.`$ In this limit, it is easy to express the $`g_i^n`$’s in terms of the $`F_{g_i}(u,\lambda )`$ and we can write $`\mathrm{\Theta }`$ in the configuration-like variables. By defining the action as $`S=\mathrm{\Theta }`$, we encounter: $`S=S^{KM}+S^{Vir}+S^{Int},`$ where $`S^{KM}`$ is the action for pure $`SU(1,1)`$-Kac-Moody <sup>7</sup><sup>7</sup>7Here only evaluated in a perturbative manner up to the second order. Since we shall not make use of the Lagrangian formalism, we do not give the explicit expression here. We only notice that at first order the Kac-Moody modes behave as free scalar fields, which become coupled at higher orders., $`S^{Vir}`$ is the corrected Polyakov action for $`2D`$ quantum gravity found in , and $`S^{Int}`$ is an interaction term, which couples the gravitational degrees of freedom coming from the Virasoro algebra to the new dynamical modes of Kac-Moody. The structure of this term is: $`S^{Int}={\displaystyle 𝑑u𝑑\lambda \frac{(F_z,F_z^{},F_\varphi )_uF_l}{_\lambda F_l}},`$ (18) where $`(F_z,F_z^{},F_\varphi )`$ is a functional of the fields $`F_z,F_z^{},F_\varphi `$, whose actual form (obtained in a perturbative way) is not relevant here. We finally point out the natural appearance of an interaction term between the gravitational degrees of freedom and the new ones. ## 3 Quantum model ### 3.1 Reduction In a group approach to quantum theory, the quantum realization of the physical model is accomplished by the construction of an irreducible and unitary representation of the chosen physical group. This representation is obtained from the regular representation, which is highly reducible, by imposing certain conditions to the wave functions. These conditions are encoded in the so-called polarization subalgebra $`𝒫`$, which is a left-invariant maximal horizontal subalgebra including the characteristic subalgebra. That is, it includes $`𝒢_\mathrm{\Theta }`$ and one mode for each conjugated pair of the dynamical degrees of freedom. Before we proceed to the explicit construction, we redefine the generators of the algebra in order to recover exactly the commutators (1): $`\widehat{L}_n`$ $``$ $`i\stackrel{~}{X}_{l^n}^R,\widehat{I}i\mathrm{\Xi },\widehat{G}_n^i\stackrel{~}{X}_{g_i^n}^R`$ (19) $`\text{and}\widehat{G}_n^1`$ $``$ $`\widehat{Z}_n,\widehat{G}_n^2\widehat{Z^{}}_n,\widehat{G}_n^3\widehat{\mathrm{\Phi }}_n.`$ A characteristic feature of infinite-dimensional groups is the possibility of the appearance of non-equivalent polarizations. Different polarizations lead to physically different systems, that is, the dynamics are not equivalent. In fact, in our case there are two non-equivalent polarizations due to the presence of the Kac-Moody subgroup. Let us focus ourselves on this Kac-Moody group and ignore the Virasoro subgroup for the time being. Considering the selected $`𝒢_\mathrm{\Theta }`$ and looking at the commutation relations, we find two possibilities: $`𝒫_{KM}^N`$ $`=`$ $`\stackrel{~}{X}_{\varphi ^{n0}}^L,\stackrel{~}{X}_{z^r}^L`$ $`𝒫_{KM}^S`$ $`=`$ $`\stackrel{~}{X}_{\varphi ^{n0}}^L,\stackrel{~}{X}_{z^{p0}}^L,\stackrel{~}{X}_{z_{}^{}{}_{}{}^{q<0}}^L.`$ (20) The first case, $`𝒫_{KM}^N`$, called natural polarization, is characterised by the presence of all the operators associated with the negative (or positive) roots of the semi-simple algebra, whereas in the second one, $`𝒫_{KM}^S`$, called standard, coexist operators associated with all the roots of the finite algebra (see for details in $`SU(2)`$-Kac-Moody). In this paper we shall consider only the second case, since unitarity compels $`\alpha `$ to be zero in the natural polarization, which is too a severe condition and makes the dynamics less interesting in this framework, although a meaningful gravitational model can still be constructed with this natural polarization . In a naïve way, we would expect that the inclusion of the Virasoro modes would not significatively alter the construction of a standard-like polarization associated with our selected $`𝒢_\mathrm{\Theta }`$. The union of the polarization for the two well-studied separate cases (Kac-Moody and Virasoro), $`𝒫^S=𝒫_{KM}^S𝒫_{\overline{Vir}}`$, seems to be a good candidate for a polarization of the entire group and, in fact, this would be the case if the only Virasoro mode in $`𝒢_\mathrm{\Theta }`$ was $`\stackrel{~}{X}_{l^0}^L`$ or if the parameter $`K`$ was zero. The first possibility must be rejected since our aim is to generalize the model in , for which the presence of a $`sl(2,)`$, from the Virasoro algebra, inside $`𝒢_\mathrm{\Theta }`$ is fundamental for the spacetime notion. The second one must also be discarded on unitarity grounds as will be seen below. Unfortunately $`𝒫_{KM}^S`$ is not left invariant under the action of $`𝒫_{\overline{Vir}}`$. Indeed, the commutator $`[\stackrel{~}{\overline{X}}_{l^1}^L,\stackrel{~}{X}_{z^0}^L]`$ is proportional to $`\stackrel{~}{X}_{z^1}^L`$ (since $`K0`$), which is absent from the subalgebra $`𝒫_{KM}^S`$. And what is worse, there is no full polarization containing the whole characteristic subalgebra <sup>8</sup><sup>8</sup>8To be precise, a full polarization can be constructed for $`\frac{K}{2\alpha }=1`$, but the resulting representation is not exponentiable, according to the fusion rule to be derived in the next section. The same globallity requirement excludes the natural-like full polarizations for $`\alpha 0`$.. This is an intrinsic, algebraic pathology that cannot be avoided. We shall call this situation a $`SL(2,)anomaly`$, to distinguish it from the more usual case in conformal field theories (like WZW models or string theory) where the entire Virasoro algebra is devoid of dynamical content, but nevertheless cannot be included inside the polarization as a whole. The latter is conventionally referred to as conformal anomaly. A well established procedure in the framework of group quantization, whenever the whole characteristic algebra cannot be included inside the polarization, is to correct the operators in $`𝒢_\mathrm{\Theta }`$ with higher-order terms in the left enveloping algebra, giving rise to a higher-order characteristic algebra and/or polarization. The simplest physical example exhibiting this solution, either explicit or implicitly, is the case of the Schrödinger group in non-linear quantum optics . The symmetry of this problem is that of the harmonic oscillator group ($`\widehat{a},\widehat{a}^{},\widehat{H}`$) with the two extra generators $`\widehat{l}_1,\widehat{l}_1`$, closing with $`\widehat{H}\widehat{l}_0`$ a $`SL(2,)`$ algebra, which constitutes the characteristic subalgebra. This symmetry is intrisicly anomalous, since no first-order full polarization including the $`SL(2,)`$ can be found. Resorting to the left-enveloping algebra, an extra $`SL(2,)`$ of the form (left version of) $`\frac{(\widehat{a})^2}{2},\widehat{a}\widehat{a}^{},\frac{(\widehat{a}^{})^2}{2}`$ can be found, in such a way that the difference with the first-order one can be included in the polarization, thus solving the anomalous reduction problem. Following the same reasoning in the present case, we seek new operators in the left-enveloping algebra. Inspired by the abovementioned example, as well as the WZW models, the left Sugawara operators in the Kac-Moody-quadratic enveloping algebra constitute a natural guess. The standard expressions of the left- and right-invariant forms of these generators (analogous to $`\frac{(\widehat{a})^2}{2},\widehat{a}\widehat{a}^{},\frac{(\widehat{a}^{})^2}{2}`$), in terms of the Non-Pseudo-extended (NP) generators $`X_{NP}^{}{}_{g_i^n}{}^{L,R}\stackrel{~}{X}_{g_i^n}^{L,R}\frac{K}{2}\delta _{n,0}\delta _{i,3}\mathrm{\Xi }`$, are: $`(\stackrel{~}{X}_{l^n}^{Sug})^{L,R}{\displaystyle \frac{1}{2\alpha }}:{\displaystyle \underset{m}{}}k^{ij}X_{NP}^{}{}_{g_i^n}{}^{L,R}X_{NP}^{}{}_{g_j^{nm}}{}^{L,R}:i,j\{1,2,3\},`$ (21) where $`::`$ denotes standard normal ordering and $`k^{ij}`$ is the Killing metricof the rigid group. Their commutation relations with the first-order left-invariant vectors are: $`[(\stackrel{~}{X}_{l^n}^{Sug})^L,\stackrel{~}{X}_{g_i^m}^L]`$ $`=`$ $`im\stackrel{~}{X}_{g_i^{n+m}}^L`$ $`[(\stackrel{~}{X}_{l^n}^{Sug})^L,(\stackrel{~}{X}_{l^m}^{Sug})^L]`$ $`=`$ $`i(nm)(\stackrel{~}{X}_{l^{n+m}}^{Sug})^L+{\displaystyle \frac{i}{12}}c^{Sug}n^3\delta _{n+m}\mathrm{\Xi }`$ (22) $`[\stackrel{~}{X}_{l^n}^L,(\stackrel{~}{X}_{l^m}^{Sug})^L]`$ $`=`$ $`i(nm)(\stackrel{~}{X}_{l^{n+m}}^{Sug})^L+{\displaystyle \frac{i}{12}}c^{Sug}n^3\delta _{n+m}\mathrm{\Xi }.`$ We see that the Sugawara operators close a Virasoro algebra with $`c^{Sug}=\frac{\alpha dim(G)}{\text{g}+\alpha }`$, g being the dual Coxeter number (see ). These commutators can be classically checked, and the central extensions then fixed by consistency with Jacobi identities. Notice that these higher-order operators close a proper algebra with the first-order ones. These new generators are used to correct the first-order characteristic algebra and to define a higher-order polarization in terms of the difference of the first- and second-order Virasoro subalgebras: $`(\stackrel{~}{X}_{l^n}^I)^L=\stackrel{~}{X}_{l^n}^L(\stackrel{~}{X}_{l^n}^{Sug})^L`$ <sup>9</sup><sup>9</sup>9Strictly speaking, we just need to correct the $`\stackrel{~}{X}_{l^1}^L`$ generator, but the analysis is simpler if we extend this correction to the entire Virasoro subalgebra.. The commutation relations for the intrinsic Virasoro generators, $`(\stackrel{~}{X}_{l^n}^I)^L`$, with themselves and the Kac-Moody modes are: $`[(\stackrel{~}{X}_{l^n}^I)^L,(\stackrel{~}{X}_{l^m}^I)^L]`$ $`=`$ $`i(nm)(\stackrel{~}{X}_{l^{n+m}}^I)^L+{\displaystyle \frac{i}{12}}[(cc^{Sug})n^3c^{}n]\delta _{n+m}\widehat{I}`$ (23) $`[(\stackrel{~}{X}_{l^n}^I)^L,\widehat{X}_{g_i^m}]`$ $`=`$ $`0,`$ and, therefore, the corrected Virasoro group does not display the fatal non-diagonal action on the Kac-Moody polarization. This detail allows us to construct a polarization as the simple union of the Kac-Moody and the intrinsic Virasoro one, permitting in particular the presence of the corrected characteristic subalgebra inside the polarization: $`𝒫=𝒫_{KM}^S(\stackrel{~}{X}_{l^{n1}}^I)^L.`$ (24) The irreducibility of the representation is guaranteed when the carrier space is constructed from the orbit of the group through a vacuum state $`0`$. The representation becomes a maximum-weight one in which the annihilation operators are the adjoint<sup>10</sup><sup>10</sup>10See next subsection. versions of the right-invariant partners of the vector fields in the polarization. In parallel to (19) we define: $`\widehat{L}_n^Ii(\stackrel{~}{X}_{l^n}^I)^R`$ and $`\widehat{L}_n^{Sug}i(\stackrel{~}{X}_{l^n}^{Sug})^R`$. Thus, the ultimate outcome of the formal polarization process we have just described, is to provide the form of the vectors in the representation space: $`\mathrm{\Psi }={\displaystyle \underset{i\{1,2,3\}}{}}\widehat{G}_{n_1}^i\mathrm{}\widehat{G}_{n_i}^i\widehat{L}_{p_1}^I\mathrm{}\widehat{L}_{p_j}^I0(n_i1ifi\{1,2\},n_30,p_j2),`$ (25) where $`0`$ is the vacuum state. ### 3.2 Unitarity Now we shall consider the problem of unitarity. Therefore, we must introduce a notion of scalar product in the representation space. The standard way to implement this in GAQ is by using a measure on the group, which is explicitly computed from the group volume. This is a non-trivial issue for finite non-compact groups, although it can eventually be managed. However, in the case of infinite-dimensional groups, as is our case, we encounter a very hard problem. An alternative and consistent approach is to fix the norm of the vacuum state $`(00=1)`$ and then choose a rule for adjointness of the operators in the representation. In order to decide the choice of adjoint operators, we impose consistency with the rigid $`SU(1,1)`$ subgroup, for which the scalar product can be introduced in a non-ambiguous way. Concretely, and due to the way the pseudoextension in the Kac-Moody subgroup has been made, the representation chosen for the rigid subgroup is associated with the discrete $`SU(1,1)SL(2,)`$ series. As can be seen from a explicit construction of this representation , we find: $`\widehat{Z}^{}=\widehat{Z^{}},\widehat{\mathrm{\Phi }}^{}=\widehat{\mathrm{\Phi }},`$ (26) which makes the $`SU(1,1)`$ representation unitary. These relations are translated to the Kac-Moody case in the following way: $`(\widehat{Z}_n)^{}=\widehat{Z^{}}_n,(\widehat{\mathrm{\Phi }}_n)^{}=\widehat{\mathrm{\Phi }}_n.`$ (27) This is therefore the rule for adjoint assignment <sup>11</sup><sup>11</sup>11For the Virasoro modes, as in , we impose $`(\widehat{L}_n)^{}=\widehat{L}_n`$. that fixes our scalar product. Prior to the unitarity problem of the representation as regards the scalar product, another intimately related point must also be considered. Not all the algebra representations are lifted to group representations: there are globallity conditions. In our case, when we restrict ourselves to the subgroups generated by $`\stackrel{~}{X}_{z^q}^L,\stackrel{~}{X}_{z_{}^{}{}_{}{}^{q}}^L,\stackrel{~}{X}_{\varphi ^0}^L,\frac{}{\phi }`$, which form $`SU(1,1)\stackrel{~}{}U(1)`$, and consider the polarization given by $`\stackrel{~}{X}_{z^q}^L,\stackrel{~}{X}_{z_{}^{}{}_{}{}^{q}}^L,\stackrel{~}{X}_{\varphi ^0}^L𝒫_𝒦^𝒮=\stackrel{~}{X}_{z^q}^L,\stackrel{~}{X}_{\varphi ^0}^L`$, the global exponentiability of the wave functions forces the value of the pseudoextension<sup>12</sup><sup>12</sup>12Which is directly linked to the Bargmann index of the representation., $`\frac{K}{2}+\alpha n`$, to satisfy the following inequalities: $`n0`$ , $`{\displaystyle \frac{K}{2}}+\alpha n{\displaystyle \frac{1}{2}}`$ (28) $`n>0`$ , $`{\displaystyle \frac{K}{2}}+\alpha n{\displaystyle \frac{1}{2}},`$ which imply the $`SU(1,1)`$-Kac-Moody fusion rule, $`\alpha 0;{\displaystyle \frac{1}{2}}{\displaystyle \frac{K}{2}}{\displaystyle \frac{1}{2}}(2\alpha 1).`$ (29) Thus, in our scheme, globallity fixes the sign of the central extension parameter $`\alpha `$ (which would have the opposite sign in the $`SU(2)`$ case, where the inequalities reverse sign) and provides a natural restriction on the permitted values of $`K`$ according to the actual value of $`\alpha `$. This second condition is analogous to the fusion rule in $`SU(2)`$ of Kac-Moody. For a general analysis of globallity conditions for central extensions of compact Kac-Moody groups we refer to (see also ). Now we return to the question of unitarity. If we consider the linear combinations: $`\widehat{J}_n^1`$ $`=`$ $`{\displaystyle \frac{1}{2}}(\widehat{Z}_n+\widehat{Z^{}}_n),(\widehat{J}_n^1)^{}=\widehat{J}_n^1`$ $`\widehat{J}_n^2`$ $`=`$ $`{\displaystyle \frac{1}{2}}(\widehat{Z}_n\widehat{Z^{}}_n),(\widehat{J}_n^2)^{}=\widehat{J}_n^2`$ (30) $`\widehat{J}_n^3`$ $`=`$ $`\widehat{\mathrm{\Phi }}_n,(\widehat{J}_n^3)^{}=\widehat{J}_n^3,`$ and their commutators: $`[\widehat{J}_n^1,\widehat{J}_m^1]`$ $`=`$ $`\alpha n\delta _{n+m}\widehat{I}`$ $`[\widehat{J}_n^2,\widehat{J}_m^2]`$ $`=`$ $`\alpha n\delta _{n+m}\widehat{I}`$ (31) $`[\widehat{J}_n^3,\widehat{J}_m^3]`$ $`=`$ $`\alpha n\delta _{n+m}\widehat{I},`$ then taking into account the positive sign of $`\alpha `$, we find that $`\widehat{J}_n^1`$ and $`\widehat{J}_n^2`$ generate states of positive norm, whereas the states generated by $`\widehat{J}_n^3`$ have a negative one. What we have found is that consistency with rigid $`SU(1,1)`$ representation theory enforces the existence of negative-norm states in the model, which spoil the unitarity of the theory. The presence of these states in non-compact Kac-Moody groups is a well-known feature (see and references therein). According to the standard viewpoint, these states must be eliminated from the Hilbert space in order to find the physical quantum phase space. In the case of the bosonic string one encounters the same situation, but there the world-sheet reparametrization invariance compels the (Sugawara) Virasoro modes to act trivially, and this constraint eliminates these states. In our case, we cannot resort to the gauge invariance of a Lagrangian in order to motivate such a constraint. All we can adduce in our approach is mathematical consistency. In this line, good candidates for constraints (as indicated in ) are the Kac-Moody operators related to the Casimir of the rigid group. In the case of $`SU(1,1)`$, the only such possibility is the set of Virasoro operators. Therefore, our proposal here is to use the Sugawara-Virasoro operators in order to eliminate the non-physical states <sup>13</sup><sup>13</sup>13A quite different and less harmful alternative treatment of the unitarity problem in non-compact infinite-dimensional groups is under study .. This is a well studied problem in the context of a bosonic string propagating on a curved spacetime. The answer is that Virasoro constraints are not enough to eliminate these vectors in the case of $`SU(1,1)(SL(2,)`$-Kac-Moody (there is not a no-ghost theorem in this case). In a number of solutions are proposed and finally discarded. The first proposed solution is to limit the possible rigid $`SL(2,)`$ representations present in the Kac-Moody one by imposing the index of the $`SL(2,)`$ (our $`K`$) to be bounded by the central extension parameter $`\alpha `$. This is precisely our second condition in (29). This possibility is ruled out in because it is not a natural condition for a string model, since at the quantum level it eliminates some excitations present in the classical theory. But we are not working with a string theory and therefore there is no reason for excluding this condition. Even more, this condition is necessary for lifting the Kac-Moody algebra to the group level. Thus in our construction, is globallity that is responsible for the elimination of negative-norm states. We can summarize the previous considerations concerning the constraints on the Hilbert space that eliminate the negative-norm states <sup>14</sup><sup>14</sup>14An important subtlety of the $`\widehat{L}_0^{Sug}`$ constraint, is that it forces an excited Kac-Moody state of level $`K`$ to be constructed from a vacuum state with a very concrete non-trivial value of the Casimir of the rigid $`SU(1,1)`$ (see ). In order to maintain the possibility of different excitation levels for the matter modes as well as the notion of a true vacuum of the theory, we are obliged to consider a direct sum of irreducible representations constructed from the true vacuum $`0`$ and mixed by external operators which play the same role as the position operators in string theory generating translations in the momentum space. We shall not dwell on any more on this point, since the description of the Kac-Moody Hilbert space to that degree of accuracy is not crucial for us at this stage. by writing: $`\widehat{L}_n^{Sug}\mathrm{\Psi }`$ $`=`$ $`0,n0\widehat{L}_n^{Sug}\mathrm{\Psi }\mathrm{\Psi },n>0`$ $`{\displaystyle \frac{1}{2}}`$ $``$ $`{\displaystyle \frac{K}{2}}{\displaystyle \frac{1}{2}}(2\alpha 1),`$ (32) where $``$ indicates that the two states must be identified by taking the quotient ($`\widehat{L}_n^{Sug}\mathrm{\Psi },n>0`$ is a spurious state). The $`\widehat{L}_0^{Sug}`$ constraint, together with the bound on $`K`$, establish an upper limit to the possible excited states that can appear in the theory (in fact, this was the reason in for rejecting this representation). ### 3.3 Inönü-Wigner contraction There is a mathematical construction devised by Inönü and Wigner which allows the derivation of non-semisimple algebras and their representations from the case of semisimple ones by means of a contraction procedure. For the case of affine Lie algebras this contraction has been considered in (see also ). The effect of this contraction can be seen as a decrease in the grade of non-linearity of certain contracted modes. Thus, the dynamics of these modes becomes more linear, which can be physically considered as a softening of the associated interaction. This mechanism can be of some interest when discussing the classical limit. Let us briefly recall the fundamentals of the Inönü-Wigner contraction (for further details see ). For the contraction to be possible, the original algebra must admit a decomposition: $`𝒢=V_1V_2`$ (33) such that if $`X^\alpha `$, $`\alpha =1,\mathrm{},dimV_1`$ and $`X^i`$, $`i=1,\mathrm{},dimV_2`$ constitutes a basis for $`𝒢`$, then the Lie-algebra structure constants $`C_{}^{\alpha \beta }{}_{i}{}^{}`$ must vanish. In this case, we can contract with respect to $`V_1`$, by redefining the generators in $`V_2`$ with a multiplicative parameter $`\lambda `$ that we make tend to zero ($`\lambda 0`$). After this limit, the $`V_1`$ subalgebra remains unaltered, but the contracted $`V_2`$ generators undergo a linearization. The structure of the resulting algebra is: $`[X^\alpha ,X^\beta ]`$ $`=`$ $`C_{}^{\alpha \beta }{}_{\gamma }{}^{}X^\gamma `$ $`[X^\alpha ,X^i]`$ $`=`$ $`C_{}^{\alpha i}{}_{j}{}^{}X^j`$ (34) $`[X^i,X^j]`$ $`=`$ $`0.`$ In our case, there indeed exists such a $`V_1`$ subalgebra. It is generated by the operators associated with the Cartan rigid subalgebra and the Virasoro modes. Contracting with respect to this subalgebra we find: $`[\widehat{Z}_n,\widehat{Z^{}}_m]`$ $`=`$ $`0`$ $`[\widehat{\mathrm{\Phi }}_n,\widehat{Z}_m]`$ $`=`$ $`i\widehat{Z}_{n+m},[\widehat{\mathrm{\Phi }}_n,\widehat{Z^{}}_m]=i\widehat{Z^{}}_{n+m}`$ $`[\widehat{\mathrm{\Phi }}_n,\widehat{\mathrm{\Phi }}_m]`$ $`=`$ $`\alpha n\delta _{n+m}\widehat{I}`$ $`[\widehat{L}_n,\widehat{Z}_m]`$ $`=`$ $`m\widehat{Z}_{n+m},[\widehat{L}_n,\widehat{Z^{}}_m]=m\widehat{Z^{}}_{n+m}`$ (35) $`[\widehat{L}_n,\widehat{\mathrm{\Phi }}_m]`$ $`=`$ $`m\widehat{\mathrm{\Phi }}_{n+m}+im{\displaystyle \frac{K}{2}}\delta _{n+m}\widehat{I}`$ $`[\widehat{L}_n,\widehat{L}_m]`$ $`=`$ $`(nm)\widehat{L}_{n+m}+{\displaystyle \frac{1}{12}}(cn^3c^{}n)\delta _{n+m}\widehat{I}.`$ Then we find that, in this limit, the $`z`$ and $`z^{}`$ modes lose their dynamical character, and the physical degrees of freedom related to them disappear. On the other hand, as seen in the previous subsection, the modes associated with the Cartan generator are unphysical, so the only physical degrees of freedom after the contraction are the Virasoro ones. It is very important to note that if the Virasoro modes were not present in the model, a dynamical content could be associated with the contracted modes as a trace of the pseudoextension $`K`$. In that case, after the Inönü-Wigner contraction, the Kac-Moody central extension would disappear for this modes, but the pseudo-extension would became a real extension (the same phenomenon happens for the Lorentz and Galileo groups): $`[\widehat{Z}_n,\widehat{Z^{}}_m]`$ $`=`$ $`\kappa \delta _{n+m}\widehat{I}.`$ (36) However, the presence of the Virasoro generators in the physical algebra makes this extension impossible: it is forbidden by the Jacobi identities. What we have found is that the presence of gravity modes imposes constraints to the size of physical phase space. We shall comment further on the role of this Inönü-Wigner contraction when we consider the physical interpretation of the model. ## 4 Physical analysis of the model In this section we study the physical content of the mathematical objects presented in the previous sections. As far as the quantum model is concerned, our chief aim is to give an interpretation to the states in the Hilbert space. We first focus on the states of the form: $`\widehat{L}_{n_1}^I\mathrm{}\widehat{L}_{n_j}^I0n_1,\mathrm{},n_j2,`$ (37) generated by the intrinsic Virasoro modes. The role of these vectors is that of generating the underlying spacetime structure, exactly in the same way the Virasoro modes work in (see this reference for further details). They span a Virasoro irreducible representation with $`c^I(=cc^{Sug})=c^{}>1`$, which is reduced under its kinematical $`sl(2,)`$ subalgebra, producing an ensemble of $`sl(2,)`$ irreducible representations, denoted by $`R^{(N)}`$. An AdS spacetime of radius $`R=\frac{c^I}{\sqrt{N(N1)}}`$ is associated with each $`R^{(N)}`$ representation, while a specific vector state $`N,n,i`$ in $`R^{(N)}`$ represents a particular state of that spacetime ($`n`$ is an excitation index and $`i`$ refers to the degeneration of $`R^{(N)}`$). These $`N,n,i`$ states constitute an orthogonal basis of the Virasoro representation. The interpretation of the intrinsic Virasoro modes is, therefore, the analogue of the Virasoro modes in the pure gravity model, being the basis of the spacetime skeleton. The novel feature is the presence of the matter degrees of freedom. A general state can be formally written as: $`\mathrm{\Psi }={\displaystyle \underset{N,n,i}{}}(PhysicalKacMoodymodes)N,n,i.`$ (38) We may think of the states generated by the physical modes $`\widehat{J}_n^1`$ and $`\widehat{J}_n^2`$ (or equivalently by $`\widehat{Z}_n`$ and $`\widehat{Z^{}}_n`$) as being the quanta of some quantum fields representing matter. Of course, these are not fields in the ordinary sense, since we lack of a unique spacetime background (we have a whole ensemble of them) on which these objects would have support. Only when we consider a state completely lying on a specific spacetime (that is, when $`N`$ and $`i`$ are fixed in the previous sum), does a standard notion of field show up, and then $`\widehat{J}_n^1`$ and $`\widehat{J}_n^2`$ can be seen as excitations of them. In general, a physical state is a linear superposition of different spacetimes, each one supporting a different content of matter excitation modes. Therefore, matter has an essential global and non-local character. A very important point is the fact that matter degrees of freedom are not free modes, as a consequence of their non-trivial commutation relations. Thus, if a state with a given matter field content suffers the action of a (matter) perturbation, the reordering process (originated when passing the lowering operator to the right until it annihilates the vacuum) causes a mixing among the matter fields which results in a change in the distribution of matter modes. This makes the structure of the Hilbert space a very complicated one, a situation that gets even worse when the Sugawara constraints (a part of the Virasoro gravity modes) are taken into account. Despite the complexity of the quantum phase space, the physical image of the system is quite simple: we have two interacting quantum matter fields spread over different spacetimes. The effect of gravity is the consequence of the action of the complete Virasoro modes: $`\widehat{L}_n=\widehat{L}_n^{Sug}+\widehat{L}_n^I`$. When one of these modes acts on a given physical state $`\mathrm{\Psi }`$, it has a double effect. On the one hand, and due to the $`\widehat{L}_n^{Sug}(n>0)`$ part, it affects the matter distribution (again as a consequence of non-trivial commutation) thus creating a gravity-matter interaction, and on the other hand, the $`\widehat{L}_n^I`$ changes the spacetime distribution of Universe, in the sense of . This double effect enriches the dynamics of the model with respect to the pure gravity case. We see that the intrinsic part of Virasoro ($`\widehat{L}_n^I`$) is responsible for the spacetime notion and its dynamics, whereas the orbital part ($`\widehat{L}_n^{Sug}`$), absent when no matter is present, is the responsible of gravity-matter interaction. The semi-classical limit is accomplished by making $`c\mathrm{}`$. In this limit, the different spacetimes collapse into a unique AdS with a very large radius. The matter modes are therefore defined on the same spacetime support, giving rise to an interpretation as excitations of standard matter fields. The dynamics of these fields can be studied by using the semiclassical formalism presented in section 2. We note that the quantum condition for the existence of a spacetime notion, $`cc^{Sug}=c^{}`$, becomes indistinguishable from the classical condition $`c=c^{}3\frac{K^2}{\alpha }`$ in this limit, since $`c^{Sug}`$ and $`\frac{K^2}{4\alpha }`$ are upper-bounded quantities, so that both conditions are consistent. As we saw in detail in that section, a semiclassical action can be constructed for the classical fields. This action is the sum of a gravity, a matter and an interaction term. The matter term has a perturbative expression which at the lowest order represents three free scalar fields. This can be seen directly from the form of $`\mathrm{\Theta }^{KM}`$ (2). The higher-order correction terms couple these scalar fields, producing non-trivial matter dynamics. The non-physical field $`F_\varphi `$ can be seen as an auxiliary field necessary for implementing the matter dynamics. The gravity term has exactly the same form we found in , and we take from there the interpretation for the field $`F_l`$, as an effective classical metric field giving rise to a dynamical correction to the kinematical background metric: $`ds^2=ds_{AdS(R1)}^2+_\lambda F_ld\lambda du.`$ (39) The presence of the gravity-matter interaction term shows the influence of matter in the classical metric notion, as desired. The meaning of the physical matter fields, $`F_z`$ and $`F_z^{}`$ is not quite clear. A possibility is that they are simply classical non-free scalar fields in interaction with gravity, but this then poses the problem of identifying the kind of physical matter or interaction they correspond to. But another possibility is that these degrees of freedom only makes sense in a strong interaction regime, in such a way that in the soft classical limit they decouple. The mathematical justification for this option is the possibility of incorporating an Inönü-Wigner contraction in the model, in which case the physical matter modes would appear corrected by a multiplicative parameter $`\lambda `$. In the weak interaction limit, $`\lambda 0`$, the modes associated with $`z^n`$ and $`z_{}^{}{}_{}{}^{n}`$ lose their dynamical content. This is a non-trivial fact due to the presence of gravity modes, and manifests itself by a decrease in the size of the classical phase space with respect to the quantum one. We have fields which possess a physical existence only in the non-linear strong regime, and become trivial in the weak one. A mechanism like this could be interesting in the study of the softening of gravity singularities: it would indicate the existence of exotic physics in the surroundings of singularities which disappear as we move away from them and with no analogues in the classical theory. One potential snag in the previous discussion is the specification of the nature of the parameter $`\lambda `$ . A number of possibilities can be found inside the model by combining the constants $`\alpha ,c`$ and $`c^{}`$. Unfortunately the model is not sufficiently predictive so as to select a specific one. ## 5 Conclusions We have tried to formulate the dynamics of gravity in the presence of matter, assuming the very strong hypothesis that the whole physical content of the system is encoded in abstract symmetry principles. On this line, we have constructed a quantum model whose physical states represent linear superpositions of AdS spacetimes with different radii and where matter excitations have a definite non-local character; in the general case, they have support on various spacetimes simultaneously. However, a notion for the probability of a matter excitation to lie on a specific spacetime makes sense due to the orthogonality of spacetime vectors and the trivial commutation of matter and intrinsic gravity modes. It should be remarked that the quantum realization of spacetime is directly associated with the $`SL(2,)`$-anomaly, eventually solved by means of a higher-order polarization closing a proper algebra. (In general, higher-order polarizations only have to close weakly, i.e. on solutions.) This allows a well-defined integral manifold supporting the reduced wave functions. Global features of the symmetry structure have proven to be crucial for the consistency of the model. They have allowed us to eliminate the ad hoc character of the crucial restrictions (29), by deducing the natural and unavoidable necessity of them <sup>15</sup><sup>15</sup>15This strengthens the relationship between unitarity and globallity.. In particular, these restrictions have endowed the matter degrees of freedom with a peculiar behaviour in the quantum regime, since it limits the excitation capabilities of these modes. We have found the phenomenon of an enlarging of the physical phase space at the quantum level; that is, the quantum emergence of physical degrees of freedom which are absent from the classical limit. This can be seen both in the quantum acquisition of dynamical content of the diffeomorphisms and in the classical loss of physical presence of the matter modes via an Inönü-Wigner contraction process. This is an intrinsically interesting question which probably survives this particular model and could be present in completely different physical systems. Finally, we recognise the essential limitations and difficulties of taking the symmetry hypothesis to its ultimate consequences in the concrete formulation of this model. Even though it has an intrinsic beauty and power, it poses ambiguity problems related to the physical interpretation of the constructed objects. It does not seem to be strong enough to fix a unique possibility among the different choices it raises. However, we argue that this approach provides profound physical insight when inserted in a more general framework. In the context of gravity, the inclusion of genuinely metric notions should enrich the physical system by suggesting new solutions, so the extension of this approach to higher dimensions is an urgent necessity. ## 6 Acknowledgements We thank J. Guerrero for very useful and illuminating discussions.
warning/0006/math0006080.html	ar5iv	text	# Graph Theoretic Construction of Discrete Groups over 𝑝-adic Fields ## para-bttree Bruhat-Tits tree. First we recall the basic properties of Bruhat-Tits tree $`\text{T}_K`$ attached to $`\mathrm{PGL}(2,K)`$. It is the tree whose vertices are similarity classes of $`𝒪_K`$-lattices in $`K^2`$, and two vertices are connected by an edge if the corresponding quotient module has length one. There is a canonical action by $`\mathrm{PGL}(2,K)`$ on $`\text{T}_K`$. For a vertex $`v`$, which is the similarity class of $`MK^2`$, edges emanating from $`v`$ are in canonical bijection with the lines in $`M/\pi Mk^2`$, i.e., $`k`$-rational points of $`\mathrm{Proj}\mathrm{Sym}_k(M/\pi M)_k^1`$: (LABEL:para-bttree.1) { Edges σ in TK emanating from v }1(k). Edges σ in TK emanating from v superscript1𝑘\left\{\begin{minipage}{162.18062pt} \small Edges $\sigma$ in $\hbox{\ecal{T}}_{K}$ emanating from $v$ \end{minipage}\right\}\longleftrightarrow\mathbb{P}^{1}(k). The set of ends (i.e. equivalence classes of half-lines different by a finite segment) are canonically idetified with $`K`$-rational points of $`_K^1`$, since they are “limits” of sequences of lattices with length one successive quotients. (LABEL:para-bttree.2) $$\left\{\text{Ends in }\text{T}_K\text{ }\right\}^1(K).$$ Note that this bijection is equivariant with the action by $`\mathrm{PGL}(2,K)`$. ## para-treenotation Notation. For an abstract tree $`T`$ we denote by $`\mathrm{Vert}(T)`$ (resp. $`\mathrm{Edge}(T)`$, $`\mathrm{Ends}(T)`$) the set of all vertices (resp. unoriented edges, ends). The notation $`v\sigma `$ for $`v\mathrm{Vert}(T)`$ and $`\sigma \mathrm{Edge}(T)`$ means that $`\sigma `$ emanates from $`v`$. For a vertex $`v\mathrm{Vert}(T)`$ we denote by $`\mathrm{Star}_v(T)`$ the set of edges in $`\mathrm{Edge}(T)`$ emenating from $`v`$. For two vertices $`v_0`$ and $`v_1`$, we denote by $`[v_0,v_1]`$ the geodesic path connecting them. For $`\epsilon _0,\epsilon _1\mathrm{Ends}(T)`$ and $`v\mathrm{Vert}(T)`$, the unique straight-line (resp. half-line) connecting $`\epsilon _0`$ and $`\epsilon _1`$ (resp. $`v`$ and $`\epsilon _0`$) is denoted by $`]\epsilon _0,\epsilon _1[`$ (resp. $`[v,\epsilon _0[`$). The geometric realization $`\|T\|`$ is metrized so that the path $`[v_0,v_1]`$ ($`v_0,v_1\mathrm{Vert}(T)`$) is of length equal to the number of edges in it. The metric function is denoted by $`d_T(,)`$, or simply by $`d(,)`$. If $`T\text{T}_K`$, then we always regard the set $`\mathrm{Ends}(T)`$ as a subset of $`^1(K)`$ by (LABEL:para-bttree.2). ## lem-compact Lemma. Let T be a subtree of $`\text{T}_K`$. Then the set of ends of T, regarded as a subset in $`^1(K)`$, is a closed (hence compact) set. Proof. Let $`\{\epsilon _n\}_{n=1}^{\mathrm{}}`$ be a set of ends of T which converges, as points in $`^1(K)`$, to a point $`\epsilon `$. What to prove is that $`\epsilon `$ is contained in $`\mathrm{Ends}(\text{T})`$. For each $`n`$, let $`u_n`$ be the vertex of T determined by $`]\epsilon _{n1},\epsilon _n[]\epsilon _n,\epsilon _{n+1}[=]\epsilon _n,u_n]`$. Then the union of all the segments $`[u_{n1},u_n]`$ in T contains a half-line $`\mathrm{}`$ pointing to the end $`\epsilon `$. $`\mathrm{}`$ ## para-compact Tree from a compact set. Next we recall the definition of trees from compact sets (\[CKK99, (2.4)\]): Let L be a compact subset of $`_K^{1,\mathrm{an}}`$. We assume that every point in L is at most $`K`$-valued. The tree generated by L, denoted by $`\text{T}(\text{L})`$, is the minimal subtree in $`\text{T}_K`$ having L as the set of ends; it is an empty tree if L consists of less than $`2`$ points. This notion depends on the base field $`K`$, but differs only by subdivision. Note also that the tree $`\text{T}(\text{L})`$ in general differs from the one by Gerritzen-van der Put \[GvP80, I.§2\]; for instance, the tree $`\text{T}^{\mathrm{GvdP}}(\text{L})`$ by them is a finite tree for L being finite, whereas ours are not. In fact, we have the following criterion: (LABEL:para-compact.1) The tree $`\text{T}^{\mathrm{GvdP}}(\text{L})`$ coincides with $`\text{T}(\text{L})`$ if and only if $`\mathrm{Ends}(\text{T}^{\mathrm{GvdP}}(\text{L}))=\text{L}`$. This can be easily seen by the fact that $`\text{T}(\text{L})`$ is the minimal subtree containing all the apartments $`]z,w[`$ for $`z,w\text{L}`$ ($`zw`$). ## para-recall Elements in a discrete subgroup. The following facts are well-known, but are inserted herein for the reader’s convenience: An element $`\gamma \mathrm{PGL}(2,K)`$ is said to be parabolic (resp. elliptic, resp. hyperbolic) if it has only one eigenvalue (resp. two distinct eigenvalues with equal valuations, resp. two distinct eigenvalues with different valuations). Let $`\mathrm{\Gamma }`$ be a discrete subgroup of $`\mathrm{PGL}(2,K)`$. Then: (LABEL:para-recall.1) There exists no parabolic element in $`\mathrm{\Gamma }`$ other than $`1`$. (LABEL:para-recall.2) An element $`\gamma \mathrm{\Gamma }`$ is of finite order if and only if it is elliptic. Suppose two elements $`\theta `$ and $`\chi `$ have exactly one common fixed point $`\mathrm{}^1(K)`$. We may assume $`\theta =\left(\genfrac{}{}{0pt}{}{u\mathrm{\hspace{0.17em}0}}{\mathrm{\hspace{0.17em}0}u^1}\right)`$ and $`\chi =\left(\genfrac{}{}{0pt}{}{ab}{\mathrm{\hspace{0.17em}0}a^1}\right)`$ with $`b0`$. Then it is easy to see that $`\theta \chi \theta ^1\chi ^1`$ is a parabolic element. Hence: (LABEL:para-recall.3) No two elements in $`\mathrm{\Gamma }`$ have exactly one common fixed point in $`_K^1`$. ## lem-discrete Lemma. Let $`\mathrm{\Gamma }`$ be a subgroup in $`\mathrm{PGL}(2,K)`$ acting on a subtree T of $`\text{T}_K`$. (1) If $`\mathrm{\Gamma }`$ is discrete, then for each $`v\text{T}`$ the stabilizer of $`v`$ is a finite group. (2) Conversely, if the stabilizer of at least one vertex $`v`$ is finite, then $`\mathrm{\Gamma }`$ is discrete. Proof. (1) is well-known (the stabilizer in $`\mathrm{PGL}(2,K)`$ of a vertex is an open compact subgroup.) Suppose that there is a sequence $`\{\gamma _i\}\mathrm{\Gamma }`$ converging to $`1`$, then, except for finitely many $`\gamma _i`$’s, they are contained in the stabilizer of $`v`$, since the stabilizer of a vertex in $`\mathrm{PGL}(2,K)`$ is an open neighborhood of $`1`$. $`\mathrm{}`$ ## para-discretegroup Trees from a discrete group. Let $`\mathrm{\Gamma }`$ be a finitely generated discrete subgroup in $`\mathrm{PGL}(2,K)`$. We may assume, replacing $`K`$ by a finite extension if necessary, that every element ($`1`$) in $`\mathrm{\Gamma }`$ has at most $`K`$-valued fixed points in $`_K^1`$ (cf. \[GvP80, I.3.1 (1)\]). Then $`\mathrm{\Gamma }`$ acts on $`\text{T}_K`$ without inversion. Let $`\text{L}_\mathrm{\Gamma }`$ $`=`$ $`\text{the set of limit points of }\mathrm{\Gamma },`$ $`\text{F}_\mathrm{\Gamma }`$ $`=`$ $`\text{the set of fixed points of elements (}1\text{) in }\mathrm{\Gamma }.`$ These are subsets in $`_K^{1,\mathrm{an}}`$ satisfying $`\text{L}_\mathrm{\Gamma }\overline{\text{F}}_\mathrm{\Gamma }`$, where $`\overline{}`$ denotes the topological closure. These sets are, in general, not equal, and the difference $`\overline{\text{F}}_\mathrm{\Gamma }\text{L}_\mathrm{\Gamma }`$ is a discrete set, consisting of fixed points of elliptic elements in $`\mathrm{\Gamma }`$. Now define: $$\text{T}_\mathrm{\Gamma }=\text{T}(\text{L}_\mathrm{\Gamma })\text{and}\text{T}_\mathrm{\Gamma }^{}=\text{T}(\overline{\text{F}}_\mathrm{\Gamma }).$$ Clearly, we have $`\text{T}_\mathrm{\Gamma }\text{T}_\mathrm{\Gamma }^{}`$. It is also clear that, for an inclusion $`\mathrm{\Gamma }_1\mathrm{\Gamma }_2`$ of finitely generated discrete subgroups, we have inclusions of trees $`\text{T}_{\mathrm{\Gamma }_1}\text{T}_{\mathrm{\Gamma }_2}`$ and $`\text{T}_{\mathrm{\Gamma }_1}^{}\text{T}_{\mathrm{\Gamma }_2}^{}`$. The trees $`\text{T}_\mathrm{\Gamma }`$ and $`\text{T}_\mathrm{\Gamma }^{}`$ admit canonically an action by $`\mathrm{\Gamma }`$ without inverstion. ## exa-tree Examples. (1) If $`\mathrm{\Gamma }`$ is a finite subgroup, then $`\text{T}_\mathrm{\Gamma }`$ is empty. The notion of the the other tree $`\text{T}_\mathrm{\Gamma }^{}`$ fits in with the following concept: For an elliptic element $`\gamma \mathrm{PGL}(2,K)`$ with the fixed points $`z,w^1(K)`$, we set $$M(\gamma )=]z,w[,$$ and call it the mirror of $`\gamma `$ (this definition of mirror slightly differs from that in \[CKK99, (2.3)\]; see Lemma LABEL:lem-fixedlocus below). Then the tree $`\text{T}_\mathrm{\Gamma }^{}`$ is the minimal one which contains all the mirrors of elements ($`1`$) in $`\mathrm{\Gamma }`$. (2) If $`\mathrm{\Gamma }`$ is a free subgroup (i.e., so-called, Schottky group), then the trees $`\text{T}_\mathrm{\Gamma }`$ and $`\text{T}_\mathrm{\Gamma }^{}`$ coincide with each other, and with the Gerritzen-van der Put tree $`\text{T}_\mathrm{\Gamma }^{\mathrm{GvdP}}`$ (\[GvP80, I.2.6\]), originally introduced by Mumford (\[Mum72\]); indeed, in this case, it is well-known that the set of ends of the latter tree recovers the set of limit points (cf. \[Mum72, (1.19)\]). (3) In general, we have $`\text{T}^{\mathrm{GvdP}}(\text{L}_\mathrm{\Gamma })=\text{T}_\mathrm{\Gamma }`$ (this follows easily from \[GvP80, I.3.1 (1)\]), and the other tree $`\text{T}_\mathrm{\Gamma }^{}`$ is the minimal one containing $`\text{T}_\mathrm{\Gamma }`$ and all the mirrors of elliptic elements in $`\mathrm{\Gamma }`$. ## rem-mirror Remark. (1) The idea of the terminology “mirror” stems from the analogy to reflection mirrors in the theory of reflection groups. In fact, any elliptic element fixes its mirror pointwise, and “rotates” the other parts (cf. Lemma LABEL:lem-fixedlocus). (2) Let $`\gamma ,\theta \mathrm{\Gamma }`$ be elliptic elements. Then the mirrors $`M(\gamma )`$ and $`M(\theta )`$ shares an end (i.e., $`M(\gamma )M(\theta )`$ contains a half-line) if and only if $`\gamma ,\theta `$ is a cyclic group. This follows easily from (LABEL:para-recall.3). In particular, mirrors are in bijection with maximal finite cyclic subgroups in $`\mathrm{\Gamma }`$. ## lem-fixedlocus Lemma. Let $`n`$ be the order of $`\gamma `$, and set $`G=\gamma `$. (1) Let $`v_0M(\gamma )`$. If $`(n,p)=1`$, then $`G`$ acts freely on the $`q1`$ vertices adjacent to $`v_0`$ not lying on $`M(\gamma )`$, where $`q`$ is the number of elements in the residue field $`k`$. (2) Suppose $`n=p^r`$ for $`r1`$, and set $`s=\nu (\zeta _{p^r}1)`$, where $`\zeta _{p^r}`$ is a primitive $`p^r`$-th root of unity, and $`\nu `$ is the normalized (i.e. $`\nu (\pi )=1`$) valuation. Then a vertex $`v\text{T}_K`$ is fixed by $`G`$ if and only if $`0d(v,M(\gamma ))s`$. Proof. We may assume that $`\gamma :z\zeta _nz`$, where $`z`$ is the inhomogeneous coordinate. (1) follows from the fact that the adjacent vertices are in canonical one-to-one correspondence with points in $`^1(k)`$. (2) is due to an easy calculation collaborated with the following fact: Let $`v_0=[𝒪_KX_0+𝒪_KX_1]`$ and $`v_1=[𝒪_K(X_0+u_0X_1)+𝒪_K\pi X_1]`$ with $`u_00\mathrm{mod}\pi `$. If $`v`$ is a vertex such that the path $`[v_0,v]`$ contains $`v_1`$, then $`v=[𝒪_K(X_0+(_{i=0}^{d1}u_i\pi ^i)X_1)+𝒪_K\pi ^dX_1]`$, where $`d=d(v,v_0)`$. $`\mathrm{}`$ ## pro-minimal Proposition. For a finitely generated discrete subgroup $`\mathrm{\Gamma }`$ in $`\mathrm{PGL}(2,K)`$, the tree $`\text{T}_\mathrm{\Gamma }`$ is minimal among the subtrees in $`\text{T}_K`$ acted on by $`\mathrm{\Gamma }`$. Proof. If $`\mathrm{\Gamma }`$ does not contain a hyperbolic element, then $`\text{T}_\mathrm{\Gamma }`$ is empty and the proposition is vacuous. Let T be a subtree in $`\text{T}_K`$ acted on by $`\mathrm{\Gamma }`$. It is well-known that the set of limit points $`\text{L}_\mathrm{\Gamma }`$ is the topological closure of the set of fixed points of hyperbolic elements. By Lemma LABEL:lem-compact, it suffices to show that, for any hyperbolic element $`\gamma \mathrm{\Gamma }`$, the tree T contains the apartent connecting the fixed points of $`\gamma `$. Let $`v\mathrm{Vert}(\text{T})`$. Since $`\gamma `$ does not fix any vertex in $`\text{T}_K`$, the $`v_n=\gamma ^nv`$ for $`n`$ are all distinct. For each $`n`$, let $`u_n`$ be the vertex determined by $`[v_{n1},v_n][v_n,v_{n+1}]=[v_n,u_n]`$. The vertices $`u_n`$ are also all distinct. Then $`\gamma [u_{n1},u_n]=[u_n,u_{n+1}]`$, and hence $`\gamma `$ fixes two ends of the apartment $`_n[u_n,u_{n+1}]`$ in T. $`\mathrm{}`$ ## para-quotient Quotient graphs. We denote by $`T_\mathrm{\Gamma }`$ and $`T_\mathrm{\Gamma }^{}`$ the quotient graph of $`\text{T}_\mathrm{\Gamma }`$ and $`\text{T}_\mathrm{\Gamma }^{}`$, respectively, by $`\mathrm{\Gamma }`$. The quotient maps of these trees are, by slight abuse of notation, both denoted by $`\varrho _\mathrm{\Gamma }`$. Let $`\mathrm{\Omega }_\mathrm{\Gamma }=_K^{1,\mathrm{an}}\text{L}_\mathrm{\Gamma }`$, the corresponding analytic domain, and $`\varpi _\mathrm{\Gamma }:\mathrm{\Omega }_\mathrm{\Gamma }\mathrm{\Gamma }\backslash \mathrm{\Omega }_\mathrm{\Gamma }`$ the quotient map. It is well-known that the graph $`T_\mathrm{\Gamma }`$ is finite, and that the analytic space $`\mathrm{\Gamma }\backslash \mathrm{\Omega }_\mathrm{\Gamma }`$ is the analytification of a non-singular projective curve. Ramification points of $`\varpi _\mathrm{\Gamma }`$ are fixed points of elliptic elements, or equivalently, points in $`\overline{\text{F}}_\mathrm{\Gamma }\text{L}_\mathrm{\Gamma }`$. This leads to the following statement (cf. \[vdP97\]): ## pro-branch Proposition. There exist canonical bijections, compatible with the quotient maps, $$\begin{array}{ccc}\left\{\text{Ramification points in }\mathrm{\Omega }_\mathrm{\Gamma }\text{ of the map }\varpi _\mathrm{\Gamma }\text{ }\right\}& & \mathrm{Ends}(\text{T}_\mathrm{\Gamma }^{})\mathrm{Ends}(\text{T}_\mathrm{\Gamma })\\ & & \\ \left\{\text{Branch points in }\mathrm{\Gamma }\backslash \mathrm{\Omega }_\mathrm{\Gamma }\text{ }\right\}& & \mathrm{Ends}(T_\mathrm{\Gamma }^{})\text{.}\end{array}$$ Moreover, the decomposition group of a ramification point coincides with the stabilizer of the corresponding end. $`\mathrm{}`$ ## para-stabilizer Stabilizers and tree of groups. For $`v\mathrm{Vert}(\text{T}_K)`$ (resp. $`\sigma \mathrm{Edge}(\text{T}_K)`$) we denote by $`\mathrm{\Gamma }_v`$ (resp. $`\mathrm{\Gamma }_\sigma `$) the stabilizer in $`\mathrm{\Gamma }`$ of $`v`$ (resp. $`\sigma `$ with orientation). These are finite groups, for $`\mathrm{\Gamma }`$ is discrete. Now we assume that the quotient graph $`T_\mathrm{\Gamma }^{}`$ are trees. Then by \[Ser80, I.4.1, Prop. 17\], there exists a section $`\iota _\mathrm{\Gamma }:T_\mathrm{\Gamma }^{}\text{T}_\mathrm{\Gamma }^{}`$ of the quotient map $`\varrho _\mathrm{\Gamma }`$. Such a section gives rise to the so-called tree of groups $`(T_\mathrm{\Gamma }^{},\mathrm{\Gamma }_{})`$ (\[Ser80, I.4.4, Def. 8\]) by attaching the stabilizers $`\mathrm{\Gamma }_v`$ (resp. $`\mathrm{\Gamma }_\sigma `$) to vertices $`v\mathrm{Vert}(\iota _\mathrm{\Gamma }(T_\mathrm{\Gamma }^{}))`$ (resp. edges $`\sigma \mathrm{Edge}(\iota _\mathrm{\Gamma }(T_\mathrm{\Gamma }^{}))`$). By \[Ser80, I.4.5, Thm. 10\], we see that $`\mathrm{\Gamma }`$ is generated by the finite subgroups $`\mathrm{\Gamma }_v`$ for $`v\mathrm{Vert}(\iota _\mathrm{\Gamma }(T_\mathrm{\Gamma }^{}))`$, and is isomorphic to the associated amalgam product $$\mathrm{\Gamma }\stackrel{}{}\underset{}{lim}(T_\mathrm{\Gamma }^{},\mathrm{\Gamma }_{}).$$ A similar isomorphy with $`(T_\mathrm{\Gamma }^{},\mathrm{\Gamma }_{})`$ replaced by the finite subtree of groups $`(T_\mathrm{\Gamma },\mathrm{\Gamma }_{})`$ is also true by the same reasoning. ## def-contraction Definition (cf. \[CKK99, Prop. 1\]). Let $`(T,G_{})`$ be an abstract tree of groups, and $`T^{}T`$ a subtree. Then the induced tree of groups $`(T^{},G_{})`$ is said to be a contraction of $`(T,G_{})`$ if the following conditions are satisfied: * $`\mathrm{Ends}(T^{})=\mathrm{Ends}(T)`$. * For every vertex $`v`$ of $`TT^{}`$ the stabilizers of vertices on the path from $`v`$ to $`v^{}`$ are ordered increasingly with respect to inclusion upon approaching $`T^{}`$, where $`v^{}`$ is the vertex in $`T^{}`$ nearest to $`v`$. If $`(T^{},G_{})`$ is a contraction of $`(T,G_{})`$, then, by (1), $`T`$ differs from $`T^{}`$ only by (possibly infinitely many) finite pieces, and (2) means that these pieces are inessential; in particular, the associated amalgams coincide with each other. ## lem-contraction Lemma. Let $`\text{T}^{}\text{T}\text{T}_K`$ be inclusions of trees into the Bruhat-Tits tree $`\text{T}_K`$, and $`\mathrm{\Gamma }\mathrm{PGL}(2,K)`$ a finitely generated discrete subgroup. Suppose that both $`\text{T}^{}`$ and T are stable under the action of $`\mathrm{\Gamma }`$. Let $`T=\mathrm{\Gamma }\backslash \text{T}`$ and $`T^{}=\mathrm{\Gamma }\backslash \text{T}^{}`$, and $`(T,\mathrm{\Gamma }_{})`$ and $`(T^{},\mathrm{\Gamma }_{})`$ the trees of groups induced by a section $`\iota :T\text{T}`$. Suppose that the inclusion $`T^{}T`$ gives the bijection between the set of ends. Then $`(T^{},\mathrm{\Gamma }_{})`$ is a contraction of $`(T,\mathrm{\Gamma }_{})`$. Proof. This is a slight generalization of \[CKK99, Proposition 1\], and can be proven by the same argument as in \[CKK99, (3.6)\]. $`\mathrm{}`$ 3. Realization of tree of groups ## As we saw in LABEL:para-stabilizer any finitely generated discrete subgroup $`\mathrm{\Gamma }\mathrm{PGL}(2,K)`$ such that $`T_\mathrm{\Gamma }^{}`$ is a tree gives rise to a tree of groups $`(T_\mathrm{\Gamma }^{},\mathrm{\Gamma }_{})`$, which recovers the abstract group isomorphic to $`\mathrm{\Gamma }`$ as, so to speak, the “fundamental group” of the data $`(T_\mathrm{\Gamma }^{},\mathrm{\Gamma }_{})`$. Moreover the data $`(T_\mathrm{\Gamma }^{},\mathrm{\Gamma }_{})`$ also recovers $`\text{T}_\mathrm{\Gamma }^{}`$ as an abstract tree (cf. \[Ser80, I.4.5, Thm. 10\]), which one can call the “universal covering” of $`(T_\mathrm{\Gamma }^{},\mathrm{\Gamma }_{})`$. Now the natural question rises: Given an abstract tree of groups, when can one realize its fundamental group as a discrete subgroup in $`\mathrm{PGL}(2,K)`$ and the universal covering as a subtree in $`\text{T}_K`$? The objective of this section is to answer this question. ## para-situation Let $`(T,G_{})`$ be an abstract tree of groups, that is, an abstract tree $`T`$ to which finite groups $`G_v`$ and $`G_\sigma `$ for $`v\mathrm{Vert}(T)`$ and $`\sigma \mathrm{Edge}(T)`$ are attached; among these groups are injective homomorphisms $`G_\sigma G_v`$ for each pair $`(v,\sigma )`$ with $`v\sigma `$. Suppose that we are given embeddings $`G_v\mathrm{PGL}(2,K)`$ for any $`v\mathrm{Vert}(T)`$ compatible with each $`G_\sigma G_v`$ for $`v\sigma `$. Such embeddings, provided that $`K`$ is large enough, gives rise to subtrees $`\text{T}_{G_v}^{}`$ as in LABEL:para-discretegroup. Set $$\stackrel{~}{\text{T}}_G_{}=\text{the minimal subtree in }\text{T}_K\text{ containing all }\text{T}_{G_v}^{}.$$ The set of ends in $`\stackrel{~}{\text{T}}_G_{}`$ is, therefore, the union of the set of ends in $`\text{T}_{G_v}^{}`$ for $`v\mathrm{Vert}(T)`$. This tree is labelled by groups (not necessarily finite) $`\stackrel{~}{G}_{}`$ as follows: For a vertex $`v\mathrm{Vert}(\stackrel{~}{\text{T}}_G_{})`$ the group $`\stackrel{~}{G}_v`$ is the subgroup in $`\mathrm{PGL}(2,K)`$ generated by $`(G_u)_v`$ (the stabilizer at $`v`$ by the action of $`G_u`$ on $`\text{T}_K`$) for all $`u\mathrm{Vert}(T)`$; the definition of the group $`\stackrel{~}{G}_\sigma `$ for $`\sigma \mathrm{Edge}(\stackrel{~}{\text{T}}_G_{})`$ is similar, which is just the intersection of $`\stackrel{~}{G}_v`$’s at the two extremities. ## def-admissible Definition. An admissible embedding of an abstract tree of groups $`(T,G_{})`$ is an embedding $`\iota :T\text{T}_K`$ of trees together with embeddings $`G_v\mathrm{PGL}(2,K)`$ for any $`v\mathrm{Vert}(T)`$ compatible with each $`G_\sigma G_v`$ for any $`v\sigma `$ such that the following conditions are satisfied: * $`\iota (T)\stackrel{~}{\text{T}}_G_{}`$. * For any $`v\mathrm{Vert}(T)`$ and $`\gamma G_v`$ ($`\gamma 1`$), there exists $`\delta \mathrm{\Gamma }`$ such that $`M(\delta \gamma \delta ^1)\iota (T)`$ contains an edge, where $`\mathrm{\Gamma }`$ is the subgroup in $`\mathrm{PGL}(2,K)`$ generated by all $`G_v`$ for $`v\mathrm{Vert}(T)`$. * $`\stackrel{~}{G}_{\iota (v)}=G_v`$ for any $`v\mathrm{Vert}(T)`$. * $`\stackrel{~}{G}_{\iota (\sigma )}=G_\sigma `$ for any $`\sigma \mathrm{Edge}(T)`$. * For any $`v\mathrm{Vert}(T)`$, we have $`\mathrm{Star}_v(T)G_v\backslash (G_v\mathrm{Star}_{\iota (v)}(\stackrel{~}{\text{T}}_G_{}))`$ by the composite of $`\iota `$ followed by the projection. The last condition means that $`T`$ behaves locally like a fundamental domain at each vertex. ## def-staradmissible Definition. An abstract tree of groups $`(T,G_{})`$ is said to be $``$-admissible if it has an admissible embedding and the associated amalgam $`lim_{}(T,G_{})`$ is finitely generated. ## lem-admissible Lemma. If $`\mathrm{\Gamma }\mathrm{PGL}(2,K)`$ is a finitely generated discrete subgroup such that $`T_\mathrm{\Gamma }^{}`$ is a tree, then $`(T_\mathrm{\Gamma }^{},\mathrm{\Gamma }_{})`$ by a section $`\iota _\mathrm{\Gamma }:T_\mathrm{\Gamma }^{}\text{T}_\mathrm{\Gamma }^{}`$ is $``$-admissible. Proof. By LABEL:para-stabilizer, $`lim_{}(T,G_{})\mathrm{\Gamma }`$, and is finitely generated. Clearly, we have $`\iota _\mathrm{\Gamma }(T_\mathrm{\Gamma }^{})\stackrel{~}{\text{T}}_\mathrm{\Gamma }_{}`$. (LABEL:def-admissible.3) and (LABEL:def-admissible.4) are obvious. Let $`v\mathrm{Vert}(T_\mathrm{\Gamma }^{})`$. Then $`\mathrm{Star}_v(T_\mathrm{\Gamma }^{})\mathrm{\Gamma }_v\backslash \mathrm{Star}_v(\text{T}_\mathrm{\Gamma }^{})`$ obviously holds. But since $`\iota _\mathrm{\Gamma }(T_\mathrm{\Gamma }^{})\stackrel{~}{\text{T}}_\mathrm{\Gamma }_{}\text{T}_\mathrm{\Gamma }^{}`$, we have (LABEL:def-admissible.5). Finally, for $`\gamma G_v`$ with $`\gamma 1`$, since $`T^{}`$ is a fundamental domain in $`\text{T}_\mathrm{\Gamma }^{}`$, there exists $`\delta \mathrm{\Gamma }`$ such that $`M(\delta \gamma \delta ^1)T`$ is non-empty, containing a vertex $`w`$. Due to (LABEL:def-admissible.5), of which we have proved the validity, one can further make a twist by $`\chi G_w`$ so that $`M(\chi \delta \gamma \delta ^1\chi ^1)T`$ contains an edge. $`\mathrm{}`$ Note that $`(T_\mathrm{\Gamma },\mathrm{\Gamma }_{})`$ is not $``$-admissible, since it does not satisfy (LABEL:def-admissible.5). What we are to show is that the converse of the above lemma in a certain sense: ## thm-realization Theorem. Let $`(T,G_{})`$ be a $``$-admissible tree of groups and $`\iota :T\stackrel{~}{\text{T}}_G_{}`$ with $`\{G_v\mathrm{PGL}(2,K)\}_{v\mathrm{Vert}(T)}`$ an admissible embedding. Let $`\mathrm{\Gamma }`$ be the subgroup in $`\mathrm{PGL}(2,K)`$ generated by all $`G_v`$ for $`v\mathrm{Vert}(T)`$ and set $$\text{T}^{}=\underset{\gamma \mathrm{\Gamma }}{}\gamma \iota (T)$$ in $`\text{T}_K`$. Then: (1) The group $`\mathrm{\Gamma }`$ is a finitely generated discrete subgroup in $`\mathrm{PGL}(2,K)`$ isomorphic to $`lim_{}(T,G_{})`$. (2) The subset $`\text{T}^{}`$ in $`\text{T}_K`$ is a tree and $`\mathrm{\Gamma }\backslash \text{T}^{}T`$. (3) The embedding $`\iota `$ gives a section $`T\text{T}^{}`$ by which the induced tree of groups $`(T,\mathrm{\Gamma }_{})`$ equals to $`(T,G_{})`$. Moreover, if $`\text{T}_\mathrm{\Gamma }^{}`$ is the tree associated to $`\mathrm{\Gamma }`$ as in LABEL:para-discretegroup, then $`\text{T}_\mathrm{\Gamma }^{}\text{T}^{}`$, and the induced inclusion $`T_\mathrm{\Gamma }^{}T`$ enjoys the following: (4) The induced inclusion $`\mathrm{Ends}(T_\mathrm{\Gamma }^{})\mathrm{Ends}(T)`$ is a bijection. (5) The section $`\iota `$ restricts to a section $`T_\mathrm{\Gamma }^{}\text{T}_\mathrm{\Gamma }^{}`$ by which the induced tree of groups $`(T_\mathrm{\Gamma }^{},\mathrm{\Gamma }_{})`$ is the restriction of $`(T,\mathrm{\Gamma }_{})=(T,G_{})`$. (6) The tree of groups $`(T_\mathrm{\Gamma }^{},\mathrm{\Gamma }_{})`$ is a contraction of $`(T,\mathrm{\Gamma }_{})=(T,G_{})`$. ## para-length To prove the theorem, we need several lemmas. In the sequel, we regard $`T`$ as a subtree in $`\text{T}_K`$ by $`\iota `$; also, we can simply write $`G_v`$ and $`G_\sigma `$ instead of $`\stackrel{~}{G}_v`$ and $`\stackrel{~}{G}_\sigma `$, respectively, because of (LABEL:def-admissible.3) and (LABEL:def-admissible.4). Trees are often regarded as metric spaces by geometric realization (cf. LABEL:para-treenotation). Let $`\mathrm{\Gamma }`$ be as in the theorem. Any element $`\gamma \mathrm{\Gamma }`$ is expressed as $`\gamma =\alpha _1\mathrm{}\alpha _m`$ with $`\alpha _iG_{v_i}`$ for some $`v_i\mathrm{Vert}(T)`$ for $`i=1,\mathrm{},m`$. The length of $`\gamma `$ is the minimal $`m`$ in among all such expressions as above. Let $`\mathrm{\Gamma }^{(m)}`$ be the set of all elements in $`\mathrm{\Gamma }`$ of length $`m`$. Obviously, $`\mathrm{\Gamma }^{(0)}=\{1\}`$ and $`\mathrm{\Gamma }^{(1)}=_{v\mathrm{Vert}(T)}G_v\{1\}`$. ## lem-nontrivial Lemma. There is no half-line in $`T`$ on which only trivial groups are attached to vertices and edges. Proof. From the definition of the tree $`\stackrel{~}{\text{T}}_G_{}`$, it follows that $`\mathrm{Ends}(\stackrel{~}{\text{T}}_G_{})`$ is, regarded as a subset in $`^1(K)`$, the set of fixed points of elements in $`\mathrm{\Gamma }^{(1)}`$. Then the lemma follows from (LABEL:def-admissible.1), (LABEL:def-admissible.3), and (LABEL:def-admissible.4). (Note that if $`G_u=1`$ then $`\text{T}_{G_u}^{}=\mathrm{}`$.) $`\mathrm{}`$ ## lem-arcwise Lemma. The subset $`\text{T}^{}`$ in $`\text{T}_K`$ is arcwise connected, i.e. a subtree. Proof. For any $`\gamma =\alpha _1\mathrm{}\alpha _m\mathrm{\Gamma }^{(m)}`$, set $`\gamma _i=\alpha _1\mathrm{}\alpha _i`$ for $`i=1,\mathrm{},m`$ (set $`\gamma _0=1`$). Then $`\gamma _iT\gamma _{i+1}T=\gamma _i(T\alpha _{i+1}T)\mathrm{}`$ for $`i=0,\mathrm{},m1`$. Hence a point in $`\gamma T`$ can be connected by a path with a point in $`T`$. $`\mathrm{}`$ ## lem-fundamental Lemma. For $`\gamma \mathrm{\Gamma }^{(1)}`$ and $`v\mathrm{Vert}(T)`$, $`\gamma v\mathrm{Vert}(T)`$ implies $`\gamma v=v`$. Proof. Take $`u\mathrm{Vert}(T)`$ such that $`\gamma G_u`$. Let $`w\mathrm{Vert}(T)`$ be the vertex determined by $`[u,v][u,\gamma v]=[u,w]`$. Since $`\gamma u=u`$ we have $`\gamma w=w`$, i.e., $`\gamma G_w`$. If $`\gamma vv`$, then the segments $`[w,v]`$ and $`[w,\gamma v]`$ in $`T`$ contain edges, different from each other, emanating from $`w`$ which are in the same $`\gamma `$-orbit. But this contradicts (LABEL:def-admissible.5). $`\mathrm{}`$ ## lem-disjoint Lemma. Let $`\gamma \mathrm{\Gamma }^{(m)}`$ with $`m>1`$. Then $`T\gamma T=\mathrm{}`$. Moreover, if $`\gamma =\alpha _1\mathrm{}\alpha _m`$ a minimal expression, and $`v_1,v_2\mathrm{Vert}(T)`$ with $`\alpha _1G_{v_1}`$ and $`\alpha _2G_{v_2}`$ are chosen so that $`d(v_1,v_2)`$ is minimal, then the geodesic path connecting $`T`$ and $`\gamma T`$ contains $`\alpha _1v_2`$. Proof. The proof is done by induction with respect to $`m`$. First we show the lemma in $`m=2`$; $`\gamma =\alpha _1\alpha _2`$. Since $`\alpha _1G_{v_2}`$, $`\alpha _1v_2=\gamma v_2\mathrm{Vert}(T)`$ (due to Lemma LABEL:lem-fundamental). Now suppose $`vT\gamma T`$. Then $`[v,\alpha _1v_2]=[v,\gamma v_2]\gamma T`$. Due to the minimality of $`d(v_1,v_2)`$, we have $`[v_1,\alpha _1v_2]T=\{v_1\}`$. Hence the geodesic path connecting $`\gamma v_2`$ with the vertex $`v`$ in $`T`$ contains $`v_1`$; in particular, $`v_1T\gamma T`$. This means $`\gamma ^1v_1\mathrm{Vert}(T)`$, while $`\gamma ^1v_1v_1`$ (since $`\gamma \mathrm{\Gamma }^{(1)}`$). But $`\gamma ^1v_1=\alpha _2^1v_1`$ leads to contradiction to Lemma LABEL:lem-fundamental. Therefore, $`T\gamma T=\mathrm{}`$. Due to the minimality of $`d(v_1,v_2)`$, $`[v_1,\alpha _1v_2]T=\{v_1\}`$ and $`[v_2,\alpha _2^1v_1]T=\{v_2\}`$. This last equality gives $`[\alpha _1v_2,v_1]\gamma T=\{\alpha _1v_2\}`$. Hence the segment $`[v_1,\alpha _1v_2]`$ is the geodesic path connecting $`T`$ and $`\gamma T`$, which contains $`\alpha _1v_2`$. For $`m>2`$, we set $`\gamma ^{}=\alpha _1\mathrm{}\alpha _{m1}`$. Take $`v_m\mathrm{Vert}(T)`$ such that $`\alpha _mG_{v_m}`$. Then $`\gamma v_m=\gamma ^{}v_m\gamma ^{}T\gamma T`$. Suppose $`vT\gamma T`$. By induction, $`[\gamma ^{}v_m,v]`$ contains $`\alpha _1v_2`$. But this segment $`[\gamma ^{}v_m,v]`$ is included in $`\gamma T`$, which means $`\gamma T\alpha _1T\mathrm{}`$. This contradics to the induction hypothesis, since $`\gamma T\alpha _1T=\alpha _1(\alpha _2\mathrm{}\alpha _mTT)`$. Hence $`T\gamma T=\mathrm{}`$. Since the geodesic connecting $`\gamma T`$ and $`T`$ contains that connecting $`\gamma ^{}T`$ and $`T`$ (since $`\gamma ^{}T\gamma T\mathrm{}`$), in particular, it contains $`\alpha _1v_2`$. $`\mathrm{}`$ ## cor-disjoint1 Corollary. For $`\gamma \mathrm{\Gamma }`$ ($`\gamma 1`$), $`T\gamma T\mathrm{}`$ if and only if $`\gamma \mathrm{\Gamma }^{(1)}`$. $`\mathrm{}`$ ## cor-disjoint1.5 Corollary. For $`\gamma \mathrm{\Gamma }`$ and $`v\mathrm{Vert}(T)`$, $`\gamma v\mathrm{Vert}(T)`$ imples $`\gamma G_v`$. $`\mathrm{}`$ ## cor-disjoint2 Corollary. For $`\gamma ,\delta \mathrm{\Gamma }`$, and suppose $`T\gamma T\gamma \delta T\mathrm{}`$. Then, for any $`vT\gamma T\gamma \delta T`$, we have $`\gamma ,\delta G_v`$. Proof. By Lemma LABEL:lem-disjoint, $`\gamma `$, $`\delta `$, and $`\gamma \delta `$ are in $`\mathrm{\Gamma }^{(1)}\{1\}`$. Since $`\gamma ^1v\mathrm{Vert}(T)`$, $`\gamma ^1v=v`$ (by Lemma LABEL:lem-fundamental), which gives $`\gamma G_v`$. Similarly, we get $`\delta G_v`$. $`\mathrm{}`$ By these corollaries and \[Ser80, Appendix, pp. 30–31\], we have: ## cor-disjoint3 Corollary. Let $`F`$ be the free group with basis $`X_\alpha `$ indexed by $`\alpha \mathrm{\Gamma }^{(1)}\{1\}`$, and $`\phi :F\mathrm{\Gamma }`$ the natural homomorphism $`X_\alpha \alpha `$. Then $`\mathrm{Ker}\phi `$ is the normal subgroup generated by $`X_\alpha X_\beta (X_{\alpha \beta })^1`$ for all $`(\alpha ,\beta )`$ such that $`\alpha ,\beta G_v`$ for some $`v\mathrm{Vert}(T)`$. $`\mathrm{}`$ ## cor-disjoint4 Corollary. The natural homomorphism $$\underset{}{lim}(T,G_{})\mathrm{\Gamma }$$ is an isomorphism. Proof. It suffices to show that the kernel of the homomorphism $`Flim_{}(T,G_{})`$ sending $`X_\alpha \alpha `$ is the normal subgroup generated by $`X_\alpha X_\beta (X_{\alpha \beta })^1`$ for $`\alpha ,\beta G_vlim_{}(T,G_{})`$ with some $`v\mathrm{Vert}(T)`$. But this is obvious from the definition of amalgams. $`\mathrm{}`$ ## para-proof Proof of Theorem LABEL:thm-realization. Let $`X`$ be the abstract tree (“universal covering” of $`(T,G_{})`$) as in \[Ser80, I.4.5 Theorem 9\]. We first show that our tree $`\text{T}^{}`$ and $`X`$ are $`\mathrm{\Gamma }`$-equivariantly isomorphic. To see this, it suffices to show that $$\mathrm{Vert}(\text{T}^{})(=\mathrm{\Gamma }\mathrm{Vert}(T))\underset{v\mathrm{Vert}(T)}{}G_T/G_v,$$ where $`G_T=lim_{}(T,G_{})`$, and that the similar equality holds also for the set of oriented edges. But these follow from Corollary LABEL:cor-disjoint4 and Corollary LABEL:cor-disjoint1.5. Then it follows from \[Ser80, I.4.5 Theorem 9\] that $`T`$ is a fundamental domain for $`\text{T}^{}`$ modulo $`\mathrm{\Gamma }`$, and the stabilizers $`\mathrm{\Gamma }_v`$ ($`v\mathrm{Vert}(T)`$) and $`\mathrm{\Gamma }_\sigma `$ ($`\sigma \mathrm{Edge}(T)`$) are equal to $`G_v`$ and $`G_\sigma `$, repectively. In particular, by Lemma LABEL:lem-discrete, $`\mathrm{\Gamma }`$ is discrete in $`\mathrm{PGL}(2,K)`$. Therefore, (1) and (2) have been proved. The embedding $`\iota `$ obviously gives a section $`T\text{T}^{}`$, and hence, we have (3). We proceed to the proof of (4)$``$(6). First we are going to show $`\text{T}_\mathrm{\Gamma }^{}\text{T}^{}`$. In view of Proposition LABEL:pro-minimal, it suffices to show that the mirror of any elliptic element $`\gamma \mathrm{\Gamma }`$ is contained in $`\text{T}^{}`$. Since $`\gamma `$ is $`\mathrm{\Gamma }`$-conjugate to an element in $`\mathrm{\Gamma }^{(1)}`$ (\[Ser80, I.1.3 Corollary 1\]), by (LABEL:def-admissible.2), we may assume that $`\gamma G_v`$ for a vertex $`v\mathrm{Vert}(T)`$ and $`M(\gamma )T`$ contains an edge. If $`M(\gamma )T`$, there is nothing to prove. Otherwise, $`M(\gamma )T`$ is either a half-line, a segment of finite length. If it is a half-line $`\mathrm{}=[u,\epsilon [`$, then let us denote the other “half” by $`\overline{\mathrm{}}=[u,\overline{\epsilon }[`$ ($`M(\gamma )=\mathrm{}\overline{\mathrm{}}`$). Since $`\epsilon `$ and $`\overline{\epsilon }`$ are in the same orbit by the action of $`G_u`$ on $`^1(K)`$, we have $`\delta G_u`$ such that $`\delta \mathrm{}=\overline{\mathrm{}}`$. Hence $`M(\gamma )\text{T}^{}`$. Suppose $`M(\gamma )T`$ is a segment $`[u,w]`$. Let $`[w_1,u]`$ be in $`M(\gamma )`$ such that $`d(w_1,u)=d(u,w)`$ and $`[w_1,u][u,w]=\{u\}`$. Then in $`\text{T}_{G_u}^{}`$ these two segements are in the same $`G_u`$-orbit by the same reasoning as above for two half-lines in $`M(\gamma )`$ starting at $`u`$ extending these two segments. We can find $`\delta _1G_u`$ such that $`\delta _1[u,w]=[w_1,u]`$. We can do the same for $`[w_1,w]`$ looking at $`w_1=\delta _1(w)`$ and $`\delta _1\text{T}_{G_w}^{}=\text{T}_{G_{w_1}}^{}`$. We find $`\delta _2G_{w_1}\mathrm{\Gamma }`$ such that $`\delta _2[w_1,u]=[w_2,w_1]`$ in $`M(\gamma )`$. Repeating this, we can inductively find $`w_n`$ such that $`[w_n,w]`$ is in $`M(\gamma )`$ and $`\delta _n\mathrm{\Gamma }`$ such that $`\delta _n[w_n,w]=[w_{n+1},w_n]`$. These segments are in $`\text{T}^{}`$, and the union of them is a half-line starting at $`w`$ contained in $`M(\gamma )`$. Similarly, we can find the other half in $`\text{T}^{}`$. Hence we have shown that all the mirrors of elliptic elements in $`\mathrm{\Gamma }`$ appear in $`\text{T}^{}`$, thereby $`\text{T}_\mathrm{\Gamma }^{}\text{T}^{}`$. Next we claim that $`\mathrm{Ends}(\text{T}^{})`$ is, as a subset of $`^1(K)`$, equal to $`\overline{\text{F}}_\mathrm{\Gamma }`$ (cf. LABEL:para-discretegroup). It follows from $`\text{T}_\mathrm{\Gamma }^{}\text{T}^{}`$ that $`\overline{\text{F}}_\mathrm{\Gamma }`$ is contained in $`\mathrm{Ends}(\text{T}^{})`$. If there exists a half-line $`\mathrm{}`$ in $`\text{T}^{}`$ pointing to $`\epsilon \overline{\text{F}}_\mathrm{\Gamma }`$, then, replaced by a subhalf-line if necessary, $`\mathrm{}`$ contains no vertex with a non-trivial stabilizer, and hence is mapped to a half-line in $`T`$ on which the stabilizers of vertices and edges are all trivial groups; but this contradicts Lemma LABEL:lem-nontrivial. Hence we get $`\mathrm{Ends}(\text{T}^{})=\overline{\text{F}}_\mathrm{\Gamma }=\mathrm{Ends}(\text{T}_\mathrm{\Gamma }^{})`$, and we obtain the bijection in (4) by taking quotient by $`\mathrm{\Gamma }`$. Since the diagram of morphism of trees $$\begin{array}{ccc}\text{T}_\mathrm{\Gamma }^{}& ⸦⟶& \text{T}^{}\\ & & \\ T_\mathrm{\Gamma }^{}& ⸦⟶& T\end{array}$$ is cartesian (e.g. in the category of metric spaces), it follows that the section $`\iota `$ restricts to a section of $`T_\mathrm{\Gamma }^{}`$ into $`\text{T}_\mathrm{\Gamma }^{}`$. The other part of (5) is clear. (6) is due to Lemma LABEL:lem-contraction. $`\mathrm{}`$ To conclude this section, we insert herein a corollary to Theorem LABEL:thm-realization useful for application. Let $`(T,G_{})`$ be a $``$-admissible tree of groups. In view of Proposition LABEL:pro-branch the ends of $`T`$ are in bijection with branch points of $`\mathrm{\Omega }_\mathrm{\Gamma }\mathrm{\Gamma }\backslash \mathrm{\Omega }_\mathrm{\Gamma }_K^1`$. Hence $`\mathrm{Ends}(T)`$ is a finite set. Let $`\epsilon \mathrm{Ends}(T)`$. Since $`lim_{}(T,G_{})`$ is finitely generated, we can find a half-line in $`T`$ converging to $`\epsilon `$ such that the attached groups are ordered decreasingly with respect to inclusion upon approaching $`\epsilon `$. We denote by $`G_\epsilon `$ the intersection of these groups, and call the stabilizer of $`\epsilon `$. This is not a trivial group due to Lemma LABEL:lem-nontrivial. ## cor-realization Corollary. Let $`(T,G_{})`$ be a $``$-admissible tree of groups. Then, for $`\epsilon \mathrm{Ends}(T)`$, the group $`G_\epsilon `$ is a finite cyclic group. Let $`\mathrm{Ends}(T)=\{\epsilon _1,\mathrm{},\epsilon _n\}`$, and $`o(i)`$ the order of $`G_{\epsilon _i}`$ for $`i=1,\mathrm{},n`$. Then there exists a finitely generated discrete subgroup $`\mathrm{\Gamma }`$ in $`\mathrm{PGL}(2,K)`$ isomorphic to $`lim_{}(T,G_{})`$ such that $`\mathrm{\Gamma }\backslash \mathrm{\Omega }_\mathrm{\Gamma }_K^1`$ and the quotient map $`\varpi _\mathrm{\Gamma }:\mathrm{\Omega }_\mathrm{\Gamma }\mathrm{\Gamma }\backslash \mathrm{\Omega }_\mathrm{\Gamma }`$ branches over $`n`$ points with branching degrees $`o(\epsilon _1),\mathrm{},o(\epsilon _n)`$. Proof. All these are clear by the theorem and Proposition LABEL:pro-branch. $`\mathrm{}`$ 4. Examples ## para-free Free product (cf. \[Her78, §11\]). Let us begin with a simple example. Let $`(T,G_{})`$ be the tree of groups as drawn in Figure 1. Here the four arrows stand for ends; to the left (resp. right) vertical line only the cyclic group $`Z_n`$ of order $`n`$ (resp. $`Z_m`$ of order $`m`$) is attached, while the groups attached to the vertices on the horizontal line, except for its extremities, are all trivial groups. Let us show that, provided that $`n`$ and $`m`$ are prime to $`p`$ and that the length of the horizontal line is even, the $`(T,G_{})`$ is $``$-admissible (the assumption on the length of the horizontal line is by no means essential, since one can always attain it by replacing $`K`$ by a ramified quadratic extension): Let $`K`$ be a finite extension of $`_p`$ containing $`\zeta _n`$ (resp. $`\zeta _m`$), a primitive $`n`$-th (resp. $`m`$-th) root of unity, $`\pi 𝒪_K`$ a prime element, and $`r`$ the half of the length of the horizontal line. The embedding $`\iota :T\text{T}_K`$ is the one determined as follows: The left (resp. right) vertical line is mapped to the apartment $`]0,\pi ^r[`$ (resp. $`]\pi ^r,\mathrm{}[`$). These apartments are disjoint and of distance $`2r`$; in fact, the segment connecting $`v_0=[𝒪_K\pi ^r𝒪_K]`$ and $`v_1=[𝒪_K𝒪_K\pi ^r]`$ is the geodesic path, which is the image of the horizontal segment in $`T`$. Let $`\gamma ,\delta \mathrm{PGL}(2,K)`$ be defined by the fractional linear transformations: $$\gamma (z)=\frac{\zeta _n\pi ^rz}{(\zeta _n1)z+\pi ^r},\delta (z)=\zeta _mz(\zeta _m1)\pi ^r,$$ where $`z`$ is the inhomogenious coordinate. The element $`\gamma `$ (resp. $`\delta `$) is of order $`n`$ (resp. $`m`$), and has $`0`$ and $`\pi ^r`$ (resp. $`\pi ^r`$ and $`\mathrm{}`$) as its fixed points. Let us embedd $`Z_n`$ and $`Z_m`$ in $`(T,G_{})`$ by fixing $`Z_n\gamma `$ and $`Z_m\delta `$. Then by Lemma LABEL:lem-fixedlocus, if $`n`$ and $`m`$ are prime to $`p`$, we see $`\stackrel{~}{\text{T}}_G_{}=\iota (T)`$, and we can easily check that the above embedding is admissible. Hence by Theorem LABEL:thm-realization, the subgroup $`\mathrm{\Gamma }=\gamma ,\delta `$ is discrete and isomorphic to the free product $`Z_nZ_m`$. By Corollary LABEL:cor-realization, this $`\mathrm{\Gamma }`$ gives $`\mathrm{\Omega }_\mathrm{\Gamma }_K^1`$ brached over $`4`$ points with branching degrees $`(n,n,m,m)`$. If either $`n`$ or $`m`$ are not prime to $`p`$, then one can modify the groups on the horizontal line according to Lemma LABEL:lem-fixedlocus (hence $`r`$ should be large enough) to make it $``$-admissible. Also in this case the associated group $`\mathrm{\Gamma }`$ is, provided $`r`$ large enough, isomorphic to the free product $`Z_nZ_m`$. ## para-triangle Triangle group. In this paragraph we assume $`p=2`$. Let $`n`$ be a positive odd number, and $`K`$ a finite extension of $`_2`$ containing $`\zeta _n`$, and $`\pi 𝒪_K`$ a prime. Let $`e`$ be the ramification degree of $`K`$ over $`Q_2`$. First consider the dihedral subgroup $`D_n`$ generated by $`\gamma ,\chi \mathrm{PGL}(2,K)`$ with $$\gamma (z)=\zeta _nz,\chi (z)=1/z.$$ The fixed points of $`\gamma `$ are $`0`$ and $`\mathrm{}`$, while those of $`\chi `$ are $`1`$ and $`1`$. One sees easily that $`M(\gamma )=]0,\mathrm{}[`$ and $`M(\chi )=]1,1[`$ are disjoint with distance $`e`$. Let $`v_0`$ (resp. $`v_1`$) be the vertex in $`\text{T}_K`$ which is the similarity class of the standard lattice $`𝒪_Ke_0+𝒪_Ke_1`$ (resp. the lattice $`𝒪_K(e_0+e_1)+𝒪_K2e_1`$), where $`e_0=(1,0)`$ and $`e_1=(0,1)`$. Then the segment $`[v_0,v_1]`$ is the geodesic path connecting $`M(\gamma )`$ and $`M(\chi )`$. A fundamental domain $`T_{D_n}^{}`$ for $`\text{T}_{D_n}^{}`$ modulo $`D_n`$ is given by the union of (i) the half-line $`[v_0,\mathrm{}[`$, (ii) $`M(\chi )`$, and (iii) the segment $`[v_0,v_1]`$ (see Figure 2). The groups attached to $`T_{D_n}^{}`$ are as follows: On $`M(\chi )`$ all vertices and edge are labelled by $`Z_2`$. Vertices and edges on $`[v_0,\mathrm{}[`$, except for $`v_0`$ are labelled by $`Z_n`$, while $`v_0`$ is by the whole $`D_n`$. By Lemma LABEL:lem-fixedlocus, to vertices and edges in $`[v_0,v_1]`$ (denoted by the dotted segment), except for $`v_0`$, the group $`Z_2`$ is attached. (Needless to say, they are subgroups of $`D_n`$). Now consider $`\theta \mathrm{PGL}(2,K)`$ elliptic of order $`2m`$ with $`m`$ odd such that $`\theta ^m=\chi `$, i.e., $`\theta `$ has the same fixed points as $`\chi `$. Then we can consider the (abstract) tree of groups as in Figure 2 with $`M(\chi )`$ replaced by $`M(\theta )`$, which amounts to replace all the $`Z_2`$’s on the lower straight-line in Figure 2 by $`Z_{2m}`$. It can be checked that the resulting tree of groups $`(T,G_{})`$ is $``$-admissible by the obvious embeddings; that $`m`$ is assumed to be odd guarantees (LABEL:def-admissible.3) and (LABEL:def-admissible.4) (on vertices and edges in $`[v_0,v_1]`$) due to Lemma LABEL:lem-fixedlocus. Although in this case the tree $`\stackrel{~}{\text{T}}_G_{}`$ is bigger than $`T`$, validity of (LABEL:def-admissible.5) follows from an argument similar to that in the previous example, and the fact that $`T`$ came from the fundamental domain of $`D_4`$. It follows therefore that for any odd numbers $`n`$ and $`m`$ there exists a discrete subgroup $`\mathrm{\Gamma }`$ in $`\mathrm{PGL}(2,K)`$ (with $`K`$ sufficiently large) isomorphic to $`D_n_{Z_2}Z_m`$ such that the associated quotient map $`\varpi :\mathrm{\Omega }_\mathrm{\Gamma }\mathrm{\Gamma }\backslash \mathrm{\Omega }_\mathrm{\Gamma }_K^1`$ braches exactly above three points with branching degree $`(n,2m,2m)`$. The assumption that $`m`$ is odd is actually not essential; even if $`m`$ is an even number, one can modify the groups attached to $`[v_0,v_1]`$, accorting to Lemma LABEL:lem-fixedlocus so that the resulting tree of groups is $``$-admissible. ## rem-triangle Remark. (1) Note that, unless $`p=2`$, the above construction does not work any more, since the fundamental domain of $`T_{D_n}^{}`$ looks different; more precisely, if $`p>2`$ then $`M(\gamma )`$ and $`M(\chi )`$ has non-empty intersection. Hence one cannot perform the replacement of groups as above. (2) The resulting discrete group is a $`p`$-adic analogue of the Schwarzian triangle groups (cf. \[And98, §9\]). Our example gives an affirmative answer to Yves André’s expectation (cf. \[And98, 9.4\]) that there will be infinitely many non-arithmetic $`p`$-adic triangle groups. (3) Using the method as above, we can construct more triangle groups, not only in $`p=2`$; by this, in particular, one can show that, for $`p=2,3,5`$ there are infinitely many non-arithmetic triangle groups. Actually, one can also show that for $`p>5`$ there is no triangle group constructed by this method. In order to discuss these, as the construction in LABEL:para-triangle indicates, one has to describe the fundamental domains for finite groups of other types, i.e., $`D_n`$ with $`n`$ even, tetrahedral group, octahedral group, and icosahedral group. This will be done in \[Kat00\]. Graduate School of Mathematics, Kyushu University, Hakozaki Higashi-ku, Fukuoka 812-8581, Japan.
warning/0006/hep-th0006199.html	ar5iv	text	# An algebraic approach to coarse graining ## 1 Introduction Spin foam models are a natural description of non-perturbative quantum gravity, both Lorentzian and euclidean . In these models, we need to sum over discrete spacetime histories and, on each history, perform a sum over labels which live in the space of representations of some compact or quantum group (usually $`SU(2)`$ or $`SU_q(2)`$). Thus, for each history, the sum to be performed defines a generalization of a spin system or a lattice gauge theory. At the same time, the sum over all histories may be thought of as a sum over Feynman diagrams, in which case the sums over labels replace the momentum integrals (see, for example, ). The main problem in spin foam models is finding those theories which have a good continuum limit, in the sense that coarse-grained observables, averaged over many Planck lengths, describe a classical spacetime. While the combinatorial part of the problem of spin foam renormalization is similar to that of Feynman diagrams, the physical limits differ: in spin foam renormalization there is a physical cutoff, the Planck scale, and the interesting limit is that of a very large number of vertices, corresponding to an spacetime volume which is large in Planck units. Thus, the continuum limit of spin foam models should be formulated as a renormalization group problem. The main motivation of the present work is to develop such a renormalization group approach for spin foam models. A particular spin foam can be thought of as a generalization of a spin system or a lattice gauge system, however, an inhomogeneous one, as it is an irregular 2-complex with varying bond strengths. Even if the bond strengths are taken to be the same initially, they will vary after a few block transformations of the irregular complex. A central ingredient in the solution of the renormalization problem for spin foams will then have to be a method to renormalize inhomogeneous systems. These are systems defined on irregular lattices, systems in which the bond strengths vary in space, or systems with both characteristics. It is more difficult to apply renormalization group techniques to such systems because there may be no bond strength which characterizes a particular scale. In this note we suggest that, for such systems, a generalization of the renormalization group exists, which is based on a Hopf algebra. The starting point is the recent discovery by Kreimer of a Hopf algebra which underlies quantum field theory renormalization , and has led to a new approach to perturbative renormalization which is currently under development . We show here that a similar method applies to inhomogeneous spin systems and spin foams. As examples, we study the renormalization of the $`Z_2`$ lattice gauge theory on an inhomogeneous 2-dimensional lattice, and the 1-dimensional Ising model (2-dimensional Ising/Potts models are a straightforward generalization). We then give the renormalization operations on the partition function of a generic 1+1 spin foam. The basic idea is that the (partitioned) spin systems are the elements of the algebra, and block transformations, which change a spin system to another by integrating over subsets of spins, are operations on these elements. Among these elements are homogeneous systems. The standard renormalization group transformation changes a homogeneous system to another homogeneous system, and corresponds to the homogeneous coupling terms in a particular operation of the Hopf algebra. Under this new light, it is intriguing to consider the statement that the renormalization group is not a group because there is no inverse. A Hopf algebra is also not a group, but there is an operation which behaves as a generalized inverse, called the antipode. What we find here is that the renormalization group transformation of a spin system is closely related to the antipode. This is a non-perturbative analogue of Kreimer’s results for renormalizable field theory, in which the antipode of a diagram is related to the counterterms necessary to subtract its divergencies. In the next section, we define the Hopf algebra associated with the block transformations of the $`Z_2`$ lattice gauge theory on a 2-dimensional lattice. The renormalization of the theory via this algebra is illustrated for a simple example. In section 3, we give a simpler example of Hopf algebra block transformations, the 1-dimensional Ising model. Then, in section 4, we treat the formal partition function of spin foams in 1+1 dimensions. We define the Hopf algebra of partitioned spin foams and the general form of a coarse-graining operation. In the concluding section we indicate ways in which these results may be used. The properties of a Hopf algebra can be found in , and for rooted trees in . ## 2 Coarse-graining the $`Z_2`$ lattice gauge theory on a 2-dimensional lattice In this section we study a simple example of the generalized renormalisation group transformation, carried out by the Hopf algebra of parenthesized Boltzmann weights. We start by giving a 2-dimensional lattice $`\mathrm{\Gamma }`$ (which may be connected, or a set of disjoint lattices), with its edges labeled by $`Z_2`$ elements $`q_i=\pm 1`$. We call plaquettes the smallest loops in the lattice, namely, loops that contain no further loops. Each plaquette $`p`$ is labeled by a coupling $`\kappa _p`$, a real number (figure 1). A particular configuration (assignment of group elements and couplings) on the lattice $`\mathrm{\Gamma }`$ gives rise to a Boltzmann weight $$w_\mathrm{\Gamma }=\mathrm{exp}\left(\underset{p\mathrm{\Gamma }}{}\kappa _p\underset{q_ip}{}q_i\right),$$ (1) which is a function of the labels on the lattice. The product ranges over the labels on all the edges around the plaquette $`p`$. The temperature and Boltzmann’s constant have been absorbed in the remaining parameters. The partition function for the $`Z_2`$ lattice gauge theory is the sum of the weights over all assignments of edge labels on $`\mathrm{\Gamma }`$: $$Z(\{\kappa _p\})=\underset{\{q_i\}}{}\mathrm{exp}\left(\underset{p\mathrm{\Gamma }}{}\kappa _p\underset{q_ip}{}q_i\right).$$ (2) A particular case is when $`\mathrm{\Gamma }`$ is a regular lattice, for example, a square one. Then all the plaquettes are squares with sides of length $`a`$ and all the couplings $`\kappa _p`$ are the same. A renormalization group transformation on this system is a homogeneous coarse-graining of $`\mathrm{\Gamma }`$ to a new square lattice $`\mathrm{\Gamma }^{}`$, with lattice spacing, say, $`a^{}=2a`$. Such a transformation may be performed by following these steps: First, partition $`\mathrm{\Gamma }`$ into square sublattices $`\gamma `$, each with side $`2a`$. In each $`\gamma `$, sum over all labels on the internal edges, to obtain a new larger square plaquette $`p^{}`$ labeled by a coupling $`\kappa _p^{}`$: $$\kappa _p^{}=2^4\mathrm{tanh}^1\left(\mathrm{tanh}^4\kappa _p\right).$$ (3) (For a derivation of this equation, see section 3.) Finally, we redefine the edges of the new plaquette so that $`p^{}`$ is a square with new sides $`q_1^{},q_2^{},q_3^{},q_4^{}`$, each a product of the labels on two old sides. It contributes $`\mathrm{exp}(\kappa _p^{}q_1^{}q_2^{}q_3^{}q_4^{})`$ to the partition function. We repeat this procedure until we reach the desired new lattice spacing. The result is the renormalization group equation, the generalization of (3) to all the plaquettes on the final lattice. It has the form $$\{\kappa ^{}\}=R\left(\{\kappa \}\right),$$ (4) which provides the couplings $`\{\kappa ^{}\}`$ on the new lattice $`\mathrm{\Gamma }^{}`$ in terms of the couplings $`\{\kappa \}`$ on $`\mathrm{\Gamma }`$. Of course, summing over all the internal labels is only one possible coarse-graining scheme. Other schemes, exact or approximate (such as decimation or truncation), can be used as long as they respect the gauge invariance of the theory. Our aim in this section is to generalise this coarse-graining procedure to inhomogeneous lattices in a way that gives rise to a Hopf algebra and an extension of the renormalisation group equation (4). ### 2.1 The Hopf algebra of partitioned $`Z_2`$ lattices and their weights First we need to formalize the correspondence between Boltzmann weights and the underlying lattices. We call a lattice $`\mathrm{\Gamma }`$ partitioned when it is marked with an allowed partition into a set of sublattices. An allowed partition contains no overlapping sublattices. Namely, for any two sublattices $`\gamma _1,\gamma _2`$ in the partition, either $`\gamma _1\gamma _2`$, $`\gamma _2\gamma _1`$, or, $`\gamma _1\gamma _2=\mathrm{}`$. A sublattice may be a set of disconnected non-overlapping sublattices. Let us call $`V`$ the space of labeled partitioned lattices over the real numbers. A general element in $`V`$ is a sum of labeled partitioned lattices, with real coefficients. We can turn $`V`$ into an algebra by defining multiplication, $`m:VVV`$, to be the disjoint union of two lattices: $$\mathrm{\Gamma }_1\mathrm{\Gamma }_2=\mathrm{\Gamma }_1\mathrm{\Gamma }_2.$$ (5) We have written $`\mathrm{\Gamma }_1\mathrm{\Gamma }_2`$ for $`m(\mathrm{\Gamma }_1\mathrm{\Gamma }_2)`$. The unit element is the empty lattice $`e`$. The unit operation, $`ϵ:RV`$, turns a real number into a lattice by multiplying it with the empty lattice, $`ϵ(r)=re,rR`$. The generators in $`V`$ are the connected labeled partitioned lattices $`\{\mathrm{\Gamma }_c\}`$. We will now define the rest of the operations needed for $`V`$ to be a Hopf algebra. First, let $`\gamma `$ denote a proper sublattice of $`\mathrm{\Gamma }`$, namely $`\gamma e`$ and $`\gamma \mathrm{\Gamma }`$. We call the lattice that remains if we “cut out” $`\gamma `$ from $`\mathrm{\Gamma }`$, the remainder, and denote it by $`\mathrm{\Gamma }/\gamma `$. That is, in the lattice $$\begin{array}{c}\text{}\end{array}$$ (6) with the marked sublattice $`\gamma `$, the remainder is<sup>1</sup><sup>1</sup>1 This definition of the remainder is the simplest one when the weight on a lattice factorizes into weights on its sublattices in the partition and the renormalization scheme preserves this. Otherwise, the remainder should be defined to have the same external edges as the original. This is the case for the remainder in Section 4 for a spin foam, which is also the same as in . $$\begin{array}{c}\text{}\end{array}$$ (7) The coproduct in $`V`$ is the operation $`\mathrm{\Delta }:VVV`$ defined by $`\mathrm{\Delta }(\mathrm{\Gamma })`$ $`=`$ $`\mathrm{\Gamma }e+e\mathrm{\Gamma }+{\displaystyle \underset{\gamma }{}}\gamma \mathrm{\Gamma }/\gamma `$ (8) $`\mathrm{\Delta }(e)`$ $`=`$ $`ee`$ (9) $`\mathrm{\Delta }(\mathrm{\Gamma }_1\mathrm{\Gamma }_2)`$ $`=`$ $`\mathrm{\Delta }(\mathrm{\Gamma }_1)\mathrm{\Delta }(\mathrm{\Gamma }_2).`$ (10) The sum in (8) ranges over all sublattices $`\gamma `$ in the given partition of $`\mathrm{\Gamma }`$. Note that sublattices $`\gamma _p`$ with no further sublattices are special. They satisfy $$\mathrm{\Delta }(\gamma _p)=\gamma _pe+ϵ\gamma _p.$$ (11) These are the primitive elements of the Hopf algebra. Plaquettes are always primitive. The counit is an operation $`\overline{ϵ}:VR`$ that annihilates every lattice except $`e`$: $$\overline{ϵ}(\mathrm{\Gamma })=\{\begin{array}{cc}0\hfill & \hfill \text{for }\mathrm{\Gamma }e,\\ 1\hfill & \hfill \text{for }\mathrm{\Gamma }=e.\end{array}$$ (12) The counit and the coproduct satisfy $`(\text{id}ϵ)\mathrm{\Delta }(\mathrm{\Gamma })=(ϵ\text{id})\mathrm{\Delta }(\mathrm{\Gamma })=\mathrm{\Gamma }`$. One can check that this coproduct is coassociative, i.e. it satisfies $`(\mathrm{\Delta }\text{id})\mathrm{\Delta }=(\text{id}\mathrm{\Delta })\mathrm{\Delta }`$. It is not cocommutative, namely, if we switch the order of the lattice pairs in each term in (8) we get an element of $`VV`$ different from $`\mathrm{\Delta }(\mathrm{\Gamma })`$. By adding the $`\mathrm{\Delta }`$ and $`\overline{ϵ}`$ operations to $`V`$, we have turned it into a bialgebra which is associative, coassociative and commutative. We now only need to define an antipode for $`V`$ to be a Hopf algebra. An antipode is an operation $`S:VV`$, that satisfies $$m(S\text{id})\mathrm{\Delta }(\mathrm{\Gamma })=ϵ\overline{ϵ}(\mathrm{\Gamma })=\{\begin{array}{cc}0\hfill & \hfill \text{for }\mathrm{\Gamma }e,\\ e\hfill & \hfill \text{for }\mathrm{\Gamma }=e.\end{array}$$ (13) as well as $`m(\text{id}S)\mathrm{\Delta }(\mathrm{\Gamma })=ϵ\overline{ϵ}(\mathrm{\Gamma })`$. We will need this later and so we name $`O`$ the LHS of (13): $$O(\mathrm{\Gamma })=m(S\text{id})\mathrm{\Delta }(\mathrm{\Gamma })=\{\begin{array}{cc}0\hfill & \hfill \text{for }\mathrm{\Gamma }e,\\ e\hfill & \hfill \text{for }\mathrm{\Gamma }=e.\end{array}$$ (14) The antipode on the partitioned lattices is $`S(\mathrm{\Gamma })`$ $`=`$ $`\mathrm{\Gamma }{\displaystyle \underset{\gamma }{}}S(\gamma )\mathrm{\Gamma }/\gamma `$ (15) $`S(\gamma _p)`$ $`=`$ $`\gamma _p`$ (16) $`S(e)`$ $`=`$ $`e`$ (17) $`S(\mathrm{\Gamma }_1\mathrm{\Gamma }_2)`$ $`=`$ $`S(\mathrm{\Gamma }_1)S(\mathrm{\Gamma }_2).`$ (18) $`S(\mathrm{\Gamma })`$ is an iterative equation that stops when a primitive lattice $`\gamma _p`$ is reached. One can check that the operation (15) applied to a partitioned lattice $`\mathrm{\Gamma }`$ satisfies the (13). We thus have a Hopf algebra of partitioned labeled lattices. That the lattices we use are partitioned is important because the partition dictates the order in which we will do the block spin transformation. However, the transformation is really an operation on the Boltzmann weight on a lattice. It is possible to encode the partitioning of a lattice in its Boltzmann weight by using parenthesized weights. This means writing the weight as a product the weights of each plaquette in the lattice, $`w_\mathrm{\Gamma }=_pe^{\kappa _p{\scriptscriptstyle q_i}}`$, and marking by brackets the factors in the product that correspond to the sublattices in the given partition. The rules are the following. The weight of a single sublattice $`\gamma `$ is enclosed in a set of matching open/closing brackets $`(w_\gamma )`$. Two nested sublattices, $`\gamma _1\gamma _2`$ are put in nested brackets: $`((w_{\gamma _1})w_{\gamma _2})`$. Two disjoint sublattices are marked by a disjoint pair of brackets: $`(w_{\gamma _1})(w_{\gamma _2})`$. A single plaquette lives in a single set of brackets, with no nesting inside. Finally, if $`\mathrm{\Gamma }`$ is a connected lattice, the outermost left bracket matches the outermost right one<sup>2</sup><sup>2</sup>2These rules are different than the parenthesized words of Kreimer in , since the weight of a lattice factorizes into weights of its sublattices, and we use an exact renormalization scheme which respects this property.. For example, the parenthesized weight of the partitioned lattice $$\begin{array}{c}\text{}\end{array}$$ (19) with labels $$\begin{array}{c}\text{}\end{array}$$ (20) is $$\begin{array}{cc}\hfill w_\mathrm{\Gamma }=& \left(\left(\left(w_{\gamma _1}\right)\left(w_{\gamma _2}\right)\right)\left(w_{\gamma _4}\right)\right)\hfill \\ \hfill =& \left(\left(\left(e^{\kappa _{p_1}_{q_ip_1}q_i}\right)\left(e^{\kappa _{p_2}_{q_ip_2}q_i}\right)\right)\left(e^{\kappa _{p_3}_{q_ip_3}q_i}\right)\right).\hfill \end{array}$$ (21) From now on, when we write $`\mathrm{\Gamma }`$ we mean a (labeled) partitioned lattice, and by $`w_\mathrm{\Gamma }`$ we will mean a parenthesized weight. Therefore, to a partitioned labeled lattice corresponds a parenthesized weight, which is a real function of the labels on the lattice, of the form (1), marked with a bracket structure according to the above rules. In fact, we can think of a weight $`w`$ as a map from $`V`$ to the algebra of such parenthesized weights, which we will call $`W`$. All the operations we defined for $`V`$ also apply to weights in $`W`$. Let us list them. A general element in $`W`$ is a sum of parenthesized weights with real coefficients. Multiplication in $`W`$ is the product of the weights on two disjoint lattices: $$w_{\mathrm{\Gamma }_1}w_{\mathrm{\Gamma }_2}=w_{\mathrm{\Gamma }_2\mathrm{\Gamma }_2}.$$ (22) The unit element in $`W`$ is 1, which we define to be the weight of the empty lattice: $`w_e=1`$. The unit operation $`ϵ`$ takes a real number $`r`$ to $`rw_e`$. Again, there is a set of generating elements, the weights on connected lattices. The coproduct is $`\mathrm{\Delta }(w_\mathrm{\Gamma })`$ $`=`$ $`w_\mathrm{\Gamma }1+1w_\mathrm{\Gamma }+{\displaystyle \underset{\gamma }{}}w_\gamma w_{\mathrm{\Gamma }/\gamma }`$ (23) $`\mathrm{\Delta }(1)`$ $`=`$ $`11`$ (24) $`\mathrm{\Delta }(w_{\mathrm{\Gamma }_1}w_{\mathrm{\Gamma }_2})`$ $`=`$ $`\mathrm{\Delta }(w_{\mathrm{\Gamma }_1})\mathrm{\Delta }(w_{\mathrm{\Gamma }_2}).`$ (25) $`w_{\mathrm{\Gamma }/\gamma }`$ is the weight of the remainder, equal to $`\frac{w_\mathrm{\Gamma }}{w_\gamma }`$. Finally, the antipode is given by $`S(w_\mathrm{\Gamma })`$ $`=`$ $`w_\mathrm{\Gamma }{\displaystyle \underset{\gamma }{}}S(w_\gamma )w_{\mathrm{\Gamma }/\gamma }`$ (26) $`S(w_{\gamma _p})`$ $`=`$ $`w_{\gamma _p}`$ (27) $`S(1)`$ $`=`$ $`1`$ (28) $`S(w_{\mathrm{\Gamma }_1}w_{\mathrm{\Gamma }_2})`$ $`=`$ $`S(w_{\mathrm{\Gamma }_1})S(w_{\mathrm{\Gamma }_2}).`$ (29) It satisfies $`O`$ given in (14). ### 2.2 Example Let us now give an example of the coproduct and antipode operations on a partitioned lattice. Consider the lattice (20), with the partition (19). The coproduct on this lattice produces all possible pairs of sublattices and remainders in the given partition. It is $$\begin{array}{cc}\hfill \mathrm{\Delta }(\mathrm{\Gamma })=& \mathrm{\Gamma }e+e\mathrm{\Gamma }+\gamma _1\mathrm{\Gamma }/\gamma _1+\gamma _2\mathrm{\Gamma }/\gamma _2\hfill \\ & +\gamma _3\mathrm{\Gamma }/\gamma _3+\gamma _4\mathrm{\Gamma }/\gamma _4\hfill \\ \hfill =& \mathrm{\Gamma }e+e\mathrm{\Gamma }+\gamma _1\mathrm{\Gamma }/\gamma _1+\gamma _2\mathrm{\Gamma }/\gamma _2+\gamma _3\gamma _4+\gamma _4\gamma _3.\hfill \end{array}$$ (30) Next, we calculate the antipode. The lattices $`\gamma _1,\gamma _2`$ and $`\gamma _4`$ are primitive. For $`\gamma _3`$, we have $$\begin{array}{cc}\hfill S(\gamma _3)& =\gamma _3S(\gamma _1)\gamma _3/\gamma _1S(\gamma _2)\gamma _3/\gamma _2\hfill \\ & =\gamma _3+2\gamma _1\gamma _2.\hfill \end{array}$$ (31) We plug this in $$S(\mathrm{\Gamma })=\mathrm{\Gamma }\underset{i=1,\mathrm{},4}{}S(\gamma _i)\mathrm{\Gamma }/\gamma _i$$ (32) and get $$\begin{array}{cc}\hfill S(\mathrm{\Gamma })=& \mathrm{\Gamma }+\gamma _1\mathrm{\Gamma }/\gamma _1+\gamma _2\mathrm{\Gamma }/\gamma _2+\gamma _3\mathrm{\Gamma }/\gamma _3\hfill \\ & 2\gamma _1\gamma _2\mathrm{\Gamma }/\gamma _3+\gamma _4\mathrm{\Gamma }/\gamma _4.\hfill \\ \hfill =& \mathrm{\Gamma }+\gamma _1\mathrm{\Gamma }/\gamma _1+\gamma _2\mathrm{\Gamma }/\gamma _22\gamma _1\gamma _2\gamma _4+2\gamma _3\gamma _4.\hfill \end{array}$$ (33) namely, the lattice (34) We can use (30) and (33) to check that $`O(\mathrm{\Gamma })=0`$. We can carry out the same calculations on the parenthesized weight $`w_\mathrm{\Gamma }`$ in (21) for this lattice. The result is exactly the same as (30) and (33), but we will write it out to indicate how parenthesized weights should be manipulated. For the coproduct, we have $$\begin{array}{cc}\hfill \mathrm{\Delta }(w_\mathrm{\Gamma })=& w_\mathrm{\Gamma }1+1w_\mathrm{\Gamma }+(w_{\gamma _1})\left((w_{\gamma _2})(w_{\gamma _4})\right)+(w_{\gamma _2})\left((w_{\gamma _1})(w_{\gamma _4})\right)\hfill \\ & +\left((w_{\gamma _1})(w_{\gamma _2})\right)(w_{\gamma _4})+(w_{\gamma _4})\left((w_{\gamma _1})(w_{\gamma _2})\right).\hfill \end{array}$$ (35) The antipode is $$\begin{array}{cc}\hfill S(w_\mathrm{\Gamma })=& w_\mathrm{\Gamma }+\left(w_{\gamma _1}\right)\left(\left(w_{\gamma _2}\right)\left(w_{\gamma _4}\right)\right)+\left(w_{\gamma _2}\right)\left(\left(w_{\gamma _1}\right)\left(w_{\gamma _4}\right)\right)\hfill \\ & +2\left(\left(w_{\gamma _1}\right)\left(w_{\gamma _2}\right)\right)\left(w_{\gamma _4}\right)2\left(w_{\gamma _1}\right)\left(w_{\gamma _2}\right)\left(w_{\gamma _4}\right).\hfill \end{array}$$ (36) ### 2.3 The shrinking “antipode” We can perform a renormalization group operation on a lattice by summing over possible values on some, or all, edges internal in the lattice, and so shrinking the lattice down to one with a smaller number of plaquettes, carrying effective couplings. The partition function on the new lattice is a different function, on a different set of labels, than the original one. When new and old couplings obey the renormalization group equation, the value of the effective partition function is equal to the value of the original one. We will reproduce this by using the operations of the Hopf algebra we defined and get the correct effective couplings by using a modified version of the antipode $`S`$ of eq. 15. We will first give a general form of this operation, and then apply it to our $`Z_2`$ example. First, we define an operation $`R`$ which: 1) when applied to a lattice $`\mathrm{\Gamma }`$, it produces an effective lattice $`R(\mathrm{\Gamma })`$, with the same external edges and their labels as $`\mathrm{\Gamma }`$. $`R(\mathrm{\Gamma })`$ may also be a sum of lattices with the same external edges and labels as the original one. 2) when applied to a weight $`w_\mathrm{\Gamma }`$ on that lattice it produces a new weight $`R(w_\mathrm{\Gamma })`$ on $`R(\mathrm{\Gamma })`$. We want $`R`$ to be a renormalization operation, which means that we want an equivalence relation $`R(\mathrm{\Gamma })`$ $``$ $`\mathrm{\Gamma },`$ (37) $`R(w_\mathrm{\Gamma })`$ $``$ $`w_\mathrm{\Gamma },`$ (38) which means that the two lattices are equivalent under renormalization. Exactly what the relationship between the two weights is depends on the chosen coarse-graining scheme. It is straightforward to state if $`R`$ is an exact scheme. Then the partition function $`Z_R(\mathrm{\Gamma })`$ with weight $`R(w_\mathrm{\Gamma })`$ evaluates to the same number as the partition function $`Z(\mathrm{\Gamma })`$ with weight $`w_\mathrm{\Gamma }`$, for all $`w_\mathrm{\Gamma }`$ in the theory. This will be the case, for example, if we define $`R`$ to erase all internal edges on the lattice, $$R(\mathrm{\Gamma })=\mathrm{\Gamma },$$ (39) by summing over all labels on the erased edges: $$R(w_\mathrm{\Gamma })=\underset{\{q_i\overline{\mathrm{\Gamma }}\}}{}w_\mathrm{\Gamma }.$$ (40) ($`\overline{\mathrm{\Gamma }}`$ is the interior of $`\mathrm{\Gamma }`$, as before). We will do a calculation of this kind of $`R`$ on a $`Z_2`$ lattice in the following subsection. In an approximate renormalization scheme, we expect that $`R(w_\mathrm{\Gamma })w_\mathrm{\Gamma }`$ if $`Z(\mathrm{\Gamma })=Z_R(\mathrm{\Gamma })+Z_R^c(\mathrm{\Gamma })`$, where $`Z_R^c(\mathrm{\Gamma })`$ is the correction terms, which should be appropriately small. For example, $`R(w_\mathrm{\Gamma })`$ may be truncation, or extraction of a pole term from $`w_\mathrm{\Gamma }`$. In a decimation scheme, $`R`$ will be an operation that chooses certain edges of $`\mathrm{\Gamma }`$ to be the edges of the new lattice, with the original edge labels, and throws away the rest. For approximate $`R`$, we should note the following: $`R(w_{\mathrm{\Gamma }_1})w_{\mathrm{\Gamma }_1}`$ does not imply $`R(w_{\mathrm{\Gamma }_1})w_{\mathrm{\Gamma }_2}w_{\mathrm{\Gamma }_1}w_{\mathrm{\Gamma }_2}`$. However, motivated by , we will require that $`R`$ on two lattices $`\mathrm{\Gamma }_1=_i\mathrm{\Gamma }_1^i`$ and $`\mathrm{\Gamma }_2=_j\mathrm{\Gamma }_2^j`$ satisfies $$R\left(\underset{i}{}R(\mathrm{\Gamma }_1^i)\underset{j}{}\mathrm{\Gamma }_2^j\right)=\underset{i}{}R(\mathrm{\Gamma }_1^i)\underset{j}{}R(\mathrm{\Gamma }_2^j).$$ (41) Now define a shrinking operation $`S_R`$ as $$S_R(\mathrm{\Gamma })=R(\mathrm{\Gamma })R\left(\underset{\gamma }{}S_R(\gamma )\mathrm{\Gamma }/\gamma \right)$$ (42) on lattices, and $$S_R(w_\mathrm{\Gamma })=R(w_\mathrm{\Gamma })R\left(\underset{\gamma }{}S_R(w_\gamma )w_{\mathrm{\Gamma }/\gamma }\right)$$ (43) on weights. This is a modification of the antipode (15). The sum ranges over all proper sublattices in the given partition of $`\mathrm{\Gamma }`$, as before, and stops when a primitive lattice is reached: $$S_R(\gamma _p)=\gamma _p.$$ (44) We will call $`S_R`$ the shrinking antipode (and sometimes refer to $`S`$ as the “straight” antipode). The equivalent of $`O`$ can be written down for $`S_R`$, both for lattices and for weights $$O_R=m(S_R\text{id})\mathrm{\Delta }.$$ (45) If $`O_R`$ evaluates to the same right hand side as $`O`$, namely $`0`$ for all $`\mathrm{\Gamma }e`$ and $`0`$ for all $`w_\mathrm{\Gamma }1`$, then we will have a Hopf algebra for the renormalization group. By this we mean that $`O_R`$ is equivalent to 0 under the chosen $`R`$. For the weights in the following two examples, it is the case that $`O_R`$ is equivalent to 0 under the chosen renormalization map $`R`$. First, we will give the example of an exact block transformation on a $`Z_2`$ lattice, followed by an alternative definition for $`S_R`$, which applies to some coarse-graining schemes and is simpler. Next, in section 3, we give a simpler example than $`Z_2`$, the 1-dimensional Ising model. ### 2.4 Shrinking example In this example, we block transform the lattice (20) with partition (19). We will use the $`R`$ that eliminates all edges in the interior of the lattice: $$R(\gamma )=\gamma .$$ (46) by summing over the labels on all the internal edges of $`\gamma `$: $$R(w_\gamma )=\underset{q_i\overline{\gamma }=\pm 1}{}w_\gamma .$$ (47) The sublattices $`\gamma _1,\gamma _2,\gamma _4`$ are primitive. For $`\gamma _3`$, we calculate (42) $$S_R(\gamma _3)=\gamma _3+2\gamma _1\gamma _2,$$ (48) which we plug in (42) for $`\mathrm{\Gamma }`$, and find $$S_R(\mathrm{\Gamma })=\mathrm{\Gamma }+\gamma _1(\mathrm{\Gamma }/\gamma _1)+\gamma _2(\mathrm{\Gamma }/\gamma _2)+2(\gamma _3)\gamma _42\gamma _1\gamma _2\gamma _4.$$ (49) namely, the lattice (50) The corresponding expression for weights needs: $`\begin{array}{cc}& w_{\gamma _3}^{}:=R(w_{\gamma _3})=e^{\kappa _3^{}q_1q_3q_5q_4},\hfill \\ & \text{with }\kappa _3^{}=\mathrm{tanh}^1\left(\mathrm{tanh}\kappa _1\mathrm{tanh}\kappa _2\right),\hfill \end{array}`$ (53) $`\begin{array}{cc}& w_{\mathrm{\Gamma }/\gamma _1}^{}:=R(w_{\mathrm{\Gamma }/\gamma _1})=e^{\kappa _2^{}q_2q_3q_7q_6q_4},\hfill \\ & \text{with }\kappa _2^{}=\mathrm{tanh}^1\left(\mathrm{tanh}\kappa _2\mathrm{tanh}\kappa _3\right),\hfill \end{array}`$ (56) $`\begin{array}{cc}& w_{\mathrm{\Gamma }/\gamma _2}^{}:=R(w_{\mathrm{\Gamma }/\gamma _2})=e^{\kappa _1^{}q_1q_2q_5q_7q_6},\hfill \\ & \text{with }\kappa _1^{}=\mathrm{tanh}^1\left(\mathrm{tanh}\kappa _1\mathrm{tanh}\kappa _3\right),\hfill \end{array}`$ (59) $`\begin{array}{cc}& w_\mathrm{\Gamma }^{}:=R(w_\mathrm{\Gamma })=e^{\kappa ^{}q_1q_3q_7q_6},\hfill \\ & \text{with }\kappa ^{}=\mathrm{tanh}^1\left(\mathrm{tanh}\kappa _1\mathrm{tanh}\kappa _2\mathrm{tanh}\kappa _3\right),\hfill \end{array}`$ (62) (we have used the method described in the footnote in Section 3) and results in $$S_R(\mathrm{\Gamma })=w_\mathrm{\Gamma }^{}+(w_{\gamma _1})(w_{\mathrm{\Gamma }/\gamma _1}^{})+(w_{\gamma _2})(w_{\mathrm{\Gamma }/\gamma _2}^{})+2(w_{\gamma _3}^{})(w_{\gamma _4})2(w_{\gamma _1})(w_{\gamma _2})(w_{\gamma _4}).$$ (63) Substituting (49) and (30) in (45), we find $$O_R(\mathrm{\Gamma })=\mathrm{\Gamma }\mathrm{\Gamma }+\gamma _1(\mathrm{\Gamma }/\gamma _1)\gamma _1\mathrm{\Gamma }/\gamma _1+\gamma _2(\mathrm{\Gamma }/\gamma _2)\gamma _2\mathrm{\Gamma }/gamma_2\gamma _3\gamma _4+(\gamma _3)\gamma _4,$$ (64) namely the lattice (65) This is zero under the equivalence relation $`\gamma R(\gamma )=\gamma `$ in (38) and (46). The corresponding antipode for weights also gives $`O_R(w_\mathrm{\Gamma })=0`$ under $`w_\gamma R(w_\gamma )`$ and (47). ### 2.5 An alternative definition of $`S_R`$ on the $`Z_2`$ lattice Keeping $`R`$ as above, we will now give a different definition of $`S_R`$, that can be used in an exact renormalization scheme like (46), (47). We will define $$S_R^{}(\mathrm{\Gamma })=R(\mathrm{\Gamma })\underset{\gamma }{}S_R^{}(\gamma )\mathrm{\Gamma }/\gamma ,$$ (66) with the same expression also applying to the corresponding weights. It is different than $`S_R`$ since it is missing the overall $`R`$ operation. Since, for our renormalization scheme (46), (47), $`R(\mathrm{\Gamma }_1\mathrm{\Gamma }_2)=R(\mathrm{\Gamma }_1)R(\mathrm{\Gamma }_2)`$, $`S_R^{}`$ differs from $`S_R`$ in the contributions of the remainders, which are not shrunk. On our example, this gives $$\begin{array}{cc}\hfill S_R^{}(\mathrm{\Gamma })=& \mathrm{\Gamma }+\gamma _1\mathrm{\Gamma }/\gamma _1+\gamma _2\mathrm{\Gamma }/\gamma _2+(\gamma _3)\mathrm{\Gamma }/\gamma _3\hfill \\ & 2\gamma _1\gamma _2\gamma _4+\gamma _4\mathrm{\Gamma }/\gamma _4,\hfill \end{array}$$ (67) which is the lattice (68) Plugging (30) and (67) in $`O_R`$, we get $$O_R(\mathrm{\Gamma })=\mathrm{\Gamma }R(\mathrm{\Gamma }).$$ (69) Again this is zero under $``$. This definition of the shrinking antipode is attractive if we wish to use the second term in (67) as an iterative equation, which calculates the effective weights on the shrunk lattice in terms of the weights on its sublattices. ## 3 The Hopf algebra renormalization of the 1-d Ising model We now illustrate the method on a simple 1-dimensional example. Consider a finite Ising chain $`\mathrm{\Gamma }`$. This is a line, or a circle, with $`N`$ spins attached to it. The coupling between spins $`s_i`$ and $`s_j`$ is $`\kappa _{ij}`$ when $`i,j`$ are adjacent sites and zero otherwise. A Boltzmann weight for $`\mathrm{\Gamma }`$ is $$w_\mathrm{\Gamma }=\mathrm{exp}\left(\underset{i,j}{}\kappa _{ij}s_is_j\right),$$ (70) where $`i,j`$ means that $`i`$ and $`j`$ are adjacent sites in the chain. As before, we absorb $`\beta `$ in the other parameters. Thus, the partition function for the system is $$Z(\mathrm{\Gamma })=\underset{\{s_i\}}{}\mathrm{exp}(\underset{i,j}{}\kappa _{ij}s_is_j).$$ (71) Clearly, partitioned Ising chains give rise to a Hopf algebra, as they are a special case of the 2-dimensional lattices we already analyzed. So do their Boltzmann weights. Given an allowed partition of $`\mathrm{\Gamma }`$, a subchain $`\gamma `$ will either be a sequence of $`n`$ spins, with weight $`w_\gamma =_{i=k,\mathrm{},k+n}e^{\kappa _{ii+1}s_is_{i+1}}`$, or a disjoint union of such subchains, $`\gamma _1\gamma _2`$, with weight $`w_{\gamma _1}w_{\gamma _2}`$. The remainder $`\mathrm{\Gamma }/\gamma `$ is the subchain of $`\mathrm{\Gamma }`$ that contains all spins except those internal in $`\gamma `$ and has weight $`w_{\mathrm{\Gamma }/\gamma }=w_\mathrm{\Gamma }/w_\gamma `$. The coproduct (8), again produces all possible pairs of subchains and remainders in the given partition of $`\mathrm{\Gamma }`$. We can easily identify the primitive elements. There is only one type of primitive chain: a pair of adjacent spins. A primitive weight then has the form $`\gamma _p=e^{\kappa _{ij}s_is_j}`$. To block transform $`\mathrm{\Gamma }`$ using the Hopf algebra, we first define the $`R`$ operation on such subchains as $`R(\gamma )`$ $`=`$ $`\gamma ,`$ (72) $`R(w_\gamma )`$ $`=`$ $`{\displaystyle \underset{\text{Internal spins of }\gamma =\pm 1}{}}w_\gamma .`$ (73) For $`\gamma =\gamma _1\gamma _2`$, $`R(\gamma )=R(\gamma _1)R(\gamma _2)`$ and, on a primitive diagram, $`R(\gamma _p)=\gamma _p`$. The details of the shrinking operation are best illustrated with examples. The point can be made with an Ising model with 3 spins. For larger chains, nothing new happens, except that the combinatorics produce more terms at each step. Consider then the chain $$\begin{array}{c}\text{}\end{array},$$ (74) with weight $`w_\mathrm{\Gamma }=e^{\kappa _1s_1s_2}e^{\kappa _2s_2s_3}`$, partitioned into subchains $`\gamma _1,\gamma _2`$, with $`w_{\gamma _1}=e^{\kappa _1s_1s_2}`$ and $`w_{\gamma _2}=e^{\kappa _2s_2s_3}`$. They are both primitive. The coproduct on $`\mathrm{\Gamma }`$ is $$\mathrm{\Delta }[\mathrm{\Gamma }]=\mathrm{\Gamma }e+e\mathrm{\Gamma }+\gamma _1\gamma _2+\gamma _2\gamma _1.$$ (75) The “straight” antipode $`S`$ of eq. (15), gives $$S(\mathrm{\Gamma })=\mathrm{\Gamma }+2\gamma _1\gamma _2.$$ (76) One can check that $`O(\mathrm{\Gamma })=0`$. The shrinking antipode $`S_R^{}`$ (eq. (67)) on $`w_\mathrm{\Gamma }`$, gives $$\begin{array}{cc}\hfill S_R^{}\left(w_\mathrm{\Gamma }\right)=& R\left(w_\mathrm{\Gamma }\right)+R\left(w_{\gamma _1}\right)w_{\gamma _2}+R\left(w_{\gamma _2}\right)w_{\gamma _1}\hfill \\ \hfill =& w_\mathrm{\Gamma }^{}+2w_{\gamma _1}w_{\gamma _2},\hfill \end{array}$$ (77) where $`w_\mathrm{\Gamma }^{}=R(w_\mathrm{\Gamma })`$, which, using eq.(73) is<sup>3</sup><sup>3</sup>3 There are several ways to derive this formula and I will quickly outline one: In $`w(\mathrm{\Gamma })`$, expand each factor using $$e^{\kappa s_is_j}=\mathrm{cosh}\kappa (1+xs_is_j),$$ (78) with $`x`$ given by $`x=\mathrm{tanh}(\kappa )`$. Then, keep $`s_1`$ and $`s_3`$ fixed and sum over $`s_2=\pm 1`$. Only terms with even powers of internal spins survive, and we are left with $$2\mathrm{cosh}\kappa _1\mathrm{cosh}\kappa _2\left(1+(x_1x_2)s_1s_3\right).$$ (79) We ignore the factor $`2`$ as it does not affect the calculation of any expectation values, and note that this is a nearest-neighbour interaction $`e^{\kappa ^{}s_1s_3}`$ if we redefine the coupling to be $`\kappa ^{}`$ given by equation (80). $$w_\mathrm{\Gamma }^{}=e^\kappa ^{}s_1s_3,\text{with }\kappa ^{}=\text{tanh}^1\left(\mathrm{tanh}\kappa _1\mathrm{tanh}\kappa _2\right).$$ (80) Therefore, $`O_R(w_\mathrm{\Gamma })=w_\mathrm{\Gamma }^{}+w_\mathrm{\Gamma }`$. That is, the fully blocked chain $`\mathrm{\Gamma }^{}`$ is: $$w_\mathrm{\Gamma }^{}=w_\mathrm{\Gamma }O_R(w_\mathrm{\Gamma }).$$ (81) For a larger Ising chain, either $`w_\mathrm{\Gamma }^{}=e^{Ks_1s_N}`$, if $`\mathrm{\Gamma }`$ is an open chain with external spins $`s_1`$ and $`s_N`$ (and $`K`$ is the overall effective coupling, the generalization of (80) to $`N`$ spins), or $`w_\mathrm{\Gamma }^{}=e^{Ks_i^2}`$ for some spin $`s_i\mathrm{\Gamma }`$, if $`\mathrm{\Gamma }`$ is a closed chain. This can be thought of as the “fully block transformed” $`\mathrm{\Gamma }`$, or the evaluation of $`w(\mathrm{\Gamma })`$. An Ising/Potts model in two dimensions works in the same way. It is important to note the following. In this model, as well as in the $`Z_2`$ case, eq.(81) is redundant in the calculation of the fully block transformed chain $`\mathrm{\Gamma }^{}`$, since we have already calculated it as the term $`R(w_\mathrm{\Gamma })`$ in $`S_R(w_\mathrm{\Gamma })`$. However, this is a special property of these models and the exact renormalization scheme $`R`$ that we employed. It will not be the case, for example, in spin foam models, where we do need to calculate $`O_R`$. We discuss this in the next section. ## 4 Basics of the Hopf algebra renormalization of a 1+1 spin foam We now show that a similar Hopf algebra is defined on 1+1 spin foams and can be used in the renormalization of spin foam models. In 1+1 dimensions, a spin foam $`\mathrm{\Gamma }`$ is a 2-dimensional lattice, with vertices $`v`$ and faces $`f`$. The faces are labeled by unitary irreducible representations $`a_f`$ of a Lie group $`G`$. $`dima_f`$ is the dimension of the representation. Each vertex $`v`$ is labeled by an amplitude $`A(v)`$, a function of the labels on the faces adjacent to that vertex. Particular choices of the group and these functions give rise to specific spin foam models . Also, the faces of $`\mathrm{\Gamma }`$ may be labeled by integers representing geometric properties such as lengths or matter. The partition function for a spin foam has the form $$Z=\underset{\mathrm{\Gamma }}{}N(\mathrm{\Gamma })\underset{\begin{array}{c}\text{Labelings}\\ \text{on }\mathrm{\Gamma }\end{array}}{}\underset{f\mathrm{\Gamma }}{}dima_f\underset{v\mathrm{\Gamma }}{}A_v.$$ (82) where the first sum ranges over all spin foams that extrapolate between fixed initial and final spin networks. We will treat the second sum in $`Z`$ as a generalization of a lattice gauge theory and list the basic features of its renormalization by the Hopf algebra method. We will call “subfoam” a proper sublattice $`\gamma `$ of a spin foam $`\mathrm{\Gamma }`$ (one that is not empty and not $`\mathrm{\Gamma }`$ itself). As in the case of the $`Z_2`$ lattice gauge theory, we will work with partitioned spin foams, namely spin foams which have been marked by a partition into subfoams in which no two subfoams overlap. Let $`A`$ be the collection of partitioned 1+1 spin foams. Since each spin foam can be multiplied by a complex number, we will think of $`A`$ as an algebra over the complexes. Multiplication is the disjoint union of two spin foams: $`\mathrm{\Gamma }_1\mathrm{\Gamma }_2=\mathrm{\Gamma }_1\mathrm{\Gamma }_2`$. Denoting the empty spin foam by $`e`$, $`\mathrm{\Gamma }e=e\mathrm{\Gamma }`$, for every spin foam $`\mathrm{\Gamma }`$. The unit operation is the map $`ϵ:𝐂A`$, which for some complex number $`c`$ gives $`ϵ(c)=ce`$. At least in 1+1 dimensions, $`A`$ is a commutative algebra since the order of two disjoint spin foams does not matter. Two further operations that are natural for spin foams turn $`A`$ into a coalgebra. First, the counit annihilates all spin foams, except the empty one: $$\overline{ϵ}(\mathrm{\Gamma })=\{\begin{array}{cc}0\hfill & \hfill \text{for }\mathrm{\Gamma }e,\\ 1\hfill & \hfill \text{for }\mathrm{\Gamma }=e.\end{array}$$ (83) The remainder $`\mathrm{\Gamma }/\gamma `$ of a subfoam $`\gamma `$ is the subfoam obtained by shrinking $`\gamma `$ to a point in $`\mathrm{\Gamma }`$: $$\begin{array}{c}\text{}\end{array}.$$ (84) Note that this is different than the remainder we used in section 2, where we “cut out” $`\gamma `$. Rather, it is the same as Kreimer’s remainder in . The coproduct splits a spin foam into a sum of all its possible subfoams, paired to their remainders: $$\mathrm{\Delta }(\mathrm{\Gamma })=\mathrm{\Gamma }e+e\mathrm{\Gamma }+\underset{\gamma }{}\gamma \mathrm{\Gamma }/\gamma .$$ (85) As before, $`\gamma `$ in the above sum ranges over all subfoams in the given partition. For a spin foam $`\mathrm{\Gamma }`$ with no subfoams, i.e. a primitive spin foam, we have $$\mathrm{\Delta }(\mathrm{\Gamma })=\mathrm{\Gamma }e+e\mathrm{\Gamma }.$$ (86) If there is a restriction in the valence of the spin foam vertices in a given spin foam model, then there is a finite set of primitive spin foams<sup>4</sup><sup>4</sup>4 These primitive foams can be compared to Feynman diagrams with no subdivergences. For a given theory, for example $`\varphi ^4`$, we can list the diagrams with no subdivergences, of which there is a finite number. . The straight antipode on spin foam diagrams is $`S`$ as given in eq.(15), but with the remainder defined above. All of the above operations on the spin foam complexes have their counterparts for the spin foam weights, as in the lattice gauge theory we have already studied in detail. Thus, in the above example (84), the weight for $`\mathrm{\Gamma }`$ is $$w_\mathrm{\Gamma }=\underset{i=1,\mathrm{},5}{}dima_{f_i}\underset{k=1,\mathrm{},4}{}A_{v_k},$$ (87) while the marked subfoam has weight $$w_\gamma =\underset{i=1,2,3,5}{}dima_{f_i}\underset{k=1,2,3}{}A_k.$$ (88) For the shrinking antipode $`S_R`$, we need to define a renormalization recipe $`R`$ that provides effective vertices in terms of the original ones. We have no explicit renormalization scheme to suggest in this paper, so we will simply note three basic things. One is that a possible $`R`$ operation is the recoupling moves. For example, it is possible to shrink the subfoam in the above example using a 3-to-1 move. Second, if the theory is triangulation invariant the effective vertices contain no information about the ones that we have shrunk. This makes the algebra trivial. Finally, we note that the equivalence relation $`R(\mathrm{\Gamma })\mathrm{\Gamma }`$ modifies the summation over all interpolating spin foams in the partition function. In general, there is an infinite number of such foams, which makes it difficult to handle this sum in any context other than triangulation invariance or renormalized spin foams. However, we can split the first sum in (82) into sums over spin foams that are equivalent under renormalization. Developing a particular scheme to understand the renormalization group flow would then enable us to calculate the partition function. ## 5 Discussion We have expressed block spin transformations of spin systems and spin foam as an equivalence relation and a modification of the antipode of a Hopf algebra, originally used by Kreimer for the perturbative renormalization of quantum field theory. As a method to carry out the renormalization group transformation of spin systems, this is promising especially on inhomogeneous lattices, as it can efficiently keep track of the combinatorial part of the problem. The antipode of the algebra, which produces the generalized renormalization group equation, is an iterative equation and thus ready to be implemented numerically. (Broadhurst and Kreimer easily calculated 4d Yukawa theory to 30 loops using the perturbative form of this algebra .) However, the summations involved in a single block transformation may still be formidable. In sections 2 and 3, we discussed exact renormalization schemes of spin systems. In fact, the power of the algebra is with approximate schemes, such as truncations of the Boltzmann weights. This is also the case for spin foams. Such schemes will be studied in future work. We have given the operations of the algebra on the generic spin foam partition function. The equivalence relation defined via this algebra defines equivalence classes of spin foams, corresponding to the same effective vertex, and we argued that this may be used to reduce the number of spin foams to be summed over in the partition function. As we discussed in 2.3, if the condition $`O_R`$ is satisfied for every weight in the algebra, then the shrinking antipode is a genuine antipode. This would imply that the renormalization group equation can be embedded in this Hopf algebra. For the choices of weights in the examples we studied, this is satisfied. Whether this is generally the case for spin systems or gauge systems is left for further work. We should note that our discussion applies to euclidean spin foams, as we have not paid attention to the orientation of the edges of the spin foam. However, we expect that the construction can also be applied to the causal spin foams . Also, although we have given the operations on a 1+1 spin foam, there should be no obstruction to an analogue in higher dimensions. The only necessary ingredient in this Hopf algebra is the rooted tree structure (the partitioned lattices), which of course exists in higher dimensions. To determine whether the method here is a useful tool in spin foam renormalization, it is of course necessary to apply it to specific spin foam models. As we said above, topological state sum models appear unsuitable as the $`R`$ operation is trivial. A good candidate is the Ambjorn-Loll-Anagnostopoulos Lorentzian gravity model in 2 dimensions, as it has a transfer matrix formulation and its continuum limit is known. ## Acknowledgments I am grateful to Eli Hawkins, Des Johnson, Shahn Majid and Lee Smolin for useful discussions, and the hospitality of Chris Isham and the Theory Group at Imperial College, where this work was carried out. This work was supported by NSF grants PHY/9514240 and PHY/9423950 to the Pennsylvania State University and a gift from the Jesse Phillips Foundation.
warning/0006/hep-th0006045.html	ar5iv	text	# The transformations of non-abelian gauge fields under translations ## Abstract I consider infinitesimal translations $`x^\alpha =x^\alpha +\delta x^\alpha `$ and demand that Noether’s approach gives a symmetric energy-momentum tensor as it is required for gravitational sources. This argument determines the transformations of non-abelian gauge fields under infinitesimal translations to differ from the usually assumed invariance by the gauge transformation, $`A_\gamma ^a(x^{})A_\gamma ^a(x)=_\gamma [\delta x_\beta A^{a\beta }(x)]+C_{bc}^a\delta x_\beta A^{c\beta }(x)A_\gamma ^b(x)`$ where the $`C_{bc}^a`$ are the structure constants of the gauge group. In a previous paper I have determined the transformations of the electromagnetic potentials under translations from the requirement that the energy-momentum tensor as it comes out of Noether’s theorem ought to be symmetric. Such a result is desireable, because the energy-momentum tensor enters as source of the gravitational field and the symmetry transformations of general covariance yield a symmetric tensor, see for instance . A more detailed motivation is given in my first paper. Here I extend the argument to non-abelian gauge theories. Following the notation of Weinberg’s book , the Lagrange density is $$=\frac{1}{4}F_{\alpha \beta }^aF^{a\alpha \beta }$$ (1) with $$F_{\alpha \beta }^a=_\alpha A_\beta ^a_\beta A_\alpha ^a+C_{bc}^aA_\alpha ^bA_\beta ^c$$ (2) where the $`C_{bc}^a`$ are the structure constants of the gauge group. The Lagrangian (1) is invariant under the gauge transformations of the fields: $$A_\alpha ^aA_\alpha ^a+_\alpha ϵ^a(x)+C_{bc}^aϵ^c(x)A_\alpha ^b.$$ (3) As in the observation is that the conventionally assumed invariance of the gauge fields under translations $$x^\alpha =x^\alpha +\delta x^\alpha $$ (4) can be enlarged by gauge transformations and the general form reads $$A_\gamma ^a(x^{})=A_\gamma ^a(x)+_\gamma ϵ^a(x)+C_{bc}^aϵ^c(x)A_\gamma ^b.$$ (5) Repeating the arguments of Noether’s theorem in the version of and requesting a symmetric energy-momentum tensor determines the gauge transformation uniquely and leads to the transformation law stated in the abstract $`A_\gamma ^a(x^{})`$ $`=`$ $`A_\gamma ^a(x)+_\gamma [\delta x_\beta A^{a\beta }(x)]`$ (6) $`+`$ $`C_{bc}^a\delta x_\beta A^{c\beta }(x)A_\gamma ^b(x).`$ (7) The remainder of this letter is devoted to the derivation of this equation and my treatment follows closely where also a few additional steps can be found. First, let us consider general fields $`\psi _k`$ and recall the derivation of the relativistic Euler Lagrange equations from the action principle. The action is a four dimensional integral over a scalar Lagrangian density $$𝒜=d^4x(\psi _k,_\alpha \psi _k).$$ (8) Variations of the fields are defined as functions $$\delta \psi _k(x)=\psi _k^{}(x)\psi _k(x)$$ (9) which are non-zero for some localized space-time region. The action is required to vanish under such variations $$0=\delta 𝒜=$$ $$\underset{k}{}d^4x\left[(\delta \psi _k)\frac{}{\psi _k}+(\delta _\alpha \psi _k)\frac{}{(_\alpha \psi _k)}\right].$$ (10) Integration by parts allows to factor $`\delta \psi _k`$ out and, because all the $`\delta \psi _k`$ are independent, we arrive at the Euler-Lagrange equations $$\frac{}{\psi _k}_\alpha \frac{}{(_\alpha \psi _k)}=0.$$ (11) Together with the anti-symmetry of $`F_{\alpha \beta }^a`$ in the Lorentz indices, the Euler-Lagrange equations imply the relation $$_\gamma \frac{}{(_\alpha A_\gamma ^a)}=C_{ac}^bA_\beta ^c\frac{}{(_\beta A_\alpha ^b)}.$$ (12) Noether’s theorem applies to transformations of the coordinates for which the transformations of the field functions are also known and we introduce, in addition to (9), a second type of variations which combines space-time and their corresponding field variations $$\overline{\delta }\psi _k(x)=\psi _k^{}(x^{})\psi _k(x).$$ (13) Using $$\psi _k^{}(x^{})=\psi _k^{}(x)+\delta x^\alpha _\alpha \psi _k(x)$$ we find a relation between the variations (13) and (9) $$\overline{\delta }\psi _k(x)=\delta \psi _k(x)+\delta x^\alpha _\alpha \psi _k(x).$$ (14) For a scalar field $`\psi `$ symmetry under translations means $$\overline{\delta }\psi (x)=\psi ^{}(x^{})\psi (x)=0.$$ (15) But for the gauge fields we allow (5) $`\overline{\delta }A_\gamma ^a(x)`$ $`=`$ $`A_\gamma ^a(x^{})A_\gamma ^a(x)`$ (16) $`=`$ $`_\gamma ϵ^a(x)+C_{bc}^aϵ^c(x)A_\gamma ^b(x)`$ (17) and equation (14) becomes $$\delta A_\gamma ^a=_\gamma ϵ^a(x)+C_{bc}^aϵ^c(x)A_\gamma ^b\delta x^\alpha _\alpha A_\gamma ^a(x).$$ (18) As the Lagrange density is a scalar, we get for its combined variation (13) $$0=\overline{\delta }=^{}(x^{})(x)=\delta +\delta x^\alpha _\alpha $$ (19) where besides (15) we used the relation (14). Our aim is to factor an over-all variation $`\delta x^\alpha `$ out. For $`\delta `$ we proceed as in equation (10), where the $`\psi _k`$ fields are now replaced by the gauge fields $`A_\gamma ^a`$ $$\delta =(\delta A_\gamma ^a)\frac{}{A_\gamma ^a}+(\delta _\alpha A_\gamma ^a)\frac{}{(_\alpha A_\gamma ^a)}.$$ Using the Euler-Lagrange equation (11) to eliminate $`/A_\gamma ^a`$, we get $$\delta =_\alpha \left[(\delta A_\gamma ^a)\frac{}{(_\alpha A_\gamma ^a)}\right].$$ Let us collect all terms which contribute to $`\overline{\delta }`$ in equation (19). We find (note that $`_\beta \delta x^\alpha =0`$ holds for all combinations of indices $`\alpha `$, $`\beta `$) $$0=\overline{\delta }=_\alpha \left[(\delta A_\gamma ^a)\frac{}{(_\alpha A_{\gamma )}^a}+\delta x^\alpha \right]=$$ $$_\alpha \left[(_\gamma ϵ^a(x)+C_{bc}^aϵ^c(x)A_\gamma ^b)\frac{}{(_\alpha A_\gamma ^a)}\right]$$ $$+\delta x_\beta _\alpha \left[(^\beta A_\gamma ^a)\frac{}{(_\alpha A_\gamma ^a)}+g^{\alpha \beta }\right]$$ where equation (18) was used. To be able to factor $`\delta x_\beta `$ also out of the first bracket on the right-hand side, one has to request $$ϵ^a(x)=\delta x_\beta B^{a\beta }(x)$$ (20) where $`B^{a\beta }(x)`$ is a not yet determined gauge field. With this we get $`0`$ $`=`$ $`\delta x_\beta _\alpha [(^\beta A_\gamma ^a){\displaystyle \frac{}{(_\alpha A_\gamma ^a)}}`$ (21) $``$ $`(_\gamma B^{a\beta }+C_{bc}^aB^{c\beta }A_\gamma ^b){\displaystyle \frac{}{(_\alpha A_\gamma ^a)}}g^{\alpha \beta }].`$ (22) Equation (12) implies that the contribution from the gauge transformations is a total divergence, $`_\gamma \left({\displaystyle \frac{}{(_\alpha A_\gamma ^a)}}B^{a\beta }\right)`$ $`=`$ (23) $`{\displaystyle \frac{}{(_\alpha A_\gamma ^a)}}[_\gamma B^{a\beta }`$ $`+`$ $`C_{bc}^aB^{c\beta }A_\gamma ^b].`$ (24) As the variations $`\delta x_\beta `$ in (21) are independent, the energy-momentum tensor $`\theta ^{\alpha \beta }`$ $`=`$ $`{\displaystyle \frac{}{(_\alpha A_\gamma ^a)}}\left[^\beta A_\gamma ^a(_\gamma B^{a\beta }+C_{bc}^aB^{c\beta }A_\gamma ^b)\right]`$ (25) $``$ $`g^{\alpha \beta }`$ (26) gives the conserved currents $$_\alpha \theta ^{\alpha \beta }=0.$$ (27) We demand that $`\theta ^{\alpha \beta }`$ is symmetric. The Lagrangian term $`g^{\alpha \beta }`$ is manifestly symmetric and we have to deal with the other contributions. We note that $$\frac{}{(_\alpha A_\gamma ^a)}=F^{a\alpha \gamma }$$ with $`F^{a\alpha \gamma }`$ given by equation (2). Therefore, the choice $$B^{a\beta }(x)=A^{a\beta }(x)$$ (28) leads to $$\theta ^{\alpha \beta }=F^{a\alpha \gamma }F_\gamma ^{a\beta }g^{\alpha \beta }$$ (29) where we used the anti-symmetry of the structure constant under interchange of $`b`$ and $`c`$. The tensor (29) is symmetric because of $$F^{a\alpha \gamma }F_\gamma ^{a\beta }=F^{a\beta \gamma }F_\gamma ^{a\alpha }.$$ In conclusion, I have derived the transformation behavior (7) by demanding that the energy-momentum tensor from Noether’s theorem comes out symmetric. To the many arguments why gauge invariance is needed, this adds another one: It is needed to make the energy-momentum distribution under local translational variations symmetric. Note added After posting this manuscript Prof. Jackiw kindly informed me that my result is a special case of his work , see for details. Prof. Hehl communicated that the use of 1-Forms leads directly to a symmetric energy-momentum tensor, see for instance . ###### Acknowledgements. This work was in part supported by the US Department of Energy under contract DE-FG02-97ER41022.
warning/0006/cond-mat0006061.html	ar5iv	text	# Pattern formation and selection in quasi-static fracture \[ ## Abstract Fracture in quasi-statically driven systems is studied by means of a discrete spring-block model. Developed from close comparison with desiccation experiments, it describes crack formation induced by friction on a substrate. The model produces cellular, hierarchical patterns of cracks, characterized by a mean fragment size linear in the layer thickness, in agreement with experiments. The selection of a stationary fragment size is explained by exploiting the correlations prior to cracking. A scaling behavior associated with the thickness and substrate coupling, derived and confirmed by simulations, suggests why patterns have similar morphology despite their disparity in scales. (Last revised ) \] Nature is full of fascinating patterns. A ubiquitous yet relatively less explored class of patterns is that produced by the fracture of solids, as often seen in cracked structures, battered roads and dried out fields. Although there have been early observations and characterizations, only rather recently has it been studied systematically . The mathematical problem of a network of interacting cracks is a formidable one, in view of the difficulties facing a lone crack propagating in a homogeneous medium. One way to make progress is to turn to a statistical description. This view has been pursued extensively in investigations of the fracture of disordered media, borrowing concepts such as percolation and universality from studies of phase transitions. For crack patterns, an immediate observation is the geometrical similarities of patterns over a wide range of scales, from microns to kilometers. This suggests some universal mechanism is at work and microscopic details may be unimportant. Hence, analogous to phase transitions, a mesoscopic, coarse-grained description may be sufficient and more useful than a microscopic one, provided essential features are captured. Crack patterns often arise from slow physical (e.g., embrittlement, contraction) or chemical (e.g., oxidation) variations, or their combination, in the material properties of an overlayer on top of an inert substrate. The overlayer may fail in different ways, such as decohesion, buckling, spalling and in-plane cracking. In this paper, we address the pattern-selection aspects of quasi-static, in-plane cracking by identifying the dominant mechanism and control parameters that determine the ensuing patterns. By understanding a simplified, coarse-grained model, we hope to achieve the same for the phenomena in general. A Bundle-Block Model – In a mesoscopic approach, the grains in the overlayer are represented by an array of blocks. Each pair of neighboring blocks is connected by a bundle of $`H`$ bonds (coil springs) each of which has spring constant $`k1`$ and relaxed length $`l`$. Initially, the blocks are randomly displaced by $`\stackrel{}{r}=(x,y)`$, where $`\|\stackrel{}{r}\|l`$, about their mean positions on a triangular lattice. For slow cracking on a frictional substrate, the motion of the grains is overdamped, the system evolves quasi-statically with driving rate much slower than relaxation rate. In this case, we need not solve the equations of motion but instead may update the configurations according to threshold criteria specified below. In typical crack formations, the layer often hardens and/or weakens in time; it tends to contract but is resisted by friction from the substrate. As a result, stress is built up and relaxed slowly. The simplest way to incorporate these effects is first to pre-strain the array by $`s=(al)/a>0`$, where $`a1`$ and $`l<a`$ are the initial and final grain spacing, respectively. Then, two thresholds, $`F_s`$ for slipping and $`F_c`$ for cracking, are decreased systematically to induce slipping and cracking. This rule is more general than it seems: As the evolution of the model is determined entirely by the ratios between forces and thresholds, hardening, weakening and their combination amount to this same rule. Since the thresholds decrease by the same physical means, their ratio $`\kappa F_c/F_s`$ remains fixed. In a drying experiment, the narrowing and breaking of liquid bridges between grains, due to evaporation, may provide a physical picture of this driving. Even though there may not be an exact correspondence in experiments, and other drivings are conceivable, our choice is physically relevant and sufficiently simple to allow for some analytic understanding. The general expression of the force is rather complicated, it results in slow updating. Since in realistic situation the stress is primarily tensile and the strain $`s1`$, to a good approximation we expand the force to first order in $`\stackrel{}{r}`$ to obtain a Hookean form for the force components on a block: $`F_x`$ $`=`$ $`{\displaystyle \underset{i=1}{\overset{6}{}}}H_i[asC_i+(x_ix)(sS_i^2+C_i^2)+`$ (2) $`(y_iy)(1s)S_iC_i],`$ where the index $`i`$ labels the six nearest neighbors and the associated bundles, and the constants $`C_i=\mathrm{cos}[(2i1)\pi /6]`$ and $`S_i=\mathrm{sin}[(2i1)\pi /6]`$. $`F_y`$ may be obtained from $`F_x`$ by interchanges $`xy`$, and $`C_iS_i`$. Initially, the system is globally stable. In discrete simulation steps $`t`$, it evolves according to these rules: 1. The thresholds are lowered until either is exceeded somewhere in the system; 2. if $`F\sqrt{F_x^2+F_y^2}>F_s`$, the block slips to a mechanically equilibrium position where $`F0`$; 3. if the bond tension $`>F_c`$ in a bundle of $`H_i`$ bonds, $`H_iH_i1`$ provided the bundle has not been damaged in the same step. The system relaxes until global stability is restored. This constitutes one simulation step or one event. In rule 3, we break no more than one bond/bundle/step in order to avoid instantaneous downward propagation of cracks before the neighboring stress field has ever relaxed. Otherwise, spurious long and vertical microcracks would be generated which do not conform to real systems. The progressive damage of the bundle mimics successive breakage of liquid bridges, hence $`H`$ plays the role of the local thickness. Our algorithm is designed to take advantage of the dominance of the horizontal propagation of cracks, due to the presence of the top, free surface. Results and Discussions – Throughout this work, square systems are used with linear size $`20L300`$, $`s0.1`$, and free boundary conditions (FBC) are imposed. In the $`\kappa H`$ subspace, the time evolution can be divided into three qualitatively distinct phases: 1. The system contracts by slippings, the slip size (total number of slippings in an event) grows in time; 2. There are slippings and bond breakings, the system is progressively damaged, then fragmented, while contraction continues; 3. Bond-breaking saturates, fragmentation stops, slipping dominates as block spacing converges to the equilibrium value $`l`$. A typical evolution is shown in Fig. 1. The main feature of phase I is the growth of correlations. Since everything depends on $`F_s`$, we need to know how it varies first. Its decay rate is governed by the density of $`F`$ near $`F_s`$ among the $`L^2`$ blocks, where $`0F<F_s`$. To a first (mean-field) approximation, this density is $`F_s/L^2`$. Hence $`F_s(t)F_s(t+1)F_s(t)/L^2`$, leading to $`F_s(t)e^{t/\tau }`$ with a decay constant $`\tau L^z`$ and a mean-field prediction $`z_{\mathrm{MF}}=2`$. Numerically, we find $`z=1.80\pm 0.03`$, reflecting the finite, albeit weak, spatial correlation among the seeds that initiate distinct events. Now we derive the growth laws for the strain field and the slip size. Due to the diminishing threshold, slippings start from the free edge and invade into the bulk, giving rise to a strain-relieved peripheral region of width denoted by $`\xi `$. The strain increases from the boundary toward the bulk, reaching the bulk value $`s`$ (see Fig. 2(a)). To determine its profile, consider for the moment a one-dimensional version: the force on the $`i^{\mathrm{th}}`$ block is given by $`F_i=(al+x_{i+1}x_i)H(al+x_ix_{i1})H=(s_is_{i1})H`$. Hence $`F=Hds/du`$, where $`u`$ is the distance from the edge. Metastability of the system requires $`Hds/du<F_s`$ but of the same order. Thus we obtain for general dimensions the growth of the invasion length $$\xi (t)\frac{\xi _0sH}{2F_s(t)},$$ (3) with constant $`\xi _0=O(1)`$. For a finite system of size $`L`$, the invasion saturates (i.e., $`\xi =L`$) when $`F_sF_s^{\mathrm{sat}}=\xi _0sH/L`$, or equivalently $`tt_{\mathrm{sat}}=\tau \mathrm{ln}(H/F_s^{\mathrm{sat}})`$. As a result, the global maximum strain $`s_{\mathrm{max}}`$ in the system drops continuously thereafter (see Fig. 2(b)): $$s_{\mathrm{max}}=\{\begin{array}{cc}s\hfill & t<t_{\mathrm{sat}}\hfill \\ \frac{LF_s}{\xi _0H}\hfill & t>t_{\mathrm{sat}}.\hfill \end{array}$$ (4) As $`\xi (t)`$ grows, so does the mean slip size, $`S(t)`$, as required by energy balance. The total energy relieved over the strain-relieved region is of the order $`U=\xi Ls^2H/2`$. It is dissipated by friction during slippings. Since the slip distance is $`\alpha F_s/H`$ where $`\alpha =1/3(1+s)`$, each block slip dissipates an energy $`\alpha F_s^2/2H`$. The total dissipation is then $`E=_0^t𝑑t^{}S(t^{})\alpha F_s(t^{})^2/2H`$. Equating $`E`$ to $`U`$ and differentiating with respect to $`t`$, we readily find $$S(t)=S_0\left(\frac{H}{F_s(t)}\right)^3t<t_{\mathrm{sat}},$$ (5) where the prefactor $`S_0=\xi _0s^3L/2\alpha \tau `$. Since the invasion is independent of $`L`$, we have $`\xi _0L^0`$ and hence $`S_0L^{1z}`$. For $`t>t_{\mathrm{sat}}`$, $`S(t)`$ saturates to a constant $`S_{\mathrm{sat}}=S_0(L/s\xi _0)^3L^\eta `$ which diverges as $`L\mathrm{}`$: the system becomes critical with a nontrivial exponent $`\eta >0`$. Put together, we obtain a “scaling relation” $$\eta =4z,$$ (6) relating the dynamical and stationary behavior. From $`z_{\mathrm{MF}}=2`$, we get $`\eta _{\mathrm{MF}}=2`$. Simulations give $`\eta =2.20\pm 0.03`$ instead, in agreement with the independent estimate of $`z`$. From Eq. (5), it is evident that dynamic scaling $`S(t;H,L)=L^\eta \mathrm{\Phi }(H/LF_s(t))`$ is obeyed, with the scaling function $`\mathrm{\Phi }(x1)x^3`$ and $`\mathrm{\Phi }(x1)=`$const, as exhibited in Fig. 3. Several remarks are in order: (i) $`\eta >2`$ implies that each site slips an average $`L^{\eta 2}`$ times per event. Such repeated topplings are manifestations of system-wide correlations in the force variable. (ii) The connection between dynamics ($`z`$) and criticality ($`\eta `$) is attributed to energy balance. Thus we believe similar relations also exist for other forms of driving. (iii) For finite $`\kappa `$, fracture eventually sets in before criticality is fully developed. However, even then, each fragment settles into a stationary, critical state characterized by the same $`\eta `$ and its fragment size. Moving on to phase II, an important question in fracture is how its onset is affected by material properties and external conditions. Apparently, fracture occurs when $`\kappa F_s`$ decreases below the bond tension $`s`$ in the bulk, i.e., $$F_sF_s^{}\frac{s}{\kappa }$$ (7) from above. Note that this result is independent of $`H`$, but the corresponding simulation step is: $`t^{}\tau \mathrm{ln}(\kappa H/s)`$, because $`F_sHe^{t/\tau }`$. Hence, the substrate and the thickness have the same effect on the onset. The extra waiting time for thicker layers or more frictional substrates allows more slippings and hence stronger correlations at $`t^{}`$ – larger fragments are anticipated. The difference in correlations is also reflected in the morphology of cracks. For very small $`\kappa H`$, the substrate is very frictional or the layer very thin. Pinning is so strong that most avalanches are of size one. In a virtually uncorrelated stress environment, cracks soon appear but do not propagate. Fragmentation is resulted from percolation of microcracks. For $`\kappa H1`$, most bonds are ultimately broken to turn the system into powder. Going up in $`\kappa H`$, the larger friction or thickness allows stronger correlations up to fracture, measured by $`\xi (t^{})`$ and $`S(t^{})`$. Relaxation of stress field around crack tips becomes more effective, leading to more pronounced stress concentration and straight crack propagation. The resulting fragmentation process is hierarchical: after a cellular network is formed with the primary straight cracks, secondary cracks break the fragments into smaller ones, and so on. Cracks of later generations are more “diffusive” in character, they tend to wiggle and branch under smaller stresses, as there are more and more free boundaries. These features are exemplified in Fig. 4. At long times, fragmentation is complete, resulting in fragments with areas that fit a log-normal distribution (cf. ), and a mean area $`AH^2`$ (see below). Experimentally, morphology may be characterized by the distribution $`P(\theta )`$ of crack angle $`\theta `$ at a joint. A shift of the peak position from $`\theta 90^{}`$ to $`60^{}`$ as thickness decreases has been observed in amorphous media. Although the usefulness of $`P(\theta )`$ is limited by lattice anisotropies in our model, a direct comparison with real patterns (see Fig. 4) produced by slow drying of cornstarch-water mixtures (to be reported elsewhere) reveals striking similarities. Furthermore, the linear dependence of $`A`$ on thickness agrees with previous experiments. As $`\kappa H`$ is increased further, the question of fracture or not arises. Fracture is possible only if $`\kappa F_s(t)<s_{\mathrm{max}}(t)`$ at some $`t`$. From Fig. 2(b), this translates to the condition $`\kappa F_s(t_{\mathrm{sat}})s`$ (equivalently $`t_{\mathrm{sat}}t^{}`$). A critical system size $`L_c(\kappa ,H)=\xi _0\kappa H`$ emerges, below which a system never cracks at fixed $`\kappa `$ and $`H`$. Equivalently, a finite system of size $`L`$ does not crack if $`\kappa H>L/\xi _0`$. This again agrees with the basic experimental fact that a sufficiently small and thick layer does not crack. Now, given that a system of size $`L>L_c`$ cracks, the next, even more interesting question of pattern selection is when fragmentation stops. We do not have a rigorous answer, as the dynamics of interacting cracks is complicated, but we argue that it stops when the system has broken up into fragments of typical size $`O(L_c)`$. This gives $`A(\kappa ,H)(\kappa H)^2`$. This argument implies the memory of the correlations at the onset persists in the final fragmented state, reminiscent of the generation of quenched disorder in systems with metastability and frustration – both features crucial to surface fracture. Excellent scaling behavior in simulations (Fig. 5) strongly supports this scenario. In summary, we study a bundle-block model for quasi-static, in-plane fracture. Guided by experiments, we incorporate two factors that dictate the pattern-forming process – the substrate and thickness – by means of two control parameters. The ensuing pattern, however, is characterized mostly by one scaling variable. Self organization of the strain field prior to fracture is derived and shown to dictate the properties of the pattern, particularly to select the fragment size. Our results answer, at least qualitatively, why thin layers crack finely and thick ones do not crack at all, and why similarities are accompanied by a variability of scales. Supported by experimental observations, our model appears to capture the salient features of real systems, so that despite the use of a specific form of driving, the ideas may apply to other situations generally dominated by stick-slip motion. We thank Yves Bréchet and Eric To for useful discussions, and C.K. Chan for help on experiment. This work is partially supported by the National Science Council of R.O.C.
warning/0006/physics0006055.html	ar5iv	text	# Evolution: The Case of the Glyceraldehyde-3-Phosphate Dehydrogenase Gene ## Abstract The enzyme Glyceraldehyde-3-Phosphate Dehydrogenase (GAPDH) catalyses the decomposition of glucose. The gene that produces the GAPDH is therefore present in a wide class of organisms. We show that for this gene the average value of the fluctuations in nucleotide distribution in the codons, normalized to strand bias, provides a reasonable measure of how the gene has evolved in time. Key words: GAPDH - evolution - 4-dimensional walk model - evolutionary marker - persistent diffusion - random sequence normalised to strand bias $`\mathrm{𝐈𝐧𝐭𝐫𝐨𝐝𝐮𝐜𝐭𝐢𝐨𝐧}`$ Evolution makes lower organisms into higher ones. The distribution of the nucleotides in the genes that code for proteins undergo changes in the process. It is sometimes assumed these variations in the nucleotide distributions come about due to random mutations. In this work we present quantitative evidence that the changes in the bases of the GAPDH are remarkably well ordered. The DNA sequence that codes for a single protein evolves as we go from one organism to the next. The evolution of the base composition of A, T, G and C for the same protein is the key to the dynamics of biological evolution. Some proteins are restricted to few organisms, others are more common. Amongst these proteins / enzymes, the glyceraldeyde-3-phosphate dehydrogenase (GAPDH) is present in all living organisms, as the key enzyme in glycolysis, the common pathway both in organisms that live in free oxygen and the ones that do not. The GAPDH catalyzes the dehydrogenation and phosphorylation of glyceraldehyde-3-phosphate to form 1,3-bisphosphoglycerate. The nature of the base organisation of the DNA sequences has been studied in the recent years (Voss 1992; Li and Kaneko 1992; Peng et al. 1992). The fractal correlations of $`\frac{1}{f^\beta }`$ type have been reported. These fractal correlations are more pronounced for the introns and the intergenic flanks. The exons, on the other hand, are characterised by strong peak at f=$`\frac{1}{3}`$ in the power spectrum. Here we work only with the exon regions and attempt to isolate the physical quantity that provides insights into the nature of evolution in the GAPDH. With this in mind we pick the DNA sequences coding for the GAPDH enzyme from a wide variety of prokaryotes, that include both bacteria and archaea (Woese et al. 1990), and eukaryotes (organisms with nucleated cells). Bacteria, in our study, is again subdivided into three groups: proteobacteria, $`\mathrm{𝐵𝑎𝑐𝑖𝑙𝑙𝑢𝑠}`$/$`\mathrm{𝐶𝑙𝑜𝑠𝑡𝑟𝑖𝑑𝑖𝑢𝑚}`$ group and cyanobacteria. Due to paucity of data for archaeal GAPDH, we cannot subdivide the archaea; we compare it as a whole with the groups of bacteria under Prokaryota. Zuckerkandl and Pauling (1965) laid the basis for the study of genes and proteins for evolution. Over the years there have been the search for the universal common ancestor (Volkenstein 1994; Doolittle and Brown 1994; Woese 1998; Doolittle 1999; Woese 2000; Doolittle 2000) that may have preceded the prokaryotes and the eukaryotes. The studies on the ribosomal RNA provided some of the insights (Woese and Fox 1977a, 1977b; Fox et al. 1980). The relative importance of the elements, such as mutations, lateral gene transfer (Krishnapillai 1996; Brown and Doolittle 1997; Jain et al. 1999; Ochman 2000), that drive the evolution of species continues to be under active investigation. In our work here with the GAPDH we try to isolate the physical quantity (called X) that measures the evolution in this gene. $`\mathrm{𝐍𝐮𝐦𝐛𝐞𝐫}\mathrm{𝐅𝐥𝐮𝐜𝐭𝐮𝐚𝐭𝐢𝐨𝐧𝐬}`$ The coding sequences of the GAPDH genes from 42 different species, with 31 eukaryotes and 11 prokaryotes, were chosen (Source: GenBank and EMBL nucleotide sequence databases). These sequences have different distribution of the bases A, T, G and C. Since the codons are made of 3 of these bases, we divide the sequence into codons, i.e. choose the window size 3 bases long. On these windows of size 3, we compute the square of the numbers of A, T, G and C and define N(3) as: $`N(3)=n_A^2(3)+n_T^2(3)+n_G^2(3)+n_C^2(3)`$ where $`n_A^2(3)`$,$`n_T^2(3)`$,$`n_G^2(3)`$,$`n_C^2(3)`$ are the numbers of A, T, G and C respectively in the codon window of size 3. Thus if, for instance, A occurs in all the three positions we get N(3)=9. If two are identical we get N(3)=4+1=5. If all the positions are occupied by different nucleotides, we get N(3)=1+1+1=3. Thus N(3), for the window size 3, varies from 3 to 9 as we go from one codon to the next along the gene. We then compute the average value of N(3), call it $`<N(3)>`$, over the sequence. We notice here that a high value of $`<N(3)>`$ implies repeats of the bases. This means persistent sort of correlation amongst the bases. In other words, higher value of $`<N(3)>`$ implies a higher probability that the A, for instance, is going to be followed by the A. Conversely a lower value of $`<N(3)>`$ implies an antipersistent order in the sequence leading to a lower probability for the A to be followed immediately by the A. What do we expect for $`<N(3)>`$ for the random sequence of identical strand bias? Strand bias is the proportion of A, T, G and C in the sequence. These proportions vary as we go from one GAPDH sequence to another. We want to isolate the effect above and beyond the strand bias, therefore, study the quantity X defined as: $$X=\frac{<N(3)>}{<N(3,r)>}$$ (1) where $`<N(3,r)>`$ is the average value of the quantity $`N(3)`$ for the random sequence of identical total length and strand bias. $`<N(3)>`$ is measured for the sequences, while $`<N(3,r)>`$ is calculated using a 4-dimensional walk (Montroll and West 1979; Montroll and Shlesinger 1984) model. Hence the quantity X is obtained. To calculate $`<N(3,r)>`$ consider the following walk model in 4-dimensions corresponding to A, T, G and C. If we encounter the symbol i (i=A, T, G and C) we move one step along i. In this directed walk the probability function for a single step clearly is : $$P_1(x)=\underset{i}{}p_i\delta (x_i1)$$ (2) where x$``$(x<sub>A</sub>,x<sub>T</sub>,x<sub>G</sub>,x<sub>C</sub>), and p<sub>i</sub>=$`\frac{n_i}{N}`$; n<sub>i</sub> is the number of times the symbol i appears in the sequence; N is the total number of symbols, i.e. the length of the sequence. We want to get the distributions after m steps, and therefore, define the characteristic function of the single step: $$\stackrel{~}{P}_1(k)=\underset{i}{}p_ie^{ik_i}.$$ (3) For m steps: $$\stackrel{~}{P}_m(k)=[\underset{i}{}p_ie^{ik_i}]^m$$ (4) The quantity m is clearly the total number of steps, i.e. the window size. The moments of the distribution may be obtained by differentiating $`\stackrel{~}{P}_m(k)`$ with respect to k. In particular $`<N(3,r)>`$ is just the second moment of distribution and obtained from $`\stackrel{~}{P}_m(k)`$: $$<N(3,r)>=[\underset{i}{}\frac{^2\stackrel{~}{P}_m(k)}{k_i^2}]_{k_i0}$$ (5) Using (4) and (5), we get: $$<N(3,r)>=m[(m1)p_i^2+1]$$ (6) where we have used the relation $`p_i=1`$. To crosscheck this relation, let us first set p<sub>A</sub>=1; p<sub>T</sub>=p<sub>G</sub>=p<sub>C</sub>=0. This is the case of maximal persistence. All the three bases, in this limit, are identical. From (6), we find: $$<N(3,r)>=\mathrm{\hspace{0.25em}9},$$ (7) as we expect. To check again set p<sub>A</sub>=p<sub>T</sub>=p<sub>G</sub>=p<sub>C</sub>=$`\frac{1}{4}`$. The average value, from (6), gives: $$<N(3,r)>=\mathrm{\hspace{0.25em}4.5}$$ (8) For the window size m=3 the possible choices consistent with p<sub>A</sub>=p<sub>T</sub>=p<sub>G</sub>=p<sub>C</sub>=$`\frac{1}{4}`$ are 4x4x4=64, namely, the 61 codons + 3 stop codons. Calculation of the $`<N(3,r)>`$ for these 64 combinations is straightforward and gives the value 4.5 in agreement with (8). $`\mathrm{𝐍𝐮𝐜𝐥𝐞𝐨𝐭𝐢𝐝𝐞}\mathrm{𝐒𝐞𝐪𝐮𝐞𝐧𝐜𝐞}\mathrm{𝐂𝐨𝐦𝐩𝐚𝐫𝐢𝐬𝐨𝐧}`$ The pairwise sequence alignment tool (ALIGN at the Genestream network server) available in the public domain gives a measure of the $`\mathrm{`}`$$`\mathrm{`}`$distance” (or the cross correlations) between the sequences. These distances provide additional data towards the study of evolution in the GAPDH gene. In the usual studies of evolution and phylogeny one relies exclusively on nucleotide sequence comparison. The rules used for alignment of sequences are constructed to give rise to the known pattern. In contrast, the change in the value of the X appears to us as the physical quantity of interest in the evolution in the GAPDH gene. The nucleotide sequence comparison we use in this work as supplementary, supportive data. $`\mathrm{𝐓𝐡𝐞}𝐗\mathrm{𝐨𝐟}\mathrm{𝐄𝐯𝐨𝐥𝐮𝐭𝐢𝐨𝐧}`$ The X values for the eukaryotes and the prokaryotes, for the GAPDH, for window size of 3, are given in Table 1. Interestingly, the table 1 suggests two parallel lines of evolution, one for the prokaryotes; the other for the eukaryotes. Note the value of the X for the cyanobacterial genes is closer to that for the amphibian gene. The values for $`\mathrm{𝐵𝑎𝑐𝑖𝑙𝑙𝑢𝑠}`$/$`\mathrm{𝐶𝑙𝑜𝑠𝑡𝑟𝑖𝑑𝑖𝑢𝑚}`$ group and archaea are more or less the same as those for fish, and higher invertebrates such as arthropods. As we look separately amongst the prokaryotes and the eukaryotes the X values increase as follows: Prokaryota: $`proteobacteria<archaea<\mathrm{𝐵𝑎𝑐𝑖𝑙𝑙𝑢𝑠}/\mathrm{𝐶𝑙𝑜𝑠𝑡𝑟𝑖𝑑𝑖𝑢𝑚}\mathrm{𝑔𝑟𝑜𝑢𝑝}<\mathrm{𝑐𝑦𝑎𝑛𝑜𝑏𝑎𝑐𝑡𝑒𝑟𝑖𝑎}`$ Eukaryota: $`fungus<invertebrate<fish<amphibia<bird<mammal(excl.human)<human`$ It is to be remembered that in arriving at this increasing pattern the average value of the X over the members of the group has been considered. Within each group there are variations in the X (see Table 1). Assume now the GAPDH gene began from common universal ancestor. The route diverged to give proteobacteria on one side; fungal and invertebrate genes on the other. The proteobacterial gene develops further into three, archaeal, $`\mathrm{𝐵𝑎𝑐𝑖𝑙𝑙𝑢𝑠}`$/$`\mathrm{𝐶𝑙𝑜𝑠𝑡𝑟𝑖𝑑𝑖𝑢𝑚}`$ group and cyanobacterial, genes. The other trail from the fungus goes through fish, amphibia, probably reptilia for which the data is unavailable, birds and other mammals to reach its peak on humans. Some groups have hypothesized that the eukaryotic species originated as the archaeal (e.g. $`\mathrm{𝑇ℎ𝑒𝑟𝑚𝑜𝑝𝑙𝑎𝑠𝑚𝑎}`$-like organisms) and the bacterial (e.g. $`\mathrm{𝑆𝑝𝑖𝑟𝑜𝑐ℎ𝑎𝑒𝑡𝑎}`$-like organisms) cells merged in anaerobic symbiosis and the GAPDH gene was contributed by the bacterial partner (Martin et al. 1993; Margulis 1996). Our results do not disprove this assumption. The X value averaged over all members of bacteria (i.e. proteobacteria + $`\mathrm{𝐵𝑎𝑐𝑖𝑙𝑙𝑢𝑠}`$/$`\mathrm{𝐶𝑙𝑜𝑠𝑡𝑟𝑖𝑑𝑖𝑢𝑚}`$ group + cyanobacteria) becomes 0.9662 $`\pm 0.028`$ that is close to the X values for the invertebrates and the fungi (Table 1). $`\mathrm{𝐒𝐞𝐪𝐮𝐞𝐧𝐜𝐞}\mathrm{𝐂𝐨𝐦𝐩𝐚𝐫𝐢𝐬𝐨𝐧}`$ The pairwise alignment tool gives a measure of similarity, or distance, between the various GAPDH genes under consideration (Figure 1). The results are fairly consistent with the picture that emerges from the study of the X. It suggests that the eukaryotic GAPDH genes might have originated from some eubacterial genes (Martin et al. 1993; Margulis 1996). The alignment tool also suggests that both archaea and cyanobacteria may be quite distant from all other groups (Hensel et al. 1989; Arcari et al. 1993). As we measure the sequence similarity of the archaeal and the cyanobacterial genes with genes from the other two prokaryotic groups, we find the $`\mathrm{𝐵𝑎𝑐𝑖𝑙𝑙𝑢𝑠}`$/$`\mathrm{𝐶𝑙𝑜𝑠𝑡𝑟𝑖𝑑𝑖𝑢𝑚}`$ group gene closer to them than the proteobacterial one. This too supports the view obtained from the X values of the prokaryotes. $`\mathrm{𝐓𝐡𝐞}𝐗\mathrm{𝐄𝐯𝐨𝐥𝐮𝐭𝐢𝐨𝐧}\mathrm{𝐨𝐟}\mathrm{𝐭𝐡𝐞}\mathrm{𝐆𝐀𝐏𝐃𝐇}\mathrm{𝐄𝐱𝐨𝐧}`$ The plot of X for eukaryotes against their approximate period of origin in the geological time scale (Table 2) gives a fairly linear fit. We try a fit of the form $`y=Kx+c`$. For the slope $`K`$ for the eukaryotes we get: $$K_{euk}=\frac{\mathrm{\Delta }X}{\mathrm{\Delta }T}=\mathrm{\hspace{0.25em}1.1}\times \mathrm{\hspace{0.25em}10}^4(\pm 0.2\times \mathrm{\hspace{0.25em}10}^4)(myr)^1,$$ (9) where myr$``$million years. The computed $`\chi ^2`$ value is 0.00009 with 6 degrees of freedom. The earliest lifeforms are thought to come about around 3500 million years before present (myr BP). Presently we presume them as the proteobacterial ones. If the slope of the prokaryotic GAPDH gene X-evolution is assumed close to that for the eukaryotes, (9), then the cyanobacteria must have arisen $$\mathrm{\Delta }T=K_{euk}^1[X_{cyano}X_{proteo}]=\mathrm{\hspace{0.25em}493.5}(\pm 126.6)(myr)$$ (10) after the proteobacteria. In myr BP this is 3500 - \[493.5 ($`\pm `$126.6)\] = 3006.5 ($`\pm `$126.6). Similarly, the periods of origin of the $`\mathrm{𝐵𝑎𝑐𝑖𝑙𝑙𝑢𝑠}`$/$`\mathrm{𝐶𝑙𝑜𝑠𝑡𝑟𝑖𝑑𝑖𝑢𝑚}`$ group and the archaea may be arrived at, and given in Table 3 and Figure 2. Fossil stromatolites are macroscopic structures produced by some species of cyanobacteria. These are believed to occur from the early Precambrian (i.e., 3000 myr BP) to the Recent period (Thain and Hickman 1994). This is in good agreement with (10) for the time of origin of cyanobacteria obtained from the X-evolution. For an alternate approach assume the cyanobacteria appeared around 3000 myr BP, and the proteobacteria 3500 myr BP. The rate of change of the X, i.e. $$K_{pro}=\frac{X_{cyano}X_{proteo}}{\mathrm{\Delta }T}=\mathrm{\hspace{0.25em}1.05}\times \mathrm{\hspace{0.25em}10}^4(myrBP)^1$$ (11) Thus the slope of the prokaryotic GAPDH gene X-evolution (11) comes out to be nearly identical to that for the eukaryotes (9). Figure 3 shows the best linear fits for the prokaryotes and the eukaryotes, which appear as two almost parallel lines. $`\mathrm{𝐃𝐢𝐬𝐜𝐮𝐬𝐬𝐢𝐨𝐧𝐬}`$ For the GAPDH exon the quantity X rises uniformly on two almost parallel paths - one for the prokaryotes; the other for the eukaryotes. The uniformity of rise in the X with time implies the genetic evolution is well-ordered; not the result of some random mutations. The rise of the X implies the trend towards persistent correlations in the base arrangement of codons. That is, as we go up the ladder of evolution the probability that a nucleotide, for instance the A is followed by the A increases. Note the result is true for the window of size 3. Whether the increase in persistence continues for any window size remains outside the scope of our analysis. The increase in persistence in the window of size 3 gives a measure of the complexity of the sequences at this scale (Román-Roldán et al. 1998). The diffusive processes that have persistence are being studied widely in recent years. For the GAPDH gene, suppose we work in the basis of purine-pyrimidine instead of the full A, T, G and C. We find, amusingly, the persistent nature of the diffusion increases even more for the window of size 3. Going beyond the GAPDH we find there are other important genes that share these features. For the archaea the sequence comparisons indicate that they are more or less equally distant from the other prokaryotes and the eukaryotes. Yet the X-measure of the archaea places them between the proteobacteria and the $`\mathrm{𝐵𝑎𝑐𝑖𝑙𝑙𝑢𝑠}`$/$`\mathrm{𝐶𝑙𝑜𝑠𝑡𝑟𝑖𝑑𝑖𝑢𝑚}`$ group. The sequence information for the vertebrate GAPDH genes, especially for the amphibia, as of now, is limited. The availability of more data would improve the results to a considerable extent. The ordered, uniform X-evolution of the GAPDH exon allows us to estimate the times of origins of $`\mathrm{𝐵𝑎𝑐𝑖𝑙𝑙𝑢𝑠}`$/$`\mathrm{𝐶𝑙𝑜𝑠𝑡𝑟𝑖𝑑𝑖𝑢𝑚}`$ group, cyanobacteria, archaea. The time of origin of cyanobacteria falls near the previous estimates. To conclude, the GAPDH gene is shown to be a marker for evolution. Importantly, the physical quantity X, the second moment of the codon base distribution, normalised to the strand bias, bears the footprint of a remarkably ordered evolution. $`\mathrm{𝐴𝑐𝑘𝑛𝑜𝑤𝑙𝑒𝑑𝑔𝑚𝑒𝑛𝑡𝑠}`$. We thank Prof. S. Dey of Biotechnology Centre, IIT, Kharagpur, and Prof. Anjali Mookerjee of Sivatosh Mookerjee Science Centre, Calcutta, for discussions. Anup Som, our companion in the laboratory, has helped us in many ways. $`\mathrm{𝐑𝐞𝐟𝐞𝐫𝐞𝐧𝐜𝐞𝐬}`$ ALIGN at the Genestream network server, Institut de Génétique Humaine, Montpellier, France (http://www2.igh.cnrs.fr/bin/align-guess.cgi) Arcari P, Russo AD, Ianiciello G, Gallo M, Bocchini V (1993) Nucleotide sequence and molecular evolution of the gene coding for glyceraldehyde-3-phosphate dehydrogenase in the thermoacidophilic archaebacterium Sulfolobus solfataricus. Biochem Genet 31:241-251 Brown JR, Doolittle WF (1997) $`\mathrm{𝐴𝑟𝑐ℎ𝑎𝑒𝑎}`$ and the Prokaryote-to-Eukaryote transition. Microbiol Mol Biol Rev 61:456-502 Doolittle WF, Brown JR (1994) Tempo, mode, the progenote, and the universal root. Proc Natl Acad Sci USA 91:6721-6728 Doolittle WF (1999) Phylogenetic classification and the universal tree. Science 284:2124-2128 Doolittle WF (2000) The nature of universal ancestor and the evolution of proteome. Curr Opi Struc Biol 10:355-358 Fox GE, Stackebrandt E, Hespell RB, Gibson J, Maniloff J, Dyer TA, Wolfe RS, Balch WE, Tanner RS, Magrum LJ, Zablen LB, Blakemore R, Gupta R, Bonen L, Lewis BJ, Stahl DA, Luehrsen KR, Chen KN, Woese CR (1980) The phylogeny of prokaryotes. Science 209:457-463 Hensel R, Zwickl P, Fabry S, Lang J, Palm P (1989) Sequence comparison of glyceraldehyde-3-phosphate dehydrogenases from the three urkingdoms: evolutionary implication. Can J Microbiol 35:81-85 Jain R, Rivera MC, Lake JA (1999) Horizontal gene transfer among genomes: The complexity hypothesis. Proc Natl Acad Sci USA 96:3801-3806 Krishnapillai V (1996) Horizontal gene transfer. J Genet 75:219-232 Li W, Kaneko K (1992) Long range correlation and partial 1/$`f^\alpha `$ spectrum in a noncoding DNA sequence. Europhys Lett 17:655-660 Margulis L (1996) Archaeal-eubacterial mergers in the origin of Eukarya: Phylogenetic classification of life. Proc Natl Acad Sci USA 93:1071-1076 Martin W, Brinkmann H, Savonna C, Cerff R (1993) Evidence for a chimeric nature of nuclear genomes: eubacterial origin of eukaryotic glyceraldehyde-3-phosphate dehydrogenase genes. Proc Natl Acad Sci USA 90:8692-8696 Montroll EW, West BJ (1979) In: Montroll EW, Lebowitz JL (eds) Fluctuation Phenomena. North-Holland, Amsterdam Montroll EW, Shlesinger MF (1984) In: Lebowitz JL, Montroll EW (eds) Nonequilibrium Phenomena II From Stochastics to Hydrodynamics. North-Holland, Amsterdam Ochman H, Lawrence JG, Groisman EA (2000) Lateral gene transfer and the nature of bacterial innovation. Nature 405:299-304 Peng C-K, Buldyrev SV, Goldberger AL, Havlin S, Sciortino F, Simons M, Stanley HE (1992) Long-range correlations in nucleotide sequences. Nature 356:168-170 Pough FH, Heiser JB, McFarland WN (1999) Vertebrate Life. Prentice-Hall, New Delhi Román-Roldán R, Bernaola-Galván P, Oliver JL (1998) Sequence compositional complexity of DNA through an entropic segmentation method. Phys Rev Lett 80:1344-1347 Stein P, Rowe B (1995) Physical Anthropology. McGraw-Hill, Berkshire, UK Thain M, Hickman M (1994) In: Thain M, Hickman M (eds) The Penguin Dictionary of Biology. Penguin Books, London, p 594 Volkenstein MV (1994) In: Physical Approaches to Biological Evolution. Springer-Verlag, Berlin Voss RF (1992) Evolution of long-range correlations and 1/$`f`$ noise in DNA base sequences. Phys Rev Lett 68:3805-3808 Woese CR, Fox GE (1977) Phylogenetic structure of the prokaryotic domain: the primary kingdoms. Proc Natl Acad Sci USA 51:221-271 Woese CR, Fox GE (1977) The concept of cellular evolution. J Mol Evol 10:1-6 Woese CR, Kandler O, Wheelis ML (1990) Towards a natural system of organisms: Proposal for the domains Archaea, Bacteria, and Eukarya. Proc Natl Acad Sci USA 87:4576-4579 Woese CR (1998) The universal ancestor. Proc Natl Acad Sci USA 95:6854-6859 Woese CR (2000) Interpreting the universal phylogenetic tree. Proc Natl Acad Sci USA 97:8392-8396 Zuckerkandl E, Pauling L (1965) In: Bryson V, Vogel HJ (eds) Evolving Genes and Proteins. Academic Press, New York, pp 97-166 $`\mathrm{𝐅𝐢𝐠𝐮𝐫𝐞}\mathrm{𝐋𝐞𝐠𝐞𝐧𝐝𝐬}`$ Figure 1. Average $`\%`$ identity of nucleotide sequence in the GAPDH genes from different groups of organisms. The black lines and values imply the alignment results between the proteobacterial gene and the genes from all other groups; the pink lines and values for the $`\mathrm{𝐵𝑎𝑐𝑖𝑙𝑙𝑢𝑠}`$/$`\mathrm{𝐶𝑙𝑜𝑠𝑡𝑟𝑖𝑑𝑖𝑢𝑚}`$ group gene with the other genes; the green lines and values between the archaeal gene and the other genes; and the blue lines and values for the cyanobacterial gene with the rest. Figure 2. The probable periods of origin of the prokaryotes (see Table 3), along with the periods of origin of the eukaryotes (see Table 2), are plotted against the X values for the corresponding GAPDH genes (see Table 1). The error bars simply indicate the standard deviation from the average X values for the respective groups. Here the slope of the prokaryotic GAPDH gene X-evolution is assumed to be equal to that for the eukaryotes. Figure 3. The best linear fit-curves both for the prokaryotes and for the eukaryotes, as we plot the X values vs. the periods of origin. The solid black lines denotes the best fit-curves. The slopes of the GAPDH gene X-evolution for the prokaryotes and the eukaryotes are found to be close enough to suggest two nearly parallel lines of evolution.
warning/0006/astro-ph0006194.html	ar5iv	text	# The Fall of the Quasar Population ## 1. Introduction We are motivated by the steep evolution of the bright quasar (QS) population; out to $`z2.5`$ their number exceeds the local value by some $`10^2`$ (Schmidt & Green 1983, Schmidt 1989). Around $`z3`$ the evolution culminates, and farther out it goes into a decline (Osmer 1982, Shaver et al. 1996). Our work will be based on two widely shared notions. First, the QSs are powered by massive black holes (BHs) accreting gas from their host galaxies; thus e.m. outputs $$L\eta c^2\mathrm{\Delta }m/\mathrm{\Delta }t<\text{ }10^{48}ergs^1$$ $`(1.1)`$ obtain when the baryonic mass $`\mathrm{\Delta }m`$ is accreted over the time $`\mathrm{\Delta }t`$ with conversion efficiency up to $`\eta 10^1`$ (Rees 1984). Second, the structures surrounding the BHs develop after the hierarchical clustering (see Peebles 1993); this envisages the galaxies as baryonic cores within heavier halos of cold dark matter (DM). Before $`z2.5`$ galactic halos are built up through merging of smaller units; thereafter the galaxies begin to assemble into small groups of dynamical mass $`M_G>\text{ }\mathrm{5\hspace{0.17em}10}^{12}M_{}`$, which in turn merge into richer groups and eventually into clusters. By such a hierarchical development, the numbers of structures in each mass range undergo a fast increase followed by a slow demise. On these grounds, the high QS luminosities in the optical, IR or X-ray bands may be expected to signal out to $`z5`$ environmental conditions conducive to accretion. In fact, the decline (a rise in cosmic epoch) of the early QSs is widely held to be geared to galaxy formation. Specifically, their environment is held to be constituted by protogalactic spheroids being built up hierarchically through major, chaotic merging events between dense, very gas-rich subunits. In these events the gravitational potential is strongly distorted, while the baryons are lumped and shocked; so the angular momentum $`j`$ of the gas orbiting at kpc distances in the host is efficiently transferred to the heavier DM substructures, and the gas can begin an inward course toward pc or smaller scales. From the plenty of gas so made available, central massive BHs collapse and/or accrete rapidly; they can accrete at their full self-limiting rate, and easily attain Eddington luminosities $`L_E10^{47}M_{BH}/10^9M_{}`$ erg$`s^1`$. This is indicated by eq. (1.1), when the BHs double their mass and make $`\mathrm{\Delta }mM_{BH}`$ over short dynamical scales $`\mathrm{\Delta }t`$ that match the effective Eddington time $`\eta t_E510^2`$ Gyr. In sum, the number of early QSs ought to track the galaxy formation, and rise together with the number of host galactic halos exceeding some $`10^{10}M_{}`$. Such a direct connection of QSs with newly forming galaxies has been represented with models developing over the years from the first attemps by Cavaliere & Szalay (1986) and Efstathiou & Rees (1988), to Haehnelt & Rees (1993), Haiman & Loeb (1998), Haehnelt, Natarajan & Rees (1998), Cavaliere & Vittorini (1998, henceforth CV98). Concurring evidence is being provided by observations such as those by Fontana et al. (1998), and in Djorgowski (1998). Here we focus on the dramatic fall of the bright QS population later than $`z2.5`$, where more features can be observed and the picture is more complex. The time scale involved is around $`2`$ Gyr, fast compared with the gentle demise of the galaxy formation envisaged by the hierarchical clustering. The behavior of the optical luminosity function (LF) is dominated by luminosity evolution (LE, see Boyle, Shanks & Peterson 1988; Hatziminaoglou, van Waerheke & Mathez 1998), a trend also shared by the LFs in X-rays (Della Ceca et al. 1994, Boyle et al. 1994) and in the radio band (Dunlop & Peacock 1990). Additional features appear in the optical data toward low $`z`$. First, a minor component of density evolution (DE) has been discerned at blue magnitudes $`M_B23`$ by Boyle et al. (1988), and confirmed by Maloney & Petrosian (1999). Second, La Franca & Cristiani (1997), and Goldschmidt & Miller (1998) found an excess of bright QSs over previous surveys; from these observations and those by Köhler et al. (1997) the LFs appear to be stretched out into a generally smoother shape on approaching low $`z`$. Finally, faint X-ray emissions and liner-type activity are increasingly found to be widespread among otherwise normal galaxies, see Ho, Filippenko & Sargent (1997); Miyaji, Hasinger & Schmidt (1998); Giommi, Fiore & Perri (1998). On the other hand, sharp imaging of a number of bright QSs at intermediate $`z`$ has revealed host galaxies which are not really newly forming, but rather are surrounded by a complex environment. Some still exhibit morphological marks of a recent tidal interaction, in spite of the low surface brightness and short duration ($`1/2`$ Gyr) of such features; others are found in close association with comparable or fainter companions; a fraction even appear to harbor secondary nuclei (see Hutchings & Neff 1992; Hutchings, Crampton & Johnson 1995; Rafanelli, Violato & Baruffolo 1995; Hasinger et al. 1997; Bahcall et al. 1997; Boyce et al. 1998; McLure et al. 1998; Ridgway et. al. 1999). In addition, recent statistical evidence (Fisher et al. 1996; Jaeger, Fricke & Heidt 1998; Wold et al. 1999) points toward a poor group environment also for radio-quiet QSs, perhaps poorer than for the radio-loud objects (Yee & Green 1987, Lehnert et al. 1999). But the issue is not settled. Other observers detect at most marginal evidence that the environments of the bright QS are richer than the field (see Smith, Boyle & Maddox 1995; Teplitz, McLean & Malkan 1999; Croom & Shanks 1998), and find low incidence of peculiarities in galaxies active at the levels of the Seyfert nuclei (Malkan, Gorjian & Tam 1998). Many point out the need to enlarge and complete the QS samples, and to compare them with proper controls. Such a complex data situation warrants exploring what predictions follow from pursuing the physical connection of bright QS activity with host interactions. Our guideline (taking up Cavaliere & Padovani 1989, Small & Blandford 1992, CV98) will be that later than $`z2.5`$ the accretion feast ought to cease turning the QS rise into a descent, due to a gradual change in their environment. In fact, toward lower $`z`$ major merging events (with the associated gas imports into the host) become rarer and rarer at galactic scales; the prevailing dynamical events are best described as interactions between developed galaxies, occurring mainly in the small groups which then begin to virialize. These events do not necessarily increase the dark halo masses, yet they can destabilize the gas in the hosts and trigger limited accretion episodes; these draw from the gas reservoirs in the hosts, and concur with starbursts in progressively exhausting them. But as exhaustion is approached other, lesser gas supplies become relevant for lower level activity, such as those provided from accretion of satellite galaxies that occours even in low density environments or in the field. We intend to single out and address directly the astrophysical processes involved, rather than base upon numerical and phenomenological treatments as in Kauffmann & Haehnelt (1999). Specifically, we shall simplify the dynamical history of the DM, to focus on the consumption and depletion of the gas reservoirs in the host galaxies. First, in §2 and §3 we will examine the outcomes of encounters of the host with sizeable companions, occurring mainly in poor groups. Then in §4 we examine accretion of satellite galaxies with their additional but small gas supplies, and consider also other processes that can occur in the field. Finally, in §5 we summarize and discuss our conclusions, stressing implications and predictions. ## 2. Quasar activity triggered by encounters in a group Our study will be based on the standard hierarchical development of cosmic structures past the era of galaxy formation; poor groups, in particular, are expected to start condensing at a considerable rate later than $`z2.5`$ in viable cosmologies. <sup>1</sup><sup>1</sup>1 For analytical evaluations we will use the critical cosmology with $`h=0.5`$ and tilted cold DM initial perturbations; our numerical calculations will also cover the flat, $`\mathrm{\Omega }_o=0.3`$ case with $`h=0.7`$ and standard cold DM perturbations (see Bunn & White 1997). We recall that in the former cosmology the standard hierarchical clustering implies the virializing masses to attain density contrasts close to 180 over the field and to scale up like $`M10^{15}(1+z)^{6/(n+3)}M_{}`$, while the velocity dispersions scale like $`VM^{1/3}(1+z)^{0.5}`$; here $`n2`$ is the power spectral index of the perturbations at group scales. We hold that the approximate equality at $`z2.5`$ of the QS peak with the group onset constitutes not a coincidence but rather an intrisinc feature, telling of a connection of the QSs with the environment at scales larger than galactic. Our starting point is that QS hosts in early, poor but dense groups are bound to interact with their companions. The role of these dynamical events for nuclear activity is again to destabilize the gas in the host, specifically causing it to lose angular momentum. So they trigger inflows that rekindle the existing but dormant BHs into intermittent, dwindling episodes of supply-limited accretion and emission. That encounters occur preferentially in groups is shown by many simulations (see Governato, Tozzi & Cavaliere 1996, Athanassoula 1998). This may be anticipated (see CV98) on the basis of the average time $`\tau _r1/n_g\mathrm{\Sigma }V`$ Gyr between encounters, basically because in groups the galaxy number density $`n_g`$ is high. On the other hand, in poor groups the velocity dispersion $`V`$ only modestly exceeds the internal galaxian velocities $`v_g`$, so that the cross section for effective interactions (see Binney & Tremaine 1987) is close to the geometrical value $`\mathrm{\Sigma }\pi (r_g+r_g^{})^2`$ related to the radii $`r_g`$ of the host and $`r_g^{}`$ of the interaction partner. The time scale for inflows to develop is of order $`\tau r_g/v_g10^1`$ Gyr, the galaxian dynamical time. That such encounters can lead to substantial gas funnelling toward the nucleus is shown by a number of high resolution simulations comprising both the N-body treatment of the DM component and a hydrodynamic treatment of the gas (see Mihos & Hernquist 1996, Barnes & Hernquist 1998). These simulations show that over a few $`10^1`$ Gyrs following a grazing encounter up to $`50\%`$ of the gas orbiting in a galaxy at distances of kpc is driven into the central $`10^2`$ pc, the resolution limit. The result follows from a number of dynamical steps, as discussed by Mihos (1999). First comes the gravitational action from the partner, which depends on its mass $`M^{}`$ and impact parameter $`b`$ and lasts for a time $`b/Vr_g/v_G\tau `$. Then follows the response by the DM and the baryonic components developing in the host over times $`\tau `$; this is possibly amplified by internal metastability conditions to form true bars. Finally, it ensues the loss by the gas of a considerable amount of orbital energy and angular momentum $`\|\mathrm{\Delta }j/j\|`$, which triggers the gas inflow. An internal loss of $`j`$ (that is, $`\mathrm{\Delta }j<0`$) may be anticipated, since the asymmetries and inhomogeneities induced in the baryonic and in the DM components do not superpose or align; so the gravitational coupling will transfer $`j`$ from the former to the latter, more massive component. But most accretion episodes will be milder, originating from a fly-by of the host by a smaller or a comparable companion at impact parameters $`b>\text{ }r_g`$. From eq. (1.1) it is seen that in gas-rich hosts still containing $`m\mathrm{5\hspace{0.17em}10}^{10}M_{}`$ of gas, a fractional gas mass $`\mathrm{\Delta }m/m`$ a few $`\%`$ sent to the central BH over $`\mathrm{\Delta }t\tau 10^1`$ Gyr is enough to yield outputs approaching $`\mathrm{5\hspace{0.17em}10}^{46}`$ erg$`s^1`$. The actual gas amount made available by an encounter will limit the maximal luminosity attained by the QS before fading out. The controlling factor will be $`\|\mathrm{\Delta }j/j\|`$, which closely bounds from above the gas fraction $`f`$ funneled to a small inward velocity (see Gunn 1977). In fact, the gas funneled inward may end up not only in accretion onto the central BH, but also in a less constrained nuclear starburst (see Sanders & Mirabel 1996), or it may be mostly dispersed. We shall assume that about 1/3 of the destabilized fraction $`f`$ constitutes the fraction $`\mathrm{\Delta }m/m`$ actually accreted. It is convenient to rewrite the output in eq. (1.1) as $$L\eta c^2\mathrm{\Delta }m/\tau m(t)f,$$ $`(2.1)`$ apart from the factor $`\eta c^2/3\tau `$ fixed for a given host. This is to visualize and tell apart the long-term trend and the fluctuating component in the gas accretion. The factor $`m(t)`$ drifts down on the long scale set by the time $`\tau _r`$ Gyr between encounters; over the shorter scales $`\tau 10^1`$ Gyr of a fly-by the factor $`m(t)`$ stays nearly constant, but the other factor $`f<\text{ }\|\mathrm{\Delta }j/j\|`$ is statistically distributed following the distributions of the dynamical parameters of the fly-by events. ### 2.1. The shape of the LFs from encounter statistics Here we show how the distribution $`P(f)`$ of the fractions $`f`$ gives rise to the shape of the LF, that we indicate with $`N(L)`$. We expect that many encounters can destabilize gas fractions of order $`f_b\|\mathrm{\Delta }j/j\|5\%`$; these will lead to accretion of $`(\mathrm{\Delta }m/m)_b2\%`$, and to outputs up to $`L_b\mathrm{5\hspace{0.17em}10}^{46}`$ erg$`s^1`$ in a gas-rich host. We shall see that they produce $`LN(L)`$ const in this luminosity range. Higher luminosities require larger destabilized fractions $`f>f_b`$; in turn, these require closer encounters with larger companions, and these events are fewer. When we compute the corresponding distribution $`P(f)`$, we expect it to drop steeply, producing a steep bright end of $`LN(L)`$. To show this, we consider a group and inside it we examine the interaction of a gas-rich host galaxy (with radius $`r_g`$ and circular velocity $`v_g`$) with a group companion of mass $`M^{}`$ on its orbit with relative velocity $`V`$ and impact parameter $`b`$. The gas mass $`m`$ in the host, at equilibrium on scales $`r`$ of some kpcs with the velocity $`v(GM_o/r)^{1/2}`$ enforced by the host mass $`M_o`$ within $`r`$, has the specific angular momentum $`j=vrGM_o/v`$. The maximal $`\|\mathrm{\Delta }j\|`$ obtains when the gas rotates slowly and responds strongly to the gravitational force from the companion. In such conditions (see Appendix A) we evaluate the time-integrated, relative change $`\|\mathrm{\Delta }j/j\|jM^{}/M_oVb`$, which easily approaches 1. Using this to evaluate $`f`$ in eq. (2.1), we see that $`LM^{}/b`$ holds, on neglecting over the time scale $`\tau `$ the slow decrease of $`m`$. So $`P(f)`$ as defined above is computed on convolving the distributions of the dynamical parameters $`M^{}`$ and $`b`$, namely, $`p_1(M^{})`$ and by $`p_2(b)`$ combined into $$P(f)=𝑑M^{}𝑑bp_1(M^{})p_2(b)\delta (fAM^{}/b),$$ $`(2.2)`$ where the factor $`Aj/M_oV`$ is fixed for a given host and over times of order $`\tau `$. The distribution $`p_1(M^{})`$ is dispersed over a wide range; we adopt the Press & Schechter (1974) form which includes the power-law factor $`M^{}^{1.85}`$, from $`M^{}=\mathrm{5\hspace{0.17em}10}^{10}M_{}`$ up to the mass of the host, often the brightest group member. <sup>2</sup><sup>2</sup>2Similar results obtain on starting from a Schechter LF for the galaxies, see Zucca et al. (1997), converted to mass distribution with the use of $`LM^{1\pm 1/3}`$. The scaling of $`P(f)`$ in the upper range of $`f`$ depends only moderately on $`p_2(b)`$. The latter reflects the poorly known geometry of the galaxian orbits in the group; but when the group is small, with membership of a few to several bright galaxies, the range of $`b`$ extends by a factor of hardly $`10`$, from the minimal value about $`r_g`$ (which sets encounters apart from prompt merging, see Governato el al. 1996) to the upper value $`R_G𝒩_G^{1/3}`$ (which defines the effective binary encounters in terms of the group radius $`R_G`$ and the membership $`𝒩_G`$). We represent in fig. 1 the probability $`P(f)`$ that we compute in the Appendix A from eq. (2.2) in three cases that bracket the variance expected. One is the simplest case $`𝒜`$ obtained on using a peaked distribution $`p_2(b)`$; we find that the shape in the main body of $`P(f)`$ follows the shape of $`p_1(M^{})`$, to yield $`P(f)=0.85(f/f_b)^{1.85}f_b^1`$ before going into a cutoff. The second case $``$ is the other limit holding for a flat distribution $`p_2(b)`$, and yielding a shape still close to $`P(f)f^{1.85}`$ before the cutoff; this will constitute our reference frame. Case $`𝒞`$ obtains when the gas rotation is fast and the gravitational torque from the partner can be described as a truly tidal effect (see Appendix A). Then integrating over the fly-by time we evaluate $`\|\mathrm{\Delta }j/j\|jM^{}/M_oVb\times r/b`$; the shape of $`P(f)`$ turns out to be somewhat flattened in the extended lower range of $`f`$. FIG. 1 – The probability distribution $`P(f)`$ that a fraction $`f`$ of gas is destabilized during an encounter, in the cases discussed in §2.1 of the text: $`𝒜`$ (solid line); $``$ (dashed line); $`𝒞`$ (dotted line). Press & Schechter 1974 distribution for the partner masses from $`M^{}=\mathrm{5\hspace{0.17em}10}^{10}`$ to $`\mathrm{5\hspace{0.17em}10}^{12}M_{}`$. To evaluate the corresponding shape of $`N(L)`$, we consider that after times of order $`b/V10^1`$ Gyr taken by a fly-by (see §2) the gas will increasingly flood the accretion disk in the nucleus on a galactic timescale $`\tau `$ again of order $`10^1`$ Gyr (see §2). The reactivated QSs will brighten up at the rate $`\dot{L}=L/\tau `$, up to the value of $`L`$ allowed by the accreted fraction $`\mathrm{\Delta }m/mf/3`$; in the range $`L<L_b`$ corresponding to minimal $`(\mathrm{\Delta }m/m)_b`$ their number is conserved, that is, $`LN(L)`$ const applies. Then they fade off and drop out of the LF; the relative number of objects doing so in each range $`dL`$ around $`L`$ is given by the relative variation of $`P`$ as given by $$d(N\dot{L})/N\dot{L}=dP/P,$$ $`(2.3)`$ where the right hand side is evaluated at $`fL`$ (note the analogy with the radiative transfer formalism). The result is $`LNL^\beta `$ with $`\beta 2`$ at luminosities brighter than $`L_b`$. In sum, past a break at $`L_b\mathrm{5\hspace{0.17em}10}^{46}`$ erg/s corresponding to $`f=f_b5\%`$, the QS luminosity function fed by encounters steepens from $`N(L)L^1`$ to $`N(L)L^{1\beta }`$, and then goes into a cutoff. This evaluation will be checked with the systematic computation given in §3. ### 2.2. Evolution from encounter rate The comoving LF evolves over the long time scales provided by time between encounters $`\tau _r=1/n_g\mathrm{\Sigma }V`$. The latter grows longer as $`z`$ decreases, basically because the density $`n_g(1+z)^3`$ of galaxies in a group is proportional to the decreasing mass density in the background at virialization. This is offset only in part by the increase of the encounter velocities $`VM_G^{1/3}(1+z)^{0.5}`$ caused by the gravitational clustering, which approximately yields $`V(1+z)^{3/2}`$ in the critical universe where $`M_G(1+z)^6`$ holds. In the absence of strong galaxy evolution the cross section remains close to $`\mathrm{\Sigma }4\pi r_g^2`$const in groups or poor clusters. Then $`\tau _r(1+z)^{3/2}t`$ closely obtains in groups. As a consequence, two components to the QS evolution may be anticipated. A first, milder component is due to the encounters becoming rarer as richer, but less dense groups come of age. This clearly causes in the QS population a mild DE proportional to $`\tau _r^1(1+z)^{1.5}`$ at late epoch $`z<\text{ }1`$. The second and stronger component is in the form of LE; it occurs because on long time scales the luminosities decrease together with the available gas mass, following $`Lm(t)`$. In other words, the interactions also become less effective in feeding the BHs as the host gas reservoirs are depleted by all previous discharges. From $`P(f)`$ given by eq. 2.2, we compute $`f=𝑑ffP(f)15\%`$ corresponding to an average $`\mathrm{\Delta }m/m5\%`$ and to a minimal fraction $`(\mathrm{\Delta }m/m)_b2\%`$ actually accreted. So the gas is depleted following $$dm/dtfm/\tau _r(t),$$ $`(2.4)`$ to yield $`m(t)(t/t_o)^{ft_o/\tau _{ro}}`$, where $`t_o13`$ Gyr is the present epoch. The value $`\tau _{ro}`$ of the time between encounters in local, virialized systems may be scaled from the classic census in the local field of bright galaxies with persisting signatures of interactions (Toomre 1977); this leads to a time around $`\mathrm{2\hspace{0.17em}10}^2`$ Gyr between such encounters in the field. The value scales with the inverse of the galaxy density down to $`\tau _{ro}1`$ Gyr in virialized groups, where density contrasts of about $`\mathrm{2\hspace{0.17em}10}^2`$ over the field are indicated by the hierarchical clustering. The resulting behavior is a strong LE; in particular, in the critical universe the break luminosity $`L_bm(t)`$ evolves as $$L_bt^2(1+z)^3.$$ $`(2.5)`$ To sum up the contents of this Section, from direct evaluation of the rates and strength of the accretion episodes driven by encounters we have found the following features: the comoving number of the QSs evolves like $`N\tau _r^1(1+z)^{1.5}`$ for $`z<1`$, the era of near completion for group formation, see §3; the shape of the LFs has the form of a double power law broken at $`L_b\mathrm{5\hspace{0.17em}10}^{46}[(1+z)/3.5]^3`$; the bright end is given by $`LN(L)(L/L_b)^\beta `$ with $`\beta 2`$. Collecting these results in one expression, we expect the LF of QSs to follow $$N(L,z)(1+z)^{1.5}L^1\times (L/L_b)^\beta ,$$ $`(2.6)`$ with the last factor applying only beyond the break $`L_b`$. These basic behaviors of $`N(L,z)`$ will be checked and completed in the next Section. ## 3. The full LF from population kinetics Here we present a systematic computation of $`N(L,t)`$, the differential and evolving LF in comoving form, produced when the BHs are reactivated by encounters to bright QS luminosities. We will base our computations upon the formalism of the so-called continuity equation (see Cavaliere et al. 1983). This pictures the statistics of the QSs as analogous to a hydrodynamical flow along the $`L`$-axis with sources and sinks. In fact, the equation that we are going to recall and use is the analog (whence the name) of the continuity equation for a 1-D fluid, with the density replaced by the comoving number of objects per unit luminosity $`N(L,t)`$, and the velocity replaced by $`\dot{L}`$. The equation stems from the general expression for the rate of change $`_tN`$ in a given bin $`dL`$ around $`L`$; the change is due to three causes. First, the objects are activated at the luminosity $`L`$ and with the rate given by a source function $`S_+(L,t)`$. Second, they brighten up at the rate $`\dot{L}`$ on the time scale $`\tau `$ discussed in §2, and so flow out of the bin $`dL`$ at the net rate $`_L(\dot{L}N)`$. Third, they may quench for lack of fuel after attaining the luminosity $`L`$, at the rate given by a sink function $`S_{}(L,t)`$. The algebraic sum of the above contributions yields the net rate of change $`_tN`$ in the form of the kinetic equation $$_tN+_L(\dot{L}N)=S_+S_{}.$$ $`(3.1)`$ This is the “continuity equation” treated by Cavaliere et al. 1983. We now discuss in turn the three astrophysical inputs $`\dot{L},S_+`$, and $`S_{}`$ that substantiate the general formalism for the present scope. In the present context, the brightening $`\dot{L}=L/\tau `$ develops on the time scale $`\tau 10^1`$ Gyr (discussed in §2) taken by the gas to be directed on an inward course and to flood the accretion disk in the nucleus. This implies $`L=L_ie^{(tt_i)/\tau }`$, where $`t_i`$ is the epoch when reactivation and brightening begin from a faint luminosity $`L_i`$. These “characteristic lines” $`L(t)`$ are related to the streamlines in our hydrodynamical analogy, as shown in Appendix B; there we also show that they provide a simple way to find the relevant solution of eq. (3.1). The source function $`S_+(L,t)`$ represents the rate of BH reactivations per unit $`L`$. As to its $`L`$-dependence, reactivation implies scarce if any accretion occurring previously, so the initial luminosities $`L_i`$ are faint compared to the bright levels we focus on; hence to a first approximation we shall necglect the dispersion, and take $`S_+(L)`$ to be concentrated around a single value $`L_i`$ in the form of a $`\delta `$-function $`\delta (LL_i)`$. As to the $`t`$-dependence, the reactivation rate is given by the (comoving) number density of hosts located in groups at the epoch $`t`$, divided by the mean time $`\tau _r`$ between reactivations. We focus on the member in a group that is so large and gas-rich as to fuel a sizeable activity upon encounters; often this will be single, based on the magnitude difference between the members of small groups observed by Ramella et al. (1999). So the number density of effective hosts will equal $`N_G(t)`$, the density of groups in the universe at the epoch $`t`$. In sum, our source function is given by $$S_+(L,t)=N_G(t)\delta (LL_i)/\tau _r(t).$$ $`(3.2)`$ Most rekindled sources attain $`LL_b\mathrm{5\hspace{0.17em}10}^{46}`$ erg s<sup>-1</sup> as said in §2. So at faint luminosities $`L<L_b`$ no quenching occurs, and only the source term $`S_+`$ is present in eq. (3.1); then the solution of eq. (3.1) takes the simple form (derived in Appendix B, see eq. B.6) $$N(L,t)=\frac{\tau N_G(t)}{\tau _r(t)}L^1(L/L_i)^\gamma .$$ $`(3.3)`$ Here we see the basic shape $`N(L)L^1`$ (corresponding to $`LN`$ const, as expected from our preliminary discussion of §2.1); this reflects the object population established by the brightening along the lines $`L=L_ie^{(tt_i)/\tau }`$. The modulating exponent $`\gamma `$ (evaluated in Appendix B) takes values close to $`\gamma =\tau /t_G0.2`$ at epochs close to $`t_G`$ (i.e, at $`z2.5`$), when the group number rises briskly. This is because at such epochs the source function $`S_+N_G(t)`$ increases appreciably over the time scale $`\tau `$, so it tends to populate the faint bins close to $`L_i`$ faster than the objects can flow out to brighter bins, and $`N(L)`$ steepens somewhat. At $`z<\text{ }1`$ instead, $`N_G(t)`$ is on its slow demise; so the exponent $`\gamma `$ vanishes or becomes slightly negative. At these late epochs the $`t`$-dependence of the LF is dominated by the decreasing factor $`\tau _r^1(t)t^1`$ which yields a weak and late DE; this is maximized in the critical universe where it follows $`N\tau _r^1(1+z)^{1.5}`$. But we recall from eq. (2.6) that for $`z<\text{ }2.5`$ a stronger LE of the form $`L_b(1+z)^3`$ is driven by the depletion of gas accreted or condensed into stars following each interaction. For $`L>L_b`$ also the sink function $`S_{}(L,t)`$ intervenes at the right hand side of eq. (3.1); this represents the number of objects per unit time that brighten beyond $`L_b`$, but then quench and drop out of the LF at some larger $`L`$ due to fuel limitations. If these independently affect the QS population at a given $`z`$, then $`S_{}N`$ is to hold. On the other hand, the drop out rate is related to the probability $`P(f)f^\beta `$ discussed in §2.1; clearly, a steeper slope $`\beta `$ will corresponds to faster drop out rates compared with the scale $`\tau `$ of the brightening. These considerations lead to $`S_{}=`$ $`N\beta /\tau `$; in other words, $`\tau /\beta `$ is the QS lifetime at high luminosities before fading out. Since $`\beta =\|dlnP/dlnf\|`$, and recalling that $`\dot{L}=L/\tau `$ holds, the relation also writes $$S_{}(L,t)=N(L,t)\|\dot{L}dlnP/Ldlnf\|.$$ $`(3.4)`$ This is just the same as given by eq. (2.3) under the form $`d(N\dot{L})/dL=N\dot{L}dP/dLP`$. The solution for $`L>L_b`$ when both $`S_+`$ and $`S_{}`$ apply is derived in Appendix B, eqs. (B.7) and (B.8), and yields the bright end behavior $$N(L,t)=\frac{\tau N_G(t)}{\tau _r(t)L_b}(L/L_i)^\gamma (L/L_b)^{\beta 1}.$$ $`(3.5)`$ The full shape of the LFs is computed in Appendix B using eq. (B.7). Specifically, if for $`S_{}`$ we use the representation given by eq. (B.9) with $`\beta =`$const, then the solution is analytic and reads $$N(L,t)=\frac{\tau N_G(t)(L_i/L_b)^\gamma }{\tau _r(t)L_b}\frac{1}{(L/L_b)^{1+\gamma }+(L/L_b)^{1+\gamma +\beta }},$$ $`(3.6)`$ which gratifyingly coincides with the empirical fitting formula used, e.g., by Boyle et al. 1988, Pei 1995, La Franca & Cristiani 1997, Shanks at al. 2000. Note that this goes over smoothly from the limiting form (3.3) at the faint end to the other limiting form (3.5) at the bright end. Note also that the natural normalization of the LF given by eq. (3.6) turns out to be a few $`\%`$ shining QSs per bright galaxy; this arises with no parameter adjustement from the factor $`\tau /\tau _r10^1`$, and from the fraction up to 40% of bright galaxies residing in groups with membership $`𝒩_G3`$ (Ramella et al. 1999) which yields $`N_G0.4/3`$ relative to the bright galaxies. FIG. 2 – Optical LF from interactions of the BH hosts in groups and in the field; the solid lines show the sum (see §3 of the text). Efficiency $`\eta =10^1`$, bolometric correction for the blue band $`\kappa _B=10`$, $`L_{}=10^{45}`$erg/s. a) Critical cosmology with $`h=0.5`$, tilted CDM perturbation spectrum. b) Same for $`\mathrm{\Omega }_0=0.3,\mathrm{\Omega }_\lambda =0.7,h=0.65`$, CDM perturbations. Data points from Boyle et al. 1988, and La Franca & Cristiani 1997. In fig. 2 we represent the results of numerical computations from eq. (B.7) where we use the detailed numerical function $`P(f)`$ (with $`f=3L\tau /\eta mc^2`$) given in fig. 1, case $``$. All computations are performed both in the critical universe with $`\mathrm{\Omega }=1`$ (fig. 2a), and in the low density, flat cosmology with $`\mathrm{\Omega }_o=0.3,\mathrm{\Omega }_\lambda =0.7`$ (fig. 2b). These lead to comparable results; actually, the latter case accords marginally better with the data for QSs down to blue luminosities $`L_B10^{44}`$ erg s<sup>-1</sup>. ## 4. Fueling processes in the field In fig. 2 we have added to the bright end of the LFs two small contributions which arise even when the QS hosts are located in the field, due to the following processes. (i) BH fueling from encounters of their host with a substantial partner; these occur mainly in the large-scale structures which contain most galaxies and have contrasts of a few units over the general average as shown by redshift surveys (Ramella, private communication). Such galaxy densities are still lower by about $`10^2`$ compared with those in virialized groups (see footnote <sup>(1)</sup>), so the field encounters take place at the correspondingly lower rate $`10^2\tau _r^1`$. On the other hand, they involve more hosts by a factor about $`𝒩_G/0.407`$; this arises (see the discussion at the end of §3) because the most effective groups have membership $`𝒩_G>\text{ }3`$ and comprise about $`40\%`$ of the bright galaxies. Thus the contribution from field encounters is around $`\mathrm{7\hspace{0.17em}10}^2`$ relative to encounters in groups. (ii) A lesser contribution (around 5 %, as discussed by CV98) is due to BHs flaring up to Eddington luminosities in the minority of galaxies still formed after $`z2.5`$ by the few major merging events still occurring. These two contributions are small but decrease slowly, because field galaxies undergo rare encounters and their gas is used mainly by the slow quiescent star formation (see Guiderdoni et al. 1998). So on approaching low $`z`$ such contributions are bound to emerge at the bright end, and to exceed there the rapidly decreasing contribution due to encounters in groups (singled out by the dotted lines in fig. 2). On the other hand, nuclear activities fainter than $`L_B10^{44}`$ erg s<sup>-1</sup> are less demanding in terms of accretion, and may feed on a number of different and superposing processes. To complete the above picture, we examine here the minor host-satellite interactions which become relevant when the gas reservoirs in the hosts approach exhaustion. From these events we anticipate a considerable addition to the faint end of the LFs; our expectations are outlined below, and are all checked and expanded in Appendix C. Since also the host galaxies located in the field can accrete their satellites, many more BHs can be activated by accretion related to such events. But lower activity levels $`L<\eta _1\mathrm{\hspace{0.17em}10}^{45}`$ erg/s will be so allowed. This is because of two concurring reasons: first, the satellites masses are small, in the range $`M_s10^9\mathrm{5\hspace{0.17em}10}^{10}M_{}`$ complementary to that discussed in §2.1; second, the usable gas supplies are provided mainly by the satellite cores, as we shall see below, and these contain meager gas amounts $`m<\text{ }10^3M_s`$. Very sub-Eddington $`L`$ will be produced in this way, since the central BHs in the hosts are already grown up. Another expected feature is that the distribution of the gas masses to be accreted from the satellites should be as steep as, or even steeper than the distribution of the faint galaxy masses. In conclusion, the associated LFs will be steep, and their normalization will be high due to the many field galaxies also activated in this mode, though at faint levels. On the other hand, the event rate will decrease sharply as satellites are accreted out of the initial retinue and their residual number per host galaxy is depleted. This will yield a strong DE (in fact, one which is $`L`$-dependent as we shall see), but will cause no LE since the satellite gas supplies will be accreted either all or nothing. Finally, as the accretion rate diminishes, the radiative efficiency itself may decrease below $`\eta 10^1`$; moreover, the optical emission is expected to be especially weak and often drowned into the galactic light, while the associated emissions in X-rays will be stronger and also more easily pinpointed. These features arise because regimes of ADAF or ADIOS kind (see the discussion by Blandford & Begelman 1998 and references therein) are to set in at low accretion rates such as those fed only by satellites. While it is much debated which regime actually prevails, both will yield a low overall efficiency in using and/or converting into radiation the gas that reaches the accretion disk. In both cases the hard X-rays should dominate over the soft X-rays, even more over the optical emissions, see Di Matteo et al. (1999). So at these low accretion rates the soft X-ray and the optical bands comprise a small fraction of the small bolometric luminosity actually radiated. Our detailed computations are given in Appendix C. Here we stress that both the gas supply carried by a satellite, and the gravitational perturbation affecting the host, will be effective for accretion only when a satellite or its residual core sinks deep into the host body and delivers there the gas to be accreted. Such sinking may be triggered by encounters, but more often will begin as orbital decay caused by dynamical friction; the formal time scale is given by $`\tau _s=3(M_s/\mathrm{5\hspace{0.17em}10}^{10}M_{})`$ Gyr, see Binney & Tremaine (1987). However, the effective time scale actually depends on the current satellite mass $`M_s(t)`$; it has been recently stressed how thoroughly the sinking satellites will be peeled off along their way by tidal disruption and stripping, especially those which are initially larger, see Walker, Mihos & Hernquist (1996) and Colpi et al. (1999). The full process is very delicate to calculate and even to simulate numerically, but it basically leads to a weak dependence on the initial $`M_s`$. In view of these uncertainties, our scope here will be limited to explore trends; to this specific purpose we adopt the phenomenological scaling $$\tau _s=3(M_s/\mathrm{5\hspace{0.17em}10}^{10}M_{})^\xi Gyr$$ $`(4.1)`$ with the exponent $`\xi <`$ $`1`$ designed to describe a weak dependence on the initial $`M_s`$. For consistency, we have also to consider that the gas effectively sunk into the host body is provided only by the fraction residing in the satellite cores; this is not only small but also will depend weakly on the initial total mass $`M_s`$. Again phenomenologically, we will use the exponent $`\theta <1`$ to describe this dependence in the form $$m=\mathrm{5\hspace{0.17em}10}^7M_{}(M_s/\mathrm{5\hspace{0.17em}10}^{10}M_{})^\theta Gyr.$$ $`(4.2)`$ The full LFs so generated are computed in Appendix C, and given in eq. (C.5), using the appropriate form of the kinetic equation (3.1). To illustrate the generic behaviors we give the result corresponding to the specific values $`\xi =\theta =0.7`$, which yield $$N(L,t)L^{2.2}e^{Lt/3L_s}.$$ $`(4.3)`$ Here $`L_s10^{45}`$ erg s<sup>-1</sup> is the maximal bolometric luminosity from the gas mass $`m=\mathrm{5\hspace{0.17em}10}^7M_{}`$ accreted from the core of a large satellite which spirals into the host on the scale $`\tau _s3`$ Gyr; the time $`t`$ is also given in Gyrs. FIG. 1 – The contribution (dotted lines) to the X-ray LFs in the keV range by accretion of satellites with masses below $`\mathrm{5\hspace{0.17em}10}^{10}M_{}`$; we have taken $`\eta /\kappa _X=10^3`$ as discussed in §4 of the text. This contribution adds as shown by the solid lines to the one due to encounters in groups, represented in fig. 2a. Data points from Miyaji et al. 1998. In fig. 3 we represent specifically the soft X-ray LFs at low $`z`$ resulting in the critical universe from cannibalism of satellites. We have adopted $`\eta /\kappa _X`$ $`10^3`$, considering (as commented above) the small efficiency $`\eta <10^1`$ and the large bolometric correction $`\kappa _X>10`$ expected for soft X-ray emission at low accretion rates. We represent also how these LFs add to the contribution from group encounters that has been computed in §3 and represented in fig. 2a. In sum, the contributions from satellite cannibalism to the LFs tend to pile up toward the faint end, producing steep LFs which steepen yet to a cutoff. Such contributions will evolve following a strong, $`L`$-dependent DE. ## 5. Conclusions and discussion We have shown that a steep QS fall for $`z<3`$ is to result from the effects of the hierarchical growth of structures around accreting BHs, amplified by the exhaustion of the gas available for the accretion. The hierarchical clustering envisages the era of galaxy formation to go over to an era of group assemblage for $`z<\text{ }2.5`$. In a group, the settled host galaxies keep on evolving for a while, no longer by major merging events but rather via encounters which occur at rates $`\tau _r^1n_g\mathrm{\Sigma }V`$ Gyr<sup>-1</sup>. These are milder events, yet able to destabilize the host gas, specifically by causing considerable loss of angular momentum as tackled in §2. We have shown how they trigger intermittent and supply-limited accretion episodes onto the central BH, yielding blue luminosities $`L_B>\text{ }10^{45}`$ erg/s for some $`10^1`$ Gyr in large, gas-rich galaxies. But we have additionally shown in §2.2 how such substantial gas discharges, which also fuel simultaneous starbursts activity, deplete the host reservoirs and cause the gaseous mass to decrease substantially following $`m(t)t^2`$ on average. Thus the encounters not only turn rarer ($`\tau _rt`$) as the clustering proceeds toward groups richer but less dense, and so produce a later, weak DE; but they also become less and less effective in terms of triggered accretion, and this causes strong LE with the luminosities scaling down close to $`L_b(1+z)^3`$. The result we predict for bright QSs in the range $`z<\text{ }2.5`$ is outlined in eq. (2.6), is derived and shown in more details in §3 to yield eq. (3.6), and is represented in full by fig. 2. This agrees not only with the observations by Boyle et al. 1988, but also with the recent re-analysis of variuos samples by Maloney & Petrosian 1999, and with the greatly extended samples being provided at $`M_B<23`$ by Shanks at al. 2000. As to the shape of the LFs, we have shown in §2.1 that the statistics of the encounters naturally yields a double power-law broken from about $`L^{1.2}`$ toward the faint end, to $`L^{3.2}`$ and steeper at the bright end, in accord with the above data. But toward low $`z`$ a smoother overall shape is produced by the changing tilt $`\gamma `$ given by eqs. (3.6); this concurs with the enhancement of the bright end at $`L_B>\text{ }10^{46}`$ erg/s provided by the additional feeding processes in the field discussed in §4 and shown in fig. 2. Our result accords with the observations by La Franca & Cristiani (1997) and by Goldschmidt & Miller (1998), which are confirmed by a recent survey being analyzed by Cristiani and collaborators (see Grazian et al. 2000). The above values and behaviors are given for the critical universe, see fig.2a; but fig. 2b shows that similar or better results obtain in a flat, low density cosmology. From a different path, we agree with Cattaneo, Haehnelt & Rees 1999 and Kauffmann & Haehnelt 1999 that strong QS evolution down to very low $`z`$ implies destabilization of substantial fractions of the gas stockpiled in the hosts. Only a minor part of such gas ends up into accretion episodes; the major part is likely to be heated and/or ejected, or used up to produce – over and above the quiescent star formation – star bursts specifically in the bright host galaxies, mostly ellipticals. But we see reasons why the LE evolution component may be expected to slow down on approaching $`z<\text{ }0.5`$. For example, when interactions cause outright galaxy aggregations the host mass $`M_g`$ grows appreciably while its internal density $`\rho _g`$ decreases; then it is easily checked that the scaling of $`\tau _r`$ includes the factors $`M_g^{1/3}\rho _g^{2/3}`$, giving rise to $`\tau _rt^{1+ϵ}`$ with $`ϵ<1`$. Correspondingly, from eq. (2.4) the late evolution $`Lm(z)`$ brakes into a softening exponential at low $`L`$ and $`z`$. On the other hand, when it comes to faint AGNs at $`z<\text{ }0.5`$ the situation becomes more complex, since the underlying BHs may be fed at low levels by various processes which superpose. We have explored in §4 and in fig. 3 one such process, namely, the accretion of satellites with the associated gas supplies; this contributes many more but weaker sources, in the range of the Seyfert galaxies and below. These sources undergo a strong $`L`$-dependent DE, similar to that observed in X-rays by Miyaji, Hasinger & Schmidt (1998); many, in fact, will be more easily pinpointed in X-rays at $`L_X10^{43}`$ erg/s or fainter. Other feeding processes are conceivably provided by the self-destruction of giant nuclear star clusters (see Norman & Scoville 1988), and by internal instabilities and bar formation in disk galaxies (see Heller & Shlosman 1994, Merritt 1998, Sellwood & Moore 1998). It will be interesting to see what specific shape and evolution are predicted for the LFs of AGNs fed in this latter fashion. Here we focussed on dynamic losses of the gas angular momentum $`j`$ as primary triggers of the inflow eventually leading to BH accretion; the gas may undergo other adventures before actually fueling the central BH, see e.g. Siemiginowska & Elvis (1997). But the straight prediction from our study substantiating the outline by Cavaliere & Padovani (1989), is that the emissions from the average QS or AGN should go progressively sub-Eddington later than $`z2.5`$, even at constant $`\eta 10^1`$; this accords with the data trend taking shape from various observational lines, see Sun & Malkan (1989), Haiman & Menou (1998), Salucci et al. (1998), Wandel (1998). Our specific prediction for the average Eddington ratio is $$L/L_E[(1+z)/3.5]^3M_{BH}(2.5)/M_{BH}(z),$$ $`(5.1)`$ which goes down to about $`10^2`$ by $`z0.1`$. This is based on the intrinsically depleted accretion onto already existing, massive BHs which yields $`L(1+z)^3`$ as discussed above; the other factor is the related mass growth by the ratio $`M_{BH}(z)/M_{BH}(2.5)`$, see CV98. In fact, as outlined there and expanded elsewhere, by all episodes of rekindled accretion in the range $`z<\text{ }2.5`$ the central BHs now dormant in most galaxies grow by an average factor $`M_{BH}(0)/M_{BH}(2.5)5`$. This will be lower for hosts which are disk dominated at radii of a few kpcs, based on the values of $`\mathrm{\Delta }j/j`$ indicated in §2.1 by case $`𝒞`$ compared with case $``$. Otherwise, the factor will be limited by the bound $`M_{BH}<\text{ }10^2M_{bulge}`$ set when a large central condensation enforces axial symmetry despite the dynamical perturbations. Correspondingly, the local density of baryons collapsed into BHs amounts to $`\rho _{BH}\mathrm{3\hspace{0.17em}10}^{15}h^3M_{}`$ Gpc<sup>-3</sup>. These findings agree with the observational estimates of the central BH masses in many local galaxies given by Richstone et al. 1998, and with the upper bounds set by Magorrian et al. 1998. Toward a comprehensive picture, we point out that the losses of $`j`$ during galaxy-galaxy interactions as here analyzed go back to dynamically generated asymmetries of the gravitational potential. Compared with the major merging events during the build up of the spheroids, these do not differ in kind, but only as for the lesser strength and as for their falling rate and decreasing gas amounts involved. So we conclude that most of the bright QS evolution can be understood in terms of one engine (the accreting BH) and one trigger (dynamical destabilization of the gas), which however operate under two adjoining regimes geared to the development of cosmic structures. Such regimes are related to the early, violent merging events when the gas-rich spheroids form; and to the later, dwindling interactions of host galaxies in groups or even in the field, with the slow demise of galaxy formation magnified by the fast depletion of the gas supplies. We thank for helpful exchanges B. Guiderdoni, B. Liberti, P. Rafanelli and M. Ramella. Early stimulating discussions with G. Hasinger and C. Norman are gratefully ackowledged. Thanks are due to our referee for stimulating us to clarify our presentation throughout the MS. Work supported by partial grants from ASI and MURST. ## Appendix A As said in §2.1 of the main text, we consider in a group of radius $`R_G`$ and membership $`𝒩_G3`$ a gas-rich host galaxy with radius $`r_g`$ and circular velocity $`v_g`$, and a companion of mass $`M^{}`$ flying by with impact parameter $`b`$ and relative velocity $`V`$. The gas in the host has specific angular momentum $`j=vrGM_o/v`$ if it is at equilibrium on scales $`r`$ kpc with the velocity $`v(GM_o/r)^{1/2}`$ under the gravity provided by the host mass $`M_o`$ within $`r`$. Let us consider a ring of gas. When the rotation is slow with $`v/V<r/b`$ the gravitational torque exerted by $`M^{}`$ on the unit mass may be evaluated from the angular derivative of the interaction energy $$T=\frac{E_p}{\varphi }\frac{2GM^{}r}{\pi b^2}.$$ $`(A.1)`$ The overall variation $`\mathrm{\Delta }j`$ of the specific angular momentum will result from the torque time-integrated along the partner orbit: $$\|\mathrm{\Delta }j\|=𝑑tT\frac{GM^{}r}{Vb},$$ $`(A.2)`$ to read $$\|\frac{\mathrm{\Delta }j}{j}\|\frac{M^{}j}{M_0Vb}.$$ $`(A.3)`$ Approximately 1/2 of the gas is braked and flows toward the nucleus, while the rest flows outward. With accretion so triggered, the probability $`P(f)`$ of destabilizing a fraction $`f=AM^{}/b`$ before fading out is given by eq. (2.2) in the main text. In the limiting case (denoted by $`𝒜`$ in the text) of a peaked distribution $`p_2(b)`$, the integrations are easy to perform analytically, to find $`P(f)=0.85(f/f_b)^{1.85}f_b^1`$, having assumed the Press & Schechter shape $`p_1(M^{})M^{1.85}`$. This result is represented in fig. 1 by the solid line. The opposite limit, case $``$, obtains on considering a flat distribution $`p_2(b)`$ in the range $`r_gR_G𝒩_G^{1/3}`$. Then the numerical integration of eq. (2.2) yields the dashed line in fig. 1. This accords with the analytic evaluation which provides the shape $`P(f)(f/f_b)^{1.85}`$ between the limits $`AM_{min}^{}/r_g<f<AM_{max}^{}R_G𝒩_G^{1/3}`$, before the final cutoff. We have used $`M_{min}^{}=\mathrm{5\hspace{0.17em}10}^{10}M_{}`$ and $`M_{max}^{}=\mathrm{5\hspace{0.17em}10}^{12}M_{}`$, as said in §2.1 of the main text. Case $`𝒞`$ is one of relatively fast rotation with $`v/V>r/b`$. Then the net torque may be computed from differentiating eq. (A.1) across the diameter. This brings in the tidal factor $`r/b`$, so that $$\|\frac{\mathrm{\Delta }j}{j}\|\frac{M^{}jr}{M_0Vb^2}$$ $`(A.4)`$ now holds. The luminosities so produced are given by $`L=\eta c^2m(t)`$ $`M^{}jr/M_0Vb^2\tau `$. Note that $`jr/M_o\tau `$ is nearly independent of the host parameters; this is seen on recalling that $`v^2GM_o/r`$, and using the approximation $`\tau r/v`$. The main dependences of $`L`$ are on $`m`$, which however stays nearly constant over the time scale of a fly-by, and on the interaction parameters which are statistically dispersed as here computed. For the purpose of the convolution (2.2) we now have $`f=ArM^{}/b^2`$, and as before we have to integrate over the distributions of $`M^{}`$ and $`b`$. Considering again a flat distribution for $`p_2(b)`$ we numerically obtain the dotted line in fig. 1. The analytic evaluation yields again a shape close to $`P(f)f^{1.85}`$, but now in the range $`ArM_{min}^{}/r_g^2<f<ArM_{max}^{}/R_G^2𝒩_G^{2/3}`$; this is followed by a cutoff, and is preceded by a somewhat flatter section toward the extended lower end. ## Appendix B Here we give the analytic solution of the kinetic equation eq. (3.1), namely of $$_tN+_L(\dot{L}N)=S_+S_{},$$ $`(B.1)`$ where specifically $`\dot{L}=L/\tau `$ applies as explained in §3 of the main text. The simplest presentation is based on rewriting the $`2^{nd}`$ term on the left hand side in the form $`_L(\dot{L}N)=\dot{L}_LN+N_L\dot{L}`$; so we may look at the equivalent equation $$_tN+\dot{L}_LN=N_L\dot{L}+S_+S_{}.$$ $`(B.2)`$ The advantage is to visualize that the two terms on the left hand side make up the differential operator $`_t+\dot{L}_L`$; this is the total time derivative along the lines (known as “characteristics”, see Shu 1992) defined by the solutions $`L=L_ie^{(tt_i)/\tau }`$ of the equation $`\dot{L}=L/\tau `$, where $`t_i`$ is the epoch when reactivation and brightening begin from the luminosity $`L_i`$. Such a derivative, that we denote with a dot, corresponds just to the Lagrangian derivative along the streamlines in the hydrodynamical analogy presented in §3. Thus along the characteristics we can reduce our partial differential equation eq. (B.1) to the ordinary differential equation $$\dot{N}=N\frac{d\dot{L}}{dL}+S_+S_{}.$$ $`(B.3)`$ This is $`1^{st}`$-order, linear and in canonical form, with solutions given in textbooks, see Dwight 1961. We are interested in the initial condition $`N(L,t)=0`$ for $`t0`$; that is, very few QSs were activated by encounters in groups at early epochs corresponding to $`z>2.5`$ when few groups existed. We first write the solution in the faint range $`L<L_b`$ where $`S_{}=0`$ holds, as explained in §3; there we have $$N(L,t)=_0^t𝑑t^{}S_+(L^{},t^{})e^{_t^{}^t𝑑t^{\prime \prime }𝑑\dot{L}/𝑑L}.$$ $`(B.4)`$ Actually this expression simplifies a great deal because of two circumstances: first, $`dt=dL/\dot{L}`$ holds on a streamline, so that we may equivalently integrate over $`dL`$; second, the expression of $`S_+`$ eq. (3.2) is proportional to $`\delta (LL_i)`$. These two features together make the integrations straightforward, and the result is $$N(L,t)=\frac{N_G(t_i)}{\tau _r(t_i)\dot{L}}.$$ $`(B.5)`$ To make explicit the contents of this solution we substitute $`\dot{L}=L/\tau `$, and express $`t_i`$ in terms of $`t`$ using $`tt_i=\tau lnL/L_i`$ along the characteristics. The difference $`tt_i`$ matters close to the epoch of group formation $`t_G`$ (that is, $`z2.5`$) when the group number density rises rapidly, following closely $`N_G(t)=N_G(t_i)e^{(tti)/t_G}`$; so $`N_G(t_i)=N_G(t)(L/L_i)^{\tau /t_G}`$ may be substituted in eq. (B.5), while $`\tau _r(t_i)\tau _r(t)`$ holds. Thus the explicit solution reads $$N(L,t)=\frac{\tau N_G(t)}{\tau _r(t)}L^1(L/L_i)^\gamma ,$$ $`(B.6)`$ where $`\gamma =\tau /t_G`$, This is the eq. (3.3) of the main text. We end the study of the range $`L<L_b`$ by noting that the integrand $`d\dot{L}/dL`$ in the exponential of eq. (B.4) is just the coefficient of the term proportional to $`N`$ in eq. (B.3). When we consider the bright range $`L>L_b`$, we see from eq. (3.4) that also the sink function $`S_{}=N\dot{L}dlnP/LdlnL`$ intervenes. Now the complete coefficient of $`N`$ reads $`d\dot{L}/dL+\dot{L}dlnP/LdlnL`$, and this will appear in the exponential of the solution which now writes $$N(L,t)=_0^t𝑑t^{}S_+(L^{},t^{})e^{_t^{}^t𝑑t^{\prime \prime }(d\dot{L}/dL\dot{L}dlnP/LdlnL)}.$$ $`(B.7)`$ A similar calculation applies as that described for eq. (B.4); the term added to the exponential will give rise to a factor multiplying the faint end form given in eq. (B. 5). Using the expression $`P(L)(L/L_b)^\beta `$ ($`\beta 2`$) found in §2, the result reads $$N(L,t)=\frac{\tau N_G(t_i)}{\tau _r(t_i)L}(\frac{L}{L_b})^\beta .$$ $`(B.8)`$ Recalling that $`t_i`$ may be expressed in terms of $`t`$ using $`t_i=t\tau lnL/L_i`$ on the characteristics, we obtain eq. (3.5) of the main text. To compute the full LFs, we use for the coefficient $`S_{}(L,t)/N`$ (which in fact constitutes the integrand in the second exponential of eq. B.7) a smooth transition across the break $`L_b`$. This start from zero at $`LL_b`$ where $`S_{}`$ vanishes (see §3 and above), and for $`L>L_b`$ has to go to the full value given by eq. (3.4). A convenient representation is provided by $$S_{}/N=\beta (L/L_b)^\beta /\tau [1+(L/L_b)^\beta ].$$ $`(B.9)`$ This may be used to integrate eq. (B.7); if we keep $`\beta =`$const, we obtain the analytic solution given by eq. (3.6), which has the form of a widely used fitting formula for the LFs (see text at the end of §3). Alternatively, we may integrate numerically eq. (B.7) using the numerical form of $`P(f)`$ given in fig. 1, to compute the LFs represented in fig. 2 of the text. ## Appendix C Here we compute in detail the contribution to the LFs from accretion of satellite galaxies, following up the discussion in §4. We consider satellites of dynamical masses in the range $`M_s10^9\mathrm{5\hspace{0.17em}10}^{10}M_{}`$, with the Press & Schechter (1974) distribution $`N_s(M_s)M_s^{1.85}`$. We assume a satellite to contain a usable gas mass $`m10^3M_s`$, since only the gas residing in the core will be ultimately effective for BH feeding. We use the same basic formalism of the continuity equation for $`N(L,t)`$ as given in §3 of the main text by eq. (3.1), with $`\dot{L}=L/\tau `$. But here the form of source $`S_+`$ and of the sink function $`S_{}`$ will require a number of changes. They go back to the following facts: here all dormant BHs in bright galaxies, whether in groups or in the field, may be activated; in addition, $`\mathrm{\Delta }mm`$ holds (the gas in the satellite cores is accreted all or nothing); finally, accreting these meager gas supplies yields relatively low bolometric outputs $`L\eta mc^2/\tau `$ bounded by the value $`L_s\eta _1\mathrm{\hspace{0.17em}10}^{45}`$ erg s<sup>-1</sup> for a large satellite. The source function $`S_+`$ is now proportional to the number density $`N_{BH}`$ of all BHs formed by $`z=2.5`$ which amount to about 1 per bright galaxy (see Haehnelt, Natarajan & Rees 1998); but it is also proportional to the diminishing satellite number per host galaxy $`𝒩_s(t)`$. These factors are divided by the time $`\tau _s`$ taken to completely accrete a satellite, see eq. (4.1). The result reads $$S_+=N_{BH}𝒩_s(t)\delta (LL_i)/\tau _s.$$ $`(C.1)`$ In turn, the satellite number $`𝒩_s(t)`$ is governed by $`d𝒩_s/dt=𝒩_s(t)/\tau _s`$, assuming the satellites are independently accreted. This yields the long term decrease $$𝒩_s(t)=𝒩_{si}e^{t/\tau _s}$$ $`(C.2)`$ from the initial retinue $`𝒩_{si}`$ that we conservatively take at $`𝒩_{si}10`$. The form of the sink function $`S_{}`$ again follows eq. (3.4), namely $$S_{}(L,t)=N(L,t)\|\dot{L}dlnP/dL\|.$$ $`(C.3)`$ But now $`P(L)dL=N(m)dm`$ is given straighforwardly in terms of the distribution of the satellite gas masses, since $`L\mathrm{\Delta }mm`$ hold. As explained in §4 of the main text, we have to consider that the effective gas supply is provided by the satellite cores. Then the effective gas mass will depend only weakly on the total satellite mass, following $`mM_s^\theta `$ (with $`\theta <1`$) as indicated by eq. (4.2) and related comments. So $`N(m)dmM_s^{1.85}dM_s`$ holds, and $`P(L)(L/L_b)^{10.85/\theta }`$ obtains for bolometric luminosities exceeding $`L_b10^{44}`$ erg s<sup>-1</sup> corresponding to the lower end of the satellite dynamical masses. This we use in the solution of the kinetic eq. (3.1), already given in general form by eq. (B.7). Evaluating the integrals as described there, we find $$N(L,t)=\frac{\tau N_{BH}𝒩_s(t)}{\tau _s}(L/L_b)^{20.85/\theta }.$$ $`(C.4)`$ But following eq. (4.1) of the main text and related comments, we have to consider that $`\tau _sM_s^\xi `$ (with $`\xi <1`$) holds together with the dependence $`LmM_s^\theta `$ used above; it follows that $`\tau _sL^{\xi /\theta }`$. When we make explicit this dependence and the decrease of $`𝒩(t)`$ given by eq. (C.2) the result reads $$N(L,t)=\frac{\tau N_{BH}𝒩_{si}}{3}(L_b/L_s)^{1+0.85/\theta }\times $$ $$(L/L_s)^{2+(\xi 0.85)/\theta }e^{(L/L_s)^{\xi /\theta }t/3}.$$ $`(C.5)`$ Here all times are given in Gyrs; $`L_s10^{45}`$ erg s<sup>-1</sup> is the maximal bolometric luminosity activated by the accretion of gas mass $`m=\mathrm{5\hspace{0.17em}10}^7M_{}`$ from the core of a large satellite of mass $`M_s=\mathrm{5\hspace{0.17em}10}^{10}M_{}`$ spiralling down on the time scale $`\tau _s=3`$ Gyr (see the coefficients in the eqs. 4.1 and 4.2). Note that the QSs or AGNs fueled by satellites outnunber those activated by encounters in groups by the factor $`N_{BH}𝒩(t)\tau _r/N_G\tau _s5`$; this specifies the high normalization anticipated in §4. Eq. (4.3) in the main text obtains for the illustrative values $`\xi =\theta =0.7`$.
warning/0006/quant-ph0006016.html	ar5iv	text	# Einstein and Bell, von Mises and Kolmogorov: reality and locality, frequency and probability ## 1 INTRODUCTION The theoretical and experimental disagreement between Bell’s inequality and its generalizations, see, for example, -, and the quantum-mechanical predictions for correlation function has been the origin of much dispute and speculation. Among the possible explanations for this disagreement the following well-known ones may be mentioned: 1) impossibility to use local realism, -; 2) use of probabilistic assumptions which may be not supported by actual quantum processes, -. In this paper we continue to study possible probabilistic sources of the mentioned disagreement. We perform frequency analysis of the EPR-Bell argumentation. One of the main consequences of this analysis is that the existence, see -, of probability distributions of the Kolmogorov-type is a mathematical assumption which may not be supported by actual physical quantum processes. The frequency approach in Bell’s framework was used in many papers, see, for example, Stapp, Eberhard, Peres in . In fact, in the most works on Bell’s inequality probabilities are finally identified with frequencies, simply in order to be able to compare with the experimental data. The main distinguishing feature of our frequency analysis is the study of frequency behaviour not only on the level of physical observables, but also on the level of hidden variables. It seems that such a frequency investigation has not been performed. It should be also remarked that we use the well developed frequency formalism of R.von Mises . This formalism is not reduced to the frequency definition of probability. In Bell’s framework we study such delicate problems as combining of collectives corresponding to different measurement devices and difference between the frequency and conventional viewpoints to independence. Different viewpoints to independence induce different interpretations of Bell-Clauser-Horne-Shimony (BCHS) ‘locality condition’ - , namely the factorization condition $$𝐩(A=ϵ_1,\lambda =k,B=ϵ_2)=𝐩(A=ϵ_1,\lambda =k)𝐩(B=ϵ_2,\lambda =k),$$ (1) where $`A`$ and $`B`$ are physical observables corresponding to two settings of two measurement apparatuses in the EPR-Bohm framework; here $`ϵ_j=\pm 1`$ are measurement outcomes on spin-1/2 systems. In the frequency approach independence is not independence of events, but independence of collectives. Hence, a violation of the BCHS factorization condition could not be interpreted as dependence of events corresponding to measurements for two spatially separated particles. Such a violation is a consequence of dependence of collectives corresponding to correlated particles. ## 2 FREQUENCY PROBABILITY THEORY The frequency definition of probability is more or less standard in quantum theory; especially in the approach based on preparation and measurement procedures, , . For instance, we can refer to Peres’ book : ”If we repeat the same preparation procedure many times, the probability of a given outcome is its relative frequency, namely the limit of the ratio of the number of occurrences of that outcome to the total number of trials, when these numbers tend to infinity. This ratio must tend to a limit if we repeat the same preparation.” This section contains an introduction to frequency probability theory, see for the details. Let us consider a sequence of physical systems $`\pi =(\pi _1,\pi _2,\mathrm{},\pi _N,\mathrm{}).`$ Suppose that elements of $`\pi `$ have some property, for example, position, and this property can be described by natural numbers: $`L=\{1,2,\mathrm{},m\},`$ the set of labels. Thus, for each $`\pi _j\pi ,`$ we have a number $`x_jL.`$ So $`\pi `$ induces a sequence $$x=(x_1,x_2,\mathrm{},x_N,\mathrm{}),x_jL.$$ (2) For each fixed $`\alpha L,`$ we have the relative frequency $`\nu _N(\alpha )=n_N(\alpha )/N`$ of the appearance of $`\alpha `$ in $`(x_1,x_2,\mathrm{},x_N).`$ Here $`n_N(\alpha )`$ is the number of elements in $`(x_1,x_2,\mathrm{},x_N)`$ with $`x_j=\alpha .`$ R. von Mises said that $`x`$ satisfies to the principle of the statistical stabilization of relative frequencies, if, for each fixed $`\alpha L,`$ there exists the limit $$𝐩(\alpha )=\underset{N\mathrm{}}{lim}\nu _N(\alpha ).$$ (3) This limit is said to be a probability of $`\alpha .`$ This probability can be extended to the field of all subsets of $`L.`$ For each $`BL,`$ we set $$𝐩(B)=\underset{N\mathrm{}}{lim}\nu _N(\alpha B)=\underset{N\mathrm{}}{lim}\underset{\alpha B}{}\nu _N(\alpha )=\underset{\alpha B}{}𝐩(\alpha ).$$ (4) In this paper sequence (2) which satisfies to the principle of the statistical stabilization will be called a collective. We shall not consider so called principle of randomness, see for the details. On one hand, randomness could not be defined on the mathematical level of rigorousness in the von Mises framework. The standard mathematically correct definition of randomness is based on recursive statistical tests of Martin-Löf, see, for example, . However, this approach is far from the original frequency framework. On the other hand, von Mises’ principle of randomness is not directly related to our frequency analysis of EPR-Bell arguments. We shall be interested only in the statistical stabilization of relative frequencies. $`𝐩`$ is said to be a probability distribution of the collective $`x.`$ We will often use the symbols $`𝐩(B;x)`$ and $`\nu _N(B;x),n_N(B;x),BL,`$ to indicate dependence on the concrete collective $`x.`$ The frequency probability formalism is not a calculus of probabilities. It is a calculus of collectives. Instead of operations for probabilities, we define operations for collectives. An operation of combining of collectives will play the crucial role in our analysis of probabilistic foundations of Bell’s arguments. Let $`x=(x_j)`$ and $`y=(y_j)`$ be two collectives with label sets $`L_x`$ and $`L_y`$, respectively. We define a new sequence $$z=(z_j),z_j=\{x_j,y_j\}.$$ We remark that in general $`z`$ is not a collective. Let $`\alpha L_x`$ and $`\beta L_y`$. Among the first $`N`$ elements of $`z`$ there are $`n_N(\alpha ;z)`$ elements with the first component equal to $`\alpha `$. As $`n_N(\alpha ;z)=n_N(\alpha ;x)`$ is a number of $`x_j=\alpha `$ among the first $`N`$ elements of $`x`$, we obtain that $`lim_N\mathrm{}\frac{n_N(\alpha ;z)}{N}=𝐩(\alpha ;x)`$. Among these $`n_N(\alpha ;z)`$ elements, there are a number, say $`n_N(\beta /\alpha ;z)`$ whose second component is equal to $`\beta `$. The frequency $`\nu _N(\alpha ,\beta ;z)`$ of elements of the sequence $`z`$ labeled $`(\alpha ,\beta )`$ will then be $$\frac{n_N(\beta /\alpha ;z)}{N}=\frac{n_N(\beta /\alpha ;z)}{n_N(\alpha ;z)}\frac{n_N(\alpha ;z)}{N}.$$ We set $`\nu _N(\beta /\alpha ;z)=\frac{n_N(\beta /\alpha ;z)}{n_N(\alpha ;z)}`$. Let us assume that, for each $`\alpha L_x`$, the subsequence $`y(\alpha )`$ of $`y`$ which is obtained by choosing $`y_j`$ such that $`x_j=\alpha `$ is a collective. Then, for $`\alpha L_x`$, $`\beta L_y`$, there exists $$𝐩(\beta /\alpha ;z)=\underset{N\mathrm{}}{lim}\nu _N(\beta /\alpha ;z)=\underset{N\mathrm{}}{lim}\nu _N(\beta ;y(\alpha ))=𝐩(\beta ;y(\alpha )).$$ (5) We have $`_{\beta L_y}𝐩(\beta /\alpha ;z)=1.`$ The existence of $`𝐩(\beta /\alpha ;z)`$ implies the existence of $`𝐩(\alpha ,\beta ;z)=lim_N\mathrm{}\nu _N(\alpha ,\beta ;z)`$. Moreover, we have $$𝐩(\alpha ,\beta ;z)=𝐩(\alpha ;x)𝐩(\beta /\alpha ;z)$$ (6) and $`𝐩(\beta /\alpha ;z)=𝐩(\alpha ,\beta ;z)/𝐩(\alpha ;x),`$ if $`𝐩(\alpha ;x)0`$. Thus in this case the sequence $`z`$ is a collective and the probability distribution $`𝐩(\alpha ,\beta ;z)`$ is well defined. The collective $`y`$ is said to be combinable with the collective $`x`$. The relation of combining is a symmetric relation on the set of pairs of collectives with strictly positive probability distributions, see . Let $`x`$ and $`y`$ be collectives. Suppose that they are combinable. The $`y`$ is said to be independent from $`x`$ if all collectives $`y(\alpha )`$, $`\alpha L_x`$, have the same probability distribution which coincides with the probability distribution $`𝐩(\beta ;y)`$ of $`y`$. This implies that $$𝐩(\beta /\alpha ;z)=\underset{N\mathrm{}}{lim}\nu _N(\beta /\alpha ;z)=\underset{N\mathrm{}}{lim}\nu _N(\beta ;y(\alpha ))=𝐩(\beta ;y).$$ Here the conditional probability $`𝐩(\beta /\alpha ;z)`$ does not depend on $`\alpha .`$ Hence $$𝐩(\alpha ,\beta ;z)=𝐩(\alpha ;x)𝐩(\beta ;y),\alpha L_x,\beta L_y.$$ From the physical viewpoint the notion of independent collectives is more natural than the notion of independent events in the conventional probability theory in that the relation $`𝐩(\alpha ,\beta )=𝐩(\alpha )𝐩(\beta )`$ can hold just occasionally as the result of a game with numbers, see or , p.53. ## 3 FREQUENCY ANALYSIS We consider the standard EPR framework. Settings of measurement apparatuses for particles 1 and 2, respectively, will be denoted, respectively, by $`a,a^{},\mathrm{}`$ and $`b,b^{},,\mathrm{}.`$ In experiments with spin-1/2 particles these setting are given by angles for axes for measurements of spin projections. Corresponding physical observables will be denoted by symbols $`A,A^{},\mathrm{}`$ and $`B,B^{},\mathrm{}`$ For simplicity, values of these observables will be denoted below by the same symbol, e.g. $`A=ϵ`$, and are supposed to equal $`\pm 1`$. In the EPR experiments these are measurement outcomes for spin-1/2 particles. Hidden variables are denoted by $`\lambda .`$ The most important part of frequency analysis of the EPR-Bell arguments will be performed under the assumption that the set of hidden variables is finite, $`\mathrm{\Lambda }=\{1,2,\mathrm{},M\}.`$ Such an assumption essentially simplifies frequency analysis and avoids mathematical technical difficulties. However, we shall also discuss some frequency effects which may be induced by infinite sets of hidden variables. At the end of this section we study the average procedure with respect to infinite sets of hidden variables. In appendix 2 we perform frequency analysis for models with ‘continuous’ infinite dimensional spaces of hidden variables, spaces of trajectories. Internal microstates of measurement apparatuses with settings $`a,b,\mathrm{}`$ are described by variables $`\omega _a,\omega _b,\mathrm{}.,`$ see Bell ; sets of these microstates are also finite: $`\mathrm{\Omega }_a=\mathrm{\Omega }_b=\mathrm{}=\{1,\mathrm{},T\}.`$ In fact, this is a contextualistic model with hidden variables, see Peres in and de Muynck et al. in : the value of a physical observable $`A`$ depends not only on the value of the hidden variable $`\lambda `$ for a quantum system, but also on the value of the hidden variable $`\omega _a`$ for a measurement apparatus with the setting $`a:A=A(\omega _a,\lambda ).`$ <sup>1</sup><sup>1</sup>1We remark that frequency analysis of the EPR-Bell argumentation in the contextualistic framework on the level of physical observables was performed by Kupczynski . A sequence of pairs of particles $`\pi =\{\pi _j=(\pi _j^1,\pi _j^2),j=1,2,\mathrm{}\}`$ is prepared for the same quantum state $`\psi .`$ By the orthodox Copenhagen interpretation $`\psi `$ gives the complete description of each quantum system $`\pi _j.`$ By the statistical interpretation of quantum mechanics, see, for example, , $`\psi `$ describes statistical properties of the ensemble $`\pi `$ of quantum systems, see Peres’ book on an extended discussion. Let $`\lambda _j\mathrm{\Lambda },j=1,2,\mathrm{}`$ be the value of the hidden variable for the $`j`$th pair. For settings $`a`$ and $`b,`$ we consider sequences of pairs $$x_{\omega _a,\lambda }=\{(\omega _{a1},\lambda _1),\mathrm{}.,(\omega _{aN},\lambda _N),\mathrm{}\},$$ $$x_{\omega _b,\lambda }=\{(\omega _{b1},\lambda _1),\mathrm{}.,(\omega _{bN},\lambda _N),\mathrm{}\},$$ where $`\omega _{aj}`$ and $`\omega _{bj}`$ are internal states of apparatuses labeled by $`j`$ of interactions with particles $`\pi _j^1`$ and $`\pi _j^2,`$ respectively. It should be noticed that there are no physical reasons to suppose that these sequences are collectives. Both a preparation device which produces particles and measurement devices are complex systems. There are no reasons to suppose that their micro-fluctuations produce the statistical stabilization of frequencies: $$\nu _N(\omega _a=s,\lambda =k),\nu _N(\omega _b=q,\lambda =k),\mathrm{}$$ for fixed $`k\mathrm{\Lambda },s\mathrm{\Omega }_a,q\mathrm{\Omega }_b,\mathrm{}`$ The reader may think that the absence of the probability distributions $`𝐩(\omega _a=s,\lambda =k),𝐩(\omega _b=q,\lambda =k),\mathrm{},`$ should contradict to the statistical stabilization for the results of observations of $`A,B,\mathrm{}`$ The following considerations show that such a stabilization could take place despite fluctuations of frequencies for hidden parameters. Let us denote by $`\mathrm{\Sigma }_A(ϵ)`$ the set of pairs $`(\omega _a,\lambda )`$ which produce the value $`A=ϵ`$ for the observable $`A`$. Then $$𝐩(A=ϵ)=\underset{N\mathrm{}}{lim}\underset{(s,k)\mathrm{\Sigma }_A(ϵ)}{}\nu _N(\omega _a=s,\lambda =k).$$ (7) Such a limit of the average with respect to the set $`\mathrm{\Sigma }_A(ϵ)`$ can exist despite the fluctuations of frequencies $`\nu _N(\omega _a=s,\lambda =k)`$ for fixed $`s`$ and $`k,`$ see appendix 1. To continue our analysis, we suppose that, despite the above critical remarks, sequences $`x_{\omega _a,\lambda }`$ and $`x_{\omega _b,\lambda }`$ are collectives. Thus, for each setting of a single measurement device, frequency probability distribution is well defined. However, in the frequency framework this does not imply that there exists frequency probability distribution for each pair of measurement devices. Therefore we have to study carefully the possibility to combine collectives corresponding to different measurement devices. Let us write the condition of combining: $$\nu _N(\omega _a=s,\lambda =k,\omega _b=q)=\frac{n_N(\omega _a=s,\lambda =k,\omega _b=q)}{N}=$$ $$\frac{n_N(\omega _a=s,\lambda =k,\omega _b=q)}{n_N(\omega _a=s,\lambda =k)}\frac{n_N(\omega _a=s,\lambda =k)}{N}=$$ $$\nu _N(\omega _b=q,\lambda =k/\omega _a=s,\lambda =k)\nu _N(\omega _a=s,\lambda =k)$$ $$𝐩(\omega _b=q,\lambda =k/\omega _a=s,\lambda =k)𝐩(\omega _a=s,\lambda =k),N\mathrm{}.$$ Hence, $`\frac{n_N(\omega _b=q,\lambda =k/\omega _a=s,\lambda =k)}{n_N(\omega _a=s,\lambda =k)}`$ must have the definite limit. However, we cannot find physical reasons for such a statistical stabilization. Hence, it might be that the probability distribution $`𝐩(\omega _a=s,\lambda =k,\omega _b=q)`$ does not exist, despite the fact that both probability distributions $`𝐩(\omega _a=s,\lambda =k)`$ and $`𝐩(\omega _b=q,\lambda =k)`$ are well defined. The case in that the probabilities $`𝐩(\omega _a=s,\lambda =k),𝐩(\omega _b=q,\lambda =k)`$ are well defined, but the probability $`𝐩(\omega _a=s,\lambda =k,\omega _b=q)`$ fluctuates can be illustrated by the following example. Example 3.1. (Uncombinable collectives). Let $`D`$ be the set of even numbers. Take any subset $`CD`$ such that $$\frac{1}{N}\left\|C\{1,2,\mathrm{},N\}\right\|$$ is oscillating. Here the symbol $`\|O\|`$ denotes the number of elements in the set $`O.`$ There happen two cases: $`C\{2n\}=\{2n\}`$ or $`=\mathrm{}`$. Set $$M=C\{2n1:C\left\{2n\right\}=\mathrm{}\}.$$ Suppose that, in the sequence $`x_{\omega _a,\lambda },`$ we have $`\omega _a=s`$ and $`\lambda =k`$ for trails $`jD,`$ and, in the sequence $`x_{\omega _b,\lambda },`$ we have $`\omega _b=q`$ and $`\lambda =k`$ for trails $`jM.`$ Both frequency probabilities $`𝐩(\omega _a=s,\lambda =k)`$ and $`𝐩(\omega _b=q,\lambda =k)`$ are well defined and equal to 1/2. However, the probability $`𝐩(\omega _a=s,\lambda =k,\omega _b=q)`$ is not defined. To continue our analysis, we suppose that, despite the above critical remarks, collectives $`x_{\omega _a,\lambda }`$ and $`x_{\omega _b,\lambda }`$ are combinable. Thus the simultaneous probability distribution $`𝐩(\omega _a=s,\lambda =k,\omega _b=q)`$ is well defined. To proceed the derivation of Bell-type inequalities, we have to use the BCHS factorization condition $$𝐩(\omega _a=s,\lambda =k,\omega _b=q)=𝐩(\omega _a=s,\lambda =k)𝐩(\omega _b=q,\lambda =k).$$ (8) This is the condition of independence of collectives. Hence, to obtain Bell-type inequalities, we have to suppose that collectives $`x_{\omega _a,\lambda }`$ and $`x_{\omega _b,\lambda }`$ are independent. However, they both contain the same parameter $`\lambda .`$ This is a kind of constraint. There must be special physical arguments which would imply that in the EPR-experiment these collectives are independent despite the $`\lambda `$-constraint. Thus our frequency analysis demonstrated that there are at least three probabilistic assumptions which are used to obtain Bell-type inequalities in the framework with hidden variables: 1) existence of collectives; 2) possibility of combining; 3) independence. Each of these assumptions may be violated for actual quantum processes. Typically Bell’s framework for the EPR experiment is considered without the use of hidden variables for apparatuses $`\omega _a,\omega _b,\mathrm{}`$ In such a case only probabilities $`𝐩(A=ϵ_1,\lambda =k),𝐩(B=ϵ_2,\lambda =k),ϵ_j=\pm 1,`$ are used in derivations of Bell-type inequalities. Thus in the frequency analysis we must consider sequences $$x_{A,\lambda }=\{(A_1,\lambda _1),\mathrm{}.,(A_N,\lambda _N),\mathrm{}\},$$ (9) $$x_{B,\lambda }=\{(B_1,\lambda _1),\mathrm{}.,(B_N,\lambda _N),\mathrm{}\},$$ (10) where $`A_j`$ and $`B_j`$ are the $`j`$th results for observables $`A`$ and $`B.`$ Here we have similar problems with existence, combining and independence of collectives. If we even suppose that the sequences $`x_{A,\lambda },x_{B,\lambda },\mathrm{}`$ are combinable collectives, then derivations of Bell-type inequalities will be possible only under the assumption that these collectives are independent. Independence of collectives is equivalent to the factorization of the simultaneous probability distribution: $$𝐩(A=ϵ_1,\lambda =k,B=ϵ_2;x_{A,\lambda ,B})=𝐩(A=ϵ_1,\lambda =k;x_{A,\lambda })𝐩(B=ϵ_2,\lambda =k;x_{B,\lambda }).$$ (11) As in the above considerations, independence of these collectives is a rather doubtful assumption, since both collectives contain the same hidden parameter $`\lambda .`$ We now discuss the possibility of the transition from probabilities $`𝐩(\omega _a=s,\lambda =k)`$ to probabilities $`𝐩(A=ϵ,\lambda =k).`$ <sup>2</sup><sup>2</sup>2Such a transition is not so trivial. It was evident even for authors using Kolmogorov’s measure theoretical viewpoint to probability, see Shimony and Shimony, Clauser, Horne . Let $`ϵ=\pm 1,k\mathrm{\Lambda }.`$ Set $$\sigma _A(ϵ;k)=\{s\mathrm{\Omega }_a:A(s,k)=ϵ\},$$ where $`A=A(\omega _a,\lambda )`$ is the result of a measurement for the state $`\omega _a`$ of an apparatus with setting $`a`$ and the state $`\lambda `$ of a quantum particle. Suppose that $`x_{\omega _a,\lambda }`$ is a collective. The frequency probabilities $`𝐩(\omega _a=s,\lambda =k)`$ are well defined. We have $$𝐩(A=ϵ,\lambda =k;x_{A,\lambda })=\underset{N\mathrm{}}{lim}\underset{s\sigma _A(ϵ;k)}{}\nu _N(\omega _a=s,\lambda =k;x_{\omega _a,\lambda }).$$ If the set $`\mathrm{\Omega }_a`$ of microstates of apparatus is finite, then we have $$\underset{N\mathrm{}}{lim}\underset{s}{}=\underset{s}{}\underset{N\mathrm{}}{lim}$$ (12) We obtain that the probability $`𝐩(A=ϵ,\lambda =k;x_{A,\lambda })`$ is well defined. Thus $`x_{A,\lambda }`$ is a collective. As usual, we have $$𝐩(A=ϵ,\lambda =k;x_{A,\lambda })=\underset{s\sigma _A(ϵ,k)}{}𝐩(\omega _a=s,\lambda =k;x_{\omega _a,\lambda }).$$ Suppose that $`\mathrm{\Omega }_a`$ is infinite. Then, in general, we do not have (12). Thus the assumption that $`x_{\omega _a,\lambda }`$ is a collective need not imply that $`x_{A,\lambda }`$ is a collective. Remark 3.1. The solution which is proposed in this paper, namely to abandon Kolmogorov probability theory for von Mises frequency theory, seems to be too easy one, because it does not explain why Kolmogorov’s theory has had so much success in the classical domain, and why this is different for quantum mechanics. We can present some speculations on this problem. It might be that statistical ensembles which are used in quantum experiments are not sufficiently large to produce the statistical stabilization of relative frequencies for hidden variables of quantum systems and measurement devices. Therefore corresponding frequencies may fluctuate from run to run of an experiment. Hence we could not use ‘constant probabilities’, Kolmogorov probabilities. In particular, we can mention the Bohm-Hiley speculation on complex structures of quantum particles, . Such complex structures can be described by spaces of hidden variables of a large cardinality. Different runs of an experiment may contain quantum particles with different distributions of hidden parameters. Remark 3.2. The condition (11) is often interpreted as the condition of nonlocality. <sup>3</sup><sup>3</sup>3More neutral terms are used by some authors. For example, A. Shimony called this condition ‘outcome independence’, . De Muynck used the term ‘conditional statistical independence.’ Such an interpretation of (11) implies speculations on impossibility to use local realism in quantum theory. However, in the frequency framework (11) has no relation to nonlocality. One of the reasons for different interpretations of the violation of factorization condition (11) is a difference in views to conditional probability in the conventional and frequency theories of probabilities. In the conventional approach $`𝐩(U/V)𝐩(U)`$ implies that the event $`U`$ depends on the event $`V.`$ In the EPR framework the violation of (11) implies that the event $`U=\{`$ obtain the value $`B=ϵ_2`$ for a particle 2 with $`\lambda =k\}`$ depends on the event $`V=\{`$ obtain the value $`A=ϵ_1`$ for a particle 1 with $`\lambda =k\}.`$ In principle such a dependence of events may be interpreted as an evidence of nonlocalty. In the frequency framework conditional dependence (or independence) is related not to events, but to collectives. Thus the violation of condition (8) only implies that collectives are dependent. We remark that there were numerous discussions on the possibility to use ‘nonlocality condition’ $$𝐩(A=ϵ_1,\lambda =k,B=ϵ_2)𝐩(A=ϵ_1,\lambda =k)𝐩(B=ϵ_2,\lambda =k)$$ (13) for the transmission of information, see, for example, . Typically such a transmission of information was connected with ‘essentially quantum’ properties, so called entanglement. However, the standard scheme can be applied to transfer information with the aid of any two dependent collectives which are combinable. Let $`u=(u_j)`$ and $`v=(v_j)`$ be dependent collectives and let, as usual, $`ϵ_1,ϵ_2=\pm 1.`$ As they are combinable, conditional probabilities $$𝐩(v=ϵ_2/u=ϵ_1)=\underset{N\mathrm{}}{lim}\nu _N(v=ϵ_2;v(ϵ_1))$$ are well defined. Here, as usual, $`v(ϵ_1)`$ is a collective obtained from $`v`$ by the choice of subsequence $`v_{j_k}`$ such that $`u_{j_k}=ϵ_1.`$ As collectives are dependent, we have, for example, $$𝐩_1=𝐩(v=1/u=+1)𝐩_2=𝐩(v=1/u=1).$$ We can proceed in the same way as in all ‘quantum stories’. Bob prepares a statistical ensemble of pairs which components are described by collectives $`u`$ and $`v`$ respectively. He chooses subcollective $`v(+1)`$ and sends it to Alice. If Alice knows the relation between probabilities, she can easily rediscover the bit of information. ## 4 LINKS TO SOME MEASURE-THEORETICAL RESULTS In this section we present connections with some well known results on Bell’s inequality which were obtained on the basis of Kolmogorov probability model. It was proved by Fine and Rastall that Bell’s inequality is equivalent to the existence of the simultaneous probability distribution for physical observables $`A,A^{},B`$ corresponding to three different settings $`a,a^{},b`$ of measurement apparatuses. As usual in this paper symbols $`a,a^{}`$ and $`b`$ are used, respectively, for settings of measurement devices for the first particle and second particle. We analyse the Fine-Rastall framework from the frequency viewpoint. As it has been mentioned, in the frequency theory we could not consider a probability distribution without relation to some collective. However, the object which is called a ‘probability distribution’ in the Fine-Rastall framework has no relation to a collective. So such an object has no probabilistic and, consequently, physical meaning from the frequency viewpoint.<sup>4</sup><sup>4</sup>4Eberhard rightly pointed out that Fine’s statements contain rather unclear words on simultaneous probability distribution: “well defined.” It seems that the Fine-Rastall condition is just a purely mathematical constraint. If we accept the use of counterfactuals, see Peres and on an extended discussion, then we can continue frequency analysis of the Fine-Rastall arguments. Beside of collectives $`x_{A,\lambda }=\{(A_j,\lambda _j),j=1,2,\mathrm{}\},x_{B,\lambda }=\{(B_j,\lambda _j),j=1,2,\mathrm{}\},`$ we can consider ‘gedanken kollektiv’ $`x_{A^{},\lambda }=\{(A_j^{},\lambda _j),j=1,2,\mathrm{}\}.`$ Suppose that three collectives are combinable. There exists the simultaneous probability distribution $`(ϵ_1,ϵ_2,ϵ_3=\pm 1):`$ $$𝐩(A=ϵ_1,B=ϵ_2,A^{}=ϵ_3,\lambda =k)$$ $$=\underset{N\mathrm{}}{lim}\frac{1}{N}\nu _N(A=ϵ_1,B=ϵ_2,A^{}=ϵ_3,\lambda =k;x_{A,B,A^{},\lambda }).$$ The average with respect to $`\lambda `$ (if such a procedure is justified) gives the simultaneous probability distribution: $$𝐩(A=ϵ_1,B=ϵ_2,A^{}=ϵ_3)=\underset{N\mathrm{}}{lim}\frac{1}{N}\nu _N(A=ϵ_1,B=ϵ_2,A^{}=ϵ_3;x_{ABA^{}}).$$ (14) In this case we can apply the Fine-Rastall theory and obtain Bell’s inequality without the assumption that collectives $`x_{A,\lambda }`$ and $`x_{B,\lambda }`$ are independent, i.e., without factorization condition (11). We now suppose that three collectives $`x_{A,\lambda },x_{B,\lambda },x_{A^{},\lambda }`$ are not combinable. Thus limit (14) does not exist. There is no simultaneous probability distribution $`𝐩(A=ϵ_1,B=ϵ_2,A^{}=ϵ_3).`$ However, it can occur that there exists real numbers $`𝐩_{ϵ_1ϵ_2ϵ_3}0,𝐩_{ϵ_1ϵ_2ϵ_3}=1`$ such that $`𝐩(a=ϵ_1,b=ϵ_2;x_{ab})=_{ϵ_3}𝐩_{ϵ_1ϵ_2ϵ_3}.`$ By the Fine-Rastall result we have Bell’s inequality. This identification of mathematical Fine-Rastall constants with physical probabilities is the root of some misunderstanding of the role of the Fine-Rastall result. This result is often interpreted as the demonstration that BCHS locality condition is not directly related to Bell’s inequality. The violation of Bell’s inequality is connected with the fact that observables $`A`$ and $`A^{}`$ are incompatible. This implies the absence of the simultaneous probability distribution even for two observables $`A`$ and $`A^{}.`$ However, such an inference might be only done if we could prove that Bell’s inequality must imply the existence of frequency probability distribution (14). However, it seems to be impossible to obtain such a result. Conclusion In the frequency approach (if we follow to R. von Mises and define probabilities as limits of relative frequencies and not as abstract Kolmogorov measures) arguments related to locality and determinism do not play an important role in Bell’s framework. In this approach formal probabilities $`p(a=\pm 1,b=\pm 1/\lambda )`$ which are used by many authors need not exist at all. It is a rather normal situation in the frequency approach. Moreover, here the BCHS locality condition does not have the standard locality interpretation. It was rightly called ”outcome independence condition” . However, everybody who works in Kolmogorov’s axiomatic approach, conventional probability theory, considers dependence or independence as dependence or independence of EVENTS. Of course, such a viewpoint implies nonlocality: one event depends on another. In von Mises’ approach dependence or independence has the meaning of dependence or independence of collectives, random sequences. Such a dependence is a consequence of the simultaneous preparation procedure for two collectives. Of course, this does not exclude the possibility that some nonlocal effects also play some role in the creation of such a dependence. APPENDIX 1. Let us consider motion of a particle on the line. A preparation procedure $`\mathrm{\Pi }`$ produces particles with velocities $`v=+1`$ and $`v=1.`$ Suppose that $`\mathrm{\Pi }`$ cannot control (even statistically) proportion of particles moving in positive and negative directions. This proportion fluctuates from run to run. Mathematically we can describe this situation as the absence of the statistical stabilization in the sequence: $`x_v=(v_1,v_2,\mathrm{},v_N,\mathrm{}),v_j=\pm 1,`$ of velocities of particles. For example, let relative frequencies $`\nu _N(v=+1)\mathrm{sin}^2\varphi _N`$ and $`\nu _N(v=1)\mathrm{cos}^2\varphi _N.`$ If ‘phases’ $`\varphi _N`$ do not stabilize $`(\mathrm{mod}\mathrm{\hspace{0.33em}2}\pi )`$ when $`N\mathrm{},`$ then frequencies $`\nu _N(v=+1),\nu _N(v=1)`$ fluctuate when $`N\mathrm{}.`$ Hence the sequence $`x_v`$ is not a collective. Thus the principle of the statistical stabilization is violated. Suppose that we have an apparatus to measure the energy of a particle: $`E=v^2/2.`$ We obtain that $`E=1/2`$ with the probability one. Suppose that we cannot measure the velocity. Then we would not know that the measured value $`E=1/2`$ is produced by chaotic fluctuations of the (objective) velocity. A slight modification can give an example in that ‘fluctuating microreality’ produces states which are not eigenstates of the $`E.`$ Let $`v=\pm 1,\pm 1/2`$ and let $`\nu _N(v=+1)=\nu _N(v=1/2)\frac{1}{2}\mathrm{sin}^2\varphi _N`$ and $`\nu _N(v=1)=\nu _N(v=+1/2)\frac{1}{2}\mathrm{cos}^2\varphi _N.`$ Suppose that again ‘phases’ $`\varphi _N`$ do not stabilize. Thus probabilities $`𝐩(v=+1),𝐩(v=1),𝐩(v=1/2),𝐩(v=1/2)`$ do not exist. However, the frequency probabilities $`𝐩(E=1/2),𝐩(E=1/8)`$ are well defined and equal to 1/2. Suppose that we can measure only the energy (and cannot observe this oscillation of probabilities for the velocity). Then we can, in principle, suppose that there exists the probability distribution of the velocity in this experiment and use such a distribution in some considerations. It may be that we do such an illegal trick in Bell’s framework. APPENDIX 2: FREQUENCY ANALYSIS OF TIME-AVERAGE MODEL FOR THE EPR EXPERIMENT In section 3 we considered a simplified model with finite sets of hidden variables. That model was useful to find implicit probabilistic assumptions which were used to prove Bell-type inequalities. However, real processes of measurements could not be described by finite sets of hidden variables. Processes of measurements are not $`\delta `$-function processes. The values of physical observables are time averages of hidden variables $`\lambda `$ and $`\omega _a,\omega _b,\mathrm{}`$ which evolve with time. In fact, $`A=A(\xi _a,\eta _a)`$ is a functional of trajectories of the microstates of the apparatus $`\xi _a=\omega _a()`$ and a quantum particle $`\eta _a=\lambda _a().`$ There are the initial conditions $`\omega _a(0)=\omega _a^0`$ and $`\lambda _a(0)=\lambda ^0.`$ Here $`\omega _a^0`$ is the microstate of $`a`$ and $`\lambda ^0`$ is the value of hidden variable for a quantum particle before interaction. In general we cannot assume that trajectories $`\xi _a`$ and $`\eta _a`$ evolve independently. The interaction between a particle and an apparatus induces the simultaneous evolution of $`\xi _a`$ and $`\eta _a.`$ Let us consider a series of experiments with correlated particles. For the apparatus $`a,`$ we have a series of two dimensional trajectories: $$x_{u_a}=(u_{a1},u_{a2},\mathrm{}.,u_{aN},\mathrm{}.),u_j=(\xi _{aj},\eta _{aj}),$$ (15) where $`u_{aj}(t)=(\omega _{aj}(t),\lambda _{aj}(t))`$ is a solution of the equation: $$\frac{du_{aj}}{dt}=𝒜_j(u_{aj}(t)),u(0)=(\omega _a^0,\lambda ^0).$$ In general the operator of evolution $`𝒜`$ depends on the trial $`j`$ (uncontrolled fluctuations of fields), $`𝒜=𝒜_j.`$ The corresponding series of two dimensional trajectories for the apparatus $`b`$ is denoted by the symbol $`x_{u_b}.`$ We again consider the problem of the existence of collectives. Here we have to be more careful with the choice of a label set. Suppose that all trajectories are continuous. Denote by the symbol $`C`$ the space of continuous trajectories endowed with the uniform norm. Denote by symbol $`(C)`$ the $`\sigma `$-field of Borel subsets of the metric space $`C.`$ In principle, we are interested in the statistical stabilization of frequencies $`\nu _N(uD\times E;x_{u_a})=n_N(uD\times E;x_{u_a})/N,`$ where sets $`D,E(C).`$ It is well known that in general there is no such a stabilization for all Borel sets even in the finite dimensional case. Thus sequence (15) need not be a collective with respect to the set of labels $$L=\{D\times E:D,E(C)\}.$$ The existence of the Kolmogorov probability distribution $`𝐩(\xi _aD,\eta _aE)`$ on the set of hidden parameters $`(\xi _a,\eta _a)`$ is an additional mathematical assumption. To continue our analysis, we suppose that $`x_{u_a}`$ is a collective with respect to some subfield $`_0(C)`$ of $`(C).`$ Thus $$𝐩(\xi _aD,\eta _aE)=\underset{N\mathrm{}}{lim}\nu _N(uD\times E;x_{u_a}),D,E_0(C).$$ Here the label set $$L_0=\{D\times E:D,E_0(C)\}.$$ In general $`𝐩`$ is not a Kolmogorov $`\sigma `$-additive measure, but only a finite additive measure. Standard derivations of Bell-type inequalities are blocked by the purely mathematical problem: integration with respect to finite-additive measures. To continue our analysis, we suppose that we could solve mathematical problems related to integration with respect to finite additive measures. However, the derivation would be again blocked, because collectives $`x_{\xi _a}`$ and $`x_{\eta _a}`$ consisting of trajectories $`\omega _a(t)`$ and $`\lambda _a(t),`$ respectively, are not independent. Dependence is generated in the process of evolution via the mixing by the evolution operator $`𝒜.`$ There is no factorization condition: $`𝐩(\xi _aD,\eta _aE;x_{u_a})=𝐩(\xi _aD;x_{\xi _a})𝐩(\eta _aE;x_{\eta _a})`$ even for $`D,E_0(C).`$ Despite all of these problems we continue our analysis. In principle collectives may be not combinable even with respect to the label set $`L_0\times L_0.`$ Nevertheless, suppose that in the EPR-Bell framework they are combinable. Hence there exists a finite additive measure $`𝐩(\xi _aD_1,\eta _aE_1,\xi _bD_2,\eta _bE_2).`$ Of course, the absence of $`\sigma `$-additivity is a mathematical problem. However, the main problem is that collectives $`x_{u_a}`$ and $`x_{u_b}`$ are not independent, because trajectories $`u_a`$ and $`u_b`$ are connected at the initial instant of time by the constraint: $`\lambda _a(0)=\lambda _b(0)=\lambda ^0.`$ In the present model collectives corresponding to different measurement apparatuses are always dependent. There is no factorization $$𝐩(\xi _aD_1,\eta _aE_1,\xi _bD_2,\eta _bE_2)=𝐩(\xi _aD_1,\eta _aE_1)𝐩(\xi _bD_2,\eta _bE_2).$$ In general there is no Bell’s inequality. REFERENCES 1. J. S. Bell, Rev. Mod. Phys., 38, 447 (1966). J. S. Bell, Speakable and unspeakable in quantum mechanics (Cambridge Univ. Press, Cambridge, 1987). 2. J. F. Clauser, M. A. Horne, A. Shimony and R. A. Holt, Phys. Rev. Letters, 23, 880 (1969); J. F. Clauser and A. Shimony, Rep. Progr. Phys., 41, 1881 (1978); A. Aspect, J. Dalibard and G. Roger, Phys. Rev. Lett., 49, 1804 (1982); A. Home and F. Selleri, Riv. Nuovo Cimento, 14, 1 (1991); H. P. Stapp, Phys. Rev., A 3, 1303 (1971); P. H. Eberhard, Il Nuovo Cimento, B 38, 75 (1977); Phys. Rev. Lett., 49, 1474 (1982); A. Peres, Am. J. of Physics, 46, 745 (1978); Found. Phys., 14, 1131 (1984); 16, 573 (1986); P. H. Eberhard, Il Nuovo Cimento, B 46, 392 (1978); J. Jarrett, Nous, 18, 569 (1984); M. Kupczynski, Phys. Lett., A 121, 205 (1987). 3. 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A tribute to Louis de Broglie on his 90th Birthday, Edited by S. Diner, D. Fargue, G. Lochak and F. Selleri, 47–55 (D. Reidel Publ. Company, Dordrecht,1970). 6. I. Pitowsky, Phys. Rev. Lett, 48, 1299 (1982); Phys. Rev. A 27, 2316 (1983); S.P. Gudder, J. Math Phys., 25, 2397 (1984); A. Fine, Phys. Rev. Lett., 48, 291 (1982); P. Rastal, Found. Phys., 13, 555 (1983); W. Muckenheim, Phys. Rep., 133, 338 (1986); W. De Baere, Lett. Nuovo Cimento, 39, 234 (1984); 40, 448 (1984). 7. A. Yu. Khrennikov, Dokl. Akad. Nauk SSSR, ser. Matem., 322, 1075 (1992); J. Math. Phys., 32, 932 (1991); Phys. Lett., A 200, 119 (1995); Physica, A 215, 577 (1995); Int. J. Theor. Phys., 34, 2423 (1995); J. Math. Phys., 36, 6625 (1995); A.Yu. Khrennikov, $`p`$-adic valued distributions in mathematical physics (Kluwer Academic, Dordrecht, 1994); A.Yu. Khrennikov, Non-Archimedean analysis: quantum paradoxes, dynamical systems and biological models (Kluwer Academic, Dordrecht, 1997). 8. A. Yu. Khrennikov, Bell and Kolmogorov: probability, reality and nonlocality. Reports of Växjö Univ., N. 13 (1999); A. Yu. Khrennikov, Interpretations of probability (VSP Int. Sc. Publ., Utrecht, 1999). 9. A. N. Kolmogorov, Grundbegriffe der Wahrscheinlichkeitsrechnung (Springer Verlag, Berlin, 1933); reprinted: Foundations of the Probability Theory (Chelsea Publ. Comp., New York, 1956). 10. R. von Mises, The mathematical theory of probability and statistics (Academic, London, 1964). 11. L. E. Ballentine, Rev. Mod. Phys., 42, 358 (1970). 12. D. Bohm and B. Hiley, The undivided universe: an ontological interpretation of quantum mechanics (Routledge and Kegan Paul, London, 1993).
warning/0006/hep-th0006244.html	ar5iv	text	# Contents ## 1 Introduction Quite a few years ago Witten showed how Donaldson theory finds a natural place in the context of quantum field theory . Formal developments soon uncovered the position of other theories in this pantheon (see e.g. for a review). After Seiberg and Witten solved the $`N=2`$ supersymmetric Yang-Mills theory in 4 dimensions the full force of quantum field theory techniques was brought to bear on various mathematical theories. Perhaps the most celebrated result is the (still to be fully established) equivalence of the 4-dimensional Seiberg-Witten monopole invariants and the Donaldson invariants. The purpose of this paper is to apply analogous reasoning to 3-dimensional supersymmetric gauge theories and their associated invariants. The relationship between the 4- and the 3-dimensional theories has been analysed in great detail in . We stay firmly in 3 dimensions. One of our motivations was to understand a theorem of Meng and Taubes from a physics point of view. Their theorem equates the Seiberg-Witten invariants of a 3-manifold $`M`$ with its Milnor torsion, providing $`b_1(M)1`$ . On the other hand it is known that the Casson invariant with the same homological constraint on $`M`$ is given in terms of the Alexander polynomial of $`M`$ . The relationship between Milnor torsion and the Alexander polynomial means that the Seiberg-Witten invariant equals the Casson invariant (for $`b_11`$). Why should this be so? Amongst other things we answer this question. We focus on $`N=4`$ supersymmetric Yang-Mills theories with gauge group $`G`$ and combine the following well known facts about these theories: 1. The Coulomb branch of any $`N=4`$ SYM theory in 3 dimensions is a (possibly singular) hyper-Kähler manifold . 2. Topologically twisting the low-energy description of this theory one obtains the perturbative Rozansky-Witten (or generalized Casson) invariants. 3. Topologically twisting the microscopic theory instead, one obtains a topological field theory with two topological charges, $`N_T=2`$, modelling the de Rham complex and formally calculating an Euler characteristic of some gauge theory moduli space . The two topological field theories, the one calculating the Euler characteristic and the other yielding perturbative invariants, arise on twists of the same physical theory albeit at different energy scales. Since the topological theory should not care what scale one is working at one immediately arrives at the equality of the two types of topological field theories. This is the same reasoning that one uses to establish that the Seiberg-Witten invariants on a 4-manifold are equivalent to the Donaldson polynomial invariants. The paradigm then is that the topological invariants that arise from twisting the original gauge theory match the topological invariants that arise on twisting the low energy effective theory. In 3 dimensions, this reasoning leads to non-trivial results even in the case that the gauge group of the microscopic theory is Abelian. Indeed, as we will see below, applying this reasoning to the $`N=4`$ $`U(1)`$ theory with $`N_f=1`$ hypermultiplet yields the equivalence of the 3-dimensional version of the Seiberg-Witten monopole invariants and the Casson (actually Casson-Lescop-Walker) invariant, not just for $`b_11`$ (this is part of the content of the Meng-Taubes theorem) but also for the (mathematically much more subtle) case $`b_1=0`$. But this is just the first in a whole hierarchy of observations one can deduce in this way. The crucial additional input is the fact that, denoting the hyper-Kähler manifold apapearing as the target space of the Rozanzky-Witten sigma model by $`X`$, $`dim_RX=4n`$, 1. there are only a finite number of independent perturbative<sup>1</sup><sup>1</sup>1In the following we refer to the Rozansky-Witten invariants as perturbative or finite type invariants. However, that the RW invariants are of finite type has not been rigorously established even though there is a lot of evidence in favour of this. All we really need is that there are a finite number of RW invariants at any order in perturbation theory and this is obviously true. invariants for each $`n`$. For example the number of independent perturbative invariants for $`n=1,2,3,4`$, are $`1,1,1,2`$. Combining these facts one realises that many (possibly infinitely many) different gauge theoretic moduli spaces have Euler characteristics which (as functions of the 3-manifold) are linearly dependent. The main mystery of the perturbative invariants is their relationship to data of the 3-manifold. The Rozansky-Witten viewpoint provides a resolution to this dilemma as it relates generalized Casson invariants to the perturbative invariants. The Casson invariants are tied to $`\pi _1(M)`$ and so the finite type invariants must also know about the fundamental group. However, our point of view is that the Rozansky-Witten approach offers a plethora of different moduli space interpretations of the finite type invariants. Ultimately, it may well be that the most interesting information is the relationship to the fundamental group of $`M`$. Nevertheless, the availability of the many different representations of the invariants offers computational power. One general conclusion is that it is worthwhile to try to simplify the situation as much as possible. The Seiberg-Witten invariants on a 4-manifold are analytically more tractable than the Donaldson invariants. Likewise, rather than studying the $`SU(n)`$ Casson invariants directly, it may well be profitable to look at the associated Abelian Seiberg-Witten equations. We take a preliminary look at such equations in section 3.2. There remains a mystery, however. Why do all the gauge theoretic moduli spaces lead to perturbative, presumably finite type, invariants? ## 2 The Casson, RW and SW Invariants In this section we make use of the identification of the various topological field theories to relate their associated topological invariants. We concentrate on those theories which have as their Coulomb branch moduli space some 4-dimensional hyper-Kähler space. Given a hyper-Kähler manifold $`X`$ of real dimension 4 the associated Rozansky-Witten invariant for a 3-manifold $`M`$ is, in the notation of , $$Z_X^{RW}[M]=𝐞(X)\lambda (M),$$ (2.1) where $`𝐞(X)`$ is the integral of the Euler class<sup>2</sup><sup>2</sup>2Note that for $`X`$ non-compact this is not necessarily the Euler characteristic. of $`X`$ and $`\lambda (M)`$ is the suitably normalised Casson-Lescop-Walker invariant , (which extends the Casson invariant, originally defined for integral homology spheres, to all 3-manifolds). By the discussion in the Introduction we learn that any $`N=4`$ theory with a 4-dimensional Coulomb branch yields (upon twisting) a topological invariant proportional to the Casson invariant. This includes gauge theories with group $`U(1)`$ and any number of charged hypermultiplets or the gauge group $`SU(2)`$ and any number of fundamental hypermultiplets. In the list of such theories one possibly also has examples with compact Coulomb branches, obtained via toroidal dimensional reduction . As the only perturbative invariant available is the Casson invariant, the Rozansky-Witten invariants associated to all of these theories are proportional to the Casson invariant. In turn this means that the wildly different moduli spaces associated with the gauge theories all have Euler characteristic proportional to the Casson invariant, the proportionality factor being $`𝐞(X)`$. For example the $`U(1)`$ gauge theory with one charged hypermultiplet, when twisted, yields the topological field theory corresponding to the 3-dimensional Seiberg-Witten equations. The pure $`SU(2)`$ theory yields the Casson invariant , while the $`SU(2)`$ theory with one hypermultiplet is the topological field theory for the $`SU(2)`$ Seiberg-Witten monopole moduli space. We take a look at all of these spaces next. ### 2.1 The Casson and the RW Invariants The starting physical theory is the pure $`N=4`$ supersymmetric $`SU(2)`$ gauge theory. It has been argued that this theory, when twisted, calculates the Casson invariant (this essentially goes back to Taubes’ gauge theoretic interpretation of the Casson invariant which was given a topological field theory interpretation in subsequently elaborated upon in ). On the other hand the low energy effective theory has as its moduli space the Atiyah-Hitchin manifold $`X_{AH}`$ , which is the $`SU(2)`$ 2-monopole moduli space. It is known that $$𝐞(X_{AH})=1,$$ (2.2) and so the Rozansky-Witten (2.1) invariant in this case really is equal to the Casson invariant, as it should be! ### 2.2 The Seiberg-Witten and the RW Invariants Consider a $`N=4`$, $`U(1)`$, supersymmetric gauge theory with $`N_f=1`$ hypermultiplets. Seiberg and Witten have shown that the moduli space is the Taub-Nut hyper-Kähler manifold $`X_{TN}`$ . If we now twist this theory we obtain a supersymmetric sigma model with target space $`X_{TN}`$. The integral of the Euler class of the Taub-Nut is $$\mathrm{e}(X_{TN})=1.$$ (2.3) The Rozansky-Witten invariant is therefore once more equal to the Casson invariant. On the other hand, as we will now see, the topological invariant associated with the microscopic theory counts solutions to the 3-dimensional Abelian Seiberg-Witten monopole equations. The gauge theory setting is that of $`N=4`$ supersymmetric Yang-Mills theory with gauge group $`U(1)`$ equipped with a charged hypermultiplet. The $`N=4`$ theory is most usefully regarded as the dimensional reduction of the six-dimensional $`N=1`$ theory to 3 dimensions. This exhibits the R-symmetry group $`SU(2)_R\times SU(2)_N`$ of the 3-dimensional theory, $`SU(2)_R`$ being the R-symmetry group of the six-dimensional theory and $`SU(2)_N`$ the rotation group in the ‘internal’ 3 dimensions. The fields in the charged hypermultiplet transform as $$\mathrm{B}osons:(2,1,1)^\pm ,\mathrm{F}ermions:(1,2,2)^\pm ,$$ (2.4) under $`SU(2)_R\times SU(2)_N\times SU(2)_E\times U(1)`$ where $`SU(2)_E`$ is the space-time Lorentz group (for a more careful discussion of R-symmetry groups in the Euclidean versus Lorentzian theories and their twists see \- we will not have to worry about these issues here). Now what theory do we have if we twist the model directly without passing to the low energy theory? Twisting in this case means that we consider the diagonal, $`SU(2)_E^{}`$ of $`SU(2)_R\times SU(2)_E`$ to be the new Lorentz group. From (2.4) we see that after twisting the field content transforms as $$\mathrm{B}osons:(1,2)^\pm ,\mathrm{F}ermions:(2,2)^\pm ,$$ (2.5) under $`SU(2)_N\times SU(2)_E^{}\times U(1)`$. This, together with the twisted vector multiplet, is precisely the field content of the topological theory corresponding to the 3-dimensional Seiberg-Witten equations and twisting the supersymmetric action leads us directly to the action for the topological theory . Denoting the gauge field by $`A`$, its field strength by $`F`$, and the (commuting) spinor field arising from the twisted hypermultiplet by $`M`$, the 3-dimensional SW equations are $`F_{\mu \nu }`$ $`=`$ $`\frac{i}{2}\overline{M}\sigma _{\mu \nu }M`$ (2.6) $`D\text{/}(A)M`$ $`=`$ $`0.`$ (2.7) (We will occasionally write the first equation more compactly as $`F_A=\overline{M}\gamma M`$.) In this way we have established that the physics of $`N=4`$ gauge theories in 3 dimensions predicts $$SW(M)=\lambda (M).$$ (2.8) ### 2.3 Evidence in Favour of SW = Casson There is abundant evidence in the mathematics literature that supports this claim. Meng and Taubes have shown that for $`b_1(M)1`$ $$\underset{¯}{\mathrm{S}W}(M,t_i)=\tau (M,t_i)$$ (2.9) where $`\tau (M,t_i)`$ is the Milnor torsion of $`M`$ while the SW series $`\underset{¯}{\mathrm{S}W}(M,t_i)`$ of $`M`$ is defined e.g. in . As a special case, the only one we will actually need, we have $$\mathrm{S}W(M)=\tau (M,1),$$ (2.10) where $`\mathrm{S}W(M)=\underset{¯}{\mathrm{S}W}(M,t_i=1)`$ and $`\tau (M,1)=\tau (M,t_i=1)`$. For $`b_1(M)>1`$ one has $$\tau (M,t_i)=\mathrm{\Delta }_M(t_i),$$ (2.11) where $`\mathrm{\Delta }_M(t_i)`$ is the Alexander polynomial of $`M`$, symmetrized in $`t`$ and $`t^1`$. Lescop has shown for $`b_1(M)>1`$ that $`\lambda (M)=\mathrm{\Delta }_M(t_i=1)`$. Consequently, for $`M`$ such that $`b_1(M)>1`$ $$\mathrm{S}W(M)=\lambda (M).$$ (2.12) For $`b_1(M)=1`$ the relationship between the Milnor Torsion and the Alexander polynomial is $$\tau (M,t)=\frac{t\mathrm{\Delta }_M(t)}{(1t)^2}.$$ (2.13) The right hand side expanded about $`t=1`$, $$\frac{t}{(1t)^2}\mathrm{\Delta }_M(1)+\frac{t}{2}\mathrm{\Delta }_M^{(2)}(1)+\mathrm{}$$ (2.14) is singular as $`t1`$ and so must be suitably interpreted. Note that $$\frac{1}{(1t)^2}=\frac{d}{dt}\frac{1}{(1t)}=\frac{d}{dt}\underset{n=0}{\overset{\mathrm{}}{}}t^n=\underset{n=1}{\overset{\mathrm{}}{}}nt^{n1}$$ (2.15) which, as $`t1`$, goes over to $$\underset{s1}{lim}\underset{n}{}n^s=\zeta (1)=\frac{1}{12}.$$ (2.16) The regularised form of the limit is then $$\tau (M,1)=\frac{1}{12}\mathrm{\Delta }_M(1)+\frac{1}{2}\mathrm{\Delta }_M^{(2)}(1),$$ (2.17) which agrees, once more, with the result found by Lescop for the Casson invariant. The most important case is when $`b_1(M)=0`$, i.e. when $`M`$ is a rational homology 3-sphere. It has been shown that for integral homology spheres the SW invariant equals the Casson invariant . This is conjectured to be the case also for rational homology spheres and there is considerable evidence for this . Actually there is a subtlety here. The Seiberg-Witten equations are defined with some perturbation. For $`M`$ a rational homology sphere one deforms the equations to $$F_A=\overline{M}\gamma M+d\nu $$ (2.18) where $`\nu `$ is a 1-form on $`M`$. With this choice of perturbation there is a choice of metric such that the reducible solution set $`(A,M)=(\nu ,0)`$ is isolated from the irreducible solutions (which themselves form a finite set). The problem is that this split is not so clean. As one varies the metric and the perturbation, some of the irreducible points may collide with the reducible solution, or some irreducible points may bubble off from the reducible solution. This means that the count of the signed sum of the irreducible points is not an invariant. On the other hand the ‘total’ path integral is formally metric and perturbation invariant. The problem seems to have arisen because we have ‘excised’ the reducible. So the path integral may well be defined to count the reducible point (in some fashion, depending on the metric and on the perturbation) together with a signed sum of the irreducible points. The usual BRST argument suggests that one can change the metric and perturbation at will, providing the solution set remains finite. In this case extra solutions to the Dirac equation may appear at the reducible as one varies the parameters and a correction term is required to compensate the dissapearance of solutions away from the reducible. There is a choice for the contribution of the reducible connection in terms of $`\eta `$-invariants (see e.g. ), $$\frac{1}{2}\eta (D\text{/}_\nu )+\frac{1}{8}\eta (dd)$$ (2.19) which is known to ensure that the total contribution yields the Casson invariant for integral homology 3-spheres. The same contribution is conjectured to be correct for rational homology 3-spheres as well and there is some evidence to support this . Note incidentally that for rational homology spheres admitting a metric of positive scalar curvature (e.g. Lens spaces) the above correction term is the only contribution to the SW invariants as there are no non-trivial solutions to the SW monopole equations in this case. It is interesting to note that the Rozansky-Witten invariant is affected by an analogous ‘correction’ term. In this case the ambiguity amounts to a choice of 2-framing of $`M`$. That choice must be fixed for the invariant to coincide with $`\lambda (M)`$. ### 2.4 The SU(2) Theory with Hypermultiplets Seiberg and Witten also studied the $`SU(2)`$ supersymmetric theory with $`N_f`$ hypermultiplets in the fundamental representation . The Coulomb branch moduli space depends on $`N_f`$. They give quite a complete description of the spaces involved: 1. For $`N_f=1`$ the space is $`\stackrel{~}{X}_{AH}`$, the double cover of $`X_{AH}`$. 2. For $`N_f=2`$ the space is topologically and metrically $`\left(R^3\times S^1\right)/Z_2`$. 3. For $`N_f>2`$ they are ALE spaces with a $`D_{N_f}`$ singularity, $`C^2/\mathrm{\Gamma }_{N_f2}`$. For $`N_f2`$ one should perhaps resolve the singularities and this can be achieved by adding bare mass terms to the hypermultiplets. The corresponding Rozansky-Witten invariants are 1. $`N_f=1`$: $`2\lambda (M)`$ . 2. $`N_f=2`$: $`0`$ . 3. $`N_f>2`$: $`\left(2N_f1\frac{1}{4(N_f2)}\right)\lambda (M)`$. We now need to see what moduli space one gets on the gauge theory side. The reader will not be too surprised to learn that the moduli space of the topological gauge theory is that of non-Abelian monopoles. Non-Abelian monopole equations have been studied in 4 dimensions and one may just as well consider them in 3 dimensions. Let $`𝒮`$ denote the spin bundle and $`E_i`$ be complex vector bundles associated to a principal $`G`$-bundle via the representations $`R_i`$. Let $`M_i`$ be sections of $`𝒮E_i`$. The monopole equations are $$F_A^a=\underset{i=1}{\overset{N_f}{}}\overline{M}_i\gamma T_i^aM_i,D\text{/}_AM_i=0,$$ (2.20) where $`T_i^a`$ are the generators of the Lie algebra of $`G`$ in the representation $`R_i`$. $`G=SU(2)`$, $`\mathrm{r}ank(E)=2`$ and $`N_f=1`$ is the case most studied in 4 dimensions. The situation with bare mass terms for the hypermultiplet included has also been considered in that context. The claim now is that the Euler characteristic of the non-Abelian $`SU(2)`$ monopole equations (2.20) (suitably perturbed) equals the multiple of the Casson invariant listed above. ## 3 Higher Rank Seiberg-Witten Invariants We have, so far, only concentrated on theories which are proportional to the usual Casson invariant or, equivalently, to those which have a 4-dimensional Coulomb branch moduli space. Considering a group of larger rank or adding matter content in other representations (for example the adjoint representation) leads to a higher dimensional hyper-Kähler space. From the Rozansky-Witten side this means that the invariant being probed is a higher order RW invariant. In order to see the higher order RW invariants certain integrals of products of the Riemann curvature tensor on the hyper-Kähler space must be non-zero. Roughly one has a dependence of the type (see equation (10.17) in ) $$\lambda _X^k(M)=B_i(X)\lambda _i^k(M)+\mathrm{},$$ (3.1) where $`\lambda _i^k(M)`$ is the 3-manifold dependence of the $`i`$-th RW invariant of order $`k`$, $`B_i(X)`$ is the dependence on the hyper-Kähler manifold (it also depends on $`b_1(M)`$) and the ellipses denote dependence on products of lower order RW invariants. For $`b_1(M)>1`$ one only needs $`𝐞(X)0`$ $$\lambda _X^k(M)=𝐞(X)\left(\lambda (M)\right)^k$$ (3.2) and the ellipses in (3.1) are zero. For $`b_1(M)=1`$ one finds that the invariant is $$\lambda _X^k(M)=_X\widehat{𝐀}(X)\underset{i=1}{\overset{n}{}}\mathrm{\Delta }_M(e^{x_i}),$$ (3.3) where the $`x_i`$ are the eigenvalues of the curvature 2-form of the holomorphic tangent bundle. Expanding the $`\widehat{𝐀}`$-genus and $`\mathrm{\Delta }_M`$ in terms of the $`x_i`$ and keeping only the top-form components, one finds an expression of the form (3.1). The dependence on the 3-manifold is through classical invariants and the dependence on the hyper-Kähler manifold is through characteristic classes. The case of $`b_1(M)=0`$ is quite different. The dependence on the hyper-Kähler manifold is not just through characteristic classes of the holomorphic tangent bundle but has a rather more subtle dependence on the curvature tensor . Also the dependence on the 3-manifold is not through classical invariants, which is just as well as otherwise there would be nothing new here. The upshot is that one will have to make judicious choices of the content of the gauge theory to ‘see’ the higher order invariants. It is believed that the pure $`SU(n)`$, $`N=4`$ theories have Coulomb branches which probe some of these invariants. Incidentally these observations in a sense go both ways. If, for some reason, the 3-manifold invariants in question are known, then one can use the above reasoning to obtain some information on the curvature integrals $`B_i(X)`$ of hyper-Kähler manifolds instead. For example, ‘higher knowledge’ from 4-dimensions suggests (at least for large enough $`b_1(M)`$) that the Casson invariant should equal the invariant that one obtains from the dimensional reduction of the theory describing the 4-dimensional Seiberg-Witten equations. The reduced theory is that for the 3-dimensional Seiberg-Witten equations. We would deduce, therefore, that $`𝐞(X_{TN})=1`$. That the reduced invariants come out right has been shown by Mariño and Moore . Similarly the reduction of the Donaldson theory itself must yield the Casson invariant and so we find $`𝐞(X_{AH})=1`$. Happily both ‘predictions’ hold and the circle of ideas could have led us to predict that $`𝐞(X_{TN})=𝐞(X_{AH})`$. Perhaps reasoning of this type in other settings, in particular for $`b_1(M)1`$ where the RW invariants are classical 3-manifold invariants, could be used to garner information about curvature integrals on other hyper-Kähler manifolds. ### 3.1 $`b_1(M)1`$ and Implications of the Theorem of Meng and Taubes We start by exploring the higher order RW invariants for 3-manifolds with $`b_1(M)1`$. We can rewrite the Rozansky-Witten expression for any $`M`$ with $`b_1(M)1`$ in the following compact form $$_X\underset{i=1}{\overset{n}{}}x_i^2\tau (M,e^{x_i}).$$ (3.4) This makes sense: for $`b_1(M)2`$, the relationship between the Milnor torsion and the Alexander polynomial (2.11) and the fact that $`\mathrm{\Delta }(M,t_j)`$ is regular as the $`t_j1`$ guarantees that (3.4) becomes (3.2), while for $`b_1(M)=1`$ one makes use of (2.13) to show that (3.4) becomes (3.3). Let us now consider some $`N=4`$ gauge theory and the topological twist of this microscopic theory. We can refer to all of the equations that one arrives at on the topological gauge theory side as generalized Seiberg-Witten equations. This includes equations that may not involve any matter fields at all (as for the Casson invariant and its generalizations). Let $`SW^G`$ denote the invariant obtained from the generalized Seiberg-Witten equations (formally, as mentioned before, this is the signed sum of Euler characteristics of the solution space). Now consider the low-energy description of this theory, in terms of a supersymmetric sigma model with target space the hyper-Kähler Coulomb branch $`X`$. Equating the generalized SW invariant and the RW invariant we thus arrive at the Conjecture: For a connected, compact, closed oriented 3-manifold, M, with $`b_1(M)1`$, the generalized Seiberg-Witten invariant is $$\mathrm{S}W^G(M)=_X\underset{i=1}{\overset{n}{}}x_i^2\tau (M,e^{x_i}).$$ (3.5) Put another way: The generalized Seiberg-Witten invariants are given entirely in terms of Milnor Torsion. But by the Meng-Taubes theorem this means that they are determined by the Abelian SW invariant SW(t). Consequently, it appears that neither the generalised SW nor the Casson type invariants shed new light on 3-manifolds with $`b_11`$. ### 3.2 $`b_1(M)=0`$ and Abelian Higher Rank Seiberg-Witten Invariants We have seen above that the only real case of interest for the types of invariants we have been considering is the notoriously subtle case of rational homology spheres, $`b_1(M)=0`$. Since there is only one new perturbative invariant for $`n=2`$ (and also for $`n=3`$) all theories with an 8 (12) dimensional Coulomb branch yield essentially the same invariant (ignoring lower order invariants). The 3 (4) -monopole $`SU(2)`$ moduli space is believed to correspond to the $`SU(3)`$ ($`SU(4)`$) Casson invariant. However, Abelian theories are usually easier to get a handle on than non-Abelian ones. It is thus reasonable to try to probe the higher order Rozansky-Witten invariants for rational homology spheres with $`N=4`$ $`U(1)^r`$ gauge theories coupled to various charged hypermultiplets. We will simply refer to the gauge theoretic equations that the topological field theory leads to as Abelian Seiberg-Witten equations. To lead to ‘useful’ generalizations of the standard SW equations, these theories should satisfy the following three conditions: 1. First of all, the resulting SW equations should not be equivalent to a set of $`r`$ decoupled ordinary SW equations, as in that case one would only probe the already well known term $`𝐞(X)\lambda (M)^r`$ in the expansion of the RW invariant. 2. Alternatively and equivalently, the matter content will have to be chosen appropriately to ensure that the Coulomb branch moduli space has a metric with some of the $`B_i(X)`$ (3.1) other than $`𝐞(X)`$ non-zero. 3. Finally, in order to have a well defined counting problem on the SW side, one would like the moduli space to be compact. In practice this can be established most readily if an analogue of the Weitzenböck argument of can be used to bound the norm of the spinors and the gauge field strenghts in terms of the scalar curvature of the 3-manifold. This, together with an argument about reducible solutions, is sufficient to establish compactness of the moduli space. One Abelian Seiberg-Witten system that might be of interest is that obtained from the twist of the $`N=4`$ supersymmetric $`U(1)^r`$ theory with $`r`$, appropriately charged, massless hypermultiplets studied e.g. in . The Coulomb branch of these theories is a multi-dimensional version of the Taub-NUT metric first obtained in as a particular $`SU(r+2)`$ monopole moduli space. The corresponding SW equations are special cases of a more general system of equations for gauge group $`U(1)^r`$ coupled to $`r`$ charged hypermultiplets. These equations are, with $`i,j=1,\mathrm{},r`$, $`F_{\mu \nu }^i`$ $`=`$ $`\frac{i}{2}{\displaystyle \underset{j}{}}\left(\overline{M}_j\sigma _{\mu \nu }M_j\right)E_{ji}`$ (3.6) $`D\text{/}({\displaystyle \underset{j}{}}E_{ij}A_j)M_i`$ $`=`$ $`0(\mathrm{n}osumoveri)`$ (3.7) where the $`E_{ij}`$ are the $`j`$-th charges of the $`i`$-th monopole. Under suitable conditions on the charge matrix $`E_{ij}`$ it is possible to establish bounds on the norms of the $`M_i`$ and $`F`$ using the Weitzenböck arguments of . For example, for $`r=2`$ we find that a sufficient condition is $$\text{det}E0.$$ (3.8) Moreover, it is still true that there are no non-trivial solutions to the equations if $`M`$ admits a metric with scalar curvature $`R>0`$, just as for the $`U(1)`$ SW equations. To establish that these equations are not equivalent to a pair of uncoupled SW equations, and hence really probe the higher order RW invariants, it is e.g. sufficient to show that the integral of $`\text{Tr}R_X^4`$, $`R_X`$ the Riemann curvature two-form of the Coulomb branch moduli space $`X`$, is non-zero. We will describe these and other aspects of the problem in . #### Acknowledgements We are grateful to M.S. Narasimhan for discussions. This work was supported in part by the EC under the TMR contract ERBFMRX-CT96-0090.
warning/0006/astro-ph0006233.html	ar5iv	text	# Sub–mm and X–ray background: two unrelated phenomena? ## 1 Introduction Active Galactic Nuclei (AGNs) are thought to produce most of the X-ray background (XRB) in the 1–100 keV energy range. Deep ROSAT observations resolved 80$`\%`$ of the XRB around 1 keV into discrete sources (Hasinger et al. Has (1998)), most of which were identified with low absorption type 1 AGNs (Schmidt et al. Sch (1998)). However, the energy density of the XRB has a maximum around 30 keV, where type 1 AGNs cannot give a dominant contribution due to their relatively soft spectra. Following the original suggestion of Setti & Woltjer (Set:Wol (1989)), the hard XRB is commonly explained with the superposed emission of a large population of highly obscured, type 2 AGNs (eg. Comastri et al. Com (1995)). Recently, deep Chandra observations in the 2–10 keV range, down to a limiting flux of $`2.5\times 10^{15}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2`$ (Mushotzky et al. 2000, hereafter M00), resolved 75% of the XRB in this spectral range if the background measured by BeppoSAX is adopted, or an even larger fraction if previous background estimates are used (Vecchi et al. 1999 and references therein). So far, optical identifications have been biased in favour of optically bright sources, i.e. broad line unobscured QSOs and Seyfert 1 galaxies, however some of the counterparts do show indications of obscured AGNs \[M00, Fiore et al. 2000a, Brandt et al. 2000, Fabian et al. 2000 (hereafter F00), Hornschemeier et al. 2000 (hereafter H00)\]. If obscured AGNs are actually the major contributors to the hard X-ray background, a large fraction of their optical-UV energy must be re-radiated at longer wavelengths, from the near to the far infrared and submillimeter (sub-mm) regions, as confirmed by the observations of nearby heavily absorbed AGNs (eg. Vignati et al. Vig (1999)). The shape of the infrared spectrum of such sources is uncertain, but the integrated luminosity can be estimated from the X-ray luminosity. One finds that, if the reprocessing material were sufficiently cold, the absorbed AGNs could contribute a substantial fraction (20–50%) of the submillimeter background (Almaini et al. 1999). However, the nature of the energy source in powerful IR and sub-mm galaxies is still matter of debate. Recent ISO results suggest that most of them are powered by vigorous star formation (eg. Genzel et al. 1998, Lutz et al. 1998). If starbursts were the dominant contributors to the high-z SCUBA sources, which make most of the sub-mm background (Blain et al. 2000, Barger et al. 1999a, hereafter B99), this would have important implications on the star formation history of the Universe. On the other hand, several of the high-z SCUBA sources appear to host an AGN, but it is not clear to what extent the latter contributes to their sub-mm flux (Ivison et al. 1999). Constraints on the hard X-ray emission of the SCUBA sources should help to tackle this issue. With the aim of investigating the relation between the sub-mm and the 2–10 keV hard X-ray backgrounds we have started an observing program with SCUBA, the Sub-mm Common User Bolometer Array (Holland et al. Hol (1999)) at the James Clark Maxwell Telescope (JCMT), of a subsample of the sources detected by BeppoSAX in the HELLAS survey. This survey has resolved about $`30\%`$ of the 5–10 keV background into discrete sources at a flux limit of $``$ 5$`\times `$10<sup>-14</sup> erg cm<sup>-2</sup> s<sup>-1</sup> (Fiore et al. 1999, 2000b). Here we present preliminary results coming from these observations, and combine these with 2–10 keV and sub-mm data of other fields. In particular, we also include in this study the results from F00 on the cross correlation of Chandra and SCUBA data of two lensing clusters, the cross correlation performed by us of the deeper Chandra observation of SSA13 (M00) with SCUBA data of a sub-area (B99), and the results of the Chandra and SCUBA observations on the HDF North reported by H00, with some additional correlations in the same field performed by us. ## 2 Observations and Data Reduction The objects included in our program are a subsample of the optically identified HELLAS sources. Higher priority was given to sources showing evidence for absorption either in the X rays or in the optical. Relevant information on their X-ray and optical properties are listed in Table 1. In the case of SAXJ2302+0856 there is some ambiguity in the identification of the counterpart, since another Emission Line galaxy pair is present in the BeppoSAX errorbox. However, a ROSAT PSPC counterpart (which is most likely associated with the hard X-ray source) is closer to the source observed with SCUBA, suggesting that more than half of the X-ray emission comes from the latter. The observations were made in standard point-source photometry mode at 450 and 850 $`\mu `$m, and the data were reduced with the Starlink SURF software (Jenness & Lightfoot Jen:Lig (1998)). For each object more than one photometric observation was carried out. Each observation was first reduced by subtracting the measurements in the reference beam from those in the signal beam, rejecting obvious spikes. It was then flatfielded and corrected for atmospheric opacity. For this purpose skydips were taken regularly to determine the sky opacity before and after the target observation. Residual sky background emission was removed using the median of the different rings of bolometers as a background estimate. With the extinction corrected and sky subtracted data we produced a final signal for each observation and then for each source we concatenated together the individual observations producing a final coadded data set. Two sources (SAXJ0045.7-25 and SAXJ2302+08) were observed on two different nights, with a very low and stable opacity. The remaining two were observed on one night only, and one of them (SAXJ1117+40) suffered from bad opacity conditions. A primary calibrator (Uranus) was used in the August run, yielding a 10% accuracy, while a secondary calibrator (OH231.8) was used in January, yielding a calibration uncertainty of 20%. ## 3 Results and cross-correlation of other surveys None of the four HELLAS sources in our subsample was detected. Table 2 gives the upper limits at 2$`\sigma `$ along with other relevant information on the observations. In order to put these results into perspective, we follow F00 and compute a submillimeter–to–X-ray index $`\alpha _{SX}`$ ($`\mathrm{F}_\nu \nu ^\alpha `$), using the observer-frame flux densities at 850 $`\mu `$m and 5 keV. The flux densities at 5 keV have been derived from the observed 5–10 keV fluxes and spectral indices. In Fig. 1, which gives $`\alpha _{SX}`$ as a function of redshift, our results are represented by filled squares (note that in Fig. 1 the Y-axis is inverted with respect to F00, this is to avoid misunderstanding when discussing upper and lower limits). The open squares are the sources of F00, modified in accordance with the energy band used here, which were detected either at 850$`\mu `$m by SCUBA or in the 2–10 keV band by Chandra. We have also cross-correlated the deep hard X-ray survey of the Hawaii Field SSA13, carried out by M00 with Chandra, with the deep ($`\sigma =0.61.0`$ mJy) small-area and, respectively, shallow ($`\sigma =1.52.5`$ mJy) wide-area SCUBA maps centered on the same field obtained by B99 at 850 $`\mu `$m. Three of the hard X-ray sources detected by M00 lie in the deep SCUBA area (# 15, 18 and 21 in M00)<sup>1</sup><sup>1</sup>1The upper limits on $`\alpha _{SX}`$ from the M00 hard-X sources in the wide SCUBA field could not be derived because of insufficient information on the area covered by the latter.. Only one (#15) out of these three sources has a counterpart at 850 $`\mu `$m: it has not been spectroscopically identified, but its colours match those of a young galaxy at z$``$1.9, with significant probability at z$``$2.6–2.8 as well. This is also consistent with the HST optical image (fuzzy and possibly interacting). Object #15 is indicated with a filled circle in Fig. 1; a horizontal dotted bar shows its redshift uncertainty. At this redshift, the observed flux implies a luminosity of $`L_{210keV}12\times 10^{44}`$ erg s<sup>-1</sup> (or intrinsically higher if absorbed)<sup>2</sup><sup>2</sup>2We assume $`\mathrm{H}_0=50`$ and $`\mathrm{q}_0=0.5`$., which is not extreme, but in the QSO range. Although no information is available on its X-ray spectral slope, the optical to near-IR properties (see above) and, as we will see, the $`\alpha _{SX}`$ suggest that this is a type 2 QSO. Out of the other two hard X-ray sources in the deep SCUBA area, one (# 21) is spectroscopically identified with a QSO at z$`=`$1.3 and for the other (# 18) we derive a photometric redshift z$`=`$1.9-2.0 (upper limits with filled circle in Fig. 1). On the other hand, none of the 9 SCUBA sources (but the one discussed above) detected by B99, both in the deep and shallow survey areas, has a Chandra counterpart, giving lower limits on their $`\alpha _{SX}`$. Since for none of these sources the redshift is known, the spread of the lower limits on $`\alpha _{SX}`$ is shown with two yellow shaded areas on Fig. 1 (the thin red solid lines give the mean of the lower limits). Finally, we also report in Fig. 1 the lower limits on $`\alpha _{SX}`$ for the 10 SCUBA 850$`\mu `$m sources which were undetected by Chandra in the HDFN by H00 (open circles). We also derived the upper limits on $`\alpha _{SX}`$ for the two sources detected by Chandra in the 2–10 keV band in the HDFN (down to a limiting flux of $`10^{15}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2`$), but undetected at 850$`\mu `$m: one of these is an AGN at z=0.960 and the other is an extremely red object whose photometric redshift is estimated to be z=2.6–2.7 and suspected to host a heavily obscured AGN. It should be noted that the Chandra observation of the HDFN is deeper than that presented by M00. The behaviour of the source counts down to such faint fluxes is not known yet. If we extrapolate the M00 logN–logS slope to $`10^{15}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2`$, we estimate that at this limiting flux about 85% of the 2–10 keV XRB should be resolved if the background value given in Vecchi et al. (1999) is adopted; using previous background values would result in a still higher resolved fraction. ## 4 Comparison with AGN and starburst templates In Fig. 1 we also show the values of $`\alpha _{SX}`$ as a function of redshift for various classes of objects. Type 1 unobscured AGNs. NCG 4593 has been chosen as a typical Seyfert 1 galaxy (data from Bicay et al. Bic (1995) and George et al. Geo (1998)). Two optically selected PG quasars (PG1613+658 and PG2130+09) have been taken as typical radio-quiet quasars (data from Lawson & Turner Law:Tur (1997), Haas et al. Haa (2000) and Elvis et al. Elv (1994)). They are nearby sources (z=0.12 and 0.06 respectively) with hard X-ray luminosities<sup>2</sup> of L<sub>2-10keV</sub>=5$`\times `$10<sup>44</sup> and L<sub>2-10keV</sub>=8$`\times `$10<sup>43</sup> erg s<sup>-1</sup>. Four quasars at $`z>4`$ (stars) are shown for comparison with the PG quasar predictions (data from McMahon et al. McM (1999) and Kaspi et al. Kas (2000)). Type 2 obscured AGNs. NCG1068 is the archetype object for the class of Seyfert 2 galaxies as a whole and at the same time for the Compton thick subclass. In this object the hard X rays are due to reflection from both a cold and a warm mirror (Matt et al. Mat (1997)). SCUBA maps at 850 $`\mu `$m and at 450$`\mu `$m of NGC1068 were obtained by Papadopoulos & Seaquist (Pap:Sea (1999)) and show a nuclear component associated to the AGN and a circumnuclear component associated to the starforming activity, which probably accounts for $``$2/3 of the sub-mm emission. The $`\alpha _{SX}`$ of NGC1068 is shown in Fig. 1; for this object, we also show the $`\alpha _{SX}`$ relative to the nuclear component alone (i.e. excluding the sub-mm flux of the circumnuclear starburst). We also show the locus of the Circinus<sup>3</sup><sup>3</sup>3Sub-mm and far-IR data are from Siebenmorgen et al. (Sie (1997)). galaxy, a Seyfert 2 object characterized by a reflection-dominated spectrum in the 2-10 keV range and by a transmitted component above 10 keV (N$`{}_{H}{}^{}=5\times 10^{24}`$ cm<sup>-2</sup>, Matt et al. Mat1 (1999)). We further show the expected $`\alpha _{SX}`$ in the case that the absorbing column density were an order of magnitude lower than observed, namely $`5\times 10^{23}`$ cm<sup>-2</sup>. Starbursts. As an example of a powerful starburst galaxy, we plot Arp 220 (data from Rigopoulou et al. Rig (1996) and Iwasawa Iwa (1999)). ## 5 Discussion The thick upper horizontal segment in Fig. 1 gives the $`\alpha _{SX}`$ of the cosmic background, under the assumption that most of the flux in both spectral windows comes from redshifts between 1 and 2 (in analogy with the soft XRB). The lower thick solid line gives the $`\alpha _{SX}`$ of sources which would contribute 100% of the 2–10 keV XRB and only 10% of the sub-mm background<sup>4</sup><sup>4</sup>4$`\mathrm{\Delta }\mathrm{log}(\mathrm{F}_{850\mu \mathrm{m}}/\mathrm{F}_{5\mathrm{k}\mathrm{e}\mathrm{V}})=6.53\mathrm{\Delta }\alpha _{\mathrm{SX}}`$.. The location of the $`\alpha _{SX}`$ of the various objects in Fig. 1 with respect to these values constrains the fraction of either background contributed by the dominant sources of the other background, under the assumption that the objects discussed in this paper are indeed representative of the dominant contributors to the XRB and the sub-mm background, respectively. Constraints from the bright hard X-ray sources. In Fig. 1 dark blue symbols indicate X-ray sources brighter than $`5\times 10^{14}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2`$ in the 2–10 keV band. At this limiting flux about 30% of the 2–10 keV background is resolved (Ueda et al. 1999, M00, Fiore et al. 2000b). The subsample includes all of the HELLAS sources<sup>5</sup><sup>5</sup>5The 5–10 keV fluxes of the HELLAS sources were converted into 2–10 keV fluxes by means of the observed X-ray slope., and one of the sources in F00, whose de-lensed flux is still in the “bright” range. It should be noted that these sources are not biased in favour of low absorption, due to the selection criterion discussed in Sect. 2; in particular the source taken from F00 is most likely an absorbed AGN, as inferred from the X-ray and optical data (see F00 for details). Nonetheless, the $`\alpha _{SX}`$ upper limits of such “bright” sources are inconsistent with the values expected for heavily absorbed AGNs. Instead, they are consistent with the templates of type 1 or, at most, moderately absorbed AGNs (N$`{}_{H}{}^{}<5\times 10^{23}`$ cm<sup>-2</sup>). The $`\alpha _{SX}`$ upper limits, when compared to the index of the background (Fig. 1), show that the sources are underluminous in the sub-mm by more than two orders of magnitude, if normalized in the X rays. On a most conservative approach, even the extrapolation of the $`\alpha _{SX}`$ upper limits to a redshift of $`2`$ with a Compton-thin template falls short of the required sub-mm luminosity by a factor of $`50`$. Since the hard X-ray sources brighter than $`5\times 10^{14}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2`$ in the 2-10 keV band make only 30% of the corresponding background, we estimate that they contribute less than 0.3/50 = 0.6% of the sub-mm background. This result is plagued by the limited statistics, on the one hand; on the other hand, our estimate is very conservative both in the use of upper limits and in the extrapolation to high redshifts. Constraints from the faint hard X-ray sources. At the limiting flux of $`2.5\times 10^{15}\mathrm{erg}\mathrm{cm}^2`$ achieved by M00 at least 75% of the 2–10 keV background is resolved. Our sample also includes the fainter sources observed by H00 in the HDFN, at a limiting flux of about $`10^{15}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2`$. As discussed in Sect. 3, at such low fluxes the resolved fraction of the 2–10 keV background is probably larger than 85%. However, we will conservatively assume 75% even after inclusion of the HDFN results. Light blue symbols in Fig. 1 indicate hard X-ray objects whose 2–10 keV flux is in the range $`5\times 10^{14}>\mathrm{F}_{210\mathrm{k}\mathrm{e}\mathrm{V}}>10^{15}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2`$. As mentioned above, only one out of these six sources, all observed by SCUBA down to a limiting flux of $`1`$ mJy, was detected at 850$`\mu `$m. Its $`\alpha _{SX}`$ is consistent with a heavily absorbed AGN (N$`{}_{H}{}^{}=5\times 10^{24}`$ cm<sup>-2</sup>), however even here the sub-mm flux falls short by a factor of 10 of the luminosity required to match the background colour. This only detection, together with the upper limits of the brighter X-ray sample, tentatively suggest that at lower X-ray fluxes and at higher redshifts one is observing more heavily absorbed AGNs: indeed, the locus of the mentioned objects in Fig. 1 cuts across the templates from the Compton-thin to the Compton-thick ones. The locations of the SCUBA-undetected, X-ray faint objects are compatible with the suggested trend, however they are only upper limits: their position is mainly due to the X-ray data being much deeper for the X-ray weak sample, at a comparable sub-mm depth. To estimate the sub-mm contribution of the fainter X-ray sources we adopt a conservative approach and treat their sub-mm upper limits as if they were detections. We find that this class of sources has an average sub-mm flux (relative to the 2–10 keV emission) which is less than 9% of that required by the sub-mm background. Since, as discussed above, the X-ray sources in the lower flux range make between 45% and 70% of the 2–10 keV background (the first 30% being accounted for by the brighter sources), in the most favourable case they contribute for less than 0.09$`\times `$0.7$`=`$6% to the sub-mm background. Combining this result with the limit on the brighter sources, we can state that the sources making the first 75% of the 2–10 keV background (and perhaps more than 75%, M00) contribute no more than 6%+0.6% $``$ 7% of the sub-mm background. We have already cautioned that the limited statistics is a potential problem, since only 11 hard X-ray sources are used in this study. However, all of them but one are upper limits, and the censored Kaplan-Meier estimator gives a very low probability ($`<`$1%) that the population of sources represented by our sample contribute to the sub-mm background for a fraction larger than estimated above (more precisely, this is the combined probability the mean of the true distribution of $`\alpha _{SX}`$ is higher than 0.89 and 1.04 for the bright and faint sources, respectively, which correspond to 1% and 9% of the background value<sup>4</sup>). Constraints from the SCUBA sources. The SCUBA sources in our sample have 850$`\mu `$m (de-lensed) fluxes down to $``$1 mJy. At this limit $``$70% of the sub-mm background is resolved (Blain et al. 2000). Out of a total of 24, 23 sources do not have X-ray counterparts in the 2–10 keV band, down to a limiting flux of $`F_{210keV}12\times 10^{15}`$ erg s<sup>-1</sup>cm<sup>-2</sup> for most of them. Their lower limits on $`\alpha _{SX}`$ occupy the upper part of the plot and are presumably akin to the starburst template given by Arp220. Most of the SCUBA sources with known redshift are inconsistent even with the reflection-dominated template given by the nucleus of NGC1068. These sources are probably dominated by starburst activity. A significant contribution ($``$50%) from an obscured AGN might be present if the latter is completely Compton thick (i.e. $`\mathrm{N}_\mathrm{H}>10^{25}\mathrm{cm}^2`$) and if the reflection efficiency is significantly lower than estimated for NGC1068 ($``$ 1%). Most of the sources with unconstrained redshift might be consistent with the NGC1068 template, but are hardly consistent with AGNs templates which are not reflection-dominated, unless located at very high redshifts (z$`>`$3–5). This is in conflict with recent findings according to which most of the SCUBA faint sources are located at z$`<`$3 (Barger et al. 1999b). The presence among the SCUBA-detected sources of AGNs dominated by direct X-ray emission seems very unlikely. ## 6 Conclusions By means of new SCUBA observations and data in the literature we constrained the sub-mm emission of hard X-ray (2–10 keV) sources and, vice versa, the 2–10 keV emission of 850$`\mu `$m SCUBA sources, at limiting fluxes which resolve most ($`>`$70%) of the cosmic background in the two bands, i.e. $`10^{15}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2`$ in the 2–10 keV band and $`1`$ mJy at 850$`\mu `$m. Only one out of 11 hard X-ray 2–10 keV sources is detected at 850$`\mu `$m. This is a Chandra source whose optical, X-ray and sub-mm properties suggest a type 2, heavily absorbed QSO at redshift between 1.9 and 2.7. The upper limits on the sub-mm emission of the other X-ray sources are much lower than the background requirements. In particular, we estimate that, under conservative assumptions, the 2–10 keV sources brighter than $`10^{15}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2`$, which resolve at least 75% of the background in this band, cannot contribute for more than 7% to the sub-mm background. This result confirms and strengthens similar conclusions obtained by F00 and H00. Any significant contribution to the sub-mm background is limited to fainter hard X-ray sources which might contribute no more than 25% of the 2–10 keV background. These fainter sources should have a sub-mm to X-ray ratio substantially higher than the stronger ones, of the order of at least (50/25)/(7/75) $``$ 20, if they were to contribute 50% – say – of the sub-mm background. Although the hard X-ray sources which make most of the 2–10 keV background contribute little to the sub-mm background, they might contribute significantly to the mid– and far–IR background (20–200$`\mu `$m), since AGN-powered systems are generally characterized by warmer dust, with a spectral energy distribution peaking in this range. None of the 24 SCUBA sources, but the one discussed above, is detected in the 2–10 keV band down to a limiting flux of $`\mathrm{F}_{210\mathrm{k}\mathrm{e}\mathrm{V}}12\times 10^{15}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2`$. The lower limits on the ratio $`\mathrm{F}_{850\mu \mathrm{m}}/\mathrm{F}_{5\mathrm{k}\mathrm{e}\mathrm{V}}`$ indicate that most of them are either powered by starburst activity or by obscured AGNs which are completely Compton thick ($`\mathrm{N}_\mathrm{H}>10^{25}\mathrm{cm}^2`$) and, in most cases, with an X-ray reflection efficiency significantly lower than $``$1%. However, this class of AGNs is not expected to contribute significantly to the X-ray background (e.g. Gilli et al. 1999). Therefore, it remains true that the sources making most of the sub-mm background do not contribute significantly to the X-ray background. Finally, we should mention that most of the 2–10 keV data used in this work were obtained with Chandra, whose effective area drops rapidly at high energies, although the sensitivity is still much higher than previous hard X-ray missions. As a consequence, Chandra detections might still be biased in favor of soft sources dominated by photons at about 2 keV. Observations with XMM, which has a much larger effective area at high energies, should help to tackle this issue. ###### Acknowledgements. We are grateful to M. Bolzonella for her help with the photometric redshifts, and to the JCMT staff for assistance during the observations. This work was partially supported by the Italian Space Agency (ASI) through the grant ARS-99-75 and by the Italian Ministry for University and Research (MURST) through the grant Cofin-98-02-32.
warning/0006/astro-ph0006266.html	ar5iv	text	# .1 Disk equations. ## .1 Disk equations. ### .1.1 Assumptions. We use cylindrical coordinates $`(r,\varphi ,z)`$ centered on the accreting object and make the following standard assumptions: * the gravitational force on a fluid element is characterized by the Newtonian potential of a point mass, $$\psi (r,z)=\frac{GM_{}}{\sqrt{r^2+z^2}},$$ (1.1) with $`G`$ the gravitational constant and $`M_{}`$ the mass of the central star; * the structure of the disk is symmetric under reflection about the $`(z=0)`$ midplane; * the disk is in a steady state $`(/t=0)`$; * the disk is axisymmetric $`(/\varphi =0)`$, hence all quantities will be expressed in terms of the coordinates $`(r,z)`$; * $`\|v_\varphi \|\|v_r\|`$; * The disk is geometrically thin, i.e. $`\|z\|r`$; * Viscous torques are a small perturbation in the radial ($`r`$) and vertical ($`z`$) components of the equations of motion. Assumption i) implies also that the disk is not self-gravitating. The assumptions iii)–v) are consistent with the statement that the accretion time scale is much greater than the Keplerian period. Assumption vi) implies that the rotational velocity is much greater than the local sound speed in the outer parts of the disk, $`v_\varphi c_s`$, and that the radial velocity is larger than the vertical one, $`\|v_r\|\|v_z\|`$. Assumptions v)-vii) taken together signify that the disk is approximately in hydrostatic equilibrium. Throughout this paper we will also assume that viii) the equation of state for the disk is that of a polytrope, i.e. $$P=K\rho ^{1+1/n},$$ (1.2) with $`n`$ and $`K`$ constant. Except in the Appendix we will take the polytropic index to be $`n=3/2`$. For the inner boundary condition, we take vanishing of the viscous torque at some radius $`r_m`$, corresponding to a maximum of the angular frequency, $`\mathrm{\Omega }_m`$, at the same radius. This boundary condition, which introduces into the problem a natural lengthscale, $`r_+=\mathrm{\Omega }_m^2r_m^4/(GM_{})`$, is appropriate for black-hole disks and for stellar accretion disks about stars which are spinning-up (whether magnetized or not). For stars which are not spinning up, i.e. ones which transfer their angular momentum to the disk (such as non-magnetized stars rotating close to the equatorial mass-shedding limit and, possibly, for X-ray pulsars \[accreting neutron stars\] in their spin-down phase), the solution presented below is valid with the substitution $`1\sqrt{r_+/r}1+\sqrt{r_+/r}`$. Thus, our solution is universally valid for any thin, Keplerian accretion disk described by a polytropic equation of state. We expect that the qualitative features of our solution for the accretion flow will hold also for other equations of state. If the polytropic disk were in exact hydrostatic equilibrium, the angular frequency $`\mathrm{\Omega }=v_\varphi /r`$ would be constant on cylinders and it would be very easy to solve the equations of motion, at least far from the inner boundary. In reality, viscous terms (which are of order $`\alpha ^2`$ in the alpha disk) break the hydrostatic equilibrium and cause the equations of motion to form a system of nonlinear, coupled, second order partial differential equations which are rather challenging to solve (even numerically), but which bring the reward of a solution whose salient features cannot be described by height-integrated, i.e. ordinary, differential equations. ### .1.2 Equations of motion. We use the generalized Navier Stokes equations, along with the equation of continuity, to describe the accretion flow and to represent viscous interactions: $$\rho \frac{d\stackrel{}{V}}{dt}+\rho (\stackrel{}{V}\stackrel{}{})\stackrel{}{V}=\stackrel{}{}P\rho \stackrel{}{}\psi +\stackrel{}{}\sigma ,$$ (1.3) $$\frac{\rho }{t}+\stackrel{}{}(\rho \stackrel{}{V})=0,$$ (1.4) where $`\rho `$ is mass density, $`P`$ is pressure, $`\stackrel{}{V}`$ is the velocity vector of a fluid element, and $`\psi `$ is the gravitational potential. The rank two viscous stress tensor, $`\sigma `$, is assumed to have the following Cartesian components (Landau & Lifshitz 1959): $$\sigma _{jk}=\eta \left[\frac{V_j}{x_k}+\frac{V_k}{x_j}\frac{2}{3}\delta _{jk}\stackrel{}{}\stackrel{}{V}\right]+\xi \delta _{jk}\stackrel{}{}\stackrel{}{V},$$ (1.5) where $`\xi `$ is bulk viscosity and $`\eta =\nu \rho `$ is the dynamic viscosity coefficient, both of which are functions of the coordinates. With the assumptions described in $`\mathrm{\S }`$ .1.1, the equations of motion in cylindrical coordinates become $$v_r\frac{v_r}{r}+v_z\frac{v_r}{z}\mathrm{\Omega }^2r=\frac{\psi }{r}\frac{1}{\rho }\frac{P}{r}+\frac{1}{\rho }F_r,$$ (1.6) $$\rho \frac{v_r}{r^2}\frac{}{r}(r^2\mathrm{\Omega })+\rho v_z\frac{\mathrm{\Omega }}{z}=\frac{1}{r^3}\frac{}{r}\left(\eta r^3\frac{\mathrm{\Omega }}{r}\right)+\frac{}{z}\left(\eta \frac{\mathrm{\Omega }}{z}\right),$$ (1.7) $$v_r\frac{v_z}{r}+v_z\frac{v_z}{z}=\frac{\psi }{z}\frac{1}{\rho }\frac{P}{z}+\frac{1}{\rho }F_z,$$ (1.8) $$\frac{1}{r}\frac{}{r}(r\rho v_r)+\frac{}{z}(\rho v_z)=0,$$ (1.9) where $`\psi (r,z)`$ is the gravitational potential given by eq. (1.1). $`F_r`$ and $`F_z`$ are respectively the $`r`$ and $`z`$ components of the divergence of the viscous stress tensor, i.e. the viscous force, and are given by: $$F_r=\frac{2}{r}\frac{}{r}\left(\eta r\frac{v_r}{r}\right)\frac{2\eta v_r}{r^2}+\frac{}{z}\left[\eta \left(\frac{v_r}{z}+\frac{v_z}{r}\right)\right]+\frac{}{r}\left[\left(\xi \frac{2}{3}\eta \right)\left(\stackrel{}{}\stackrel{}{V}\right)\right],$$ (1.10) $$F_z=\frac{}{z}\left(2\eta \frac{v_z}{z}\right)+\frac{1}{r}\frac{}{r}\left[\eta r\left(\frac{v_r}{z}+\frac{v_z}{r}\right)\right]+\frac{}{z}\left[\left(\xi \frac{2}{3}\eta \right)\left(\stackrel{}{}\stackrel{}{V}\right)\right].$$ (1.11) ### .1.3 Constants of integration. Vertical integration of eq. (1.9), with the assumption of a steady state, yields an expression of the conservation of mass flow through cylinders. Usually this is written as $`\dot{M}=2\pi r\mathrm{\Sigma }\overline{v_r}`$ where $`\dot{M}`$ is the constant mass accretion rate through any cylinder (and hence onto the star), $`\mathrm{\Sigma }`$ is the surface density in the disk, and $`\overline{v_r}`$ is an effective (i.e. density-weighted, height-averaged) radial velocity. However, since we are interested in the $`z`$ dependence of the radial velocity, $`v_r`$, we choose to write this important equation as $$\dot{M}=2\pi r_{\mathrm{}}^+\mathrm{}\rho v_r𝑑z=\text{constant},$$ (1.12) where by convention $`\dot{M}>0`$ for accretion, i.e. for $`\overline{v_r}<0`$. The quantity $`\dot{M}`$ will serve as an integral of the motion for our accretion flow. Another constant is obtained if, in the same spirit, we vertically integrate the angular momentum equation (1.7). If we first multiply both sides by $`r^3`$ and integrate over $`z`$ from $`\mathrm{}`$ to $`+\mathrm{}`$, we obtain: $$_{\mathrm{}}^+\mathrm{}(r\rho v_r)\frac{(r^2\mathrm{\Omega })}{r}𝑑z_{\mathrm{}}^+\mathrm{}r^3\mathrm{\Omega }\frac{(\rho v_z)}{z}𝑑z=\frac{}{r}\left[r^3_{\mathrm{}}^+\mathrm{}\eta \frac{\mathrm{\Omega }}{r}𝑑z\right]+r^3\eta \frac{\mathrm{\Omega }}{z}\|_{\mathrm{}}^+\mathrm{}$$ (1.13) where in deriving the second term on the left hand side we have performed an integration by parts and set the boundary term to zero since $`\rho 0`$ as $`z\pm \mathrm{}`$. Using the equation of continuity (1.9), we can transform the entire left-hand side into $`(/r)_{\mathrm{}}^+\mathrm{}r^3\rho v_r\mathrm{\Omega }𝑑z`$. The last boundary term involving $`\mathrm{\Omega }/z`$ also vanishes because $`\eta =\nu \rho 0`$ as $`\|z\|\mathrm{}`$ and, finally, integration over $`r`$ gives $$\dot{J}(r)C=2\pi r^3_{\mathrm{}}^+\mathrm{}\eta \frac{\mathrm{\Omega }}{r}𝑑z,$$ (1.14) where $`\dot{J}(r)`$ is the advection rate of angular momentum through a cylinder of radius $`r`$, $`C`$ is a constant of integration, and the right-hand side is the net torque exerted by viscous interactions on the same cylinder. Note that this equation is exact for any azimuthally symmetric, steady flow in which no mass is exchanged through the surface at infinity ($`z=\pm \mathrm{}`$), and in which no angular momentum is carried radially by radiation (Kluźniak 1987). Since we consider only cases when the accretion rate is never zero, we can introduce another constant $`j_+=C/\dot{M}`$. The torque vanishes when this new constant is equal to the height-averaged specific angular momentum $`\overline{j}`$ (weighted with radial momentum flux) or, correspondingly, when the height-averaged radial derivative of the angular momentum (weighted with dynamic viscosity) vanishes. That is, we can rewrite eq. (1.14) as: $$\dot{M}(\overline{j}j_+)=2\pi r^3\left[_{\mathrm{}}^+\mathrm{}\eta 𝑑z\right]\overline{\frac{d\mathrm{\Omega }}{dr}},$$ (1.15) where $`\dot{J}(r)=2\pi r^3\left(_{\mathrm{}}^+\mathrm{}\rho v_r\mathrm{\Omega }𝑑z\right)=\dot{M}\overline{j}`$, etc. If $`\mathrm{\Omega }`$ is independent of $`z`$ (i.e. constant on cylinders), the usual form of eq. (1.15) is recovered by removing the bars. Thus $`j_+`$ can be interpreted as the specific angular momentum at the zero-torque radius, $`r_m`$. For this reason, we now define a new effective radius, $`r_+`$, at which the Keplerian specific angular momentum is equal to $`j_+`$, i.e. $`\sqrt{GM_{}r_+}=j_+=\mathrm{\Omega }(r_m)r_m^2`$. Note that in general the maximum value of $`\mathrm{\Omega }`$ is not equal to the corresponding Keplerian value, $`\mathrm{\Omega }(r_m)\mathrm{\Omega }_k(r_m)`$, and hence we do not expect $`r_+`$ to be the same as $`r_m`$. ### .1.4 The polytropic sound speed. In the standard theory of thin accretion disks, the local sound speed becomes of prime importance when modeling subsonic accretion. A clear advantage of employing a barytropic equation of state is that it reduces the number of variables by one. A polytropic equation of state also greatly simplifies calculation of the local sound speed, i.e. $$c_s^2=\frac{dP}{d\rho }=\left(1+\frac{1}{n}\right)\frac{P}{\rho }.$$ (1.16) With the above relation we can rewrite the pressure gradients in eqs. (1.6) & (1.8) in terms of $`c_s`$, giving the following elegant expressions: $$\frac{1}{\rho }\frac{P}{r}=n\frac{c_s^2}{r};\frac{1}{\rho }\frac{P}{z}=n\frac{c_s^2}{z}.$$ (1.17) Now it is easy to show a basic result concerning a fluid in hydrostatic equilibrium in both the radial and vertical directions. Here eqs. (1.6) & (1.8), without the inertial and viscous terms, reduce to a simple form involving only $`c_s`$, $`\mathrm{\Omega }`$, and $`\psi `$: $$\mathrm{\Omega }^2r=\frac{\psi }{r}n\frac{c_s^2}{r},$$ (1.18) $$0=\frac{\psi }{z}n\frac{c_s^2}{z}.$$ (1.19) Taking $`/r`$ of eq. (1.19) and $`/z`$ of eq. (1.18), we obtain the familiar result that $`\mathrm{\Omega }/z`$=0, i.e. $`\mathrm{\Omega }`$ is constant on cylinders for a polytrope in hydrostatic equilibrium (cf. Tassoul 1978). Since in eq. (1.7) the velocities are proportional to the viscosity, this already implies that in a barytropic disk of any thickness $`\mathrm{\Omega }`$ is independent of $`z`$ to leading order in a Taylor expansion in the (small) viscosity parameter (except, possibly, when the specific angular momentum is constant, $`jr^2\mathrm{\Omega }=`$ const.). We will perform a systematic expansion in a different small parameter, the dimensionless disk thickness, but for subsonic flow the same zeroth order result will be recovered. ### .1.5 Scaling the equations of motion. At this point it is of paramount importance that we scale all relevant quantities by their corresponding characteristic values. This will make the equations dimensionless and allow us to weigh the relative significance of each term that appears. Following Regev (1983) we scale all velocities ($`v_z`$, $`v_r`$, and $`c_s`$) by the characteristic sound speed, $`\stackrel{~}{c_s}`$, all radial distances by some characteristic radius $`\stackrel{~}{R}`$ (e.g. $`R_{}`$), and all vertical distances by $`\stackrel{~}{H}`$, the typical vertical scale height in the disk. We also represent $`\mathrm{\Omega }`$ in units of $`(GM_{}/\stackrel{~}{R}^3)^{1/2}\mathrm{\Omega }_k`$, the Keplerian angular velocity at the characteristic radius, and $`\rho `$ in terms of a typical value $`\stackrel{~}{\rho }`$. Similarly, we scale the pressure by $`\stackrel{~}{P}=\stackrel{~}{\rho }\stackrel{~}{c_s}^2`$, the kinematic viscosity by $`\stackrel{~}{\nu }=\stackrel{~}{c_s}\stackrel{~}{H}`$, and the dynamic and bulk viscosity coefficient by $`\stackrel{~}{\zeta }=\stackrel{~}{\eta }=\stackrel{~}{\nu }\stackrel{~}{\rho }`$. To apply a perturbative expansion technique to each equation we define an expansion parameter, $`ϵ`$. Since we are interested in geometrically thin disks we choose $$ϵ=\frac{\stackrel{~}{H}}{\stackrel{~}{R}}=\frac{\stackrel{~}{c_s}}{\mathrm{\Omega }_k\stackrel{~}{R}}1,$$ (1.20) where we have used $`\stackrel{~}{c_s}=\stackrel{~}{H}\mathrm{\Omega }_k`$, in agreement with the standard result from thin disk theory that $`Hc_s/\mathrm{\Omega }_k`$. In effect, $`ϵ`$ is a parameter which measures the relative “thinness” of the disk. Denoting the scaled forms of $`v_r`$ and $`v_z`$ by $`u`$ and $`v`$ respectively, we obtain the following set of non-dimensional equations: $`ϵ^2u{\displaystyle \frac{u}{r}}+ϵv{\displaystyle \frac{u}{z}}\mathrm{\Omega }^2r={\displaystyle \frac{1}{r^2}}\left[1+ϵ^2\left({\displaystyle \frac{z}{r}}\right)^2\right]^{3/2}ϵ^2\left(n{\displaystyle \frac{c_s^2}{r}}\right)ϵ^3\left({\displaystyle \frac{2\eta u}{\rho r^2}}\right)`$ $`+{\displaystyle \frac{ϵ^3}{\rho r}}{\displaystyle \frac{}{r}}\left(2\eta r{\displaystyle \frac{u}{r}}\right)+{\displaystyle \frac{ϵ}{\rho }}{\displaystyle \frac{}{z}}\left(\eta {\displaystyle \frac{u}{z}}\right)+{\displaystyle \frac{ϵ^2}{\rho }}{\displaystyle \frac{}{z}}\left(\eta {\displaystyle \frac{v}{r}}\right)`$ (1.21) $`+{\displaystyle \frac{ϵ^3}{\rho }}{\displaystyle \frac{}{r}}\left[\left(\xi {\displaystyle \frac{2}{3}}\eta \right)\left({\displaystyle \frac{1}{r}}{\displaystyle \frac{}{r}}(ru)\right)\right]+{\displaystyle \frac{ϵ^2}{\rho }}{\displaystyle \frac{}{r}}\left[\left(\xi {\displaystyle \frac{2}{3}}\eta \right){\displaystyle \frac{v}{z}}\right],`$ $`ϵ{\displaystyle \frac{\rho u}{r^2}}\left[{\displaystyle \frac{}{r}}(r^2\mathrm{\Omega })\right]+\rho v{\displaystyle \frac{\mathrm{\Omega }}{z}}=ϵ^2\left[{\displaystyle \frac{1}{r^3}}{\displaystyle \frac{}{r}}\left(\eta r^3{\displaystyle \frac{\mathrm{\Omega }}{r}}\right)\right]+{\displaystyle \frac{}{z}}\left(\eta {\displaystyle \frac{\mathrm{\Omega }}{z}}\right),`$ (1.22) $`ϵu{\displaystyle \frac{v}{r}}+v{\displaystyle \frac{v}{z}}={\displaystyle \frac{z}{r^3}}\left[1+ϵ^2\left({\displaystyle \frac{z}{r}}\right)^2\right]^{3/2}n{\displaystyle \frac{c_s^2}{z}}+{\displaystyle \frac{2}{\rho }}{\displaystyle \frac{}{z}}\left(\eta {\displaystyle \frac{v}{z}}\right)`$ $`+{\displaystyle \frac{ϵ^2}{\rho r}}{\displaystyle \frac{}{r}}\left(\eta r{\displaystyle \frac{v}{r}}\right)+{\displaystyle \frac{ϵ}{\rho }}{\displaystyle \frac{}{z}}\left[\left(\xi {\displaystyle \frac{2}{3}}\eta \right)\left({\displaystyle \frac{1}{r}}{\displaystyle \frac{}{r}}(ru)\right)\right]`$ (1.23) $`+{\displaystyle \frac{1}{\rho }}{\displaystyle \frac{}{z}}\left[\left(\xi {\displaystyle \frac{2}{3}}\eta \right){\displaystyle \frac{v}{z}}\right]+{\displaystyle \frac{ϵ}{\rho r}}{\displaystyle \frac{}{r}}\left(\eta r{\displaystyle \frac{u}{z}}\right),`$ $$\frac{ϵ}{r}\frac{}{r}(r\rho u)+\frac{}{z}(\rho v)=0,$$ (1.24) where we have used eq. (1.17) in rewriting the pressure gradients. Here eqs. (.1.5), (1.22), and (.1.5) are the scaled radial, angular, and vertical momentum equations respectively and eq. (1.24) is the scaled form of the continuity equation. Armed with the knowledge that $`ϵ1`$ for a thin disk, we make eqs. (.1.5)-(1.24) the foundation of our analysis and proceed to perturbatively expand all dynamical quantities in powers of $`ϵ`$. We will find $`uϵ`$, $`vϵ^2`$, i.e., $`v_r=𝒪(ϵ^2)v_\varphi `$ and $`v_z=𝒪(ϵ^3)v_\varphi `$; therefore the divergence terms $`\stackrel{}{V}`$ in eq. (1.5) contribute at order not lower than $`ϵ^3`$ to eqs. (1.6) and (1.8)—this formally justifies their frequent neglect. ## .2 Solution for the vertical structure by perturbative expansion in $`ϵ`$. ### .2.1 Power series in $`ϵ=\stackrel{~}{H}/\stackrel{~}{R}`$. We expand all variables in powers of $`ϵ`$ and will evaluate eqs. (.1.5)-(1.24) at various orders. We let $$(\mathrm{\Omega }/\mathrm{\Omega }_k)=\mathrm{\Omega }_0+ϵ\mathrm{\Omega }_1+ϵ^2\mathrm{\Omega }_2+\mathrm{},$$ (2.25) $$u=(v_r/\stackrel{~}{c_s})=u_0+ϵu_1+ϵ^2u_2+\mathrm{},$$ (2.26) $$v=(v_z/\stackrel{~}{c_s})=v_0+ϵv_1+ϵ^2v_2+\mathrm{},$$ (2.27) as well as $`(c_s/\stackrel{~}{c_s})=c_{s0}+ϵc_{s1}+ϵ^2c_{s2}+`$ …, and $`(\rho /\stackrel{~}{\rho })=\rho _0+ϵ\rho _1+ϵ^2\rho _2+`$ …, with the assumption that the dimensionless vertical scale height of the disk, $`h(r)=H(r)/\stackrel{~}{H}`$, is of order unity, $`h𝒪(1)`$. All other variables like $`P`$, $`\eta `$, $`\nu `$, & $`\dot{M}`$ can be expressed in terms of these six fundamental quantities<sup>2</sup><sup>2</sup>2In reality only five of these are independent for a polytrope since eq. (1.16) gives $`c_s`$ in terms of $`\rho `$ (or vice-versa).. Our objective then is to calculate, order by order in $`ϵ`$, the functional dependence of $`\mathrm{\Omega }`$, $`u`$, $`v`$, $`c_s`$, $`\rho `$, and $`h`$ on the coordinates $`r`$ and $`z`$ alone. Assumption ii) of $`\mathrm{\S }`$ .1.1, regarding reflection symmetry about the ($`z=0`$) midplane, implies that physical quantities such as $`\mathrm{\Omega }`$, $`\rho `$, $`P`$, $`\eta `$, $`u`$, and $`c_s`$ are even functions of $`z`$, while $`v`$ is odd under reflections through the equatorial plane. When we expand an even/odd function (e.g. $`\mathrm{\Omega }`$) in powers of $`ϵ1`$, we require each term in the expansion (e.g. $`\mathrm{\Omega }_i`$; $`i=0,1,2,`$…) to be independently even/odd. ### .2.2 Viscosity-independent zeroth order results for the vertical structure. Examination of eq. (.1.5) at zeroth order immediately gives $$\mathrm{\Omega }_0=r^{3/2},$$ (2.28) i.e. $`\mathrm{\Omega }_0`$ is equal to the Keplerian value at the midplane, $`\mathrm{\Omega }_kv_{\varphi k}/r\sqrt{GM_{}/r^3}`$ in conventional units. Though eq. (2.28) is consistent with the assumption of a rotationally supported disk, it cannot satisfy the inner boundary condition of $`\mathrm{\Omega }(r_{})=\mathrm{\Omega }_{}`$ whenever the star rotates below its Keplerian value at the stellar radius, nor the more general zero-torque boundary condition. Clearly, our perturbative solution will be invalid in the limit $`rr_+`$. This is because implicit in the scaling of $`\mathrm{\S }`$ .1.5 has been the assumption that $`/rϵ(/z)`$. This approximation, however, is known to be patently false in the inner transition region between the central star and the Keplerian portion of the disk. Eq. (1.24), the equation of continuity, fixes $`v`$ at zeroth order to be zero everywhere, $`v_0=0`$. To see this more clearly, observe that $`(\rho _0v_0)/z=0`$ and so $`\rho _0v_0`$, the lowest order vertical component of the mass flow, is a function of $`r`$ only. However, since $`v`$ is odd with respect to the $`z`$ coordinate, we know $`\rho _0v_0=0`$ for all points on the midplane ($`z=0`$) and, not being a function of $`z`$, this product must then vanish everywhere. Clearly $`\rho _00`$ and thus $`v_0=0`$ at all points in the rotationally supported disk. Moving on to first order in $`ϵ`$ for the angular velocity, we see that because $`\mathrm{\Omega }`$ is even with respect to reflections through the midplane, the first order correction to the angular velocity vanishes, $`\mathrm{\Omega }_1=0`$. This result for $`\mathrm{\Omega }_1`$ also has direct impact on the fluid velocities, since eqs. (1.22) & (1.24) at order $`ϵ`$ now give $`u_0=v_1=0`$. Using this result for $`u`$ and $`v`$, we then find that the only surviving term of order $`ϵ`$ in eq. (.1.5) involves the first order correction to the square of the sound speed, and thus $`c_{s1}^2=0`$, and hence $`\rho _1=P_1=0`$, which is consistent with symmetry arguments for these three quantities. With this information, eq. (.1.5) simply becomes the standard equation of vertical hydrostatic equilibrium: $$\frac{1}{\rho _0}\frac{P_0}{z}=n\frac{(c_{s0}^2)}{z}=\frac{z}{r^3}.$$ (2.29) We can solve eq. (2.29), i.e. the vertical momentum equation up to corrections of order $`ϵ^2`$, and hence find $`c_{s0}`$, $`\rho _0`$, and $`P_0`$. In the case of polytropic index $`n=3/2`$ we obtain the following relations (Hōshi, 1977): $$c_{s0}(r,z)=\sqrt{\frac{h^2z^2}{3r^3}},$$ (2.30) $$\rho _0(r,z)=\left(\frac{h^2z^2}{5r^3}\right)^{3/2},$$ (2.31) $$P_0(r,z)=\rho _0^{5/3}=\left(\frac{h^2z^2}{5r^3}\right)^{5/2}.$$ (2.32) Eqs. (2.31)-(2.32) show that $`h(r)`$ is now the height at which $`\rho =0`$ (and hence $`P=0`$), implying that $`h`$ is the true semi-thickness of the disk, though its functional dependence on $`r`$ is still undetermined. The surface density, $`\mathrm{\Sigma }(r)`$, can also be derived in terms of $`h`$ to lowest order in $`ϵ`$: $$\mathrm{\Sigma }_0(r)=_h^{+h}\rho _0𝑑z=\frac{3\pi }{40\sqrt{5}}\left(\frac{h^4}{r^{9/2}}\right),$$ (2.33) where we have replaced the integration limits of $`\pm \mathrm{}`$ by $`\pm h`$, since by eq. (2.31) the polytropic disk terminates at $`z=\pm h(r)`$. It is now possible to put the integrated mass continuity equation (1.12) into dimensionless form. Scaling as before and using the fact that to lowest non-vanishing order in $`ϵ`$, $`u=ϵu_1+\mathrm{}`$ and $`\rho =\rho _0+\mathrm{}`$, we can write eq. (1.12) to lowest order in $`ϵ`$: $$ϵ\dot{m}=r_h^{+h}\rho u𝑑zϵr_h^{+h}\rho _0u_1𝑑z,$$ (2.34) where $`\dot{m}=\dot{M}/(2\pi \stackrel{~}{\rho }\stackrel{~}{c_s}\stackrel{~}{H}^2)𝒪(1)`$, is a dimensionless constant. For an adiabatic index of $`n=3/2`$, eq. (1.2) gives $`\stackrel{~}{\rho }K^{3/2}\stackrel{~}{c_s}^3`$ and, since $`\stackrel{~}{H}\stackrel{~}{c_s}/\mathrm{\Omega }_k`$, we find $`\dot{m}\dot{M}/\stackrel{~}{c_s}^6`$. Because $`\dot{m}`$ is independent of $`ϵ`$ for $`u_10`$, this implies that the unscaled mass accretion rate must scale as $`\dot{M}𝒪(ϵ^6)`$, and hence $`\dot{M}`$ depends sensitively on the relative “thinness” of the disk. As we shall soon see, the scaled eq. (2.34) is of prime importance in determining the vertical structure and must therefore be included with eqs. (.1.5)-(1.24). Up to this point, all the results obtained in this section, including eqs. (2.28) and (2.30)-(2.33), are common to the outer regions ($`r>>r_+`$) of any standard thin disk with polytropic equation of state, for any viscosity prescription. However, all of these expressions depend intrinsically on the vertical scale height, $`h(r)`$, which cannot be determined as an explicit function of $`r`$ without a form for $`\eta (r,z)`$ being first specified. We cannot obtain solutions for the lowest non-vanishing orders in $`ϵ`$ of $`v_r`$ and $`v_z`$, nor can we evaluate the first nonzero correction to $`\mathrm{\Omega }`$ without specifying the viscosity prescription. ### .2.3 Lowest-order results using the standard $`\alpha `$-disk prescription. Let us continue all calculations under the assumption that the viscosity is given by the $`\alpha `$-disk formulation. In view of the large uncertainty in modeling the kinematic viscosity, authors in the past have generally neglected any $`z`$ dependence for $`\nu `$. Laboratory studies of turbulent jets undergoing free expansion lend some support to this hypothesis (cf. Urpin 1984a, Monin & Yaglom 1965). However, we find this to be unacceptable when solving for $`v_r(r,z)`$ and $`v_z(r,z)`$ in a polytropic disk as it leads to divergent expressions at the surface of the disk, $`v(r,\pm h)\mathrm{}`$ (Kita 1995). We choose then to modify the alpha prescription by directly incorporating a form of $`z`$ dependence into the kinematic viscosity. But first, to better demonstrate that the zeroth order results are hardly affected by the choice of the $`z`$ dependence in the kinematic viscosity, let us write down the result for the height of the (polytropic) standard alpha disk, where $`\nu /z=0`$ and $$\nu =\alpha c_sH.$$ (2.35) If $`c_s`$ taken to be the zeroth order equatorial sound speed, $`\overline{c}_{s0}(r)c_{s0}(r,0)`$, one obtains the following zeroth order expressions for the kinematic and dynamic viscosity coefficients: $$\overline{\nu }_0(r)=\frac{\alpha }{\sqrt{3}}\left(\frac{h^2}{r^{3/2}}\right),$$ (2.36) $$\overline{\eta }_0(r,z)=\overline{\nu }_0\rho _0=\frac{\alpha }{5\sqrt{15}}\left[\frac{h^2\left(h^2z^2\right)^{3/2}}{r^6}\right].$$ (2.37) Notice that with this standard $`\alpha `$-disk viscosity law, $`\nu _0`$ depends solely on $`r`$ and, therefore, $`\eta _0`$ inherits its $`z`$ dependence entirely from the density, $`\rho _0(r,z)`$, as given by eq. (2.31). Now the disk semi-thickness, $`h(r)`$, can be determined as a function of radius. To do this we observe that through lowest order in $`ϵ`$, eq. (1.15) reads: $$\dot{m}(j_0j_+)=r^3\left[_h^{+h}\eta _0𝑑z\right]\frac{d\mathrm{\Omega }_0}{dr},$$ (2.38) where $`\dot{m}`$ is the scaled constant from eq. (2.34), $`j_0=r^{1/2}`$ is the (zeroth order) Keplerian specific angular momentum, and $`j_+=r_+^{1/2}`$ is the integration constant that arises from the no-torque boundary condition<sup>3</sup><sup>3</sup>3If for some reason $`\mathrm{\Omega }_0`$ was a function of both $`r`$ and $`z`$ we would need to use eq. (1.14). that accompanies eq. (1.15). Using eq. (2.37) for $`\eta _0`$ and integrating over $`z`$, we are left with the following simple algebraic equation for the dimensionless disk height, $`h(r)`$: $$\frac{h(r)}{r}=\overline{\lambda }_0\left(1\sqrt{\frac{r_+}{r}}\right)^{1/6}\text{with}\overline{\lambda }_0=\left[\frac{\dot{m}}{\alpha }\left(\frac{80}{3\pi }\sqrt{\frac{5}{3}}\right)\right]^{1/6}.$$ (2.39) This result implies that $`h(r)/r\overline{\lambda }_0=`$constant as $`r\mathrm{}`$, and that the disk remains thin (i.e. $`H(r)/rϵ`$) for all radii, provided, of course, that $`\alpha `$ is not too small. In addition, we see that as $`rr_+`$, $`h0`$. This is a consequence of our using $`j_0`$ and $`d\mathrm{\Omega }_0/dr`$ in eq. (2.38), despite the requirement that $`d\mathrm{\Omega }/dr0`$ as $`j`$ (not $`j_0`$) $`j_+`$. As we will see in Section 4, this is in fact a signal that our use of eq. (2.38) to determine $`h`$ is not appropriate in the neighborhood of $`r_+`$. It should be pointed out that the results we have so far obtained in this and the previous subsection are well known (cf. Shakura & Sunyaev 1973, Hōshi 1977, Paczyński 1991). Novel developments only become apparent when eqs. (.1.5)-(1.24) are solved to higher order. But, as already remarked, eqs. (2.36) and (2.37) cannot be used to consistently extend the results obtained so far to higher order, it is first necessary to slightly modify the viscosity prescription. ### .2.4 Lowest order results with height-dependent kinematic viscosity. In the original paper by Shakura & Sunyaev (1973) the dominant component of the viscous stress tensor is presumed to have the following form: $$\sigma _{r\varphi }\eta r(\mathrm{\Omega }/r)\alpha P.$$ (2.40) Since we know that in the outer disk $`r(\mathrm{\Omega }/r)\mathrm{\Omega }_k`$, we use eq. (2.40) as a guide to make the following assumption regarding the $`z`$ dependence of the viscosity: $$\nu (r,z)=\frac{\alpha }{\mathrm{\Omega }_k}\left[\frac{c_s^2(r,z)}{(1+1/n)}\right],$$ (2.41) consistent with $`\eta (r,z)\alpha P(r,z)/\mathrm{\Omega }_k`$ where $`P\rho c_s^2`$ for a polytrope. Our new expression for $`\nu (r,z)`$ reduces to the original formulation of eq. (2.35) in the midplane of the disk ($`z=0`$). We justify our choice of $`\nu `$ by noting that if the turbulent speed, $`v_{turb}`$, is bounded from above by the local sound speed, we must expect $`v_{turb}`$ to vary considerably with height, since for a polytrope $`c_s0`$ as $`z\pm h`$. By using eqs. (2.30)-(2.32) & (2.41), we derive new forms for the zeroth order kinematic and dynamic viscosity coefficients: $$\nu _0(r,z)=\frac{2\alpha }{15}\left[\frac{h^2z^2}{r^{3/2}}\right],$$ (2.42) $$\eta _0(r,z)=\nu _0(r,z)\rho _0(r,z)=\frac{2\alpha }{75\sqrt{5}}\left[\frac{\left(h^2z^2\right)^{5/2}}{r^6}\right].$$ (2.43) Comparison of eq. (2.43) with eq. (2.37) shows that $`\eta _0`$ is now one power higher in $`(h^2z^2)`$ and, as shown by Kita 1995, it is this difference that is the key to suppressing the divergence of $`v_r`$ and $`v_z`$ at the disk surface. We must first examine the impact that eqs. (2.42)-(2.43) may have on all other previously derived quantities. Since none of the results in $`\mathrm{\S }`$ .2.2 depend in any way on $`\nu `$ or $`\eta `$, we know they are unaffected. The only change is in the value of the height of the disk (but not its functional form), which is increased by a factor $`3^{1/4}`$: $$\frac{h(r)}{r}=\lambda \left(1\sqrt{\frac{r_+}{r}}\right)^{1/6}\text{with}\lambda =\left[\frac{\dot{m}}{\alpha }\left(\frac{16(5)^{3/2}}{\pi }\right)\right]^{1/6}1.96\left(\frac{\dot{m}}{\alpha }\right)^{1/6}.$$ (2.44) ### .2.5 Second order disk equations. To explore the differential rotation with respect to $`z`$ and the nature of the velocity vector field in the accretion disk, we now consider only terms of $`𝒪(ϵ^2)`$ in eqs. (.1.5)-(1.22). Bearing in mind that $`\mathrm{\Omega }_0=r^{3/2}`$, $`\mathrm{\Omega }_1=0`$, and $`u_0=v_0=v_1=0`$, we discover the following equations for $`\mathrm{\Omega }_2`$, $`u_1`$, and $`v_2`$: $$2\mathrm{\Omega }_0\mathrm{\Omega }_2r=\frac{3}{2}\frac{z^2}{r^4}\frac{3}{2}\frac{c_{s0}^2}{r}+\frac{1}{\rho _0}\frac{}{z}\left(\eta _0\frac{u_1}{z}\right),$$ (2.45) $$r\rho _0u_1\frac{d\left(r^2\mathrm{\Omega }_0\right)}{dr}=\frac{}{r}\left(\eta _0r^3\frac{d\mathrm{\Omega }_0}{dr}\right)+r^3\frac{}{z}\left(\eta _0\frac{\mathrm{\Omega }_2}{z}\right),$$ (2.46) $$\frac{1}{r}\frac{}{r}(r\rho _0u_1)+\frac{}{z}(\rho _0v_2)=0.$$ (2.47) Here, $`c_{s0}`$, $`\rho _0`$ and $`\eta _0`$ are given by eqs. (2.30), (2.42) and (2.43), and $`h`$ is known up to the integration constant $`r_+`$. Unfortunately, the two viscous terms at the end of eqs. (2.45) & (2.46) complicate things by coupling the two equations together. To simplify the equations, most authors assume a priori that $`\mathrm{\Omega }`$ and $`v_r`$ in the outer disk are both functions of only $`r`$. As we will show, this is justified only in the limit $`\alpha <<ϵ`$. We prefer to keep all terms so that we can obtain a solution valid through order $`ϵ^3`$ which is consistent for all values of $`\alpha `$. ### .2.6 Complete analytical solution for $`\mathrm{\Omega }_2`$, $`u_1`$, and $`v_2`$. To solve for $`\mathrm{\Omega }_2`$ and $`u_1`$, we will make the ansatz that $`u_1(r,z)=f_1(r)(h^2z^2)+f_2(r)`$, where $`f_1(r)`$ and $`f_2(r)`$ are as yet undeterminedfunctions of $`r`$. A heuristic justification for this choice is that if the equations are decoupled by neglecting the $`z`$ derivatives, as in the olden approach common in the literature, the solution for the lowest order corrections to Keplerian motion are $$\frac{\mathrm{\Omega }_2\|^{old}(r)}{\mathrm{\Omega }_0}=\frac{3}{4}\left(\frac{h}{r}\right)^2\left[1\frac{2}{3}\left(\frac{d\mathrm{ln}h}{d\mathrm{ln}r}\right)\right],$$ (2.48) and $`u_1\|^{old}(r,z)=g_1(r)(h^2z^2)+g_2(r)`$, where $$g_1(r)=\left(\frac{11}{5}\right)\frac{\alpha }{r^{5/2}}\text{and}g_2(r)=2\alpha \left(\frac{h^2}{r^{5/2}}\right)\left(\frac{d\mathrm{ln}h}{d\mathrm{ln}r}\right).$$ (2.49) Given the nature of the coupling term, $`\eta _0(u_1/z)`$, in eq. (2.45), it is now possible to formulate $`\mathrm{\Omega }_2`$ in terms of $`f_1(r)`$ and $`f_2(r)`$, i.e. $$\mathrm{\Omega }_2(r,z)=\mathrm{\Omega }_2\|^{old}(r)+\frac{2}{15}\alpha \left(\frac{f_1(r)}{r}\right)(h^26z^2).$$ (2.50) We then solve for $`f_1(r)`$ and $`f_2(r)`$ by substituting eq. (2.50) directly into the term involving $`\eta _0(\mathrm{\Omega }_2/z)`$ that appears in eq. (2.46). This results in the following forms for the radial functions: $$f_1(r)=\frac{g_1(r)}{\left(1+\frac{64}{25}\alpha ^2\right)}\text{and}f_2(r)=\left(\frac{32}{15}\alpha ^2\right)\left(\frac{g_1(r)h^2}{1+\frac{64}{25}\alpha ^2}\right)+g_2(r),$$ (2.51) where the functions $`g_1(r)`$ and $`g_2(r)`$ are defined by eq. (2.49). In this way we finally obtain complete solutions for $`\mathrm{\Omega }_2`$ and $`u_1`$ in closed analytical form: $$\frac{\mathrm{\Omega }_2(r,z)}{\mathrm{\Omega }_0}=\left(\frac{h}{r}\right)^2\left[\frac{3}{4}+\frac{1}{2}\left(\frac{d\mathrm{ln}h}{d\mathrm{ln}r}\right)+\frac{2}{15}\alpha ^2\mathrm{\Lambda }\left(16\frac{z^2}{h^2}\right)\right],$$ (2.52) $$u_1(r,z)=\alpha \left(\frac{h^2}{r^{5/2}}\right)\left[\mathrm{\Lambda }\left(1\frac{z^2}{h^2}\right)\mathrm{\Lambda }\left(\frac{32\alpha ^2}{15}\right)+2\left(\frac{d\mathrm{ln}h}{d\mathrm{ln}r}\right)\right],$$ (2.53) where $`\mathrm{\Lambda }`$ is a constant that depends on the parameter $`\alpha `$ and is given by $$\mathrm{\Lambda }=\frac{11}{5}/\left(1+\frac{64}{25}\alpha ^2\right).$$ (2.54) Note that $`\mathrm{\Omega }_2(r,z)`$ exhibits differential rotation with respect to the vertical coordinate; a feature which was also observed in the numerical solution by Kley & Lin (1992).This is because by including the viscous term of $`\eta _0(u_1/z)`$ in the radial momentum equation we are no longer solving for $`\mathrm{\Omega }`$ under an assumption of strict radial hydrostatic equilibrium. We also observe that in the limit of $`\alpha 1`$, so that $`\alpha ^2`$ is a vanishingly small quantity, eqs. (2.52)-(2.53) reduce identically to the solutions for $`\mathrm{\Omega }_2`$ and $`u_1`$ of the equations of motion without the coupling terms. This suggests that neglecting the viscous coupling terms is justified, so long as $`\alpha `$ is not too large, i.e. $`\alpha ϵ`$. However, when $`\alpha 10^1`$ to 1, the effects of including the $`𝒪(ϵ^2)`$ viscous terms becomes readily apparent. Note that $`u_1(r,z)`$, being quadratic in $`z`$, is an even function with respect to reflections through the midplane $`(z=0)`$. It is also clear, upon reinstating the appropriate scale factors, that $`v_r/v_{\varphi k}H^2/r^2ϵ^2`$ in the outer disk, where our use of eq. (2.44) for the disk surface is known to be valid. Since $`(d\mathrm{ln}h/d\mathrm{ln}r)`$ diverges at $`r_+`$, we observe that $`lim_{rr_+}u_1(r,z)\mathrm{}`$, i.e. we have not cured the well known divergence of the Shakura–Sunyaev disk at the zero torque radius: as $`rr_+`$, $`h0`$, $`\rho 0`$ and, to preserve $`\dot{M}=`$const, $`v_r\mathrm{}`$. However, for all radii $`r>r_+`$, $`u`$ is finite everywhere and on the surface of the disk has the finite nonzero value given by $$u_1(r,\pm h)=\alpha \left(\frac{h^2}{r^{5/2}}\right)\left[2\left(\frac{d\mathrm{ln}h}{d\mathrm{ln}r}\right)\frac{352\alpha ^2}{3(25+64\alpha ^2)}\right]<0.$$ (2.55) With the knowledge that $`u_1`$ remains finite at the surface of the disk, we can now pursue, with confidence, a solution for the lowest non-vanishing order of $`v_z`$, i.e. $`v_2`$, by means of eq. (2.47), the equation of continuity up through second order in $`ϵ`$. If we use eq. (2.31) for $`\rho _0`$ and eq. (2.53) for $`u_1`$, then after the requisite differentiation (with respect to $`r`$) and integration (with respect to $`z`$), we can determine $`v_2(r,z)`$ up to an unknown function of the disk radius. Yet since $`v_z`$ is an odd function of $`z`$ and therefore $`v_2=0`$ in the equatorial plane for all $`r`$, this implies that the unknown function of $`r`$ must be zero everywhere in the disk. In this manner, we find the following unique solution for $`v_2`$: $$v_2(r,z)=\alpha \left(\frac{z}{r}\right)\left(\frac{h^2}{r^{5/2}}\right)\left[\mathrm{\Lambda }\left(1\frac{z^2}{h^2}\right)\frac{32\alpha ^2\mathrm{\Lambda }}{15}\left(\frac{d\mathrm{ln}h}{d\mathrm{ln}r}\right)+2\left(\frac{d\mathrm{ln}h}{d\mathrm{ln}r}\right)^2\right]$$ (2.56) where $`\mathrm{\Lambda }`$ is the same constant that appears in eq. (2.54). We immediately notice several important features of the solution. First, as with $`\mathrm{\Omega }_2(r)`$ and $`u_1(r,z)`$, $`lim_{rr_+}v_2(r,z)\mathrm{}`$ because of its dependence on $`(d\mathrm{ln}h/d\mathrm{ln}r)^2`$. Secondly, we see that $`\|v_z/v_r\|H/rϵ`$, as was expected for a standard thin disk in vertical hydrostatic equilibrium. Finally, $`v_2`$, like $`u_1`$, is finite along the surface of the disk for all $`r`$, i.e. $$v_2(r,\pm h)=\alpha \left(\frac{h^3}{r^{7/2}}\right)\frac{d\mathrm{ln}h}{d\mathrm{ln}r}\left[2\left(\frac{d\mathrm{ln}h}{d\mathrm{ln}r}\right)\frac{352\alpha ^2}{3(25+64\alpha ^2)}\right].$$ (2.57) We now check our solutions to see if they concur with what we expect for a standard thin disk. First, it is possible to show that eq. (2.53) satisfies eq. (2.34) for the vertically-integrated mass flux, $`\dot{m}`$, even with the unexpected dependence on $`\alpha ^2`$. Second, a quick glance reveals that our new solutions for $`\mathrm{\Omega }_2`$, $`u_1`$, and $`v_2`$ have the necessary parities with respect to reflection through the $`(z=0)`$ midplane, i.e. even, even, and odd, respectively. Third, if we replace the appropriate dimensional units for each quantity, we see that $`(v_\varphi v_{\varphi k})/v_{\varphi k}`$ and $`v_r/v_{\varphi k}`$ are both of $`𝒪(ϵ^2)`$, while $`v_z/v_{\varphi k}`$ is $`𝒪(ϵ^3)`$; all of which is entirely in complete agreement with our assumption that the flow in the outer portions of the disk is predominantly Keplerian. Finally, since $`h(r)`$ is the semi-thickness of the disk, we must have $`v_z/v_r=\pm (dh/dr)`$ for all points $`(r,\pm h)`$ on the surface of the disk, as otherwise the geometrical disk surface cannot be in a steady-state. Comparison of eqs. (2.55) & (2.57) shows that this constraint is indeed satisfied for the lowest non-vanishing orders of $`v_r`$ and $`v_z`$: $$\pm \frac{v_2(r,\pm h)}{u_1(r,\pm h)}=\left(\frac{h}{r}\right)\left(\frac{d\mathrm{ln}h}{d\mathrm{ln}r}\right)=\frac{dh}{dr}.$$ (2.58) We stress that the new solutions for $`\mathrm{\Omega }_2`$, $`u_1`$, and $`v_2`$ fully comply with the above list of conditions for all possible values of $`\alpha `$, provided that the disk remains geometrically thin. The remaining properties of eqs. (2.52)-(2.57) for $`\mathrm{\Omega }_2`$, $`u_1`$, and $`v_2`$ will be discussed in detail in the following section. ## .3 Detailed discussion of analytical results. In this section we examine the detailed properties of $`\mathrm{\Omega }_2`$ (eq. \[2.52\]), and in $`\mathrm{\S }`$.4 those of the remaining components of the vector field, $`u_1`$, and $`v_2`$, eqs. (2.53)-(2.57). Since by assumption ii) ($`\mathrm{\S }\mathrm{\S }`$.1.1, .2.1) the next order corrections vanish everywhere in the disk, $`\mathrm{\Omega }_3=u_2=v_3=0`$, our equations are valid up to corrections of $`𝒪(z^4/r^4)`$ for $`\mathrm{\Omega }`$ and $`v_r`$, and $`𝒪(z^5/r^5)`$ for $`v_z`$. In other words, the results we describe are valid in the outer disk ($`r>1.4r_+`$) up to relative corrections of $`ϵ^2`$, e.g. for $`H/R0.1`$ the expressions are valid to 1%. In $`\mathrm{\S }`$ .3.1, we study the nature of the $`z`$ dependence of $`\mathrm{\Omega }_2(r,z)`$. In $`\mathrm{\S }`$ .3.3 we also discuss the interpretation of the apparent singularity in $`\mathrm{\Omega }_2`$ at $`r=r_+`$. In $`\mathrm{\S }`$ .4, we look at the velocity vector field in the outer disk, paying special attention to the sign of $`v_r`$ and $`v_z`$. We find that beyond a certain radius there is significant mass outflow near the equatorial plane for a wide range of $`\alpha `$’s. We carefully analyze all of its important characteristics, including, in $`\mathrm{\S }`$ .4.3, the fraction of the total mass flow carried out to infinity by this phenomenon. ### .3.1 Analysis of the lowest-order correction to $`\mathrm{\Omega }`$. We found that the angular velocity of material in the disk, up to and including terms of $`𝒪(ϵ^2)`$ is given by $$\mathrm{\Omega }=\mathrm{\Omega }_0\left\{1+ϵ^2\left(\frac{h}{r}\right)^2\left[\frac{3}{4}+\frac{1}{2}\left(\frac{d\mathrm{ln}h}{d\mathrm{ln}r}\right)+\frac{2}{15}\alpha ^2\mathrm{\Lambda }\left(16\frac{z^2}{h^2}\right)\right]\right\}.$$ (3.59) Eq. (3.59) for $`\mathrm{\Omega }`$ is valid up to corrections of $`𝒪(z^4/r^4)`$ for a geometrically thin disk. As pointed out in Ch. .2 $`\mathrm{\Omega }`$ is clearly an even function of $`z`$ and is Keplerian up through first order in $`ϵ`$. In addition, since $`lim_r\mathrm{}(d\mathrm{ln}h/d\mathrm{ln}r)=1`$ and $`lim_r\mathrm{}(h/r)=\lambda `$ from eq. (2.44), we find that $$\underset{r\mathrm{}}{lim}\left(\frac{\mathrm{\Omega }}{\mathrm{\Omega }_0}1\right)=ϵ^2\lambda ^2\left[\frac{1}{4}+\frac{2}{15}\alpha ^2\mathrm{\Lambda }\left(16\frac{z^2}{h^2}\right)\right].$$ (3.60) Note that this limit is negative for all $`z`$ because $`02\alpha ^2\mathrm{\Lambda }/150.082`$ over the range $`0\alpha 1`$. Also observe that in the case of $`\alpha 1`$, eq. (3.60) reduces to a negative constant $`ϵ^2\lambda ^2/4`$. Thus, in the limit of inviscid flow ($`\alpha 0`$), $`\mathrm{\Omega }`$ is constant on cylinders (but subkeplerian for $`r>>r_+`$). Finally, because $`h^2(d\mathrm{ln}h/d\mathrm{ln}r)\mathrm{}`$ as $`rr_+`$, we know that $`\mathrm{\Omega }`$, as given by eq. (3.59), diverges at $`r=r_+`$. It is on these last two properties that we now focus our attention. ### .3.2 Differential rotation of the angular velocity with respect to $`z`$. In this subsection, we discuss the $`z`$ dependence of $`\mathrm{\Omega }`$. We define the quantity $`\mathrm{\Delta }\mathrm{\Omega }=[\mathrm{\Omega }(r,\pm H)\mathrm{\Omega }(r,0)]`$ to be the difference between the angular velocity at the surface of the disk and the angular velocity in the equatorial plane. From eq. (3.59), we derive the following expression for the fractional difference: $$(\mathrm{\Delta }\mathrm{\Omega }/\mathrm{\Omega }_0)=\frac{ϵ^2}{\mathrm{\Omega }_0}\left[\mathrm{\Omega }_2(r,\pm h)\mathrm{\Omega }_2(r,0)\right]=ϵ^2\left(\frac{h}{r}\right)^2\left(\frac{4}{5}\alpha ^2\mathrm{\Lambda }\right).$$ (3.61) Clearly, this fraction is negative for all radii. In Fig. 1, we plot $`\mathrm{log}\|\mathrm{\Delta }\mathrm{\Omega }/\mathrm{\Omega }_0\|`$ in the disk with $`ϵ=0.01`$ and $`\dot{m}=1`$, for several values of the viscosity parameter: $`\alpha =0.01`$, $`0.1`$, and $`1.0`$. We observe that in the limit of $`rr_+`$, since $`lim_r\mathrm{}(h/r)=\lambda `$ (see eq. (2.39)), the fractional difference in $`\mathrm{\Omega }`$ tends to a negative constant given by $`lim_r\mathrm{}(\mathrm{\Delta }\mathrm{\Omega }/\mathrm{\Omega }_0)ϵ^2(4/5)\alpha ^2\mathrm{\Lambda }\lambda ^2`$ (dashed lines). The amount by which the surfaces of constant $`\mathrm{\Omega }`$ deviate from upright cylinders is proportional to $`ϵ^2`$ and therefore very small for a thin disk. The nearly constant behavior for $`(\mathrm{\Delta }\mathrm{\Omega }/\mathrm{\Omega }_0)`$ for $`rr_+`$ is also interesting in its own right since it implies that the total departure of the surfaces of constant $`\mathrm{\Omega }`$ from the vertical does not significantly decrease (or increase) as one goes further out in the disk. Examination of eq. (3.61), also shows us that formally differential rotation vanishes as $`rr_+`$, since $`h0`$ at $`r=r_+`$; however, as $`\mathrm{\Omega }=\mathrm{\Omega }_0+ϵ^2\mathrm{\Omega }_2`$ diverges to $`+\mathrm{}`$ at $`r=r_+`$, this result of $`\mathrm{\Delta }\mathrm{\Omega }0`$ really has no physical meaning. ### .3.3 The singularity in $`\mathrm{\Omega }(r,z)`$ in the inner disk. In Fig. 2(a), we plot the second order correction to $`\mathrm{\Omega }`$ (i.e. $`ϵ^2\mathrm{\Omega }_2`$) as a function of $`r`$ in the $`(z=0)`$ midplane for three different values of $`\alpha `$. In Fig. 2(b), we plot $`H=ϵh(r)`$ for the same values $`\alpha `$ used in Fig. 2(a). For each choice of $`\alpha `$, observe the singularity in $`\mathrm{\Omega }_2`$ at $`r_+`$. Clearly, as the presumed $`𝒪(ϵ^2)`$ correction provided by $`\mathrm{\Omega }_2`$ grows without bound near $`r=r_+`$, the assumptions underlying our perturbative expansion are invalid there. The reason for the divergence, at $`r=r_+`$, of $`\mathrm{\Omega }_2`$ , $`v_r`$ and $`v_z`$ can be traced back directly to the lowest order form of the vertically-integrated angular momentum equation (2.38): $$\dot{m}(j_0j_+)=r^3\left[_h^{+h}\eta _0𝑑z\right]\frac{d\mathrm{\Omega }_0}{dr}.$$ (3.62) The left side of eq. (3.62) is proportional to $`(j_0j_+)=j_0\left(1\sqrt{r_+/r}\right)`$ and as such must vanish at $`r=r_+`$. Since we are still assuming that $`\mathrm{\Omega }\mathrm{\Omega }_0`$ in the neighborhood of $`r_+`$, if the right side is to also vanish there, then it is necessary for the height-integrated viscosity, $`_h^{+h}\eta _0𝑑z`$, to go to zero at $`r=r_+`$. However, in the $`\alpha `$-disk prescription $`_h^{+h}\eta _0𝑑z`$ is proportional to $`(h/r)^6`$, so this leads to the conclusion that $`h0`$ as $`rr_+`$ (Shakura & Sunyaev 1973). This functional form of $`h(r)`$ causes a singularity in its derivative at $`r_+`$, i.e. $`lim_{rr_+}(dh/dr)+\mathrm{}`$, and hence to a “cusp” in the disk surface. The fault for all of this lies in the assumption that one can continue the perturbative expansion into the transition region, near the zero-torque point, $`r_{max}`$, where $`\mathrm{\Omega }`$ reaches a maximum. While it is true that eq. (1.15) holds for all radii, including $`r=r_+`$, the same cannot be said for its lowest order expansion in $`ϵ`$, eq. (3.62), which was used in the derivation of $`h(r)`$ and hence all other physical quantities. Since $`\mathrm{\Omega }`$ is maximal at $`r=r_{max}`$, $`\mathrm{\Omega }/r0`$ there, and eq. (1.15) is easily satisfied without requiring that $`_{\mathrm{}}^+\mathrm{}\eta _0𝑑z`$ vanish anywhere in the disk. However, eq. (3.62), presumes that $`\mathrm{\Omega }`$ and $`j`$ were approximately equal to their corresponding Keplerian values of $`\mathrm{\Omega }_0`$ and $`j_0`$. This then forced the vertically-integrated viscosity (and hence $`h`$) to be zero at the radius, $`r_+`$; ultimately leading to the calculated singularities in $`\mathrm{\Omega }`$, $`v_r`$ and $`v_z`$. In the final analysis, we arrive at the conclusion that our perturbative expansion in $`ϵ`$ is not valid in the inner part of the disk, near $`r=r_+`$, if we use the simple analytical expression for $`h(r)`$ which appears in eq. (2.39). However, as they are written in terms of the disk surface, $`h(r)`$, our solutions for $`\mathrm{\Omega }_2`$, $`u_1`$, and $`v_2`$ in eqs. (2.52)-(2.56) are more general than they first appear. Numerical work (Kita & Kluźniak 1997) shows that the radius of convergence for our expansions can be extended well into the boundary layer ($`r_+r`$) and all singularities completely disappear if only a more realistic (numerical) solution for $`h`$ and $`(d\mathrm{ln}h/d\mathrm{ln}r)`$ is used. In any event, our solutions for the vertical structure are certainly valid in the outer regions of the disk for $`r2r_+`$, where we are fully justified in assuming $`\mathrm{\Omega }\mathrm{\Omega }_k`$, and hence in using eq. (3.62) to determine $`h`$. ## .4 The velocity vector field. In this section we will examine the behavior of the horizontal and vertical components of the fluid velocity in the accretion disk. In particular, we will concern ourselves with the sign of $`v_r`$ and $`v_z`$, so that we can determine the direction of the accretion flow. Note that we adopt here the convention that accompanied eq. (1.12), i.e. $`\dot{M}>0`$ for accretion. Thus, if $`v_r<0`$ the radial component of the flow is directed towards the central star. Likewise, $`v_z<0`$ for $`z>0`$ signifies flow towards the $`z=0`$ midplane. Eqs. (2.53)-(2.57) for $`u_1`$ and $`v_2`$ directly give the unscaled velocity components as functions of $`r`$ and $`z`$ to lowest order in $`ϵ`$, i.e. $`v_r(r,z)=ϵ^2u_1\mathrm{\Omega }_k\stackrel{~}{R}`$ and $`v_z(r,z)=ϵ^3v_2\mathrm{\Omega }_k\stackrel{~}{R}`$. ### .4.1 The sign of $`v_r`$ in the outer disk: outflow vs. inflow. It is a result of our analysis, that at the surface of the accretion disk considered here, the fluid always flows in the general direction of the central object. Indeed, since $`2>(32/15)\mathrm{\Lambda }\alpha ^2`$ for all possible $`\alpha `$’s in the range $`0\alpha 1`$, then $`v_r<0`$ for all points on the disk surface because the term in eq. (2.53) proportional to $`(1z^2/h^2)`$ vanishes at $`z=\pm h`$. However, near the midplane beyond a certain radius, there may or may not be outflow depending on the chosen value of the parameter of viscosity, $`\alpha `$. The radial velocity in the equatorial plane is: $$v_r(r,0)=\alpha ϵ^2\mathrm{\Omega }_k\stackrel{~}{R}\left(\frac{h^2}{r^{5/2}}\right)\left[2\left(\frac{d\mathrm{ln}h}{d\mathrm{ln}r}\right)\mathrm{\Lambda }\left(1+\frac{32}{15}\alpha ^2\right)\right],$$ (4.63) where $`(d\mathrm{ln}h/d\mathrm{ln}r)`$ can be obtained from eq. (2.44) and $`\mathrm{\Omega }_k\stackrel{~}{R}`$ provides the physical units. For small radii, $`rr_+`$, evaluation of eq. (4.63) shows that the term involving $`(d\mathrm{ln}h/d\mathrm{ln}r)`$ dominates the bracketed expression and thus $`v_r(r,0)<0`$, i.e. we have inflow. However, for large radii, $`rr_+`$, we see that since $`lim_r\mathrm{}(d\mathrm{ln}h/d\mathrm{ln}r)=1`$, the sign of $`v_r(r,0)`$ depends ultimately on whether or not $`2\mathrm{\Lambda }(1+32\alpha ^2/15)`$. If, for example, $`\alpha =0`$, then $`\mathrm{\Lambda }`$ reduces to $`11/5`$ and the bracketed portion of eq. (4.63) is negative, so that $`v_r(r,0)>0`$ for $`rr_+`$; indicating the existence of outflow in the equatorial plane far from the central accretor<sup>4</sup><sup>4</sup>4To our knowledge, equatorial outflow in accretion disks was first discovered by Urpin (1984).. On the other extreme, if $`\alpha =1`$ then $`\mathrm{\Lambda }0.618`$ and $`\mathrm{\Lambda }[1+32\alpha ^2/15]1.94<2`$ and so $`v_r(r,0)<0`$ for $`rr_+`$, signaling that the equatorial flow is directed inwards towards the central star for all radii. A more precise analysis of eq. (4.63) allows us to determine the critical value $`\alpha _{cr}=\sqrt{15/32}0.685`$ above which there is no backflow. This is a rather substantial value more than ten times as large as the critical value estimated by Kley & Lin (1992). We now analyze quantitatively where the direction of the flow changes sign when $`\alpha <\alpha _{cr}`$. To this end we denote the stagnation radius, $`r_{stag}`$, as the radius for which $`v_r=0`$ in the equatorial plane. Eq. (4.63) with $`\alpha <\alpha _{cr}`$ allows us to calculate this stagnation radius as a function of $`\alpha `$: $$\frac{r_{stag}(\alpha )}{r_+}=\frac{\left[1+6\left(\mathrm{\Lambda }(1+\frac{32}{15}\alpha ^2)2\right)\right]^2}{\left[6\left(\mathrm{\Lambda }(1+\frac{32}{15}\alpha ^2)2\right)\right]^2}.$$ (4.64) Observe that as $`\alpha \alpha _{cr}=\sqrt{(15/32)}`$, $`\mathrm{\Lambda }1`$ by eq. (2.54), and $`r_{stag}\mathrm{}`$, as expected. This behavior is clearly visible in Fig 3, where we have plotted $`\mathrm{log}(r_{stag}/r_+)`$ vs. $`\alpha `$. In the opposite limit $`\alpha 0`$, $`r_{stag}/r_+121/363.36`$. For $`\alpha 10^1`$, we see that $`r_{stag}3.5r_+`$, this suggests that there is mass outflow in the midplane throughout most of the disk for realistic values of $`\alpha `$. Of course, for $`\alpha <\alpha _{cr}`$, the region of outflow is not restricted to the midplane $`(z=0)`$ . Indeed, inspection of eq. (2.53) shows that $`v_r(r,z)0`$ for a range of $`z`$ above and below the equator for $`rr_{stag}`$. We, therefore, define the “vertical flow surface,” $`z_{vert}(r,\alpha )`$, as the surface on which $`v_r=0`$, implying that the flow is moving vertically there and hence the name. Clearly, $`z_{vert}`$ is well-defined for $`rr_{stag}`$ and intersects the equatorial plane at $`r=r_{stag}`$. Thus we can expect there to be outflow in the disk for all points contained in the domain of $`r>r_{stag}(\alpha )`$ and $`z<z_{vert}(r,\alpha )`$, whenever $`\alpha \alpha _{cr}`$. For $`\alpha \alpha _{cr}`$ the surface of vertical flow disappears entirely. Solving for $`z_{vert}`$ via eq. (2.53) for $`u_1`$, we obtain $$\left(\frac{z_{vert}(r,\alpha )}{h(r)}\right)=\sqrt{\left(1+\frac{32}{15}\alpha ^2\right)\frac{2}{\mathrm{\Lambda }}\left(\frac{d\mathrm{ln}h}{d\mathrm{ln}r}\right)}.$$ (4.65) In Fig. 4, we show $`\mathrm{log}(Z_{vert}/r_+)`$ (solid curves) and $`\mathrm{log}(H/r_+)`$ (dashed curves) for two different values<sup>5</sup><sup>5</sup>5$`H`$ is also affected by the choice of $`\alpha `$, since $`h(\dot{m}/\alpha )^{1/6}`$. of the parameter $`\alpha `$: $`\alpha =0.1`$ & $`\alpha =0.6`$, where $`Z_{vert}=ϵz_{vert}`$ and $`H=ϵh`$. Observe that in Fig. 4, since $`\alpha =0.6`$ is closer to $`\alpha _{cr}0.685`$, the outflow region, bounded from above by $`z_{vert}(r,\alpha )`$, is beginning to be strongly suppressed and does not even start in the equatorial plane until $`r60r_+`$. However, for $`\alpha =0.1`$ in Fig. 4, the region of backflow is quite extensive and occupies nearly $`30\%`$ of the disk for $`r10r_+`$. ### .4.2 The sign of $`v_z`$ and its impact on mass outflow. We turn now our attention to the vertical velocity component, $`v_z`$. A study of eq. (2.56) reveals that $`\pm v_z<0`$ for all points on the disk surface at $`z=\pm h(r)`$, respectively, signifying that the flow there is directed towards the equatorial plane. In addition, eq. (2.56) leads us to the conclusion that for $`\alpha <\alpha _{cr}`$, besides being zero for all radii in the $`(z=0)`$ midplane because of its odd parity, $`v_z`$ also vanishes on a new and different “horizontal flow surface”, $`z_{hor}(r,\alpha )`$, on which the flow is directed horizontally. We determine the following functional form for this surface: $$\left(\frac{z_{hor}(r,\alpha )}{h(r)}\right)=\sqrt{\left(1+\frac{32\alpha ^2}{15}\frac{d\mathrm{ln}h}{d\mathrm{ln}r}\right)\frac{2}{\mathrm{\Lambda }}\left(\frac{d\mathrm{ln}h}{d\mathrm{ln}r}\right)^2}.$$ (4.66) Comparison of this result with eq. (4.65) reveals some definite similarities between the two flow surfaces, including the property that $`z_{hor}`$ vanishes entirely in the limit $`\alpha \alpha _{cr}`$. We also observe that $`z_{hor}`$, the bounding surface across which $`v_z`$ changes sign, is contained entirely within the vertical flow surface, $`z_{vert}`$, at which $`v_r=0`$. Furthermore, as $`r\mathrm{}`$, $`z_{hor}`$ asymptotically approaches $`z_{vert}`$ from below for all values of $`\alpha `$. Thus for $`\alpha <\alpha _{cr}`$, there is a nested volume contained within the domain of backflow ($`v_r>0`$), within which the flow is directed away from the midplane,i.e. $`v_z/z>0`$. Figs. 5(a)-(b), illustrate this phenomenon for $`\alpha =0.1`$ and $`\alpha =0.6`$ respectively, where we have zoomed in to that fraction of the disk involved with outflow. Observe that at smaller radii, in both cases region $`A`$, the area within which $`v_z/z>0`$, is much smaller than the corresponding region $`B`$ within which $`v_r>0`$; though their boundaries do converge to another at infinity, since $`lim_r\mathrm{}(d\mathrm{ln}h/d\mathrm{ln}r)1`$. Eqs. (2.53)-(2.56), in conjunction with eqs. (4.65)-(4.66), also allow us to draw some rather interesting conclusions regarding the flow geometry in the outer disk. First, any material that enters region $`B`$ must cross over into region $`A`$ at some time in the future. To see this, note that $`v_z/z`$ is still negative for all points between the vertical flow surface and the horizontal flow surface ($`\|z_{hor}\|<\|z\|<\|z_{vert}\|)`$ and thus any fluid element in region $`B`$ (where $`v_r>0`$), given enough time, must eventually cross the inner horizontal flow surface, $`z_{hor}`$, and into region $`A`$. It is clear that some of the material in region $`C`$ in Figs. 5(a)-(b) must not enter region $`B`$, instead a sizeable fraction of the flow that exists above $`z_{vert}`$ must continue on ahead of the stagnation radius, into region $`D`$ and onto the central star. This is, of course, the accreted flow that comprises $`\dot{M}`$. To better visualize our previous remark, we call the reader’s attention to Figs. 6(a)-(b), where we plot the direction of the velocity vector field, i.e. the unit vectors formed from the components $`v_r`$ and $`v_z`$, in the outer disk for two different values of viscosity, both with $`\alpha <\alpha _{cr}`$. As a reference, we have also overlaid the vertical flow surface, $`z_{vert}`$. In Fig. 6(c), we show the directional flow pattern for the case of $`\alpha >\alpha _{cr}`$ (here $`\alpha =1`$), and we now find that only inflow persists throughout the entire disk. Finally, note that there are no cells of meridional circulation in the disk. In the region $`B`$ flow is always directed towards the surface which bounds region $`A`$, while in the region $`A`$ flow is always directed away from the equator. The circulating pattern of flow found by Kley & Lin (1992) close to the edges of their computational domain must be an artifact of the boundary conditions they imposed. In fact, calculation of the stream lines shows that material which enters region $`A`$ can never intersect the $`v_z=0`$ horizontal flow surface again, because $`v_r>0`$ and $`v_z0`$ there. Coupled with our original finding that any fluid which enters region $`B`$ must also pass eventually into region $`A`$, this implies that material once in the backflow region $`B`$ can never return to the inflow portion $`C`$ of the accretion disk. Therefore, if $`\alpha <\alpha _{cr}`$, the backflow must continue all the way out to “infinity,” where the disk terminates. All of this can be easily verified by looking at Figs. 6(a)-(b). ### .4.3 The mass fraction of outflow relative to inflow. The last question that we address relates to the backflow. What is the mass outflow rate in comparison to the $`\dot{M}`$ accreted by the star? It is clear that the answer to this question must depend on the parameter $`\alpha `$, since we know that there is no backflow for $`\alpha \alpha _{cr}0.685`$. For this reason we now define $`\mathrm{\Gamma }(r,\alpha )`$ to be the ratio of the mass rate flowing outwards through a cylinder of radius $`r>r_{stag}`$ to the net mass accretion rate, $`\dot{M}`$. To evaluate the functional form of $`\mathrm{\Gamma }(r,\alpha )`$, we simply integrate the radial mass flux, $`\rho v_r`$, over the surface of a cylinder with height $`2z_{vert}`$ centered on the midplane. $$\mathrm{\Gamma }(r,\alpha )=\left\|\frac{4\pi r_0^{z_{vert}(r,\alpha )}\rho _0u_1𝑑z}{4\pi r_0^{h(r)}\rho _0u_1𝑑z}\right\|=\frac{1}{\dot{m}}\left\|2r_0^{z_{vert}(r,\alpha )}\rho _0u_1𝑑z\right\|,$$ (4.67) where $`\dot{m}`$ is the scaled mass accretion rate defined in eq. (2.34). Using eq. (4.65) for $`z_{vert}(r,\alpha )`$, eq. (2.31) for $`\rho _0`$, and eq. (2.53) for $`u_1(r,z)`$ we find that the mass outflow fraction is $$\mathrm{\Gamma }(r,\alpha )=\left(\frac{2\alpha \mathrm{\Lambda }}{5\sqrt{5}\dot{m}}\right)\left(\frac{h}{r}\right)^6\left[G_1(\gamma ^{})+\left((\gamma ^{})^21\right)G_2(\gamma ^{})\right]$$ (4.68) where $`\gamma ^{}=\gamma ^{}(r,\alpha )=z_{vert}/h`$ and $`G_1`$ and $`G_2`$ are rather complicated functions of $`\gamma ^{}`$ given by: $`G_1(\gamma ^{})={\displaystyle _0^\gamma ^{}}\left(1{\displaystyle \frac{z^2}{h^2}}\right)^{5/2}{\displaystyle \frac{dz}{h}}={\displaystyle \frac{5}{16}}\mathrm{sin}^1(\gamma ^{})+{\displaystyle \frac{5}{16}}\gamma ^{}\left(\sqrt{1(\gamma ^{})^2}\right)`$ $`+{\displaystyle \frac{5}{24}}\gamma ^{}\left(\sqrt{1(\gamma ^{})^2}\right)^3+{\displaystyle \frac{\gamma ^{}}{6}}\left(\sqrt{1(\gamma ^{})^2}\right)^5,`$ (4.69) $`G_2(\gamma ^{})={\displaystyle _0^\gamma ^{}}\left(1{\displaystyle \frac{z^2}{h^2}}\right)^{3/2}{\displaystyle \frac{dz}{h}}={\displaystyle \frac{3}{8}}\mathrm{sin}^1(\gamma ^{})+{\displaystyle \frac{3}{8}}\gamma ^{}\left(\sqrt{1(\gamma ^{})^2}\right)`$ $`+{\displaystyle \frac{1}{4}}\gamma ^{}\left(\sqrt{1(\gamma ^{})^2}\right)^3.`$ (4.70) The limit $`\mathrm{\Gamma }_{\mathrm{}}(\alpha )=lim_r\mathrm{}\mathrm{\Gamma }(r,\alpha )`$ is of particular interest, as it represents the ratio of the net outflow to net inflow in the disk. Analysis of eqs. (4.68)-(.4.3) provides us with the following form for $`\mathrm{\Gamma }_{\mathrm{}}`$: $$\mathrm{\Gamma }_{\mathrm{}}(\alpha )=\frac{32\mathrm{\Lambda }}{\pi }\left[G_1(\gamma _{\mathrm{}}^{})+\left(\left(\gamma _{\mathrm{}}^{}\right)^21\right)G_2(\gamma _{\mathrm{}}^{})\right],$$ (4.71) where the quantity $`\gamma _{\mathrm{}}^{}`$ is well defined only for $`\alpha <\alpha _{cr}`$ and given by $$\gamma _{\mathrm{}}^{}=\underset{r\mathrm{}}{lim}\gamma _{}(r,\alpha )=\sqrt{1+\frac{32}{15}\alpha ^2\frac{2}{\mathrm{\Lambda }}}.$$ (4.72) The resultant dependence on $`\alpha `$ for the mass outflow fraction as $`r\mathrm{}`$ is plotted in Fig. 7. We see that $`\mathrm{\Gamma }_{\mathrm{}}(\alpha )`$ tends smoothly to zero as $`\alpha \alpha _{cr}`$. However, for a wide range of $`\alpha `$, the fraction of the mass flow that is contained in the outflow region, near the midplane is quite significant: $`\mathrm{\Gamma }_{\mathrm{}}(\alpha )0.4`$ for $`0\alpha 0.1`$ and $`0.1<\mathrm{\Gamma }_{\mathrm{}}(\alpha )0.35`$ for $`0.1<\alpha <0.5`$. Thus, for $`\alpha 0.1`$, the total mass rate, $`\dot{M}_{tot}=\dot{M}_{out}+\dot{M}`$, being fed into the disk at the outer edge is $`1.4\dot{M}`$. All in all, we are led to the startling conclusion (Urpin 1984) that, for small values of $`\alpha `$, there is backflow in the disk transporting fluid outwards to the outer boundary of the accretion disk. This should have serious repercussions for mass transfer at the outer edge of the disk. 6. Final remarks. By performing a systematic expansion (pioneered by Regev 1983) of the disk equations of motion we were able to find a closed solution for the velocity field and the disk structure, valid everywhere outside, say, 1.1 times the zero torque radius. We showed how, for all but very large values of viscosity, the accretion flow turns around and feeds a backflow (first discovered by Urpin in 1984) in the equatorial plane of the disk. This backflow has now also been seen in a number of numerical simulations and must be considered a general feature of accretion in a geometrically thin disk, and possibly also in quasi-spherical flows. We note, that if the flow discussed here were advective, some of the gravitational energy released by the flow close to the central gravitating body would have been carried by the flow to larger radii before it is radiated. 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warning/0006/cond-mat0006468.html	ar5iv	text	# The Effect of Interaction on Shot Noise in The Quantum Limit ## 1 Introduction The physics of non-equilibrium mesoscopic systems has been the subject of extensive theoretical and experimental research for more than a decade $`^{\mathrm{?},\mathrm{?},\mathrm{?}}`$. The first step $`^{\mathrm{?},\mathrm{?},\mathrm{?},\mathrm{?}}`$ was the understanding that Fermi statistics has a dramatic effect on the noise in the quantum limit. Employing various methods ( e.g. semiclassical approximations $`^\mathrm{?}`$ the Landauer scattering states approach $`^{\mathrm{?},\mathrm{?},\mathrm{?}}`$ and diagrammatic Keldysh techniques $`^\mathrm{?}`$) it has been recognized that the zero frequency $`^\mathrm{?}`$ zero temperature noise vanishes in the limit of perfect transparency, while the conductance remains finite. For a multichannel geometry one obtains $`S(0)={\displaystyle \frac{e^2}{\pi \mathrm{}}}{\displaystyle \underset{n}{}}T_n(1T_n)eV,`$ (1) where $`\{T_n\}`$ are the channel transparencies and $`V`$ is the voltage drop across the junction under consideration. This result may be used when discussing disordered conductors. Upon averaging over an ensemble of coherent diffusive systems (the size of which is smaller than any of the inelastic, dephasing and localization lengths), one obtains a universal $`1/3`$ reduction from the traditional expression for shot-noise $`^\mathrm{?}`$, $`S=e<I>`$ ( the expectation value with respect to the effective action, denoted by $`<>`$ , includes configuration averaging). While the physics of non-interacting electrons ( especially when disorder averaging is involved) turns out to be quite universal, this is not the case when electron-electron interactions are present. Nevertheless, when the dynamics of the electrons is classical, rendering quantum mechanical interference effects negligible, one may resort to the physically appealing kinetic equation technique, or more specifically, employ the Kogan-Shulman $`^\mathrm{?}`$ approach. Under such conditions it is possible to define an effective single-particle distribution function which fluctuates in time and space. The characteristics of this distribution function , which affect the noise, depend on non-universal factors such as the external screening $`^{\mathrm{?},\mathrm{?}}`$, the geometrical details of the contacts $`^\mathrm{?}`$ and the various inelastic processes rates $`^{\mathrm{?},\mathrm{?}}`$ . One may then consider two limiting cases, namely the short and the long energy relaxation length. Correspondingly, and depending on the frequency range , one may obtain different suppression factors ( see e.g.$`^{\mathrm{?},\mathrm{?}}`$), or even a noise spectrum which depends on the spatial coordinate $`^\mathrm{?}`$. The dependence of the shot noise on both Fermi statistics and on the value of the discrete elementary charge has become manifest through experiments on fractional quantum Hall systems, where electron-electron interaction redefine the quasi-particle charge $`^\mathrm{?}`$. Apart from the later effect, electron-electron interactions may introduce further non-trivial signatures. For interacting systems at equilibrium this has been studied by Altshuler and Aronov $`^\mathrm{?}`$, who found small albeit singular ( in the temperature) corrections to the linear conductivity ( hence, by FDT, to the equilibrium noise). These corrections to the noise are the result of an interplay between disorder and interaction, and depend on the coherence of the electrons. One might expect an analogous type of physics out of equilibrium. Pursuing the study of the effect of interactions beyond the scope of the kinetic equation and well into the quantum regime is the main focus of the present work. ## 2 Results We consider here a high mobility disordered metallic bridge, whose Ohmic conductance is $`G_{Ohm}`$. This bridge is connected to two ideal leads , each merging adiabatically onto a respective reservoir. The reservoirs are assumed to be at equilibrium with chemical potentials differing by $`eV`$. The linear dimensions of the bridge are all larger than the elastic mean free path , $`l`$, yet much shorter than the inelastic length, $`l_{in}`$. As the problem is technically challenging, we resort to a model calculation ,taking the interaction to be short-ranged. Considering a low electron-electron collision rate, one may assume the temperature $`T`$ to be constant throughout the system $`^\mathrm{?}`$. It is now convenient to define $`\zeta =\text{max}\{eV,T\}`$; $`g_{\mathrm{}}`$ will denote the dimensionless conductance per square, $`\mathrm{}\nu D`$, where $`\nu `$ is the single electron density-of-states and $`D`$ is the diffusivity. Our main result concerns the zero frequency noise which is written as $`\text{S}=\text{S}_0+\delta \text{S},`$ (2) where the interaction corrections to the zero frequency noise are given by $`\delta \text{S}={\displaystyle \frac{G_{Ohm}}{6\pi ^2g}}\left[2T\mathrm{ln}({\displaystyle \frac{\zeta \tau }{\mathrm{}}})+eV\mathrm{coth}({\displaystyle \frac{eV}{2T}})(\mathrm{ln}({\displaystyle \frac{\zeta \tau }{\mathrm{}}})+\mathrm{ln}({\displaystyle \frac{T\tau }{\mathrm{}}}))\right].`$ (3) This result should be compared with the corresponding correction to the conductance. We have obtained $`\delta G_{Ohm}={\displaystyle \frac{G_{Ohm}}{2\pi ^2g}}\mathrm{ln}\left({\displaystyle \frac{\zeta \tau }{\mathrm{}}}\right).`$ (4) At equilibrium , as long as FDT is applicable, the interaction correction to the current noise may be cast as a correction to the Ohmic part of the conductance $`^\mathrm{?}`$ . Our results , Eqs.(3) and (4), demonstrate that out of equilibrium this is not any more the case: while corrections to the conductance are determined by the larger of the temperature and the applied voltage, the most singular correction to the noise involves a temperature-dominated logarithmic singularity. ## 3 The Approach We now present a brief description of our derivation. Full account of the analysis is presented elsewhre$`^\mathrm{?}`$ We took notice of the work of Kamenev and Andreev $`^\mathrm{?}`$ , who had addressed the physics of disordered interacting electron gas by deriving a sigma-model description $`^\mathrm{?}`$ defined on a Keldysh contour ( see also Ref. $`^\mathrm{?}`$). In their work $`^\mathrm{?}`$ the interaction has been accounted for by expanding around an (approximate) interaction-dominated saddle point , obtained through gauge transformation. Here we pursue the Kamenev-Andreev approach further, to include non-equilibrium effects $`^\mathrm{?}`$. Our starting point is the Lagrangian density $`\widehat{}=\overline{\mathrm{\Psi }}[\widehat{G}_0^1U_{dis}]\mathrm{\Psi }\overline{\mathrm{\Psi }}\overline{\mathrm{\Psi }}\widehat{\text{V}}\mathrm{\Psi }\mathrm{\Psi }.`$ (5) Here $`\widehat{V}`$ represents the electron-electron interaction ; the Schrödinger operator of an electron of mass $`m`$ in the presence of a vector potential $`a`$ is given by $`\widehat{G}_0^1=i\mathrm{}{\displaystyle \frac{}{t}}+{\displaystyle \frac{\mathrm{}^2}{2m}}\left(a\right)^2+\mu .`$ (6) All energies are measured from the chemical potential $`\mu `$. The action now contains an integral over space and an integral in time over the Keldysh contour . Such a representation is particularly convenient for averaging over disorder, as the generating functional $`Z[a]`$ is identically equal to $`1`$ when the external sources on the forward and backward paths are equal. Next , one averages over the $`\delta `$-correlated disorder. We then perform a Hubbard-Stratonovich transformation, introducing the bosonic fields $`Q`$ and $`\mathrm{\Phi }`$ which decouple the non-local-in-time term (generated by disorder averaging) and the non-local-in-space term ( produced by the Coulomb interaction ) respectively. In terms of the bosonic matrix field $`Q`$ and $`\mathrm{\Phi }`$ the action now reads $`iS[\widehat{Q},\widehat{\mathrm{\Phi }}]=i\text{Tr}\{\mathrm{\Phi }^T\text{V}^1\gamma _2\mathrm{\Phi }\}{\displaystyle \frac{\pi \nu }{4\tau }}\text{Tr}\{\widehat{Q}^2\}+`$ $`\text{Tr}\mathrm{ln}\left[\widehat{G}_0^1+{\displaystyle \frac{i\widehat{Q}\sigma _3}{2\tau }}+\widehat{\varphi }_\alpha \widehat{\gamma }^\alpha \right].`$ (7) Unlike the original treatment of Ref.$`^\mathrm{?}`$, we presently try to avoid the overwhelming task of finding an interaction-gauged saddle-point solution out of equilibrium . Instead, we consider here short-ranged interaction which , we believe, captures the essentials of the problem at hand: $`\widehat{\text{V}}(xx^{})=\mathrm{\Gamma }\delta (xx^{}).`$ (8) Hereafter $`\mathrm{\Gamma }`$ is assumed to be small $`(\mathrm{\Gamma }\nu 1)`$. For weak disorder $`(ϵ_F\tau 1`$ ,$`\tau `$ being the elastic mean free time) it is possible to separate the slow and fast degrees of freedom . Expanding around the noninteracting saddle point yields the following effective action $`iS=i\mathrm{\Gamma }^1\text{Tr}\{\mathrm{\Phi }^T\gamma _2\mathrm{\Phi }\}{\displaystyle \frac{\pi \nu }{4}}\text{Tr}\{D(Q)^24i(\varphi _\alpha \gamma ^\alpha +\widehat{ϵ})Q\},`$ (9) with the usual non-linear constraint $`Q^2=1`$. Here $`\mathrm{\Phi }^T=(\varphi _1,\varphi _2)`$ and $`\gamma _1=\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right),\gamma _2=\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right).`$ (10) Within this model one may calculate the correlation function of the fluctuations of the electric potential $`\varphi _i(r,\omega )\varphi _j(r^{},\omega )=i\mathrm{\Gamma }\delta (rr^{})\gamma _2^{i,j}.`$ (11) Let us first consider the non-interacting scenario , stressing a few points that were implicit in previous works $`^{\mathrm{?},\mathrm{?}}`$. The gapless fluctuations of $`Q`$ around the saddle point are conveniently parameterized as $`Q=\mathrm{\Lambda }\mathrm{exp}\left(W\right),`$ $`\mathrm{\Lambda }W+W\mathrm{\Lambda }=0.`$ (12) To satisfy the non-linear constraint on $`Q`$ and , at the same time , conform to Eq. (3), one may use the representation $`W_{x,ϵ,ϵ^{}}=\left(\begin{array}{cc}F_{x,ϵ}\overline{w}_{x,ϵ,ϵ^{}}& w_{x,ϵ,ϵ^{}}+F_{x,ϵ}\overline{w}_{x,ϵ,ϵ^{}}F_{x,ϵ^{}}\\ \overline{w}_{x,ϵ,ϵ^{}}& \overline{w}_{x,ϵ,ϵ^{}}F_{x,ϵ^{}}\end{array}\right),`$ (13) where the fields $`\omega ,\overline{\omega }`$ are unconstrained. Expanding the action to second order in the soft modes yields for the free part of the action $`iS[W]=iS^0[W]+iS^1[W]+iS^2[W].`$ (14) The zeroth order term vanishes at the saddle point. The linear part in $`W`$ should vanish as well, yielding an equation for $`F`$ which, together with the appropriate boundary conditions, determines $`F`$ uniquely The quadratic part of the action is equal to $`iS^2[W]={\displaystyle \frac{\pi \nu }{2}}[\overline{w}_{x,ϵ,ϵ^{}}[D^2+i(ϵϵ^{})]w_{x,ϵ^{},ϵ}`$ $`DF_{x,ϵ}\overline{w}_{x,ϵ,ϵ^{}}F_{x,ϵ^{}}\overline{w}_{x,ϵ^{},ϵ}].`$ (15) The last term in (3) is responsible for equilibration along the longitudinal coordinate; it is absent at equilibrium. Turning our attention now to the diffusive constriction geometry, we specifically consider the slow energy relaxation time limit. The distribution function is then readily calculated $`^{\mathrm{?},\mathrm{?}}`$. One may next evaluate various correlation functions for this system out of equilibrium. For our unconstrained Gaussian action, Eq. (3), they can be written in terms of the diffusion propogator $`^\mathrm{?}`$ $`w(x,ϵ_1,ϵ_2)\overline{w}(x^{},ϵ_3,ϵ_4)=2\delta _{ϵ_1,ϵ_4}\delta _{ϵ_2,ϵ_3}\text{D}(x,x^{},ϵ_1ϵ_2)`$ $`w(x,ϵ_1,ϵ_2)w(x^{},ϵ_3,ϵ_3)=\delta _{ϵ_1,ϵ_4}\delta _{ϵ_2,ϵ_3}2\pi \nu D`$ $`\text{D}_{ϵ_1ϵ_2,x,x_1}F_{ϵ_2,x_1}F_{ϵ_1,x_1}\text{D}_{ϵ_2ϵ_1,x_1,x^{}}.`$ (16) Employing the above building blocks we may calculate the symmetrized current-current correlation function $`\text{S}(t,x,t^{},x^{})={\displaystyle \frac{1}{2}}\left[\widehat{I}(t,x)\widehat{I}(t^{},x^{})+\widehat{I}(t^{},x^{})\widehat{I}(t,x)\right].`$ (17) Under stationary conditions it is a function of the difference of its arguments. Relying on the identity $`Z[a_+,a_{}=0]=1`$ ( where the indices refer to the symmetric (“classical”) and the antisymmetric (“quantal”) combinations over the Keldysh branches) , we express S as $`\text{S}(x,t;x^{},t^{})={\displaystyle \frac{e^2}{4}}{\displaystyle \frac{\delta ^2Z[a]}{\delta a_2(x,t)\delta a_2(x^{},t^{})}}.`$ (18) After functional differentiation one obtains the following equation $`\text{S}_{x,t;x^{},t^{}}={\displaystyle \frac{e^2\pi \nu D}{4}}<\text{I}_{x,t,t^{}}^D\delta _{x,x^{}}{\displaystyle \frac{\pi \nu D}{2}}\text{M}_{x,t}\text{M}_{x^{},t^{}}>\text{I}^2,`$ (19) where we have introduced the notation $`\text{I}_{x,t}^D=\text{Tr}\{Q_{x,t,t^{}}\gamma _2Q_{x^{},t^{},t}\gamma _2Q_{x,t,t^{}}Q_{x^{},t^{},t}\}\delta _{x,x^{}}`$ $`\text{M}_{x,t}=\text{Tr}\left\{\left(Q_{x,t,t_1}Q_{x,t_1,t}(Q_{x,t,t_1})Q_{x,t_1,t}\right)\gamma _2\right\}.`$ (20) Expanding Eq. (19) to first order in $`1/g`$ and to zeroth order in $`\mathrm{\Gamma }`$ , we recover the results of the direct diagrammatic analysis of this problem $`^\mathrm{?}`$. The extra power of $`g`$ in the second term ( a non-local part ) cancels with $`\text{I}^2`$. At high frequencies, dynamical fluctuations of the local density are feasible, leading to the dependence of the noise on the the spatial coordinates; this is not anymore the case at low frequencies, $`\omega E_{Th}`$ , which is a direct consequence of particle conservation. In this limit S is given as a sum of three equilibrium spectral functions $`^\mathrm{?}`$ $`\text{S}_0(\omega )={\displaystyle \frac{1}{6}}[4\text{S}^{eq}(\omega )+\text{S}^{eq}(\omega +eV)+\text{S}^{eq}(\omega eV)],`$ (21) as has been found earlier $`^\mathrm{?}`$. ## 4 The Effect Of e-e Interaction So far we have considered the leading part of the current noise. Now on we discuss corrections due to e-e interactions. We note that under the conditions specified above, the non-equilibrium quasi-particle distribution function is essentially of a (temperature and interaction smeared) double-step form. We first evaluate the interaction correction to the stationary value of electron current, $`\delta \text{I}^{ee}`$. Employing the relation $`I={\displaystyle \frac{e}{2i}}{\displaystyle \frac{\delta Z[a]}{\delta a_2}},`$ (22) and using the action (Eq. 9), we obtain $`\delta \text{I}^{ee}={\displaystyle \frac{e\pi \nu D(i\pi \nu )^2}{4}}\text{M}\text{Tr}\{\varphi _\alpha \gamma ^\alpha Q\}\text{Tr}\{\varphi _\beta \gamma ^\beta Q\}_0.`$ (23) Employing the rules of Eq.3 , this leads to $`\delta \text{I}^{ee}=\text{I}{\displaystyle \frac{\mathrm{\Gamma }\nu }{2(2\pi )^2g}}\mathrm{ln}\left({\displaystyle \frac{\zeta \tau }{\mathrm{}}}\right).`$ (24) Let us turn now to the calculation of the interaction correction to the current noise. To this end one evaluates Eq. (19), employing the interaction dependent action, Eq. (21) . In first order in the interaction we obtain $`\delta \text{S}^{ee}(0)={\displaystyle \frac{e^2\pi \nu D}{4}}<[I_{x,t,t^{}}^D\delta _{x,x^{}}{\displaystyle \frac{\pi \nu D}{2}}M_{x,t}M_{x^{},t^{}}]`$ $`\text{Tr}\{\varphi _\alpha \gamma ^\alpha Q\}\text{Tr}\{\varphi _\beta \gamma ^\beta Q\}>.`$ (25) To proceed , we first carry out the averaging over the fields $`\varphi `$ in Eq. (4) employing Eq. (11) . This leads to a $`\mathrm{\Gamma }`$ dependent expression written solely in terms of the matrices $`Q`$. We then expand in the fields $`\omega ,\overline{\omega }`$ and perform contractions according to the rules of Eq.(3). For frequencies smaller than the Thouless frequency , the current-current correlation function does not depend on the choice of the cross-section : integration over the spatial coordinates will lead to the suppression of space-derivative terms. We finally obtain $`\delta S^{ee}={\displaystyle \frac{G\mathrm{\Gamma }\nu }{12\pi ^2g}}[2T\mathrm{ln}({\displaystyle \frac{\zeta \tau }{\mathrm{}}})+eV\mathrm{coth}({\displaystyle \frac{eV}{2T}})(\mathrm{ln}({\displaystyle \frac{\zeta \tau }{\mathrm{}}})+\mathrm{ln}({\displaystyle \frac{T\tau }{\mathrm{}}}))].`$ (26) The derivation of Eqs. (24) and (26) involves some controlled approximations. The use of a short range interaction (assumed to be small, $`\mathrm{\Gamma }\nu 1`$) renders them model dependent. To establish a relation with the “real” screened Coulomb interaction, we further propose the following heuristic picture: we argue that the correct prefactor in the expression for $`\delta \text{I}^{ee}`$ should not depend strongly on either the temperature or the voltage ; hence it can be restored based on equilibrium calculations $`^\mathrm{?}`$ , $`\delta \text{I}^{ee}=\text{I}{\displaystyle \frac{1}{2\pi ^2g}}\mathrm{ln}\left({\displaystyle \frac{\zeta \tau }{\mathrm{}}}\right).`$ (27) Comparing Eqs.(24) and (27) we are able to express $`\mathrm{\Gamma }`$ in terms of the model-independent parameters of the problem , which leads to Eq.(4). This mapping will be employed for the expression for the noise as well, leading to Eq. 3. Hereafter we have assumed $`\zeta E_{Th}`$, which is readily satisfied for macroscopic samples. We note that both the voltage and the temperature may serve as cut-offs for the logarithmic singularity. For $`TeV`$ the singularity is governed by $`T`$, resulting in the Altshuler-Aronov correction to the conductance. Considering the asymptotic high temperature behavior of Eq.(3), one notes that the equilibrium part is dominant. By the FDT Eq. (3) is related to the Altshuler-Aronov correction to the conductance $`^\mathrm{?}`$ , which is obtained from Eq. (4) by substituting $`\zeta =T`$: $`\delta \text{S}={\displaystyle \frac{G_{Ohm}}{\pi ^2g}}T\mathrm{ln}\left({\displaystyle \frac{T\tau }{\mathrm{}}}\right),`$ (28) or, alternatively, it is related to the correction to the mean current, Eq.(27). In the large voltage limit, current fluctuations are dominated by the bias dependent shot noise. Note, though, that the interaction corrections to it are still determined by the temperature, $`\delta \text{S}={\displaystyle \frac{G_{Ohm}}{6\pi ^2g}}e\|V\|\mathrm{ln}\left({\displaystyle \frac{T\tau }{\mathrm{}}}\right).`$ (29) The FDT breaks down manifestly , and the results for the current (Eq. 27) and for the current noise (Eq. 29) are no longer related to each other in a simple way. Moreover, the interaction correction to the current noise is larger (for large bias ) than the corresponding correction to the mean current. On a qualitative level we note that within a classical picture,the electron-electron interaction may indeed lead to strong suppression of current fluctuations without affecting the mean current much, in agreement with our quantitative analysis. In other words, the relation between the mean current and the noise , $`SeI`$, which is valid for Poisson-like processes, is no longer applicable. While we have presented here specific expressions for the interaction corrections in two dimensions, we do expect effects of similar nature to take place at other dimensions as well. ## 5 Experimental Relevance ¿From the experimental point of view and for standard range of parameters, the effect we predict here is quite small (i.e., the logarithm of the ratio between the voltage and the temperature dominated corrections is typically close to unity. However, the incipient logarithmic singularity found here may, in principle, be spotted by carefully scanning the temperature dependence of the noise. Moreover, one can push the temperature and the voltage to values where the effect is particularly enhanced. Fig presents a comparison of the corrections to the zero frequency current noise derived here (solid line) with a “naive” prediction (dashed line). The latter refers to using a standard expression for the shot noise, where we insert the non-equilibrium interaction corrections for $`G_{Ohm}`$. Here our two-dimensional metallic film is assumed to have a square geometry. Its conductance measured in units of quantum conductance is taken to be $`G_{Ohm}=10\frac{e^2}{\mathrm{}}`$, and the value of the elastic mean free time is chosen to be $`\tau =10^{}2\frac{1}{meV}`$. The applied bias $`V=1meV`$ and the temperature varies in the range $`0.001\mathrm{meV}<kT<1\mathrm{m}\mathrm{e}\mathrm{V}`$. As the temperature decreases, the discrepancy between the ”naive expectation” and the correct result becomes increasingly pronounced. ## Acknowledgments We acknowledge discussions with A.M. Finkelstein, A. Kamenev, D.E. Khmel’nitskii, L.S. Levitov, A.D. Mirlin, M. Rokni, B.Z. Spivak and useful input on expermintal aspects from D. Prober, M. Reznikov and R. Schoelkopf. Y.G. acknowledges the hospitality of and the interaction with B.L. Altshuler at Princeton/NEC. This work was supported by the U.S.-Israel Binational Science Foundation, the DIP Foundation, the Israel Academy of Sciences and Humanities-Centers of Excellence Program, and by the German-Israeli Foundation (GIF).
warning/0006/cond-mat0006297.html	ar5iv	text	# 1 Introduction ## 1 Introduction Burkov et alii have undertaken an exhaustive study of formulae describing optical rotatory dispersion (ORD) of $`\alpha `$-quartz. This study is based on precise measurements of various authors in the region from $`0.15\mu m`$ to $`3.2\mu m`$. Beside the well known formula of Drude $$\rho (\lambda )=\underset{i}{}\frac{K_i^{(1)}}{\lambda ^2\lambda _i^2}$$ (1) Burkov et alii have used the following formulae: $$\rho (\lambda )=\underset{i}{}\frac{K_i^{(1)}\lambda ^2}{\left(\lambda ^2\lambda _i^2\right)^2}$$ (2) derived by Chandrasekhar , the combined formula $$\rho (\lambda )=\underset{i}{}\left[\frac{K_i^{(1)}}{\lambda ^2\lambda _i^2}+\frac{K_i^{(2)}\lambda ^2}{\left(\lambda ^2\lambda _i^2\right)^2}\right]$$ (3) derived by one of us and also by Nelson and formula $$\rho (\lambda )=\underset{i}{}\frac{K_i^{(3)}\left(\lambda ^2+\lambda _i^2\right)}{\left(\lambda ^2\lambda _i^2\right)^2}$$ (4) derived by Agranovich and by Tsvirko . In these formulae $`\rho `$ is the rotatory power, $`\lambda _i`$ is the characteristic wavelength and $`K_i^{(j)}`$ are the constants including molecular and crystalline properties of $`\alpha `$-quartz. Formulae (2) and (3) are based on the theory of coupled oscillators and the formula (4) is based on the excitons theory. It should be noted that measurements and theories for light propagating along the optic axis have been taken into account only. The applicability of the above mentioned formulae have been judged by Burkov et alii with the aid of root-mean-square deviation defined by $$g=\underset{n}{}(\rho _{exp}\rho _{teor})^2$$ (5) where $`\rho _{exp}`$ are experimental data and $`\rho _{teor}`$ fitted data following from formulae (1) - (4). Further $`n`$ is a number of measured data and the analysis of Burkov et alii comprises forty-five points from $`0.15\mu m`$ to $`3.2\mu m`$. These authors have found that formulae (1) and (4) with one term are inconvenient because $`g`$ is very great. They have found good agreement in the case of formula (1) with two terms of opposite signs, in the case of formula (2) with one or two terms and in the case of formula (3) with different $`K_1^{(1)}`$ and $`K_2^{(2)}`$ but with one $`\lambda _i`$. In some cases they have introduced the constant term corresponding to ORD in infra-red region. The results of the most convenient formulae are presented in Tab. 1. In addition it should be noted that Katzin and Bűrer have worked out a formula for ORD of $`\alpha `$-quartz in the range from $`0.23\mu m`$ to $`3.5\mu m`$. Their formula has the form $$\rho (\lambda )=\frac{127.02476}{\lambda ^20.0979^2}\frac{119.77145}{\lambda ^20.0958^2}0.1879.$$ (6) The experimental data are fitted to a root-mean-square deviation of about $`0.038deg`$. It is the most accurate formula worked out for this spectral range. However, this formula deviates notably from important measurements of Servant in the far ultraviolet. In the range from $`0.1850\mu m`$ to $`0.15235\mu m`$ the deviations are of systematic nature and become very great. E. g. for $`\lambda =0.15235\mu m`$ rotatory power is $`779.9deg/mm`$ whereas formula (6) gives $`791.7deg/mm`$. The good agreement of formulae containing the wave dependence $`\lambda ^2/(\lambda ^2\lambda _i^2)^2`$ is not surprising because this dependence holds for some other crystals which are, like $`\alpha `$-quartz, optically active in crystalline state only. On the other hand good approximation with the aid of formulae containing Drude’s terms only such as the formulae III and V from Tab. 1 is surprising because we are suspicious, in agreement with Hennessey and Vedam , of the formulae containing Drude’s term only. These terms are typical for optically active molecules. The molecular origin of optical activity of $`\alpha `$-quartz is highly improbable because of the high symmetry of $`SiO_2`$ groups. Of course, they are some crystals the ORD of which can be fitted by Drude’s formula although they consist from symmetrical molecules. In this case the optical activity is of a pseudomolecular origin. The molecules of these crystals are symmetrical when isolated but they lose their symmetry in the crystalline state. They play then the same role as chromophors in optically active molecules. But it seems that this situation occurs in the case when crystals are composed from large molecules. We shall see that the loss of symmetry of $`SiO_2`$ groups in $`\alpha `$-quartz is very little. We shall show that the formulae containing only Drude’s terms reduce to our formula (3), where Chandrasekhar’s terms plays a predominant role and Drude’s terms represents a little contribution. It means that formulae III and V differs very little from formula II. ## 2 Coupled Oscillators Model ORD of $`\alpha `$-quartz via coupled oscillators model has been firstly studied by Chandrasekhar and then by us . This model has been also generalized to the case of absorption region, where circular dichroism occurs . In this section we shall improve this model in order to obtain equations containing explicitly the rotational strengths for normal modes of vibrations which are the specific features of this model. We shall restrict our considerations to the crystals structure belonging to the space group of symmetry $`D_3^4`$ or its enantiomer $`D_3^6`$ because $`\alpha `$-quartz is its typical representative. The crystal structure of $`\alpha `$-quartz shows that an axial channel which results in a lower specific gravity than would be found from closer packing of the atoms. Fusion, rather than giving a higher density from closer packing, results in an even lower specific gravity. This implies a molecular $`SiO_2`$ structural unit rather than an ionic crystalline constitution . Unit cell contains three molecules which are arranged spirally about a set of parallel $`c`$-axes. This arrangement together with the interaction between molecules causes a gyratory effect. In order to describe the optical properties of medium under the consideration it is natural to start from the properties of an isolated molecule and interactions between molecules are neglected because they play the role of little contributions. But it is not possible in the study of the optical activity of crystals consisting from inactive molecules. Therefore the above mentioned chiral structure together with the interaction between molecules must be simultaneously taken into account. In the study of interaction of an isolated molecule with an electromagnetic radiation each molecule behaves like a linear harmonic oscillator by which it may be represented. In the study of the optical activity the interaction between molecules can be considered with the aid of a compound oscillator consisting from two linear harmonic oscillators coupled together. According to crystal structure of $`\alpha `$-quartz let the first single oscillator, representing an isolated $`SiO_2`$ group, be situated at the origin of co-ordinate system with its vibration direction along $`\alpha ,\beta ,\gamma ,`$ where $`\alpha ,\beta ,\gamma `$ are the direction cosines. Each oscillator is a charged particle which is assumed to be bound elastically to its own equilibrium position and capable of vibrating along a line. In the case of $`\alpha `$-quartz we assume the vibrations along the line joining the centers of gravity of oxygen atoms. The second oscillator is situated at $`x,y,z`$ with its vibration direction turned through an angel $`\theta `$ about $`c`$-axis with respect to the first one. For $`\alpha `$-quartz $`\theta =120deg`$. Each oscillator, when uncoupled, has the natural frequency $`\omega _0`$. As a result of the coupling, $`\omega _0`$ would be split into two normal frequencies $`\omega _1`$ and $`\omega _2`$. These normal frequencies of the compound oscillator are $$\omega _1=\omega _0^2+2\pi ^2ϵ,\omega _2^2=\omega _0^22\pi ^2ϵ.$$ (7) Here $`ϵ`$ is a coupling constant. The exact nature of the coupling is not essential in the following considerations but we consider it as small. We can neglect all terms containing $`ϵ^2`$. In our case it means that we assume the interactions of valence shall electrons of each isolated $`SiO_2`$ group. The above mentioned model enables us to evaluate $`n_l`$ and $`n_r`$ as it has been performed by Chandrasekhar . He has assumed that both normal modes have the same oscillator strengths. We have removed this simplification obtaining for rotatory power $`\rho `$ the following expression $`\rho (\omega )`$ $`=`$ $`{\displaystyle \frac{\omega }{2c}}\left(n_ln_r\right)=`$ (8) $`=`$ $`{\displaystyle \frac{\pi Ne^2\left(\alpha ^2+\beta ^2\right)d\mathrm{sin}\theta }{mc^2}}\left({\displaystyle \frac{f_{q_2}\omega ^2}{\omega _2^2\omega ^2}}{\displaystyle \frac{f_{q_1}\omega ^2}{\omega _1^2\omega ^2}}\right)`$ or in wave lengths $$\rho (\lambda )=\frac{\pi Ne^2\left(\alpha ^2+\beta ^2\right)d\mathrm{sin}\theta }{mc^2}\left(\frac{f_{q_2}\lambda _2^2}{\lambda ^2\lambda _2^2}\frac{f_{q_1}\lambda _1^2}{\lambda ^2\lambda _1^2}\right).$$ (9) From eqs. (7) and (8) one gets $$\rho (\lambda )=\frac{\pi Ne^2\left(\alpha ^2+\beta ^2\right)d\mathrm{sin}\theta }{mc^2}\left[\frac{ϵ\left(f_{q_1}+f_{q_2}\right)\lambda _0^4\lambda ^2}{2c^2\left(\lambda ^2\lambda _0^2\right)^2}+\frac{\left(f_{q_2}f_{q_1}\right)\lambda _0^2}{\lambda ^2\lambda _0^2}\right].$$ (10) Here $`N`$ is a number of single oscillators per unit volume, $`d`$ is a linear distance between two single oscillators and $`f_{q_1}`$, $`f_{q_2}`$ are oscillator strengths of both normal modes of vibrations. We see that this model does not contain rotational strengths explicitly. It is because this model is a classical one. The rotational strengths follows from the quantum mechanical equations of motion of coupled oscillators. It will be shown in Appendix. Each normal mode has a proper rotational strengths. The strengths are $$R_{q_1}=\frac{\mathrm{}e^2d\left(\alpha ^2+\beta ^2\right)f_{q_1}\mathrm{sin}\theta }{8mc}$$ $$R_{q_2}=\frac{\mathrm{}e^2d\left(\alpha ^2+\beta ^2\right)f_{q_2}\mathrm{sin}\theta }{8mc}.$$ (11) Substituting from eq. (11) into eq. (9) we have $$\rho (\lambda )=\frac{8\pi N}{\mathrm{}c}\left(\frac{R_{q_2}\lambda _2^2}{\lambda ^2\lambda _2^2}+\frac{R_{q_1}\lambda _1^2}{\lambda ^2\lambda _1^2}\right)$$ (12) or with the aid of eq. (7) $`\rho (\lambda )`$ $`=`$ $`{\displaystyle \frac{4\pi Nϵ\left(R_{q_2}R_{q_1}\right)\lambda _0^4}{\mathrm{}c^3}}{\displaystyle \frac{\lambda ^2}{\left(\lambda ^2\lambda _0^2\right)^2}}+`$ (13) $`+{\displaystyle \frac{8\pi N\left(R_{q_1}+R_{q_2}\right)\lambda _0^2}{\mathrm{}c}}{\displaystyle \frac{1}{\lambda ^2\lambda _0^2}}.`$ It is clear that eqs. (12) and (3) are identical but under the condition that the difference between $`\lambda _1`$ and $`\lambda _2`$ is very small. This little difference follows from the assumption that $`ϵ`$ is small. Now we see that eq. (13) contains two terms the first of which is of Chandrasekhar’s type while the second one is of Drude’s type. In the case of $`f_{q_1}=f_{q_2}`$ we have $`R_{q_1}=R_{q_2}`$ and Drude’s term in eq. (13) vanishes. Comparing eqs. (12) and (13) with the formulae in Tab. 1 we see that formulae III and V, being of Drude’s type, contain $`\lambda _1`$ and $`\lambda _2`$ which are very near and that the constants are also very near in numerical values but of opposite signs. We can also expect that these formulae reduce to our combined formula (3). Let us suppose that both constants in formulae of the type of III and V are the same in numerical values but with opposite signs, then these formulae reduce to Chandrasekhar’s one. We can also expect that formulae III and V reduce to the formula which should be very near to formula II of Tab. 1. We shall see in the next section that this is true. ## 3 Discussion of Formulae Let us compare formula III with eq. (12). We rewrite eq. (12) as follows $$\rho (\lambda )=\frac{A_{q_2}\lambda _2^2}{\lambda ^2\lambda _2^2}+\frac{A_{q_1}\lambda _1^2}{\lambda ^2\lambda _1^2}.$$ (14) We must take care of units. In formulae I - IV $`\rho `$ is expressed in $`deg/mm`$ and in theoretical considerations we express it in $`rad/cm`$. In eq. (14) $`\rho `$ and $`A_{q_2}`$ and $`A_{q_1}`$ are in the same units. Comparing eqs. (12) and (14) we see that $$A_{q_{1,2}}=\frac{8\pi NR_{q_{1,2}}}{\mathrm{}c}.$$ (15) Substituting from eq. (15) for $`R_{q_1}R_{q_2}`$ and for $`R_{q_1}+R_{q_2}`$ into eq. (13) one gets $$\rho (\lambda )=\frac{\left(ϵ\lambda _0^4/2c^2\right)\left(A_{q_2}A_{q_1}\right)\lambda ^2}{\left(\lambda ^2\lambda _0^2\right)^2}+\frac{\left(A_{q_1}+A_{q_2}\right)\lambda _0^2}{\lambda ^2\lambda _0^2},$$ (16) where $`\lambda _0=(\lambda _1+\lambda _2)/2`$. Using eq. (7) we get $$\frac{ϵ\lambda _0^4}{2c^2}=\frac{1}{2}\left(\lambda _2^2\lambda _1^2\right)=\lambda _0\mathrm{\Delta }\lambda .$$ (17) Here $`\mathrm{\Delta }\lambda =\lambda _2\lambda _1`$. It follows from formula III that $`A_{q_2}=2.104910^4`$ and $`A_{q_1}=2.105310^4`$ in units of $`\rho `$. Further $`\lambda _0=0.09265\mu m`$ and $`\mathrm{\Delta }\lambda =1.85nm`$. Substituting these values into eq. (16) we have $$\rho (\lambda )=\frac{7.214\lambda ^2}{\left(\lambda ^20.09265^2\right)^2}\frac{0.034}{\lambda ^20.09265^2}.$$ (18) In a similar way we obtain instead of formula V $$\rho (\lambda )=\frac{7.281\lambda ^2}{\left(\lambda ^20.09254^2\right)^2}\frac{0.013}{\lambda ^20.09254^2}+0.036.$$ (19) In this case $`\lambda _0=0.09254\mu m`$ and $`\mathrm{\Delta }\lambda =1.54nm`$. We are able to evaluate $`ϵ`$ from eq. (17). It is $`4.2510^{29}sec^2`$ for formula III and $`3.5410^{29}sec^2`$ for formula V. Because $`\omega _0^2`$ is of order $`10^{32}sec^2`$ we see that $`ϵ`$ is really small as we have assumed. Chandrasekhar has also evaluated $`ϵ`$ for $`\alpha `$-quartz but he had to use beside his formula I the formula for ordinary refractive dispersion. His value is $`6.3510^{29}sec^2`$. We see that there is a little difference among formulae I, II, III and V. We conclude that formulae III and V are nothing but formula II. Now let us discuss the rotational strengths which may be evaluated from eqs. (12) and (14). In this case we must multiply both sides of eq. (14) by $`\pi /18`$. Then we obtain $`\rho `$ directly in $`rad/cm`$, that is $$\rho (\lambda )=\frac{3.66410^3\lambda _2^2}{\lambda ^2\lambda _2^2}\frac{3.67410^3\lambda _1^2}{\lambda ^2\lambda _1^2}$$ (20) or $$R_{q_1}=\frac{3.67410^3\mathrm{}c}{8\pi N},R_{q_2}=\frac{3.66410^3\mathrm{}c}{8\pi N}.$$ (21) We have for $`\alpha `$-quartz $`N=2.6810^{22}`$ and therefore $`R_{q_1}=1.73210^{37}`$ and $`R_{q_2}=1.72710^{37}`$ in cgs units. We are now able to evaluate oscillator strengths $`f_{q_1}`$ and $`f_{q_2}`$. We have for $`\alpha `$-quartz $`\alpha ^2=0.64`$, $`\beta ^2=0.0232`$, $`d=1.810^{28}cm`$, $`\mathrm{sin}\theta =\sqrt{3}/2`$. We get from eq. (11) $$R_{q_1}=1.15510^{38}f_{q_1}=1.73210^{37}$$ $$R_{q_2}=1.15510^{38}f_{q_2}=1.72710^{37}.$$ (22) From thus $`f_{q_1}=14.99`$ and $`f_{q_2}=14.95`$ and the average value $`f_0=(f_{q_1}+f_{q_2})/2=14.97`$. This actual value of oscillator strengths corresponds to the number of valence - shell electrons of the oxygen and silica bring into $`SiO_2`$ molecule. Using the same procedure in the case of formula V we get for $`R_{q_1}=2.067510^{37}`$ and for $`R_{q_2}=2.067710^{37}`$. The splitting of oscillator strengths is very little because $`f_{q_1}=18.852`$ and $`f_{q_2}=18.851`$. For these reasons Drude’s term plays a negligible role in formula V. The averaged value of $`f_0=18.8515`$ seems to be in high regard to the number of valence - shell electrons in $`SiO_2`$. Chandrasekhar combining formulae for ORD and refractive dispersion has obtained $$\frac{\alpha ^2+\beta ^2}{2}f_0=6.5.$$ (23) From thus $`f_0=19.68`$ which is also higher then the valence-shell electrons in $`SiO_2`$. ## 4 Conclusions Performing the analysis we may conclude that all formulae from Tab. 1 reduce to formula in which the term $`\lambda ^2/(\lambda ^2\lambda _0^2)^2`$ plays a predominant role. This wave dependence arises from the model of coupled oscillators. Although this model is not sufficiently general to be rigorously valid for a crystal, it brings out clearly a type of interactions which may be important in determining ORD of crystals which are optically active in crystalline state only. It has been shown that formulae containing two Drude’s terms with opposite signs and involving $`\lambda _1`$ and $`\lambda _2`$ which are close to each other reduce in fact to combined formula in which Chandrasekhar’s term plays a predominant role. Nelson has analysed the mechanism of crystalline optical activity and concluded that the quadratic term in formula II is due to lattice dynamics, while the electric-dipole–magnetic-dipole or electric-dipole–electric-quadrupole interference leads to the known Drude’s term. The evaluated rotational strengths of both modes of vibrations are of an order $`10^{37}`$. This value is acceptable for crystals in visible and in uv region. On the other hand it seems that only the formula III and for these reasons also the formula II gives the actual value of $`f_0`$ corresponding to the number of valence - shell electrons in $`SiO_2`$. The location of $`\lambda _0`$ is also of great importance and facilitates to understate the mechanism of ORD in $`\alpha `$-quartz. Platződer has measured the vacuum uv reflectance of $`\alpha `$-quartz and has found that the sharp peak at $`0.1190\mu m`$ is due to this exciton transition and that the other peaks at $`0.105\mu m`$, $`0.0840\mu m`$ and $`0.0710\mu m`$ are due to the interband transitions. The characteristic wave lengths in formulae I - III and V are located at the bottom of the dip between two peaks at $`0.084`$ and $`0.105\mu m`$. The bottom is at $`0.0940\mu m`$ and it is in agreement with ORD formulae. On the other hand characteristic wave lengths in two - termed formulae IV and VI belong to two different interband transitions. The peak at $`0.105\mu m`$ is, in fact, split into three very near peaks. Two bottoms are located between $`0.10`$ and $`0.11\mu m`$. The characteristic wave lengths in first terms in formulae IV and VI are then very close to above mentioned values. Both other terms contain $`\lambda _0`$ which is located at $`0.084\mu m`$. The connection between characteristic wave lengths and interband transitions is in agreement with the model theory of coupled oscillators. The normal modes of vibrations are nothing but the tight-binding exciton model in quantum mechanical term. Natori has pointed out that coupled oscillator model pays no attention to the effect of the electron transfer from atom to atom that gives rise to the ordinary electronic band. For this reason Natori has discussed ORD in term of the ordinary energy band theory. He has obtained for $`\alpha `$-quartz following formula $`\rho (\omega )`$ $`=`$ $`911.22(\sqrt{10.834\mathrm{}\omega }+\sqrt{10.834+\mathrm{}\omega }2\sqrt{10.834})+`$ (24) $`+5708.8({\displaystyle \frac{1}{\sqrt{10.834\mathrm{}\omega }}}+{\displaystyle \frac{1}{\sqrt{10.834+\mathrm{}\omega }}}{\displaystyle \frac{2}{\sqrt{10.834}}}),`$ where $`\mathrm{}\omega `$ is measured in $`eV`$. In this formula he has taken into account $`11`$ points of measurements from $`0.6708`$ to $`0.1525\mu m`$ and calculated $`\rho `$ with the aid of eq. (24). But in this region $`g=2.16`$ while Chandrasekhar’s formula gives $`g=0.992`$. Moreover it follows that the deviations $`\mathrm{\Delta }\rho =\rho _{exp}\rho _{cal}`$ are of systematic nature when using formula (24). In the region from $`0.6708`$ to $`0.3403\mu m`$ $`\mathrm{\Delta }\rho `$ in negative and the deviations have decreasing tendency from $`0.11`$ to zero at $`\lambda =0.3403\mu m`$. In the region from $`0.3403`$ to $`0.1525\mu m`$ $`\mathrm{\Delta }\rho `$ is positive with increasing tendency from zero to $`+3.9`$ at $`\lambda =0.1725\mu m`$. The deviation $`\mathrm{\Delta }\rho `$ at $`\lambda =0.1525\mu m`$ is again negative but very great, that is $`5.8`$. In formula (25) $`\mathrm{}\omega _0=10.834eV`$. It means that $`\lambda _0=0.11443\mu m`$ which located it at the bottom of the dip between two peaks at $`0.105`$ and $`0.1190\mu m`$. Natori has pointed out that this location of $`\lambda _0`$ is in agreement with the used model and that the formula (24) is more preferable than Chandrasekhar’s formula. But as we have shown his formula does not enable good approximation of experimental data. The analysis cannot stop here but we can conclude that ORD of $`\alpha `$-quartz is due to its crystal structure because in all appropriate formulae Chandrasekhar’s terms play a predominant role and just these terms reflects the optical activity of crystalline origin. It should be noted that Drude’s term in our formula does not reflect optical activity of molecular origin as judged by some authors (see e. g. and references in this paper). This term reflects the splitting of rotatory strengths of normal modes of vibrations (see Appendix). Meanwhile, we do not know the cause of this splitting but we expect that this splitting is caused by crystalline field. We hope in the future to apply the model of coupled oscillators to some real crystals including the effects of crystalline field. Some authors ascribe our combined formula to Agranovich . But Agranovich has pointed out that Drude’s term vanishes in his formula when taking into account crystal consisting from optically inactive molecules. The difference between our formula and formula of Born has been discussed by us in . In the Appendix we shall show that formula of Agranovich and Tsvirko is special case of our combined formula as well as formula derived recently by Kato et alii . ## Appendix: Rotational Strengths of Normal Modes of Vibrations A transition is optically active when it has non-vanishing rotational strengths. For a transition from some ground state $`\|0`$ to the excited state $`\|n`$ the rotational strength is a imaginary part of scalar product of the electric dipole moment $`\stackrel{}{\mu }_e`$ and the magnetic dipole moment $`\stackrel{}{\mu }_m`$. These moment are $`0\|\stackrel{}{\mu }_e\|n`$ and $`n\|\stackrel{}{\mu }_m\|0`$ so that $$R_{0n}=\text{Im}0\|\stackrel{}{\mu }_e\|nn\|\stackrel{}{\mu }_m\|0.$$ (25) In the case of coupled oscillators the excited state $`\|n`$ is split into two states $`\|1n`$ and $`\|2n`$. Therefore the rotational strength needs be considered between ground state and both excited states. The total electric moment of compound oscillator is $`\stackrel{}{\mu }_e`$ $`=`$ $`e\left(\stackrel{}{r}_1+\stackrel{}{r}_2\right)=`$ (26) $`=`$ $`e[\stackrel{}{ı}\alpha r_1+\stackrel{}{ȷ}\beta r_1+\stackrel{}{ı}(\alpha \mathrm{cos}\theta \beta \mathrm{sin}\theta )r_2+\stackrel{}{ȷ}(\alpha \mathrm{sin}\theta +\beta \mathrm{cos}\theta )r_2].`$ Here $`\stackrel{}{ı}`$ and $`\stackrel{}{ȷ}`$ are the unit vectors along $`x`$ and $`y`$ axis and $`\stackrel{}{r}_1`$ and $`\stackrel{}{r}_2`$ are position vectors of vibrating electrons in both single oscillators. Because we study the rotational strengths for light propagating along $`c`$-axis we taken into account the vibrations along $`x`$ and $`y`$ axes. Using the normal coordinates $$r_1=\frac{1}{\sqrt{2}}\left(q_1+q_2\right),r_2=\frac{1}{\sqrt{2}}\left(q_1q_2\right)$$ (27) we obtain from eq. (26) the normal components of $`\stackrel{}{\mu }_e`$ as follows $$\stackrel{}{\mu }_{e_{q_1}}=\frac{e}{\sqrt{2}}\{\stackrel{}{ı}[\alpha (1+\mathrm{cos}\theta )\beta \mathrm{sin}\theta ]+\stackrel{}{ȷ}[\beta (1+\mathrm{cos}\theta )+\alpha \mathrm{sin}\theta ]\}q_1$$ (28) and $$\stackrel{}{\mu }_{e_{q_2}}=\frac{e}{\sqrt{2}}\{\stackrel{}{ı}[\alpha (1\mathrm{cos}\theta )+\beta \mathrm{sin}\theta ]+\stackrel{}{ȷ}[\beta (1\mathrm{cos}\theta )\alpha \mathrm{sin}\theta ]\}q_2.$$ (29) The magnetic dipole moment of compound oscillator is $$\stackrel{}{\mu }_m=\frac{e}{2c}\left[\left(\frac{\stackrel{}{d}}{2}\times \dot{\stackrel{}{r}_2}\right)\left(\frac{\stackrel{}{d}}{2}\times \dot{\stackrel{}{r}_1}\right)\right],$$ (30) where $`\stackrel{}{d}`$ is linear distance between two centers of gravity of both single oscillators. We can write instead of eq. (30) $$\stackrel{}{\mu }_m=\frac{ed}{4c}\left[\stackrel{}{k}\times \left(\dot{\stackrel{}{r}_1}\dot{\stackrel{}{r}_2}\right)\right].$$ (31) Here $`\stackrel{}{k}`$ is the unit vector along $`z`$-axis which is identical with crystal $`c`$-axis. We see that magnetic dipole moment arises from a particular spatial distribution of coupled oscillators. When $`\stackrel{}{r}_1`$ and $`\stackrel{}{r}_2`$ colinear the magnetic dipole moment is zeroth. The normal components of $`\stackrel{}{\mu }_m`$ are $$\stackrel{}{\mu }_{m_{q_1}}=\frac{ed}{\sqrt{32}c}\{\stackrel{}{ȷ}[\alpha (1\mathrm{cos}\theta )+\beta \mathrm{sin}\theta ]\stackrel{}{ı}[\beta (1\mathrm{cos}\theta )\alpha \mathrm{sin}\theta ]\}\dot{q}_1$$ (32) and $$\stackrel{}{\mu }_{m_{q_2}}=\frac{ed}{\sqrt{32}c}\{\stackrel{}{ȷ}[\alpha (1+\mathrm{cos}\theta )\beta \mathrm{sin}\theta ]\stackrel{}{ı}[\beta (1+\mathrm{cos}\theta )+\alpha \mathrm{sin}\theta ]\}\dot{q}_2.$$ (33) According to eq. (25) we get $$R_{1_{n0}}=\text{Im}\left[\frac{2e^2d\left(\alpha ^2+\beta ^2\right)\mathrm{sin}\theta 0\|q_1\|1n1n\|\dot{q}_1\|0}{8c}\right]$$ (34) and $$R_{2_{n0}}=\text{Im}\left[\frac{2e^2d\left(\alpha ^2+\beta ^2\right)\mathrm{sin}\theta 0\|q_2\|2n2n\|\dot{q}_2\|0}{8c}\right].$$ (35) The matrix elements $`\eta n\|\dot{q}_\eta \|0`$ may be written as follows $$\eta n\|\dot{q}_\eta \|0=i\omega _{\eta n0}\eta n\|q_\eta \|0$$ (36) and using definition of oscillator strength $$f_{q_\eta }=\frac{2m\omega _{\eta n0}\|\eta n\|q_\eta \|0\|^2}{\mathrm{}}$$ (37) we obtain for $`R_{1_{n0}}`$ and $`R_{2_{n0}}`$ $$R_{1_{n0}}=\frac{\mathrm{}e^2d\left(\alpha ^2+\beta ^2\right)f_{q1}\mathrm{sin}\theta }{8mc}$$ (38) and $$R_{2_{n0}}=\frac{\mathrm{}e^2d\left(\alpha ^2+\beta ^2\right)f_{q2}\mathrm{sin}\theta }{8mc}.$$ (39) We see that $`R_{1_{n0}}`$ and $`R_{2_{n0}}`$ substituted into eq. (12) gives directly eq. (9) and from eq. (13) we get eq. (10). In linear harmonic oscillator approximation one may evaluate the matrix elements in eq. (37), that is $$\|\eta n\|q_\eta \|0\|^2=\frac{\mathrm{}}{2m\omega _{\eta _{n0}}}$$ (40) and from thus $`f_{q_1}=f_{q_2}=1`$. Then Drude’s term vanishes in eq. (10) and we get Chandrasekhar’s formula. Of course, in real molecules $`f_{q_1}=f_{q_2}n`$, where $`n`$ is a number of oscillating electrons. In Heitler - London approximation one may write $`1n\|q_1\|0=2n\|q_2\|0`$ and therefore $$\frac{f_{q_1}}{\omega _{1_{n0}}}=\frac{f_{q_2}}{\omega _{2_{n0}}}=\frac{f_0}{\omega _{n0}}.$$ (41) Here $`f_0`$ is, as before, average value of both oscillator strengths, that is oscillator strength of single oscillator. Further $`\omega _{n0}`$ is characteristic frequency of uncoupled oscillator. Using eq. (7) we get from eq. (41) $$f_{q_1}+f_{q_2}=2f_0,f_{q_2}f_{q_1}=\frac{2\pi ^2f_0ϵ}{\omega _{n0}^2}=\frac{ϵf_0\lambda _0^2}{2c^2}$$ (42) and substituting these expressions into eq. (10) one has $$\rho (\lambda )=\frac{\pi Ne^2d\left(\alpha ^2+\beta ^2\right)ϵf_0\lambda _0^4\mathrm{sin}\theta }{mc^4}\frac{\lambda ^2+\lambda _0^2}{\left(\lambda ^2\lambda _0^2\right)^2}$$ (43) or $$\rho (\lambda )=\frac{K^{(3)}\left(\lambda ^2+\lambda _0^2\right)}{\left(\lambda ^2\lambda _0^2\right)^2}.$$ (44) This formula is identical with that obtained by Agranovich and by Tsvirko . We see that formula (44) is nothing but the special case of our combined formula (3). Kato et alii have derived ORD formula from the exciton dispersion theory. Their formula is $$\rho (\lambda )=\frac{K^{(4)}\left(3\lambda ^2\lambda _0^2\right)}{\left(\lambda ^2\lambda _0^2\right)^2}.$$ (45) Without entering into the details of the microscopic theory it is interesting that when $`K^{(2)}=2K^{(1)}`$ in our formula (3) this formula reduces to formula (45). On the other hand formula (4) may be formally obtained from formula (3) when $`2K^{(1)}=K^{(2)}`$ but it is nothing but Heitler - London approximation discussed in eqs. (41) - (44).
warning/0006/math0006073.html	ar5iv	text	# 1 Introduction ## 1 Introduction This paper deals with Dirichlet minimizers of the Mumford-Shah functional (see and ) $$_\mathrm{\Omega }\|u(x,y)\|^2𝑑x𝑑y+^1(S_u),$$ (1.1) where $`\mathrm{\Omega }`$ is a bounded open subset of $`𝐑^2`$ with a Lipschitz boundary, $`^1`$ is the one-dimensional Hausdorff measure, $`S_u`$ is the set of essential discontinuity points of the unknown function $`u`$, while $`u`$ denotes its approximate gradient (see or ). A Dirichlet minimizer of (1.1) in $`\mathrm{\Omega }`$ is a function $`w`$ which belongs to the space $`SBV(\mathrm{\Omega })`$ of special functions of bounded variation in $`\mathrm{\Omega }`$ (see or ) and satisfies the inequality $$_\mathrm{\Omega }\|w(x,y)\|^2𝑑x𝑑y+^1(S_w)_\mathrm{\Omega }\|u(x,y)\|^2𝑑x𝑑y+^1(S_u)$$ for every function $`uSBV(\mathrm{\Omega })`$ with the same trace as $`w`$ on $`\mathrm{\Omega }`$. Suppose that $`w`$ is a Dirichlet minimizer of (1.1) in $`\mathrm{\Omega }`$ and that $`S_w`$ is a regular curve. Then the following equilibrium conditions are satisfied (see and ): $`w`$ is harmonic on $`\mathrm{\Omega }S_w`$; the normal derivative of $`w`$ vanishes on both sides of $`S_w`$; the curvature of $`S_w`$ is equal to the difference of the squares of the tangential derivatives of $`w`$ on both sides of $`S_w`$. Elementary examples show that conditions (a), (b), and (c) are not sufficient for the Dirichlet minimality of $`w`$. In this paper we prove that, if $`S_w`$ is a straight line segment connecting two points of $`\mathrm{\Omega }`$, and the tangential derivatives $`_\tau w`$ and $`_\tau ^2w`$ of $`w`$ do not vanish on both sides of $`S_w`$, then (a), (b), and (c) imply that every point $`(x_0,y_0)`$ in $`\mathrm{\Omega }`$ has an open neighbourhood $`U`$ such that $`w`$ is a Dirichlet minimizer of (1.1) in $`U`$. In other words, under our assumptions, conditions (a), (b), and (c) are also sufficient for the Dirichlet minimality in small domains. We hope that our proof will be useful in the future to achieve the same result without our special assumptions on $`S_w`$. The proof is obtained by using the calibration method adapted in to the functional (1.1). We construct an explicit calibration for $`w`$ in the cylinder $`U\times 𝐑`$, where $`U`$ is a suitable neighbourhood of $`(x_0,y_0)`$. This construction is elementary when $`(x_0,y_0)S_w`$ (see ), so we consider only the case $`(x_0,y_0)S_w`$. The plan of the paper is the following. In Section 2 we fix the notations and we recall the main result of . In Theorem 3.1 we consider the special case of the function $$w(x,y):=\{\begin{array}{cc}x\hfill & \text{if }y>0,\hfill \\ x\hfill & \text{if }y<0,\hfill \end{array}$$ and give in full detail the first example of a calibration for a discontinuous function which is not locally constant. In Theorem 3.2 we adapt the same construction to the function $$w(x,y):=\{\begin{array}{cc}x+1\hfill & \text{if }y>0,\hfill \\ x\hfill & \text{if }y<0.\hfill \end{array}$$ In Section 4 we consider the general case of a function $`w`$ satisfying (a), (b), and (c) and with $`S_w=\{(x,y)\mathrm{\Omega }:y=0\}`$. If $`S_w`$ is connected, only two situations are possible: $`_xw(x,0+)=_xw(x,0)\text{on}S_w,`$ (1.2) $`_xw(x,0+)=_xw(x,0)\text{on}S_w.`$ (1.3) The former case (1.2) is studied in Theorem 4.1 by a suitable change of variables and by adding two new parameters to the construction used in Theorem 3.1. The minor changes for the case (1.3) are considered in Theorem 4.2. ## 2 Preliminary results Let $`\mathrm{\Omega }`$ be a bounded open subset of $`𝐑^2`$ with a Lipschitz boundary and let $$\mathrm{\Omega }_0=\{(x,y)\mathrm{\Omega }:y0\},S=\{(x,y)\mathrm{\Omega }:y=0\}.$$ For every vector field $`\phi :\mathrm{\Omega }\times 𝐑𝐑^2\times 𝐑`$ we define the maps $`\phi ^x,\phi ^y,\phi ^z:\mathrm{\Omega }\times 𝐑𝐑`$ by $$\phi (x,y,z)=(\phi ^x(x,y,z),\phi ^y(x,y,z),\phi ^z(x,y,z)).$$ We shall consider the collection $``$ of all piecewise $`C^0`$ vector fields $`\phi :\mathrm{\Omega }\times 𝐑𝐑^2\times 𝐑`$ with the following property: there exists a finite number $`g_1,\mathrm{},g_k`$ of functions in $`C^1(\overline{\mathrm{\Omega }})`$ such that the sets $$A_i:=\{(x,y,z):(x,y)\mathrm{\Omega },g_i(x,y)<z<g_{i+1}(x,y)\}$$ are nonempty and $`\phi C^1(\overline{A_i},𝐑^2\times 𝐑)`$ for $`i=0,\mathrm{},k`$, where we put $`g_0=\mathrm{}`$ and $`g_{k+1}=+\mathrm{}`$. Therefore, the discontinuity set of a vector field in $``$ is contained in a finite number of regular surfaces. Let $`wC^1(\mathrm{\Omega }_0)`$ be a function such that $`_{\mathrm{\Omega }_0}\|w\|^2𝑑x𝑑y<+\mathrm{}`$. The upper trace of $`w`$ on $`S`$ is denoted by $`w(x,0+)`$, and the lower trace by $`w(x,0)`$. Therefore, the approximate upper and lower limits $`w^+(x,0)`$ and $`w^{}(x,0)`$ are given by $$w^+(x,0)=\mathrm{max}\{w(x,0+),w(x,0)\}\text{and}w^{}(x,0)=\mathrm{min}\{w(x,0+),w(x,0)\}.$$ A calibration for $`w`$ is a bounded vector field $`\phi `$ which is continuous on the graph of $`w`$ and satisfies the following properties: $`\mathrm{div}\phi =0`$ in the sense of distributions in $`\mathrm{\Omega }\times 𝐑`$; $`(\phi ^x(x,y,z))^2+(\phi ^y(x,y,z))^24\phi ^z(x,y,z)`$ at every continuity point $`(x,y,z)`$ of $`\phi `$; $`(\phi ^x,\phi ^y)(x,y,w(x,y))=2w(x,y)`$ and $`\phi ^z(x,y,w(x,y))=\|w(x,y)\|^2`$ for every $`(x,y)\mathrm{\Omega }_0`$; $`\left({\displaystyle _{t_1}^{t_2}}\phi ^x(x,y,z)𝑑z\right)^2+\left({\displaystyle _{t_1}^{t_2}}\phi ^y(x,y,z)𝑑z\right)^21`$ for every $`(x,y)\mathrm{\Omega }`$ and for every $`t_1,t_2𝐑`$; $`{\displaystyle _{w^{}(x,0)}^{w^+(x,0)}}\phi ^x(x,0,z)𝑑z=0`$ and $`{\displaystyle _{w^{}(x,0)}^{w^+(x,0)}}\phi ^y(x,0,z)𝑑z=1`$ for every $`(x,0)S`$. The following theorem is proved in . ###### Theorem 2.1 If there exists a calibration $`\phi `$ for $`w`$, then $`w`$ is a Dirichlet minimizer of the Mumford-Shah functional (1.1) in $`\mathrm{\Omega }`$. If $`\mathrm{\Omega }`$ is a circle with centre on the $`x`$-axis, and $`wC^1(\mathrm{\Omega }_0)`$ with $`_{\mathrm{\Omega }_0}\|w\|^2𝑑x𝑑y<+\mathrm{}`$, then $`w`$ satisfies the Euler conditions (a), (b), and (c) if and only if $`w`$ has one of the following forms: $$w(x,y)=\{\begin{array}{cc}u(x,y)\hfill & \text{if }y>0,\hfill \\ u(x,y)+c_1\hfill & \text{if }y<0,\hfill \end{array}$$ (2.1) or $$w(x,y)=\{\begin{array}{cc}u(x,y)+c_2\hfill & \text{if }y>0,\hfill \\ u(x,y)\hfill & \text{if }y<0,\hfill \end{array}$$ (2.2) where $`uC^1(\mathrm{\Omega })`$ is harmonic with normal derivative vanishing on $`S`$ and $`c_1`$, $`c_2`$ are real constants. For our purposes, it is enough to consider the case $`c_1=0`$ in (2.1) and $`c_2=1`$ in (2.2). ## 3 A model case In this section we consider in (2.1) and in (2.2) the particular function $`u(x,y)=x`$ and we deal with the minimality of the functions $$w(x,y):=\{\begin{array}{cc}x\hfill & \text{if }y>0,\hfill \\ x\hfill & \text{if }y<0,\hfill \end{array}$$ (3.1) and $$w(x,y):=\{\begin{array}{cc}x+1\hfill & \text{if }y>0,\hfill \\ x\hfill & \text{if }y<0.\hfill \end{array}$$ (3.2) The aim of the study of these simpler cases (but we will see that they involve the main difficulties) is to clarify the ideas of the general construction. ###### Theorem 3.1 Let $`w:𝐑^2𝐑`$ be the function defined by $$w(x,y):=\{\begin{array}{cc}x\hfill & \text{if }y>0,\hfill \\ x\hfill & \text{if }y<0.\hfill \end{array}$$ Then every point $`(x_0,y_0)(0,0)`$ has an open neighbourhood $`U`$ such that $`w`$ is a Dirichlet minimizer in $`U`$ of the Mumford-Shah functional (1.1). Proof. The result follows by Theorem 4.1 of if $`y_00`$. We consider now the case $`y_0=0`$, assuming for simplicity that $`x_0>0`$. We will construct a local calibration of $`w`$ near $`(x_0,0)`$. Let us fix $`\epsilon >0`$ such that $$0<\epsilon <\frac{x_0}{10},0<\epsilon <\frac{1}{32}.$$ (3.3) For $`0<\delta <\epsilon `$ we consider the open rectangle $$U:=\{(x,y)𝐑^2:\|xx_0\|<\epsilon ,\|y\|<\delta \}$$ and the following subsets of $`U\times 𝐑`$ (see Fig. 1) $`A_1`$ $`:=`$ $`\{(x,y,z)U\times 𝐑:x\alpha (y)<z<x+\alpha (y)\},`$ $`A_2`$ $`:=`$ $`\{(x,y,z)U\times 𝐑:b+\kappa (\lambda )y<z<b+\kappa (\lambda )y+h\},`$ $`A_3`$ $`:=`$ $`\{(x,y,z)U\times 𝐑:h<z<h\},`$ $`A_4`$ $`:=`$ $`\{(x,y,z)U\times 𝐑:b+\kappa (\lambda )yh<z<b+\kappa (\lambda )y\},`$ $`A_5`$ $`:=`$ $`\{(x,y,z)U\times 𝐑:x\alpha (y)<z<x+\alpha (y)\},`$ where $$\alpha (y):=\sqrt{4\epsilon ^2(\epsilon y)^2},$$ $$h:=\frac{x_03\epsilon }{4},\kappa (\lambda ):=\frac{\lambda }{4}\frac{1}{\lambda },b:=2h+\kappa (\lambda )\delta ,\lambda :=\frac{14\epsilon }{2h}.$$ We will assume that $$\delta <\frac{x_03\epsilon }{8\left\|\kappa (\lambda )\right\|},$$ (3.4) so that the sets $`A_1,\mathrm{},A_5`$ are pairwise disjoint. For every $`(x,y,z)U\times 𝐑`$, let us define the vector $`\phi (x,y,z)=(\phi ^x,\phi ^y,\phi ^z)(x,y,z)𝐑^3`$ as follows: $$\{\begin{array}{cc}(\frac{2(\epsilon y)}{\sqrt{(\epsilon y)^2+(zx)^2}},\frac{2(zx)}{\sqrt{(\epsilon y)^2+(zx)^2}},1)\hfill & \text{if }(x,y,z)A_1,\hfill \\ & \\ (0,\lambda ,\frac{\lambda ^2}{4})\hfill & \text{if }(x,y,z)A_2,\hfill \\ & \\ (f(y),0,1)\hfill & \text{if }(x,y,z)A_3,\hfill \\ & \\ (0,\lambda ,\frac{\lambda ^2}{4})\hfill & \text{if }(x,y,z)A_4,\hfill \\ & \\ (\frac{2(\epsilon +y)}{\sqrt{(\epsilon +y)^2+(z+x)^2}},\frac{2(z+x)}{\sqrt{(\epsilon +y)^2+(z+x)^2}},1)\hfill & \text{if }(x,y,z)A_5,\hfill \\ & \\ (0,0,1)\hfill & \text{otherwise},\hfill \end{array}$$ where $$f(y):=\frac{1}{h}\left(_0^{\alpha (y)}\frac{\epsilon y}{\sqrt{t^2+(\epsilon y)^2}}𝑑t_0^{\alpha (y)}\frac{\epsilon +y}{\sqrt{t^2+(\epsilon +y)^2}}𝑑t\right).$$ Note that $`A_1A_5`$ is an open neighbourhood of $`\mathrm{graph}(w)(U\times 𝐑)`$. The purpose of the definition of $`\phi `$ in $`A_1`$ and $`A_5`$ (see Fig. 2) is to provide a divergence free vector field satisfying condition (c) of Section 2 and such that $`\phi ^y(x,0,z)>0`$ $`\text{for}\|z\|<x,`$ $`\phi ^y(x,0,z)<0`$ $`\text{for}\|z\|>x.`$ These properties are crucial in order to obtain (d) and (e) simultaneously. The rôle of $`A_2`$ and $`A_4`$ is to give the main contribution to the integral in (e). To explain this fact, suppose, for a moment, that $`\epsilon =0`$; in this case we would have $`A_1=A_5=\mathrm{}`$ and $$_x^x\phi ^y(x,0,z)𝑑z=1,$$ so that the $`y`$-component of equality (e) would be satisfied. The purpose of the definition of $`\phi `$ in $`A_3`$ is to correct the $`x`$-component of $`\phi `$, in order to obtain (d). We shall prove that, for a suitable choice of $`\delta `$, the vector field $`\phi `$ is a calibration for $`w`$ in the rectangle $`U`$. Note that for a given $`z𝐑`$ we have $$_x\phi ^x(x,y,z)+_y\phi ^y(x,y,z)=0$$ (3.5) for every $`(x,y)`$ such that $`(x,y,z)A_1A_5`$. This implies $`\phi `$ is divergence free in $`A_1A_5`$. Moreover $`\mathrm{div}\phi =0`$ in the other sets $`A_i`$, and the normal component of $`\phi `$ is continuous across $`A_i`$: the choice of $`\kappa (\lambda )`$ ensures that this property holds for $`A_2`$ and $`A_4`$ (see Fig. 3). Therefore $`\phi `$ is divergence free in the sense of distributions in $`U\times 𝐑`$. On the graph of $`w`$ we have $$\phi (x,y,w(x,y))=\{\begin{array}{cc}(\mathrm{\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}2},0,1)\hfill & \text{if }y>0,\hfill \\ (2,0,1)\hfill & \text{if }y<0,\hfill \end{array}$$ so condition (c) is satisfied. Inequality (b) is clearly satisfied in all regions: the only non trivial case is $`A_3`$, where we have, using (3.3), $$\|f(y)\|\frac{4\left(\alpha (y)+\alpha (y)\right)}{x_03\epsilon }\frac{8\sqrt{3}\epsilon }{x_03\epsilon }<2.$$ We now compute $$_x^x\phi ^y(x,y,z)𝑑z.$$ (3.6) Let us fix $`y`$ with $`\|y\|<\delta `$. Since $`\phi ^y(x,y,z)`$ depends on $`zx`$, we have $$_{x\alpha (y)}^x\phi ^y(x,y,z)𝑑z=_x^{x+\alpha (y)}\phi ^y(\xi ,y,x)𝑑\xi .$$ (3.7) Using (3.5) and applying the divergence theorem to the curvilinear triangle $$T=\{(\xi ,\eta )𝐑^2:\xi >x,\eta <y,(\epsilon \eta )^2+(x\xi )^2<4\epsilon ^2\}$$ (see Fig. 4), we obtain $$_x^{x+\alpha (y)}\phi ^y(\xi ,y,x)𝑑\xi =_\epsilon ^y\phi ^x(x,\eta ,x)𝑑\eta =2(y+\epsilon ).$$ (3.8) From (3.7) and (3.8), we get $$_{x\alpha (y)}^x\phi ^y(x,y,z)𝑑z=2(y+\epsilon ).$$ (3.9) Similarly we can prove that $$_x^{x+\alpha (y)}\phi ^y(x,y,z)𝑑z=2(y+\epsilon ).$$ (3.10) Using the definition of $`\phi `$ in $`A_2`$, $`A_3`$, $`A_4`$, we obtain $$_x^x\phi ^y(x,y,z)𝑑z=1.$$ (3.11) On the other hand, by the definition of $`f`$, we have immediately that $$_x^x\phi ^x(x,y,z)𝑑z=0.$$ (3.12) From these equalities it follows in particular that condition (e) is satisfied on the jump set $`S_wU=\{(x,y)U:y=0\}`$. Let us begin now the proof of (d). Let us fix $`(x,y)U`$. For every $`t_1<t_2`$ we set $$I(t_1,t_2):=_{t_1}^{t_2}(\phi ^x,\phi ^y)(x,y,z)𝑑z.$$ It is enough to consider the case $`x\alpha (y)t_1t_2x\alpha (y)`$. We can write $`I(t_1,t_2)`$ $`=`$ $`I(t_1,x)+I(x,x)+I(x,t_2),`$ $`I(t_1,x)`$ $`=`$ $`I(t_1(x+\alpha (y)),x)+I(t_1(x+\alpha (y)),x+\alpha (y)),`$ $`I(x,t_2)`$ $`=`$ $`I(x,t_2(x\alpha (y)))+I(x\alpha (y),t_2(x\alpha (y))).`$ Therefore $$I(t_1,t_2)=I(x,x)+I(t_1(x+\alpha (y)),x)+I(x,t_2(x\alpha (y)))$$ $$+I(t_1(x+\alpha (y)),t_2(x\alpha (y)))I(x+\alpha (y),x\alpha (y)).$$ (3.13) Let $`B`$ be the ball of radius $`4\epsilon `$ centred at $`(0,4\epsilon )`$. We want to prove that $$I(x,t)\overline{B}$$ (3.14) for every $`t`$ with $`x\alpha (y)tx+\alpha (y)`$. Let us denote the components of $`I(x,t)`$ by $`a^x`$ and $`a^y`$. Arguing as in the proof of (3.9), we get the identity $$a^y=2(\epsilon y)2\sqrt{(tx)^2+(\epsilon y)^2}0.$$ (3.15) As $`\|\phi ^x\|2`$, we have also $$(a^x)^24(tx)^2=(2(\epsilon y)a^y)^24(\epsilon y)^2.$$ From these estimates it follows that $$(a^x)^2+(a^y+4\epsilon )^216\epsilon ^2,$$ which proves (3.14). In the same way we can prove that $$I(t,x)\overline{B}$$ (3.16) for every $`t`$ with $`x\alpha (y)tx+\alpha (y).`$ If $`f(y)0`$, we define $$C:=([0,2hf(y)]\times [0,\frac{1}{2}2\epsilon ])(\{2hf(y)\}\times [0,14\epsilon ]);$$ if $`f(y)0`$, we simply replace $`[0,2hf(y)]`$ by $`[2hf(y),0]`$. From the definition of $`\phi `$ in $`A_2`$, $`A_3`$, $`A_4`$, it follows that $$I(x+\alpha (y),x\alpha (y))=(2hf(y),14\epsilon )$$ (3.17) and $$I(s_1,s_2)C$$ (3.18) for $`x+\alpha (y)s_1s_2x\alpha (y)`$. Let $`D:=C(2hf(y),14\epsilon )`$, i.e., $$D=([2hf(y),0]\times [1+4\epsilon ,\frac{1}{2}+2\epsilon ])(\{0\}\times [1+4\epsilon ,0]),$$ for $`f(y)0`$; the interval $`[2hf(y),0]`$ is replaced by $`[0,2hf(y)]`$ when $`f(y)0`$. From (3.13), (3.11), (3.12), (3.14), (3.16), (3.17) and (3.18) we obtain $$I(t_1,t_2)(0,1)+2\overline{B}+D.$$ (3.19) As $`f(0)=0`$, we can choose $`\delta `$ so that (3.4) is satisfied and $$\|2hf(y)\|=\frac{x_03\epsilon }{2}\|f(y)\|\epsilon $$ (3.20) for $`\|y\|<\delta `$. It is then easy to see that, by (3.3), the set $`(0,1)+2\overline{B}+D`$ is contained in the unit ball centred at $`(0,0)`$. So that (3.19) implies (d). $`\mathrm{}`$ Remark. The assumption $`(x_0,y_0)(0,0)`$ in Theorem 3.1 cannot be dropped. Indeed, there is no neighbourhood $`U`$ of $`(0,0)`$ such that $`w`$ is a Dirichlet minimizer of the Mumford-Shah functional in $`U`$. To see this fact, let $`\psi `$ be a function defined on the square $`Q=(1,1)\times (1,1)`$ satisfying the boundary condition $`\psi =w`$ on $`Q`$ and such that $`S_\psi =((1,1/2)(1/2,1))\times \{0\}`$. For every $`\epsilon `$, let $`\psi _\epsilon `$ be the function defined on $`Q_\epsilon =\epsilon Q`$ by $`\psi _\epsilon (x,y):=\epsilon \psi (x/\epsilon ,y/\epsilon )`$. Note that $`\psi _\epsilon `$ satisfies the boundary condition $`\psi _\epsilon =w`$ on $`Q_\epsilon `$. Let us compute the Mumford-Shah functional for $`\psi _\epsilon `$ on $`Q_\epsilon `$: $$_{Q_\epsilon }\|\psi _\epsilon \|^2𝑑x𝑑y+^1(S_{\psi _\epsilon })=\epsilon ^2_Q\|\psi \|^2𝑑x𝑑y+\epsilon .$$ Since $$_{Q_\epsilon }\|w\|^2𝑑x𝑑y+^1(S_w)=4\epsilon ^2+2\epsilon ,$$ we have $$_{Q_\epsilon }\|\psi _\epsilon \|^2𝑑x𝑑y+^1(S_{\psi _\epsilon })<_{Q_\epsilon }\|w\|^2𝑑x𝑑y+^1(S_w)$$ for $`\epsilon `$ sufficiently small. The construction shown in the proof of Theorem 3.1 can be easily adapted to define a calibration for the function $`w`$ in (3.2). ###### Theorem 3.2 Let $`w:𝐑^2𝐑`$ be the function defined by $$w(x,y):=\{\begin{array}{cc}x+1\hfill & \text{if }y>0,\hfill \\ x\hfill & \text{if }y<0.\hfill \end{array}$$ Then every point $`(x_0,y_0)𝐑^2`$ has an open neighbourhood $`U`$ such that $`w`$ is a Dirichlet minimizer in $`U`$ of the Mumford-Shah functional (1.1). Proof. The result follows by Theorem 4.1 of if $`y_00`$. We consider now the case $`y_0=0`$; we will construct a local calibration of $`w`$ near $`(x_0,0)`$, using the same technique as in Theorem 3.1. We give only the new definitions of the sets $`A_1,\mathrm{},A_5`$ and of the function $`\phi `$, and leave to the reader the verification of the fact that this function is a calibration for suitable values of the involved parameters. Let us fix $`\epsilon >0`$ such that $$0<\epsilon <\frac{1}{24},0<\epsilon <\frac{1}{32}.$$ (3.21) For $`0<\delta <\epsilon `$ we consider the open rectangle $$U:=\{(x,y)𝐑^2:\|xx_0\|<\epsilon ,\|y\|<\delta \}$$ and the following subsets of $`U\times 𝐑`$ $`A_1`$ $`:=`$ $`\{(x,y,z)U\times 𝐑:x+1\alpha (y)<z<x+1+\alpha (y)\},`$ $`A_2`$ $`:=`$ $`\{(x,y,z)U\times 𝐑:b+\kappa (\lambda )y+3h<z<b+\kappa (\lambda )y+4h\},`$ $`A_3`$ $`:=`$ $`\{(x,y,z)U\times 𝐑:x_0+3\epsilon +2h<z<x_0+3\epsilon +3h\},`$ $`A_4`$ $`:=`$ $`\{(x,y,z)U\times 𝐑:b+\kappa (\lambda )y<z<b+\kappa (\lambda )y+h\},`$ $`A_5`$ $`:=`$ $`\{(x,y,z)U\times 𝐑:x\alpha (y)<z<x+\alpha (y)\},`$ where $$\alpha (y):=\sqrt{4\epsilon ^2(\epsilon y)^2},$$ $$h:=\frac{16\epsilon }{5},\kappa (\lambda ):=\frac{\lambda }{4}\frac{1}{\lambda },b:=x_0+3\epsilon +\kappa (\lambda )\delta ,\lambda :=\frac{14\epsilon }{2h}.$$ We will assume that $$\delta <\frac{16\epsilon }{10\|\kappa (\lambda )\|},$$ (3.22) so that the sets $`A_1,\mathrm{},A_5`$ are pairwise disjoint. For every $`(x,y,z)U\times 𝐑`$, let us define the vector $`\phi (x,y,z)𝐑^3`$ as follows: $$\{\begin{array}{cc}(\frac{2(\epsilon y)}{\sqrt{(\epsilon y)^2+(zx1)^2}},\frac{2(zx1)}{\sqrt{(\epsilon y)^2+(zx1)^2}},1)\hfill & \text{if }(x,y,z)A_1,\hfill \\ & \\ (0,\lambda ,\frac{\lambda ^2}{4})\hfill & \text{if }(x,y,z)A_2,\hfill \\ & \\ (f(y),0,1)\hfill & \text{if }(x,y,z)A_3,\hfill \\ & \\ (0,\lambda ,\frac{\lambda ^2}{4})\hfill & \text{if }(x,y,z)A_4,\hfill \\ & \\ (\frac{2(\epsilon +y)}{\sqrt{(\epsilon +y)^2+(zx)^2}},\frac{2(zx)}{\sqrt{(\epsilon +y)^2+(zx)^2}},1)\hfill & \text{if }(x,y,z)A_5,\hfill \\ & \\ (0,0,1)\hfill & \text{otherwise},\hfill \end{array}$$ where $$f(y):=\frac{2}{h}\left(_0^{\alpha (y)}\frac{\epsilon y}{\sqrt{t^2+(\epsilon y)^2}}𝑑t+_0^{\alpha (y)}\frac{\epsilon +y}{\sqrt{t^2+(\epsilon +y)^2}}𝑑t\right)$$ for every $`\|y\|<\delta `$. $`\mathrm{}`$ ## 4 The general case In this section we denote by $`\mathrm{\Omega }`$ a ball in $`𝐑^2`$ centred at $`(0,0)`$ and we consider as $`u`$ in (2.1) and in (2.2) a generic harmonic function with normal derivative vanishing on $`S`$. We add the technical assumption that the first and second order tangential derivatives of $`u`$ are not zero on $`S`$. ###### Theorem 4.1 Let $`u:\mathrm{\Omega }𝐑`$ be a harmonic function such that $`_yu(x,0)=0`$ for $`(x,0)\mathrm{\Omega }`$, and let $`w:\mathrm{\Omega }𝐑`$ be the function defined by $$w(x,y):=\{\begin{array}{cc}u(x,y)\hfill & \text{for }y>0,\hfill \\ u(x,y)\hfill & \text{for }y<0.\hfill \end{array}$$ Assume that $`u_0:=u(0,0)0`$, $`_xu(0,0)0`$, and $`_x^2u(0,0)0`$. Then there exists an open neighbourhood $`U`$ of $`(0,0)`$ such that $`w`$ is a Dirichlet minimizer in $`U`$ of the Mumford-Shah functional (1.1). Proof. We may assume $`u(0,0)>0`$ and $`_xu(0,0)>0`$. We shall give the proof only for $`_x^2u(0,0)>0`$, and we shall explain at the end the modification needed for $`_x^2u(0,0)<0`$. Let $`v:\mathrm{\Omega }𝐑`$ be the harmonic conjugate of $`u`$ that vanishes on $`y=0`$, i.e., the function satisfying $`_xv(x,y)=_yu(x,y)`$, $`_yv(x,y)=_xu(x,y)`$, and $`v(x,0)=0`$. Consider a small neighbourhood $`U`$ of $`(0,0)`$ such that the map $`\mathrm{\Phi }(x,y):=(u(x,y),v(x,y))`$ is invertible on $`U`$ and $`_xu>0`$ on $`U`$. We call $`\mathrm{\Psi }`$ the inverse function $`(u,v)(\xi (u,v),\eta (u,v))`$, which is defined in the neighbourhood $`V:=\mathrm{\Phi }(U)`$ of $`(u_0,0)`$. Note that, if $`U`$ is small enough, then $`\eta (u,v)=0`$ if and only if $`v=0`$. Moreover, $$D\mathrm{\Psi }=\left(\begin{array}{cc}_u\xi & _v\xi \\ _u\eta & _v\eta \end{array}\right)=\frac{1}{\|u\|^2}\left(\begin{array}{cc}_xu& _xv\\ _yu& _yv\end{array}\right),$$ (4.1) where, in the last formula, all functions are computed at $`(x,y)=\mathrm{\Psi }(u,v)`$, and so $`_u\xi =_v\eta `$, $`_v\xi =_u\eta `$ and $`_u\eta (u,0)=0`$, $`_v\eta (u,0)>0`$. In particular, $`\xi `$ and $`\eta `$ are harmonic, and $$_u^2\eta (u,0)=0,_v^2\eta (u,0)=0.$$ (4.2) On $`U`$ we will use the coordinate system $`(u,v)`$ given by $`\mathrm{\Phi }`$. By (4.1) the canonical basis of the tangent space to $`U`$ at a point $`(x,y)`$ is given by $$\tau _u=\frac{u}{\|u\|^2},\tau _v=\frac{v}{\|v\|^2}.$$ (4.3) For every $`(u,v)V`$, let $`G(u,v)`$ be the matrix associated with the first fundamental form of $`U`$ in the coordinate system $`(u,v)`$, and let $`g(u,v)`$ be its determinant. By (4.1) and (4.3), $$g=((_u\eta )^2+(_v\eta )^2)^2=\frac{1}{\|u(\mathrm{\Psi })\|^4}.$$ (4.4) We set $`\gamma (u,v):=\sqrt[4]{g(u,v)}`$. The calibration $`\phi (x,y,z)`$ on $`U\times 𝐑`$ will be written as $$\phi (x,y,z)=\frac{1}{\gamma ^2(u(x,y),v(x,y))}\varphi (u(x,y),v(x,y),z).$$ (4.5) We will adopt the following representation for $`\varphi :V\times 𝐑𝐑^3`$: $$\varphi (u,v,z)=\varphi ^u(u,v,z)\tau _u+\varphi ^v(u,v,z)\tau _v+\varphi ^z(u,v,z)e_z,$$ (4.6) where $`e_z`$ is the third vector of the canonical basis of $`𝐑^3`$, and $`\tau _u`$, $`\tau _v`$ are computed at the point $`\mathrm{\Psi }(u,v)`$. We now reformulate the conditions of Section 2 in this new coordinate system. It is known from Differential Geometry (see, e.g., \[4, Proposition 3.5\]) that, if $`X=X^u\tau _u+X^v\tau _v`$ is a vector field on $`U`$, then the divergence of $`X`$ is given by $$\mathrm{div}X=\frac{1}{\gamma ^2}(_u(\gamma ^2X^u)+_v(\gamma ^2X^v)).$$ (4.7) Using (4.3), (4.4), (4.5), (4.6), and (4.7) it turns out that $`\phi `$ is a calibration if the following conditions are satisfied: $`_u\varphi ^u+_v\varphi ^v+_z\varphi ^z=0`$ for every $`(u,v,z)V\times 𝐑`$; $`(\varphi ^u(u,v,z))^2+(\varphi ^v(u,v,z))^24\varphi ^z(u,v,z)`$ for every $`(u,v,z)V\times 𝐑`$; $`\varphi ^u(u,v,\pm u)=\pm 2`$, $`\varphi ^v(u,v,\pm u)=0`$, and $`\varphi ^z(u,v,\pm u)=1`$ for every $`(u,v)V`$; $`\left({\displaystyle _{t_1}^{t_2}}\varphi ^u(u,v,z)𝑑z\right)^2+\left({\displaystyle _{t_1}^{t_2}}\varphi ^v(u,v,z)𝑑z\right)^2\gamma ^2(u,v)`$ for every $`(u,v)V`$, $`t_1,t_2𝐑`$; $`{\displaystyle _u^u}\varphi ^u(u,0,z)𝑑z=0`$ and $`{\displaystyle _u^u}\varphi ^v(u,0,z)𝑑z=\gamma (u,0)`$ for every $`(u,0)V`$. Given suitable parameters $`\epsilon >0`$, $`h>0`$, $`\lambda >0`$, that will be chosen later, and assuming $$V=\{(u,v):\|uu_0\|<\delta ,\|v\|<\delta \},$$ (4.8) with $`\delta <\epsilon `$, we consider the following subsets of $`V\times 𝐑`$ $`A_1`$ $`:=`$ $`\{(u,v,z)V\times 𝐑:u\alpha (v)<z<u+\alpha (v)\},`$ $`A_2`$ $`:=`$ $`\{(u,v,z)V\times 𝐑:3h+\beta (u,v)<z<3h+\beta (u,v)+1/\lambda \},`$ $`A_3`$ $`:=`$ $`\{(u,v,z)V\times 𝐑:h<z<h\},`$ $`A_4`$ $`:=`$ $`\{(u,v,z)V\times 𝐑:3h+\beta (u,v)1/\lambda <z<3h+\beta (u,v)\},`$ $`A_5`$ $`:=`$ $`\{(u,v,z)V\times 𝐑:u\alpha (v)<z<u+\alpha (v)\},`$ where $$\alpha (v):=\sqrt{4\epsilon ^2(\epsilon v)^2},$$ and $`\beta `$ is a suitable smooth function satisfying $`\beta (u,0)=0`$, which will be defined later. It is easy to see that, if $`\epsilon `$ and $`h`$ are sufficiently small, while $`\lambda `$ is sufficiently large, then the sets $`A_1,\mathrm{},A_5`$ are pairwise disjoint, provided $`\delta `$ is small enough. Moreover, since $`\gamma (u,0)=_v\eta (u,0)>0`$, by continuity we may assume that $$\gamma (u,v)>128\epsilon \text{and}_v\eta (u,v)>8\epsilon $$ (4.9) for every $`(u,v)V`$. For $`(u,v)V`$ and $`z𝐑`$ the vector $`\varphi (u,v,z)`$ introduced in (4.5) is defined as follows: $$\{\begin{array}{cc}\frac{2(\epsilon v)}{\sqrt{(\epsilon v)^2+(zu)^2}}\tau _u\frac{2(zu)}{\sqrt{(\epsilon v)^2+(zu)^2}}\tau _v+e_z\hfill & \text{in }A_1,\hfill \\ & \\ \lambda \sigma (u,v)\frac{v}{\sqrt{(ua)^2+v^2}}\tau _u+\lambda \sigma (u,v)\frac{ua}{\sqrt{(ua)^2+v^2}}\tau _v+\mu e_z\hfill & \text{in }A_2,\hfill \\ & \\ f(v)\tau _u+e_z\hfill & \text{in }A_3,\hfill \\ & \\ \lambda \sigma (u,v)\frac{v}{\sqrt{(ua)^2+v^2}}\tau _u+\lambda \sigma (u,v)\frac{ua}{\sqrt{(ua)^2+v^2}}\tau _v+\mu e_z\hfill & \text{in }A_4,\hfill \\ & \\ \frac{2(\epsilon +v)}{\sqrt{(\epsilon +v)^2+(z+u)^2}}\tau _u+\frac{2(z+u)}{\sqrt{(\epsilon +v)^2+(z+u)^2}}\tau _v+e_z\hfill & \text{in }A_5,\hfill \\ & \\ e_z\hfill & \text{in }A_5\text{,}\text{otherwise,}\hfill \end{array}$$ where $`a<u_011\delta ,\mu >0`$ (4.10) $`f(v):={\displaystyle \frac{1}{h}}\left({\displaystyle _0^{\alpha (v)}}{\displaystyle \frac{(\epsilon v)}{\sqrt{t^2+(\epsilon v)^2}}}𝑑t{\displaystyle _0^{\alpha (v)}}{\displaystyle \frac{(\epsilon +v)}{\sqrt{t^2+(\epsilon +v)^2}}}𝑑t\right),`$ $`\sigma (u,v):={\displaystyle \frac{1}{2}}\gamma (a+\sqrt{(ua)^2+v^2},0)2\epsilon .`$ (4.11) We choose $`\beta `$ as the solution of the Cauchy problem $$\{\begin{array}{cc}\lambda \sigma (u,v)(v_u\beta +(ua)_v\beta )=(\mu 1)\sqrt{(ua)^2+v^2},\hfill & \\ & \\ \beta (u,0)=0.\hfill & \end{array}$$ (4.12) Since the line $`v=0`$ is not characteristic for the equation near $`(u_0,0)`$, there exists a unique solution $`\beta C^{\mathrm{}}(V)`$, provided $`V`$ is small enough. In the coordinate system $`(u,v)`$ the definition of the field $`\varphi `$ in $`A_1`$, $`A_3`$, and $`A_5`$ is the same as the definition of $`\phi `$ in the proof of Theorem 3.1. The crucial difference is in the definition on the sets $`A_2`$ and $`A_4`$, where now we are forced to introduce two new parameters $`a`$ and $`\mu `$. Note that the definition given in Theorem 3.1 can be regarded as the limiting case as $`a`$ tends to $`+\mathrm{}`$. By direct computations it is easy to see that $`\varphi `$ satisfies condition (a) on $`A_1`$ and $`A_5`$. Similarly, the vector field $$(\frac{v}{\sqrt{(ua)^2+v^2}},\frac{ua}{\sqrt{(ua)^2+v^2}})$$ is divergence free; since $`(ua)^2+v^2`$ is constant along the integral curves of this field, by construction the same property holds for $`\sigma `$, so that $`\varphi `$ satisfies condition (a) in $`A_2`$ and $`A_4`$. In $`A_3`$, condition (a) is trivially satisfied. Note that the normal component of $`\varphi `$ is continuous across each $`A_i`$: for the region $`A_3`$ this continuity is guaranteed by our choice of $`\beta `$. This implies that (a) is satisfied in the sense of distributions on $`V\times 𝐑`$. In order to satisfy condition (b), it is enough to take the parameter $`\mu `$ such that $$\frac{\lambda ^2}{4}\sigma ^2(u,v)\mu $$ for every $`(u,v)V`$, and require that $$\|f(v)\|2.$$ (4.13) Since $$\|f(v)\|\frac{\alpha (v)+\alpha (v)}{h}\frac{4\epsilon }{h},$$ (4.14) inequality (4.13) is true if we impose $$2\epsilon h.$$ Looking at the definition of $`\varphi `$ on $`A_1`$ and $`A_5`$, one can check that condition (c) is satisfied. Arguing as in the proof of (3.9), (3.10), (3.12) in Theorem 3.1, we find that for every $`(u,v)V`$ $$_u^{u+\alpha (v)}\varphi ^u(u,v,z)𝑑z+_h^h\varphi ^u(u,v,z)𝑑z+_{u\alpha (v)}^u\varphi ^u(u,v,z)𝑑z=0,$$ $$_u^{u+\alpha (v)}\varphi ^v(u,v,z)𝑑z+_h^h\varphi ^v(u,v,z)𝑑z+_{u\alpha (v)}^u\varphi ^v(u,v,z)𝑑z=4\epsilon .$$ Now, it is easy to see that $$_u^u\varphi ^u(u,v,z)𝑑z=2\sigma (u,v)\frac{v}{\sqrt{(ua)^2+v^2}},$$ (4.15) $$_u^u\varphi ^v(u,v,z)𝑑z=4\epsilon +2\sigma (u,v)\frac{ua}{\sqrt{(ua)^2+v^2}};$$ (4.16) since for $`v=0`$ we have $$\sigma (u,0)=\frac{1}{2}\gamma (u,0)2\epsilon ,$$ condition (e) is satisfied. By continuity, if $`\delta `$ is small enough, we have $$_u^u\varphi ^v(u,v,z)𝑑z>\frac{7}{8}\gamma (u,v)$$ (4.17) for every $`(u,v)V`$. From now on, we regard the pair $`(\varphi ^u,\varphi ^v)`$ as a vector in $`𝐑^2`$. To prove condition (d) we set $$I_{\epsilon ,a}(u,v,s,t):=_s^t(\varphi ^u,\varphi ^v)(u,v,z)𝑑z$$ for every $`(u,v)V`$, and for every $`s,t𝐑`$. We want to compare the behaviour of the functions $`\|I_{\epsilon ,a}\|^2`$ and $`\gamma ^2`$; to this aim, we define the function $$d_{\epsilon ,a}(u,v,s,t):=\|I_{\epsilon ,a}(u,v,s,t)\|^2\gamma ^2(u,v).$$ We have already shown (condition (e)) that $$d_{\epsilon ,a}(u,0,u,u)=0.$$ (4.18) We start by proving that, if $`V`$ is sufficiently small, condition (d) holds for every $`(u,v)V`$, for $`t_1`$ close to $`u`$ and $`t_2`$ close to $`u`$. Using the definition of $`\varphi (u,v,z)`$ on $`A_1`$ and $`A_5`$, one can compute explicitly $`d_{\epsilon ,a}(u,v,s,t)`$ for $`\|s+u\|\alpha (v)`$ and for $`\|tu\|\alpha (v)`$. By direct computations one obtains $$_{v,s,t}d_{\epsilon ,a}(u,0,u,u)=0$$ (4.19) for $`(u,0)V`$. We now want to compute the hessian matrix $`_{v,s,t}^2d_{\epsilon ,a}`$ at the point $`(u_0,0,u_0,u_0)`$. By (4.11) and (4.4), after some easy computations, we get $$_v^2\sigma (u,0)=\frac{1}{2(ua)}_u\gamma (u,0)=\frac{1}{2(ua)}_v_u\eta (u,0).$$ Using this equality and the explicit expression of $`d_{\epsilon ,a}`$ near $`(u_0,0,u_0,u_0)`$, we obtain $`_v^2d_{\epsilon ,a}(u_0,0,u_0,u_0)`$ $`=`$ $`{\displaystyle \frac{8\epsilon }{(u_0a)^2}}(_v\eta (u_0,0)4\epsilon )+`$ $`+{\displaystyle \frac{2}{u_0a}}_v\eta (u_0,0)_v_u\eta (u_0,0)_v^2(\gamma ^2)(u_0,0).`$ Since $`\eta `$ and $`\gamma `$ do not depend on $`a`$ and $`\epsilon `$, for every $`\epsilon `$ satisfying (4.9) we can find $`a`$ so close to $`u_0`$ that $$_v^2d_{\epsilon ,a}(u_0,0,u_0,u_0)<0.$$ (4.20) Moreover, we easily obtain that $`_t^2d_{\epsilon ,a}(u_0,0,u_0,u_0)=_s^2d_{\epsilon ,a}(u_0,0,u_0,u_0)=8{\displaystyle \frac{4}{\epsilon }}_v\eta (u_0,0),`$ $`_v_td_{\epsilon ,a}(u_0,0,u_0,u_0)=_v_sd_{\epsilon ,a}(u_0,0,u_0,u_0)={\displaystyle \frac{4}{u_0a}}(_v\eta (u_0,0)4\epsilon ),`$ $`_t_sd_{\epsilon ,a}(u_0,0,u_0,u_0)=8.`$ By the above expressions, it follows that $`det\left(\begin{array}{cc}_v^2d_{\epsilon ,a}& _v_td_{\epsilon ,a}\\ & \\ _v_td_{\epsilon ,a}& _t^2d_{\epsilon ,a}\end{array}\right)(u_0,0,u_0,u_0)=`$ $`=`$ $`{\displaystyle \frac{16}{(u_0a)^2}}_v\eta (u_0,0)(_v\eta (u_0,0)4\epsilon )+{\displaystyle \frac{c_1(\epsilon )}{u_0a}}+c_2(\epsilon ),`$ where $`c_1(\epsilon )`$, $`c_2(\epsilon )`$ are two constants depending only on $`\epsilon `$. Then, if $`\epsilon `$ satisfies (4.9), $`a`$ can be chosen so close to $`u_0`$ that $$det\left(\begin{array}{cc}_v^2d_{\epsilon ,a}& _v_td_{\epsilon ,a}\\ & \\ _v_td_{\epsilon ,a}& _t^2d_{\epsilon ,a}\end{array}\right)(u_0,0,u_0,u_0)>0.$$ (4.22) At last, the determinant of the hessian matrix of $`d_{\epsilon ,a}`$ at $`(u_0,0,u_0,u_0)`$ is given by $$det_{v,s,t}^2d_{\epsilon ,a}(u_0,0,u_0,u_0)=\frac{1}{u_0a}(_v\eta (u_0,0))^2_v_u\eta (u_0,0)(_v\eta (u_0,0)4\epsilon )\frac{32}{\epsilon ^2}+c_3(\epsilon ),$$ where $`c_3(\epsilon )`$ is a constant depending only on $`\epsilon `$. Since, by (4.1), $$_v_u\eta (u_0,0)=\frac{_x^2u(0,0)}{(_xu(0,0))^3},$$ given $`\epsilon `$ satisfying (4.9), we can choose $`a`$ so close to $`u_0`$ that $$det_{v,s,t}^2d_{\epsilon ,a}(u_0,0,u_0,u_0)<0.$$ (4.23) By (4.20), (4.22), and (4.23), we can conclude that, by a suitable choice of the parameters, the hessian matrix of $`d_{\epsilon ,a}`$ (with respect to $`v,s,t`$) at $`(u_0,0,u_0,u_0)`$ is negative definite. This fact, with (4.18) and (4.19), allows us to state the existence of a constant $`\tau >0`$ such that $$d_{\epsilon ,a}(u,v,s,t)<0$$ (4.24) for $`\|s+u_0\|<\tau `$, $`\|tu_0\|<\tau `$, $`(u,v)V`$, $`v0`$, provided $`V`$ is sufficiently small. So, condition (d) is satisfied for $`\|t_1+u_0\|<\tau `$ and $`\|t_2u_0\|<\tau `$. We can assume $`\delta <\tau <\alpha (v)`$ for every $`(u,v)V`$. From now on, since at this point the parameters $`\epsilon `$, $`a`$ have been fixed, we simply write $`I`$ instead of $`I_{\epsilon ,a}`$. We now study the more general case $`\|t_1+u\|<\alpha (v)`$ and $`\|t_2u\|<\alpha (v)`$. Let us set $$m_1(u,v):=\mathrm{max}\left\{\|I(u,v,s,t)\|:\|s+u\|\alpha (v),\|tu\|\alpha (v),\|tu_0\|\tau \right\}.$$ By the definition of $`A_1,\mathrm{},A_5`$, for $`\rho =\alpha (\delta )+\delta `$ we have $`(\varphi ^u,\varphi ^v)=0`$ on $`(V\times [u_0\rho ,u_0+\rho ])A_1`$ and $`(V\times [u_0\rho ,u_0+\rho ])A_5`$. This implies that $$m_1(u,v):=\mathrm{max}\left\{\|I(u,v,s,t)\|:\|s+u_0\|\rho ,\tau \|tu_0\|\rho \right\}$$ for $`(u,v)V`$. The function $`m_1`$, as supremum of a family of continuous functions, is lower semicontinuous. Moreover, $`m_1`$ is also upper semicontinuous; indeed, suppose, by contradiction, that there exist two sequences $`(u_n)`$, $`(v_n)`$ converging respectively to $`u`$, $`v`$, such that $`(m_1(u_n,v_n))`$ converges to a limit $`l>m_1(u,v)`$; then, there exist $`(s_n)`$, $`(t_n)`$ such that $$\|s_n+u_n\|\alpha (v_n),\|t_nu_n\|\alpha (v_n),\|t_nu_0\|\tau ,$$ (4.25) and $`m_1(u_n,v_n)=\|I(u_n,v_n,s_n,t_n)\|`$. Up to subsequences, we can assume that $`(s_n)`$, $`(t_n)`$ converge respectively to $`s`$, $`t`$ such that, by (4.25), $$\|s+u\|\alpha (v),\|tu\|\alpha (v),\|tu_0\|\tau ;$$ hence, we have that $$m_1(u,v)\|I(u,v,s,t)\|=\underset{n\mathrm{}}{lim}\|I(u_n,v_n,s_n,t_n)\|=l>m_1(u,v),$$ which is impossible. Therefore, $`m_1`$ is continuous. Let $`B`$ be the open ball of radius $`4\epsilon `$ centred at $`(0,4\epsilon )`$. Arguing as in (3.14), we can prove that $$I(u,v,u,t)B$$ (4.26) whenever $`0<\|tu\|\alpha (v)`$. In the same way we can prove that $$I(u,v,s,u)B$$ (4.27) for $`0<\|s+u\|\alpha (v)`$. We can write $$I(u,v,s,t)=I(u,v,s,u)+I(u,v,u,u)+I(u,v,u,t).$$ (4.28) So, for $`\|s+u\|\alpha (v)`$, $`\|tu\|\alpha (v)`$, and $`\|tu_0\|\tau `$, by (4.27), (4.15), (4.16), and (4.26), we obtain that $$I(u,0,s,t)(0,\gamma (u,0))+B+\overline{B},$$ hence, by (4.9), $`I(u,0,s,t)`$ belongs to the open ball of radius $`\gamma (u,0)`$ centred at $`(0,0)`$, and so, $`m_1(u,0)<\gamma (u,0)`$. By continuity, if $`V`$ is small enough, $$m_1(u,v)<\gamma (u,v)$$ (4.29) for every $`(u,v)V`$. Analogously, we define $$m_2(u,v):=\mathrm{max}\{\|I(u,v,s,t)\|:\|s+u\|\alpha (v),\|s+u_0\|\tau ,\|tu\|\alpha (v),\}.$$ Arguing as in the case of $`m_1`$, we can prove that, if $`V`$ is small enough, $$m_2(u,v)<\gamma (u,v)$$ (4.30) for every $`(u,v)V`$. By (4.29), (4.30), and (4.24), we can conclude that $`I(u,v,t_1,t_2)`$ belongs to the ball centred at $`(0,0)`$ with radius $`\gamma (u,v)`$, for $`\|t_1+u\|\alpha (v)`$ and $`\|t_2u\|\alpha (v)`$. More precisely, let $`E(u,v)`$ be the intersection of this ball with the upper half plane bounded by the horizontal straight line passing through the point $`(0,\frac{3}{4}\gamma (u,v))`$: by (4.28), (4.17), (4.26), (4.27), and (4.9), we deduce that $$I(u,v,t_1,t_2)E(u,v)$$ (4.31) for $`\|t_1+u\|\alpha (v)`$ and $`\|t_2u\|\alpha (v)`$. We can now conclude the proof of (d). It is enough to consider the case $`u\alpha (v)t_1t_2u+\alpha (v)`$. We can write $`I(u,v,t_1,t_2)`$ $`=`$ $`I(u,v,t_1(u+\alpha (v)),t_2(u\alpha (v)))+`$ $`+I(u,v,t_1(u+\alpha (v)),t_2(u\alpha (v)))`$ $`I(u,v,u+\alpha (v),u\alpha (v)).`$ By (4.31), it follows that $$I(u,v,t_1(u+\alpha (v)),t_2(u\alpha (v)))E(u,v).$$ (4.33) Let $`C_1(u,v)`$ be the parallelogram having three consecutive vertices at the points $$(2hf(v),0),(0,0),\sigma (u,v)\frac{(v,ua)}{\sqrt{(ua)^2+v^2}},$$ let $`C_2(u,v)`$ be the segment with endpoints $$(2hf(v),0),(2hf(v),0)+2\sigma (u,v)\frac{(v,ua)}{\sqrt{(ua)^2+v^2}},$$ and let $`C(u,v):=C_1(u,v)C_2(u,v)`$. From the definition of $`\phi `$ in $`A_2`$, $`A_3`$, $`A_4`$, it follows that $$I(u,v,u+\alpha (v),u\alpha (v))=(2hf(v),0)+2\sigma (u,v)\frac{(v,ua)}{\sqrt{(ua)^2+v^2}}$$ (4.34) and $$I(u,v,s_1,s_2)C(u,v)$$ (4.35) for $`u+\alpha (v)s_1s_2u\alpha (v)`$. Let $$D(u,v):=C(u,v)(2hf(v),0)2\sigma (u,v)\frac{(v,ua)}{\sqrt{(ua)^2+v^2}}.$$ From (4), (4.33), (4.34), and (4.35) we obtain $$I(u,v,t_1,t_2)E(u,v)+D(u,v).$$ (4.36) As $`\|v\|<\delta <10\delta <ua`$ by (4.10), the angle that the segment $`C_2(u,v)`$ forms with the vertical is less than $`\mathrm{arctan}(1/10)`$. Moreover, we may assume that the lenght $`2\sigma (u,v)`$ of the segment $`C_2(u,v)`$ is less than $`\gamma (u,v)`$; indeed, this is true for $`v=0`$ and, by continuity, it remains true if $`\delta `$ is small enough. By (4.9) and (4.14), we have also that $`\|2hf(v)\|\gamma (u,v)/16`$. Using these properties and simple geometric considerations, it is possible to prove that $`E(u,v)+D(u,v)`$ is contained in the ball with centre $`(0,0)`$ and radius $`\gamma (u,v)`$. This concludes the proof of (d). If $`_x^2u(0,0)<0`$, it is enough to change the definition of $`\varphi `$ in the sets $`A_2`$ and $`A_4`$, as follows: $$\lambda \sigma (u,v)\frac{v}{\sqrt{(au)^2+v^2}}\tau _u+\lambda \sigma (u,v)\frac{au}{\sqrt{(au)^2+v^2}}\tau _v+\mu e_z,$$ where $`a>u_0+11\delta `$ and $$\sigma (u,v):=\frac{1}{2}\gamma (a\sqrt{(au)^2+v^2},0)2\epsilon .$$ $`\mathrm{}`$ ###### Theorem 4.2 Let $`u:\mathrm{\Omega }𝐑`$ be a harmonic function such that $`_yu(x,0)=0`$ for $`(x,0)\mathrm{\Omega }`$, and let $`w:\mathrm{\Omega }𝐑`$ be the function defined by $$w(x,y):=\{\begin{array}{cc}u(x,y)+1\hfill & \text{for }y>0,\hfill \\ u(x,y)\hfill & \text{for }y<0.\hfill \end{array}$$ Assume that $`_xu(0,0)0`$ and $`_x^2u(0,0)0`$. Then there exists an open neighbourhood $`U`$ of $`(0,0)`$ such that $`w`$ is a Dirichlet minimizer in $`U`$ of the Mumford-Shah functional (1.1). Proof. We will write the calibration $`\phi `$ as in (4.5) and we will adopt the representation (4.6) for $`\varphi `$. We will use the same technique as in Theorem 4.1. We give only the new definitions of the sets $`A_1,\mathrm{},A_5`$ and of the function $`\varphi `$ when $`_xu(0,0)>0`$ and $`_x^2u(0,0)>0`$, and leave to the reader the verification of the fact that this function is a calibration for suitable values of the involved parameters. The case $`_x^2u(0,0)<0`$ can be treated by the changes introduced at the end of Theorem 4.1. Let $`u_0:=u(0,0)`$. Given $`\epsilon >0`$, $`h>0`$, $`\lambda >0`$, and assuming $$V:=\{(u,v):\|uu_0\|<\delta ,\|v\|<\delta \},$$ we consider the following subsets of $`V\times 𝐑`$ $`A_1`$ $`:=`$ $`\{(u,v,z)V\times 𝐑:u+1\alpha (v)<z<u+1+\alpha (v)\},`$ $`A_2`$ $`:=`$ $`\{(u,v,z)V\times 𝐑:5h+\beta (u,v)<z<5h+\beta (u,v)+1/\lambda \},`$ $`A_3`$ $`:=`$ $`\{(u,v,z)V\times 𝐑:2h<z<4h\},`$ $`A_4`$ $`:=`$ $`\{(u,v,z)V\times 𝐑:h+\beta (u,v)<z<h+\beta (u,v)+1/\lambda \},`$ $`A_5`$ $`:=`$ $`\{(u,v,z)V\times 𝐑:u\alpha (v)<z<u+\alpha (v)\},`$ where $$\alpha (v):=\sqrt{4\epsilon ^2(\epsilon v)^2},$$ and $`\beta `$ is a suitable smooth function satisfying $`\beta (u,0)=0`$, which will be defined later. For $`(u,v)V`$ and $`z𝐑`$ the vector $`\varphi (u,v,z)`$ is defined as follows: $$\{\begin{array}{cc}\frac{2(\epsilon v)}{\sqrt{(\epsilon v)^2+(zu1)^2}}\tau _u\frac{2(zu1)}{\sqrt{(\epsilon v)^2+(zu1)^2}}\tau _v+e_z\hfill & \text{in }A_1,\hfill \\ & \\ \lambda \sigma (u,v)\frac{v}{\sqrt{(ua)^2+v^2}}\tau _u+\lambda \sigma (u,v)\frac{ua}{\sqrt{(ua)^2+v^2}}\tau _v+\mu e_z\hfill & \text{in }A_2,\hfill \\ & \\ f(v)\tau _u+e_z\hfill & \text{in }A_3,\hfill \\ & \\ \lambda \sigma (u,v)\frac{v}{\sqrt{(ua)^2+v^2}}\tau _u+\lambda \sigma (u,v)\frac{ua}{\sqrt{(ua)^2+v^2}}\tau _v+\mu e_z\hfill & \text{in }A_4,\hfill \\ & \\ \frac{2(\epsilon +v)}{\sqrt{(\epsilon +v)^2+(zu)^2}}\tau _u+\frac{2(zu)}{\sqrt{(\epsilon +v)^2+(zu)^2}}\tau _v+e_z\hfill & \text{in }A_5,\hfill \\ & \\ e_z\hfill & \text{in }A_5\text{,}\text{otherwise,}\hfill \end{array}$$ where $`a<u_011\delta `$, $`\mu >0`$, $`f(v):={\displaystyle \frac{1}{h}}\left({\displaystyle _0^{\alpha (v)}}{\displaystyle \frac{(\epsilon v)}{\sqrt{t^2+(\epsilon v)^2}}}𝑑t+{\displaystyle _0^{\alpha (v)}}{\displaystyle \frac{(\epsilon +v)}{\sqrt{t^2+(\epsilon +v)^2}}}𝑑t\right),`$ $`\sigma (u,v):={\displaystyle \frac{1}{2}}\gamma (a+\sqrt{(ua)^2+v^2},0)2\epsilon ,`$ and $`\beta `$ is the solution of the Cauchy problem (4.12). $`\mathrm{}`$
warning/0006/hep-ph0006187.html	ar5iv	text	# Exclusive semileptonic B decays to excited D mesons ## 1 Introduction The investigation of semileptonic decays of $`B`$ mesons to excited charmed mesons represents a problem interesting both from the experimental and theoretical point of view. The current experimental data on semileptonic $`B`$ decays to ground state $`D`$ mesons indicate that a substantial part ($`40\%`$) of the inclusive semileptonic $`B`$ decays should go to excited $`D`$ meson states. First experimental data on some exclusive $`B`$ decay channels to excited charmed mesons are becoming available now and more data are expected in near future. Thus the comprehensive theoretical study of these decays is necessary. The presence of the heavy quark in the initial and final meson states in these decays considerably simplifies their theoretical description. A good starting point for this analysis is the infinitely heavy quark limit, $`m_Q\mathrm{}`$ . In this limit the heavy quark symmetry arises, which strongly reduces the number of independent weak form factors . The heavy quark mass and spin then decouple and all meson properties are determined by light-quark degrees of freedom alone. This leads to a considerable reduction of the number of independent form factors which are necessary for the description of heavy-to-heavy semileptonic decays. For example, in this limit only one form factor is necessary for the semileptonic $`B`$ decay to $`S`$-wave $`D`$ mesons (both for the ground state and its radial excitations), while the decays to $`P`$ states require two form factors . It is important to note that in the infinitely heavy quark limit matrix elements between a $`B`$ meson and an excited $`D`$ meson should vanish at the point of zero recoil of the final excited charmed meson in the rest frame of the $`B`$ meson. In the case of $`B`$ decays to radially excited charmed mesons this follows from the orthogonality of radial parts of wave functions, while for the decays to orbital excitations this is the consequence of orthogonality of their angular parts. However, some of the $`1/m_Q`$ corrections to these decay matrix elements can give nonzero contributions at zero recoil. As a result the role of these corrections could be considerably enhanced, since the kinematical range for $`B`$ decays to excited states is a rather small region around zero recoil. Our relativistic quark model is based on the quasipotential approach in quantum field theory with a specific choice of the quark-antiquark interaction potential. It provides a consistent scheme for the calculation of all relativistic corrections at a given $`v^2/c^2`$ order and allows for the heavy quark $`1/m_Q`$ expansion. In preceding papers we applied this model to the calculation of the mass spectra of orbitally and radially excited states of heavy-light mesons , as well as to a description of weak decays of $`B`$ mesons to ground state heavy and light mesons . The heavy quark expansion for the ground state heavy-to-heavy semileptonic transitions was found to be in agreement with model-independent predictions of the heavy quark effective theory (HQET). ## 2 Decay matrix elements and the heavy quark expansion In this section we present the heavy quark expansion for weak decay matrix elements between a $`B`$ meson and radially excited charmed meson states up to the first order in $`1/m_Q`$ using the HQET. The corresponding formulars for $`B`$ decays to orbital excitations can be found in Ref. . The matrix elements of the vector and axial vector currents between $`B`$ and radially excited $`D^{}`$ or $`D^{}^{}`$ mesons can be parameterized by six hadronic form factors: $`{\displaystyle \frac{D^{}(v^{})\|\overline{c}\gamma ^\mu b\|B(v)}{\sqrt{m_D^{}m_B}}}=h_+(v+v^{})^\mu +h_{}(vv^{})^\mu ,`$ (1) $`D^{}(v^{})\|\overline{c}\gamma ^\mu \gamma _5b\|B(v)=0,`$ (2) $`{\displaystyle \frac{D^{}{}_{}{}^{}(v^{},ϵ)\|\overline{c}\gamma ^\mu b\|B(v)}{\sqrt{m_D^{}^{}m_B}}}=ih_V\epsilon ^{\mu \alpha \beta \gamma }ϵ_\alpha ^{}v_\beta ^{}v_\gamma ,`$ (3) $`{\displaystyle \frac{D^{}{}_{}{}^{}(v^{},ϵ)\|\overline{c}\gamma ^\mu \gamma _5b\|B(v)}{\sqrt{m_D^{}^{}m_B}}}=h_{A_1}(w+1)ϵ^\mu `$ (4) $`(h_{A_2}v^\mu +h_{A_3}v^\mu )(ϵ^{}v),`$ (5) where $`v(v^{})`$ is the four-velocity of the $`B(D^{()}{}_{}{}^{})`$ meson, $`ϵ^\mu `$ is a polarization vector of the final vector charmed meson, and the form factors $`h_i`$ are dimensionless functions of the product of velocities $`w=vv^{}`$. Now we expand the form factors $`h_i`$ in powers of $`1/m_Q`$ up to first order and relate the coefficients in this expansion to universal Isgur-Wise functions. This is achieved by evaluating the matrix elements of the effective current operators arising from the HQET expansion of the weak currents. For simplicity we limit our analysis to the leading order in $`\alpha _s`$ and use the trace formalism . Following Ref. , we introduce the matrix $$H_v=\frac{1+\overline{)}v}{2}\left[P_v^\mu \gamma _\mu P_v\gamma _5\right],$$ (6) composed from the fields $`P_v`$ and $`P_v^\mu `$ that destroy mesons in the $`j^P=\frac{1}{2}^{}`$ doublet <sup>1</sup><sup>1</sup>1Here $`j`$ is the total light quark angular momentum, and the superscript $`P`$ denotes the meson parity. with four-velocity $`v`$. At leading order of the heavy quark expansion ($`m_Q\mathrm{}`$) the matrix elements of the weak current between the ground and radially excited states destroyed by the fields in $`H_v`$ and $`H_v^{}`$, respectively, are given by $$\overline{c}\mathrm{\Gamma }b\overline{h}_v^{}^{(c)}\mathrm{\Gamma }h_v^{(b)}=\xi ^{(n)}(w)\mathrm{Tr}\left\{\overline{H}_v^{}^{}\mathrm{\Gamma }H_v\right\},$$ (7) where $`h_v^{(Q)}`$ is the heavy quark field in the effective theory. The leading order Isgur-Wise function $`\xi ^{(n)}(w)`$ vanishes at the zero recoil ($`w=1`$) of the final meson for any $`\mathrm{\Gamma }`$, because of the heavy quark symmetry and the orthogonality of the radially excited state wave function with respect to the ground state one. At first order of the $`1/m_Q`$ expansion there are contributions from the corrections to the HQET Lagrangian $`\delta ={\displaystyle \frac{1}{2m_Q}}_{1,v}^{(Q)}{\displaystyle \frac{1}{2m_Q}}\left[O_{\mathrm{kin},v}^{(Q)}+O_{\mathrm{mag},v}^{(Q)}\right],`$ (8) $`O_{\mathrm{kin},v}^{(Q)}=\overline{h}_v^{(Q)}(iD)^2h_v^{(Q)},`$ (9) $`O_{\mathrm{mag},v}^{(Q)}=\overline{h}_v^{(Q)}{\displaystyle \frac{g_s}{2}}\sigma _{\alpha \beta }G^{\alpha \beta }h_v^{(Q)}`$ and from the tree-level matching of the weak current operator onto effective theory which contains a covariant derivative $`D^\lambda =^\lambda ig_st_aA_a^\lambda `$ $$\overline{c}\mathrm{\Gamma }b\overline{h}_v^{}^{(c)}\left(\mathrm{\Gamma }\frac{i}{2m_c}\stackrel{}{\overline{)}D}\mathrm{\Gamma }+\frac{i}{2m_b}\mathrm{\Gamma }\stackrel{}{\overline{)}D}\right)h_v^{(b)}.$$ (10) The matrix elements of the latter operators can be parameterized as $`\overline{h}_v^{}^{(c)}i\stackrel{}{D}_\lambda \mathrm{\Gamma }h_v^{(b)}`$ $`=`$ $`\mathrm{Tr}\left\{\xi _\lambda ^{(c)}\overline{H}_v^{}\mathrm{\Gamma }H_v\right\},`$ (11) $`\overline{h}_v^{}^{(c)}\mathrm{\Gamma }i\stackrel{}{D}_\lambda h_v^{(b)}`$ $`=`$ $`\mathrm{Tr}\left\{\xi _\lambda ^{(b)}\overline{H}_v^{}\mathrm{\Gamma }H_v\right\}.`$ (12) The most general form for $`\xi _\lambda ^{(Q)}`$ is $$\xi _\lambda ^{(Q)}=\xi _+^{(Q)}(v+v^{})_\lambda +\xi _{}^{(Q)}(vv^{})_\lambda \xi _3^{(Q)}\gamma _\lambda .$$ (13) The equation of motion for the heavy quark, $`i(vD)h^{(Q)}=0`$, yields the relations between the form factors $`\xi _i^{(Q)}`$ $`\xi _+^{(c)}(1+w)+\xi _{}^{(c)}(w1)+\xi _3^{(c)}`$ $`=`$ $`0`$ (14) $`\xi _+^{(b)}(1+w)\xi _{}^{(b)}(w1)+\xi _3^{(b)}`$ $`=`$ $`0.`$ (15) The additional relations can be obtained from the momentum conservation and the definition of the heavy quark fields $`h_v^{(Q)}`$, which lead to the equation $`i_\nu (\overline{h}_v^{}^{(c)}\mathrm{\Gamma }h_v^{(b)})=(\overline{\mathrm{\Lambda }}v_\nu \overline{\mathrm{\Lambda }}^{(n)}v_\nu ^{})\overline{h}_v^{}^{(c)}\mathrm{\Gamma }h_v^{(b)}`$, implying that $$\xi _\lambda ^{(c)}+\xi _\lambda ^{(b)}=(\overline{\mathrm{\Lambda }}v_\lambda \overline{\mathrm{\Lambda }}^{(n)}v_\lambda ^{})\xi ^{(n)}.$$ (16) Here $`\overline{\mathrm{\Lambda }}(\overline{\mathrm{\Lambda }}^{(n)})=M(M^{(n)})m_Q`$ is the difference between the heavy ground state (radially excited) meson and heavy quark masses in the limit $`m_Q\mathrm{}`$. This equation results in the following relations $`\xi _+^{(c)}+\xi _+^{(b)}+\xi _{}^{(c)}+\xi _{}^{(b)}`$ $`=`$ $`\overline{\mathrm{\Lambda }}\xi ^{(n)},`$ (17) $`\xi _+^{(c)}+\xi _+^{(b)}\xi _{}^{(c)}\xi _{}^{(b)}`$ $`=`$ $`\overline{\mathrm{\Lambda }}^{(n)}\xi ^{(n)},`$ (18) $`\xi _3^{(c)}+\xi _3^{(b)}`$ $`=`$ $`0.`$ (19) The relations (14) and (17) can be used to express the functions $`\xi _{,+}^{(Q)}`$ in terms of $`\stackrel{~}{\xi }_3(\xi _3^{(b)}=\xi _3^{(c)})`$ and the leading order function $`\xi ^{(n)}`$: $`\xi _{}^{(c)}`$ $`=`$ $`\left({\displaystyle \frac{\overline{\mathrm{\Lambda }}^{(n)}}{2}}+{\displaystyle \frac{1}{2}}{\displaystyle \frac{\overline{\mathrm{\Lambda }}^{(n)}\overline{\mathrm{\Lambda }}}{w1}}\right)\xi ^{(n)},`$ (20) $`\xi _{}^{(b)}`$ $`=`$ $`\left({\displaystyle \frac{\overline{\mathrm{\Lambda }}}{2}}{\displaystyle \frac{1}{2}}{\displaystyle \frac{\overline{\mathrm{\Lambda }}^{(n)}\overline{\mathrm{\Lambda }}}{w1}}\right)\xi ^{(n)},`$ (21) $`\xi _+^{(c)}`$ $`=`$ $`\left({\displaystyle \frac{\overline{\mathrm{\Lambda }}^{(n)}}{2}}+{\displaystyle \frac{1}{2}}{\displaystyle \frac{\overline{\mathrm{\Lambda }}^{(n)}+\overline{\mathrm{\Lambda }}}{w+1}}\right)\xi ^{(n)}+{\displaystyle \frac{1}{w+1}}\stackrel{~}{\xi }_3,`$ (22) $`\xi _+^{(b)}`$ $`=`$ $`\left({\displaystyle \frac{\overline{\mathrm{\Lambda }}}{2}}{\displaystyle \frac{1}{2}}{\displaystyle \frac{\overline{\mathrm{\Lambda }}^{(n)}+\overline{\mathrm{\Lambda }}}{w+1}}\right)\xi ^{(n)}{\displaystyle \frac{1}{w+1}}\stackrel{~}{\xi }_3.`$ (23) The matrix elements of the $`1/m_Q`$ corrections resulting from insertions of higher-dimension operators of the HQET Lagrangian (8) have the structure $`i{\displaystyle dxT\left\{_{1,v^{}}^{(c)}(x)\left[\overline{h}_v^{}^{(c)}\mathrm{\Gamma }h_v^{(b)}\right](0)\right\}}`$ (24) $`=2\chi _1^{(c)}\mathrm{Tr}\left\{\overline{H}_v^{}\mathrm{\Gamma }H_v\right\}`$ (25) $`+2\mathrm{T}\mathrm{r}\left\{\chi _{\alpha \beta }^{(c)}\overline{H}_v^{}i\sigma ^{\alpha \beta }{\displaystyle \frac{1+\overline{)}v^{}}{2}}\mathrm{\Gamma }H_v\right\},`$ (26) $`i{\displaystyle dxT\left\{_{1,v}^{(b)}(x)\left[\overline{h}_v^{}^{(c)}\mathrm{\Gamma }h_v^{(b)}\right](0)\right\}}`$ (27) $`=2\chi _1^{(b)}\mathrm{Tr}\left\{\overline{H}_v^{}\mathrm{\Gamma }H_v\right\}`$ (28) $`+2\mathrm{T}\mathrm{r}\left\{\chi _{\alpha \beta }^{(b)}\overline{H}_v^{}\mathrm{\Gamma }{\displaystyle \frac{1+\overline{)}v}{2}}i\sigma ^{\alpha \beta }H_v\right\}.`$ (29) The corrections coming from the kinetic energy term $`O_{\mathrm{kin}}`$ do not violate spin symmetry and, hence, the corresponding functions $`\chi _1^{(Q)}`$ effectively correct the leading order function $`\xi ^{(n)}`$. The chromomagnetic operator $`O_{\mathrm{mag}}`$, on the other hand, explicitly violates spin symmetry. The most general decomposition of the tensor form factor $`\chi _{\alpha \beta }^{(Q)}`$ is $`\chi _{\alpha \beta }^{(c)}`$ $`=`$ $`\chi _2^{(c)}v_\alpha \gamma _\beta \chi _3^{(c)}i\sigma _{\alpha \beta },`$ (30) $`\chi _{\alpha \beta }^{(b)}`$ $`=`$ $`\chi _2^{(b)}v_\alpha ^{}\gamma _\beta \chi _3^{(b)}i\sigma _{\alpha \beta }.`$ (31) The functions $`\chi _i^{(b)}`$ contribute to the decay form factors (1) only in the linear combination $`\chi _b=2\chi _1^{(b)}4(w1)\chi _2^{(b)}+12\chi _3^{(b)}`$. Thus five independent functions $`\stackrel{~}{\xi }_3`$, $`\chi _b`$ and $`\stackrel{~}{\chi }_i(\chi _i^{(c)})`$, as well as two mass parameters $`\overline{\mathrm{\Lambda }}`$ and $`\overline{\mathrm{\Lambda }}^{(n)}`$ are necessary to describe first order $`1/m_Q`$ corrections to matrix elements of $`B`$ meson decays to radially excited $`D`$ meson states. The resulting structure of the decay form factors is $`h_+=\xi ^{(n)}+\epsilon _c\left[2\stackrel{~}{\chi }_14(w1)\stackrel{~}{\chi }_2+12\stackrel{~}{\chi }_3\right]+\epsilon _b\chi _b,`$ (32) $`h_{}=\epsilon _c\left[2\stackrel{~}{\xi }_3\left(\overline{\mathrm{\Lambda }}^{(n)}+{\displaystyle \frac{\overline{\mathrm{\Lambda }}^{(n)}\overline{\mathrm{\Lambda }}}{w1}}\right)\xi ^{(n)}\right]`$ (33) $`\epsilon _b\left[2\stackrel{~}{\xi }_3\left(\overline{\mathrm{\Lambda }}{\displaystyle \frac{\overline{\mathrm{\Lambda }}^{(n)}\overline{\mathrm{\Lambda }}}{w1}}\right)\xi ^{(n)}\right],`$ (34) $`h_V=\xi ^{(n)}+\epsilon _c[2\stackrel{~}{\chi }_1+(\overline{\mathrm{\Lambda }}^{(n)}+{\displaystyle \frac{\overline{\mathrm{\Lambda }}^{(n)}\overline{\mathrm{\Lambda }}}{w1}})\xi ^{(n)}`$ (35) $`4\stackrel{~}{\chi }_3]+\epsilon _b[\chi _b+(\overline{\mathrm{\Lambda }}{\displaystyle \frac{\overline{\mathrm{\Lambda }}^{(n)}\overline{\mathrm{\Lambda }}}{w1}})\xi ^{(n)}2\stackrel{~}{\xi }_3],`$ (36) $`h_{A_1}=\xi ^{(n)}+\epsilon _c[2\stackrel{~}{\chi }_14\stackrel{~}{\chi }_3`$ (37) $`+{\displaystyle \frac{w1}{w+1}}(\overline{\mathrm{\Lambda }}^{(n)}+{\displaystyle \frac{\overline{\mathrm{\Lambda }}^{(n)}\overline{\mathrm{\Lambda }}}{w1}})\xi ^{(n)}]`$ (38) $`+\epsilon _b\left\{\chi _b+{\displaystyle \frac{w1}{w+1}}\left[\left(\overline{\mathrm{\Lambda }}{\displaystyle \frac{\overline{\mathrm{\Lambda }}^{(n)}\overline{\mathrm{\Lambda }}}{w1}}\right)\xi ^{(n)}2\stackrel{~}{\xi }_3\right]\right\},`$ (39) $`h_{A_2}=\epsilon _c\{4\stackrel{~}{\chi }_2{\displaystyle \frac{2}{w+1}}[(\overline{\mathrm{\Lambda }}^{(n)}+{\displaystyle \frac{\overline{\mathrm{\Lambda }}^{(n)}\overline{\mathrm{\Lambda }}}{w1}})\xi ^{(n)}`$ (40) $`+\stackrel{~}{\xi }_3]\},`$ (41) $`h_{A_3}=\xi ^{(n)}+\epsilon _c[2\stackrel{~}{\chi }_14\stackrel{~}{\chi }_24\stackrel{~}{\chi }_3`$ (42) $`+{\displaystyle \frac{w1}{w+1}}(\overline{\mathrm{\Lambda }}^{(n)}+{\displaystyle \frac{\overline{\mathrm{\Lambda }}^{(n)}\overline{\mathrm{\Lambda }}}{w1}})\xi ^{(n)}{\displaystyle \frac{2}{w+1}}\stackrel{~}{\xi }_3]`$ (43) $`+\epsilon _b\left[\chi _b+\left(\overline{\mathrm{\Lambda }}{\displaystyle \frac{\overline{\mathrm{\Lambda }}^{(n)}\overline{\mathrm{\Lambda }}}{w1}}\right)\xi ^{(n)}2\stackrel{~}{\xi }_3\right],`$ (44) where $`\epsilon _Q=1/(2m_Q)`$. The similar analysis for $`B`$ decays to orbitally excited states indicate that it is necessary to introduce two Isgur-Wise functions in leading order of the heavy quark expansion: one function $`\tau (w)`$ for decays to $`D_1,D_2^{}`$ mesons with $`j=3/2`$ and the other one $`\zeta (w)`$ for decays to $`D_0^{},D_1^{}`$ mesons with $`j=1/2`$. At subleading order six additional functions ($`\tau _{1,2}`$, $`\eta _{ke}`$, $`\eta _{1,2,3}`$) arise for the former decays and four functions ($`\zeta _1`$, $`\chi _{ke}`$, $`\chi _{1,2}`$) for the latter ones. ## 3 Relativistic quark model We use the relativistic quark model based on the quasipotentil approach for the calculation of corresponding Isgur-Wise functions. Our model has been described in detail at this conference , so we directly go to the calculation of decay matrix elements of the weak current between meson states. In the quasipotential approach, the matrix element of the weak current $`J^W=\overline{c}\gamma _\mu (1\gamma ^5)b`$ between a $`B`$ meson and an excited $`D^{}`$ meson takes the form $`D^{}\|J_\mu ^W(0)\|B`$ (45) $`={\displaystyle \frac{d^3pd^3q}{(2\pi )^6}\overline{\mathrm{\Psi }}_D^{}(𝐩)\mathrm{\Gamma }_\mu (𝐩,𝐪)\mathrm{\Psi }_B(𝐪)},`$ (46) where $`\mathrm{\Gamma }_\mu (𝐩,𝐪)`$ is the two-particle vertex function and $`\mathrm{\Psi }_{B,D^{}}`$ are the meson wave functions projected onto the positive energy states of quarks and boosted to the moving reference frame. The contributions to $`\mathrm{\Gamma }`$ come from Figs. 1 and 2.<sup>2</sup><sup>2</sup>2 The contribution $`\mathrm{\Gamma }^{(2)}`$ is the consequence of the projection onto the positive-energy states. Note that the form of the relativistic corrections resulting from the vertex function $`\mathrm{\Gamma }^{(2)}`$ is explicitly dependent on the Lorentz structure of the $`q\overline{q}`$-interaction. In the heavy quark limit $`m_{b,c}\mathrm{}`$ only $`\mathrm{\Gamma }^{(1)}`$ contributes, while $`\mathrm{\Gamma }^{(2)}`$ contributes at $`1/m_Q`$ order. They look like $$\mathrm{\Gamma }_\mu ^{(1)}(𝐩,𝐪)=\overline{u}_c(p_c)\gamma _\mu (1\gamma ^5)u_b(q_b)(2\pi )^3\delta (𝐩_q𝐪_q),$$ (47) and $`\mathrm{\Gamma }_\mu ^{(2)}(𝐩,𝐪)=\overline{u}_c(p_c)\overline{u}_q(p_q)\{\gamma _{Q\mu }(1\gamma _Q^5)`$ (48) $`\times {\displaystyle \frac{\mathrm{\Lambda }_b^{()}(k)}{ϵ_b(k)+ϵ_b(p_c)}}\gamma _Q^0𝒱(𝐩_q𝐪_q)+𝒱(𝐩_q𝐪_q)`$ (49) $`\times {\displaystyle \frac{\mathrm{\Lambda }_c^{()}(k^{})}{ϵ_c(k^{})+ϵ_c(q_b)}}\gamma _Q^0\gamma _{Q\mu }(1\gamma _Q^5)\}u_b(q_b)u_q(q_q),`$ (50) where the superscripts “(1)” and “(2)” correspond to Figs. 1 and 2, $`Q=c`$ or $`b`$, $`𝐤=𝐩_c𝚫;𝐤^{}=𝐪_b+𝚫;𝚫=𝐩_D^{}𝐩_B;ϵ(p)=(m^2+𝐩^2)^{1/2}`$; $$\mathrm{\Lambda }^{()}(p)=\frac{ϵ(p)\left(m\gamma ^0+\gamma ^0(𝜸\text{p})\right)}{2ϵ(p)}.$$ Here $`p_{c,q}`$ $`=`$ $`ϵ_{c,q}(p){\displaystyle \frac{p_D^{}}{M_D^{}}}\pm {\displaystyle \underset{i=1}{\overset{3}{}}}n^{(i)}(p_D^{})p^i,`$ $`q_{b,q}`$ $`=`$ $`ϵ_{b,q}(q){\displaystyle \frac{p_B}{M_B}}\pm {\displaystyle \underset{i=1}{\overset{3}{}}}n^{(i)}(p_B)q^i,`$ and $`n^{(i)}`$ are three four-vectors given by $$n^{(i)\mu }(p)=\{\frac{p^i}{M},\delta _{ij}+\frac{p^ip^j}{M(E+M)}\}.$$ It is important to note that the wave functions entering the weak current matrix element (45) are not in the rest frame in general. For example, in the $`B`$ meson rest frame, the $`D^{}`$ meson is moving with the recoil momentum $`𝚫`$. The wave function of the moving $`D^{}`$ meson $`\mathrm{\Psi }_{D^{}𝚫}`$ is connected with the $`D^{}`$ wave function in the rest frame $`\mathrm{\Psi }_{D^{}\mathbf{\hspace{0.17em}0}}`$ by the transformation $$\mathrm{\Psi }_{D^{}𝚫}(𝐩)=D_c^{1/2}(R_{L_𝚫}^W)D_q^{1/2}(R_{L_𝚫}^W)\mathrm{\Psi }_{D^{}\mathbf{\hspace{0.17em}0}}(𝐩),$$ (52) where $`R^W`$ is the Wigner rotation, $`L_𝚫`$ is the Lorentz boost from the meson rest frame to a moving one, and the rotation matrix $`D^{1/2}(R)`$ in spinor representation is given by $$\left(\genfrac{}{}{0pt}{}{\mathrm{1\; \hspace{0.17em}0}}{\mathrm{0\; \hspace{0.17em}1}}\right)D_{c,q}^{1/2}(R_{L_𝚫}^W)=S^1(𝐩_{c,q})S(𝚫)S(𝐩),$$ (53) where $$S(𝐩)=\sqrt{\frac{ϵ(p)+m}{2m}}\left(1+\frac{𝜶𝐩}{ϵ(p)+m}\right)$$ is the usual Lorentz transformation matrix of the four-spinor. For electroweak $`B`$ meson decays to $`S`$-wave final mesons such a transformation contributes at first order of the $`1/m_Q`$ expansion, while for the decays to excited final mesons it gives a contribution already to the leading term due to the orthogonality of the initial and final meson wave functions. Now we can perform the heavy quark expansion for the matrix elements of $`B`$ decays to excited $`D`$ mesons in the framework of our model and determine leading and subleading Isgur–Wise functions. We substitute the vertex functions $`\mathrm{\Gamma }^{(1)}`$ and $`\mathrm{\Gamma }^{(2)}`$ given by Eqs. (47) and (48) in the decay matrix element (45) and take into account the wave function properties (52). The resulting structure of this matrix element is rather complicated, because it is necessary to integrate both over $`d^3p`$ and $`d^3q`$. The $`\delta `$ function in expression (47) permits us to perform one of these integrations and thus this contribution can be easily calculated. The calculation of the vertex function $`\mathrm{\Gamma }^{(2)}`$ contribution is more difficult. Here, instead of a $`\delta `$ function, we have a complicated structure, containing the $`Q\overline{q}`$ interaction potential in the meson. However, we can expand this contribution in inverse powers of heavy ($`b,c`$) quark masses and then use the quasipotential equation in order to perform one of the integrations in the current matrix element. We carry out the heavy quark expansion up to first order in $`1/m_Q`$. It is easy to see that the vertex function $`\mathrm{\Gamma }^{(2)}`$ contributes already at the subleading order of the $`1/m_Q`$ expansion. Then we compare the arising decay matrix elements with the form factor decompositions (32) for decays to radial excitations and the corresponding ones for decays to orbital excitations and determine the form factors. We find that, for the chosen values of our model parameters (the mixing coefficient of vector and scalar confining potential $`\epsilon =1`$ and the Pauli constant $`\kappa =1`$), the resulting structure at leading and subleading order in $`1/m_Q`$ coincides with the model-independent predictions of HQET. This allows us to determine leading and subleading Isgur-Wise functions. ## 4 Semileptonic decays to orbitally excited states We get the following expressions for leading and subleading Isgur–Wise functions of semileptonic $`B`$ decays to orbitally excited $`D`$ mesons : (i) $`BD_1e\nu `$ and $`BD_2^{}e\nu `$ decays $`\tau (w)=\sqrt{{\displaystyle \frac{2}{3}}}{\displaystyle \frac{1}{(w+1)^{3/2}}}`$ (54) $`\times {\displaystyle }{\displaystyle \frac{d^3p}{(2\pi )^3}}\overline{\psi }_{D(3/2)}(𝐩+{\displaystyle \frac{2ϵ_q}{M_{D(3/2)}(w+1)}}𝚫)`$ (55) $`\times \left[2ϵ_q\stackrel{}{{\displaystyle \frac{}{p}}}+{\displaystyle \frac{p}{ϵ_q+m_q}}\right]\psi _B(𝐩),`$ (56) $`\tau _1(w)={\displaystyle \frac{\overline{\mathrm{\Lambda }}^{}+\overline{\mathrm{\Lambda }}}{w+1}}\tau (w),`$ (57) $`\tau _2(w)={\displaystyle \frac{w}{w+1}}(\overline{\mathrm{\Lambda }}^{}+\overline{\mathrm{\Lambda }})\tau (w).`$ (58) (ii) $`BD_0^{}e\nu `$ and $`BD_1^{}e\nu `$ decays $`\zeta (w)={\displaystyle \frac{\sqrt{2}}{3}}{\displaystyle \frac{1}{(w+1)^{1/2}}}`$ (59) $`\times {\displaystyle }{\displaystyle \frac{d^3p}{(2\pi )^3}}\overline{\psi }_{D(1/2)}(𝐩+{\displaystyle \frac{2ϵ_q}{M_{D(1/2)}(w+1)}}𝚫)`$ (60) $`\times \left[2ϵ_q\stackrel{}{{\displaystyle \frac{}{p}}}{\displaystyle \frac{2p}{ϵ_q+m_q}}\right]\psi _B(𝐩),`$ (61) $`\zeta _1(w)={\displaystyle \frac{\overline{\mathrm{\Lambda }}^{}+\overline{\mathrm{\Lambda }}}{w+1}}\zeta (w).`$ (62) The contributions of all other subleading form factors, $`\eta _i(w)`$ and $`\chi _i(w)`$, to decay matrix elements are suppressed by an additional power of the ratio $`(w1)/(w+1)`$, which is equal to zero at $`w=1`$ and less than $`1/6`$ at $`w_{\mathrm{max}}=(1+r^2)/(2r)`$. Since the main contribution to the decay rate comes from the values of form factors close to $`w=1`$, these form factors turn out to be unimportant. This result is in agreement with the HQET-motivated considerations that the functions parametrizing the time-ordered products of the chromomagnetic term in the HQET Lagrangian with the leading order currents should be small. The arrow over $`/p`$ in (54) and (59) indicates that the derivative acts on the wave function of the $`D^{}`$ meson. All the wave functions and meson masses have been obtained in by the numerical solution of the quasipotential equation. We use the following values for HQET parameters $`\overline{\mathrm{\Lambda }}=0.51`$ GeV, $`\overline{\mathrm{\Lambda }}^{}=0.80`$ GeV, and $`\overline{\mathrm{\Lambda }}^{}=0.89`$ GeV . The last terms in the square brackets of the expressions for the leading order Isgur–Wise functions $`\tau (w)`$ (54) and $`\zeta (w)`$ (59) result from the wave function transformation (52) associated with the relativistic rotation of the light quark spin (Wigner rotation) in passing to the moving reference frame. These terms are numerically important and lead to the suppression of the $`\zeta `$ form factor compared to $`\tau `$. Note that if we had applied a simplified non-relativistic quark model these important contributions would be missing. Neglecting further the small difference between the wave functions $`\psi _{D(1/2)}`$ and $`\psi _{D(3/2)}`$, the following relation between $`\tau `$ and $`\zeta `$ would have been obtained $$\zeta (w)=\frac{w+1}{\sqrt{3}}\tau (w).$$ (63) However, we see that this relation is violated if the relativistic transformation properties of the wave function are taken into account. At the point $`w=1`$, where the initial $`B`$ meson and final $`D^{}`$ are at rest, we find instead the relation $$\frac{\tau (1)}{\sqrt{3}}\frac{\zeta (1)}{2}\frac{1}{2}\frac{d^3p}{(2\pi )^3}\overline{\psi }_D^{}(𝐩)\frac{p}{ϵ_q+m_q}\psi _B(𝐩),$$ (64) obtained by assuming $`\psi _{D(3/2)}\psi _{D(1/2)}\psi _D^{}`$. The relation (64) coincides with the one found in Ref. , where the Wigner rotation was also taken into account. In Table 1 we present our numerical results for the leading order Isgur–Wise functions $`\tau (1)`$ and $`\zeta (1)`$ at zero recoil of the final $`D^{}`$ meson, as well as their slopes $`\rho _{3/2}^2`$ and $`\rho _{1/2}^2`$, in comparison with other model predictions . We see that most of the above approaches predict close values for the function $`\tau (1)`$ and its slope $`\rho _{3/2}^2`$, while the results for $`\zeta (1)`$ significantly differ from one another. This difference is a consequence of a specific treatment of the relativistic quark dynamics. Nonrelativistic approaches predict $`\zeta (1)(2/\sqrt{3})\tau (1)`$, while the relativistic treatment leads to $`(2/\sqrt{3})\tau (1)>\zeta (1)`$. The more relativistic the light quark in the heavy–light meson is, the more suppressed $`\zeta `$ is with respect to $`\tau `$. We can now calculate the decay branching ratios by integrating double differential decay rates. Our results for decay rates both in the infinitely heavy quark limit and taking account of the first order $`1/m_Q`$ corrections as well as their ratio $$R=\frac{\mathrm{Br}(BD^{}e\nu )_{\mathrm{with}\mathrm{\hspace{0.17em}1}/m_Q}}{\mathrm{Br}(BD^{}e\nu )_{m_Q\mathrm{}}}$$ are presented in Table 2. We see that the inclusion of $`1/m_Q`$ corrections considerably influences the results and for some decays their contribution is as important as the leading order contribution. This is the consequence of the vanishing of the leading order contribution to the decay matrix elements due to the heavy quark spin-flavour symmetry at zero recoil of the final $`D^{}`$ meson , while nothing prevents $`1/m_Q`$ corrections to contribute to the decay matrix element at this kinematical point. In fact, matrix elements at zero recoil are determined by the form factors $`f_{V_1}(1)`$, $`g_+(1)`$ and $`g_{V_1}(1)`$, which receive non-vanishing contributions from first order heavy quark mass corrections: $`\sqrt{6}f_{V_1}(1)`$ $`=`$ $`8\epsilon _c(\overline{\mathrm{\Lambda }}^{}\overline{\mathrm{\Lambda }})\tau (1)`$ (65) $`g_+(1)`$ $`=`$ $`{\displaystyle \frac{3}{2}}(\epsilon _c+\epsilon _b)(\overline{\mathrm{\Lambda }}^{}\overline{\mathrm{\Lambda }})\zeta (1)`$ (66) $`g_{V_1}(1)`$ $`=`$ $`(\epsilon _c3\epsilon _b)(\overline{\mathrm{\Lambda }}^{}\overline{\mathrm{\Lambda }})\zeta (1).`$ (67) Since the kinematically allowed range for these decays is not broad ($`1ww_{\mathrm{max}}1.32`$), the contribution to the decay rate of the rather small $`1/m_Q`$ corrections is substantially increased . This is confirmed by numerical calculations. From Table 2 we see that the decay rate $`BD_2^{}e\nu `$, for which all contributions vanish at zero recoil, is only slightly increased by subleading $`1/m_Q`$ corrections. On the other hand, $`BD_1e\nu `$ and $`BD_0^{}e\nu `$ decay rates receive large $`1/m_Q`$ contributions. The situation is different for the $`BD_1^{}e\nu `$ decay. Here the $`1/m_Q`$ contribution at zero recoil is not equal to zero, but it is suppressed by a very small factor $`(\epsilon _c3\epsilon _b)`$ (see Eq. (67)), which is only $`0.015`$ GeV<sup>-1</sup> for our model parameters. As a result the $`BD_1^{}e\nu `$ decay rate receives $`1/m_Q`$ contributions comparable to those for the $`BD_2^{}e\nu `$ rate. The above discussion shows that the sharp increase of $`BD_1e\nu `$ and $`BD_0^{}`$ decay rates by first order $`1/m_Q`$ corrections does not signal the breakdown of the heavy quark expansion, but is rather a result of the interplay of kinematical and dynamical effects. Thus we have good reasons to expect that higher order $`1/m_Q`$ corrections will influence these decay rates at the level of 10 – 20%. In Table 2 we present the experimental data from CLEO and ALEPH , which are available only for the $`BD_1e\nu `$ decay. For $`BD_2^{}e\nu `$, these experimental groups present only upper limits, which require the use of some additional assumptions about the hadronic branching ratios of the $`D_2^{}`$ meson. Our result for the branching ratio of the $`BD_1e\nu `$ decay with the inclusion of $`1/m_Q`$ corrections is in good agreement with both measurements. On the other hand, our branching ratio for the $`BD_2^{}e\nu `$ decay is only within the CLEO upper limit and disagrees with the ALEPH one. However, there are some reasons to expect that the ALEPH bound is too strong . Finally we test the fulfilment of the Bjorken sum rule in our model. This sum rule states $$\rho ^2=\frac{1}{4}+\underset{m}{}\frac{\|\zeta ^{(m)}(1)\|^2}{4}+2\underset{m}{}\frac{\|\tau ^{(m)}(1)\|^2}{3}+\mathrm{},$$ (68) where $`\rho ^2`$ is the slope of the $`BD^{()}e\nu `$ Isgur–Wise function, $`\zeta ^{(m)}`$ and $`\tau ^{(m)}`$ are the form factors describing the orbitally excited states discussed above and their radial excitations, and ellipses denote contributions from non-resonant channels. We see that the contribution of the lowest lying $`P`$-wave states implies the bound $$\rho ^2>\frac{1}{4}+\frac{\|\zeta (1)\|^2}{4}+2\frac{\|\tau (1)\|^2}{3}=0.81,$$ (69) which is in agreement with the slope $`\rho ^2=1.02`$ in our model and with experimental values . ## 5 Semileptonic decays to radially excited states In the case of semileptonic $`B`$ decays to radially excited $`D`$ mesons we get the following expressions for leading and subleading Isgur-Wise functions : $`\xi ^{(1)}(w)=\left({\displaystyle \frac{2}{w+1}}\right)^{1/2}`$ (70) $`\times {\displaystyle }{\displaystyle \frac{d^3p}{(2\pi )^3}}\overline{\psi }_{D^{()}^{}}^{(0)}(𝐩+{\displaystyle \frac{2ϵ_q}{M_{D^{()}^{}}(w+1)}}𝚫)\psi _B^{(0)}(𝐩),`$ (71) (72) $`\stackrel{~}{\xi }_3(w)=\left({\displaystyle \frac{\overline{\mathrm{\Lambda }}^{(1)}+\overline{\mathrm{\Lambda }}}{2}}m_q+{\displaystyle \frac{1}{6}}{\displaystyle \frac{\overline{\mathrm{\Lambda }}^{(1)}\overline{\mathrm{\Lambda }}}{w1}}\right)`$ (73) $`\times \left(1+{\displaystyle \frac{2}{3}}{\displaystyle \frac{w1}{w+1}}\right)\xi ^{(1)}(w),`$ (74) $`\stackrel{~}{\chi }_1(w){\displaystyle \frac{1}{20}}{\displaystyle \frac{w1}{w+1}}{\displaystyle \frac{\overline{\mathrm{\Lambda }}^{(1)}\overline{\mathrm{\Lambda }}}{w1}}\xi ^{(1)}(w)`$ (75) $`+{\displaystyle \frac{\overline{\mathrm{\Lambda }}^{(1)}}{2}}\left({\displaystyle \frac{2}{w+1}}\right)^{1/2}`$ (76) $`\times {\displaystyle }{\displaystyle \frac{d^3p}{(2\pi )^3}}\overline{\psi }_{D^{()}^{}}^{(1)si}(𝐩+{\displaystyle \frac{2ϵ_q}{M_{D^{()}^{}}(w+1)}}𝚫)\psi _B^{(0)}(𝐩),`$ (77) (78) $`\stackrel{~}{\chi }_2(w){\displaystyle \frac{1}{12}}{\displaystyle \frac{1}{w+1}}{\displaystyle \frac{\overline{\mathrm{\Lambda }}^{(1)}\overline{\mathrm{\Lambda }}}{w1}}\xi ^{(1)}(w),`$ (79) $`\stackrel{~}{\chi }_3(w){\displaystyle \frac{3}{80}}{\displaystyle \frac{w1}{w+1}}{\displaystyle \frac{\overline{\mathrm{\Lambda }}^{(1)}\overline{\mathrm{\Lambda }}}{w1}}\xi ^{(1)}(w)`$ (80) $`+{\displaystyle \frac{\overline{\mathrm{\Lambda }}^{(1)}}{4}}\left({\displaystyle \frac{2}{w+1}}\right)^{1/2}`$ (81) $`\times {\displaystyle }{\displaystyle \frac{d^3p}{(2\pi )^3}}\overline{\psi }_{D^{()}^{}}^{(1)sd}(𝐩+{\displaystyle \frac{2ϵ_q}{M_{D^{()}^{}}(w+1)}}𝚫)\psi _B^{(0)}(𝐩),`$ (82) (83) $`\chi _b(w)\overline{\mathrm{\Lambda }}\left({\displaystyle \frac{2}{w+1}}\right)^{1/2}`$ (84) $`\times {\displaystyle }{\displaystyle \frac{d^3p}{(2\pi )^3}}\overline{\psi }_{D^{()}^{}}^{(0)}(𝐩+{\displaystyle \frac{2ϵ_q}{M_{D^{()}^{}}(w+1)}}𝚫)`$ (85) $`\times \left[\psi _B^{(1)si}(𝐩)3\psi _B^{(1)sd}(𝐩)\right],`$ (86) where $`𝚫^2=M_{D^{()}^{}}^2(w^21)`$. Here we used the expansion for the $`S`$-wave meson wave function $$\psi _M=\psi _M^{(0)}+\overline{\mathrm{\Lambda }}_M\epsilon _Q\left(\psi _M^{(1)si}+d_M\psi _M^{(1)sd}\right)+\mathrm{},$$ where $`\psi _M^{(0)}`$ is the wave function in the limit $`m_Q\mathrm{}`$, $`\psi _M^{(1)si}`$ and $`\psi _M^{(1)sd}`$ are the spin-independent and spin-dependent first order $`1/m_Q`$ corrections, $`d_P=3`$ for pseudoscalar and $`d_V=1`$ for vector mesons. The symbol $``$ in the expressions (75)–(84) for the subleading functions $`\stackrel{~}{\chi }_i(w)`$ means that the corrections suppressed by an additional power of the ratio $`(w1)/(w+1)`$, which is equal to zero at $`w=1`$ and less than $`1/6`$ at $`w_{\mathrm{max}}`$, were neglected. Since the main contribution to the decay rate comes from the values of form factors close to $`w=1`$, these corrections turn out to be unimportant. It is clear from the expression (70) that the leading order contribution vanishes at the point of zero recoil ($`𝚫=0,w=1`$) of the final $`D^{()}^{}`$ meson, since the radial parts of the wave functions $`\mathrm{\Psi }_{D^{()}^{}}`$ and $`\mathrm{\Psi }_B`$ are orthogonal in the infinitely heavy quark limit. The $`1/m_Q`$ corrections to the current (20) also do not contribute at this kinematical point for the same reason. The only nonzero contributions at $`w=1`$ come from corrections to the Lagrangian <sup>3</sup><sup>3</sup>3There are no normalization conditions for these corrections contrary to the decay to the ground state $`D^{()}`$ mesons, where the conservation of vector current requires their vanishing at zero recoil . $`\stackrel{~}{\chi }_1(w)`$, $`\stackrel{~}{\chi }_3(w)`$ and $`\chi _b(w)`$. From Eqs. (32) one can find for the form factors contributing to the decay matrix elements at zero recoil $`h_+(1)`$ $`=`$ $`\epsilon _c\left[2\stackrel{~}{\chi }_1(1)+12\stackrel{~}{\chi }_3(1)\right]+\epsilon _b\chi _b(1),`$ (87) $`h_{A_1}(1)`$ $`=`$ $`\epsilon _c\left[2\stackrel{~}{\chi }_1(1)4\stackrel{~}{\chi }_3(1)\right]+\epsilon _b\chi _b(1).`$ (88) Such nonvanishing contributions at zero recoil result from the first order $`1/m_Q`$ corrections to the wave functions (see Eq. (84) and the last terms in Eqs. (75), (80)). Since the kinematically allowed range for these decays is not broad ( $`1ww_{\mathrm{max}}1.27`$) the relative contribution to the decay rate of such small $`1/m_Q`$ corrections is substantially increased. Note that the terms $`\epsilon _Q(\overline{\mathrm{\Lambda }}^{(n)}\overline{\mathrm{\Lambda }})\xi ^{(n)}(w)/(w1)`$ have the same behaviour near $`w=1`$ as the leading order contribution, in contrast to decays to the ground state $`D^{()}`$ mesons, where $`1/m_Q`$ corrections are suppressed with respect to the leading order contribution by the factor $`(w1)`$ near this point (this result is known as Luke’s theorem ). Since inclusion of first order heavy quark corrections to $`B`$ decays to the ground state $`D^{()}`$ mesons results in approximately a 10-20% increase of decay rates , one could expect that the influence of these corrections on decay rates to radially excited $`D^{()}^{}`$ mesons will be more essential. Our numerical analysis supports these observations. We can now calculate the decay branching ratios by integrating double differential decay rates. Our results for decay rates both in the infinitely heavy quark limit and taking account of the first order $`1/m_Q`$ corrections as well as their ratio $$R^{}=\frac{\mathrm{Br}(BD^{()}{}_{}{}^{}e\nu )_{\mathrm{with}\mathrm{\hspace{0.17em}1}/m_Q}}{\mathrm{Br}(BD^{()}{}_{}{}^{}e\nu )_{m_Q\mathrm{}}}$$ are presented in Table 3. We find that both $`1/m_Q`$ corrections to decay rates arising from corrections to HQET Lagrangian (75)–(84), which do not vanish at zero recoil, and corrections to the current (73), (20), vanishing at zero recoil, give significant contributions. In the case of $`BD^{}e\nu `$ decay both types of these corrections tend to increase the decay rate leading to approximately a 75% increase of the $`BD^{}e\nu `$ decay rate. On the other hand, these corrections give opposite contributions to the $`BD^{}{}_{}{}^{}e\nu `$ decay rate: the corrections to the current give a negative contribution, while corrections to the Lagrangian give a positive one of approximately the same value. This interplay of $`1/m_Q`$ corrections only slightly ($`10\%`$) increases the decay rate with respect to the infinitely heavy quark limit. As a result the branching ratio for $`BD^{}e\nu `$ decay exceeds the one for $`BD^{}{}_{}{}^{}e\nu `$ after inclusion of first order $`1/m_Q`$ corrections. In the infinitely heavy quark mass limit we have for the ratio $`Br(BD^{}e\nu )/Br(BD^{}{}_{}{}^{}e\nu )=0.75`$, while the account of $`1/m_Q`$ corrections results in the considerable increase of this ratio to 1.22. In Table 3 we also present the sum of the branching ratios over first radially excited states. Inclusion of $`1/m_Q`$ corrections results in approximately a 40% increase of this sum. We see that our model predicts that $`0.40\%`$ of $`B`$ meson decays go to the first radially excited $`D`$ meson states. If we add this value to our prediction for $`B`$ decays to the first orbitally excited states $`1.45\%`$ , we get the value of 1.85%. This result means that approximately 2% of $`B`$ decays should go to higher charmed excitations. ## 6 Conclusions In this paper we have applied the relativistic quark model to the consideration of semileptonic $`B`$ decays to orbitally and radially excited charmed mesons, in the leading and subleading orders of the heavy quark expansion. We have found an interesting interplay of relativistic and finite heavy quark mass contributions. In particular, it has been found that the Lorentz transformation properties of meson wave functions play an important role in the theoretical description of these decays. Thus, the Wigner rotation of the light quark spin gives a significant contribution already at the leading order of the heavy quark expansion for decays to orbitally excited mesons. This contribution considerably reduces the leading order Isgur–Wise function $`\zeta `$ with respect to $`\tau `$. As a result, in this limit the decay rates of $`BD_0^{}e\nu `$ and $`BD_1^{}e\nu `$ are approximately an order of magnitude smaller than the decay rates of $`BD_1e\nu `$ and $`BD_2^{}e\nu `$. On the other hand, inclusion of the first order $`1/m_Q`$ corrections also substantially influences the decay rates. This large effect of subleading heavy quark corrections is a consequence of vanishing the leading order contributions to the decay matrix elements due to heavy quark spin-flavour symmetry at the point of zero recoil of the final charmed meson. However, the subleading order contributions do not vanish at this kinematical point. Since the kinematical range for these decays is rather small, the role of these corrections is considerably increased. Their account results in an approximately twofold enhancement of the $`BD_1e\nu `$, $`BD_0^{}e\nu `$ and $`BD^{}e\nu `$ decay rates, while the $`BD_2^{}e\nu `$, $`BD_1^{}e\nu `$ and $`BD^{}{}_{}{}^{}e\nu `$ rates are increased only slightly. The small influence of $`1/m_Q`$ corrections on the latter decay rate is the consequence of the additional interplay of $`1/m_Q`$ corrections. We thus see that these subleading heavy quark corrections turn out to be very important and considerably change results in the infinitely heavy quark limit. For example, the ratio of branching ratios $`\mathrm{Br}(BD_2^{}e\nu )/\mathrm{Br}(BD_1e\nu )`$ changes from the value of about 1.6 in the heavy quark limit, $`m_Q\mathrm{}`$, to the value of about 1 after subleading corrections are included. Finally we find that the semileptonic $`B`$ decays to first orbital and radial excitations of $`D`$ mesons amount in total to approximately 2% of the $`B`$ decay rate. We are grateful to the organizers for the nice meeting and stimulating discussions. Two of us (R.N.F and V.O.G.) were supported in part by Russian Foundation for Fundamental Research under Grant No. 00-02-17768.
warning/0006/hep-ph0006100.html	ar5iv	text	# ANATOMY OF THE PROTON STRUCTURE FUNCTIONS IN 𝜅-FACTORIZATION ## References
warning/0006/cond-mat0006502.html	ar5iv	text	# Effect of colloidal charge discretization in the primitive model ## I Introduction The electrostatic interactions in charged colloidal systems play a crucial role in determining the physical properties of such materials . The behavior of these systems is extremely complex due to the long range Coulomb interactions. A first simplifying assumption is to treat the solvent as a dielectric medium solely characterized by its relative permittivity $`ϵ_r`$. A second widely used approximation consists in modeling the short range ion-ion excluded volume interaction by hard spheres. These two approximations are the basis of the so-called primitive model of electrolyte solutions. The system under consideration is an asymmetrical polyelectrolyte made up of highly charged macroions and small counterions in solution. A further simplification can be achieved by partitioning the system into subvolumes (cells), each containing one macroion together with its neutralizing counterions plus, if present, additional salt. This approximation has been called accordingly the cell model . The cells assume the symmetry of the macroion, here spherical, and are electrostatically decoupled. In this way one has reduced a complicated many-body problem to an effective one colloid problem. For spherical macroions the structural charge is normally modeled by a central charge, which, by Gauss theorem, is equivalent of considering a uniform surface charge density as far as the electric field outside the sphere is concerned. Most analytical work as well as simulation approaches rely on the above assumptions. It is well known that in the strong Coulomb coupling regime ion-ion correlations become very important, and significant deviations from mean-field approaches are expected. One of the effects which the mean-field theory like Poisson-Boltzmann can not explain is the phenomenon of overcharge, also called charge inversion. It consists of binding excess counterions to a charged particle (macroion) so that its net charge changes sign. This has recently attracted significant attention . It may give rise to a possible mechanism for strong long range attraction between like-sign charged colloids . The purpose of this paper is to investigate if such a phenomenon (overcharge) depends on the way the structural charge is represented. The macroion is taken to be perfectly spherical, i. e. we neglect any surface roughness . We introduce discrete charges on the macroion sphere instead of a central charge, and compare the results to those obtained with a central charge. We concentrate of the following properties in the strong Coulomb coupling: overcharging, counterion distribution and surface diffusion. ## II Simulation model ### A Macroion charge discretization The macroion charge discretization is produced by using $`N_m`$ identical microions of diameter $`\sigma `$, all identical to the counterions, distributed randomly on the surface of the macroion. Then the structural charge is $`Q=Z_me=Z_cN_me`$, where $`Z_m>0`$, $`Z_c`$ is the counterion valency and e is the positive elementary charge. The discrete colloidal charges (DCC) are fixed on the surface of the spherical macroion. In spherical coordinates the elementary surface is given by: $$dA=r_0^2sin\theta d\theta d\phi =r_0^2d(cos\theta )d\phi ,$$ (1) and to produce a random discrete charge distribution on the surface we generated randomly the variables $`cos\theta `$ and $`\phi `$. Only configurations leading to an overlap of microions are rejected. Figure 1 shows a schematic view of the setup. Note that in real physical systems like sulfonated latex spheres, no large heterogeneities are expected in the charge distribution, provided that the colloid surface is relatively regular, therefore our choice is justified. Nevertheless, the experimental situation is more complicated since other phenomena such as surface chemical reactions , hydration, roughness and many more may be present. Here, we restrict ourselves to a simple model in order to understand the effect of macroion charge discretization, and leave the other questions for future investigations. ### B Molecular dynamics procedure We use molecular dynamics (MD) simulations to compute the motion of the counterions coupled to a heat bath acting through a weak stochastic force W(t). The equation of motion of counterion i reads $$m\frac{d^2𝐫_i}{dt^2}=_iUm\mathrm{\Gamma }\frac{d𝐫_i}{dt}+𝐖_i(t),$$ (2) where m is the counterion mass, U is the potential force having two contributions: the Coulomb interaction and the excluded volume interaction and $`\mathrm{\Gamma }`$ is the friction coefficient. Friction and stochastic force are linked by the dissipation-fluctuation theorem $`<𝐖_i(t)𝐖_j(t^{})>=6m\mathrm{\Gamma }k_BT\delta _{ij}\delta (tt^{^{}})`$. For the ground state simulations the fluctuation force is set to zero. Excluded volume interactions are taken into account with a pure repulsive Lennard-Jones potential given by $$U_{LJ}(r)=\{\begin{array}{c}4ϵ\left[\left(\frac{\sigma }{rr_0}\right)^{12}\left(\frac{\sigma }{rr_0}\right)^6\right]+ϵ,\hfill \\ 0,\hfill \end{array}\begin{array}{c}\text{for}rr_0<r_{cut},\hfill \\ \text{for}rr_0r_{cut},\hfill \end{array}$$ (3) where $`r_0=0`$ for the microion-microion interaction (the microion can be a counterion or a DCC), $`r_0=7\sigma `$ for the macroion-counterion interaction, and $`r_{cut}`$ (= $`2^{1/6}\sigma `$) is the cutoff radius. This leads to a macroion-counterion distance of closest approach $`a=8\sigma `$. Energy and length units in our simulations are defined as $`ϵ=`$$`k_BT_0`$ (with $`T_0=298`$ K), and $`\sigma =3.57`$ Å respectively. The pair electrostatic interaction between any pair ij, where i and j denote either a DCC or a counterion, reads $$U_{coul}(r)=k_BT_0l_B\frac{Z_iZ_j}{r},$$ (4) where $`l_B=e^2/4\pi ϵ_0ϵ_rk_BT_0`$ is the Bjerrum length describing the electrostatic strength. Being essentially interested in the strong Coulomb coupling regime we choose the relative permittivity $`ϵ_r=16`$ ($`l_B=10\sigma `$), divalent counterions $`(Z_c=2)`$ and divalent DCC for the remaining of this paper. The macroion and the counterions are confined in a spherical impenetrable cell of radius $`R`$. The macroion is held fixed and is located at the center of the cell. The colloid volume fraction $`f_m`$ is defined as $`r_m^3/R^3`$, where $`r_m=a\sigma /2`$ is the colloid radius. We have fixed $`R=40\sigma `$ so that $`f_m=6.6\times 10^3`$. To avoid image charge complications, the permittivity $`ϵ_r`$ is supposed to be identical within the whole cell (including the macroion) as well as outside the cell. ## III Macroion electric field The first step to understand the effect of colloidal charge discretization consists of estimating the electric field, or equivalently, the electrostatic potential generated by such a sphere in the absence of counterions. A simple graphical visualization of the field lines is here not possible, since there is no perfect symmetry. Indeed, in the present case the electric field becomes very anisotropic and irregular close to the sphere, which is the most interesting region where correlations are expected to be large. To describe qualitatively the effect of charge discretization on the electrostatic potential, we compute for three perpendicular directions x, y, z the resulting radial potentials $`V_x(r`$), $`V_y(r)`$, $`V_z(r)`$ (see Fig. 1) for one given DCC random distribution as a function of the distance $`ra`$ from the macroion center. The radial component of the electric field $`E_i(r)=\frac{}{r}V_i(r)`$ has the important feature of representing the attractive component towards the sphere. The normalized radial potential $`V_i`$ in the i<sup>th</sup> direction at a distance $`r`$ from the colloid center is given by: $$V_i(r)=k_BT_0l_BZ_c^2\underset{j=1}{\overset{N_m}{}}\frac{1}{\|𝐫_j(r)\|},$$ (5) where $`𝐫_j(r)`$ is the vector pointing from the microion j to the point where the electric potential is computed (see Fig. 1). Physically, $`V(r)`$ is the electrostatic potential interaction between a counterion and all the surface microscopic colloid charges. The monopole contribution is merely given by $`V_{mono}(r)=k_BT_0l_B\frac{Z_mZ_c}{r}`$. In Fig. 3 we show the electric potential for three typical bare charges, each corresponding to one given random macroion charge distribution. For all cases, one notes that at the vicinity of the surface the potential becomes very different from the one computed with a central charge. We carefully checked that similar results were obtained for other choices of x, y, z directions (by rotating the trihedron ($`𝐞_x`$, $`𝐞_y`$, $`𝐞_z`$)). However if we observe the electric field sufficiently far away from the colloidal surface (about one macroion diameter) the field is almost exactly the same as the one produced by a central charge, which we term isotropic for the rest of this paper. A closer look on Fig. 3 reveals that by increasing the bare charge $`Z_m`$ the electric field starts to become isotropic at smaller distances from the sphere’s surface. This last feature can be physically easily interpreted. In fact when one increases the bare charge, one also increases the absolute number of discrete charges which has the effect of approaching the uniform continuous charge density limit (corresponding to the isotropic case). To capture the discretization effect on the surface electrostatic potential, we have measured the electrostatic potential along a circle of radius $`a`$ concentric to the spherical macroion (see Fig. 1). We start from the top of a given DCC microion and move along a circle in a random direction and measure the electrostatic potential $`V(s)`$ as a function of the arc length separation $`s`$ from the starting point. The same formula as Eq. (5) has been used here. The constant monopole contribution is merely given by $`V_{mono}=k_BT_0l_B\frac{Z_mZ_c}{a}`$. Results are reported in Fig. 3 for the same configurations as before. It clearly shows that the electrostatic potential is strongly fluctuating. More specifically, the higher the structural charge $`Z_m`$, the larger the “oscillation frequency” of the potential fluctuations over the surface. This feature can be explained in terms of “holes”. In the very vicinity of a given DCC the potential is increased (in absolute value) in average, and around a given DCC there is a hole (depletion of charges) which tends to decrease the potential (in absolute value). The average surface of this hole is increasing with decreasing bare charge $`Z_m`$ (i. e. decreasing density of charged sites). In the following sections we are going to study the effect of charge discretization on the counterions distribution in the strong Coulomb coupling. For all following results we used the same random charge distributions which gave the results of Figs. 2 and 3. ## IV Ground state analysis In this section, we focus on counterion distribution exclusively governed by energy minimization, i. e. T = 0K. In such a case correlations are maximal, and all the counterions lie on the surface of the spherical macroion. To avoid the trapping in metastable states, we systematically heat and cool (10 cycles) the system and retain the lowest energy state obtained in this way. Furthermore we choose as the starting configuration one where each DCC is exactly associated with one counterion, and each of these dipoles are radially oriented (each dipole vector and the macroion center lie on the same line). Preliminary, we checked that this method reproduces well the ground state energy and structure in simple situations where a central charge with two, three, four or five counterions is present. The structure of these systems is well known by the Gillespie rules . It turns out that in these situations no rough energy landscape (even for $`Z_m=180`$ and 90 counterions) appears and therefore the MD simulation easily finds the global minimum. It is only in the case of DCC that several energy minima are observed. ### A Neutral case First we consider the simple salt free case where the system \[macroion + counterions\] is neutral. In order to characterize the counterion layer, we compute the counterion correlation function (denoted by CCF) $`g(r)`$ on the surface of the sphere, defined as: $$\rho _s^2g(r)=\underset{ij}{}\delta (rr_i)\delta (rr_j),$$ (6) where $`\rho _s=N_c/4\pi a^2`$ is the surface counterion concentration ($`N_c=Z_m/Z_c`$ being the number of counterions), $`r`$ corresponds to the arc length on the sphere. Note that at zero temperature all equilibrium configurations are identical, thus only one is required to obtain the CCF. Similarly, one can also define a surface macroion correlation function (MCF) for the microions on the surface of the macroion. The CCF is normalized as follows $$\rho _s_0^{\pi a}2\pi rg(r)𝑑r=(N_c1).$$ (7) Because of the finite size and the topology of the sphere, $`g(r)`$ has a cut-off at $`\pi a`$ (=25.1 $`\sigma `$). Therefore at “large” distance the correlation function differs from the one obtained with an infinite planar object. The CCF and MCF for two different structural charges $`Z_m`$ (50 and 180) can be inspected in Fig. 4. The CCF is computed for a system with a central charge (CC) and for the discrete colloid charges (DCC) case. One remarks that both CCF differ considerably following the nature of the colloidal charge, i. e., discrete or central (see Fig. 4). For the isotropic case (central charge) a Wigner Crystal structure is observed as was already found in Refs. . It turns out that when we have to deal with DCC the counterion distribution is strongly dictated by colloidal charge distribution (see Fig. 4). Ground state structures are depicted in Fig. 5. It clearly shows the ionic pairing, between DCC and counterions. Also, it appears natural to call such a structure a pinned configuration. However one can expect that the structure might become less pinned if the typical intra-dipole distance (here $`\sigma `$) and the typical mean inter-dipole distance become of the same order. This is a case which is not discussed in the present paper. It would correspond to extremely highly charged colloids that are rarely encountered in nature. Nevertheless, we checked that even for $`Z_m=360`$ the structure is still pinned, where the average inter-dipole distance is about $`2\sigma `$. ### B Overcharge We now investigate the overcharge phenomenon. The starting configurations corresponds to neutral ground states as were previously obtained. The spirit of this study is very similar to the one undertaken in Ref. . To produce overcharge, one adds successively overcharging counterions (OC) at the vicinity of the colloidal surface. Thus the resulting system is no longer neutral. By using Wigner crystal theory , we showed that the gain in electrostatic energy (compared to the neutral state) by overcharging a single uniformly charged colloid can be written in the following way : $$\mathrm{\Delta }E_n^{OC}=\mathrm{\Delta }E^{cor}+\mathrm{\Delta }E^{mon}=n\gamma \sqrt{N_c}\left[\frac{3}{2}+\frac{3n}{8N_c}\right]+(k_BT_0)l_BZ_c^2\frac{(n1)n}{2a},$$ (8) where $`\mathrm{\Delta }E^{cor}`$, which is equal to the first term of the right member, denotes the gain in energy due to ionic correlations for $`n`$ OC. The functional form of this term can be derived from WC theory . The second term on the right hand side, $`\mathrm{\Delta }E^{mon}`$, is the monopole repulsion, which sets in when the system is overcharged (with $`n>1`$). This term will, for sufficient high number $`n`$ of OC, stops the process of overcharging. As before $`N_c=Z_m/Z_c`$ is the number of counterions in the neutral state, and $`\gamma `$ is a constant which was determined by using the measured value of $`\mathrm{\Delta }E_1^{OC}`$ of our simulations. The total electrostatic energy of the system as a function of the number of OC is displayed Fig. 6 for four bare charges $`Z_m`$ (50, 90, 180 and 360 ). These energy curves corresponding to discrete systems were produced by averaging over five random DCC realizations. Again, the overcharging process is affected by the charge discretization and pinning, but it is still energetically favorable. The main effects of charge discretization are: (i) the reduction of gain of energy and (ii) the reduction of maximal (critical) acceptance of OC. Both points can be explained in terms of ion-dipole interaction. It is exactly this attractive ion-dipole correlations which is responsible of charge inversion for colloidal systems with discrete charges. When the first OC is present, it is normally located in between the pinning centers, and will essentially interact with its neighboring dipoles (DCC-counterion). This interaction increases with decreasing OC-dipole separation, i. e. increasing colloid bare charge $`Z_m`$. This explains why the energy gained increases with $`Z_m`$ (see Fig. 6). On the other, the repulsion between the counterions is not fully minimized since they do not adopt the ideal Wigner crystal structure that is obtained with a central charge which in turn explains (i). For a higher degree of overcharge, one has to take into account a repulsive monopolar contribution identical to $`\mathrm{\Delta }E^{mon}`$ appearing in Eq. (8). Again, since for DCC structures counterions are not perfectly ordered, the attractive correlational energy is smaller (in absolute value) than the one obtained with a central charge, which in turn explains (ii). Note that for very high bare charge ($`Z_m=360`$) the overcharge curve obtained with DCC approaches the one from the continuous case as expected. Common features of overcharging between isotropic and discrete systems are briefly given here. We note that the maximal (critical) acceptance of OC (4, 6 and 8 for a central charge and 2,4 and 6 for DCC) increases with the macroionic charge $`Z_m`$ (50, 90 and 180 respectively). Furthermore, for a given number of OC, the gain in energy is always increasing with $`Z_m`$. Also, for a given macroionic charge, the gain in energy between two successive overcharged states is decreasing with the number of OC. Note that at T = 0, the value $`ϵ_r`$ acts only as a prefactor. All these features are captured by Eq. (8). ## V Finite temperature In this part, the system is brought to room temperature $`T_0`$. We are interested in determining the counterions distribution as well as the counterion motion within the counterion layer. The radius $`R`$ of cell is again fixed to $`40\sigma `$ so that the macroion volume fraction $`f_m`$ has the finite value $`6.6\times 10^3`$. Under these conditions the system is still highly energy dominated so that at equilibrium all counterions lie on the surface of the macroion (strong condensation). ### A Counterions distribution Like in the ground state analysis, we characterize the counterion distribution via its surface correlation function. At non zero temperature, correlation functions are computed by averaging $`_{ij}\delta (rr_i)\delta (rr_j)`$ over 1000 independent equilibrium configurations which are statistically uncorrelated. Results are depicted in Fig. 7. For both bare charges $`Z_m`$ (50 and 180) considered the counterions distribution are affected by charge discretization. The effect of temperature is to smooth the CCF. As expected, for the central charge case, the counterion positional order is much weaker at room temperature than in the ground state case. ### B Surface diffusion The aim of this section is to answer the following question: do the counterions only oscillate around their equilibrium (ground state) position or do they have also a global translational motion over the sphere? To answer to this question one introduces the following quantity: $$\mathrm{\Delta }x^2(t,t_0)=\frac{1}{tt_0}_{t_0}^t𝑑t^{^{}}[x(t^{^{}})x(t_0)]^2,$$ (9) which is referred as the mean square displacement (MSD), where $`x(t_0)`$ represents the position of a given counterion at time $`t=t_0`$ and $`x(t,t_0)`$ is its position at later time t. The root mean square displacement (RMSD) is defined as $`\mathrm{\Delta }x(t,t_0)=\sqrt{\mathrm{\Delta }x^2(t,t_0)}`$. Like for the surface correlation function, the MSD is measured on the spherical surface (arc length) and it has a natural upper limit $`(\pi a)^2`$. Results for the discrete case are depicted in Fig. 8 for two macroion bare charges $`Z_m`$ (50 and 180), where each counterion’ RMSD is given. In both cases, the RMSD is smaller than the typical mean inter-dipole separation, which is approximatively $`(\rho _s)^{1/2}6\sigma `$ for $`Z_m=50`$ and $`(\rho _s)^{1/2}3\sigma `$ for $`Z_m=180`$. This suggests that the motion of the counterion is purely oscillatory around its DCC pinning center. Fig. 8 also shows that pinning is stronger for $`Z_m=50`$ than for $`Z_m=180`$. This is in agreement with our previous statement, where we point out that the inter-dipole distance has to be comparable (or smaller) to (than) the intra-dipole distance in order to reduce pinning effect. Thus the DCC sites do produce a noticeable energy well. One can get convinced on this point, by evaluating the electrostatic binding energy of an ionic pair $`E_{pin}`$ which is $$E_{pin}=k_BT_0l_BZ_c^2/\sigma =40k_BT_0.$$ (10) However, for much higher temperatures a liquid like behavior is to be expected. Also, of course, the strength of the pinning can be lowered by different parameters: larger ions, higher dielectric constant $`ϵ_r`$, monovalent ions as it is captured by Eq. (10). For the isotropic case, we have checked that counterions have a large lateral motion and can move all over the sphere. This is obvious since in this situation there are no pinning centers. ## VI Concluding remarks We have carried out MD simulations within the framework of the primitive model to elucidate the effect of colloidal charge discretization . The main result of our study is that, in the strong Coulomb coupling, the charge inversion is still effective when the macroion structural charge is carried by discrete charges distributed randomly over its surface area. We have shown that the intrinsic electrostatic potential solely due to the surface colloidal microions strongly vary from point to point on the macroion sphere. When counterions are present, it leads to a pinned structure where every counterion is associated with one colloidal charge site. Furthermore we observed a pure phonon-like behavior (counterion vibration with small lateral motion) is found at room temperature. Future work will address the problem of valency asymmetry, that is when the colloidal charges are represented by monovalent counterions and the counterions are divalent. This is a non trivial situation since ionic pairing may be frustrated. Also, the case of the low Coulomb coupling regime should be addressed. ## ACKNOWLEDGMENTS We thank B. Shklovskii for helpful and constructive remarks. This work is supported by Laboratoires Européens Associés (LEA).
warning/0006/astro-ph0006379.html	ar5iv	text	# Observational Properties of Diffuse Halos in Clusters ## 1. Introduction It is well established that an important component of the intergalactic medium (IGM) in clusters and groups of galaxies is the hot gas, observed in X-rays and characterized by temperatures in the range $``$5-10 keV, by a central density of $``$10<sup>-3</sup> cm<sup>-3</sup> and by a density distribution approximated by a beta model (Cavaliere & Fusco-Femiano 1981). In addition, magnetic fields are wide spread in clusters (e.g. Eilek 1999), as deduced by Rotation Measure arguments, and relativistic electrons may be common (Sarazin & Lieu 1998). These two non-thermal components can be directly revealed in some clusters by the presence of diffuse extended radio sources, which are related to the intergalactic medium, rather than to a particular cluster galaxy. However, diffuse sources seem not to be a general property of the IGM. The importance of these sources is that they represent large scale features, which are related to other cluster properties in the optical and X-ray domain, and are thus directly connected to the cluster history and evolution. In this paper, the observational properties of diffuse cluster sources and of their host clusters are outlined. Intrinsic parameters are calculated with H<sub>0</sub> = 50 km s<sup>-1</sup> Mpc<sup>-1</sup> and q<sub>0</sub> = 0.5. ## 2. Classification and radio properties The diffuse source Coma C in the Coma cluster (Fig. 1, left panel), discovered 30 years ago (Willson 1970), is the prototypical example of a cluster radio halo. The radio halo is located at the cluster center, it has a steep radio spectrum ($`\alpha 1.3`$) and is extended $``$ 1 Mpc (Giovannini et al. 1993). Another example of cluster-wide halo, associated with the cluster A 2255, is shown in the right panel of Fig. 1. An additional diffuse source, 1253+275, is detected at the Coma cluster periphery, which might be connected to the cluster halo by a very low-brightness radio bridge (Giovannini et al. 1991). This source and similar diffuse sources located in peripheral cluster regions are referred to as radio relics in the literature. This name may be misleading, since it can also be used to indicate dying radio galaxies, without active nucleus, as B2 1610+29 in A 2162 (Parma et al. 1986). I would suggest peripheral halos, whereas Ron Ekers suggested radio flotsam. Since the interpretation of these sources is still unclear, I will use here the name relics, for homogeneity with the literature. Radio halos and relics show low surface brightness ($`\mu `$Jy/arcsec<sup>2</sup> at 20 cm) and steep radio spectrum. Their detection is limited by the surface brightness sensitivity coupled with the high resolution needed to separate such sources from the embedded discrete sources. Because of their steep spectrum, they are better detected at lower frequencies. Until recently, the number of halos and relics was small, thus these sources were considered to be rare. This is no longer true. Thanks to the better sensitivity of radio telescopes and to the existence of deep surveys, more than 30 clusters hosting diffuse sources are known today. For 18 of them (see Table 1) the presence of diffuse radio emission is well established and good radio data are available either from the literature or from new observations (Govoni et al. in preparation). It is remarkable the existence in some clusters of more than one diffuse source. The sizes of halos are typically larger than 1 Mpc. Peripheral relics are elongated in shape, and the distribution of their largest sizes is not statistically different from that of halos on a Kolmogorov-Smirnov (KS) test. The distribution of projected distances from the cluster center (Fig. 2) demonstrates that the diffuse sources are not located at random positions in the clusters, i.e. central halos are likely to be really at the cluster center and not simply projected onto it. Radio powers are of the order of 10<sup>24</sup>-10<sup>25</sup> W Hz<sup>-1</sup> at 1.4 GHz. In a radio size-radio power diagram, the diffuse radio sources follow the same correlation of the radio galaxies (e.g. Ledlow et al. 2000), lying in the upper part of the plot. Minimum energy densities in diffuse sources are between $``$ 5 10<sup>-14</sup> and 2 10<sup>-13</sup> erg cm<sup>-3</sup>. This implies that the pressure of relativistic electrons is much lower than that of the thermal plasma. Equipartition magnetic fields are about $``$0.1-1$`\mu `$G. These values can be compared with independent estimates from Rotation Measure arguments and from Inverse Compton X-ray emission, to determine if these radio sources are at the equipartition. ## 3. Occurrence To derive the frequency of radio halos and relics we need systematic radio information on complete samples of clusters. Giovannini et al. (1999) used the NRAO Vla Sky Survey (NVSS) to search for diffuse sources associated with clusters of galaxies from the sample of Ebeling et al. (1996). This sample is complete down to an X-ray flux of 5 10<sup>-12</sup> erg cm<sup>-2</sup> s<sup>-1</sup> in (0.1-2.4) keV, for redshifts $`<`$0.2 and for galactic latitude $``$b$`>`$20. Moreover, it contains some clusters at higher redshift and at lower galactic latitude. The total detection rate of clusters with halos + relics in the complete sample is of 5% to 10%, and the relative occurence of halos and relics is similar (taking into account the uncertain detections). The detection rate increases with the X-ray luminosity (Giovannini et al. 2000), being of $``$40% in clusters with X-ray luminosity larger than 10<sup>45</sup> erg s<sup>-1</sup>. In particular, the detection rate of central radio halos is more strongly dependent on the X-ray luminosity. The clusters hosting a diffuse source have a significantly higher X-ray luminosity than clusters without a diffuse source ($`>`$ 99.9% confidence level with a KS test). The detection rate in the high redshift sample is fully consistent with the previous results. These results are consistent with those of Owen et al. (1999). ## 4. Properties of the host clusters An important property derived in the previous section is that the clusters hosting diffuse sources are more X-ray luminous and consequently they have a high temperature and a large mass. Values larger than 1.5 10<sup>14</sup> M are found for the total (gravitating) mass within 0.5 Mpc, with gas fraction ranging from 10% to 20%. This is consistent with the serendipitous detection of halos observed during the attempts to detect Sunyaev-Zeldovich effect in massive high redshift clusters. In previous studies (e.g. Feretti 1999), radio halos have been found to be often associated with clusters showing indication of merger processes from X-ray and optical structure, and from X-ray temperature gradients. This is confirmed by statistical studies, according to the following arguments: \- X-ray images of clusters with halos and relics show the presence of substructures and distortions in the brightness distribution (Schuecker & Böhringer 1999), which can be interpreted as the result of subclumps interaction; \- clusters with halos do not have a strong cooling flow (e.g. Feretti 1999). This is further indication that a cluster has undergone a recent merger, as cooling flow and irregular cluster structure tend to be anticorrelated (Buote & Tsai 1996) and a strong merger process is expected to disrupt a cooling flow (Peres et al. 1998); \- the X-ray core radii of clusters with halos/relics in Table 1 (see Fig. 3, left panel) are significantly larger ($`>`$99% level using a KS test) than those of clusters classified as single/primary by Jones anf Forman (1999). According to the last authors, the large core radius clusters are multiple systems in the process of merging and hotter clusters tend to have larger core radii; \- for the clusters of Table 1 with optical and X-ray information, the values of spectroscopic $`\beta `$ are on average larger than 1 (Fig 3, right panel), indicating the presence of substructure (Edge & Stewart, 1991); \- clusters with halos and relics have larger distances to their next neighbours compared to ordinary clusters with similar X-ray luminosity, i.e. similar cluster mass (Schuecker and Böhringer 1999). The fact that they appear more isolated gives additional support to the idea that recent merger events in halo clusters lead to a depletion of the nearest neighbours. In conclusion, there seems to be convincing evidence that diffuse sources are preferentially associated with high X-ray luminosity clusters with mergers. To our knowledge, however, not all the X-ray luminous merging clusters host a diffuse source, but this point needs further investigation. ## 5. Link between relativistic and thermal plasma Radio structures of halos show in many cases close similarity to the X-ray structures, suggesting a causal connection between the hot and relativistic plasma. An example is given in Fig. 1 (right panel), which shows that the central radio halo in A 2255 is elongated in the E-W direction as the X-ray gas. Other examples are the radio halos in A 665, A 1300, A 2218, A 2319 (see Feretti 1999 for comments on individual clusters) and in 1E0658-56 (Liang 1999). The correlation visible between the monochromatic radio power at 1.4 GHz and the bolometric X-ray luminosity for the clusters of Table 1 (Fig. 4) implies a correlation between radio power and cluster temperature (Fig. 5), also derived by Liang (1999). Since the cluster X-ray luminosity and mass are correlated as well as the temperature and mass, it follows that the halo radio power also correlates with mass. The correlations must be taken into account in model of radio halo formation. It is of particular interest to understand whether the formation of a diffuse source is affected by the high cluster temperature or by the large cluster mass. A correlation seems to exist also between the largest radio size of diffuse sources and the cluster X-ray luminosity (Fig. 6), and goes in the direction of more X-ray luminous clusters hosting larger diffuse sources. All the correlations are more evident for radio halos than for relics. Another link between radio and X-ray is represented by the detection of hard X-ray emission produced by the IC scattering of relativistic electrons with the microwave background photons. The hard X-ray emission detected in the Coma cluster (Fusco-Femiano et al. 1999) and in A 2256 (Fusco-Femiano et al. 2000) has been interpreted in this way. ## 6. Discussion and Conclusions It is evident from the observational results that central halos are strictly related to the presence of recent mergers. The cluster merger can provide energy for the electron reacceleration and magnetic field amplification. However, also the high X-ray luminosity is relevant for the formation of halos. This seems to imply that the dynamical history of the cluster, i.e. the formation process of a massive hot cluster is crucial to trigger a halo. This scenario would explain why not all merging clusters host a halo (at least 50% of clusters show mergers, Jones & Forman 1999, while less than 5% of clusters show central halos). Brunetti et al. (2000) suggested a two-phase model, successfully applied to Coma C, which includes: i) a phase of injection of relativistic electrons in the cluster volume from starburst galaxies, AGNs, and strong shocks during the cluster formation; ii) a phase of particle reacceleration by recent mergers. The Brunetti et al. model can be generalized to the other halos, and it would account for the presence of halos in X-ray luminous clusters, since the hot massive clusters should have had a more efficient injection phase. It still debated if radio halos and relics have a common origin and evolution, or if they should be considered as different classes of sources. Several clusters host both a central and a peripheral halo, thus favouring a common origin and nature. Peripheral relics, like halos, are associated with merging clusters. However, the clusters are less luminous in X-ray and the radio-X-ray correlations are weaker. A current hypothesis is that radio relics have a different nature, and may be reaccelerated by shock waves of an ongoing merger event, or from shocks during the structure formation of the Universe (Ensslin 2000). ### Acknowledgments. I would like to thank the scientific and local organizing committee for organizing such an enjoyable and useful conference. I am grateful to Isabella Gioia and Gabriele Giovannini for helpful discussions. ## References Brunetti G., Setti G., Feretti L., Giovannini G., 2000, MNRAS Submitted Buote D.A, Tsai J.C., 1996 ApJ 458, 27 Cavaliere A., Fusco-Femiano R., 1981, A&A 100, 194 Ebeling H., et al. , 1996, MNRAS 281, 799 Edge A.C., Stewart G.C., 1991, MNRAS 252, 428 Eilek J., 1999, in Diffuse Thermal and Relativistic Plasma in Galaxy Clusters, H. Böhringer, L. Feretti, P. Schuecker Eds., MPE Report No. 271, p. 71 Ensslin T., 2000, this meeting Feretti L., 1999 in Diffuse Thermal and Relativistic Plasma in Galaxy Clusters, H. Böhringer, L. Feretti, P. Schuecker Eds., MPE Report No. 271, p. 1 Fusco-Femiano R., et al. , 1999, ApJ 513, L21 Fusco-Femiano R., et al. , 2000, ApJ Letters Submitted Giovannini G., Feretti L., Stanghellini C., 1991, A&A 252, 528 Giovannini G., Feretti L., Venturi T., Kim K.-T., Kronberg P.P., 1993, ApJ 406, 399 Giovannini G., Tordi M., Feretti L., 1999, New Astronomy 4, 141 Giovannini G., Feretti L., Govoni F., 2000, this meeting Jones C., Forman W., 1999, ApJ 511, 65 Ledlow M.J., Owen F.N., Eilek J.A., 2000, in Life Cycles of Radio Galaxies, J. Biretta et al. Eds., New Astronomy Reviews, in press Liang H., 1999, in Diffuse Thermal and Relativistic Plasma in Galaxy Clusters, H. Böhringer, L. Feretti, P. Schuecker Eds., MPE Report No. 271, p. 33 Owen F., Morrison G., Voges, W., 1999, in Diffuse Thermal and Relativistic Plasma in Galaxy Clusters, MPE Report No. 271, p. 9 Parma P., De Ruiter H.R., Fanti C., Fanti R., 1986, A&AS 64, 135 Peres C.B., et al. , 1998, MNRAS 298, 416 Sarazin C.L., Lieu R., 1998, ApJ 494, L177 Schuecker P., Böhringer H., 1999, in Diffuse Thermal and Relativistic Plasma in Galaxy Clusters, MPE Report No. 271, p. 43 Willson M., 1970, MNRAS 151, 1
warning/0006/math0006152.html	ar5iv	text	# 1 Introduction ## 1 Introduction There has been a lot of interest in recent years in a theory of ‘Riemannian geometry’ and gravity applicable to general possibly noncommutative, possibly discrete algebras. The motivations are obvious enough and have been featured in many a research proposal in the last several years. In this note I want to discuss some of the issues in arriving at the proper formulation as well as to provide an introduction to my own solution to this problem some years ago, and which I presented in detail at the Euroconference. Probably the biggest problem with this formulation is that it is technically too hard for most readers; I will try to address some of that here. I also want to put in writing the announcements made in my lectures of some of my results, which will appear in the long paper in preparation. We start with some motivation for such a theory, which in my case (for about 15 years) has always been quantum gravity or Planck scale physics. The first paper that I am aware of in which actual noncommutative geometries based on quantum group methods were proposed as a model of Planck scale physics was . We put forward here (in 1987) the view that: > A noncommutative noncocommutative Hopf algebra should be viewed as a toy model of a system in which both quantum effects (the noncommutativity) and gravitational curvature effects (the noncocommutativity) are unified. Many years later, with a theory of quantum Riemannian geometry, we can now actually measure the curvature in a (possibly) quantum system, for example relating it to the noncocommutativity in the case of a Hopf algebra or quantum group, and thereby make this idea precise. Many inspired works were born from semantic confusions and here I want to note for example that if one views one of Drinfeld’s quasitriangular Hopf algebras $`U_q(𝔤)`$ this way (as a ‘coordinate algebra’, which is not the usual way) then one can expect the following identity $$R_{\mathrm{Riemann}}_{\mathrm{Drinfeld}},$$ (1) where the latter is the quasitriangular structure or universal R-matrix that controls the noncocommutativity. The theory to be described below has the power to make this precise. More physically, the paper introduced some concrete ideas for the Planck scale relating to a duality between quantum theory and geometry which could be viewed as a modern version of Mach’s principle, and such ideas could be explored now in more detail. One should certainly like to have more realistic and relativistic models with similar phenomena. Also in general terms, there are many indications of a profound relationship between gravity, statistical mechanics and the ‘problem of time’. The tools of noncommutative Riemannian geometry would provide the power to resolve those relationships in detail. We would be able to deal with algebras which are actual quantum systems, compute entropy of states etc, and at the same time compute their geometrical structure, curvature etc, without classical limits, and hence sort out these issues algebraically (I would guess that they relate to some form of the above -mentioned duality). Again, this has been explored in the very simple case of Hopf algebras, at least a little, via ‘quantum random walks’ on them but before the tools of Riemannian geometry were available. Another impetus is that string theorists are finally beginning to accept this view (which was not true 10 years ago for example) although the noncommutative tori found there (at the algebraic level at which physicists tend to work) are too trivial to be good candidates for quantum spacetime, being the usual Heisenberg or Weyl algebra in one form or another. In a different direction, one can use noncommutative geometry methods to regularise even ordinary quantum field theories on flat space. The first result of this kind I believe appeared in 1990 in where it was proposed to consider the enveloping algebra $`U_q(b_+)`$ ‘up side down’ as a noncommutative spacetime and shown that this leads to better convergence of some integrals. In the limit $`q=1`$ our proposal was for $`[x,t]=x`$ to be spacetime. Recently such noncommutative ‘kappa-Minkowski’ spacetimes have been studied using the integral on this algebra in and ensuing Fourier transform to make the first mathematically meaningful predictions for gamma ray propagation that could be tested in principle by cosmological data. Also many years later, regularisation by q-deformation is finally becoming a reality for viable quantum field theories, as shown by Robert Oeckl’s talk at this conference; see his seminal paper. The improved properties for regularisation can be traced to finite differences rather than usual differentiation. The natural emergence of these in noncommutative geometry obviously makes any successful Riemannian geometry of that type also a natural and less ad-hoc replacement for lattice and other discrete modeling methods for quantum gravity. One can either work with a finite-difference calculus on classical (not lattice) spacetime by choosing an appropriate noncommutative differential calculus, or one can go further and make the space or spacetime itself discrete or finite. This is another obvious application of a successful noncommutative Riemannian geometry. Also, Connes some years ago gave an approach to the standard model of elementary particle physics in which conventional internal gauge symmetries are recovered (along with the Higgs potential) in a much more elegant manner than usually presented, by extending spacetime by a finite-dimensional noncommutative algebra or ‘discrete’ part. The problem with this approach is that some of the most interesting physical data relating to masses in the standard model is encoded in the ‘Dirac operator’ on the finite algebra, but this can be practically any self-adjoint operator. If we had a true quantum Riemannian geometry that included discrete or finite systems then we would know what was the natural or canonical Dirac operator in a given context from a geometrical point of view and thereby obtain direct physical predictions about the standard model. So the same technology would have a second quite different application to physics. One can go further and relate it to quantum gravity as well through Connes more recent ‘spectral action principle’. If this list of motivations is not enough, I want to present a final one. This is that one can gain geometric tools for ordinary quantum mechanics and address fundamental interpretational problems there. For what is the correspondence principle other than the idea that certain operators in the quantum theory like $`x,p`$ behave similarly enough to their classical counterparts that we correspond them? Noncommutative geometry for the first time offers a way to turn that very woolly idea into something precise, i.e. to extend the correspondence principle itself into something rather more sophisticated in which we say that a given quantum algebra has this or that quantum geometric structure and therefore identify correctly the pieces for its classical geometric limit. Actually this is not something just for philosophers of quantum mechanics; if we are going to achieve and understand quantum gravity we will probably need to fully understand the measurement process in a more intrinsic manner than ‘somebody outside’ making a measurement. This is somehow tied up with the entropy questions we began the discussion with. Let us now summarise some of the requirements stemming from the above motivations. I would identify 4 key demands for noncommutative Riemannian geometry. 1. The theory should have full conceptual continuity with conventional Riemannian geometry so that this is included as a special case (along with finite geometry and noncommutative algebras as other specialisations). 2. There should be either a global picture (for nontrivial topology) of the whole theory or local gauge transformations from which a global picture could be patched. 3. The theory should be powerful enough to include a wide variety of genuine examples covering a full range of objects that people would want to consider ‘geometrically’ and with similar or more degree of ‘flabbiness’ as usual geometry. 4. The theory should probably in principle include spinors since these are needed for matter fields. To give an example of a theory failing 2., supermanifolds are basically ordinary manifolds with a ‘Grassmann’ part glued on; the latter is always flat and not really capable of its own topological structure. For an example of an approach failing 3., the ‘idea’ that vector fields should be derivations is obvious (and makes sense for any noncommutative algebra) but works only for very special matrix type algebras; in many other cases, (e.g. for quantum groups), the natural partial derivatives are not derivations at all, and indeed essentially none exist. This problem may also occur in Connes’ spectral triple approach where, without a full range of noncommutative examples, one cannot be sure about the applicability of the axioms even if they are correct in the commutative case and mathematically elegant. That is why I want to emphasise 3. Here at this conference several interesting talks were related to these topics. Sorace made some steps towards Dirac operators on Euclidean quantum groups, while Castellani made an attempt at a theory of gravity on finite groups. None of the works, even in the finite or discrete case, however, fit our primary demand of conceptual containment and continuity with classical geometry, either missing key definitions such as compatibility between the so-called ‘spin connection’ and the metric, or using ad-hoc definitions heavily dependent on a lattice or group structure on the spacetime, or limited to some form of universal calculus much bigger than classical. Also on point 4. it should also be said that essentially all attempts at noncommutative Riemannian geometry theories other than the frame bundle approach introduced in have been based on positing the covariant derivative $``$ directly via certain axioms, i.e. a theory of linear connections. Such an approach can never interact properly with matter fields, particularly spinors, since these need at their base a principal bundle of some sort to which vector bundles such as the spin bundle are associated. The only way that has been found to circumvent that is Connes’s approach to jump over covariant derivatives altogether and posit the ‘Dirac operator‘ directly as the basic object, as mentioned above. However, in this approach it is hard to pick out connections or much else of the infrastructure of differential geometry at all, other than in the commutative case, i.e. one cannot test our primary ‘continuity’ requirement around the commutative case. Connes’ axioms may in fact have to be significantly modified to reach the standard q-deformation examples, for instance. I would like to stick my neck out and claim that our 1997 frame bundle approach to Riemannian geometry in on the other hand does already more or less meet all four criteria at least in principle. The paper itself focussed on two extremes, checking continuity with the classical case and at the other extreme the universal differential calculus, but it also indicated the theory for general calculi using the principal bundle theory for general differential calculi already known by then in , i.e. this was a matter of presentation and not a fundamental or conceptual problem with the theory. Basically, the examples had not been worked out for nonuniversal calculi to justify a full presentation, an oversight that will be filled in the forthcoming paper with examples for all standard quantum groups and their standard calculi, as announced here in Torino. It should also be clear in all this the role of quantum groups themselves: I would view them as nothing but a good playground of ‘naturally arising’ and evidently geometrical objects, just as Lie groups provided the perfect playground for the development of modern classical differential geometry in the late 19th and early 20th century. Particularly, q-deformed examples, because of their parameter, allow us to test the continuity of our noncommutative Riemannian geometry on an ‘open set of models’ near the commutative point. This goes much beyond simply having the right answer in the commutative case. However, any theory of ‘Riemannian geometry’ that works only for quantum groups, or only for finite sets, etc., will not meet our key demand and will most likely be viewed as ad-hoc when the full theory is known. This excludes all sorts of rigid theories based on integrable systems etc; they should be examples of some general theory but are not that theory. In fact, some examples that one would wish to include already force one to generalise away from a quantum group as ‘gauge group’ to a general algebra (or rather, coalgebra in our dual language) in its role. It turns out that most of what we want to do can be done (with a lot more care) at that much more general level but along exactly the same lines as in . This step is certainly important to meet our demand 3. and we will say more about it in the last section, but at the moment only the special case of a quantum group framing (which could of course be a classical or finite group if one wants) has been more or less fully worked out with general differential calculus. ## 2 Size matters for differential calculi We set the scene with a brief discussion of the choice of differential calculus, which in common concensus means a choice of exterior algebra $`\mathrm{\Omega }(M)`$ for our ‘coordinate’ algebra $`M`$. $`M`$ could be the functions on a finite group, a matrix algebra, a quantum group etc. As in conventional geometry one can focus on each degree of differential forms one at a time, i.e. first define $`\mathrm{\Omega }^1(M)`$ and let the higher order be unspecified until one needs them. More formally, one can say that the higher order just have the relations among higher order forms implied by Leibniz and $`\mathrm{d}^2=0`$ from what was assumed at degree 1. This is the ‘maximal prolongation’. On the other hand, that is not at all what would give the right answer in the classical case. There will typically be an infinite exterior algebra with forms of all degrees and no top form, etc., because sufficiently many relations at higher degree are not demanded by Leibniz and $`\mathrm{d}^2=0`$ alone. At the moment there are only three ways to specify a reasonable calculus to all orders of differentials. In either case one starts with the universal exterior algebra $`\mathrm{\Omega }M`$ associated canonically to any algebra – this has very little structure at all and is far far too big to be classical. One then specifies the quotients at each degree by some scheme to get down to a calculus of ‘reasonable’ size at each order. For example, at degree one, the universal calculus $`\mathrm{\Omega }^1M`$ is the subspace of $`MM`$ given by the kernel of the product map. Its universal $`\mathrm{d}`$ is $$\mathrm{d}m=1mm1,\mathrm{d}:M\mathrm{\Omega }^1M.$$ (2) It is a bimodule so we can multiply forms by ‘functions’ $`M`$ from the left or right. Any other choice $`\mathrm{\Omega }^1(M)`$ is specified by quotienting, i.e. by setting to zero some subbimodule $`N_M\mathrm{\Omega }^1M`$. In almost all cases, e.g even for finite sets, the quotients will remain bimodules with different left and right multiplications, i.e. ‘quantum’ in the sense that forms and functions do not commute. In this sense the commutative calculus that we are familiar with classically is very artificial and atypical. The problem is that one needs a scheme to specify this quotienting to all orders or at least to the orders needed for physics (which for gauge theory means mainly to order 2 or 3). One scheme is to mimic classical ideas. For example one can have a ‘discrete geometry’ (where $`M`$ is the algebra of functions on a discrete set) by starting with some existing manifold or more generally a sigma-algebra and use the intersection structure of a good open cover to specify a calculus on the indexing set of the cover, see for example (which differed from other similar proposals). This would give an example of a discrete version (using noncommutative geometry for the differentials) of your favorite classical manifold. Another scheme is to suppose that the space has a group structure, i.e. $`M`$ is a quantum group (or classical group coordinate algebra). The coproduct $`\mathrm{\Delta }:MMM`$ expresses the group structure of course. For on a Lie group there is a unique differential structure that is translation covariant from the left and right and it specifies forms to all orders. This was formulated many years ago by Woronowicz who showed in particular that once $`\mathrm{\Omega }^1(M)`$ was fixed in a bicovariant manner then there was a natural $`\mathrm{\Omega }(M)`$ of the right kind of size (reducing correctly in the Lie group case). The basic idea is to set to zero those products of forms that would be invariant under a generalised transposition or ‘braiding’ operator $`\mathrm{\Psi }`$. The braiding is that of the category of representations of the Drinfeld quantum double $`D(M)`$. Recently by results in and a twisting theorem in the classification problem for the remaining freedom of choice of $`\mathrm{\Omega }^1(M)`$ for all main classes of quantum groups was solved. So by now we know the menu of choices of differential calculi in the quantum group case more or less completely. The third scheme is through Connes spectral triple, i.e. to choose a more or less arbitrary operator $`D/`$ that you would like to be able to call Dirac acting on a vector space of the form $`MW`$ ($`W`$ would be the spinor space) and let it determine the smallest differential calculus on $`M`$ that would be needed for this to be the case. Most of Connes axioms involving Hilbert spaces etc are not needed for this and one can formulate it all as a purely algebraic construction. It is analysed a little in comparison with the Woronowicz approach in . Basically, consider $`\pi :\mathrm{\Omega }M\mathrm{End}(MW)`$ defined for example on 1-forms by $`\pi (mn)=m[D/,n]`$ where $`m,n`$ act by multiplication. Then quotient the universal $`\mathrm{\Omega }^1M`$ by $`\mathrm{ker}\pi `$ to define $`\mathrm{\Omega }^1(M)`$. Similarly at higher order we quotient by the differential ideal generated by the kernel of $`\pi `$. This gives the right answer classically if one really starts with the Dirac operator but all depends on the choice of $`D/`$. For a given algebra you may have little or no idea which operator to take to get something finite or resembling classical geometry. To give an example, for polynomials in one variable over a field $`k`$ the coirreducible translation invariant calculi have the form $$\mathrm{\Omega }^1=k_\lambda [x],\mathrm{d}f(x)=\frac{f(x+\lambda )f(x)}{\lambda },f(x)\alpha (\lambda ,x)=f(x+\lambda )\alpha (\lambda ,x),\alpha (\lambda ,x)f(x)=\alpha (\lambda ,x)f(x)$$ for functions $`f`$ and one-forms $`\alpha `$. Here $`k_\lambda `$ is a field extension of the form $`k[\lambda ]`$ modulo $`m(\lambda )=0`$ and $`m`$ is an irreducible monic polynomial. For example, 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. ## 3 To gauge or not to gauge; the global approach Once you have a differential calculus you can do cohomology, of course. You can also do what I like to call $`U(0)`$ gauge theory in which we regard a connection or gauge field simply as a 1-form $`A`$ but transforming as $$A^\gamma =\gamma ^1A\gamma +\gamma ^1\mathrm{d}\gamma $$ (3) under ‘gauge transform’ by $`\gamma `$ an invertible element of $`M`$. Or a unitary element in a representation of the algebra, say. From a noncommutative geometric point of view in which $`M`$ is ‘functions’ this is a trivial gauge theory even though the curvature $$F=\mathrm{d}A+AA$$ (4) transforms nontrivially by conjugation. To do gravity on $`M`$ we need a full nonAbelian gauge theory in which the gauge field has values in a general quantum (or classical) group $`H`$. Such a theory was introduced in 1992 in and remains the only properly formulated global and nonAbelian gauge theory for a quantum space that I am aware of. More precisely we equip $`H`$ with a differential calculus $`\mathrm{\Omega }^1(H)`$ and consider the space $`\mathrm{\Omega }_0`$ of left-invariant 1-forms as the dual of its Lie algebra in some sense, and gauge fields should be maps from $`\mathrm{\Omega }_0`$ (i.e. have values in $`\mathrm{\Omega }_0^{}`$ in more conventional terms). We also need an algebra $`P`$ with its own but compatible differential structure $`\mathrm{\Omega }^1(P)`$ which plays the role of the total space of a principal bundle and on which $`H`$ (co)acts by a coaction $`\mathrm{\Delta }_R`$ with fixed subalgebra $`M`$ and some axiom of ‘local triviality’. Remarkably, it is possible to do away with all of the usual mess with local trivialisations and local charts (which we will not have for a general algebra) and replace them by an algebraic condition, the exact sequence $$0P\mathrm{\Omega }^1(M)P\mathrm{\Omega }^1(P)\stackrel{\mathrm{ver}}{}P\mathrm{\Omega }_00.$$ (5) Here $`\mathrm{ver}=(\mathrm{id})\mathrm{\Delta }_R`$ defines for each element of $`\mathrm{\Omega }_0^{}`$ the corresponding vertical vector field $`\mathrm{\Omega }^1(P)P`$ along the fiber and the exact sequence says that the forms that they kill should be exactly the ones pulled back from the base. A connection in the bundle is a splitting of $`\mathrm{\Omega }^1(P)`$ and can be cast as a connection form $$\omega :\mathrm{\Omega }_0\mathrm{\Omega }^1(P)$$ (6) with properties just like in any good book on differential geometry. So the global theory exists, a nontrivial example, the $`q`$-monopole, also in showed that it worked, and some generalisations for other example have been made also. But are we happy after 8 years? Not completely because in physics we also think we want to see local gauge transformation formulae like in (3) at least for trivial bundles. And here there is a problem. The problem is that the abstract mathematical and global way works but the local formulae that you know and love have a lot more classical assumptions hidden in them than meet the eye and which have to be appropriately generalised in a smooth manner. Basically, let us consider what should be the nonAbelian analogue of (3) which is a map $$A:\mathrm{\Omega }_0\mathrm{\Omega }^1(M)$$ (7) We can consider gauge transform by $`\gamma :HM`$ in a similar manner but we wont be able to ‘conjugate’ $`\mathrm{\Omega }_0`$ in the correct way. For to make (3) we would want to apply the coproduct twice as a map $`\mathrm{\Omega }_0H\mathrm{\Omega }_0H`$, keep the middle output for $`A`$ and the outer two for $`\gamma ^1`$ and $`\gamma `$. This is an analogue of conjugating the Lie algebra by the group, but it is not one that works for a Hopf algebra. There is no such map unless we take the universal differential calculus. If we look at what happens classically what we really need is the adjoint action of the group on the Lie algebra. Here we are in luck, there is a well-defined adjoint coaction $`\mathrm{Ad}:\mathrm{\Omega }_0\mathrm{\Omega }_0H`$. We use it, apply $`A`$ and $`\gamma `$ and the bimodule structure, $$A^\gamma =(A\gamma )\mathrm{Ad}.$$ (8) The problem is that then the curvature is not invariant as soon as the differential calculus is noncommutative because the $`\gamma ^1`$ buried inside $`\gamma \mathrm{Ad}`$ is on the wrong side of $`A`$ in $`\mathrm{\Omega }^1(M)`$. This is the fundamental obstruction that has been around for many years now. Yet there is no problem in the nonAbelian case with the full global picture! After thinking about this for some years the resolution of the problem is as follows. Firstly, we can postpone the problem. After all, what do we want local gauge transformations for anyway except to make sure things patch up to a global picture? Having a global picture we are already free to make bundle automorphisms or gauge transformations as transformations on $`P`$ – the problem is just the local picture not the concept of gauge transformation itself. It is only in the local picture that formulae like (3) come up. Next, as we elaborate more of the local theory we will see the gauge transformations appearing and eventually get a local formulae like (3), which must exist because global bundle automorphisms exist. To give a rough idea what the eventual local formulae will look like (and to see why the result will be rather too complicated in general just to guess) suppose that you have a single global patch described by a trivial bundle. Such bundles were considered in and one example, dependent already on the choice of trivialisation or ‘gauge’ is the tensor product bundle $`P=MH`$. As already understood there, the new feature in quantum groups gauge theory is that under a gauge transformation $`\gamma `$ there will be a new trivial bundle with the same vector space $`MH`$ but in fact $`P`$ will no longer be a tensor product but a cocycle cross product $$P^\gamma =M_{\chi _\gamma }>H.$$ (9) So the very algebraic form of the bundle changes under a gauge transformation. The cross product and cocycle would all be trivial if $`M`$ were commutative so you would never leave the class $`MH`$ in the classical case; the cocycle or ‘anomaly’ is a purely quantum effect. The new bundle is equivalent but our naive description as a tensor product is not gauge invariant! So there will be a new local picture for $`A^\gamma `$ and a familiar gauge theory but only when we consider the whole class of cocycle trivial bundles $`P=M_\chi >H`$ stable under such $`\gamma `$ (with $`\chi `$ also transforming). There is no problem of principle here at all except that the result is more complicated than we would have liked. With this in mind, we will shortly give all the formulae of quantum Riemannian geometry in ‘tensor product gauge’ but one should not try to make gauge transformations of them without being prepared to do it in the manner above with a cocycle. Also note that not all trivial bundles are gauge equivalent to a tensor product one (it depends on the vanishing of a nonAbelian cohomology where $`\chi `$ lives, see \[17, Ch. 6\]), so we will be seeing in this way only the cohomologically trivial sector of the global theory (other sectors never visible classically are also possible). In effect, our interim solution to the gauge problem is to work globally or work in what I propose to call ‘tensor product gauge’. Because the global theory exists it is enough to work (for trivial bundles) in one gauge like this, and consider other algebraic gauges later. It still takes a lot of work to prove that the local formulae indeed lead to a global bundle on $`P=MH`$ – we are simply validating them in a different way than by gauge transformation. And if one really wants gauge transformations at all cost then one can of course use the universal differential calculus on $`H`$. Then $`\mathrm{\Omega }_0H`$ (it is the kernel of the counit) and one can use the coproduct and a projection to define $`\mathrm{\Omega }_0H\mathrm{\Omega }_0H`$ as we had first wanted to do. This was also introduced in 1992 in where all usual gauge formulae are given (and this works for general $`\mathrm{\Omega }^1(M)`$). But such a theory in more usual terms would be allowing the gauge field and curvature to have values in the whole quantum group dual to $`H`$ as explained in . Such a theory is OK but it violates our principal demand of continuity with classical geometry wherin $`A`$ and $`F`$ should have values in some kind of ‘Lie algebra’ and not in the enveloping algebra to resemble classical geometry. It is only to achieve this that we have to work much harder as explained above. ## 4 Quantum Riemannian geometry – global version Before passing to tensor product gauge, let us complete the formalism of global quantum Riemannian geometry as basically introduced in . Firstly, in the theory of quantum principal bundles one has the ‘associated bundles’ $`^{}=\mathrm{hom}^H(V,P)`$ and $`=(PV)^H`$ (the invariant subalgebra of $`PH`$) defined by any space $`V`$ in which $`H`$ (co)acts. Any connection on $`P`$ then induces covariant derivatives on these, $$D:\mathrm{\Omega }^1(M)\underset{M}{}$$ (10) etc. The new ingredient for Riemannian geometry is a soldering form $`\theta :VP\mathrm{\Omega }^1(M)`$ such that the induced map $`\mathrm{\Omega }^1(M)`$ by applying $`\theta `$ and then the bimodule structure of $`\mathrm{\Omega }^1(P)`$ is an isomorphism. What this does is to express the cotangent bundle as associated to the principal bundle $`P`$. This in my view captures the essence of what a manifold is since all the ideas of charts etc are taken care of by the local triviality of the bundle, which in turn we have expressed globally by the exact sequence above. We call a ‘quantum manifold’ an algebra framed in this way. A connection on $`P`$ then induces a covariant derivative $$:\mathrm{\Omega }^1(M)\mathrm{\Omega }^1(M)\underset{M}{}\mathrm{\Omega }^1(M),$$ (11) which is just $`D`$ viewed under the framing isomorphism. A metric for us is an element $$g\mathrm{\Omega }^1(M)\underset{M}{}\mathrm{\Omega }^1(M)$$ (12) and corresponds to an isomorphism $`^{}`$. This can be expressed in turn as the idea that there is a second framing $`\theta ^{}:V^{}\mathrm{\Omega }^1(M)P`$ with $`V^{}`$ in the role of $`V`$, what I call the ‘coframing’. The corresponding metric is $`\theta ^{}_P\theta `$ applied to the canonical element of $`V^{}V`$. So a ‘quantum Riemannian manifold’ is an algebra $`M`$ with a framing and coframing. Finally, we should have compatibility conditions between the framing and the connection. One is zero torsion and corresponds to $`\overline{D}\theta =0`$ where $`\overline{D}`$ is a suitable left-handed covariant derivative. The other is a ‘metric compatibility’ condition. This is the hardest to formulate and the solution proposed in required a slight generalisation of Riemannian geometry itself in a manner appropriate to non-symmetric metrics (we have not demanded symmetry of $`g`$ above) as ‘skew metric compatibility’ or vanishing of ‘cotorsion’ $`D\theta ^{}=0`$. The correspondence of this theory with conventional objects (which we need for continuity with classical geometry) takes the form $$g\theta ,\theta ^{},RF,T\overline{D}\theta ,\mathrm{\Gamma }D\theta ^{}$$ (13) where $$R=((\mathrm{id})(\mathrm{d}\mathrm{id})),\mathrm{\Omega }^1(M)\mathrm{\Omega }^2(M)\mathrm{\Omega }^1(M)$$ (14) is the Riemann curvature, $$T=\mathrm{d},T:\mathrm{\Omega }^1(M)\mathrm{\Omega }^2(M)$$ (15) is the torsion tensor and $$\mathrm{\Gamma }=(\mathrm{id}\mathrm{id})g+(T\mathrm{id})g,\mathrm{\Gamma }\mathrm{\Omega }^2(M)\underset{M}{}\mathrm{\Omega }^1(M)$$ (16) is our novel concept of ‘cotorsion tensor’. The difference between torsion and cotorsion evidently expresses metric compatibility in a skew manner. If one wants to be more conventional there is no problem writing axioms for symmetry of the metric in a suitable form, such as $$(g)=0.$$ (17) Also one could be more conventional and ask for full metric compatibility under $``$ in a more usual way, however this does not seem to me very natural compared to the elegance of the cotorsion approach in the frame bundle context (where we keep everything symmetric between framing and coframing) and moreover would still not achieve a unique Levi-Civita connection; that uniqueness is a very special feature of the frame bundle group classically being $`O_n`$ and cannot be expected in general. Now we can summarise and evaluate the degree of continuity of our theory with conventional Riemannian geometry. This was a large part of the work in . The summary is that the quantum Riemannian geometry that we propose reduces in the classical case to a slight generalisation of conventional geometry in which: 1. We allow any group $`G`$ in the ‘frame bundle’, hence a more general concept of a ‘frame resolution’ $`(P,G,V,\theta _\mu ^i)`$ or generalised manifold. The choice of group determines the range of $``$ that can be induced. 2. The generalised metric $`g_{\mu \nu }=\theta _\mu ^{}{}_{}{}^{i}\theta _{\nu i}^{}`$ corresponding to a coframing $`\theta _\mu ^{}^i`$ 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 $$_\mu g_{\nu \rho }_\nu g_{\mu \rho }=0$$ (18) and need not be uniquely determined. We may still impose symmetry of the metric in some natural form as above, etc., for strict continuity with classical Riemannian geometry. In this instance, however, I think it is also a good opportunity – suggested by the noncommutative Riemannian geometry – to enlarge Riemannian geometry itself a little and unify it with other branches of classical geometry. Thus, in the other extreme when the generalised metric is totally antisymmetric the vanishing of cotorsion minus torsion implies $`\mathrm{d}g=0`$ so $`g`$ is symplectic, as shown in . This is fully in keeping with what me might expect from T-duality and other physical considerations as the first Planckian corrections to classical geometry. We also promised a good supply of examples. Announced in Torino and to appear in we have ###### Theorem 1 All quantum groups $`M`$ equipped with bicovariant calculi are quantum manifolds in the above sense with framing by $`H=M`$ itself and $`\theta `$ induced by the Maurer-Cartan form in . Moreover, all standard quantum groups $`_q[G]`$ with their standard bicovariant differential calculi are quantum Riemannian manifolds in the above sense with metric induced by the braided-Killing form on the braided-Lie algebra associated to the differential calculus. From this we obtain in principle similar results for quantum homogeneous spaces including spheres, 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 and so far with the universal calculus). When $`M`$ is equipped with more structure to define a nonuniversal differential calculus in a systematic way then this observation should extend to that level too, which would then be analogous to the idea that any classical manifold is, rather formally, a homogeneous space of diffeomorphisms modulo diffeomorphisms fixing a base point. Also, let us mention the obvious global formulation of the Dirac operator in the frame bundle approach. Given any other vector space $`W`$ on which $`H`$ (co)acts we similarly have an associated bundle $`𝒮`$ say as explained above. The connection on the principal frame bundle that induced the covariant derivative $``$ also induces a covariant derivative $`D:𝒮\mathrm{\Omega }^1(M)_M𝒮`$. So the missing ingredient is just a suitable map $`\gamma :\mathrm{\Omega }^1(M)\mathrm{End}(𝒮)`$ which locally would be provided by $`\gamma `$ matrices. I am not confident about the global formulation of this map, however the paper contains examples, for instance on finite groups using this bundle formulation and along these lines. i.e. the theory includes spinors in principle and has been tested on some examples. Finally, we discuss the Ricci tensor and actions. To make the contraction for Ricci we can assume a ‘lifting map’ or bimodule inclusion $$i:\mathrm{\Omega }^1(M)\underset{M}{}\mathrm{\Omega }^1(M)\mathrm{\Omega }^2(M)$$ (19) so as to turn $`R`$ as a 2-form (with values in operators on 1-forms) into an element of $`\mathrm{\Omega }^1(M)_M\mathrm{\Omega }^1(M)`$ (with values as before). After that we can then take a suitable trace of $`i(R)`$ as a left $`M`$-module endomorphism with values in the remaining (rightmost) copies of $`\mathrm{\Omega }^1(M)_M\mathrm{\Omega }^1(M)`$, which defines the Ricci tensor. Such a lift $`i`$ is also the ingredient needed for an interior product on the exterior algebra, so specifying this or a Hodge $``$ operation would also do the job in a natural manner. How these or $`i`$ are chosen depends on how the higher order differential calculus (or at least $`\mathrm{\Omega }^2(M)`$) is defined but in the main cases one has some natural proposals. Assuming $`i`$ has been chosen we can then write down field equations via Ricci. Contracting further, we would obtain the scalar curvature. We would still need an integral for an action. Alternatively we could define the action via $`D/^2`$ in view of the well-known Lichnerowicz formula. In the finite case we could take a trace while in general we could use the spectral action of Connes. These are some of the steps for which ambiguities exist in the frame bundle approach. I think there is no fundamental obstruction, however, to completing the programme. This is also clearly reaching the point where it should tie up with Connes’ ‘top down’ approach but meanwhile the difference is that we are explicitly building up the different layers of infrastructure of the noncommutative geometry. ## 5 Local formulae in tensor product gauge We are now going to give how the quantum Riemannian geometry above looks in the ‘tensor product gauge’ but only in outline – for details see and explicitly with general calculi. Also if you do not like Hopf algebras we give an even more explicit formulation in the next section. Thus, let $`M`$ be an algebra and $`H`$ a Hopf algebra. We take $`P=MH`$, which is the ‘tensor product gauge’ for a trivial principal bundle. We have differential calculi on $`\mathrm{\Omega }^1(H)`$, $`\mathrm{\Omega }^1(M)`$ defined by subbimodules $`N_M,N_H`$ say. We take for $`\mathrm{\Omega }^1(P)`$ the calculus defined by sub-bimodule $$N_P=N_MHH+MMN_H+\mathrm{\Omega }^1M\mathrm{\Omega }^1H$$ (20) one has to work to show that we fulfill the conditions for a quantum principal bundle and that in fact $`P\mathrm{\Omega }^1(M)P=\mathrm{\Omega }^1(M)P=P\mathrm{\Omega }^1(M)=\mathrm{\Omega }^1(M)H`$ which then allows all formulae in the global theory to be lowered to working just with $`M`$ and $`H`$. For the global picture of curvature and torsion etc., one also has to specify the global $`\mathrm{\Omega }^2(P)`$ from $`\mathrm{\Omega }^2(M)`$ and the $`\mathrm{\Omega }^2(H)`$, etc. but this can be done for any reasonable $`\mathrm{\Omega }^2(M)`$ (such as the bicovariant one if $`M`$ is itself a quantum group). We then define a gauge field as any map $$A:\mathrm{\Omega }_0\mathrm{\Omega }^1(M)$$ (21) and can show that one can build up a global connection on the bundle $`P`$ from this data. We use $`\mathrm{Ad}:\mathrm{\Omega }_0\mathrm{\Omega }_0H`$ to do this. It is very important since we do not consider global gauge transformations that one does indeed get a global bundle and connection in this way. Likewise other data above have local analogues as follows. A framing amounts to a $`V`$-bein, i.e. a comodule $`V`$ (so $`H`$ (co)acts on it) and a linear map $`e:V\mathrm{\Omega }^1(M)`$ such that it induces an isomorphism $`\mathrm{\Omega }^1(M)MV`$. If you choose a basis $`\{e_i\}`$ of $`V`$ then what we require is that every $`\alpha \mathrm{\Omega }^1(M)`$ has the form $`\alpha =\alpha ^ie(e_i)`$ for unique functions $`\alpha ^i`$. A coframing is similarly provided by a $`V`$-cobein $`e^{}`$ such that $`\mathrm{\Omega }^1(M)V^{}M`$. The vanishing of torsion and cotorsion correspond to $$\overline{D}e=0,De^{}=0.$$ (22) Explicit formulae for $`D`$ on forms are part of the standard gauge bundle theory and look just as in . We project such equations down to $`\mathrm{\Omega }^2(M)`$. The metric is $`g=e^{}_Me`$ evaluated on the canonical element of $`V^{}V`$. Given a framing and $`A`$, the covariant derivative is $$\alpha =\mathrm{d}\alpha ^i\underset{M}{}e(e_i)\alpha ^iA(\stackrel{~}{\pi }_{\mathrm{\Omega }_0}e_i{}_{}{}^{\left(\overline{0}\right)})\underset{M}{}e(e_i{}_{}{}^{\left(\overline{2}\right)}),$$ (23) where the $`^{\left(\overline{0}\right)}`$ and $`^{\left(\overline{1}\right)}`$ refer to the pieces in $`HV`$ resulting from applying the coaction to an element of $`V`$. The $`\stackrel{~}{\pi }_{\mathrm{\Omega }_0}`$ projects $`H`$ down to $`\mathrm{\Omega }_0`$. The curvature corresponds to $$F(v)=\mathrm{d}A(\stackrel{~}{\pi }_{\mathrm{\Omega }_0}v)+A(\stackrel{~}{\pi }_{\mathrm{\Omega }_0}v{}_{\left(1\right)}{}^{})A(\stackrel{~}{\pi }_{\mathrm{\Omega }_0}v{}_{\left(2\right)}{}^{}),$$ (24) where the <sub>(1)</sub> and <sub>(2)</sub> refer to the pieces resulting from the coproduct of $`H`$. We require for a well-defined map $`F:\mathrm{\Omega }_0\mathrm{\Omega }^2(M)`$ a regularity condition on $`A`$ which in this gauge appears as $$A(\stackrel{~}{\pi }_{\mathrm{\Omega }_0}q{}_{\left(1\right)}{}^{})A(\stackrel{~}{\pi }_{\mathrm{\Omega }_0}q{}_{\left(2\right)}{}^{})=0,qQ_H,$$ (25) where $`Q_HH`$ defines $`\mathrm{\Omega }_0`$ for the bicovariant differential calculus on $`H`$. It is exactly this condition that drops out with the universal calculus on $`H`$, when $`Q_H`$ is zero. From the curvature we build the Riemann curvature $`R`$, and given a bimodule inclusion $`i:\mathrm{\Omega }^2(M)\mathrm{\Omega }^1(M)_M\mathrm{\Omega }^1(M)`$ the Ricci tensor, $$\mathrm{Ricci}=i(R)e(e_i),f^i=i(F_A(\stackrel{~}{\pi }_{\mathrm{\Omega }_0}e_i{}_{}{}^{\left(\overline{0}\right)})^{ij}e(e_j)\underset{M}{}e(e_i{}_{}{}^{\left(\overline{1}\right)}),$$ (26) where $`F_A=F_A^{ij}e(e_i)_Me(e_j)`$ defines its components. Finally, a Dirac operator is defined by a linear map $`\gamma :V\mathrm{End}(W)`$ for some other $`H`$-comodule $`W`$. It takes the form on spinors $`\psi =\psi {}_{}{}^{\left(1\right)}\psi {}_{}{}^{\left(2\right)}MW`$, $$D/\psi =(^i\gamma _i)\psi \psi {}_{}{}^{\left(1\right)}A_{}^{i}(\stackrel{~}{\pi }_{\mathrm{\Omega }_0}\psi {}_{}{}^{\left(2\right)}{}_{}{}^{\left(\overline{0}\right)})\gamma _i(\psi {}_{}{}^{\left(2\right)}{}_{}{}^{\left(\overline{1}\right)}),$$ (27) where $`\gamma _i=\gamma (e_i)`$ and $`\mathrm{d}m=(^im)e(e_i)`$ defines the partial derivatives associated to the $`V`$-bein, and $`^{\left(\overline{0}\right)}`$, $`^{\left(\overline{1}\right)}`$ are the pieces in $`HW`$ of the coaction on $`W`$. These quantum group formulae may look unpalatable to anyone not happy with Hopf algebras. One may also rewrite the coaction of $`H`$ as an action of a dual Hopf algebra $`U`$ of ‘enveloping algebra’ type which will make them look more familiar. Moreover, see the next section. ## 6 Gravity on finite sets We now specialise further to concrete local formulae with lots of indices, but for simplicity only in the simplest case of finite sets and framing by a classical group. It is very important conceptually and also (not so important) historically that this theory on finite sets is not something new but merely an elaboration of a more general theory essentially introduced in 1997 and that can also be specialised in other limits, e.g. noncommutative or classical geometry. At this level, let $`\mathrm{\Sigma }`$ be a finite set, $`G`$ a finite group, $`H=[G]`$ and $`M=[\mathrm{\Sigma }]`$ spanned by delta-functions $`\{\delta _x\}`$ for $`x\mathrm{\Sigma }`$. It is trivial to see (and well-known) that a general differential calculus $`\mathrm{\Omega }^1(M)`$ corresponds to a subset $$E\mathrm{\Sigma }\times \mathrm{\Sigma }\mathrm{diagonal},\mathrm{\Omega }^1(M)=\{\delta _x\delta _y\|(x,y)E\}$$ (28) where we set to zero delta-functions corresponding to the complement of $`E`$ and identify the remainder with their lifts as shown. If $`f=f_x\delta _x`$ is a function with components $`f_x`$, then $`\mathrm{d}f`$ has components $`(\mathrm{d}f)_{x,y}=f_yf_x`$ for $`(x,y)E`$. Then a $`V`$-bein is a vector space on which $`G`$ acts by $`\rho _V`$, say, and a collection of 1-forms $$E_i=\underset{(x,y)E}{}E_{i,x,y}\delta _x\delta _y$$ (29) for each element of a basis $`\{e_i\}`$ of $`V`$ such that the matrices $`\{E_{i,x,y}\}`$ are invertible for each $`x\mathrm{\Sigma }`$ held fixed. A necessary (and sufficient) condition for the existence of a $`V`$-bein is clearly that $`E`$ is fibered over $`\mathrm{\Sigma }`$, i.e. for each $`x\mathrm{\Sigma }`$ the set $`F_x=\{y\|(x,y)E\}`$ has the same size, namely the dimension of $`V`$. In particular it implies that the latter is $`\|E\|/\|\mathrm{\Sigma }\|`$. A natural ‘local’ class of $`V`$-beins is just given by any collection of bijections $$s_x:\{i\}F_x,E_{i,x,y}=\delta _{s_x(i),y},$$ (30) but we are not limited to such a class. Similarly a $`V`$-cobein is a collection of 1-forms with components $`E_{x,y}^i`$ with respect to a dual basis $`\{f^i\}`$ and with the matrices $`\{E_{x,y}^i\}`$ invertible for each $`y\mathrm{\Sigma }`$ held fixed. The metric is $$g=\underset{(x,y,z)F}{}g_{x,y,z}\delta _x\delta _y\delta _z,g_{x,y,z}=E_{x,y}^iE_{i,y,z},$$ (31) where $`F`$ is the subset of $`(x,y,z)\mathrm{\Sigma }\times \mathrm{\Sigma }\times \mathrm{\Sigma }`$ with $`(x,y)E`$ and $`(y,z)E`$, i.e. $`F`$ labels the basis of $`\mathrm{\Omega }^1(M)_M\mathrm{\Omega }^1(M)`$. As immediate from Woronowicz’ paper , bicovariant calculi on $`H=[G]`$ are classified by nontrivial conjugacy classes or more generally (reducible ones) by $`\mathrm{Ad}`$-stable subspaces $`𝒞G`$ excluding the group identity $`eG`$. We denote its elements by $`a,b,c`$ etc., and identify the quotient with the corresponding lift so that $$\mathrm{\Omega }_0=\{\delta _a\|a𝒞\}.$$ (32) Then a connection or gauge field with values in the dual of $`\mathrm{\Omega }_0`$ is a collection of 1-forms with components $`A_{a,x,y}`$. In our case $`G`$ acts on $`V`$ so that it plays the role of frame transformations in the frame bundle approach. In that case $`A`$ induces a covariant derivative on 1-forms $$(\alpha )_{x,y,z}=(\alpha _y^i\alpha _x^i)E_{i,y,z}\alpha _x^iA_{a,x,y}E_{j,y,z}\tau ^a{}_{}{}^{j}{}_{i}{}^{},\tau ^a=\rho _V(a^1e),$$ (33) where $`\alpha =\alpha ^iE_i`$ defines the component functions $`\alpha ^i`$ of a 1-form $`\alpha `$ in the $`V`$-bein basis. The $`\tau ^a`$ are the matrices for the action of the ‘braided-Lie algebra’ dual of $`\mathrm{\Omega }_0`$ as a subspace of the linear span $`G`$. Next we specify $`\mathrm{\Omega }^2(M)`$ by a bimodule surjection $`:\mathrm{\Omega }^1(M)_M\mathrm{\Omega }^1(M)\mathrm{\Omega }^2(M)`$. We assume that this is done in a manner compatible with $`\mathrm{\Omega }^2(H)`$ so as to fit together globally in the bundle. The surjection on any $`f\mathrm{\Omega }^1(M)\mathrm{\Omega }^1(M)`$ with components $`f_{x,y,z}`$ as above, is necessarily of the form $$(f)_{x,\alpha ,z}=\underset{yF_{x,z}}{}f_{x,y,z}p^y{}_{\alpha }{}^{},F_{x,z}=\{y\mathrm{\Sigma }\|(x,y,z)F\}$$ (34) for a family of surjections $`p:F_{x,z}V_{x,z}`$ to some vector spaces $`V_{x,z}`$, obeying $`p(1,1,\mathrm{},1)=0`$ when $`(x,z)E`$ with $`xz`$ (this is so that $`\mathrm{d}^2=0`$). Chosing a basis $`\{e_\alpha \}`$ for the latter, we write the $`p`$ explicitly as a family of rectangular matrices with each row summing to 0 in the stated case. When $`\alpha _{x,y},\beta _{x,y}`$ are the components of 1-forms as above then $$(\mathrm{d}\alpha )_{x,\alpha ,z}=\underset{yF_{x,z}}{}(\alpha _{x,y}+\alpha _{y,z}\alpha _{x,z})p^y{}_{\alpha }{}^{},(\alpha \beta )_{x,\alpha ,z}=\underset{yF_{x,z}}{}\alpha _{x,y}\beta _{y,z}p^y{}_{\alpha }{}^{}.$$ (35) With such an explicit description of $`\mathrm{\Omega }^2(M)`$, a connection $`A`$ is regular in the tensor product gauge if $$\underset{ab=q,y}{}A_{a,x,y}A_{b,y,z}p^y{}_{\alpha }{}^{}=0,q𝒞\{e\}.$$ (36) Its curvature is $$F_{a,x,\alpha ,z}=(\mathrm{d}A_a)_{x,\alpha ,z}+\underset{cd=a,y}{}A_{c,x,y}A_{d,y,z}p^y{}_{\alpha }{}^{}\underset{b,y}{}(A_{b,x,y}A_{a,y,z}+A_{a,x,y}A_{b,y,z})p^y{}_{\alpha }{}^{}.$$ (37) The actual Riemann tensor if one wants it is the 2-form valued operator on 1-forms, $$R_{x,\alpha ,z}{}_{}{}^{i}{}_{j}{}^{}=F_{a,x,\alpha ,z}\tau ^a{}_{}{}^{i}{}_{j}{}^{},R\alpha =\alpha ^iR^j{}_{i}{}^{}\underset{M}{}E_j.$$ (38) Meanwhile, the zero torsion and zero cotorsion equations are vanishing of $$(\overline{D}e)_{i,x,\alpha ,z}=(\mathrm{d}E_i)_{x,\alpha ,z}+\underset{a,j,y}{}A_{a,x,y}E_{j,y,z}p^y{}_{\alpha }{}^{}\tau _{}^{a}{}_{}{}^{j}{}_{i}{}^{},$$ (39) $$(De^{})_{x,\alpha ,z}^i=(\mathrm{d}E^i)_{x,\alpha ,z}+\underset{a,j,y}{}E_{x,y}^jA_{a,y,z}p^y{}_{\alpha }{}^{}\tau _{}^{a}{}_{}{}^{i}{}_{j}{}^{}.$$ (40) Also, given a ‘lift’ $`i`$, which means a collection of inclusions $`i:V_{x,z}F_{x,z}`$ or rectangular matrices $`i^\alpha _y`$, preferably such that $`pi=\mathrm{id}`$ (in which case $`i`$ is a projection operator splitting $`\mathrm{\Omega }^1(M)_M\mathrm{\Omega }^1(M)`$ into something isomorphic to $`\mathrm{\Omega }^2(M)`$ plus a complement), we have an interior product and, in particular, a Ricci tensor $$\mathrm{Ricci}_{x,y,z}=i(F_a)_x^{ij}E_{j,x,y}E_{k,y,z}\tau ^a{}_{}{}^{k}{}_{i}{}^{}.$$ (41) Here $`i(F_a)_{x,w,z}`$ in $`\mathrm{\Omega }^1(M)_M\mathrm{\Omega }^1(M)`$ is as in (37) but with $`\pi ^y{}_{w}{}^{}=p^y{}_{\alpha }{}^{}i_{}^{\alpha }_w`$ in place of $`p^y_\alpha `$ written there. These are projections if $`i`$ is a proper lift, but this is not strictly required. We then convert to $`V`$-bein components $`i(F_a)^{ij}`$ as usual. One can write this more explicitly in terms of $`A,e`$. Finally, gamma-matrices are a collection of matrices $`\gamma _i`$ acting on spinors $`\psi `$ which are functions with values in a vector space $`W`$ on which $`G`$ acts by $`\rho _W`$, say. The associated Dirac operator is $$D/=^i\gamma _iA_a^i\gamma _i\tau _W^a,\tau _W^a=\rho _W(a^1e).$$ (42) This is the elementary elaboration for finite sets of the general theory in preceding sections. Of course, a simple case is where $`\mathrm{\Sigma }=G`$ and we use the same bicovariant calculus on both. We take $`V=\mathrm{\Omega }_0`$ itself with the coadjoint action of $`G`$, so that the indices $`i,j,k`$ run over the same range $`𝒞`$ as the $`a,b,c`$. As proposed in we take the $`V`$-bein to be the quantum group Maurer-Cartan form $`e`$ from . There is also a natural braided-Killing form $`\eta `$ associated in to $`\mathrm{\Omega }_0^{}`$ as a braided-Lie algebra, which we use to define $`e^{}=e\eta `$. The subset $`E`$ above, the exterior derivative, the components of Maurer-Cartan form and the matrices $`\tau ^a`$ are explicitly, $$E=\{(x,y)\|x^1y𝒞\},\mathrm{d}f=(^if)E_i,^i=R_i\mathrm{id},E_{i,x,y}=\delta _{xi,y},\tau ^a{}_{}{}^{i}{}_{j}{}^{}=\delta ^i{}_{a^1ja}{}^{}\delta ^i{}_{j}{}^{},$$ (43) where $`R_i`$ is right-translation by $`i`$. Most of this is the standard starting point for any work on noncommutative differential geometry of quantum groups, translated into our above notations. Also, note that in all computations one can either work explicitly with matrices $`\alpha _{x,y}`$ etc. which is like ‘spacetime coordinates’ or work more algebraically with $`V`$-bein components $`\alpha _x^i`$ and the abstract relations in $`\mathrm{\Omega }^1(M),\mathrm{\Omega }^2(M)`$ (or a mixture of the two). The conversion in the group case is particularly easy because of the translation-invariant form of $`E_i`$. ###### Theorem 2 For $`G=\mathrm{\Sigma }=S_3`$, the permutation group on 3 elements, and $`𝒞`$ the maximal (order 3) conjugacy class (i) the braided Killing form is $`\eta ^{ij}=3\delta ^{ij}`$ and defines the metric $`g_{x,y,z}=3\delta _{x^1y,y^1z}`$, (ii) there is a unique torsion-free and cotorsion-free regular or ‘generalised Levi-Civita’ connection for this metric, given by $`A_{a,x,y}=\delta _{xa,y}\frac{1}{3}`$. We also look in at two natural ‘lifts’ in the finite group case. One is the Woronowicz lift whereby $`i=\mathrm{id}\mathrm{\Psi }`$. The kernel of this map is precisely the elements in $`\mathrm{\Omega }^1(M)_M\mathrm{\Omega }^1(M)`$ set to zero by $``$, so we can identify $`\mathrm{\Omega }^2(M)`$ with its image. Since $`\mathrm{\Psi }^2\mathrm{id}`$ for a nonAbelian $`G`$, it is not a precise lift in the sense of $`i`$ a projection. Another is an actual lift constructed in giving a projection operator for all finite groups. In either case one finds $$\mathrm{Ricci}_{x,y,z}=\mu (g_{x,y,z}1),$$ (44) where $`\mu `$ is a positive constant. The further contraction, the scalar curvature, is also constant and negative. Note that this is like a sphere in our preferred conventions for Ricci (where we contracted what would classically be the first and third indices of $`R`$, i.e. minus the usual conventions). Finally, there are natural $`2\times 2`$ equivariant $`\gamma `$-matrices obeying $$\{\gamma _i,\gamma _j\}+\frac{2}{3}(\gamma _i+\gamma _j)=\frac{1}{3}(\delta _{ij}1)$$ (45) and the corresponding Dirac operator turns out to be $$D/=^i\gamma _i1.$$ (46) This is just the beginning (the natural Riemannian structure on $`S_3`$). Clearly we have the machinery above to consider the moduli of all $`(A,e,e^{})`$ and solve field equations or Legendre transform action functionals with respect to them, i.e. classical and quantum gravity. If one wants a more conventional moduli space for the metric then one can fix the relationship $`e^{}=e\eta `$ as above and only vary $`(A,e)`$. We will consider the moduli space elsewhere. ## 7 Quantum measurement and algebra bundles As mentioned in the introduction, there is one further generalisation beyond the case of quantum group (or classical group) framing that is needed for a fully comprehensive theory of Riemannian geometry that would apply in principle to real-world quantum systems. That is to the level of only coalgebras in place of $`H`$ above, or to algebras in place of its ‘enveloping type’ dual Hopf algebra $`A`$. Such a theory more or less exists as the theory of (co)algebra bundles in at the gauge theory level and at the frame bundle level. The basic idea is the following. Given a classical or quantum bundle as above, one can make a cross product $$X=P>A$$ (47) by the action of $`A`$ on $`P`$. Like all cross products this factorises into $`P`$ and $`A`$ as subalgebras. The generalisation is to consider more general algebras $`X`$ that factorise $`X=PA`$ as vector spaces, where $`P,A`$ are subalgebras. In addition we require a map $`e:AP`$ with certain properties corresponding to the exact sequence that defined a global bundle in Section 3. It turns out then that most of the global gauge theory and Riemannian geometry above, i.e. connections as projections of $`\mathrm{\Omega }^1(P)`$, associated bundles, frames, etc. then goes through even though $`A`$ is not a Hopf algebra at all. To give some idea of the constructions in , first note that when $`X`$ factorises there is an induced ‘reordering map’ $`\mathrm{\Psi }:APPA`$ called the entwining or factorisation structure, and when $`e`$ is given obeying $$e(ab)=(\mathrm{id}e)\mathrm{\Psi }(ae(b)),e(1)=1,$$ (48) one has an action $$ap=(\mathrm{id}e)\mathrm{\Psi }(ap)$$ (49) of $`A`$ on $`P`$. This is such that $`P`$ acting on itself and this action of $`A`$ fit together to an action of $`X`$ on $`P`$. Next, we define $`M`$ as the ‘fixed subalgebra’ by $$M=\{mP\|am=e(a)m,aA\}=\{mP\|a(pm)=(ap)m,aA,pP\}.$$ (50) We can then view the action of $`A`$ more precisely as the coaction of a coalgebra $`C`$ dual to $`A`$ and define $`\mathrm{ver}:\mathrm{\Omega }^1PP\mathrm{ker}ϵ`$ as in the exact sequence before, where $`\mathrm{ker}ϵ`$ are the elements of $`C`$ that vanish on $`1`$. This is for the universal differential calculus. The theory with general differential calculus is not fully elaborated but exists in principle; we need a quotient $`\mathrm{\Omega }_0`$ of $`\mathrm{ker}ϵ`$ with suitable properties and the similar exact sequence. Not that these conditions relate to the differential geometric structure of the gauge group and are therefore important for the global bundle structure but not at the local level. For example, for finite sets above we needed for most of the theory only that $`\mathrm{\Omega }_0`$ was some chosen quotient and none of its properties (until we took $`G`$ also as spacetime). Also Ricci and the Dirac operator are not yet elaborated in this context, but are not a problem in principle. The first point of interest for conventional quantum theory is that the converse is also true: if $`A`$ is an algebra acting on the vector space of some algebra $`P`$, define $`M`$ by the second version in (50), let $`e(a)=a1`$ and suppose that we have the exact sequence or ‘local triviality’ condition. Then one gets a bundle and a map $`\mathrm{\Psi }`$ leading to a generalised braided tensor product algebra $$X=P\underset{¯}{}_\mathrm{\Psi }A$$ (51) factorising into $`P,A`$ and still represented on $`P`$ (with $`P`$ acting by multiplication). Here the product $`(qa)(pb)`$ is to use $`\mathrm{\Psi }`$ to take $`a`$ past $`p`$ and then multiply in $`A`$ and in $`P`$. We now outline how this mathematics could form the basis of a quantum theory of measurement. Usually we have some fairly naive ‘postulates’ that a measurement is deemed to have taken place when a wave-function is projected into an eigenstate of some chosen operators. The problem is that from a larger point of view the measurement itself should be a process in a larger quantum system and only appearing like the above in some idealisation. In the larger system we would need to identify the algebraic structures which would become the macroscopic parts of the measuring apparatus and the remainder the quantum part in that idealisation. Such identifications or correspondences is exactly the task of quantum geometry. Now in quantum mechanics this geometrical structure is usually buried in the Hilbert space, which is typically of the form $`L^2(C)`$ for some ‘configuration space’ $`C`$. It is not just some abstract Hilbert space (these are all isomorphic) because the structure of $`C`$ goes into the construction of the Hamiltonian and other correspondences between the classical and quantum theory. Forgetting about the $`L^2`$ completion, we are therefore in the situation where our quantum system is an algebra $`A`$ acting on the vector space of some other algebra $`P`$. The algebraic structure of $`P`$ carries the geometric structure of $`C`$. This exactly the situation above, so we have as an immediate application of , ###### Corollary 3 (i) For any quantum system $`A`$ acting on (the Hilbert space completion of) an algebra of wave-functions $`P`$, we have a subalgebra $`MP`$ defined by (50), the ‘superselection algebra’ of the quantum system. We say that the system is reduced if $`M`$ is trivial. (ii) If the exact sequence condition holds so that we have a bundle (we say that the quantum system is Galois) then we have an extended quantum system $`P\underset{¯}{}_\mathrm{\Psi }A`$ containing both the quantum system $`A`$ and the algebra $`P`$ of functions on the configuration space, represented together on $`P`$. In the Galois case the bigger algebra contains both what was to be measured (the quantum system) and the classical system $`P`$ of functions on the configuration space wherin measurements lie (in the sense that the norm of the value at $`c`$ is the probability density to measure $`cC`$). As well as a method of constructing new quantum systems from old (on the same Hilbert space), this is also a method of constructing quantum systems in the first place from a representation of one part $`A`$ that we would like to include in another part $`P`$; even if both parts are classical the result $`X`$ can be quantum. Actually, this is a very typical construction for quantum systems, where we typically seek to represent momentum modes on the configuration space and then throw in the configuration space coordinates acting by multiplication as well (the extended system). The theory above gives a mechanism for such a construction based just on the act of representing one part $`A`$ in another part $`P`$ subject to a nondegeneracy (Galois) condition. A concrete example is a dynamical system where the algebra $`A`$ generated by a group $`G`$ acts on the algebra of functions $`P`$ on a space $`C`$. The space $`C`$ foliates into orbits and $`M`$ is the algebra of functions on the space $`C/G`$ of orbits. The system is reduced if there is just one orbit. Otherwise $`M`$ describes the superselection sectors of the theory. Here $`X=P>A`$ is what is usually called the quantisation of the dynamical system, represented on $`P`$. The geometric picture here is also clear; $`C`$ in nice cases is a bundle over $`C/G`$. This shows how the above theory is already a useful model of conventional quantum mechanics. We can ask which familiar systems are reduced? Which are Galois? Moreover, in the latter case we have in principle all the machinery of bundles, etc. to apply quite generally, with $`M`$ in the role of base manifold even for quantum systems not obviously of geometric origin. On the other hand there is no reason why $`P`$ (or $`A`$ or $`M`$) should be commutative, i.e. all concepts in the formulation above work when the system is already noncommutative or quantum. We therefore have the possibility of quantising a system with ‘wave-functions’ actually operators in some already quantised system $`P`$. Thus we could ask if one part $`A`$ of a quantum system is represented on another part $`P`$ and build the extended system. This is a necessary (though not sufficient) part of the solution of the measurement problem because it begins to formulate procedures in a manner applicable before making any idealisations to the special form of a classical configuration space, i.e. measuring quantum theory within quantum theory or an intrinsic theory of measurement involving some parts ‘measuring’ other parts. Moreover, we still have the geometric picture but now as quantum bundles, quantum Riemannian geometry etc. for such systems. Finally, we also have the first part of the theory above which goes in the other direction: a theory of factorisations of a bigger system $`X`$ into a part that we would like to be a smaller quantum system $`A`$ and a part that we would like to be (only approximately if noncommutative) a classical or macroscopic system $`P`$. Putting these ideas together we arrive at a relative theory of quantum measurement which we propose along the following lines. 1. A quantum system $`A`$ means a $``$-algebra. 2. A relative ‘wave function’ state is an element $`p`$ of another possibly quantum system $`P`$ on which $`A`$ is represented as a vector space. We call $`1P`$ the ‘character state’. 3. We call $`a_p=p^{}(ap)`$ the ‘relative expectation value of $`a`$ in state $`p`$’. More generally, a relative expectation is any positive map $`\varphi :AP`$. 4. If $`P`$ is itself represented in some other system $`Q`$ then $`a_p_q`$ is the expectation of the above expectation in state $`q`$, etc. 5. When the representation of $`A`$ in $`P`$ is Galois, we may view them as subalgebras of a bigger quantum system $`X=PA`$. 6. Conversely, if a quantum system $`X`$ factorises as $`X=PA`$ and a relative expectation $`e:AP`$ obeying (48) is specified then $`A`$ is represented in $`P`$ and $`e(a)=a_1`$. This relative theory unifies both the Schroedinger and the $`C^{}`$-algebra type attitudes towards quantum mechanics. Thus, in one extreme, take $`P=`$. Then a relative expectation is just a positive linear map $`\varphi :A`$, i.e. states from a $`C^{}`$-algebra type point of view. A representation in $``$ is determined by a character $`e:AC`$ and $`a_1=e(a)`$. We view $``$ as the ‘end of the line’ in that we do not expect to represent this elsewhere, and can speak (glibly) about actual expectations in this case. However, our view in general is a Bayesian one in which all probability is relative. In another special case take $`P`$ functions on a classical space $`C`$. Then wave functions are usual wave functions. $`a_p`$ is also a wave-function, the expectation density. A further representation of the classical system $`P`$ in $`Q=`$ is a point $`cC`$ and $`p_1=p(c)`$. More generally, an expectation state $`\varphi :P`$ is a convex combination of points in $`C`$ or a probability measure, more precisely. Then composing $`a_p`$ with this gives the actual expectation value of $`a`$ in the usual sense. For example, if we chose $`\varphi `$ to be the uniform probability distribution then $`\varphi (a_p)`$ is the usual quantum mechanical expectation. It corresponds to the ‘all other things being equal’ assumption in the final step to get from a relative probability to a so-called absolute one. We would also expect a relative GNS-type construction based on quotienting the regular representation of $`A`$ relative to a general state $`AP`$, etc. This should go hand in hand with some notion of relative completions needed to make the above precise but without assuming that every algebra is normed (or a $`C^{}`$ algebra) to begin with (this is optional but would be in keeping with the relative philosophy). While not a full theory of quantum measurement, we have indicated here the start of a general framework. Moreover, this framework has all the tools of noncommutative Riemannian geometry, gravity etc. as explained above, at our disposal. Putting these together one would expect a full resolution of the link between measurement, entropy and gravity. Also note that, while not Galois, important algebra factorisations arose in the theory of Hopf algebra factorisations. In those models one has dual Hopf algebras related to Hopf algebra duality and observable state duality. This too should be generalised and resolved using the above formulation. ### Acknowledgements It is a pleasure to thank the organisers of the Euroconference for a thoroughly enjoyable and stimulating event.
warning/0006/astro-ph0006457.html	ar5iv	text	# High Resolution X-Ray Spectra of Capella: Initial Results from the Chandra High Energy Transmission Grating Spectrometer ## 1 Introduction The active binary Capella ($`\alpha `$ Aurigae, HD 34029, HR 1708) was observed with the High Energy Transmission Grating Spectrometer (HETGS) on the Chandra X-Ray Observatory (CXO). We present a first analysis of the spectra with the goals of demonstrating the HETGS performance, and of applying plasma diagnostics to infer physical parameters of the Capella corona. A complementary analysis of the corona of Capella based on high resolution spectra obtained using the CXO Low Energy Transmission Grating Spectrometer (LETGS) has been presented by Brinkman, et al. (2000). Further analysis of diagnostic emission lines from these and other Chandra grating data of Capella are underway with the goal of obtaining refined temperature-dependent emission measures, abundances, and densities, leading to a self-consistent determination of the coronal structure. ### The Chandra HETGS: The High Energy Transmission Grating assembly (Markert et al., 1994; Canizares, et al., 2000) consists of an array of periodic gold microstructures that can be interposed in the converging X-ray beam just behind the Chandra High Resolution Mirror Assembly. When in place, the gratings disperse the X-rays according to wavelength, creating spectra that are recorded at the focal plane by the linear array of CCDs designated ACIS-S. There are two different grating types, designated MEG and HEG, optimized for medium and high energies (partially overlapping in spectral coverage). The HETGS provides spectral resolving power of $`\lambda /\mathrm{\Delta }\lambda =100`$-1000 for point sources (corresponding to a line FWHM of about 0.02 Å for MEG, and 0.01 Å for HEG) and effective areas of 1-180 $`\mathrm{cm}^2`$ over the wavelength range 1.2-30 Å (0.4-10 keV). Multiple overlapping orders are separated using the moderate energy resolution of the ACIS detector. The HETGS complements the LETGS, which is optimized for lower energy X-rays. (For detailed descriptions of the instruments see http://chandra.harvard.edu). Preliminary analysis of in-flight calibration data including those presented here indicates that the HETGS is performing as predicted prior to the Chandra launch. The spectral resolution is as expected and effective areas are within 10% of the expected values except from 6–12Å where there are systematic uncertainties of up to 20%. Ongoing calibration efforts will reduce these uncertainties. ### The Coronal Structure of Capella: Capella is an active binary system comprised of G1 and G8 giants in a 104 d orbit at a distance of 12.9 pc. The G1 star rotates with an $`8`$ d period (Hummel et al., 1994). Capella has been studied by many previous X-ray telescopes, including Einstein (Holt et al., 1979; Swank et al., 1981; Mewe et al., 1982; Vedder and Canizares, 1983; Schmitt, et al., 1990), EXOSAT (Lemen et al., 1989); ROSAT (Dempsey et al., 1993), Beppo-SAX (Favata et al., 1997), and ASCA (Brickhouse et al., 2000). The fundamental parameters of Capella, some activity indicators, and primary references may be found in Strassmeier, et al. (1993). The corona of Capella appears intermediate in temperature, being cooler than those of RS CVn stars such as HR 1099 or II Peg, but significantly hotter than a less active star like Procyon. X-ray observations obtained at low to moderate spectral resolution are generally consistent with emission from an optically thin, collisionally dominated plasma with two temperature components (Swank et al., 1981; Schmitt, et al., 1990). Spectra obtained by the Extreme Ultraviolet Explorer (EUVE) have provided more discriminating temperature diagnostics, showing plasma over a continuous range of temperatures, with the peak emission measure near $`\mathrm{log}T=6.8`$ (Dupree et al., 1993; Schrijver et al., 1995; Brickhouse et al., 2000). Simultaneous measurements using EUVE and ASCA spectra did not require emission from plasma hotter than $`logT=7.3`$ (Brickhouse et al., 2000). EUVE observations show variability by factors of 3 to 4 in lines formed above $`logT7.0`$ (Brickhouse et al., 2000; Dupree et al., 2000). Dupree et al. (1993) have estimated plasma electron densities in the range from $`4\times 10^{11}`$ to $`10^{13}\mathrm{cm}^3`$ from lines of Fe xxi formed near $`10^{6.8}\mathrm{K}`$, implying that the scale of the emitting volume is $`10^3R_{}`$, although Griffiths and Jordan (1998) question the reliability of this diagnostic. Brickhouse et al. (2000) use EUV lines of Fe xviii to constrain the optical depth in the strong X-ray emission line, Fe xvii $`\lambda `$15.014, to $`\tau <3.6`$. From high-resolution UV spectra from the Hubble Space Telescope, Linsky et al. (1998) concluded that both stars have comparable coronal emission, based on measurements of the Fe xvii (1354Å) coronal forbidden line, and that the plasma is magnetically confined. Thus the “corona” of Capella is actually a composite of two “coronae.” ## 2 Observations and Data Processing We combined data from three HETGS observations (from 1999 August 28, September 24 & 25) for a total exposure of 89 ks. Data were processed with the standard Chandra X-Ray Center software (versions from July 29 (R4CU3UPD2) and December 13 (CIAO 1.1)). The image of the dispersed spectrum is shown in Figure 1. Each photon is assigned a dispersion angle, $`\theta `$, relative to the undiffracted zero-order image. The angle is related to the order, $`m`$, and wavelength, $`\lambda `$, through the grating mean period, $`P`$, by the grating equation, $`m\lambda =P\mathrm{sin}\theta `$. The spectral order is determined using the ACIS-S CCD pulse height for each photon event (with wide latitude to avoid sensitivity to variations in CCD gain or pulse height resolution). The positive and negative first orders were summed separately for HEG and MEG for all observations and divided by the effective areas to provide flux-calibrated spectra (Figure 2). listed in Table 1. the Fe xvii $`\lambda 15.01`$ line strength is, within the uncertainties, identical to that observed in 1979 with the Einstein crystal spectrometer by Vedder and Canizares (1983), while the O viii $`L\alpha `$ line is roughly half the previous value. ## 3 Coronal Diagnostics ### Emission Measure Distribution: Some properties of the coronal temperature structure can be deduced from a preliminary analysis of the spectrum. The data warrant a full analysis of the volume emission measure distribution with temperature, $`VEM(T)`$, ($`VEM(T)N_e^2\times V`$ in which $`N_e`$ is the electron density of plasma at temperature $`T`$ which occupies the volume, $`V`$), which will be the subject of a future paper. As Table 1 illustrates, the spectrum contains lines from different elements in a range of ionization states, demonstrating that the emitting plasma has a broad range of temperature. Further evidence of multi-temperature emission comes from two line ratios. First, ratios of H-like to He-like resonance lines, O viii/vii, Mg xii/xi, and Si xiv/xiii indicate ionization ratios corresponding to $`\mathrm{log}T`$ = 6.55-6.60, 6.75-6.85, and 6.95-7.00, respectively. Second, the He-like ions provide temperature-sensitive ratios involving the resonance ($`r`$), forbidden ($`f`$) and intersystem ($`i`$) lines (Gabriel and Jordan, 1969; Gabriel, 1972; Pradhan & Shull, 1981; Smith et al., 1998). For the observed O vii, Mg xi, and Si xiii lines, the ratio $`(i+f)/r`$ corresponds to temperatures $`\mathrm{log}T=6.26.4`$, $`6.97.1`$, and $`6.856.95`$, respectively, using the theoretical models of Smith et al. (1998, in the low density limit). In both cases, the ratios indicate that the corona has a broad range of temperature. An approximate upper envelope to the true $`VEM`$ distribution is given by the family of curves formed by plotting the ratio of line strength to corresponding emissivity for a collection of lines. For a given element, its abundance affects only the overall normalization of the envelope of all lines from that element. For this initial analysis, we assumed Solar abundances (Anders and Grevesse, 1989), which is consistent with previous analyses except possibly for Ne (Brickhouse et al., 2000). The VEM envelope of Figure 3, indicatates that plasma must be present over nearly a decade in temperature. The absence of lines from He-like and H-like ions of Fe provides an upper limit to the $`VEM`$ above $`\mathrm{log}T=7.2`$. Although the envelope does not trace closely the peaked distribution derived from EUV lines, such a distribution is not excluded, ### Density Diagnostics: The He-like $`f/i`$ ratio is primarily sensitive to density Using the theoretical line ratios of Smith et al. (1998), our measured O vii ratio of $`2.9\pm 0.4`$ implies an electron density within the range $`0.8`$$`2\times 10^{10}\mathrm{cm}^3`$. Similarly, the Mg xi and Si xiii ratios of $`3.0\pm 0.3`$ and $`2.6\pm 0.2`$ give upper limits near $`7\times 10^{11}`$ and $`1\times 10^{12}\mathrm{cm}^3`$, respectively. We note that our ratio $`f/i`$ for O vii is somewhat lower than that obtained by Brinkman, et al. (2000) from LETGS spectra. The HETGS and LETGS observations were not simultaneous; however, based on evidence from prior EUVE observations (Dupree et al., 2000), we would be surprised if this difference represented actual changes in the mean coronal plasma density. Instead, we suggest that this results from different treatements of the continuum plus background, which particularly affects the strength of the intercombination line. ## 4 Discussion These X-ray data confirm that Capella’s corona contains plasma at multiple temperatures in the accessible range from $`\mathrm{log}T6.3`$ to $`7.2`$, and set stringent constraints on the amount of plasma hotter than $`\mathrm{log}T=7.2`$ at the time of this observation. These properties are generally consistent with the results found with EUVE and ASCA (Brickhouse et al., 2000) and the line strengths are close those seen 20 years earlier by Vedder and Canizares (1983). The preliminary results presented here have implications for the structure of Capella’s corona: they suggest that the characteristic dimensions of the coronal loops at $`T2\times 10^6\mathrm{K}`$ are small compared to the stellar radius, $`R_{}`$. For simple semi-circular loops of constant circular cross-section of radius $`r`$, we use the measured density and $`VEM`$ for oxygen to estimate loop heights $`0.02R_{}\alpha _{0.1}^{2/3}N_{100}^{1/3}`$, where $`\alpha _{0.1}`$ is the ratio of $`r`$ to loop length in units of 0.1, and $`N_{100}`$ is $`1/100`$ the number of loops. Detailed loop modeling of (van den Oord et al., 1997) also required compact structures, though variable cross-section loops were needed to increase the proportion of hot to cool plasma. Work at MIT was supported by NASA through the HETG contract NAS8-38249 and through Smithsonian Astrophysical Observatory (SAO) contract SVI–61010 for the Chandra X-ray Center (CXC). JJD and NSB were supported by NASA NAS8-39083 to SAO for the CXC. We thank all our colleagues who helped develop the HETGS and all members of the Chandra team.
warning/0006/astro-ph0006196.html	ar5iv	text	# Spatial and energy distribution of muons in 𝛾-induced air showers ## I Introduction Primary cosmic rays consist mainly of an isotropic flux of charged particles (primarily protons and nuclei). Before reaching the earth, galactic magnetic fields deflect their paths so information about the angular position of their source is lost. On the contrary, neutral particles such as gammas and neutrinos (neutrons decay before reaching the earth) can be directly used to locate the angular position of their origin. Therefore gamma astronomy is important in the study of well localized exotic astrophysical objects. For example, recent reviews are . Cosmic gamma rays can be detected directly only by satellite or balloon experiments located essentially outside the earth’s atmosphere. The detector size and weight sets limits to the sensitivity and energy range which these experiments can cover which, at present, extends to several tens of GeV. Higher energies are better investigated by means of ground-based experiments which sample the numerous secondary particles produced by the high energy primary photons when they interact in the atmosphere. Photons constitute only a small fraction of primary cosmic rays. Hadronic showers at ground level are very similar to electromagnetic showers because, at each generation of hadronic pion production, about one-third of the pions are $`\pi ^0`$ which immediately decay to gamma rays which then initiate electromagnetic sub-showers. By the time the hadronically initiated shower reaches ground level it is essentially all electromagnetic because of the many generations, each feeding one-third of their energy into the electromagnetic sector. Therefore, gamma showers at ground level are qualitatively similar to those produced by protons and nuclei , and experiments based on earth which search for gamma primaries must subtract a large background due to the more numerous cosmic protons and nuclei. Various methods have been developed to discriminate between the two types of showers . One of the most commonly used techniques is based on their different muon content . Muons are created in the atmosphere mainly as decay products of charged mesons, which are abundant in hadronic cascades. Pions and kaons can also be produced in the nuclear interactions of high energy primary gamma rays which then initiate secondary hadron showers. The photon cross section for hadronic interactions is about two orders of magnitude smaller than that for producing electron pairs. This low hadronic cross section for gamma rays has been used as a signature for showers initiated by hadrons. However, muons are present in gamma showers too, albeit in smaller numbers than in a hadronically initiated shower of the same primary energy. The first estimates confirmed the “muon-poor” characteristics of gamma showers . However, in 1983, Samorski and Stamm reported the results of an extensive air shower experiment at Kiel claiming an excess of events with energies above 2000 TeV centered at the angular location of Cygnus X-3. They also reported a non-deficiency of muons in these data, seemingly inconsistent with a primary gamma ray hypothesis. In order to evaluate and discuss these data, many authors performed analytical or Monte Carlo calculations of the muon flux produced in gamma showers . Most of these calculations were one-dimensional and all of them referred to gamma energies much larger than 10 TeV, appropriate to the Kiel experiment. The energy realm of these calculations was considerably larger than the 1 GeV to 10 TeV region considered in this paper. Therefore, their stress was mostly on sources of muons at very high energies (Bethe-Heitler $`\mu `$-pair production, decay of charmed particles), with less emphases on muon decay, energy loss, and radial distribution which become important in the energy range considered in this paper. More recently, the same calculation techniques have been refined and used to optimize current experiments. In addition to an improvement of the adopted cross sections , muon energy loss and decay have been added , in order to better estimate the sensitivity of modern experiments having a lower muon energy threshold. Several experiments, GRAND and Milagro for example, have the capability of measuring the angles of muons at ground level with high statistics. With the advantage of large numbers of muons, it becomes possible for these experiments to study point sources of gamma rays by studying accumulations of muons at specific angular positions . The ability of these experiments to detect a localized source of gamma rays by detecting the secondary muons depends upon several factors such as a) the strength, location, duration, and energy spectrum of the source; b) the angular resolution, detection area and duration of the experiment; and c) the number of muons which reach detection level for the relevant region of primary gamma ray energies due to the physics of the air blanket covering the surface of the earth. A precise calculation of (c) in the 1 GeV to 10 TeV primary gamma ray energy region is the subject of this paper. A reliable study of muon production by primary gamma rays is necessary in these cases to gauge the sensitivity of the experiments to gamma primaries and to provide information about the expected energy and spatial distribution of muons. Since the threshold energy for detecting the muons has been reduced in these experiments, lower muon energies and lower primary gamma ray energies than previously investigated are studied in this paper. Although the total number of muons per gamma ray at ground level decreases with lower gamma energies, electromagnetic showers produced by photons with lower energies can produce more ground-level muons in total due to the steep increase of gamma flux at lower energies (a spectrum dN/dE = E, with $`\gamma =\mathrm{\hspace{0.17em}2.4}\pm 0.4`$ ) (assuming the primary gamma energy is well above photopion production threshold). Therefore, the new calculations presented here include the primary gamma ray energy range of 1 GeV $`<`$ E$`{}_{\gamma }{}^{}<10`$ TeV and secondary muon or electron energies above 3 MeV. For the results presented in this paper, only primary angles at 0 degrees from zenith are considered. ## II The FLUKA program ### A Physics FLUKA, unlike most Monte Carlo codes used in cosmic ray research is not specialized for this particular field, but is a multipurpose particle transport program with applications as diverse as proton and electron accelerator shielding, calorimetry, medical physics, beam design, high and low energy dosimetry, isotope production, etc. . Recently however, it also has been used successfully in space and cosmic ray studies . In FLUKA, different physical models, or event generators, are responsible for the various aspects (particle type, multiplicity, energy and angle) of particle production at different energies. These theoretical models have been directly tested against a large amount of nuclear experimental data, and have also been indirectly validated by comparisons with shower measurements, obtained both at accelerators and in cosmic ray experiments . In particular, FLUKA has been shown to predict hadron-generated muon spectra at different heights in the atmosphere with good accuracy . For the present calculations, the following models are relevant (more details can be found in ): * Hadronic interactions above 4 GeV are simulated according to the Dual Parton Model . A list of improvements to the original Monte Carlo version of the model by Ranft can be found in . * A cascade pre-equilibrium model is used for hadronic interactions below 3 GeV. The model includes pion and kaon production. Between 3 and 4 GeV, inelastic hadron collisions are treated according to a resonance-decay model. * The Vector Meson Dominance model is used for photonuclear interactions at energies larger than 4 GeV. The total cross section is based on experimental photon-proton and photon-neutron cross sections up to and including HERA energies and scaled to photon-nucleus interaction according to Bauer et al. . Shadowing corrections are based on experimental data. The interaction of vector mesons with the nucleus is handled by the Dual Parton Model. * Delta Resonance excitation (in the framework of the pre-equilibrium model) is used for photonuclear interactions below 4 GeV. To illustrate the critical role played by event generators in predicting the muon content of showers, the Feynman-x distribution of charged pions (in the lab frame) as calculated by FLUKA is reported in Fig. 1 for both gamma and protons at 100 GeV. This figure emphasizes a basic difference between gamma and proton-induced showers: the gamma primaries have a larger fraction of high-x secondaries than the proton primaries. If we disregard the lower total cross section for gamma rays to produce mesons (about a factor 100), then gammas appear to be more efficient at producing energetic, forward directed pions, and therefore penetrating muons. The gamma primaries give rise to higher energy secondary mesons (on average) and will thus retain a greater fraction of the primary energy in the numerous subsequent hadronic interactions for those which do not decay. Although these differences seem rather substantive, the actual differences which can be observed near sea level may be minor. At any rate, in this paper we only investigate the gamma primaries and leave the comparison with hadronic primaries for future consideration. The simulation of the electromagnetic cascade in FLUKA is very accurate, including the Landau-Pomeranchuk-Migdal effect and a special treatment of the “tip” of the bremsstrahlung spectrum. Electron pairs and bremsstrahlung are sampled from the proper double differential energy-angular distributions improving the common practice of using average angles. In a similar way, the three-dimensional shape of the hadronic cascades is reproduced in detail by a rigorous sampling of correlated energy and angles in decay, scattering, and multiple Coulomb scattering. Bethe-Heitler muon pair production is presently being implemented in FLUKA , but was not yet available at the time of the present calculations; however there is general agreement that this effect is important only for gamma energies greater than several TeV and for muon energies larger than 1 TeV . Therefore the results presented here should not be affected, with the possible exception of the highest energy point. Charm photoproduction, another possible source of muons, is also not available in FLUKA. According to Berezinskii the corresponding cross section at any energy does not exceed a few percent of other muon producing effects. Each of these effects, if included, would slightly increase the number of muons at ground level above the numbers obtained in this paper. ### B Variance reduction techniques Statistical techniques for accelerating convergence of the results have been used in a few cosmic ray codes, for example MOCCA . In FLUKA, as in most Monte Carlo codes used to solve deep penetration shielding problems, several so-called “biasing” options are available which allow sampling of events having a very small probability. Rigorous proofs of the convergence of results obtained by these techniques to the correct value can be found in specialized books . It is important to remember, however, that their use is restricted to the estimation of expectation values and is not appropriate when studying correlations and fluctuations. In this study, the use of variance reduction techniques has proved essential. It is important to realize that the goal was not to obtain the same results using less computer time, but to include in the study phase space regions which would otherwise not be accessible to Monte Carlo techniques. Due to the very large number of primary photons, some interactions, although extremely rare, may generate events having a finite probability to be detected in an experiment. Below some level of probability per primary photon the computing time required to collect a sufficient number of such events by an unbiased simulation would become prohibitive. In the present calculations, the following biasing options have been used: Leading particle biasing: At each electromagnetic interaction with two particles in the final state (bremsstrahlung, pair production, etc.) only one of the two particles is followed, with a probability proportional to its energy. Its statistical weight is modified so as to conserve total weight. This technique, first introduced by A. Van Ginneken , is very similar – but not identical – to the so-called “thinning algorithm” of Hillas . Biasing of the mean free path: For interactions having a very small cross section (in our case photonuclear interactions) the cross section is artificially increased by an arbitrary factor chosen by the user (ranging from 10 to 50 in this calculation). The weight of the produced secondaries is reduced so as to conserve probabilities. Forced decay: A similar technique is used to enhance muon production by artificially decreasing the average decay length of charged mesons. Also in this case, since the weights of both the parent meson and of the produced muon are adjusted by the ratio between the actual and the artificial probability, all the resulting space, energy and angular distributions are correctly reproduced (but with much better statistics in the ranges of interest). Importance splitting: The loss of statistics due to decrease of particle number with depth in the atmosphere is compensated by replacing a Monte Carlo particle with additional identical particles of lower statistical weight when the particle crosses a boundary between two regions of different pre-defined statistical importance. ## III Calculations The 1999 version of FLUKA was used to calculate the muon flux and kinetic energy spectrum at various altitudes. At sea level and at 222 m (the GRAND altitude), muon tracks were scored in 10 concentric rings of radii ranging from 10 m to 10 km. Photons of energy between 1 GeV and 10 TeV were assumed to enter the atmosphere vertically at 80 km and the full generated electromagnetic and hadronic showers were followed down to pion production threshold energy. The mean free path for photonuclear interaction was artificially shortened to enhance the sampling frequency by a factor of 10 to 50. As stressed above, the mathematical treatment used ensures that all results are unaffected, while the variances of the average scored quantities (due to the statistical nature of the Monte Carlo technique) are reduced to acceptable levels. Some approximations were adopted which are expected to have a negligible effect on the results. The atmosphere’s geometry was assumed flat and was subdivided into 50 layers for the muon calculation, each of constant density, in order to approximate the exponential character of the earth’s air density. Doubling the number of layers from the 25 used in a previous series of calculations did not show any significant difference. The earth’s magnetic field was ignored. For comparison purposes, a similar set of calculations was made to estimate the electron flux at the same positions. All conditions were identical to the muon calculation except the shower energy cutoff was lowered from 150 to 3 MeV to accomodate the lower energies of interest for the electrons and the atmosphere was subdivided into only 25 layers. The word “electron” in this paper is used generically; in all cases it means e<sup>+</sup> \+ e<sup>-</sup>; as well, “muon” means $`\mu ^++\mu ^{}`$. ## IV Results Fig. 2 shows how the average total number of muons and electrons grows with increasing photon energy. A summary of calculated data is reported in Table I. The entries are for gamma ray primaries vertically incident at the top of the earth’s atmosphere. All error bars in the figures and tables refer to the statistics of the Monte Carlo calculation. Fig. 3 shows how the total number of muons depends upon height above sea level for nine gamma ray primary energies and elevations from 0 to 20 km. The corresponding numerical data are contained in Table II for heights from 1 km to 5 km. One could interpolate among the values in Table II to estimate the expected number of muons per gamma primary for ground-based detectors at intermediate heights. As expected, the most probable height for each primary energy gradually shifts toward lower heights as the primary energy increases. The dependence on radial distance is shown in Fig. 4. The total number of muons within a given radius is plotted as a function of radius. For photon energies $``$ 300 GeV, the circle containing half of all the muons reaching sea level has a radius $``$ 700 m, increasing to $``$ 1600 m for photon energies $``$ 3 GeV. A representative example of the numerous spectra which have been calculated is shown in Fig. 5 which shows nine different primary photon energies from 1 GeV to 10 TeV and gives the muon energy spectra at 222 m above sea level for those muons at distances $`<`$ 10 km (essentially all of them). For a given primary gamma ray energy the points and their error bars are highly correlated due to the summations involved in getting the integrals presented. To estimate the total number of muons reaching detection level, the calculated data should be folded with the incident primary photon spectrum. Assuming a differential energy dependence of E<sup>-2.41</sup> , it is found that the largest number of muons comes from primary energies of 27 GeV. If the spectrum were softer (spectral index, $`\gamma =\mathrm{\hspace{0.17em}2.77}`$), the corresponding primary energy would drop to 12 GeV; if the spectrum were harder ($`\gamma =\mathrm{\hspace{0.17em}2.05}`$), the muon number would continue to increase as the primary energy increases and would depend on where the spectrum softens or cuts off. ## V Conclusions These reported results are from the Monte Carlo program FLUKA which contains event generators built on the accurate experimental data available in the the energy region of interest. The use of biasing techniques enabled the calculation of events originated by low energy primaries with muon probabilities as low as $`10^9`$ per incident gamma ray, which are important since the primary cosmic ray flux rises rapidly with decreasing primary energy. This FLUKA-based Monte Carlo calculation is believed to be quite accurate in this energy region. As such, the results give a good estimate of the number of muons expected from gamma ray primaries in this energy region and help overcome the stigma that muons are only anticoincidence signals for gamma ray primaries. Instead, with the high statistics of the experimental results that are becoming available in this 1 GeV to 10 TeV primary energy region, a statistically significant excess accumulation of muons at a specific angular direction becomes a positive signature for gamma ray initiated hadronic showers and is thus a tool to fill the energy gap between satellite/balloon experiments and Cerenkov arrays. Examples of this use are contained in references . Thanks to S. Roesler, M. Dunford, and T. Bowen for their help with this paper. Part of this work was supported by the Department of Energy under contract DE-AC03-76SF00515. Project GRAND is funded through grants from the University of Notre Dame and private donations.
warning/0006/quant-ph0006008.html	ar5iv	text	# Pauli Exchange and Quantum Error Correction ## 1. Introduction Most discussions of quantum error correction assume, at least implicitly, that errors result from interactions with the environment<sup>1</sup><sup>1</sup>1We consider the “environment” as external to the quantum computer in the sense that interactions among qubits, whether or not used in the implementation of quantum gates, are not regarded as arising from the environment. Many authors follow in defining the environment to include all “unwanted interactions”. and that single qubit errors are much more likely than two qubit errors. Most discussions also ignore the Pauli exclusion principle and permutational symmetry of the states describing multi-qubit systems. Although this can be justified by consideration of the full wave function, including spatial as well as spin components, an analysis (given in ) of these more complete wave functions suggests that more attention should be given to the effect of exchange interactions within a quantum computer. Interactions between identical particles can cause an error in two bits simultaneously as a first order effect. Moreover, because they result from interactions within the quantum computer, exchange errors cannot be reduced by better isolating the quantum computer from its environment. The effect of a (single) exchange error is to flip two bits if, and only if, they are different. It is a non-classical type of error in the sense that it arises directly from a physical mechanism which occurs only in the case of identical particles which follow the rules of quantum theory. If classical systems were to exhibit this type of behavior, they would require unusual correlations which do not normally occur from first-order couplings. Schemes for fault-tolerant computation have been developed which treat two-bit, and even multi-bit, errors. (See, e.g., and references in and at the end of Chapter 10 of .) However, many of these, such as those arising from concatenated codes require a large number of physical bits to represent one logical bit. Steane, in particular, has emphasized the problems associated with the size of repeatedly concatenated codes and proposed new methods for coding $`m`$ logical bits in $`n`$ qubits. Furthermore, threshold estimates are generally based on the assumption that two-bit errors are second order effects resulting from uncorrelated interactions with the environment. In those situations where exchange errors are important shorter codes that explicitly address exchange errors can be effective. A very different approach to fault tolerant computation is based on the assumption of highly correlated errors at low temperature, allowing the use of “‘decoherence free subspaces” (DFS) . Shortly after was posted, Lidar, et al observed that the existing schemes for concatenating a DFS code with a standard 5-qubit code for correcting single-bit errors could also correct exchange errors. This is because exchange errors on physical qubits appear as single Pauli errors on the logical bits used in DFS codes. Subsequently, they turned this idea around to show how exchange interactions could be used to construct universal gates within the DFS scheme for quantum computation. In section 2 we first review some of the basic principles underlying permutational symmetry of multi-particle quantum wave functions and then show how this leads to exchange errors. In Section 3 we discuss the issues associated with correction of exchange errors and present an explicit (non-additive) 9-bit code which can correct both exchange errors and all one-qubit errors. Section 3.4 contains an ambitious proposal for constructing powerful new codes using irreducible representations of the symmetric group. ## 2. The full wave function ### 2.1. Permutational symmetry A (pure) state of a quantum mechanical particle with spin $`q`$ corresponds to a one-dimensional subspace of the Hilbert space $`=𝐂^{2q+1}L^2(𝐑^3)`$ and is typically represented by a vector in that subspace. The state of a system of $`N`$ such particles is then represented by a vector $`\mathrm{\Psi }(x_1,x_2,\mathrm{},x_N)`$ in $`^N`$. However, when dealing with identical particles $`\mathrm{\Psi }`$ must also satisfy the Pauli principle, i.e., it must be symmetric or anti-symmetric under exchange of the coordinates $`x_jx_k`$ so that, e.g., (2.1) $`\mathrm{\Psi }(x_2,x_1,\mathrm{},x_N)=\pm \mathrm{\Psi }(x_1,x_2,\mathrm{},x_N).`$ depending on whether the particles in question are bosons (e.g. photons) or fermions (e.g., electrons). In either case, we can write the full wave function in the form (2.2) $`\mathrm{\Psi }(x_1,x_2,\mathrm{},x_N)={\displaystyle \underset{k}{}}\chi _k(s_1,s_2,\mathrm{},s_N)\mathrm{\Phi }_k(𝐫_1,𝐫_2,\mathrm{},𝐫_N)`$ where the “space functions” $`\mathrm{\Phi }_k`$ are elements of $`L^2(𝐑^{3N})`$, the “spin functions” $`\chi _k`$ are <sup>2</sup><sup>2</sup>2A spin state $`\chi `$ looks formally like a (possibly entangled) N-qubit state. However, unlike qubits which involve an implicit spatial component, we want only vectors in $`[𝐂^{2q+1}]^N`$ itself. in $`[𝐂^{2q+1}]^N`$ and $`x_k=(𝐫_k,s_k)`$ with $`𝐫`$ with a vector in $`𝐑^3`$ and $`s_k`$ (called the spin coordinate) an element of $`\{0,1,\mathrm{}2q\}`$corresponding to spin values going from $`\frac{1}{2}q`$ to $`+\frac{1}{2}q`$ in integer steps. It is not necessary that $`\chi `$ and $`\mathrm{\Phi }`$ each satisfy the Pauli principle; indeed, when $`q=\frac{1}{2}`$ so that $`2q+1=2`$ and we are dealing with $`𝐂^2`$ it is not possible for $`\chi `$ to be anti-symmetric when $`N3`$. Instead, we expect that $`\chi `$ and $`\mathrm{\Phi }`$ satisfy certain duality conditions which guarantee that $`\mathrm{\Psi }`$ has the correct permutational symmetry. In the case of anti-symmetric functions there is an extensive literature about functions in which the $`\chi _k`$ and $`\mathrm{\Phi }_k`$ are bases for irreducible representations of $`S_n`$ with dual Young tableaux. With this background, we now restrict attention to the important special case in which $`q=\frac{1}{2}`$ yielding two spin states labeled<sup>3</sup><sup>3</sup>3These labels are the reverse of the usual physicists’s convention; in essence, the convention in quantum computation is to label the eigenvectors of $`\sigma _z`$ so that the $`\text{eigenvalue}=e^{i\text{label}}`$. so that $`s=+\frac{1}{2}`$ corresponds to $`\|0`$ and $`s=\frac{1}{2}`$ corresponds to $`\|1`$, and the particles are electrons so that $`\mathrm{\Psi }`$ must be anti-symmetric. To emphasize the distinction between a pure spin state as an element of $`𝐂^2`$ and a spin associated with a particular qubit or spatial wave function, we will replace $`\|0`$ and $`\|1`$ by $``$ and $``$ respectively. The notation $`\|01`$ then describes a two-qubit state in which the particle in the first qubit has spin “up” ($``$) and that in the second has spin “down” ($``$). What does it mean for a particle to “be” in a qubit? A reasonable answer is that each qubit is identified by the spatial component of its wave function $`f_A(𝐫)`$ where $`A,B,C\mathrm{}`$ label the qubits and wave functions for different qubits are orthogonal. Thus, if the qubits did not correspond to identical particles we would have $`\|01=f_A(𝐫_\mathrm{𝟏})f_B(𝐫_\mathrm{𝟐})`$. In the more realistic situation of identical particles (2.3) $`\|01=\frac{1}{\sqrt{2}}(f_A(𝐫_\mathrm{𝟏})f_B(𝐫_\mathrm{𝟐})\pm f_B(𝐫_\mathrm{𝟏})f_A(𝐫_\mathrm{𝟐})).`$ with the plus sign ($`+`$) for bosons and the minus sign ($``$) for fermions. We will henceforth consider the special case of electrons, which are fermions, in which case the antisymmetric function given by (2.3) is called a Slater determinant. Note that a function of the form (2.3) has the important property that the electron whose spatial function is $`f_A`$ always has spin “up” regardless of whether its coordinates are labeled by $`1`$ or $`2`$. Although (2.3) is not a simple product, but a special type of superposition which is the anti-symmetrization of a product, it behaves in some ways like a product state. It should be contrasted with the a true entangled Bell state such as $`\frac{1}{\sqrt{2}}\left[\|01\|10\right]`$ $`=`$ $`\frac{1}{2}(f_A(𝐫_\mathrm{𝟏})f_B(𝐫_\mathrm{𝟐})f_B(𝐫_\mathrm{𝟏})f_A(𝐫_\mathrm{𝟐})`$ $`f_A(𝐫_\mathrm{𝟏})f_B(𝐫_\mathrm{𝟐})+f_B(𝐫_\mathrm{𝟏})f_A(𝐫_\mathrm{𝟐}))`$ which is a superposition of two Slater determinants or four products. It may be useful to observe that (2.1) has the form of a wave function associated with an entangled state shared by “Alice” and “Bob” when $`f_A`$ describes a particle localized near Alice and $`f_B`$ a particle localized near Bob, and discuss its interpretation in that situation. When Alice uses a detector in her lab to measure the spin, she also implicitly makes a measurement of the spatial function, i.e., a measurement which projects onto spatial functions localized in her lab. She may get electron #1 with spin “up” with probability $`\frac{1}{4}`$ or electron #2 with spin “up” with probability $`\frac{1}{4}`$. However, there is no physical way to distinguish these two possibilities. The net result is a measurement of spin “up” in Alice’s lab with total probability $`\frac{1}{2}`$. The other two states in the superposition would correspond to measuring some electron in her lab with spin “down”, also with net probability $`\frac{1}{2}`$. Once Alice has made a measurement, a corresponding measurement by Bob always yields the opposite spin. Returning to (2.3), we note that it can be rewritten in the form (2.5) as (2.5) $`\|01=\frac{1}{\sqrt{2}}[\chi ^+(s_1,s_2)\varphi ^{}(𝐫_\mathrm{𝟏},𝐫_\mathrm{𝟐})+\chi ^{}(s_1,s_2)\varphi ^+(𝐫_\mathrm{𝟏},𝐫_\mathrm{𝟐})]`$ where $`\chi ^\pm =\frac{1}{\sqrt{2}}[\pm ]`$ denote the indicated Bell-like spin states and $`\varphi ^\pm =\frac{1}{\sqrt{2}}\left[f_A(𝐫_\mathrm{𝟏})f_B(𝐫_\mathrm{𝟐})\pm f_B(𝐫_\mathrm{𝟏})f_A(𝐫_\mathrm{𝟐})\right].`$ It should be emphasized that the reduction to a simple expression of the form (2.5), in which each term in the product is either an antisymmetric spin function times a symmetric spatial functions or vice-versa, is possible only when $`N=2`$. For more than two electrons, more complex expressions, of the form (2.2) are needed. ### 2.2. The origin of Pauli exchange errors We now describe the origin of Pauli exchange errors by analyzing the two-qubit case in detail, under the additional simplifying assumption that the Hamiltonian is spin-free. This is certainly not realistic; quantum computers based upon spin will involve magnetic fields and hence, not be spin-free. However, the assumption of a spin-free Hamiltonian $`H`$, merely implies that the time development of (2.3) is determined by $`e^{iHt}\varphi ^\pm `$, and this suffices to illustrate the principles involved. With a spin-dependent Hamiltonian the time development $`e^{iHt}\chi ^\pm `$ would also be non-trivial. We will also assume that the qubits are formed using charged particles, such as electrons or protons, so that $`H`$ includes a term corresponding to the $`\frac{1}{r_{12}}\frac{1}{\|𝐫_\mathrm{𝟏}𝐫_\mathrm{𝟐}\|}`$ long-range Coulomb interaction. The Hamiltonian will be symmetric so that the states $`\varphi ^\pm `$ retain their permutational symmetry; however, the interaction term implies that they will not retain the simple form of symmetrized (or anti-symmetrized) product states. Hence, after some time the states $`\varphi ^\pm `$ evolve into (2.6a) $`\mathrm{\Phi }^{}(𝐫_1,𝐫_2)`$ $`=`$ $`{\displaystyle \underset{m<n}{}}c_{mn}\frac{1}{\sqrt{2}}\left[f_m(𝐫_\mathrm{𝟏})f_n(𝐫_\mathrm{𝟐})f_n(𝐫_1)f_m(𝐫_2)\right]`$ (2.6b) $`\mathrm{\Phi }^+(𝐫_1,𝐫_2)`$ $`=`$ $`{\displaystyle \underset{mn}{}}d_{mn}\frac{1}{\sqrt{2}}\left[f_m(𝐫_\mathrm{𝟏})f_n(𝐫_\mathrm{𝟐})+f_n(𝐫_1)f_m(𝐫_2)\right].`$ where $`f_m`$ denotes any orthonormal basis whose first two elements are $`f_A`$ and $`f_B`$ respectively. There is no reason to expect that $`c_{mn}=d_{mn}`$ in general. On the contrary, only the symmetric sum includes pairs with $`m=n`$. Hence if one $`d_{mm}0`$, then one must have some $`c_{mn}d_{mn}.`$ Inserting (2.6a) in (2.5) yields (2.7) $`e^{iHt}\|01`$ $`=`$ $`{\displaystyle \frac{c_{AB}+d_{AB}}{2}}(f_A(𝐫_\mathrm{𝟏})f_B(𝐫_\mathrm{𝟐})f_B(𝐫_\mathrm{𝟏})f_A(𝐫_\mathrm{𝟐}))`$ $`+{\displaystyle \frac{c_{AB}d_{AB}}{2}}(f_B(𝐫_\mathrm{𝟏})f_A(𝐫_\mathrm{𝟐})f_A(𝐫_\mathrm{𝟏})f_B(𝐫_\mathrm{𝟐}))+\mathrm{\Psi }^{\mathrm{Remain}}`$ $`=`$ $`{\displaystyle \frac{c_{AB}+d_{AB}}{2}}\|01+{\displaystyle \frac{c_{AB}d_{AB}}{2}}\|10+\mathrm{\Psi }^{\mathrm{Remain}}`$ where $`\mathrm{\Psi }^{\mathrm{Remain}}`$ is orthogonal to $`\varphi ^\pm `$. A measurement of qubit-A corresponds to projecting onto $`f_A`$. Hence a measurement of qubit-A on the state (2.5) yields spin “up” with probability $`\frac{1}{4}\|c_{AB}+d_{AB}\|^2`$ and spin “down” with probability $`\frac{1}{4}\|c_{AB}d_{AB}\|^2`$. Note that the full wave function is necessarily an entangled state and that the measurement process leaves the system in state $`\|10`$ or $`\|01`$ with probabilities $`\frac{1}{4}\|c_{AB}\pm d_{AB}\|^2`$ respectively, i.e., a subsequent measurement of qubit-B always yields the opposite spin. With probability $`\frac{1}{4}\|c_{AB}d_{AB}\|^2`$ the initial state $`\|10`$ has been converted to $`\|01`$. Although the probability of this may be small, it is not zero. Moreover, it would seem that any implementation which provides a mechanism for two-qubit gates would not allow the qubits to be so isolated as to preclude interactions between particles in different qubits<sup>4</sup><sup>4</sup>4Although the gates themselves require interactions, we expect these to be short-lived and well-controlled, i.e., in a well-designed quantum computer the gates themselves should not be a significant source of error. However, the process of turning gates on and off could induce errors in other qubits. We do not consider this error mechanism.. In general, one would expect qubits to be less isolated from each other than from the external environment so that the interaction between a single pair of qubits would be greater than between a qubit and a particle in the environment. However, the environment consists of a huge number of particles (in theory, the rest of the world) and it may well happen that the number of environmental particles which interact with a given qubit is several orders of magnitude greater than the number of qubits, giving a net qubit-environment interaction which is greater than a typical qubit-qubit interaction. On the other hand, the number of qubit-qubit interactions grows quadratically with the size of the computer. Thus, prototype quantum computers, using only a few qubits, may not undergo exchange errors at the same level as the larger computers needed for real computations. It is worth emphasizing that when the implementation involves charged particles, whether electrons or nuclei, the interaction always includes a contribution from the $`\frac{1}{r_{12}}`$ Coulomb potential which is known to have long-range<sup>5</sup><sup>5</sup>5This is because even when $`f`$ and $`g`$ have non-overlapping compact support $`[a,b]`$ and $`[c,d]`$ respectively, such expectations as $`\|f(𝐫_\mathrm{𝟏})\|^2\frac{1}{\|𝐫_\mathrm{𝟏}𝐫_\mathrm{𝟐}\|}f(𝐫_\mathrm{𝟐})\|^2`$ will be non-zero because the integrand is non-zero on $`[a,b]\times [c,d]`$. Non-overlapping initial states will not prevent the system from evolving in time to one whose states are not simple products or (in the case of fermions) Slater determinants! effects. Screening may reduce the effective charge, but it will not, in general, remove the basic long-range behavior of the Coulomb interaction. Precise estimates of exchange errors require more detailed models of the specific experimental implementations. The role of long-range Coulomb effects (for which exchange errors grow quadratically with the size of the computer) suggests that implementations involving neutral particles may be advantageous for minimizing exchange errors. This would include both computers based on polarized photons (rather than charged particles) and more innovative schemes, such as Briegel, et al’s proposal using optical lattices. On the other hand, the ease with which exchange errors can be corrected using appropriate 9-qubit codes, suggests that dealing with exchange interactions need not be a serious obstacle. ## 3. Correcting Exchange Errors A Pauli exchange error is a special type of “two-qubit” error which has the same effect as “bit flips” if (and only if) they are different. Exchange of bits $`j`$ and $`k`$ is equivalent to acting on a state with the operator (3.1) $`E_{jk}=\frac{1}{2}\left(I_jI_k+Z_jZ_k+X_jX_k+Y_jY_k\right)`$ where $`X_j,Y_j,Z_j`$ denote the action of the Pauli matrices $`\sigma _x,\sigma _y,\sigma _z`$ respectively on the bit $`j`$. ### 3.1. Example: the 9-bit Shor code As an example of potential difficulties with existing codes, consider the simple 9-bit code of Shor (3.2a) $`\|c_0`$ $`=`$ $`\|\mathrm{𝟎𝟎𝟎}+\|\mathrm{𝟎𝟏𝟏}+\|\mathrm{𝟏𝟎𝟏}+\|\mathrm{𝟏𝟏𝟎}`$ (3.2b) $`\|c_1`$ $`=`$ $`\|\mathrm{𝟏𝟏𝟏}+\|\mathrm{𝟏𝟎𝟎}+\|\mathrm{𝟎𝟏𝟎}+\|\mathrm{𝟎𝟎𝟏}`$ where boldface denotes a triplet of 0’s or 1’s. It is clear that these code words are invariant under exchange of electrons within the 3-qubit triples (1,2,3), (4,5,6), or (7,8,9). To see what happens when electrons in different triplets are exchanged, consider the exchange $`E_{34}`$ acting on $`\|c_0`$. This yields $`\|\mathrm{000\hspace{0.17em}000\hspace{0.17em}000}+\|\mathrm{001\hspace{0.17em}011\hspace{0.17em}111}+\|\mathrm{110\hspace{0.17em}100\hspace{0.17em}111}+\|\mathrm{111\hspace{0.17em}111\hspace{0.17em}000}`$ so that (3.3a) $`E_{34}\|c_0`$ $`=`$ $`\|c_0+Z_2\|c_0+\|\mathrm{001\hspace{0.17em}011\hspace{0.17em}111}+\|\mathrm{110\hspace{0.17em}100\hspace{0.17em}111}`$ (3.3b) $`E_{34}\|c_1`$ $`=`$ $`\|c_1Z_2\|c_1+\|\mathrm{110\hspace{0.17em}100\hspace{0.17em}000}+\|\mathrm{001\hspace{0.17em}011\hspace{0.17em}000}`$ If $`\|\psi =a\|c_0+b\|c_1`$ is a superposition of code words, $`E_{34}\|\psi =\frac{1}{2}\left(\|\psi +Z_8\|\stackrel{~}{\psi }\right)+\frac{1}{\sqrt{2}}\|\gamma `$ where $`\|\stackrel{~}{\psi }=a\|c_0b\|c_1`$ differs from $`\psi `$ by a “phase error” on the code words and $`\|\gamma `$ is orthogonal to the space of codewords and single bit errors. Thus, this code cannot reliably distinguish between an exchange error $`E_{34}`$ and a phase error on any of the last 3 bits. This problem occurs because if one tries to write $`E_{34}\|c_0=\alpha \|c_0+\beta \|d_0`$ with $`\|d_0`$ orthogonal to $`\|c_0`$, then one can not also require that $`\|d_0`$ be orthogonal to $`\|c_1`$. ### 3.2. Conditions for error correction Before discussing specific codes for correcting exchange errors, we first review some of the basic principles of error correction. In order to be able to correct a given class of errors, we identify a set of basic errors $`\{e_p\}`$ in terms of which all other errors can be written as linear combinations. In the case of unitary transformations on single bit, or one-qubit errors, this set usually consists of $`X_k,Y_k,Z_k(k=1\mathrm{}n)`$ where $`n`$ is the number of qubits in the code and $`X_k,Y_k,Z_k`$ now denote $`III\mathrm{}\sigma _p\mathrm{}I`$ where $`\sigma _p`$ denotes one of the three Pauli matrices acting on qubit-k. If we let $`e_0=I`$ denote the identity, then a sufficient condition for error correction is (3.4) $`e_pC_i\|e_qC_j=\delta _{ij}\delta _{pq}`$ However, (3.4) can be replaced \[CDSW, 4, 9\] by the weaker condition (3.5) $`e_pC_i\|e_qC_j=\delta _{ij}d_{pq}.`$ where the matrix $`D`$ with elements $`d_{pq}`$ is independent of $`i,j`$. When considering Pauli exchange errors, it is natural to seek codes which are invariant under some subset of permutations. This is clearly incompatible with (3.4) since some of the exchange errors will then satisfy $`E_{jk}\|C_i=\|C_i`$. Hence we will need to use (3.5). The most common code words have the property that $`\|C_1`$ can be obtained from $`\|C_0`$ by exchanging all 0’s and 1’s. For such codes, it is not hard to see that $`C_1\|Z_kC_1=C_0\|Z_kC_0`$ which is consistent with (3.5) if and only if it is identically zero. Hence even when using (3.5) rather than (3.4) it is necessary to require (3.6) $`C_1\|Z_kC_1=C_0\|Z_kC_0=0`$ when the code words have this type of $`01`$ duality. If the basic error set has size $`N`$ (i.e., $`p=0,1\mathrm{}N1`$), then a two-word code requires codes which lie in a space of dimension at least $`2N`$. For the familiar case of single-bit errors $`N=3n+1`$ and, since an n-bit code word lies in a space of dimension $`2^n`$, any code must satisfy $`3n+1<2^{n1}`$ or $`n5`$. There are $`n(n1)/2`$ possible single exchange errors compared to $`9n(n1)/2`$ two-bit errors of all types. Thus, similar dimension arguments would imply that codes which can correct all one- and two-bit errors must satisfy $`2N=9n(n1)+2(3n+1)2^n`$ or $`n10`$. The shortest code known which can do this has n = 11. We will see that, not surprisingly, correcting both one-bit and Pauli exchange errors, can be done with shorter codes than required to correct all two-bit errors. However, the dimensional analysis above need not yield the best bounds when exchange errors are involved. Consider the simple code $`\|C_0=\|000,\|C_1=\|111`$ which is optimal for single bit flips (but can not correct phase errors). In this case $`N=n+1`$ and $`n=3`$ yields equality in $`2(n+1)2^n`$. But, since this code is invariant under permutations, the basic error set can be expanded to include all 6 exchange errors $`E_{jk}`$ for a total of $`N=10`$ without increasing the length of the code words. ### 3.3. Permutationally invariant codes We now present a 9-bit code code which can handle both Pauli exchange errors and all one-bit errors. It is based on the realization that codes which are invariant under permutations are impervious to Pauli exchange errors. Let (3.7a) $`\|C_0`$ $`=`$ $`\|\mathrm{000\hspace{0.17em}000\hspace{0.17em}000}+{\displaystyle \frac{1}{\sqrt{28}}}{\displaystyle \underset{𝒫}{}}\|\mathrm{111\hspace{0.17em}111\hspace{0.17em}000}`$ (3.7b) $`\|C_1`$ $`=`$ $`\|\mathrm{111\hspace{0.17em}111\hspace{0.17em}111}+{\displaystyle \frac{1}{\sqrt{28}}}{\displaystyle \underset{𝒫}{}}\|\mathrm{000\hspace{0.17em}000\hspace{0.17em}111}`$ where $`_𝒫`$ denotes the sum over all permutations of the indicated sequence of 0’s and 1’s and it is understood that we count permutations which result in identical vectors only once. This differs from the 9-bit Shor code in that all permutations of $`\|\mathrm{111\hspace{0.17em}111\hspace{0.17em}000}`$ are included, rather than only three. The normalization of the code words is $$C_i\|C_i=1+\frac{1}{28}\left(\genfrac{}{}{0pt}{}{9}{3}\right)=4.$$ The coefficient $`1/\sqrt{28}`$ is needed to satisfy (3.6). Simple combinatorics implies $`C_i\|Z_kC_i=(1)^i\left[1{\displaystyle \frac{1}{3}}\left({\displaystyle \genfrac{}{}{0pt}{}{9}{3}}\right){\displaystyle \frac{1}{28}}\right]=0.`$ Moreover, (3.8) $`Z_kC_i\|Z_{\mathrm{}}C_i=1+\delta _k\mathrm{}\left({\displaystyle \genfrac{}{}{0pt}{}{9}{3}}\right){\displaystyle \frac{1}{28}}=1+3\delta _k\mathrm{}.`$ The second term in (3.8) is zero when $`k\mathrm{}`$ because of the fortuitous fact that there are exactly the same number of positive and negative terms. If, instead, we had used all permutations of $`\kappa `$ 1’s in $`n`$ qubits, this term would be $`{\displaystyle \frac{(n2\kappa )^2n}{n(n1)}}\left({\displaystyle \genfrac{}{}{0pt}{}{n}{\kappa }}\right)`$ when $`k\mathrm{}`$. Since all components of $`\|C_0`$ have $`0`$ or $`6`$ bits equal to 1, any single bit flip acting on $`\|C_0`$, will yield a vector whose components have $`1,5`$, or $`7`$ bits equal to 1 and is thus orthogonal to $`\|C_0`$, to $`\|C_1`$, to a bit flip acting on $`\|C_1`$ and to a phase error on either $`\|C_0`$ or $`\|C_1`$. Similarly, a single bit flip on $`\|C_1`$ will yield a vector orthogonal to $`\|C_0`$, to $`\|C_1`$, to a bit flip acting on $`\|C_0`$ and to a phase error on $`\|C_0`$ or $`\|C_1`$. This suffices to ensure that (3.4), and hence (LABEL:err.holds), holds if $`e_p`$ is $`I`$ or some $`Z_k`$ and $`e_q`$ is one of the $`X_{\mathrm{}}`$ or $`Y_{\mathrm{}}`$. However, single bit flips on a given code word need not be mutually orthogonal. To find $`X_kC_i\|X_{\mathrm{}}C_i`$ when $`k\mathrm{}`$, consider (3.9) $`X_k(\nu _1\nu _2\mathrm{}\nu _9)\|X_{\mathrm{}}(\mu _1\mu _2\mathrm{}\mu _9).`$ where $`\nu _i,\mu _i`$ are in $`0,1`$. This will be nonzero only when $`\nu _k=\mu _{\mathrm{}}=0,\nu _{\mathrm{}}=\mu _k=1`$ or $`\nu _k=\mu _{\mathrm{}}=1,\nu _{\mathrm{}}=\mu _k=0`$ and the other $`n2`$ bits are equal. From $`_𝒫`$ with $`\kappa `$ of $`n`$ bits equal to 1, there are $`2\left(\genfrac{}{}{0pt}{}{n2}{\kappa 1}\right)`$ such terms. Thus, for the code (3.7), there are 42 such terms which yields an inner product of $`\frac{42}{28}=\frac{3}{2}`$ when $`k\mathrm{}`$. We similarly find that $$Y_kC_i\|X_{\mathrm{}}C_i=iX_kZ_kC_i\|X_{\mathrm{}}C_i=0\text{for all}k\mathrm{}$$ because exactly half of the terms analogous to (3.9) will occur with a positive sign and half with a negative sign, yielding a net inner product of zero. We also find $$Y_kC_i\|X_kC_i=iX_kZ_kC_i\|X_kC_i=iZ_kC_i\|C_i=0$$ so that $$Y_kC_i\|X_{\mathrm{}}C_i=0\text{for all}k,\mathrm{}.$$ These results imply that (3.5) holds and that the matrix $`D`$ is block diagonal with the form (3.14) $`D=\left(\begin{array}{cccc}D_0& 0& 0& 0\\ 0& D_X& 0& 0\\ 0& 0& D_Y& 0\\ 0& 0& 0& D_Z\end{array}\right)`$ where $`D_0`$ is the $`37\times 37`$ matrix corresponding to the identity and the 36 exchange errors, and $`D_X,D_Y,D_Z`$ are $`9\times 9`$ matrices corresponding respectively to the $`X_k,Y_k,Z_k`$ single bit errors. One easily finds that $`d_{pq}^0=4`$ for all $`p,q`$ so that $`D_0`$ is is a multiple of a one-dimensional projection. The $`9\times 9`$ matrices $`D_X,D_Y,D_Z`$ all have $`d_{kk}=4`$ while for $`k\mathrm{}`$, $`d_k\mathrm{}=3/2`$ in $`D_X`$ and $`D_Y`$ but $`d_k\mathrm{}=1`$ in $`D_Z`$. Orthogonalization of this matrix is straightforward. Since $`D`$ has rank $`28=39+1`$, we are using only a $`54<2^6`$ dimensional subspace of our $`2^9`$ dimension space. The simplicity of codes which are invariant under permutations makes them attractive. However, there are few such codes. All code words must have the form (3.15) $`{\displaystyle \underset{\kappa =0}{\overset{n}{}}}a_\kappa {\displaystyle \underset{𝒫}{}}\|\underset{\kappa }{\underset{}{1\mathrm{}1}}\underset{n\kappa }{\underset{}{0\mathrm{}0}}.`$ Condition (3.5) places some severe restrictions on the coefficient $`a_\kappa .`$ For example, in (3.7) only $`a_0`$ and $`a_6`$ are non-zero in $`\|C_0`$ and only $`a_3`$ and $`a_9`$ in $`\|C_1`$. If we try to change this so that $`a_0`$ and $`a_3`$ are non-zero in $`\|C_0`$, i.e., (3.16a) $`\|C_0`$ $`=`$ $`a_0\|\mathrm{000\hspace{0.17em}000\hspace{0.17em}000}+a_3{\displaystyle \underset{𝒫}{}}\|\mathrm{111\hspace{0.17em}000\hspace{0.17em}000}`$ (3.16b) $`\|C_1`$ $`=`$ $`a_9\|\mathrm{111\hspace{0.17em}111\hspace{0.17em}111}+a_6{\displaystyle \underset{𝒫}{}}\|\mathrm{000\hspace{0.17em}111\hspace{0.17em}111}`$ then it is not possible to satisfy (3.6). The 5-bit error correction code in does not have the permutationally invariant form (3.15) because the code words include components of the form $`_𝒫\pm \|11000`$, i.e., not all terms in the sum have the same sign. The non-additive 5-bit error detection code in also requires changes in the $`_𝒫\pm \|10000`$ term. Since such sign changes seem needed to satisfy (3.6), one would not expect that 5-bit codes can handle Pauli exchange errors. In fact, Rains has shown that the 5-bit error correction code is essentially unique, which implies that no 5-bit code can correct both all 1-bit errors and exchange errors. In the possibility of 7-bit codes of the form (3.16) was raised. However, Wallach has obtained convincing evidence that no permutationally invariant 7-bit code can correct all one-qubit errors. ### 3.4. Proposal for a new class of codes Permutational invariance, which is based on a one-dimensional representation of the symmetric group, is not the only approach to exchange errors. Our analysis of (3.2a) suggests a construction which we first describe in over-simplified form. Let $`\|c_0,\|d_0,\|c_1,\|d_1`$ be four mutually orthogonal n-bit vectors such that $`\|c_0,\|c_1`$ form a code for one-bit errors and $`\|c_0,\|d_0`$ and $`\|c_1,\|d_1`$ are each bases of a two-dimensional representation of the symmetric group $`S_n`$. If $`\|d_0`$ and $`\|d_1`$ are also orthogonal to one-bit errors on the code words, then this code can correct Pauli exchange errors as well as one-bit errors. If, in addition, the vectors $`\|d_0,\|d_1`$ also form a code isomorphic to $`\|c_0,\|c_1`$ in the sense that the matrix $`D`$ in (3.5) is identical for both codes, then the code should also be able to correct products of one-bit and Pauli exchange errors. However, applying this scheme to an n-bit code requires a non-trivial irreducible representation of $`S_n`$ of which the smallest has dimension $`n1`$. Thus we will seek a set of $`2(n1)`$ mutually orthogonal vectors denoted $`\|C_0^m,\|C_1^m(m=1\mathrm{}n1)`$ such that $`\|C_0^1,\|C_1^1`$ form a code for one bit errors and $`\|C_0^m(m=1\mathrm{}n1)`$ and $`\|C_1^m(m=1\mathrm{}n1)`$ each form basis of the same irreducible representation of $`S_n`$. Such code will be able to correct all errors which permute qubits; not just single exchanges. If, in addition, (3.5) is extended to (3.17) $`e_pC_i^m\|e_qC_j^m^{}=\delta _{ij}\delta _{mm^{}}d_{pq}`$ with the matrix $`D=\{D_{pq}\}`$ independent of both $`i`$ and $`m`$, then this code will also be able to correct products of one bit errors and permutation errors. In the construction proposed above, correction of exchange and one-bit errors would require a space of dimension $`2(n1)(3n+1)2^n`$ or $`n9`$. If codes satisfying (3.17) exist, they could correct all permutation errors as well as products of permutations and one-bit errors (which includes a very special subclass of 3-bit errors and even a few higher ones). Thus exploiting permutational symmetry may yield powerful new codes. In some sense, the strategy proposed here is the opposite of that of Section 3.3 (despite the fact that both are based on representations of $`S_n`$). In Section 3.3 we sought code words with the maximum symmetry of being invariant under all permutatations. Now, we seek instead, a pair of dual code words $`\|C_0^1,\|C_1^1`$ with “minimal” symmetry in the sense that a set of generators of $`S_n`$ acting on each of these code words yields an orthogonal basis for a non-trivial irreducible representation of $`S_n`$. If the code words $`\|C_0^m,\|C_1^mn=2\mathrm{}n1`$ can be obtained in this way, then each pair should also be a single-bit error correction code, as desired. ### 3.5. Non-additive codes Most existing codes used for quantum error correction are obtained by a process through which the codes can be described in terms of a subgroup, called the stabilizer, of the error group. Such codes are called “stabilizer codes” or “additive codes”. In an example of a non-additive 5-bit code was given, establishing the existence of non-additive codes. However, this was only an error detection code and, hence, less powerful than the 5-bit error correction code obtained using the stabilizer formalism. Subsequently, V. P. Roychowdhury and F. Vatan showed that many non-additive codes exist; however, it was not clear how useful such codes might be. H. Pollatsek has pointed out that the 9-qubit code (3.7) is a non-additive code. This establishes that non-additive codes may well have an important role to play in quantum error correction, particularly in situations in which exchange errors and permutational symmetry are important. Her argument is based on the observation that the set of vectors which occur in each $`_𝒫`$ in (3.7) spans the vector space of binary 9-tuples $`𝐙_2^9`$. More generally let $`\mathrm{\Gamma }_{\kappa ,n}`$ denote the set of all vectors $`𝐚=(a_1,a_2,\mathrm{}a_n)`$ in $`𝐙_2^n`$ with precisely $`\kappa `$ of the $`a_j`$ taking the value $`1`$ and $`n\kappa `$ the value $`0`$ as in (3.15). Then span$`\{\mathrm{\Gamma }_{\kappa ,n}\}=𝐙_2^n`$ if $`\kappa 0,n`$. By definition, an additive (or stabilizer) code forms an eigenspace for an abelian subgroup $`S`$ of the error group $`E=\{i^{\mathrm{}}X(𝐚)Z(𝐛):𝐚,𝐛𝐙_2^9\}`$. When the stabilizer $`S`$ consists of only the scalar multiples of the identity $`I`$, then the corresponding eigenspace is all of $`𝐂^{2^9}`$. Consequently, to show that (3.7) is not a stabilizer code, it suffices to show that no vector of the subspace spanned by the codewords $`\|C_0`$ and $`\|C_1`$ can be an eigenvector for an element of $`E`$ other than $`I`$. The image of $`\|C_0`$ under $`X(a)Z(b)`$ is (3.18) $`X(𝐚)Z(𝐛)\|C_0=\|𝐚+{\displaystyle \frac{1}{\sqrt{28}}}{\displaystyle \underset{𝐯\mathrm{\Gamma }_{6,9}}{}}(1)^{𝐛𝐯}\|𝐯+𝐛.`$ If $`X(𝐚)Z(𝐛)\|C_0=\lambda \|C_0`$, we must have $`𝐚=(\mathrm{000\hspace{0.17em}000\hspace{0.17em}000})`$ which implies $`X(𝐚)=I`$, and $`𝐛𝐯=0`$ for every $`𝐯\mathrm{\Gamma }_{6,9}`$. But since (as noted above) $`\mathrm{\Gamma }_{6,9}`$ spans $`𝐙_2^9`$ this implies that $`𝐛`$ is orthogonal to all of $`𝐙_2^9`$, which implies $`𝐛=(\mathrm{000\hspace{0.17em}000\hspace{0.17em}000})`$ so that $`Z(𝐛)=I`$ as well. Thus, since any element of $`E`$ can be written as a multiple of $`X(𝐚)Z(𝐛)`$, the stabilizer $`S`$ contains only multiples of the identity. ## 4. Conclusion Although codes which can correct Pauli exchange errors will be larger than the minimal 5-qubit codes obtained for single-bit error correction, this may not be a serious drawback. For implementations of quantum computers which have a grid structure (e.g., solid state or optical lattices) it may be natural and advantageous to use 9-qubit codes which can be implemented in $`3\times 3`$ blocks. (See, e.g., .) However, codes larger than 9-bits may be impractical for a variety of reasons. Hence it is encouraging that both the code in section 3.3 and the construction proposed in section 3.4 do not require $`n>9`$. It may be worth investigating whether or not the codes proposed here can be used advantageously in combination with other schemes, particularly those based on hierarchical nesting. Since the code in sections 3.3 and 3.4 can already handle some types of multiple errors, concatenation of one of these 9-bit codes with itself will contain some redundancy and concatenation with a 5-bit code may be worth exploring. Indeed, when exchange correlations are the prime mechanism for multi-bit errors, the need for repeated concatenation may be significantly reduced. Construction of codes of the type proposed in Section 3.4 remains a significant challenge. However, development of such new methods of may be precisely what is needed to obtain codes powerful enough to correct multi-qubit errors efficiently, without the large size drawback of codes based on repeated concatenation. Acknowledgment It is a pleasure to thank Professor Eric Carlen for a useful comment which started my interest in exchange interactions, Professor Chris King for several helpful discussions and comments on earlier drafts, Professor Harriet Pollatsek for additional comments, discussions and permission to include her observations about the non-additivity of the 9-bit code presented here, Professor Nolan Wallach for communications about 7-bit codes, and the five anonymous referees of Physical Review Letters for their extensive commentary on .
warning/0006/cond-mat0006292.html	ar5iv	text	# Macroscopic quantum coherence in antiferromagnetic molecular magnets ## I Introduction In recent years, owing mainly to the rapid advances both in new technologies of miniaturization and in highly sensitive SQUID magnetometry, there have been considerable theoretical and experimental studies carried out on the nanometer-scale magnets which have been identified as candidates for the observation of macroscopic quantum phenomena (MQP) such as the tunneling of the spin out of metastable potential minimum through the classically impenetrable barrier to a stable one, i.e., macroscopic quantum tunneling (MQT), or, more strikingly, macroscopic quantum coherence (MQC), where the spin coherently oscillates between energetically degenerate easy directions over many periods. In the semiclassical spin-coherent-state path-integral theory , MQC is connected with the presence of a topological term in the Euclidean action $`S_E(\theta ,\varphi )`$ arising from the nonorthogonality of spin coherent states, which is called Berry phase or the Wess-Zumino, Chern-Simons term: $`iS\underset{\frac{T}{2}}{\overset{+\frac{T}{2}}{}}(1\mathrm{cos}\theta )\dot{\varphi }\left(\tau \right)𝑑\tau `$, where $`S`$ is the whole spin of the system, $`(\theta ,\varphi )`$ are polar and azimuthal spin angles, repectively. One of the manifestations of MQC is the ground-state tunnel splitting of magnetic systems. In the absence of an external magnetic field, it has been theoretically demonstrated that the ground-state tunnel splitting is completely suppressed to zero for the half-integer total spin ferromagnets or antiferromagnets with biaxial crystal symmetry , resulting from the destructive interference of the Berry phase in the Euclidean action between the symmetry-related tunneling paths connecting two classically degenerate minima. Such destructive interference effect for half-integer spins is known as the topological quenching. But for the integer spins, the quantum interference between topologically different tunneling paths is constructive, and therefore the ground-state tunnel splitting is nonzero. While such spin-parity effects are sometimes related to Kramers degeneracy, they typically go beyond this theorem in rather unexpected ways. In the presence of an external magnetic field, as pointed out by Garg , the ground-state tunnel splitting can oscillate as a function of the field which is applied along its hard anisotropy axis in ferromagnets with biaxial crystal symmetry, and vanishes at certain values. This prediction is confirmed in one recent experiment carried out by Wernsdorfer and Sessoli . They developed a new technique to measure the very small tunnel splitting on the order of $`10^8`$K in ferromagnetic molecular Fe<sub>8</sub> clusters. Indeed, they observed a clear oscillation of the tunnel splitting as a function of the magnetic field applied along the hard anisotropy axis, which is direct evidence of the role of the topological spin phase (Berry phase) in the spin dynamics of these molecules. Although this field induced oscillation’s behaviour is investigated in great detail in ferromagnetic systems now , it is still less understood in antiferromagnetic molecular magnets such as Fe<sub>10</sub>, Fe<sub>6</sub>, V<sub>8</sub>, and antiferromagnetic ferritin . Golyshev and Popkov first studied MQC in a uniaxial antiferromagnetic fine particle in the presence of magnetic field , and found similar oscillation behavior. But they only calculated the Wentzel-Kramers-Brillouin (WKB) exponent in weak field approximation, and paid no attention to its preexponential factor. Later, in 1998, Chiolero and Loss considered the oscillation’s properties of a ringlike molecular magnet using an anisotropic nonliner $`\sigma `$ model (NLsM) . In addition to the usual topological spin phase (Berry phase) term, they found a new quantum phase arising from fluctuations which is never seen in ferromagnetic molecular magnets. It is really a striking quantum property in antiferromagnetic molecular magnets. Unfortunately, the fundamental physics of this novel quantum phase is less explored so far. In this paper, We would like to study the MQC of a biaxial symmetry antiferromagnetic molecular magnet based on the two-sublattice model . By applying the instanton technique in the spin-coherent-state path-integral representation , we obtain the rigorous instanton solutions and calculate both the WKB exponent and preexponential factor in the ground-state tunnel splitting. We will show that the quantum fluctuations around the classical paths can not only induce a new quantum phase previously reported by Chiolero and Loss , but also have great influence on the intensity of the ground-state tunnel splitting. Those features clearly have no analogue in the ferromagnetic molecular magnets. We suggest that they may be universal behaviors in all antiferromagnetic molecular magnets. Due to the instanton methods are semiclassical in nature, i.e., valid in large spins and in continuum limit, we perform exact diagonalization calculations and find that they agree well with the analytical results. ## II Instanton calculations for spin-coherent-state path integrals We consider the ring-like antiferromagnetic molecular magnets(i.e. Fe<sub>10</sub>, Fe<sub>6</sub> and V<sub>8</sub>) composed of $`N=2n`$ spins $`s`$ regularly spaced on a circle lying in the $`xy`$-plane with an antiferromagnetic exchange interaction between them . In general, the crystalline anisotropy at each site has biaxial symmetry. As usually for antiferromagnets , we decompose the local spins into the two magnetic sublattices: $`\stackrel{}{S}_1`$ and $`\stackrel{}{S}_2`$ with the same spin value $`S=ns.`$ Then, the molecular magnet in an external magnetic field $`\stackrel{}{H}`$ acting along its hard anisotropy axis can be described by a spin Hamiltonian of the type $``$ $`=`$ $`j\stackrel{}{S}_1\stackrel{}{S}_2+\left(k_1\widehat{S}_{1z}^2+k_2\widehat{S}_{1y}^2g\mu _BH\widehat{S}_{1z}\right)+`$ (2) $`\left(k_1\widehat{S}_{2z}^2+k_2\widehat{S}_{2y}^2g\mu _BH\widehat{S}_{2z}\right),`$ where $`g`$ is the landé factor, and $`\mu _B`$ is the Bohr magneton. $`k_1>k_2>0`$ are the crystalline anisotropy coefficients, and we take the easy, medium, and hard axes as x, y, and z respectively for each sublattice. $`j`$ is the exchange energy. In accordance with experimental results it will be assumed that $`j`$ $`k_1,k_2`$ for the strong antiferromagnetic coupling. Note that our two-sublattice configuration is only valid for the magnetic field $`HH_a`$. Here, $`H_a=\frac{2jS}{g\mu _B}`$ is the critical field at which the strong antiferromagnetic exchange interaction $`j\stackrel{}{S}_1\stackrel{}{S}_2`$ is comparable to the Zeeman term $`g\mu _BH(\widehat{S}_{1z}+\widehat{S}_{2z})`$. In the semiclassical approach , in order to obtain the ground-state tunnel splitting, one should compute the imaginary-time propagator in the spin-coherent-state representation: $`\widehat{n}_f\left\|exp\left[T\right]\right\|\widehat{n}_i`$ (3) $`=`$ $`{\displaystyle 𝒟\mathrm{\Omega }\mathrm{exp}\left(S_E\right)}`$ (4) $`=`$ $`{\displaystyle 𝒟\{\theta _1\}𝒟\{\theta _2\}𝒟\{\varphi _1\}𝒟\{\varphi _2\}\mathrm{exp}\left(𝑑\tau \right)}`$ (5) over all trajectories which connect the initial state $`\widehat{n}_i`$ to the final state $`\widehat{n}_f`$. Here $`\theta _j`$, $`\varphi _j`$ $`(j=1,2)`$ are the polar and azimuthal angles of each sublattice spin vector, the Lagrangian $``$ include two parts : $$_0=\underset{j=1,2}{}iS(1\mathrm{cos}\theta _j)\dot{\varphi }_j\left(\tau \right)$$ (6) and $`_1`$ $`=`$ $`J\left[1+\mathrm{cos}\theta _1\mathrm{cos}\theta _2+\mathrm{sin}\theta _1\mathrm{sin}\theta _2\mathrm{cos}\left(\varphi _1\varphi _2\right)\right]`$ (9) $`+{\displaystyle \underset{j=1,2}{}}\left(K_1\mathrm{cos}^2\theta _j+K_2\mathrm{sin}^2\theta _j\mathrm{sin}^2\varphi _j\right)`$ $`{\displaystyle \underset{j=1,2}{}}g\mu _BSH\mathrm{cos}\theta _j,`$ corresponding to the Berry phase term and the total Euclidean energy term $`E(\theta _1,\varphi _1,\theta _2,\varphi _2)`$. Here, we have introduced $`K_1=k_1S^2`$, $`K_2=k_2S^2`$, and $`J=jS^2`$. All terms in (9) are of apparent physical meaning. The first term is the exchange interaction energy, the second term is magnetic anisotropy energy and the third term is Zeeman energy. The dominant contribution to the imaginary-time propagator comes from finite action solutions of the Euler-Lagrange equations of motion (instatons), which can be expressed as $`{\displaystyle \frac{\delta S_E}{\delta \overline{\theta }_j}}`$ $`=`$ $`0,`$ (10) $`{\displaystyle \frac{\delta S_E}{\delta \overline{\varphi }_j}}`$ $`=`$ $`0,`$ (11) where $`\overline{\theta }_j`$, $`\overline{\varphi }_j`$ $`(j=1,2)`$ denote the classical paths. According to the instanton technique in the spin-coherent-state path-integral representation , the instanton’s contribution to the tunnel splitting $`\mathrm{\Delta }`$ (not including the geometric phase factor generated by the Berry phase term in the Euclidean action) is given by $$\mathrm{\Delta }=p_0\omega _p\left(\frac{S_{cl}}{2\pi }\right)^{1/2}e^{S_{cl}},$$ (12) where $`\omega _p`$ is the small-angle precession or oscillation frequency in the well, and $`S_{cl}`$ is the classical action or the WKB exponent determined by Eqs. (10) and (11). The preexponential factor $`p_0`$ originates from the quantum fluctuations around the classical paths, which can be evaluated by expanding the Euclidean action to second order in the small fluctuations. ### 1 Wentzel-Kramers-Brillouin exponent In our case, only low-energy trajectories with almost antiparallel $`\stackrel{}{S}_1`$ and $`\stackrel{}{S}_2`$ contribute the path integral. It is therefore, safe to say that tunneling of $`\stackrel{}{S}_2`$ follows tunneling of $`\stackrel{}{S}_1`$ . For that reason we can replace $`\theta _2`$ and $`\varphi _2`$ by $`\pi \theta _1+\epsilon _\theta `$ and $`\pi +\varphi _1\epsilon _\varphi `$ respectively (with $`\left\|\epsilon _\theta \right\|,\left\|\epsilon _\varphi \right\|1`$) in $`.`$ In the new coordinates, the imaginary-time propagator of the system can be represented as $`{\displaystyle }𝒟\{\epsilon _\theta \}𝒟\{\epsilon _\varphi \}{\displaystyle }𝒟\{\theta _1\}𝒟\{\varphi _1\}\times `$ (13) $`\mathrm{exp}\left({\displaystyle 𝑑\tau (\theta _1,\varphi _1,\epsilon _\theta ,\epsilon _\varphi )}\right).`$ (14) By simple algebra, up to the second order approximation about $`\epsilon _\theta `$ and $`\epsilon _\varphi `$, we obtain $``$ $`=`$ $`i2S\dot{\varphi }+2\left(K_1\mathrm{cos}^2\theta +K_2\mathrm{sin}^2\theta \mathrm{sin}^2\varphi \right)`$ (20) $`+(iS\dot{\varphi }\mathrm{sin}\theta K_1\mathrm{sin}2\theta `$ $`+K_2\mathrm{sin}2\theta \mathrm{sin}^2\varphi g\mu _BSH\mathrm{sin}\theta \epsilon _\theta )`$ $`+\left(K_2\mathrm{sin}^2\theta \mathrm{sin}2\varphi \right)\epsilon _\varphi `$ $`+iS\left[\left(1+\mathrm{cos}\theta \right)\mathrm{sin}\theta \epsilon _\theta \right]\dot{\epsilon }_\varphi `$ $`+\left(A_{\theta \theta }\epsilon _\theta ^2+A_{\theta \varphi }\epsilon _\theta \epsilon _\varphi +A_{\varphi \varphi }\epsilon _\varphi ^2\right),`$ where $`A_{\theta \theta }`$ $`=`$ $`i{\displaystyle \frac{S}{2}}\mathrm{cos}\theta \dot{\varphi }+{\displaystyle \frac{J}{2}}K_1\mathrm{cos}2\theta `$ (22) $`+K_2\mathrm{cos}2\theta \mathrm{sin}^2\varphi {\displaystyle \frac{g\mu _BSH}{2}}\mathrm{cos}\theta ,`$ $`A_{\theta \varphi }`$ $`=`$ $`K_2\mathrm{sin}2\theta \mathrm{sin}2\varphi ,`$ (23) $`A_{\varphi \varphi }`$ $`=`$ $`{\displaystyle \frac{J}{2}}\mathrm{sin}^2\theta +K_2\mathrm{sin}^2\theta \mathrm{cos}2\varphi .`$ (24) In Eqs. (20) and (24), we have dropped the subscript of $`\theta _1`$ and $`\varphi _1`$ for clarity. Upon Gaussian integrating (14) over $`\epsilon _\theta `$ and $`\epsilon _\varphi `$ one can obtain the following effective Lagrangian $`_{eff}`$ $`=`$ $`i2S\dot{\varphi }+2\left(K_1\mathrm{cos}^2\theta +K_2\mathrm{sin}^2\theta \mathrm{sin}^2\varphi \right)+`$ (26) $`{\displaystyle \frac{S^2}{2J}}\left[\mathrm{sin}^2\theta \left(\dot{\varphi }ig\mu _BH\right)^2+\dot{\theta }^2\right].`$ Note that magnetic field enters only through the last term in Eq. (26) and has no influence on the tunneling barrier. Because of the condition $`K_1>K_2,`$ the equilibrium orientations of $`\stackrel{}{S}_1`$ are $`(\theta ,\varphi )=(\frac{\pi }{2},0)`$ and $`(\frac{\pi }{2},\pi )`$ which correspond to two degenerate classical minima of the energy, $`E=0`$. It is obvious from symmetry that there are two different type instanton trajectories of opposite windings around hard anisotropy axis. We denote them as $`\pm `$ instantons: $$\varphi =0\varphi =\pm \pi /2\varphi =\pm n\pi \left(n=1,3,5,\mathrm{}\right).$$ (27) To execute the first, we should seek the classical path(or paths) $`\mathrm{\Omega }_{cl}\left(\tau \right)=(\overline{\theta }\left(\tau \right),\overline{\varphi }\left(\tau \right))`$ connecting the two minima, that minimizes the action $`S_E=𝑑\tau _{eff}`$. This path satisfies the Euler-Lagrange equations of motion (see also Eqs. (10) and (11)) $$\frac{d}{d\tau }\left(\frac{_{eff}}{\dot{\mathrm{\Omega }}_{cl}\left(\tau \right)}\right)\frac{_{eff}}{\mathrm{\Omega }_{cl}\left(\tau \right)}=0.$$ (28) Substituting the effective Lagrangian into Eq. (28), we obtain $`{\displaystyle \frac{d}{d\tau }}\left[{\displaystyle \frac{S^2}{J}}{\displaystyle \frac{d\overline{\theta }}{d\tau }}\right]`$ (29) $`=`$ $`\left(2K_1+2K_2\mathrm{sin}^2\overline{\varphi }\right)\mathrm{sin}2\overline{\theta }`$ (33) $`+{\displaystyle \frac{S^2}{2J}}\mathrm{sin}2\overline{\theta }\left({\displaystyle \frac{d\overline{\varphi }}{d\tau }}ig\mu _BH\right)^2`$ $`{\displaystyle \frac{d}{d\tau }}\left[{\displaystyle \frac{S^2}{J}}\mathrm{sin}^2\overline{\theta }\left({\displaystyle \frac{d\overline{\varphi }}{d\tau }}ig\mu _BH\right)\right]`$ $`=`$ $`2K_2\mathrm{sin}^2\overline{\theta }\mathrm{sin}2\overline{\varphi }.`$ (34) Consequently, a quasiclassical tunneling of $`\stackrel{}{S}_1`$ may occur in $`xy`$-plane $`\overline{\theta }=\frac{\pi }{2}`$, and then, Eq. (34) reduces to sine-Gordon equation, $$2\frac{d^2}{d\tau ^2}\overline{\varphi }=\omega _1^2\mathrm{sin}2\overline{\varphi },$$ (35) or equivalently $$\frac{d\overline{\varphi }}{d\tau }=\omega _1\mathrm{sin}\overline{\varphi },$$ (36) where $`\omega _1=\left(\frac{4JK_2}{S^2}\right)^{1/2}`$. Under the boundary conditions in which the classical path approach the two minima as $`\tau \pm \mathrm{}`$, we obtain an exact solution of this equation , $$\overline{\varphi }\left(\tau \right)=2\mathrm{arctan}\left(\mathrm{exp}\left(\omega _1\tau \right)\right).$$ (37) It is easily verified that $`\overline{\varphi }0,\pi `$, as $`\tau \pm \mathrm{}`$. The corresponding classical action, i.e., the WKB exponent in the rate of quantum tunneling at finite magnetic field, can be evaluated by integrating the Euclidean action with above classical trajectories, and the result is found to be $$S_{cl}^\pm =ReS_{cl}\pm iImS_{cl},$$ (38) with $`ReS_{cl}`$ $`=`$ $`4S\left({\displaystyle \frac{K_2}{J}}\right)^{1/2},`$ (39) $`ImS_{cl}`$ $`=`$ $`2\pi S\left(1{\displaystyle \frac{H}{H_a}}\right),`$ (40) where the positive and negative sign in Eq. (38) are corresponding to $`\pm `$ instantons, respectively. It is clearly seen from Eqs. (39) and (40), the classical action has two unusual features in the presence of magnetic field. First of all, the real part of action has no dependence on the magnetic field and is determined by material parameters of the system only. This feature is quite different from that in ferromagnetic molecular magnets, and can be understood easily from Eq. (26), since the tunneling barrier remains unchanged under the magnetic field. Further, as shown from Eq. (40), if we ignore the contribution from quantum fluctuations around the classical paths, the ground-state tunnel splitting which is proportional to $`\mathrm{exp}(ReS_{cl})\left\|\mathrm{cos}(ImS_{cl})\right\|`$ oscillates as the field $`H`$ is increased, and the tunneling is thus quenched whenever $$H=\frac{\left(2Sn1/2\right)}{2S}H_a,$$ (41) where $`n=0,1,2,\mathrm{}`$. It is interesting to note that this result agrees well with Eq. (26) in Ref. found by Garg for ferromagnetic molecular Fe<sub>8</sub> clusters if one makes the replacement $`J=2S`$ and sets $`\lambda =0`$. ### 2 preexponential factor The second major step is to evaluate the preexponential factor of small fluctuations around the classical instanton paths. We write $`\theta \left(\tau \right)`$ $`=`$ $`\overline{\theta }\left(\tau \right)+\delta \theta \left(\tau \right),`$ (42) $`\varphi \left(\tau \right)`$ $`=`$ $`\overline{\varphi }\left(\tau \right)+\delta \varphi \left(\tau \right),`$ (43) and evaluate the action to second order in $`(\delta \theta ,\delta \varphi )`$. Writing $`S_E=S_{cl}+\delta ^2S`$, we have $`\delta ^2S`$ $`=`$ $`{\displaystyle }d\tau {\displaystyle \frac{S^2}{2J}}\{\delta \dot{\theta }^2+[\left(g\mu _BSH\right)^2+\omega _0^2\omega _1^2`$ (46) $`+\omega _1^2\mathrm{cos}2\overline{\varphi }\pm i2g\mu _BSH\omega _1\mathrm{sin}\overline{\varphi }]\delta \theta ^2`$ $`+\delta \dot{\varphi }^2+\left(\omega _1^2\mathrm{cos}2\overline{\varphi }\right)\delta \varphi ^2\},`$ where $`\omega _0=\left(\frac{4JK_1}{S^2}\right)^{1/2}`$. Note that the $`\theta `$ and $`\varphi `$ fluctuations are decoupled in Eq (46), and in the $`\theta `$-fluctuation, an unusual term $`\pm i2g\mu _BSH\omega _1\mathrm{sin}\overline{\varphi }`$ distinguishing $`+`$ instantons from $``$ instantons appears. As we will show below, this extra term has important consequences at the high magnetic field. Now, the imaginary-time propagator is found to be $$\widehat{n}_f\left\|exp\left[T\right]\right\|\widehat{n}_i=\mathrm{exp}\left(S_{cl}^\pm \right)D_{\delta \theta }^\pm D_{\delta \varphi }$$ (47) with $`D_{\delta \theta }^\pm `$ $`=`$ $`𝒩_\theta {\displaystyle }𝒟\{\delta \theta \}\times `$ (50) $`\mathrm{exp}\{{\displaystyle }d\tau [{\displaystyle \frac{S^2}{2J}}\delta \dot{\theta }^2+(\left(g\mu _BSH\right)^2+\omega _0^2`$ $`\omega _1^2+\omega _1^2\mathrm{cos}2\overline{\varphi }\pm i2g\mu _BSH\omega _1\mathrm{sin}\overline{\varphi })\delta \theta ^2]\},`$ $`D_{\delta \varphi }`$ $`=`$ $`𝒩_\varphi {\displaystyle }𝒟\{\delta \varphi \}\times `$ (52) $`\mathrm{exp}\left\{{\displaystyle 𝑑\tau \frac{S^2}{2J}\left[\delta \dot{\varphi }^2+\left(\omega _1^2\mathrm{cos}2\overline{\varphi }\right)\delta \varphi ^2\right]}\right\},`$ where $`𝒩_\theta `$ and $`𝒩_\varphi `$ are the normalization factors. The fluctuation determinant for $`\varphi `$ is standard. Following the Eq. (2.44) in Ref. , we obtain $$D_{\delta \varphi }=2\omega _1\left(\frac{S^2\omega _1}{J\pi }\right)^{1/2}=2\omega _1\left(\frac{ReS_{cl}}{2\pi }\right)^{1/2}.$$ (53) For the $`\theta `$-fluctuation determinant we find in the first order perturbation theory (The detailed calculation of $`D_{\delta \theta }^\pm `$ will be reported elsewhere.), for the high magnetic field, $$D_{\delta \theta }^\pm =\mathrm{exp}\left(\frac{\eta ^{1/2}i\frac{\pi }{2}}{\left(1+\frac{K_1}{K_2}\eta \right)^{1/2}}\right),$$ (54) where $`\eta =\frac{\omega _1}{g\mu _BSH}=\frac{H_a}{H}\left(\frac{K_2}{J}\right)^{1/2}`$ is used as a small parameter in the high magnetic field. It is clearly shown in Eq. (54), the existence of magnetic field can bring a phase shift which approaches approximately $`\frac{\pi }{2}`$ in the high-field regime. Note that the value of phase shift agrees well with that found by Chiolero and Loss . On the other hand, as the field decreases down to zero, and thus $`\eta \mathrm{}`$, the phase shift vanishes despite the breakdown of our first order perturbation calculations in the low-field regime. Combing the classical action and two fluctuation determinants, we arrive at the desired ground-state tunnel splitting, $`\mathrm{\Delta }`$ $`=`$ $`4\mathrm{exp}\left({\displaystyle \frac{\eta ^{1/2}}{\left(1+\frac{K_1}{K_2}\eta \right)^{1/2}}}\right)\omega _1\left({\displaystyle \frac{ReS_{cl}}{2\pi }}\right)^{1/2}\times `$ (56) $`\mathrm{exp}\left(ReS_{cl}\right)\left\|\mathrm{cos}\mathrm{\Phi }(H)\right\|,`$ where $$\mathrm{\Phi }(H)=2\pi S\left(1\frac{H}{H_a}\right)+\frac{\frac{\pi }{2}}{\left(1+\frac{K_1}{K_2}\eta \right)^{1/2}}.$$ (57) ## III Results and discussions The semiclassical analysis presented so far applies strictly speaking only to a sizable number of spins with $`S1`$. However, as is often the case with such methods the results are valid (at least qualitatively) even down to a few spins of small size. This expectation is indeed confirmed by exact diagonalization calculations which we have performed on Hamiltonian (2). Result for $`S=5`$, and for some typical values $`k_1=0.03`$ K, $`k_2=0.01`$ K and $`j=1.0`$ K is presented in Fig. 1, the critical field is found to be 7.44 T. Here, the units for the energy and magnetic field are taken to be Kelvin and Tesla, respectively. We can see that the numerical and semiclassical approach show reasonable agreement in the whole magnetic field regime. Since our perturbed calculation for the $`\theta `$-fluctuation determinant is only valid in the high magnetic field, the agreement in the low-field regime is surprising in some ways. As shown in Fig.1, the ground-state tunnel splitting vanishs at the field $`\frac{H}{H_a}=1.0`$. This disappearance is evident for the extra $`\frac{\pi }{2}`$ phase shift, since according to Eq. (40), there should be a peak in usual. It is worthy noting that the extra $`\frac{\pi }{2}`$ phase shift is not limited to our biaxial symmetry antiferromagnetic molecular magnets case. Indeed, for the strong antiferromagnetic coupling, upon Gaussian integrating (14) over the small displacements $`\epsilon _\theta `$ and $`\epsilon _\varphi `$, one can obtain the effective Lagrangian in general form $`_{eff}`$ $`=`$ $`i2S\dot{\varphi }`$ (59) $`+E(\theta ,\varphi )+{\displaystyle \frac{S^2}{2J}}\left[\mathrm{sin}^2\theta \left(\dot{\varphi }ig\mu _BH\right)^2+\dot{\theta }^2\right],`$ where the detailed form of $`E(\theta ,\varphi )`$ depends on the system investigated. Then, an extra term similar to $`\pm i2g\mu _BSH\omega _1\mathrm{sin}\overline{\varphi }`$ in Eq. (46) will appear after we expand the small fluctuations around the classical instanton paths to the second order, and gives the $`\frac{\pi }{2}`$ phase shift. Thus, we conclude that the $`\frac{\pi }{2}`$ phase shift induced by $`\theta `$-fluctuation may be a universal quantum behavior in all antiferromagnetic molecular magnets systems. In the figure, another interesting feature is the peak height of the ground-state tunnel splitting. As the magnetic field increases, the peak height first drops significantly in the low-field regime, and then keeps invariant up to the critical field $`H_a`$. This may be qualitatively understood from Eq. (40). Because the WKB exponent has no relevance with the magnetic field, the most essential dependence of the ground-state tunnel splitting on the field comes from the preexponential factor $`p_0=4\mathrm{exp}\left(\frac{\eta ^{1/2}}{\left(1+\frac{K_1}{K_2}\eta \right)^{1/2}}\right)`$ which undergoes a dramatically change only in the low-field regime. At the end of this section, in order to support the experimental relevance of our results, we give some estimates for the ferric wheel, Fe<sub>10</sub>, for which $`N=2n=10,`$ $`s=\frac{5}{2},`$ $`S=ns=12.5`$. If one takes $`\frac{j}{g\mu _B}=4`$ T, $`\frac{k_1}{j}=0.03`$ and $`\frac{k_2}{j}=0.01`$ as the typical parameters values , then the simple algebra demonstrates that the ground-state tunnel splitting has $`2S=25`$ oscillations of magnitude $`\mathrm{\Delta }1.3`$ K and period $`4`$ T. From Eq. (54), the phase shift will be visible when $`\frac{K_1}{K_2}\eta 3`$, or $`H=10`$ T. Therefore, all quantities appear to be well within experimental reach. ## IV Conclusion In summary, we have investigated the MQC phenomena in biaxial symmetry antiferromagnetic molecular magnets. Our discussion is based on the two-sublattice model that includes anisotropy and magnetic field. On the basis of instanton technique in the spin-coherent-state path-integral representation, both the rigorous Wentzel-Kramers-Brillouin exponent and preexponential factor for the ground-state tunnel splitting are obtained. We have outlined here two prominent features in our tunneling scenario: ($`i`$) In addition to the usual topological term in the classical action, a new quantum phase arising from the quantum fluctuations around the classical paths is found to contribute to the tunneling oscillations. This result coincides with that reported by Chiolero and Loss . ($`ii`$) The magnetic field appears to have no influence on the tunneling barrier. Thus the main dependence of the tunneling peak height on the field comes from the quantum fluctuations, this leads to a sudden drop of peak’s height in the low-field regime. Both two features clearly have no analogue in the ferromagnetic systems . We suggest that they may be universal behaviors in all antiferromagnetic molecular magnets. We realize that our result is based on the instanton method which is semiclassical in nature, i.e., valid in large spins and in continuum limit. We perform exact diagonalization calculation to check its validity, and find that it agrees well with the analytical result in the regime where a comparison is possible. Recent experiments have rekindled interest in the field of quantum tunneling of the molecular magnets.. Most notable has been the discovery of resonant quantum tunneling between spin states in the ferromagnetic system of spin-$`10`$ molecules such as Mn<sub>12</sub>Ac and Fe<sub>8</sub> . Since the antiferromagnetic molecular magnets are proposed as better candidates for observing the phenomena of MQT and MQC compared with the ferromagnetic ones, we hope that our predictions on antiferromagnetic molecular magnets can be confirmed in experiments in the future. Acknowledgments The financial supports from NSF-China (Grant No. 19974019) and China’s “973” program are gratefully acknowledged. Figure caption Fig.1. $`\frac{\mathrm{\Delta }}{J}`$ versus $`\frac{H}{H_a}`$, with $`S=5`$, $`k_1=0.03`$ K, $`k_2=0.01`$ K, $`j=1.0`$ K and $`H_a=7.44`$ T. Here, the units for the energy and magnetic field are taken to be Kelvin and Tesla. The solid line and symbols represent, respectively, the ground-state tunnel splitting predicted by the semiclassical instantons approach and that obtained by the exac diagonalization method.
warning/0006/hep-ph0006059.html	ar5iv	text	# Anomaly Matching in Gauge Theories at Finite Matter Density ## 1 Introduction Quark matter at high density provides an interesting laboratory for the controlled study of non-perturbative physics . Novel phenomena such as color superconductivity and color-flavor locking have been shown to result from physics near the quark Fermi surface. Rigorous results can be obtained in the limit of asymptotic density. Less, however, is known about what happens at intermediate densities, where the effective QCD coupling is still large. The intermediate density region is more likely to be realized in neutron star cores or laboratory experiments. The ’t Hooft anomaly matching conditions constrain the realizations of chiral symmetry in the low energy phase of a gauge theory. In this paper we investigate whether these conditions, orginally derived at zero density, can be used to constrain the behavior of matter at non-zero density. There are several obstacles to this generalization. A basic observation is that Lorentz symmetry, which is broken at non-zero matter density, plays an important role in the original derivation of these matching conditions , and in the physics of the anomaly. In gauge theories at zero density, unbroken global chiral symmetries imply the existence of massless spin-$`1/2`$ states. As elaborated in , these degrees of freedom are responsible for the IR singularities associated with the anomaly. It is not at all obvious that the same considerations apply to the quasiparticles comprising the low-energy spectrum at finite density. Yet, as noted by Sannino , the various phases of color superconductivity do indeed satisfy the anomaly matching conditions. ’t Hooft’s original argument for his anomaly matching conditions involves the use of “spectator” fermions to cancel any anomalies which result from the gauging of flavor symmetries. In the low energy limit of the theory, one is left only with the massless states (composite or elementary) and the spectator fermions. If this long-wavelength theory is to be consistent, the anomaly generated by the spectators must be cancelled by that of the other massless states. This argument can be repeated in the case of finite density, with gapless quasiparticles playing the role of massless fermions in the low-energy effective theory. However, due to the existence of a Fermi surface there is a large degeneracy of zero energy states. Naively, one might expect an enhancement of the anomaly prefactor by an amount proportional to the area of the Fermi surface, which scales like $`\mu ^2`$ (the square of the chemical potential). Clearly, we need to understand more precisely how quasiparticles contribute to the anomaly. We will show that the anomaly matching conditions (AMCs) continue to apply at finite density, and constrain the possible quasiparticle spectrum . In essence, the singularity structure of the three-current correlator implied by the anomaly must be reproduced by the effects of quasiparticles in the finite density theory, thereby constraining their flavor quantum numbers. Applying the Landau-Cutkowsky rules, we see that only quasiparticles satisfying special kinematic conditions contribute to the singularity – there is no degeneracy factor due to the Fermi surface. We focus our attention on cold but dense matter theories while a discussion of the anomaly at finite temperature can be found in Ref. . This letter is organized as follows. In section 2 we discuss the computation of the anomaly at finite density and show that it is unaffected by the presence of a chemical potential. Further, the anomaly continues to imply the existence of IR singularities, even at non-zero density. In section 3 we use the Landau-Cutkowsky rules to show that these singularities (in the absence of spontaneous symmetry breaking) require the existence of gapless quasiparticles in the low energy spectrum. ## 2 Anomaly at Finite Density In this section we show that the anomaly is unaffected by the presence of a chemical potential, as are the implications for singularities of the three current correlator. Heuristically, density effects are IR in nature whereas the anomaly can be computed from the UV behavior of the theory. Points (A) and (B) below follow simply from this observation, although (C) does not. A. The standard derivation of the anomaly from the point of view of UV divergencies involves the careful treatment of the variation of the fermionic partition function $$Z=d(\psi ,\overline{\psi })exp[id^4x\overline{\psi }(iD/)\psi ],$$ (1) under the infinitesimal change of variables $`\psi `$ $``$ $`(1+i\alpha (x)\gamma ^5)\psi ,`$ $`\overline{\psi }`$ $``$ $`\overline{\psi }(1+i\alpha (x)\gamma ^5).`$ (2) Although the action in the exponent of the integrand is invariant under (2), the fermionic measure $`d`$ is not: $`d𝒥^2d`$. The Jacobian determinant $`𝒥`$ is evaluated using gauge invariant regularization in the basis of the eigenstates of Dirac operator $`D/`$, i.e. $`\psi (x)=_na_n\varphi _n(x),\overline{\psi }(x)=_n\stackrel{~}{a}_n\stackrel{~}{\varphi }_n(x)`$ and $`d=\mathrm{\Pi }da_md\stackrel{~}{a}_m`$. Note, that if the chemical potential is not zero, one may still define the measure in the basis of the eigenstates of Dirac operator with zero chemical potential. All further considerations follow the same path and produce the familiar result $$𝒥=exp\left[id^4x\alpha (x)\left(\frac{e^2}{32\pi ^2}ϵ^{\mu \nu \rho \sigma }F_{\mu \nu }F_{\rho \sigma }(x)\right)\right]$$ (3) This implies that the anomaly equation for the axial current will take the same form at non-zero fermion density: $$_\mu j_5^\mu =\frac{e^2}{32\pi ^2}ϵ^{\mu \nu \rho \sigma }F_{\mu \nu }F_{\rho \sigma }$$ (4) B. It is known that the anomalies arise via quantum corrections, (i.e. renormalization). In particular axial anomalies are associated, in a diagrammatic language, with triangular diagrams. The three point function in electrodynamics is: (the generalization to non-Abelian theories is straightforward) $$T_{\mu \nu \lambda }(k_1,k_2,q)=id^4x_1d^4x_20\|T\left(V_\mu (x_1)V_\nu (x_2)A_\lambda (0)\right)\|\mathrm{\hspace{0.17em}0}e^{ik_1x_1+ik_2x_2},$$ (5) with $`q=k_1+k_2`$ and $`V`$ and $`A`$ vector and axial currents respectively. Since the anomaly is independent of a fermion mass, we set it to be zero. The classical axial Ward identity $`q^\lambda T_{\mu \nu \lambda }=0`$ is modified according to (for a more detailed discussion see before and after formulae (6.31-32)): $$q^\lambda T_{\mu \nu \lambda }=\mathrm{\Delta }_{\mu \nu }^{(1)}+\mathrm{\Delta }_{\mu \nu }^{(2)},$$ (6) with $$\mathrm{\Delta }_{\mu \nu }^{(1)}=\frac{d^4p}{(2\pi )^4}\mathrm{Tr}\left[\frac{i}{p/}\gamma _5\gamma _\nu \frac{i}{p/k/_1}\gamma _\mu \frac{i}{p/k/_2}\gamma _5\gamma _\nu \frac{i}{p/q/}\gamma _\mu \right],$$ (7) and $`\mathrm{\Delta }_{\mu \nu }^{(2)}`$ is obtained by interchanging $`\mu \nu `$ as well as $`k_1k_2`$. Note that if we could shift the integration variable $`p`$ to $`p+k_2`$ in the second term of (7) the $`\mathrm{\Delta }_{\mu \nu }^{(1)}`$ term would vanish identically. Since the integrals are linearly divergent, it can be shown that (at zero density) a translation of the integration variable produces extra finite terms ruining the classical Ward identity. It is natural to ask what happens to the triangle anomaly at finite matter density. In principle, the contributions from triangle diagrams could depend on the chemical potential $`\mu `$: $`\mathrm{\Delta }_{\mu \nu }^{(i)}(\mu )`$. We compute the difference $`\mathrm{\Delta }_{\mu \nu }^{(i)}(\mu )\mathrm{\Delta }_{\mu \nu }^{(i)}(0)`$ parameterizing a possible deviation in the anomaly calculations. We explicitly evaluate the finite density effects for the $`i=1`$ case (the effects for the $`i=2`$ are identical): $`\delta \mathrm{\Delta }_{\mu \nu }^{(1)}(\mu )={\displaystyle }{\displaystyle \frac{d^4p}{(2\pi )^4}}\mathrm{Tr}[{\displaystyle \frac{i}{p/\mu \gamma _0}}\gamma _5\gamma _\nu {\displaystyle \frac{i}{p/k/_1\mu \gamma _0}}\gamma _\mu {\displaystyle \frac{i}{p/}}\gamma _5\gamma _\nu {\displaystyle \frac{i}{p/k/_1}}\gamma _\mu `$ $`({\displaystyle \frac{i}{p/k/_2\mu \gamma _0}}\gamma _5\gamma _\nu {\displaystyle \frac{i}{p/q/\mu \gamma _0}}\gamma _\mu {\displaystyle \frac{i}{p/k/_2}}\gamma _5\gamma _\nu {\displaystyle \frac{i}{p/q/}}\gamma _\mu )].`$ (8) By applying a momentum shift ($`p`$ to $`pu`$), with the shift vector $`u^\tau =(\mu ,0,0,0)`$, we expect a possible non null contribution to be encoded in the following integral (see ): $$\delta \mathrm{\Delta }_{\mu \nu }^{(1)}(\mu )=u^\tau \frac{d^4p}{(2\pi )^4}\frac{}{p^\tau }f(p,k_1,k_2),$$ (9) and $$f(p,k_1,k_2)=i\mathrm{\hspace{0.17em}4}ϵ_{\rho \sigma \mu \nu }\left[\frac{p^\rho \left(pk_1\right)^\sigma }{p^2\left(pk_1\right)^2}\frac{\left(pk_2\right)^\rho \left(pq\right)^\sigma }{(pk_2)^2\left(pq\right)^2}\right].$$ (10) Applying Gauss’s theorem for the case of four-dimensional Minkowski space, we have: $`\delta \mathrm{\Delta }_{\mu \nu }^{(1)}(\mu )`$ $`=`$ $`u^\tau {\displaystyle \frac{d^4p}{(2\pi )^4}\frac{}{p^\tau }f(p,k_1,k_2)}=u^\tau {\displaystyle \frac{2i\pi ^2}{(2\pi )^4}}\underset{p\mathrm{}}{lim}p^2p_\tau f(p,k_1,k_2)`$ $`=`$ $`{\displaystyle \frac{\mu ^\tau }{2\pi ^2}}ϵ_{\rho \sigma \mu \nu }\underset{p\mathrm{}}{lim}p_\tau \left({\displaystyle \frac{p^\rho k_1^\sigma }{p^2}}+{\displaystyle \frac{p^\rho q^\sigma +p^\sigma k_2^\rho }{p^2}}\right)`$ $`=`$ $`{\displaystyle \frac{ϵ_{\rho \sigma \mu \nu }}{8\pi ^2}}\left(u^\rho k_2^\sigma +u^\sigma k_2^\rho \right)=0,`$ and, in the last step, we used $`\underset{p\mathrm{}}{lim}{\displaystyle \frac{p^\tau p^\rho }{p^2}}={\displaystyle \frac{g^{\tau \rho }}{4}}`$. Thus, for any finite density we have no extra contribution to the axial anomaly with the respect to the zero density one. Adler and Bardeen showed, at zero density, that the axial anomaly coefficient is one loop exact. We expect this theorem to hold at finite density, although we will not attempt to provide a proof. Heurisitcally we can say that the introduction of a density term does not affect the superficial degree of divergence of the higher-order triangle diagrams with respect to the zero density case. Since the latter have a lower degree of divergence with the respect to the simple triangle diagram we have no momentum-routing ambiguity and hence vanishing contribution to the anomaly. C. At zero density the anomaly implies an IR singularity in the three-point function (5) involving vector and axial currents . Now the form of $`T_{\mu \nu \lambda }`$ is strongly restricted by Lorentz, Bose and permutation symmetries: $`T_{\sigma \rho \mu }(k_1,k_2,q)=`$ $`+`$ $`F_1\left(k_1^\tau k_2^\tau \right)ϵ_{\tau \sigma \rho \mu }+F_2\left[k_{1\sigma }k_1^\alpha k_2^\beta ϵ_{\alpha \beta \rho \mu }k_{2\rho }k_1^\alpha k_2^\beta ϵ_{\alpha \beta \sigma \mu }\right]`$ (12) $`+`$ $`F_3\left[k_{2\sigma }k_1^\alpha k_2^\beta ϵ_{\alpha \beta \rho \mu }k_{1\rho }k_1^\alpha k_2^\beta ϵ_{\alpha \beta \sigma \mu }\right]+\mathrm{}.`$ In general (12) may contain tensor-like structures (denoted here by $`\mathrm{}`$) which unlike pseudo-tensorial ones do not contribute to the anomaly. At non-zero matter density $`T_{\mu \nu \lambda }`$ contains more terms, due to the presence of a constant Lorentz four-vector $`u=(\mu ,\stackrel{}{0})`$. These terms will, however, be still restricted by the rotational $`SO(3)`$, Bose and permutation symmetries. It is convenient to introduce the 4-vector $`\eta `$ with $`u=\mu \eta `$. Due to the presence of a new independent 4-vector $`\eta `$ the $`F`$ functions, are general functions, i.e. $`F=F(k_1\eta ,k_2\eta ,\mu ,k_1^2,k_2^2)`$. Following Ref. the most general decomposition in terms of invariant amplitudes is: $`T_{\sigma \rho \mu }(k_1,k_2,q)`$ $`=`$ $`+F_1\left(k_1^\tau k_2^\tau \right)ϵ_{\tau \sigma \rho \mu }+F_2\left[k_{1\sigma }k_1^\alpha k_2^\beta ϵ_{\alpha \beta \rho \mu }k_{2\rho }k_1^\alpha k_2^\beta ϵ_{\alpha \beta \sigma \mu }\right]`$ (13) $`+`$ $`F_3\left[k_{2\sigma }k_1^\alpha k_2^\beta ϵ_{\alpha \beta \rho \mu }k_{1\rho }k_1^\alpha k_2^\beta ϵ_{\alpha \beta \sigma \mu }\right]+F_4\left[\eta _\sigma k_1^\alpha k_2^\beta ϵ_{\alpha \beta \rho \mu }\eta _\rho k_1^\alpha k_2^\beta ϵ_{\alpha \beta \sigma \mu }\right]`$ $`+`$ $`F_5\left[k_{1\sigma }k_1^\alpha \eta ^\beta ϵ_{\alpha \beta \rho \mu }+k_{2\rho }k_2^\alpha \eta ^\beta ϵ_{\alpha \beta \sigma \mu }\right]+F_6\left[k_{2\sigma }k_1^\alpha \eta ^\beta ϵ_{\alpha \beta \rho \mu }+k_{1\rho }k_2^\alpha \eta ^\beta ϵ_{\alpha \beta \sigma \mu }\right]`$ $`+`$ $`F_7\left[\eta _\sigma k_1^\alpha \eta ^\beta ϵ_{\alpha \beta \rho \mu }+\eta _\rho k_2^\alpha \eta ^\beta ϵ_{\alpha \beta \sigma \mu }\right]+F_8\left[k_{1\rho }k_1^\alpha \eta ^\beta ϵ_{\alpha \beta \sigma \mu }+k_{2\sigma }k_2^\alpha \eta ^\beta ϵ_{\alpha \beta \rho \mu }\right]`$ $`+`$ $`F_9\left[k_{2\rho }k_1^\alpha \eta ^\beta ϵ_{\alpha \beta \sigma \mu }+k_{1\sigma }k_2^\alpha \eta ^\beta ϵ_{\alpha \beta \rho \mu }\right]+F_{10}\left[\eta _\rho k_1^\alpha \eta ^\beta ϵ_{\alpha \beta \sigma \mu }+\eta _\sigma k_2^\alpha \eta ^\beta ϵ_{\alpha \beta \rho \mu }\right]`$ $`+`$ $`[F_{11}(k_{1\rho }k_{1\sigma }k_{2\rho }k_{2\sigma })+F_{12}(k_{1\rho }\eta _\sigma \eta _\rho k_{2\sigma })`$ $`+F_{13}(k_{2\rho }\eta _\sigma \eta _\rho k_{1\sigma })]k_1^\alpha k_2^\beta \eta ^\gamma ϵ_{\alpha \beta \gamma \mu }.`$ One can explicitly verify that the previous amplitude is even under the simultaneous exchange of $`\rho \sigma `$ and $`k_1k_2`$. In the previous expression we dropped the flavor structure of the three point function since it is not relevant for our discussion. In what follows we fix the kinematics such that $`k_1^2=k_2^2=k^2`$ with $`k_1\eta =k_2\eta =k_0`$. Further constraints arise when imposing the anomaly equation along with the conservation of the vector currents (i.e. in formulae): $`q^\mu T_{\sigma \rho \mu }(k_1,k_2,q)`$ $`=`$ $`{\displaystyle \frac{i}{2\pi ^2}}k_1^\alpha k_2^\beta ϵ_{\alpha \beta \sigma \rho },`$ (14) $`k_1^\sigma T_{\sigma \rho \mu }(k_1,k_2,q)`$ $`=`$ $`k_2^\rho T_{\sigma \rho \mu }(k_1,k_2,q)=0.`$ (15) After imposing these constraints and conveniently dotting the final results in the vectors $`\eta `$, $`k_1`$ and $`k_2`$ (see Ref. ) we have the following relations: $`2F_1+\left(F_5+F_6F_8F_9\right)k_0+\left(F_7F_{10}\right)`$ $`=`$ $`{\displaystyle \frac{i}{2\pi ^2}},`$ $`\left(F_5F_9\right)k^2+\left(F_6F_8\right)k_1k_2+\left(F_7F_{10}\right)k_0`$ $`=`$ $`0,`$ $`\left(F_5F_9\right)k_1k_2+\left(F_6F_8\right)k^2+\left(F_7F_{10}\right)k_0`$ $`=`$ $`0.`$ (16) The latter equations are due to the anomaly condition in Eq. (15). The vector current conservation, on the other side, leads to: $`F_1+F_3k_1k_2+F_2k^2+F_4k_0`$ $`=`$ $`0,`$ $`F_6k_1k_2+F_5k^2+F_7k_0`$ $`=`$ $`0,`$ $`F_8k_1k_2+F_9k^2+F_{10}k_0`$ $`=`$ $`0.`$ (17) Combining the previous relations we have the following anomaly constraint: $$2F_3k_1k_2+2k^2F_2+2k_0F_4\frac{1}{2}\frac{\stackrel{}{q}\stackrel{}{q}}{k_0}\widehat{F}=\frac{i}{2\pi ^2},$$ (18) with $`\widehat{F}=F_5F_9=F_6F_8`$. In the absence of Lorentz breaking (i.e. zero density) $`F_4=\widehat{F}=0`$ and a singularty in $`q^2=(k_1+k_2)^20`$ arises when considering the limit $`k_1^2=k_2^2=k^2=0`$: $$\underset{k^20}{lim}F_3=\frac{i}{2\pi ^2q^2}.$$ (19) This pole is interpreted as due to the pion when chiral symmetry is spontaneously broken. What happens at finite density ? Following Ref. let us define the following null vectors $`k_1=k_0(1,0,0,1)`$ and $`k_2=k_0(1,\mathrm{sin}\theta ,0,\mathrm{cos}\theta )`$. In these variables we have: $$F_3=\frac{i}{4\pi ^2k_0^2\left(1\mathrm{cos}\theta \right)}\frac{F_4}{k_0\left(1\mathrm{cos}\theta \right)}+\frac{\widehat{F}\left(1+\mathrm{cos}\theta \right)}{\left(1\mathrm{cos}\theta \right)}.$$ (20) Let $`\mathrm{cos}\theta 1`$, and consider the double limit $`k_00`$ and $`q^20`$. We deduce ($`q^2=2k_0^2(1\mathrm{cos}\theta )`$): $$\underset{k^20;q_00}{lim}F_3=\frac{i}{2\pi ^2q^2}.$$ (21) The form of this singularity is the same as the zero density singularity, as long as we consider the $`k_00`$ limit. We again interpret this singularity as due to massless excitations. In the case of unbroken chiral symmetry it implies the existence of gapless excitations with the charges necessary to match the zero density anomaly. It is important to note that this singularity does not imply that the anomalous decay $`\pi 2\gamma `$ is unaffected by finite density effects (see ). In medium, the gauge boson acquires a plasma mass, and hence the physical decay takes place at non-zero energy. At such kinematic points we cannot isolate the singularity cleanly, and density effects are possible. In order to better clarify how the infrared singularities emerge at finite density, we investigate the singularity properties of quasiparticle scattering in the following section. ## 3 Quasiparticles and Singularities Since the anomaly equation (4) is unmodified by finite density effects, we can apply ’t Hooft’s spectator fermion construction to conclude that quasiparticles must generate the same anomalies as the fundamental fermions. In this section we examine in more detail how this occurs. We are particularly interested in why the Fermi surface degeneracy does not alter the result, and why massive excitations do not contribute to the anomaly. As discussed above, the anomaly at finite density still implies a $`1/Q^2`$ pole in the function $`F_1(Q^2)`$. We can use the Landau-Cutkowsky rules , to identify the intermediate states which are capable of providing this singularity. We first prove that the singularity structure is not modified by matter density effects. Then we investigate the kinematics associated with the singularity to gain a better understanding of why this is the case. Using the Landau-Cutkowsky rules , the discontinuity in the triangle graph is given by: $`\mathrm{Disc}T_{\mu \nu \lambda }`$ $``$ $`{\displaystyle \frac{dp_0d^3p}{(2\pi )}\left(p+k_1u\right)_\rho \left(p+k_1+k_2u\right)_\sigma \left(pu\right)_\tau \mathrm{\Theta }\left(p^0\mu \right)\delta \left[\left(pu\right)^2\right]}`$ $`\mathrm{\Theta }\left(p^0+k_1^0\mu \right)\delta \left[\left(p+k_1u\right)^2\right]\mathrm{\Theta }\left(p^0+k_1^0+k_2^0\mu \right)\delta \left[\left(p+k_1+k_2u\right)^2\right],`$ times the trace factor $`\mathrm{Tr}\left[\gamma _5\gamma ^\mu \gamma ^\rho \gamma ^\nu \gamma ^\sigma \gamma ^\lambda \gamma ^\tau \right]`$. Here we used the result that the leading singularity in the physical region is given by the graph(s) in which each internal particle is on-shell and propagates forward in time. In other words, we replaced each internal propagator by $`2\pi i\mathrm{\Theta }(l_0\mu )\delta \left[(l_0\mu )^2\stackrel{}{l}^2\right]`$, where $`l`$ is the particle momentum. We can now perform the integral in $`p_0`$ by using the first $`\delta `$ function, which requires that $`p_0\mu =\|\stackrel{}{p}\|`$. We obtain $`\mathrm{Disc}T_{\mu \nu \lambda }`$ $``$ $`{\displaystyle \frac{d^3p}{2\|\stackrel{}{p}\|(2\pi )}\left(\stackrel{~}{p}+k_1\right)_\rho \left(\stackrel{~}{p}+k_1+k_2\right)_\sigma \left(\stackrel{~}{p}\right)_\tau }`$ (23) $`\mathrm{\Theta }\left(\|\stackrel{}{p}\|+k_1^0\right)\delta \left[\left(\stackrel{~}{p}+k_1\right)^2\right]\mathrm{\Theta }\left(\|\stackrel{}{p}\|+k_1^0+k_2^0\right)\delta \left[\left(\stackrel{~}{p}+k_1+k_2\right)^2\right],`$ with the 4-momentum $`\stackrel{~}{p}=(\|\stackrel{}{p}\|,\stackrel{}{p})`$. This integral no longer has any explicit dependence on the finite density term $`\mu `$, and is identical to the integral obtained in the zero density case. We see that $`p_0\mu `$ in the finite density case merely plays the role of the energy $`p_0`$ in the zero density case. Hence the singularity structure is unchanged at finite density. Finally, we would like to understand why the Fermi surface degeneracy does not affect the anomaly calculation. To this end, let us examine the on-shell kinematic conditions satisfied by the quasiparticles in (3). Suppose we regard the triangle graph as a spacetime process, with the $`k_1`$ vertex earliest in time. Let the incoming gauge boson momentum $`k_1`$ be null. In order that the quasiparticles with momenta $`p`$ and $`p+k_1`$ both be on-shell, $`\stackrel{}{p}`$ and $`\stackrel{}{k}_1`$ must be parallel. Thus, a particular point on the Fermi surface is selected by $`\stackrel{}{k_1}`$: the rest of the surface cannot contribute to the singularity (see figure 1). (One of the particles emerging from the $`k_1`$ vertex is actually a quasihole on the opposite side of the Fermi surface from the quasiparticle. Which is which depends on whether $`\stackrel{}{k}_1`$ and $`\stackrel{}{p}`$ are aligned or anti-aligned.) Finally, we note that if we take the energy of the gauge boson $`k_1^00`$, we will not be able to produce quasiparticles whose energy spectrum has a gap: only gapless quasiparticles can reproduce the anomaly in the entire physical region. ## 4 Discussion As shown, ’t Hooft’s anomaly matching conditions are as valid at non-zero matter density as at zero density. They provide a non-trivial check on recent results on QCD at asymptotic density. Morever, they apply even at strong coupling, where dynamical calculations cannot be reliably performed. Acknowledgements The authors would like to thank Robert Pisarski, Krishna Rajagopal and Thomas Schäfer for useful discussions and comments. S.H. and M.S. thank the Institute for Nuclear Theory at the University of Washington, where this work was begun, for its hospitality. F.S. would also like to thank J. Schechter and Z. Duan for helpful discussions. This work was supported in part under DOE contracts DE-FG02-91ER40676, DE-FG-02-92ER-40704 and DE-FG06-85ER40224.
warning/0006/hep-ph0006021.html	ar5iv	text	# The spin correlation in top quark production: QCD corrections vs anomalous couplings Talk presented by J. Kodaira at Loops and Legs 2000, Bastei, Germany, April 9-14, 2000. ## 1 Introduction Since the discovery of the top quark, with a large mass , its properties have been widely discussed to obtain a better understanding of the electroweak symmetry breaking and to search for hints of physics beyond the standard model (SM). It has been known that top quarks decay before hadronization . Therefore there will be sizable angular correlations between the decay products of the top quark and the spin of the top quark . Based on this observation, it is expected that we can either test the SM or obtain some signal from new physics by investigating the angular distributions of the decay products from polarized top quarks. Applying the narrow width approximation to the top quarks, we can discuss the production process and decay process separately. There are many papers on the spin correlations in top quark production and also the angular distributions of decay products by combining the production with the decay process . Although it was common to use the helicity basis to decompose the top quark spin, it has been pointed out by Mahlon, Parke and Shadmi that there is a more optimal decomposition of the top quark spin depending on the process and the center of energy. On the other hand, there are also many detailed studies on the effects of new operators which might come from physics beyond the SM . The fact that the SM is consistent with the data within the present experimental accuracy tells us that the size of the effects of new physics is at most comparable to or smaller than the radiative corrections in the SM. Therefore it might be important to estimate also the effects of the SM radiative corrections. In this talk, we will discuss the QCD corrections to the spin correlations in the top quark productions at lepton colliders and present the angular distribution of the decay product including both the QCD corrections and the so-called anomalous couplings for the $`\gamma /Zt\overline{t}`$ interaction. ## 2 QCD corrections to the spin correlation We first discuss the QCD correction to the spin dependent cross section for the top quark production from the polarized $`e^{}e^+`$ . The spin direction of the top quark is parameterized by $`\xi `$ as in Fig.1 at the top quark rest frame. The anti-top quark spin state is similarly defined by the same $`\xi `$. The tree level cross section is easily calculated to be, $$\frac{d\sigma }{d\mathrm{cos}\theta ^{}}\left(e_L^{}e_R^+t_{}\overline{t}_{}\right)=\frac{d\sigma }{d\mathrm{cos}\theta ^{}}\left(e_L^{}e_R^+t_{}\overline{t}_{}\right)$$ $$=\left(\frac{3\pi \alpha ^2}{2s}\beta \right)\|(A_{LR}\mathrm{cos}\xi B_{LR}\mathrm{sin}\xi )\|^2$$ (1) $$\frac{d\sigma }{d\mathrm{cos}\theta ^{}}\left(e_L^{}e_R^+t_{}\overline{t}_{}\mathrm{or}t_{}\overline{t}_{}\right)$$ $$=\left(\frac{3\pi \alpha ^2}{2s}\beta \right)\|(A_{LR}\mathrm{sin}\xi +B_{LR}\mathrm{cos}\xi \pm D_{LR})\|^2$$ where $$A_{LR}=\left[(f_{LL}+f_{LR})\sqrt{1\beta ^2}\mathrm{sin}\theta ^{}\right]/2$$ $$B_{LR}=\left[f_{LL}(\mathrm{cos}\theta ^{}+\beta )+f_{LR}(\mathrm{cos}\theta ^{}\beta )\right]/2$$ $$D_{LR}=\left[f_{LL}(1+\beta \mathrm{cos}\theta ^{})+f_{LR}(1\beta \mathrm{cos}\theta ^{})\right]/2$$ $$f_{IJ}=Q_t+\frac{Q_I^eQ_J^t}{\mathrm{sin}^2\theta _W}\frac{s}{sM_Z^2}$$ Here $`\alpha `$ is the QED fine structure constant, $`\theta ^{}(\beta )`$ is the scattering angle (the speed) of top quark in the zero momentum frame and $`Q_I^e(Q_J^t)`$ is the electron (top quark) coupling to the Z boson. $`M_Z`$ is the Z-boson mass and $`\theta _W`$ is the Weinberg angle. From eq.(1), one can see that the choice $`\mathrm{tan}\xi =A_{LR}/B_{LR}`$ results in a large asymmetry. This spin basis is called “off-diagonal” basis . Since $`\|f_{LL}\|\|f_{LR}\|`$ numerically, it turns out that only one spin configuration dominates the cross section. On the other hand, in the helicity basis ($`\mathrm{cos}\xi =\pm 1`$) all configurations significantly contribute to the cross section. The QCD corrections might modify the tree level results since they induce an anomalous $`\gamma /Z`$ magnetic moment for the top quark and allow for single real gluon emission. Since the top and anti-top quarks are not necessarily produced back to back at the one loop level, we discuss the single spin correlation. Here we show only the numerical results of our calculations . Table I summarizes the strong coupling constant $`\alpha _s`$, $`\beta `$, and the tree and $`𝒪(\alpha _s)`$ level total cross sections in $`e_L^{}e^+`$ scattering. \| $`\sqrt{s}`$ \| $`400`$ GeV \| $`800`$ GeV \| \| --- \| --- \| --- \| \| $`\beta `$ \| $`0.484`$ \| $`0.899`$ \| \| $`\alpha _s(s)`$ \| $`0.0980`$ \| $`0.0910`$ \| \| $`\sigma _{Total}`$ Tree (pb) \| $`0.8707`$ \| $`0.3531`$ \| \| $`\sigma _{Total}`$ $`𝒪(\alpha _s)`$ (pb) \| $`1.113`$ \| $`0.3734`$ \| Table I: The values of $`\beta `$, $`\alpha _s`$, tree and next to leading order cross sections. To see the effects of the QCD corrections to the spin correlation, we write the cross section as a sum of two terms. $`{\displaystyle \frac{d\sigma }{d\mathrm{cos}\theta ^{}}}(e_L^{}e_R^+t_{}X)`$ $`=`$ $`(1+\kappa ){\displaystyle \frac{d\sigma ^0}{d\mathrm{cos}\theta ^{}}}(e_L^{}e_R^+t_{}X)`$ $`+{\displaystyle \frac{d\sigma ^R}{d\mathrm{cos}\theta ^{}}}(e_L^{}e_R^+t_{}X)`$ The first term is a part which is proportional to the tree level cross section. Therefore, $`1+\kappa `$ is simply the multiplicative enhancement (K-) factor. Whereas the second term give the $`𝒪(\alpha _s)`$ deviations to the spin correlations. Our numerical studies show that the $`𝒪(\alpha _s)`$ QCD corrections enhance the tree level result (the first term) and only slightly modifies the spin orientation of the produced top quark (the second term). The ratio of the second term to the first one is of order a few percent. In the kinematical region where the emitted gluon has small energy, it is natural to expect that the real gluon emission effects introduce only a multiplicative correction to the tree level result. Therefore only “hard” gluon emission could possibly modify the top quark spin orientation. What we have found, by explicit calculation, is that this effect is numerically very small. In Table II, we give the fraction of the top quarks in the subdominant spin configuration with $`K`$ factor for $`e_L^{}e^+`$ scattering, $$\sigma \left(e_L^{}e^+t_{}X(\overline{t}\mathrm{or}\overline{t}g)\right)/\sigma _L^{Total}$$ for the helicity and off-diagonal bases. These results suggest that the soft gluon approximation (SGA) will be sufficient to estimate the 1-loop QCD corrections. Actually, we have checked that the SGA can reproduce the full results quite accurately by choosing an appropriate cut off $`\omega _{\mathrm{max}}`$ for the soft gluon. The difference between the SGA using this $`\omega _{\mathrm{max}}`$ and the full 1-loop correction is smaller than the expected size of the 2-loop corrections. \| $`\sqrt{s}`$ (GeV) \| $`\kappa `$ \| Helicity \| Off-Diagonal \| \| --- \| --- \| --- \| --- \| \| \| \| 0.336 \| 0.00124 \| \| 400 \| 0.278 \| \| \| \| \| \| 0.332 \| 0.00150 \| \| \| \| 0.168 \| 0.0265 \| \| 800 \| 0.057 \| \| \| \| \| \| 0.165 \| 0.0319 \| Table II: The fraction of the $`e_L^{}e^+`$ cross section in the subdominant spin. The upper (lower) line corresponds to the tree (one-loop) level. ## 3 Decay distribution with anomalous coupling Although the QCD correction to the top quark production is not so large, it should be included to detect “small” signals from possible new physics beyond the SM. We analyze the top quark production and its subsequent decay at lepton colliders including both QCD corrections and anomalous $`\gamma /Zt\overline{t}`$ couplings. The process we are considering now is, in principle, a very complicated $`e^{}e^+6`$ one. However, it has been known that the narrow width approximation for the top quark, which is valid for $`\mathrm{\Gamma }_tm_t`$ (1.02 $`\mathrm{\Gamma }_t`$ 1.56 GeV for 160 $`m_t`$ 180 GeV), makes the situation very simple. Namely, we can separate the physics into the top production and the decay density matrices . Let us first discuss the top quark production (density matrix). We assume a general form for the $`t`$-$`\overline{t}`$-$`Z/\gamma `$ vertex as, $`\mathrm{\Gamma }_\mu ^V`$ $`=`$ $`g^V\{\gamma _\mu [Q_L^V\omega _{}+Q_R^V\omega _+]`$ (2) $`+{\displaystyle \frac{(t\overline{t})_\mu }{2m_t}}[G_L^V\omega _{}+G_R^V\omega _+]\}`$ where $`t,\overline{t}`$ are momenta of the top and anti-top quarks, $`m_t`$ is the top mass, $`\omega _{}/\omega _+`$ is the left/right projection operator, and $`V=Z`$ or $`\gamma `$. For the $`e`$-$`\overline{e}`$-$`Z/\gamma `$ vertex, we use the well established SM interaction. At the tree level in the SM, the coupling constants $`G_{L,R}^V`$ are zero. The combination of form factors $`G_R^{\gamma ,Z}+G_L^{\gamma ,Z}f_2^{\gamma ,Z}`$ is induced even at the one-loop level in the SM. Whereas, another combination $`G_R^{\gamma ,Z}G_L^{\gamma ,Z}if_3^{\gamma ,Z}`$ which is related to a CP violating interaction, called electric and weak dipole form factors (EDM and WDM) appears as, at least, the two-loop order effect. Thus they are negligibly small and non-zero value of $`f_3^{\gamma ,Z}`$ is considered to be a contribution from new physics beyond the SM. We presume some non-zero value for $`f_3^{\gamma ,Z}`$ and consider the top production and its decay. The QCD one-loop correction is easily incorporated into this analysis if one remembers that the one loop effect is very well approximated by the SGA. In the SGA, QCD effects can be expressed by the modified $`t`$-$`\overline{t}`$-$`Z/\gamma `$ vertex , eq.(2). $$Q_{LR}^V1+𝒪(\alpha _s),G_R^V+G_L^V𝒪(\alpha _s)$$ $$G_R^VG_L^V=𝒪(\alpha _s^2)0.$$ The top quark production amplitudes now read, $`M(e_L^{}e_R^+t_{}\overline{t}_{},t_{}\overline{t}_{})`$ $`=`$ $`4\pi \alpha \left[\widehat{A}_{LR}\mathrm{cos}\xi \widehat{B}_{LR}\mathrm{sin}\xi \pm iE_{LR}\right]`$ $`M(e_L^{}e_R^+t_{}\overline{t}_{},t_{}\overline{t}_{})`$ $`=`$ $`4\pi \alpha \left[\widehat{A}_{LR}\mathrm{sin}\xi +\widehat{B}_{LR}\mathrm{cos}\xi \pm \widehat{D}_{LR}\right].`$ where we have chosen the phases of spinors to be real. The coefficients with $`\widehat{}`$ receive the contribution from the QCD corrections, $$\widehat{C}_{LR}=C_{LR}+𝒪(\alpha _s).$$ For the explicit expressions, see ref.. The function $`E_{LR}`$ linearly depends on $`f_3^{\gamma ,Z}`$ and is given by, $$E_{LR}=\frac{1}{2}(h_{LL}h_{LR})\frac{\beta \mathrm{sin}\theta ^{}}{\sqrt{1\beta ^2}},$$ with $$h_{IJ}=G_J^\gamma (t)+\frac{Q_I^Z(e)G_J^Z(t)}{\mathrm{sin}^2\theta _W}\frac{s}{sM_Z^2}.$$ The problem now is how to detect the anomalous coupling in the top quark events. It is easily understood that the effects of the anomalous coupling on the top quark production cross sections should be small and undetectable since the anomalous coupling is assumed to be comparable to or smaller than the QCD correction in size and we already know the QCD correction itself to be small. Therefore we consider the angular distribution of top decay products which depends linearly on $`f_3^{\gamma ,Z}`$. In the decay process, we assume V-A interaction of the SM in $`t`$-$`b`$-$`W`$ vertex. We employ the semi-leptonic decay, $`tbWb\overline{l}\nu `$ for simplicity. Neglecting the mass of the final state fermions, the decay amplitude $`D_{s_t}`$ (for $`t_{s_t}b\overline{l}\nu `$) is known to be given by $`D_{}`$ $`=`$ $`{\displaystyle \frac{2g^2V_{tb}\sqrt{b\nu m_tE_{\overline{l}}}}{2\nu \overline{l}M_W^2+iM_W\mathrm{\Gamma }_W}}\mathrm{cos}{\displaystyle \frac{\theta _{\overline{l}}}{2}}`$ $`D_{}`$ $`=`$ $`{\displaystyle \frac{2g^2V_{tb}\sqrt{b\nu m_tE_{\overline{l}}}}{2\nu \overline{l}M_W^2+iM_W\mathrm{\Gamma }_W}}\mathrm{sin}{\displaystyle \frac{\theta _{\overline{l}}}{2}}e^{i\varphi _{\overline{l}}}`$ where the names of final particles are used as substitute for their momenta. $`M_W`$ and $`V_{tb}`$ are the masses of the W boson and the Cabbibo–Kobayashi–Maskawa (CKM) matrix. The polar and azimuthal angles of the $`\overline{l}`$ momentum ($`\theta _{\overline{l}},\varphi _{\overline{l}}`$) are defined in the top quark rest frame, in which $`z`$-axis coincides with the chosen spin axis $`s_t`$ and $`xz`$ is the production plane, Fig.2. We have a similar expression $`\overline{D}_{}`$ also for the anti-top quark decay. Now, the differential cross-section for the process $`e^{}e^+t\overline{t}`$ followed by the decays $`tX_t,\overline{t}\overline{X}_t`$ is described in terms of the production and decay density matrices $`\rho _{s_t\overline{s}_t,s_t^{}\overline{s}_t^{}}`$ , $`\tau _{s_ts_t^{}}`$ and $`\overline{\tau }_{\overline{s}_t\overline{s}_t^{}}`$ as, $`d\sigma \left(e^{}e^+t\overline{t}X_t\overline{X}_t\right)`$ $``$ $`{\displaystyle \underset{s_t,\overline{s}_t,s_t^{},\overline{s}_t^{}}{}}\rho _{s_t\overline{s}_t,s_t^{}\overline{s}_t^{}}\tau _{s_ts_t^{}}\overline{\tau }_{\overline{s}_t\overline{s}_t^{}}dL,`$ where $`dL`$ is the phase space of the final particles and the density matrices can be obtained from eqs.(LABEL:proamp) and (LABEL:eq:D2. $$\rho _{s_t\overline{s}_t,s_t^{}\overline{s}_t^{}}=M_{s_t\overline{s}_t}M_{s_t^{}\overline{s}_t^{}}^{}$$ $$\tau _{s_ts_t^{}}D_{s_t}D_{s_t^{}}^{}\left(\begin{array}{cc}1+\mathrm{cos}\theta _{\overline{l}}& \mathrm{sin}\theta _{\overline{l}}e^{i\varphi _{\overline{l}}}\\ \mathrm{sin}\theta _{\overline{l}}e^{i\varphi _l}& 1\mathrm{cos}\theta _{\overline{l}}\end{array}\right)_{s_ts_t^{}}$$ $`\overline{\tau }_{\overline{s}_t\overline{s}_t^{}}`$ is also given by the similar expression. When we calculated the production density matrix, we have kept terms up to linear in $`\alpha _s`$ and $`f_3^{\gamma ,Z}`$ for the consistency of our approximation. We have also applied the narrow width approximation for the W boson in eq.(LABEL:eq:D2) to derive the above result. From this expression, we see that there are terms which linearly depend on $`f_3^{\gamma ,Z}`$ in the angular distributions of the charged leptons and the interference terms between amplitudes for different spin configuration play an important role. Here we take an advantage of the freedom for the choice of the spin basis to detect the effect of the anomalous couplings. Note that the differential cross section itself is (should be) independent of the choice of the spin basis. However, the “choice of the variables” can depend on the spin basis. We have calculated the angular distribution of $`\overline{l}`$ in the top quark decay after integrating out other variables. We plot the $`\theta _{\overline{l}}\varphi _{\overline{l}}`$ correlations both in the helicity (Fig.3) and the off-diagonal basis (Fig.4). We set $`\sqrt{s}=400GeV`$ and assume $`f_3^{\gamma ,Z}=0.2`$ just for an illustration. The both figures are for $`\mathrm{cos}\theta ^{}=0`$. However the pattern of the correlation is essentially the same for all scattering angles. One can see that it is very hard to identify the effects of the anomalous couplings in Fig. 3, This situation changes drastically if we take the off-diagonal basis (Fig. 4). As the SM result produces almost no azimuthal angular dependence in this basis (these azimuthal angular dependencies are caused by interferences effects in a given spin basis and these are very small in the off-diagonal basis), we recognize the effect of the anomalous coupling as a deviation from the flat distribution. For the value of the anomalous coupling we have chosen, these new interactions change the shape nearly by 10%. In order to show the effect of the $`f_3^{\gamma ,Z}`$ more clearly, we partially integrate the cross section over the azimuthal angle and define the azimuthal asymmetry. Let $`\sigma ^{1,2}`$ denote the partially integrated cross-sections over the azimuthal angle, $`\sigma ^1(\theta ^{})`$ $`=`$ $`{\displaystyle _0^\pi }𝑑\varphi _l\left({\displaystyle \frac{d\sigma }{d\mathrm{cos}\theta ^{}d\varphi _l}}\right),`$ $`\sigma ^2(\theta ^{})`$ $`=`$ $`{\displaystyle _\pi ^{2\pi }}𝑑\varphi _{\overline{l}}\left({\displaystyle \frac{d\sigma }{d\mathrm{cos}\theta ^{}d\varphi _l}}\right)`$ where other variables have been integrated out already. We define the azimuthal asymmetry in order to pull out the effect of anomalous interactions, $$𝒜(\theta ^{})=\frac{\sigma ^2(\theta ^{})\sigma ^1(\theta ^{})}{\sigma ^2(\theta ^{})+\sigma ^1(\theta ^{})}.$$ We plot the asymmetry as a function of $`\mathrm{cos}\theta ^{}`$ in Fig.5 at $`\sqrt{s}=400GeV`$ for the $`e_R^+e_L^{}`$ and $`e_L^+e_R^{}`$ annihilation. In this figure, the dot-dashed line comes from the SM (with QCD corrections) and others from anomalous couplings. At the SM tree level, the asymmetry is exactly zero and the QCD radiative corrections induce a numerically negligible asymmetry as shown in Fig.6. The asymmetry strongly depends on the value and the sign of $`f_3^{\gamma ,Z}`$. In the case of $`e_R^+e_L^{}`$, the effects of the anomalous interactions $`f_3^\gamma `$ and $`f_3^Z`$ are additive and have a larger asymmetry when their signs are the same. But when their signs are opposite, these effects become subtractive and lead to a smaller asymmetry. This feature changes in the case of $`e_L^+e_R^{}`$. In the off-diagonal basis, the anomalous couplings produce the asymmetry of the order 10%. In the helicity basis, however, the deviation from the SM is only around 1.5% since there exists some amount of asymmetry already in the SM. ## 4 Conclusion We have studied the top quark pair production and subsequent decays at lepton colliders. First, we reported that the contribution of QCD corrections is mainly just the enhancement of the tree level result (K-factor) and does not change the spin configuration of produced top quarks. For a realistic next lepton colliders, let us say $`\beta 0.5`$, the helicity basis is a poor choice since all spin configurations contribute to the production process. This means that there is a significant interference between the intermediate spin states. On the other hand, the off-diagonal basis is a good choice since the contribution from some spin states is zero or negligible even after including the QCD corrections. This small interference makes the correlations between decay products and the top spin very strong. Using this advantage, we analyzed, secondly, the angular dependence of the decay product of the top quark including both the QCD corrections and the anomalous couplings. We have shown that the asymmetry amount to the order of 10% in the off-diagonal basis with chosen parameters which may be detectable. Although we have considered the anomalous couplings only for the production process and showed the results for their particular values, the inclusion of new effects to the decay process and more detailed phenomenological analyses for various choices of the new interactions are quite straightforward exercises.
warning/0006/hep-ph0006318.html	ar5iv	text	# 1 Introduction ## 1 Introduction Considerable interest has recently been attracted by the initial investigation of sigma-model symmetries in Type II B D=4, N=1 orientifolds at the level of the effective Lagrangian. The motivation for the study of such symmetries is suggested by the case of D=4, N=1 heterotic orbifold models. There an $`SL(2,R)_{T_i}`$ transformation leaving invariant the classical Lagrangian also corresponds to an exact $`SL(2,Z)_T`$ symmetry of the underlying string ($`T`$ duality). What do we know on the orientifold side? The proposed “strong-weak” duality between the heterotic and type I vacua in ten dimensions suggested the existence of links between heterotic and type I models in lower dimensions . This has lead in particular to a generalised heterotic-type II B orientifold duality in four dimensions in which both models are weakly coupled for some regions of the moduli space. An example of this latter duality is provided by $`Z_3`$ orbifold-orientifold models without Wilson lines and these are the models we will consider in the following. Their very similar spectrum strengthens the suggestion that they are indeed dual. The presence of the sigma model symmetry and its anomaly cancellation in the $`Z_3`$ heterotic case thus suggests its existence and associated anomaly cancellation in the $`Z_3`$ orientifold model as well. Thus studying the anomaly cancellation on the orientifold side may help us find out more about the proposed “weak-weak” duality in four dimensions. Here we examine the consequences of this $`SL(2,Z)_T`$ symmetry in the $`Z_3`$ orientifold model and discuss its implications for the RG flow of the gauge couplings, intimately connected to its anomaly cancellation. Previous analyses and associated difficulties of $`SL(2,Z)_T`$ symmetry on the orientifold side were discussed in . In the case of the heterotic string, the models based on the $`Z_3`$ orbifold have the gauge group $`SU(12)\times SO(8)\times U(1)_A`$ where $`U(1)_A`$ is anomalous. This anomaly, which is universal, is cancelled by the shift of the dilaton. The Fayet Iliopoulos term, dilaton dependent, is cancelled by shifts of some additional fields. These are the so-called “blowing up” modes of the orbifold which are charged only under the $`U(1)_A`$ and compensate the Fayet Iliopoulos term when they acquire some expectation value, without breaking further the gauge group. The mass of the anomalous gauge boson becomes equal to the string scale and decouples from the RG flow of the model. For the case of the orientifold (we mainly refer to the $`Z_3`$ orientifold, but some aspects in the following are more general) the situation is slightly different. In this case the gauge group is also $`SU(12)\times SO(8)\times U(1)_A`$ where $`U(1)_A`$ is again anomalous. However, in this case the anomalies are gauge group dependent and may be cancelled by a generalised Green Schwarz mechanism. This can be realised by the shifting of the twisted axions which are singlets under the gauge group. The anomalous vector superfield mixes with these states and acquires a mass which is again of string scale order, regardless of the particular choice of the Kähler potential for the twisted moduli . After determining that the two models have a similar spectrum and the same gauge group below the string scale, it is interesting to analyse whether the weak coupling - weak coupling duality really holds beyond tree level. This was the purpose of the investigation in at the one loop level. Starting from the RG flow in the string (linear) basis and using the linear-chiral duality relation it was shown that the results for the low energy couplings raise doubts about the existence of the $`Z_3`$ orbifold-orientifold duality . There is however a difficulty in analysing the relation between the couplings of the $`Z_3`$ orbifold and $`Z_3`$ orientifold models. This is due to the fact that the string scale in the latter case was not invariant under the proposed $`SL(2,Z)_{T_i}`$ symmetry. Moreover, in the orientifold limit, this means that the low energy physics, as it emerges from the linear basis formula (1) is not invariant under the symmetry. In the linear basis for the $`Z_N`$ orientifold $$g_a^2(\mu )=l^1+\underset{k=1}{\overset{(N1)/2}{}}s_{ak}m_k+\frac{b_a}{8\pi ^2}\mathrm{ln}\frac{M_I}{\mu }$$ (1) where $`l`$ is the string coupling, $`s_{ak}`$ is a coefficient proportional to one loop beta function $`b_a`$ and $`m_k`$ is the scalar component of the twisted linear multiplet describing the blowing up modes of the associated orbifold. In the following we will drop the index $`k`$ whenever we refer to the particular case of the $`Z_3`$ orientifold. The orientifold limit $`m_k0`$ together with the dependence of the tree level string scale $`M_I`$ on the $`T_i`$ moduli<sup>1</sup><sup>1</sup>1At string tree level this is given by $`M_I^2=(ReS/_{i=1}^3ReT_i)^{1/2}M_P^2/(2ReS)`$. leads to the conclusion that $`g_a(\mu M_z)`$ changes under $`SL(2,Z)_{T_i}`$. This is obviously inconsistent with the fact that $`g_a(\mu M_z)`$ is a physical observable and it must remain invariant under this transformation if it is a symmetry of the theory. There are three possible resolutions to this problem. The first is that there may be additional terms in eq.(1) which render $`g_a(\mu M_z)`$ invariant. The second possibility is that the string scale definition to be used in (1) is changed from the tree level value $`M_I`$ and its one-loop improved value is invariant under the transformation of $`T_i`$. This is similar to the heterotic case where the tree level string scale $`M_H`$ depends on $`S`$, $`M_H^2M_P^2/(S+\overline{S})`$; the dilaton changes under $`SL(2,Z)_{T_i}`$ (for universal anomaly cancellation) so $`M_H`$ is not invariant, but the one-loop improved heterotic string scale is invariant under this symmetry, as we will discuss later. The last possibility is that the proposed symmetry $`SL(2,Z)_{T_i}`$ is not there at all in the case of $`Z_3`$ orientifold models, putting into doubt the existence of the proposed $`Z_3`$ orbifold-orientifold duality. In this work we investigate these possibilities adopting a different perspective. We work only in the chiral basis of $`N=1`$, $`D=4`$ Supergravity and do not use the (questionable) linear-chiral multiplet duality relation . We assume there is an effective supergravity theory below some cut-off scale $`\mathrm{\Lambda }`$. As we will show, this approach provides relevant information for anomaly cancellation and the unification of the gauge couplings. This is interesting because it will give us some understanding as to whether the proposed mirage unification scenario initially suggested by can be made to work for $`Z_3`$ orientifolds. This requires a careful investigation of the RG flow for both models based on the $`Z_3`$ orbifold/orientifold. The RG flow in $`N=1`$ $`D=4`$ Supergravity models was introduced in (see also for applications to the heterotic case) and we will briefly review some aspects of it in the next section, with emphasis on the importance of the various terms contributing to the (perturbatively exact) running. A more illustrative form of the RG flow is presented in Section 3 which makes manifest how string theories renormalise, through the Kähler terms for the moduli fields, the bare coupling and the (high) scale to which the effective (canonical) gauge couplings run. This discussion will show that the assumption there is gauge coupling unification in supergravity models suggests the existence of a link at a deeper level in string theory between the structure of the Kähler potential for moduli fields (other than the dilaton) and that of the dilaton itself. In Section 3.1 we discuss the case of the $`Z_3`$ orbifold. We stress the importance of the one loop improved string scale which emerges as the natural cut-off in the RG flow of the (effective) gauge couplings and which should be used in models which want to test the weak coupling - weak coupling duality, at one-loop level. In Section 3.2 we perform a similar analysis to investigate the gauge couplings running in the case of $`Z_3`$ orientifold model. Using only anomaly cancellation arguments in $`D=4`$, we recover on purely field theoretic grounds, the result from string theory that the coefficient of the twisted moduli entering the RG flow is indeed proportional to the one loop beta function for the case of $`Z_3`$ orientifold. The calculation also shows that the effective unification scale could be far above the string scale (mirror unification), perhaps close to the Planck scale. Unfortunately our analysis cannot say more about this value since the v.e.v. of the twisted moduli is not determined by the Fayet Iliopoulos mechanism. This is due to our present lack of understanding of the linear-chiral duality relation, which relates the string result (1) to that of Supergravity RG flow for $`g_a(\mu M_z)`$, the question of invariance of the string scale under the assumed $`SL(2,Z)_{T_i}`$ symmetry and the cancellation of anomalies in type IIB orientifolds . These issues may affect the results obtained from the Fayet Iliopoulos mechanism in the orientifold limit. This mechanism has been investigated in ref. but its conclusions seem to be in conflict with the proposed linear-chiral multiplet duality relation suggesting further study is necessary. To avoid some of these problems for the $`Z_3`$ orientifold models we present the results in terms of an unknown function $`𝒢`$ invariant under the $`SL(2,Z)_{T_i}`$ symmetry and speculate about its effects on the value of the unification scale. Our conclusions are presented in the last section. ## 2 RG flow, symmetries and the link with string theory The standard procedure for analysing the RG flow equations in local supersymmetric theories and their matching with string theory<sup>2</sup><sup>2</sup>2for the heterotic case was introduced by Kaplunovsky and Louis in ref. (see also ). Its application to string models in general requires a knowledge of the Kähler potentials of the moduli fields as well as the structure of the holomorphic couplings. Let us consider the link between the supergravity RG flow and string theory - in our case heterotic orbifolds and Type II B orientifolds. There are two important differences between these cases. Firstly, the ultraviolet cut-off $`\mathrm{\Lambda }`$ of the RG flow of the Wilsonian coupling in the effective theory of supergravity may not be the same in both cases. However, whatever its value may be, by definition it must be independent of all fields/moduli . From the point of view of the effective supergravity theory $`\mathrm{\Lambda }`$ must be constant in Planck units, and it can therefore be set equal to the Planck scale $`M_P`$. This applies to the effective supergravity models of the heterotic strings . It is not clear to us whether this should also be the case for the type I string models we consider here, although certainly $`\mathrm{\Lambda }`$ must be a moduli/field independent quantity. Secondly, for the two classes of string models we consider, the expressions for the holomorphic function $`f_a`$ and the dependence on the moduli fields of the Kähler potentials may be different. Their input from string theory in both cases realises the connection between effective supergravity and string theory, allowing a test of string unification at (N=1, D=4) supergravity level. However, throughout this paper, we will keep the string input at minimum and use only supergravity arguments for most of the calculations. A great deal of the structure of the Wilsonian coupling and even their relationship to the Kähler moduli can be understood on pure supergravity grounds together with gauge unification which we assume applies. This will be detailed in the following sections. The integral of the RG flow for the effective gauge couplings $`g_a`$ in rigid supersymmetry follows from the exact beta function for $`g_a`$ introduced by Novikov, Shifman, Vainshtein, Zakharov (NSVZ), . The result after integration is $$F_a=g_a^2(\mu )+\frac{b_a}{8\pi ^2}\mathrm{ln}\mu \frac{T(G_a)}{8\pi ^2}\mathrm{ln}g_a^2(\mu )+\underset{r}{}\frac{T_a^{(r)}}{8\pi ^2}\mathrm{ln}Z_r(\rho ,\mu )$$ (2) where condition $`dF_a/d\mu =0`$ recovers the “NSVZ” beta function. Here $`b_a=3T_a(G)+_rT_a^{(r)}`$. After applying this equation at two different scales, one recovers the running of the couplings between these scales to all orders in perturbation theory. The coefficients $`Z`$ are normalised to unity at some arbitrary scale $`\rho `$. At two loop level one can reproduce the structure of the familiar RG flow of the Minimal Supersymmetric Standard Model (MSSM). For the Wilsonian couplings of the local supersymmetric theories we have the following integral of the renormalisation group $$F_a=Ref_a+\frac{b_a}{8\pi ^2}\mathrm{ln}\mathrm{\Lambda }+\frac{c_a}{16\pi ^2}𝒦,𝒦=\kappa ^2K$$ (3) where $`\mathrm{\Lambda }`$ is the ultraviolet cut-off scale. Equation (3) simply reflects that Wilsonian couplings do not renormalise beyond one-loop. The last term in (3) accounts for the super-Weyl anomaly induced by the rescaling of the metric necessary to separate gravity from quantum field theory effects in the supergravity action . We use the notation $`c_a=T_a(G)+_rT_a^{(r)}`$, and $`\kappa ^2=8\pi /M_P^2`$. $`K`$ is the full Kähler potential which includes a term for moduli fields and one for the charged matter fields . Its expression is given by $$K=K_{mod}+K_{matter}=k^2\stackrel{~}{𝒦}+K_{matter}$$ (4) where the moduli part of the Kähler potential $`K_{mod}𝒪(M_P^2)`$ is the only relevant part in (3), the charged matter term $`K_{matter}Z\overline{Q}Q`$ being strongly suppressed relative to the moduli contribution. Therefore $`𝒦\overline{𝒦}`$. Equations (2), (3) above set the integral of the RG flow in models with local supersymmetry in the following form $$g_a^2(\mu )=Ref_a+\frac{b_a}{16\pi ^2}\mathrm{ln}\frac{\mathrm{\Lambda }^2}{\mu ^2}+\frac{1}{16\pi ^2}\left\{c_a𝒦+2T(G_a)\mathrm{ln}g_a^2(\mu )2\underset{r}{}T_a^{(r)}\mathrm{ln}Z_r(\rho ,\mu )\right\}$$ (5) A comment on the structure of equation (5) and the way it is linked to string theory is in place here. Although this discussion is made in the context of the weakly coupled heterotic models, it is in fact more general. Usually the link with string theory is established by taking the Kähler potential for the dilaton and other moduli as given to some order of perturbation in string theory. Consider, for example, the Kähler potential for the dilaton $`𝒦\mathrm{ln}(S+\overline{S})`$. Its contribution in the curly braces of (5) is usually split into two terms, one given by $`b_a/(16\pi ^2)\mathrm{ln}(S+\overline{S})`$ which combines with the cut-off $`\mathrm{\Lambda }`$ to give the heterotic string scale, $`M_H^2\mathrm{\Lambda }^2/(S+\overline{S})`$, while the remaining part $`(c_ab_a)/(16\pi ^2)\mathrm{ln}(S+\overline{S})`$ combines with $`\mathrm{ln}g_a^2(\mu )`$ to give $`2T_a(G)\mathrm{ln}(S+\overline{S})^1/g^2(\mu )`$ in the curly braces. Further, this last term (pure gauge) is usually ignored as being considered a higher order (two loop and beyond) term in the effective field theory. This is not correct because it is inconsistent to split the logarithmic dependence of the dilaton into two pieces and to retain only $`b_a\mathrm{ln}(S+\overline{S})`$ while ignoring the part proportional to $`2T_a(G)\mathrm{ln}(S+\overline{S})`$. Since the string expansion parameter is $`1/ReS`$ truncating such an expansion to keep only part of $`\mathrm{ln}(S+\overline{S})`$ term makes the whole calculation only valid in $`𝒪(ReS)`$ order i.e. string tree level. The presence of the terms $`Z_\alpha (\rho ,\mu )`$ is due to wavefunction renormalisation at/above and below some cut-off<sup>3</sup><sup>3</sup>3which turns out to be the string scale, see later. of the charged matter fields. Usually only their value at/above the cut-off is retained to give contribution to the so called one-loop string threshold effects (dependent on the $`T`$ moduli). This contribution is due to the Kähler terms for charged matter fields which are not canonically normalised and comes with what can be considered as a wavefunction coefficient of string origin, $`Z_r(\rho ,\stackrel{~}{\mathrm{\Lambda }})_{i=1}^3(T_i+\overline{T}_i)^{n_r}`$ where $`n_r`$ are modular weights of the matter fields, $`\rho `$ is some arbitrary scale<sup>4</sup><sup>4</sup>4The scale $`\rho `$ is not physical, it simply corresponds to a particular point in the moduli space where $`Z`$ is normalised to unity. and $`\stackrel{~}{\mathrm{\Lambda }}`$ is the string scale. The contribution (computable in field theory) to $`Z`$ below the cut-off (later we will identify it with the string scale, $`\stackrel{~}{\mathrm{\Lambda }}`$) is needed to account for matter and mixed gauge-matter contributions to the running of the (effective) couplings. At one loop order there is a gauge contribution of the form $`\mathrm{ln}Z(\stackrel{~}{\mathrm{\Lambda }},\mu )\mathrm{ln}g_a(\stackrel{~}{\mathrm{\Lambda }})/g_a(\mu )`$. This together with the fact $`g_a^2(\stackrel{~}{\mathrm{\Lambda }})(S+\overline{S})^1`$ shows it is of comparable magnitude to the dilaton contribution $`\mathrm{ln}(S+\overline{S})`$ and must be included. A more elegant motivation for including $`\mathrm{ln}Z`$ terms below the cut-off scale is due to the fact that they originate from anomaly cancellation (from the rescaling of chiral superfields) just as the terms $`\mathrm{ln}g_a^2`$ do (from the rescaling of vector superfields), so they are on equal footing. The effective couplings $`g_a`$ are physical quantities, and therefore they must be invariant under the symmetries of the theory. In particular we require the invariance of the low energy physics under the Kähler symmetry transformations of the Kähler potential $`K`$ and of the superpotential $`W`$, given by ($`\varphi `$ stands for the moduli fields and $`Q`$ for the charged matter fields) $`K(\varphi ^{},\overline{\varphi ^{}},Q^{},\overline{Q^{}})`$ $`K(\varphi ,\overline{\varphi },Q,\overline{Q})+J(\varphi ,Q)+\overline{J}(\overline{\varphi },\overline{Q})`$ (6) $`W(\varphi ^{},Q^{})`$ $`W(\varphi ,Q)exp(\kappa ^2J(\varphi ,Q))`$ (7) At the classical level, these transformations leave the action invariant . At the quantum level these symmetries imply a transformation of the holomorphic coupling $`f_a`$ (Kähler anomaly) which is shifted by a quantity proportional to $`J(\varphi )`$ as follows from (5),(6). In a similar way, a symmetry transformation of the matter fields of the form $$Q^rQ^r=Y_r^{}^r(\varphi )Q^r^{}$$ (8) induces another anomaly with $`Q^{}ZQ=Q^{{}_{}{}^{}}Z^{}Q^{}`$, so $`ZZ^{}=Y^1ZY^1`$. This transformation together with that of the wavefunction coefficients leaves the Kähler potential for charged matter fields invariant, but at the quantum level this rescaling of the fields induces an anomalous term. For low-energy physics (i.e. $`g_a(\mu )`$) to stay invariant under the combined effect of transformations (6) and (8) one finds the following transformation for the holomorphic coupling $$f_a(\varphi )f_a(\varphi ^{})=f_a(\varphi )\frac{c_a}{8\pi ^2}\kappa ^2J(\varphi )\underset{r}{}\frac{T_a^{(r)}}{4\pi ^2}\mathrm{ln}Y^{(r)}(\varphi )$$ (9) This is a very important relation as it relates two values of the Wilsonian coupling $`f_a`$ at different points in the moduli space . ## 3 $`N=1`$ $`D=4`$ Supergravity and RG flow From eq.(2) evaluated at two different scales $`\mu `$ and $`\mu ^{}`$ ($`\mu \mu ^{}`$) one finds to all orders in perturbation theory that the effective couplings run as follows $$g_a^2(\mu )=g_a^2(\mu ^{})+\frac{3T_a(G)}{8\pi ^2}\mathrm{ln}\frac{\mu ^{}}{\mu \left(g_a^2(\mu ^{})/g_a^2(\mu )\right)^{1/3}}+\underset{r}{}\frac{T_a^{(r)}}{8\pi ^2}\mathrm{ln}\frac{\mu ^{}}{\mu Z_r(\mu ^{},\mu )}$$ (10) Here we have used the fact that $`Z_r(\rho ,\mu )=Z_r(\rho ,\mu ^{})Z_r(\mu ^{},\mu )`$. In the above RG flow the second term on the r.h.s. is the pure gauge term (exact to all orders) while the last term is the mixed matter-gauge and matter only (Yukawa) term again exact to all orders in perturbation theory. Computing $`Z`$ at one loop, eq.(10) reproduces the structure of the well-known two-loop running in the MSSM in the presence of Yukawa couplings . If the gauge couplings unify at some scale (in this case $`\mu ^{}`$ which also provides the cut-off) $`g_a(\mu ^{})=g_0`$. Eq.(10) gives the RG flow in rigid supersymmetry, while we know that the effective theory close to the string scale should actually be that of supergravity. However, the phenomenological success of eq.(10) in the context of the MSSM in relating low energy values of the gauge couplings suggests any corrections to it should be small. It would therefore be good to have a deeper understanding, at the supergravity level, of why eq.(10) is such a good approximation and of how the cut-off $`\mu ^{}`$ and the bare coupling $`g_0`$ emerge. In string theory the ratio of the gauge couplings is predicted. The effective (N=1, D=4) supergravity theory leads to a test of such string predictions using the RG flow. In this the gauge couplings unification condition must be imposed as a boundary condition. The RG flow in supergravity is similar to that in eq.(10) as long as the space-time is nearly flat, but at scales of order $`𝒪(\mu ^{})`$ gravity effects become more important. At such scales the running of the couplings is given by (5) which we may present in a a form similar to (10) $$g_a^2(\mu )=Ref_a+\frac{3T_a(G)}{8\pi ^2}\mathrm{ln}\frac{\mathrm{\Lambda }e^{𝒦/2}}{\mu \left(e^𝒦/g_a^2(\mu )\right)^{1/3}}+\underset{r}{}\frac{T_a^{(r)}}{8\pi ^2}\mathrm{ln}\frac{\mathrm{\Lambda }e^{𝒦/2}}{\mu Z_r(\rho ,\mu )}$$ (11) This equation is very similar to (10) in its structure, and leads to the interpretation of the “cut-off” as $`\mathrm{\Lambda }e^{𝒦/2}`$, the scale present in the second and third terms in the r.h.s. of equation<sup>5</sup><sup>5</sup>5If we considered instead $`\mathrm{\Lambda }e^{w𝒦/2}`$ as a cut-off and with $`e^{v𝒦}`$ in the denominator of the second term in the r.h.s. of (11) acting as a bare coupling ($`w,v`$ are arbitrary constants), the condition $`b_aw+2T_a(G)v=c_a`$ gives $`b_a(w1)=2T_a(G)(1v)`$ with (unique) gauge group independent solution $`w=v=1`$. This motivates our interpretation of $`\mathrm{\Lambda }e^{𝒦/2}`$ as a potential “cut-off” in eq.(11). (11). Comparing (11) and (10) we see that the second term on the r.h.s. of (11) is the (all orders) pure gauge contribution while the last term is the matter contribution (again to all orders in perturbation theory). The presence of the “cut-off” $`\mathrm{\Lambda }e^{𝒦/2}`$ instead of $`\mathrm{\Lambda }`$ may be interpreted as a gravitational effect corresponding to the rescaling of the metric . The only effect of such a rescaling is to change the scale up to which the effective couplings run as compared to the holomorphic coupling running, eq.(3); the structure of the running is similar in both cases, eqs.(10), (11). Moreover, evaluating (11) at two different scales $`\mu `$ and $`\mu ^{}`$ and subtracting, we recover eq.(10) which corresponds to flat space-time RG flow, strengthening our assertion that only the cut-off of the running and the bare coupling (i.e. the boundary conditions) change when going to the effective supergravity case. Further, since the leading contribution in $`𝒦`$ is that of moduli fields<sup>6</sup><sup>6</sup>6For this see eq.(4). which are intrinsically of string origin, eq.(11) makes manifest how string theory normalises the cut-off and the bare coupling of the effective supergravity theory through the Kähler potential of moduli fields. The unification condition for the gauge couplings is of the following form $`Ref_a=e^𝒦=g_a^2(\mathrm{\Lambda }e^{𝒦/2})`$ up to scheme dependence terms. If this condition is met, then eq.(11) is of the same form as eq.(10). Thus eq.(11) together with the gauge unification requirement provides an explanation why corrections close to the string scale preserve the successful (rigid supersymmetry) form of eq.(10). The cut-off of the RG flow for the effective couplings plays an important role in our discussion. It must correspond to a physical threshold and thus must be invariant under the various symmetries of the theory. To clarify this we make a separation in the Kähler potential contributions $$𝒦=𝒦_S+𝒦_T$$ (12) where $`𝒦_S`$ is the $`T`$ independent part while $`𝒦_T`$ changes under the symmetry transformation (6). As an example, in the $`Z_3`$ heterotic orbifold, $`𝒦_S`$ stands for the dilaton Kähler term $`\mathrm{ln}(S+\overline{S})`$ and $`𝒦_T`$ for the Kähler term of the untwisted moduli $`T,U`$ and their higher order (i.e. one loop and beyond in string coupling) mixing with the dilaton and other moduli. A similar structure exists for the $`Z_3`$ orientifold models due to an $`SL(2,Z)_{T_i}`$ symmetry . Using this separation we may write eq.(11) as $$g_a^2(\mu )=Ref_a+\sigma _a+\frac{3T_a(G)}{8\pi ^2}\mathrm{ln}\frac{\mathrm{\Lambda }e^{𝒦_S/2}}{\mu \left(e^{𝒦_S}/g_a^2(\mu )\right)^{1/3}}+\underset{r}{}\frac{T_a^{(r)}}{8\pi ^2}\mathrm{ln}\frac{\mathrm{\Lambda }e^{𝒦_S/2}}{\mu Z_r(\stackrel{~}{\mathrm{\Lambda }},\mu )}$$ (13) where we used the notation $$\sigma _a=\frac{1}{16\pi ^2}\left[c_a𝒦_T\underset{r}{}2T_a^{(r)}\mathrm{ln}Z_r(\rho ,\stackrel{~}{\mathrm{\Lambda }})\right]$$ (14) In eq.(13) $`\stackrel{~}{\mathrm{\Lambda }}`$ corresponds to the scale at which string theory gives the Kähler term for the charged matter fields in a non-canonically normalised form $`K_{matter}=Z_r\overline{Q}_rQ_r_{i=1}^3(T_i+\overline{T}_i)^{n_r^i}\overline{Q}_rQ_r`$ where the approximation ignores higher order string corrections. We therefore identify the scale $`\stackrel{~}{\mathrm{\Lambda }}`$ with the string scale of the theory. Any variation of $`\sigma _a`$ induced by changes of $`𝒦_T`$ or $`Z_r(\rho ,\stackrel{~}{\mathrm{\Lambda }})`$ under the symmetries of the string theory, must be cancelled by that of $`Ref_a`$ (eq.(9)) otherwise the predictions for the low energy physics (i.e. $`g_a(\mu )`$) would not be invariant. We conclude that the quantity $`_a`$ defined by $$_aRef_a+\sigma _a$$ (15) is invariant under symmetry transformations (6), (8). Implementing such symmetries in (13) and (14) to all orders in perturbation theory is a very difficult task. This is so because $`𝒦_T`$ and $`Z_r(\rho ,\stackrel{~}{\mathrm{\Lambda }})`$ (present in $`\sigma _a`$) are real functions of the moduli which in general have contributions from all orders in perturbation theory in the (string) coupling and we only know their first few perturbative terms. Their expressions at the string scale are $$𝒦_T=𝒦_T^{(0)}+𝒦_T^{(1)}+\mathrm{}=\underset{i=1}{\overset{3}{}}\mathrm{ln}(T_i+\overline{T}_i)+𝒦_T^{(1)}+\mathrm{}=\underset{i=1}{\overset{3}{}}\mathrm{ln}(T_i+\overline{T}_i)\left(1+𝒪(g_s^2)+\mathrm{}\right)$$ (16) where only the tree level term is explicitly given. Higher order terms usually mix the dilaton with the rest of moduli fields. Here $`g_s^2`$ is the string coupling. Similarly $$Z_r=Z_r^{(0)}+Z_r^{(1)}+\mathrm{}=\underset{i=1}{\overset{3}{}}(T_i+\overline{T}_i)^{n_r^i}+Z_r^{(1)}+\mathrm{}=\underset{i=1}{\overset{3}{}}(T_i+\overline{T}_i)^{n_r^i}\left(1+𝒪(g_s^2)+\mathrm{}\right)$$ (17) where $`n_r^i`$ are the modular weights and again only the tree level term is given. Our lack of knowledge of the higher order string corrections in the above equations is reflected in the accuracy to which $`\sigma _a`$ and the gauge couplings are calculated and this also affects the unification analysis to follow. Note that using only string tree level values for $`Z`$ and $`𝒦`$ only determines the gauge couplings at the string scale at one loop level. The requirement that $`_a`$ be invariant under the symmetries of the theory strongly constrains the form of $`f_a`$ and $`\sigma _a`$ in specific string models, with additional implications for the unification of the couplings as we now discuss. Firstly, this requirement relates the Kähler potential for the untwisted moduli $`T_i`$ (present in $`\sigma _a`$) to the real part of the holomorphic coupling. Secondly, the condition of gauge coupling unification further relates the latter to the Kähler term for the dilaton as we explicitly show in the next two sections for specific examples. This leads to the suggestion that there must be a deeper relationship in string theory between the Kähler term $`𝒦_T`$ for untwisted moduli and that of the dilaton $`𝒦_S`$. Invariance of $`_a`$ can also provide a consistency check for string models with the type of symmetries outlined in the previous section. Other symmetries of the Kähler potential (for example under $`S1/S`$) may be implemented in a similar manner. ### 3.1 Gauge couplings in $`Z_3`$ heterotic orbifolds The heterotic string with gauge group $`SO(32)`$ compactified on the orbifold $`T_6/Z_3`$, has gauge group $`SU(12)\times SO(8)\times U(1)_A`$ where $`U(1)_A`$ is anomalous. This anomaly is universal and is cancelled by shifts of the dilaton. A dilaton dependent Fayet Iliopoulos term is then generated and this is cancelled by v.e.v.’s of the fields $`M_{\alpha \beta \gamma }`$, the blowing-up modes of the orbifold which are present in the twisted sector and transform as $`(1,1)_4`$ under the gauge group. Additional twisted states $`V_{\alpha \beta \gamma }`$ are present which transform as $`V_{\alpha \beta \gamma }=(1,8_s)_{+2}`$. These fields become massive through superpotential couplings . For the untwisted string sector there are three families of states $`Q_a=(12,8_v)_1`$ and $`\varphi _a=(\overline{66},1)_{+2}`$, the dilaton $`S`$ and the $`T_i`$ moduli. In heterotic orbifolds the “sigma-model” symmetry<sup>7</sup><sup>7</sup>7Only the discrete subgroup $`SL(2,Z)_{T_i}`$ survives at the string level. transformation of the $`T_i`$ moduli is given by $$T_i\frac{a_iT_iib_i}{ic_iT_i+d_i},a_id_ib_ic_i=1$$ (18) The Kähler potential of charged matter fields at the string scale has the form $$K_{matter}=Q_r^{}Z_rQ_r$$ (19) Its invariance under $`SL(2,R)_{T_i}`$ determines $`Y(\varphi )`$ given the form of $`Z_r`$, eq.(17). At the tree level for $`Z`$ this implies $$Z_r=\underset{i=1}{\overset{3}{}}(T_i+\overline{T_i})^{n_r^i}+\mathrm{},Y_r=\underset{k=1}{\overset{3}{}}(d_i+ic_iT_i)^{n_r^i}$$ (20) The string theory form of the Kähler term of the $`T`$ moduli is given at the tree level by $$𝒦_T=\underset{i=1}{\overset{3}{}}\mathrm{ln}(T_i+\overline{T}_i)+\mathrm{},𝒥=\kappa ^2\underset{i=1}{\overset{3}{}}\mathrm{ln}(ic_iT_i+d_i)$$ (21) Thus we find $$\sigma _a=\frac{1}{16\pi ^2}\underset{i=1}{\overset{3}{}}b_a^{}_{}{}^{}i\mathrm{ln}(T_i+\overline{T}_i);b_a^{}_{}{}^{}i=c_a+\underset{r}{}2n_r^iT_a^{(r)}$$ (22) For the class of $`Z_3`$ heterotic orbifolds of interest here we have $`b_a^{}_{}{}^{}ib^{}_{}{}^{}i`$ i.e. gauge group independent<sup>8</sup><sup>8</sup>8We consider only Kac-Moody level one string theory. implying the same for $`\sigma _a`$. The change of $`\sigma _a`$ under moduli transformation is compensated by that of $`f_a`$ (eq.(9)) which must therefore also contain a gauge group independent part. This is indeed the case in heterotic string theory where $`f_a`$ is given by the universal dilaton $`f_a=S`$. Therefore $$_a=\frac{1}{2}\left[S+\overline{S}\frac{1}{8\pi ^2}\underset{i=1}{\overset{3}{}}b^{}_{}{}^{}i\mathrm{ln}(T_i+\overline{T}_i)\right]f_o$$ (23) and the dilaton is shifted and $`_a`$ is $`SL(2,Z)_{T_i}`$ invariant. Eqs.(23), (13) together with the requirement of the existence of a unified (i.e. gauge group independent) bare coupling give $`exp(𝒦_S)=_a`$ in agreement with the gauge group independence of $`_a`$. This gives $$𝒦_S=\mathrm{ln}\left\{\frac{1}{2}\left[S+\overline{S}\frac{1}{8\pi ^2}\underset{i=1}{\overset{3}{}}b^{}_{}{}^{}i\mathrm{ln}(T_i+\overline{T}_i)\right]\right\}$$ (24) While this result is expected in string theory under the presence of $`SL(2,R)_{T_i}`$ symmetry, we find it interesting that we recovered it using field theory arguments (anomaly cancellation) and the condition of unification imposed on the RG flow (13) for the gauge couplings. The fact that string theory gives a similar ($`SL(2,Z)_{T_i}`$ invariant) expression for the dilaton potential provides a consistency check of our approach. Moreover, the definition of $`_a`$ eq.(23) includes some dependence of the Kähler potential for $`T`$ moduli (21). From the invariance of the former under $`SL(2,R)_{T_i}`$ symmetry together with the unification condition relating $`_a`$ to $`𝒦_S`$ we conclude that the Kähler potentials for $`T`$ and $`S`$ are related at a deeper level in string theory where the unification of the gauge couplings is respected. From eq.(13) we find the final form for the RG flow ($`\mu M_z`$) $$g_a^2(\mu )=f_0+\frac{3T_a(G)}{8\pi ^2}\mathrm{ln}\frac{\mathrm{\Lambda }/\sqrt{f}_0}{\mu \left(f_0^1/g_a^2(\mu )\right)^{1/3}}+\underset{r}{}\frac{T_a^{(r)}}{8\pi ^2}\mathrm{ln}\frac{\mathrm{\Lambda }/\sqrt{f}_0}{\mu Z_r(\stackrel{~}{\mathrm{\Lambda }},\mu )}$$ (25) We thus identify the unification scale $`\mathrm{\Lambda }_U`$ and the RG flow cut-off in (string inspired) supergravity models as in eq.(26) below. $`\mathrm{\Lambda }`$ is taken equal to $`M_P`$ as the natural, moduli independent cut-off of RG flow of the holomorphic coupling in (3) so $$\mathrm{\Lambda }_U=\frac{\mathrm{\Lambda }}{\sqrt{f}_o}\frac{M_P}{\left(S+\overline{S}1/(8\pi ^2)_{i=1}^3b^{}_{}{}^{}i\mathrm{ln}(T_i+\overline{T}_i)\right)^{1/2}}$$ (26) where the approximation sign stands for additional numerical factors depending on the regularisation scheme . This value of the unification scale, the heterotic string scale, is slightly different from that usually quoted $`M_H=M_P/(S+\overline{S})^{1/2}`$ . This difference is due to the mixing at one loop level between the dilaton and $`T`$ moduli which we considered, so we see eq.(26) is the one-loop improved heterotic string scale. The numerical effect of the presence of the $`T`$ dependence in this definition is small, since $`ReT=O(1)`$ in weakly coupled heterotic strings. Our definition of $`\stackrel{~}{\mathrm{\Lambda }}`$ as the string scale makes the whole unification picture at the string scale self-consistent since if $`\stackrel{~}{\mathrm{\Lambda }}=\mathrm{\Lambda }_U`$, then $`Z_r(\stackrel{~}{\mathrm{\Lambda }},\mu =\mathrm{\Lambda }_U)=1`$ with the unified coupling $`g_a^2(\mu =\mathrm{\Lambda }_U)=f_0`$ and eq.(25) is respected. Note that both the string scale and the bare coupling are manifestly $`SL(2,Z)_{T_i}`$ invariant, as one would expect in a theory with such a symmetry. Since $`ReT𝒪(1)`$ we can expand the unified coupling $`f_0`$ $$f_oRe(S+\underset{i=1}{\overset{3}{}}ϵ_iT_i)$$ (27) which recovers a result of heterotic string theory for the structure of the one loop holomorphic coupling. If we ignore the approximations made in (20) and in (21) for $`𝒦_T`$, equations (25) and (26) are perturbatively exact. More explicitly, eq.(25) uses an input from string theory, the boundary value of $`f_0`$ for the RG flow below the unification scale, and $`f_0`$ is known to one loop order only, however below this scale eq.(25) is perturbatively exact. This concludes our examination of the RG flow for the $`Z_3`$ heterotic orbifold model. The method developed here applies generally to the class of heterotic string models without a N=2 sector. Note that eq.(25) justifies the use of the flat space-time RG flow, being equivalent to all orders in perturbation theory below the unification scale to eq.(10). Moreover it determines the cut-off scale and the bare coupling in terms of the fundamental string quantities. ### 3.2 Gauge couplings in $`Z_3`$ orientifolds The models based on $`Z_3`$ orientifolds are similar to those based on the heterotic counterpart, the $`Z_3`$ orbifold. The gauge group is again $`SU(12)\times SO(8)\times U(1)_A`$ with the following structure of the spectrum. The closed string sector contains 27 twisted moduli $`M_{\alpha \beta \gamma }`$ corresponding to the blowing up modes of the associated orbifold and with their linear symmetric combination labelled by $`M`$. The closed string spectrum also includes the untwisted moduli $`T_i`$ and the dilaton $`S`$. The open string sector has three families of states $`Q_a=(12,8_v)_1`$, $`\varphi _a=(\overline{66},1)_{+2}`$ due to strings stretching between the 9-branes. The $`U(1)_A`$ is again anomalous and the anomaly is this time non-universal and cancelled by shifting the twisted pseudoscalar axions which are in the same chiral multiplets $`M`$ as the scalars corresponding to the blowing up modes of the orientifold. A combination of the twisted states with the anomalous vector superfield forms a heavy vector multiplet, which after decoupling at a high scale<sup>9</sup><sup>9</sup>9This is of the order of the string scale, just as in the case of the heterotic orbifold . “leaves” a $`SU(12)\times SO(8)`$ gauge group, just as in the $`Z_3`$ orbifold model. We see that below this scale there is a match of the spectrum and of the gauge groups of $`Z_3`$ orbifold and $`Z_3`$ orientifold models . This suggests the possibility that $`Z_3`$ orientifold is a good candidate to be the dual model of the $`Z_3`$ orbifold , motivating the suggestion that the $`Z_3`$ orientifold model has a non-anomalous $`SL(2,Z)_{T_i}`$ symmetry, just like its heterotic dual. As we have seen the $`SL(2,Z)_{T_i}`$ anomalies are important in determining the structure of the gauge couplings running. Here we determine the anomaly structure in the $`Z_3`$ orientifolds, although some of our results could apply to more general cases. Since in the heterotic case such anomalies are cancelled, the proposed orientifold-orbifold duality implies that these anomalies are also cancelled for $`Z_3`$ and $`Z_7`$ orientifolds. The duality symmetry which prompted the study of the cancellation of these anomalies in type IIB orientifolds was investigated beyond tree level in . However, this analysis was based on the linear - chiral multiplet transformation which was assumed to hold at one loop level and this was proved using only the tree-level string scale in the linear basis for the gauge couplings eq.(1), rather than its one-loop improved value. This tree level definition of the string scale is not invariant under the symmetry transformation of $`T_i`$’s and from eq.(1) this means that low energy physics is not invariant either. In the heterotic case the string scale changes at one loop<sup>10</sup><sup>10</sup>10For this see previous section., giving an invariant form (26). We expect something similar should apply to the orientifold case as well. We therefore conclude that the linear-chiral multiplet duality relation may prove to be more complicated than assumed and that the two models $`Z_3`$ orbifold/orientifold could still be dual to each other. We do not make explicit use of this duality, but we will later discuss its compatibility with our results in the effective field theory approach where all states considered are in the chiral basis. From this (“string based”) effective theory point of view it is useful to investigate the phenomenological consequences for the running couplings and discuss the unification of the gauge couplings in the presence of the $`SL(2,Z)_{T_i}`$ symmetry transformation <sup>11</sup><sup>11</sup>11Note that transformation (18) is not a $`T`$ duality transformation in type I vacua. The latter exchanges different type of D branes, the three $`T_i`$’s and the dilaton . Clearly, transformation (18) is not of this type. Further, in the orientifold model we examine with the proposed symmetry only D9 branes are present. of the $`T_i`$ moduli, eq.(18). As in the heterotic case we take as input from the $`Z_3`$ orientifold string theory the Kähler terms for the untwisted moduli $`T`$ $$𝒦_T=\kappa ^2\stackrel{~}{\kappa }^2\underset{i=1}{\overset{3}{}}\mathrm{ln}(T_i+\overline{T}_i)+\mathrm{}$$ (28) where $`\stackrel{~}{\kappa }^2`$ is the coefficient in front of the Kähler potential as given after compactification in string theory for $`Z_3`$ orientifold while $`\kappa ^2`$ is due to definition (3). In this class of orientifolds we also have a Kähler term for the charged matter fields of the form (19) with (6), (8) respected. Under the combined effect of eqs.(6), (8) we find from (14) $$\sigma _a=\frac{1}{16\pi ^2}\underset{i=1}{\overset{3}{}}b_a^{}_{}{}^{}i\mathrm{ln}(T_i+\overline{T}_i)b_a^{}_{}{}^{}i=\kappa ^2\stackrel{~}{\kappa }^2c_a+\underset{r}{}2T_a^{(r)}n_r^i$$ (29) Compatibility with the string calculation for $`b_a^{}_{}{}^{}i`$ for the $`Z_3`$ orientifold requires that $`ϵ\kappa ^2\stackrel{~}{\kappa }^2`$ be equal to 1. Unlike the case of the $`Z_3`$ heterotic orbifold, $`b_a^i`$ in the $`Z_3`$ orientifold is gauge group dependent due to the different spectrum content. We have $`b_a^{}_{}{}^{}i=b_a/3`$ where $`b_a`$ is the one loop beta function of the associated gauge group $`SU(12)\times SO(8)`$. This is because in the $`Z_3`$ orientifold there is no counterpart of the states $`V_{\alpha \beta \gamma }`$ of the $`Z_3`$ heterotic orbifold. The requirement that $`_a`$, eq.(15) be invariant requires that $`f_a`$ have indeed a non-zero gauge group dependent part and, if unification exists, a gauge group independent part as well. Therefore $`f_a=S+_ks_{ak}M_k`$ which establishes the structure of the holomorphic coupling for this model. For the gauge group dependent part the presence in $`f_a`$ of the fields $`M_k`$ is required on pure field theory grounds to cancel the gauge group dependent variation of $`\sigma _a`$ under $`SL(2,Z)_{T_i}`$ (anomaly cancellation). Further, we know from the string theory that the fields $`M_k`$ are indeed singlets under the gauge group of the orientifold. The gauge independent part of $`f_a`$ cannot be proportional to moduli other than $`S`$ like for example $`T_i`$’s because the latter would transform non-linearly under (18) and invariance of $`_a`$ (15) would not be respected. Further, we may consider that $`S`$ (identified as the dilaton $`S`$) is not shifted under transformation<sup>12</sup><sup>12</sup>12This is an input from string theory . See later for discussion on this point. (18). These results are indeed in agreement with type II B $`Z_N`$ models, $`N=odd`$ where the holomorphic coupling $`f_a`$ in the presence of 9-branes only is given by $$f_a=S+\underset{k=1}{\overset{(N1)/2}{}}s_{ak}M_k$$ (30) with $`M_k`$ twisted moduli (chiral basis). For $`Z_3`$ orientifold there is only one field $`M_kM`$. From now on, whenever possible we will consider the more general case of $`Z_N`$ orientifold and in the results for the $`Z_3`$ case we drop the index $`k`$. We then find from (15), (9) that the twisted moduli transform according to $$M_kM_k^{}=M_k\frac{1}{8\pi ^2}\underset{i=1}{\overset{3}{}}\delta _i^k\mathrm{ln}(d_i+ic_iT_i)$$ (31) where coefficients $`s_{ak}`$ satisfy the relationship $$\underset{k}{}s_{ak}\delta _i^k=b_a^i$$ (32) The result (31) recovers the initial string-based suggestion of that anomalies can be cancelled by the transformation of the twisted moduli (31) for $`Z_3`$ and $`Z_7`$ orientifolds. However, this is only true if $`ϵ=1`$ when condition (31) is identical to that proposed in string theory . This therefore fixes the coefficient in front of the Kähler term for the moduli, eq.(28) for the agreement of field-string theory to hold, and the situation is then very similar to that of the heterotic string. However eq.(31) assumes that the dilaton is inert under $`SL(2,Z)_{T_i}`$ symmetry and plays no role in anomaly cancellation. In principle the dilaton could be shifted by a universal (gauge group independent) term as well compensated by an opposite shifting of the twisted moduli part of $`f_a`$, but this is not allowed in string theory . Finally, we note that $`ReM_k`$ cannot represent a vacuum state invariant under $`SL(2,Z)_{T_i}`$ and cannot be set to zero as in such a case anomaly cancellation and invariance of $`_a`$ eq.(15) would not be respected, and low energy physics would not be invariant under the transformation of $`T_i`$ eq.(18). For the $`Z_3`$ orientifold with a single field $`M`$ present, eq.(32) shows that $`s_{ak}s_ab_a^{}_{}{}^{}i=b_a/3`$ on pure anomaly cancellation grounds (also $`\delta _i=6`$). The proportionality of $`s_a`$ coefficient to the one loop beta function is again in agreement with explicit string calculations of these coefficients . We would like to stress that unlike the string calculation , this proportionality is here a consequence of imposing the anomaly cancellation under the conjectured $`SL(2,Z)_{T_i}`$ symmetry. This provides a check for our approach, circumstantial evidence for the presence of this symmetry at string level and further motivation for studying its implications. We can now proceed to investigate the RG flow for the $`Z_3`$ orientifold and the unification of the gauge couplings. Their values at the string scale $`\stackrel{~}{\mathrm{\Lambda }}`$ are given by (using (13), (16), (17), (30), (32)) $`g_a^2(\stackrel{~}{\mathrm{\Lambda }})`$ $`=`$ $`Ref_a+{\displaystyle \frac{3T_a(G)}{8\pi ^2}}\mathrm{ln}{\displaystyle \frac{\mathrm{\Lambda }e^{𝒦/2}}{\stackrel{~}{\mathrm{\Lambda }}\left(e^𝒦/g_a^2(\stackrel{~}{\mathrm{\Lambda }})\right)^{1/3}}}+{\displaystyle \underset{r}{}}{\displaystyle \frac{T_a^{(r)}}{8\pi ^2}}\mathrm{ln}{\displaystyle \frac{\mathrm{\Lambda }e^{𝒦/2}}{\stackrel{~}{\mathrm{\Lambda }}Z_r(\rho ,\stackrel{~}{\mathrm{\Lambda }})}}`$ $`=`$ $`ReS+{\displaystyle \frac{3T_a(G)}{8\pi ^2}}\mathrm{ln}{\displaystyle \frac{\mathrm{\Lambda }e^{𝒦_S/2}e^𝒢}{\stackrel{~}{\mathrm{\Lambda }}\left(e^{𝒦_S}/g_a^2(\stackrel{~}{\mathrm{\Lambda }})\right)^{1/3}}}+{\displaystyle \underset{r}{}}{\displaystyle \frac{T_a^{(r)}}{8\pi ^2}}\mathrm{ln}{\displaystyle \frac{\mathrm{\Lambda }e^{𝒦_S/2}e^𝒢}{\stackrel{~}{\mathrm{\Lambda }}𝒵_{string}}}+{\displaystyle \frac{c_a}{16\pi ^2}}\left[𝒦_T^{(1)}+\mathrm{}\right]`$ where we used the notation $$𝒵_{string}=\{1+𝒪(g_s^2)\},𝒢=\frac{2\pi ^2}{9}\left\{M+\overline{M}\frac{1}{8\pi ^2}\underset{i=1}{\overset{3}{}}\delta _i\mathrm{ln}(T_i+\overline{T_i})\right\}$$ (35) while the effective couplings at low energy scales ($`\mu M_z`$) are given by $$g_a^2(\mu )=g_a^2(\stackrel{~}{\mathrm{\Lambda }})+\frac{3T_a(G)}{8\pi ^2}\mathrm{ln}\frac{\stackrel{~}{\mathrm{\Lambda }}}{\mu \left(g_a^2(\stackrel{~}{\mathrm{\Lambda }})/g_a^2(\mu )\right)^{1/3}}+\underset{r}{}\frac{T_a^{(r)}}{8\pi ^2}\mathrm{ln}\frac{\stackrel{~}{\mathrm{\Lambda }}}{\mu Z_r(\stackrel{~}{\mathrm{\Lambda }},\mu )}$$ (36) The low energy physics represented by $`g_a^2(\mu M_z)`$ is indeed invariant under $`SL(2,Z)_{T_i}`$ transformation since $`𝒢`$ itself is invariant. This fact can be seen explicitly by adding eqs.(LABEL:secondpart) and (36) and ignoring the extra terms due to higher order (one-loop) string corrections to $`Z`$ and $`𝒦_T`$ at/above the string scale<sup>13</sup><sup>13</sup>13One-loop order (and beyond) string-induced corrections to $`Z`$ and $`𝒦_T`$, normalised to their tree level values, induce two-loop-like (and beyond) terms in the RG flow for the effective gauge couplings, due to physics at/above the string scale. These corrections have the structure similar to but distinct from that of field theory two loop terms. (denoted in (LABEL:secondpart) by $`𝒵_{string}`$ and $`𝒦_T^{(1)}𝒪(g_s^2)`$ respectively). Such extra terms would affect some of the two loop corrections (of string origin!) for the gauge couplings. Even though the string scale $`\stackrel{~}{\mathrm{\Lambda }}`$ and consequently $`g_a(\stackrel{~}{\mathrm{\Lambda }})`$ are not invariant under an $`SL(2,Z)_{T_i}`$ symmetry, the low energy physics $`(g_a(\mu ),\mu M_z)`$ is still invariant (in this approximation), as should be the case. To see explicitly if this true beyond this approximation we would need an explicit string calculation of $`𝒵_{string}`$ and $`𝒦_T^{(1)}`$. If the couplings unify beyond one-loop level one sees from eq.(LABEL:secondpart) that $`𝒦_S=\mathrm{ln}(S+\overline{S})`$. This identification recovers the structure for the Kähler potential given by a string calculation. In this case the couplings unify at the scale $`\mathrm{\Lambda }^{}`$ where $$\mathrm{\Lambda }^{}=\mathrm{\Lambda }e^{𝒦_S/2}e^𝒢$$ (37) Up to the terms $`𝒪(g_s^2)`$ the unified coupling is “fixed” by the dilaton alone, $`g^2(\mathrm{\Lambda }^{})=ReS`$ rather than in combination with the twisted moduli. This is supported by the fact that (unlike $`M_k`$) $`S`$ is not involved in anomaly cancellation and is invariant under the $`SL(2,Z)_{T_i}`$. #### 3.2.1 The unification scale and the linear-chiral multiplet relation The result (37) for the unification scale certainly requires some discussion. From the supergravity point of view it has been argued that the scale $`\mathrm{\Lambda }`$ entering the definition of $`\mathrm{\Lambda }^{}`$ eq.(37), should be identified with the Planck mass, $`M_P`$. In the heterotic string this leads to the conclusion that the couplings unify at the (one-loop improved) heterotic string scale given by eq.(26). For the effective supergravity RG flow eqs.(3.2),(LABEL:secondpart) applied to the $`Z_3`$ orientifold model the important point is that $`\mathrm{\Lambda }`$ does not bring any moduli dependence in definition (37). If the unification scale is larger than the string scale, $`\mathrm{\Lambda }^{}>\stackrel{~}{\mathrm{\Lambda }}`$, the structure of eq.(LABEL:secondpart) mimics the field theory running of the gauge couplings above $`\stackrel{~}{\mathrm{\Lambda }}`$. This is not RG flow in the field theory sense because the radiative corrections are of string origin (moduli contributions) which do not have a field theory correspondence. The effect of these moduli contributions is to renormalise the wavefunctions of the gauge sector (through the presence of $`exp(𝒦_S/2)`$ on the r.h.s. of (LABEL:secondpart)) and those of the matter sector (through the presence of $`Z_{string}\{1+𝒪(g_s^2)\}`$ on<sup>14</sup><sup>14</sup>14The origin of these corrections is in eq.(17). the r.h.s. of (LABEL:secondpart)). This means that there may be a stage of “mirage unification” at $`\mathrm{\Lambda }^{}`$ induced by string effects only. It is possible however that $`\mathrm{\Lambda }^{}=\stackrel{~}{\mathrm{\Lambda }}`$ and unification actually takes place at the string scale $`\stackrel{~}{\mathrm{\Lambda }}`$. To distinguish between these two cases of unification one needs to know the exact value of $`𝒢`$. The value of $`𝒢`$ can be fixed by the Fayet Iliopoulos mechanism<sup>15</sup><sup>15</sup>15For more on Fayet Iliopoulos mechanism in type IIB orientifolds see . in the following way. In general the D term in the Lagrangian contains in addition to the Fayet Iliopoulos term, proportional to $`𝒢`$ , a contribution from fields charged under the anomalous $`U(1)_A`$. However at least for $`Z_3`$ orientifold model we considered, fields charged under $`U(1)_A`$ are also charged under the non-Abelian group. A non-vanishing v.e.v. of these fields would therefore trigger a breaking of the non-Abelian symmetry group factors. In the following we will discuss two possibilities corresponding to whether we insist on the presence or absence of the full non-Abelian gauge symmetry of the model. If we insist that the full non-Abelian symmetry be unbroken, then the D term in the Lagrangian depends only on the contribution given by $`𝒢`$. This leads to the conclusion that the vanishing of the $`D`$ term contribution in the Lagrangian (to preserve supersymmetry) implies the vanishing of $`𝒢`$ as well in the orientifold limit . To illustrate this case<sup>16</sup><sup>16</sup>16In the following we will consider the more general case of $`Z_N`$ orientifolds, N odd. For $`Z_3`$ orientifold one must suppress the indices $`k`$., consider the twisted moduli Kähler potential $`K(M_k,\overline{M}_k)`$ which must be invariant under the $`SL(2,Z)_{T_i}`$ symmetry and the anomalous $`U(1)_A`$, conditions which lead to the following change of its original form $$K_M(M_k,\overline{M}_k)K_M(M_k+\overline{M}_k)K_M(M_k+\overline{M}_k\delta _kV_A\frac{1}{8\pi ^2}\underset{i=1}{\overset{3}{}}\delta _i^k\mathrm{ln}(T_i+\overline{T}_i))$$ (38) This contribution is not present in the running couplings (eq.(3.2)) because it is considered a higher order contribution in the moduli. However it does control the value of $`𝒢_k`$ ($`𝒢`$ for $`Z_3`$) through the Fayet Iliopoulos mechanism . This requires, in the case of unbroken non-Abelian symmetry of $`Z_N`$ orientifold $$\underset{k=1}{\overset{(N1)/2}{}}\delta _k\frac{K_M}{M_k}\|_{V=0;\theta =\overline{\theta }=0}=0$$ (39) and therefore a sufficient (and necessary for $`Z_3`$ orientifold) condition is that $$\frac{K_M}{M_k}\|_{V=0;\theta =\overline{\theta }=0}=0$$ (40) As was shown in this corresponds (for nonsingular potential) to the condition $$𝒢_k\frac{2\pi ^2}{9}\left\{M_k+\overline{M}_k\frac{1}{8\pi ^2}\underset{i=1}{\overset{3}{}}\delta _i^k\mathrm{ln}(T_i+\overline{T_i})\right\}=0$$ (41) For the case of the $`Z_3`$ orientifold ($`𝒢_k𝒢)`$) we thus find that the unification scale $`\mathrm{\Lambda }^{}=\mathrm{\Lambda }e^{𝒦_S/2}`$. However, it is possible that $`K_M`$ has additional $`SL(2,Z)_{T_i}`$ invariant contributions to its argument, eq.(38), leading to non-zero value for $`𝒢_k`$ ($`𝒢`$ for $`Z_3`$) (and which may give a large value for $`\mathrm{\Lambda }^{}`$). Moreover, the result of eq.(41) for $`𝒢_k`$ ($`𝒢`$) is questionable for two additional reasons. Apparently, an unification scale of value $`\mathrm{\Lambda }e^{𝒦_S/2}=M_P/(S+\overline{S})^{1/2}`$ would be very encouraging from a phenomenological point of view and would preserve some similarities with the heterotic case. In fact an explicit string calculation has shown that in orientifold models the contribution of the N=2 sector indeed extends beyond the string scale up to the winding mode scale, which could be close to the Planck scale. However in the present case there does not appear to be a physical threshold associated with this, so this possibility appears implausible. Secondly, the vanishing of $`𝒢_k`$ is not compatible with the linear-chiral multiplet duality relation which relates eqs.(1), (3.2) $$2m_k=\underset{𝒢_k}{\underset{}{M_k+\overline{M}_k\frac{1}{8\pi ^2}\underset{i=1}{\overset{3}{}}\delta _i^k\mathrm{ln}(T_i+\overline{T}_i)}}+\frac{b_k}{8\pi ^2}\mathrm{ln}\left[\frac{_{i=1}^3ReT_i}{ReS}\right]^{1/2}$$ (42) with $`b_a=_kb_ks_{ak}`$, ($`b_kb=18`$ for $`Z_3`$). The origin of this disagreement was highlighted in the Introduction, and is due to the $`T_i`$ dependence of the tree level string scale in $`Z_N`$ orientifold models, $`M_I^2=2M_P^2(S+\overline{S})^{1/2}_{i=1}^3(T_i+\overline{T}_i)^{1/2}`$. This extra $`T_i`$ dependence brought in solely by the string scale definition is manifest in the linear-chiral multiplet relation, the last term on the r.h.s. of (42). The $`T_i`$ dependence of this term is not present in the linear basis of the Lagrangian leading to $`𝒢_k=0`$ in ref. in the orientifold limit, $`m_k0`$. One could attempt to preserve the multiplet duality eq.(42), and for this the Lagrangian of linear multiplets of should contain an additional term , given by $$\mathrm{\Delta }_2=\frac{1}{16\pi ^2}\underset{k=1}{\overset{(N1)/2}{}}b_k\widehat{L}_k\mathrm{ln}\left[\widehat{L}_k\underset{i=1}{\overset{3}{}}\left(T_i+\overline{T}_i\right)\right]$$ (43) in the notation of with $`\widehat{L}_k`$ standing for the linear multiplet basis. This brings in the third term in the rhs of (42) and leads to $`𝒢_k0`$ in the orientifold limit, $`m_k0`$. However, the value of $`𝒢_k`$ in this limit as given by (42) is not $`SL(2,Z)_{T_I}`$ invariant, contrary to what we already established, eq.(31). This is because the last term in (42) is not invariant and ruins the anomaly cancellation of the model as observed in . All these difficulties are caused by the fact that the tree level definition of the string scale, $`M_I`$ responsible for the last term on the rhs of (42) is not $`SL(2,Z)_{T_i}`$ invariant. As we observed after eq.(1), for the same reason $`g_a(\mu M_z)`$ in (1) is not invariant under $`SL(2,Z)_{T_i}`$. It is possible that the tree level string scale $`M_I`$ is made $`SL(2,Z)_{T_i}`$ invariant by one loop corrections due to the moduli, similarly to the heterotic case, eq.(26); this should actually be the case since this scale is a physical one and must be invariant if the symmetry $`SL(2,Z)_{T_i}`$ is present. In this case the invariance of $`g_a(\mu M_z)`$ in (1) is assured, if we replace $`M_I`$ by $`\stackrel{~}{\mathrm{\Lambda }}`$, where the latter is assumed invariant. As $`S`$ does not play any role in anomaly cancellation in $`Z_N`$ orientifold, and is therefore fixed (to all orders) this means that the $`T_i`$ dependence of the one loop improved value of the string scale must be $`SL(2,Z)_{T_i}`$ invariant. One possibility is that this value is given by $$\stackrel{~}{\mathrm{\Lambda }}=M_I\left[\gamma (T_1,T_2,T_3)\right]^{1/2}$$ (44) where $`\gamma (T_1,T_2,T_3)`$ is such as to keep $`\stackrel{~}{\mathrm{\Lambda }}`$ invariant under the transformation of $`T_i`$. An example is $`\gamma (T_1,T_2,T_3)=_{i=1}^3\|\eta (iT_i)\|^2`$. However, one needs a confirmation of this, based on a string calculation of the radiative corrections to eq.(1)<sup>17</sup><sup>17</sup>17This may be difficult to check. Unlike the heterotic case where the sigma model symmetry has an underlying string equivalent (T duality), it is not clear if this symmetry holds exactly in type I string . The heterotic-type I duality in 10D would suggest this symmetry does not survive in type I perturbation theory and therefore the appearance of the term $`\mathrm{ln}\eta (iT)`$ in (1) would be of non-perturbative origin.. The new linear-chiral multiplet duality relating (3.2) to (1) (with $`M_I`$ replaced by $`\stackrel{~}{\mathrm{\Lambda }}`$ to keep $`g_a(\mu M_z)`$ $`SL(2,Z)_{T_i}`$ invariant) is in this case similar to (42) but with an additional factor $`\gamma (T_1,T_2,T_3)`$ under the last log in (42). As the linear-chiral relation in the orientifold limit (eq.(1) with $`M_I\stackrel{~}{\mathrm{\Lambda }}`$, $`m_k0`$) essentially imposes unification at the “new” string scale $`\stackrel{~}{\mathrm{\Lambda }}`$, $`𝒢`$ will be such that $`\mathrm{\Lambda }^{}=\stackrel{~}{\mathrm{\Lambda }}`$, and there is no “mirage” unification. We conclude with the remark that in the absence of additional string corrections to the tree level string scale $`M_I`$ in eq.(1), of the nature discussed above, the $`SL(2,Z)_{T_i}`$ symmetry seems implausible, casting doubts on the $`Z_3`$ orbifold/orientifold duality. So far we have considered that the full non-Abelian gauge symmetry of the $`Z_3`$ orientifold model was preserved. However it is possible that this symmetry will be broken if matter fields charged under the $`U(1)_A`$ symmetry, also charged under the non-Abelian gauge group are present and develop a v.e.v. This is indeed possible for the $`Z_3`$ orientifold model considered. In this situation the D term in the Lagrangian contains additional contributions from the charged matter fields. The condition of preserving supersymmetry (the vanishing of the D term) will then lead to a non-vanishing value for $`𝒢`$ different from the case discussed above, due to the additional v.e.v. contributions. These contributions lead to the “mirage unification” scenario in the sense that $`\mathrm{\Lambda }^{}`$ may be situated above the string scale $`\stackrel{~}{\mathrm{\Lambda }}`$. The “mirage” unification would not mean an effective “running” of the couplings above the string scale, but simply a change from $`\stackrel{~}{\mathrm{\Lambda }}`$ to a possibly higher scale due to the presence of the v.e.v. of fields charged under $`U(1)_A`$ and the initial non-Abelian group. To conclude, the most likely possibility we envisage is that, if $`SL(2,Z)_{T_i}`$ symmetry is indeed present, the couplings unify at the string scale ($`\stackrel{~}{\mathrm{\Lambda }}`$), if the initial non-Abelian group is unbroken, but the linear-chiral multiplet relation must be changed. It is also possible that the gauge group is broken to a non-Abelian subgroup so $`𝒢`$ receives additional corrections due to the v.e.v. of the fields involved in the gauge symmetry breaking. In this case it is possible that $`\mathrm{\Lambda }^{}`$ be situated above the string scale due to the v.e.v. which modify the value of $`𝒢`$ from the previous case. (Of course, an alternative possibility is that the symmetry $`SL(2,Z)_{T_i}`$ is not present at all for the $`Z_3`$ orientifold.) ## 4 Conclusions In this paper we investigated the RG flow in two string inspired models based on the $`Z_3`$ orbifold and orientifold respectively. The RG flow in Supergravity proves to be a strong tool for exploring various aspects of these models. In $`Z_3`$ orbifold based models we have shown that RG flow together with the requirement of gauge coupling unification provides information on the structure of the Kähler potential for the dilaton and the values of the unified coupling/unification scale. In the case of $`Z_3`$ orientifold model we have shown that anomaly cancellation requires the presence of additional fields $`M`$ to cancel the anomalies induced by the $`SL(2,Z)_{T_i}`$ symmetry. Moreover, their contribution to the gauge couplings comes with a coefficient proportional to the one loop beta function, just as is found in string calculations. Finally, the invariance of the dilaton under the proposed symmetry and the presence of unification suggests that the dilaton can act as the bare coupling on its own (rather than in linear combination with the twisted moduli), at a scale of order $`\mathrm{\Lambda }/(S+\overline{S})^{1/2}e^𝒢`$. The exact value of this scale depends on the value of $`𝒢`$ leading to two possibilities. The first of these preserves unification at the string scale, but the linear-chiral multiplet duality must be changed. The second possibility may realise a “mirage” unification due to v.e.v. of charged matter fields breaking the initial group to a non-Abelian subgroup. These v.e.v.’s bring additional corrections to $`𝒢`$ from the previous case, and thus $`\mathrm{\Lambda }^{}`$ may be larger than $`\stackrel{~}{\mathrm{\Lambda }}`$. ## 5 Acknowledgements The authors would like to thank E. Dudas, L.E. Ibáñez, M. Klein, Z. Lalak, S. Lavignac and H.P. Nilles for very useful discussions. D.G. acknowledges the financial support from the part of the University of Oxford, Leverhulme Trust research grant. This research is supported in part by the EEC under TMR contract ERBFMRX-CT96-0090.
warning/0006/nucl-ex0006012.html	ar5iv	text	# Discovery of Long-Lived Shape Isomeric States which Decay by Strongly Retarded High-Energy Particle Radioactivity ## I Introduction The first evidence for a new kind of long-lived isomeric states was obtained in actinide fractions produced via secondary reactions in a CERN W target which had been irradiated with 24-GeV protons . Isomeric states with t<sub>1/2</sub> $``$ 0.6 y and $``$ 30 d (10<sup>4</sup> \- 10<sup>5</sup> times longer than the expected half-lives of the corresponding ground states) were found in neutron-deficient <sup>236</sup>Am and <sup>236</sup>Bk nuclei, respectively. About 3x10<sup>5</sup> atoms of <sup>236</sup>Am and 4x10<sup>4</sup> atoms of <sup>236</sup>Bk were produced in the isomeric states, and decayed by the $`\beta ^+`$ or electron capture processes. The character of these states was not clear: they are far from closed shells where high spin isomers are usually found, and they have very long lifetimes as compared to the known shape isomers. In addition , some new particle groups were found in the decay of various actinide fractions separated from the same W target. For example, an unambiguous 5.14 MeV $`\alpha `$-particle group with t<sub>1/2</sub> $``$ 4 y was seen in the Bk source . This half-life is a factor of 2x10<sup>6</sup> – 3x10<sup>3</sup> too short for the normal $`\alpha `$-decay of Bk – Pu nuclei. It was very difficult to understand such an enhancement. Furthermore, 3.0 and 4.0 MeV particle groups were seen from the Am source in coincidence with L<sub>α1</sub> X-rays in the Am region . Since the relationship between the particle energies and their lifetimes deviate by about 23 and 12 orders from the systematics of $`\alpha `$-particles, it was assumed that they were protons of unknown origin. The clue to the understanding of the above mentioned findings has been obtained recently in several studies of the <sup>16</sup>O + <sup>197</sup>Au reaction at E<sub>Lab</sub> = 80 MeV, where similar isomeric states and particle decays were found. An isomeric state which decays by emitting a 5.20 MeV $`\alpha `$-particle with t<sub>1/2</sub> $``$ 90 m has been found in <sup>210</sup>Fr. Since this half-life is longer than the known half-life of the ground state of <sup>210</sup>Fr, it was concluded that a long-lived isomeric state had been formed in this nucleus. A t<sub>1/2</sub> of 90 m for 5.20 MeV $`\alpha `$-particles in <sup>210</sup>Fr is enhanced by a factor of 3x10<sup>5</sup> as compared to normal transitions . However, this group was observed in coincidence with $`\gamma `$-rays which fit predictions for a super-deformed band . Therefore the effect of large deformations of the nucleus on the $`\alpha `$-particle decay was calculated and found to be consistent with the observed enhancement. It was argued that since the isomeric state decays to a high spin state, it should also have high spin, and since it decays by enhanced $`\alpha `$-particle emission to state(s) in the second well of the potential, it should be in the second well itself. The predicted excitation energies of the second minima in the evaporation residue nuclei and their daughters produced by the <sup>16</sup>O+<sup>197</sup>Au reaction are above the proton separation energies. Therefore a search for long-lived proton decays has been performed using the same reaction. Two long-lived proton activities with half-lives of about 6 h and 70 h were found with proton energies of 1.5 – 4.8 MeV with a sharp line at 2.19 MeV. This energy may correspond to a predicted transition from the second minimum in <sup>198</sup>Tl to the ground state of <sup>197</sup>Hg with E<sub>p</sub> = 2.15 MeV. The superdeformed state in <sup>198</sup>Tl may be produced in an alpha decay chain of transitions from shape isomeric states to shape isomeric states starting from <sup>210</sup>Fr. It should be noted that a long-lived high-spin isomeric state in the second minimum of the potential in <sup>241</sup>Pu has been predicted by S. G. Nilsson et al. back in 1969. The present work reports on the discovery of new long-lived isomeric states, produced by the <sup>28</sup>Si + <sup>181</sup>Ta reaction at bombarding energies of 125 and 135 MeV, which decay by strongly hindered $`\alpha `$-particle and proton transitions. The lower energy is about $`10\%`$ below the Coulomb barrier. A fusion cross section of about 10 mb is predicted for this energy using a coupled-channel deformation code with deformation parameters $`\beta _2`$=0.41 for <sup>28</sup>Si and $`\beta _2`$=0.26 for <sup>181</sup>Ta ,<sup></sup><sup></sup>The $`\beta _2`$ value for <sup>181</sup>Ta was taken as the average from the corresponding values of <sup>180</sup>Hf and <sup>182</sup>W. and allowing for 2<sup>+</sup> and 3<sup>-</sup> excitations in <sup>28</sup>Si. Only 2 $`\mu `$b is predicted when no deformations are included in the calculations. For 135 MeV the corresponding predicted fusion cross sections are 95 mb with deformations and 40 mb without. At bombarding energies of 125 and 135 MeV, the compound nucleus is formed at excitation energies of 42.1 and 50.8 MeV, respectively. Preliminary results of this work have been published before . ## II Experimental Procedure In three irradiations, 2.5 mg/cm<sup>2</sup> Ta targets followed by stacks of C catcher foils were bombarded with a <sup>28</sup>Si beam obtained from the Pelletron accelerator in Rehovot. Irradiations I and II were performed with a 125 MeV <sup>28</sup>Si beam and irradiation III with 135 MeV. Carbon catcher foils of 200 $`\mu `$g/cm<sup>2</sup> and 60 $`\mu `$g/cm<sup>2</sup> were used in order to catch the evaporation residue nuclei and their daughters. In all experiments the average beam intensity was about 11 pnA and the total dose about 1x10<sup>16</sup> particles. Long period off-line measurements were carried out in the laboratory in Jerusalem, using the irradiated catcher foils as sources. In the present paper we summarize the results of the particle-$`\gamma `$ coincidence measurements.$`\alpha `$-$`\alpha `$ correlation measurements were performed with 60 $`\mu `$g/cm<sup>2</sup> C catcher foils situated in between two 300 $`\mu `$g/cm<sup>2</sup> Si detectors, but no $`\alpha `$ correlation events with $`\mathrm{\Delta }`$t$``$ 10 s could be significantly established. The preliminarily claimed correlations cannot presently be ruled out to be due to other physical or electronic background effects. At longer correlation times the number of random events was too large. A 450 mm<sup>2</sup>, 300 $`\mu `$m thick, Si surface barrier detector and a 500 mm<sup>2</sup>, 10 mm thick, thin window Ge(Li) detector were used for these measurements. The Si detector was calibrated using the 3.18 MeV $`\alpha `$-particle group of a <sup>148</sup>Gd source and an accurate pulse generator. The Ge(Li) detector was calibrated using the X- and $`\gamma `$-rays of a <sup>57</sup>Co source. The source was sandwiched between the Si and the Ge detector. Two 0.01 inch thick Be foils separated the source from the Ge detector. The first foil was the window for the vacuum chamber which included the source and the Si detector, and the second one the window of the Ge detector. The transparency of the two Be windows together was close to 100% for gamma-rays with E<sub>γ</sub> $``$ 10 keV. The solid angle of the Si detector was about $`34\%`$ of 4$`\pi `$ sr and of the Ge(Li) detector $`16\%`$. The peak-to-total ratio of the Ge(Li) detector was 100% up to about 120 keV and decreased gradually to 22% at 250 keV. Its FWHM energy resolution was about 900 eV. The intrinsic resolution of the Si detector was about 25 keV. The full line widths for $`\alpha `$-particles of 5.0 to 8.6 MeV were 0.52 to 0.34 MeV, respectively, with a 200 $`\mu `$g/cm<sup>2</sup> C foil, and the corresponding values for the 60 $`\mu `$g/cm<sup>2</sup> foil were 0.16 to 0.10 MeV. The resolving time of the coincidence system was 1 $`\mu `$s. The coincidence events together with the singles particle events were recorded event by event with a time accuracy of 1 ms. ## III Results ### A Singles and Coincident Events Figs. 1 and 2 show typical singles particle and $`\gamma `$-ray spectra obtained at 125 MeV bombarding energy. Figs. 3 and 4 show similar spectra obtained at 135 MeV beam energy. From the measured $`\alpha `$-particle and $`\gamma `$-ray energies and lifetimes, production cross sections for various evaporation residue nuclei, with estimated errors of $`\pm `$25%, were deduced and are summarized in table 1. (Cross sections for some isomeric states (see below), are also given in table 1.) Figs. 5 and 6 give respective $`\alpha `$-$`\gamma `$ coincidence plots from measurements I and II, corresponding to irradiations I and II. Figs. 7 and 8 are one dimensional projection plots on the $`\alpha `$-particle axis of figs. 5 and 6, respectively, for E$`\gamma `$ $``$ 25 keV. Fig. 9 presents a particle-$`\gamma `$ coincidence spectrum from measurement III, corresponding to irradiation III.During the first 77 d after irradiation I was completed, a search for proton activity using the $`\mathrm{\Delta }`$E-E system of Ref. was performed and gave negative results with an upper limit of about 0.5 nb for half-lives of between 20 hours to 70 days. On the other hand, in the 135 MeV experiment (fig. 9) we most probably saw protons in the particle-$`\gamma `$ coincidences. (See further below). The estimated numbers of random coincidences in the 3 – 10 MeV particle energy and 10 – 250 keV $`\gamma `$-energy are 5.4 x 10<sup>-2</sup>, 4.4 x 10<sup>-2</sup>, and 0.4 in figs. 5, 6, and 9, respectively. Some of the coincidence events in figs. 5, 6 and 9, between 5-6 MeV $`\alpha `$-particles and various $`\gamma `$-rays, may perhaps be due to a contamination from an emanated <sup>212</sup>Pb source from <sup>228</sup>Th, which was used in the same chamber about 4 months earlier . Despite the long time delay to our present long term measurements of 77 to 235 days, and careful cleaning of the chamber, we might have picked up some residual contamination. Also, indication for K X-rays of Rn is seen in this region. While in principle their origin may be from some reaction products, they also may be from the decay of <sup>223</sup>Ra, which belongs to the <sup>235</sup>U chain. Although it is not likely, but because of this ambiguity, we will not try to make a claim about this region. A two-dimensional background measurement, taken for 8 days, before the <sup>212</sup>Pb source was used in the chamber, gave zero events in the whole region of 3.5 – 10 MeV particles and 0 – 250 keV $`\gamma `$’s. It is seen in figs. 5 and 6, and figs. 7 and 8, that while the region of $`\alpha `$-particles of 6 – 8 MeV is relatively empty, coincidence events are seen between various $`\gamma `$-rays and $`\alpha `$-particles of 8 – 9 MeV. In fig. 5, 13 coincidence events between 7.99 - 8.61 MeV $`\alpha `$-particles and various $`\gamma `$-rays of E $``$ 20 keV are observed, where 8 of them fall within a narrow range of 190 keV particle energy, between 8.42 - 8.61 MeV. (The estimated $`\alpha `$-particle full line width for the 200 $`\mu `$g/cm<sup>2</sup> C foil is around 340 keV). From the intensities of the singles in the $`\alpha `$\- and $`\gamma `$-ray spectra (339 $`\alpha `$-particles and 2.14x10<sup>7</sup> gamma-rays in 76.8 days), and the resolving time of 1 $`\mu `$s of the coincidence system, the total number of random coincidences in the 8 - 9 MeV region was estimated to be 2.2x10<sup>-3</sup>. In fig. 6 one finds 8 coincidence events between 8.19 – 9.01 MeV, where 5 of them fall within 70 keV, between 8.55 – 8.62 MeV, and one at 9.01 MeV. (The $`\alpha `$-particle full line width for a 60 $`\mu `$g/cm<sup>2</sup> C foil is about 100 keV). The corresponding estimated total number of random coincidences between 8 to 9 MeV is 1.4x10<sup>-3</sup>. One does not see such concentration of events in the same energy region in fig. 9 which was taken for about 2.7 times longer period than figs. 5 and 6. 3 events are seen in the 8 - 9 MeV region in fig. 9 which sets an upper limit on the background in figs. 5 and 6 to be aroud 1 count as compared to the respective 13 and 8 counts seen experimentally. It was estimated that in the 8 – 9 MeV range of $`\alpha `$-particles, at most 0.8 events in fig. 5 and 0.3 events in fig. 6 may be due to the contamination mentioned above of coincidences between $`\beta ^{}`$ and $`\gamma `$-rays from <sup>212</sup>Bi and the 8.78 MeV $`\alpha `$-particles from <sup>212</sup>Po (t<sub>1/2</sub> = 0.3 $`\mu `$s). Fig. 10 shows time sequence plots for the $`\alpha `$-$`\gamma `$ coincidences with $`\alpha `$-energies of 8–9 MeV obtained in measurements I and II and seen in figs. 5 and 6, respectively. In measurement II a growth in the intensity of the 8–9 MeV group was found from the beginning up to 97 days after the end of irradiation. In measurement I no significant change in decay rate was observed between 77 to 154 days and, by binning the data, t<sub>1/2</sub> $``$ 40 days was estimated for the lower limit of the decaying half-life. An additional measurement, taken about 4.5 y after the one presented in fig. 5 and measurement I of fig. 10, gave 0 counts in 22.0 d. An upper limit for the half-life of t<sub>1/2</sub> $``$ 2.1 y is deduced from this measurement. ### B Rotational Bands and Sum Events Table 2(a) and fig. 11 show that almost all the coincidence events in figs. 5 and 6 with 7.8-8.61 MeV $`\alpha `$-particles (the encircled ones) fit very nicely with a J(J+1) law assuming E<sub>x</sub> = 4.42xJ(J+1) keV and $`\mathrm{\Delta }`$J = 1. This fit is very significant from a statistical point of view . All the gamma-rays in fig. 5 (7 out of 7 events), and almost all of them in fig. 6 (6 out of 7 events), which are above 90 keV, fit, to within $`\pm `$0.5 keV on the average, with this formula. The probability for 13 out of 14 events which are distributed evenly (for instance due to Compton effect from higher energy gamma-rays), to fall into 13 specified energy positions, within 1 keV is: $`(_{13}^{14})`$p<sup>13</sup>(1-p)<sup>(14-13)</sup> = 4.1 x 10<sup>-8</sup>. p is equal to 36x1.0/(250-90). 36 is the number of possible gamma-transitions between states of both integer and half integer spins with E<sub>x</sub> = 4.42 x J(J+1), in the range of 90 to 250 keV. (The four low energy events of E<sub>γ</sub> $``$ 60 keV in fig. 5 and the one event in fig. 6 which do not fit with the J(J+1) rule may be due to Compton events). It is also seen in fig. 6 and in table 2(b) that the $`\gamma `$-rays of the 3 coincidence events in the region of 6 - 7 MeV $`\alpha `$-energy of 6.16 MeV - 176.1 keV, 6.94 MeV - 207.4 keV and 6.41 MeV - 242.3 keV, fit with 20 $``$ 19 (176.4), 47/2 $``$ 45/2 (207.3) and 55/2 $``$ 53/2 (242.6) J $``$ J-1 transitions, assuming E<sub>x</sub> = 4.41xJ(J+1) keV. The probability in this case that this fit is accidental due to a chance coincidence of evenly distributed events is 1.2x10<sup>-3</sup>, taking into account that p = 18x0.47/(250-170). 18 is the number of possible gamma-transitions in the range of 170 to 250 keV, and 0.47 keV is twice the average deviation from the specified energies. (This probability increases to 1.1x10<sup>-2</sup> if, instead of 0.47 keV, the value which was used before of 1.0 keV is assumed in the calculation). It should be mentioned that rotational constants around 4.4 keV correspond to superdeformed bands \[SDB\] in this region of nuclei . In fig. 9 one sees about 10 scattered events in the 6.5 – 9 MeV region. Some of them may also fit with a J(J+1) law. However, the statistical significance of the fit in this case is not so good and we will not discuss them further. The appearance in table 2a of both integer and half-integer spins at low $`\gamma `$-ray energies indicates that bands in both even and odd nuclei were formed.<sup>§</sup><sup>§</sup>§It should be mentioned that identical bands in neighboring nuclei are known . (At high energies the observed transitions are probably sum events. See the following paragraphs.) <sup>207</sup>Rn, produced via pn evaporation, and its daughters, are, from the kinematic point of view, the best candidates for the half-integer transitions. The 8.42 MeV $`\alpha `$-particle in coincidence with a photon of 67.1 keV (seen in fig. 5 and table 3 below), which fits with K<sub>α1</sub> X-ray of Pt (known energy 66.832 keV), may indicate that the $`\alpha `$-transition is from <sup>195</sup>Hg to <sup>191</sup>Pt. <sup>195</sup>Hg is the daughter after 3 $`\alpha `$-particle decays from <sup>207</sup>Rn. It should be mentioned that the high energy $`\gamma `$-rays (above about 120 keV, table 2) are most probably sum events rather than photo-peak events. If, for instance, the three coincidence events in fig. 6 at E<sub>γ</sub> of 247.0 (2 events) and 225.3 keV are photo-peak events, then 9.5$`\pm `$5.5 Compton events below 120 keV (the position of the Compton edge) should have been seen in coincidence with $`\alpha `$-particles of 8.55-8.61 MeV, but only one event is seen. Similarly if the $`\gamma `$-rays which are in coincidence with 6-7 MeV $`\alpha `$-particles, seen in the same figure and mentioned above, are photo-peak events, then 7.6$`\pm 4.4`$ Compton events should have been seen in this $`\alpha `$-energy range at E<sub>γ</sub> $``$ 120 keV, while only one event is seen. On the other hand, for a de-excitation of a superdeformed band with $`\mathrm{\Delta }`$J = 1, a measured energy which fits a transition between high-spins, may be due to many sum combinations of lower energy transitions between lower spins, for which low-energy Compton events should not be observed. For instance, an energy of 225.4 keV which fits a 51/2 $``$ 49/2 transition (assuming E<sub>x</sub> = 4.42$`\times `$J (J+1) keV, table 2) may be due to one of 17 different combinations of 3-fold events, if only the first 14 levels of the band up to maximum spin of 27/2, and maximum transition energy of 119.3 keV are considered, for which the photo-peak to total ratio is 100%. (119.3 (27/2 $``$ 25/2) + 92.8 (21/2 $``$ 19/2) + 13.3 (3/2 $``$ 1/2) = 225.4, or 84.0 (19/2 $``$ 17/2) + 75.1 (17/2 $``$ 15/2) + 66.3 (15/2 $``$ 13/2) = 225.4 are two examples out of these 17 possible combinations). Because of the large solid angle of the $`\gamma `$-detector (0.16) and the large number of possible 3-fold combinations, the probability P<sub>3</sub> to see a 3-fold event is larger than the probability P<sub>1</sub> to see a 1-fold event. (These probabilities for the above example are: P<sub>1</sub> = $`ϵ`$’(1-$`ϵ`$)<sup>(N-1)</sup> = 0.042(1-0.16)<sup>24</sup> = 6.4 x 10<sup>-4</sup>, and P<sub>3</sub> = n<sub>3</sub>$`ϵ`$<sup>3</sup>(1-$`ϵ`$)<sup>N-3</sup> = 17x0.16<sup>3</sup>(1-0.16)<sup>10</sup> = 1.2x10<sup>-2</sup>, about 20 times larger. $`ϵ`$’ is the photo-peak efficiency of the detector for the particular energy, $`ϵ`$ is the geometrical efficiency, N is the number of transitions in the band counting from the level to which the $`\alpha `$-particle is decaying, and n<sub>3</sub> is the number of 3-fold combinations). Many combinations of 2- or 4- fold events of a half-integer spin band will give energies which fit with those of a band of an integer spin. For instance, the two events at 247.0 keV (table 2) which fit in energy to a 28 $``$ 27 transition, and the 186.5 keV event which fits with a 21 $``$ 20 transition, may be due to such combinations, since the $`\alpha `$-particle energy is the same as that of the half-integer transitions of 225.3 and 171.8 keV, and therefore they presumably belong to the same band. (In an integer-spin band of $`\mathrm{\Delta }`$J = 1 various combinations of 2-, 3- and 4-fold events of low energy transitions have large efficiencies and give energies which fit with those of transitions between higher spins. This property, both for half-integer and integer spin bands, does not exist for $`\mathrm{\Delta }`$J = 2 transitions). As shown above the detection of sum events which are energetically degenerate with the diagram line leads to a substantially increased effective detection efficiency (dependent, however, on the maximum available spin) for this energy. The minimum spin which is consistent with the data is 19/2. The largest efficiency of the detector (which corresponds to the smallest production cross section), taking into account 2- and 4-fold sum events of transitions between half-integer spins in order to get the 247.0 keV transition, is obtained with a spin of 35/2. The lower limit for the production cross section estimated from Irradiation II and taking into account the detector efficiency for various possible combinations of sum events, as described above, is about 130 nb (table 1).Previously , it was assumed that the 247.0 (2 events), 225.3 (2 events) and 191.7 keV events, which are in coincidence with 8-9 MeV $`\alpha `$-particles, are photo-peak events due to known transitions in <sup>195</sup>Hg and <sup>197</sup>Tl. However, in this case 12.6$`\pm `$6.3 Compton events below 120 keV should have been seen in Fig. 6 in coincidence with $`\alpha `$-particles of 8.55-8.62 MeV, but only one event is seen. In principle one may think that the observed $`\gamma `$-energies are Compton events due to higher energy $`\gamma `$-rays. But then the probability to have two events in the same position (within the energy resolution) is only a few percent, and this occurred twice, at 247.0 (fig. 6) and 225.3 keV (figs. 5 and 6). As shown above, the observation in table 2 of gamma rays which fit in energies with transitions between high spin SDB states is consistent with various sums of gamma rays due to transitions between lower spin states with $`\mathrm{\Delta }`$J = 1. Since the intensity of the characteristic X-rays seen in figs. 5 and 6 in coincidence with 8-9 and 6-7 MeV $`\alpha `$-particles is very low, the observed $`\gamma `$-rays should be due to E1 transitions, with quite low conversion factors, rather than M1 ones. Such transitions have been seen before and were predicted for SD wells in nuclei around Z = 86 and N = 116 . ### C Coincidences between $`\alpha `$-Particles and Characteristic X-Rays and Identified $`\gamma `$-Rays In order to identify some of the coincidence events seen in figs. 5, 6, and 9 at lower particle energies below 6 MeV, we first looked on groups of events. The existence of groups of 3 or 2 coincidence events in clean regions indicates that they are probably not background. Secondly, one looks on their accurately measured photon energies. At low energies the observed photon may be either an X-ray or a $`\gamma `$-ray. The energies of the characteristic X-rays of the elements are known very well . The K<sub>α1</sub> X-rays of the various elements of the evaporation residue nuclei and their daughters are separated one from another by about 2 keV, where the value of a K<sub>α1</sub>-line of an element with Z protons is about the same as the value of the K<sub>α2</sub>-line of an element with Z+1 protons. If the measured energy turns out to be very close to a known X-ray energy, then it is reasonable to assume that the observed photon is an X-ray rather then a $`\gamma `$-ray. (In the cases found by us and discussed below the deviations from the known values are from 0.03 to 0.28 keV, while the width of one channel in the $`\gamma `$-spectrum is about 0.24 keV and the FWHM is about four channels). The X-ray may be emitted if the $`\alpha `$-particle is decaying to an excited state which decays by conversion electrons. Such a process is followed by emitting characteristic X-rays of the daughter nucleus. The Z-value of the daughter is thus determined. In order to determine its A-value we tried to identify the $`\gamma `$-rays which are in coincidence with $`\alpha `$-particles of about the same energy. A consistency is obtained when the $`\gamma `$-ray fit in energy with the measured value, belongs to an isotope of the determined element, and it is consistent with known or expected values of the conversion factors, and also with the decay scheme. In several cases, as seen below, some of the observed events have been identified as due to characteristic X-rays (the events surrounded with squares in figs. 5, 6 and 9) and as known $`\gamma `$-transitions in various nuclei (the events surrounded with triangles in figs. 5, 6 and 9). In fig. 6 two coincidences between about 5.50 MeV $`\alpha `$-particles and 61.1 and 59.4 keV photons are seen, and fit with K<sub>α1</sub> and K<sub>α2</sub> X-rays of Re of 61.140 and 59.718 keV. At about the same $`\alpha `$-energy two 144.0 keV events are observed and can be identified with a known transition in <sup>186</sup>Re. This identification is supported by the observation in fig. 5, in the same $`\alpha `$-energy range, of coincidence events with respective 59.7 keV and 140 keV X- and $`\gamma `$-rays. The first fits with K<sub>α2</sub> of Re, and the second with a transition in <sup>186</sup>Re, which precedes the above 144.0 keV transition. A coincidence between 5.45 MeV $`\alpha `$-particles and 59.4 or 59.7 keV photons may in principle be also due to the known decay of <sup>241</sup>Am of 5.486 MeV $`\alpha `$ and 59.54 keV $`\gamma `$. However, we did not use and never had in our laboratory a <sup>241</sup>Am calibration source. Under these circumstances the observation of the 61.1 keV photon, which fits very nicely with K<sub>α1</sub> of Re, and which is very far off (1.56 keV) from the $`\gamma `$-rays of <sup>241</sup>Am, and of the two consecutive $`\gamma `$-rays of <sup>186</sup>Re, suggests that the two events at about 59.6 keV are due to K<sub>α2</sub> of Re and not due to <sup>241</sup>Am. A 59.6 keV X-ray may in principle be also due to K<sub>α1</sub> of W of 59.3182 keV. Here also the observation of the other X-rays and $`\gamma `$-rays suggest that it is K<sub>α2</sub> of Re rather than K<sub>α1</sub> of W. Out of total number of 3 X-rays, one is expecting to see 1.9 K<sub>α1</sub> events and 1.1 K<sub>α2</sub> events. The observation of 1 event in the first case and 2 in the second, is well within the statistical error. In fig. 9, for $`\alpha `$-particles between 5.18 and 5.53 MeV, groups of two and three events with photon energies of 66.8 keV and 59.6 keV, respectively, are seen. They may correspond to the known K<sub>α1</sub> X-rays of Pt of 66.832 keV and of W of 59.318 keV of W. At the same corresponding $`\alpha `$-energies known $`\gamma `$-rays of <sup>189</sup>Pt and <sup>183</sup>W are observed. Here the three 59.6 keV events are more likely to be due to K<sub>α1</sub> of W, rather than K<sub>α2</sub> of Re. If they were K<sub>α2</sub> of Re then 5.2 events of K<sub>α1</sub> at 61.140 keV are expected. The observation of zero events when 5 are expected is unlikely. On the other hand, if the 3 observed events are K<sub>α1</sub> X-rays of W, then 1.7 events of K<sub>α2</sub> of W at 57.98 keV are expected. The observation of zero events when 1.7 are expected is well within the statistical errors. As mentioned above and seen in table 3, about the same $`\alpha `$-energy corresponds to two different decays. One leads to <sup>186</sup>Re and was obtained in the E<sub>Lab</sub> = 125 MeV experiment, and the other presumably leads to <sup>183</sup>W and was obtained in the E<sub>Lab</sub> = 135 MeV experiment. As seen below (section IVA), these data are interpreted as due to transitions from the second well of the potential in the parent nuclei to the normal states in the daughters. There is nothing against having about the same $`\alpha `$-particle energy in two different transitions. Because of the low statistics we consider the identifications mentioned above as tentative only, where the identification of <sup>186</sup>Re is better than of the other. The results are summarized in table 3 together with possible reaction channels and corresponding decay chains which lead to the observed transitions. The deduced production cross sections (with an accuracy of about a factor of 2) are given in table 1, columns 3 and 5. In general lower limits were deduced since the branching ratios along the decay chains are not known. Some coincidence events between 6.17 – 9.01 MeV $`\alpha `$-particles and identified X-rays with no corresponding $`\gamma `$-rays were seen. They are also given in table 3. ### D Evidence for Proton Radioactivity A very well defined coincidence group of three events is seen in fig. 9 at an average particle energy of 3.88 MeV and $`\gamma `$-energy of 185.8 keV. Because of the low energy of the particles and the very narrow total width of 40 keV, one may conclude that the particles are protons. (The total estimated widths at this energy are 55 keV for protons and 630 keV for $`\alpha `$-particles. The estimated half-life for 3.88 MeV $`\alpha `$-particles decaying to, for instance, <sup>194</sup>Hg is about 1x10<sup>8</sup> y ). The 185.8 keV $`\gamma `$-rays fit with a known transition in <sup>204</sup>Rn (table 3). The production cross section of this group is given in table 1. ## IV Discussion ### A Transitions from Superdeformed to Normal States The E<sub>α</sub> values for the g.s. to g.s. transitions for <sup>190</sup>Ir $``$ <sup>186</sup>Re; <sup>187</sup>Os $``$ <sup>183</sup>W and <sup>193</sup>Hg $``$ <sup>189</sup>Pt mentioned in table 3 are 2.74, 2.662 and 2.927 MeV , respectively. The corresponding observed $`\alpha `$-energies of 5.43, 5.53 and 5.18 MeV (table 3) are clearly due to decay of isomeric states in the parent nuclei. The estimated half-lives for normal $`\alpha `$-particles of these energies are 2.9x10<sup>3</sup>; 3.5x10<sup>2</sup> and 1.2x10<sup>6</sup> s. The observed lifetimes of several months, which may be due to combined lifetimes along the long decay chains, are retarded by 3 and 4 orders of magnitude in the first and second case, respectively. From the above mentioned measured $`\alpha `$-energies the lower limits for the excitation energies of the isomeric states in the parent nuclei <sup>190</sup>Ir, <sup>187</sup>Os and <sup>193</sup>Hg (see table 3) are deduced to be 3.1; 3.0 and 4.5 MeV, respectively. (Lower limits are deduced since the $`\alpha `$-decay may proceed through a higher excitation energy than the one seen experimentally). Extrapolated and interpolated predicted energies for the second minima of 4.1 or 4.2 ; 3.4 or 3.6 ; and 4.2 or 4.6 MeV, respectively, are also given in table 3. The observed energies of the isomeric states and the predicted positions of the second minima seem to be in the same range of excitation energies. This suggests that the isomeric states in these cases are in the second well of the potential, and that the $`\alpha `$ transitions are from the superdeformed well in the parent nuclei to less deformed or normal states in the daughters. These are the last transitions after several decays, presumably from isomeric state to isomeric state, all within the second wells along the decay chain. For instance, <sup>190</sup>Ir in the isomeric state may be produced after 6 decays, 4$`\alpha `$ and 2$`\beta `$<sup>+</sup> or EC decays, all from superdeformed to superdeformed states (see table 3).<sup>\</sup><sup>\</sup>\More complicated situations where the evaporation residue nucleus is produced in the third (hyperdeformed) well of the potential, and then decays to the second well by $`\alpha `$-particle or even by proton emission, is in principle not impossible. Since the last step of the chain is a decay to a relatively high spin state, it seems that the originally produced isomeric state in the evaporation residue nucleus has high spin, and that the transitions from mothers to daughters along the decay chain are between high spin states. ### B Transitions from Superdeformed to Superdeformed States? We now discuss the three coincidence events seen in fig. 6 and mentioned above (Secion III.B. and table 2b) of 6.16 MeV – 176.1 keV; 6.94 MeV – 207.4 keV and 6.41 – 242.3 keV. These events appeared 96, 68 and 78 days respectively, after the end of irradiation, and their lifetimes therefore are of the order of several months. As shown above, the energies of the first two $`\gamma `$-rays fit very nicely with SDB transitions between half-integer spins, where the most probable candidates are <sup>207</sup>Rn, produced by the pn evaporation process, and its daughters. The coincidence event of a 6.17 MeV $`\alpha `$-particle with 79.1 keV photon (fig. 5 and table 3) which fits with Po K<sub>α1</sub> X-rays of 79.290 keV, suggests that the transitions mentioned above with 6 – 7 MeV $`\alpha `$-particles might be from isomeric state(s) in <sup>207</sup>Rn to the SDB states in the second well of the potential in <sup>203</sup>Po. (The half-life of the ground state of <sup>207</sup>Rn is 9.3 m). The measured $`\alpha `$-particle energies are in the predicted range for the transition from the second minimum in <sup>207</sup>Rn to the second minimum in <sup>203</sup>Po of 6.2 or 6.9 MeV. Similarly the energies of 7.16 MeV (fig. 6; E<sub>Lab</sub> = 125 MeV) and 7.05 MeV (fig. 9; E<sub>Lab</sub> = 135 MeV) $`\alpha `$-particles in coincidence with L<sub>β1</sub>(At) (see table 3) may correspond to the predicted $`\alpha `$-particle transitions between the second minima of <sup>206</sup>Fr<sup>s.m.</sup> and <sup>202</sup>At<sup>s.m.</sup> (3n reaction) of 6.9 or 7.3 MeV, and of <sup>205</sup>Fr<sup>s.m.</sup> to <sup>201</sup>At<sup>s.m.</sup> (4n reaction) of 7.0 and 7.2 MeV, respectively. In both cases discussed in the present subsection (IV.B.), while the $`\alpha `$-energies are consistent with this picture, the very long lifetime may indicate that the internal structure of the parent isomeric states and the final rotational SDB states are different. ### C Proton Transition from a Superdeformed to a Normal State? For the 3.88 proton group (Section III.D. above), if the identification given in table 3 is correct, the excitation energy of the isomeric state in <sup>205</sup>Fr is $``$ 6.7 MeV (see table 3). This is quite high as compared to 3.9 or 5.0 MeV predicted for the second minimum, and may indicate that the origin of the isomeric state in this case is different. ### D Hyperdeformed to Superdeformed Transitions The most striking result is the $`\alpha `$-particle group around 8.6 MeV which was found in coincidence with SDB transitions (figs. 5, 6, 7, 8, and table 2a). As mentioned above the appearance of $`\gamma `$-transitions between half-integer spins shows that most of these transitions are in an odd A nucleus, where <sup>207</sup>Rn and its daughters are most probable candidates from the reaction kinematic point of view.<sup>††</sup><sup>††</sup>††As shown in Section III.B. above, the high energy integer spin transitions of 247.0 and 186.5 keV (table 2a) are presumably due to sum combinations of half-integer transitions as well. The observation of a coincidence event between a 8.42 MeV $`\alpha `$-particle (which is, within the experimental spread for $`\alpha `$-particles, consistent with 8.6 MeV for 200 $`\mu `$g/cm<sup>2</sup> C catcher foil) and a K<sub>α1</sub> X-ray of Pt (fig. 5 and table 3) indicates that the transition may be from <sup>195</sup>Hg (produced after 3 $`\alpha `$-decays from <sup>207</sup>Rn) to <sup>191</sup>Pt. However, transitions from other Hg isotopes produced by fewer $`\alpha `$-decays, which are followed by several $`\beta `$<sup>+</sup> or EC decays cannot be excluded. The predicted half-life for normal 8.6 MeV $`\alpha `$-particles is below 1 $`\mu `$s. Therefore in principle the $`\gamma `$-rays of the SDB transitions may either precede or follow the 8.6 MeV $`\alpha `$-particles.<sup>‡‡</sup><sup>‡‡</sup>‡‡In all the cases discussed above the first possibility is excluded since the lifetime of the $`\alpha `$-particles is always much longer than 1$`\mu `$s, and they could not be detected in coincidence with $`\gamma `$-rays which precede them. In the case where the $`\gamma `$-rays come first, the $`\alpha `$-particles are due to either a transition from the second minimum in the parent nucleus to the second minimum in the daughter, or from the second minimum in the parent to normal states in the daughter. However in the first case the energy of 8.6 MeV is much larger than the predicted 3.3 MeV in <sup>195</sup>Hg<sup>s.m.</sup> $``$ <sup>191</sup>Pt<sup>s.m.</sup> transition , and 6.3 or 6.9 in <sup>207</sup>Rn<sup>s.m.</sup> $``$ <sup>203</sup>Po<sup>s.m.</sup> transition. On the other hand in the second case of an $`\alpha `$-transition from the second minimum to normal states, the $`\alpha `$-particle lifetime will most probably be retarded, and the 8.6 MeV $`\alpha `$-particles will not be in coincidence within 1 $`\mu `$s with the SDB transitions. (Furthermore, the predicted transition energy from the second minimum to the ground state in <sup>195</sup>Hg<sup>s.m.</sup> $``$ <sup>191</sup>Pt<sup>g.s.</sup> is about 7.2 MeV and in <sup>207</sup>Rn<sup>s.m.</sup> $``$ <sup>203</sup>Po<sup>g.s.</sup> is 6.3 or 6.9 MeV . These values are also not in accord with the experimental value of 8.6 MeV). It is therefore reasonable to assume that the 8.6 MeV $`\alpha `$-particles decay first and then are followed by the SDB $`\gamma `$-rays, similar to the situation in all the other cases discussed above. Let us first consider the case where the isomeric state is in the second well of the parent nucleus which decays by the 8.6 MeV $`\alpha `$-particles to the SDB in the daughter. One faces here two problems, namely the very large hindrance factor of the $`\alpha `$-particles, and their high energy. The hindrance factor of the $`\alpha `$-particles is in the range of 10<sup>16</sup> (t<sub>1/2</sub> $``$ 40 d as compared to the predicted value of 1.4 x 10<sup>-10</sup> s assuming $`\beta `$<sub>2</sub> = 0.7 ). As for the energy, if, for instance, the 8.6 MeV $`\alpha `$-particles decay to a SDB state of spin 27/2 in <sup>191</sup>Pt at E<sub>x</sub> = 865 keV (E<sub>0</sub> = 4.42 keV), and taking into account the predicted excitation energy of the second minimum in <sup>191</sup>Pt at about 4.1 MeV , and the Q<sub>α</sub>(g.s.$``$g.s.) value for <sup>195</sup>Hg of 2.190 MeV , the isomeric state in <sup>195</sup>Hg turns out to be at about 11.6 MeV above the g.s. Assuming an excitation energy of the second minimum in <sup>195</sup>Hg of about 5.2 MeV , the above energy of 11.6 MeV corresponds to an excitation energy of about 6.4 MeV above the second minimum, which seems unlikely. (In the same way, about 5.0 and 3.0 MeV excitation energies above the second minimum are respectively deduced for more neutron-rich Hg isotopes and for <sup>207</sup>Rn, which is unlikely as well.) It seems reasonable to conclude that the large hindrance factor might be due to another barrier transition, as, for instance, from the third well (the hyper-deformed well) to the second one.<sup>\</sup><sup>\</sup>\It should also be mentioned that a superdeformed minimum on the oblate side, which might decay to the prolate superdeformed minimum via triaxial shapes, has been predicted in <sup>236</sup>Cm at $`\beta _2`$ = –0.63 and E<sub>x</sub> = 8.2 MeV, using Hartree-Fock calculations . It should be mentioned that an extrapolated value of about 11.5 MeV is obtained for the excitation energy of the third minimum in <sup>195</sup>Hg from the predictions of Ref. . This value is in accord with the deduced value mentioned above of about 11.6 MeV.<sup>\†</sup><sup>\†</sup>\†The retardation of the $`\alpha `$-events of 6-7 MeV discussed in section IV.B. above is unlikely to be due to transitions from the third minimum, as its predicted excitation energy of about 18.8 MeV (extrapolated from Ref.) comes out far from the data of 7.8 or 10.3 MeV (table 3). The large production cross section of the isomeric state which decays by the 8.6 MeV $`\alpha `$-particles of about 130 nb, as compared to the production of the isomeric states in the second minima of a few nb (see table 1), may also indicate that its origin is from the third minimum, which can presumably be produced more easily at bombarding energies below the Coulomb barrier. It is also seen in table 1 that while the highest cross section for the production of the normal evaporation residue nuclei is about a factor of 60 larger at 135 MeV as compared to 125 MeV, the production of the isomeric states in the second minima is about the same at these two bombarding energies, whereas there is an exceptionally large cross section at 125 MeV for the 8.6 MeV $`\alpha `$-particle group which is in coincidence with the SDB transitions. ## V Summary In summary, evidence for long-lived isomeric states with lifetimes of up to several months, with abnormal decay properties, was obtained. Relatively high energy $`\alpha `$-particles of 5.1-5.5 MeV were tentatively found in the usually non-$`\alpha `$-emitting nuclei, <sup>187</sup>Os, <sup>190</sup>Ir and <sup>193</sup>Hg, and interpreted as due to transitions from the second well of the potential in the parent nuclei to less deformed or normal states in the daughters. The observed transitions are the last in long chains of up to 6 steps of $`\alpha `$-particle and $`\beta ^+`$ or EC transitions, presumably within the second well itself. Long-lived 6 – 7 MeV $`\alpha `$-particles, in coincidence with SDB $`\gamma `$-rays, were found with energies consistent with transitions from the second minimum in the parent nucleus to the second minimum in the daughter. The reason for their long lifetimes though is not clear. A 3.88 MeV long-lived proton group was found. Its state of origin is not entirely clear. By far the most exciting observation is the very high energy and strongly retarded (t<sub>1/2</sub> $``$ 40 d) 8.6 MeV $`\alpha `$-particle group in coincidence with SDB transitions, which is interpreted as due to a long-lived isomeric state in <sup>195</sup>Hg at E<sub>x</sub> $``$ 11.6 MeV, and is consistent with a transition from the third (hyperdeformed) well of the parent nucleus to the second (superdeformed) well in the daughter. The production cross sections of the isomeric states in the second well were about the same at E<sub>Lab</sub> = 125 (10% below the barrier) and at E<sub>Lab</sub> = 135 MeV, while on the average a factor of 15 – 60 larger cross section was found for the 8.6 MeV group at 125 MeV. The existence of such long-lived isomeric states, with lifetimes much longer than those of their corresponding ground states, and with preferential production cross sections at relatively low bombarding energies, may add new considerations regarding the stability and the production mechanism of heavy and superheavy elements . In particular it should be mentioned that the extra-push energies needed for the production of such nuclei in their superdeformed and hyperdeformed wells are much smaller than expected for producing them in their normal states . ## VI Acknowledgements We acknowledge the support of the accelerator crew of the Weizmann Institute at Rehovot, and the technical assistance of S. Gorni, O. Skala and the electronic team of the Racah Institute. D.K. acknowledges the financial support of the DFG. We are grateful to N. Zeldes and J. L. Weil for very valuable discussions. <sup>a</sup> Lower limit is given since the branching ratios along the decay chain (table 3) are not known. <sup>b</sup> It was impossible to distinguish between the 3n and the p2n reactions. The value given was deduced assuming that the relevant observed activity is due to this reaction channel only. <sup>c</sup> It was impossible to distinguish between the 5n and the p4n reactions. The value given was deduced assuming that the relevant observed activity is due to this reaction channel only. <sup>d</sup> Based on the coincidence group of the 3.88 MeV protons with 185.8 keV $`\gamma `$-rays and assuming that the $`\gamma `$-rays are from <sup>204</sup>Rn (see text). <sup>a</sup> The peak to total ratio was 100% up to about 120 keV and reduced gradually to 22% at 250 keV. <sup>b</sup> The transitions between the maximum possible spins are given. At relatively high energies the observed $`\gamma `$-rays are most probably sum events due to various combinations of lower energy transitions in the band which, because of the J(J+1) law, fit in energy to calculated transitions between higher energies. (see text). <sup>c</sup> Average of 2 events: 8.47 MeV $`\alpha `$ in coincidence with 97.4 keV $`\gamma `$ in the first measurement and 8.58 MeV $`\alpha `$ in coincidence with 98.3 keV $`\gamma `$ in the second measurement. <sup>d</sup> Average of 2 events: 8.61 MeV $`\alpha `$ in coincidence with 224.9 keV $`\gamma `$ in the first measurement and 8.57 MeV $`\alpha `$ in coincidence with 225.7 keV $`\gamma `$ in the second measurement. <sup>e</sup> Average of 2 events in the second measurement of 8.62 MeV $`\alpha `$ in coincidence with 246.5 keV $`\gamma `$ and 8.60 MeV $`\alpha `$ in coincidence with 247.5 keV $`\gamma `$. <sup>a</sup> For a group of three events the half-lives as estimated according to the formulas of K.-H. Schmidt et al. are given. <sup>b</sup> The excitation energy in <sup>186</sup>Re is not certain . <sup>c</sup> The order of the decay is not known. <sup>d</sup> Extrapolated value. <sup>e</sup> Interpolated value. <sup>f</sup> The identification given in the table is not certain as explained in the text. <sup>g</sup> See text and table 2(b) for the $`\gamma `$-eneries of this band. <sup>h</sup> Estimated excitation energy in <sup>207</sup>Rn assuming E<sub>α</sub>=6.5 MeV, a predicted E<sub>x</sub> of the second minimum in <sup>203</sup>Po of 6.6 MeV , and decay to a SDB state with a spin of 27/2 at excitation energy above the second minimum of 863 keV. <sup>i</sup> As comment (h) above except that E<sub>x</sub> of the second minimum in <sup>203</sup>Po was taken at 9.1 MeV as predicted in Ref. . <sup>j</sup> See table 2(a) for the $`\gamma `$-energies of this band. <sup>k</sup> See text. <sup>l</sup> Extrapolated value for the excitation energy of the third minimum from Ref. is given.
warning/0006/cond-mat0006316.html	ar5iv	text	# Statistical mechanics perspective on the phase transition in vertex covering of finite-connectivity random graphs ## 1 Introduction According to Garey and Johnson , the vertex cover (VC) problem belongs to the six basic NP-complete problems. Here VC is investigated for an ensemble of random graphs $`G_{N,cN}`$ having $`N`$ vertices and $`cN`$ edges , with $`c`$ constant. Despite some efforts in the past , no solution for the critical cardinality $`X_c(c)`$ of the vertex cover as a function of $`c`$ has been found, but some lower and upper bounds were obtained. In this paper we investigate the problem with an exact branch-and-bound algorithm, a cluster expansion for small $`c`$ and with methods borrowed from the statistical physics of disordered systems , see also . Our main result is the following, with $`W`$ being the LambertW-function ($`x=W(x)e^{W(x)})`$): In the large-N limit and for $`ce/2`$ ($`e`$ Eulerian constant), the cardinality $`X_c(c)`$ of the minimal vertex cover of a random graph $`G_{N,cN}`$ is given by $$X_c(c)=N\frac{2W(2c)+W(2c)^2}{4c}N+o(N),$$ (1) and the number of vertices being in the backbone (see below) of these minimal VCs reads $$B_c(c)=N\frac{W(2c)^2}{2c}N+o(N).$$ (2) For $`c>e/2`$, the expression given on the right-hand side of (1) provides a lower bound on $`x_c(c)`$. The backbone is defined as follows: Usually for a graph different minimal vertex covers exist. A vertex which belongs either to all vertex covers or to no vertex cover of a given graph is said to belong to the backbone. Statistical mechanics methods were already applied to other famous NP-complete problems, as e.g. $`K`$-satisfiability (KSAT) or number partitioning . They are known to show interesting phase transitions in their solvability and, even more interestingly, in their typical case algorithmic complexity, i.e. in the dependence of the median solution time on the system size . Consider e.g. the satisfiability problem with the number of constraints per variable as a parameter. When this parameter exceeds a certain threshold, the solvability of a randomly chosen logical formula undergoes a sharp transition from almost always satisfiable to almost always unsatisfiable . The hardest to solve formulae are found in the vicinity of the transition point. Far away from this point the solution time is much smaller, as the problem is easily fulfilled or hopelessly over-constrained. The typical solution times in the under-constrained phase are even found to depend only polynomially on the system size! Recently, insight coming from a statistical-physics perspective on these problems has lead to a fruitful cooperation with computer scientists, and has shed some light on the nature of this transition . Frequently, on the cost of not being mathematically rigorous, methods of statistical physics allow to obtain more insight than classical tools of computer science or discrete mathematics. This is true for the VC problem as well, as will be shown in this work. The paper is organized as follows. After this introductory section, the investigated model, related problems, and several notations are introduced. Some previously known rigorous bounds for the minimum cardinality of the vertex-cover are cited. In the third chapter VC is studied numerically with an exact branch-and-bound procedure. Then a cluster expansion for disconnected graphs with low average vertex degree is performed. Section 5 contains the main part of the paper: statistical physics strategies are applied. A short introduction is given, which relates several elements of graph theory to corresponding quantities appearing in physics. Then, two approaches are presented. The annealed approximation reproduces one of the above-mentioned rigorous bounds. More detailed insight is gained by the replica method. Using the replica symmetric ansatz, the threshold and the backbone size at the threshold can be calculated. The results are compared with the data obtained by the branch-and-bound method. In the last section conclusions and an outlook are given. ## 2 The model ### 2.1 Vertex cover and related problems In this section we want to introduce the investigated model. Take any graph $`G=(V,E)`$ with the $`N`$ vertices $`i\{1,\mathrm{},N\}`$ and $`M`$ edges $`(i,j)EV\times V`$. A vertex cover (VC) is a subset $`V_{VC}V`$ of vertices such that for every edge $`(i,j)E`$ there is at least one of its endpoints $`i`$ or $`j`$ in $`V_{VC}`$. We call the vertices in $`V_{VC}`$ covered, whereas the vertices in its complement $`VV_{VC}`$ are called uncovered. Also partial covers are considered. In this case the set $`V_{VC}`$ is not a VC and there are some edges $`(i,j)`$ with $`iV_{VC}`$ and $`jV_{VC}`$. In this case we call the edge uncovered as well. The task of finding the minimum number of uncovered edges given a graph $`G`$ and the cardinality $`X\|V_{VC}\|`$ is an optimization problem. The corresponding decision problem, whether there exists a VC $`V_{VC}`$ of fixed cardinality $`X=\|V_{VC}\|`$, with $`1X<N`$, is according to Garey and Johnson one of the six basic NP-complete problems. So it is widely believed that one cannot construct any algorithm which solves the problem substantially faster than exhaustive search, i.e. only algorithms are known which have an exponential worst-case time complexity in $`N`$ and $`M`$. VC is related to other well-known and widely used NP-complete problems. The first one is the independent set (ISET) problem. An ISET is a subset $`V_{ISET}V`$ of vertices such that for all $`i,jV_{ISET}`$ we have $`(i,j)E`$. So $`VV_{ISET}`$ is obviously a VC for every ISET $`V_{ISET}`$, and every maximal ISET is the complement of a minimal VC. The independence number, defined as the maximum of cardinalities $`\|V_{ISET}\|`$ of all ISETs, is consequently given by $`N\mathrm{min}_{\text{VC}}\|V_{VC}\|`$. A clique is a fully connected subgraph. So, if the subset $`V_{ISET}V`$ is an ISET in $`G=(V,E)`$, it is a clique in the complementary graph $`\overline{G}=(V,V\times VE)`$. Finding the largest clique in one graph is equivalent to finding the largest ISET in the complementary graph. ### 2.2 Random graphs In order to speak of median or average cases, and of phase transitions, we have to introduce a probability distribution over graphs. This can be done best by using the concept of random graphs as already introduced about 40 years ago by Erdös and Rényi . A random graph $`G_{N,M}`$ is a graph with $`N`$ vertices $`V=\{1,\mathrm{},N\}`$ and $`M`$ randomly drawn edges such that any two instances (for fixed $`N,M`$) are equiprobable. An alternative description would be, to include an arbitrary pair of vertices with a certain probability $`p`$. For large $`N`$, the number of edges becomes almost surely $`pN^2/2+O(N)`$, and both concepts can be identified by choosing $`p=2M/N^2`$. The regime we are interested in are finite connectivity graphs where the average vertex degree $`2c=2M/N`$ stays constant in the large $`N`$ limit. Under this scaling of the edge number, the cardinality of the minimal VC should typically depend linearly on $`N`$ as well, $`\mathrm{min}_{\text{VC}}\|V_{VC}\|=x_c(c)N`$. The main purpose of this paper is to show evidence that there is an asymptotically ($`N\mathrm{}`$) sharp threshold $`x_c(c)`$ which depends for almost all graphs only on the average vertex degree $`2c`$, and to find its functional dependence on c. Here we want to review shortly some of the fundamental results on random graphs which were already described in , and which are important for the following sections: The first point we want to mention is the distribution of vertex degrees $`d`$, in the limit $`N\mathrm{}`$ it is given by a Poisson-distribution with mean $`2c`$: $$Po_{2c}(d)=e^{2c}\frac{(2c)^d}{d!}.$$ (3) A second point which is important for the understanding of the following is the component structure. For $`c<1/2`$, i.e. if the vertices have in average less than one neighbor, the graph $`G_{N,cN}`$ is built up from connected components which have up to $`O(\mathrm{log}N)`$ vertices. The probability that a component is a specific tree $`T_k`$ of $`k`$ vertices is given by $$\rho (k)=e^{2ck}\frac{(2c)^{k1}}{k!},$$ (4) and is equal for all $`k^{k2}`$ distinct trees. As the fraction of vertices which are collected in finite trees is $`_{k=1}^{\mathrm{}}\rho (k)k^{k2}k=1`$ for all $`c<1/2`$, in this case almost all vertices are collected in such trees. For $`c>1/2`$ a giant component appears which contains a finite fraction of all vertices. $`c=1/2`$ is therefore called the percolation threshold. ### 2.3 Rigorously known bounds In this subsection we are going to present some previously known rigorous bounds on $`x_c(c)`$. A general one for arbitrary, i.e. non-random graphs was given by Harant who generalized an old result of Caro and Wei . Translated into our notation, he showed that $$x_c(G)1\frac{1}{N}\frac{\left(_{iV}\frac{1}{d_i+1}\right)^2}{_{iV}\frac{1}{d_i+1}_{(i,j)E}\frac{(d_id_j)^2}{(d_i+1)(d_j+1)}}$$ (5) where $`d_i`$ is the vertex degree of vertex $`i`$. Using the distribution (3) of vertex degrees and its generalization to pairs of connected vertices, this can easily be converted into an upper bound on $`x_c(c)`$ which holds almost surely for $`N\mathrm{}`$. The vertex cover problem or the above-mentioned related problems were also studied in the case of random graphs, and even completely solved in the case of infinite connectivity graphs, where any edge is drawn with finite probability $`p`$, such that the expected number of edges is $`p\left(\genfrac{}{}{0pt}{}{N}{2}\right)=0(N^2)`$. There the minimal VC has cardinality $`(N2\mathrm{log}_{1/(1p)}NO(\mathrm{log}\mathrm{log}N))`$ . Bounds in the finite-connectivity region of random graphs with $`N`$ vertices and $`cN`$ edges were given by Gazmuri . He showed that $$x_l(c)<x_c(c)<1\frac{\mathrm{log}2c}{2c}$$ (6) where the lower bound is given by the unique solution of $$0=x_l(c)\mathrm{log}x_l(c)+(1x_l(c))\mathrm{log}(1x_l(c))c(1x_l(c))^2.$$ (7) As we will see later on, this bound coincides with the so-called annealed bound in statistical physics. The correct asymptotics for large $`c`$ was given by Frieze : $$x_c(c)=1\frac{1}{c}(\mathrm{log}c\mathrm{log}\mathrm{log}2c+1)+o(\frac{1}{c}).$$ (8) ## 3 Numerical evidence for a phase transition To achieve a thorough insight into the nature of the problem, numerical simulations were performed. At first the branch-and-bound algorithm is explained which was implemented for this purpose. Then, results are presented which relate the transition in solvability to a change in the median-case time complexity. Also the dependence of the backbone (see below) on the cover size $`x`$ shows a jump at this transition. ### 3.1 The algorithm All numerical results were obtained by an exact enumeration. Using a branch-and-bound algorithm similar to all covers can be calculated: as each vertex is either covered or uncovered, there are $`2^N`$ possible configurations which can be arranged as leafs of a binary (backtracking) tree. At each node, the two subtrees represent the subproblems where the corresponding vertex is either covered or uncovered. The branch operation tries to find a solution by investigating both subtrees and keeping only the optimum solutions. First we concentrate on the algorithm which finds the configurations with the minimum number of uncovered edges for a given graph and a given number $`X`$ of vertices which can be covered. We want to omit subtrees which for sure contain no optimum solutions: this is the case either if the number of covered vertices exceeds $`X`$ or if the leafs of the subtree can already be proven to be worse than previously considered configurations. Thus, it is possible to avoid branching into some subtrees by calculating the following bound: it uses the current vertex degree $`d(i)`$, which is the number of uncovered neighbors at a specific stage of the calculation. By covering a vertex $`i`$ the total number of uncovered edges is reduced by exactly $`d(i)`$. If several vertices $`j_1,j_2,\mathrm{},j_k`$ are covered, the number of uncovered edges is at most reduced by $`d(j_1)+d(j_2)+\mathrm{}+d(j_k)`$. Assume that at a certain stage within the backtracking tree, there are $`uncov`$ edges uncovered and still $`k`$ vertices to cover. Then a lower bound $`M`$ for the best solution which can be found in the subtree is $$M=\mathrm{max}[0,uncov\underset{j_1,\mathrm{},j_k}{\mathrm{max}}d(j_1)+\mathrm{}+d(j_k)].$$ (9) The maximum is easily calculated by always storing the uncovered vertices sorted according their current degrees. The algorithm can avoid branching into a subtree if $`M`$ is strictly larger than the number $`opt`$ of uncovered edges in the best solution found so far. If one is interested only in an arbitrary minimum configuration instead of enumerating all, one can omit every subtree with $`Mopt`$. In the latter case the algorithm can be stopped as soon as a configuration with $`opt=0`$ is found. For the order the vertices are selected to be (un-)covered within the algorithm, the following heuristic is applied: the order of the vertices is given by their current degree. Thus, the first descent into the tree is equivalent to the greedy heuristic which iteratively covers vertices by always taking the vertex with the highest current degree. Later, it will be become clear from the results that this heuristic is indeed a suitable strategy. The following representation summarizes the algorithm for enumerating all configurations exhibiting a minimum number of uncovered edges. Let $`G=(V,E)`$ be a graph, $`k`$ the number of vertices to cover and $`uncov`$ the number of edges to cover. Initially $`k=X`$ and $`uncov=\|E\|`$. The variable $`opt`$ is initialized with $`opt=\|E\|`$ and contains the minimum number of uncovered edges found so far. The value of $`opt`$ is passed via call by reference. At the beginning all vertices $`iV`$ are marked as free. The marks are considered to be passed via call by reference as well (not shown explicitly). Additionally it is assumed that somewhere a set of (optimum) solutions can be stored. \| algorithm min-cover($`G,k,uncov,opt`$) \| \| --- \| \| begin \| \| \| if k=0 then $`\{`$leaf of tree reached?$`\}`$ \| \| \| begin \| \| \| \| if $`uncov<opt`$ then $`\{`$new minimum found?$`\}`$ \| \| \| \| begin \| \| \| \| \| $`opt:=uncov`$; \| \| \| \| \| clear set of stored configurations; \| \| \| \| end; \| \| \| \| store configuration; \| \| \| end; \| \| \| if bound condition is true (see text) then \| \| \| \| return; \| \| \| let $`iV`$ a vertex marked as free of maximal current degree; \| \| \| mark $`i`$ as covered; \| \| \| $`k:=k1`$; \| \| \| adjust degrees of all neighbors $`j`$ of $`i`$: $`d(j):=d(j)1`$; \| \| \| min-cover($`G,k,uncovd(i),opt`$) $`\{`$branch into ’left’ subtree$`\}`$; \| \| \| mark $`i`$ as uncovered; \| \| \| $`k:=k+1`$; \| \| \| (re)adjust degrees of all neighbors $`j`$ of $`i`$: $`d(j):=d(j)+1`$; \| \| \| min-cover($`G,k,uncov,opt`$) $`\{`$branch into ’right’ subtree$`\}`$; \| \| \| mark $`i`$ as free; \| \| end \| In the actual implementation, the algorithm does not descend further into the tree as well, when no uncovered edges are left. In this case the vertex covers of the corresponding subtree consist of the vertices covered so far and all possible selections of $`k`$ vertices among all uncovered vertices. Now we discuss the case of finding a true VC of minimum cardinality, where the performance of the method can be enhanced by some extensions. The algorithm is called with $`k=\|V\|,opt=0`$ and $`k`$ is passed via call by reference like $`opt`$. Now assume that during the execution of the algorithm a total cover ($`uncov=0`$) is found and $`k>0`$. Thus it is possible to cover all edges with less than the allowed number of vertices. Consequently, it is not necessary to cover additional vertices, and the value of $`k`$ is set to zero. Additionally the set of configurations which was stored before is cleared. Furthermore, whenever a vertex $`i`$ is marked as uncovered, all its neighbors $`j`$ can be covered immediately, because no uncovered edge should remain. Please note that in this case the degrees of all neighbors of the neighbors $`j`$ of $`i`$ have to be readjusted as well. After the initial call of this modified algorithm has finished, the variable $`k`$ contains the cardinality of the minimum vertex cover. The algorithm was implemented via the help of the LEDA library which offers many useful data types and algorithms for linear algebra and graph problems. Since the VC problem is NP-hard, the method exhibits an exponential worst-case time complexity. Although our algorithm is very simple, in the regime $`0.5<c<5`$ random graphs up to size $`N=100`$ could be treated for all values $`X[0,N]`$. For the calculation of covers of minimum cardinality, also graphs with $`N=140`$ could be considered. Please note that for $`c<0.5`$ the graphs can be divided into many connected components of sizes up to $`O(\mathrm{log}N)`$. Then, in the case one is interested only in the cover of minimum cardinality, the algorithm can be applied to each component separately, yielding only a polynomial time-complexity. ### 3.2 Numerical results A first evidence for a peak of the typical case complexity near the threshold was given in where the problem was matched to SAT and solved with the Davis Putnam procedure. The running time was measured for graphs of size $`N=12`$. Here, systems up to size $`N=140`$ are investigated. Since data for several different graph sizes are available, it is possible to extrapolate the behavior of the infinite graph using finite-size scaling techniques. The results of this extrapolations will be presented in a subsequent chapter, along with the outcomes of analytical calculations. In Fig. 1 the probability $`P_{cov}(x)`$ of finding a vertex cover of cardinality $`xN`$ for a random graph $`G_{N,cN}`$ is displayed for $`c=1`$ and different values of $`N`$ (10000 instances per value of $`x`$, 1000 for $`N=100`$). The drop of the probability from one for large cover sets to zero for small cover sets obviously sharpens with $`N`$. Thus, a jump at a well-defined $`x_c(c)`$ is to be expected in the large-$`N`$ limit: Above $`x_c(c)`$ almost all random graphs with $`cN`$ edges are coverable with $`xN`$ vertices, below $`x_c(c)`$ almost no graph has such a VC. The curves in the left part of the figure show the average minimal fraction $`e(x)`$ of uncovered edges, which for a coverable graph is obviously zero. In the large-$`N`$ limit, the disappearance of positive $`e(x)`$ coincides with the threshold. It is very instructive to measure the median computational effort, as given by the number of visited nodes in the backtracking tree, in dependence on $`x`$ and $`N`$. The curves which are exposed in Fig. 2, show a pronounced peak at the threshold value. Inside the coverable phase, $`x>x_c(c)`$, the computational cost is growing only linearly with $`N`$, and in many cases the heuristic is already able to find a cover with $`xN`$ vertices. Below the threshold, $`x<x_c(c)`$, it is clearly exponential in $`N`$ (see inset). This easy-hard transition resembles very much the typical-case complexity pattern of 3SAT , and deserves some more detailed investigation, which will be provided by the analytical calculation later on. In Fig. 3 the median time is plotted separately for the subset of coverable and uncoverable graphs, respectively. In addition, a scatter plot is included, which contains a dot for each result for 100 graphs and for different cardinalities $`xN`$ of the cover. For a given graph $`G_{N,cN}`$, as long as it is not coverable with $`xN`$ vertices, the computer time grows heavily with $`x`$. But as soon as a graph is coverable, it takes only a small computational effort to find a cover. The reason that median effort over all graphs is reduced for $`x>x_c`$ is that the fraction of uncoverable graphs decreases rapidly. Another quantity is directly related to the transition: The outcome of the algorithm is a configuration, i.e. a vector of marks telling whether a given vertex is covered or not. For a given graph and a given fraction $`x`$ usually different configurations are feasible, exhibiting all the same minimal number $`e(x)cN`$ of uncovered edges. An enumeration shows that the number of these configurations grows exponentially with the system size for all values of $`N`$. Nevertheless, for $`x<x_c(c)`$ there is always a finite fraction of vertices which behave equally in all different configurations: they are either always covered or always uncovered. The set of these vertices is the backbone $`B`$. For $`x>x_c`$ and in the large-$`N`$ limit, there is no non-empty backbone: the graph is already coverable with $`x_c(G_{N,cN})N`$ vertices, the other $`(xx_c)N`$ can be distributed freely. This already excludes the existence of vertices being always uncovered. The maximal vertex degree in a random graph $`G_{N,cN}`$ grows only as $`O(\mathrm{log}N)`$. So the neighbors of every covered vertex can be covered with some of the remaining $`(xx_c)N`$ free cover marks, and the central vertex itself can be uncovered and thus does not belong to the backbone. Later we will see that directly at the threshold $`x=x_c`$ a finite backbone size $`b(x)=\|B\|/N`$ appears. Thus, for $`N\mathrm{}`$ the function $`b(x)`$ exhibits a discontinuity at $`x_c(c)`$. This is indicated by the results obtained from the numerical calculations, again for the case $`c=1`$, see Fig. 4. For $`x<x_c(1)`$ the relative backbone size $`b(x)`$ is large and almost independent of N. For $`x>x_c(1)`$ a sharp decrease can be observed, which pronounces with increasing $`N`$. A surprising result is obtained, when we study coverable and uncoverable graphs separately. This can be done only in the vicinity of the transition, $`xx_c(1)`$, where coexisting coverable and uncoverable graphs can be found for finite $`N`$. The inset of Fig. 4 shows the result: Above the threshold, the coverable graphs exhibit a smaller backbone, as expected from the discussion above. But the curves intersect near $`x_c(1)`$. This behavior is observed for all graph sizes $`N`$, and the effect becomes more pronounced with increasing system size. As an explanation, we take a look at graphs being coverable with a small number of vertices. Their distribution of vertex degrees must deviate substantially from (3), showing more vertices with high degree. These vertices are expected to be in the backbone with high probability, see also the discussion on the correlation between vertex degree and backbone at the end of section 5.3.1. Consequently, the backbone is expected to be very large. The crossing of both curves close to $`x_c`$ seems to be accidental. By measuring the intersection as a function of $`N`$ and extrapolating to $`N\mathrm{}`$, the limiting value is found to be significantly below $`x_c`$. We have seen that the vertex-cover problem exhibits several peculiar features. These are worth to be addressed by analytical methods which allow to reveal the structure of VCs. ## 4 Cluster expansion for low vertex degrees One of the classical results on random graphs is, as mentioned in section 2.2, that for low edge densities $`c<1/2`$ almost all vertices are collected in finite trees, as $$1=\underset{k=1}{\overset{\mathrm{}}{}}\rho (k)k^{k2}k$$ (10) with $`\rho (k)`$ being the distribution of trees $`T_k`$ with $`k`$ vertices, cf. section 2.2. So the threshold $`x_c`$ and the corresponding backbone $`b`$ are given by $`x_c(c)`$ $`=`$ $`{\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}\rho (k)\left[{\displaystyle \underset{T_k}{}}X_c(T_k)\right]`$ $`b(c,x_c(c))`$ $`=`$ $`{\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}\rho (k)\left[{\displaystyle \underset{T_k}{}}B_c(T_k)\right]`$ (11) where $`_{T_k}`$ denotes the sum over all different trees $`T_k`$. $`X_c(T_k)`$ (resp. $`B_c(T_k)`$) is the cardinality of the minimal VCs (resp. of their backbone) of $`T_k`$. For very small average vertex degrees $`c0.5`$ the most vertices are furthermore concentrated in small components, and we can produce good approximations for the threshold, the backbone etc. by counting small trees. There also the distinction between backbone and non-backbone vertices becomes evident: Consider e.g. a connected component consisting only of two vertices and one edge. To cover this minimally, we need exactly one vertex – but it is not specified which one. The vertices do not belong to the backbone at threshold, and they give a contribution to a finite entropy (i.e. an exponential number) of minimal VCs. The situation is different for a tree of three vertices and two edges. The minimal cover is unique: Only the central vertex has to be taken. Consequently all these three vertices belong to the backbone at the threshold. Already at this point, the partial freezing of degrees of freedom as observed in SAT becomes evident. We have counted the optimal covers for trees up to 7 vertices, see the results in table 1. The values for the threshold and the backbone are lower bounds as a certain fraction of vertices is not included. Upper bounds are provided by adding the fraction of missing vertices to the lower bounds. For small $`c`$ these bound are very precise, e.g. for $`c=0.1`$, $`99.98\%`$ of all vertices are already included in the small trees up to size 7. These approximate values will be a useful testing ground for the statistical mechanics calculations which are given in section 5. This tree size expansion is not longer possible above the percolation threshold $`c=1/2`$. There the giant component arises which includes a finite fraction of all vertices. ## 5 Statistical mechanics approach In this section we use the strong similarities between combinatorial optimization and statistical mechanics. The cost function of a system which shall be optimized corresponds to the energy function (or Hamiltonian) in statistical mechanics. The elements of the definition space of the cost function are called microscopic configurations. The main aim of statistical mechanics is the description of the macroscopic behavior of a microscopically defined model, e.g. the prediction and description of phase transitions. ### 5.1 General strategy In order to describe the VC phase transition also beyond the percolation threshold, we are going to use the tools of the statistical mechanics of disordered systems . We therefore map the random graph to a disordered spin system with an Hamiltonian which shall be minimized. A canonical choice for the “energy” of a subset $`\stackrel{~}{V}V`$ of vertices is given by the number of uncovered edges: $$H(\{S_i\},\{J_{i,j}\})=\frac{1}{2}\underset{i,j=1}{\overset{N}{}}J_{i,j}\delta _{S_i,1}\delta _{S_j,1}$$ (12) where $`J_{i,j}`$ are the entries of the symmetric adjacency matrix, they are equal to one whenever there is an edge connecting the vertices $`i`$ and $`j`$, and zero else. The diagonal elements are identically set to zero. The covering state of the vertices is mapped to a configuration of $`N`$ Ising-spins $`S_i=\pm 1`$: we choose $`S_i=+1`$ if $`i\stackrel{~}{V}`$, i.e. if the vertex $`i`$ is covered, and $`S_i=1`$ if $`i`$ is uncovered. Non-zero contributions to the Hamiltonian result only from edges having two uncovered endpoints. The decision problem whether there exists any VC with $`xN`$ vertices can be answered by minimizing $`H`$ under the constraint $$\frac{1}{N}\underset{i=1}{\overset{N}{}}S_i=2x1$$ (13) which fixes the cardinality of the cover set, or in physical terms, the global magnetization of our Ising-spin system. If this restricted minimal energy equals zero, then there are no uncovered edges left, and the decision problem can be positively answered. If, on the other hand, a positive minimal energy is found, there does not exist any VC of cardinality $`xN`$, but the ground state energy gives the best compromise by describing the configuration with the minimal number of uncovered edges. In statistical mechanics every microscopic configuration $`\{S_i\}_{i=1,..,N}`$ is assigned a probability proportional to the Gibbs-weight $`\mathrm{exp}\{T^1H(\{S_i\})\}`$ at temperature $`T`$. By decreasing $`T`$, this weight becomes more and more concentrated in low-energy configurations and finally, at $`T=0`$, counts only the ground states, i.e. the configurations minimizing the Hamiltonian. In order to characterize these in the VC problem, we introduce at first a non-zero formal temperature $`T`$ and calculate the partition function $$Z(T,x\|\{J_{i,j}\})=\underset{𝒞_x(\{S_i\})}{}\mathrm{exp}\left\{\frac{H(\{S_i\},\{J_{i,j}\})}{T}\right\}$$ (14) where we sum only over the set $`𝒞_x(\{S_i\})`$ of configurations $`\{S_i\}_{i=1,..,N}`$ which satisfy the magnetization constraint (13). From this we may calculate the free-energy density $$f(T,x\|\{J_{i,j}\})=\frac{T}{N}\mathrm{log}Z(T,x\|\{J_{i,j}\})$$ (15) which in its zero temperature limit gives the desired ground state energy density: $$e_{GS}(x\|\{J_{i,j}\})=\underset{T0}{lim}f(T,x\|\{J_{i,j}\}).$$ (16) This energy does still depend on the particular realization of the graph encoded in the matrix $`\{J_{i,j}\}`$. In the limit $`N\mathrm{}`$ (with $`c=M/N=const.`$) we expect however the free energy to be self-averaging , and so we are only interested in calculating $$e_{GS}(x,c)=\underset{T0}{lim}f(T,x,c)=\underset{T0}{lim}\underset{N\mathrm{}}{lim}\overline{f(T,x\|\{J_{i,j}\})}$$ (17) where the over bar stands for the average over the ensemble of random graphs with $`N`$ vertices and $`cN`$ edges. Another interesting quantity is the ground state entropy $$s_{GS}(x,c)=\underset{N\mathrm{}}{lim}\frac{1}{N}\overline{\mathrm{log}𝒩_{GS}(x,\{J_{i,j}\})}$$ (18) where $`𝒩_{GS}(x,\{J_{i,j}\})`$ is the number of ground states with cardinality $`xN`$ in the graph given by $`\{J_{i,j}\}`$. It is also useful to consider the VC entropy $$s_{VC}(x,c)=\{\begin{array}{cc}s_{GS}(x,c)\hfill & \text{if }e_{GS}(x,c)=0\hfill \\ \mathrm{}\hfill & \text{else}\hfill \end{array}$$ (19) which measures the number of VCs. ### 5.2 The annealed approximation Before trying to calculate this, we will present the so-called annealed approximation. We use the bound $$\overline{\mathrm{log}Z(T,x\|\{J_{i,j}\})}\mathrm{log}\overline{Z(T,x\|\{J_{i,j}\})}$$ (20) for the average of the logarithm of the partition function in terms of the logarithm of the average of the partition function. It holds because the logarithm is a concave function. We easily calculate the annealed entropy, see Appendix A for details, $`s_{ann}(x,c)`$ $`=`$ $`\underset{T0}{lim}\underset{N\mathrm{}}{lim}{\displaystyle \frac{1}{N}}\mathrm{log}\overline{Z(T,x\|\{J_{i,j}\})}`$ (21) $`=`$ $`x\mathrm{log}x(1x)\mathrm{log}(1x)c(1x)^2`$ and can bound the VC entropy $$s_{VC}(x,c)s_{ann}(x,c).$$ (22) VCs can thus only exist if the annealed entropy is non-negative, and $`x_c(c)`$ is bounded from below by $`x_{ann}(c)`$ which is given by $`s_{ann}(x_{ann}(c),c)=0`$, i.e. by the inversion of $$c=\frac{x_{ann}(c)\mathrm{log}x_{ann}(c)(1x_{ann}(c))\mathrm{log}(1x_{ann}(c))}{(1x_{ann}(c))^2}.$$ (23) This is exactly the lower bound given in which is not surprising as Gazmuri used a very similar reasoning. ### 5.3 The replica approach If we want to go beyond the annealed approximation, we have to average the logarithm of the partition function over the disorder. Unfortunately this cannot be achieved directly, the way out is given by the so-called replica trick, a non-rigorous method which is well-established in the physics of disordered systems . Details of the calculation are exposed in appendix B. There we show the derivation of the so-called replica symmetric approximation of the free-energy density $`f(T,x,c)`$ $`=`$ $`T{\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle \frac{dhdk}{2\pi }}e^{ihk}P_{FT}(k)[\mathrm{log}P_{FT}(k)1]\mathrm{log}2\mathrm{cosh}T^1h`$ $`cT{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑h_1𝑑h_2P(h_1)P(h_2)\mathrm{log}\left[1(e^{T^1}1){\displaystyle \frac{e^{T^1(h_1+h_2)}}{4\mathrm{cosh}T^1h_1\mathrm{cosh}T^1h_2}}\right].`$ This quantity has to be optimized with respect to the order parameter $`P(h)`$ which is again restricted by the magnetization constraint to $$2x1=_{\mathrm{}}^{\mathrm{}}𝑑hP(h)\mathrm{tanh}T^1h.$$ (25) $`P_{FT}(k)`$ denotes the Fourier-transform of $`P(h)`$. The physical interpretation of the order parameter in terms of the effective field distribution is straightforward: $`P(h)dh`$ gives the probability, that a randomly chosen site $`iV`$ has local magnetization $`m_i=S_i_T=\mathrm{tanh}T^1h`$. This distribution (or the distribution of local magnetizations) is the typical order parameter in disordered finite connectivity models, cf. . It is determined by the optimization equation for the free energy (5.3) which reads $$𝑑hP(h)e^{T^1hs}=\mathrm{exp}\left\{2c\lambda s+2c𝑑hP(h)\left[1+(e^{T^1}1)\frac{1}{1+e^{2T^1h}}\right]^{\frac{s}{2}}\right\}.$$ (26) The Lagrange parameter $`\lambda `$ in the exponential has to be adjusted in order to meet the magnetization constraint (25). This equation as well as the expression (5.3) for the free energy still depend on the formal temperature $`T`$, and the limit $`T0`$ is not totally obvious: we have to clarify the scaling of the effective fields $`h`$ with $`T`$. There are two main possibilities: * The fields $`h`$ are proportional to the formal temperature, $`h=O(T)`$ for $`T0`$. As can be simply seen in the expression (5.3) for the average free energy, we then also have $`f(T,x,c)=O(T)`$, and the ground state energy $`e_{GS}(x,c)`$ vanishes. These fields are consequently found in the coverable phase with $`x>x_c`$. Another important property is that the corresponding local magnetizations $`m=\mathrm{tanh}T^1h`$ do not tend to $`\pm 1`$, and the corresponding spins take different orientations in different ground states. * The fields $`h`$ remain different from 0 even if the temperature vanishes, $`h=O(T^0)`$. The corresponding spins have $`\pm 1`$-ground state magnetization, and consequently take on the same value in (almost) all ground state configurations, i.e. they form the backbone. If we introduce such fields in (5.3) we immediately find that $`f(T,x,c)`$ does not vanish in the zero-temperature limit, the ground state energy becomes positive, and such fields cannot exist in the COV phase. Their appearance marks the transition. #### 5.3.1 At the threshold If we would be able to solve (26) at finite temperature for arbitrary $`x`$ and $`c`$, we could deduce the scaling directly from the solution – and thus we could determine $`x_c(c)`$. As this is to complicated to be achieved directly, we can plug in the two different scalings, and calculate the limit $`T0`$. We then find two different equations for $`P(h)`$ in the two different phases. The phase transition point is given by the matching of both equations: * If we reach the threshold from above, $`xx_c(c)+0`$, we are in the coverable phase. According to the above discussion, the effective fields are $`h=TH_{cov}(x)z`$ where $`H_{cov}(x)`$ describes the typical absolute value of the field and $`z`$ is a random variable of finite mean and variance. For $`xx_c(c)+0`$ the spins $`S_i`$ are more and more constraint, and at $`x_c(c)`$ a freezing takes place. The limit is therefore described by $`H_{cov}(xx_c(c)+0)\mathrm{}`$. * If we reach the threshold from below, $`xx_c(c)0`$, we are in the uncoverable phase, and at least a finite fraction of all spins has to be frozen. The corresponding effective fields scale as $`h=H_{uncov}(x)z`$ where now the scale for the absolute value of $`h`$ is described by $`H_{uncov}(x)`$. As we approach the threshold, the freezing gets less strong, and $`H_{uncov}(xx_c(c)+0)0`$. In both limits we find the same equation for the probability distribution $`\stackrel{~}{P}(z)`$ of the rescaled variable $`z`$, see appendix B for a derivation. $`\mu `$ is the appropriately rescaled Lagrange parameter, it is negative as it describes a field which decreases the global magnetization from the maximum entropy point towards the threshold $`x_c(c)`$: $`\stackrel{~}{P}(z+\mu )`$ $`=`$ $`{\displaystyle \underset{d=0}{\overset{\mathrm{}}{}}}e^{2c}{\displaystyle \frac{(2c)^d}{d!}}\left[\stackrel{~}{P_{}}^d\right](z)`$ $`\stackrel{~}{P_{}}(z)`$ $`=`$ $`\mathrm{\Theta }(z)\stackrel{~}{P}(z)+\delta (z){\displaystyle _0^{\mathrm{}}}𝑑z\stackrel{~}{P}(z)`$ (27) with the Heaviside step function $`\mathrm{\Theta }(z)`$ and the Dirac distribution $`\delta (z)`$. $`\stackrel{~}{P_{}}^d`$ denotes a $`d`$-fold convolution product. The interpretation of this equation is simple: the effective field for a randomly chosen vertex $`i`$ is given by the linear superposition of the local field induced by the Lagrangian multiplier, and the contribution of its $`d_i`$ neighbors. If a neighbor has a negative field, then it is uncovered, and thus forces a positive field on $`i`$. If it has a non-negative field it does not imply any non-vanishing field on $`i`$. As $`\stackrel{~}{P}(z)`$ is the histogram of fields for all vertices, equation (5.3.1) includes the average over the Poisson distribution (3) of vertex degrees. This equation has a very simple solution, $$\stackrel{~}{P}(z)=\underset{m=1}{\overset{\mathrm{}}{}}\frac{W(2c)^{m+2}}{2c(m+1)!}\delta (z+m\mu ),$$ (28) with the Lambert-W function $`W`$ which is simply defined by $$y=W(x)x=ye^y.$$ (29) Non-zero fields correspond to frozen (or backbone) spins, whereas the Dirac peak in $`z=0`$ describes all spins which flip from one minimal VC to a next. The backbone size is consequently given by the total weight of all nonzero fields. From this we can calculate the threshold and the backbone, $`x_c(c)`$ $`=`$ $`1{\displaystyle \frac{2W(2c)+W(2c)^2}{4c}}`$ $`b_c(c)`$ $`=`$ $`1{\displaystyle \frac{W(2c)^2}{2c}}.`$ (30) This result is completely consistent with the bounds of section 4 which is particularly interesting for very small $`c`$ where these bounds are very close, see table 1. The result for $`x_c(c)`$ is displayed in Fig. 5 along with numerical data, which were obtained by the variant of the branch-and-bound algorithm which always looks for a cover of minimum cardinality. For each treated concentration $`c`$ of the edges and system sizes $`N=12`$, 17, 25, 35, 50, 70, 100, 140 for 10000 different realizations of the random graphs (only 1000 for the $`n100`$) the threshold was calculated. The average value is denoted with $`x_c(c,N)`$. Then for each value of $`c`$ the behavior of the infinite graph was extrapolated by performing a fit of the function $`x_c(N)=x_c+aN^b`$ to the data, where $`x_c,a`$ and $`b`$ are tunable parameters. The inset shows an example of such a kind of extrapolation. The result of $`x_c`$ as a function of $`c`$ shows a very good coincidence with the analytic result. This is true not only for small concentrations but also for a region beyond the percolation threshold, whereas systematic deviations appear for larger $`c`$. Are there more complicated solutions to (5.3.1) which coincide with the numerics also for larger $`c`$? At first we remark that this equation is closed under $$\stackrel{~}{P}^{(l)}(z)=\underset{m=l}{\overset{\mathrm{}}{}}a_m^{(l)}\delta \left(zm\frac{\mu }{l}\right)$$ (31) for every positive integer $`l`$. The equations for $`a_l^{(l)},\mathrm{},a_1^{(l)}`$ close, all other weights with non-negative indices follow. A simple analysis of these equations shows, that for $`c<e/2`$ they have no non-trivial solution with only non-negative weights, up to this point (28) gives the only valuable solution. For $`c>e/2`$ non-trivial solutions with an arbitrary number of peaks appear. Together with the above mentioned accordance of bounds and numerical data for low vertex degrees, this leads to the following conjecture: For random graphs with $`ce/2`$ the exact values for the covering threshold and the backbone at this threshold are given by equation (5.3.1). For $`c>e/2`$, the above value for $`x_c(c)`$ still gives a lower bound. The last statement follows from the fact that in the replica approach the saddle point with the largest free energy has to be taken. Imagine now two different values for $`x_c`$ would be predicted by two different saddle points. In between these thresholds, one solution already predicts a positive energy and hence a larger free energy than the other. This saddle point has to be preferred, and it corresponds to the larger threshold. The transition at $`c=e/2`$ is not yet understood as also the multi-peak solutions (31) do not coincide with numerical data. This can be seen in particular from the behavior of the backbone size – which is largely overestimated analytically, see Fig. 6. Especially the minimum of $`b_c(c)`$ at $`c=e/2`$ cannot be found in the numerical data. The numerical results were obtained from the enumerating of all possible covers at the threshold for the same range of concentrations and sizes mentioned above. Also the same extrapolation technique to obtain the values for the infinite random graph was applied. For the discrepancy of the numerical backbone size with the analytical data for $`c>e/2`$, there are two possible explanations: * In the analytics we count every spin as backbone which has magnetization tending to $`\pm 1`$ in the thermodynamic limit, whereas the in numerics we count only vertices which have magnetization equal to $`\pm 1`$ even for finite size. This difference can be rather drastic: e.g. for the fully connected graph of $`N`$ vertices one needs $`N1`$ for a VC, the average magnetization is therefore $`12/N`$. The analytics would count a backbone one, whereas the strict backbone vanishes. * Above $`c=e/2`$ (or even above $`c=1/2`$) replica symmetry breaking could appear. This would correspond to a clustering of the VCs in configurations space, cf. for a discussion of this phenomenon for SAT. As was seen there, the backbone size sensitively depends on this question. This point is still under investigation. Let us go back to $`0<c<e/2`$ where (28) was conjectured to be exact, and let us extract more information about the minimal VCs from our solution. Due to the simple geometrical nature of the underlying graphs, the VC problem allows a much more intuitive way of understanding results, in contrast for example to SAT. A first example was already given in section 4 where we gave simple examples for backbone and non-backbone structures. Let us now investigate the influence of the close environment of a vertex on its behavior, more precisely the influence of the vertex degree. The total distribution of (almost all) degrees is given by the Poisson law (3), but we can distinguish three distinct contributions: * The joint probability $`P(d,m=1)`$ that a vertex has degree $`d`$ and magnetization $`m=1`$, i.e. this vertex belongs to the backbone and is uncovered in all minimal VCs. * $`P(d,m=+1)`$ gives the probability that a vertex has degree $`d`$ and is covered in all minimal VCs. * The remaining part of vertices are not in the backbone, thus described by $`P(d,1<m<+1)`$. These quantities can be easily computed from $`\stackrel{~}{P}(z)`$: according to the interpretation of the self-consistent equation (5.3.1) we can calculate the effective-field distribution for a vertex of degree $`d`$ which, in average, has typical neighbors: $$\stackrel{~}{P}_d(z+\mu )=\left[\stackrel{~}{P_{}}^d\right](z)$$ (32) where $`\stackrel{~}{P_{}}(z)`$ is exactly the quantity given in (5.3.1). Plugging our solution (28) into this equation, we find $`P(d,m=1)=\stackrel{~}{P}_d(z<0)Po_{2c}(d)`$ $`=`$ $`e^{2c}{\displaystyle \frac{[2cW(2c)]^d}{d!}}`$ $`P(d,1<m<+1)=\stackrel{~}{P}_d(z=0)Po_{2c}(d)`$ $`=`$ $`e^{2c}{\displaystyle \frac{W(2c)[2cW(2c)]^{d1}}{(d1)!}}`$ (33) $`P(d,m=+1)=\stackrel{~}{P}_d(z>0)Po_{2c}(d)`$ $`=`$ $`e^{2c}{\displaystyle \frac{[2c+(d1)W(2c)][2cW(2c)]^{d1}}{(d1)!}}`$ The results for $`c=1`$ are displayed in Fig. 7 along with numerical data for $`N=17,35,70`$. Please note that the numerical results seem to converge towards the analytical one, thus showing an excellent coincidence of both approaches. The curves are easily understood: a vertex with degree 0 has no neighbors. Therefore, it does not appear in any optimum cover and we obtain $`P(0,m=1)=1`$, $`P(0,m>1)=0`$. With increasing degree the probability that a vertex is covered increases, thus the contribution of $`P(k,1<m<+1)`$ to $`\text{Po}_{2c}(d)`$ increases as well. For large degrees it is very probable that a vertex belongs to all VCs but even a finite fraction of vertices with $`m=1`$ remains. This behavior can also be studied by evaluating the average magnetization $`m(d)`$ as a function of the degree. Here the analytical solution gives only lower and upper bounds since we are not able to precisely calculate the magnetization of the non-backbone spins: $$2\left(1+(d1)\frac{W(2c)}{2c}\right)\left(1\frac{W(2c)}{2c}\right)^{d1}1<m(d)<12\left(1\frac{W(2c)}{2c}\right)^d$$ (34) Results are displayed in Fig. 8: with increasing size $`N`$ of the graphs the numerical data approach the region inside the bounds. The magnetization turns out to be a monotonously increasing function of the vertex degree, as expected from the results for $`P(k,m)`$. These results justify a posteriori the application of the heuristic within the algorithm: vertices having a large degree are at first included into the cover set. #### 5.3.2 Approximating the VC entropy It is also interesting to go away from the threshold into the coverable phase, $`x>x_c(c)`$, and to ask for the number of VCs which is given by the cover entropy (19). As the saddle point equations for $`P(h)`$ are to hard to be solved directly, we have used a simple variational ansatz. For doing this, we plug a set of simple test functions into the free energy (5.3) and optimize with respect to these, cf. for an application in SAT. The simplest Ansatz is provided by taking a Gaussian distribution, $$P^{(var)}(h)=\frac{1}{\sqrt{2\pi \mathrm{\Delta }}T}\mathrm{exp}\left\{\frac{(hTz_0)^2}{2\mathrm{\Delta }T^2}\right\}$$ (35) which includes only two free parameters. Note that the resulting fields $`h`$ have already the linear scaling with temperature $`T`$ which is needed for the limit $`T0`$ in the coverable phase. Using the rescaled variable $`z=h/(T\sqrt{\mathrm{\Delta }})`$, we get the following variational expression for the VC entropy: $`s_{VC}^{(var)}(x,c)`$ $`=`$ $`{\displaystyle Dz\frac{3z(z2z_0/\sqrt{\mathrm{\Delta }})}{2}\mathrm{log}[2\mathrm{cosh}(\sqrt{\mathrm{\Delta }}z+z_0)]}`$ (36) $`+c{\displaystyle Dz_1Dz_2\mathrm{log}\left[1\frac{\mathrm{exp}\{\sqrt{\mathrm{\Delta }}(z_1+z_2)2z_0\}}{4\mathrm{cosh}(\sqrt{\mathrm{\Delta }}z_1+z_0)\mathrm{cosh}(\sqrt{\mathrm{\Delta }}z_2+z_0)}\right]}`$ $`Dz`$ denotes the normal Gaussian measure $`dze^{z^2/2}/\sqrt{2\pi }`$. This expression has to be optimized with respect to the parameters $`\mathrm{\Delta }`$ and $`z_0`$ which fulfill the additional constraint $$_{\mathrm{}}^{\mathrm{}}Dz\mathrm{tanh}(\sqrt{\mathrm{\Delta }}z+z_0)=2x1.$$ (37) Fig. 9 compares the resulting entropy with numerical enumerations of all VCs for graphs with $`c=1.0`$ as a function of $`x`$. Because of the large numerical effort, only graphs with $`N50`$ were considered. Deep inside the coverable region, the value of $`s_{VC}^{(var)}`$ appears to be a very good approximation, as the numerical values approach it with increasing graph sizes $`N`$. Near the threshold the Gaussian ansatz (35) starts to fail as it includes only one scale for the fields and thus is not able to reflect the partial freezing into backbone and non-backbone spins. Comparable results were also obtained for other values of $`c`$. ## 6 Conclusions and outlook In this paper the vertex-cover problem on random graphs with a finite average vertex degree was studied. The problem was investigated using several methods. Numerical calculations with an exact branch-and-bound algorithm were performed. The coverability of a graph shows a sharp transition in the cardinality $`xN`$ of vertex covers at the threshold $`x_c(c)`$. There are almost surely no VCs with $`x<x_c(c)`$, whereas they exist almost surely for $`x>x_c(c)`$. This transitions is related to a jump in the median complexity of the algorithm, and in the size of the backbone as well. A cluster expansion for non-percolated graphs gives very precise estimates of threshold and backbone for small $`c`$. Two approaches coming from the statistical physics of disordered systems were applied to the VC problem. The annealed approximation reproduces a known graph-theoretical lower bound. A more sophisticated method is given by the replica ansatz, which allows to derive analytical expression for the threshold $`x_c(c)`$ and the backbone $`b_c(c)`$ for average vertex degrees less than the Eulerian constant $`e`$, where also the agreement with numerical data is excellent. These expressions are conjectured to be exact. Beyond the average connectivity $`2c=e`$, the replica symmetric ansatz fails to produce valuable results, and more complicated methods including replica symmetry breaking should be applied in future. We have also given a variational approximation for the vertex cover entropy, i.e. the logarithm of the number of VCs of given cardinality. Whereas this approximation was rather precise far above the covering threshold, the latter can be described only by going beyond a simple Gaussian approximation. The behavior for $`xx_c(c)`$ deserves further investigation. It would also be interesting to consider different graph ensemble, e.g. graphs of constant vertex degree or graphs having locally non-tree-like structures. ## 7 Acknowledgements The authors are deeply indebted to R. Monasson and R. Zecchina for many fruitful discussions on the field of phase transitions in combinatorial problems. Financial support was provided by the DFG (Deutsche Forschungsgemeinschaft) under grant Zi209/6-1. ## Appendix A Calculation of the annealed bound In this appendix we calculate the annealed bound for the covering threshold. As stated in (20), it follows from the average of the partition function over the random graph ensemble. Here we use the second formulation, see 2.2, where edges are drawn with probability $`2c/N`$: $`\overline{Z(T,x\|\{J_{i,j}\})}`$ $`=`$ $`{\displaystyle \underset{𝒞_x(\{S_i\})}{}}\overline{\mathrm{exp}\{H(\{S_i\},\{J_{i,j}\})/T\}}`$ $`=`$ $`{\displaystyle \underset{𝒞_x(\{S_i\})}{}}{\displaystyle \underset{1i<jN}{}}\overline{\mathrm{exp}\{J_{i,j}\delta _{S_i,1}\delta _{S_j,1}/T\}}`$ $`=`$ $`{\displaystyle \underset{𝒞_x(\{S_i\})}{}}{\displaystyle \underset{1i<jN}{}}\left[1{\displaystyle \frac{2c}{N}}+{\displaystyle \frac{2c}{N}}\mathrm{exp}\{\delta _{S_i,1}\delta _{S_j,1}/T\}\right]`$ $`=`$ $`{\displaystyle \underset{𝒞_x(\{S_i\})}{}}\mathrm{exp}\left\{cN+{\displaystyle \frac{c}{N}}{\displaystyle \underset{i,j=1}{\overset{N}{}}}\mathrm{exp}\{\delta _{S_i,1}\delta _{S_j,1}/T\}+o(N)\right\}`$ $`=`$ $`\left({\displaystyle \genfrac{}{}{0pt}{}{N}{xN}}\right)\mathrm{exp}\left\{cN(1x)^2(e^{T^1}1)+o(N)\right\}`$ $`=`$ $`\mathrm{exp}\left\{N\left[x\mathrm{log}(x)(1x)\mathrm{log}(1x)+c(1x)^2(e^{T^1}1)\right]+o(N)\right\}`$ where the last expression was obtained using Stirling s formula. This gives the annealed entropy from section 5.2 in the limit $`T0`$. ## Appendix B Calculation of the free energy The main problem in calculating the free-energy density consists in the average of the logarithm of the partition function over the ensemble of random graphs. The replica trick is based on the simple equality $$\mathrm{log}Z=\underset{n0}{lim}\frac{Z^n1}{n}$$ (38) which is valid for positive real $`Z`$. It allows to calculate the average of $`Z^n`$. In principle, this problem is not easier than before. But the trick used in statistical physics is the following: We calculate $`\overline{Z^n}`$ at first for positive integer $`n`$, and try to obtain some analytical continuation at the end. The $`n`$-fold power can be understood in terms of $`n`$ identical copies $`\{S_i^a\},a=1,\mathrm{},n,`$ of the original system. Every of these copies has the same Hamiltonian (12), including identical edges $`J_{i,j}`$, and fulfills the same magnetization constraint (13). The average over random graphs is calculated analogously to the last appendix, cf. section (5.1) for the notations, $`Z_n(T,x,c)`$ $`:=`$ $`\overline{Z^n(T,x\|\{J_{i,j}\})}`$ $`=`$ $`{\displaystyle \underset{𝒞_x(\{S_i^a\})}{}}\overline{\mathrm{exp}\left\{T^1{\displaystyle \underset{i<j}{}}J_{i,j}{\displaystyle \underset{a=1}{\overset{n}{}}}\delta _{S_i^a,1}\delta _{S_j^a,1}\right\}}`$ $`=`$ $`{\displaystyle \underset{𝒞_x(\{S_i^a\})}{}}\mathrm{exp}\left\{cN+{\displaystyle \frac{2c}{N}}{\displaystyle \underset{i<j}{}}\mathrm{exp}\left\{T^1{\displaystyle \underset{a=1}{\overset{n}{}}}\delta _{S_i^a,1}\delta _{S_j^a,1}\right\}+o(N)\right\}`$ This can be simplified by introducing the $`2^n`$ order parameters which are enumerated by $`\stackrel{}{\sigma }\{+1,1\}^n`$: $$c(\stackrel{}{\sigma })=\frac{1}{N}\underset{i=1}{\overset{N}{}}\underset{a=1}{\overset{N}{}}\delta _{\sigma ^a,S_i^a}.$$ (40) $`c(\stackrel{}{\sigma })`$ measures the fraction of vertices $`i`$ having the replicated spin $`(S_i^1,\mathrm{},S_i^n)=\stackrel{}{\sigma }`$. We find $`Z_n(T,x,c)`$ $`=`$ $`{\displaystyle _0^1}{\displaystyle \underset{\stackrel{}{\sigma }}{\overset{}{}}}dc(\stackrel{}{\sigma }){\displaystyle \frac{N!}{_\stackrel{}{\sigma }[c(\stackrel{}{\sigma })N]!}}\times `$ $`\times \mathrm{exp}\left\{cN+cN{\displaystyle \underset{\stackrel{}{\sigma },\stackrel{}{\tau }}{}}c(\stackrel{}{\sigma })c(\stackrel{}{\tau })\mathrm{exp}\left\{T^1{\displaystyle \underset{a=1}{\overset{n}{}}}\delta _{\sigma ^a,1}\delta _{\tau ^a,1}\right\}+o(N)\right\}`$ The integration is over all $`c(\stackrel{}{\sigma })`$ which are normalized, $`_\stackrel{}{\sigma }c(\stackrel{}{\sigma })=1`$, and fulfill the magnetization constraint, $`_\stackrel{}{\sigma }c(\stackrel{}{\sigma })\sigma ^a=2x1`$ for all $`a=1,\mathrm{},n`$. Using Sterlings formula we finally find $`Z_n(T,x,c)`$ $`=`$ $`{\displaystyle _0^1}{\displaystyle \underset{\stackrel{}{\sigma }}{\overset{}{}}}dc(\stackrel{}{\sigma })\mathrm{exp}\{N[c{\displaystyle \underset{\stackrel{}{\sigma }}{}}c(\stackrel{}{\sigma })\mathrm{log}c(\stackrel{}{\sigma })`$ (42) $`+c{\displaystyle \underset{\stackrel{}{\sigma },\stackrel{}{\tau }}{}}c(\stackrel{}{\sigma })c(\stackrel{}{\tau })\mathrm{exp}\{T^1{\displaystyle \underset{a=1}{\overset{n}{}}}\delta _{\sigma ^a,1}\delta _{\tau ^a,1}\}+o(N)]\}`$ $`=`$ $`\mathrm{exp}\left\{Ng_n\left[c_0(\stackrel{}{\sigma })\right]+o(N)\right\}`$ The dominant term of $`O(N)`$ in the exponent is given by the saddle point $`c_0(\stackrel{}{\sigma })`$, $$\mathrm{log}c_0(\stackrel{}{\sigma })=\lambda _1+\lambda _2\underset{a}{}\sigma ^a+2c\underset{\stackrel{}{\tau }}{}c_0(\stackrel{}{\tau })\mathrm{exp}\left\{T^1\underset{a=1}{\overset{n}{}}\delta _{\sigma ^a,1}\delta _{\tau ^a,1}\right\}$$ (43) where $`\lambda _1`$ is a Lagrange parameter for the normalization of $`c(\stackrel{}{\sigma })`$, and $`\lambda _2`$ a second one for the magnetization constraint. The problem which remains is the continuation to real $`n`$. We have to introduce some ansatz on the structure of $`c_0(\stackrel{}{\sigma })`$. The simplest one is based on the observation, that $`Z_n(T,x,c)`$ is by definition invariant under permutations of the $`n`$ replicas which were introduced as being identical. We therefore assume this symmetry also for the order parameter $`c_0(\stackrel{}{\sigma })`$ which consequently depends only on $`s=_a\sigma ^a`$. We may express it by a generating function, $$c_0(\sigma )=_{\mathrm{}}^{\mathrm{}}𝑑hP(h)\frac{e^{T^1hs}}{(2\mathrm{cosh}T^1h)^n},$$ (44) which is normalized whenever $`P(h)`$ is normalized, $`_{\mathrm{}}^{\mathrm{}}𝑑hP(h)=1`$. The magnetization condition now reads $`_{\mathrm{}}^{\mathrm{}}𝑑hP(h)\mathrm{tanh}T^1h=2x1`$. Plugging this replica symmetric ansatz into $`g_n[c_0(\stackrel{}{\sigma })]`$, we get (5.3) by some straight-forward algebra from $$f(T,x,c)=T\underset{n0}{lim}\frac{1}{n}g_n[c_0(\stackrel{}{\sigma })].$$ (45) Also the saddle point equation (26) for $`P(h)`$ can be easily calculated from (43). ## Appendix C The saddle point equation at the threshold In order to calculate the saddle point equation at the threshold, we take the first procedure proposed in section 5.3.1, i.e. we approach the threshold from above, using the scaling $`h=TH_{cov}z`$ with some random variable $`z`$ drawn from the distribution $`\stackrel{~}{P}(z)`$. In the limit $`T0`$, (26) slightly simplifies ($`\lambda =H_{cov}\mu `$): $$𝑑z\stackrel{~}{P}(z)e^{H_{cov}zs}=\mathrm{exp}\left\{2cH_{cov}\mu s+2c𝑑z\stackrel{~}{P}(z)\left[\frac{1}{1+e^{2H_{cov}z}}\right]^{\frac{s}{2}}\right\}.$$ (46) If we approach the threshold, $`H_{cov}`$ is diverging. In order to obtain a reasonable limit, we have to keep $`t=H_{cov}s`$ finite in this limit: $`{\displaystyle 𝑑z\stackrel{~}{P}(z)e^{zt}}`$ $`=`$ $`\mathrm{exp}\left\{2c\mu t+2c{\displaystyle 𝑑z\stackrel{~}{P}(z)\underset{H_{cov}\mathrm{}}{lim}\left[\frac{1}{1+e^{2H_{cov}z}}\right]^{\frac{t}{2H_{cov}}}}\right\}`$ (47) $`=`$ $`\mathrm{exp}\left\{2c\mu t+2c{\displaystyle _0^{\mathrm{}}}𝑑z\stackrel{~}{P}(z)+2c{\displaystyle _{\mathrm{}}^0}𝑑z\stackrel{~}{P}(z)e^{tz}\right\}.`$ Developing the exponential for the last two terms, we find the desired equation.
warning/0006/hep-ph0006007.html	ar5iv	text	# Radiative ϕ-meson decays and 𝜼-𝜼' mixing: a QCD sum rule analysis ## 1 Introduction Radiative $`\varphi `$ meson decays represent an important source of information on low-energy hadron physics, shedding light, for example, on the structure and properties of low-mass resonances, such as the $`f_0(980)`$. In particular, radiative $`\varphi `$ decays to $`\eta `$ and $`\eta ^{}`$ can provide insights into the long standing problem of $`\eta \eta ^{}`$ mixing and probe the strange quark content of the light pseudoscalars . Radiative $`\varphi `$ decays, not only raise interesting theoretical issues, but are an important focus of the data-taking by the KLOE experiment at the DA$`\mathrm{\Phi }`$NE $`\varphi `$-factory , where a large sample of $`\varphi `$ decays will be collected, dramatically improving the experimental information already obtained by the VEPP$``$2M groups at Novosibirsk . This paper is devoted to the analysis of the radiative $`\varphi \eta \gamma `$ and $`\varphi \eta ^{}\gamma `$ transitions. In contrast to the light vector meson case, where the $`\omega `$ and $`\varphi `$ are recognised as almost ideally mixed states with quark content of well defined flavour, $`\eta \eta ^{}`$ mixing is still a much debated subject. The once conventional description was to adopt a single mixing angle in the octet-singlet flavour basis. Various attempts to estimate such an angle lead to results ranging from $`10^0`$ to $`20^0`$ . More recently, Leutwyler et al. have shown that a consistent treatment of the $`\eta \eta ^{}`$ system requires the introduction of two mixing angles with a consequent redefinition of the particle decay constants. An equivalent description, as explained in more detail below, is obtained if the mixing basis is chosen to be the quark-flavour basis instead of the octet-singlet one . In such a scheme, it has been shown that a description in terms of a single mixing angle is quite reliable leading to predictions satisfying constraints from Chiral Perturbation Theory . In this context a central role is played by the $`U(1)_A`$ anomaly. Since the flavour-singlet axial vector current is not conserved due to this anomaly, the $`\eta ^{}`$ meson cannot be identified as the ninth Goldstone boson. This crudely explains the fact that the $`\eta ^{}`$ is much heavier than the other members of the pseudoscalar nonet. By combining chiral symmetry with the concepts of the large $`N_c`$ limit of QCD, Leutwyler has extended Chiral Perturbation Theory from an expansion in the light quark masses and momenta to encompass powers of $`1/N_c`$. Then in the limit $`N_c\mathrm{}`$, the $`U(1)_A`$ anomaly vanishes and the $`\eta ^{}`$ can formally be identified with the ninth Goldstone boson. In order to make the framework more predictive and closer to reality, correction terms are added to the effective Lagrangian of the theory, expressing the deviation from the chiral limit for the decay constants and the masses of the light mesons. A Wess-Zumino-Witten (WZW) term describing the anomalous coupling to photons must also be added. Radiative $`\varphi `$ decays provide additional information on the strength of this WZW term. In the following we analyse $`\varphi `$ radiative decays using QCD sum-rules at leading order in perturbative QCD. These sum-rules are widely recognised as a reliable technique for including the effects of non-perturbative QCD. In section 2 we survey possible $`\eta \eta ^{}`$ mixing schemes, with particular emphasis on the flavour basis mixing scheme developed by Feldmann et al. . We give the relation between the parameters characterising such a scheme and those in the octet-singlet basis. In section 3, as a preliminary to our analysis of $`\varphi `$ radiative decays, we compute the coupling of the strange pseudoscalar current both to the $`\eta `$ and $`\eta ^{}`$ mesons using two-point QCD sum-rules. These provide key inputs into the three-point QCD sum-rule developed to estimate the decay widths $`\mathrm{\Gamma }(\varphi \eta \gamma )`$ and $`\mathrm{\Gamma }(\varphi \eta ^{}\gamma )`$, in section 4. The possible effect of $`𝒪(\alpha _s)`$ corrections is discussed at the end of this section. Though we often refer to the problem of mixing and we actually work with interpolating currents defined in the quark flavour basis, our results do not depend on any specific mixing scheme and so provide a genuinely mixing scheme independent set of QCD predictions. If then a particular flavour mixing scheme is adopted, our results can be translated into a prediction for one of the mixing angles. In section 5 we again use two-point QCD sum-rules to compute the coupling of $`\eta `$ and $`\eta ^{}`$ to the strange and non-strange axial currents, identifying the results with the decay constants in the flavour basis mixing scheme. The results again allow us to estimate the mixing parameters in such a scheme. The results in sections 3 and 5 can be exploited to obtain an estimate of the contribution of the anomaly to the couplings computed in section 3. In section 6 we draw our conclusions. ## 2 On $`\eta \eta ^{}`$ Mixing Let us first recall the usual parametrization of $`\eta \eta ^{}`$ mixing in the octet-singlet basis. We define current-particle matrix elements as $$<0\|J_{5\mu }^i\|P(p)>=if_P^ip_\mu (i=8,0;P=\eta ,\eta ^{}),$$ (1) with $`J_{5\mu }^8`$ the $`SU(3)_F`$ octet axial vector current: $$J_{5\mu }^8=\frac{1}{\sqrt{6}}\left(\overline{u}\gamma _\mu \gamma _5u+\overline{d}\gamma _\mu \gamma _5d2\overline{s}\gamma _\mu \gamma _5s\right)$$ (2) and $`J_{5\mu }^0`$ the singlet current: $$J_{5\mu }^0=\frac{1}{\sqrt{3}}\left(\overline{u}\gamma _\mu \gamma _5u+\overline{d}\gamma _\mu \gamma _5d+\overline{s}\gamma _\mu \gamma _5s\right).$$ (3) As already mentioned, two mixing angles, $`\theta _8`$ and $`\theta _0`$, are required in order to treat mixing consistently. Accordingly, the couplings in (1) can be defined as follows: $`f_\eta ^8=f_8\mathrm{cos}\theta _8`$ $`f_\eta ^0=f_0\mathrm{sin}\theta _0`$ $`f_\eta ^{}^8=f_8\mathrm{sin}\theta _8`$ $`f_\eta ^{}^0=f_0\mathrm{cos}\theta _0.`$ (4) Alternatively we can consider two independent axial vector currents with distinct quark flavour: $`J_{5\mu }^q`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}(\overline{u}\gamma _\mu \gamma _5u+\overline{d}\gamma _\mu \gamma _5d)`$ $`J_{5\mu }^s`$ $`=`$ $`\overline{s}\gamma _\mu \gamma _5s.`$ (5) The couplings of the $`\eta `$ and $`\eta ^{}`$ mesons to the currents (5) can be defined analogously to (1). The decay constants are written according to the following mixing pattern: $`f_\eta ^q=f_q\mathrm{cos}\varphi _q`$ $`f_\eta ^s=f_s\mathrm{sin}\varphi _s`$ $`f_\eta ^{}^q=f_q\mathrm{sin}\varphi _q`$ $`f_\eta ^{}^s=f_s\mathrm{cos}\varphi _s.`$ (6) Though there are, of course, two angles in each basis, Feldmann has shown that the mixing is specified quite accurately in terms of a single mixing angle, i.e. $`\varphi _q=\varphi _s=\varphi `$, since $`\|\varphi _s\varphi _q\|/(\varphi _s+\varphi _q)1`$, resulting in a much simpler framework. In this approximation, the states follow the same mixing pattern as the decay constants: $`\|\eta >`$ $`=`$ $`\mathrm{cos}\varphi \|\eta _q>\mathrm{sin}\varphi \|\eta _s>`$ $`\|\eta ^{}>`$ $`=`$ $`\mathrm{sin}\varphi \|\eta _q>+\mathrm{cos}\varphi \|\eta _s>`$ (7) where $`\|\eta _q>`$ and $`\|\eta _s>`$ have a quark content defined by ideal mixing. We will refer to this simply as mixing in the quark-flavour basis, in order to distinguish it from the previous one, which will be referred to as mixing in the octet-singlet basis. It is straightforward to obtain the relations between the parameters in the two mixing schemes: $$\mathrm{tan}\theta _8=\frac{f_q\mathrm{sin}\varphi _q\sqrt{2}f_s\mathrm{cos}\varphi _s}{f_q\mathrm{cos}\varphi _q+\sqrt{2}f_s\mathrm{sin}\varphi _s},\mathrm{tan}\theta _0=\frac{f_s\mathrm{sin}\varphi _s\sqrt{2}f_q\mathrm{cos}\varphi _q}{f_s\mathrm{cos}\varphi _s+\sqrt{2}f_q\mathrm{sin}\varphi _q}$$ (8) which become, for $`\varphi _q=\varphi _s=\varphi `$ : $$\theta _8=\varphi \mathrm{arctan}\left(\frac{\sqrt{2}f_s}{f_q}\right)\theta _0=\varphi \mathrm{arctan}\left(\frac{\sqrt{2}f_q}{f_s}\right).$$ (9) Moreover: $`f_8^{\mathrm{\hspace{0.17em}2}}`$ $`=`$ $`{\displaystyle \frac{1}{3}}f_q^{\mathrm{\hspace{0.17em}2}}+{\displaystyle \frac{2}{3}}f_s^{\mathrm{\hspace{0.17em}2}}+{\displaystyle \frac{2\sqrt{2}}{3}}f_qf_s\mathrm{sin}(\varphi _s\varphi _q)`$ $`f_0^{\mathrm{\hspace{0.17em}2}}`$ $`=`$ $`{\displaystyle \frac{2}{3}}f_q^{\mathrm{\hspace{0.17em}2}}+{\displaystyle \frac{1}{3}}f_s^{\mathrm{\hspace{0.17em}2}}{\displaystyle \frac{2\sqrt{2}}{3}}f_qf_s\mathrm{sin}(\varphi _s\varphi _q).`$ (10) In the following sections we derive the ingredients necessary for the description of the radiative $`\varphi \eta \gamma `$ and $`\varphi \eta ^{}\gamma `$ decays, without assuming any specific mixing framework. Then, in section 5, we will evaluate the couplings of the $`\eta `$ and $`\eta ^{}`$ to the axial vector current and estimate the parameters appearing in (6), obtaining a prediction for $`\varphi _q`$, $`\varphi _s`$. At the end, we shall comment on the accuracy of the approximation $`\varphi _q=\varphi _s`$. ## 3 Two-point function for $`\eta `$ and $`\eta ^{}`$ couplings to the pseudoscalar current Let us consider the matrix element of the divergence of the axial-vector current: $$<0\|^\mu J_{5\mu }^s\|\eta >=m_\eta ^{\mathrm{\hspace{0.17em}2}}f_\eta ^s.$$ (11) As is well known, this divergence contains the axial-vector anomaly: $$^\mu J_{5\mu }^s=^\mu (\overline{s}\gamma _\mu \gamma _5s)=2m_s\overline{s}i\gamma _5s+\frac{\alpha _s}{4\pi }G\stackrel{~}{G},$$ (12) where $`G`$ is the gluon field strength tensor and $`\stackrel{~}{G}`$ its dual. This gives a relation between the matrix elements of the axial-vector current and of the pseudoscalar current: $$2m_s<0\|\overline{s}i\gamma _5s\|\eta ^{()}>=f_{\eta ^{()}}^sm_{\eta ^{()}}^20\left\|\frac{\alpha _s}{4\pi }G\stackrel{~}{G}\right\|\eta ^{()}.$$ (13) Let us call: $$<0\|\overline{s}i\gamma _5s\|\eta >=A,$$ (14) and compute this quantity by QCD sum-rules starting from the two-point correlator: $$T_A(q^2)=id^4xe^{iqx}<0\|T[J_5^s(x)J_5^s(0)]\|0>$$ (15) where $`J_5^s=\overline{s}i\gamma _5s`$. The correlator (15) is given by the dispersive representation: $$T_A(q^2)=\frac{1}{\pi }_{4m_s^2}^{\mathrm{}}𝑑s\frac{\rho (s)}{sq^2}+\mathrm{subtractions}.$$ (16) In the region of low values of $`s`$, the physical spectral density contains a $`\delta `$function term corresponding to the coupling of the $`\eta `$ to the pseudoscalar current. Picking up this contribution, we can write (dropping possible subtractions which we discuss later): $$T_A(q^2)=\frac{A^2}{m_\eta ^2q^2}+\frac{1}{\pi }_{s_0}^{\mathrm{}}𝑑s\frac{\rho ^{had}(s)}{sq^2}.$$ (17) This corresponds to assuming that the contribution of higher resonances and continuum of states starts from an effective threshold $`s_0`$. On the other hand, the correlator $`T_A(q^2)`$ can be computed in QCD by expanding the $`T`$-product in (15) by an Operator Product Expansion (OPE) as the sum of a perturbative contribution plus non-perturbative terms which are proportional to vacuum expectation values of quark and gluon gauge-invariant operators of increasing dimension, the so called vacuum condensates. In practice, only a few condensates are included, the most important contributions coming from the dimension 3 $`<\overline{q}q>`$ and dimension 5 $`<\overline{q}g\sigma Gq>`$. Here we follow such a prescription. In the QCD expression for the two-point correlator considered, the perturbative term can also be written dispersively, so that: $$T_A^{QCD}(q^2)=\frac{1}{\pi }_{4m_s^2}^{\mathrm{}}𝑑s\frac{\rho ^{QCD}(s)}{sq^2}+d_3<\overline{s}s>+d_5<\overline{s}g\sigma Gs>+\mathrm{},$$ (18) where the spectral function $`\rho ^{QCD}`$ and the coefficients $`d_3`$, $`d_5`$ can be computed in QCD. The next step consists in assuming quark-hadron duality, which amounts to assuming the physical and the perturbative spectral density are dual to each other, in the sense that they should give the same result when integrated appropriately above some $`s_0`$. This leads to the sum-rule: $$\frac{A^2}{m_\eta ^2q^2}=\frac{1}{\pi }_{4m_s^2}^{s_0}𝑑s\frac{\rho ^{QCD}(s)}{sq^2}+d_3<\overline{s}s>+d_5<\overline{s}g\sigma Gs>+\mathrm{}$$ (19) This expression can be improved by applying to both sides of (19) a Borel transform, defined as follows: $$[f(Q^2)]=lim_{Q^2\mathrm{},n\mathrm{},\frac{Q^2}{n}=M^2}\frac{1}{(n1)!}(Q^2)^n\left(\frac{d}{dQ^2}\right)^nf(Q^2),$$ (20) where $`f`$ is a generic function of $`Q^2=q^2`$. The application of such a procedure to the sum-rules amounts to exploiting the following result: $$\left[\frac{1}{(s+Q^2)^n}\right]=\frac{e^{s/M^2}}{(M^2)^n}\frac{1}{(n1)!},$$ (21) where $`M^2`$ is known as the Borel parameter. This operation improves the convergence of the series in the OPE by factorials and, for suitably chosen values of $`M^2`$, enhances the contribution of low lying states. Moreover, since the Borel transform of a polynomial vanishes, it is correct to neglect subtraction terms in (16), which are polynomials in $`q^2`$. The final sum-rule reads: $`A^2e^{\frac{m_\eta ^2}{M^2}}={\displaystyle \frac{3}{8\pi ^2}}{\displaystyle _{4m_s^2}^{s_0}}𝑑ss\sqrt{1{\displaystyle \frac{4m_s^2}{s}}}e^{\frac{s}{M^2}}`$ (22) $``$ $`m_se^{\frac{m_s^2}{M^2}}\left[<\overline{s}s>\left(1{\displaystyle \frac{m_s^2}{M^2}}+{\displaystyle \frac{m_s^4}{M^4}}\right)+{\displaystyle \frac{1}{M^2}}<\overline{s}g\sigma Gs>\left(1{\displaystyle \frac{m_s^2}{2M^2}}\right)\right].`$ In the numerical evaluation of (22) we use $`<\overline{s}s>=0.8<\overline{q}q>`$, $`<\overline{q}q>=(0.24)^3`$ GeV<sup>3</sup>, $`<\overline{s}g\sigma Gs>=0.8`$GeV$`{}_{}{}^{2}<\overline{s}s>`$, $`m_\eta =0.548`$ GeV. The strange quark mass is chosen in the range $`m_s=0.1250.140`$ GeV, obtained in the same QCD sum-rule framework . The threshold is chosen below the $`\eta ^{}`$ pole and varied between $`s_0=0.9^20.95^2`$ GeV<sup>2</sup>. Since the Borel parameter has no physical meaning, we require that the result does not depend on it. This is achieved by finding a “stability window”, i.e. an interval of values of $`M^2`$, where the outcome of the sum-rule is almost independent on $`M^2`$. Such a window is usually sought in a restricted interval of values of the Borel parameter chosen by requiring that the perturbative contribution is at least 20 $`\%`$ of the continuum (which corresponds to considering the integral in the perturbative term up to infinity rather than up to $`s_0`$), which produces an upper bound on the Borel parameter: $`M^21`$ GeV<sup>2</sup>. Additionally requiring that the perturbative term is greater than the non-perturbative contribution, the lower bound: $`M^20.5`$ GeV<sup>2</sup>, is obtained. Then, the stability window for $`M^2`$ in $`[0.8,1]`$ GeV<sup>2</sup> can be selected. In figure 1 we plot the sum-rule (22) for $`m_s=0.133`$ GeV, which corresponds to the central value of the range of values adopted in the analysis. Taking into account the uncertainty on $`m_s`$, we obtain: $$\|A\|=(0.115\pm 0.004)\mathrm{GeV}^2.$$ (23) Some comments are in order on the accuracy of the result (23). This has been obtained at leading order in perturbative QCD, as with all the results presented in this paper. Consequently, the uncertainty affecting the determination (23) should be taken modulo the neglect of $`\alpha _s`$ corrections, the role of which we comment on later. Another source of uncertainty is linked to the choice of the strange quark mass. It should be stressed that the value of this parameter is quite controversial. On the one hand, lattice determinations seem to point towards lower values of $`m_s`$ (for recent reviews see e.g. ); on the other hand, results obtained in other approaches indicate higher values . As for QCD sum rules, the result in exploits an accurate determination of the hadronic spectral function based on experimental information on the $`K\pi `$ system including a non-resonant component in addition to the resonances in the $`I=1/2`$ channel. In it has been shown that the effect of this non-resonant contribution is a reduction in the spectral function, with a consequent lowering of the value of $`m_s`$ with respect to previous QCD sum rule determinations . We have therefore chosen to adopt the result of at first for consistency, i.e. using a result obtained by the same technique, but also because such a value for $`m_s`$ falls in the middle of the existing range. Moreover, the value $`\overline{m}_s`$(1 GeV)=0.125 GeV obtained in could be considered as a lower bound on this parameter, since further experimental information could be added to improve the sum rule further. Consistently, we have used the range for $`\overline{m}_s`$ of 0.125-0.140 GeV quoted above. The result (23) turns out to be quite stable. Indeed, we have explicitly checked that using still higher values for $`m_s`$ (up to $`0.160`$ GeV) would produce little change. Let us now consider: $$<0\|\overline{s}i\gamma _5s\|\eta ^{}>=A^{}.$$ (24) An analogous calculation gives: $`(A^{})^2e^{\frac{m_\eta ^{}^2}{M^2}}+A^2e^{\frac{m_\eta ^2}{M^2}}={\displaystyle \frac{3}{8\pi ^2}}{\displaystyle _{4m_s^2}^{s_0^{}}}𝑑ss\sqrt{1{\displaystyle \frac{4m_s^2}{s}}}e^{\frac{s}{M^2}}`$ (25) $``$ $`m_se^{\frac{m_s^2}{M^2}}\left[<\overline{s}s>\left(1{\displaystyle \frac{m_s^2}{M^2}}+{\displaystyle \frac{m_s^4}{M^4}}\right)+{\displaystyle \frac{1}{M^2}}<\overline{s}g\sigma Gs>\left(1{\displaystyle \frac{m_s^2}{2M^2}}\right)\right],`$ where we have raised the effective threshold up to $`s_0^{}`$ in such a way as to pick up the $`\eta ^{}`$ pole too: $`s_0^{}=(1.44,1.55)`$ GeV<sup>2</sup>. Using $`m_\eta ^{}=0.958`$ GeV and fixing the stability window for $`M^2`$ to be $`[1.2,2]`$ GeV<sup>2</sup>, we obtain: $$\|A^{}\|=(0.151\pm 0.015)\mathrm{GeV}^2.$$ (26) We shall use the results (23), (26) in the next section. Though we cannot actually establish the sign of $`A`$, $`A^{}`$ from the sum rule, we assume that $`AA^{}>0`$. ## 4 Radiative $`\varphi \eta \gamma `$ and $`\varphi \eta ^{}\gamma `$ decays Having found the key matrix elements $`A`$ and $`A^{}`$ of (23), (26), we now consider the three-point functions defined by $$<\eta (q_2)\|\overline{s}\gamma ^\nu s\|\varphi (q_1,ϵ_1)>=F(q^2)ϵ^{\nu \alpha \beta \delta }(q_1)_\alpha (q_2)_\beta (ϵ_1)_\delta $$ (27) ($`q=q_1q_2`$). In order to compute the $`\varphi \eta \gamma `$ decay, we need the coupling $`g=\frac{1}{3}F(0)`$, obtained for a real photon coupling to a strange quark. We consider the three-point function: $$\mathrm{\Pi }_{\mu \nu }(q_1^2,q_2^2,q^2)=i^2d^4xd^4ye^{iq_1x}e^{iq_2y}<0\|T[J_5^s(y)J_\nu (0)J_\mu (x)]\|0>$$ (28) where $`J_5^s`$ has been defined above and $`J_\nu =\overline{s}\gamma _\nu s`$ is the vector current. The correlator (28) can be written as: $$\mathrm{\Pi }_{\mu \nu }(q_1^2,q_2^2,q^2)=\mathrm{\Pi }(q_1^2,q_2^2,q^2)ϵ_{\mu \nu \alpha \beta }(q_1)^\alpha (q_2)^\beta $$ (29) and a QCD sum-rule can be built up for the structure $`\mathrm{\Pi }(q_1^2,q_2^2,q^2)`$. The method closely follows the one described for the two-point sum-rule. We assume $`\mathrm{\Pi }(q_1^2,q_2^2,q^2)`$ obeys a dispersion relation in both the variables $`q_1^2,q_2^2`$: $$\mathrm{\Pi }(q_1^2,q_2^2,q^2)=\frac{1}{\pi ^2}𝑑s_1𝑑s_2\frac{\rho (s_1,s_2,q^2)}{(s_1q_1^2)(s_2q_2^2)},$$ (30) with possible subtractions. Such a representation is true at each order in perturbation theory and, as is standard in QCD sum rule analyses, it is assumed to hold in general. In this case the spectral function contains, for low values of $`s_1`$, $`s_2`$, a double $`\delta `$function corresponding to the transition $`\varphi \eta `$. Extracting this contribution, we can write: $$\mathrm{\Pi }(q_1^2,q_2^2,q^2)=\frac{AF(q^2)m_\varphi f_\varphi }{(m_\varphi ^2q_1^2)(m_\eta ^2q_2^2)}+\frac{1}{\pi ^2}_{s_{01}}^{\mathrm{}}𝑑s_1_{s_{02}}^{\mathrm{}}𝑑s_2\frac{\rho ^{had}(s_1,s_2,q^2)}{(s_1q_1^2)(s_2q_2^2)},$$ (31) where subtractions are neglected as later they will vanish on taking a Borel transform. The parameter $`A`$ appearing in the previous equation is just the coupling of the $`\eta `$ to the pseudoscalar current, computed in section 3. Deriving an OPE-based QCD expansion for $`\mathrm{\Pi }`$ for large and negative $`q_1^2`$, $`q_2^2`$ and $`q^2`$, one can write: $`\mathrm{\Pi }(q_1^2,q_2^2,q^2)`$ $`=`$ $`{\displaystyle \frac{1}{\pi ^2}}{\displaystyle _{4m_s^2}^{\mathrm{}}}𝑑s_1{\displaystyle _{4m_s^2}^{\mathrm{}}}𝑑s_2{\displaystyle \frac{\rho ^{QCD}(s_1,s_2,q^2)}{(s_1q_1^2)(s_2q_2^2)}}`$ (32) $`+`$ $`c_3<\overline{s}s>+c_5<\overline{s}g\sigma Gs>+\mathrm{}.`$ Invoking quark-hadron global duality as before, we arrive at the sum-rule: $`{\displaystyle \frac{AF(q^2)m_\varphi f_\varphi }{(m_\varphi ^2q_1^2)(m_\eta ^2q_2^2)}}`$ $`=`$ $`{\displaystyle \frac{1}{\pi ^2}}{\displaystyle _D}𝑑s_1𝑑s_2{\displaystyle \frac{\rho ^{QCD}(s_1,s_2,q^2)}{(s_1q_1^2)(s_2q_2^2)}}`$ (33) $`+`$ $`c_3<\overline{s}s>+c_5<\overline{s}g\sigma Gs>+\mathrm{}.`$ where the domain $`D`$ should now also satisfy the kinematical constraints specified below. After a double Borel transform in the variables $`q_1^2`$ and $`q_2^2`$, we obtain: $`AF(q^2)m_\varphi f_\varphi `$ $`=`$ $`e^{\frac{m_\varphi ^2}{M_1^2}}e^{\frac{m_\eta ^2}{M_2^2}}\{{\displaystyle }ds_1{\displaystyle }ds_2e^{\frac{s_1}{M_1^2}}e^{\frac{s_2}{M_2^2}}{\displaystyle \frac{3m_s}{\pi ^2\sqrt{\lambda (s_1,s_2,q^2)}}}`$ $`+e^{\frac{m_s^2}{M_1^2}}e^{\frac{m_s^2}{M_2^2}}[<\overline{s}s>`$ $`\left(2{\displaystyle \frac{m_s^2}{M_1^2}}{\displaystyle \frac{m_s^2}{M_2^2}}+{\displaystyle \frac{m_s^4}{M_1^4}}+{\displaystyle \frac{m_s^4}{M_2^4}}+{\displaystyle \frac{m_s^2(2m_s^2q^2)}{M_1^2M_2^2}}\right)`$ $`+<\overline{s}g\sigma Gs>`$ $`({\displaystyle \frac{1}{6M_1^2}}+{\displaystyle \frac{2}{3M_2^2}}{\displaystyle \frac{m_s^2}{2M_1^4}}{\displaystyle \frac{m_s^2}{2M_2^4}}+{\displaystyle \frac{(2q^23m_s^2)}{3M_1^2M_2^2}})]\}`$ (34) The integration domain $`D`$ over the variables $`s_1,s_2`$ depends on the value of $`q^2`$ and is given by $`D=D_1D_2`$ where: * $`(q^2)>s_{02}4m_s^2`$ $`D_1`$: $`(s_2)_{}s_2s_{02}`$ $`4m_s^2s_1s_{01}`$ * $`(q^2)<s_{02}4m_s^2`$ $`D_2:(s_2)_{}s_2(s_2)_+`$ $`4m_s^2s_1(s_1)_{}`$ $`(s_2)_{}s_2s_{02}`$ $`(s_1)_{}s_1s_{01}`$ (35) with: $$(s_2)_\pm =\frac{2m_s^2q^2+(2m_s^2q^2)s_1\pm \sqrt{s_1q^2(q^24m_s^2)(s_14m_s^2)}}{2m_s^2}$$ (36) $$(s_1)_\pm =\frac{2m_s^2q^2+(2m_s^2q^2)s_{02}\pm \sqrt{s_{02}q^2(q^24m_s^2)(s_{02}4m_s^2)}}{2m_s^2}.$$ (37) Since we consider the form-factor $`F(q^2)`$ for arbitrary negative values of $`q^2`$, we could perform a double Borel transform in the two variables $`Q_1^2=q_1^2`$ and $`Q_2^2=q_2^2`$, which allows us to remove single poles in the $`s_1`$ and $`s_2`$ channels (“parasitic” terms) from the sum-rule. Our procedure is therefore to compute the form-factor $`F(q^2)`$ and then to extrapolate the result to $`q^2=0`$. Strictly speaking, since we only know the magnitude of $`A`$ in (33), it is the modulus of $`F(q^2)`$ that is determined. In the numerical analysis we use: $`m_\varphi =1.02`$ GeV, $`f_\varphi =0.234`$ GeV (obtained from the experimental datum on the decay to $`e^+e^{}`$ ). We compute the result for two values of the $`\varphi `$ threshold: $`s_{01}=1.8,1.9`$ GeV<sup>2</sup>. $`s_{02}`$ coincides with the $`\eta `$ threshold chosen as we did for the two point function in section 3. The outcome of the sum rule is depicted in figure 2. Varying all the parameters entering in the sum rule we obtain a region delimited by the dashed and the dotted curves in this figure: they correspond to the set of parameters giving the highest and the lowest curve analytically defined by (34). The resulting form factor shows a behaviour in $`q^2`$ in the region $`(0.8,0.2)`$ GeV<sup>2</sup> which can be fitted by a parabolic function. The extrapolation to $`q^2=0`$ gives: $$\|g\|=\frac{F(0)}{3}=(0.66\pm 0.06)\mathrm{GeV}^1.$$ (38) The central value in (38) corresponds to the extrapolation of the solid line in figure 2. The uncertainty range in $`\|g\|`$, as obtained by the extrapolation procedure, is displayed in the same figure. We can now use this result to compute the $`\varphi \eta \gamma `$ decay width: $$\mathrm{\Gamma }(\varphi \eta \gamma )=\frac{\alpha g^2}{24}\left(\frac{m_\varphi ^2m_\eta ^2}{m_\varphi }\right)^3,$$ (39) and, using $`\mathrm{\Gamma }(\varphi )=4.43`$ MeV , we obtain: $$(\varphi \eta \gamma )=(1.15\pm 0.2)\%,$$ (40) which compares favourably with the experimental outcome: $`(\varphi \eta \gamma )=(1.18\pm 0.03\pm 0.06)\%`$ . We can extend the previous analysis to the channel with the $`\eta ^{}`$ in the final state. The derivation of the sum-rule is straightforward: $`A^{}F^{}(q^2)m_\varphi f_\varphi e^{\frac{m_\eta ^{}^2}{M_2^2}}+AF(q^2)m_\varphi f_\varphi e^{\frac{m_\eta ^2}{M_2^2}}=`$ (41) $`=`$ $`e^{\frac{m_\varphi ^2}{M_1^2}}\{{\displaystyle }ds_1{\displaystyle }ds_2e^{\frac{s_1}{M_1^2}}e^{\frac{s_2}{M_2^2}}{\displaystyle \frac{3m_s}{\pi ^2\sqrt{\lambda (s_1,s_2,q^2)}}}`$ $`+`$ $`e^{\frac{m_s^2}{M_1^2}}e^{\frac{m_s^2}{M_2^2}}[<\overline{s}s>(2{\displaystyle \frac{m_s^2}{M_1^2}}{\displaystyle \frac{m_s^2}{M_2^2}}+{\displaystyle \frac{m_s^4}{M_1^4}}+{\displaystyle \frac{m_s^4}{M_2^4}}+{\displaystyle \frac{m_s^2(2m_s^2q^2)}{M_1^2M_2^2}})`$ $`+`$ $`<\overline{s}g\sigma Gs>({\displaystyle \frac{1}{6M_1^2}}+{\displaystyle \frac{2}{3M_2^2}}{\displaystyle \frac{m_s^2}{2M_1^4}}{\displaystyle \frac{m_s^2}{2M_2^4}}+{\displaystyle \frac{(2q^23m_s^2)}{3M_1^2M_2^2}})]\}`$ The integration region is the same as before with the substitution: $`s_{02}s_{02}^{}=s_0^{}`$ (as in the two point sum-rule of section 3). We then obtain: $$\|g^{}\|=\frac{F^{}(0)}{3}=(1.0\pm 0.2)\mathrm{GeV}^1$$ (42) which yields $$(\varphi \eta ^{}\gamma )=(1.18\pm 0.4)10^4.$$ (43) The experimental datum is: $`(\varphi \eta ^{}\gamma )=(0.82_{0.19}^{+0.21}\pm 0.11)10^4`$ , completely compatible with our result (43). These results have been derived without including QCD radiative corrections. In principle, each term in the OPE could be computed as an expansion in powers of $`\alpha _s`$, supplementing the non-perturbative expansion with short-distance corrections. This would display the correct scale and scheme dependence for the hadronic quantities, such as the coupling of the $`\eta `$ and $`\eta ^{}`$ to the currents considered in our analysis. The calculation of QCD corrections is a difficult task well beyond the scope of the present paper. However, we would like to comment on the possible role of such terms. As far as the two point sum rule is concerned, $`𝒪(\alpha _s)`$ contributions have been computed . At a typical scale $`\mu =1`$ GeV, these corrections are sizeable, indicating that still higher orders may also be important. On the other hand, the main goal of the present analysis is the computation of $`\varphi `$ radiative decays. These results are obtained from the ratio of three point to two point sum rules. The most reliable procedure in this case is to compute consistently the three point and two point correlators at the same order in $`\alpha _s`$. The uncertainty due to the neglect of higher order corrections should be reduced due to a cancellation in the ratio. This expectation is fulfilled, for example, in the calculation using QCD sum rules of the Isgur-Wise function , describing in the heavy quark limit the $`BD^{()}`$ semileptonic transitions. In this case, though the $`𝒪(\alpha _s)`$ corrections are large for the two point sum rules , explicit calculation of the three point correlator shows the expected cancellation, i.e. the modest role of radiative corrections in the outcome. In this particular case, the result is expected, at least at the zero recoil point, by symmetry requirements. However, this cancellation works in more general situations, such as the one presented in , where the universal form factor describing the $`B`$ transitions to orbitally excited charmed mesons was computed at order $`\alpha _s`$ by the same method. Again, although the two point correlator received important corrections, the ratio ot three to two point functions is quite stable. In the light of this discussion, our results for the decay constants, eqs. (23),(26), should be considered to be estimates, the uncertainties in which do not take into account possibly sizeable radiative corrections. On the other hand, the outcome for radiative $`\varphi `$ decays, eqs. (40), (43), should be viewed as much more accurate. Indeed, the predictions for the branching ratios in (40) and (43) are the major results of this paper. They are quite independent of any mixing scheme for the $`\eta `$ and $`\eta ^{}`$. Nevertheless, adopting the mixing scheme in the flavour basis described in section 2, it is possible to derive the relation: $$R=\frac{(\varphi \eta \gamma )}{(\varphi \eta ^{}\gamma )}=\left(\frac{m_\varphi ^2m_\eta ^2}{m_\varphi ^2m_\eta ^{}^2}\right)^3\mathrm{tan}^2\varphi _s$$ (44) from which we get $`\varphi _s=(34\pm _6^8)^o`$. The experimental ratio would give: $`\varphi _s=(39.0\pm _{5.5}^{7.5})^o`$. As mentioned in the introduction, the results obtained can, in principle, provide us with information about the magnitude of the WZW term, which represents an OZI-rule violating contribution to the effective lagrangian. The strength of this term is parametrized by a constant $`\mathrm{\Lambda }_3`$ and is determined by the values of the couplings $`g`$ and $`g^{}`$. For example, in it is found: $$g=\frac{3m_\varphi }{2\pi ^2f_\varphi }\left(\frac{1}{6}\frac{\mathrm{cos}\varphi _s\mathrm{sin}\varphi _V}{f_q}+\frac{1}{3}\frac{\mathrm{sin}\varphi _q}{f_s}+\frac{\mathrm{\Lambda }_3}{3\sqrt{3}}\frac{\mathrm{sin}\theta _8}{f_0}\right),$$ (45) where $`\varphi _V`$ is the mixing angle in the $`\varphi \omega `$ system. We assume this formula to estimate the size of $`\mathrm{\Lambda }_3`$. Unfortunately, the combined effect of the uncertainties affecting the parameters entering (45) allows us no more definite conclusion than $`\mathrm{\Lambda }_32\pm 4`$. Precise measurements of $`\varphi `$ radiative decays to $`\eta `$ and $`\eta ^{}`$ at KLOE will do better. Let us now compare our results with previous determinations. In ref. the chiral anomaly prediction at $`q^2=0`$ and the vector meson dominance are exploited to derive the couplings $`g=g_{\varphi \eta \gamma }`$ and $`g^{}=g_{\varphi \eta ^{}\gamma }`$. A single angle mixing framework in the octet-singlet basis is assumed and the corresponding coupling constants $`f_0`$, $`f_8`$ are derived from the experimental data on the decays $`\eta \gamma \gamma `$ and $`\eta ^{}\gamma \gamma `$ and used as an input to derive $`g`$ and $`g^{}`$ as a function of the mixing angle. In this approach is extended to the quark-flavour mixing scheme with the result: $`g=0.78`$ GeV<sup>-1</sup> and $`g^{}=0.95`$ GeV<sup>-1</sup>. On the other hand, an energy-dependent mixing scheme is adopted in , with the result: $`g=(0.73\pm 0.06)`$ GeV<sup>-1</sup> and $`g^{}=(0.83\pm 0.06)`$ GeV<sup>-1</sup>. Alternatively, Ref. exploits the hidden local symmetry approach, together with the inclusion of various $`SU(3)`$ symmetry breaking to obtain $`g=g^{}=0.70`$ GeV<sup>-1</sup>. As can be observed, the various approaches seem to agree quite well for the decay with the $`\eta `$ in the final state, while the results have a larger spread in the case of the $`\eta ^{}`$. For a more comprehensive survey of results we refer to . ## 5 $`\eta `$ and $`\eta ^{}`$ couplings to axial-vector currents using two-point sum-rules Our study of $`\varphi `$ radiative decays to $`\eta `$ and $`\eta ^{}`$ require no knowledge of $`\eta \eta ^{}`$ mixing, only the coupling to strange quarks is needed. However, using similar techniques, we can investigate their decay constants in both the strange and non-strange sectors and so deduce the mixing pattern within errors. This is the purpose of this section. We begin by considering the correlator $$\mathrm{\Pi }_{\mu \nu }(q^2)=id^4xe^{iqx}<0\|T[J_{5\mu }^s(x)J_{5\nu }^s(0)]\|0>$$ (46) Following the procedure already outlined above, we obtain the sum-rule: $$(f_\eta ^s)^2=e^{\frac{m_\eta ^2}{M^2}}\left[\frac{1}{\pi }_{4m_s^2}^{s_0}𝑑se^{\frac{s}{M^2}}\rho ^{pert}(s)+\frac{2m_s}{M^2}<\overline{s}s>e^{\frac{m_s^2}{M^2}}\right]$$ (47) where: $$\rho ^{pert}(s)=\frac{1}{4\pi }\sqrt{1\frac{4m_s^2}{s}}\frac{2m_s^2+s}{s}$$ (48) (in this case the $`d=5`$ contribution vanishes). The allowed range for the Borel parameter, obtained according to the above criteria, is: $`0.35`$ GeV$`{}_{}{}^{2}M^23.5`$ GeV<sup>2</sup>, and the further stability window is found in $`[2,3.5]`$ GeV<sup>2</sup>. The result is depicted in figure 3, for the value $`m_s=0.133`$ GeV. Taking into account the uncertainty in $`m_s`$ too we get: $$f_\eta ^s=(0.13\pm 0.01)\mathrm{GeV}.$$ (49) In order to determine $`f_\eta ^{}^s`$ one has to repeat the previous calculation more or less exactly, raising the threshold above the $`\eta ^{}`$ mass and considering the pole contribution of the $`\eta `$ on the hadronic side of the sum-rule. The result is: $$(f_\eta ^{}^s)^2e^{\frac{m_\eta ^{}^2}{M^2}}+(f_\eta ^s)^2e^{\frac{m_\eta ^2}{M^2}}=\frac{1}{\pi }_{4m_s^2}^{s_0^{}}𝑑se^{\frac{s}{M^2}}\rho ^{pert}(s)+\frac{2m_s}{M^2}<\overline{s}s>e^{\frac{m_s^2}{M^2}}$$ (50) where $`\rho ^{pert}(s)`$ is the same as before. In the numerical analysis, $`s_0^{}`$ is varied in the range $`(1.21.25`$ GeV)<sup>2</sup>. The selected stability window for $`M^2`$ is $`[2,5]`$ GeV<sup>2</sup>. We obtain: $$f_\eta ^{}^s=(0.12\pm 0.02)\mathrm{GeV}.$$ (51) If we now use the current $`J_{5\mu }^q`$ in the correlator, instead of $`J_{5\mu }^s`$, and we set the up and down quark masses to zero, we can obtain $`f_\eta ^q`$. The stability window is found for $`M^2`$ in the range $`[2,4]`$ GeV<sup>2</sup> with the result $$f_\eta ^q=(0.144\pm 0.004)\mathrm{GeV}.$$ (52) Raising the threshold, we can also evaluate $`f_\eta ^{}^q`$, with the result: $$f_\eta ^{}^q=(0.125\pm 0.015)\mathrm{GeV}.$$ (53) As with the results obtained in section 3 from two-point sum rules, these also represent estimates, derived without radiative QCD corrections. We can now use the set of results (49), (51), (52), (53) to estimate all the mixing parameters appearing in (6). From the relation $`f_\eta ^s/f_\eta ^{}^s=\mathrm{tan}\varphi _s`$, one has $`\varphi _s=(46.6^o\pm 7^o)`$. Since $`f_\eta ^s=f_s\mathrm{sin}\varphi _s`$ <sup>1</sup><sup>1</sup>1This relation is to be considered in terms of absolute values, since the sum-rule gives access only to $`(f_\eta ^s)^2`$, and therefore does not allow the sign of $`f_\eta ^s`$ to be determined., a prediction for $`f_s`$ follows: $`f_s=(0.178\pm 0.004)`$ GeV, the central value corresponding to $`f_s=1.345f_\pi `$, with $`f_\pi =0.132`$ GeV. Using the relation: $`f_\eta ^{}^q/f_\eta ^q=\mathrm{tan}\varphi _q`$, we find $`\varphi _q=(41^0\pm 4^o)`$. We can now derive a prediction for $`f_q`$, using $`f_\eta ^q=f_q\mathrm{cos}\varphi _q`$. We obtain $`f_q=(0.19\pm 0.015)`$ GeV, the central value of which corresponds to $`f_q1.44f_\pi `$. Let us observe that our results correspond to $`\|\varphi _s\varphi _q\|/(\varphi _s+\varphi _q)0.065`$, which confirms the relation put forward in that this ratio should be much less than 1. If we now turn to the scheme with two mixing angles in the octet-singlet basis, we could exploit the relations (8)-(10) to obtain: $`\theta _88.4^o`$ $`\theta _013.8^o`$ $`f_81.44f_\pi `$ $`f_01.35f_\pi .`$ (54) Previous determinations of the parameters calculated above range over large intervals, expecially for those corresponding to (54), i.e. in the octet-singlet mixing scheme. For a comprehensive collection of previous results we again refer to . We only observe that our results for $`\varphi _q`$, $`\varphi _s`$ are in pretty good agreement with those in refs. . Our outcome for $`f_s`$ also agrees quite well with most of previous results , while the result for $`f_q`$ seems somewhat larger than previous determinations. We can now exploit the results obtained in this section, i.e. the values in (49), (51), together with the predictions (23) and (26), to derive the following matrix elements from (13): $`0\left\|{\displaystyle \frac{\alpha _s}{4\pi }}G\stackrel{~}{G}\right\|\eta `$ $`=`$ $`(0.008\pm 0.004)\mathrm{GeV}^3,`$ $`0\left\|{\displaystyle \frac{\alpha _s}{4\pi }}G\stackrel{~}{G}\right\|\eta ^{}`$ $`=`$ $`(0.072\pm 0.025)\mathrm{GeV}^3.`$ (55) Both values in (55) are close to the naive quark model calculation of Novikov et al. , particularly that for the $`\eta ^{}`$, which is $`f_\pi m_\eta ^{}^2/\sqrt{3}=0.070`$ GeV<sup>3</sup>. Our result for the $`\eta `$ is somewhat smaller than the one found in : $`f_\pi m_\eta ^2/\sqrt{6}=0.016`$ GeV<sup>3</sup>. However, their simple quark model result does not take into account $`SU(3)_F`$ breaking corrections. In contrast, ours does. Thus, the matrix elements of (55) are important for the investigation of the structure of the $`\eta `$ and $`\eta ^{}`$ and their possible glue content . ## 6 Conclusions We have analysed radiative $`\varphi \eta \gamma `$, $`\varphi \eta ^{}\gamma `$ decays using QCD sum-rules. This analysis required a preliminary calculation of the couplings of the pseudoscalar current to the $`\eta `$ and $`\eta ^{}`$. The sum-rules are derived without any assumption about $`\eta \eta ^{}`$ mixing. Though we use only lowest order in QCD perturbation theory, potentially large higher order corrections are expected to cancel between the three and two point correlators, to give results that are in good agreement with the available experimental data on the $`\eta `$ channel, and are compatible with the Novosibirsk datum for the $`\eta ^{}`$ case. Since the uncertainty in the latter is large, the last word is still left to the experimental improvement at DA$`\mathrm{\Phi }`$NE, for instance. We have also discussed the issue of $`\eta \eta ^{}`$ mixing, giving predictions for the parameters describing such mixing in a quark-flavour basis scheme. We observe that the two angles required in such a scheme are quite close to each other. The existing spread of results gives us confidence that new experimental information will shed light on this sector of low-energy physics too. Acknowledgments We are most grateful for support from the EU-TMR Programme, Contract No. CT98-0169, EuroDA$`\mathrm{\Phi }`$NE.
warning/0006/hep-ph0006035.html	ar5iv	text	# UFR-HEP/00/06KEK-TH/00/699June 2000 Note on tree-level unitarity in the General Two Higgs Doublet Model. ## 1 Introduction The Minimal Standard Model (MSM) of electroweak interactions is in complete agreement with all precision experimental data (LEPII,Tevatron, SLD), with the notable exception of neutrino oscillation experiments . In this minimal version there is one complex $`SU(2)_LU(1)`$ doublet which provides mass for the fermions and gauge bosons. After electroweak symmetry breaking three of the four real degrees of freedom initially present in the Higgs doublet become the longitudinal components of the gauge bosons $`W^\pm `$, $`Z`$, leaving one degree of freedom which manifests itself as a physical particle ($`\varphi ^0`$) . The Higgs mass ($`M_{\varphi ^0}`$) is not fixed by the model, although constraints on $`M_{\varphi ^0}`$ can be obtained by making additional theoretical assumptions. These include the unitarity bound ($`M_{\varphi ^0}<870`$ GeV) and the triviality bound . So far no experimental information on the nature of the Higgs particle has been found, and from the negative searches in the Higgsstrahlung channel at LEPII the lower bound $`M_{\varphi ^0}>107.7`$ GeV has been derived. In recent years there has been growing interest in the study of extended Higgs sectors with more than one doublet . The simplest extension of the MSM is the Two Higgs Doublet Model (THDM), which is formed by adding an extra complex $`SU(2)_LU(1)_Y`$ scalar doublet to the MSM Lagrangian. Motivations for such a structure include CP–violation in the Higgs sector, supersymmetry, and a possible solution to the cosmological domain wall problem . In particular, the Minimal Supersymmetric Standard Model (MSSM) takes the form of a constrained THDM. The most general THDM scalar potential which is renormalizable, gauge invariant and CP invariant depends on ten parameters, but such a potential can still break CP spontaneously . In order to ensure that tree-level flavour changing neutral currents are eliminated, a discrete symmetry ($`\mathrm{\Phi }_i\mathrm{\Phi }_i`$, where $`\mathrm{\Phi }_i`$ is a scalar doublet) may be imposed on the lagrangian , which reduces the number of free parameters to 6. The resulting potential was considered in , and is referred to as $`V_A`$ in . We shall be concerned with the potential described in which is equivalent to $`V_A`$ plus a term which breaks the discrete symmetry (parametrized by $`\lambda _5`$) and contains 7 free parameters. Such a potential does not break CP spontaneously or explicitly , provided that all the parameters are real. We note here that tree-level unitarity constraints for the THDM scalar potential $`V_A`$ were studied in . When deriving constraints from unitarity, considered only seven elastic scattering processes $`S_1S_2S_1S_2`$ (where $`S_i`$ is a Higgs scalar) while considered a larger scattering ($`S`$) matrix. In , upper bounds on the Higgs masses were derived, in particular $`M_h410`$ GeV for $`\mathrm{tan}\beta =1`$, with the bound becoming stronger as $`\mathrm{tan}\beta `$ increases. We improve those studies for $`V_A`$ by including the full scalar $`S`$ matrix which includes channels which were absent in , and we also show graphically the strong correlation between $`M_h`$ and $`\mathrm{tan}\beta `$. To our knowledge such unitarity constraints have not been considered for the case of $`\lambda _50`$ and this is the principal aim of this note. We shall see that the presence of a non-zero $`\lambda _5`$ can significantly weaken the unitarity bounds found in . The paper is organized as follows. In Section 2 we give a short review of the THDM potential and explain the unitarity approach we will be using. In Section 3 we present our numerical results for the cases of $`\lambda _5=0`$ and $`0`$, while Section 4 contains our conclusions. ## 2. Scalar potential and unitarity constraint It has been shown that the most general THDM scalar potential which is invariant under $`SU(2)_LU(1)_Y`$ and conserves CP is given by: $`V(\mathrm{\Phi }_1,\mathrm{\Phi }_2)`$ $`=\lambda _1(\|\mathrm{\Phi }_1\|^2v_1^2)^2+\lambda _2(\|\mathrm{\Phi }_2\|^2v_2^2)^2+\lambda _3((\|\mathrm{\Phi }_1\|^2v_1^2)+(\|\mathrm{\Phi }_2\|^2v_2^2))^2+`$ (2.1) $`\lambda _4(\|\mathrm{\Phi }_1\|^2\|\mathrm{\Phi }_2\|^2\|\mathrm{\Phi }_1^+\mathrm{\Phi }_2\|^2)+\lambda _5(Re(\mathrm{\Phi }_1^+\mathrm{\Phi }_2)v_1v_2)^2+\lambda _6[Im(\mathrm{\Phi }_1^+\mathrm{\Phi }_2)]^2`$ where $`\mathrm{\Phi }_1`$ and $`\mathrm{\Phi }_2`$ have weak hypercharge Y=1, $`v_1`$ and $`v_2`$ are respectively the vacuum expectation values of $`\mathrm{\Phi }_1`$ and $`\mathrm{\Phi }_2`$ and the $`\lambda _i`$’s are real–valued parameters. $$\mathrm{\Phi }_i=\left(\begin{array}{c}\phi _i^+\\ v_i+\frac{h_i+iz_i}{\sqrt{2}}\end{array}\right)$$ This potential violates the discrete symmetry $`\mathrm{\Phi }_i\mathrm{\Phi }_i`$ softly by the dimension 2 term $`\lambda _5Re(\mathrm{\Phi }_1^+\mathrm{\Phi }_2)`$ and has the same general structure of the scalar potential of the MSSM. One can prove easily that for $`\lambda _5=0`$ the exact symmetry $`\mathrm{\Phi }_i\mathrm{\Phi }_i`$ is recovered. After electroweak symmetry breaking, the W and Z gauge bosons acquire masses given by $`m_W^2=\frac{1}{2}g^2v^2`$ and $`m_Z^2=\frac{1}{2}(g^2+g^2)v^2`$, where $`g`$ and $`g^{}`$ are the $`SU(2)_{weak}`$ and $`U(1)_Y`$ gauge couplings and $`v^2=v_1^2+v_2^2`$. The combination $`v_1^2+v_2^2`$ is thus fixed by the electroweak scale through $`v_1^2+v_2^2=(2\sqrt{2}G_F)^1`$, and we are left with 7 free parameters in eq.(2.1), namely the $`(\lambda _i)_{i=1,\mathrm{},6}`$’s and $`\mathrm{tan}\beta =v_2/v_1`$. Meanwhile, three of the eight degrees of freedom of the two Higgs doublets correspond to the 3 Goldstone bosons ($`G^\pm `$, $`G^0`$) and the remaining five become physical Higgs bosons: $`H^0`$, $`h^0`$ (CP–even), $`A^0`$ (CP–odd) and $`H^\pm `$. Their masses are obtained as usual by the shift $`\mathrm{\Phi }_i\mathrm{\Phi }_i+v_i`$ . After generating the scalar masses in term of scalar parameters $`\lambda _i`$, using straightforward algebra one can express all the $`\lambda _i`$ as functions of the physical masses: $`\lambda _4={\displaystyle \frac{g^2}{2m_W^2}}m_{H^\pm }^2,\lambda _6={\displaystyle \frac{g^2}{2m_W^2}}m_A^2,\lambda _3={\displaystyle \frac{g^2}{8m_W^2}}{\displaystyle \frac{\text{s}_\alpha \text{c}_\alpha }{\text{s}_\beta \text{c}_\beta }}(m_H^2m_h^2){\displaystyle \frac{\lambda _5}{4}}`$ (2.2) $`\lambda _1={\displaystyle \frac{g^2}{8\text{c}_\beta ^2m_W^2}}[\text{c}_\alpha ^2m_H^2+\text{s}_\alpha ^2m_h^2{\displaystyle \frac{\text{s}_\alpha \text{c}_\alpha }{\mathrm{tan}\beta }}(m_H^2m_h^2)]{\displaystyle \frac{\lambda _5}{4}}(1+\mathrm{tan}^2\beta )`$ (2.3) $`\lambda _2={\displaystyle \frac{g^2}{8\text{s}_\beta ^2m_W^2}}[\text{s}_\alpha ^2m_H^2+\text{c}_\alpha ^2m_h^2\text{s}_\alpha \text{c}_\alpha \mathrm{tan}\beta (m_H^2m_h^2)]{\displaystyle \frac{\lambda _5}{4}}(1+{\displaystyle \frac{1}{\mathrm{tan}^2\beta }})`$ (2.4) The angle $`\beta `$ diagonalizes both the CP–odd and charged scalar mass matrices, leading to the physical states $`H^\pm `$ and $`A^0`$. The angle $`\alpha `$ diagonalizes the CP–even mass matrix leading to the physical states $`H^0`$, $`h^0`$. We are free to take as 7 independent parameters $`(\lambda _i)_{i=1,\mathrm{},6}`$ and $`\mathrm{tan}\beta `$ or equivalently the four scalar masses, $`\mathrm{tan}\beta `$, $`\alpha `$ and one of the $`\lambda _i`$. In what follows we will take $`\lambda _5`$ as a free parameter. To constrain the scalar potential parameters one can demand that tree-level unitarity is preserved in a variety of scattering processes. This corresponds to the requirement that the $`J=0`$ partial waves ($`a_0`$) for scalar-scalar and gauge boson scalar scattering satisfy $`\|a_0\|<1/2`$ in the high-energy limit. At very high-energy, the equivalence theorem states that the amplitude of a scattering process involving longitudinal gauge bosons $`V_\mu ^{\pm ,0}`$ may be approximated by the scalar amplitude in which gauge bosons are replaced by their corresponding Goldstone bosons $`G^{\pm ,0}`$. We conclude that unitarity constraints can be implemented by solely considering pure scalar scattering. In very high energy collisions, it can be shown that the dominant contribution to the amplitude of the two-body scattering $`S_1S_2S_3S_4`$ is the one which is mediated by the quartic coupling. Those contributions mediated by trilinear couplings are suppressed on dimensional grounds. Therefore the unitarity constraint $`\|a_0\|1/2`$ reduces to the following constraint on the quartic coupling, $`\|Q(S_1S_2S_3S_4)\|8\pi `$. In what follows our attention will be focussed on the the quartic couplings. In order to derive the unitarity constraints on the scalar masses we will adopt the technique introduced in . It has been shown in previous works that the quartic scalar vertices written in terms of physical fields $`H^\pm `$, $`G^\pm `$, $`h^0`$, $`H^0`$, $`A^0`$ and $`G^0`$, are very complicated functions of $`\lambda _i`$, $`\alpha `$ and $`\beta `$. However the quartic vertices (computed before electroweak symmetry breaking) written in terms of the non-physical fields $`\phi _i^\pm `$ , $`h_i`$ and $`z_i`$ (i=1,2) are considerably simpler expressions. The crucial point of is the fact that the $`S`$ matrix expressed in terms of the physical fields (i.e. the mass eigenstate fields) can be transformed into an $`S`$ matrix for the non-physical fields $`\phi _i^\pm `$ , $`h_i`$ and $`z_i`$ by making a unitarity transformation. The latter is relatively easy to compute from eq. 2.1. Therefore the full set of scalar scattering processes can be expressed as an $`S`$ matrix composed of 4 submatrices which do not couple with each other due to charge conservation and CP-invariance. The entries are the quartic couplings which mediate the scattering processes. The first submatrix corresponds to scatterings whose initial and final states are one of the following: $`(\phi _1^+\phi _2^{}`$,$`\phi _2^+\phi _1^{}`$, $`h_1z_2`$, $`h_2z_1`$, $`z_1z_2`$, $`h_1h_2)`$. Therefore one obtains a $`6\times 6`$ matrix leading to the following 5 distinct eigenvalues: $`e_1=2\lambda _3\lambda _4{\displaystyle \frac{\lambda _5}{2}}+{\displaystyle \frac{5}{2}}\lambda _6`$ $`e_2=2\lambda _3+\lambda _4{\displaystyle \frac{\lambda _5}{2}}+{\displaystyle \frac{1}{2}}\lambda _6`$ $`f_+=2\lambda _3\lambda _4+{\displaystyle \frac{5}{2}}\lambda _5{\displaystyle \frac{1}{2}}\lambda _6`$ $`f_{}=2\lambda _3+\lambda _4+{\displaystyle \frac{1}{2}}\lambda _5{\displaystyle \frac{1}{2}}\lambda _6`$ $`f_1=f_2=2\lambda _3+{\displaystyle \frac{1}{2}}\lambda _5+{\displaystyle \frac{1}{2}}\lambda _6`$ (2.5) The second submatrix corresponds to scatterings with initial and final states one of the following: $`(\phi _1^+\phi _1^{}`$, $`\phi _2^+\phi _2^{}`$, $`\frac{z_1z_1}{\sqrt{2}}`$, $`\frac{z_2z_2}{\sqrt{2}}`$, $`\frac{h_1h_1}{\sqrt{2}}`$, $`\frac{h_2h_2}{\sqrt{2}})`$. Again we obtain a $`6\times 6`$ matrix with the following 6 eigenvalues: $`a_\pm =3(\lambda _1+\lambda _2+2\lambda _3)\pm \sqrt{9(\lambda _1\lambda _2)^2+(4\lambda _3+\lambda _4+{\displaystyle \frac{1}{2}}(\lambda _5+\lambda _6))^2}`$ (2.6) $`b_\pm =\lambda _1+\lambda _2+2\lambda _3\pm \sqrt{(\lambda _1\lambda _2)^2+{\displaystyle \frac{1}{4}}(2\lambda _4+\lambda _5+\lambda _6)^2}`$ (2.7) $`c_\pm =\lambda _1+\lambda _2+2\lambda _3\pm \sqrt{(\lambda _1\lambda _2)^2+{\displaystyle \frac{1}{4}}(\lambda _5\lambda _6)^2}`$ (2.8) The third submatrix corresponds to the basis: $`(h_1z_1,h_2z_2)`$. The $`2\times 2`$ matrix possesses the eigenvalues $`d_\pm `$ and $`c_\pm `$, with $`d_\pm =c_\pm `$. All the above eigenvalues agree with those found in , up to a factor of $`1/16\pi `$ which we have factorised out. In our analysis we also include the two body scattering between the 8 charged states: $`h_1\phi _1^+`$, $`h_2\phi _1^+`$, $`z_1\phi _1^+`$ , $`z_2\phi _1^+`$ , $`h_1\phi _2^+`$ , $`h_2\phi _2^+`$ , $`z_1\phi _2^+`$, $`z_2\phi _2^+`$. Note that these channels were neglected in . The 8$`\times `$8 submatrix obtained from the above scattering processes contains many vanishing elements, and the 8 eigenvalues are straightforward to obtain analytically. They read as follows: $`f_{}`$, $`e_2`$ , $`f_1`$, $`c_\pm `$, $`b_\pm `$ and $`p_1`$, where $`p_1=2(\lambda _3+\lambda _4){\displaystyle \frac{1}{2}}\lambda _5{\displaystyle \frac{1}{2}}\lambda _6`$ (2.9) As one can see, these additional channels lead only to one extra eigenvalue, $`p_1`$, although we shall see that this eigenvalue plays an important role in constraining $`M_{H^\pm }`$ and $`M_A`$. ## 3. Numerical results and discussion In this section we present our results for the unitarity constraints on the Higgs masses in the THDM. All the eigenvalues are constrained as follows: $`\|a_\pm \|,\|b_\pm \|,\|c_\pm \|,\|d_\pm \|,\|f_\pm \|,\|e_{1,2}\|,\|f_{1,2}\|,\|p_1\|8\pi `$ (3.1) In the eigenvalues explicitly contain the factor $`1/16\pi `$ and so were constrained to be less than $`1/2`$. In section 3.1 we consider the special case of $`\lambda _5=0`$, while section 3.2 presents results for the general case of $`\lambda _50`$. ### 3.1 Case of $`\lambda _5=0`$ For $`\lambda _5=0`$ our potential is identical to those considered in . We improve those analyses on two accounts: * We have considered extra scattering channels which leads to one more eigenvalue constraint, $`p_1`$, as explained in Section 2. * When finding the allowed parameter space of Higgs masses we simultaneously impose all the eigenvalue constraints. In only the condition $`\|a_+\|8\pi `$ was applied when deriving mass bounds. In order to obtain the upper bounds on the Higgs masses allowed by the unitarity constraints we vary all the Higgs masses and mixing angles randomly over a very large parameter space. We confirm the result of which states that $`a_+`$ is comfortably the strongest individual eigenvalue constraint. However, the other eigenvalues impose important constraints on $`M_A`$ and $`M_{H^\pm }`$. If only $`\|a_+\|8\pi `$ is imposed we can reproduce the upper bounds on the Higgs masses given in , in particular their main result of $`M_h410`$ GeV. When all eigenvalue bounds are applied simultaneously we find improved bounds on the Higgs masses, particularly for $`M_A`$ and $`M_{H^\pm }`$. We note that the new eigenvalue constraint $`p_18\pi `$ (eq.2.9) plays a crucial role in determining the upper bound on $`M_{H^\pm }`$. We write in Table.1 our bounds (AAN) and those of , denoted by KKT. Note that the bounds given in Table.1 are obtained for relatively small $`\mathrm{tan}\beta `$ (say $`\mathrm{tan}\beta 0.5`$). For large $`\mathrm{tan}\beta `$ the bound is stronger, although for the case of $`A^0`$, $`H^0`$ and $`H^\pm `$ the $`\mathrm{tan}\beta `$ dependence is rather gentle. Of particular interest is the $`\mathrm{tan}\beta `$ dependence of the bound on $`M_h`$ which will covered in the section 3.2. ### 3.2 General case of $`\lambda _50`$ We now consider $`\lambda _50`$ which corresponds to the inclusion of the term which softly breaks the discrete symmetry. Such a term was neglected in the analyses of , and from perturbative constraints may take values $`\|\lambda _5\|8\pi `$ . In the graphs which follow we do not impose the perturbative requirement $`\|\lambda _i\|8\pi `$ for the remaining $`\lambda _i`$. Imposing this condition only leads to minor changes in the numerical results which will be commented on when necessary. We plot in Fig.1 the maximum value of $`M_h`$ against $`\mathrm{tan}\beta `$ for increasing values of $`\lambda _5`$, imposing all the eigenvalue constraints simultaneously as done in Section 3.1. For the case of $`\lambda _5=0`$ one finds a strong correlation, with larger $`\mathrm{tan}\beta `$ requiring smaller $`M_h`$. For example, $`\mathrm{tan}\beta 7`$ corresponds to $`M_h100`$ GeV, which is the mass range already being probed by LEPII. However, $`h^0`$ in the THDM with $`M_h100`$ GeV is not guaranteed to be found at LEPII due to the suppression factor of $`\mathrm{sin}^2(\beta \alpha )`$ for the main production process $`e^+e^{}h^0Z`$. For the case of $`\lambda _5=0`$ we find that values of $`\mathrm{tan}\beta 20`$ are strongly disfavoured since they easily violate one of the unitarity constraints. If $`\lambda _50`$, Fig.1 shows that for a given $`\mathrm{tan}\beta `$, the action of increasing $`\lambda _5`$ allows larger maximum values of $`M_h`$. For $`\lambda _5=15`$ one finds a horizontal line at $`M_h670`$ GeV, showing that the upper bound has been increased for all values of $`\mathrm{tan}\beta `$. In addition, large ($`30`$) values of $`\mathrm{tan}\beta `$ are allowed if $`\lambda _50`$, in contrast to the case of $`\lambda _5=0`$. For example, $`\lambda _5=1`$ comfortably permits values of $`\mathrm{tan}\beta =60`$. However, as pointed out in perturbative constraints on the $`\lambda _i`$ also restrict the allowed values of $`\mathrm{tan}\beta `$ in the THDM. Using the condition in which requires $`\|\lambda _i\|8\pi `$, we found that $`\mathrm{tan}\beta 30`$ is strongly disfavoured. In Fig.2 we plot the maximum mass values ($`M_S`$) of all the Higgs bosons as a function of $`\lambda _5`$. Again all the Higgs masses and mixing angles have been varied randomly. We see that $`\lambda _5=0`$ corresponds to the values in Table 1, while for $`\lambda _5=15`$ the upper bounds have been increased significantly. Including the perturbative requirement would lower the bounds on $`M_A`$ and $`M_{H^\pm }`$ by $`1020`$ GeV. The $`\mathrm{tan}\beta `$ dependence of $`M_S`$ for $`S=H^\pm ,A^0`$ and $`H^0`$ is not very pronounced, and the maximum mass value may be obtained for both small and large $`\mathrm{tan}\beta `$. We note that the relaxation of the strong correlation between $`M_h`$ and $`\mathrm{tan}\beta `$ with $`\lambda _50`$ would in principle allow the possibility of distinguishing between the discrete symmetry conserving and violating potentials. If $`h^0`$ is discovered and the measured values of $`M_h`$ and $`\mathrm{tan}\beta `$ lie outside the rather constrained region for $`\lambda _5=0`$, this would signify $`\lambda _50`$ and thus a soft breaking of the discrete symmetry. Possibilities of measuring $`\mathrm{tan}\beta `$ at high–energy $`e^+e^{}`$ colliders have been considered in the context of the MSSM in . Production and decay of $`H^\pm `$ and $`A^0`$ are particularly promising since the rates do not involve the mixing angle $`\alpha `$. Much of the analysis of is also valid in the THDM. ## 4. Conclusions We have derived upper limits on the masses of the Higgs bosons in the general Two Higgs Doublet Model (THDM) by requiring that unitarity is not violated in scalar scattering processes. We first considered the THDM scalar potential which is invariant under a discrete symmetry transformation and improved previous studies by including the complete set of scattering channels. Stronger constraints on the Higgs masses were derived. Of particular interest is the $`\mathrm{tan}\beta `$ dependence of the upper bound on $`M_h`$, with larger $`\mathrm{tan}\beta `$ requiring a lighter $`h^0`$ e.g. $`\mathrm{tan}\beta 7`$ implies $`M_h100`$ GeV. We then showed that the presence of the discrete symmetry breaking term parametrized by $`\lambda _5`$ may significantly weaken the upper bounds on the masses. In particular, the aforementioned correlation between $`\mathrm{tan}\beta `$ and maximum $`M_h`$ is relaxed. It was suggested that a measurement of $`\mathrm{tan}\beta `$ and $`M_h`$ may allow discrimination between the two potentials. ## Acknowledgements A.G.A was supported by the Japan Society for Promotion of Science (JSPS). We wish to thank Y. Okada for useful discussions, and C. Dove for reading the manuscript.
warning/0006/nucl-th0006040.html	ar5iv	text	# The Off-Shell Nucleon-Nucleon Amplitude: Why it is Unmeasurable in Nucleon-Nucleon Bremsstrahlung <sup>1</sup><sup>1</sup>institutetext: TRIUMF, 4004 Wesbrook Mall, Vancouver, B.C., Canada V6T 2A3 ## Abstract Nucleon-nucleon bremsstrahlung has long been considered a way of getting information about the off-shell nucleon-nucleon amplitude which would allow one to distinguish among nucleon-nucleon potentials based on their off-shell properties. There have been many calculations and many experiments devoted to this aim. We show here, in contrast to this standard view, that such off-shell amplitudes are not measurable as a matter of principle. This follows formally from the invariance of the S-matrix under transformations of the fields. This result is discussed here and illustrated via two simple models, one applying to spin zero, and one to spin one half, processes. The latter model is very closely related to phenomenological models which have been used to study off-shell effects at electromagnetic vertices. TRI-PP-99-36 (November 15, 1999) Almost exactly fifty years ago Ashkin and Marshak proposed using nucleon-nucleon bremsstrahlung to get information about the off-shell parts of the nucleon-nucleon amplitude. Since then there have been many calculations, mostly in non-relativistic potential models, of this process and a number of experiments. More recently a number of new experiments have been designed with the express purpose of getting further off shell and thus providing a more sensitive test of this picture. The central point of this talk is to show that this historical motivation for nucleon-nucleon bremsstrahlung is incorrect. In actual fact the off-shell amplitude is not a physically well defined quantity and as a matter of principle cannot be measured in nucleon-nucleon bremsstrahlung, or any other process. Let us begin with some general background. The process of interest is $`p+pp+p+\gamma `$. Since this process involves an intermediate virtual particle, it in principle provides access to an off-shell amplitude. It is interesting because the nucleon-nucleon interaction is perhaps the most fundamental and certainly most accessible of the strong interactions. Modern potentials describe the elastic scattering well but in principle produce different off-shell matrix elements. One can not measure these directly, but must have some other process to put the particle back on shell. The well known electromagnetic interaction is the obvious choice. Thus in this normal, but incorrect, scenario, measurement of $`p+pp+p+\gamma `$ in kinematic regions far enough off shell will determine the half off-shell T-matrix and distinguish among potentials. To understand the problem with this approach we first review the standard potential model description of bremsstrahlung. First observe that in an abstract mathematical sense the off-shell amplitude is well defined as the solution of the Lippman-Schwinger equation for off-shell momenta. It is only part of the full physical bremsstrahlung process however. To get the full process standard potential models include first the so called external radiation graphs in which a photon is emitted from an external leg. These involve off-shell effects both at the strong vertex and at the electromagnetic vertex. Usually the double scattering term in which the photon is emitted from a line in between two full scattering T-matrices is also included. Finally a few ’contact’ graphs are included in an ad hoc fashion. These may include diagrams with $`\mathrm{\Delta }`$’s or the one with a $`\pi \rho \gamma `$ or $`\pi \omega \gamma `$ vertex. Modern nucleon-nucleon potentials are built from diagrams with multi meson exchanges, and in principle diagrams with photons attached to any interior charged line should also be included. There are many such ’contact’ diagrams which are irreducible and thus can not be included in the double scattering or external radiation graphs. In potential models, these are just dropped. At the very simplest, qualitative level one can begin to understand the ambiguities inherent in the off-shell amplitude as follows. The amplitude for a typical bremsstrahlung external radiation graph can be written as $$\left\{T_{on}+(p^2m^2)T_{off}\right\}\frac{i}{p^2m^2}\mathrm{\Gamma }_{em}$$ corresponding to an on-shell part and an off-shell part of the nucleon-nucleon interaction, together with propagator and electromagnetic interaction. However, since the factor $`p^2m^2`$ appearing in the off-shell part exactly cancels the same factor appearing in the propagator, the amplitude can also be written as $$T_{on}\frac{i}{p^2m^2}\mathrm{\Gamma }_{em}+T_{off}i\mathrm{\Gamma }_{em}$$ which has the form of an external radiation graph with on-shell amplitude plus a contact term. Thus the off-shell terms can be written alternatively as contact terms, and there will always be an ambiguity in how one separates from the full measurable process the part associated with an off-shell amplitude. At a more fundamental level this ambiguity can be related to a theorem which tells us that a transformation can be made on the fields appearing in a Lagrangian without changing the S-matrix elements, which correspond to the physical, measurable quantities. Such transformations generally change the ’equation of motion’ terms in the Lagrangian, which are those leading to the $`p^2m^2`$ factor which gives the off-shell part of the vertex functions. This means that such transformations can be used to change the off-shell T-matrix for the elastic process in an arbitrary fashion, without changing the full bremsstrahlung amplitude. Thus one can never measure an off-shell amplitude since the measurable quantity, the bremsstrahlung cross section, corresponds to an infinite number of different off-shell amplitudes. We can summarize what we have learned so far as follows. There will always be some ambiguity as to what is called off-shell and what is called contact. At a more formal level field transformations can change the coefficient of the off-shell amplitude without changing the measurable bremsstrahlung. Thus the off-shell amplitude is not measurable as there are an infinite number of different such amplitudes which give the same bremsstrahlung amplitude. Why wasn’t this noticed in the fifty years of work on bremsstrahlung? Perhaps it was because potential model calculations tend to drop the contact terms from the beginning and because field transformation concepts, though well known in some areas of physics, are quite different from the techniques used in most non relativistic potential model approaches. We turn now to a couple of simple field theory models which will illustrate the concepts so far described only in a qualitative way. Consider first a model of the spin zero bremsstrahlung process, e.g. $`\pi ^++\pi ^0\pi ^++\pi ^0+\gamma `$, described in detail in ref. . We take as the Lagrangian for this process, $`=_2+_4^{GL}+\mathrm{\Delta }_4`$, where $`_2+_4^{GL}`$ is the usual chiral perturbation theory Lagrangian to $`𝒪(p^4)`$ written in terms of $`\chi `$, $`U`$, which contain the fields, and of the covariant derivative $`D_\mu `$. The last term involves the equation of motion and is given by the expression $$\mathrm{\Delta }_4=\beta _1Tr\left(𝒪𝒪^{}\right)+\beta _2Tr\left[(\chi U^{}U\chi ^{})𝒪\right].$$ Here $`𝒪=0`$ is the equation of motion, with $`𝒪`$ a somewhat complicated function also of $`\chi `$, $`U`$, and $`D_\mu `$ This Lagrangian generates a simple effective field theory which allows exact calculations to a given order. Though it was originally motivated by chiral perturbation theory, the result to be obtained from it has absolutely nothing to do with chiral perturbation theory. Using this Lagrangian we can calculate the elastic amplitude for the process $`\pi ^+(p_1)+\pi ^0(p_2)\pi ^+(p_3)+\pi ^0(p_4)`$, obtaining a result given (schematically) as $$\mathrm{\Gamma }_{4\pi }=T_{on}+(\mathrm{}.)(\mathrm{\Lambda }_1+\mathrm{\Lambda }_3)+(\mathrm{}.)\beta _2(\mathrm{\Lambda }_1+\mathrm{\Lambda }_3)+(\mathrm{}.)\beta _1\mathrm{\Lambda }_1+(\mathrm{}.)\beta _1\mathrm{\Lambda }_3$$ where $`(\mathrm{}.)`$ are known factors and $`\mathrm{\Lambda }_i=p_i^2m_\pi ^2`$. This is the exact analog of the off-shell elastic amplitude one would calculate from a potential by solving the Lippman-Schwinger equation. The off-shell part is proportional to $`\mathrm{\Lambda }_1`$ or $`\mathrm{\Lambda }_3`$ and for the most part to the parameters $`\beta _1`$ and $`\beta _2`$. The on-shell amplitude is obtained by taking the limit $`\mathrm{\Lambda }_1,\mathrm{\Lambda }_30`$ Now what happens when we apply a field transformation to the fields in this Lagrangian? To that end consider the transformation $`U^{}\mathrm{exp}(iS)U`$, for arbitrary $`\alpha _1,\alpha _2`$, where $`S`$ is given by $$S=\frac{4i}{F_0^2}\left[\alpha _1𝒪\alpha _2\left(\chi U^{}U\chi ^{}\frac{1}{2}Tr(\chi U^{}U\chi ^{})\right)\right].$$ Under this transformation $`_2(U^{})_2(U)+\delta _2(U)`$ with $$\delta _2=\alpha _1Tr(𝒪𝒪^{})+\alpha _2Tr((\chi U^{}U\chi ^{})𝒪)$$ Clearly $`\delta _2(U)\mathrm{\Delta }_4`$. Thus what the transformation does, since $`\alpha _1,\alpha _2`$ are arbitrary, is to arbitrarily change the values of the coefficients $`\beta _1,\beta _2`$ in the Lagrangian, i.e. to change the coefficients which give the off-shell elastic amplitude. By the general result such transformation does not change the full measurable amplitude, though it clearly changes the off-shell part of the elastic amplitude. Now let us apply this model to bremsstrahlung. The external radiation diagrams can be obtained from the off-shell elastic amplitude, a propagator, and the electromagnetic $`\pi \pi \gamma `$ vertex, all consistently calculated using the model Lagrangian. The result is in abbreviated form, $`M_3+M_1`$ $`=`$ $`T_{on}({\displaystyle \frac{ϵp_3}{kp_3}}{\displaystyle \frac{ϵp_1}{kp_1}})+\mathrm{constant}`$ $`+`$ $`\beta _1(\mathrm{}\mathrm{A}\mathrm{})+\beta _2(\mathrm{}\mathrm{B}\mathrm{})`$ where the A and B pieces are known kinematic dependent factors. $`M_3+M_1`$ is the analogue of what would be calculated in a potential model from the half off-shell T-matrix, a non-relativistic propagator, and an electromagnetic vertex. In a potential model it would be compared with data to extract the off-shell information ’contained’ in $`\beta _1`$ and $`\beta _2`$. But, this approach has to be wrong because field transformations change the value of $`\beta _1`$ and $`\beta _2`$ arbitrarily without changing the value of the bremsstrahlung amplitude. In fact the bremsstrahlung amplitude must be independent of $`\beta _1`$ and $`\beta _2`$ since 0 is one possible value. To understand what is happening, consider the contact term, which can be calculated explicitly in this model, unlike in potential model calculations. $`\mathrm{\Gamma }_{4\pi \gamma }`$ $`=`$ $`\mathrm{const}.\beta _1(\mathrm{}\mathrm{A}\mathrm{})\beta _2(\mathrm{}\mathrm{B}\mathrm{})`$ Comparison of the contact term with $`M_3+M_1`$ shows that all terms involving the parameters $`\beta _1,\beta _2`$, which govern the strength of the off-shell amplitude, cancel in the full result for bremsstrahlung which is thus independent of $`\beta _1`$ and $`\beta _2`$ as it must be. A similar result is obtained when this Lagrangian is used for Compton scattering. The fragment of the amplitude, $`M_1+M_3`$, which is analogous to the usual potential model bremsstrahlung result, does however depend on $`\beta _1,\beta _2`$ and if one considers it alone, one is led to the (spurious) conclusion that off-shell amplitudes can be measured by measuring bremsstrahlung. Let us now consider a different model , one applicable to spin one-half particles. This model corresponds very closely to the types of phenomenological models used in calculations investigating off-shell effects at electromagnetic vertices, e.g. . The prototype reaction will be $`p+np+n+\gamma `$, i.e. proton-neutron bremsstrahlung. We consider the p-n system, rather than the p-p system just to reduce the number of diagrams to be considered and to avoid the extra algebra required for identical particles. We thus start with the Lagrangian, $$_0=\overline{\mathrm{\Psi }}(i/Dm)\mathrm{\Psi }\frac{e\kappa }{4m}\overline{\mathrm{\Psi }}\sigma _{\mu \nu }F^{\mu \nu }\mathrm{\Psi }+g\overline{\mathrm{\Psi }}\mathrm{\Psi }\overline{\mathrm{\Phi }}\mathrm{\Phi }.$$ (1) Here $`D`$ is the covariant derivative, $`e`$ and $`\kappa `$ are the proton charge and anomalous magnetic moment, $`A_\mu `$, $`F_{\mu \nu }`$ are photon field and field strength tensor, and $`\mathrm{\Psi }`$ proton, $`\mathrm{\Phi }`$ neutron. This Lagrangian leads to the standard electromagnetic coupling to a spin one-half particle, the standard free equation for the proton and to a standard, but simplified, scalar boson exchange form for the strong interaction. However it generates no off-shell effects to lowest order. Now consider a field transformation on this Lagrangian of the form $$\mathrm{\Psi }^{}\mathrm{\Psi }+\stackrel{~}{a}g\overline{\mathrm{\Phi }}\mathrm{\Phi }\mathrm{\Psi }+\stackrel{~}{b}e\sigma _{\mu \nu }F^{\mu \nu }\mathrm{\Psi }$$ where $`\stackrel{~}{a}`$ and $`\stackrel{~}{b}`$ are arbitrary constants This transformation generates a new Lagrangian $$_0(\mathrm{\Psi }^{})=_0(\mathrm{\Psi })+\mathrm{\Delta }_1(\mathrm{\Psi })+\mathrm{\Delta }_2(\mathrm{\Psi })$$ The new piece of the Lagrangian $`\mathrm{\Delta }_1(\mathrm{\Psi })`$ generates an off-shell contribution to the strong amplitude proportional to $`\stackrel{~}{a}`$ and an off-shell part of the electromagnetic vertex proportional to $`\stackrel{~}{b}`$ as well as a contact term necessary for gauge invariance. $`\mathrm{\Delta }_2(\mathrm{\Psi })`$ generates only contact terms. If we now take $`_0(\mathrm{\Psi })+\mathrm{\Delta }_1(\mathrm{\Psi })`$ as our Lagrangian we have something corresponding very closely to the Lagrangian used in phenomenological calculations such as those of . It produces off-shell contributions at both strong and electromagnetic vertices. One could compare the predictions of this Lagrangian for bremsstrahlung with data and in principle extract values of the parameters $`\stackrel{~}{a}`$ and $`\stackrel{~}{b}`$. However this does not give any information about off-shell nucleon-nucleon amplitudes. Since the change in the Lagrangian, $`\mathrm{\Delta }_1(\mathrm{\Psi })+\mathrm{\Delta }_2(\mathrm{\Psi })`$, originates in a field transformation it can not affect the bremsstrahlung amplitude. This means that the amplitude using the full Lagrangian must be independent of the parameters $`\stackrel{~}{a}`$ and $`\stackrel{~}{b}`$, which can be verified explicitly. As a corollary, the Lagrangian $`_0(\mathrm{\Psi })\mathrm{\Delta }_2(\mathrm{\Psi })`$ must give exactly the same bremsstrahlung result as $`_0(\mathrm{\Psi })+\mathrm{\Delta }_1(\mathrm{\Psi })`$. But the former Lagrangian contains only contact terms and no off-shell effects while the latter has mainly off-shell effects. One could also use any linear combination of these two Lagrangians. Thus there are an infinite number of Lagrangians, with different proportions of off-shell effects and contact terms which give the same bremsstrahlung amplitude. So again we see that the concept of an off-shell amplitude as a part of a bremsstrahlung amplitude is not well defined and such off-shell amplitudes are not measurable. Let us now summarize what has been learned. Field transformations change the coefficients of the off-shell part of the elastic amplitude without changing the bremsstrahlung amplitude. In effect such transformations simply move terms back and forth between the bremsstrahlung diagrams containing off-shell amplitudes and the contact terms. This means that the off-shell contributions are not uniquely defined and therefore that the ’off-shell amplitude’ is not measurable in bremsstrahlung reactions, contrary to historical expectations. Hence the claim that measuring bremsstrahlung will distinguish among potentials on the basis of their off-shell behavior is just not valid. This result means that most previous calculations and experiments dealing with nucleon-nucleon bremsstrahlung were driven by an aim – to measure off-shell effects – which is just not possible. Does this make nucleon-nucleon bremsstrahlung any less interesting? The answer is clearly no. What emerges from these results is the importance of the contact terms. These contact terms originate from the photon probe of the currents internal to the strong interaction. To understand them in detail one must understand these interactions at a microscopic level, which is probably much more interesting and gives us much more insight about the physical mechanisms involved, than does understanding gross properties of a phenomenological potential. This means however that for the future we need both comprehensive experiments with enough data over a wide enough kinematic range to distinguish details of the process and also microscopic calculations which include specifically details of the contact terms. Finally nothing here depends specifically on the bremsstrahlung process, and so it is probable that off-shell amplitudes are unmeasurable in any process. Thus calculations purporting to show sensitivity to off-shell amplitudes should be viewed with suspicion. The author would like to thank Stefan Scherer who has collaborated on much of what is reported here. The work was also supported in part by a grant from the Natural Sciences and Engineering Research Council of Canada.
warning/0006/cond-mat0006342.html	ar5iv	text	# Hopping between Random Locations: Spectrum and Instanton ## I Introduction Place $`N`$ points randomly in a $`d`$-dimensional Euclidean space of volume $`V`$. Denote the locations of the points by $`\stackrel{}{x}_i\left(i=1,\mathrm{},N\right).`$ Choose a suitably well-behaved function $`f(\stackrel{}{x})`$, vanishing as its argument tends to infinity. Consider the $`N\times N`$ matrix $$H_{ij}=f\left(\stackrel{}{x}_i\stackrel{}{x}_j\right)$$ (1) and solve the eigenvalue equation $`_jH_{ij}\psi _j=E\psi _i`$. We are interested in the density of eigenvalues $`\rho (E)`$ and the localization properties of the eigenvalues $`\psi _i`$ as we average over the ensemble of matrices \[called Euclidean random matrices in Ref. ( )\] generated by placing $`\stackrel{}{x}_i`$ randomly. The limit $`N\mathrm{},V\mathrm{}`$, with the density $`\rho \frac{N}{V}`$ (not to be confused with $`\rho (E)`$ of course) held fixed, is understood. In Ref. () $`\rho (E)`$ was calculated in various approximations. (A more involved version of (1 ) was also studied.) We will refer to this henceforth as model I. This type of random matrix problem may be relevant to a broad class of physical situations, structural glasses and amorphous semi-conductors for example. Matrices of this type have also appeared in the instantaneous normal mode analysis in the theory of liquid and in the bipartite matching problem in combinatorial optimization. A venerable problem in the study of disordered systems is that of an electron in a metal moving in a disordered array of impurities. The simplest version of this problem ignores the periodic potential of the metal and treats the impurities as $`\delta `$-function scatterers with Hamiltonian: $`H=^2+2\pi a{\displaystyle \underset{i=1}{\overset{N}{}}}\delta (\stackrel{}{x}\stackrel{}{x}_i)`$ where $`\stackrel{}{x}_i`$ are randomly located. The density of states in the tail of the distribution, where it is exponentially small, was studied by Lifshitz. Later this calculation was reproduced and extended using an instanton method in the case of a repulsive potential, $`a>0`$. A related problem of an electron moving in a white noise Gaussian random potential was studied by Cardy. One of us extended this model to include a magnetic field $`B`$ in which case $`^2`$ is replaced by $`(ieA)^2`$ with $`A`$ the vector potential. The density of eigenvalues in the tail of the distribution was calculated. We will refer to this henceforth as model II. In this note, we will elucidate the relation between model I and model II. It turns out that the relationship only holds for the case of an attractive potential, $`a<0`$. We will apply the instanton method to study the density of eigenvalues $`\rho (E)`$ for large negative $`E`$. This calculation is similar to that for $`a>0`$ already carried out earlier. Finally, we extend model I to include a magnetic field $`B`$ for $`d=2`$. Model I with a magnetic field may be relevant for studying the quantum Hall transitions. ## II Review of Field Theoretic Formulation In Ref. () the problem was mapped into a quantum field theory. We will review the procedure here. We start with the replica identity $$\mathrm{\Xi }_N=\frac{1}{det(zH)^n}=e^{ntr\mathrm{log}(zH)}$$ (2) $$=\underset{i=1}{\overset{N}{}}\underset{a=1}{\overset{n}{}}d\varphi _i^ae^{_{ija}\varphi _i^a\left(z\delta _{ij}H_{ij}\right)\varphi _j^a}$$ (3) with $`H_{ij}=f(x_i,x_j)`$. Here $`a=1,2,\mathrm{},n`$ is the replica index. We have used complex integration variables $`\varphi _j^a`$ here because eventually we want to study the problem with a magnetic field in which case $`H`$ will be Hermitian rather than real symmetric as in (1 ), for which real integration variables would have sufficed. Once we have calculated $`\mathrm{\Xi }_N`$ we can obtain the desired Green’s function by differentiation: $$G(z)=\frac{1}{N}tr\frac{1}{zH}=\underset{n0}{lim}\left(\frac{1}{N}\left(\frac{1}{n}\frac{}{z}\right)\mathrm{\Xi }_N\right)$$ (4) Let us insert the representation of the identity (here $`\psi `$ and $`\widehat{\psi }`$ denote two complex scalar fields) $$1=D\widehat{\psi }\delta \left(\widehat{\psi }_a(x)\underset{i}{}\varphi _i^a\delta (xx_i)\right)=D\psi D\widehat{\psi }e^{i_a{\scriptscriptstyle 𝑑x\psi _a^{}(x)\left(\widehat{\psi }_a(x)_{ia}\varphi _i^a\delta (xx_i)\right)}+h.c.}$$ (5) into the functional integral refining $`\mathrm{\Xi }`$, thus obtaining $$\mathrm{\Xi }_N=D\widehat{\psi }D\psi e^{_a{\scriptscriptstyle 𝑑x𝑑y\widehat{\psi }_a^{}(x)f(x,y)\widehat{\psi }_a(y)}}e^{i{\scriptscriptstyle 𝑑x\psi _a^{}(x)\widehat{\psi }_a(x)}+h.c.}J$$ (6) where $$J𝑑\varphi e^{z_{ia}\|\varphi _i^a\|^2i_{ia}(\varphi _i^a\psi _a^{}(x_i)+h.c.)}$$ (7) is a functional of $`\psi `$. Integrating out $`\varphi `$, we find $$J=\underset{i}{}\left(\frac{2\pi }{z}\right)^ne^{\frac{1}{z}_i\|\psi _a(x_i)\|^2}$$ (8) Recall that the average $`J`$ means $`\frac{dx_1}{V}\frac{dx_2}{V}\mathrm{}\frac{dx_N}{V}J`$ we see that the multiple integral factorizes and we obtain $$J=A^N$$ (9) with $$A\frac{1}{V}𝑑xe^{\frac{1}{z}_a\|\psi _a(x)\|^2}$$ (10) We have taken the $`n0`$ limit wherever we are allowed to do so. The integral over $`\widehat{\psi }`$ can be done immediately giving $$\mathrm{\Xi }_N=D\psi e^{{\scriptscriptstyle 𝑑x𝑑y\psi ^{}(x)f^1(x,y)\psi (y)}}A^N$$ (11) To put the factor $`A^N`$ into the exponential we follow Gibbs and introduce the grand canonical ensemble $$Z(\alpha )\underset{N=0}{\overset{\mathrm{}}{}}\frac{\alpha ^N}{N!}\mathrm{\Xi }_N=D\psi e^{{\scriptscriptstyle \psi ^{}f^1\psi }+\frac{\alpha }{V}{\scriptscriptstyle 𝑑xe^{^{\frac{1}{z}_a\|\psi _a(x)\|^2}}}}$$ (12) In other words, instead of focusing on the original problem of studying a random $`N`$ by $`N`$ matrix we now consider an ensemble of such matrices with $`N`$ varying over the non-negative integers. We expect the sum in (12 ) to be dominated by some values of $`N`$: $$N=\frac{}{\alpha }\mathrm{log}Z(\alpha )=\frac{\alpha }{V}𝑑xe^{\frac{1}{z}_a\|\psi _a(x)\|^2}\mathrm{@}>>n0>\alpha $$ (13) Defining the density of points as $`\rho \frac{N}{V},`$ we obtain $`Z(\alpha )=D\psi e^{S(\psi )}`$ with the action $$S(\psi )=\underset{a}{}𝑑x𝑑y\psi _a^{}(x)f^1(x,y)\psi _a(y)\rho 𝑑xe^{\frac{1}{z}_a\|\psi _a(x)\|^2}$$ (14) The action $`S(\psi )`$ defines a non-local field theory. Up to this point, any $`f(x,y)`$ could have been used. A particularly convenient choice is the Yukawa function $$f(x,y)=f(xy)=()\frac{d^dk}{(2\pi )^d}\frac{e^{ik(xy)}}{k^2+m^2}$$ (15) The overall minus sign is included so that the resulting field theory would have the standard kinetic energy term: $$S(\psi )=d^dx\left[\underset{a=1}{\overset{n}{}}(\|\psi _a\|^2+m^2\|\psi _a\|^2)\rho e^{\frac{1}{z}_{a=1}^n\|\psi _a\|^2}\right]$$ (16) One remark about the spectrum: The eigenvalue equation implies that for a general $`f(x)=\frac{d^dk}{(2\pi )^d}\stackrel{~}{f}(k)`$ $$E=\underset{ij}{}\psi _i^{}H_{ij}\psi _j=\underset{ij}{}\psi _i^{}\frac{d^dk}{(2\pi )^d}\stackrel{~}{f}(k)e^{ik(x_ix_j)}\psi _j=\frac{d^dk}{(2\pi )^d}\stackrel{~}{f}(k)\|\underset{j}{}e^{ikx_j}\psi _j\|^2$$ (17) Thus, for $`\stackrel{~}{f}(k)<0`$, as is the case with the choice in (15), the eigenvalues are all negative. A few remarks about renormalizability and dimensionless parameters are in order. This field theory is ultraviolet finite in $`d=1`$, renormalizable in $`d=2`$ (although requiring an infinite number of counter-terms in contrast to the sine Gordon theory with its special symmetry) and non-renormalizable in $`d>2`$. The original problem, in model I, is well defined for any well defined $`f(x).`$ However, for the particular choice of $`f(x)=()\frac{d^dk}{(2\pi )^d}\frac{e^{ikx}}{k^2+m^2}`$ we used in order for the field theory to have a normal kinetic energy term, $`f(0)`$ does not exist for $`d>1`$. One way of regularizing is to write $$f(x)=()\frac{d^dk}{(2\pi )^d}e^{ikx}(\frac{1}{k^2+m^2}\frac{1}{k^2+M^2})=()\frac{d^dk}{(2\pi )^d}\frac{e^{ikx}}{(k^2+m^2)(k^2+M^2)}(M^2m^2).$$ (18) The field theory would then be cut off correspondingly by the Pauli-Villars mass $`M.`$ The ultraviolet difficulties in model II can be understood as arising from the fact that a $`\delta `$-function potential is too singular to have a well-defined spectrum for $`d>1`$. Physical ultra-violet regularizations would replace the $`\delta `$-function potential by a smooth function. Thus, in $`d=1`$ the density of states should be a well-defined function of $`E`$ , $`\rho `$ and $`m`$. In $`d=2`$ it should be expressible in terms of renormalized parameters but in $`d>2`$ it will be strongly dependent on the details of the cut-off. Ignoring cut-offs, we see that the field theory (16) contains two dimensionless quantities: $`\nu \rho /m^d`$ and $`\mathrm{\Omega }\|E\|m^2/\rho ,`$ where we have set $`z=\|E\|`$ in light of an earlier remark. The parameter $`\nu `$ has the physical interpretation of the number of points in the correlation volume of the function $`f`$. Consider expanding the action: $$S(\psi )=d^dx\underset{a=1}{\overset{n}{}}(\|\psi _a\|^2+(m^2\frac{\rho }{\|E\|})\|\psi _a\|^2)\frac{\rho }{\|E\|^2}(\underset{a=1}{\overset{n}{}}\|\psi _a\|^2)^2+\mathrm{}].$$ (19) The coupling constant of the $`\psi ^{2n}`$ term is of order $`\rho /E^n`$. Since this has dimensions of $`(\text{mass})^{dn(d2)}`$, we see that the condition for the dimensionless coupling constant to be small is (for $`n2)`$: $$\mathrm{\Omega }^n\nu ^{n1}>>1.$$ (20) Here we have assumed $`\mathrm{\Omega }>1`$, a condition neccessary for the perturbative stability of the theory, as discussed in Sec. IV. If $`\mathrm{\Omega }`$ is only slightly greater than 1 then we get more complicated conditions: $$\mathrm{\Omega }^n\nu ^{n1}\left[1\frac{1}{\mathrm{\Omega }}\right]^{d/2+n(1d/2)}>>1.$$ (21) We see that the conditions of Eq. (20) or (21) require at least one of the two parameters $`\mathrm{\Omega }`$ and $`\nu `$ to be large. ## III Relationship between Models I and II Consider model II in the case of an attractive potential, $`a<0`$ and assume that all points are far apart compared to the range of the ground state wave-function, $`\stackrel{}{\psi }_0(\stackrel{}{r})`$, for a single $`\delta `$-function potential. Then the lowest energy states will be formed by tunnelling processes between these lowest bound states. (As mentioned above, for $`d>1`$, the $`\delta `$-function potential must actually be replaced by some smooth function.) To formalize this, we go to the tight binding approximation. The hopping amplitude for an electron to go from a potential well at the origin to a potential well a distance $`\stackrel{}{R}`$ away is given by the overlap integral $$t(\stackrel{}{R})=2\pi a\psi _0(\stackrel{}{0})\psi _0(\stackrel{}{R})$$ (22) where $`\psi _0(\stackrel{}{r})`$ is the solution of $$^2\psi _0(\stackrel{}{r})=E\psi _0(\stackrel{}{r})$$ (23) (for $`r>0`$) with $`E`$ the (negative) binding energy in the single site potential. The hopping amplitude $`t(\stackrel{}{R})`$ is thus just a constant times a wave function $`\psi _0(\stackrel{}{R})`$ and so essentially equal to the Yukawa function in Eq. (15) with $`\|E\|`$ playing the role of $`m^2.`$ In ref.(), it was shown that model II can be represented in terms of a field theory with the action $`S(\psi )={\displaystyle d^dx\left[\underset{a=1}{\overset{n}{}}(\|\psi _a\|^2E\|\psi _a\|^2)+\rho (1e^{2\pi a_{a=1}^n\|\psi _a\|^2})\right]}.`$ In light of the preceding discussion, this is precisely what we would expect. Thus, we see that model II corresponds to model I with a specific choice of the function $`f(\stackrel{}{x}),`$ with the map of the complex variable $`z`$ to the inverse of the strength of the potential $`2\pi a`$ and $`m^2`$ to $`E`$. ## IV Instanton Analysis In Ref. () the density of eigenvalues was studied starting with the field theory(16). Here as promised we will use the instanton method to study the tail of the spectrum. In order for $`G(z)`$ to have an imaginary part the functional integral defining the field theory has to be “sick”. Otherwise, the functional integral, if well defined, is manifestly real. Let us check this statement. Consider the regime in which $`z`$ is real positive so that $`z=\|z\|`$. Then the potential $$V(\psi )=m^2\|\psi \|^2\rho \left(e^{\frac{1}{\|z\|}\|\psi \|^2}1\right)\left(m^2+\frac{\rho }{\|z\|}\right)\|\psi \|^2+\mathrm{}$$ (24) is well-behaved at large $`\|\psi \|`$and so perturbation theory should be fine. Indeed, by the argument given earlier we expect all the eigenvalues to be negative, and so $`G(z)`$ should not have an imaginary part. In contrast, for $`z`$ negative, we have $$V(\psi )=m^2\|\psi \|^2\rho \left(e^{\frac{1}{\|z\|}\|\psi \|^2}1\right)\left(m^2\frac{\rho }{\|z\|}\right)\|\psi \|^2+\mathrm{}$$ (25) The potential is unbounded below for large $`\|\psi \|`$. Perturbation theory fails and $`G(z)`$ could well have an imaginary part. From (25) we see that we should distinguish two regimes: small eigenvalue $`\|z\|\rho /m^2`$ and large eigenvalue $`\|z\|\rho /m^2`$. In the large eigenvalue regime the potential $`V(\psi )`$ starts out concave upward before becoming unbounded and so there can be an instanton configuration connecting $`\psi =0`$ to $`\psi =\psi _0`$ where $`V(\psi _0)=0`$. In the small eigenvalue $`\|z\|\rho /m^2`$ regime the potential $`V(\psi )`$ starts out downward and the instanton approach does not apply. Some other non-perturbative method is needed to study the spectrum. To summarize, we have three regimes: (I) $`z`$ real positive, no eigenvalue and $`G(z)`$ does not have an imaginary part, (IIa) $`z`$ real negative and $`\|z\|\rho /m^2`$ (that is, $`\mathrm{\Omega }1)`$ non-perturbative regime, and finally (IIb) $`z`$ real negative and $`\|z\|\rho /m^2`$ (that is, $`\mathrm{\Omega }>1)`$, and the instanton approach applies provided that the coupling constants are small, the conditions of Eq. (20). In this paper we focus on the regime (IIb) and hence study the tail of the eigenvalue distribution. We will now give a heuristic argument on how large negative eigenvalues can occur. Suppose that in the distribution of the $`N`$ random points we have an isolated cluster of $`k`$ points within a length scale comparable to the length scale $`l`$ characteristic of $`f(x)`$ ($`l=1/m`$ in our specific example). The Hamiltonian $`H`$ then contains a $`k`$ by $`k`$ block whose entries are of order $`f(0),`$ thus giving us one eigenvalue of order $`kf(0)`$ (recall that $`f(0)`$ is negative in our example.) The probability $`P_k`$ of obtaining such a cluster is given by the Poisson distribution $`P_ke^{(\rho l^d)}\frac{(\rho l^d)^k}{k!}`$ and so heuristically we obtain the estimate for the probability of obtaining a large negative eigenvalue $`E`$ to be $$P(E)e^{\|\frac{E}{f(0)}\|\mathrm{log}\|\frac{E}{f(0)}\|}$$ (26) We expect that this heuristic argument will work best for $`d=1.`$ For $`z=E`$ large and negative, let us scale $`\psi =\sqrt{\|E\|}\phi `$ and $`x=y/m`$ to rewrite the action as $`S(\phi )={\displaystyle \frac{\|E\|}{m^{d2}}}{\displaystyle }d^dy(\|_y\phi \|^2+(\|\phi \|^2{\displaystyle \frac{\rho }{\|E\|m^2}}e^{\|\phi \|^2})`$ In terms of the dimensionless quantities $`\mathrm{\Omega }\frac{\|E\|m^2}{\rho }`$ and $`\nu \rho /m^d,`$we see that $`e^Se^{\nu \mathrm{\Omega }h(\mathrm{\Omega })}`$ for some function $`h.`$ When the conditions of Eq. (20) are satisfied, the functional integral giving $`Z(\alpha )`$ is dominated by the extremum of the action $`S`$, namely the instanton. We assume that the instanton is spherically symmetric, so that $`q\|\phi \|`$ is a function of $`\|\stackrel{}{y}\|`$ only. Following standard practice in instanton analysis we identify $`q`$ as the position of a particle along a line and $`t\frac{1}{\sqrt{2}}\|\stackrel{}{y}\|`$ as time, we have the equation of motion $$\frac{d^2q}{dt^2}+\frac{(d1)}{t}\frac{dq}{dt}=\frac{dU}{dq}$$ (27) with the potential $$U(q)=q^2+\frac{1}{\mathrm{\Omega }}\left(e^{q^2}1\right)$$ (28) as shown in figure (1). For $`d>1`$, there is a time-dependent friction term. For $`d=1`$ there is no friction. Let us define $`q_0`$ and $`q_{min}`$by $`U\left(q_0\right)=0`$ and $`U^{}\left(q_{min}\right)=0`$ respectively: $$q_{min}^2=\mathrm{log}\mathrm{\Omega }$$ (29) and $`q_0^2=\mathrm{log}\left(\mathrm{\Omega }q_0^2+1\right)`$ We have $`q_0^2\mathrm{log}\mathrm{\Omega }+\mathrm{log}\mathrm{log}\mathrm{\Omega }+\mathrm{}`$ for $`\mathrm{\Omega }>>1.`$ We wish to determine the trajectory of the particle, starting at $`q=q_0`$ at $`t=0`$ and ending at $`q=0`$ at $`t=\mathrm{}`$. In the end, we would like to calculate the action associated with the trajectory. Clearly, we need to treat the cases $`d=1`$ and $`d>1`$ separately. For $`d=1`$, we have explicitly $`S=2\sqrt{2}\|E\|m_0^{\mathrm{}}𝑑t\left(\frac{1}{2}\dot{q}^2U(q)\right).`$ It is convenient to work with the reduced action $`S_r=_0^{\mathrm{}}𝑑t\left(\frac{1}{2}\dot{q}^2U(q)\right)`$. With the initial conditions specified, the equation of motion integrates to $`\dot{q}^2=2U(q)`$ and so the trajectory is given by $$t=_q^{q_0}\frac{dq^{}}{\sqrt{2U(q^)}}$$ (30) Evaluated for this trajectory (30) the action is equal to $$S_r=_0^{\mathrm{}}𝑑t\dot{q}^2=_0^{q_0}𝑑q\sqrt{2U(q)}$$ (31) which can be easily integrated numerically as a function of $`\mathrm{\Omega }.`$ Our instanton analysis thus predicts that for $`d=1,`$ the tail of the eigenvalue distribution should go like $$P(E)LF(\|E\|,\rho )e^{2\sqrt{2}\nu \mathrm{\Omega }S_r(\mathrm{\Omega })}$$ (33) where $`L`$ denotes the size of the system (which we need to compare with direct numerical diagonalizations of $`H)`$ and $`F(\|E\|,\rho )`$ the infamous determinant factor in instanton calculations (which we have not computed.) We expect $`F(\|E\|,\rho )`$ to be slowly varying compared to the exponential factor $`e^{2\sqrt{2}\nu \mathrm{\Omega }S_r(\mathrm{\Omega })}.`$ We have done some numerical work in which we diagonalized the matrix $`H`$ directly for $`N`$ ranging up to 1000. In figure (2) we show the numerical data for $`N=1000,`$ $`\rho =1.2,`$ and $`m=(1.3)^1.`$ Only the tail of the distribution, which we take to be comprised of the $`250`$ eigenvalues with the most negative $`E`$, is displayed. We take (33 ) and compute the integrated number of eigenvalues $`N(E)=N_{\mathrm{}}^E𝑑E^{}P(E^{})`$, treating $`F(\|E\|,\rho )`$ as a constant $`C`$ in the range of $`E`$ of interest. ($`N(E)`$ is not to be confused with $`N`$ of course; $`N(\mathrm{})=N.)`$ We then do a one parameter fit in $`C`$ to the numerical data. As expected, the theoretical curve appears to fit the numerical data in the applicable regime, Eq. (20). It should be kept in mind that the theoretical curve fails to make sense as $`\mathrm{\Omega }`$ approaches $`1`$ which, for our particular parameter choice, corresponds to $`E=2.03`$. Also, the numerical data is clearly dominated by finite size effects in the extreme tail where $`N(E)`$ is O(1). Analytically, we are able to study the problem only for $`\mathrm{\Omega }>>1`$ in which case $$S_r\frac{1}{\sqrt{2}}\mathrm{log}\mathrm{\Omega }$$ (34) We can check this result by studying the trajectory of course. Think of the particle being released at $`q_0`$ with zero velocity. We divide the trajectory into three regimes: (1) short time, during which the particle moves rapidly from $`q_0`$ to $`q_{min}`$, (2) intermediate time, during which the particle passes through the minimum of the potential at $`q_{min}`$, and (3) long time, during which the particle slowly climbs the hill to $`q=0`$. A priori, it is not immediately obvious whether the short or long time regime gives the dominant contribution to $`S_r`$. A detailed calculation, which we now outline, shows that the long time regime dominates for $`\mathrm{\Omega }1`$. In the short time regime, we approximate $`U(q)2q_0^3(qq_0)`$, thus obtaining $`q(t)=q_0\frac{1}{2}q_0^3t^2+\mathrm{}.`$ Similarly, we approximate $`U(q)`$ in the other two regimes and match the trajectory, thus obtaining in the intermediate time regime $`q(t)=q_{min}\frac{1}{\sqrt{2}}\mathrm{sin}(\sqrt{2\mathrm{log}\mathrm{\Omega }}(tt_{min}))+\mathrm{}`$ and in the long time regime $`q(t)=q_{min}e^{(tt_{min})}+\mathrm{}`$ where $`t_{min}=(\frac{2}{q_0^3}(q_0q_{min}))^{\frac{1}{2}}\frac{(2\mathrm{log}\mathrm{log}\mathrm{\Omega })^{\frac{1}{2}}}{\mathrm{log}\mathrm{\Omega }}.`$ Substituting into $`S_r,`$ we find that $`S_r`$ goes like $`O((\mathrm{log}\mathrm{log}\mathrm{\Omega })^{\frac{3}{2}}),`$ $`O((\mathrm{log}\mathrm{log}\mathrm{\Omega })^{\frac{1}{2}})`$, and $`\frac{1}{\sqrt{2}}\mathrm{log}\mathrm{\Omega }`$ in the short, intermediate, and long time regime respectively. Thus, the long time regime dominates and we obtain $$S2\|E\|m\mathrm{log}\frac{\|E\|m^2}{\rho }$$ (35) Using $`f(0)=1/2m`$, in $`d=1`$, from Eq. (15), we see that the instanton result, Eq. (35), is in agreement with the heuristic argument of Eq. ( 26). The limit $`\mathrm{\Omega }=1+\delta ,`$with $`\delta 1`$ is also interesting. We have $`q_0\sqrt{2\delta }`$ and $`q_{min}\sqrt{\delta },`$ with $`U(q)\delta q^2+\frac{1}{2}q^4.`$ The trajectory is explicitly found to be $`q(t)=\sqrt{2\delta (1\mathrm{tanh}\sqrt{2\delta }t)}.`$ We obtain $$S\frac{3}{2\sqrt{2}}(\frac{\|E\|m^2}{\rho }1)^{\frac{3}{2}}$$ (36) We now turn to higher dimensions $`d=2`$ or $`3.`$ The equation of motion now includes a friction term $`{\displaystyle \frac{d^2q}{dt^2}}+{\displaystyle \frac{(d1)}{t}}{\displaystyle \frac{dq}{dt}}=q(1{\displaystyle \frac{1}{\mathrm{\Omega }}}e^{q^2})`$ At small time, near $`q_0`$ we have $`\frac{d^2q}{dt^2}+\frac{(d1)}{t}\frac{dq}{dt}\gamma `$ and the solution $`q(t)=q_0\frac{\gamma }{2d}t^2+\mathrm{}.`$ Henceforth we will consider only the large $`\mathrm{\Omega }`$ limit. The minimum of the potential at $`q_{min}`$ is reached at time $`t_{min}=\sqrt{2d(q_0q_{min})/\gamma }\sqrt{d\frac{\mathrm{log}\mathrm{log}\mathrm{\Omega }}{(\mathrm{log}\mathrm{\Omega })^2}}0`$ for large $`\mathrm{\Omega }.`$ Focussing then on the large time regime we can approximate the equation of motion by $`{\displaystyle \frac{d^2q}{dt^2}}+{\displaystyle \frac{(d1)}{t}}{\displaystyle \frac{dq}{dt}}q`$ Remarkably, for $`d=3,`$ we have an exact solution $`q(t)=\frac{c}{t}e^t`$ with constant $`c`$ fixed by matching to the small time solution so that $`q(t)=q_{min}t_{min}\frac{1}{t}e^{(tt_{min})}.`$ Putting this solution into the action we find $`S{\displaystyle \frac{(\mathrm{log}\mathrm{\Omega })^3}{\mathrm{log}\mathrm{log}\mathrm{\Omega }}}`$ for large $`\mathrm{\Omega }.`$ For $`d=2,`$ we mention for what it is worth that the equation of motion has an exact solution for large time in terms of a Bessel function: $$q(t)=c^{}K_0(t)\mathrm{@}>>t\mathrm{}>c^{}\sqrt{\frac{\pi }{2t}}e^t(1\frac{1}{8t}+\mathrm{})$$ (37) In fact, this instanton calculation seems to agree with the heuristic argument, given earlier in this section, only in $`d=1`$. While we do not understand this discrepancy, we suspect that it is related to the existence of ultraviolet divergences for $`d>1`$. Note that the heuristic estimate of Eq. (26) involves $`f(0)`$, which is ultraviolet divergent for $`d>1`$. On the other hand, the instanton result appears to be ultraviolet finite. However, this is somewhat illusory, since we expect loop corrections to bring in divergences, for $`d>1`$. This issue requires further investigation. ## V Magnetic Field In this paper, we propose a natural generalization of model I to include a magnetic field. In principle, this would define a new model for studying localization properties in the quantum Hall system. There are two possibilities. In the first, we write $$f(\stackrel{}{x_i},\stackrel{}{x_j})=g(\stackrel{}{x_i},\stackrel{}{x_j})e^{i_{x_i}^{x_j}\stackrel{}{A}.d\stackrel{}{l}}$$ (38) To have a well defined model, we have to specify the path joining $`\stackrel{}{x_i}`$ to $`\stackrel{}{x_j}`$. The simplest choice is to take a straight line, then the phase factor in (38)becomes $`e^{\frac{1}{2}iB\left(\stackrel{}{x_i}\times \stackrel{}{x_j}\right)}`$for a constant magnetic field $`B`$. Unfortunately, $`f^1(x,y)`$, the functional inverse of $`f(x,y)`$ in (38), does not have a particularly simple form, and so the corresponding field theory is not particularly attractive. On the other hand, we can simply define the model we would like to study by writing down the field theory $$S=d^2x\left[\underset{a=1}{\overset{n}{}}(\|D\psi _a\|^2+m^2\|\psi _a\|^2)\rho e^{\frac{1}{z}_{a=1}^n\|\psi _a\|^2}\right]$$ (39) with the covariant derivative $`D_j=_jiA_j`$. Now the inverse $`f(x,y)`$ of $`f^1(x,y)=(D^2+m^2)\delta (xy)`$ does not have a particularly simply form. The second form, Eq. (39) arises from the magnetic version of model II. Thus, we can define two different classes of models to study density of states and localization in the presence of a magnetic field. We can either have a simple $`f(x,y)`$ or a simple $`f^1(x,y).`$ Suppose we want to calculate the density of states for $`\rho `$ large. Doing a high density expansion of the Green’s function, we have $$G(z)=\underset{n=0}{\overset{\mathrm{}}{}}\frac{1}{z^{n+1}}\rho ^n𝑑x_1𝑑x_2\mathrm{}𝑑x_nf\left(x_1x_2\right)\mathrm{}f\left(x_{n1}x_n\right)e^{\frac{i}{2}B\left[\left(\stackrel{}{x_1}\times \stackrel{}{x_2}\right)+\left(\stackrel{}{x_2}\times \stackrel{}{x_3}\right)+\mathrm{}+\left(\stackrel{}{x_n}\times \stackrel{}{x_1}\right)\right]}$$ (40) After Fourier transforming $$f(x)=\frac{d^2k}{(2\pi )^2}e^{i\stackrel{}{k}\stackrel{}{x}}f(k)$$ (41) we can do the Gaussian integrals over $`x`$ to obtain $$G(z)=\underset{n=0}{\overset{\mathrm{}}{}}\frac{1}{z^{n+1}}\rho ^n\frac{d^2k_1}{(2\pi )^2}\mathrm{}\frac{d^2k_n}{(2\pi )^2}f\left(k_1\right)\mathrm{}f\left(k_n\right)e^{\frac{i}{2Bn}_q\frac{1}{2cosq}\left(\stackrel{}{T}\times \stackrel{}{T}^{}\right)}$$ (42) where $$\stackrel{}{T}=\underset{j}{}e^{iqj}\stackrel{}{p}_j$$ (43) where $`\stackrel{}{p}_j=\stackrel{}{k}_j\stackrel{}{k}_{j1}.`$ We were not able to evaluate $`G(z)`$ but in principle it might be possible for a Gaussian $`f(k)=e^{ak^2}`$ . In the $`B0`$ limit the stationary phase requirement forces all the $`\stackrel{}{k}`$’s to be equal and so we recover the appropriate zero magnetic field result in Ref. (). In the opposite $`B\mathrm{}`$ limit we drop the exponential and obtain to leading order $`G(z)=\frac{1}{z\rho f(x=0)},`$ a result as expected. It simply says that as the Larmor radius goes to zero, each point in our random collection of points is its own universe. Again, in principle, the corrections in powers of $`1/B`$ could be worked out. ###### Acknowledgements. One of us (AZ) would like to thank Th. Nieuwhenhuizen for helpful discussions and for hospitality at the University of Amsterdam. The research of IA is supported in part by NSERC of Canada and by the NSF grant PHY94-07194 and that of AZ is supported in part by the NSF grants NSF89-04035 and PHY94-07194.
warning/0006/cond-mat0006040.html	ar5iv	text	# Anomalous dephasing of bosonic excitons interacting with phonons in the vicinity of the Bose-Einstein condensation ## 1 Introduction Bose-Einstein condensation (BEC) is a fascinating topic attracting new interest, due to recent experimental observation for BEC of atomic ensembles Anderson ; Davis and evidence for BEC of excitons in semiconductors Mys ; Butov ; Lin ; Goto . In spite of the many similarities between bosonic atoms and excitons in semiconductors with large binding energy, the BEC of the latter has the interesting specific feature that the order parameter of the excitonic condensate is identical to its optical polarization. Therefore it is directly accessible by relatively simple optical measurements. This fact stimulated theoretical predictions of unusual nonlinear optical properties in the condensed regime Sham . In this paper the decay of the polarization $`p`$ (=order parameter) is studied after excitation with a coherent laser beam, if one approaches the critical density $`n_c`$ for a BEC, where an unusual dephasing kinetics can be expected. Unlike most studies of the condensation kinetics Laci ; Ivanov ; Tikhodeev , here a large macroscopic occupation of the condensate is created by the excitation process via allowed optical transitions. This induced exciton amplitude may then decay to its zero or nonzero stationary value. The final stationary solution is perfectly described by the equilibrium theory of the free Bose gas. One of the most promising candidates for an excitonic BEC is $`Cu_2O`$ Snoke with its extremely stable excitons. Due to its dipole forbidden exciton transition, an experiment corresponding to our simulations would use two-photon transitions for the excitation of ortho-excitons and a time-resolved polarization measurement via the same mechanism Frohlich . Although for a detailed quantitative simulation of such an experiment, additional effects like polariton effects Claudia , lifetime effects Tikhodeev and the subtle excitation mechanism will play a role even in the low density limit, our main predictions should be observable at least qualitatively also in $`Cu_2O`$ close to a $`BEC`$. ## 2 Incoherent relaxation and dephasing kinetics for excitons interacting with a bath of acoustic phonons 1s-excitons with center-of-mass momentum $`\stackrel{}{k}`$ are treated in the boson approximation, i.e. the exciton operators fulfill the commutation relation $`[a_\stackrel{}{k},a_\stackrel{}{k}^{}^+]_{}=\delta _{\stackrel{}{k},\stackrel{}{k}^{}}`$. This approximation is only justified in semiconductors with large exciton binding energy, when $`na_0^31`$ and mainly 1s-excitons are excited. These excitons interact with longitudinal acoustic phonons and a coherent classical light pulse via a dipole interaction. The Hamiltonian is given by $`H`$ $`=`$ $`{\displaystyle \underset{\stackrel{}{k}}{}}e_\stackrel{}{k}a_\stackrel{}{k}^{}a_\stackrel{}{k}+{\displaystyle \underset{\stackrel{}{q}}{}}\mathrm{}\omega _\stackrel{}{q}b_\stackrel{}{q}^{}b_\stackrel{}{q}`$ (1) $`+`$ $`{\displaystyle \frac{1}{\sqrt{V}}}`$ $`{\displaystyle \underset{\stackrel{}{k},\stackrel{}{q}}{}}g_\stackrel{}{q}a_{\stackrel{}{k}+\stackrel{}{q}}^{}a_\stackrel{}{k}(b_\stackrel{}{q}+b_\stackrel{}{q}^{})\sqrt{V}(dE(t)a_0^{}+h.c.)`$ with the dispersion of the excitons and phonons $$e_\stackrel{}{k}=\frac{\mathrm{}^2\stackrel{}{k}^2}{2m},\omega _\stackrel{}{q}=c\|\stackrel{}{q}\|,$$ (2) respectively, where $`m`$ is the translational exciton mass and $`c`$ the sound velocity. The deformation potential matrix element $$g_\stackrel{}{q}=G\sqrt{\mathrm{}\omega _\stackrel{}{q}}$$ (3) in the long-wave length limit. The interaction constant $`G`$ is given in terms of the deformation potential $`D`$ and the crystal density $`\rho `$ by $`G^2=\frac{D^2}{\rho c^2}`$. The finite photon momentum has been neglected. We define further the exciton distribution function $`n_k=a_k^{}a_k`$ with $`k0`$ and the exciton polarization amplitude $`p=\frac{1}{\sqrt{V}}a_0`$. One gets a closed set of kinetic equations for the polarization $`p`$ and the exciton occupation $`n_k`$, by extending the standard method for deriving a semiclassical Boltzmann equations also to the order parameter $`p`$ Laci . The Heisenberg equations for $`a_0`$ and $`a_k^+a_k`$ are iterated to second order in the interaction potential $`g_q`$. The higher order mean-values are factorized and the only correlations kept are $`p`$ and $`n_k`$, e.g. $$aa^+ab^+b(1+a^+a)ab^+b+aa^+ab^+b.$$ Neglecting principal value contributions as well as finite lifetime effects and performing the Markov limit, one arrives at Laci $`{\displaystyle \frac{}{t}}n_\stackrel{}{k}`$ $`=`$ $`{\displaystyle \frac{1}{V}}{\displaystyle \underset{\stackrel{}{k}^{}}{}}\{W_{\stackrel{}{k}\stackrel{}{k}^{}}n_\stackrel{}{k}(1+n_\stackrel{}{k}^{})(\stackrel{}{k}\stackrel{}{k}^{})\}`$ (4) $``$ $`\left[W_{\stackrel{}{k}0}n_\stackrel{}{k}W_{0\stackrel{}{k}}(1+n_\stackrel{}{k})\right]\|p\|^2`$ $`{\displaystyle \frac{}{t}}p`$ $`=`$ $`{\displaystyle \frac{1}{2V}}{\displaystyle \underset{\stackrel{}{k}^{}}{}}\left[W_{\stackrel{}{k}^{}0}n_\stackrel{}{k}^{}W_{0\stackrel{}{k}^{}}(1+n_\stackrel{}{k}^{})\right]p`$ (5) $`+`$ $`{\displaystyle \frac{i}{2\mathrm{}}}dE_0(t).`$ The transition rates are given by Fermi’s golden rule $`W_{\stackrel{}{k}\stackrel{}{k}^{}}`$ $`=`$ $`{\displaystyle \frac{2\pi G^2}{\mathrm{}}}\|e_\stackrel{}{k}e_\stackrel{}{k}^{}\|[N_{\stackrel{}{k}^{}\stackrel{}{k}}\delta (e_\stackrel{}{k}e_\stackrel{}{k}^{}+\mathrm{}\omega _{\stackrel{}{k}^{}\stackrel{}{k}})`$ (6) $`+`$ $`(1+N_{\stackrel{}{k}\stackrel{}{k}^{}})\delta (e_\stackrel{}{k}e_\stackrel{}{k}^{}\mathrm{}\omega _{\stackrel{}{k}\stackrel{}{k}^{}})],`$ where $`N_k=\frac{1}{e^{\beta \mathrm{}\omega _k}1}`$ is the thermal distribution of the phonons. The delta-functions are broadened into Lorentz -ians according to Laci . In what follows (except in the last chapter) we will study the consequence of these equations. ## 3 Laser pulse induced Bose Einstein condensation The strength of the laser pulse can be varied to excite densities below (see Fig.1) and above (see Fig. 2) the critical density for the BEC. The laser pulse is tuned to the lowest 1s-exciton resonance and has a duration of $`2.5ns`$. As an example $`ZnSe`$ parameters have been chosen at a low temperature of $`0.5K`$. Although the BEC in $`ZnSe`$ may be unlikely, this semiconductor with its dipole allowed excitons serves well to demonstrate our ideas, which may hold for different experimental setups and materials. In Fig. 1 and Fig. 2 a light pulse induced condensation is obtained. At excitation densities below the critical density the polarization $`\|p\|`$ decays exponentially until it vanishes as expected from usual optical experiments (Fig. 1). At stronger excitations above the critical density, the exciton polarization approaches non-exponentially its finite stationary value (Fig. 2) , which is non-zero due to the onset of condensation. This stationary polarization is given in terms of the excited density $`n`$ and the temperature $`T`$ in the form of $`\|p^0\|=\sqrt{nn_c(T)}`$ as expected form the equilibrium theory of the Bose gas. Obviously the finite lifetime of the excitons due to spontaneous recombination will eventually cause an additional dephasing and a decay of the exciton density. ## 4 Critical slowing-down of the dephasing for approaching the critical density from below Below the critical density the decay of the polarization is exponential, therefore a dephasing time $`T_2`$ and a dephasing rate $`\mathrm{\Gamma }=\frac{1}{T_2}`$ can be defined. We study the exciton-density dependence of these quantities as one approaches the critical density from below. It is generally assumed that the contribution of the phonons to the dephasing rate is approximately density-independent. We can reproduce this result for moderate densities but do get a considerable reduction of the dephasing rate near the critical density as shown in Fig.3. The density dependence of the dephasing rate can be fitted extremely well by a quadratic law $$\mathrm{\Gamma }(nn_c)^2,$$ (7) which vanishes at the critical density, as also shown in Fig. 3. This characteristic slowing-down of the exciton-dephasing kinetics can serve as a first experimental sign for the approach to the BEC. A similar result has been observed also for exciton-exciton scattering within similar rate equations oli . The quadratic law Eq.(7) can be derived analytically by linearizing Eqs. 4 and 5 around the stationary solutions $`\|p^0\|`$ and $`n_k^0`$. For the deviation $`\delta p`$ from the equilibrium value $`p^0=0`$ one gets: $$\frac{}{t}\delta p=\frac{1}{2V}\underset{\stackrel{}{k}^{}}{}\left[W_{\stackrel{}{k}^{}0}n_\stackrel{}{k}^{}^0W_{0\stackrel{}{k}^{}}(1+n_\stackrel{}{k}^{}^0)\right]\delta p.$$ (8) Therefore one can immediately conclude that the final decay for $`n<n_c`$ is exponential and furthermore $$\mathrm{\Gamma }=\frac{1}{T_2}=\frac{1}{2V}(1e^{\beta \mu })\underset{\stackrel{}{k}}{}W_{\stackrel{}{k}0}\frac{1}{e^{\beta e_k}e^{\beta \mu }}.$$ (9) On the other hand $`(1e^{\beta \mu })(nn_c)^2`$ holds as an exact thermodynamic relationship between the leading terms for $`\mu 0`$ and $`nn_c`$. However, the relation is relatively well obeyed even for large departures from the critical values, as can be checked by a simple numerical calculation Furthermore, due to the structure of the transition rates Eq.(6), the main contribution in the sum of Eq.(9) stems from the $`k`$-values away from the origin (the non-zero solution of the delta-function). Therefore, for small temperatures the $`\mu `$-dependence of the sum is weak and does not affect the $`(nn_c)^2`$ behaviour of its prefactor. ## 5 Power law relaxation to the equilibrium condensate for $`n>n_c`$ While the polarization $`\|p\|`$ vanishes exponentially at subcritical excitation, it reaches its stationary value $`\|p^0\|=\sqrt{nn_c}0`$, when the excited density $`n`$ exceeds $`n_c`$. But in contrast to the subcritical behaviour, this approach to equilibrium of the ideal Bose gas is not exponential any more. In contrast the dephasing kinetics is well described by a simple power law, $$\|p(t)\|=\|p^0\|+a/(t+b),$$ (10) as shown in Fig. 4. The slow non-exponential approach to equilibrium for $`n>n_c`$ would also give in experiments sensitive to coherence a clear signature for the BEC, which may be observable even when the final condensate is small and cannot be detected clearly. Above the critical density the same linearization procedure like the one used in the last section but with $`\mu =0`$, $`p=p^0+\delta p`$ and $`p^00`$ yields $$\frac{}{t}\delta p=\frac{1}{2V}\underset{\stackrel{}{k}}{}(1e^{\beta e_k})W_{k0}\delta n_kp^0.$$ (11) As shown in Ref. Laci , the long-time behaviour for $`\delta n_k`$ is not exponential. The spectrum of the linear operator controlling the $`t\mathrm{}`$ asymptotics of $`\delta n_k`$ is continuous and starts from zero. Therefore, it is expected that a power-law decay is obeyed, which is in accordance with our numerical results. ## 6 Combination of phonon-scattering with HFB-correlations The model used in the last sections may be useful to describe the incoherent dephasing and relaxation phenomena of the light-induced BEC. However, it does not account for a variety of interesting and important phenomena, where exciton-exciton correlations play an important role. These excitonic correlations are known to be important for the nonlinear optical response of semiconductors Axt ; Koch ; Sham2 . Additionally, essential aspects of the BEC can be only understood in terms of an interacting Bose-gas. These phenomena are e.g. superfluidity Mys ; Butov , the renormalized spectrum of the elementary excitations and some interference phenomena based on the Gross-Pitajevski equation. These effects are taken into account by the self-consistent Hartree-Fock-Bogoliubov treatment of the boson-boson interaction that is also called Girardeau-Arnowitt approximation. The impact of this approximation on the BEC has been reviewed e.g. in Refs. Hohenberg . We will now give a guideline how to include the HFB approximation in the phonon scattering kinetics in such a way, that the results of the last sections are conserved, but moreover coherent aspects are taken into account. In the following the derivation of these equations is described. To the Hamiltonian Eq. (1) the exciton-exciton interaction $`H^{}`$ with a contact potential $`W`$ is added $$H^{}=\frac{1}{4V}\underset{\stackrel{}{k}_1,\stackrel{}{k}_2,\stackrel{}{q}}{}Wa_{\stackrel{}{k}_1}^+a_{\stackrel{}{k}_2}^+a_{\stackrel{}{k}_1+\stackrel{}{q}}a_{\stackrel{}{k}_2\stackrel{}{q}}.$$ (12) The interaction matrix element $`W`$ between the excitons is in general given by a momentum-dependent expectation value of the Coulomb interactions between the various point charges in the two excitons containing both the attractive direct and the repulsive exchange interaction. In a low-temperature exciton system the small momentum transfer dominates. In this limit the direct interaction can be neglected and the exchange integral can be calculated analytically 263 . This yields a repulsive contact potential with the coupling constant $$W=\frac{26}{3}\pi a_0^3E_r.$$ (13) Here $`a_0`$ and $`E_r`$ are the Bohr radius and the Rydberg energy, respectively. Note however, that the possibility of a biexciton formation is lost in this long-wavelength approximation. In the HFB approximation all possible contractions have to be taken which conserve the one-particle structure of the Hamiltonian and its translational invariance. Therefore we have to introduce additionally to $`p`$ and $`n_k`$ the anomalous function $`F_k(t)=a_k(t)a_k(t)`$. From the viewpoint of the underlying e-h picture, the bosonic HFB approximation includes also the dynamics of four-particle correlations (two electron and two hole operators). Therefore, correlations beyond the usual electronic HF approximation are taken into account. To derive the kinetics, the Heisenberg equations are iterated to first order in $`W`$ and to second order in $`g`$. The mean-values of higher orders are then factorized as explained in section 2, only that now all possible contractions are taken into account including the anomalous function $`F_k`$. The phonon part(collision terms) is treated in the Markov approximation and contributions from principal value integrals have been neglected. Due to the fact that the number of possible second-order phonon contributions is quite large, all anomalous functions $`F_k`$ are neglected in the collision terms. We will show later that the contributions of the anomalous functions to the collision terms within the same approximation scheme make the condensate unstable. In the language of diagram theory, our approximation includes the HFB diagrams oli and a selection of second-order phonon scattering diagrams. The resulting equations are $`{\displaystyle \frac{}{t}}n_k`$ $`=`$ $`{\displaystyle \frac{W}{\mathrm{}}}\mathrm{}\left\{\left(p^2+{\displaystyle \frac{1}{V}}{\displaystyle \underset{\stackrel{}{q}}{}}F_q\right)F_k^{}\right\}`$ (14) $`+`$ $`{\displaystyle \frac{}{t}}n_k\|_{coll}`$ $`{\displaystyle \frac{}{t}}F_k`$ $`=`$ $`{\displaystyle \frac{i}{\mathrm{}}}\left[2e_k+2W(n_0+{\displaystyle \frac{1}{V}}{\displaystyle \underset{\stackrel{}{q}}{}}n_q)\right]F_k`$ $`{\displaystyle \frac{i}{2\mathrm{}}}(2n_k`$ $`+`$ $`1\left)W\right(p^2+{\displaystyle \frac{1}{V}}{\displaystyle \underset{\stackrel{}{q}}{}}F_q)+{\displaystyle \frac{}{t}}F_k\|_{coll}`$ (15) $`{\displaystyle \frac{}{t}}p`$ $`=`$ $`{\displaystyle \frac{i}{\mathrm{}}}\left[e_0+{\displaystyle \frac{W}{2}}(n_0+{\displaystyle \frac{2}{V}}{\displaystyle \underset{\stackrel{}{q}}{}}n_q)\right]p`$ $`{\displaystyle \frac{i}{2\mathrm{}}}`$ $`W`$ $`p^{}{\displaystyle \frac{1}{V}}{\displaystyle \underset{\stackrel{}{q}}{}}F_q+{\displaystyle \frac{i}{2\mathrm{}}}dE+{\displaystyle \frac{}{t}}p\|_{coll}`$ (16) $`{\displaystyle \frac{}{t}}n_k\|_{coll}`$ $`=`$ $`{\displaystyle \frac{2\pi }{\mathrm{}V}}{\displaystyle \underset{\stackrel{}{q}}{}}g_{\stackrel{}{k}\stackrel{}{q}}^2\{\delta (e_qe_k\mathrm{}\omega _{\stackrel{}{k}\stackrel{}{q}})`$ $`\times [N_{kq}n_k(1+n_q)`$ $``$ $`(N_{kq}+1)(1+n_k)n_q](\stackrel{}{k}\stackrel{}{q})\}`$ (17) $`+`$ $`{\displaystyle \frac{2\pi }{\mathrm{}}}g_k^2\delta (e_k\mathrm{}\omega _k)n_0(N_kn_k)`$ $`{\displaystyle \frac{}{t}}p\|_{coll}`$ $`=`$ $`{\displaystyle \frac{\pi }{\mathrm{}V}}p{\displaystyle \underset{\stackrel{}{q}}{}}g_q^2\delta (e_q\mathrm{}\omega _q)(N_qn_q)`$ (18) $`{\displaystyle \frac{}{t}}F_k\|_{coll}`$ $`=`$ $`{\displaystyle \frac{2\pi }{\mathrm{}}}g_k^2\delta (e_k\mathrm{}\omega _k)\left[p^2(N_kn_k)\right]`$ (19) First we demonstrate that the addition of scattering terms proportional to $`F_k`$ in the collision terms of $`F_k`$ Eq.(19) destroy the condensate, while omitting them leads to a stable condensate solution. In Fig. 5 a solution of the equations is shown above the critical density. While the coherent density $`n_0=\|p\|^2`$ goes to zero if the collision terms proportional to $`F_k`$ ($`F^1`$-terms) are included (see curves 3,4), it condenses if only terms without $`F_k`$($`F^0`$-terms) are considered as done in Eq.(19) (see curves 1,2). For subcritical excitation the condensate decays in both approximations. The reason for the numerically obtained condensate destroying properties of the anomalous contributions in the collision terms are not yet fully understood. It can be easily seen analytically that these terms are not in accordance with the condensate solutions of the free Bose-gas. However they are obviously also not yet fully compatible with the condensation-solution of the interacting Bose-gas. More refined approximations like the inclusion of energy renormalizations in the collision integrals are needed. An argument for omitting the contributions of the anomalous functions to the second order scattering terms has been proposed in Ref. Proukakis . Here it is argued that an adiabatic elimination of $`F_k`$ yields for a scattering term containing one anomalous function a term of third-order $`Wg_q^2`$, which is inconsistent with the considered second-order scattering. Although this argument is not rigorous in a self-consistent theory, all collision terms proportional to $`F_k`$ are disregarded in the following. We compare the prediction for the kinetics of the pure phonon model Eqs.(4),(5) and the full model Eqs.(14-19) in two figures once below (Fig. 6) and once above (Fig. 7) the critical density. The results of the two models concerning dephasing and relaxation can hardly be distinguished. We conclude that all our results in the pure phonon model are stable against Hartree-Fock-Bogoliubov correlations. Additionally the introduced anomalous function $`F_k`$ shows a threshold behaviour as expected in a phase transition. This is shown in Fig. 8 where we plotted $`_k\|F_k(t=\mathrm{})\|`$ versus the excitation density. To conclude this chapter, we presented a model which does show the well-understood dephasing and condensation properties of the earlier introduced simpler boson model, but additionally can be applied to experiments where the coherence plays a more important role than in simple studies of the dephasing. ## 7 Conclusion It was demonstrated that the dephasing of an exciton polarization due to phonon scattering can have surprising features, when the BEC is approached. For subcritical excitation with a laser pulse, the polarization dephasing rate slows down with increasing density in the vicinity of the BEC with a quadratic power law. For supercritical excitation the expected exponential dephasing changes to a power law relaxation approaching a finite value. We hope that these results may stimulate corresponding experimental investigations. In the last chapter it was shown that condensation kinetics is very sensitive to the choice of specific scattering terms (diagrams). A model is constructed which includes both the incoherent scattering due to phonons and the HFB correlations. It has the same incoherent properties as the pure phonon model, but may be also applied to experiments, where coherent correlations are important. ###### Acknowledgements. This work has been supported by the DFG in the framework of the Schwerpunktprogramm Quantenkohärenz in Halbleitern.

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